| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| U.S. Government and Agency Obligations (68.8%) | ||||||
| U.S. Government Securities (49.1%) | ||||||
| United States Treasury Note/Bond | 4.500% | 4/15/2027 | 8,618 | 8,685 | ||
| United States Treasury Note/Bond | 0.500% | 4/30/2027 | 6,820 | 6,586 | ||
| United States Treasury Note/Bond | 2.750% | 4/30/2027 | 5,620 | 5,560 | ||
| United States Treasury Note/Bond | 3.750% | 4/30/2027 | 14,723 | 14,720 | ||
| United States Treasury Note/Bond | 2.375% | 5/15/2027 | 10,066 | 9,906 | ||
| United States Treasury Note/Bond | 4.500% | 5/15/2027 | 12,992 | 13,088 | ||
| United States Treasury Note/Bond | 0.500% | 5/31/2027 | 6,605 | 6,358 | ||
| United States Treasury Note/Bond | 2.625% | 5/31/2027 | 22,535 | 22,231 | ||
| United States Treasury Note/Bond | 3.875% | 5/31/2027 | 11,329 | 11,337 | ||
| United States Treasury Note/Bond | 4.625% | 6/15/2027 | 6,014 | 6,070 | ||
| United States Treasury Note/Bond | 0.500% | 6/30/2027 | 8,889 | 8,532 | ||
| United States Treasury Note/Bond | 3.250% | 6/30/2027 | 9,539 | 9,472 | ||
| United States Treasury Note/Bond | 3.750% | 6/30/2027 | 18,286 | 18,272 | ||
| United States Treasury Note/Bond | 4.375% | 7/15/2027 | 6,993 | 7,041 | ||
| United States Treasury Note/Bond | 0.375% | 7/31/2027 | 8,510 | 8,129 | ||
| United States Treasury Note/Bond | 2.750% | 7/31/2027 | 11,284 | 11,126 | ||
| United States Treasury Note/Bond | 3.875% | 7/31/2027 | 18,564 | 18,571 | ||
| United States Treasury Note/Bond | 2.250% | 8/15/2027 | 14,247 | 13,946 | ||
| United States Treasury Note/Bond | 3.750% | 8/15/2027 | 10,735 | 10,722 | ||
| United States Treasury Note/Bond | 0.500% | 8/31/2027 | 7,825 | 7,467 | ||
| United States Treasury Note/Bond | 3.125% | 8/31/2027 | 6,788 | 6,722 | ||
| United States Treasury Note/Bond | 3.625% | 8/31/2027 | 12,889 | 12,851 | ||
| United States Treasury Note/Bond | 3.375% | 9/15/2027 | 7,144 | 7,097 | ||
| United States Treasury Note/Bond | 0.375% | 9/30/2027 | 8,525 | 8,098 | ||
| United States Treasury Note/Bond | 3.500% | 9/30/2027 | 5,063 | 5,039 | ||
| United States Treasury Note/Bond | 4.125% | 9/30/2027 | 7,865 | 7,898 | ||
| United States Treasury Note/Bond | 3.875% | 10/15/2027 | 13,437 | 13,445 | ||
| United States Treasury Note/Bond | 0.500% | 10/31/2027 | 10,290 | 9,767 | ||
| United States Treasury Note/Bond | 3.500% | 10/31/2027 | 11,659 | 11,598 | ||
| United States Treasury Note/Bond | 4.125% | 10/31/2027 | 8,761 | 8,798 | ||
| United States Treasury Note/Bond | 2.250% | 11/15/2027 | 7,302 | 7,120 | ||
| United States Treasury Note/Bond | 4.125% | 11/15/2027 | 10,100 | 10,145 | ||
| United States Treasury Note/Bond | 0.625% | 11/30/2027 | 8,128 | 7,710 | ||
| United States Treasury Note/Bond | 3.375% | 11/30/2027 | 8,035 | 7,977 | ||
| United States Treasury Note/Bond | 3.875% | 11/30/2027 | 16,307 | 16,317 | ||
| United States Treasury Note/Bond | 4.000% | 12/15/2027 | 9,190 | 9,216 | ||
| United States Treasury Note/Bond | 0.625% | 12/31/2027 | 11,360 | 10,749 | ||
| United States Treasury Note/Bond | 3.375% | 12/31/2027 | 8,353 | 8,289 | ||
| United States Treasury Note/Bond | 3.875% | 12/31/2027 | 6,060 | 6,064 | ||
| United States Treasury Note/Bond | 4.250% | 1/15/2028 | 8,482 | 8,542 | ||
| United States Treasury Note/Bond | 0.750% | 1/31/2028 | 12,760 | 12,070 | ||
| United States Treasury Note/Bond | 3.500% | 1/31/2028 | 21,886 | 21,763 | ||
| United States Treasury Note/Bond | 2.750% | 2/15/2028 | 12,432 | 12,193 | ||
| United States Treasury Note/Bond | 4.250% | 2/15/2028 | 12,851 | 12,951 | ||
| United States Treasury Note/Bond | 1.125% | 2/29/2028 | 12,668 | 12,043 | ||
| United States Treasury Note/Bond | 3.375% | 2/29/2028 | 9,953 | 9,875 | ||
| United States Treasury Note/Bond | 4.000% | 2/29/2028 | 7,787 | 7,813 | ||
| United States Treasury Note/Bond | 3.875% | 3/15/2028 | 10,091 | 10,103 | ||
| United States Treasury Note/Bond | 1.250% | 3/31/2028 | 10,786 | 10,258 | ||
| United States Treasury Note/Bond | 3.625% | 3/31/2028 | 6,846 | 6,822 | ||
| United States Treasury Note/Bond | 3.875% | 3/31/2028 | 8,055 | 8,068 | ||
| United States Treasury Note/Bond | 3.750% | 4/15/2028 | 10,598 | 10,584 | ||
| United States Treasury Note/Bond | 1.250% | 4/30/2028 | 14,689 | 13,941 | ||
| United States Treasury Note/Bond | 3.500% | 4/30/2028 | 6,803 | 6,760 | ||
| United States Treasury Note/Bond | 2.875% | 5/15/2028 | 11,755 | 11,531 | ||
| United States Treasury Note/Bond | 3.750% | 5/15/2028 | 10,834 | 10,821 | ||
| United States Treasury Note/Bond | 1.250% | 5/31/2028 | 10,615 | 10,053 | ||
| United States Treasury Note/Bond | 3.625% | 5/31/2028 | 8,293 | 8,261 | ||
| United States Treasury Note/Bond | 3.875% | 6/15/2028 | 10,834 | 10,850 | ||
| United States Treasury Note/Bond | 1.250% | 6/30/2028 | 9,941 | 9,395 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| United States Treasury Note/Bond | 4.000% | 6/30/2028 | 8,012 | 8,046 | ||
| United States Treasury Note/Bond | 3.875% | 7/15/2028 | 15,261 | 15,281 | ||
| United States Treasury Note/Bond | 1.000% | 7/31/2028 | 12,705 | 11,914 | ||
| United States Treasury Note/Bond | 4.125% | 7/31/2028 | 6,769 | 6,815 | ||
| United States Treasury Note/Bond | 2.875% | 8/15/2028 | 14,966 | 14,649 | ||
| United States Treasury Note/Bond | 3.625% | 8/15/2028 | 12,876 | 12,822 | ||
| United States Treasury Note/Bond | 5.500% | 8/15/2028 | 325 | 336 | ||
| United States Treasury Note/Bond | 1.125% | 8/31/2028 | 13,987 | 13,124 | ||
| United States Treasury Note/Bond | 4.375% | 8/31/2028 | 7,007 | 7,095 | ||
| United States Treasury Note/Bond | 3.375% | 9/15/2028 | 18,223 | 18,036 | ||
| United States Treasury Note/Bond | 1.250% | 9/30/2028 | 13,792 | 12,954 | ||
| United States Treasury Note/Bond | 4.625% | 9/30/2028 | 8,643 | 8,808 | ||
| United States Treasury Note/Bond | 3.500% | 10/15/2028 | 19,200 | 19,053 | ||
| United States Treasury Note/Bond | 1.375% | 10/31/2028 | 10,725 | 10,084 | ||
| United States Treasury Note/Bond | 4.875% | 10/31/2028 | 9,193 | 9,428 | ||
| United States Treasury Note/Bond | 3.125% | 11/15/2028 | 15,153 | 14,888 | ||
| United States Treasury Note/Bond | 3.500% | 11/15/2028 | 10,140 | 10,059 | ||
| United States Treasury Note/Bond | 5.250% | 11/15/2028 | 3,402 | 3,512 | ||
| United States Treasury Note/Bond | 1.500% | 11/30/2028 | 10,095 | 9,506 | ||
| United States Treasury Note/Bond | 4.375% | 11/30/2028 | 10,440 | 10,584 | ||
| United States Treasury Note/Bond | 3.500% | 12/15/2028 | 8,141 | 8,075 | ||
| United States Treasury Note/Bond | 1.375% | 12/31/2028 | 10,224 | 9,577 | ||
| United States Treasury Note/Bond | 3.750% | 12/31/2028 | 10,709 | 10,688 | ||
| United States Treasury Note/Bond | 3.500% | 1/15/2029 | 10,824 | 10,733 | ||
| United States Treasury Note/Bond | 1.750% | 1/31/2029 | 9,863 | 9,318 | ||
| United States Treasury Note/Bond | 4.000% | 1/31/2029 | 11,055 | 11,105 | ||
| United States Treasury Note/Bond | 2.625% | 2/15/2029 | 11,033 | 10,674 | ||
| United States Treasury Note/Bond | 3.500% | 2/15/2029 | 11,509 | 11,410 | ||
| United States Treasury Note/Bond | 1.875% | 2/28/2029 | 8,640 | 8,179 | ||
| United States Treasury Note/Bond | 4.250% | 2/28/2029 | 11,636 | 11,770 | ||
| United States Treasury Note/Bond | 3.500% | 3/15/2029 | 12,296 | 12,189 | ||
| United States Treasury Note/Bond | 2.375% | 3/31/2029 | 10,920 | 10,473 | ||
| United States Treasury Note/Bond | 4.125% | 3/31/2029 | 14,039 | 14,157 | ||
| United States Treasury Note/Bond | 2.875% | 4/30/2029 | 9,400 | 9,137 | ||
| United States Treasury Note/Bond | 4.625% | 4/30/2029 | 12,714 | 13,002 | ||
| United States Treasury Note/Bond | 2.375% | 5/15/2029 | 8,871 | 8,492 | ||
| United States Treasury Note/Bond | 2.750% | 5/31/2029 | 8,802 | 8,517 | ||
| United States Treasury Note/Bond | 4.500% | 5/31/2029 | 13,504 | 13,767 | ||
| United States Treasury Note/Bond | 3.250% | 6/30/2029 | 10,170 | 9,985 | ||
| United States Treasury Note/Bond | 4.250% | 6/30/2029 | 12,477 | 12,631 | ||
| United States Treasury Note/Bond | 2.625% | 7/31/2029 | 6,550 | 6,300 | ||
| United States Treasury Note/Bond | 4.000% | 7/31/2029 | 13,876 | 13,939 | ||
| United States Treasury Note/Bond | 1.625% | 8/15/2029 | 4,620 | 4,299 | ||
| United States Treasury Note/Bond | 3.125% | 8/31/2029 | 5,835 | 5,698 | ||
| United States Treasury Note/Bond | 3.625% | 8/31/2029 | 16,630 | 16,502 | ||
| United States Treasury Note/Bond | 3.500% | 9/30/2029 | 12,655 | 12,504 | ||
| United States Treasury Note/Bond | 3.875% | 9/30/2029 | 6,802 | 6,804 | ||
| United States Treasury Note/Bond | 4.000% | 10/31/2029 | 5,925 | 5,949 | ||
| United States Treasury Note/Bond | 4.125% | 10/31/2029 | 14,896 | 15,018 | ||
| United States Treasury Note/Bond | 1.750% | 11/15/2029 | 2,351 | 2,185 | ||
| United States Treasury Note/Bond | 3.875% | 11/30/2029 | 5,971 | 5,970 | ||
| United States Treasury Note/Bond | 4.125% | 11/30/2029 | 11,735 | 11,833 | ||
| United States Treasury Note/Bond | 3.875% | 12/31/2029 | 6,303 | 6,300 | ||
| United States Treasury Note/Bond | 4.375% | 12/31/2029 | 11,824 | 12,026 | ||
| United States Treasury Note/Bond | 3.500% | 1/31/2030 | 4,790 | 4,724 | ||
| United States Treasury Note/Bond | 4.250% | 1/31/2030 | 12,208 | 12,364 | ||
| United States Treasury Note/Bond | 1.500% | 2/15/2030 | 8,994 | 8,230 | ||
| United States Treasury Note/Bond | 4.000% | 2/28/2030 | 19,026 | 19,100 | ||
| United States Treasury Note/Bond | 3.625% | 3/31/2030 | 8,600 | 8,512 | ||
| United States Treasury Note/Bond | 4.000% | 3/31/2030 | 12,915 | 12,964 | ||
| United States Treasury Note/Bond | 3.500% | 4/30/2030 | 5,295 | 5,215 | ||
| United States Treasury Note/Bond | 3.875% | 4/30/2030 | 15,893 | 15,877 | ||
| United States Treasury Note/Bond | 0.625% | 5/15/2030 | 13,704 | 12,004 | ||
| United States Treasury Note/Bond | 6.250% | 5/15/2030 | 1,350 | 1,467 | ||
| United States Treasury Note/Bond | 3.750% | 5/31/2030 | 5,680 | 5,645 | ||
| United States Treasury Note/Bond | 4.000% | 5/31/2030 | 12,820 | 12,867 | ||
| United States Treasury Note/Bond | 3.750% | 6/30/2030 | 4,600 | 4,571 | ||
| United States Treasury Note/Bond | 3.875% | 6/30/2030 | 16,388 | 16,366 | ||
| United States Treasury Note/Bond | 3.875% | 7/31/2030 | 9,636 | 9,621 | ||
| United States Treasury Note/Bond | 4.000% | 7/31/2030 | 5,944 | 5,963 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| United States Treasury Note/Bond | 0.625% | 8/15/2030 | 18,277 | 15,873 | ||
| United States Treasury Note/Bond | 3.625% | 8/31/2030 | 15,805 | 15,610 | ||
| United States Treasury Note/Bond | 4.125% | 8/31/2030 | 5,681 | 5,725 | ||
| United States Treasury Note/Bond | 3.625% | 9/30/2030 | 15,391 | 15,203 | ||
| United States Treasury Note/Bond | 4.625% | 9/30/2030 | 6,192 | 6,367 | ||
| United States Treasury Note/Bond | 3.625% | 10/31/2030 | 10,339 | 10,207 | ||
| United States Treasury Note/Bond | 4.875% | 10/31/2030 | 5,840 | 6,067 | ||
| United States Treasury Note/Bond | 0.875% | 11/15/2030 | 19,136 | 16,677 | ||
| United States Treasury Note/Bond | 3.500% | 11/30/2030 | 12,667 | 12,435 | ||
| United States Treasury Note/Bond | 4.375% | 11/30/2030 | 6,405 | 6,521 | ||
| United States Treasury Note/Bond | 3.625% | 12/31/2030 | 13,598 | 13,414 | ||
| United States Treasury Note/Bond | 3.750% | 12/31/2030 | 7,613 | 7,548 | ||
| United States Treasury Note/Bond | 3.750% | 1/31/2031 | 9,987 | 9,903 | ||
| United States Treasury Note/Bond | 4.000% | 1/31/2031 | 7,012 | 7,027 | ||
| United States Treasury Note/Bond | 1.125% | 2/15/2031 | 11,033 | 9,671 | ||
| United States Treasury Note/Bond | 5.375% | 2/15/2031 | 1,540 | 1,633 | ||
| United States Treasury Note/Bond | 3.500% | 2/28/2031 | 11,021 | 10,806 | ||
| United States Treasury Note/Bond | 4.250% | 2/28/2031 | 7,708 | 7,808 | ||
| United States Treasury Note/Bond | 3.875% | 3/31/2031 | 17,133 | 17,078 | ||
| United States Treasury Note/Bond | 4.125% | 3/31/2031 | 8,407 | 8,466 | ||
| United States Treasury Note/Bond | 4.625% | 4/30/2031 | 7,993 | 8,229 | ||
| United States Treasury Note/Bond | 1.625% | 5/15/2031 | 18,109 | 16,150 | ||
| United States Treasury Note/Bond | 4.625% | 5/31/2031 | 7,766 | 7,996 | ||
| United States Treasury Note/Bond | 4.250% | 6/30/2031 | 7,912 | 8,010 | ||
| United States Treasury Note/Bond | 4.125% | 7/31/2031 | 8,081 | 8,133 | ||
| United States Treasury Note/Bond | 1.250% | 8/15/2031 | 19,802 | 17,183 | ||
| United States Treasury Note/Bond | 3.750% | 8/31/2031 | 8,622 | 8,515 | ||
| United States Treasury Note/Bond | 3.625% | 9/30/2031 | 8,470 | 8,309 | ||
| United States Treasury Note/Bond | 4.125% | 10/31/2031 | 8,361 | 8,405 | ||
| United States Treasury Note/Bond | 1.375% | 11/15/2031 | 20,722 | 17,971 | ||
| United States Treasury Note/Bond | 4.125% | 11/30/2031 | 8,420 | 8,461 | ||
| United States Treasury Note/Bond | 4.500% | 12/31/2031 | 7,457 | 7,635 | ||
| United States Treasury Note/Bond | 4.375% | 1/31/2032 | 7,992 | 8,128 | ||
| United States Treasury Note/Bond | 1.875% | 2/15/2032 | 20,053 | 17,781 | ||
| United States Treasury Note/Bond | 4.125% | 2/29/2032 | 7,463 | 7,492 | ||
| United States Treasury Note/Bond | 4.125% | 3/31/2032 | 8,327 | 8,356 | ||
| United States Treasury Note/Bond | 4.000% | 4/30/2032 | 6,629 | 6,606 | ||
| United States Treasury Note/Bond | 2.875% | 5/15/2032 | 20,063 | 18,767 | ||
| United States Treasury Note/Bond | 4.125% | 5/31/2032 | 8,720 | 8,744 | ||
| United States Treasury Note/Bond | 4.000% | 6/30/2032 | 9,112 | 9,071 | ||
| United States Treasury Note/Bond | 4.000% | 7/31/2032 | 9,119 | 9,074 | ||
| United States Treasury Note/Bond | 2.750% | 8/15/2032 | 18,460 | 17,075 | ||
| United States Treasury Note/Bond | 3.875% | 8/31/2032 | 9,141 | 9,027 | ||
| United States Treasury Note/Bond | 3.875% | 9/30/2032 | 8,628 | 8,517 | ||
| United States Treasury Note/Bond | 3.750% | 10/31/2032 | 9,180 | 8,991 | ||
| United States Treasury Note/Bond | 4.125% | 11/15/2032 | 19,041 | 19,047 | ||
| United States Treasury Note/Bond | 3.750% | 11/30/2032 | 8,219 | 8,044 | ||
| United States Treasury Note/Bond | 3.875% | 12/31/2032 | 9,711 | 9,571 | ||
| United States Treasury Note/Bond | 4.000% | 1/31/2033 | 9,798 | 9,726 | ||
| United States Treasury Note/Bond | 3.500% | 2/15/2033 | 19,278 | 18,548 | ||
| United States Treasury Note/Bond | 3.750% | 2/28/2033 | 9,210 | 9,003 | ||
| United States Treasury Note/Bond | 4.250% | 3/31/2033 | 11,728 | 11,809 | ||
| United States Treasury Note/Bond | 3.375% | 5/15/2033 | 19,198 | 18,292 | ||
| United States Treasury Note/Bond | 3.875% | 8/15/2033 | 18,932 | 18,587 | ||
| United States Treasury Note/Bond | 4.500% | 11/15/2033 | 21,279 | 21,721 | ||
| United States Treasury Note/Bond | 4.000% | 2/15/2034 | 22,292 | 21,997 | ||
| United States Treasury Note/Bond | 4.375% | 5/15/2034 | 20,946 | 21,170 | ||
| United States Treasury Note/Bond | 3.875% | 8/15/2034 | 20,908 | 20,373 | ||
| United States Treasury Note/Bond | 4.250% | 11/15/2034 | 21,383 | 21,376 | ||
| United States Treasury Note/Bond | 4.625% | 2/15/2035 | 19,215 | 19,715 | ||
| United States Treasury Note/Bond | 4.250% | 5/15/2035 | 22,398 | 22,339 | ||
| United States Treasury Note/Bond | 4.250% | 8/15/2035 | 19,584 | 19,514 | ||
| United States Treasury Note/Bond | 4.000% | 11/15/2035 | 17,374 | 16,948 | ||
| United States Treasury Note/Bond | 4.125% | 2/15/2036 | 16,833 | 16,569 | ||
| United States Treasury Note/Bond | 3.500% | 2/15/2039 | 890 | 802 | ||
| United States Treasury Note/Bond | 4.250% | 5/15/2039 | 1,318 | 1,277 | ||
| United States Treasury Note/Bond | 4.500% | 8/15/2039 | 2,593 | 2,566 | ||
| United States Treasury Note/Bond | 4.375% | 11/15/2039 | 2,496 | 2,431 | ||
| United States Treasury Note/Bond | 4.625% | 2/15/2040 | 3,784 | 3,776 | ||
| United States Treasury Note/Bond | 1.125% | 5/15/2040 | 7,524 | 4,741 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| United States Treasury Note/Bond | 4.375% | 5/15/2040 | 2,269 | 2,204 | ||
| United States Treasury Note/Bond | 1.125% | 8/15/2040 | 9,707 | 6,052 | ||
| United States Treasury Note/Bond | 3.875% | 8/15/2040 | 3,040 | 2,786 | ||
| United States Treasury Note/Bond | 1.375% | 11/15/2040 | 11,389 | 7,337 | ||
| United States Treasury Note/Bond | 4.250% | 11/15/2040 | 2,770 | 2,641 | ||
| United States Treasury Note/Bond | 1.875% | 2/15/2041 | 11,198 | 7,756 | ||
| United States Treasury Note/Bond | 4.750% | 2/15/2041 | 2,706 | 2,720 | ||
| United States Treasury Note/Bond | 2.250% | 5/15/2041 | 9,056 | 6,597 | ||
| United States Treasury Note/Bond | 4.375% | 5/15/2041 | 2,704 | 2,606 | ||
| United States Treasury Note/Bond | 1.750% | 8/15/2041 | 13,841 | 9,257 | ||
| United States Treasury Note/Bond | 3.750% | 8/15/2041 | 2,790 | 2,489 | ||
| United States Treasury Note/Bond | 2.000% | 11/15/2041 | 11,218 | 7,758 | ||
| United States Treasury Note/Bond | 3.125% | 11/15/2041 | 2,883 | 2,358 | ||
| United States Treasury Note/Bond | 2.375% | 2/15/2042 | 8,961 | 6,534 | ||
| United States Treasury Note/Bond | 3.125% | 2/15/2042 | 3,157 | 2,571 | ||
| United States Treasury Note/Bond | 3.000% | 5/15/2042 | 2,120 | 1,690 | ||
| United States Treasury Note/Bond | 3.250% | 5/15/2042 | 7,780 | 6,419 | ||
| United States Treasury Note/Bond | 2.750% | 8/15/2042 | 3,520 | 2,691 | ||
| United States Treasury Note/Bond | 3.375% | 8/15/2042 | 6,522 | 5,449 | ||
| United States Treasury Note/Bond | 2.750% | 11/15/2042 | 3,626 | 2,758 | ||
| United States Treasury Note/Bond | 4.000% | 11/15/2042 | 7,430 | 6,724 | ||
| United States Treasury Note/Bond | 3.125% | 2/15/2043 | 3,380 | 2,707 | ||
| United States Treasury Note/Bond | 3.875% | 2/15/2043 | 7,744 | 6,882 | ||
| United States Treasury Note/Bond | 2.875% | 5/15/2043 | 5,245 | 4,027 | ||
| United States Treasury Note/Bond | 3.875% | 5/15/2043 | 6,383 | 5,660 | ||
| United States Treasury Note/Bond | 3.625% | 8/15/2043 | 4,680 | 3,997 | ||
| United States Treasury Note/Bond | 4.375% | 8/15/2043 | 8,548 | 8,070 | ||
| United States Treasury Note/Bond | 3.750% | 11/15/2043 | 4,185 | 3,628 | ||
| United States Treasury Note/Bond | 4.750% | 11/15/2043 | 8,101 | 8,003 | ||
| United States Treasury Note/Bond | 3.625% | 2/15/2044 | 4,238 | 3,601 | ||
| United States Treasury Note/Bond | 4.500% | 2/15/2044 | 8,348 | 7,983 | ||
| United States Treasury Note/Bond | 3.375% | 5/15/2044 | 4,726 | 3,863 | ||
| United States Treasury Note/Bond | 4.625% | 5/15/2044 | 7,994 | 7,754 | ||
| United States Treasury Note/Bond | 3.125% | 8/15/2044 | 4,848 | 3,800 | ||
| United States Treasury Note/Bond | 4.125% | 8/15/2044 | 7,083 | 6,425 | ||
| United States Treasury Note/Bond | 3.000% | 11/15/2044 | 4,203 | 3,219 | ||
| United States Treasury Note/Bond | 4.625% | 11/15/2044 | 7,572 | 7,331 | ||
| United States Treasury Note/Bond | 2.500% | 2/15/2045 | 5,259 | 3,688 | ||
| United States Treasury Note/Bond | 4.750% | 2/15/2045 | 8,007 | 7,867 | ||
| United States Treasury Note/Bond | 3.000% | 5/15/2045 | 2,574 | 1,958 | ||
| United States Treasury Note/Bond | 5.000% | 5/15/2045 | 8,352 | 8,461 | ||
| United States Treasury Note/Bond | 2.875% | 8/15/2045 | 4,074 | 3,025 | ||
| United States Treasury Note/Bond | 4.875% | 8/15/2045 | 7,588 | 7,564 | ||
| United States Treasury Note/Bond | 3.000% | 11/15/2045 | 2,915 | 2,203 | ||
| United States Treasury Note/Bond | 4.625% | 11/15/2045 | 7,805 | 7,527 | ||
| United States Treasury Note/Bond | 2.500% | 2/15/2046 | 3,877 | 2,674 | ||
| United States Treasury Note/Bond | 4.625% | 2/15/2046 | 5,731 | 5,525 | ||
| United States Treasury Note/Bond | 2.500% | 5/15/2046 | 4,692 | 3,222 | ||
| United States Treasury Note/Bond | 2.250% | 8/15/2046 | 6,178 | 4,025 | ||
| United States Treasury Note/Bond | 2.875% | 11/15/2046 | 2,270 | 1,659 | ||
| United States Treasury Note/Bond | 3.000% | 2/15/2047 | 4,690 | 3,493 | ||
| United States Treasury Note/Bond | 3.000% | 5/15/2047 | 3,973 | 2,952 | ||
| 1 | United States Treasury Note/Bond | 2.750% | 8/15/2047 | 6,397 | 4,525 | |
| United States Treasury Note/Bond | 2.750% | 11/15/2047 | 6,573 | 4,633 | ||
| United States Treasury Note/Bond | 3.000% | 2/15/2048 | 7,589 | 5,593 | ||
| United States Treasury Note/Bond | 3.125% | 5/15/2048 | 7,985 | 6,006 | ||
| United States Treasury Note/Bond | 3.000% | 8/15/2048 | 8,724 | 6,400 | ||
| United States Treasury Note/Bond | 3.375% | 11/15/2048 | 9,288 | 7,272 | ||
| United States Treasury Note/Bond | 3.000% | 2/15/2049 | 10,370 | 7,571 | ||
| United States Treasury Note/Bond | 2.875% | 5/15/2049 | 9,325 | 6,628 | ||
| United States Treasury Note/Bond | 2.250% | 8/15/2049 | 8,568 | 5,327 | ||
| United States Treasury Note/Bond | 2.375% | 11/15/2049 | 9,223 | 5,876 | ||
| United States Treasury Note/Bond | 2.000% | 2/15/2050 | 9,042 | 5,262 | ||
| United States Treasury Note/Bond | 1.250% | 5/15/2050 | 9,176 | 4,354 | ||
| United States Treasury Note/Bond | 1.375% | 8/15/2050 | 12,626 | 6,171 | ||
| United States Treasury Note/Bond | 1.625% | 11/15/2050 | 12,971 | 6,767 | ||
| United States Treasury Note/Bond | 1.875% | 2/15/2051 | 13,738 | 7,627 | ||
| United States Treasury Note/Bond | 2.375% | 5/15/2051 | 16,150 | 10,103 | ||
| United States Treasury Note/Bond | 2.000% | 8/15/2051 | 13,575 | 7,730 | ||
| United States Treasury Note/Bond | 1.875% | 11/15/2051 | 12,120 | 6,657 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| United States Treasury Note/Bond | 2.250% | 2/15/2052 | 11,332 | 6,829 | ||
| United States Treasury Note/Bond | 2.875% | 5/15/2052 | 12,555 | 8,708 | ||
| United States Treasury Note/Bond | 3.000% | 8/15/2052 | 11,638 | 8,276 | ||
| United States Treasury Note/Bond | 4.000% | 11/15/2052 | 10,526 | 9,047 | ||
| United States Treasury Note/Bond | 3.625% | 2/15/2053 | 9,754 | 7,829 | ||
| United States Treasury Note/Bond | 3.625% | 5/15/2053 | 10,480 | 8,402 | ||
| United States Treasury Note/Bond | 4.125% | 8/15/2053 | 10,763 | 9,444 | ||
| United States Treasury Note/Bond | 4.750% | 11/15/2053 | 11,852 | 11,530 | ||
| United States Treasury Note/Bond | 4.250% | 2/15/2054 | 12,256 | 10,980 | ||
| United States Treasury Note/Bond | 4.625% | 5/15/2054 | 11,671 | 11,130 | ||
| United States Treasury Note/Bond | 4.250% | 8/15/2054 | 12,080 | 10,822 | ||
| United States Treasury Note/Bond | 4.500% | 11/15/2054 | 12,137 | 11,341 | ||
| United States Treasury Note/Bond | 4.625% | 2/15/2055 | 12,782 | 12,196 | ||
| United States Treasury Note/Bond | 4.750% | 5/15/2055 | 12,254 | 11,932 | ||
| United States Treasury Note/Bond | 4.750% | 8/15/2055 | 11,022 | 10,741 | ||
| United States Treasury Note/Bond | 4.625% | 11/15/2055 | 11,402 | 10,896 | ||
| United States Treasury Note/Bond | 4.750% | 2/15/2056 | 15,438 | 15,057 | ||
| 2,675,565 | ||||||
| Agency Bonds and Notes (0.4%) | ||||||
| Federal Farm Credit Banks Funding Corp. | 4.750% | 5/6/2027 | 63 | 64 | ||
| Federal Farm Credit Banks Funding Corp. | 4.500% | 5/20/2027 | 2,000 | 2,015 | ||
| Federal Farm Credit Banks Funding Corp. | 4.250% | 2/24/2028 | 100 | 101 | ||
| Federal Farm Credit Banks Funding Corp. | 4.500% | 6/7/2028 | 100 | 101 | ||
| Federal Farm Credit Banks Funding Corp. | 4.250% | 12/15/2028 | 93 | 94 | ||
| Federal Farm Credit Banks Funding Corp. | 3.500% | 9/10/2029 | 108 | 107 | ||
| Federal Farm Credit Banks Funding Corp. | 4.000% | 4/1/2030 | 100 | 100 | ||
| Federal Home Loan Banks | 4.750% | 4/9/2027 | 200 | 202 | ||
| Federal Home Loan Banks | 3.875% | 6/4/2027 | 170 | 170 | ||
| Federal Home Loan Banks | 3.500% | 9/9/2027 | 275 | 274 | ||
| Federal Home Loan Banks | 3.500% | 3/3/2028 | 440 | 437 | ||
| Federal Home Loan Banks | 4.000% | 6/30/2028 | 450 | 451 | ||
| Federal Home Loan Banks | 3.250% | 11/16/2028 | 315 | 310 | ||
| Federal Home Loan Banks | 4.750% | 12/8/2028 | 50 | 51 | ||
| Federal Home Loan Banks | 4.625% | 6/8/2029 | 370 | 378 | ||
| Federal Home Loan Banks | 4.750% | 3/10/2034 | 45 | 46 | ||
| Federal Home Loan Banks | 5.500% | 7/15/2036 | 1,400 | 1,519 | ||
| 2 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/2029 | 127 | 139 | |
| 2 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/2031 | 1,525 | 1,711 | |
| 2 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/2032 | 1,102 | 1,228 | |
| 2 | Federal National Mortgage Association | 0.750% | 10/8/2027 | 1,000 | 954 | |
| 2 | Federal National Mortgage Association | 6.250% | 5/15/2029 | 175 | 187 | |
| 2 | Federal National Mortgage Association | 7.125% | 1/15/2030 | 925 | 1,028 | |
| 2 | Federal National Mortgage Association | 7.250% | 5/15/2030 | 300 | 338 | |
| 2 | Federal National Mortgage Association | 0.875% | 8/5/2030 | 1,400 | 1,229 | |
| 2 | Federal National Mortgage Association | 6.625% | 11/15/2030 | 720 | 799 | |
| 2 | Federal National Mortgage Association | 5.625% | 7/15/2037 | 275 | 299 | |
| Private Export Funding Corp. | 1.400% | 7/15/2028 | 175 | 165 | ||
| Private Export Funding Corp. | 3.650% | 3/15/2030 | 100 | 98 | ||
| Tennessee Valley Authority | 3.875% | 3/15/2028 | 375 | 375 | ||
| Tennessee Valley Authority | 7.125% | 5/1/2030 | 1,000 | 1,117 | ||
| Tennessee Valley Authority | 3.875% | 8/1/2030 | 145 | 144 | ||
| Tennessee Valley Authority | 1.500% | 9/15/2031 | 550 | 479 | ||
| Tennessee Valley Authority | 4.375% | 8/1/2034 | 152 | 152 | ||
| Tennessee Valley Authority | 4.875% | 5/15/2035 | 241 | 248 | ||
| Tennessee Valley Authority | 4.650% | 6/15/2035 | 175 | 177 | ||
| Tennessee Valley Authority | 5.880% | 4/1/2036 | 250 | 277 | ||
| Tennessee Valley Authority | 5.500% | 6/15/2038 | 100 | 107 | ||
| Tennessee Valley Authority | 5.250% | 9/15/2039 | 512 | 537 | ||
| Tennessee Valley Authority | 4.875% | 1/15/2048 | 100 | 96 | ||
| Tennessee Valley Authority | 5.250% | 2/1/2055 | 200 | 197 | ||
| Tennessee Valley Authority | 5.375% | 4/1/2056 | 50 | 50 | ||
| Tennessee Valley Authority | 4.625% | 9/15/2060 | 180 | 159 | ||
| Tennessee Valley Authority | 4.250% | 9/15/2065 | 200 | 163 | ||
| 18,873 | ||||||
| Conventional Mortgage-Backed Securities (19.3%) | ||||||
| 2,3,4 | Fannie Mae Pool | 5.000% | 4/1/2056 | 1,160 | 1,144 | |
| 2,3 | Fannie Mae Pool | 6.500% | 9/1/2032 | 7 | 7 | |
| 2,3 | Freddie Mac Gold Pool | 2.000% | 8/1/2028–12/1/2031 | 106 | 102 | |
| 2,3 | Freddie Mac Gold Pool | 2.500% | 4/1/2027–3/1/2037 | 1,791 | 1,733 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 2,3 | Freddie Mac Gold Pool | 3.000% | 5/1/2029–8/1/2047 | 5,690 | 5,325 | |
| 2,3 | Freddie Mac Gold Pool | 3.500% | 6/1/2026–11/1/2048 | 12,613 | 11,830 | |
| 2,3 | Freddie Mac Gold Pool | 4.000% | 9/1/2033–11/1/2048 | 6,650 | 6,406 | |
| 2,3 | Freddie Mac Gold Pool | 4.500% | 3/1/2039–10/1/2048 | 3,397 | 3,357 | |
| 2,3 | Freddie Mac Gold Pool | 5.000% | 5/1/2033–11/1/2048 | 812 | 822 | |
| 2,3 | Freddie Mac Gold Pool | 5.500% | 4/1/2028–7/1/2039 | 318 | 329 | |
| 2,3 | Freddie Mac Gold Pool | 6.000% | 7/1/2028–3/1/2039 | 410 | 424 | |
| 2,3 | Freddie Mac Gold Pool | 7.000% | 2/1/2027–2/1/2037 | 31 | 32 | |
| 2,3 | Freddie Mac Gold Pool | 8.500% | 10/1/2026–11/1/2030 | 1 | 1 | |
| 2,3 | Freddie Mac Gold Pool | 9.000% | 5/1/2027–5/1/2030 | 1 | 1 | |
| 2,3,4 | Freddie Mac Pool | 5.000% | 4/1/2056 | 1,540 | 1,519 | |
| 3,4 | Ginnie Mae | 2.000% | 4/21/2056 | 620 | 511 | |
| 3,4 | Ginnie Mae | 3.500% | 5/20/2056 | 580 | 529 | |
| 3,4 | Ginnie Mae | 4.500% | 4/21/2056 | 2,390 | 2,305 | |
| 3,4 | Ginnie Mae | 5.000% | 4/21/2056–5/20/2056 | 6,860 | 6,779 | |
| 3,4 | Ginnie Mae | 5.500% | 5/20/2056 | 970 | 973 | |
| 3,4 | Ginnie Mae | 6.000% | 5/20/2056 | 2,500 | 2,538 | |
| 3 | Ginnie Mae I Pool | 3.000% | 9/15/2042–7/15/2043 | 586 | 538 | |
| 3 | Ginnie Mae I Pool | 3.500% | 5/15/2026–9/15/2049 | 769 | 721 | |
| 3 | Ginnie Mae I Pool | 4.000% | 6/15/2026–11/15/2047 | 803 | 769 | |
| 3 | Ginnie Mae I Pool | 4.500% | 7/15/2033–3/15/2041 | 809 | 806 | |
| 3 | Ginnie Mae I Pool | 5.000% | 3/15/2039–9/15/2040 | 269 | 274 | |
| 3 | Ginnie Mae I Pool | 6.000% | 6/15/2032–3/15/2040 | 34 | 35 | |
| 3 | Ginnie Mae I Pool | 6.500% | 8/15/2027–12/15/2038 | 42 | 42 | |
| 3 | Ginnie Mae I Pool | 7.000% | 7/15/2027–10/15/2031 | 8 | 8 | |
| 3 | Ginnie Mae I Pool | 7.500% | 2/15/2027–1/15/2031 | 3 | 3 | |
| 3 | Ginnie Mae I Pool | 8.000% | 5/15/2026–10/15/2030 | 2 | 2 | |
| 3 | Ginnie Mae II Pool | 1.500% | 12/20/2051 | 856 | 675 | |
| 3 | Ginnie Mae II Pool | 2.000% | 8/20/2050–6/20/2052 | 29,259 | 24,126 | |
| 3 | Ginnie Mae II Pool | 2.500% | 6/20/2027–5/20/2052 | 29,450 | 25,331 | |
| 3 | Ginnie Mae II Pool | 3.000% | 7/20/2029–5/20/2053 | 29,334 | 26,383 | |
| 3 | Ginnie Mae II Pool | 3.500% | 7/20/2026–1/20/2056 | 24,431 | 22,850 | |
| 3 | Ginnie Mae II Pool | 4.000% | 8/20/2040–2/20/2056 | 18,276 | 17,369 | |
| 3 | Ginnie Mae II Pool | 4.500% | 2/20/2039–1/20/2056 | 23,053 | 22,411 | |
| 3 | Ginnie Mae II Pool | 5.000% | 5/20/2039–2/20/2056 | 33,919 | 33,720 | |
| 3 | Ginnie Mae II Pool | 5.500% | 11/20/2052–3/20/2056 | 40,950 | 41,371 | |
| 3 | Ginnie Mae II Pool | 6.000% | 12/20/2052–12/20/2055 | 21,588 | 22,020 | |
| 3 | Ginnie Mae II Pool | 6.500% | 12/20/2035–8/20/2055 | 6,158 | 6,425 | |
| 3 | Ginnie Mae II Pool | 7.000% | 8/20/2036–9/20/2054 | 1,037 | 1,079 | |
| 3 | Ginnie Mae II Pool | 7.500% | 2/20/2054 | 69 | 71 | |
| 2,3 | UMBS Pool | 1.500% | 7/1/2035–4/1/2052 | 37,775 | 31,098 | |
| 2,3,4 | UMBS Pool | 2.000% | 11/1/2027–5/13/2056 | 164,455 | 137,044 | |
| 2,3,4 | UMBS Pool | 2.500% | 1/1/2027–9/1/2052 | 114,908 | 99,035 | |
| 2,3,4 | UMBS Pool | 3.000% | 12/1/2028–5/13/2056 | 71,404 | 64,098 | |
| 2,3,4 | UMBS Pool | 3.500% | 8/1/2026–5/13/2056 | 39,264 | 36,462 | |
| 2,3,4 | UMBS Pool | 4.000% | 7/1/2026–4/13/2056 | 39,931 | 38,077 | |
| 2,3,4 | UMBS Pool | 4.500% | 4/1/2028–5/13/2056 | 41,813 | 40,769 | |
| 2,3,4 | UMBS Pool | 5.000% | 3/1/2028–4/13/2056 | 78,761 | 78,208 | |
| 2,3,4 | UMBS Pool | 5.500% | 11/1/2031–5/13/2056 | 102,839 | 103,920 | |
| 2,3,4 | UMBS Pool | 6.000% | 6/1/2028–5/13/2056 | 84,492 | 86,685 | |
| 2,3,4 | UMBS Pool | 6.500% | 11/1/2052–4/13/2056 | 33,243 | 34,632 | |
| 2,3 | UMBS Pool | 7.000% | 7/1/2026–8/1/2055 | 5,069 | 5,347 | |
| 2,3 | UMBS Pool | 7.500% | 8/1/2026–1/1/2054 | 235 | 250 | |
| 2,3 | UMBS Pool | 8.500% | 12/1/2026–4/1/2031 | 1 | 1 | |
| 1,049,322 | ||||||
| Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
| 2,3,5 | Fannie Mae Pool, 1YR CMT + 2.313% | 5.938% | 1/1/2035 | 3 | 3 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.290% | 5.744% | 12/1/2041 | 3 | 3 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.310% | 6.060% | 9/1/2037 | 8 | 8 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.429% | 6.068% | 7/1/2036 | 2 | 3 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.465% | 6.215% | 10/1/2037 | 6 | 6 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.472% | 5.745% | 3/1/2043 | 17 | 17 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.527% | 6.169% | 10/1/2037 | 5 | 5 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.558% | 6.308% | 9/1/2043 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.560% | 6.281% | 7/1/2043 | 13 | 13 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.612% | 6.058% | 1/1/2042 | 6 | 6 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.621% | 6.353% | 6/1/2043 | 4 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.623% | 5.873% | 2/1/2036 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.627% | 5.752% | 3/1/2038 | 2 | 2 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.635% | 6.135% | 11/1/2036 | 3 | 3 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.655% | 6.405% | 8/1/2035 | 12 | 12 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.675% | 6.407% | 10/1/2042 | 4 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.690% | 6.312% | 10/1/2039 | 3 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.690% | 6.440% | 9/1/2042 | 10 | 11 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.690% | 6.548% | 5/1/2040 | 1 | 2 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.698% | 6.448% | 8/1/2040–10/1/2042 | 7 | 7 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.700% | 5.970% | 12/1/2040 | 3 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.700% | 6.575% | 7/1/2037 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.705% | 6.080% | 11/1/2039 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.710% | 5.932% | 1/1/2037 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.716% | 6.276% | 8/1/2039 | 9 | 10 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.734% | 6.603% | 5/1/2042 | 3 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.735% | 6.420% | 9/1/2034 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.744% | 6.244% | 12/1/2033 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.744% | 6.428% | 9/1/2043 | 7 | 7 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.748% | 6.498% | 7/1/2041 | 12 | 13 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.750% | 6.500% | 10/1/2040 | 4 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.779% | 6.384% | 7/1/2042 | 4 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.780% | 5.905% | 2/1/2041 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.789% | 6.255% | 5/1/2042 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.789% | 6.625% | 3/1/2042 | 6 | 6 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.793% | 6.278% | 8/1/2042 | 15 | 15 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.795% | 6.405% | 3/1/2042 | 8 | 8 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.803% | 6.298% | 11/1/2039 | 3 | 3 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.805% | 6.232% | 11/1/2041 | 7 | 7 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.810% | 6.060% | 12/1/2040 | 2 | 2 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.810% | 6.185% | 11/1/2033–11/1/2039 | 4 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.810% | 6.310% | 10/1/2040 | 2 | 2 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.812% | 6.060% | 2/1/2041 | 3 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.813% | 6.259% | 1/1/2042 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.813% | 6.325% | 11/1/2041 | 5 | 5 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 6.065% | 2/1/2041 | 3 | 3 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 6.190% | 12/1/2040 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 6.293% | 12/1/2041 | 6 | 6 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 6.315% | 11/1/2040 | 4 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 6.565% | 6/1/2041 | 1 | 1 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 6.576% | 5/1/2041 | 5 | 5 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.825% | 6.047% | 3/1/2041 | 5 | 5 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.825% | 6.825% | 3/1/2041 | 2 | 2 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.830% | 5.972% | 4/1/2041 | 8 | 8 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.830% | 6.455% | 6/1/2041 | 2 | 3 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.834% | 6.458% | 9/1/2040 | 2 | 2 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.835% | 6.085% | 1/1/2040 | 2 | 2 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.835% | 6.835% | 5/1/2040 | 2 | 2 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.840% | 6.254% | 12/1/2039 | 6 | 6 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.840% | 6.590% | 8/1/2039 | 5 | 5 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.880% | 6.520% | 11/1/2034 | 2 | 2 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT1Y + 1.909% | 6.909% | 4/1/2037 | 3 | 4 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT6M + 0.989% | 5.641% | 4/1/2037 | 3 | 3 | |
| 2,3,5 | Fannie Mae Pool, RFUCCT6M + 1.840% | 5.955% | 8/1/2037 | 6 | 6 | |
| 2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 5.875% | 2/1/2036 | 2 | 2 | |
| 2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 6.068% | 11/1/2034 | 7 | 7 | |
| 2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 6.250% | 5/1/2036 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.414% | 6.042% | 10/1/2036 | 2 | 2 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | 6.015% | 12/1/2036 | 3 | 3 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | 6.390% | 5/1/2042 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | 6.160% | 10/1/2037 | 2 | 2 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | 6.040% | 12/1/2034 | 2 | 2 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | 5.879% | 2/1/2037 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735% | 5.985% | 12/1/2035 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | 6.118% | 12/1/2036 | 4 | 4 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | 5.995% | 12/1/2040 | 3 | 3 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | 6.750% | 5/1/2038 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.834% | 6.206% | 2/1/2042 | 3 | 3 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | 6.230% | 5/1/2037 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 6.005% | 3/1/2041 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 6.130% | 12/1/2040–1/1/2041 | 1 | 2 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 6.505% | 6/1/2040 | 6 | 6 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 6.575% | 6/1/2041 | 2 | 2 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 6.880% | 5/1/2040 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | 6.638% | 6/1/2040 | 2 | 2 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.890% | 6.058% | 2/1/2042 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.892% | 6.641% | 9/1/2040 | 2 | 2 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | 6.350% | 11/1/2040 | 5 | 5 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | 6.525% | 6/1/2040 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | 6.035% | 2/1/2041 | 2 | 2 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | 6.065% | 2/1/2041 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | 6.160% | 1/1/2041 | 1 | 1 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | 6.210% | 3/1/2038 | 2 | 2 | |
| 2,3,5 | Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | 5.897% | 6/1/2037 | 5 | 5 | |
| 3,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 5.125% | 10/20/2038–12/20/2042 | 42 | 44 | |
| 3,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 5.375% | 7/20/2041–8/20/2041 | 11 | 11 | |
| 3,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 5.625% | 1/20/2041–6/20/2043 | 52 | 54 | |
| 3,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 5.625% | 11/20/2040 | 1 | 1 | |
| 3,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 6.125% | 5/20/2041 | 4 | 5 | |
| 478 | ||||||
| Total U.S. Government and Agency Obligations (Cost $3,977,531) | 3,744,238 | |||||
| Asset-Backed/Commercial Mortgage-Backed Securities (2.0%) | ||||||
| 3 | Ally Auto Receivables Trust Class A3 Series 2026-1 | 3.920% | 10/15/2030 | 120 | 119 | |
| 3 | Ally Auto Receivables Trust Class A4 Series 2023-1 | 5.270% | 11/15/2028 | 16 | 16 | |
| 3 | Ally Auto Receivables Trust Class A4 Series 2024-2 | 4.140% | 10/15/2030 | 35 | 35 | |
| 3 | Ally Auto Receivables Trust Class A4 Series 2025-1 | 4.080% | 6/16/2031 | 100 | 100 | |
| 3 | Ally Auto Receivables Trust Class A4 Series 2026-1 | 4.020% | 6/15/2031 | 203 | 201 | |
| 3 | American Express Credit Account Master Trust Class A Series 2023-1 | 4.870% | 5/15/2028 | 275 | 275 | |
| 3 | American Express Credit Account Master Trust Class A Series 2023-2 | 4.800% | 5/15/2030 | 75 | 76 | |
| 3 | American Express Credit Account Master Trust Class A Series 2023-3 | 5.230% | 9/15/2028 | 200 | 201 | |
| 3 | American Express Credit Account Master Trust Class A Series 2023-4 | 5.150% | 9/16/2030 | 200 | 205 | |
| 3 | American Express Credit Account Master Trust Class A Series 2024-1 | 5.230% | 4/15/2029 | 400 | 405 | |
| 3 | American Express Credit Account Master Trust Class A Series 2024-2 | 5.240% | 4/15/2031 | 220 | 227 | |
| 3 | American Express Credit Account Master Trust Class A Series 2025-1 | 4.560% | 12/17/2029 | 125 | 126 | |
| 3 | American Express Credit Account Master Trust Class A Series 2025-4 | 4.300% | 7/15/2030 | 50 | 50 | |
| 3 | American Express Credit Account Master Trust Class A Series 2025-5 | 4.510% | 7/15/2032 | 60 | 61 | |
| 3 | AmeriCredit Automobile Receivables Trust Class A3 Series 2023-1 | 5.620% | 11/18/2027 | 6 | 6 | |
| 3 | AmeriCredit Automobile Receivables Trust Class C Series 2023-1 | 5.800% | 12/18/2028 | 25 | 25 | |
| 3 | BA Credit Card Trust Class A Series 2024-A1 | 4.930% | 5/15/2029 | 200 | 202 | |
| 3 | BA Credit Card Trust Class A Series 2025-A1 | 4.310% | 5/15/2030 | 100 | 100 | |
| 3 | BA Credit Card Trust Class A1 Series 2023-A1 | 4.790% | 5/15/2028 | 200 | 200 | |
| 3 | BANK Class A2 Series 2018-BNK14 | 4.128% | 9/15/2060 | 16 | 16 | |
| 3,5 | BANK Class A3 Series 2018-BNK11 | 4.046% | 3/15/2061 | 100 | 99 | |
| 3 | BANK Class A3 Series 2019-BNK19 | 3.183% | 8/15/2061 | 75 | 71 | |
| 3 | BANK Class A3 Series 2019-BNK20 | 3.011% | 9/15/2062 | 170 | 161 | |
| 3 | BANK Class A3 Series 2019-BNK23 | 2.920% | 12/15/2052 | 180 | 170 | |
| 3 | BANK Class A3 Series 2019-BNK24 | 2.960% | 11/15/2062 | 150 | 141 | |
| 3 | BANK Class A4 Series 2017-BNK6 | 3.254% | 7/15/2060 | 44 | 43 | |
| 3 | BANK Class A4 Series 2017-BNK7 | 3.175% | 9/15/2060 | 98 | 97 | |
| 3 | BANK Class A4 Series 2017-BNK8 | 3.488% | 11/15/2050 | 150 | 146 | |
| 3 | BANK Class A4 Series 2017-BNK9 | 3.538% | 11/15/2054 | 149 | 146 | |
| 3,5 | BANK Class A4 Series 2018-BNK12 | 4.255% | 5/15/2061 | 125 | 124 | |
| 3 | BANK Class A4 Series 2018-BNK13 | 3.953% | 8/15/2061 | 45 | 45 | |
| 3,5 | BANK Class A4 Series 2018-BNK14 | 4.231% | 9/15/2060 | 100 | 99 | |
| 3,5 | BANK Class A4 Series 2018-BNK15 | 4.407% | 11/15/2061 | 110 | 110 | |
| 3 | BANK Class A4 Series 2019-BNK16 | 4.005% | 2/15/2052 | 125 | 123 | |
| 3 | BANK Class A4 Series 2019-BNK17 | 3.714% | 4/15/2052 | 100 | 98 | |
| 3 | BANK Class A4 Series 2019-BNK18 | 3.584% | 5/15/2062 | 100 | 96 | |
| 3 | BANK Class A4 Series 2019-BNK22 | 2.978% | 11/15/2062 | 290 | 274 | |
| 3 | BANK Class A4 Series 2020-BNK26 | 2.403% | 3/15/2063 | 175 | 160 | |
| 3 | BANK Class A4 Series 2020-BNK28 | 1.844% | 3/15/2063 | 50 | 44 | |
| 3 | BANK Class A4 Series 2020-BNK29 | 1.997% | 11/15/2053 | 50 | 44 | |
| 3 | BANK Class A4 Series 2020-BNK30 | 1.925% | 12/15/2053 | 75 | 66 | |
| 3 | BANK Class A4 Series 2021-BNK31 | 2.036% | 2/15/2054 | 50 | 44 | |
| 3 | BANK Class A4 Series 2023-BNK46 | 5.745% | 8/15/2056 | 100 | 104 | |
| 3 | BANK Class A5 Series 2017-BNK5 | 3.390% | 6/15/2060 | 150 | 148 | |
| 3 | BANK Class A5 Series 2017-BNK6 | 3.518% | 7/15/2060 | 404 | 400 | |
| 3 | BANK Class A5 Series 2017-BNK7 | 3.435% | 9/15/2060 | 75 | 74 | |
| 3 | BANK Class A5 Series 2018-BNK10 | 3.688% | 2/15/2061 | 250 | 247 | |
| 3,5 | BANK Class A5 Series 2018-BNK13 | 4.217% | 8/15/2061 | 25 | 25 | |
| 3 | BANK Class A5 Series 2019-BNK21 | 2.851% | 10/17/2052 | 100 | 94 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 3 | BANK Class A5 Series 2020-BNK25 | 2.649% | 1/15/2063 | 200 | 185 | |
| 3 | BANK Class A5 Series 2020-BNK27 | 2.144% | 4/15/2063 | 150 | 134 | |
| 3,5 | BANK Class A5 Series 2021-BN32 | 2.643% | 4/15/2054 | 75 | 68 | |
| 3 | BANK Class A5 Series 2021-BNK33 | 2.556% | 5/15/2064 | 50 | 45 | |
| 3 | BANK Class A5 Series 2021-BNK34 | 2.438% | 6/15/2063 | 150 | 132 | |
| 3 | BANK Class A5 Series 2021-BNK35 | 2.285% | 6/15/2064 | 100 | 88 | |
| 3 | BANK Class A5 Series 2021-BNK36 | 2.470% | 9/15/2064 | 125 | 111 | |
| 3,5 | BANK Class A5 Series 2021-BNK37 | 2.618% | 11/15/2064 | 125 | 111 | |
| 3 | BANK Class A5 Series 2022-BNK43 | 4.399% | 8/15/2055 | 175 | 170 | |
| 3 | BANK Class A5 Series 2023-BNK45 | 5.203% | 2/15/2056 | 50 | 50 | |
| 3 | BANK Class A5 Series 2024-BNK47 | 5.716% | 6/15/2057 | 220 | 230 | |
| 3 | BANK Class A5 Series 2024-BNK48 | 5.053% | 10/15/2057 | 275 | 276 | |
| 3 | BANK Class AS Series 2017-BNK5 | 3.624% | 6/15/2060 | 100 | 98 | |
| 3,5 | BANK Class AS Series 2017-BNK6 | 3.741% | 7/15/2060 | 404 | 398 | |
| 3 | BANK Class AS Series 2017-BNK7 | 3.748% | 9/15/2060 | 75 | 73 | |
| 3 | BANK Class AS Series 2017-BNK8 | 3.731% | 11/15/2050 | 25 | 24 | |
| 3,5 | BANK Class AS Series 2018-BNK10 | 3.898% | 2/15/2061 | 50 | 49 | |
| 3,5 | BANK Class AS Series 2018-BNK12 | 4.340% | 5/15/2061 | 50 | 49 | |
| 3,5 | BANK Class AS Series 2018-BNK14 | 4.481% | 9/15/2060 | 25 | 24 | |
| 3 | BANK Class AS Series 2019-BNK17 | 3.976% | 4/15/2052 | 25 | 24 | |
| 3,5 | BANK Class AS Series 2019-BNK18 | 3.826% | 5/15/2062 | 50 | 45 | |
| 3 | BANK Class AS Series 2019-BNK21 | 3.093% | 10/17/2052 | 75 | 70 | |
| 3 | BANK Class AS Series 2019-BNK23 | 3.203% | 12/15/2052 | 75 | 69 | |
| 3,5 | BANK Class AS Series 2019-BNK24 | 3.283% | 11/15/2062 | 75 | 70 | |
| 3 | BANK Class AS Series 2020-BNK25 | 2.841% | 1/15/2063 | 65 | 60 | |
| 3 | BANK Class AS Series 2020-BNK26 | 2.687% | 3/15/2063 | 55 | 50 | |
| 3 | BANK Class AS Series 2020-BNK27 | 2.551% | 4/15/2063 | 50 | 44 | |
| 3,5 | BANK Class AS Series 2021-BNK31 | 2.211% | 2/15/2054 | 25 | 22 | |
| 3,5 | BANK Class AS Series 2021-BNK36 | 2.695% | 9/15/2064 | 50 | 44 | |
| 3 | BANK Class AS Series 2022-BNK39 | 3.181% | 2/15/2055 | 7 | 6 | |
| 3,5 | BANK Class AS Series 2023-BNK45 | 5.651% | 2/15/2056 | 25 | 26 | |
| 3,5 | BANK Class AS Series 2024-BNK48 | 5.355% | 10/15/2057 | 250 | 250 | |
| 3 | BANK Class ASB Series 2018-BNK10 | 3.641% | 2/15/2061 | 17 | 17 | |
| 3,5 | BANK Class C Series 2017-BNK8 | 4.089% | 11/15/2050 | 50 | 42 | |
| 3 | Bank of America Merrill Lynch Commercial Mortgage Trust Class A4 Series 2017-BNK3 | 3.574% | 2/15/2050 | 72 | 72 | |
| 3 | Bank of America Merrill Lynch Commercial Mortgage Trust Class AS Series 2017-BNK3 | 3.748% | 2/15/2050 | 28 | 28 | |
| 3,5 | BANK5 Class A3 Series 2023-5YR2 | 6.656% | 7/15/2056 | 100 | 104 | |
| 3,5 | BANK5 Class A3 Series 2023-5YR3 | 6.724% | 9/15/2056 | 50 | 52 | |
| 3 | BANK5 Class A3 Series 2024-5YR9 | 5.614% | 8/15/2057 | 100 | 103 | |
| 3,5 | BANK5 Class AS Series 2023-5YR2 | 7.141% | 7/15/2056 | 25 | 26 | |
| 3,5 | BANK5 Class AS Series 2023-5YR3 | 7.315% | 9/15/2056 | 50 | 53 | |
| 3 | Barclays Commercial Mortgage Trust Class A4 Series 2019-C3 | 3.583% | 5/15/2052 | 250 | 242 | |
| 3 | Barclays Commercial Mortgage Trust Class A4 Series 2019-C5 | 3.063% | 11/15/2052 | 150 | 142 | |
| 3 | Barclays Commercial Mortgage Trust Class A5 Series 2019-C4 | 2.919% | 8/15/2052 | 275 | 260 | |
| 3 | Barclays Commercial Mortgage Trust Class AS Series 2019-C4 | 3.171% | 8/15/2052 | 25 | 23 | |
| 3,5 | Barclays Commercial Mortgage Trust Class AS Series 2019-C5 | 3.366% | 11/15/2052 | 100 | 94 | |
| 3 | Barclays Dryrock Issuance Trust Class A Series 2025-1 | 3.970% | 7/15/2031 | 110 | 110 | |
| 3 | BBCMS Mortgage Trust Class A3 Series 2024-5C25 | 5.946% | 3/15/2057 | 320 | 331 | |
| 3 | BBCMS Mortgage Trust Class A3 Series 2026-5C40 | 5.248% | 2/15/2059 | 280 | 286 | |
| 3 | BBCMS Mortgage Trust Class A4 Series 2017-C1 | 3.674% | 2/15/2050 | 125 | 124 | |
| 3 | BBCMS Mortgage Trust Class A4 Series 2020-C6 | 2.639% | 2/15/2053 | 100 | 92 | |
| 3 | BBCMS Mortgage Trust Class A4 Series 2025-C32 | 5.433% | 2/15/2062 | 100 | 103 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2018-C2 | 4.314% | 12/15/2051 | 125 | 124 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2020-C7 | 2.037% | 4/15/2053 | 50 | 45 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2020-C8 | 2.040% | 10/15/2053 | 125 | 111 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2021-C11 | 2.322% | 9/15/2054 | 50 | 44 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2021-C12 | 2.689% | 11/15/2054 | 100 | 89 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2021-C9 | 2.299% | 2/15/2054 | 150 | 134 | |
| 3,5 | BBCMS Mortgage Trust Class A5 Series 2022-C4 | 2.946% | 2/15/2055 | 200 | 179 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2023-C19 | 5.451% | 4/15/2056 | 50 | 51 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2023-C20 | 5.576% | 7/15/2056 | 25 | 26 | |
| 3,5 | BBCMS Mortgage Trust Class A5 Series 2023-C21 | 6.000% | 9/15/2056 | 100 | 106 | |
| 3,5 | BBCMS Mortgage Trust Class A5 Series 2023-C22 | 6.804% | 11/15/2056 | 50 | 55 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2024-C24 | 5.419% | 2/15/2057 | 50 | 51 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2024-C26 | 5.829% | 5/15/2057 | 200 | 210 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2024-C28 | 5.403% | 9/15/2057 | 100 | 102 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2024-C30 | 5.532% | 11/15/2057 | 450 | 465 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2025-C32 | 5.720% | 2/15/2062 | 100 | 104 | |
| 3,5 | BBCMS Mortgage Trust Class A5 Series 2025-C35 | 5.586% | 7/15/2058 | 47 | 49 | |
| 3 | BBCMS Mortgage Trust Class A5 Series 2025-C39 | 5.297% | 12/15/2058 | 400 | 406 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 3 | BBCMS Mortgage Trust Class AS Series 2017-C1 | 3.898% | 2/15/2050 | 100 | 98 | |
| 3 | BBCMS Mortgage Trust Class AS Series 2020-C6 | 2.840% | 2/15/2053 | 35 | 32 | |
| 3,5 | BBCMS Mortgage Trust Class AS Series 2023-C19 | 6.070% | 4/15/2056 | 25 | 26 | |
| 3,5 | BBCMS Mortgage Trust Class AS Series 2023-C20 | 5.973% | 7/15/2056 | 25 | 26 | |
| 3,5 | BBCMS Mortgage Trust Class AS Series 2023-C21 | 6.296% | 9/15/2056 | 50 | 53 | |
| 3 | BBCMS Mortgage Trust Class AS Series 2025-C39 | 5.492% | 12/15/2058 | 80 | 80 | |
| 3,5 | BBCMS Mortgage Trust Class AS Series 2026-5C40 | 5.529% | 2/15/2059 | 100 | 101 | |
| 3,5 | BBCMS Mortgage Trust Class B Series 2025-C39 | 5.808% | 12/15/2058 | 30 | 31 | |
| 3 | BBCMS Trust Class A5 Series 2021-C10 | 2.492% | 7/15/2054 | 145 | 131 | |
| 3 | Benchmark Mortgage Trust Class A2 Series 2020-B17 | 2.211% | 3/15/2053 | 14 | 14 | |
| 3 | Benchmark Mortgage Trust Class A3 Series 2020-IG1 | 2.687% | 9/15/2043 | 125 | 109 | |
| 3,5 | Benchmark Mortgage Trust Class A3 Series 2023-V2 | 5.812% | 5/15/2055 | 75 | 77 | |
| 3,5 | Benchmark Mortgage Trust Class A3 Series 2023-V3 | 6.363% | 7/15/2056 | 20 | 21 | |
| 3 | Benchmark Mortgage Trust Class A3 Series 2024-V5 | 5.805% | 1/10/2057 | 50 | 51 | |
| 3 | Benchmark Mortgage Trust Class A3 Series 2024-V10 | 5.277% | 9/15/2057 | 200 | 204 | |
| 3 | Benchmark Mortgage Trust Class A3 Series 2025-V15 | 5.805% | 6/15/2058 | 250 | 260 | |
| 3 | Benchmark Mortgage Trust Class A3 Series 2026-V20 | 5.184% | 2/15/2059 | 130 | 132 | |
| 3 | Benchmark Mortgage Trust Class A4 Series 2018-B5 | 4.208% | 7/15/2051 | 75 | 74 | |
| 3 | Benchmark Mortgage Trust Class A4 Series 2018-B6 | 4.261% | 10/10/2051 | 50 | 50 | |
| 3,5 | Benchmark Mortgage Trust Class A4 Series 2018-B7 | 4.510% | 5/15/2053 | 175 | 174 | |
| 3 | Benchmark Mortgage Trust Class A4 Series 2019-B10 | 3.717% | 3/15/2062 | 80 | 78 | |
| 3 | Benchmark Mortgage Trust Class A4 Series 2019-B13 | 2.952% | 8/15/2057 | 280 | 264 | |
| 3,5 | Benchmark Mortgage Trust Class A5 Series 2018-B1 | 3.666% | 1/15/2051 | 100 | 99 | |
| 3,5 | Benchmark Mortgage Trust Class A5 Series 2018-B2 | 3.882% | 2/15/2051 | 325 | 320 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2018-B3 | 4.025% | 4/10/2051 | 225 | 222 | |
| 3,5 | Benchmark Mortgage Trust Class A5 Series 2018-B4 | 4.121% | 7/15/2051 | 350 | 346 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2018-B8 | 4.232% | 1/15/2052 | 125 | 123 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2019-B14 | 3.049% | 12/15/2062 | 225 | 213 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2019-B15 | 2.928% | 12/15/2072 | 230 | 214 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2019-B9 | 4.016% | 3/15/2052 | 105 | 103 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2020-B16 | 2.732% | 2/15/2053 | 100 | 93 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2020-B17 | 2.289% | 3/15/2053 | 100 | 90 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2020-B20 | 2.034% | 10/15/2053 | 100 | 88 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2020-B21 | 1.978% | 12/17/2053 | 125 | 111 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2020-B22 | 1.973% | 1/15/2054 | 100 | 88 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2021-B23 | 2.070% | 2/15/2054 | 225 | 197 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2021-B24 | 2.584% | 3/15/2054 | 125 | 112 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2021-B25 | 2.577% | 4/15/2054 | 1,125 | 1,010 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2021-B25 | 2.847% | 4/15/2054 | 50 | 44 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2021-B26 | 2.613% | 6/15/2054 | 75 | 67 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2021-B28 | 2.224% | 8/15/2054 | 100 | 88 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2021-B29 | 2.388% | 9/15/2054 | 50 | 44 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2021-B30 | 2.576% | 11/15/2054 | 200 | 178 | |
| 3,5 | Benchmark Mortgage Trust Class A5 Series 2022-B32 | 3.002% | 1/15/2055 | 275 | 244 | |
| 3,5 | Benchmark Mortgage Trust Class A5 Series 2022-B33 | 3.458% | 3/15/2055 | 75 | 69 | |
| 3,5 | Benchmark Mortgage Trust Class A5 Series 2022-B34 | 3.786% | 4/15/2055 | 50 | 46 | |
| 3,5 | Benchmark Mortgage Trust Class A5 Series 2022-B36 | 4.470% | 7/15/2055 | 100 | 97 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2023-B39 | 5.754% | 7/15/2056 | 175 | 183 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2025-B41 | 5.407% | 7/15/2068 | 54 | 55 | |
| 3 | Benchmark Mortgage Trust Class A5 Series 2026-B42 | 5.100% | 3/15/2059 | 120 | 120 | |
| 3,5 | Benchmark Mortgage Trust Class AM Series 2018-B1 | 3.878% | 1/15/2051 | 50 | 48 | |
| 3,5 | Benchmark Mortgage Trust Class AM Series 2018-B4 | 4.311% | 7/15/2051 | 75 | 72 | |
| 3 | Benchmark Mortgage Trust Class AM Series 2019-B10 | 3.979% | 3/15/2062 | 50 | 48 | |
| 3,5 | Benchmark Mortgage Trust Class AM Series 2020-B16 | 2.944% | 2/15/2053 | 25 | 23 | |
| 3 | Benchmark Mortgage Trust Class AM Series 2026-V20 | 5.436% | 2/15/2059 | 50 | 50 | |
| 3,5 | Benchmark Mortgage Trust Class AS Series 2018-B2 | 4.084% | 2/15/2051 | 150 | 144 | |
| 3 | Benchmark Mortgage Trust Class AS Series 2018-B6 | 4.441% | 10/10/2051 | 25 | 24 | |
| 3,5 | Benchmark Mortgage Trust Class AS Series 2018-B8 | 4.532% | 1/15/2052 | 50 | 49 | |
| 3 | Benchmark Mortgage Trust Class AS Series 2019-B11 | 3.784% | 5/15/2052 | 75 | 68 | |
| 3 | Benchmark Mortgage Trust Class AS Series 2020-B17 | 2.583% | 3/15/2053 | 30 | 26 | |
| 3 | Benchmark Mortgage Trust Class AS Series 2020-B19 | 2.148% | 9/15/2053 | 25 | 21 | |
| 3 | Benchmark Mortgage Trust Class AS Series 2020-B20 | 2.375% | 10/15/2053 | 10 | 9 | |
| 3,5 | Benchmark Mortgage Trust Class AS Series 2020-IG1 | 2.909% | 9/15/2043 | 50 | 42 | |
| 3 | Benchmark Mortgage Trust Class AS Series 2021-B23 | 2.274% | 2/15/2054 | 75 | 63 | |
| 3 | Benchmark Mortgage Trust Class AS Series 2021-B24 | 2.780% | 3/15/2054 | 25 | 22 | |
| 3,5 | Benchmark Mortgage Trust Class AS Series 2022-B32 | 3.409% | 1/15/2055 | 75 | 66 | |
| 3 | Benchmark Mortgage Trust Class AS Series 2023-B39 | 6.250% | 7/15/2056 | 50 | 52 | |
| 3,5 | Benchmark Mortgage Trust Class AS Series 2023-V2 | 6.537% | 5/15/2055 | 25 | 26 | |
| 3,5 | Benchmark Mortgage Trust Class AS Series 2023-V3 | 7.097% | 7/15/2056 | 60 | 63 | |
| 3,5 | Benchmark Mortgage Trust Class AS Series 2024-V10 | 5.725% | 9/15/2057 | 100 | 102 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 3 | Benchmark Mortgage Trust Class AS Series 2025-B41 | 5.754% | 7/15/2068 | 26 | 26 | |
| 3,5 | BMO Mortgage Trust Class A3 Series 2023-5C1 | 6.534% | 8/15/2056 | 400 | 414 | |
| 3 | BMO Mortgage Trust Class A3 Series 2024-5C3 | 5.739% | 2/15/2057 | 50 | 51 | |
| 3,5 | BMO Mortgage Trust Class A3 Series 2024-5C8 | 5.625% | 12/15/2057 | 100 | 103 | |
| 3 | BMO Mortgage Trust Class A3 Series 2025-5C13 | 5.227% | 12/15/2058 | 90 | 92 | |
| 3 | BMO Mortgage Trust Class A3 Series 2026-5C14 | 5.209% | 3/15/2059 | 270 | 275 | |
| 3,5 | BMO Mortgage Trust Class A5 Series 2022-C1 | 3.374% | 2/15/2055 | 50 | 46 | |
| 3 | BMO Mortgage Trust Class A5 Series 2022-C3 | 5.313% | 9/15/2054 | 200 | 203 | |
| 3,5 | BMO Mortgage Trust Class A5 Series 2023-C4 | 5.117% | 2/15/2056 | 50 | 50 | |
| 3 | BMO Mortgage Trust Class A5 Series 2023-C5 | 5.765% | 6/15/2056 | 50 | 52 | |
| 3,5 | BMO Mortgage Trust Class A5 Series 2023-C6 | 5.956% | 9/15/2056 | 100 | 105 | |
| 3,5 | BMO Mortgage Trust Class A5 Series 2024-C10 | 5.478% | 11/15/2057 | 100 | 103 | |
| 3 | BMO Mortgage Trust Class A5 Series 2024-C9 | 5.759% | 7/15/2057 | 90 | 94 | |
| 3 | BMO Mortgage Trust Class A5 Series 2025-C11 | 5.687% | 2/15/2058 | 110 | 115 | |
| 3 | BMO Mortgage Trust Class A5 Series 2025-C13 | 5.353% | 10/15/2058 | 280 | 285 | |
| 3,5 | BMO Mortgage Trust Class AS Series 2023-5C1 | 7.117% | 8/15/2056 | 300 | 313 | |
| 3,5 | BMO Mortgage Trust Class AS Series 2023-5C1 | 6.550% | 9/15/2056 | 40 | 42 | |
| 3,5 | BMO Mortgage Trust Class AS Series 2023-5C2 | 7.244% | 11/15/2056 | 200 | 210 | |
| 3,5 | BMO Mortgage Trust Class AS Series 2023-C5 | 6.162% | 6/15/2056 | 25 | 26 | |
| 3,5 | BMO Mortgage Trust Class AS Series 2023-C7 | 6.674% | 12/15/2056 | 200 | 216 | |
| 3,5 | BMO Mortgage Trust Class AS Series 2024-5C4 | 6.866% | 5/15/2057 | 300 | 315 | |
| 3 | BMO Mortgage Trust Class AS Series 2025-5C13 | 5.575% | 12/15/2058 | 60 | 61 | |
| 3 | BMO Mortgage Trust Class AS Series 2026-5C14 | 5.539% | 3/15/2059 | 70 | 71 | |
| 3,5 | BMO Mortgage Trust Class B Series 2024-5C4 | 7.018% | 5/15/2057 | 300 | 310 | |
| 3 | BMW Vehicle Lease Trust Class A3 Series 2024-1 | 4.980% | 3/25/2027 | 21 | 21 | |
| 3 | BMW Vehicle Lease Trust Class A3 Series 2025-1 | 4.430% | 6/26/2028 | 200 | 201 | |
| 3 | BMW Vehicle Lease Trust Class A4 Series 2024-1 | 5.000% | 6/25/2027 | 50 | 50 | |
| 3 | BMW Vehicle Lease Trust Class A4 Series 2024-2 | 4.210% | 2/25/2028 | 95 | 95 | |
| 3 | BMW Vehicle Lease Trust Class A4 Series 2025-1 | 4.490% | 10/25/2028 | 50 | 50 | |
| 3 | BMW Vehicle Owner Trust Class A3 Series 2023-A | 5.470% | 2/25/2028 | 7 | 7 | |
| 3 | BMW Vehicle Owner Trust Class A3 Series 2025-A | 4.560% | 9/25/2029 | 125 | 126 | |
| 3 | BMW Vehicle Owner Trust Class A4 Series 2023-A | 5.250% | 11/26/2029 | 7 | 7 | |
| 3 | BMW Vehicle Owner Trust Class A4 Series 2025-A | 4.660% | 12/27/2032 | 75 | 76 | |
| 3 | Bridgecrest Lending Auto Securitization Trust Class A3 Series 2024-3 | 5.340% | 4/17/2028 | 8 | 8 | |
| 3 | Cantor Commercial Real Estate Lending Class A4 Series 2019-CF3 | 3.006% | 1/15/2053 | 135 | 126 | |
| 3 | Cantor Commercial Real Estate Lending Class A5 Series 2019-CF1 | 3.786% | 5/15/2052 | 125 | 122 | |
| 3 | Cantor Commercial Real Estate Lending Class A5 Series 2019-CF2 | 2.874% | 11/15/2052 | 140 | 132 | |
| 3 | Cantor Commercial Real Estate Lending Class AS Series 2019-CF3 | 3.298% | 1/15/2053 | 60 | 54 | |
| 3 | Capital One Multi-Asset Execution Trust Class A Series 2023-A1 | 4.420% | 5/15/2028 | 300 | 300 | |
| 3 | Capital One Multi-Asset Execution Trust Class A Series 2025-A1 | 3.820% | 9/15/2030 | 326 | 324 | |
| 3 | Capital One Multi-Asset Execution Trust Class A Series 2025-A2 | 4.020% | 9/15/2032 | 147 | 145 | |
| 3 | Capital One Multi-Asset Execution Trust Class A Series 2025-A3 | 4.650% | 10/15/2037 | 420 | 415 | |
| 3 | Capital One Multi-Asset Execution Trust Class A2 Series 2021-A2 | 1.390% | 7/15/2030 | 450 | 423 | |
| 3 | Capital One Multi-Asset Execution Trust Class A3 Series 2019-A3 | 2.060% | 8/15/2028 | 300 | 298 | |
| 3 | Capital One Prime Auto Receivables Trust Class A3 Series 2022-2 | 3.660% | 5/17/2027 | 2 | 2 | |
| 3 | Capital One Prime Auto Receivables Trust Class A3 Series 2023-1 | 4.870% | 2/15/2028 | 7 | 7 | |
| 3 | Capital One Prime Auto Receivables Trust Class A3 Series 2024-1 | 4.620% | 7/16/2029 | 90 | 90 | |
| 3 | Capital One Prime Auto Receivables Trust Class A4 Series 2022-1 | 3.320% | 9/15/2027 | 44 | 44 | |
| 3 | Capital One Prime Auto Receivables Trust Class A4 Series 2023-1 | 4.760% | 8/15/2028 | 25 | 25 | |
| 3 | Capital One Prime Auto Receivables Trust Class A4 Series 2024-1 | 4.660% | 1/15/2030 | 40 | 40 | |
| 3 | CarMax Auto Owner Trust Class A3 Series 2023-2 | 5.050% | 1/18/2028 | 25 | 25 | |
| 3 | CarMax Auto Owner Trust Class A3 Series 2023-3 | 5.280% | 5/15/2028 | 19 | 19 | |
| 3 | CarMax Auto Owner Trust Class A3 Series 2024-1 | 4.920% | 10/16/2028 | 37 | 37 | |
| 3 | CarMax Auto Owner Trust Class A3 Series 2024-3 | 4.890% | 7/16/2029 | 250 | 252 | |
| 3 | CarMax Auto Owner Trust Class A3 Series 2025-3 | 4.350% | 7/15/2030 | 100 | 100 | |
| 3 | CarMax Auto Owner Trust Class A3 Series 2025-4 | 3.970% | 12/16/2030 | 50 | 50 | |
| 3 | CarMax Auto Owner Trust Class A3 Series 2026-1 | 4.040% | 3/17/2031 | 130 | 130 | |
| 3 | CarMax Auto Owner Trust Class A4 Series 2022-1 | 1.700% | 8/16/2027 | 24 | 24 | |
| 3 | CarMax Auto Owner Trust Class A4 Series 2023-1 | 4.650% | 1/16/2029 | 25 | 25 | |
| 3 | CarMax Auto Owner Trust Class A4 Series 2023-2 | 5.010% | 11/15/2028 | 25 | 25 | |
| 3 | CarMax Auto Owner Trust Class A4 Series 2023-3 | 5.260% | 2/15/2029 | 20 | 20 | |
| 3 | CarMax Auto Owner Trust Class A4 Series 2023-4 | 5.960% | 5/15/2029 | 50 | 51 | |
| 3 | CarMax Auto Owner Trust Class A4 Series 2024-4 | 4.640% | 4/15/2030 | 80 | 81 | |
| 3 | CarMax Auto Owner Trust Class A4 Series 2025-3 | 4.470% | 1/15/2031 | 100 | 100 | |
| 3 | CarMax Auto Owner Trust Class A4 Series 2025-4 | 4.080% | 6/16/2031 | 30 | 30 | |
| 3 | CarMax Auto Owner Trust Class A4 Series 2026-1 | 4.180% | 3/15/2032 | 100 | 100 | |
| 3 | CarMax Select Receivables Trust Class A3 Series 2025-B | 4.120% | 3/15/2030 | 30 | 30 | |
| 3 | CarMax Select Receivables Trust Class A3 Series 2026-A | 3.990% | 5/17/2032 | 110 | 109 | |
| 3 | Carvana Auto Receivables Trust Class A3 Series 2025-P2 | 4.550% | 8/12/2030 | 200 | 201 | |
| 3 | Carvana Auto Receivables Trust Class A3 Series 2025-P3 | 4.040% | 11/11/2030 | 60 | 60 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 3 | Carvana Auto Receivables Trust Class A4 Series 2025-P2 | 4.750% | 6/10/2031 | 116 | 117 | |
| 3 | Carvana Auto Receivables Trust Class B Series 2025-P4 | 4.590% | 1/12/2032 | 50 | 50 | |
| 3 | CD Mortgage Trust Class A3 Series 2019-CD8 | 2.657% | 8/15/2057 | 38 | 36 | |
| 3 | CD Mortgage Trust Class A4 Series 2016-CD1 | 2.724% | 8/10/2049 | 150 | 148 | |
| 3,5 | CD Mortgage Trust Class A4 Series 2016-CD2 | 3.526% | 11/10/2049 | 100 | 98 | |
| 3 | CD Mortgage Trust Class A4 Series 2017-CD3 | 3.631% | 2/10/2050 | 144 | 141 | |
| 3 | CD Mortgage Trust Class A4 Series 2018-CD7 | 4.279% | 8/15/2051 | 75 | 75 | |
| 3 | CD Mortgage Trust Class A4 Series 2019-CD8 | 2.912% | 8/15/2057 | 450 | 422 | |
| 3 | CD Mortgage Trust Class A5 Series 2017-CD6 | 3.456% | 11/13/2050 | 125 | 123 | |
| 3,5 | CD Mortgage Trust Class AM Series 2017-CD6 | 3.709% | 11/13/2050 | 75 | 73 | |
| 3 | CD Mortgage Trust Class AS Series 2017-CD3 | 3.833% | 2/10/2050 | 31 | 27 | |
| 3 | CD Mortgage Trust Class ASB Series 2018-CD7 | 4.213% | 8/15/2051 | 5 | 5 | |
| 3 | CFCRE Commercial Mortgage Trust Class A4 Series 2017-C8 | 3.572% | 6/15/2050 | 50 | 49 | |
| 3 | CFCRE Commercial Mortgage Trust Class AM Series 2016-C4 | 3.691% | 5/10/2058 | 100 | 100 | |
| 3 | CGMS Commercial Mortgage Trust Class A4 Series 2017-B1 | 3.458% | 8/15/2050 | 250 | 247 | |
| 3,5 | CGMS Commercial Mortgage Trust Class AS Series 2017-B1 | 3.711% | 8/15/2050 | 50 | 49 | |
| 3 | Chase Issuance Trust Class A Series 2023-A2 | 5.080% | 9/15/2030 | 100 | 102 | |
| 3 | Chase Issuance Trust Class A Series 2024-A2 | 4.630% | 1/15/2031 | 100 | 101 | |
| 3 | Chase Issuance Trust Class A Series 2025-A1 | 4.160% | 7/15/2030 | 1,250 | 1,253 | |
| 3 | Citibank Credit Card Issuance Trust Class A Series 2025-A1 | 4.300% | 6/21/2030 | 150 | 150 | |
| 3 | Citibank Credit Card Issuance Trust Class A Series 2025-A2 | 4.490% | 6/21/2032 | 100 | 101 | |
| 3 | Citibank Credit Card Issuance Trust Class A3 Series 2007-A3 | 6.150% | 6/15/2039 | 100 | 110 | |
| 3 | Citibank Credit Card Issuance Trust Class A7 Series 2018-A7 | 3.960% | 10/13/2030 | 200 | 199 | |
| 3 | Citigroup Commercial Mortgage Trust Class A3 Series 2016-P4 | 2.646% | 7/10/2049 | 76 | 76 | |
| 3 | Citigroup Commercial Mortgage Trust Class A3 Series 2017-C4 | 3.209% | 10/12/2050 | 83 | 82 | |
| 3 | Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC31 | 3.762% | 6/10/2048 | 16 | 16 | |
| 3 | Citigroup Commercial Mortgage Trust Class A4 Series 2016-C1 | 3.209% | 5/10/2049 | 119 | 118 | |
| 3 | Citigroup Commercial Mortgage Trust Class A4 Series 2016-P4 | 2.902% | 7/10/2049 | 75 | 75 | |
| 3 | Citigroup Commercial Mortgage Trust Class A4 Series 2017-C4 | 3.471% | 10/12/2050 | 250 | 246 | |
| 3 | Citigroup Commercial Mortgage Trust Class A4 Series 2018-B2 | 4.009% | 3/10/2051 | 275 | 272 | |
| 3 | Citigroup Commercial Mortgage Trust Class A4 Series 2019-GC43 | 3.038% | 11/10/2052 | 275 | 259 | |
| 3 | Citigroup Commercial Mortgage Trust Class A5 Series 2016-GC36 | 3.616% | 2/10/2049 | 123 | 122 | |
| 3 | Citigroup Commercial Mortgage Trust Class A5 Series 2019-GC41 | 2.869% | 8/10/2056 | 225 | 212 | |
| 3 | Citigroup Commercial Mortgage Trust Class A5 Series 2020-GC46 | 2.717% | 2/15/2053 | 110 | 102 | |
| 3,5 | Citigroup Commercial Mortgage Trust Class A5 Series 2022-GC48 | 4.579% | 5/15/2054 | 75 | 74 | |
| 3 | Citigroup Commercial Mortgage Trust Class AS Series 2017-C4 | 3.764% | 10/12/2050 | 50 | 49 | |
| 3,5 | Citigroup Commercial Mortgage Trust Class AS Series 2020-GC46 | 2.918% | 2/15/2053 | 45 | 41 | |
| 3,5 | Citigroup Commercial Mortgage Trust Class B Series 2015-GC29 | 3.758% | 4/10/2048 | 42 | 40 | |
| 3 | CNH Equipment Trust Class A3 Series 2023-A | 4.810% | 8/15/2028 | 22 | 22 | |
| 3 | CNH Equipment Trust Class A3 Series 2023-B | 5.600% | 2/15/2029 | 35 | 36 | |
| 3 | CNH Equipment Trust Class A3 Series 2024-A | 4.770% | 6/15/2029 | 33 | 33 | |
| 3 | CNH Equipment Trust Class A3 Series 2025-B | 4.300% | 10/15/2030 | 100 | 100 | |
| 3 | CNH Equipment Trust Class A3 Series 2026-A | 4.000% | 5/15/2031 | 260 | 259 | |
| 3 | CNH Equipment Trust Class A4 Series 2024-C | 4.120% | 3/15/2032 | 50 | 50 | |
| 3 | CNH Equipment Trust Class A4 Series 2025-B | 4.430% | 1/18/2033 | 100 | 100 | |
| 3 | COMM Mortgage Trust Class A3 Series 2017-COR2 | 3.510% | 9/10/2050 | 35 | 35 | |
| 3 | COMM Mortgage Trust Class A3 Series 2018-COR3 | 4.228% | 5/10/2051 | 125 | 123 | |
| 3 | COMM Mortgage Trust Class A5 Series 2019-GC44 | 2.950% | 8/15/2057 | 115 | 109 | |
| 3 | COMM Mortgage Trust Class AM Series 2013-CR12 | 4.300% | 10/10/2046 | 11 | 11 | |
| 3 | COMM Mortgage Trust Class AM Series 2019-GC44 | 3.263% | 8/15/2057 | 50 | 46 | |
| 3,5 | COMM Mortgage Trust Class B Series 2013-CR12 | 4.762% | 10/10/2046 | 17 | 7 | |
| 3,5 | COMM Mortgage Trust Class B Series 2014-CR15 | 3.680% | 2/10/2047 | 10 | 9 | |
| 3 | CSAIL Commercial Mortgage Trust Class A3 Series 2019-C16 | 3.329% | 6/15/2052 | 275 | 265 | |
| 3 | CSAIL Commercial Mortgage Trust Class A3 Series 2021-C20 | 2.805% | 3/15/2054 | 250 | 229 | |
| 3,5 | CSAIL Commercial Mortgage Trust Class A4 Series 2018-CX12 | 4.224% | 8/15/2051 | 25 | 25 | |
| 3 | CSAIL Commercial Mortgage Trust Class A4 Series 2019-C15 | 4.053% | 3/15/2052 | 225 | 222 | |
| 3,5 | CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX10 | 3.458% | 11/15/2050 | 150 | 147 | |
| 3,5 | CSAIL Commercial Mortgage Trust Class A5 Series 2018-CX11 | 4.033% | 4/15/2051 | 275 | 273 | |
| 3,5 | CSAIL Commercial Mortgage Trust Class AS Series 2021-C20 | 3.076% | 3/15/2054 | 50 | 44 | |
| 3,5 | CSAIL Commercial Mortgage Trust Class B Series 2015-C1 | 3.742% | 4/15/2050 | 35 | 34 | |
| 3 | DBGS Mortgage Trust Class A4 Series 2018-C1 | 4.466% | 10/15/2051 | 100 | 99 | |
| 3 | DBJPM Mortgage Trust Class A4 Series 2016-C1 | 3.276% | 5/10/2049 | 11 | 11 | |
| 3 | DBJPM Mortgage Trust Class A5 Series 2017-C6 | 3.328% | 6/10/2050 | 100 | 98 | |
| 3 | DBJPM Mortgage Trust Class A5 Series 2020-C9 | 1.926% | 8/15/2053 | 50 | 45 | |
| 3,5 | DBJPM Mortgage Trust Class AM Series 2017-C6 | 3.561% | 6/10/2050 | 50 | 49 | |
| 3 | Discover Card Execution Note Trust Class A Series 2023-A2 | 4.930% | 6/15/2028 | 275 | 276 | |
| 3 | Drive Auto Receivables Trust Class A3 Series 2024-2 | 4.500% | 9/15/2028 | 24 | 24 | |
| 3 | Exeter Automobile Receivables Trust Class A3 Series 2025-1A | 4.670% | 8/15/2028 | 102 | 102 | |
| 3 | Exeter Automobile Receivables Trust Class B Series 2024-4A | 5.290% | 8/15/2030 | 88 | 88 | |
| 3 | Exeter Automobile Receivables Trust Class B Series 2024-5A | 4.480% | 4/16/2029 | 20 | 20 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 3 | Exeter Automobile Receivables Trust Class B Series 2025-5A | 4.280% | 7/15/2030 | 140 | 139 | |
| 3 | Exeter Automobile Receivables Trust Class B Series 2026-1A | 4.220% | 10/15/2030 | 80 | 79 | |
| 3 | Exeter Automobile Receivables Trust Class C Series 2023-4A | 6.510% | 8/15/2028 | 7 | 7 | |
| 3 | Exeter Automobile Receivables Trust Class D Series 2021-3A | 1.550% | 6/15/2027 | 8 | 8 | |
| 3 | Exeter Automobile Receivables Trust Class D Series 2022-1A | 3.020% | 6/15/2028 | 14 | 14 | |
| 3 | Exeter Automobile Receivables Trust Class D Series 2022-2A | 4.560% | 7/17/2028 | 14 | 14 | |
| 2,3 | Fannie Mae-Aces Class 2A2 Series 2019-M21 | 2.350% | 2/25/2031 | 27 | 25 | |
| 2,3,5 | Fannie Mae-Aces Class 2A2 Series 2021-M13 | 1.638% | 3/25/2033 | 200 | 167 | |
| 2,3,5 | Fannie Mae-Aces Class 2A2 Series 2025-M1 | 4.800% | 1/25/2032 | 36 | 36 | |
| 2,3 | Fannie Mae-Aces Class 3A2 Series 2019-M18 | 2.577% | 9/25/2031 | 77 | 71 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2016-M11 | 2.369% | 7/25/2026 | 123 | 123 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2016-M12 | 2.436% | 9/25/2026 | 190 | 188 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2016-M5 | 2.469% | 4/25/2026 | 36 | 36 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2016-M7 | 2.499% | 9/25/2026 | 22 | 22 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2016-M9 | 2.292% | 6/25/2026 | 107 | 106 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2017-M12 | 3.073% | 6/25/2027 | 144 | 143 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2017-M14 | 2.785% | 11/25/2027 | 50 | 49 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2017-M5 | 3.020% | 4/25/2029 | 33 | 32 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2017-M7 | 2.961% | 2/25/2027 | 183 | 181 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2017-M8 | 3.061% | 5/25/2027 | 312 | 309 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2018-M12 | 3.654% | 8/25/2030 | 45 | 44 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2018-M13 | 3.754% | 9/25/2030 | 138 | 136 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2018-M14 | 3.578% | 8/25/2028 | 159 | 157 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2018-M2 | 2.928% | 1/25/2028 | 325 | 318 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2018-M3 | 3.075% | 2/25/2030 | 43 | 41 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2018-M4 | 3.067% | 3/25/2028 | 100 | 98 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2018-M7 | 3.038% | 3/25/2028 | 84 | 82 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2018-M10 | 3.368% | 7/25/2028 | 115 | 113 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2019-M1 | 3.560% | 9/25/2028 | 141 | 139 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2019-M12 | 2.885% | 6/25/2029 | 382 | 368 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2019-M18 | 2.469% | 8/25/2029 | 225 | 214 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2019-M2 | 3.646% | 11/25/2028 | 149 | 147 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2019-M22 | 2.522% | 8/25/2029 | 298 | 283 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2019-M4 | 3.610% | 2/25/2031 | 249 | 242 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2019-M5 | 3.273% | 2/25/2029 | 176 | 172 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2019-M7 | 3.143% | 4/25/2029 | 174 | 169 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2019-M9 | 2.937% | 6/25/2029 | 169 | 164 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2020-M1 | 2.444% | 10/25/2029 | 950 | 897 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2020-M14 | 1.784% | 5/25/2030 | 226 | 206 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2020-M29 | 1.492% | 5/25/2030 | 100 | 90 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2020-M42 | 1.270% | 7/25/2030 | 10 | 9 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2020-M46 | 1.323% | 5/25/2030 | 243 | 219 | |
| 2,3 | Fannie Mae-Aces Class A2 Series 2020-M5 | 2.210% | 1/25/2030 | 105 | 98 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2020-M52 | 1.324% | 10/25/2030 | 253 | 225 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2021-M1 | 1.386% | 11/25/2030 | 60 | 53 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2021-M11 | 1.457% | 3/25/2031 | 225 | 197 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2021-M13 | 1.598% | 4/25/2031 | 50 | 44 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2021-M19 | 1.738% | 10/25/2031 | 275 | 241 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2021-M1G | 1.468% | 11/25/2030 | 50 | 44 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2021-M3G | 1.245% | 1/25/2031 | 225 | 197 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2022-M1 | 1.669% | 10/25/2031 | 325 | 283 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2022-M10 | 1.932% | 1/25/2032 | 215 | 190 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2022-M1G | 1.531% | 9/25/2031 | 75 | 66 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2022-M3 | 1.707% | 11/25/2031 | 100 | 87 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2022-M4 | 2.290% | 5/25/2030 | 150 | 139 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2022-M8 | 1.936% | 12/25/2031 | 150 | 132 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2023-M1S | 4.500% | 4/25/2033 | 140 | 140 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2023-M6 | 4.184% | 7/25/2028 | 128 | 128 | |
| 2,3,5 | Fannie Mae-Aces Class A2 Series 2023-M8 | 4.476% | 3/25/2033 | 50 | 50 | |
| 2,3,5 | Fannie Mae-Aces Class ATS2 Series 2017-M15 | 3.163% | 11/25/2027 | 200 | 198 | |
| 2,3,5 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates Class A2 Series K-171 | 4.400% | 5/30/2063 | 100 | 98 | |
| 2,3,5 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates Class A2 Series K-174 | 4.530% | 10/25/2035 | 300 | 298 | |
| 2,3,5 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates Class A2 Series K-176 | 4.385% | 12/25/2035 | 1,020 | 1,000 | |
| 2,3,5 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates Class A2 Series K543 | 4.329% | 6/25/2030 | 100 | 100 | |
| 2,3,5 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates Class A2 Series K547 | 4.421% | 5/25/2030 | 75 | 75 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 2,3,5 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates Class A2 Series K761 | 4.400% | 6/25/2032 | 700 | 700 | |
| 2,3,5 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K-178 | 4.400% | 2/25/2036 | 330 | 324 | |
| 2,3,5 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K548 | 4.320% | 9/25/2030 | 70 | 70 | |
| 2,3,5 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K762 | 4.360% | 9/25/2032 | 1,500 | 1,495 | |
| 2,3 | Federal National Mortgage Association-ACES Class A2 Series 2025-M4 | 4.389% | 8/25/2035 | 100 | 98 | |
| 3 | Fifth Third Auto Trust Class A3 Series 2023-1 | 5.530% | 8/15/2028 | 46 | 46 | |
| 3 | Fifth Third Auto Trust Class A4 Series 2023-1 | 5.520% | 2/17/2031 | 20 | 20 | |
| 3 | First National Master Note Trust Class A Series 2023-2 | 5.770% | 9/15/2029 | 50 | 50 | |
| 3 | Ford Credit Auto Lease Trust Class A3 Series 2025-B | 4.230% | 12/15/2028 | 200 | 200 | |
| 3 | Ford Credit Auto Lease Trust Class A3 Series 2026-A | 4.000% | 7/15/2029 | 193 | 192 | |
| 3 | Ford Credit Auto Lease Trust Class A4 Series 2025-A | 4.780% | 2/15/2029 | 150 | 151 | |
| 3 | Ford Credit Auto Lease Trust Class A4 Series 2025-B | 4.300% | 8/15/2029 | 100 | 100 | |
| 3 | Ford Credit Auto Owner Trust Class A3 Series 2023-A | 4.650% | 2/15/2028 | 13 | 13 | |
| 3 | Ford Credit Auto Owner Trust Class A3 Series 2023-B | 5.230% | 5/15/2028 | 21 | 21 | |
| 3 | Ford Credit Auto Owner Trust Class A3 Series 2025-B | 3.910% | 4/15/2030 | 120 | 120 | |
| 3 | Ford Credit Auto Owner Trust Class A4 Series 2022-C | 4.590% | 12/15/2027 | 61 | 61 | |
| 3 | Ford Credit Auto Owner Trust Class A4 Series 2023-A | 4.560% | 12/15/2028 | 25 | 25 | |
| 3 | Ford Credit Auto Owner Trust Class A4 Series 2023-C | 5.490% | 5/15/2029 | 50 | 51 | |
| 3 | Ford Credit Auto Owner Trust Class A4 Series 2024-A | 5.010% | 9/15/2029 | 260 | 263 | |
| 3 | Ford Credit Auto Owner Trust Class A4 Series 2025-B | 3.950% | 7/15/2031 | 40 | 40 | |
| 3 | Ford Credit Floorplan Master Owner Trust A Class A1 Series 2025-2 | 4.060% | 9/15/2030 | 270 | 269 | |
| 3 | Ford Credit Floorplan Master Owner Trust Class A Series 2018-4 | 4.060% | 11/15/2030 | 100 | 99 | |
| 3 | Ford Credit Floorplan Master Owner Trust Class A1 Series 2025-1 | 4.630% | 4/15/2030 | 100 | 101 | |
| 2,3,5 | Freddie Mac Multifamily Mortgage Trust Class A2 Series K-168 | 4.130% | 12/25/2034 | 200 | 194 | |
| 2,3,5 | Freddie Mac Multifamily Mortgage Trust Class A2 Series K-169 | 4.660% | 12/25/2034 | 300 | 302 | |
| 2,3,5 | Freddie Mac Multifamily Mortgage Trust Class A2 Series K759 | 4.800% | 1/25/2032 | 500 | 511 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K080 | 3.736% | 4/25/2028 | 37 | 37 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K121 | 0.995% | 8/25/2030 | 20 | 18 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K122 | 0.863% | 5/25/2030 | 11 | 10 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K129 | 1.342% | 9/25/2030 | 41 | 38 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K143 | 2.711% | 4/25/2055 | 95 | 90 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K1520 | 2.007% | 7/25/2035 | 48 | 41 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K056 | 2.525% | 5/25/2026 | 108 | 108 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K058 | 2.653% | 8/25/2026 | 100 | 99 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K065 | 3.243% | 4/25/2027 | 433 | 430 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K066 | 3.117% | 6/25/2027 | 148 | 147 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K067 | 3.194% | 7/25/2027 | 500 | 495 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K068 | 3.244% | 8/25/2027 | 125 | 124 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K069 | 3.187% | 9/25/2027 | 193 | 191 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K070 | 3.303% | 11/25/2027 | 75 | 74 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K071 | 3.286% | 11/25/2027 | 225 | 222 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K072 | 3.444% | 12/25/2027 | 100 | 99 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K073 | 3.350% | 1/25/2028 | 125 | 123 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K074 | 3.600% | 1/25/2028 | 223 | 221 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K075 | 3.650% | 2/25/2028 | 150 | 149 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K076 | 3.900% | 4/25/2028 | 350 | 348 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K078 | 3.854% | 6/25/2028 | 100 | 99 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K079 | 3.926% | 6/25/2028 | 25 | 25 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K080 | 3.926% | 7/25/2028 | 175 | 174 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K081 | 3.900% | 8/25/2028 | 350 | 348 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K082 | 3.920% | 9/25/2028 | 75 | 75 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K083 | 4.050% | 9/25/2028 | 1,700 | 1,696 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K084 | 3.780% | 10/25/2028 | 275 | 273 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K085 | 4.060% | 10/25/2028 | 225 | 224 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K087 | 3.771% | 12/25/2028 | 387 | 384 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K088 | 3.690% | 1/25/2029 | 275 | 272 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K089 | 3.563% | 1/25/2029 | 25 | 25 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K090 | 3.422% | 2/25/2029 | 200 | 196 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K091 | 3.505% | 3/25/2029 | 450 | 442 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K092 | 3.298% | 4/25/2029 | 225 | 220 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K093 | 2.982% | 5/25/2029 | 393 | 381 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K094 | 2.903% | 6/25/2029 | 275 | 265 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K095 | 2.785% | 6/25/2029 | 275 | 264 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K096 | 2.519% | 7/25/2029 | 225 | 214 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K098 | 2.425% | 8/25/2029 | 450 | 426 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K099 | 2.595% | 9/25/2029 | 210 | 200 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K101 | 2.524% | 10/25/2029 | 370 | 351 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K102 | 2.537% | 10/25/2029 | 350 | 332 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K103 | 2.651% | 11/25/2029 | 300 | 285 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K104 | 2.253% | 1/25/2030 | 445 | 416 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K105 | 1.872% | 1/25/2030 | 95 | 88 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K106 | 2.069% | 1/25/2030 | 1,300 | 1,206 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K107 | 1.639% | 1/25/2030 | 100 | 91 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K108 | 1.517% | 3/25/2030 | 150 | 136 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K109 | 1.558% | 4/25/2030 | 425 | 385 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K110 | 1.477% | 4/25/2030 | 25 | 23 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K111 | 1.350% | 5/25/2030 | 25 | 22 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K114 | 1.366% | 6/25/2030 | 125 | 112 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K116 | 1.378% | 7/25/2030 | 320 | 285 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K117 | 1.406% | 8/25/2030 | 25 | 22 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K118 | 1.493% | 9/25/2030 | 400 | 357 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K120 | 1.500% | 10/25/2030 | 300 | 267 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K121 | 1.547% | 10/25/2030 | 175 | 156 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K122 | 1.521% | 11/25/2030 | 175 | 155 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K124 | 1.658% | 12/25/2030 | 150 | 134 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K125 | 1.846% | 1/25/2031 | 700 | 629 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K126 | 2.074% | 1/25/2031 | 250 | 227 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K127 | 2.108% | 1/25/2031 | 425 | 386 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K128 | 2.020% | 3/25/2031 | 250 | 226 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K129 | 1.914% | 5/25/2031 | 400 | 359 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K130 | 1.723% | 6/25/2031 | 150 | 133 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K131 | 1.853% | 7/25/2031 | 400 | 356 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K132 | 2.023% | 8/25/2031 | 100 | 89 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K133 | 2.096% | 9/25/2031 | 200 | 179 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K134 | 2.243% | 10/25/2031 | 200 | 180 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K135 | 2.154% | 10/25/2031 | 125 | 112 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K138 | 2.476% | 1/25/2055 | 150 | 136 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K140 | 2.250% | 1/25/2032 | 100 | 89 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K143 | 2.350% | 3/25/2032 | 100 | 90 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K148 | 3.500% | 7/25/2032 | 700 | 666 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-150 | 3.710% | 9/25/2032 | 1,000 | 960 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1510 | 3.718% | 1/25/2031 | 75 | 73 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1511 | 3.470% | 3/25/2031 | 100 | 96 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1514 | 2.859% | 10/25/2034 | 225 | 198 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1515 | 1.940% | 2/25/2035 | 150 | 122 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1516 | 1.721% | 5/25/2035 | 225 | 177 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1517 | 1.716% | 7/25/2035 | 25 | 20 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1518 | 1.860% | 10/25/2035 | 100 | 79 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1519 | 2.013% | 12/25/2035 | 100 | 80 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K152 | 3.080% | 1/25/2031 | 100 | 95 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1520 | 2.438% | 2/25/2036 | 200 | 165 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | 2.184% | 8/25/2036 | 150 | 120 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1522 | 2.361% | 10/25/2036 | 150 | 121 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K155 | 3.750% | 11/25/2032 | 100 | 98 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | 4.430% | 2/25/2033 | 75 | 75 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K157 | 3.990% | 5/25/2033 | 75 | 74 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-157 | 4.200% | 5/25/2033 | 175 | 172 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K158 | 3.900% | 12/25/2030 | 100 | 98 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K159 | 3.950% | 11/25/2030 | 50 | 49 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-159 | 4.500% | 7/25/2033 | 140 | 140 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-160 | 4.500% | 8/25/2033 | 200 | 200 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-161 | 4.900% | 10/25/2033 | 100 | 102 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-164 | 5.000% | 5/25/2034 | 200 | 206 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-165 | 4.489% | 9/25/2034 | 205 | 204 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-167 | 4.760% | 10/25/2034 | 300 | 304 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-175 | 4.420% | 10/25/2035 | 170 | 167 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K505 | 4.819% | 6/25/2028 | 140 | 142 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K506 | 4.650% | 8/25/2028 | 100 | 101 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K507 | 4.800% | 9/25/2028 | 100 | 101 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K508 | 4.740% | 8/25/2028 | 150 | 152 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K509 | 4.850% | 9/25/2028 | 100 | 102 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K510 | 5.069% | 10/25/2028 | 100 | 102 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-511 | 4.860% | 10/25/2028 | 50 | 51 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K512 | 5.000% | 11/25/2028 | 46 | 47 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K513 | 4.724% | 12/25/2028 | 100 | 101 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K515 | 5.400% | 1/25/2029 | 150 | 154 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-516 | 5.477% | 1/25/2029 | 150 | 155 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K517 | 5.355% | 1/25/2029 | 200 | 206 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K518 | 5.400% | 1/25/2029 | 200 | 206 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K520 | 5.180% | 3/25/2029 | 205 | 210 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K524 | 4.720% | 5/25/2029 | 123 | 125 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K526 | 4.543% | 7/25/2029 | 250 | 253 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K533 | 4.230% | 12/25/2029 | 100 | 100 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K554 | 4.220% | 12/25/2030 | 400 | 400 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K576 | 4.963% | 5/25/2031 | 200 | 206 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K735 | 2.862% | 5/25/2026 | 304 | 303 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K739 | 1.336% | 9/25/2027 | 24 | 24 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K742 | 1.760% | 3/25/2028 | 200 | 192 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K743 | 1.770% | 5/25/2028 | 125 | 119 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K744 | 1.712% | 7/25/2028 | 94 | 90 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K745 | 1.657% | 8/25/2028 | 50 | 47 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K746 | 2.031% | 9/25/2028 | 150 | 143 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K747 | 2.050% | 11/25/2028 | 125 | 119 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K751 | 4.412% | 3/25/2030 | 150 | 151 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K752 | 4.284% | 7/25/2030 | 140 | 140 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K753 | 4.400% | 10/25/2030 | 200 | 201 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K754 | 4.940% | 11/25/2030 | 100 | 103 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K757 | 4.456% | 8/25/2031 | 225 | 226 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K758 | 4.680% | 10/25/2031 | 700 | 711 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K760 | 4.550% | 1/25/2032 | 50 | 50 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K763 | 4.170% | 10/25/2032 | 150 | 148 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1510 | 3.794% | 1/25/2034 | 395 | 375 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1511 | 3.542% | 3/25/2034 | 225 | 210 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | 2.797% | 8/25/2034 | 335 | 294 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K154 | 3.459% | 11/25/2032 | 50 | 47 | |
| 2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K155 | 3.750% | 4/25/2033 | 200 | 191 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K157 | 3.990% | 8/25/2033 | 75 | 72 | |
| 2,3,5 | Freddie Mac Multifamily Structured Pass Through Certificates Class AM Series K749 | 2.120% | 4/25/2029 | 50 | 47 | |
| 2,3,5 | FREMF Mortgage Trust Class A2 Series K541 | 4.348% | 2/25/2030 | 650 | 652 | |
| 3 | GM Financial Automobile Leasing Trust Class A3 Series 2024-3 | 4.210% | 10/20/2027 | 68 | 68 | |
| 3 | GM Financial Automobile Leasing Trust Class A3 Series 2025-3 | 4.170% | 8/21/2028 | 92 | 92 | |
| 3 | GM Financial Automobile Leasing Trust Class A3 Series 2026-1 | 3.880% | 1/22/2029 | 190 | 189 | |
| 3 | GM Financial Automobile Leasing Trust Class A4 Series 2024-1 | 5.090% | 2/22/2028 | 25 | 25 | |
| 3 | GM Financial Automobile Leasing Trust Class A4 Series 2025-1 | 4.700% | 2/20/2029 | 100 | 101 | |
| 3 | GM Financial Automobile Leasing Trust Class A4 Series 2025-3 | 4.200% | 8/20/2029 | 37 | 38 | |
| 3 | GM Financial Automobile Leasing Trust Class B Series 2024-1 | 5.330% | 3/20/2028 | 25 | 25 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2025-1 | 4.620% | 12/17/2029 | 100 | 101 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2025-3 | 4.180% | 8/16/2030 | 100 | 100 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2026-1 | 3.840% | 5/16/2031 | 88 | 87 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-3 | 5.340% | 12/18/2028 | 18 | 18 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-4 | 5.710% | 2/16/2029 | 50 | 51 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2024-3 | 5.090% | 11/16/2029 | 200 | 203 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2024-4 | 4.440% | 4/16/2030 | 80 | 80 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2025-1 | 4.730% | 8/16/2030 | 100 | 101 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2025-3 | 4.300% | 9/16/2031 | 25 | 25 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2026-1 | 3.970% | 6/16/2032 | 70 | 69 | |
| 3 | GM Financial Consumer Automobile Receivables Trust Class B Series 2026-1 | 4.140% | 6/16/2032 | 36 | 36 | |
| 3 | GS Mortgage Securities Trust Class A3 Series 2017-GS6 | 3.433% | 5/10/2050 | 150 | 148 | |
| 3 | GS Mortgage Securities Trust Class A4 Series 2016-GS2 | 3.050% | 5/10/2049 | 40 | 40 | |
| 3 | GS Mortgage Securities Trust Class A4 Series 2017-GS5 | 3.674% | 3/10/2050 | 150 | 148 | |
| 3 | GS Mortgage Securities Trust Class A4 Series 2017-GS7 | 3.430% | 8/10/2050 | 261 | 257 | |
| 3 | GS Mortgage Securities Trust Class A4 Series 2019-GC39 | 3.567% | 5/10/2052 | 100 | 96 | |
| 3 | GS Mortgage Securities Trust Class A4 Series 2019-GC40 | 3.160% | 7/10/2052 | 150 | 143 | |
| 3 | GS Mortgage Securities Trust Class A4 Series 2019-GC42 | 3.001% | 9/10/2052 | 275 | 260 | |
| 3 | GS Mortgage Securities Trust Class A4 Series 2019-GSA1 | 3.048% | 11/10/2052 | 125 | 119 | |
| 3 | GS Mortgage Securities Trust Class A5 Series 2014-GC22 | 3.862% | 6/10/2047 | 10 | 10 | |
| 3 | GS Mortgage Securities Trust Class A5 Series 2020-GC45 | 2.911% | 2/13/2053 | 125 | 118 | |
| 3 | GS Mortgage Securities Trust Class A5 Series 2020-GC47 | 2.377% | 5/12/2053 | 75 | 69 | |
| 3 | GS Mortgage Securities Trust Class A5 Series 2020-GSA2 | 2.012% | 12/12/2053 | 125 | 110 | |
| 3,5 | GS Mortgage Securities Trust Class AS Series 2016-GS4 | 3.645% | 11/10/2049 | 50 | 50 | |
| 3,5 | GS Mortgage Securities Trust Class AS Series 2017-GS5 | 3.826% | 3/10/2050 | 50 | 48 | |
| 3 | GS Mortgage Securities Trust Class AS Series 2017-GS6 | 3.638% | 5/10/2050 | 100 | 96 | |
| 3 | GS Mortgage Securities Trust Class AS Series 2017-GS7 | 3.663% | 8/10/2050 | 70 | 68 | |
| 3 | GS Mortgage Securities Trust Class AS Series 2019-GC42 | 3.212% | 9/10/2052 | 50 | 46 | |
| 3,5 | GS Mortgage Securities Trust Class AS Series 2020-GC45 | 3.173% | 2/13/2053 | 35 | 32 | |
| 3 | GS Mortgage Securities Trust Class AS Series 2020-GSA2 | 2.224% | 12/12/2053 | 25 | 22 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 3,5 | GS Mortgage Securities Trust Class B Series 2014-GC24 | 4.297% | 9/10/2047 | 10 | 10 | |
| 3,5 | GS Mortgage Securities Trust Class B Series 2014-GC26 | 4.215% | 11/10/2047 | 43 | 41 | |
| 3,5 | GS Mortgage Securities Trust Class C Series 2017-GS6 | 4.322% | 5/10/2050 | 10 | 8 | |
| 3 | Harley-Davidson Motorcycle Trust Class A3 Series 2023-A | 5.050% | 12/15/2027 | 9 | 9 | |
| 3 | Harley-Davidson Motorcycle Trust Class A3 Series 2023-B | 5.690% | 8/15/2028 | 24 | 24 | |
| 3 | Harley-Davidson Motorcycle Trust Class A3 Series 2024-B | 4.310% | 7/16/2029 | 43 | 43 | |
| 3 | Harley-Davidson Motorcycle Trust Class A4 Series 2022-A | 3.260% | 1/15/2030 | 12 | 12 | |
| 3 | Harley-Davidson Motorcycle Trust Class A4 Series 2023-A | 4.970% | 6/17/2030 | 50 | 50 | |
| 3 | Harley-Davidson Motorcycle Trust Class A4 Series 2023-B | 5.780% | 4/15/2031 | 50 | 51 | |
| 3 | Harley-Davidson Motorcycle Trust Class A4 Series 2024-B | 4.280% | 4/15/2032 | 100 | 100 | |
| 3 | Honda Auto Receivables Owner Trust Class A3 Series 2023-1 | 5.040% | 4/21/2027 | 7 | 7 | |
| 3 | Honda Auto Receivables Owner Trust Class A3 Series 2023-2 | 4.930% | 11/15/2027 | 9 | 9 | |
| 3 | Honda Auto Receivables Owner Trust Class A3 series 2024-4 | 4.330% | 5/15/2029 | 30 | 30 | |
| 3 | Honda Auto Receivables Owner Trust Class A3 Series 2025-3 | 4.040% | 2/21/2030 | 135 | 135 | |
| 3 | Honda Auto Receivables Owner Trust Class A4 Series 2023-1 | 4.970% | 6/21/2029 | 25 | 25 | |
| 3 | Honda Auto Receivables Owner Trust Class A4 Series 2024-2 | 5.210% | 7/18/2030 | 400 | 406 | |
| 3 | Honda Auto Receivables Owner Trust Class A4 Series 2025-3 | 4.100% | 11/21/2031 | 38 | 38 | |
| 3 | Hyundai Auto Receivables Trust Class A3 Series 2023-A | 4.580% | 4/15/2027 | 2 | 2 | |
| 3 | Hyundai Auto Receivables Trust Class A3 Series 2023-B | 5.480% | 4/17/2028 | 16 | 16 | |
| 3 | Hyundai Auto Receivables Trust Class A3 Series 2023-C | 5.540% | 10/16/2028 | 31 | 31 | |
| 3 | Hyundai Auto Receivables Trust Class A3 Series 2024-B | 4.840% | 3/15/2029 | 112 | 113 | |
| 3 | Hyundai Auto Receivables Trust Class A3 Series 2025-B | 4.360% | 12/17/2029 | 100 | 100 | |
| 3 | Hyundai Auto Receivables Trust Class A3 Series 2026-A | 3.790% | 2/18/2031 | 275 | 273 | |
| 3 | Hyundai Auto Receivables Trust Class A4 Series 2023-A | 4.480% | 7/17/2028 | 25 | 25 | |
| 3 | Hyundai Auto Receivables Trust Class A4 Series 2023-B | 5.310% | 8/15/2029 | 13 | 13 | |
| 3 | Hyundai Auto Receivables Trust Class A4 Series 2024-B | 4.740% | 9/16/2030 | 150 | 152 | |
| 3 | Hyundai Auto Receivables Trust Class A4 Series 2024-C | 4.440% | 1/15/2031 | 55 | 55 | |
| 3 | Hyundai Auto Receivables Trust Class A4 Series 2025-B | 4.440% | 6/17/2030 | 50 | 50 | |
| 3 | Hyundai Auto Receivables Trust Class A4 Series 2026-A | 3.900% | 12/15/2032 | 165 | 163 | |
| 3 | John Deere Owner Trust Class A3 Series 2022-C | 5.090% | 6/15/2027 | 19 | 19 | |
| 3 | John Deere Owner Trust Class A3 Series 2023-A | 5.010% | 11/15/2027 | 13 | 13 | |
| 3 | John Deere Owner Trust Class A3 Series 2023-B | 5.180% | 3/15/2028 | 19 | 19 | |
| 3 | John Deere Owner Trust Class A3 Series 2023-C | 5.480% | 5/15/2028 | 61 | 61 | |
| 3 | John Deere Owner Trust Class A3 Series 2024-B | 5.200% | 3/15/2029 | 100 | 101 | |
| 3 | John Deere Owner Trust Class A3 Series 2025-B | 4.170% | 12/17/2029 | 100 | 100 | |
| 3 | John Deere Owner Trust Class A3 Series 2026-A | 3.870% | 8/15/2030 | 110 | 109 | |
| 3 | John Deere Owner Trust Class A4 Series 2022-C | 5.200% | 9/17/2029 | 50 | 50 | |
| 3 | John Deere Owner Trust Class A4 Series 2023-A | 5.010% | 12/17/2029 | 25 | 25 | |
| 3 | John Deere Owner Trust Class A4 Series 2023-B | 5.110% | 5/15/2030 | 25 | 25 | |
| 3 | John Deere Owner Trust Class A4 Series 2023-C | 5.390% | 8/15/2030 | 20 | 20 | |
| 3 | John Deere Owner Trust Class A4 Series 2024-C | 4.150% | 8/15/2031 | 100 | 100 | |
| 3 | John Deere Owner Trust Class A4 Series 2025-B | 4.340% | 6/15/2032 | 50 | 50 | |
| 3,5 | JP Morgan Chase Commercial Mortgage Securities Trust Class A4 Series 2016-JP4 | 3.648% | 12/15/2049 | 100 | 99 | |
| 3 | JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2015-JP1 | 3.914% | 1/15/2049 | 7 | 7 | |
| 3 | JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2016-JP3 | 2.870% | 8/15/2049 | 250 | 248 | |
| 3,5 | JP Morgan Chase Commercial Mortgage Securities Trust Class AS Series 2016-JP4 | 3.870% | 12/15/2049 | 75 | 74 | |
| 3 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C27 | 3.179% | 2/15/2048 | 1 | 1 | |
| 3 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C24 | 3.639% | 11/15/2047 | 3 | 3 | |
| 3 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C25 | 3.672% | 11/15/2047 | 11 | 11 | |
| 3 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C32 | 3.598% | 11/15/2048 | 54 | 52 | |
| 3 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C22 | 4.110% | 9/15/2047 | 21 | 21 | |
| 3,5 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C24 | 3.914% | 11/15/2047 | 75 | 73 | |
| 3,5 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2015-C30 | 4.226% | 7/15/2048 | 41 | 40 | |
| 3,5 | JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C18 | 4.474% | 2/15/2047 | 13 | 13 | |
| 3 | JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C26 | 3.951% | 1/15/2048 | 24 | 24 | |
| 3 | JPMCC Commercial Mortgage Securities Trust Class A4 Series 2019-COR5 | 3.386% | 6/13/2052 | 200 | 189 | |
| 3 | JPMCC Commercial Mortgage Securities Trust Class A5 Series 2019-COR4 | 4.029% | 3/10/2052 | 100 | 96 | |
| 3 | JPMCC Commercial Mortgage Securities Trust Class AS Series 2017-JP6 | 3.744% | 7/15/2050 | 100 | 97 | |
| 3 | JPMCC Commercial Mortgage Securities Trust Class AS Series 2019-COR5 | 3.669% | 6/13/2052 | 25 | 23 | |
| 3 | JPMDB Commercial Mortgage Securities Trust Class A4 Series 2016-C2 | 3.144% | 6/15/2049 | 43 | 43 | |
| 3 | JPMDB Commercial Mortgage Securities Trust Class A4 Series 2018-C8 | 4.211% | 6/15/2051 | 225 | 223 | |
| 3 | JPMDB Commercial Mortgage Securities Trust Class A4 Series 2019-COR6 | 3.057% | 11/13/2052 | 175 | 159 | |
| 3 | JPMDB Commercial Mortgage Securities Trust Class A5 Series 2017-C7 | 3.409% | 10/15/2050 | 75 | 74 | |
| 3 | JPMDB Commercial Mortgage Securities Trust Class A5 Series 2020-COR7 | 2.180% | 5/13/2053 | 50 | 43 | |
| 3 | JPMDB Commercial Mortgage Securities Trust Class AS Series 2016-C2 | 3.484% | 6/15/2049 | 50 | 47 | |
| 3,5 | JPMDB Commercial Mortgage Securities Trust Class AS Series 2017-C7 | 3.713% | 10/15/2050 | 50 | 49 | |
| 3 | JPMDB Commercial Mortgage Securities Trust Class AS Series 2018-C8 | 4.421% | 6/15/2051 | 25 | 25 | |
| 3 | Mercedes-Benz Auto Lease Trust Class A3 Series 2025-A | 4.610% | 4/16/2029 | 100 | 101 | |
| 3 | Mercedes-Benz Auto Lease Trust Class A3 Series 2025-B | 3.880% | 4/16/2029 | 270 | 269 | |
| 3 | Mercedes-Benz Auto Lease Trust Class A3 Series 2026-A | 3.930% | 1/15/2030 | 68 | 68 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 3 | Mercedes-Benz Auto Lease Trust Class A4 Series 2025-A | 4.690% | 2/18/2031 | 125 | 126 | |
| 3 | Mercedes-Benz Auto Lease Trust Class A4 Series 2025-B | 3.930% | 7/15/2031 | 150 | 149 | |
| 3 | Mercedes-Benz Auto Lease Trust Class A4 Series 2026-A | 3.970% | 4/15/2031 | 64 | 64 | |
| 3 | Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-1 | 4.510% | 11/15/2027 | 11 | 11 | |
| 3 | Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-2 | 5.950% | 11/15/2028 | 26 | 26 | |
| 3 | Mercedes-Benz Auto Receivables Trust Class A4 Series 2023-2 | 6.010% | 1/15/2031 | 50 | 51 | |
| 3 | Mercedes-Benz Auto Receivables Trust Class A4 Series 2024-B | 4.220% | 6/17/2030 | 60 | 60 | |
| 3 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2016-C28 | 3.544% | 1/15/2049 | 53 | 53 | |
| 3 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2016-C31 | 3.102% | 11/15/2049 | 250 | 248 | |
| 3 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2025-C35 | 5.633% | 8/15/2058 | 300 | 312 | |
| 3,5 | Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2015-C22 | 3.883% | 4/15/2048 | 50 | 46 | |
| 3 | Morgan Stanley Capital I Class A4 Series 2017-HR2 | 3.587% | 12/15/2050 | 50 | 49 | |
| 3 | Morgan Stanley Capital I Trust Class A3 Series 2019-L2 | 3.806% | 3/15/2052 | 45 | 44 | |
| 3 | Morgan Stanley Capital I Trust Class A3 Series 2020-L4 | 2.698% | 2/15/2053 | 175 | 162 | |
| 3 | Morgan Stanley Capital I Trust Class A4 Series 2016-BNK2 | 3.049% | 11/15/2049 | 100 | 98 | |
| 3 | Morgan Stanley Capital I Trust Class A4 Series 2016-UB11 | 2.782% | 8/15/2049 | 200 | 199 | |
| 3 | Morgan Stanley Capital I Trust Class A4 Series 2016-UBS12 | 3.596% | 12/15/2049 | 200 | 198 | |
| 3 | Morgan Stanley Capital I Trust Class A4 Series 2019-H6 | 3.417% | 6/15/2052 | 250 | 241 | |
| 3 | Morgan Stanley Capital I Trust Class A4 Series 2019-L2 | 4.071% | 3/15/2052 | 150 | 148 | |
| 3 | Morgan Stanley Capital I Trust Class A4 Series 2019-L3 | 3.127% | 11/15/2052 | 200 | 190 | |
| 3 | Morgan Stanley Capital I Trust Class A4 Series 2020-HR8 | 2.041% | 7/15/2053 | 65 | 59 | |
| 3,5 | Morgan Stanley Capital I Trust Class A4 Series 2021-L6 | 2.444% | 6/15/2054 | 75 | 67 | |
| 3 | Morgan Stanley Capital I Trust Class A5 Series 2021-L7 | 2.574% | 10/15/2054 | 150 | 133 | |
| 3,5 | Morgan Stanley Capital I Trust Class A5 Series 2022-L8 | 3.791% | 4/15/2055 | 150 | 139 | |
| 3 | Morgan Stanley Capital I Trust Class AS Series 2016-BNK2 | 3.282% | 11/15/2049 | 83 | 80 | |
| 3 | Morgan Stanley Capital I Trust Class AS Series 2019-H6 | 3.700% | 6/15/2052 | 25 | 24 | |
| 3 | Morgan Stanley Capital I Trust Class AS Series 2020-L4 | 2.880% | 2/15/2053 | 25 | 23 | |
| 3 | MSWF Commercial Mortgage Trust Class A5 Series 2023-1 | 5.752% | 5/15/2056 | 100 | 104 | |
| 3,5 | MSWF Commercial Mortgage Trust Class A5 Series 2023-2 | 6.014% | 12/15/2056 | 50 | 53 | |
| 3,5 | MSWF Commercial Mortgage Trust Class AS Series 2023-1 | 6.199% | 5/15/2056 | 50 | 52 | |
| 3 | Nissan Auto Lease Trust Class A3 Series 2024-A | 4.910% | 4/15/2027 | 24 | 24 | |
| 3 | Nissan Auto Lease Trust Class A3 Series 2025-A | 4.750% | 3/15/2028 | 150 | 151 | |
| 3 | Nissan Auto Lease Trust Class A3 Series 2025-B | 4.320% | 11/15/2028 | 100 | 100 | |
| 3 | Nissan Auto Lease Trust Class A4 Series 2025-A | 4.800% | 2/15/2029 | 75 | 76 | |
| 3 | Nissan Auto Lease Trust Class A4 Series 2025-B | 4.350% | 7/16/2029 | 100 | 100 | |
| 3 | Nissan Auto Receivables Owner Trust Class A3 Series 2022-B | 4.460% | 5/17/2027 | 8 | 8 | |
| 3 | Nissan Auto Receivables Owner Trust Class A3 Series 2025-A | 4.490% | 12/17/2029 | 50 | 50 | |
| 3 | Nissan Auto Receivables Owner Trust Class A3 Series 2025-B | 3.990% | 4/15/2030 | 190 | 189 | |
| 3 | Nissan Auto Receivables Owner Trust Class A4 Series 2022-A | 2.070% | 12/17/2029 | 9 | 9 | |
| 3 | Nissan Auto Receivables Owner Trust Class A4 Series 2023-B | 5.960% | 10/15/2030 | 200 | 204 | |
| 3 | Nissan Auto Receivables Owner Trust Class A4 Series 2025-B | 4.020% | 5/15/2031 | 150 | 149 | |
| 3 | Santander Drive Auto Receivables Trust Class A3 Series 2023-5 | 6.020% | 9/15/2028 | 7 | 7 | |
| 3 | Santander Drive Auto Receivables Trust Class A3 Series 2024-2 | 5.630% | 11/15/2028 | 77 | 78 | |
| 3 | Santander Drive Auto Receivables Trust Class A3 Series 2024-3 | 5.630% | 1/16/2029 | 32 | 32 | |
| 3 | Santander Drive Auto Receivables Trust Class A3 Series 2024-4 | 4.850% | 1/16/2029 | 50 | 50 | |
| 3 | Santander Drive Auto Receivables Trust Class A3 Series 2025-1 | 4.740% | 1/16/2029 | 81 | 81 | |
| 3 | Santander Drive Auto Receivables Trust Class A3 Series 2025-3 | 4.380% | 1/15/2030 | 200 | 200 | |
| 3 | Santander Drive Auto Receivables Trust Class A3 Series 2025-4 | 4.170% | 4/15/2030 | 230 | 230 | |
| 3 | Santander Drive Auto Receivables Trust Class A3 Series 2026-1 | 3.930% | 7/15/2030 | 245 | 243 | |
| 3 | Santander Drive Auto Receivables Trust Class B Series 2023-2 | 5.240% | 5/15/2028 | 2 | 2 | |
| 3 | Santander Drive Auto Receivables Trust Class B Series 2023-3 | 5.610% | 7/17/2028 | 6 | 6 | |
| 3 | Santander Drive Auto Receivables Trust Class B Series 2023-4 | 5.770% | 12/15/2028 | 19 | 19 | |
| 3 | Santander Drive Auto Receivables Trust Class B Series 2023-5 | 6.160% | 12/17/2029 | 50 | 50 | |
| 3 | Santander Drive Auto Receivables Trust Class B Series 2024-2 | 5.780% | 7/16/2029 | 1,000 | 1,009 | |
| 3 | Santander Drive Auto Receivables Trust Class C Series 2022-2 | 3.760% | 7/16/2029 | 30 | 30 | |
| 3 | Santander Drive Auto Receivables Trust Class C Series 2023-1 | 5.090% | 5/15/2030 | 19 | 19 | |
| 3 | Santander Drive Auto Receivables Trust Class C Series 2023-2 | 5.470% | 12/16/2030 | 25 | 25 | |
| 3 | Santander Drive Auto Receivables Trust Class C Series 2023-3 | 5.770% | 11/15/2030 | 20 | 20 | |
| 3 | Santander Drive Auto Receivables Trust Class C Series 2023-4 | 6.040% | 12/15/2031 | 60 | 61 | |
| 3 | Santander Drive Auto Receivables Trust Class C Series 2023-5 | 6.430% | 2/18/2031 | 50 | 51 | |
| 3 | Synchrony Card Funding LLC Class A Series 2023-A1 | 5.540% | 7/15/2029 | 75 | 75 | |
| 3 | Synchrony Card Funding LLC Class A Series 2023-A2 | 5.740% | 10/15/2029 | 200 | 202 | |
| 3 | Synchrony Card Funding LLC Class A Series 2024-A2 | 4.930% | 7/15/2030 | 250 | 253 | |
| 3 | Synchrony Card Funding LLC Class A Series 2025-A2 | 4.490% | 5/15/2031 | 200 | 201 | |
| 3 | Synchrony Card Funding LLC Class A Series 2026-A1 | 4.180% | 3/15/2032 | 270 | 269 | |
| 3 | Synchrony Card Issuance Trust Class A Series 2025-A1 | 4.780% | 2/15/2031 | 200 | 202 | |
| 3 | Toyota Auto Receivables Owner Trust Class A3 Series 2022-C | 3.760% | 4/15/2027 | 2 | 2 | |
| 3 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-A | 4.630% | 9/15/2027 | 11 | 11 | |
| 3 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-B | 4.710% | 2/15/2028 | 20 | 20 | |
| 3 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-C | 5.160% | 4/17/2028 | 24 | 24 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 3 | Toyota Auto Receivables Owner Trust Class A3 Series 2025-C | 4.110% | 3/15/2030 | 100 | 100 | |
| 3 | Toyota Auto Receivables Owner Trust Class A3 Series 2025-D | 3.840% | 6/17/2030 | 120 | 119 | |
| 3 | Toyota Auto Receivables Owner Trust Class A3 Series 2026-A | 3.860% | 9/16/2030 | 120 | 119 | |
| 3 | Toyota Auto Receivables Owner Trust Class A4 Series 2023-A | 4.420% | 8/15/2028 | 25 | 25 | |
| 3 | Toyota Auto Receivables Owner Trust Class A4 Series 2023-B | 4.660% | 9/15/2028 | 25 | 25 | |
| 3 | Toyota Auto Receivables Owner Trust Class A4 Series 2023-D | 5.490% | 3/15/2029 | 50 | 51 | |
| 3 | Toyota Auto Receivables Owner Trust Class A4 Series 2024-C | 4.830% | 11/15/2029 | 225 | 227 | |
| 3 | Toyota Auto Receivables Owner Trust Class A4 Series 2024-D | 4.430% | 4/15/2030 | 85 | 85 | |
| 3 | Toyota Auto Receivables Owner Trust Class A4 Series 2025-C | 4.190% | 1/15/2031 | 140 | 140 | |
| 3 | Toyota Auto Receivables Owner Trust Class A4 Series 2025-D | 3.940% | 2/17/2031 | 50 | 50 | |
| 3 | Toyota Auto Receivables Owner Trust Class A4 Series 2026-A | 3.970% | 7/15/2031 | 113 | 112 | |
| 3 | UBS Commercial Mortgage Trust Class A3 Series 2018-C8 | 3.720% | 2/15/2051 | 120 | 118 | |
| 3 | UBS Commercial Mortgage Trust Class A4 Series 2017-C4 | 3.563% | 10/15/2050 | 150 | 147 | |
| 3 | UBS Commercial Mortgage Trust Class A4 Series 2017-C7 | 3.679% | 12/15/2050 | 150 | 148 | |
| 3 | UBS Commercial Mortgage Trust Class A4 Series 2018-C10 | 4.313% | 5/15/2051 | 175 | 174 | |
| 3 | UBS Commercial Mortgage Trust Class A4 Series 2018-C13 | 4.334% | 10/15/2051 | 75 | 74 | |
| 3 | UBS Commercial Mortgage Trust Class A4 Series 2018-C14 | 4.448% | 12/15/2051 | 225 | 224 | |
| 3 | UBS Commercial Mortgage Trust Class A4 Series 2018-C15 | 4.341% | 12/15/2051 | 125 | 123 | |
| 3,5 | UBS Commercial Mortgage Trust Class A4 Series 2018-C9 | 4.117% | 3/15/2051 | 275 | 271 | |
| 3 | UBS Commercial Mortgage Trust Class A4 Series 2019-C16 | 3.605% | 4/15/2052 | 100 | 97 | |
| 3 | UBS Commercial Mortgage Trust Class A4 Series 2019-C17 | 2.921% | 10/15/2052 | 125 | 118 | |
| 3 | UBS Commercial Mortgage Trust Class A4 Series 2019-C18 | 3.035% | 12/15/2052 | 75 | 71 | |
| 3 | UBS Commercial Mortgage Trust Class A5 Series 2017-C5 | 3.474% | 11/15/2050 | 100 | 98 | |
| 3,5 | UBS Commercial Mortgage Trust Class A5 Series 2018-C11 | 4.241% | 6/15/2051 | 125 | 124 | |
| 3 | UBS Commercial Mortgage Trust Class A5 Series 2018-C12 | 4.296% | 8/15/2051 | 100 | 99 | |
| 3 | UBS Commercial Mortgage Trust Class AS Series 2017-C1 | 3.724% | 6/15/2050 | 50 | 49 | |
| 3,5 | UBS Commercial Mortgage Trust Class AS Series 2017-C2 | 3.740% | 8/15/2050 | 50 | 49 | |
| 3,5 | UBS Commercial Mortgage Trust Class AS Series 2017-C3 | 3.739% | 8/15/2050 | 75 | 73 | |
| 3,5 | UBS Commercial Mortgage Trust Class AS Series 2017-C4 | 3.836% | 10/15/2050 | 62 | 60 | |
| 3,5 | UBS Commercial Mortgage Trust Class AS Series 2017-C7 | 4.061% | 12/15/2050 | 100 | 98 | |
| 3,5 | UBS Commercial Mortgage Trust Class AS Series 2018-C8 | 4.215% | 2/15/2051 | 75 | 73 | |
| 3 | UBS Commercial Mortgage Trust Class AS Series 2019-C16 | 3.887% | 4/15/2052 | 25 | 24 | |
| 3 | Verizon Master Trust Class A1A Series 2023-4 | 5.160% | 6/20/2029 | 160 | 160 | |
| 3 | Verizon Master Trust Class A1A Series 2023-7 | 5.670% | 11/20/2029 | 50 | 51 | |
| 3 | Verizon Master Trust Class A1A Series 2024-4 | 5.210% | 6/20/2029 | 300 | 301 | |
| 3 | Verizon Master Trust Class A1A Series 2025-3 | 4.510% | 3/20/2030 | 100 | 100 | |
| 3 | Verizon Master Trust Class A1A Series 2025-7 | 3.960% | 8/20/2031 | 100 | 100 | |
| 3 | Volkswagen Auto Lease Trust Class A3 Series 2025-A | 4.500% | 6/20/2028 | 150 | 151 | |
| 3 | Volkswagen Auto Lease Trust Class A4 Series 2025-A | 4.560% | 3/20/2030 | 100 | 101 | |
| 3 | Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-1 | 5.020% | 6/20/2028 | 23 | 23 | |
| 3 | Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-2 | 5.480% | 12/20/2028 | 38 | 38 | |
| 3 | Volkswagen Auto Loan Enhanced Trust Class A3 Series 2024-1 | 4.630% | 7/20/2029 | 120 | 121 | |
| 3 | Volkswagen Auto Loan Enhanced Trust Class A4 Series 2023-2 | 5.570% | 4/22/2030 | 50 | 51 | |
| 3 | Volkswagen Auto Loan Enhanced Trust Class A4 Series 2024-1 | 4.670% | 6/20/2031 | 50 | 51 | |
| 3 | Volkswagen Auto Loan Enhanced Trust Class A4 Series 2025-2 | 4.050% | 9/20/2032 | 80 | 79 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A3 Series 2024-5C1 | 5.928% | 7/15/2057 | 200 | 207 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A3 Series 2025-5C7 | 5.203% | 12/15/2058 | 300 | 305 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A3 Series 2026-5C8 | 5.034% | 3/15/2059 | 1,710 | 1,727 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C40 | 3.581% | 10/15/2050 | 150 | 148 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C41 | 3.472% | 11/15/2050 | 250 | 246 | |
| 3,5 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C43 | 4.012% | 3/15/2051 | 275 | 272 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C45 | 4.184% | 6/15/2051 | 200 | 198 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C46 | 4.152% | 8/15/2051 | 75 | 74 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C47 | 4.442% | 9/15/2061 | 150 | 150 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C51 | 3.311% | 6/15/2052 | 200 | 191 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C53 | 3.040% | 10/15/2052 | 200 | 190 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C54 | 3.146% | 12/15/2052 | 100 | 95 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2020-C58 | 2.092% | 7/15/2053 | 50 | 45 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2018-C44 | 4.212% | 5/15/2051 | 175 | 174 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2019-C52 | 2.892% | 8/15/2052 | 270 | 255 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C55 | 2.725% | 2/15/2053 | 165 | 154 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C56 | 2.448% | 6/15/2053 | 50 | 46 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2021-C59 | 2.626% | 4/15/2054 | 100 | 90 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2024-C63 | 5.309% | 8/15/2057 | 100 | 102 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2025-C65 | 5.292% | 10/15/2058 | 100 | 101 | |
| 3,5 | Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C38 | 3.665% | 7/15/2050 | 54 | 53 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C39 | 3.702% | 9/15/2050 | 100 | 97 | |
| 3,5 | Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C40 | 3.854% | 10/15/2050 | 25 | 24 | |
| 3,5 | Wells Fargo Commercial Mortgage Trust Class AS Series 2018-C43 | 4.152% | 3/15/2051 | 50 | 49 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class AS Series 2019-C52 | 3.143% | 8/15/2052 | 100 | 93 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 3 | Wells Fargo Commercial Mortgage Trust Class AS Series 2025-5C7 | 5.503% | 12/15/2058 | 30 | 30 | |
| 3 | Wells Fargo Commercial Mortgage Trust Class AS Series 2026-5C8 | 5.250% | 3/15/2059 | 270 | 271 | |
| 3 | WF Card Issuance Trust Class A Series 2024-A1 | 4.940% | 2/15/2029 | 150 | 151 | |
| 3 | WF Card Issuance Trust Class A Series 2024-A2 | 4.290% | 10/15/2029 | 220 | 221 | |
| 3 | WFRBS Commercial Mortgage Trust Class AS Series 2013-C14 | 3.488% | 6/15/2046 | 7 | 6 | |
| 3,5 | WFRBS Commercial Mortgage Trust Class B Series 2014-C22 | 4.371% | 9/15/2057 | 25 | 23 | |
| 3 | World Omni Auto Receivables Trust Class A3 Series 2022-C | 3.660% | 10/15/2027 | 3 | 3 | |
| 3 | World Omni Auto Receivables Trust Class A3 Series 2023-A | 4.830% | 5/15/2028 | 16 | 16 | |
| 3 | World Omni Auto Receivables Trust Class A3 Series 2023-B | 4.660% | 5/15/2028 | 15 | 15 | |
| 3 | World Omni Auto Receivables Trust Class A3 Series 2023-C | 5.150% | 11/15/2028 | 11 | 11 | |
| 3 | World Omni Auto Receivables Trust Class A3 Series 2024-A | 4.860% | 3/15/2029 | 52 | 52 | |
| 3 | World Omni Auto Receivables Trust Class A3 Series 2024-C | 4.430% | 12/17/2029 | 100 | 100 | |
| 3 | World Omni Auto Receivables Trust Class A3 Series 2025-C | 4.080% | 11/15/2030 | 92 | 92 | |
| 3 | World Omni Auto Receivables Trust Class A3 Series 2026-A | 3.860% | 5/15/2031 | 75 | 74 | |
| 3 | World Omni Auto Receivables Trust Class A4 Series 2023-A | 4.660% | 5/15/2029 | 25 | 25 | |
| 3 | World Omni Auto Receivables Trust Class A4 Series 2023-B | 4.680% | 5/15/2029 | 50 | 50 | |
| 3 | World Omni Auto Receivables Trust Class A4 Series 2024-A | 4.840% | 10/15/2029 | 25 | 25 | |
| 3 | World Omni Auto Receivables Trust Class A4 Series 2024-C | 4.440% | 5/15/2030 | 60 | 60 | |
| 3 | World Omni Auto Receivables Trust Class A4 Series 2025-C | 4.190% | 11/17/2031 | 38 | 37 | |
| 3 | World Omni Select Auto Trust Class A3 Series 2025-A | 4.080% | 8/15/2031 | 30 | 30 | |
| 3 | World Omni Select Auto Trust Class C Series 2023-A | 6.000% | 1/16/2029 | 25 | 25 | |
| Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $115,217) | 110,790 | |||||
| Corporate Bonds (24.8%) | ||||||
| Communications (1.9%) | ||||||
| Airbnb Inc. | 4.400% | 3/16/2029 | 230 | 230 | ||
| Airbnb Inc. | 4.650% | 3/16/2031 | 88 | 88 | ||
| Airbnb Inc. | 5.250% | 3/16/2036 | 366 | 366 | ||
| Alphabet Inc. | 0.800% | 8/15/2027 | 120 | 115 | ||
| Alphabet Inc. | 3.875% | 11/15/2028 | 137 | 137 | ||
| Alphabet Inc. | 3.700% | 2/15/2029 | 217 | 215 | ||
| Alphabet Inc. | 4.000% | 5/15/2030 | 200 | 199 | ||
| Alphabet Inc. | 1.100% | 8/15/2030 | 875 | 770 | ||
| Alphabet Inc. | 4.100% | 11/15/2030 | 393 | 390 | ||
| Alphabet Inc. | 4.100% | 2/15/2031 | 276 | 274 | ||
| Alphabet Inc. | 4.375% | 11/15/2032 | 232 | 231 | ||
| Alphabet Inc. | 4.400% | 2/15/2033 | 196 | 194 | ||
| Alphabet Inc. | 4.500% | 5/15/2035 | 275 | 270 | ||
| Alphabet Inc. | 4.700% | 11/15/2035 | 273 | 270 | ||
| Alphabet Inc. | 4.800% | 2/15/2036 | 1,040 | 1,035 | ||
| Alphabet Inc. | 1.900% | 8/15/2040 | 50 | 33 | ||
| Alphabet Inc. | 5.350% | 11/15/2045 | 350 | 342 | ||
| Alphabet Inc. | 5.500% | 2/15/2046 | 271 | 269 | ||
| Alphabet Inc. | 2.050% | 8/15/2050 | 667 | 358 | ||
| Alphabet Inc. | 5.250% | 5/15/2055 | 100 | 94 | ||
| Alphabet Inc. | 5.450% | 11/15/2055 | 741 | 717 | ||
| Alphabet Inc. | 5.650% | 2/15/2056 | 721 | 718 | ||
| Alphabet Inc. | 2.250% | 8/15/2060 | 218 | 110 | ||
| Alphabet Inc. | 5.300% | 5/15/2065 | 100 | 92 | ||
| Alphabet Inc. | 5.750% | 2/15/2066 | 200 | 198 | ||
| Alphabet Inc. | 5.700% | 11/15/2075 | 989 | 958 | ||
| America Movil SAB de CV | 3.625% | 4/22/2029 | 200 | 195 | ||
| America Movil SAB de CV | 2.875% | 5/7/2030 | 200 | 186 | ||
| America Movil SAB de CV | 4.700% | 7/21/2032 | 250 | 247 | ||
| America Movil SAB de CV | 5.000% | 1/20/2033 | 200 | 200 | ||
| America Movil SAB de CV | 6.375% | 3/1/2035 | 300 | 325 | ||
| America Movil SAB de CV | 6.125% | 11/15/2037 | 100 | 105 | ||
| America Movil SAB de CV | 6.125% | 3/30/2040 | 200 | 209 | ||
| America Movil SAB de CV | 4.375% | 7/16/2042 | 250 | 215 | ||
| America Movil SAB de CV | 4.375% | 4/22/2049 | 200 | 164 | ||
| AppLovin Corp. | 5.125% | 12/1/2029 | 200 | 201 | ||
| AppLovin Corp. | 5.375% | 12/1/2031 | 200 | 202 | ||
| AppLovin Corp. | 5.950% | 12/1/2054 | 150 | 136 | ||
| AT&T Inc. | 2.300% | 6/1/2027 | 450 | 440 | ||
| AT&T Inc. | 1.650% | 2/1/2028 | 500 | 476 | ||
| AT&T Inc. | 4.100% | 2/15/2028 | 402 | 400 | ||
| AT&T Inc. | 4.350% | 3/1/2029 | 200 | 200 | ||
| AT&T Inc. | 4.300% | 2/15/2030 | 460 | 457 | ||
| AT&T Inc. | 4.700% | 8/15/2030 | 75 | 76 | ||
| AT&T Inc. | 4.400% | 4/30/2031 | 225 | 223 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| AT&T Inc. | 2.250% | 2/1/2032 | 618 | 540 | ||
| AT&T Inc. | 4.550% | 11/1/2032 | 400 | 393 | ||
| AT&T Inc. | 4.750% | 4/30/2033 | 116 | 115 | ||
| AT&T Inc. | 2.550% | 12/1/2033 | 472 | 399 | ||
| AT&T Inc. | 5.400% | 2/15/2034 | 600 | 613 | ||
| AT&T Inc. | 4.500% | 5/15/2035 | 450 | 426 | ||
| AT&T Inc. | 5.375% | 8/15/2035 | 100 | 101 | ||
| AT&T Inc. | 4.900% | 11/1/2035 | 225 | 219 | ||
| AT&T Inc. | 5.125% | 4/30/2036 | 163 | 161 | ||
| AT&T Inc. | 5.250% | 3/1/2037 | 550 | 546 | ||
| AT&T Inc. | 4.900% | 8/15/2037 | 300 | 288 | ||
| AT&T Inc. | 4.850% | 3/1/2039 | 480 | 447 | ||
| AT&T Inc. | 3.500% | 6/1/2041 | 500 | 388 | ||
| AT&T Inc. | 4.300% | 12/15/2042 | 271 | 224 | ||
| AT&T Inc. | 3.100% | 2/1/2043 | 625 | 450 | ||
| AT&T Inc. | 5.550% | 11/1/2045 | 275 | 260 | ||
| AT&T Inc. | 5.850% | 4/30/2046 | 200 | 195 | ||
| AT&T Inc. | 4.750% | 5/15/2046 | 723 | 612 | ||
| AT&T Inc. | 5.150% | 11/15/2046 | 636 | 567 | ||
| AT&T Inc. | 4.500% | 3/9/2048 | 400 | 322 | ||
| AT&T Inc. | 3.650% | 6/1/2051 | 717 | 492 | ||
| AT&T Inc. | 3.500% | 9/15/2053 | 1,264 | 828 | ||
| AT&T Inc. | 5.700% | 11/1/2054 | 275 | 258 | ||
| AT&T Inc. | 3.550% | 9/15/2055 | 1,725 | 1,122 | ||
| AT&T Inc. | 6.000% | 4/30/2056 | 300 | 293 | ||
| AT&T Inc. | 6.050% | 8/15/2056 | 175 | 172 | ||
| AT&T Inc. | 5.700% | 3/1/2057 | 50 | 47 | ||
| AT&T Inc. | 3.800% | 12/1/2057 | 968 | 652 | ||
| AT&T Inc. | 3.650% | 9/15/2059 | 1,104 | 713 | ||
| AT&T Inc. | 3.850% | 6/1/2060 | 416 | 279 | ||
| Baidu Inc. | 3.625% | 7/6/2027 | 200 | 198 | ||
| Baidu Inc. | 3.425% | 4/7/2030 | 200 | 193 | ||
| Baidu Inc. | 2.375% | 8/23/2031 | 200 | 180 | ||
| Bell Telephone Co. of Canada or Bell Canada | 5.100% | 5/11/2033 | 850 | 852 | ||
| Bell Telephone Co. of Canada or Bell Canada | 4.464% | 4/1/2048 | 100 | 81 | ||
| Bell Telephone Co. of Canada or Bell Canada | 5.550% | 2/15/2054 | 194 | 182 | ||
| Booking Holdings Inc. | 3.550% | 3/15/2028 | 100 | 99 | ||
| British Telecommunications plc | 9.625% | 12/15/2030 | 516 | 616 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/2028 | 230 | 226 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 2.250% | 1/15/2029 | 500 | 467 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 6.100% | 6/1/2029 | 284 | 294 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 2.800% | 4/1/2031 | 230 | 206 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 2.300% | 2/1/2032 | 850 | 729 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 4.400% | 4/1/2033 | 275 | 257 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 6.650% | 2/1/2034 | 200 | 209 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 6.550% | 6/1/2034 | 250 | 259 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 6.384% | 10/23/2035 | 380 | 387 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 4/1/2038 | 200 | 179 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 3.500% | 6/1/2041 | 426 | 299 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 3.500% | 3/1/2042 | 450 | 308 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/2045 | 500 | 461 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/2047 | 912 | 734 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/2048 | 300 | 251 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/2050 | 861 | 639 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 3.900% | 6/1/2052 | 850 | 541 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 6.700% | 12/1/2055 | 648 | 620 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 3.850% | 4/1/2061 | 350 | 205 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 4.400% | 12/1/2061 | 200 | 129 | ||
| Charter Communications Operating LLC / Charter Communications Operating Capital | 5.500% | 4/1/2063 | 450 | 347 | ||
| Comcast Corp. | 3.150% | 2/15/2028 | 325 | 319 | ||
| Comcast Corp. | 4.150% | 10/15/2028 | 1,242 | 1,237 | ||
| Comcast Corp. | 4.550% | 1/15/2029 | 200 | 202 | ||
| Comcast Corp. | 5.100% | 6/1/2029 | 200 | 205 | ||
| Comcast Corp. | 4.250% | 10/15/2030 | 350 | 346 | ||
| Comcast Corp. | 1.950% | 1/15/2031 | 150 | 133 | ||
| Comcast Corp. | 4.950% | 5/15/2032 | 150 | 152 | ||
| Comcast Corp. | 4.650% | 2/15/2033 | 1,000 | 990 | ||
| Comcast Corp. | 4.800% | 5/15/2033 | 400 | 398 | ||
| Comcast Corp. | 4.200% | 8/15/2034 | 442 | 416 | ||
| Comcast Corp. | 5.300% | 5/15/2035 | 250 | 254 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Comcast Corp. | 5.650% | 6/15/2035 | 1,065 | 1,101 | ||
| Comcast Corp. | 3.200% | 7/15/2036 | 225 | 189 | ||
| Comcast Corp. | 6.450% | 3/15/2037 | 175 | 190 | ||
| Comcast Corp. | 4.600% | 10/15/2038 | 550 | 503 | ||
| Comcast Corp. | 3.750% | 4/1/2040 | 300 | 243 | ||
| Comcast Corp. | 4.650% | 7/15/2042 | 370 | 319 | ||
| Comcast Corp. | 3.400% | 7/15/2046 | 600 | 409 | ||
| Comcast Corp. | 3.969% | 11/1/2047 | 686 | 505 | ||
| Comcast Corp. | 4.000% | 3/1/2048 | 200 | 147 | ||
| Comcast Corp. | 4.700% | 10/15/2048 | 38 | 31 | ||
| Comcast Corp. | 3.450% | 2/1/2050 | 400 | 262 | ||
| Comcast Corp. | 2.800% | 1/15/2051 | 300 | 172 | ||
| Comcast Corp. | 2.887% | 11/1/2051 | 757 | 438 | ||
| Comcast Corp. | 5.350% | 5/15/2053 | 543 | 479 | ||
| Comcast Corp. | 5.650% | 6/1/2054 | 225 | 208 | ||
| Comcast Corp. | 6.050% | 5/15/2055 | 400 | 396 | ||
| Comcast Corp. | 2.937% | 11/1/2056 | 1,053 | 585 | ||
| Comcast Corp. | 4.950% | 10/15/2058 | 238 | 194 | ||
| Comcast Corp. | 2.650% | 8/15/2062 | 150 | 74 | ||
| Comcast Corp. | 2.987% | 11/1/2063 | 847 | 449 | ||
| Comcast Corp. | 5.500% | 5/15/2064 | 100 | 88 | ||
| Deutsche Telekom International Finance BV | 8.750% | 6/15/2030 | 775 | 890 | ||
| Expedia Group Inc. | 4.625% | 8/1/2027 | 150 | 150 | ||
| Expedia Group Inc. | 3.250% | 2/15/2030 | 548 | 518 | ||
| Expedia Group Inc. | 2.950% | 3/15/2031 | 81 | 74 | ||
| Expedia Group Inc. | 5.400% | 2/15/2035 | 163 | 162 | ||
| Fox Corp. | 4.709% | 1/25/2029 | 625 | 627 | ||
| Fox Corp. | 3.500% | 4/8/2030 | 150 | 144 | ||
| Fox Corp. | 6.500% | 10/13/2033 | 100 | 107 | ||
| Fox Corp. | 5.476% | 1/25/2039 | 150 | 145 | ||
| Fox Corp. | 5.576% | 1/25/2049 | 275 | 253 | ||
| Koninklijke KPN NV | 8.375% | 10/1/2030 | 125 | 144 | ||
| Meta Platforms Inc. | 3.500% | 8/15/2027 | 200 | 199 | ||
| Meta Platforms Inc. | 4.600% | 5/15/2028 | 275 | 278 | ||
| Meta Platforms Inc. | 4.300% | 8/15/2029 | 123 | 123 | ||
| Meta Platforms Inc. | 4.200% | 11/15/2030 | 210 | 208 | ||
| Meta Platforms Inc. | 4.550% | 8/15/2031 | 149 | 150 | ||
| Meta Platforms Inc. | 3.850% | 8/15/2032 | 350 | 334 | ||
| Meta Platforms Inc. | 4.600% | 11/15/2032 | 1,941 | 1,921 | ||
| Meta Platforms Inc. | 4.750% | 8/15/2034 | 324 | 320 | ||
| Meta Platforms Inc. | 4.875% | 11/15/2035 | 141 | 138 | ||
| Meta Platforms Inc. | 5.500% | 11/15/2045 | 787 | 745 | ||
| Meta Platforms Inc. | 4.450% | 8/15/2052 | 550 | 432 | ||
| Meta Platforms Inc. | 5.600% | 5/15/2053 | 500 | 467 | ||
| Meta Platforms Inc. | 5.400% | 8/15/2054 | 673 | 609 | ||
| Meta Platforms Inc. | 5.625% | 11/15/2055 | 1,152 | 1,079 | ||
| Meta Platforms Inc. | 4.650% | 8/15/2062 | 200 | 155 | ||
| Meta Platforms Inc. | 5.750% | 5/15/2063 | 310 | 288 | ||
| Meta Platforms Inc. | 5.550% | 8/15/2064 | 503 | 452 | ||
| Meta Platforms Inc. | 5.750% | 11/15/2065 | 1,139 | 1,056 | ||
| NBCUniversal Media LLC | 4.450% | 1/15/2043 | 225 | 187 | ||
| Netflix Inc. | 4.875% | 4/15/2028 | 467 | 473 | ||
| Netflix Inc. | 5.875% | 11/15/2028 | 911 | 948 | ||
| Netflix Inc. | 6.375% | 5/15/2029 | 85 | 90 | ||
| 6 | Netflix Inc. | 5.375% | 11/15/2029 | 147 | 152 | |
| 6 | Netflix Inc. | 4.875% | 6/15/2030 | 83 | 84 | |
| Omnicom Group Inc. | 4.650% | 10/1/2028 | 100 | 100 | ||
| Omnicom Group Inc. | 4.750% | 3/30/2030 | 100 | 100 | ||
| Omnicom Group Inc. | 2.450% | 4/30/2030 | 150 | 138 | ||
| Omnicom Group Inc. | 4.200% | 6/1/2030 | 100 | 98 | ||
| Omnicom Group Inc. | 2.600% | 8/1/2031 | 200 | 179 | ||
| Omnicom Group Inc. | 5.300% | 11/1/2034 | 100 | 99 | ||
| Omnicom Group Inc. | 5.400% | 10/1/2048 | 175 | 152 | ||
| Orange SA | 9.000% | 3/1/2031 | 350 | 414 | ||
| Orange SA | 5.500% | 2/6/2044 | 200 | 194 | ||
| Paramount Global | 3.375% | 2/15/2028 | 51 | 49 | ||
| Paramount Global | 7.875% | 7/30/2030 | 95 | 99 | ||
| Paramount Global | 4.200% | 5/19/2032 | 227 | 195 | ||
| Paramount Global | 5.500% | 5/15/2033 | 69 | 60 | ||
| Paramount Global | 6.875% | 4/30/2036 | 109 | 96 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Paramount Global | 5.900% | 10/15/2040 | 104 | 77 | ||
| Paramount Global | 4.850% | 7/1/2042 | 290 | 184 | ||
| Paramount Global | 4.600% | 1/15/2045 | 24 | 14 | ||
| Rogers Communications Inc. | 5.000% | 2/15/2029 | 315 | 318 | ||
| Rogers Communications Inc. | 3.800% | 3/15/2032 | 400 | 373 | ||
| Rogers Communications Inc. | 5.300% | 2/15/2034 | 200 | 199 | ||
| Rogers Communications Inc. | 4.500% | 3/15/2042 | 500 | 422 | ||
| Rogers Communications Inc. | 4.350% | 5/1/2049 | 425 | 334 | ||
| Rogers Communications Inc. | 4.550% | 3/15/2052 | 350 | 277 | ||
| Sprint Capital Corp. | 8.750% | 3/15/2032 | 658 | 783 | ||
| Take-Two Interactive Software Inc. | 3.700% | 4/14/2027 | 200 | 198 | ||
| Telefonica Emisiones SA | 4.665% | 3/6/2038 | 200 | 180 | ||
| Telefonica Emisiones SA | 5.213% | 3/8/2047 | 144 | 125 | ||
| Telefonica Emisiones SA | 4.895% | 3/6/2048 | 925 | 764 | ||
| Telefonica Europe BV | 8.250% | 9/15/2030 | 250 | 283 | ||
| TELUS Corp. | 3.400% | 5/13/2032 | 100 | 91 | ||
| Tencent Music Entertainment Group | 2.000% | 9/3/2030 | 200 | 180 | ||
| Time Warner Cable Enterprises LLC | 8.375% | 7/15/2033 | 200 | 227 | ||
| Time Warner Cable LLC | 6.550% | 5/1/2037 | 200 | 202 | ||
| Time Warner Cable LLC | 6.750% | 6/15/2039 | 250 | 248 | ||
| Time Warner Cable LLC | 5.875% | 11/15/2040 | 210 | 190 | ||
| Time Warner Cable LLC | 4.500% | 9/15/2042 | 250 | 188 | ||
| T-Mobile USA Inc. | 3.750% | 4/15/2027 | 800 | 795 | ||
| T-Mobile USA Inc. | 2.050% | 2/15/2028 | 250 | 240 | ||
| T-Mobile USA Inc. | 4.950% | 3/15/2028 | 70 | 71 | ||
| T-Mobile USA Inc. | 4.800% | 7/15/2028 | 200 | 202 | ||
| T-Mobile USA Inc. | 2.625% | 2/15/2029 | 140 | 133 | ||
| T-Mobile USA Inc. | 2.400% | 3/15/2029 | 100 | 94 | ||
| T-Mobile USA Inc. | 4.200% | 10/1/2029 | 76 | 75 | ||
| T-Mobile USA Inc. | 3.875% | 4/15/2030 | 2,400 | 2,336 | ||
| T-Mobile USA Inc. | 2.550% | 2/15/2031 | 845 | 768 | ||
| T-Mobile USA Inc. | 2.875% | 2/15/2031 | 186 | 171 | ||
| T-Mobile USA Inc. | 3.500% | 4/15/2031 | 395 | 374 | ||
| T-Mobile USA Inc. | 2.250% | 11/15/2031 | 500 | 439 | ||
| T-Mobile USA Inc. | 2.700% | 3/15/2032 | 200 | 178 | ||
| T-Mobile USA Inc. | 5.125% | 5/15/2032 | 84 | 85 | ||
| T-Mobile USA Inc. | 5.200% | 1/15/2033 | 709 | 721 | ||
| T-Mobile USA Inc. | 5.050% | 7/15/2033 | 460 | 463 | ||
| T-Mobile USA Inc. | 5.150% | 4/15/2034 | 170 | 171 | ||
| T-Mobile USA Inc. | 4.950% | 11/15/2035 | 190 | 186 | ||
| T-Mobile USA Inc. | 5.000% | 2/15/2036 | 479 | 471 | ||
| T-Mobile USA Inc. | 4.375% | 4/15/2040 | 400 | 351 | ||
| T-Mobile USA Inc. | 3.000% | 2/15/2041 | 155 | 113 | ||
| T-Mobile USA Inc. | 4.500% | 4/15/2050 | 615 | 496 | ||
| T-Mobile USA Inc. | 3.300% | 2/15/2051 | 1,000 | 654 | ||
| T-Mobile USA Inc. | 3.400% | 10/15/2052 | 575 | 376 | ||
| T-Mobile USA Inc. | 5.650% | 1/15/2053 | 158 | 149 | ||
| T-Mobile USA Inc. | 5.750% | 1/15/2054 | 596 | 571 | ||
| T-Mobile USA Inc. | 5.875% | 11/15/2055 | 111 | 108 | ||
| T-Mobile USA Inc. | 5.700% | 1/15/2056 | 110 | 105 | ||
| T-Mobile USA Inc. | 5.850% | 2/15/2056 | 500 | 485 | ||
| T-Mobile USA Inc. | 3.600% | 11/15/2060 | 200 | 130 | ||
| TWDC Enterprises 18 Corp. | 3.700% | 12/1/2042 | 125 | 99 | ||
| TWDC Enterprises 18 Corp. | 4.125% | 6/1/2044 | 200 | 164 | ||
| TWDC Enterprises 18 Corp. | 3.000% | 7/30/2046 | 300 | 204 | ||
| Uber Technologies Inc. | 4.300% | 1/15/2030 | 375 | 372 | ||
| Uber Technologies Inc. | 4.150% | 1/15/2031 | 341 | 333 | ||
| Uber Technologies Inc. | 4.800% | 9/15/2034 | 236 | 231 | ||
| Uber Technologies Inc. | 4.800% | 9/15/2035 | 298 | 289 | ||
| Uber Technologies Inc. | 5.350% | 9/15/2054 | 425 | 391 | ||
| Verisign Inc. | 2.700% | 6/15/2031 | 200 | 179 | ||
| VeriSign Inc. | 5.250% | 6/1/2032 | 65 | 66 | ||
| Verizon Communications Inc. | 2.100% | 3/22/2028 | 600 | 576 | ||
| Verizon Communications Inc. | 4.016% | 12/3/2029 | 527 | 520 | ||
| Verizon Communications Inc. | 3.150% | 3/22/2030 | 310 | 295 | ||
| Verizon Communications Inc. | 1.680% | 10/30/2030 | 527 | 465 | ||
| Verizon Communications Inc. | 1.750% | 1/20/2031 | 500 | 439 | ||
| Verizon Communications Inc. | 2.550% | 3/21/2031 | 800 | 726 | ||
| Verizon Communications Inc. | 2.355% | 3/15/2032 | 802 | 700 | ||
| Verizon Communications Inc. | 4.750% | 1/15/2033 | 191 | 189 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Verizon Communications Inc. | 5.050% | 5/9/2033 | 177 | 179 | ||
| Verizon Communications Inc. | 4.500% | 8/10/2033 | 467 | 453 | ||
| Verizon Communications Inc. | 4.400% | 11/1/2034 | 261 | 248 | ||
| Verizon Communications Inc. | 4.780% | 2/15/2035 | 600 | 582 | ||
| Verizon Communications Inc. | 5.250% | 4/2/2035 | 252 | 252 | ||
| Verizon Communications Inc. | 4.272% | 1/15/2036 | 256 | 237 | ||
| Verizon Communications Inc. | 5.000% | 1/15/2036 | 243 | 238 | ||
| Verizon Communications Inc. | 5.401% | 7/2/2037 | 525 | 523 | ||
| Verizon Communications Inc. | 4.812% | 3/15/2039 | 200 | 186 | ||
| Verizon Communications Inc. | 2.650% | 11/20/2040 | 1,260 | 885 | ||
| Verizon Communications Inc. | 3.400% | 3/22/2041 | 552 | 424 | ||
| Verizon Communications Inc. | 2.850% | 9/3/2041 | 200 | 141 | ||
| Verizon Communications Inc. | 4.750% | 11/1/2041 | 200 | 180 | ||
| Verizon Communications Inc. | 6.550% | 9/15/2043 | 125 | 134 | ||
| Verizon Communications Inc. | 5.750% | 11/30/2045 | 457 | 445 | ||
| Verizon Communications Inc. | 4.862% | 8/21/2046 | 760 | 662 | ||
| Verizon Communications Inc. | 4.522% | 9/15/2048 | 176 | 144 | ||
| Verizon Communications Inc. | 4.000% | 3/22/2050 | 250 | 189 | ||
| Verizon Communications Inc. | 2.875% | 11/20/2050 | 1,200 | 728 | ||
| Verizon Communications Inc. | 3.550% | 3/22/2051 | 800 | 558 | ||
| Verizon Communications Inc. | 5.875% | 11/30/2055 | 1,103 | 1,072 | ||
| Verizon Communications Inc. | 2.987% | 10/30/2056 | 900 | 529 | ||
| Verizon Communications Inc. | 3.000% | 11/20/2060 | 500 | 286 | ||
| Verizon Communications Inc. | 6.000% | 11/30/2065 | 541 | 525 | ||
| Vodafone Group plc | 6.150% | 2/27/2037 | 71 | 76 | ||
| Vodafone Group plc | 5.250% | 5/30/2048 | 283 | 254 | ||
| Vodafone Group plc | 4.875% | 6/19/2049 | 525 | 445 | ||
| Vodafone Group plc | 4.250% | 9/17/2050 | 350 | 269 | ||
| Vodafone Group plc | 5.625% | 2/10/2053 | 310 | 290 | ||
| Vodafone Group plc | 5.750% | 2/10/2063 | 125 | 116 | ||
| Vodafone Group plc | 5.875% | 6/28/2064 | 200 | 189 | ||
| Walt Disney Co. | 3.750% | 3/14/2029 | 200 | 198 | ||
| Walt Disney Co. | 2.000% | 9/1/2029 | 461 | 429 | ||
| Walt Disney Co. | 3.800% | 3/22/2030 | 140 | 137 | ||
| Walt Disney Co. | 2.650% | 1/13/2031 | 700 | 650 | ||
| Walt Disney Co. | 4.000% | 3/14/2031 | 250 | 246 | ||
| Walt Disney Co. | 6.400% | 12/15/2035 | 674 | 748 | ||
| Walt Disney Co. | 4.625% | 3/14/2036 | 410 | 399 | ||
| Walt Disney Co. | 6.650% | 11/15/2037 | 200 | 225 | ||
| Walt Disney Co. | 4.625% | 3/23/2040 | 75 | 70 | ||
| Walt Disney Co. | 3.500% | 5/13/2040 | 250 | 205 | ||
| Walt Disney Co. | 5.400% | 10/1/2043 | 100 | 98 | ||
| Walt Disney Co. | 4.750% | 9/15/2044 | 175 | 156 | ||
| Walt Disney Co. | 2.750% | 9/1/2049 | 225 | 140 | ||
| Walt Disney Co. | 3.600% | 1/13/2051 | 400 | 289 | ||
| Walt Disney Co. | 3.800% | 5/13/2060 | 300 | 213 | ||
| Weibo Corp. | 3.375% | 7/8/2030 | 200 | 188 | ||
| WPP 2025 LLC / Delaware | 6.500% | 3/30/2036 | 175 | 172 | ||
| 102,917 | ||||||
| Consumer Discretionary (1.7%) | ||||||
| Alibaba Group Holding Ltd. | 3.400% | 12/6/2027 | 400 | 395 | ||
| Alibaba Group Holding Ltd. | 4.875% | 5/26/2030 | 200 | 204 | ||
| Alibaba Group Holding Ltd. | 2.125% | 2/9/2031 | 300 | 271 | ||
| Alibaba Group Holding Ltd. | 4.500% | 11/28/2034 | 280 | 274 | ||
| Alibaba Group Holding Ltd. | 5.250% | 5/26/2035 | 200 | 206 | ||
| Alibaba Group Holding Ltd. | 4.000% | 12/6/2037 | 200 | 181 | ||
| Alibaba Group Holding Ltd. | 4.200% | 12/6/2047 | 225 | 185 | ||
| Alibaba Group Holding Ltd. | 3.150% | 2/9/2051 | 200 | 134 | ||
| Alibaba Group Holding Ltd. | 4.400% | 12/6/2057 | 100 | 82 | ||
| Alibaba Group Holding Ltd. | 3.250% | 2/9/2061 | 300 | 191 | ||
| Amazon.com Inc. | 3.300% | 4/13/2027 | 600 | 596 | ||
| Amazon.com Inc. | 3.150% | 8/22/2027 | 617 | 610 | ||
| Amazon.com Inc. | 4.550% | 12/1/2027 | 108 | 109 | ||
| Amazon.com Inc. | 3.850% | 3/13/2028 | 500 | 498 | ||
| Amazon.com Inc. | 1.650% | 5/12/2028 | 500 | 476 | ||
| Amazon.com Inc. | 3.900% | 11/20/2028 | 694 | 691 | ||
| Amazon.com Inc. | 4.000% | 3/13/2029 | 624 | 621 | ||
| Amazon.com Inc. | 3.450% | 4/13/2029 | 300 | 294 | ||
| Amazon.com Inc. | 4.650% | 12/1/2029 | 142 | 144 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Amazon.com Inc. | 1.500% | 6/3/2030 | 155 | 139 | ||
| Amazon.com Inc. | 4.100% | 11/20/2030 | 482 | 476 | ||
| Amazon.com Inc. | 4.250% | 3/13/2031 | 795 | 789 | ||
| Amazon.com Inc. | 2.100% | 5/12/2031 | 613 | 549 | ||
| Amazon.com Inc. | 3.600% | 4/13/2032 | 500 | 476 | ||
| Amazon.com Inc. | 4.700% | 12/1/2032 | 250 | 253 | ||
| Amazon.com Inc. | 4.550% | 3/13/2033 | 566 | 561 | ||
| Amazon.com Inc. | 4.350% | 3/20/2033 | 679 | 666 | ||
| Amazon.com Inc. | 4.800% | 12/5/2034 | 225 | 227 | ||
| Amazon.com Inc. | 4.650% | 11/20/2035 | 200 | 196 | ||
| Amazon.com Inc. | 4.875% | 3/13/2036 | 621 | 615 | ||
| Amazon.com Inc. | 3.875% | 8/22/2037 | 600 | 540 | ||
| Amazon.com Inc. | 2.875% | 5/12/2041 | 329 | 243 | ||
| Amazon.com Inc. | 5.650% | 3/13/2046 | 375 | 374 | ||
| Amazon.com Inc. | 4.050% | 8/22/2047 | 300 | 240 | ||
| Amazon.com Inc. | 2.500% | 6/3/2050 | 800 | 466 | ||
| Amazon.com Inc. | 5.450% | 11/20/2055 | 175 | 167 | ||
| Amazon.com Inc. | 5.800% | 3/13/2056 | 691 | 689 | ||
| Amazon.com Inc. | 4.250% | 8/22/2057 | 150 | 117 | ||
| Amazon.com Inc. | 2.700% | 6/3/2060 | 200 | 109 | ||
| Amazon.com Inc. | 3.250% | 5/12/2061 | 450 | 278 | ||
| Amazon.com Inc. | 4.100% | 4/13/2062 | 362 | 269 | ||
| Amazon.com Inc. | 5.550% | 11/20/2065 | 300 | 283 | ||
| Amazon.com Inc. | 5.950% | 3/13/2066 | 1,000 | 1,002 | ||
| Amazon.com Inc. | 6.050% | 3/13/2076 | 500 | 497 | ||
| American Honda Finance Corp. | 4.550% | 7/9/2027 | 200 | 200 | ||
| American Honda Finance Corp. | 4.900% | 7/9/2027 | 100 | 100 | ||
| American Honda Finance Corp. | 4.450% | 10/22/2027 | 200 | 200 | ||
| American Honda Finance Corp. | 4.550% | 3/3/2028 | 220 | 220 | ||
| American Honda Finance Corp. | 2.000% | 3/24/2028 | 100 | 95 | ||
| American Honda Finance Corp. | 5.125% | 7/7/2028 | 200 | 202 | ||
| American Honda Finance Corp. | 5.650% | 11/15/2028 | 200 | 205 | ||
| American Honda Finance Corp. | 4.150% | 1/8/2029 | 201 | 198 | ||
| American Honda Finance Corp. | 2.250% | 1/12/2029 | 100 | 94 | ||
| American Honda Finance Corp. | 4.400% | 9/5/2029 | 175 | 173 | ||
| American Honda Finance Corp. | 4.600% | 4/17/2030 | 200 | 198 | ||
| American Honda Finance Corp. | 4.450% | 1/8/2031 | 109 | 107 | ||
| American Honda Finance Corp. | 1.800% | 1/13/2031 | 300 | 259 | ||
| American Honda Finance Corp. | 5.050% | 7/10/2031 | 50 | 50 | ||
| American Honda Finance Corp. | 5.150% | 7/9/2032 | 200 | 200 | ||
| American Honda Finance Corp. | 4.900% | 1/10/2034 | 200 | 194 | ||
| American Honda Finance Corp. | 5.100% | 1/8/2036 | 165 | 159 | ||
| 3 | American University | 3.672% | 4/1/2049 | 110 | 82 | |
| Aptiv Swiss Holdings Ltd. | 5.150% | 9/13/2034 | 250 | 256 | ||
| Aptiv Swiss Holdings Ltd. | 4.400% | 10/1/2046 | 50 | 40 | ||
| Aptiv Swiss Holdings Ltd. | 5.400% | 3/15/2049 | 50 | 46 | ||
| Aptiv Swiss Holdings Ltd. | 3.100% | 12/1/2051 | 850 | 524 | ||
| Aptiv Swiss Holdings Ltd. | 4.150% | 5/1/2052 | 200 | 150 | ||
| AutoNation Inc. | 3.800% | 11/15/2027 | 75 | 74 | ||
| AutoNation Inc. | 4.450% | 1/15/2029 | 200 | 198 | ||
| AutoNation Inc. | 3.850% | 3/1/2032 | 474 | 440 | ||
| AutoZone Inc. | 3.750% | 6/1/2027 | 283 | 281 | ||
| AutoZone Inc. | 3.750% | 4/18/2029 | 100 | 98 | ||
| AutoZone Inc. | 5.100% | 7/15/2029 | 200 | 203 | ||
| AutoZone Inc. | 4.000% | 4/15/2030 | 171 | 167 | ||
| AutoZone Inc. | 5.125% | 6/15/2030 | 140 | 142 | ||
| AutoZone Inc. | 1.650% | 1/15/2031 | 200 | 174 | ||
| AutoZone Inc. | 4.750% | 8/1/2032 | 200 | 198 | ||
| AutoZone Inc. | 6.550% | 11/1/2033 | 150 | 163 | ||
| AutoZone Inc. | 5.400% | 7/15/2034 | 100 | 102 | ||
| Best Buy Co. Inc. | 4.450% | 10/1/2028 | 200 | 200 | ||
| BorgWarner Inc. | 2.650% | 7/1/2027 | 200 | 196 | ||
| BorgWarner Inc. | 4.950% | 8/15/2029 | 50 | 51 | ||
| BorgWarner Inc. | 5.400% | 8/15/2034 | 50 | 51 | ||
| BorgWarner Inc. | 4.375% | 3/15/2045 | 100 | 82 | ||
| Brunswick Corp. | 5.850% | 3/18/2029 | 375 | 383 | ||
| California Endowment | 2.498% | 4/1/2051 | 50 | 29 | ||
| California Institute of Technology | 4.321% | 8/1/2045 | 70 | 60 | ||
| California Institute of Technology | 4.700% | 11/1/2111 | 50 | 40 | ||
| California Institute of Technology | 3.650% | 9/1/2119 | 100 | 62 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Choice Hotels International Inc. | 3.700% | 1/15/2031 | 546 | 512 | ||
| Choice Hotels International Inc. | 5.850% | 8/1/2034 | 200 | 201 | ||
| Claremont Mckenna College | 3.775% | 1/1/2122 | 150 | 97 | ||
| Cornell University | 4.835% | 6/15/2034 | 125 | 126 | ||
| Darden Restaurants Inc. | 3.850% | 5/1/2027 | 200 | 199 | ||
| Darden Restaurants Inc. | 4.350% | 10/15/2027 | 11 | 11 | ||
| Darden Restaurants Inc. | 4.550% | 10/15/2029 | 75 | 75 | ||
| Darden Restaurants Inc. | 4.550% | 2/15/2048 | 14 | 11 | ||
| Dick's Sporting Goods Inc. | 4.100% | 1/15/2052 | 100 | 71 | ||
| DR Horton Inc. | 4.850% | 10/15/2030 | 150 | 151 | ||
| DR Horton Inc. | 5.500% | 10/15/2035 | 88 | 89 | ||
| 3 | Duke University | 2.682% | 10/1/2044 | 100 | 74 | |
| 3 | Duke University | 2.757% | 10/1/2050 | 50 | 32 | |
| 3 | Duke University | 2.832% | 10/1/2055 | 125 | 77 | |
| eBay Inc. | 3.600% | 6/5/2027 | 300 | 297 | ||
| eBay Inc. | 4.250% | 3/6/2029 | 158 | 157 | ||
| eBay Inc. | 2.600% | 5/10/2031 | 200 | 181 | ||
| eBay Inc. | 5.125% | 11/6/2035 | 200 | 197 | ||
| eBay Inc. | 4.000% | 7/15/2042 | 200 | 160 | ||
| eBay Inc. | 3.650% | 5/10/2051 | 200 | 141 | ||
| Emory University | 2.143% | 9/1/2030 | 150 | 137 | ||
| Emory University | 2.969% | 9/1/2050 | 50 | 33 | ||
| Ferguson Enterprises Inc. | 4.350% | 3/15/2031 | 65 | 64 | ||
| Ferguson Enterprises Inc. | 5.000% | 10/3/2034 | 130 | 129 | ||
| Ford Foundation | 2.415% | 6/1/2050 | 60 | 36 | ||
| Ford Foundation | 2.815% | 6/1/2070 | 150 | 84 | ||
| Ford Motor Co. | 9.625% | 4/22/2030 | 50 | 57 | ||
| Ford Motor Co. | 4.750% | 1/15/2043 | 423 | 319 | ||
| Ford Motor Co. | 7.400% | 11/1/2046 | 195 | 197 | ||
| Ford Motor Credit Co. LLC | 5.850% | 5/17/2027 | 200 | 201 | ||
| Ford Motor Credit Co. LLC | 4.950% | 5/28/2027 | 208 | 208 | ||
| Ford Motor Credit Co. LLC | 4.125% | 8/17/2027 | 718 | 709 | ||
| Ford Motor Credit Co. LLC | 3.815% | 11/2/2027 | 200 | 196 | ||
| Ford Motor Credit Co. LLC | 7.350% | 11/4/2027 | 122 | 126 | ||
| Ford Motor Credit Co. LLC | 2.900% | 2/16/2028 | 200 | 192 | ||
| Ford Motor Credit Co. LLC | 6.800% | 5/12/2028 | 208 | 214 | ||
| Ford Motor Credit Co. LLC | 6.798% | 11/7/2028 | 200 | 207 | ||
| Ford Motor Credit Co. LLC | 2.900% | 2/10/2029 | 200 | 187 | ||
| Ford Motor Credit Co. LLC | 4.970% | 4/6/2029 | 200 | 198 | ||
| Ford Motor Credit Co. LLC | 5.303% | 9/6/2029 | 500 | 498 | ||
| Ford Motor Credit Co. LLC | 5.875% | 11/7/2029 | 500 | 506 | ||
| Ford Motor Credit Co. LLC | 4.000% | 11/13/2030 | 260 | 242 | ||
| Ford Motor Credit Co. LLC | 3.625% | 6/17/2031 | 250 | 225 | ||
| Ford Motor Credit Co. LLC | 6.532% | 3/19/2032 | 300 | 308 | ||
| Ford Motor Credit Co. LLC | 5.753% | 4/6/2033 | 252 | 247 | ||
| Ford Motor Credit Co. LLC | 5.869% | 10/31/2035 | 491 | 472 | ||
| Fortune Brands Innovations Inc. | 3.250% | 9/15/2029 | 50 | 48 | ||
| Fortune Brands Innovations Inc. | 4.000% | 3/25/2032 | 80 | 76 | ||
| Fortune Brands Innovations Inc. | 5.875% | 6/1/2033 | 100 | 104 | ||
| Fortune Brands Innovations Inc. | 4.500% | 3/25/2052 | 80 | 62 | ||
| General Motors Co. | 6.800% | 10/1/2027 | 100 | 103 | ||
| General Motors Co. | 5.350% | 4/15/2028 | 402 | 408 | ||
| General Motors Co. | 5.625% | 4/15/2030 | 500 | 514 | ||
| General Motors Co. | 5.600% | 10/15/2032 | 50 | 51 | ||
| General Motors Co. | 5.000% | 4/1/2035 | 165 | 158 | ||
| General Motors Co. | 6.250% | 4/15/2035 | 203 | 211 | ||
| General Motors Co. | 6.600% | 4/1/2036 | 150 | 159 | ||
| General Motors Co. | 5.150% | 4/1/2038 | 225 | 211 | ||
| General Motors Co. | 6.250% | 10/2/2043 | 440 | 432 | ||
| General Motors Co. | 5.200% | 4/1/2045 | 130 | 113 | ||
| General Motors Co. | 6.750% | 4/1/2046 | 100 | 103 | ||
| General Motors Co. | 5.400% | 4/1/2048 | 200 | 175 | ||
| General Motors Co. | 5.950% | 4/1/2049 | 119 | 111 | ||
| General Motors Financial Co. Inc. | 5.000% | 4/9/2027 | 473 | 475 | ||
| General Motors Financial Co. Inc. | 5.400% | 5/8/2027 | 200 | 202 | ||
| General Motors Financial Co. Inc. | 5.000% | 7/15/2027 | 150 | 151 | ||
| General Motors Financial Co. Inc. | 2.700% | 8/20/2027 | 500 | 488 | ||
| General Motors Financial Co. Inc. | 5.050% | 4/4/2028 | 72 | 73 | ||
| General Motors Financial Co. Inc. | 2.400% | 4/10/2028 | 200 | 192 | ||
| General Motors Financial Co. Inc. | 2.400% | 10/15/2028 | 200 | 190 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| General Motors Financial Co. Inc. | 4.200% | 10/27/2028 | 173 | 171 | ||
| General Motors Financial Co. Inc. | 5.800% | 1/7/2029 | 400 | 412 | ||
| General Motors Financial Co. Inc. | 4.300% | 4/6/2029 | 500 | 495 | ||
| General Motors Financial Co. Inc. | 5.550% | 7/15/2029 | 400 | 409 | ||
| General Motors Financial Co. Inc. | 4.900% | 10/6/2029 | 664 | 667 | ||
| General Motors Financial Co. Inc. | 5.850% | 4/6/2030 | 372 | 385 | ||
| General Motors Financial Co. Inc. | 2.350% | 1/8/2031 | 216 | 192 | ||
| General Motors Financial Co. Inc. | 5.750% | 2/8/2031 | 100 | 103 | ||
| General Motors Financial Co. Inc. | 2.700% | 6/10/2031 | 200 | 179 | ||
| General Motors Financial Co. Inc. | 5.600% | 6/18/2031 | 125 | 128 | ||
| General Motors Financial Co. Inc. | 5.625% | 4/4/2032 | 65 | 66 | ||
| General Motors Financial Co. Inc. | 6.100% | 1/7/2034 | 631 | 655 | ||
| General Motors Financial Co. Inc. | 5.950% | 4/4/2034 | 188 | 193 | ||
| General Motors Financial Co. Inc. | 5.900% | 1/7/2035 | 1,089 | 1,109 | ||
| General Motors Financial Co. Inc. | 6.150% | 7/15/2035 | 650 | 672 | ||
| General Motors Financial Co. Inc. | 5.450% | 1/8/2036 | 297 | 293 | ||
| Genuine Parts Co. | 6.500% | 11/1/2028 | 200 | 207 | ||
| Genuine Parts Co. | 4.950% | 8/15/2029 | 217 | 216 | ||
| Genuine Parts Co. | 1.875% | 11/1/2030 | 303 | 261 | ||
| Genuine Parts Co. | 6.875% | 11/1/2033 | 75 | 81 | ||
| George Washington University | 4.126% | 9/15/2048 | 150 | 121 | ||
| Georgetown University | 4.315% | 4/1/2049 | 68 | 56 | ||
| Georgetown University | 2.943% | 4/1/2050 | 100 | 64 | ||
| Georgetown University | 5.215% | 10/1/2118 | 59 | 52 | ||
| Hasbro Inc. | 3.900% | 11/19/2029 | 350 | 341 | ||
| Hasbro Inc. | 4.650% | 3/12/2031 | 143 | 141 | ||
| Hasbro Inc. | 6.350% | 3/15/2040 | 125 | 130 | ||
| Hasbro Inc. | 5.100% | 5/15/2044 | 50 | 45 | ||
| Home Depot Inc. | 2.500% | 4/15/2027 | 395 | 389 | ||
| Home Depot Inc. | 2.800% | 9/14/2027 | 200 | 197 | ||
| Home Depot Inc. | 3.750% | 9/15/2028 | 132 | 131 | ||
| Home Depot Inc. | 2.950% | 6/15/2029 | 400 | 385 | ||
| Home Depot Inc. | 4.750% | 6/25/2029 | 200 | 203 | ||
| Home Depot Inc. | 2.700% | 4/15/2030 | 295 | 278 | ||
| Home Depot Inc. | 3.950% | 9/15/2030 | 109 | 108 | ||
| Home Depot Inc. | 1.375% | 3/15/2031 | 250 | 216 | ||
| Home Depot Inc. | 4.850% | 6/25/2031 | 175 | 179 | ||
| Home Depot Inc. | 1.875% | 9/15/2031 | 200 | 175 | ||
| Home Depot Inc. | 3.250% | 4/15/2032 | 200 | 187 | ||
| Home Depot Inc. | 4.500% | 9/15/2032 | 200 | 200 | ||
| Home Depot Inc. | 4.950% | 6/25/2034 | 100 | 101 | ||
| Home Depot Inc. | 4.650% | 9/15/2035 | 256 | 250 | ||
| Home Depot Inc. | 5.875% | 12/16/2036 | 653 | 695 | ||
| Home Depot Inc. | 3.300% | 4/15/2040 | 5 | 4 | ||
| Home Depot Inc. | 5.950% | 4/1/2041 | 175 | 184 | ||
| Home Depot Inc. | 4.200% | 4/1/2043 | 200 | 169 | ||
| Home Depot Inc. | 4.875% | 2/15/2044 | 300 | 274 | ||
| Home Depot Inc. | 4.400% | 3/15/2045 | 100 | 85 | ||
| Home Depot Inc. | 4.250% | 4/1/2046 | 330 | 273 | ||
| Home Depot Inc. | 3.900% | 6/15/2047 | 250 | 194 | ||
| Home Depot Inc. | 4.500% | 12/6/2048 | 225 | 189 | ||
| Home Depot Inc. | 3.350% | 4/15/2050 | 13 | 9 | ||
| Home Depot Inc. | 2.375% | 3/15/2051 | 200 | 112 | ||
| Home Depot Inc. | 3.625% | 4/15/2052 | 452 | 322 | ||
| Home Depot Inc. | 4.950% | 9/15/2052 | 60 | 53 | ||
| Home Depot Inc. | 5.300% | 6/25/2054 | 750 | 702 | ||
| Honda Motor Co. Ltd. | 4.436% | 7/8/2028 | 400 | 399 | ||
| Honda Motor Co. Ltd. | 4.688% | 7/8/2030 | 250 | 248 | ||
| Honda Motor Co. Ltd. | 2.967% | 3/10/2032 | 200 | 179 | ||
| Honda Motor Co. Ltd. | 5.337% | 7/8/2035 | 200 | 198 | ||
| Howard University | 5.209% | 10/1/2052 | 50 | 42 | ||
| Hyatt Hotels Corp. | 4.375% | 9/15/2028 | 75 | 74 | ||
| Hyatt Hotels Corp. | 5.750% | 4/23/2030 | 200 | 206 | ||
| Hyatt Hotels Corp. | 5.375% | 12/15/2031 | 200 | 203 | ||
| Hyatt Hotels Corp. | 5.500% | 6/30/2034 | 50 | 51 | ||
| Hyatt Hotels Corp. | 5.400% | 12/15/2035 | 125 | 122 | ||
| JD.com Inc. | 3.375% | 1/14/2030 | 200 | 193 | ||
| Johns Hopkins University | 4.705% | 7/1/2032 | 75 | 76 | ||
| 3 | Johns Hopkins University | 4.083% | 7/1/2053 | 75 | 60 | |
| Las Vegas Sands Corp. | 5.900% | 6/1/2027 | 100 | 101 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Las Vegas Sands Corp. | 5.625% | 6/15/2028 | 50 | 51 | ||
| Las Vegas Sands Corp. | 6.000% | 8/15/2029 | 50 | 51 | ||
| Las Vegas Sands Corp. | 6.000% | 6/14/2030 | 75 | 77 | ||
| Las Vegas Sands Corp. | 6.200% | 8/15/2034 | 150 | 154 | ||
| Lear Corp. | 3.800% | 9/15/2027 | 41 | 41 | ||
| Lear Corp. | 4.250% | 5/15/2029 | 150 | 148 | ||
| Lear Corp. | 3.500% | 5/30/2030 | 100 | 95 | ||
| Lear Corp. | 3.550% | 1/15/2052 | 100 | 66 | ||
| Leggett & Platt Inc. | 3.500% | 11/15/2027 | 125 | 122 | ||
| Leggett & Platt Inc. | 4.400% | 3/15/2029 | 75 | 73 | ||
| Leggett & Platt Inc. | 3.500% | 11/15/2051 | 100 | 62 | ||
| Leland Stanford Junior University | 4.679% | 3/1/2035 | 125 | 124 | ||
| Leland Stanford Junior University | 3.647% | 5/1/2048 | 200 | 155 | ||
| Lennar Corp. | 5.200% | 7/30/2030 | 125 | 126 | ||
| LKQ Corp. | 5.750% | 6/15/2028 | 500 | 509 | ||
| Lowe's Cos. Inc. | 3.100% | 5/3/2027 | 350 | 346 | ||
| Lowe's Cos. Inc. | 3.950% | 10/15/2027 | 470 | 469 | ||
| Lowe's Cos. Inc. | 1.300% | 4/15/2028 | 260 | 245 | ||
| Lowe's Cos. Inc. | 1.700% | 9/15/2028 | 200 | 188 | ||
| Lowe's Cos. Inc. | 4.000% | 10/15/2028 | 543 | 538 | ||
| Lowe's Cos. Inc. | 6.500% | 3/15/2029 | 67 | 71 | ||
| Lowe's Cos. Inc. | 3.650% | 4/5/2029 | 232 | 227 | ||
| Lowe's Cos. Inc. | 4.500% | 4/15/2030 | 250 | 250 | ||
| Lowe's Cos. Inc. | 1.700% | 10/15/2030 | 300 | 265 | ||
| Lowe's Cos. Inc. | 4.250% | 3/15/2031 | 407 | 400 | ||
| Lowe's Cos. Inc. | 2.625% | 4/1/2031 | 250 | 227 | ||
| Lowe's Cos. Inc. | 3.750% | 4/1/2032 | 500 | 473 | ||
| Lowe's Cos. Inc. | 4.500% | 10/15/2032 | 600 | 590 | ||
| Lowe's Cos. Inc. | 5.000% | 4/15/2033 | 250 | 252 | ||
| Lowe's Cos. Inc. | 5.150% | 7/1/2033 | 52 | 53 | ||
| Lowe's Cos. Inc. | 4.850% | 10/15/2035 | 1,547 | 1,507 | ||
| Lowe's Cos. Inc. | 2.800% | 9/15/2041 | 200 | 141 | ||
| Lowe's Cos. Inc. | 4.250% | 9/15/2044 | 28 | 22 | ||
| Lowe's Cos. Inc. | 4.050% | 5/3/2047 | 300 | 230 | ||
| Lowe's Cos. Inc. | 3.000% | 10/15/2050 | 332 | 205 | ||
| Lowe's Cos. Inc. | 3.500% | 4/1/2051 | 300 | 204 | ||
| Lowe's Cos. Inc. | 4.250% | 4/1/2052 | 400 | 306 | ||
| Lowe's Cos. Inc. | 5.625% | 4/15/2053 | 100 | 94 | ||
| Lowe's Cos. Inc. | 5.750% | 7/1/2053 | 475 | 458 | ||
| Lowe's Cos. Inc. | 5.800% | 9/15/2062 | 261 | 249 | ||
| Magna International Inc. | 5.050% | 3/14/2029 | 150 | 152 | ||
| Magna International Inc. | 2.450% | 6/15/2030 | 100 | 92 | ||
| Magna International Inc. | 5.875% | 6/1/2035 | 162 | 168 | ||
| Marriott International Inc. | 4.200% | 7/15/2027 | 8 | 8 | ||
| Marriott International Inc. | 4.000% | 4/15/2028 | 50 | 50 | ||
| Marriott International Inc. | 4.800% | 3/15/2030 | 200 | 202 | ||
| Marriott International Inc. | 4.625% | 6/15/2030 | 700 | 700 | ||
| Marriott International Inc. | 2.850% | 4/15/2031 | 300 | 275 | ||
| Marriott International Inc. | 4.500% | 10/15/2031 | 19 | 19 | ||
| Marriott International Inc. | 4.500% | 5/1/2033 | 93 | 90 | ||
| Marriott International Inc. | 5.300% | 5/15/2034 | 200 | 202 | ||
| Marriott International Inc. | 5.500% | 4/15/2037 | 500 | 498 | ||
| Marriott International Inc. | 5.100% | 5/1/2038 | 250 | 238 | ||
| Masco Corp. | 3.500% | 11/15/2027 | 100 | 99 | ||
| Masco Corp. | 1.500% | 2/15/2028 | 200 | 189 | ||
| Masco Corp. | 2.000% | 2/15/2031 | 100 | 88 | ||
| Masco Corp. | 4.500% | 5/15/2047 | 100 | 82 | ||
| 3 | Massachusetts Institute of Technology | 3.959% | 7/1/2038 | 125 | 115 | |
| Massachusetts Institute of Technology | 2.989% | 7/1/2050 | 85 | 57 | ||
| Massachusetts Institute of Technology | 3.067% | 4/1/2052 | 100 | 67 | ||
| Massachusetts Institute of Technology | 5.618% | 6/1/2055 | 150 | 152 | ||
| Massachusetts Institute of Technology | 5.600% | 7/1/2111 | 175 | 171 | ||
| Massachusetts Institute of Technology | 4.678% | 7/1/2114 | 125 | 102 | ||
| Massachusetts Institute of Technology | 3.885% | 7/1/2116 | 100 | 68 | ||
| Mattel Inc. | 5.000% | 11/17/2030 | 100 | 100 | ||
| McDonald's Corp. | 3.500% | 7/1/2027 | 315 | 312 | ||
| McDonald's Corp. | 3.800% | 4/1/2028 | 350 | 347 | ||
| McDonald's Corp. | 4.800% | 8/14/2028 | 200 | 202 | ||
| McDonald's Corp. | 2.625% | 9/1/2029 | 217 | 206 | ||
| McDonald's Corp. | 2.125% | 3/1/2030 | 200 | 184 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| McDonald's Corp. | 4.600% | 5/15/2030 | 72 | 73 | ||
| McDonald's Corp. | 4.400% | 2/12/2031 | 253 | 252 | ||
| McDonald's Corp. | 4.950% | 3/3/2035 | 720 | 716 | ||
| McDonald's Corp. | 4.700% | 12/9/2035 | 200 | 196 | ||
| McDonald's Corp. | 5.000% | 2/13/2036 | 200 | 199 | ||
| McDonald's Corp. | 6.300% | 10/15/2037 | 150 | 164 | ||
| McDonald's Corp. | 6.300% | 3/1/2038 | 100 | 109 | ||
| McDonald's Corp. | 5.700% | 2/1/2039 | 100 | 104 | ||
| McDonald's Corp. | 3.700% | 2/15/2042 | 25 | 20 | ||
| McDonald's Corp. | 3.625% | 5/1/2043 | 100 | 77 | ||
| McDonald's Corp. | 4.600% | 5/26/2045 | 210 | 181 | ||
| McDonald's Corp. | 4.875% | 12/9/2045 | 300 | 267 | ||
| McDonald's Corp. | 4.450% | 3/1/2047 | 250 | 208 | ||
| McDonald's Corp. | 4.450% | 9/1/2048 | 150 | 124 | ||
| McDonald's Corp. | 3.625% | 9/1/2049 | 122 | 88 | ||
| McDonald's Corp. | 4.200% | 4/1/2050 | 200 | 158 | ||
| McDonald's Corp. | 5.450% | 8/14/2053 | 213 | 202 | ||
| MDC Holdings Inc. | 2.500% | 1/15/2031 | 100 | 88 | ||
| MDC Holdings Inc. | 6.000% | 1/15/2043 | 100 | 91 | ||
| MercadoLibre Inc. | 4.900% | 1/15/2033 | 135 | 130 | ||
| Mercedes-Benz Finance North America LLC | 8.500% | 1/18/2031 | 250 | 290 | ||
| Mohawk Industries Inc. | 3.625% | 5/15/2030 | 125 | 120 | ||
| NIKE Inc. | 2.850% | 3/27/2030 | 200 | 189 | ||
| NIKE Inc. | 3.625% | 5/1/2043 | 125 | 97 | ||
| NIKE Inc. | 3.375% | 3/27/2050 | 504 | 351 | ||
| 3 | Northwestern University | 4.643% | 12/1/2044 | 75 | 70 | |
| 3 | Northwestern University | 2.640% | 12/1/2050 | 50 | 31 | |
| 3 | Northwestern University | 3.662% | 12/1/2057 | 75 | 54 | |
| NVR Inc. | 3.000% | 5/15/2030 | 200 | 188 | ||
| O'Reilly Automotive Inc. | 3.600% | 9/1/2027 | 325 | 322 | ||
| O'Reilly Automotive Inc. | 1.750% | 3/15/2031 | 500 | 436 | ||
| O'Reilly Automotive Inc. | 5.100% | 3/12/2036 | 115 | 114 | ||
| Polaris Inc. | 5.600% | 3/1/2031 | 125 | 124 | ||
| President & Fellows of Harvard College | 4.887% | 3/15/2030 | 100 | 102 | ||
| President & Fellows of Harvard College | 4.609% | 2/15/2035 | 175 | 173 | ||
| President & Fellows of Harvard College | 4.875% | 10/15/2040 | 225 | 218 | ||
| President & Fellows of Harvard College | 3.150% | 7/15/2046 | 100 | 72 | ||
| President & Fellows of Harvard College | 3.745% | 11/15/2052 | 100 | 76 | ||
| PulteGroup Inc. | 4.250% | 3/1/2031 | 200 | 195 | ||
| PulteGroup Inc. | 6.375% | 5/15/2033 | 242 | 259 | ||
| PulteGroup Inc. | 4.900% | 3/1/2036 | 200 | 193 | ||
| PVH Corp. | 5.500% | 6/13/2030 | 350 | 353 | ||
| Ralph Lauren Corp. | 2.950% | 6/15/2030 | 200 | 188 | ||
| Ralph Lauren Corp. | 5.000% | 6/15/2032 | 150 | 152 | ||
| Rockefeller Foundation | 2.492% | 10/1/2050 | 250 | 150 | ||
| Ross Stores Inc. | 1.875% | 4/15/2031 | 200 | 175 | ||
| Royal Caribbean Cruises Ltd. | 3.700% | 3/15/2028 | 300 | 295 | ||
| Royal Caribbean Cruises Ltd. | 4.750% | 5/15/2033 | 350 | 338 | ||
| Royal Caribbean Cruises Ltd. | 5.375% | 1/15/2036 | 703 | 691 | ||
| Royal Caribbean Cruises Ltd. | 5.250% | 2/27/2038 | 350 | 333 | ||
| Sands China Ltd. | 5.400% | 8/8/2028 | 400 | 402 | ||
| Sands China Ltd. | 4.375% | 6/18/2030 | 200 | 193 | ||
| Starbucks Corp. | 3.500% | 3/1/2028 | 100 | 98 | ||
| Starbucks Corp. | 4.500% | 5/15/2028 | 125 | 125 | ||
| Starbucks Corp. | 4.000% | 11/15/2028 | 200 | 198 | ||
| Starbucks Corp. | 3.550% | 8/15/2029 | 250 | 244 | ||
| Starbucks Corp. | 2.250% | 3/12/2030 | 450 | 413 | ||
| Starbucks Corp. | 4.800% | 5/15/2030 | 125 | 127 | ||
| Starbucks Corp. | 2.550% | 11/15/2030 | 990 | 905 | ||
| Starbucks Corp. | 4.900% | 2/15/2031 | 75 | 76 | ||
| Starbucks Corp. | 3.000% | 2/14/2032 | 230 | 210 | ||
| Starbucks Corp. | 4.800% | 2/15/2033 | 250 | 250 | ||
| Starbucks Corp. | 5.000% | 2/15/2034 | 75 | 75 | ||
| Starbucks Corp. | 4.300% | 6/15/2045 | 50 | 41 | ||
| Starbucks Corp. | 3.750% | 12/1/2047 | 125 | 92 | ||
| Starbucks Corp. | 4.500% | 11/15/2048 | 100 | 82 | ||
| Starbucks Corp. | 3.500% | 11/15/2050 | 250 | 172 | ||
| Tapestry Inc. | 4.125% | 7/15/2027 | 23 | 23 | ||
| Tapestry Inc. | 5.100% | 3/11/2030 | 144 | 146 | ||
| Tapestry Inc. | 3.050% | 3/15/2032 | 200 | 181 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Tapestry Inc. | 5.500% | 3/11/2035 | 116 | 116 | ||
| TJX Cos. Inc. | 3.875% | 4/15/2030 | 184 | 181 | ||
| Toll Brothers Finance Corp. | 4.350% | 2/15/2028 | 250 | 249 | ||
| Toll Brothers Finance Corp. | 5.600% | 6/15/2035 | 100 | 102 | ||
| Toyota Motor Corp. | 4.186% | 6/30/2027 | 125 | 125 | ||
| Toyota Motor Corp. | 4.450% | 6/30/2030 | 150 | 150 | ||
| Toyota Motor Corp. | 5.053% | 6/30/2035 | 150 | 151 | ||
| Toyota Motor Credit Corp. | 4.500% | 5/14/2027 | 225 | 226 | ||
| Toyota Motor Credit Corp. | 1.150% | 8/13/2027 | 500 | 481 | ||
| Toyota Motor Credit Corp. | 4.550% | 9/20/2027 | 250 | 252 | ||
| Toyota Motor Credit Corp. | 4.350% | 10/8/2027 | 150 | 150 | ||
| Toyota Motor Credit Corp. | 3.050% | 1/11/2028 | 100 | 98 | ||
| Toyota Motor Credit Corp. | 3.750% | 1/12/2028 | 290 | 288 | ||
| Toyota Motor Credit Corp. | 1.900% | 4/6/2028 | 200 | 192 | ||
| Toyota Motor Credit Corp. | 4.050% | 9/5/2028 | 400 | 398 | ||
| Toyota Motor Credit Corp. | 5.250% | 9/11/2028 | 200 | 205 | ||
| Toyota Motor Credit Corp. | 4.650% | 1/5/2029 | 200 | 202 | ||
| Toyota Motor Credit Corp. | 3.650% | 1/8/2029 | 280 | 276 | ||
| Toyota Motor Credit Corp. | 4.050% | 3/13/2029 | 216 | 215 | ||
| Toyota Motor Credit Corp. | 5.050% | 5/16/2029 | 100 | 102 | ||
| Toyota Motor Credit Corp. | 4.550% | 8/9/2029 | 100 | 101 | ||
| Toyota Motor Credit Corp. | 4.950% | 1/9/2030 | 350 | 356 | ||
| Toyota Motor Credit Corp. | 2.150% | 2/13/2030 | 150 | 138 | ||
| Toyota Motor Credit Corp. | 4.800% | 5/15/2030 | 225 | 228 | ||
| Toyota Motor Credit Corp. | 4.550% | 5/17/2030 | 101 | 102 | ||
| Toyota Motor Credit Corp. | 5.550% | 11/20/2030 | 200 | 208 | ||
| Toyota Motor Credit Corp. | 4.200% | 1/10/2031 | 457 | 450 | ||
| Toyota Motor Credit Corp. | 5.100% | 3/21/2031 | 200 | 205 | ||
| Toyota Motor Credit Corp. | 1.900% | 9/12/2031 | 200 | 174 | ||
| Toyota Motor Credit Corp. | 4.600% | 10/10/2031 | 250 | 250 | ||
| Toyota Motor Credit Corp. | 4.650% | 9/3/2032 | 250 | 248 | ||
| Toyota Motor Credit Corp. | 4.600% | 3/11/2033 | 176 | 173 | ||
| Toyota Motor Credit Corp. | 4.800% | 1/5/2034 | 200 | 199 | ||
| Toyota Motor Credit Corp. | 5.350% | 1/9/2035 | 250 | 256 | ||
| Tractor Supply Co. | 1.750% | 11/1/2030 | 200 | 176 | ||
| Trustees of Boston College | 3.129% | 7/1/2052 | 100 | 67 | ||
| Trustees of Columbia University in the City of New York | 4.355% | 10/1/2035 | 100 | 97 | ||
| Trustees of Dartmouth College | 4.273% | 6/1/2030 | 150 | 150 | ||
| Trustees of Princeton University | 5.700% | 3/1/2039 | 150 | 159 | ||
| Trustees of Princeton University | 2.516% | 7/1/2050 | 150 | 92 | ||
| Trustees of Princeton University | 4.201% | 3/1/2052 | 100 | 82 | ||
| Trustees of the University of Pennsylvania | 2.396% | 10/1/2050 | 200 | 117 | ||
| Trustees of the University of Pennsylvania | 4.674% | 9/1/2112 | 50 | 40 | ||
| 3 | University of Chicago | 2.547% | 4/1/2050 | 100 | 64 | |
| 3 | University of Chicago | 4.003% | 10/1/2053 | 100 | 78 | |
| University of Miami | 4.063% | 4/1/2052 | 100 | 78 | ||
| 3 | University of Notre Dame du Lac | 3.438% | 2/15/2045 | 100 | 76 | |
| University of Notre Dame du Lac | 3.394% | 2/15/2048 | 125 | 92 | ||
| 3 | University of Southern California | 3.028% | 10/1/2039 | 100 | 81 | |
| 3 | University of Southern California | 3.841% | 10/1/2047 | 100 | 79 | |
| University of Southern California | 2.945% | 10/1/2051 | 200 | 128 | ||
| University of Southern California | 5.250% | 10/1/2111 | 100 | 91 | ||
| Washington University | 3.524% | 4/15/2054 | 100 | 72 | ||
| Washington University | 4.349% | 4/15/2122 | 50 | 37 | ||
| 3 | William Marsh Rice University | 3.574% | 5/15/2045 | 150 | 118 | |
| Yale University | 1.482% | 4/15/2030 | 100 | 90 | ||
| Yale University | 2.402% | 4/15/2050 | 100 | 59 | ||
| 91,968 | ||||||
| Consumer Staples (1.5%) | ||||||
| Ahold Finance USA LLC | 6.875% | 5/1/2029 | 100 | 107 | ||
| Altria Group Inc. | 4.875% | 2/4/2028 | 150 | 151 | ||
| Altria Group Inc. | 4.500% | 8/6/2030 | 157 | 156 | ||
| Altria Group Inc. | 5.625% | 2/6/2035 | 125 | 128 | ||
| Altria Group Inc. | 5.250% | 8/6/2035 | 136 | 135 | ||
| Altria Group Inc. | 3.400% | 2/4/2041 | 500 | 378 | ||
| Altria Group Inc. | 4.250% | 8/9/2042 | 275 | 224 | ||
| Altria Group Inc. | 4.500% | 5/2/2043 | 125 | 104 | ||
| Altria Group Inc. | 3.875% | 9/16/2046 | 425 | 313 | ||
| Altria Group Inc. | 5.950% | 2/14/2049 | 225 | 218 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Altria Group Inc. | 3.700% | 2/4/2051 | 600 | 412 | ||
| Altria Group Inc. | 6.200% | 2/14/2059 | 70 | 69 | ||
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/2036 | 1,720 | 1,675 | ||
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/2046 | 1,997 | 1,801 | ||
| Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/2036 | 100 | 98 | ||
| Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/2046 | 475 | 428 | ||
| Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/2029 | 965 | 977 | ||
| Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/2030 | 1,000 | 967 | ||
| Anheuser-Busch InBev Worldwide Inc. | 5.000% | 6/15/2034 | 175 | 177 | ||
| Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/2039 | 250 | 314 | ||
| Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/2039 | 375 | 381 | ||
| Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/2042 | 325 | 303 | ||
| Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/2048 | 1,051 | 880 | ||
| Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/2049 | 600 | 582 | ||
| Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/2059 | 405 | 406 | ||
| Archer-Daniels-Midland Co. | 5.935% | 10/1/2032 | 80 | 86 | ||
| Archer-Daniels-Midland Co. | 5.375% | 9/15/2035 | 95 | 98 | ||
| Archer-Daniels-Midland Co. | 3.750% | 9/15/2047 | 50 | 38 | ||
| Archer-Daniels-Midland Co. | 2.700% | 9/15/2051 | 200 | 120 | ||
| BAT Capital Corp. | 4.700% | 4/2/2027 | 330 | 331 | ||
| BAT Capital Corp. | 3.557% | 8/15/2027 | 231 | 229 | ||
| BAT Capital Corp. | 2.259% | 3/25/2028 | 500 | 480 | ||
| BAT Capital Corp. | 3.462% | 9/6/2029 | 100 | 97 | ||
| BAT Capital Corp. | 4.906% | 4/2/2030 | 175 | 177 | ||
| BAT Capital Corp. | 6.343% | 8/2/2030 | 200 | 213 | ||
| BAT Capital Corp. | 5.834% | 2/20/2031 | 200 | 209 | ||
| BAT Capital Corp. | 2.726% | 3/25/2031 | 500 | 457 | ||
| BAT Capital Corp. | 5.350% | 8/15/2032 | 273 | 280 | ||
| BAT Capital Corp. | 7.750% | 10/19/2032 | 100 | 115 | ||
| BAT Capital Corp. | 4.625% | 3/22/2033 | 325 | 318 | ||
| BAT Capital Corp. | 6.421% | 8/2/2033 | 200 | 217 | ||
| BAT Capital Corp. | 6.000% | 2/20/2034 | 200 | 211 | ||
| BAT Capital Corp. | 5.625% | 8/15/2035 | 294 | 303 | ||
| BAT Capital Corp. | 4.390% | 8/15/2037 | 525 | 477 | ||
| BAT Capital Corp. | 4.540% | 8/15/2047 | 383 | 310 | ||
| BAT Capital Corp. | 4.758% | 9/6/2049 | 375 | 310 | ||
| BAT Capital Corp. | 5.282% | 4/2/2050 | 200 | 177 | ||
| BAT Capital Corp. | 5.650% | 3/16/2052 | 200 | 185 | ||
| BAT Capital Corp. | 7.081% | 8/2/2053 | 175 | 194 | ||
| BAT International Finance plc | 4.448% | 3/16/2028 | 500 | 500 | ||
| BAT International Finance plc | 5.931% | 2/2/2029 | 400 | 415 | ||
| Brown-Forman Corp. | 4.750% | 4/15/2033 | 200 | 198 | ||
| Brown-Forman Corp. | 4.500% | 7/15/2045 | 100 | 84 | ||
| Bunge Ltd. Finance Corp | 4.800% | 3/19/2033 | 83 | 82 | ||
| Bunge Ltd. Finance Corp | 5.150% | 3/19/2036 | 83 | 82 | ||
| Bunge Ltd. Finance Corp. | 3.750% | 9/25/2027 | 200 | 198 | ||
| Bunge Ltd. Finance Corp. | 4.100% | 1/7/2028 | 70 | 70 | ||
| Bunge Ltd. Finance Corp. | 2.750% | 5/14/2031 | 350 | 319 | ||
| Bunge Ltd. Finance Corp. | 4.650% | 9/17/2034 | 150 | 145 | ||
| Bunge Ltd. Finance Corp. | 5.150% | 8/4/2035 | 125 | 125 | ||
| Campbell's Co. | 4.150% | 3/15/2028 | 175 | 173 | ||
| Campbell's Co. | 5.200% | 3/21/2029 | 100 | 101 | ||
| Campbell's Co. | 4.550% | 3/21/2031 | 227 | 220 | ||
| Campbell's Co. | 5.400% | 3/21/2034 | 175 | 170 | ||
| Campbell's Co. | 4.750% | 3/23/2035 | 150 | 138 | ||
| Campbell's Co. | 4.800% | 3/15/2048 | 135 | 106 | ||
| Campbell's Co. | 3.125% | 4/24/2050 | 100 | 60 | ||
| Campbell's Co. | 5.250% | 10/13/2054 | 75 | 62 | ||
| Church & Dwight Co. Inc. | 3.150% | 8/1/2027 | 100 | 99 | ||
| Church & Dwight Co. Inc. | 3.950% | 8/1/2047 | 75 | 59 | ||
| Church & Dwight Co. Inc. | 5.000% | 6/15/2052 | 100 | 90 | ||
| Clorox Co. | 3.100% | 10/1/2027 | 50 | 49 | ||
| Clorox Co. | 3.900% | 5/15/2028 | 50 | 50 | ||
| Clorox Co. | 4.400% | 5/1/2029 | 150 | 150 | ||
| Clorox Co. | 1.800% | 5/15/2030 | 50 | 45 | ||
| Coca-Cola Co. | 2.900% | 5/25/2027 | 559 | 552 | ||
| Coca-Cola Co. | 1.000% | 3/15/2028 | 500 | 473 | ||
| Coca-Cola Co. | 2.125% | 9/6/2029 | 125 | 117 | ||
| Coca-Cola Co. | 3.450% | 3/25/2030 | 250 | 244 | ||
| Coca-Cola Co. | 1.375% | 3/15/2031 | 100 | 87 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Coca-Cola Co. | 5.000% | 5/13/2034 | 100 | 103 | ||
| Coca-Cola Co. | 4.650% | 8/14/2034 | 130 | 131 | ||
| Coca-Cola Co. | 2.500% | 6/1/2040 | 200 | 146 | ||
| Coca-Cola Co. | 2.875% | 5/5/2041 | 500 | 377 | ||
| Coca-Cola Co. | 4.200% | 3/25/2050 | 175 | 144 | ||
| Coca-Cola Co. | 2.600% | 6/1/2050 | 550 | 333 | ||
| Coca-Cola Co. | 5.200% | 1/14/2055 | 300 | 284 | ||
| Coca-Cola Co. | 2.750% | 6/1/2060 | 300 | 172 | ||
| Coca-Cola Co. | 5.400% | 5/13/2064 | 250 | 237 | ||
| Coca-Cola Consolidated Inc. | 5.250% | 6/1/2029 | 100 | 102 | ||
| Coca-Cola Consolidated Inc. | 5.450% | 6/1/2034 | 54 | 55 | ||
| Coca-Cola Femsa SAB de CV | 2.750% | 1/22/2030 | 200 | 187 | ||
| Coca-Cola Femsa SAB de CV | 5.250% | 11/26/2043 | 150 | 143 | ||
| Colgate-Palmolive Co. | 3.100% | 8/15/2027 | 250 | 247 | ||
| Colgate-Palmolive Co. | 4.000% | 8/15/2045 | 150 | 126 | ||
| Conagra Brands Inc. | 7.000% | 10/1/2028 | 275 | 289 | ||
| Conagra Brands Inc. | 4.850% | 11/1/2028 | 250 | 250 | ||
| Conagra Brands Inc. | 5.000% | 8/1/2030 | 100 | 100 | ||
| Conagra Brands Inc. | 8.250% | 9/15/2030 | 50 | 56 | ||
| Conagra Brands Inc. | 5.750% | 8/1/2035 | 100 | 100 | ||
| Conagra Brands Inc. | 5.300% | 11/1/2038 | 200 | 186 | ||
| Conagra Brands Inc. | 5.400% | 11/1/2048 | 150 | 127 | ||
| Constellation Brands Inc. | 3.500% | 5/9/2027 | 150 | 148 | ||
| Constellation Brands Inc. | 3.600% | 2/15/2028 | 175 | 172 | ||
| Constellation Brands Inc. | 4.650% | 11/15/2028 | 75 | 75 | ||
| Constellation Brands Inc. | 3.150% | 8/1/2029 | 225 | 215 | ||
| Constellation Brands Inc. | 2.875% | 5/1/2030 | 356 | 333 | ||
| Constellation Brands Inc. | 4.800% | 5/1/2030 | 50 | 50 | ||
| Constellation Brands Inc. | 2.250% | 8/1/2031 | 275 | 243 | ||
| Constellation Brands Inc. | 4.900% | 5/1/2033 | 250 | 247 | ||
| Constellation Brands Inc. | 4.950% | 11/1/2035 | 125 | 121 | ||
| Constellation Brands Inc. | 4.500% | 5/9/2047 | 100 | 81 | ||
| Constellation Brands Inc. | 5.250% | 11/15/2048 | 100 | 90 | ||
| Constellation Brands Inc. | 3.750% | 5/1/2050 | 125 | 90 | ||
| Costco Wholesale Corp. | 1.600% | 4/20/2030 | 700 | 633 | ||
| Costco Wholesale Corp. | 1.750% | 4/20/2032 | 181 | 156 | ||
| Delhaize America LLC | 9.000% | 4/15/2031 | 100 | 118 | ||
| Diageo Capital plc | 5.300% | 10/24/2027 | 250 | 254 | ||
| Diageo Capital plc | 2.375% | 10/24/2029 | 400 | 374 | ||
| Diageo Capital plc | 2.000% | 4/29/2030 | 200 | 181 | ||
| Diageo Capital plc | 2.125% | 4/29/2032 | 200 | 172 | ||
| Diageo Capital plc | 5.875% | 9/30/2036 | 50 | 53 | ||
| Diageo Capital plc | 3.875% | 4/29/2043 | 250 | 199 | ||
| Diageo Finance plc | 5.625% | 10/5/2033 | 200 | 208 | ||
| Diageo Investment Corp. | 5.625% | 4/15/2035 | 200 | 207 | ||
| Dollar General Corp. | 4.125% | 5/1/2028 | 405 | 402 | ||
| Dollar General Corp. | 5.200% | 7/5/2028 | 200 | 202 | ||
| Dollar General Corp. | 3.500% | 4/3/2030 | 100 | 95 | ||
| Dollar General Corp. | 5.000% | 11/1/2032 | 222 | 221 | ||
| Dollar General Corp. | 5.450% | 7/5/2033 | 200 | 202 | ||
| Dollar General Corp. | 5.500% | 11/1/2052 | 100 | 93 | ||
| Dollar Tree Inc. | 4.200% | 5/15/2028 | 549 | 545 | ||
| Dollar Tree Inc. | 2.650% | 12/1/2031 | 160 | 142 | ||
| Dollar Tree Inc. | 3.375% | 12/1/2051 | 175 | 113 | ||
| Estee Lauder Cos. Inc. | 2.375% | 12/1/2029 | 125 | 116 | ||
| Estee Lauder Cos. Inc. | 5.000% | 2/14/2034 | 125 | 124 | ||
| Estee Lauder Cos. Inc. | 6.000% | 5/15/2037 | 75 | 80 | ||
| Estee Lauder Cos. Inc. | 4.375% | 6/15/2045 | 100 | 82 | ||
| Estee Lauder Cos. Inc. | 4.150% | 3/15/2047 | 100 | 77 | ||
| Estee Lauder Cos. Inc. | 3.125% | 12/1/2049 | 125 | 79 | ||
| Flowers Foods Inc. | 6.200% | 3/15/2055 | 100 | 81 | ||
| Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/2043 | 100 | 86 | ||
| General Mills Inc. | 4.200% | 4/17/2028 | 375 | 373 | ||
| General Mills Inc. | 4.875% | 1/30/2030 | 200 | 201 | ||
| General Mills Inc. | 2.875% | 4/15/2030 | 150 | 140 | ||
| General Mills Inc. | 2.250% | 10/14/2031 | 250 | 219 | ||
| General Mills Inc. | 4.950% | 3/29/2033 | 200 | 198 | ||
| General Mills Inc. | 5.250% | 1/30/2035 | 150 | 148 | ||
| General Mills Inc. | 5.400% | 6/15/2040 | 100 | 96 | ||
| General Mills Inc. | 3.000% | 2/1/2051 | 50 | 31 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Haleon US Capital LLC | 3.375% | 3/24/2029 | 250 | 243 | ||
| Haleon US Capital LLC | 3.625% | 3/24/2032 | 700 | 659 | ||
| Hershey Co. | 4.550% | 2/24/2028 | 133 | 134 | ||
| Hershey Co. | 2.450% | 11/15/2029 | 130 | 122 | ||
| Hershey Co. | 4.500% | 5/4/2033 | 100 | 100 | ||
| Hershey Co. | 3.125% | 11/15/2049 | 150 | 101 | ||
| Hormel Foods Corp. | 1.800% | 6/11/2030 | 200 | 180 | ||
| Hormel Foods Corp. | 3.050% | 6/3/2051 | 200 | 128 | ||
| Ingredion Inc. | 2.900% | 6/1/2030 | 175 | 164 | ||
| J M Smucker Co. | 3.375% | 12/15/2027 | 150 | 148 | ||
| J M Smucker Co. | 5.900% | 11/15/2028 | 75 | 78 | ||
| J M Smucker Co. | 2.375% | 3/15/2030 | 100 | 92 | ||
| J M Smucker Co. | 2.125% | 3/15/2032 | 31 | 27 | ||
| J M Smucker Co. | 6.200% | 11/15/2033 | 200 | 212 | ||
| J M Smucker Co. | 4.250% | 3/15/2035 | 100 | 92 | ||
| J M Smucker Co. | 4.375% | 3/15/2045 | 125 | 102 | ||
| J M Smucker Co. | 6.500% | 11/15/2053 | 200 | 208 | ||
| JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 5.750% | 4/1/2033 | 634 | 654 | ||
| JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 6.750% | 3/15/2034 | 259 | 284 | ||
| JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 5.950% | 4/20/2035 | 175 | 182 | ||
| JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 5.500% | 1/15/2036 | 425 | 425 | ||
| 4,6 | JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 5.625% | 3/10/2037 | 200 | 200 | |
| JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 4.375% | 2/2/2052 | 400 | 304 | ||
| JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 6.500% | 12/1/2052 | 300 | 303 | ||
| JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 7.250% | 11/15/2053 | 222 | 244 | ||
| JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 6.375% | 2/25/2055 | 150 | 149 | ||
| JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 6.250% | 3/1/2056 | 250 | 245 | ||
| 4,6 | JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 6.400% | 5/10/2057 | 175 | 174 | |
| JBS NV / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. Holdings | 6.375% | 4/15/2066 | 225 | 220 | ||
| Kellanova | 3.400% | 11/15/2027 | 125 | 123 | ||
| Kellanova | 4.300% | 5/15/2028 | 100 | 100 | ||
| Kellanova | 5.750% | 5/16/2054 | 100 | 97 | ||
| Kenvue Inc. | 5.050% | 3/22/2028 | 200 | 203 | ||
| Kenvue Inc. | 4.850% | 5/22/2032 | 200 | 202 | ||
| Kenvue Inc. | 4.900% | 3/22/2033 | 200 | 202 | ||
| Kenvue Inc. | 5.050% | 3/22/2053 | 425 | 384 | ||
| Kenvue Inc. | 5.200% | 3/22/2063 | 150 | 134 | ||
| Keurig Dr Pepper Inc. | 3.430% | 6/15/2027 | 100 | 99 | ||
| Keurig Dr Pepper Inc. | 5.050% | 3/15/2029 | 200 | 202 | ||
| Keurig Dr Pepper Inc. | 3.950% | 4/15/2029 | 175 | 171 | ||
| Keurig Dr Pepper Inc. | 3.200% | 5/1/2030 | 150 | 141 | ||
| Keurig Dr Pepper Inc. | 2.250% | 3/15/2031 | 200 | 177 | ||
| Keurig Dr Pepper Inc. | 5.200% | 3/15/2031 | 100 | 101 | ||
| Keurig Dr Pepper Inc. | 4.050% | 4/15/2032 | 150 | 142 | ||
| Keurig Dr Pepper Inc. | 5.300% | 3/15/2034 | 200 | 198 | ||
| Keurig Dr Pepper Inc. | 5.150% | 5/15/2035 | 400 | 390 | ||
| Keurig Dr Pepper Inc. | 4.500% | 11/15/2045 | 200 | 162 | ||
| Keurig Dr Pepper Inc. | 3.800% | 5/1/2050 | 150 | 105 | ||
| Keurig Dr Pepper Inc. | 4.500% | 4/15/2052 | 200 | 155 | ||
| Kimberly-Clark Corp. | 1.050% | 9/15/2027 | 500 | 479 | ||
| Kimberly-Clark Corp. | 3.950% | 11/1/2028 | 50 | 50 | ||
| Kimberly-Clark Corp. | 3.200% | 4/25/2029 | 150 | 146 | ||
| Kimberly-Clark Corp. | 3.100% | 3/26/2030 | 155 | 148 | ||
| Kimberly-Clark Corp. | 2.000% | 11/2/2031 | 250 | 222 | ||
| Kimberly-Clark Corp. | 6.625% | 8/1/2037 | 250 | 283 | ||
| Kimberly-Clark Corp. | 5.300% | 3/1/2041 | 25 | 25 | ||
| Kimberly-Clark Corp. | 3.200% | 7/30/2046 | 175 | 122 | ||
| Koninklijke Ahold Delhaize NV | 5.700% | 10/1/2040 | 37 | 37 | ||
| Kraft Heinz Foods Co. | 3.875% | 5/15/2027 | 250 | 248 | ||
| Kraft Heinz Foods Co. | 3.750% | 4/1/2030 | 200 | 194 | ||
| Kraft Heinz Foods Co. | 4.250% | 3/1/2031 | 200 | 196 | ||
| Kraft Heinz Foods Co. | 6.875% | 1/26/2039 | 100 | 108 | ||
| Kraft Heinz Foods Co. | 5.000% | 6/4/2042 | 250 | 220 | ||
| Kraft Heinz Foods Co. | 5.200% | 7/15/2045 | 550 | 480 | ||
| Kraft Heinz Foods Co. | 4.375% | 6/1/2046 | 700 | 546 | ||
| Kraft Heinz Foods Co. | 4.875% | 10/1/2049 | 300 | 245 | ||
| Kraft Heinz Foods Co. | 5.500% | 6/1/2050 | 100 | 89 | ||
| Kroger Co. | 3.700% | 8/1/2027 | 100 | 99 | ||
| Kroger Co. | 7.700% | 6/1/2029 | 50 | 54 | ||
| Kroger Co. | 8.000% | 9/15/2029 | 125 | 139 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Kroger Co. | 2.200% | 5/1/2030 | 100 | 91 | ||
| Kroger Co. | 7.500% | 4/1/2031 | 100 | 113 | ||
| Kroger Co. | 5.000% | 9/15/2034 | 375 | 370 | ||
| Kroger Co. | 5.400% | 7/15/2040 | 50 | 49 | ||
| Kroger Co. | 5.000% | 4/15/2042 | 125 | 115 | ||
| Kroger Co. | 5.150% | 8/1/2043 | 100 | 93 | ||
| Kroger Co. | 4.450% | 2/1/2047 | 200 | 164 | ||
| Kroger Co. | 4.650% | 1/15/2048 | 225 | 188 | ||
| Kroger Co. | 5.400% | 1/15/2049 | 150 | 139 | ||
| Kroger Co. | 3.950% | 1/15/2050 | 150 | 112 | ||
| Kroger Co. | 5.500% | 9/15/2054 | 381 | 354 | ||
| Kroger Co. | 5.650% | 9/15/2064 | 260 | 242 | ||
| 6 | Maple Parent Holdings Corp. | 4.750% | 3/26/2029 | 44 | 44 | |
| McCormick & Co. Inc. | 3.400% | 8/15/2027 | 150 | 148 | ||
| McCormick & Co. Inc. | 4.150% | 2/15/2029 | 100 | 99 | ||
| McCormick & Co. Inc. | 2.500% | 4/15/2030 | 250 | 230 | ||
| McCormick & Co. Inc. | 4.950% | 4/15/2033 | 175 | 173 | ||
| McCormick & Co. Inc. | 4.700% | 10/15/2034 | 100 | 95 | ||
| Molson Coors Beverage Co. | 5.000% | 5/1/2042 | 100 | 90 | ||
| Molson Coors Beverage Co. | 4.200% | 7/15/2046 | 375 | 293 | ||
| Mondelez International Inc. | 4.250% | 5/6/2028 | 150 | 150 | ||
| Mondelez International Inc. | 4.750% | 2/20/2029 | 100 | 101 | ||
| Mondelez International Inc. | 2.750% | 4/13/2030 | 115 | 107 | ||
| Mondelez International Inc. | 1.875% | 10/15/2032 | 300 | 255 | ||
| Mondelez International Inc. | 5.125% | 5/6/2035 | 325 | 326 | ||
| Mondelez International Inc. | 2.625% | 9/4/2050 | 250 | 146 | ||
| PepsiCo Inc. | 3.000% | 10/15/2027 | 325 | 320 | ||
| PepsiCo Inc. | 4.450% | 2/7/2028 | 175 | 176 | ||
| PepsiCo Inc. | 4.450% | 5/15/2028 | 200 | 202 | ||
| PepsiCo Inc. | 4.100% | 1/15/2029 | 250 | 250 | ||
| PepsiCo Inc. | 2.625% | 7/29/2029 | 200 | 190 | ||
| PepsiCo Inc. | 2.750% | 3/19/2030 | 345 | 326 | ||
| PepsiCo Inc. | 1.625% | 5/1/2030 | 700 | 631 | ||
| PepsiCo Inc. | 4.300% | 7/23/2030 | 150 | 150 | ||
| PepsiCo Inc. | 1.400% | 2/25/2031 | 200 | 174 | ||
| PepsiCo Inc. | 4.650% | 7/23/2032 | 175 | 176 | ||
| PepsiCo Inc. | 5.000% | 7/23/2035 | 875 | 884 | ||
| PepsiCo Inc. | 3.500% | 3/19/2040 | 175 | 145 | ||
| PepsiCo Inc. | 2.625% | 10/21/2041 | 450 | 322 | ||
| PepsiCo Inc. | 3.600% | 8/13/2042 | 100 | 80 | ||
| PepsiCo Inc. | 4.450% | 4/14/2046 | 300 | 260 | ||
| PepsiCo Inc. | 3.450% | 10/6/2046 | 300 | 222 | ||
| PepsiCo Inc. | 4.000% | 5/2/2047 | 100 | 80 | ||
| PepsiCo Inc. | 3.375% | 7/29/2049 | 240 | 170 | ||
| PepsiCo Inc. | 2.875% | 10/15/2049 | 325 | 209 | ||
| PepsiCo Inc. | 2.750% | 10/21/2051 | 50 | 31 | ||
| PepsiCo Inc. | 3.875% | 3/19/2060 | 150 | 112 | ||
| Philip Morris International Inc. | 4.375% | 11/1/2027 | 125 | 125 | ||
| Philip Morris International Inc. | 5.125% | 11/17/2027 | 200 | 203 | ||
| Philip Morris International Inc. | 3.125% | 3/2/2028 | 100 | 98 | ||
| Philip Morris International Inc. | 4.125% | 4/28/2028 | 200 | 200 | ||
| Philip Morris International Inc. | 3.875% | 10/27/2028 | 150 | 149 | ||
| Philip Morris International Inc. | 4.875% | 2/13/2029 | 200 | 203 | ||
| Philip Morris International Inc. | 3.375% | 8/15/2029 | 250 | 242 | ||
| Philip Morris International Inc. | 4.625% | 11/1/2029 | 200 | 202 | ||
| Philip Morris International Inc. | 5.625% | 11/17/2029 | 200 | 208 | ||
| Philip Morris International Inc. | 5.125% | 2/15/2030 | 200 | 204 | ||
| Philip Morris International Inc. | 4.375% | 4/30/2030 | 200 | 199 | ||
| Philip Morris International Inc. | 2.100% | 5/1/2030 | 150 | 137 | ||
| Philip Morris International Inc. | 5.500% | 9/7/2030 | 244 | 253 | ||
| Philip Morris International Inc. | 4.000% | 10/29/2030 | 234 | 229 | ||
| Philip Morris International Inc. | 1.750% | 11/1/2030 | 425 | 376 | ||
| Philip Morris International Inc. | 5.125% | 2/13/2031 | 225 | 230 | ||
| Philip Morris International Inc. | 4.750% | 11/1/2031 | 200 | 201 | ||
| Philip Morris International Inc. | 4.250% | 10/29/2032 | 430 | 417 | ||
| Philip Morris International Inc. | 5.750% | 11/17/2032 | 700 | 736 | ||
| Philip Morris International Inc. | 5.375% | 2/15/2033 | 200 | 206 | ||
| Philip Morris International Inc. | 5.625% | 9/7/2033 | 189 | 197 | ||
| Philip Morris International Inc. | 5.250% | 2/13/2034 | 400 | 408 | ||
| Philip Morris International Inc. | 4.900% | 11/1/2034 | 50 | 50 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Philip Morris International Inc. | 4.875% | 4/30/2035 | 200 | 197 | ||
| Philip Morris International Inc. | 4.625% | 10/29/2035 | 183 | 176 | ||
| Philip Morris International Inc. | 6.375% | 5/16/2038 | 200 | 218 | ||
| Philip Morris International Inc. | 4.375% | 11/15/2041 | 500 | 434 | ||
| Philip Morris International Inc. | 4.500% | 3/20/2042 | 125 | 109 | ||
| Philip Morris International Inc. | 3.875% | 8/21/2042 | 25 | 20 | ||
| Philip Morris International Inc. | 4.125% | 3/4/2043 | 150 | 124 | ||
| Pilgrim's Pride Corp. | 4.250% | 4/15/2031 | 300 | 287 | ||
| Pilgrim's Pride Corp. | 3.500% | 3/1/2032 | 200 | 182 | ||
| Pilgrim's Pride Corp. | 6.250% | 7/1/2033 | 175 | 183 | ||
| Procter & Gamble Co. | 3.000% | 3/25/2030 | 500 | 479 | ||
| Procter & Gamble Co. | 4.050% | 5/1/2030 | 100 | 100 | ||
| Procter & Gamble Co. | 1.200% | 10/29/2030 | 300 | 263 | ||
| Procter & Gamble Co. | 4.100% | 11/3/2032 | 250 | 246 | ||
| Procter & Gamble Co. | 4.550% | 1/29/2034 | 200 | 200 | ||
| Procter & Gamble Co. | 4.600% | 5/1/2035 | 100 | 100 | ||
| Procter & Gamble Co. | 4.350% | 11/3/2035 | 250 | 242 | ||
| Procter & Gamble Co. | 5.550% | 3/5/2037 | 150 | 159 | ||
| Procter & Gamble Co. | 3.550% | 3/25/2040 | 100 | 85 | ||
| Reynolds American Inc. | 5.700% | 8/15/2035 | 175 | 180 | ||
| Reynolds American Inc. | 7.250% | 6/15/2037 | 100 | 114 | ||
| Reynolds American Inc. | 6.150% | 9/15/2043 | 75 | 75 | ||
| Reynolds American Inc. | 5.850% | 8/15/2045 | 650 | 629 | ||
| Sysco Corp. | 3.250% | 7/15/2027 | 175 | 172 | ||
| Sysco Corp. | 5.750% | 1/17/2029 | 100 | 103 | ||
| Sysco Corp. | 2.400% | 2/15/2030 | 100 | 92 | ||
| Sysco Corp. | 5.950% | 4/1/2030 | 166 | 172 | ||
| Sysco Corp. | 4.400% | 7/25/2031 | 150 | 145 | ||
| Sysco Corp. | 6.000% | 1/17/2034 | 100 | 104 | ||
| Sysco Corp. | 4.950% | 3/25/2036 | 167 | 159 | ||
| Sysco Corp. | 6.600% | 4/1/2040 | 175 | 186 | ||
| Sysco Corp. | 4.500% | 4/1/2046 | 200 | 162 | ||
| Sysco Corp. | 4.450% | 3/15/2048 | 100 | 79 | ||
| Sysco Corp. | 6.600% | 4/1/2050 | 100 | 103 | ||
| Sysco Corp. | 3.150% | 12/14/2051 | 250 | 154 | ||
| Target Corp. | 4.350% | 6/15/2028 | 94 | 94 | ||
| Target Corp. | 3.375% | 4/15/2029 | 200 | 195 | ||
| Target Corp. | 2.650% | 9/15/2030 | 250 | 233 | ||
| Target Corp. | 4.500% | 9/15/2034 | 254 | 247 | ||
| Target Corp. | 5.000% | 4/15/2035 | 239 | 240 | ||
| Target Corp. | 5.250% | 2/15/2036 | 200 | 202 | ||
| Target Corp. | 6.500% | 10/15/2037 | 103 | 115 | ||
| Target Corp. | 7.000% | 1/15/2038 | 125 | 145 | ||
| Target Corp. | 4.000% | 7/1/2042 | 522 | 433 | ||
| Target Corp. | 3.625% | 4/15/2046 | 52 | 39 | ||
| Target Corp. | 3.900% | 11/15/2047 | 300 | 234 | ||
| Tyson Foods Inc. | 3.550% | 6/2/2027 | 275 | 272 | ||
| Tyson Foods Inc. | 4.350% | 3/1/2029 | 280 | 279 | ||
| Tyson Foods Inc. | 5.700% | 3/15/2034 | 250 | 259 | ||
| Tyson Foods Inc. | 5.150% | 8/15/2044 | 200 | 185 | ||
| Tyson Foods Inc. | 4.550% | 6/2/2047 | 100 | 84 | ||
| Tyson Foods Inc. | 5.100% | 9/28/2048 | 262 | 236 | ||
| Unilever Capital Corp. | 2.900% | 5/5/2027 | 175 | 173 | ||
| Unilever Capital Corp. | 4.250% | 8/12/2027 | 150 | 150 | ||
| Unilever Capital Corp. | 4.875% | 9/8/2028 | 200 | 203 | ||
| Unilever Capital Corp. | 1.375% | 9/14/2030 | 300 | 265 | ||
| Unilever Capital Corp. | 1.750% | 8/12/2031 | 500 | 438 | ||
| Unilever Capital Corp. | 5.900% | 11/15/2032 | 200 | 216 | ||
| Unilever Capital Corp. | 5.000% | 12/8/2033 | 200 | 204 | ||
| Unilever Capital Corp. | 4.625% | 8/12/2034 | 200 | 198 | ||
| Walmart Inc. | 4.100% | 4/28/2027 | 225 | 226 | ||
| Walmart Inc. | 3.250% | 7/8/2029 | 250 | 244 | ||
| Walmart Inc. | 2.375% | 9/24/2029 | 425 | 402 | ||
| Walmart Inc. | 4.150% | 9/9/2032 | 250 | 249 | ||
| Walmart Inc. | 4.900% | 4/28/2035 | 150 | 152 | ||
| Walmart Inc. | 5.250% | 9/1/2035 | 192 | 200 | ||
| Walmart Inc. | 6.200% | 4/15/2038 | 315 | 351 | ||
| Walmart Inc. | 3.950% | 6/28/2038 | 275 | 254 | ||
| Walmart Inc. | 5.000% | 10/25/2040 | 100 | 101 | ||
| Walmart Inc. | 2.500% | 9/22/2041 | 300 | 215 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Walmart Inc. | 4.000% | 4/11/2043 | 274 | 234 | ||
| Walmart Inc. | 3.625% | 12/15/2047 | 265 | 204 | ||
| Walmart Inc. | 4.050% | 6/29/2048 | 625 | 511 | ||
| Walmart Inc. | 4.500% | 9/9/2052 | 200 | 173 | ||
| 78,690 | ||||||
| Energy (1.9%) | ||||||
| APA Corp. | 6.100% | 2/15/2035 | 100 | 103 | ||
| APA Corp. | 6.750% | 2/15/2055 | 175 | 176 | ||
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/2027 | 200 | 197 | ||
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 4.050% | 3/11/2029 | 100 | 99 | ||
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/2029 | 250 | 240 | ||
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 4.350% | 6/15/2031 | 129 | 127 | ||
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 4.650% | 6/15/2033 | 115 | 113 | ||
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 5.000% | 6/15/2036 | 644 | 632 | ||
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 5.850% | 6/15/2056 | 220 | 215 | ||
| Boardwalk Pipelines LP | 4.450% | 7/15/2027 | 100 | 100 | ||
| Boardwalk Pipelines LP | 5.625% | 8/1/2034 | 235 | 241 | ||
| Boardwalk Pipelines LP | 5.375% | 2/15/2036 | 200 | 197 | ||
| BP Capital Markets America Inc. | 5.017% | 11/17/2027 | 300 | 304 | ||
| BP Capital Markets America Inc. | 4.234% | 11/6/2028 | 345 | 345 | ||
| BP Capital Markets America Inc. | 4.699% | 4/10/2029 | 100 | 101 | ||
| BP Capital Markets America Inc. | 4.970% | 10/17/2029 | 200 | 204 | ||
| BP Capital Markets America Inc. | 4.868% | 11/25/2029 | 400 | 407 | ||
| BP Capital Markets America Inc. | 3.633% | 4/6/2030 | 350 | 341 | ||
| BP Capital Markets America Inc. | 2.721% | 1/12/2032 | 200 | 181 | ||
| BP Capital Markets America Inc. | 4.812% | 2/13/2033 | 400 | 401 | ||
| BP Capital Markets America Inc. | 4.893% | 9/11/2033 | 535 | 538 | ||
| BP Capital Markets America Inc. | 4.989% | 4/10/2034 | 200 | 201 | ||
| BP Capital Markets America Inc. | 5.227% | 11/17/2034 | 350 | 357 | ||
| BP Capital Markets America Inc. | 3.060% | 6/17/2041 | 230 | 173 | ||
| BP Capital Markets America Inc. | 3.000% | 2/24/2050 | 450 | 290 | ||
| BP Capital Markets America Inc. | 2.772% | 11/10/2050 | 250 | 153 | ||
| BP Capital Markets America Inc. | 2.939% | 6/4/2051 | 500 | 315 | ||
| BP Capital Markets America Inc. | 3.001% | 3/17/2052 | 200 | 127 | ||
| BP Capital Markets America Inc. | 3.379% | 2/8/2061 | 1,175 | 759 | ||
| BP Capital Markets plc | 3.279% | 9/19/2027 | 200 | 198 | ||
| Canadian Natural Resources Ltd. | 3.850% | 6/1/2027 | 500 | 497 | ||
| Canadian Natural Resources Ltd. | 5.000% | 12/15/2029 | 50 | 51 | ||
| Canadian Natural Resources Ltd. | 2.950% | 7/15/2030 | 100 | 94 | ||
| Canadian Natural Resources Ltd. | 7.200% | 1/15/2032 | 100 | 111 | ||
| Canadian Natural Resources Ltd. | 6.450% | 6/30/2033 | 125 | 134 | ||
| Canadian Natural Resources Ltd. | 5.400% | 12/15/2034 | 50 | 51 | ||
| Canadian Natural Resources Ltd. | 5.850% | 2/1/2035 | 100 | 104 | ||
| Canadian Natural Resources Ltd. | 6.250% | 3/15/2038 | 300 | 316 | ||
| Canadian Natural Resources Ltd. | 4.950% | 6/1/2047 | 140 | 122 | ||
| Cenovus Energy Inc. | 4.650% | 3/20/2031 | 100 | 99 | ||
| Cenovus Energy Inc. | 2.650% | 1/15/2032 | 100 | 89 | ||
| Cenovus Energy Inc. | 5.400% | 3/20/2036 | 150 | 149 | ||
| Cenovus Energy Inc. | 5.250% | 6/15/2037 | 38 | 37 | ||
| Cenovus Energy Inc. | 6.750% | 11/15/2039 | 39 | 42 | ||
| Cenovus Energy Inc. | 5.400% | 6/15/2047 | 119 | 108 | ||
| Cenovus Energy Inc. | 3.750% | 2/15/2052 | 150 | 105 | ||
| Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/2029 | 285 | 277 | ||
| Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/2039 | 100 | 85 | ||
| Cheniere Energy Inc. | 4.625% | 10/15/2028 | 252 | 251 | ||
| Cheniere Energy Inc. | 5.650% | 4/15/2034 | 265 | 273 | ||
| 6 | Cheniere Energy Inc. | 5.200% | 7/30/2036 | 143 | 141 | |
| 6 | Cheniere Energy Inc. | 6.000% | 7/30/2056 | 175 | 174 | |
| Cheniere Energy Partners LP | 4.500% | 10/1/2029 | 275 | 273 | ||
| Cheniere Energy Partners LP | 4.000% | 3/1/2031 | 791 | 759 | ||
| Cheniere Energy Partners LP | 3.250% | 1/31/2032 | 350 | 319 | ||
| Cheniere Energy Partners LP | 5.950% | 6/30/2033 | 47 | 49 | ||
| Cheniere Energy Partners LP | 5.750% | 8/15/2034 | 100 | 103 | ||
| Cheniere Energy Partners LP | 5.550% | 10/30/2035 | 600 | 610 | ||
| Chevron Corp. | 2.236% | 5/11/2030 | 500 | 462 | ||
| Chevron USA Inc. | 1.018% | 8/12/2027 | 500 | 480 | ||
| Chevron USA Inc. | 3.950% | 8/13/2027 | 317 | 317 | ||
| Chevron USA Inc. | 4.475% | 2/26/2028 | 200 | 202 | ||
| Chevron USA Inc. | 4.050% | 8/13/2028 | 532 | 532 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Chevron USA Inc. | 4.687% | 4/15/2030 | 150 | 152 | ||
| Chevron USA Inc. | 4.300% | 10/15/2030 | 170 | 170 | ||
| Chevron USA Inc. | 4.819% | 4/15/2032 | 150 | 153 | ||
| Chevron USA Inc. | 4.500% | 10/15/2032 | 443 | 444 | ||
| Chevron USA Inc. | 4.980% | 4/15/2035 | 117 | 119 | ||
| Chevron USA Inc. | 4.850% | 10/15/2035 | 400 | 401 | ||
| Chevron USA Inc. | 2.343% | 8/12/2050 | 200 | 115 | ||
| CNOOC Finance 2013 Ltd. | 4.250% | 5/9/2043 | 200 | 182 | ||
| CNOOC Finance 2013 Ltd. | 3.300% | 9/30/2049 | 200 | 152 | ||
| CNOOC Finance 2015 USA LLC | 4.375% | 5/2/2028 | 200 | 201 | ||
| CNOOC Petroleum North America ULC | 5.875% | 3/10/2035 | 200 | 219 | ||
| CNOOC Petroleum North America ULC | 6.400% | 5/15/2037 | 225 | 260 | ||
| Columbia Pipeline Group Inc. | 5.800% | 6/1/2045 | 100 | 98 | ||
| ConocoPhillips | 4.875% | 10/1/2047 | 285 | 251 | ||
| ConocoPhillips Co. | 4.700% | 1/15/2030 | 225 | 227 | ||
| ConocoPhillips Co. | 4.850% | 1/15/2032 | 200 | 203 | ||
| ConocoPhillips Co. | 5.050% | 9/15/2033 | 200 | 204 | ||
| ConocoPhillips Co. | 5.000% | 1/15/2035 | 225 | 226 | ||
| ConocoPhillips Co. | 3.758% | 3/15/2042 | 88 | 71 | ||
| ConocoPhillips Co. | 4.300% | 11/15/2044 | 275 | 231 | ||
| ConocoPhillips Co. | 3.800% | 3/15/2052 | 190 | 139 | ||
| ConocoPhillips Co. | 5.300% | 5/15/2053 | 478 | 442 | ||
| ConocoPhillips Co. | 5.550% | 3/15/2054 | 175 | 168 | ||
| ConocoPhillips Co. | 5.500% | 1/15/2055 | 325 | 310 | ||
| ConocoPhillips Co. | 4.025% | 3/15/2062 | 200 | 144 | ||
| ConocoPhillips Co. | 5.700% | 9/15/2063 | 125 | 120 | ||
| ConocoPhillips Co. | 5.650% | 1/15/2065 | 200 | 191 | ||
| Continental Resources Inc. | 4.375% | 1/15/2028 | 200 | 198 | ||
| Continental Resources Inc. | 4.900% | 6/1/2044 | 125 | 99 | ||
| Coterra Energy Inc. | 3.900% | 5/15/2027 | 200 | 199 | ||
| Coterra Energy Inc. | 5.600% | 3/15/2034 | 105 | 107 | ||
| Coterra Energy Inc. | 5.400% | 2/15/2035 | 310 | 311 | ||
| Coterra Energy Inc. | 5.900% | 2/15/2055 | 50 | 48 | ||
| DCP Midstream Operating LP | 5.625% | 7/15/2027 | 75 | 76 | ||
| DCP Midstream Operating LP | 3.250% | 2/15/2032 | 181 | 165 | ||
| DCP Midstream Operating LP | 5.600% | 4/1/2044 | 40 | 38 | ||
| Devon Energy Corp. | 5.250% | 10/15/2027 | 100 | 100 | ||
| Devon Energy Corp. | 5.875% | 6/15/2028 | 130 | 130 | ||
| Devon Energy Corp. | 4.500% | 1/15/2030 | 130 | 130 | ||
| Devon Energy Corp. | 7.875% | 9/30/2031 | 160 | 184 | ||
| Devon Energy Corp. | 7.950% | 4/15/2032 | 163 | 187 | ||
| Devon Energy Corp. | 4.750% | 5/15/2042 | 130 | 114 | ||
| Devon Energy Corp. | 5.000% | 6/15/2045 | 150 | 132 | ||
| Diamondback Energy Inc. | 5.200% | 4/18/2027 | 150 | 151 | ||
| Diamondback Energy Inc. | 3.500% | 12/1/2029 | 200 | 193 | ||
| Diamondback Energy Inc. | 5.150% | 1/30/2030 | 150 | 153 | ||
| Diamondback Energy Inc. | 6.250% | 3/15/2033 | 190 | 203 | ||
| Diamondback Energy Inc. | 5.400% | 4/18/2034 | 230 | 234 | ||
| Diamondback Energy Inc. | 5.550% | 4/1/2035 | 180 | 184 | ||
| Diamondback Energy Inc. | 4.400% | 3/24/2051 | 200 | 160 | ||
| Diamondback Energy Inc. | 4.250% | 3/15/2052 | 100 | 77 | ||
| Diamondback Energy Inc. | 6.250% | 3/15/2053 | 200 | 202 | ||
| Diamondback Energy Inc. | 5.750% | 4/18/2054 | 265 | 251 | ||
| Diamondback Energy Inc. | 5.900% | 4/18/2064 | 175 | 166 | ||
| Eastern Energy Gas Holdings LLC | 5.800% | 1/15/2035 | 100 | 104 | ||
| Eastern Energy Gas Holdings LLC | 5.650% | 10/15/2054 | 100 | 94 | ||
| Eastern Energy Gas Holdings LLC | 6.200% | 1/15/2055 | 100 | 102 | ||
| Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/2029 | 100 | 95 | ||
| Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/2044 | 125 | 106 | ||
| Enbridge Energy Partners LP | 7.500% | 4/15/2038 | 150 | 174 | ||
| Enbridge Energy Partners LP | 5.500% | 9/15/2040 | 125 | 122 | ||
| Enbridge Inc. | 5.250% | 4/5/2027 | 200 | 202 | ||
| Enbridge Inc. | 3.700% | 7/15/2027 | 150 | 149 | ||
| Enbridge Inc. | 4.600% | 6/20/2028 | 75 | 75 | ||
| Enbridge Inc. | 6.000% | 11/15/2028 | 125 | 130 | ||
| Enbridge Inc. | 4.200% | 11/20/2028 | 150 | 149 | ||
| Enbridge Inc. | 5.300% | 4/5/2029 | 200 | 204 | ||
| Enbridge Inc. | 3.125% | 11/15/2029 | 200 | 191 | ||
| Enbridge Inc. | 4.900% | 6/20/2030 | 100 | 101 | ||
| Enbridge Inc. | 6.200% | 11/15/2030 | 525 | 557 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Enbridge Inc. | 4.500% | 2/15/2031 | 189 | 187 | ||
| Enbridge Inc. | 5.700% | 3/8/2033 | 400 | 415 | ||
| Enbridge Inc. | 2.500% | 8/1/2033 | 200 | 170 | ||
| Enbridge Inc. | 5.625% | 4/5/2034 | 100 | 103 | ||
| Enbridge Inc. | 5.550% | 6/20/2035 | 65 | 66 | ||
| Enbridge Inc. | 5.200% | 11/20/2035 | 112 | 111 | ||
| Enbridge Inc. | 5.450% | 3/27/2036 | 1,050 | 1,060 | ||
| Enbridge Inc. | 4.500% | 6/10/2044 | 100 | 83 | ||
| Enbridge Inc. | 5.500% | 12/1/2046 | 135 | 129 | ||
| Enbridge Inc. | 3.400% | 8/1/2051 | 200 | 134 | ||
| Enbridge Inc. | 6.700% | 11/15/2053 | 165 | 179 | ||
| Enbridge Inc. | 5.950% | 4/5/2054 | 250 | 248 | ||
| Enbridge Inc. | 7.200% | 6/27/2054 | 120 | 126 | ||
| Enbridge Inc. | 7.375% | 3/15/2055 | 50 | 52 | ||
| Energy Transfer LP | 5.500% | 6/1/2027 | 300 | 303 | ||
| Energy Transfer LP | 5.550% | 2/15/2028 | 950 | 968 | ||
| Energy Transfer LP | 4.950% | 5/15/2028 | 200 | 202 | ||
| Energy Transfer LP | 5.250% | 4/15/2029 | 425 | 433 | ||
| Energy Transfer LP | 5.250% | 7/1/2029 | 73 | 75 | ||
| Energy Transfer LP | 5.200% | 4/1/2030 | 32 | 33 | ||
| Energy Transfer LP | 3.750% | 5/15/2030 | 250 | 242 | ||
| Energy Transfer LP | 4.550% | 1/15/2031 | 265 | 263 | ||
| Energy Transfer LP | 5.750% | 2/15/2033 | 200 | 208 | ||
| Energy Transfer LP | 6.550% | 12/1/2033 | 600 | 648 | ||
| Energy Transfer LP | 5.550% | 5/15/2034 | 150 | 153 | ||
| Energy Transfer LP | 5.600% | 9/1/2034 | 207 | 211 | ||
| Energy Transfer LP | 5.700% | 4/1/2035 | 101 | 104 | ||
| Energy Transfer LP | 5.350% | 1/15/2036 | 177 | 176 | ||
| Energy Transfer LP | 6.625% | 10/15/2036 | 225 | 243 | ||
| Energy Transfer LP | 5.800% | 6/15/2038 | 150 | 152 | ||
| Energy Transfer LP | 6.050% | 6/1/2041 | 100 | 100 | ||
| Energy Transfer LP | 6.500% | 2/1/2042 | 275 | 286 | ||
| Energy Transfer LP | 4.950% | 1/15/2043 | 175 | 152 | ||
| Energy Transfer LP | 5.300% | 4/1/2044 | 300 | 269 | ||
| Energy Transfer LP | 5.000% | 5/15/2044 | 100 | 87 | ||
| Energy Transfer LP | 5.150% | 3/15/2045 | 175 | 153 | ||
| Energy Transfer LP | 5.350% | 5/15/2045 | 45 | 40 | ||
| Energy Transfer LP | 6.125% | 12/15/2045 | 200 | 196 | ||
| Energy Transfer LP | 5.300% | 4/15/2047 | 200 | 177 | ||
| Energy Transfer LP | 5.400% | 10/1/2047 | 275 | 244 | ||
| Energy Transfer LP | 6.250% | 4/15/2049 | 320 | 314 | ||
| Energy Transfer LP | 5.000% | 5/15/2050 | 555 | 460 | ||
| Energy Transfer LP | 5.950% | 5/15/2054 | 640 | 601 | ||
| Energy Transfer LP | 6.050% | 9/1/2054 | 191 | 182 | ||
| Energy Transfer LP | 6.200% | 4/1/2055 | 150 | 146 | ||
| Energy Transfer LP | 6.300% | 1/15/2056 | 200 | 197 | ||
| Enterprise Products Operating LLC | 4.300% | 6/20/2028 | 325 | 325 | ||
| Enterprise Products Operating LLC | 3.125% | 7/31/2029 | 200 | 193 | ||
| Enterprise Products Operating LLC | 2.800% | 1/31/2030 | 300 | 283 | ||
| Enterprise Products Operating LLC | 4.600% | 1/15/2031 | 450 | 451 | ||
| Enterprise Products Operating LLC | 6.875% | 3/1/2033 | 175 | 196 | ||
| Enterprise Products Operating LLC | 4.850% | 1/31/2034 | 75 | 75 | ||
| Enterprise Products Operating LLC | 4.950% | 2/15/2035 | 150 | 150 | ||
| Enterprise Products Operating LLC | 5.200% | 1/15/2036 | 350 | 352 | ||
| Enterprise Products Operating LLC | 7.550% | 4/15/2038 | 150 | 178 | ||
| Enterprise Products Operating LLC | 6.125% | 10/15/2039 | 300 | 319 | ||
| Enterprise Products Operating LLC | 5.950% | 2/1/2041 | 175 | 182 | ||
| Enterprise Products Operating LLC | 4.450% | 2/15/2043 | 300 | 260 | ||
| Enterprise Products Operating LLC | 4.850% | 3/15/2044 | 335 | 302 | ||
| Enterprise Products Operating LLC | 5.100% | 2/15/2045 | 100 | 92 | ||
| Enterprise Products Operating LLC | 4.900% | 5/15/2046 | 425 | 379 | ||
| Enterprise Products Operating LLC | 4.250% | 2/15/2048 | 100 | 81 | ||
| Enterprise Products Operating LLC | 4.800% | 2/1/2049 | 100 | 87 | ||
| Enterprise Products Operating LLC | 4.200% | 1/31/2050 | 350 | 278 | ||
| Enterprise Products Operating LLC | 3.200% | 2/15/2052 | 300 | 196 | ||
| Enterprise Products Operating LLC | 3.300% | 2/15/2053 | 200 | 132 | ||
| Enterprise Products Operating LLC | 5.550% | 2/16/2055 | 250 | 240 | ||
| Enterprise Products Operating LLC | 3.950% | 1/31/2060 | 200 | 144 | ||
| Enterprise Products Operating LLC | 5.250% | 8/16/2077 | 100 | 99 | ||
| Enterprise Products Operating LLC | 5.375% | 2/15/2078 | 200 | 198 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| EOG Resources Inc. | 4.400% | 7/15/2028 | 100 | 100 | ||
| EOG Resources Inc. | 4.375% | 4/15/2030 | 200 | 199 | ||
| EOG Resources Inc. | 4.400% | 1/15/2031 | 100 | 99 | ||
| EOG Resources Inc. | 5.000% | 7/15/2032 | 337 | 341 | ||
| EOG Resources Inc. | 5.350% | 1/15/2036 | 275 | 279 | ||
| EOG Resources Inc. | 4.950% | 4/15/2050 | 200 | 177 | ||
| EOG Resources Inc. | 5.650% | 12/1/2054 | 125 | 122 | ||
| EOG Resources Inc. | 5.950% | 7/15/2055 | 175 | 178 | ||
| EQT Corp. | 3.900% | 10/1/2027 | 59 | 58 | ||
| EQT Corp. | 5.700% | 4/1/2028 | 200 | 204 | ||
| EQT Corp. | 5.000% | 1/15/2029 | 200 | 202 | ||
| EQT Corp. | 7.000% | 2/1/2030 | 200 | 214 | ||
| EQT Corp. | 5.750% | 2/1/2034 | 300 | 309 | ||
| Equinor ASA | 7.250% | 9/23/2027 | 250 | 261 | ||
| Equinor ASA | 4.250% | 6/2/2028 | 103 | 103 | ||
| Equinor ASA | 3.625% | 9/10/2028 | 175 | 173 | ||
| Equinor ASA | 2.375% | 5/22/2030 | 400 | 370 | ||
| Equinor ASA | 4.500% | 9/3/2030 | 77 | 77 | ||
| Equinor ASA | 4.750% | 11/14/2035 | 185 | 182 | ||
| Equinor ASA | 5.100% | 8/17/2040 | 125 | 122 | ||
| Equinor ASA | 4.250% | 11/23/2041 | 175 | 152 | ||
| Equinor ASA | 3.950% | 5/15/2043 | 125 | 102 | ||
| Equinor ASA | 4.800% | 11/8/2043 | 175 | 160 | ||
| Equinor ASA | 3.250% | 11/18/2049 | 225 | 155 | ||
| Equinor ASA | 3.700% | 4/6/2050 | 405 | 303 | ||
| Expand Energy Corp. | 5.375% | 3/15/2030 | 300 | 303 | ||
| Expand Energy Corp. | 4.750% | 2/1/2032 | 200 | 195 | ||
| Expand Energy Corp. | 5.700% | 1/15/2035 | 75 | 76 | ||
| Exxon Mobil Corp. | 2.440% | 8/16/2029 | 250 | 238 | ||
| Exxon Mobil Corp. | 2.610% | 10/15/2030 | 650 | 607 | ||
| Exxon Mobil Corp. | 2.995% | 8/16/2039 | 100 | 79 | ||
| Exxon Mobil Corp. | 4.227% | 3/19/2040 | 400 | 362 | ||
| Exxon Mobil Corp. | 3.567% | 3/6/2045 | 235 | 182 | ||
| Exxon Mobil Corp. | 4.114% | 3/1/2046 | 200 | 165 | ||
| Exxon Mobil Corp. | 4.327% | 3/19/2050 | 805 | 669 | ||
| Exxon Mobil Corp. | 3.452% | 4/15/2051 | 500 | 356 | ||
| Halliburton Co. | 2.920% | 3/1/2030 | 200 | 189 | ||
| Halliburton Co. | 6.700% | 9/15/2038 | 345 | 379 | ||
| Halliburton Co. | 7.450% | 9/15/2039 | 500 | 585 | ||
| Halliburton Co. | 5.000% | 11/15/2045 | 200 | 177 | ||
| Helmerich & Payne Inc. | 4.650% | 12/1/2027 | 250 | 250 | ||
| Helmerich & Payne Inc. | 4.850% | 12/1/2029 | 200 | 200 | ||
| Helmerich & Payne Inc. | 2.900% | 9/29/2031 | 100 | 89 | ||
| Helmerich & Payne Inc. | 5.500% | 12/1/2034 | 50 | 49 | ||
| Hess Corp. | 4.300% | 4/1/2027 | 487 | 487 | ||
| Hess Corp. | 7.300% | 8/15/2031 | 180 | 203 | ||
| Hess Corp. | 7.125% | 3/15/2033 | 100 | 114 | ||
| Hess Corp. | 6.000% | 1/15/2040 | 75 | 79 | ||
| Hess Corp. | 5.600% | 2/15/2041 | 1,650 | 1,680 | ||
| HF Sinclair Corp. | 5.750% | 1/15/2031 | 200 | 204 | ||
| HF Sinclair Corp. | 5.500% | 9/1/2032 | 102 | 102 | ||
| HF Sinclair Corp. | 6.250% | 1/15/2035 | 175 | 181 | ||
| Kinder Morgan Energy Partners LP | 7.750% | 3/15/2032 | 715 | 815 | ||
| Kinder Morgan Energy Partners LP | 5.800% | 3/15/2035 | 50 | 52 | ||
| Kinder Morgan Energy Partners LP | 6.500% | 2/1/2037 | 250 | 271 | ||
| Kinder Morgan Energy Partners LP | 6.950% | 1/15/2038 | 50 | 56 | ||
| Kinder Morgan Energy Partners LP | 6.500% | 9/1/2039 | 200 | 214 | ||
| Kinder Morgan Energy Partners LP | 6.550% | 9/15/2040 | 200 | 214 | ||
| Kinder Morgan Energy Partners LP | 5.625% | 9/1/2041 | 50 | 49 | ||
| Kinder Morgan Energy Partners LP | 4.700% | 11/1/2042 | 150 | 131 | ||
| Kinder Morgan Energy Partners LP | 5.000% | 3/1/2043 | 75 | 67 | ||
| Kinder Morgan Inc. | 4.300% | 3/1/2028 | 200 | 200 | ||
| Kinder Morgan Inc. | 5.150% | 6/1/2030 | 50 | 51 | ||
| Kinder Morgan Inc. | 7.800% | 8/1/2031 | 140 | 160 | ||
| Kinder Morgan Inc. | 7.750% | 1/15/2032 | 265 | 304 | ||
| Kinder Morgan Inc. | 5.300% | 12/1/2034 | 175 | 177 | ||
| Kinder Morgan Inc. | 5.850% | 6/1/2035 | 900 | 943 | ||
| Kinder Morgan Inc. | 5.550% | 6/1/2045 | 425 | 405 | ||
| Kinder Morgan Inc. | 5.050% | 2/15/2046 | 175 | 156 | ||
| Kinder Morgan Inc. | 3.600% | 2/15/2051 | 200 | 138 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Kinder Morgan Inc. | 5.450% | 8/1/2052 | 130 | 120 | ||
| Kinder Morgan Inc. | 5.950% | 8/1/2054 | 280 | 278 | ||
| Marathon Petroleum Corp. | 5.150% | 3/1/2030 | 120 | 122 | ||
| Marathon Petroleum Corp. | 5.700% | 3/1/2035 | 295 | 303 | ||
| Marathon Petroleum Corp. | 6.500% | 3/1/2041 | 300 | 319 | ||
| Marathon Petroleum Corp. | 4.500% | 4/1/2048 | 260 | 206 | ||
| Marathon Petroleum Corp. | 5.000% | 9/15/2054 | 100 | 84 | ||
| MPLX LP | 4.250% | 12/1/2027 | 275 | 274 | ||
| MPLX LP | 4.000% | 3/15/2028 | 400 | 397 | ||
| MPLX LP | 2.650% | 8/15/2030 | 155 | 143 | ||
| MPLX LP | 4.950% | 9/1/2032 | 149 | 149 | ||
| MPLX LP | 5.000% | 3/1/2033 | 200 | 199 | ||
| MPLX LP | 5.500% | 6/1/2034 | 250 | 253 | ||
| MPLX LP | 5.400% | 4/1/2035 | 112 | 112 | ||
| MPLX LP | 5.400% | 9/15/2035 | 350 | 348 | ||
| MPLX LP | 5.300% | 4/1/2036 | 350 | 345 | ||
| MPLX LP | 4.500% | 4/15/2038 | 400 | 360 | ||
| MPLX LP | 4.700% | 4/15/2048 | 400 | 326 | ||
| MPLX LP | 4.950% | 3/14/2052 | 260 | 216 | ||
| MPLX LP | 5.650% | 3/1/2053 | 200 | 183 | ||
| MPLX LP | 5.950% | 4/1/2055 | 111 | 106 | ||
| MPLX LP | 6.200% | 9/15/2055 | 200 | 197 | ||
| MPLX LP | 6.100% | 4/1/2056 | 150 | 146 | ||
| NOV Inc. | 3.600% | 12/1/2029 | 200 | 193 | ||
| NOV Inc. | 3.950% | 12/1/2042 | 125 | 98 | ||
| Occidental Petroleum Corp. | 8.875% | 7/15/2030 | 176 | 200 | ||
| Occidental Petroleum Corp. | 6.625% | 9/1/2030 | 111 | 119 | ||
| Occidental Petroleum Corp. | 7.500% | 5/1/2031 | 153 | 170 | ||
| Occidental Petroleum Corp. | 7.875% | 9/15/2031 | 85 | 97 | ||
| Occidental Petroleum Corp. | 5.375% | 1/1/2032 | 280 | 285 | ||
| Occidental Petroleum Corp. | 5.550% | 10/1/2034 | 210 | 213 | ||
| Occidental Petroleum Corp. | 6.450% | 9/15/2036 | 301 | 321 | ||
| Occidental Petroleum Corp. | 7.950% | 6/15/2039 | 43 | 50 | ||
| Occidental Petroleum Corp. | 6.200% | 3/15/2040 | 128 | 131 | ||
| Occidental Petroleum Corp. | 6.600% | 3/15/2046 | 196 | 203 | ||
| Occidental Petroleum Corp. | 4.400% | 4/15/2046 | 75 | 59 | ||
| Occidental Petroleum Corp. | 4.200% | 3/15/2048 | 55 | 41 | ||
| Occidental Petroleum Corp. | 6.050% | 10/1/2054 | 175 | 170 | ||
| ONEOK Inc. | 4.250% | 9/24/2027 | 400 | 399 | ||
| ONEOK Inc. | 4.550% | 7/15/2028 | 200 | 200 | ||
| ONEOK Inc. | 5.650% | 11/1/2028 | 100 | 103 | ||
| ONEOK Inc. | 4.350% | 3/15/2029 | 100 | 99 | ||
| ONEOK Inc. | 5.375% | 6/1/2029 | 90 | 92 | ||
| ONEOK Inc. | 3.400% | 9/1/2029 | 245 | 236 | ||
| ONEOK Inc. | 3.100% | 3/15/2030 | 200 | 189 | ||
| ONEOK Inc. | 3.250% | 6/1/2030 | 200 | 189 | ||
| ONEOK Inc. | 4.750% | 10/15/2031 | 125 | 124 | ||
| ONEOK Inc. | 4.950% | 10/15/2032 | 158 | 157 | ||
| ONEOK Inc. | 6.050% | 9/1/2033 | 350 | 367 | ||
| ONEOK Inc. | 5.050% | 11/1/2034 | 325 | 317 | ||
| ONEOK Inc. | 5.400% | 10/15/2035 | 325 | 323 | ||
| ONEOK Inc. | 5.150% | 10/15/2043 | 125 | 111 | ||
| ONEOK Inc. | 5.600% | 4/1/2044 | 60 | 55 | ||
| ONEOK Inc. | 5.050% | 4/1/2045 | 80 | 69 | ||
| ONEOK Inc. | 4.250% | 9/15/2046 | 200 | 153 | ||
| ONEOK Inc. | 4.950% | 7/13/2047 | 110 | 93 | ||
| ONEOK Inc. | 4.200% | 10/3/2047 | 150 | 113 | ||
| ONEOK Inc. | 5.200% | 7/15/2048 | 40 | 35 | ||
| ONEOK Inc. | 4.850% | 2/1/2049 | 100 | 82 | ||
| ONEOK Inc. | 4.450% | 9/1/2049 | 150 | 119 | ||
| ONEOK Inc. | 7.150% | 1/15/2051 | 120 | 130 | ||
| ONEOK Inc. | 6.625% | 9/1/2053 | 250 | 257 | ||
| ONEOK Inc. | 5.700% | 11/1/2054 | 285 | 260 | ||
| ONEOK Inc. | 6.250% | 10/15/2055 | 425 | 417 | ||
| ONEOK Inc. | 5.850% | 11/1/2064 | 140 | 128 | ||
| ONEOK Partners LP | 6.125% | 2/1/2041 | 150 | 152 | ||
| Ovintiv Inc. | 5.650% | 5/15/2028 | 100 | 103 | ||
| Ovintiv Inc. | 7.375% | 11/1/2031 | 50 | 55 | ||
| Ovintiv Inc. | 6.250% | 7/15/2033 | 100 | 106 | ||
| Ovintiv Inc. | 6.500% | 8/15/2034 | 150 | 160 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Ovintiv Inc. | 6.625% | 8/15/2037 | 100 | 106 | ||
| Ovintiv Inc. | 6.500% | 2/1/2038 | 100 | 105 | ||
| Ovintiv Inc. | 7.100% | 7/15/2053 | 75 | 81 | ||
| Patterson-UTI Energy Inc. | 5.150% | 11/15/2029 | 50 | 50 | ||
| Patterson-UTI Energy Inc. | 7.150% | 10/1/2033 | 100 | 107 | ||
| Phillips 66 | 3.900% | 3/15/2028 | 150 | 149 | ||
| Phillips 66 | 2.150% | 12/15/2030 | 100 | 90 | ||
| Phillips 66 | 4.650% | 11/15/2034 | 300 | 290 | ||
| Phillips 66 | 5.875% | 5/1/2042 | 620 | 621 | ||
| Phillips 66 | 4.875% | 11/15/2044 | 440 | 382 | ||
| Phillips 66 Co. | 4.950% | 12/1/2027 | 200 | 202 | ||
| Phillips 66 Co. | 3.150% | 12/15/2029 | 100 | 95 | ||
| Phillips 66 Co. | 5.250% | 6/15/2031 | 200 | 205 | ||
| Phillips 66 Co. | 4.950% | 3/15/2035 | 105 | 103 | ||
| Phillips 66 Co. | 4.680% | 2/15/2045 | 245 | 206 | ||
| Phillips 66 Co. | 5.875% | 3/15/2056 | 225 | 222 | ||
| Phillips 66 Co. | 6.200% | 3/15/2056 | 134 | 133 | ||
| Pioneer Natural Resources Co. | 1.900% | 8/15/2030 | 300 | 270 | ||
| Pioneer Natural Resources Co. | 2.150% | 1/15/2031 | 200 | 180 | ||
| Plains All American Pipeline LP | 5.950% | 6/15/2035 | 175 | 180 | ||
| Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/2029 | 275 | 266 | ||
| Plains All American Pipeline LP / PAA Finance Corp. | 3.800% | 9/15/2030 | 200 | 193 | ||
| Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 1/15/2031 | 161 | 161 | ||
| Plains All American Pipeline LP / PAA Finance Corp. | 5.700% | 9/15/2034 | 85 | 87 | ||
| Plains All American Pipeline LP / PAA Finance Corp. | 5.600% | 1/15/2036 | 185 | 186 | ||
| Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/2037 | 100 | 108 | ||
| Plains All American Pipeline LP / PAA Finance Corp. | 5.150% | 6/1/2042 | 110 | 99 | ||
| Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 6/15/2044 | 200 | 170 | ||
| Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/2045 | 50 | 43 | ||
| Sabine Pass Liquefaction LLC | 4.200% | 3/15/2028 | 300 | 299 | ||
| Sabine Pass Liquefaction LLC | 4.500% | 5/15/2030 | 550 | 546 | ||
| Sabine Pass Liquefaction LLC | 5.900% | 9/15/2037 | 142 | 148 | ||
| 6 | Shell Finance US Inc. | 3.875% | 11/13/2028 | 68 | 67 | |
| Shell Finance US Inc. | 2.375% | 11/7/2029 | 582 | 546 | ||
| Shell Finance US Inc. | 2.750% | 4/6/2030 | 50 | 47 | ||
| Shell Finance US Inc. | 4.125% | 11/6/2030 | 154 | 153 | ||
| Shell Finance US Inc. | 4.125% | 5/11/2035 | 300 | 285 | ||
| Shell Finance US Inc. | 4.750% | 1/6/2036 | 175 | 172 | ||
| 6 | Shell Finance US Inc. | 6.375% | 12/15/2038 | 475 | 522 | |
| 6 | Shell Finance US Inc. | 5.500% | 3/25/2040 | 175 | 177 | |
| Shell Finance US Inc. | 4.550% | 8/12/2043 | 300 | 264 | ||
| Shell Finance US Inc. | 4.375% | 5/11/2045 | 430 | 366 | ||
| Shell Finance US Inc. | 4.000% | 5/10/2046 | 640 | 509 | ||
| 6 | Shell Finance US Inc. | 3.125% | 11/7/2049 | 200 | 133 | |
| 6 | Shell Finance US Inc. | 3.000% | 11/26/2051 | 200 | 128 | |
| Shell International Finance BV | 2.875% | 11/26/2041 | 200 | 145 | ||
| South Bow USA Infrastructure Holdings LLC | 4.911% | 9/1/2027 | 100 | 100 | ||
| South Bow USA Infrastructure Holdings LLC | 5.026% | 10/1/2029 | 150 | 151 | ||
| South Bow USA Infrastructure Holdings LLC | 5.584% | 10/1/2034 | 215 | 214 | ||
| South Bow USA Infrastructure Holdings LLC | 6.176% | 10/1/2054 | 125 | 119 | ||
| Spectra Energy Partners LP | 4.500% | 3/15/2045 | 325 | 272 | ||
| Suncor Energy Inc. | 5.950% | 12/1/2034 | 125 | 131 | ||
| Suncor Energy Inc. | 6.800% | 5/15/2038 | 273 | 298 | ||
| Suncor Energy Inc. | 4.000% | 11/15/2047 | 100 | 75 | ||
| Suncor Energy Inc. | 3.750% | 3/4/2051 | 200 | 141 | ||
| Targa Resources Corp. | 4.350% | 1/15/2029 | 105 | 105 | ||
| Targa Resources Corp. | 6.150% | 3/1/2029 | 175 | 182 | ||
| Targa Resources Corp. | 4.900% | 9/15/2030 | 125 | 126 | ||
| Targa Resources Corp. | 4.200% | 2/1/2033 | 200 | 190 | ||
| Targa Resources Corp. | 6.125% | 3/15/2033 | 284 | 300 | ||
| Targa Resources Corp. | 5.500% | 2/15/2035 | 175 | 177 | ||
| Targa Resources Corp. | 5.550% | 8/15/2035 | 171 | 172 | ||
| Targa Resources Corp. | 5.650% | 2/15/2036 | 55 | 56 | ||
| Targa Resources Corp. | 5.400% | 7/30/2036 | 420 | 417 | ||
| Targa Resources Corp. | 4.950% | 4/15/2052 | 75 | 63 | ||
| Targa Resources Corp. | 6.250% | 7/1/2052 | 90 | 90 | ||
| Targa Resources Corp. | 6.500% | 2/15/2053 | 200 | 205 | ||
| Targa Resources Corp. | 6.125% | 5/15/2055 | 171 | 167 | ||
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 5.000% | 1/15/2028 | 100 | 100 | ||
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 5.500% | 3/1/2030 | 200 | 202 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 4.875% | 2/1/2031 | 200 | 200 | ||
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 4.000% | 1/15/2032 | 200 | 190 | ||
| TC PipeLines LP | 3.900% | 5/25/2027 | 50 | 50 | ||
| TotalEnergies Capital International SA | 2.829% | 1/10/2030 | 490 | 465 | ||
| TotalEnergies Capital International SA | 2.986% | 6/29/2041 | 140 | 104 | ||
| TotalEnergies Capital International SA | 3.461% | 7/12/2049 | 150 | 106 | ||
| TotalEnergies Capital International SA | 3.127% | 5/29/2050 | 440 | 290 | ||
| TotalEnergies Capital International SA | 3.386% | 6/29/2060 | 130 | 83 | ||
| TotalEnergies Capital SA | 5.150% | 4/5/2034 | 225 | 230 | ||
| TotalEnergies Capital SA | 4.724% | 9/10/2034 | 411 | 409 | ||
| TotalEnergies Capital SA | 5.488% | 4/5/2054 | 300 | 288 | ||
| TotalEnergies Capital SA | 5.275% | 9/10/2054 | 100 | 93 | ||
| TotalEnergies Capital SA | 5.638% | 4/5/2064 | 225 | 216 | ||
| TotalEnergies Capital SA | 5.425% | 9/10/2064 | 225 | 209 | ||
| TotalEnergies Capital USA LLC | 4.248% | 1/13/2031 | 259 | 257 | ||
| TotalEnergies Capital USA LLC | 4.569% | 1/13/2033 | 203 | 201 | ||
| TotalEnergies Capital USA LLC | 4.857% | 1/13/2036 | 289 | 284 | ||
| TransCanada PipeLines Ltd. | 4.250% | 5/15/2028 | 250 | 249 | ||
| TransCanada PipeLines Ltd. | 4.100% | 4/15/2030 | 400 | 392 | ||
| TransCanada PipeLines Ltd. | 4.625% | 3/1/2034 | 735 | 711 | ||
| TransCanada PipeLines Ltd. | 5.600% | 3/31/2034 | 150 | 154 | ||
| TransCanada PipeLines Ltd. | 5.850% | 3/15/2036 | 300 | 312 | ||
| TransCanada PipeLines Ltd. | 6.200% | 10/15/2037 | 175 | 185 | ||
| TransCanada PipeLines Ltd. | 6.100% | 6/1/2040 | 200 | 208 | ||
| TransCanada PipeLines Ltd. | 7.000% | 6/1/2065 | 300 | 304 | ||
| Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/2028 | 100 | 99 | ||
| Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/2030 | 200 | 190 | ||
| 6 | Transcontinental Gas Pipe Line Co. LLC | 5.100% | 3/15/2036 | 428 | 425 | |
| Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/2048 | 100 | 84 | ||
| Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/2050 | 100 | 75 | ||
| 6 | Transcontinental Gas Pipe Line Co. LLC | 5.750% | 3/15/2056 | 97 | 95 | |
| Valero Energy Corp. | 5.150% | 3/10/2036 | 150 | 148 | ||
| Valero Energy Corp. | 6.625% | 6/15/2037 | 300 | 328 | ||
| Valero Energy Corp. | 3.650% | 12/1/2051 | 100 | 68 | ||
| Valero Energy Partners LP | 4.500% | 3/15/2028 | 75 | 75 | ||
| Viper Energy Partners LLC | 4.900% | 8/1/2030 | 50 | 50 | ||
| Viper Energy Partners LLC | 5.700% | 8/1/2035 | 115 | 116 | ||
| Western Midstream Operating LP | 4.750% | 8/15/2028 | 54 | 54 | ||
| Western Midstream Operating LP | 6.350% | 1/15/2029 | 100 | 104 | ||
| Western Midstream Operating LP | 4.800% | 3/1/2031 | 100 | 99 | ||
| Western Midstream Operating LP | 5.500% | 12/15/2035 | 411 | 404 | ||
| Western Midstream Operating LP | 5.450% | 4/1/2044 | 105 | 94 | ||
| Western Midstream Operating LP | 5.300% | 3/1/2048 | 200 | 169 | ||
| Western Midstream Operating LP | 5.250% | 2/1/2050 | 200 | 169 | ||
| Williams Cos. Inc. | 3.750% | 6/15/2027 | 300 | 298 | ||
| Williams Cos. Inc. | 5.300% | 8/15/2028 | 138 | 141 | ||
| Williams Cos. Inc. | 4.900% | 3/15/2029 | 200 | 202 | ||
| Williams Cos. Inc. | 4.800% | 11/15/2029 | 100 | 101 | ||
| Williams Cos. Inc. | 4.625% | 6/30/2030 | 125 | 125 | ||
| Williams Cos. Inc. | 3.500% | 11/15/2030 | 200 | 190 | ||
| Williams Cos. Inc. | 2.600% | 3/15/2031 | 200 | 181 | ||
| Williams Cos. Inc. | 4.650% | 8/15/2032 | 200 | 198 | ||
| Williams Cos. Inc. | 5.650% | 3/15/2033 | 305 | 316 | ||
| Williams Cos. Inc. | 5.150% | 3/15/2034 | 225 | 225 | ||
| Williams Cos. Inc. | 5.600% | 3/15/2035 | 200 | 205 | ||
| Williams Cos. Inc. | 5.300% | 9/30/2035 | 200 | 200 | ||
| Williams Cos. Inc. | 5.150% | 3/15/2036 | 208 | 205 | ||
| Williams Cos. Inc. | 6.300% | 4/15/2040 | 100 | 106 | ||
| Williams Cos. Inc. | 5.800% | 11/15/2043 | 100 | 98 | ||
| Williams Cos. Inc. | 5.400% | 3/4/2044 | 315 | 293 | ||
| Williams Cos. Inc. | 5.750% | 6/24/2044 | 100 | 97 | ||
| Williams Cos. Inc. | 5.100% | 9/15/2045 | 200 | 181 | ||
| Williams Cos. Inc. | 4.850% | 3/1/2048 | 150 | 128 | ||
| Williams Cos. Inc. | 3.500% | 10/15/2051 | 100 | 68 | ||
| Williams Cos. Inc. | 5.300% | 8/15/2052 | 130 | 117 | ||
| Williams Cos. Inc. | 5.800% | 11/15/2054 | 175 | 169 | ||
| Williams Cos. Inc. | 6.000% | 3/15/2055 | 100 | 99 | ||
| Williams Cos. Inc. | 5.950% | 3/15/2056 | 228 | 224 | ||
| Woodside Finance Ltd. | 4.900% | 5/19/2028 | 240 | 242 | ||
| Woodside Finance Ltd. | 5.400% | 5/19/2030 | 263 | 269 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Woodside Finance Ltd. | 5.700% | 5/19/2032 | 225 | 233 | ||
| Woodside Finance Ltd. | 5.100% | 9/12/2034 | 70 | 69 | ||
| Woodside Finance Ltd. | 6.000% | 5/19/2035 | 355 | 370 | ||
| Woodside Finance Ltd. | 5.700% | 9/12/2054 | 130 | 122 | ||
| 102,196 | ||||||
| Financials (7.1%) | ||||||
| ACE Capital Trust II | 9.700% | 4/1/2030 | 50 | 59 | ||
| Aegon Ltd. | 5.500% | 4/11/2048 | 200 | 200 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/2027 | 300 | 297 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 10/15/2027 | 500 | 501 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/2028 | 300 | 297 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.750% | 6/6/2028 | 200 | 205 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.000% | 10/29/2028 | 825 | 794 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.125% | 2/28/2029 | 150 | 148 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.150% | 9/30/2030 | 200 | 210 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.375% | 11/15/2030 | 150 | 147 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/30/2032 | 500 | 455 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.750% | 1/15/2033 | 150 | 146 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.400% | 10/29/2033 | 500 | 442 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.300% | 1/19/2034 | 250 | 249 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.950% | 9/10/2034 | 300 | 292 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.000% | 11/15/2035 | 38 | 37 | ||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.850% | 10/29/2041 | 300 | 240 | ||
| Affiliated Managers Group Inc. | 3.300% | 6/15/2030 | 300 | 282 | ||
| Affiliated Managers Group Inc. | 5.500% | 2/15/2036 | 174 | 171 | ||
| Aflac Inc. | 4.750% | 1/15/2049 | 235 | 202 | ||
| Air Lease Corp. | 3.625% | 4/1/2027 | 75 | 74 | ||
| Air Lease Corp. | 3.625% | 12/1/2027 | 200 | 197 | ||
| Air Lease Corp. | 2.100% | 9/1/2028 | 500 | 470 | ||
| Air Lease Corp. | 3.250% | 10/1/2029 | 100 | 95 | ||
| Air Lease Corp. | 3.000% | 2/1/2030 | 225 | 209 | ||
| Air Lease Corp. | 3.125% | 12/1/2030 | 750 | 690 | ||
| Alleghany Corp. | 3.625% | 5/15/2030 | 100 | 97 | ||
| Alleghany Corp. | 4.900% | 9/15/2044 | 100 | 89 | ||
| Alleghany Corp. | 3.250% | 8/15/2051 | 250 | 164 | ||
| Allstate Corp. | 5.050% | 6/24/2029 | 100 | 102 | ||
| Allstate Corp. | 1.450% | 12/15/2030 | 100 | 87 | ||
| Allstate Corp. | 5.250% | 3/30/2033 | 200 | 204 | ||
| Allstate Corp. | 5.550% | 5/9/2035 | 100 | 103 | ||
| Allstate Corp. | 4.500% | 6/15/2043 | 625 | 533 | ||
| Allstate Corp. | 4.200% | 12/15/2046 | 440 | 349 | ||
| Allstate Corp. | 3.850% | 8/10/2049 | 100 | 74 | ||
| Allstate Corp. | 6.500% | 5/15/2067 | 100 | 102 | ||
| Ally Financial Inc. | 2.200% | 11/2/2028 | 450 | 424 | ||
| Ally Financial Inc. | 5.737% | 5/15/2029 | 50 | 51 | ||
| Ally Financial Inc. | 6.992% | 6/13/2029 | 200 | 208 | ||
| Ally Financial Inc. | 8.000% | 11/1/2031 | 400 | 444 | ||
| American Express Co. | 3.300% | 5/3/2027 | 350 | 347 | ||
| American Express Co. | 5.043% | 7/26/2028 | 250 | 252 | ||
| American Express Co. | 4.731% | 4/25/2029 | 225 | 226 | ||
| American Express Co. | 4.351% | 7/20/2029 | 200 | 200 | ||
| American Express Co. | 5.282% | 7/27/2029 | 200 | 204 | ||
| American Express Co. | 5.085% | 1/30/2031 | 150 | 153 | ||
| American Express Co. | 5.016% | 4/25/2031 | 275 | 279 | ||
| American Express Co. | 6.489% | 10/30/2031 | 200 | 215 | ||
| American Express Co. | 4.989% | 5/26/2033 | 150 | 149 | ||
| American Express Co. | 4.918% | 7/20/2033 | 1,100 | 1,103 | ||
| American Express Co. | 5.043% | 5/1/2034 | 192 | 192 | ||
| American Express Co. | 5.915% | 4/25/2035 | 90 | 93 | ||
| American Express Co. | 5.284% | 7/26/2035 | 250 | 252 | ||
| American Express Co. | 5.442% | 1/30/2036 | 170 | 173 | ||
| American Express Co. | 5.667% | 4/25/2036 | 900 | 931 | ||
| American Express Co. | 4.804% | 10/24/2036 | 400 | 387 | ||
| American Financial Group Inc. | 5.250% | 4/2/2030 | 114 | 117 | ||
| American Financial Group Inc. | 5.000% | 9/23/2035 | 107 | 103 | ||
| American Financial Group Inc. | 4.500% | 6/15/2047 | 110 | 89 | ||
| American International Group Inc. | 3.400% | 6/30/2030 | 120 | 114 | ||
| American International Group Inc. | 3.875% | 1/15/2035 | 100 | 92 | ||
| American International Group Inc. | 4.500% | 7/16/2044 | 100 | 85 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| American International Group Inc. | 4.750% | 4/1/2048 | 200 | 173 | ||
| American National Group Inc. | 5.750% | 10/1/2029 | 100 | 101 | ||
| American National Group Inc. | 6.000% | 7/15/2035 | 200 | 195 | ||
| Ameriprise Financial Inc. | 5.150% | 5/15/2033 | 200 | 204 | ||
| Ameriprise Financial Inc. | 5.200% | 4/15/2035 | 200 | 200 | ||
| Aon Corp. | 4.500% | 12/15/2028 | 100 | 100 | ||
| Aon Corp. | 3.750% | 5/2/2029 | 90 | 88 | ||
| Aon Corp. | 2.800% | 5/15/2030 | 405 | 377 | ||
| Aon Corp. | 6.250% | 9/30/2040 | 100 | 107 | ||
| Aon Corp. / Aon Global Holdings plc | 5.350% | 2/28/2033 | 225 | 231 | ||
| Aon Global Ltd. | 4.600% | 6/14/2044 | 175 | 148 | ||
| Aon Global Ltd. | 4.750% | 5/15/2045 | 100 | 86 | ||
| Aon North America Inc. | 5.300% | 3/1/2031 | 200 | 204 | ||
| Aon North America Inc. | 5.450% | 3/1/2034 | 500 | 511 | ||
| Aon North America Inc. | 5.750% | 3/1/2054 | 675 | 650 | ||
| 6 | Apollo Debt Solutions BDC | 5.200% | 12/8/2028 | 75 | 74 | |
| Apollo Debt Solutions BDC | 6.900% | 4/13/2029 | 250 | 256 | ||
| Apollo Debt Solutions BDC | 5.875% | 8/30/2030 | 100 | 98 | ||
| 6 | Apollo Debt Solutions BDC | 5.700% | 1/23/2031 | 200 | 195 | |
| Apollo Debt Solutions BDC | 6.700% | 7/29/2031 | 175 | 177 | ||
| Apollo Debt Solutions BDC | 6.550% | 3/15/2032 | 100 | 100 | ||
| Apollo Global Management Inc. | 6.375% | 11/15/2033 | 75 | 79 | ||
| Apollo Global Management Inc. | 5.150% | 8/12/2035 | 143 | 139 | ||
| Apollo Global Management Inc. | 5.700% | 3/30/2036 | 199 | 199 | ||
| Apollo Global Management Inc. | 5.800% | 5/21/2054 | 100 | 93 | ||
| Apollo Global Management Inc. | 6.000% | 12/15/2054 | 90 | 84 | ||
| Arch Capital Finance LLC | 5.031% | 12/15/2046 | 100 | 90 | ||
| Arch Capital Group Ltd. | 7.350% | 5/1/2034 | 50 | 57 | ||
| Arch Capital Group Ltd. | 3.635% | 6/30/2050 | 200 | 143 | ||
| Arch Capital Group US Inc. | 5.144% | 11/1/2043 | 50 | 46 | ||
| Ares Capital Corp. | 2.875% | 6/15/2027 | 224 | 218 | ||
| Ares Capital Corp. | 5.875% | 3/1/2029 | 175 | 176 | ||
| Ares Capital Corp. | 5.950% | 7/15/2029 | 200 | 201 | ||
| Ares Capital Corp. | 5.500% | 9/1/2030 | 225 | 221 | ||
| Ares Capital Corp. | 5.100% | 1/15/2031 | 400 | 385 | ||
| Ares Capital Corp. | 5.250% | 4/12/2031 | 133 | 129 | ||
| Ares Capital Corp. | 5.800% | 3/8/2032 | 100 | 99 | ||
| Ares Management Corp. | 5.600% | 10/11/2054 | 150 | 132 | ||
| Ares Strategic Income Fund | 5.700% | 3/15/2028 | 180 | 180 | ||
| 6 | Ares Strategic Income Fund | 5.450% | 9/9/2028 | 100 | 99 | |
| 6 | Ares Strategic Income Fund | 4.850% | 1/15/2029 | 250 | 242 | |
| Ares Strategic Income Fund | 6.350% | 8/15/2029 | 200 | 201 | ||
| Ares Strategic Income Fund | 5.600% | 2/15/2030 | 130 | 127 | ||
| 6 | Ares Strategic Income Fund | 5.800% | 9/9/2030 | 150 | 146 | |
| 6 | Ares Strategic Income Fund | 5.150% | 1/15/2031 | 250 | 236 | |
| 6 | Ares Strategic Income Fund | 5.550% | 4/15/2031 | 244 | 234 | |
| Ares Strategic Income Fund | 6.200% | 3/21/2032 | 200 | 196 | ||
| Arthur J Gallagher & Co. | 4.600% | 12/15/2027 | 35 | 35 | ||
| Arthur J Gallagher & Co. | 4.850% | 12/15/2029 | 25 | 25 | ||
| Arthur J Gallagher & Co. | 5.000% | 2/15/2032 | 30 | 30 | ||
| Arthur J Gallagher & Co. | 5.500% | 3/2/2033 | 200 | 205 | ||
| Arthur J Gallagher & Co. | 6.500% | 2/15/2034 | 100 | 108 | ||
| Arthur J Gallagher & Co. | 5.150% | 2/15/2035 | 300 | 298 | ||
| Arthur J Gallagher & Co. | 5.750% | 3/2/2053 | 200 | 191 | ||
| Arthur J Gallagher & Co. | 5.750% | 7/15/2054 | 100 | 96 | ||
| Arthur J Gallagher & Co. | 5.550% | 2/15/2055 | 135 | 126 | ||
| Associated Banc-Corp | 6.455% | 8/29/2030 | 50 | 51 | ||
| Assurant Inc. | 4.900% | 3/27/2028 | 100 | 100 | ||
| Assurant Inc. | 5.550% | 2/15/2036 | 100 | 100 | ||
| Assured Guaranty US Holdings Inc. | 6.125% | 9/15/2028 | 100 | 104 | ||
| Athene Holding Ltd. | 4.125% | 1/12/2028 | 200 | 198 | ||
| Athene Holding Ltd. | 6.150% | 4/3/2030 | 210 | 217 | ||
| Athene Holding Ltd. | 3.500% | 1/15/2031 | 500 | 464 | ||
| Athene Holding Ltd. | 5.875% | 1/15/2034 | 375 | 373 | ||
| Athene Holding Ltd. | 3.950% | 5/25/2051 | 5 | 3 | ||
| Athene Holding Ltd. | 3.450% | 5/15/2052 | 600 | 365 | ||
| Athene Holding Ltd. | 6.250% | 4/1/2054 | 300 | 276 | ||
| Athene Holding Ltd. | 6.625% | 10/15/2054 | 100 | 92 | ||
| Athene Holding Ltd. | 6.875% | 6/28/2055 | 150 | 140 | ||
| Australia & New Zealand Banking Group Ltd. | 4.900% | 7/16/2027 | 250 | 252 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Australia & New Zealand Banking Group Ltd. | 4.615% | 12/16/2029 | 350 | 354 | ||
| AXA SA | 8.600% | 12/15/2030 | 112 | 129 | ||
| AXIS Specialty Finance LLC | 4.900% | 1/15/2040 | 50 | 48 | ||
| AXIS Specialty Finance plc | 4.000% | 12/6/2027 | 550 | 546 | ||
| Bain Capital Specialty Finance Inc. | 5.950% | 3/15/2030 | 100 | 97 | ||
| Bain Capital Specialty Finance Inc. | 5.950% | 3/1/2031 | 150 | 144 | ||
| Banco Bilbao Vizcaya Argentaria SA | 4.150% | 3/3/2029 | 400 | 395 | ||
| Banco Bilbao Vizcaya Argentaria SA | 7.883% | 11/15/2034 | 200 | 226 | ||
| Banco Bilbao Vizcaya Argentaria SA | 6.033% | 3/13/2035 | 200 | 208 | ||
| Banco Bilbao Vizcaya Argentaria SA | 5.127% | 3/3/2036 | 400 | 389 | ||
| Banco Santander SA | 4.250% | 4/11/2027 | 600 | 599 | ||
| Banco Santander SA | 5.294% | 8/18/2027 | 200 | 202 | ||
| Banco Santander SA | 3.800% | 2/23/2028 | 200 | 197 | ||
| Banco Santander SA | 4.379% | 4/12/2028 | 200 | 199 | ||
| Banco Santander SA | 5.365% | 7/15/2028 | 200 | 202 | ||
| Banco Santander SA | 6.607% | 11/7/2028 | 200 | 210 | ||
| Banco Santander SA | 5.538% | 3/14/2030 | 200 | 205 | ||
| Banco Santander SA | 2.958% | 3/25/2031 | 600 | 549 | ||
| Banco Santander SA | 5.439% | 7/15/2031 | 200 | 206 | ||
| Banco Santander SA | 6.921% | 8/8/2033 | 400 | 432 | ||
| Banco Santander SA | 6.938% | 11/7/2033 | 200 | 224 | ||
| Banco Santander SA | 6.350% | 3/14/2034 | 400 | 420 | ||
| Banco Santander SA | 6.033% | 1/17/2035 | 200 | 209 | ||
| Banco Santander SA | 5.127% | 11/6/2035 | 200 | 195 | ||
| Bank of America Corp. | 3.248% | 10/21/2027 | 750 | 740 | ||
| Bank of America Corp. | 4.183% | 11/25/2027 | 560 | 558 | ||
| Bank of America Corp. | 3.705% | 4/24/2028 | 350 | 347 | ||
| Bank of America Corp. | 3.593% | 7/21/2028 | 800 | 792 | ||
| Bank of America Corp. | 6.204% | 11/10/2028 | 350 | 360 | ||
| Bank of America Corp. | 3.419% | 12/20/2028 | 1,334 | 1,311 | ||
| Bank of America Corp. | 3.970% | 3/5/2029 | 225 | 223 | ||
| Bank of America Corp. | 5.202% | 4/25/2029 | 450 | 456 | ||
| Bank of America Corp. | 2.087% | 6/14/2029 | 1,500 | 1,427 | ||
| Bank of America Corp. | 4.271% | 7/23/2029 | 575 | 573 | ||
| Bank of America Corp. | 3.974% | 2/7/2030 | 150 | 148 | ||
| Bank of America Corp. | 2.884% | 10/22/2030 | 300 | 284 | ||
| Bank of America Corp. | 5.162% | 1/24/2031 | 1,932 | 1,968 | ||
| Bank of America Corp. | 2.496% | 2/13/2031 | 750 | 693 | ||
| Bank of America Corp. | 2.592% | 4/29/2031 | 2,000 | 1,848 | ||
| Bank of America Corp. | 4.456% | 2/6/2032 | 278 | 274 | ||
| Bank of America Corp. | 2.687% | 4/22/2032 | 500 | 454 | ||
| Bank of America Corp. | 2.299% | 7/21/2032 | 5,000 | 4,412 | ||
| Bank of America Corp. | 2.572% | 10/20/2032 | 1,500 | 1,335 | ||
| Bank of America Corp. | 2.972% | 2/4/2033 | 925 | 837 | ||
| Bank of America Corp. | 5.015% | 7/22/2033 | 500 | 503 | ||
| Bank of America Corp. | 5.288% | 4/25/2034 | 1,450 | 1,467 | ||
| Bank of America Corp. | 5.872% | 9/15/2034 | 300 | 314 | ||
| Bank of America Corp. | 5.468% | 1/23/2035 | 700 | 714 | ||
| Bank of America Corp. | 5.425% | 8/15/2035 | 180 | 180 | ||
| Bank of America Corp. | 5.518% | 10/25/2035 | 425 | 425 | ||
| Bank of America Corp. | 5.511% | 1/24/2036 | 300 | 306 | ||
| Bank of America Corp. | 5.464% | 5/9/2036 | 250 | 255 | ||
| Bank of America Corp. | 2.482% | 9/21/2036 | 400 | 346 | ||
| Bank of America Corp. | 6.110% | 1/29/2037 | 335 | 352 | ||
| Bank of America Corp. | 5.045% | 2/6/2037 | 850 | 839 | ||
| Bank of America Corp. | 4.244% | 4/24/2038 | 300 | 272 | ||
| Bank of America Corp. | 7.750% | 5/14/2038 | 240 | 285 | ||
| Bank of America Corp. | 4.078% | 4/23/2040 | 550 | 478 | ||
| Bank of America Corp. | 2.676% | 6/19/2041 | 1,000 | 717 | ||
| Bank of America Corp. | 5.875% | 2/7/2042 | 300 | 309 | ||
| Bank of America Corp. | 3.311% | 4/22/2042 | 400 | 305 | ||
| Bank of America Corp. | 4.875% | 4/1/2044 | 300 | 276 | ||
| Bank of America Corp. | 4.750% | 4/21/2045 | 100 | 87 | ||
| Bank of America Corp. | 4.443% | 1/20/2048 | 100 | 84 | ||
| Bank of America Corp. | 4.330% | 3/15/2050 | 250 | 203 | ||
| Bank of America Corp. | 4.083% | 3/20/2051 | 1,500 | 1,159 | ||
| Bank of America Corp. | 2.831% | 10/24/2051 | 500 | 306 | ||
| Bank of America Corp. | 3.483% | 3/13/2052 | 500 | 347 | ||
| Bank of America Corp. | 2.972% | 7/21/2052 | 400 | 252 | ||
| Bank of America NA | 6.000% | 10/15/2036 | 250 | 264 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Bank of Montreal | 5.203% | 2/1/2028 | 200 | 203 | ||
| Bank of Montreal | 5.717% | 9/25/2028 | 200 | 206 | ||
| Bank of Montreal | 5.511% | 6/4/2031 | 300 | 311 | ||
| Bank of Montreal | 4.439% | 1/14/2032 | 500 | 493 | ||
| Bank of Montreal | 3.803% | 12/15/2032 | 500 | 492 | ||
| Bank of New York Mellon | 4.729% | 4/20/2029 | 250 | 252 | ||
| Bank of New York Mellon Corp. | 3.250% | 5/16/2027 | 150 | 149 | ||
| Bank of New York Mellon Corp. | 4.441% | 6/9/2028 | 100 | 100 | ||
| Bank of New York Mellon Corp. | 4.890% | 7/21/2028 | 200 | 201 | ||
| Bank of New York Mellon Corp. | 5.802% | 10/25/2028 | 200 | 204 | ||
| Bank of New York Mellon Corp. | 4.543% | 2/1/2029 | 200 | 201 | ||
| Bank of New York Mellon Corp. | 3.300% | 8/23/2029 | 100 | 96 | ||
| Bank of New York Mellon Corp. | 6.317% | 10/25/2029 | 200 | 209 | ||
| Bank of New York Mellon Corp. | 4.026% | 1/22/2030 | 169 | 167 | ||
| Bank of New York Mellon Corp. | 4.975% | 3/14/2030 | 200 | 203 | ||
| Bank of New York Mellon Corp. | 4.942% | 2/11/2031 | 600 | 608 | ||
| Bank of New York Mellon Corp. | 2.500% | 1/26/2032 | 80 | 72 | ||
| Bank of New York Mellon Corp. | 5.060% | 7/22/2032 | 140 | 143 | ||
| Bank of New York Mellon Corp. | 5.834% | 10/25/2033 | 200 | 212 | ||
| Bank of New York Mellon Corp. | 4.706% | 2/1/2034 | 200 | 198 | ||
| Bank of New York Mellon Corp. | 4.967% | 4/26/2034 | 1,200 | 1,201 | ||
| Bank of New York Mellon Corp. | 5.188% | 3/14/2035 | 200 | 203 | ||
| Bank of New York Mellon Corp. | 5.316% | 6/6/2036 | 100 | 101 | ||
| Bank of Nova Scotia | 5.400% | 6/4/2027 | 120 | 122 | ||
| Bank of Nova Scotia | 5.250% | 6/12/2028 | 200 | 204 | ||
| Bank of Nova Scotia | 5.450% | 8/1/2029 | 125 | 129 | ||
| Bank of Nova Scotia | 4.247% | 2/2/2030 | 94 | 93 | ||
| Bank of Nova Scotia | 5.130% | 2/14/2031 | 202 | 206 | ||
| Bank of Nova Scotia | 2.450% | 2/2/2032 | 200 | 177 | ||
| Bank of Nova Scotia | 4.740% | 11/10/2032 | 200 | 199 | ||
| Bank of Nova Scotia | 5.650% | 2/1/2034 | 200 | 208 | ||
| Bank of Nova Scotia | 4.813% | 2/2/2034 | 83 | 82 | ||
| Bank of Nova Scotia | 4.588% | 5/4/2037 | 200 | 191 | ||
| Barclays plc | 4.337% | 1/10/2028 | 200 | 199 | ||
| Barclays plc | 4.836% | 5/9/2028 | 400 | 400 | ||
| Barclays plc | 5.501% | 8/9/2028 | 325 | 329 | ||
| Barclays plc | 4.837% | 9/10/2028 | 80 | 80 | ||
| Barclays plc | 7.385% | 11/2/2028 | 375 | 391 | ||
| Barclays plc | 5.086% | 2/25/2029 | 200 | 202 | ||
| Barclays plc | 4.972% | 5/16/2029 | 500 | 503 | ||
| Barclays plc | 6.490% | 9/13/2029 | 326 | 339 | ||
| Barclays plc | 4.476% | 11/11/2029 | 200 | 199 | ||
| Barclays plc | 5.690% | 3/12/2030 | 225 | 231 | ||
| Barclays plc | 4.219% | 5/24/2030 | 94 | 93 | ||
| Barclays plc | 5.088% | 6/20/2030 | 345 | 346 | ||
| Barclays plc | 4.942% | 9/10/2030 | 119 | 120 | ||
| Barclays plc | 5.367% | 2/25/2031 | 200 | 203 | ||
| Barclays plc | 2.645% | 6/24/2031 | 400 | 366 | ||
| Barclays plc | 4.521% | 2/24/2032 | 200 | 196 | ||
| Barclays plc | 5.746% | 8/9/2033 | 325 | 334 | ||
| Barclays plc | 7.437% | 11/2/2033 | 1,125 | 1,257 | ||
| Barclays plc | 7.119% | 6/27/2034 | 270 | 294 | ||
| Barclays plc | 5.335% | 9/10/2035 | 650 | 643 | ||
| Barclays plc | 3.564% | 9/23/2035 | 250 | 233 | ||
| Barclays plc | 5.785% | 2/25/2036 | 675 | 684 | ||
| Barclays plc | 5.207% | 2/24/2037 | 77 | 75 | ||
| Barclays plc | 5.250% | 8/17/2045 | 250 | 231 | ||
| Barclays plc | 5.860% | 8/11/2046 | 185 | 182 | ||
| Barclays plc | 4.950% | 1/10/2047 | 200 | 177 | ||
| Barclays plc | 6.036% | 3/12/2055 | 400 | 410 | ||
| Barings BDC Inc. | 5.200% | 9/15/2028 | 50 | 49 | ||
| 6 | Barings Private Credit Corp. | 6.150% | 6/11/2030 | 75 | 73 | |
| Berkshire Hathaway Finance Corp. | 5.750% | 1/15/2040 | 140 | 150 | ||
| Berkshire Hathaway Finance Corp. | 4.200% | 8/15/2048 | 750 | 611 | ||
| Berkshire Hathaway Finance Corp. | 4.250% | 1/15/2049 | 180 | 148 | ||
| Berkshire Hathaway Finance Corp. | 2.850% | 10/15/2050 | 425 | 267 | ||
| Berkshire Hathaway Finance Corp. | 3.850% | 3/15/2052 | 534 | 402 | ||
| BGC Group Inc. | 6.150% | 4/2/2030 | 100 | 102 | ||
| BlackRock Funding Inc. | 4.700% | 3/14/2029 | 200 | 203 | ||
| BlackRock Funding Inc. | 5.000% | 3/14/2034 | 200 | 203 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| BlackRock Funding Inc. | 4.900% | 1/8/2035 | 150 | 151 | ||
| BlackRock Funding Inc. | 5.250% | 3/14/2054 | 275 | 256 | ||
| BlackRock Funding Inc. | 5.350% | 1/8/2055 | 150 | 142 | ||
| Blackrock Inc. | 3.250% | 4/30/2029 | 90 | 88 | ||
| Blackrock Inc. | 2.400% | 4/30/2030 | 380 | 353 | ||
| Blackrock Inc. | 2.100% | 2/25/2032 | 600 | 525 | ||
| Blackrock Inc. | 4.750% | 5/25/2033 | 200 | 201 | ||
| Blackstone Private Credit Fund | 4.950% | 9/26/2027 | 70 | 69 | ||
| Blackstone Private Credit Fund | 5.950% | 7/16/2029 | 450 | 443 | ||
| Blackstone Private Credit Fund | 5.050% | 9/10/2030 | 125 | 118 | ||
| Blackstone Private Credit Fund | 6.250% | 1/25/2031 | 90 | 89 | ||
| Blackstone Private Credit Fund | 5.350% | 3/12/2031 | 200 | 190 | ||
| Blackstone Private Credit Fund | 6.000% | 11/22/2034 | 300 | 281 | ||
| Blackstone Reg Finance Co. LLC | 4.300% | 11/3/2030 | 114 | 112 | ||
| Blackstone Reg Finance Co. LLC | 5.000% | 12/6/2034 | 100 | 98 | ||
| Blackstone Reg Finance Co. LLC | 4.950% | 2/15/2036 | 236 | 228 | ||
| Blackstone Secured Lending Fund | 5.875% | 11/15/2027 | 150 | 151 | ||
| Blackstone Secured Lending Fund | 5.350% | 4/13/2028 | 450 | 447 | ||
| Blackstone Secured Lending Fund | 5.125% | 1/31/2031 | 250 | 240 | ||
| Blue Owl Capital Corp. | 2.875% | 6/11/2028 | 125 | 116 | ||
| Blue Owl Capital Corp. | 5.950% | 3/15/2029 | 200 | 198 | ||
| Blue Owl Capital Corp. | 6.200% | 7/15/2030 | 300 | 296 | ||
| Blue Owl Credit Income Corp. | 7.950% | 6/13/2028 | 200 | 205 | ||
| Blue Owl Credit Income Corp. | 6.600% | 9/15/2029 | 200 | 199 | ||
| Blue Owl Finance LLC | 6.250% | 4/18/2034 | 350 | 338 | ||
| Blue Owl Technology Finance Corp. | 6.100% | 3/15/2028 | 50 | 49 | ||
| 6 | BNP Paribas SA | 3.052% | 1/13/2031 | 50 | 47 | |
| Brighthouse Financial Inc. | 4.700% | 6/22/2047 | 173 | 117 | ||
| Broadridge Financial Solutions Inc. | 2.900% | 12/1/2029 | 75 | 70 | ||
| Broadridge Financial Solutions Inc. | 2.600% | 5/1/2031 | 200 | 178 | ||
| Brookfield Asset Management Ltd. | 5.795% | 4/24/2035 | 125 | 127 | ||
| Brookfield Asset Management Ltd. | 5.298% | 1/15/2036 | 400 | 390 | ||
| Brookfield Asset Management Ltd. | 6.077% | 9/15/2055 | 375 | 371 | ||
| Brookfield Capital Finance LLC | 6.087% | 6/14/2033 | 100 | 104 | ||
| Brookfield Finance I UK plc / Brookfield Finance Inc. | 2.340% | 1/30/2032 | 120 | 104 | ||
| Brookfield Finance Inc. | 3.900% | 1/25/2028 | 125 | 124 | ||
| Brookfield Finance Inc. | 4.850% | 3/29/2029 | 150 | 151 | ||
| Brookfield Finance Inc. | 4.350% | 4/15/2030 | 205 | 202 | ||
| Brookfield Finance Inc. | 4.700% | 9/20/2047 | 185 | 154 | ||
| Brookfield Finance Inc. | 3.500% | 3/30/2051 | 150 | 100 | ||
| Brookfield Finance Inc. | 5.968% | 3/4/2054 | 240 | 232 | ||
| Brookfield Finance Inc. | 5.813% | 3/3/2055 | 100 | 95 | ||
| Brookfield Finance LLC / Brookfield Finance Inc. | 3.450% | 4/15/2050 | 125 | 82 | ||
| Brown & Brown Inc. | 4.700% | 6/23/2028 | 50 | 50 | ||
| Brown & Brown Inc. | 4.500% | 3/15/2029 | 75 | 75 | ||
| Brown & Brown Inc. | 4.900% | 6/23/2030 | 50 | 50 | ||
| Brown & Brown Inc. | 2.375% | 3/15/2031 | 500 | 440 | ||
| Brown & Brown Inc. | 5.250% | 6/23/2032 | 50 | 50 | ||
| Brown & Brown Inc. | 5.550% | 6/23/2035 | 225 | 225 | ||
| Brown & Brown Inc. | 6.250% | 6/23/2055 | 175 | 174 | ||
| Canadian Imperial Bank of Commerce | 3.450% | 4/7/2027 | 200 | 199 | ||
| Canadian Imperial Bank of Commerce | 5.237% | 6/28/2027 | 115 | 116 | ||
| Canadian Imperial Bank of Commerce | 4.857% | 3/30/2029 | 1,336 | 1,347 | ||
| Canadian Imperial Bank of Commerce | 4.283% | 1/29/2030 | 109 | 108 | ||
| Canadian Imperial Bank of Commerce | 3.600% | 4/7/2032 | 200 | 188 | ||
| Canadian Imperial Bank of Commerce | 6.092% | 10/3/2033 | 200 | 214 | ||
| Capital One Financial Corp. | 3.650% | 5/11/2027 | 800 | 794 | ||
| Capital One Financial Corp. | 3.800% | 1/31/2028 | 300 | 297 | ||
| Capital One Financial Corp. | 5.468% | 2/1/2029 | 200 | 203 | ||
| Capital One Financial Corp. | 5.700% | 2/1/2030 | 595 | 610 | ||
| Capital One Financial Corp. | 3.273% | 3/1/2030 | 230 | 221 | ||
| Capital One Financial Corp. | 5.463% | 7/26/2030 | 300 | 306 | ||
| Capital One Financial Corp. | 4.493% | 9/11/2031 | 100 | 98 | ||
| Capital One Financial Corp. | 7.624% | 10/30/2031 | 200 | 221 | ||
| Capital One Financial Corp. | 4.722% | 1/30/2032 | 190 | 187 | ||
| Capital One Financial Corp. | 2.618% | 11/2/2032 | 250 | 220 | ||
| Capital One Financial Corp. | 6.700% | 11/29/2032 | 250 | 272 | ||
| Capital One Financial Corp. | 5.817% | 2/1/2034 | 732 | 749 | ||
| Capital One Financial Corp. | 6.377% | 6/8/2034 | 300 | 316 | ||
| Capital One Financial Corp. | 6.051% | 2/1/2035 | 205 | 212 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Capital One Financial Corp. | 5.884% | 7/26/2035 | 175 | 179 | ||
| Capital One Financial Corp. | 6.183% | 1/30/2036 | 305 | 310 | ||
| Capital One Financial Corp. | 5.197% | 9/11/2036 | 1,850 | 1,793 | ||
| Capital One NA | 4.650% | 9/13/2028 | 250 | 251 | ||
| Capital One NA | 2.700% | 2/6/2030 | 100 | 93 | ||
| Capital Southwest Corp. | 5.950% | 9/18/2030 | 121 | 119 | ||
| Carlyle Secured Lending Inc. | 6.750% | 2/18/2030 | 50 | 50 | ||
| Carlyle Secured Lending Inc. | 5.750% | 2/15/2031 | 150 | 142 | ||
| Charles Schwab Corp. | 3.200% | 1/25/2028 | 100 | 98 | ||
| Charles Schwab Corp. | 4.000% | 2/1/2029 | 125 | 124 | ||
| Charles Schwab Corp. | 5.643% | 5/19/2029 | 220 | 226 | ||
| Charles Schwab Corp. | 3.250% | 5/22/2029 | 100 | 97 | ||
| Charles Schwab Corp. | 2.750% | 10/1/2029 | 50 | 47 | ||
| Charles Schwab Corp. | 6.196% | 11/17/2029 | 220 | 230 | ||
| Charles Schwab Corp. | 4.625% | 3/22/2030 | 50 | 51 | ||
| Charles Schwab Corp. | 2.300% | 5/13/2031 | 500 | 450 | ||
| Charles Schwab Corp. | 4.343% | 11/14/2031 | 175 | 173 | ||
| Charles Schwab Corp. | 2.900% | 3/3/2032 | 395 | 358 | ||
| Charles Schwab Corp. | 5.853% | 5/19/2034 | 300 | 315 | ||
| Charles Schwab Corp. | 6.136% | 8/24/2034 | 235 | 250 | ||
| Charles Schwab Corp. | 4.914% | 11/14/2036 | 105 | 102 | ||
| Chubb Corp. | 6.000% | 5/11/2037 | 1,125 | 1,200 | ||
| Chubb Corp. | 6.500% | 5/15/2038 | 95 | 105 | ||
| Chubb INA Holdings LLC | 5.000% | 3/15/2034 | 125 | 126 | ||
| Chubb INA Holdings LLC | 4.900% | 8/15/2035 | 296 | 292 | ||
| Chubb INA Holdings LLC | 6.700% | 5/15/2036 | 200 | 225 | ||
| Chubb INA Holdings LLC | 4.150% | 3/13/2043 | 100 | 84 | ||
| Chubb INA Holdings LLC | 4.350% | 11/3/2045 | 350 | 295 | ||
| Chubb INA Holdings LLC | 2.850% | 12/15/2051 | 100 | 62 | ||
| Chubb INA Holdings LLC | 3.050% | 12/15/2061 | 200 | 120 | ||
| Cincinnati Financial Corp. | 6.920% | 5/15/2028 | 100 | 105 | ||
| Cincinnati Financial Corp. | 6.125% | 11/1/2034 | 75 | 79 | ||
| Citibank NA | 4.838% | 8/6/2029 | 350 | 354 | ||
| Citibank NA | 4.914% | 5/29/2030 | 250 | 254 | ||
| Citibank NA | 5.570% | 4/30/2034 | 250 | 259 | ||
| Citigroup Inc. | 4.450% | 9/29/2027 | 1,230 | 1,230 | ||
| Citigroup Inc. | 4.643% | 5/7/2028 | 175 | 175 | ||
| Citigroup Inc. | 4.658% | 5/24/2028 | 350 | 351 | ||
| Citigroup Inc. | 3.668% | 7/24/2028 | 900 | 891 | ||
| Citigroup Inc. | 4.125% | 7/25/2028 | 100 | 99 | ||
| Citigroup Inc. | 3.520% | 10/27/2028 | 580 | 571 | ||
| Citigroup Inc. | 5.174% | 2/13/2030 | 450 | 457 | ||
| Citigroup Inc. | 3.980% | 3/20/2030 | 475 | 467 | ||
| Citigroup Inc. | 4.542% | 9/19/2030 | 350 | 349 | ||
| Citigroup Inc. | 2.976% | 11/5/2030 | 300 | 283 | ||
| Citigroup Inc. | 2.666% | 1/29/2031 | 500 | 464 | ||
| Citigroup Inc. | 4.412% | 3/31/2031 | 750 | 741 | ||
| Citigroup Inc. | 4.952% | 5/7/2031 | 175 | 176 | ||
| Citigroup Inc. | 2.572% | 6/3/2031 | 500 | 459 | ||
| Citigroup Inc. | 4.503% | 9/11/2031 | 270 | 267 | ||
| Citigroup Inc. | 6.625% | 6/15/2032 | 100 | 109 | ||
| Citigroup Inc. | 2.520% | 11/3/2032 | 475 | 419 | ||
| Citigroup Inc. | 3.057% | 1/25/2033 | 230 | 208 | ||
| Citigroup Inc. | 3.785% | 3/17/2033 | 600 | 563 | ||
| Citigroup Inc. | 4.910% | 5/24/2033 | 220 | 219 | ||
| Citigroup Inc. | 6.270% | 11/17/2033 | 500 | 534 | ||
| Citigroup Inc. | 6.174% | 5/25/2034 | 350 | 363 | ||
| Citigroup Inc. | 5.827% | 2/13/2035 | 1,050 | 1,063 | ||
| Citigroup Inc. | 6.125% | 8/25/2036 | 75 | 78 | ||
| Citigroup Inc. | 5.174% | 9/11/2036 | 1,217 | 1,205 | ||
| Citigroup Inc. | 3.878% | 1/24/2039 | 225 | 194 | ||
| Citigroup Inc. | 8.125% | 7/15/2039 | 562 | 701 | ||
| Citigroup Inc. | 5.411% | 9/19/2039 | 350 | 343 | ||
| Citigroup Inc. | 5.316% | 3/26/2041 | 1,000 | 968 | ||
| Citigroup Inc. | 5.875% | 1/30/2042 | 100 | 101 | ||
| Citigroup Inc. | 5.300% | 5/6/2044 | 375 | 346 | ||
| Citigroup Inc. | 4.650% | 7/30/2045 | 200 | 175 | ||
| Citigroup Inc. | 4.750% | 5/18/2046 | 375 | 316 | ||
| Citigroup Inc. | 4.650% | 7/23/2048 | 450 | 381 | ||
| Citigroup Inc. | 5.612% | 3/4/2056 | 175 | 168 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Citizens Bank NA/Providence RI | 4.192% | 1/29/2029 | 83 | 82 | ||
| Citizens Financial Group Inc. | 5.841% | 1/23/2030 | 200 | 206 | ||
| Citizens Financial Group Inc. | 2.500% | 2/6/2030 | 200 | 184 | ||
| Citizens Financial Group Inc. | 5.253% | 3/5/2031 | 120 | 121 | ||
| Citizens Financial Group Inc. | 2.638% | 9/30/2032 | 125 | 107 | ||
| Citizens Financial Group Inc. | 6.645% | 4/25/2035 | 129 | 138 | ||
| Citizens Financial Group Inc. | 5.299% | 1/29/2036 | 76 | 75 | ||
| CME Group Inc. | 4.400% | 3/15/2030 | 200 | 201 | ||
| CME Group Inc. | 2.650% | 3/15/2032 | 500 | 453 | ||
| CME Group Inc. | 5.300% | 9/15/2043 | 200 | 197 | ||
| CNA Financial Corp. | 3.450% | 8/15/2027 | 100 | 99 | ||
| CNA Financial Corp. | 3.900% | 5/1/2029 | 100 | 98 | ||
| CNA Financial Corp. | 5.125% | 2/15/2034 | 170 | 168 | ||
| CNA Financial Corp. | 5.200% | 8/15/2035 | 200 | 196 | ||
| CNO Financial Group Inc. | 5.250% | 5/30/2029 | 100 | 100 | ||
| CNO Financial Group Inc. | 6.450% | 6/15/2034 | 125 | 129 | ||
| Commonwealth Bank of Australia | 4.423% | 3/14/2028 | 250 | 251 | ||
| Commonwealth Bank of Australia | 4.355% | 3/27/2029 | 250 | 251 | ||
| Commonwealth Bank of Australia | 4.150% | 10/1/2030 | 250 | 248 | ||
| Cooperatieve Rabobank UA | 4.883% | 1/21/2028 | 250 | 254 | ||
| Cooperatieve Rabobank UA | 4.800% | 1/9/2029 | 250 | 254 | ||
| 4 | Cooperatieve Rabobank UA | 4.322% | 4/1/2029 | 250 | 250 | |
| Cooperatieve Rabobank UA | 4.494% | 10/17/2029 | 250 | 252 | ||
| Cooperatieve Rabobank UA | 5.250% | 5/24/2041 | 100 | 97 | ||
| Cooperatieve Rabobank UA | 5.750% | 12/1/2043 | 250 | 243 | ||
| Cooperatieve Rabobank UA | 5.250% | 8/4/2045 | 250 | 228 | ||
| Corebridge Financial Inc. | 3.850% | 4/5/2029 | 185 | 181 | ||
| Corebridge Financial Inc. | 3.900% | 4/5/2032 | 500 | 469 | ||
| Corebridge Financial Inc. | 6.050% | 9/15/2033 | 400 | 419 | ||
| Corebridge Financial Inc. | 5.750% | 1/15/2034 | 432 | 443 | ||
| Corebridge Financial Inc. | 4.350% | 4/5/2042 | 100 | 82 | ||
| Corebridge Financial Inc. | 4.400% | 4/5/2052 | 215 | 167 | ||
| Corebridge Financial Inc. | 6.875% | 12/15/2052 | 150 | 152 | ||
| Corebridge Financial Inc. | 6.375% | 9/15/2054 | 150 | 147 | ||
| Deutsche Bank AG | 6.720% | 1/18/2029 | 325 | 337 | ||
| Deutsche Bank AG | 6.819% | 11/20/2029 | 275 | 289 | ||
| Deutsche Bank AG | 5.297% | 5/9/2031 | 400 | 404 | ||
| Deutsche Bank AG | 4.950% | 8/4/2031 | 1,179 | 1,175 | ||
| Deutsche Bank AG | 3.547% | 9/18/2031 | 1,000 | 940 | ||
| Deutsche Bank AG | 3.729% | 1/14/2032 | 250 | 232 | ||
| Deutsche Bank AG | 4.725% | 2/6/2032 | 135 | 133 | ||
| Deutsche Bank AG | 3.035% | 5/28/2032 | 160 | 145 | ||
| Deutsche Bank AG | 4.875% | 12/1/2032 | 240 | 239 | ||
| Deutsche Bank AG | 3.742% | 1/7/2033 | 215 | 196 | ||
| Deutsche Bank AG | 7.079% | 2/10/2034 | 200 | 214 | ||
| Deutsche Bank AG | 5.403% | 9/11/2035 | 350 | 348 | ||
| Discover Financial Services | 7.964% | 11/2/2034 | 175 | 201 | ||
| Eaton Vance Corp. | 3.500% | 4/6/2027 | 100 | 99 | ||
| Enact Holdings Inc. | 6.250% | 5/28/2029 | 125 | 129 | ||
| Enstar Group Ltd. | 4.950% | 6/1/2029 | 142 | 141 | ||
| Enstar Group Ltd. | 3.100% | 9/1/2031 | 100 | 88 | ||
| Equifax Inc. | 5.100% | 6/1/2028 | 400 | 405 | ||
| Equifax Inc. | 4.800% | 9/15/2029 | 100 | 101 | ||
| Equifax Inc. | 3.100% | 5/15/2030 | 120 | 112 | ||
| Equifax Inc. | 2.350% | 9/15/2031 | 200 | 175 | ||
| Equitable Holdings Inc. | 4.350% | 4/20/2028 | 93 | 93 | ||
| Equitable Holdings Inc. | 5.594% | 1/11/2033 | 100 | 102 | ||
| Equitable Holdings Inc. | 5.000% | 4/20/2048 | 238 | 206 | ||
| Essent Group Ltd. | 6.250% | 7/1/2029 | 100 | 103 | ||
| Everest Reinsurance Holdings Inc. | 4.868% | 6/1/2044 | 100 | 84 | ||
| Everest Reinsurance Holdings Inc. | 3.125% | 10/15/2052 | 500 | 301 | ||
| F&G Annuities & Life Inc. | 6.250% | 10/4/2034 | 85 | 81 | ||
| FactSet Research Systems Inc. | 3.450% | 3/1/2032 | 100 | 90 | ||
| Fairfax Financial Holdings Ltd. | 4.850% | 4/17/2028 | 50 | 50 | ||
| Fairfax Financial Holdings Ltd. | 4.625% | 4/29/2030 | 100 | 100 | ||
| Fairfax Financial Holdings Ltd. | 5.625% | 8/16/2032 | 200 | 205 | ||
| Fairfax Financial Holdings Ltd. | 6.000% | 12/7/2033 | 125 | 131 | ||
| Fairfax Financial Holdings Ltd. | 6.350% | 3/22/2054 | 175 | 176 | ||
| Fairfax Financial Holdings Ltd. | 6.100% | 3/15/2055 | 100 | 98 | ||
| Fairfax Financial Holdings Ltd. | 6.500% | 5/20/2055 | 125 | 128 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Fidelity National Financial Inc. | 3.400% | 6/15/2030 | 100 | 94 | ||
| Fidelity National Financial Inc. | 2.450% | 3/15/2031 | 275 | 243 | ||
| Fidelity National Information Services Inc. | 1.650% | 3/1/2028 | 200 | 189 | ||
| Fidelity National Information Services Inc. | 3.750% | 5/21/2029 | 100 | 97 | ||
| Fidelity National Information Services Inc. | 2.250% | 3/1/2031 | 300 | 266 | ||
| Fidelity National Information Services Inc. | 3.100% | 3/1/2041 | 200 | 144 | ||
| Fifth Third Bancorp | 2.550% | 5/5/2027 | 100 | 98 | ||
| Fifth Third Bancorp | 3.950% | 3/14/2028 | 75 | 74 | ||
| Fifth Third Bancorp | 6.339% | 7/27/2029 | 200 | 207 | ||
| Fifth Third Bancorp | 4.772% | 7/28/2030 | 125 | 125 | ||
| Fifth Third Bancorp | 5.631% | 1/29/2032 | 275 | 283 | ||
| Fifth Third Bancorp | 4.566% | 4/29/2032 | 221 | 217 | ||
| Fifth Third Bancorp | 5.141% | 1/29/2037 | 183 | 178 | ||
| Fifth Third Bancorp | 8.250% | 3/1/2038 | 200 | 241 | ||
| Fifth Third Bank NA | 5.332% | 8/25/2033 | 250 | 250 | ||
| Fifth Third Financial Corp. | 4.000% | 2/1/2029 | 90 | 89 | ||
| Fifth Third Financial Corp. | 5.982% | 1/30/2030 | 200 | 207 | ||
| First American Financial Corp. | 2.400% | 8/15/2031 | 200 | 172 | ||
| First American Financial Corp. | 5.450% | 9/30/2034 | 100 | 98 | ||
| First Horizon Corp. | 5.514% | 3/7/2031 | 450 | 456 | ||
| First-Citizens Bank & Trust Co. | 6.125% | 3/9/2028 | 75 | 77 | ||
| Fiserv Inc. | 2.250% | 6/1/2027 | 300 | 292 | ||
| Fiserv Inc. | 4.200% | 10/1/2028 | 200 | 198 | ||
| Fiserv Inc. | 3.500% | 7/1/2029 | 831 | 796 | ||
| Fiserv Inc. | 4.750% | 3/15/2030 | 250 | 248 | ||
| Fiserv Inc. | 2.650% | 6/1/2030 | 200 | 182 | ||
| Fiserv Inc. | 4.550% | 2/15/2031 | 104 | 102 | ||
| Fiserv Inc. | 5.625% | 8/21/2033 | 94 | 95 | ||
| Fiserv Inc. | 5.450% | 3/15/2034 | 182 | 181 | ||
| Fiserv Inc. | 5.150% | 8/12/2034 | 200 | 194 | ||
| Fiserv Inc. | 5.250% | 8/11/2035 | 224 | 218 | ||
| Fiserv Inc. | 4.400% | 7/1/2049 | 415 | 314 | ||
| 6 | Franklin BSP Capital Corp. | 6.000% | 10/2/2030 | 100 | 95 | |
| Franklin Resources Inc. | 2.950% | 8/12/2051 | 200 | 124 | ||
| GATX Corp. | 3.500% | 3/15/2028 | 100 | 98 | ||
| GATX Corp. | 4.550% | 11/7/2028 | 150 | 151 | ||
| GATX Corp. | 4.700% | 4/1/2029 | 75 | 75 | ||
| GATX Corp. | 3.500% | 6/1/2032 | 50 | 46 | ||
| GATX Corp. | 6.900% | 5/1/2034 | 200 | 219 | ||
| GATX Corp. | 5.500% | 6/15/2035 | 125 | 126 | ||
| GATX Corp. | 4.500% | 3/30/2045 | 50 | 41 | ||
| GATX Corp. | 3.100% | 6/1/2051 | 200 | 126 | ||
| GATX Corp. | 6.050% | 6/5/2054 | 150 | 149 | ||
| Global Payments Inc. | 4.550% | 3/15/2028 | 133 | 132 | ||
| Global Payments Inc. | 4.500% | 11/15/2028 | 450 | 446 | ||
| Global Payments Inc. | 4.875% | 11/15/2030 | 330 | 324 | ||
| Global Payments Inc. | 2.900% | 11/15/2031 | 200 | 175 | ||
| Global Payments Inc. | 5.400% | 8/15/2032 | 200 | 198 | ||
| Global Payments Inc. | 5.200% | 11/15/2032 | 278 | 270 | ||
| Global Payments Inc. | 5.400% | 3/15/2033 | 187 | 183 | ||
| Global Payments Inc. | 5.550% | 11/15/2035 | 313 | 301 | ||
| Global Payments Inc. | 4.150% | 8/15/2049 | 200 | 142 | ||
| Global Payments Inc. | 5.950% | 8/15/2052 | 75 | 69 | ||
| Globe Life Inc. | 4.550% | 9/15/2028 | 80 | 80 | ||
| Globe Life Inc. | 5.850% | 9/15/2034 | 80 | 82 | ||
| Goldman Sachs BDC Inc. | 5.650% | 9/9/2030 | 106 | 102 | ||
| Goldman Sachs Capital I | 6.345% | 2/15/2034 | 225 | 235 | ||
| Goldman Sachs Group Inc. | 3.691% | 6/5/2028 | 625 | 619 | ||
| Goldman Sachs Group Inc. | 4.482% | 8/23/2028 | 475 | 475 | ||
| Goldman Sachs Group Inc. | 4.148% | 1/21/2029 | 422 | 419 | ||
| Goldman Sachs Group Inc. | 3.814% | 4/23/2029 | 450 | 444 | ||
| Goldman Sachs Group Inc. | 4.223% | 5/1/2029 | 475 | 472 | ||
| Goldman Sachs Group Inc. | 6.484% | 10/24/2029 | 450 | 471 | ||
| Goldman Sachs Group Inc. | 3.800% | 3/15/2030 | 1,250 | 1,215 | ||
| Goldman Sachs Group Inc. | 5.727% | 4/25/2030 | 225 | 232 | ||
| Goldman Sachs Group Inc. | 5.049% | 7/23/2030 | 1,500 | 1,517 | ||
| Goldman Sachs Group Inc. | 4.692% | 10/23/2030 | 1,425 | 1,426 | ||
| Goldman Sachs Group Inc. | 5.207% | 1/28/2031 | 275 | 280 | ||
| Goldman Sachs Group Inc. | 4.369% | 10/21/2031 | 370 | 363 | ||
| Goldman Sachs Group Inc. | 2.650% | 10/21/2032 | 800 | 710 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Goldman Sachs Group Inc. | 3.102% | 2/24/2033 | 300 | 271 | ||
| Goldman Sachs Group Inc. | 5.851% | 4/25/2035 | 55 | 57 | ||
| Goldman Sachs Group Inc. | 5.330% | 7/23/2035 | 570 | 572 | ||
| Goldman Sachs Group Inc. | 5.016% | 10/23/2035 | 475 | 466 | ||
| Goldman Sachs Group Inc. | 6.450% | 5/1/2036 | 50 | 53 | ||
| Goldman Sachs Group Inc. | 5.065% | 1/21/2037 | 2,345 | 2,296 | ||
| Goldman Sachs Group Inc. | 6.750% | 10/1/2037 | 975 | 1,051 | ||
| Goldman Sachs Group Inc. | 4.017% | 10/31/2038 | 405 | 353 | ||
| Goldman Sachs Group Inc. | 4.411% | 4/23/2039 | 500 | 448 | ||
| Goldman Sachs Group Inc. | 6.250% | 2/1/2041 | 675 | 712 | ||
| Goldman Sachs Group Inc. | 5.387% | 2/2/2041 | 472 | 457 | ||
| Goldman Sachs Group Inc. | 3.210% | 4/22/2042 | 1,030 | 763 | ||
| Goldman Sachs Group Inc. | 5.150% | 5/22/2045 | 475 | 425 | ||
| Goldman Sachs Group Inc. | 5.561% | 11/19/2045 | 525 | 504 | ||
| Goldman Sachs Group Inc. | 5.541% | 1/21/2047 | 469 | 447 | ||
| Goldman Sachs Group Inc. | 5.734% | 1/28/2056 | 525 | 511 | ||
| 6 | Goldman Sachs Private Credit Corp. | 5.875% | 5/6/2028 | 50 | 50 | |
| 6 | Goldman Sachs Private Credit Corp. | 5.375% | 1/31/2029 | 103 | 101 | |
| 6 | Goldman Sachs Private Credit Corp. | 6.250% | 5/6/2030 | 115 | 114 | |
| 6 | Goldman Sachs Private Credit Corp. | 5.875% | 1/31/2031 | 70 | 68 | |
| Golub Capital BDC Inc. | 7.050% | 12/5/2028 | 255 | 261 | ||
| Golub Capital Private Credit Fund | 5.800% | 9/12/2029 | 50 | 49 | ||
| Golub Capital Private Credit Fund | 5.875% | 5/1/2030 | 200 | 196 | ||
| 6 | Golub Capital Private Credit Fund | 5.600% | 4/15/2031 | 67 | 64 | |
| HA Sustainable Infrastructure Capital Inc. | 6.150% | 1/15/2031 | 225 | 229 | ||
| HA Sustainable Infrastructure Capital Inc. | 6.375% | 7/1/2034 | 150 | 151 | ||
| HA Sustainable Infrastructure Capital Inc. | 6.750% | 7/15/2035 | 200 | 205 | ||
| HA Sustainable Infrastructure Capital Inc. | 6.000% | 3/15/2036 | 103 | 100 | ||
| Hanover Insurance Group Inc. | 5.500% | 9/1/2035 | 100 | 99 | ||
| Hartford Insurance Group Inc. | 2.800% | 8/19/2029 | 350 | 332 | ||
| Hartford Insurance Group Inc. | 5.950% | 10/15/2036 | 50 | 53 | ||
| Hartford Insurance Group Inc. | 6.100% | 10/1/2041 | 100 | 105 | ||
| Hartford Insurance Group Inc. | 4.300% | 4/15/2043 | 175 | 147 | ||
| Hartford Insurance Group Inc. | 3.600% | 8/19/2049 | 125 | 90 | ||
| Hartford Insurance Group Inc. | 2.900% | 9/15/2051 | 200 | 124 | ||
| Hercules Capital Inc. | 6.000% | 6/16/2030 | 200 | 196 | ||
| Horace Mann Educators Corp. | 4.700% | 10/1/2030 | 94 | 93 | ||
| 6 | HPS Corporate Lending Fund | 5.300% | 6/5/2027 | 50 | 50 | |
| HPS Corporate Lending Fund | 5.450% | 1/14/2028 | 150 | 149 | ||
| 6 | HPS Corporate Lending Fund | 4.900% | 9/11/2028 | 103 | 100 | |
| 6 | HPS Corporate Lending Fund | 5.150% | 4/2/2029 | 150 | 146 | |
| 6 | HPS Corporate Lending Fund | 5.850% | 6/5/2030 | 200 | 195 | |
| 6 | HPS Corporate Lending Fund | 5.450% | 11/15/2030 | 152 | 145 | |
| 6 | HPS Corporate Lending Fund | 5.650% | 4/2/2031 | 250 | 240 | |
| HSBC Bank USA NA | 7.000% | 1/15/2039 | 250 | 279 | ||
| HSBC Holdings plc | 5.210% | 8/11/2028 | 815 | 821 | ||
| HSBC Holdings plc | 2.013% | 9/22/2028 | 750 | 723 | ||
| HSBC Holdings plc | 5.130% | 11/19/2028 | 200 | 202 | ||
| HSBC Holdings plc | 4.899% | 3/3/2029 | 225 | 226 | ||
| HSBC Holdings plc | 4.583% | 6/19/2029 | 400 | 400 | ||
| HSBC Holdings plc | 2.206% | 8/17/2029 | 500 | 473 | ||
| HSBC Holdings plc | 4.950% | 3/31/2030 | 250 | 253 | ||
| HSBC Holdings plc | 3.973% | 5/22/2030 | 570 | 557 | ||
| HSBC Holdings plc | 5.286% | 11/19/2030 | 200 | 203 | ||
| HSBC Holdings plc | 5.130% | 3/3/2031 | 200 | 202 | ||
| HSBC Holdings plc | 2.848% | 6/4/2031 | 800 | 739 | ||
| HSBC Holdings plc | 4.675% | 3/10/2032 | 200 | 197 | ||
| HSBC Holdings plc | 2.804% | 5/24/2032 | 500 | 449 | ||
| HSBC Holdings plc | 2.871% | 11/22/2032 | 1,225 | 1,095 | ||
| HSBC Holdings plc | 4.762% | 3/29/2033 | 300 | 292 | ||
| HSBC Holdings plc | 5.402% | 8/11/2033 | 275 | 279 | ||
| HSBC Holdings plc | 8.113% | 11/3/2033 | 250 | 286 | ||
| HSBC Holdings plc | 6.254% | 3/9/2034 | 350 | 371 | ||
| HSBC Holdings plc | 6.547% | 6/20/2034 | 200 | 210 | ||
| HSBC Holdings plc | 7.399% | 11/13/2034 | 200 | 221 | ||
| HSBC Holdings plc | 5.719% | 3/4/2035 | 700 | 717 | ||
| HSBC Holdings plc | 5.874% | 11/18/2035 | 307 | 311 | ||
| HSBC Holdings plc | 5.450% | 3/3/2036 | 500 | 502 | ||
| HSBC Holdings plc | 6.500% | 5/2/2036 | 600 | 630 | ||
| HSBC Holdings plc | 5.790% | 5/13/2036 | 345 | 354 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| HSBC Holdings plc | 5.741% | 9/10/2036 | 400 | 400 | ||
| HSBC Holdings plc | 5.133% | 11/6/2036 | 428 | 419 | ||
| HSBC Holdings plc | 6.500% | 9/15/2037 | 50 | 53 | ||
| HSBC Holdings plc | 6.800% | 6/1/2038 | 200 | 215 | ||
| HSBC Holdings plc | 6.332% | 3/9/2044 | 550 | 579 | ||
| HSBC Holdings plc | 5.250% | 3/14/2044 | 750 | 702 | ||
| HSBC USA Inc. | 4.650% | 6/3/2028 | 200 | 201 | ||
| Huntington Bancshares Inc. | 4.443% | 8/4/2028 | 200 | 200 | ||
| Huntington Bancshares Inc. | 6.208% | 8/21/2029 | 205 | 213 | ||
| Huntington Bancshares Inc. | 2.550% | 2/4/2030 | 250 | 232 | ||
| Huntington Bancshares Inc. | 5.272% | 1/15/2031 | 225 | 228 | ||
| Huntington Bancshares Inc. | 4.623% | 1/28/2032 | 115 | 113 | ||
| Huntington Bancshares Inc. | 5.709% | 2/2/2035 | 217 | 221 | ||
| Huntington Bancshares Inc. | 2.487% | 8/15/2036 | 100 | 86 | ||
| Huntington Bancshares Inc. | 6.141% | 11/18/2039 | 250 | 254 | ||
| Huntington Bancshares Inc. | 5.605% | 1/28/2041 | 75 | 73 | ||
| Huntington National Bank | 4.871% | 4/12/2028 | 250 | 251 | ||
| Huntington National Bank | 4.552% | 5/17/2028 | 250 | 250 | ||
| Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/2027 | 250 | 248 | ||
| ING Groep NV | 4.550% | 10/2/2028 | 200 | 200 | ||
| ING Groep NV | 4.858% | 3/25/2029 | 200 | 201 | ||
| ING Groep NV | 4.050% | 4/9/2029 | 200 | 197 | ||
| ING Groep NV | 5.335% | 3/19/2030 | 270 | 276 | ||
| ING Groep NV | 5.066% | 3/25/2031 | 200 | 202 | ||
| ING Groep NV | 4.803% | 3/23/2032 | 156 | 155 | ||
| ING Groep NV | 6.114% | 9/11/2034 | 250 | 264 | ||
| ING Groep NV | 5.550% | 3/19/2035 | 500 | 507 | ||
| ING Groep NV | 5.525% | 3/25/2036 | 200 | 202 | ||
| ING Groep NV | 5.420% | 3/23/2037 | 140 | 140 | ||
| Intercontinental Exchange Inc. | 3.100% | 9/15/2027 | 150 | 148 | ||
| Intercontinental Exchange Inc. | 4.000% | 9/15/2027 | 150 | 149 | ||
| Intercontinental Exchange Inc. | 3.625% | 9/1/2028 | 250 | 246 | ||
| Intercontinental Exchange Inc. | 3.750% | 9/21/2028 | 75 | 74 | ||
| Intercontinental Exchange Inc. | 3.950% | 12/1/2028 | 104 | 103 | ||
| Intercontinental Exchange Inc. | 4.350% | 6/15/2029 | 122 | 122 | ||
| Intercontinental Exchange Inc. | 2.100% | 6/15/2030 | 750 | 682 | ||
| Intercontinental Exchange Inc. | 4.200% | 3/15/2031 | 140 | 138 | ||
| Intercontinental Exchange Inc. | 1.850% | 9/15/2032 | 500 | 421 | ||
| Intercontinental Exchange Inc. | 4.600% | 3/15/2033 | 415 | 411 | ||
| Intercontinental Exchange Inc. | 2.650% | 9/15/2040 | 500 | 362 | ||
| Intercontinental Exchange Inc. | 4.250% | 9/21/2048 | 175 | 140 | ||
| Intercontinental Exchange Inc. | 3.000% | 6/15/2050 | 60 | 38 | ||
| Intercontinental Exchange Inc. | 4.950% | 6/15/2052 | 111 | 98 | ||
| Intercontinental Exchange Inc. | 3.000% | 9/15/2060 | 300 | 174 | ||
| Intercontinental Exchange Inc. | 5.200% | 6/15/2062 | 110 | 98 | ||
| Invesco Finance plc | 5.375% | 11/30/2043 | 75 | 71 | ||
| Jackson Financial Inc. | 3.125% | 11/23/2031 | 250 | 223 | ||
| Jefferies Financial Group Inc. | 5.875% | 7/21/2028 | 200 | 204 | ||
| Jefferies Financial Group Inc. | 4.150% | 1/23/2030 | 300 | 290 | ||
| Jefferies Financial Group Inc. | 2.625% | 10/15/2031 | 500 | 435 | ||
| Jefferies Financial Group Inc. | 6.200% | 4/14/2034 | 275 | 280 | ||
| Jefferies Financial Group Inc. | 6.250% | 1/15/2036 | 75 | 76 | ||
| Jefferies Financial Group Inc. | 6.500% | 1/20/2043 | 75 | 73 | ||
| JPMorgan Chase & Co. | 3.625% | 12/1/2027 | 1,000 | 988 | ||
| JPMorgan Chase & Co. | 5.571% | 4/22/2028 | 350 | 354 | ||
| JPMorgan Chase & Co. | 3.540% | 5/1/2028 | 350 | 347 | ||
| JPMorgan Chase & Co. | 4.979% | 7/22/2028 | 165 | 166 | ||
| JPMorgan Chase & Co. | 4.505% | 10/22/2028 | 125 | 125 | ||
| JPMorgan Chase & Co. | 3.509% | 1/23/2029 | 575 | 566 | ||
| JPMorgan Chase & Co. | 4.915% | 1/24/2029 | 160 | 161 | ||
| JPMorgan Chase & Co. | 4.005% | 4/23/2029 | 300 | 297 | ||
| JPMorgan Chase & Co. | 2.069% | 6/1/2029 | 625 | 595 | ||
| JPMorgan Chase & Co. | 4.203% | 7/23/2029 | 250 | 249 | ||
| JPMorgan Chase & Co. | 5.299% | 7/24/2029 | 515 | 525 | ||
| JPMorgan Chase & Co. | 6.087% | 10/23/2029 | 212 | 220 | ||
| JPMorgan Chase & Co. | 4.452% | 12/5/2029 | 300 | 300 | ||
| JPMorgan Chase & Co. | 5.012% | 1/23/2030 | 305 | 309 | ||
| JPMorgan Chase & Co. | 5.581% | 4/22/2030 | 2,350 | 2,422 | ||
| JPMorgan Chase & Co. | 4.995% | 7/22/2030 | 325 | 330 | ||
| JPMorgan Chase & Co. | 2.739% | 10/15/2030 | 1,500 | 1,413 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| JPMorgan Chase & Co. | 4.603% | 10/22/2030 | 470 | 471 | ||
| JPMorgan Chase & Co. | 5.140% | 1/24/2031 | 240 | 244 | ||
| JPMorgan Chase & Co. | 4.493% | 3/24/2031 | 1,050 | 1,045 | ||
| JPMorgan Chase & Co. | 2.522% | 4/22/2031 | 2,000 | 1,848 | ||
| JPMorgan Chase & Co. | 2.956% | 5/13/2031 | 1,800 | 1,677 | ||
| JPMorgan Chase & Co. | 4.255% | 10/22/2031 | 181 | 178 | ||
| JPMorgan Chase & Co. | 1.764% | 11/19/2031 | 500 | 439 | ||
| JPMorgan Chase & Co. | 4.347% | 1/22/2032 | 5,778 | 5,696 | ||
| JPMorgan Chase & Co. | 2.580% | 4/22/2032 | 500 | 452 | ||
| JPMorgan Chase & Co. | 2.963% | 1/25/2033 | 1,000 | 907 | ||
| JPMorgan Chase & Co. | 4.912% | 7/25/2033 | 1,500 | 1,502 | ||
| JPMorgan Chase & Co. | 5.717% | 9/14/2033 | 1,000 | 1,036 | ||
| JPMorgan Chase & Co. | 5.350% | 6/1/2034 | 703 | 717 | ||
| JPMorgan Chase & Co. | 5.336% | 1/23/2035 | 525 | 533 | ||
| JPMorgan Chase & Co. | 5.766% | 4/22/2035 | 350 | 364 | ||
| JPMorgan Chase & Co. | 5.294% | 7/22/2035 | 200 | 202 | ||
| JPMorgan Chase & Co. | 4.946% | 10/22/2035 | 185 | 183 | ||
| JPMorgan Chase & Co. | 5.502% | 1/24/2036 | 300 | 307 | ||
| JPMorgan Chase & Co. | 5.572% | 4/22/2036 | 567 | 583 | ||
| JPMorgan Chase & Co. | 5.576% | 7/23/2036 | 700 | 709 | ||
| JPMorgan Chase & Co. | 4.810% | 10/22/2036 | 275 | 267 | ||
| JPMorgan Chase & Co. | 4.898% | 1/22/2037 | 485 | 474 | ||
| JPMorgan Chase & Co. | 6.400% | 5/15/2038 | 450 | 495 | ||
| JPMorgan Chase & Co. | 3.882% | 7/24/2038 | 500 | 439 | ||
| JPMorgan Chase & Co. | 5.500% | 10/15/2040 | 650 | 661 | ||
| JPMorgan Chase & Co. | 3.109% | 4/22/2041 | 500 | 381 | ||
| JPMorgan Chase & Co. | 5.600% | 7/15/2041 | 275 | 276 | ||
| JPMorgan Chase & Co. | 5.400% | 1/6/2042 | 150 | 147 | ||
| JPMorgan Chase & Co. | 3.157% | 4/22/2042 | 450 | 338 | ||
| JPMorgan Chase & Co. | 5.625% | 8/16/2043 | 300 | 298 | ||
| JPMorgan Chase & Co. | 4.950% | 6/1/2045 | 100 | 90 | ||
| JPMorgan Chase & Co. | 5.534% | 11/29/2045 | 425 | 417 | ||
| JPMorgan Chase & Co. | 4.260% | 2/22/2048 | 375 | 306 | ||
| JPMorgan Chase & Co. | 4.032% | 7/24/2048 | 500 | 395 | ||
| JPMorgan Chase & Co. | 3.964% | 11/15/2048 | 1,000 | 776 | ||
| JPMorgan Chase & Co. | 3.897% | 1/23/2049 | 400 | 307 | ||
| JPMorgan Chase & Co. | 3.109% | 4/22/2051 | 500 | 327 | ||
| JPMorgan Chase & Co. | 3.328% | 4/22/2052 | 745 | 506 | ||
| Keybank National Association | 5.850% | 11/15/2027 | 250 | 255 | ||
| Keybank National Association | 6.950% | 2/1/2028 | 250 | 260 | ||
| Keybank National Association | 5.000% | 1/26/2033 | 250 | 247 | ||
| KeyCorp | 4.100% | 4/30/2028 | 600 | 596 | ||
| KeyCorp | 2.550% | 10/1/2029 | 150 | 140 | ||
| KeyCorp | 5.121% | 4/4/2031 | 150 | 151 | ||
| KeyCorp | 6.401% | 3/6/2035 | 200 | 212 | ||
| KKR & Co. Inc. | 5.100% | 8/7/2035 | 200 | 193 | ||
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | 5.500% | 8/1/2030 | 50 | 50 | ||
| Lazard Group LLC | 4.500% | 9/19/2028 | 100 | 100 | ||
| Lazard Group LLC | 5.625% | 8/1/2035 | 300 | 299 | ||
| Legg Mason Inc. | 5.625% | 1/15/2044 | 120 | 116 | ||
| Lincoln National Corp. | 3.800% | 3/1/2028 | 100 | 99 | ||
| Lincoln National Corp. | 3.050% | 1/15/2030 | 285 | 268 | ||
| Lincoln National Corp. | 6.300% | 10/9/2037 | 75 | 77 | ||
| Lincoln National Corp. | 7.000% | 6/15/2040 | 100 | 109 | ||
| Lloyds Banking Group plc | 4.375% | 3/22/2028 | 250 | 250 | ||
| Lloyds Banking Group plc | 4.550% | 8/16/2028 | 200 | 200 | ||
| Lloyds Banking Group plc | 3.574% | 11/7/2028 | 200 | 197 | ||
| Lloyds Banking Group plc | 5.087% | 11/26/2028 | 200 | 202 | ||
| Lloyds Banking Group plc | 4.818% | 6/13/2029 | 200 | 201 | ||
| Lloyds Banking Group plc | 4.241% | 2/10/2030 | 154 | 152 | ||
| Lloyds Banking Group plc | 5.721% | 6/5/2030 | 200 | 206 | ||
| Lloyds Banking Group plc | 7.953% | 11/15/2033 | 200 | 228 | ||
| Lloyds Banking Group plc | 5.679% | 1/5/2035 | 360 | 370 | ||
| Lloyds Banking Group plc | 5.590% | 11/26/2035 | 200 | 203 | ||
| Lloyds Banking Group plc | 6.068% | 6/13/2036 | 200 | 203 | ||
| Lloyds Banking Group plc | 4.943% | 11/4/2036 | 775 | 748 | ||
| Lloyds Banking Group plc | 5.300% | 12/1/2045 | 150 | 137 | ||
| Lloyds Banking Group plc | 5.668% | 2/10/2047 | 200 | 194 | ||
| Lloyds Banking Group plc | 4.344% | 1/9/2048 | 275 | 221 | ||
| Loews Corp. | 6.000% | 2/1/2035 | 50 | 53 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Loews Corp. | 4.940% | 4/1/2036 | 200 | 195 | ||
| Loews Corp. | 4.125% | 5/15/2043 | 100 | 83 | ||
| LPL Holdings Inc. | 4.900% | 4/3/2028 | 100 | 100 | ||
| LPL Holdings Inc. | 6.750% | 11/17/2028 | 200 | 209 | ||
| LPL Holdings Inc. | 5.650% | 3/15/2035 | 100 | 99 | ||
| LPL Holdings Inc. | 5.750% | 6/15/2035 | 100 | 100 | ||
| M&T Bank Corp. | 4.833% | 1/16/2029 | 125 | 126 | ||
| M&T Bank Corp. | 7.413% | 10/30/2029 | 200 | 214 | ||
| M&T Bank Corp. | 5.179% | 7/8/2031 | 200 | 202 | ||
| M&T Bank Corp. | 6.082% | 3/13/2032 | 150 | 157 | ||
| M&T Bank Corp. | 5.053% | 1/27/2034 | 200 | 197 | ||
| M&T Bank Corp. | 5.400% | 7/30/2035 | 470 | 469 | ||
| M&T Bank Corp. | 5.385% | 1/16/2036 | 250 | 248 | ||
| Main Street Capital Corp. | 6.500% | 6/4/2027 | 200 | 202 | ||
| Main Street Capital Corp. | 5.400% | 8/15/2028 | 115 | 114 | ||
| Main Street Capital Corp. | 6.950% | 3/1/2029 | 50 | 51 | ||
| Manufacturers & Traders Trust Co. | 4.700% | 1/27/2028 | 250 | 251 | ||
| Manufacturers & Traders Trust Co. | 4.762% | 7/6/2028 | 250 | 251 | ||
| Manulife Financial Corp. | 4.986% | 12/11/2035 | 267 | 261 | ||
| Manulife Financial Corp. | 5.375% | 3/4/2046 | 200 | 190 | ||
| Marex Group plc | 5.829% | 5/8/2028 | 50 | 51 | ||
| Marex Group plc | 6.404% | 11/4/2029 | 100 | 103 | ||
| Markel Group Inc. | 3.500% | 11/1/2027 | 50 | 49 | ||
| Markel Group Inc. | 3.350% | 9/17/2029 | 75 | 72 | ||
| Markel Group Inc. | 4.300% | 11/1/2047 | 50 | 39 | ||
| Markel Group Inc. | 5.000% | 5/20/2049 | 150 | 128 | ||
| Markel Group Inc. | 4.150% | 9/17/2050 | 200 | 149 | ||
| Markel Group Inc. | 6.000% | 5/16/2054 | 100 | 97 | ||
| Marsh & McLennan Cos. Inc. | 4.550% | 11/8/2027 | 165 | 166 | ||
| Marsh & McLennan Cos. Inc. | 4.650% | 3/15/2030 | 165 | 166 | ||
| Marsh & McLennan Cos. Inc. | 2.250% | 11/15/2030 | 460 | 416 | ||
| Marsh & McLennan Cos. Inc. | 4.850% | 11/15/2031 | 200 | 202 | ||
| Marsh & McLennan Cos. Inc. | 5.400% | 9/15/2033 | 200 | 207 | ||
| Marsh & McLennan Cos. Inc. | 5.150% | 3/15/2034 | 87 | 88 | ||
| Marsh & McLennan Cos. Inc. | 5.000% | 3/15/2035 | 350 | 349 | ||
| Marsh & McLennan Cos. Inc. | 4.750% | 3/15/2039 | 250 | 235 | ||
| Marsh & McLennan Cos. Inc. | 4.350% | 1/30/2047 | 100 | 82 | ||
| Marsh & McLennan Cos. Inc. | 4.200% | 3/1/2048 | 200 | 160 | ||
| Marsh & McLennan Cos. Inc. | 5.700% | 9/15/2053 | 315 | 308 | ||
| Marsh & McLennan Cos. Inc. | 5.450% | 3/15/2054 | 91 | 86 | ||
| Marsh & McLennan Cos. Inc. | 5.400% | 3/15/2055 | 220 | 206 | ||
| Mastercard Inc. | 4.100% | 1/15/2028 | 161 | 161 | ||
| Mastercard Inc. | 4.875% | 3/9/2028 | 200 | 203 | ||
| Mastercard Inc. | 2.950% | 6/1/2029 | 275 | 265 | ||
| Mastercard Inc. | 3.350% | 3/26/2030 | 300 | 290 | ||
| Mastercard Inc. | 2.000% | 11/18/2031 | 200 | 177 | ||
| Mastercard Inc. | 4.350% | 1/15/2032 | 323 | 320 | ||
| Mastercard Inc. | 4.950% | 3/15/2032 | 200 | 205 | ||
| Mastercard Inc. | 4.875% | 5/9/2034 | 300 | 302 | ||
| Mastercard Inc. | 4.550% | 1/15/2035 | 665 | 653 | ||
| Mastercard Inc. | 3.950% | 2/26/2048 | 100 | 78 | ||
| Mastercard Inc. | 3.650% | 6/1/2049 | 200 | 148 | ||
| Mastercard Inc. | 3.850% | 3/26/2050 | 200 | 152 | ||
| Mercury General Corp. | 4.400% | 3/15/2027 | 38 | 38 | ||
| MetLife Inc. | 6.500% | 12/15/2032 | 175 | 192 | ||
| MetLife Inc. | 5.375% | 7/15/2033 | 200 | 207 | ||
| MetLife Inc. | 6.375% | 6/15/2034 | 100 | 109 | ||
| MetLife Inc. | 5.300% | 12/15/2034 | 235 | 240 | ||
| MetLife Inc. | 5.875% | 2/6/2041 | 590 | 603 | ||
| MetLife Inc. | 4.125% | 8/13/2042 | 175 | 144 | ||
| MetLife Inc. | 4.875% | 11/13/2043 | 178 | 159 | ||
| MetLife Inc. | 5.250% | 1/15/2054 | 200 | 184 | ||
| MetLife Inc. | 6.350% | 3/15/2055 | 175 | 177 | ||
| MetLife Inc. | 5.850% | 3/15/2056 | 83 | 81 | ||
| MetLife Inc. | 6.400% | 12/15/2066 | 210 | 214 | ||
| MGIC Investment Corp. | 5.250% | 8/15/2028 | 31 | 31 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/2027 | 250 | 247 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/2028 | 200 | 199 | ||
| Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/2028 | 200 | 199 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/2028 | 200 | 203 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/2029 | 200 | 197 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.242% | 4/19/2029 | 225 | 228 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/2029 | 175 | 168 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/2030 | 50 | 46 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.258% | 4/17/2030 | 200 | 203 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/2030 | 500 | 450 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.197% | 1/16/2031 | 300 | 305 | ||
| Mitsubishi UFJ Financial Group Inc. | 4.505% | 1/14/2032 | 200 | 197 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/2033 | 400 | 358 | ||
| Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/2033 | 200 | 193 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/2033 | 500 | 503 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.406% | 4/19/2034 | 334 | 341 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.426% | 4/17/2035 | 525 | 533 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.574% | 1/16/2036 | 200 | 204 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.615% | 4/24/2036 | 500 | 512 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.057% | 1/14/2037 | 200 | 196 | ||
| Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/2038 | 50 | 46 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/2039 | 200 | 169 | ||
| Mizuho Financial Group Inc. | 4.018% | 3/5/2028 | 325 | 323 | ||
| Mizuho Financial Group Inc. | 5.778% | 7/6/2029 | 225 | 231 | ||
| Mizuho Financial Group Inc. | 4.254% | 9/11/2029 | 400 | 397 | ||
| Mizuho Financial Group Inc. | 3.153% | 7/16/2030 | 500 | 477 | ||
| Mizuho Financial Group Inc. | 2.869% | 9/13/2030 | 100 | 94 | ||
| Mizuho Financial Group Inc. | 5.098% | 5/13/2031 | 200 | 202 | ||
| Mizuho Financial Group Inc. | 4.711% | 7/8/2031 | 200 | 200 | ||
| Mizuho Financial Group Inc. | 2.564% | 9/13/2031 | 250 | 220 | ||
| Mizuho Financial Group Inc. | 4.438% | 5/12/2032 | 147 | 144 | ||
| Mizuho Financial Group Inc. | 2.172% | 5/22/2032 | 500 | 438 | ||
| Mizuho Financial Group Inc. | 5.748% | 7/6/2034 | 780 | 810 | ||
| Mizuho Financial Group Inc. | 5.579% | 5/26/2035 | 250 | 257 | ||
| Mizuho Financial Group Inc. | 5.050% | 5/12/2037 | 148 | 145 | ||
| Moody's Corp. | 3.250% | 1/15/2028 | 200 | 196 | ||
| Moody's Corp. | 2.000% | 8/19/2031 | 500 | 440 | ||
| Moody's Corp. | 2.750% | 8/19/2041 | 100 | 71 | ||
| Moody's Corp. | 4.875% | 12/17/2048 | 125 | 109 | ||
| Moody's Corp. | 3.750% | 2/25/2052 | 100 | 72 | ||
| Moody's Corp. | 3.100% | 11/29/2061 | 150 | 89 | ||
| Morgan Stanley | 3.950% | 4/23/2027 | 325 | 323 | ||
| Morgan Stanley | 5.652% | 4/13/2028 | 225 | 228 | ||
| Morgan Stanley | 4.210% | 4/20/2028 | 200 | 199 | ||
| 5 | Morgan Stanley | 3.591% | 7/22/2028 | 935 | 924 | |
| Morgan Stanley | 6.296% | 10/18/2028 | 3,250 | 3,335 | ||
| Morgan Stanley | 3.772% | 1/24/2029 | 575 | 568 | ||
| Morgan Stanley | 5.123% | 2/1/2029 | 350 | 354 | ||
| Morgan Stanley | 5.164% | 4/20/2029 | 450 | 455 | ||
| Morgan Stanley | 5.449% | 7/20/2029 | 350 | 356 | ||
| Morgan Stanley | 4.133% | 10/18/2029 | 350 | 346 | ||
| Morgan Stanley | 6.407% | 11/1/2029 | 350 | 365 | ||
| Morgan Stanley | 4.238% | 1/9/2030 | 199 | 197 | ||
| Morgan Stanley | 5.173% | 1/16/2030 | 350 | 355 | ||
| Morgan Stanley | 4.431% | 1/23/2030 | 550 | 547 | ||
| Morgan Stanley | 5.656% | 4/18/2030 | 225 | 231 | ||
| Morgan Stanley | 5.042% | 7/19/2030 | 350 | 354 | ||
| Morgan Stanley | 4.654% | 10/18/2030 | 425 | 425 | ||
| Morgan Stanley | 5.230% | 1/15/2031 | 200 | 203 | ||
| Morgan Stanley | 2.699% | 1/22/2031 | 1,400 | 1,300 | ||
| Morgan Stanley | 3.622% | 4/1/2031 | 600 | 575 | ||
| Morgan Stanley | 5.192% | 4/17/2031 | 275 | 279 | ||
| Morgan Stanley | 4.356% | 10/22/2031 | 210 | 206 | ||
| Morgan Stanley | 4.493% | 1/16/2032 | 3,254 | 3,201 | ||
| Morgan Stanley | 1.794% | 2/13/2032 | 500 | 433 | ||
| Morgan Stanley | 7.250% | 4/1/2032 | 150 | 170 | ||
| Morgan Stanley | 1.928% | 4/28/2032 | 200 | 173 | ||
| Morgan Stanley | 2.239% | 7/21/2032 | 500 | 438 | ||
| Morgan Stanley | 2.511% | 10/20/2032 | 600 | 530 | ||
| Morgan Stanley | 2.943% | 1/21/2033 | 850 | 764 | ||
| Morgan Stanley | 4.889% | 7/20/2033 | 350 | 348 | ||
| Morgan Stanley | 5.250% | 4/21/2034 | 450 | 451 | ||
| Morgan Stanley | 5.424% | 7/21/2034 | 450 | 456 | ||
| Morgan Stanley | 6.627% | 11/1/2034 | 350 | 381 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Morgan Stanley | 5.466% | 1/18/2035 | 425 | 432 | ||
| Morgan Stanley | 5.831% | 4/19/2035 | 575 | 597 | ||
| Morgan Stanley | 5.320% | 7/19/2035 | 350 | 351 | ||
| Morgan Stanley | 5.587% | 1/18/2036 | 1,275 | 1,301 | ||
| Morgan Stanley | 5.664% | 4/17/2036 | 798 | 817 | ||
| Morgan Stanley | 2.484% | 9/16/2036 | 850 | 731 | ||
| Morgan Stanley | 4.892% | 10/22/2036 | 140 | 135 | ||
| Morgan Stanley | 5.297% | 4/20/2037 | 350 | 349 | ||
| Morgan Stanley | 5.948% | 1/19/2038 | 350 | 359 | ||
| 5 | Morgan Stanley | 3.971% | 7/22/2038 | 375 | 327 | |
| Morgan Stanley | 4.457% | 4/22/2039 | 250 | 229 | ||
| Morgan Stanley | 5.314% | 1/18/2041 | 295 | 285 | ||
| Morgan Stanley | 3.217% | 4/22/2042 | 325 | 245 | ||
| Morgan Stanley | 6.375% | 7/24/2042 | 600 | 643 | ||
| Morgan Stanley | 4.300% | 1/27/2045 | 650 | 537 | ||
| Morgan Stanley | 2.802% | 1/25/2052 | 940 | 572 | ||
| Morgan Stanley | 5.516% | 11/19/2055 | 1,200 | 1,136 | ||
| Morgan Stanley Bank NA | 5.504% | 5/26/2028 | 925 | 936 | ||
| Morgan Stanley Bank NA | 4.968% | 7/14/2028 | 350 | 352 | ||
| Morgan Stanley Bank NA | 5.016% | 1/12/2029 | 340 | 344 | ||
| Morgan Stanley Direct Lending Fund | 6.000% | 5/19/2030 | 150 | 147 | ||
| Morgan Stanley Private Bank NA | 4.466% | 7/6/2028 | 250 | 250 | ||
| Morgan Stanley Private Bank NA | 4.204% | 11/17/2028 | 500 | 498 | ||
| Morgan Stanley Private Bank NA | 4.734% | 7/18/2031 | 528 | 526 | ||
| Morgan Stanley Private Bank NA | 4.465% | 11/19/2031 | 500 | 492 | ||
| MSCI Inc. | 5.250% | 9/1/2035 | 150 | 147 | ||
| 6 | MSD Investment Corp. | 6.125% | 2/5/2031 | 120 | 116 | |
| Nasdaq Inc. | 1.650% | 1/15/2031 | 250 | 220 | ||
| Nasdaq Inc. | 5.550% | 2/15/2034 | 175 | 180 | ||
| Nasdaq Inc. | 2.500% | 12/21/2040 | 200 | 139 | ||
| Nasdaq Inc. | 3.250% | 4/28/2050 | 35 | 23 | ||
| Nasdaq Inc. | 5.950% | 8/15/2053 | 200 | 200 | ||
| Nasdaq Inc. | 6.100% | 6/28/2063 | 200 | 200 | ||
| National Australia Bank Ltd. | 5.087% | 6/11/2027 | 250 | 253 | ||
| National Australia Bank Ltd. | 4.944% | 1/12/2028 | 250 | 254 | ||
| National Australia Bank Ltd. | 4.308% | 6/13/2028 | 250 | 251 | ||
| National Australia Bank Ltd. | 4.900% | 6/13/2028 | 500 | 508 | ||
| National Australia Bank Ltd. | 4.787% | 1/10/2029 | 250 | 254 | ||
| National Australia Bank Ltd. | 4.901% | 1/14/2030 | 250 | 255 | ||
| National Australia Bank Ltd. | 4.534% | 6/13/2030 | 250 | 252 | ||
| National Bank of Canada | 5.600% | 12/18/2028 | 250 | 258 | ||
| NatWest Group plc | 5.516% | 9/30/2028 | 200 | 203 | ||
| NatWest Group plc | 4.892% | 5/18/2029 | 1,000 | 1,007 | ||
| NatWest Group plc | 5.808% | 9/13/2029 | 200 | 206 | ||
| NatWest Group plc | 5.076% | 1/27/2030 | 200 | 202 | ||
| NatWest Group plc | 4.445% | 5/8/2030 | 700 | 696 | ||
| NatWest Group plc | 4.964% | 8/15/2030 | 200 | 202 | ||
| NatWest Group plc | 6.016% | 3/2/2034 | 200 | 211 | ||
| NatWest Group plc | 6.475% | 6/1/2034 | 200 | 207 | ||
| NatWest Group plc | 5.778% | 3/1/2035 | 275 | 284 | ||
| NatWest Group plc | 3.032% | 11/28/2035 | 200 | 182 | ||
| Nomura Holdings Inc. | 5.594% | 7/2/2027 | 200 | 203 | ||
| Nomura Holdings Inc. | 5.386% | 7/6/2027 | 200 | 202 | ||
| Nomura Holdings Inc. | 2.172% | 7/14/2028 | 200 | 189 | ||
| Nomura Holdings Inc. | 5.605% | 7/6/2029 | 225 | 231 | ||
| Nomura Holdings Inc. | 3.103% | 1/16/2030 | 400 | 377 | ||
| Nomura Holdings Inc. | 4.904% | 7/1/2030 | 200 | 200 | ||
| Nomura Holdings Inc. | 2.679% | 7/16/2030 | 250 | 229 | ||
| Nomura Holdings Inc. | 2.608% | 7/14/2031 | 200 | 178 | ||
| Nomura Holdings Inc. | 2.999% | 1/22/2032 | 200 | 180 | ||
| Nomura Holdings Inc. | 5.783% | 7/3/2034 | 200 | 205 | ||
| Nomura Holdings Inc. | 5.491% | 6/29/2035 | 200 | 201 | ||
| 6 | North Haven Private Income Fund LLC | 5.125% | 9/25/2028 | 114 | 111 | |
| Northern Trust Corp. | 3.650% | 8/3/2028 | 100 | 99 | ||
| Northern Trust Corp. | 4.150% | 11/19/2030 | 102 | 101 | ||
| Northern Trust Corp. | 3.375% | 5/8/2032 | 50 | 49 | ||
| Northern Trust Corp. | 6.125% | 11/2/2032 | 200 | 214 | ||
| Northern Trust Corp. | 5.117% | 11/19/2040 | 148 | 144 | ||
| Oaktree Specialty Lending Corp. | 6.340% | 2/27/2030 | 100 | 97 | ||
| Oaktree Strategic Credit Fund | 6.190% | 7/15/2030 | 125 | 122 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Old National Bancorp | 5.768% | 2/15/2036 | 59 | 59 | ||
| Old Republic International Corp. | 3.850% | 6/11/2051 | 200 | 141 | ||
| ORIX Corp. | 3.700% | 7/18/2027 | 200 | 198 | ||
| ORIX Corp. | 4.650% | 9/10/2029 | 95 | 96 | ||
| ORIX Corp. | 4.450% | 9/9/2030 | 225 | 223 | ||
| ORIX Corp. | 2.250% | 3/9/2031 | 50 | 44 | ||
| PartnerRe Finance B LLC | 3.700% | 7/2/2029 | 95 | 92 | ||
| PartnerRe Finance B LLC | 4.500% | 10/1/2050 | 100 | 96 | ||
| PayPal Holdings Inc. | 4.450% | 3/6/2028 | 63 | 63 | ||
| PayPal Holdings Inc. | 2.850% | 10/1/2029 | 400 | 379 | ||
| PayPal Holdings Inc. | 2.300% | 6/1/2030 | 200 | 183 | ||
| PayPal Holdings Inc. | 5.150% | 6/1/2034 | 600 | 598 | ||
| PayPal Holdings Inc. | 5.100% | 4/1/2035 | 99 | 98 | ||
| PayPal Holdings Inc. | 3.250% | 6/1/2050 | 210 | 135 | ||
| PayPal Holdings Inc. | 5.500% | 6/1/2054 | 200 | 182 | ||
| Pinnacle Bank | 5.957% | 1/15/2036 | 250 | 248 | ||
| Pinnacle Financial Partners Inc. | 6.168% | 11/1/2030 | 100 | 102 | ||
| PNC Bank NA | 3.100% | 10/25/2027 | 250 | 246 | ||
| PNC Bank NA | 3.250% | 1/22/2028 | 150 | 148 | ||
| PNC Bank NA | 4.050% | 7/26/2028 | 250 | 248 | ||
| PNC Bank NA | 2.700% | 10/22/2029 | 150 | 141 | ||
| PNC Financial Services Group Inc. | 3.150% | 5/19/2027 | 450 | 445 | ||
| PNC Financial Services Group Inc. | 3.450% | 4/23/2029 | 500 | 489 | ||
| PNC Financial Services Group Inc. | 5.582% | 6/12/2029 | 200 | 205 | ||
| PNC Financial Services Group Inc. | 2.550% | 1/22/2030 | 425 | 396 | ||
| PNC Financial Services Group Inc. | 5.492% | 5/14/2030 | 225 | 231 | ||
| PNC Financial Services Group Inc. | 5.222% | 1/29/2031 | 190 | 194 | ||
| PNC Financial Services Group Inc. | 4.899% | 5/13/2031 | 360 | 362 | ||
| PNC Financial Services Group Inc. | 4.812% | 10/21/2032 | 250 | 249 | ||
| PNC Financial Services Group Inc. | 4.626% | 6/6/2033 | 200 | 194 | ||
| PNC Financial Services Group Inc. | 6.037% | 10/28/2033 | 255 | 270 | ||
| PNC Financial Services Group Inc. | 5.068% | 1/24/2034 | 200 | 200 | ||
| PNC Financial Services Group Inc. | 5.939% | 8/18/2034 | 590 | 618 | ||
| PNC Financial Services Group Inc. | 6.875% | 10/20/2034 | 430 | 475 | ||
| PNC Financial Services Group Inc. | 5.676% | 1/22/2035 | 500 | 515 | ||
| PNC Financial Services Group Inc. | 5.401% | 7/23/2035 | 2,265 | 2,290 | ||
| PNC Financial Services Group Inc. | 5.575% | 1/29/2036 | 800 | 817 | ||
| PNC Financial Services Group Inc. | 5.423% | 1/25/2041 | 286 | 281 | ||
| Principal Financial Group Inc. | 4.625% | 9/15/2042 | 50 | 44 | ||
| Principal Financial Group Inc. | 4.350% | 5/15/2043 | 150 | 125 | ||
| Principal Financial Group Inc. | 4.300% | 11/15/2046 | 195 | 159 | ||
| Progressive Corp. | 4.000% | 3/1/2029 | 100 | 100 | ||
| Progressive Corp. | 6.625% | 3/1/2029 | 125 | 133 | ||
| Progressive Corp. | 4.600% | 3/26/2031 | 75 | 75 | ||
| Progressive Corp. | 4.950% | 6/15/2033 | 100 | 101 | ||
| Progressive Corp. | 4.350% | 4/25/2044 | 50 | 42 | ||
| Progressive Corp. | 4.125% | 4/15/2047 | 290 | 231 | ||
| Progressive Corp. | 4.200% | 3/15/2048 | 115 | 92 | ||
| Progressive Corp. | 3.950% | 3/26/2050 | 180 | 137 | ||
| Progressive Corp. | 3.700% | 3/15/2052 | 100 | 73 | ||
| Prudential Financial Inc. | 3.878% | 3/27/2028 | 163 | 162 | ||
| Prudential Financial Inc. | 5.750% | 7/15/2033 | 100 | 106 | ||
| Prudential Financial Inc. | 5.200% | 3/14/2035 | 75 | 76 | ||
| Prudential Financial Inc. | 5.700% | 12/14/2036 | 125 | 130 | ||
| Prudential Financial Inc. | 6.625% | 12/1/2037 | 65 | 72 | ||
| Prudential Financial Inc. | 3.000% | 3/10/2040 | 50 | 38 | ||
| Prudential Financial Inc. | 6.625% | 6/21/2040 | 65 | 72 | ||
| Prudential Financial Inc. | 5.100% | 8/15/2043 | 42 | 38 | ||
| Prudential Financial Inc. | 4.600% | 5/15/2044 | 275 | 237 | ||
| Prudential Financial Inc. | 3.905% | 12/7/2047 | 132 | 100 | ||
| Prudential Financial Inc. | 5.700% | 9/15/2048 | 250 | 247 | ||
| Prudential Financial Inc. | 3.935% | 12/7/2049 | 363 | 270 | ||
| Prudential Financial Inc. | 4.350% | 2/25/2050 | 210 | 168 | ||
| Prudential Financial Inc. | 3.700% | 10/1/2050 | 200 | 182 | ||
| Prudential Financial Inc. | 5.125% | 3/1/2052 | 250 | 238 | ||
| Prudential Financial Inc. | 6.000% | 9/1/2052 | 150 | 150 | ||
| Prudential Financial Inc. | 6.500% | 3/15/2054 | 175 | 178 | ||
| Prudential Funding Asia plc | 3.125% | 4/14/2030 | 200 | 190 | ||
| Radian Group Inc. | 6.200% | 5/15/2029 | 118 | 122 | ||
| Raymond James Financial Inc. | 4.650% | 4/1/2030 | 55 | 55 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Raymond James Financial Inc. | 4.950% | 7/15/2046 | 135 | 119 | ||
| Raymond James Financial Inc. | 3.750% | 4/1/2051 | 250 | 179 | ||
| Raymond James Financial Inc. | 5.650% | 9/11/2055 | 175 | 166 | ||
| Regions Bank | 6.450% | 6/26/2037 | 250 | 263 | ||
| Regions Financial Corp. | 1.800% | 8/12/2028 | 120 | 113 | ||
| Regions Financial Corp. | 5.722% | 6/6/2030 | 200 | 205 | ||
| Regions Financial Corp. | 5.502% | 9/6/2035 | 100 | 100 | ||
| Reinsurance Group of America Inc. | 3.900% | 5/15/2029 | 50 | 49 | ||
| Reinsurance Group of America Inc. | 6.000% | 9/15/2033 | 165 | 171 | ||
| Reinsurance Group of America Inc. | 5.750% | 9/15/2034 | 175 | 178 | ||
| Reinsurance Group of America Inc. | 6.650% | 9/15/2055 | 195 | 194 | ||
| Reinsurance Group of America Inc. | 6.375% | 9/15/2056 | 68 | 66 | ||
| RenaissanceRe Finance Inc. | 3.450% | 7/1/2027 | 75 | 74 | ||
| RenaissanceRe Holdings Ltd. | 3.600% | 4/15/2029 | 75 | 73 | ||
| RenaissanceRe Holdings Ltd. | 5.750% | 6/5/2033 | 132 | 136 | ||
| RenaissanceRe Holdings Ltd. | 5.800% | 4/1/2035 | 85 | 87 | ||
| Royal Bank of Canada | 3.625% | 5/4/2027 | 200 | 199 | ||
| Royal Bank of Canada | 4.240% | 8/3/2027 | 200 | 200 | ||
| Royal Bank of Canada | 6.000% | 11/1/2027 | 200 | 205 | ||
| Royal Bank of Canada | 4.900% | 1/12/2028 | 200 | 202 | ||
| Royal Bank of Canada | 4.522% | 10/18/2028 | 140 | 140 | ||
| Royal Bank of Canada | 4.965% | 1/24/2029 | 200 | 202 | ||
| Royal Bank of Canada | 4.950% | 2/1/2029 | 200 | 203 | ||
| Royal Bank of Canada | 4.498% | 8/6/2029 | 173 | 173 | ||
| Royal Bank of Canada | 4.969% | 8/2/2030 | 100 | 101 | ||
| Royal Bank of Canada | 5.153% | 2/4/2031 | 463 | 470 | ||
| Royal Bank of Canada | 4.970% | 5/2/2031 | 421 | 426 | ||
| Royal Bank of Canada | 4.696% | 8/6/2031 | 149 | 149 | ||
| Royal Bank of Canada | 2.300% | 11/3/2031 | 1,000 | 892 | ||
| Royal Bank of Canada | 3.875% | 5/4/2032 | 200 | 192 | ||
| Royal Bank of Canada | 5.000% | 2/1/2033 | 465 | 469 | ||
| Royal Bank of Canada | 5.000% | 5/2/2033 | 200 | 202 | ||
| Royal Bank of Canada | 5.150% | 2/1/2034 | 200 | 204 | ||
| S&P Global Inc. | 4.750% | 8/1/2028 | 140 | 141 | ||
| S&P Global Inc. | 2.950% | 3/1/2029 | 250 | 241 | ||
| S&P Global Inc. | 2.500% | 12/1/2029 | 125 | 117 | ||
| S&P Global Inc. | 1.250% | 8/15/2030 | 200 | 174 | ||
| 6 | S&P Global Inc. | 4.250% | 1/15/2031 | 172 | 170 | |
| S&P Global Inc. | 2.900% | 3/1/2032 | 300 | 274 | ||
| 6 | S&P Global Inc. | 4.800% | 12/4/2035 | 60 | 59 | |
| S&P Global Inc. | 3.250% | 12/1/2049 | 150 | 101 | ||
| S&P Global Inc. | 3.700% | 3/1/2052 | 200 | 146 | ||
| S&P Global Inc. | 2.300% | 8/15/2060 | 100 | 48 | ||
| S&P Global Inc. | 3.900% | 3/1/2062 | 100 | 71 | ||
| Santander Holdings USA Inc. | 4.400% | 7/13/2027 | 250 | 250 | ||
| Santander Holdings USA Inc. | 6.499% | 3/9/2029 | 200 | 206 | ||
| Santander Holdings USA Inc. | 6.174% | 1/9/2030 | 200 | 207 | ||
| Santander Holdings USA Inc. | 5.741% | 3/20/2031 | 125 | 128 | ||
| Santander Holdings USA Inc. | 6.342% | 5/31/2035 | 125 | 131 | ||
| Santander UK Group Holdings plc | 3.823% | 11/3/2028 | 200 | 197 | ||
| Santander UK Group Holdings plc | 6.534% | 1/10/2029 | 415 | 428 | ||
| Santander UK Group Holdings plc | 5.694% | 4/15/2031 | 222 | 228 | ||
| Santander UK Group Holdings plc | 5.136% | 9/22/2036 | 200 | 193 | ||
| Selective Insurance Group Inc. | 5.375% | 3/1/2049 | 50 | 45 | ||
| SiriusPoint Ltd. | 7.000% | 4/5/2029 | 75 | 78 | ||
| Sixth Street Lending Partners | 6.500% | 3/11/2029 | 200 | 203 | ||
| Sixth Street Lending Partners | 5.750% | 1/15/2030 | 150 | 148 | ||
| Sixth Street Lending Partners | 6.125% | 7/15/2030 | 50 | 50 | ||
| State Street Bank & Trust Co. | 4.782% | 11/23/2029 | 250 | 254 | ||
| State Street Corp. | 4.536% | 2/28/2028 | 200 | 201 | ||
| State Street Corp. | 4.543% | 4/24/2028 | 75 | 75 | ||
| State Street Corp. | 4.530% | 2/20/2029 | 100 | 101 | ||
| State Street Corp. | 4.141% | 12/3/2029 | 200 | 199 | ||
| State Street Corp. | 2.400% | 1/24/2030 | 150 | 140 | ||
| State Street Corp. | 4.729% | 2/28/2030 | 200 | 202 | ||
| State Street Corp. | 4.834% | 4/24/2030 | 75 | 76 | ||
| State Street Corp. | 2.623% | 2/7/2033 | 350 | 312 | ||
| State Street Corp. | 4.821% | 1/26/2034 | 130 | 129 | ||
| State Street Corp. | 5.159% | 5/18/2034 | 500 | 507 | ||
| State Street Corp. | 3.031% | 11/1/2034 | 125 | 118 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| State Street Corp. | 5.146% | 2/28/2036 | 200 | 200 | ||
| State Street Corp. | 4.784% | 10/23/2036 | 102 | 99 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/2027 | 700 | 693 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/2028 | 300 | 296 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/2028 | 100 | 99 | ||
| Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/2028 | 500 | 470 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/2029 | 475 | 452 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/2030 | 1,870 | 1,746 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.240% | 4/15/2030 | 200 | 204 | ||
| Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/2031 | 200 | 174 | ||
| Sumitomo Mitsui Financial Group Inc. | 4.494% | 1/15/2032 | 400 | 394 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.454% | 1/15/2032 | 200 | 206 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.766% | 1/13/2033 | 295 | 307 | ||
| Sumitomo Mitsui Financial Group Inc. | 4.954% | 7/8/2033 | 200 | 199 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.776% | 7/13/2033 | 200 | 208 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.558% | 7/9/2034 | 200 | 205 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.046% | 1/15/2037 | 928 | 912 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/2041 | 200 | 136 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.334% | 3/3/2041 | 61 | 59 | ||
| Sumitomo Mitsui Financial Group Inc. | 6.184% | 7/13/2043 | 200 | 210 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.836% | 7/9/2044 | 200 | 198 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.796% | 7/8/2046 | 105 | 102 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.570% | 1/15/2047 | 200 | 193 | ||
| Synchrony Financial | 3.950% | 12/1/2027 | 300 | 297 | ||
| Synchrony Financial | 5.019% | 7/29/2029 | 27 | 27 | ||
| Synchrony Financial | 5.450% | 3/6/2031 | 200 | 200 | ||
| Synchrony Financial | 4.947% | 2/25/2032 | 100 | 97 | ||
| 6 | Takeoff Merger Sub Inc. | 4.400% | 3/24/2028 | 58 | 58 | |
| 6 | Takeoff Merger Sub Inc. | 4.500% | 3/24/2029 | 86 | 85 | |
| 6 | Takeoff Merger Sub Inc. | 4.850% | 3/24/2031 | 88 | 87 | |
| 6 | Takeoff Merger Sub Inc. | 5.500% | 3/24/2036 | 34 | 33 | |
| Texas Capital Bancshares Inc. | 5.301% | 2/27/2032 | 125 | 123 | ||
| Toronto-Dominion Bank | 4.980% | 4/5/2027 | 200 | 201 | ||
| Toronto-Dominion Bank | 4.108% | 6/8/2027 | 425 | 424 | ||
| Toronto-Dominion Bank | 5.156% | 1/10/2028 | 225 | 228 | ||
| Toronto-Dominion Bank | 4.861% | 1/31/2028 | 88 | 89 | ||
| Toronto-Dominion Bank | 5.523% | 7/17/2028 | 225 | 231 | ||
| Toronto-Dominion Bank | 2.000% | 9/10/2031 | 325 | 287 | ||
| Toronto-Dominion Bank | 2.450% | 1/12/2032 | 850 | 751 | ||
| Toronto-Dominion Bank | 5.298% | 1/30/2032 | 140 | 144 | ||
| Toronto-Dominion Bank | 3.200% | 3/10/2032 | 47 | 43 | ||
| Toronto-Dominion Bank | 4.456% | 6/8/2032 | 353 | 348 | ||
| Toronto-Dominion Bank | 5.146% | 9/10/2034 | 120 | 120 | ||
| Toronto-Dominion Bank | 4.928% | 10/15/2035 | 111 | 109 | ||
| TPG Operating Group II LP | 4.875% | 5/15/2031 | 80 | 78 | ||
| TPG Operating Group II LP | 5.375% | 1/15/2036 | 150 | 145 | ||
| Travelers Cos. Inc. | 5.050% | 7/24/2035 | 50 | 50 | ||
| Travelers Cos. Inc. | 6.250% | 6/15/2037 | 150 | 164 | ||
| Travelers Cos. Inc. | 4.300% | 8/25/2045 | 150 | 124 | ||
| Travelers Cos. Inc. | 4.000% | 5/30/2047 | 225 | 176 | ||
| Travelers Cos. Inc. | 4.100% | 3/4/2049 | 200 | 158 | ||
| Travelers Cos. Inc. | 2.550% | 4/27/2050 | 500 | 295 | ||
| Travelers Cos. Inc. | 5.450% | 5/25/2053 | 143 | 137 | ||
| Travelers Cos. Inc. | 5.700% | 7/24/2055 | 75 | 74 | ||
| Travelers Property Casualty Corp. | 6.375% | 3/15/2033 | 26 | 29 | ||
| Truist Bank | 4.420% | 7/24/2028 | 250 | 250 | ||
| Truist Bank | 4.144% | 1/27/2029 | 121 | 120 | ||
| Truist Financial Corp. | 1.125% | 8/3/2027 | 500 | 479 | ||
| Truist Financial Corp. | 4.873% | 1/26/2029 | 2,450 | 2,466 | ||
| Truist Financial Corp. | 3.875% | 3/19/2029 | 200 | 197 | ||
| Truist Financial Corp. | 7.161% | 10/30/2029 | 200 | 212 | ||
| Truist Financial Corp. | 5.435% | 1/24/2030 | 275 | 281 | ||
| Truist Financial Corp. | 1.950% | 6/5/2030 | 100 | 90 | ||
| Truist Financial Corp. | 4.597% | 1/27/2032 | 2,072 | 2,049 | ||
| Truist Financial Corp. | 4.916% | 7/28/2033 | 200 | 196 | ||
| Truist Financial Corp. | 5.867% | 6/8/2034 | 200 | 208 | ||
| Truist Financial Corp. | 5.711% | 1/24/2035 | 275 | 283 | ||
| UBS AG | 5.000% | 7/9/2027 | 250 | 252 | ||
| UBS AG | 7.500% | 2/15/2028 | 425 | 450 | ||
| UBS AG | 5.650% | 9/11/2028 | 225 | 232 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| UBS AG / Stamford CT | 4.302% | 3/16/2029 | 168 | 168 | ||
| UBS Americas Inc. | 7.125% | 7/15/2032 | 100 | 112 | ||
| UBS Group AG | 4.875% | 5/15/2045 | 375 | 332 | ||
| Unum Group | 4.000% | 6/15/2029 | 80 | 78 | ||
| Unum Group | 5.250% | 12/15/2035 | 129 | 126 | ||
| Unum Group | 5.750% | 8/15/2042 | 75 | 73 | ||
| Unum Group | 4.500% | 12/15/2049 | 100 | 79 | ||
| Unum Group | 6.000% | 6/15/2054 | 100 | 95 | ||
| US Bancorp | 3.150% | 4/27/2027 | 275 | 272 | ||
| US Bancorp | 5.775% | 6/12/2029 | 275 | 283 | ||
| US Bancorp | 3.000% | 7/30/2029 | 240 | 229 | ||
| US Bancorp | 5.384% | 1/23/2030 | 275 | 281 | ||
| US Bancorp | 5.100% | 7/23/2030 | 650 | 661 | ||
| US Bancorp | 5.046% | 2/12/2031 | 120 | 122 | ||
| US Bancorp | 5.083% | 5/15/2031 | 150 | 152 | ||
| US Bancorp | 4.481% | 1/26/2032 | 534 | 528 | ||
| US Bancorp | 2.677% | 1/27/2033 | 90 | 80 | ||
| US Bancorp | 4.967% | 7/22/2033 | 235 | 233 | ||
| US Bancorp | 5.850% | 10/21/2033 | 525 | 551 | ||
| US Bancorp | 4.839% | 2/1/2034 | 360 | 356 | ||
| US Bancorp | 5.836% | 6/12/2034 | 275 | 287 | ||
| US Bancorp | 5.678% | 1/23/2035 | 275 | 284 | ||
| US Bancorp | 2.491% | 11/3/2036 | 700 | 604 | ||
| US Bancorp | 5.033% | 1/26/2037 | 210 | 207 | ||
| Verisk Analytics Inc. | 4.125% | 3/15/2029 | 400 | 398 | ||
| Verisk Analytics Inc. | 4.450% | 3/15/2031 | 115 | 113 | ||
| Verisk Analytics Inc. | 5.250% | 3/15/2035 | 115 | 114 | ||
| Verisk Analytics Inc. | 5.125% | 3/15/2036 | 200 | 196 | ||
| Verisk Analytics Inc. | 3.625% | 5/15/2050 | 150 | 105 | ||
| Visa Inc. | 1.900% | 4/15/2027 | 148 | 145 | ||
| Visa Inc. | 0.750% | 8/15/2027 | 500 | 479 | ||
| Visa Inc. | 2.750% | 9/15/2027 | 150 | 147 | ||
| Visa Inc. | 3.800% | 2/12/2029 | 125 | 124 | ||
| Visa Inc. | 4.100% | 2/12/2031 | 250 | 250 | ||
| Visa Inc. | 1.100% | 2/15/2031 | 400 | 346 | ||
| Visa Inc. | 4.400% | 2/12/2033 | 250 | 247 | ||
| Visa Inc. | 4.150% | 12/14/2035 | 325 | 310 | ||
| Visa Inc. | 4.700% | 2/12/2036 | 250 | 247 | ||
| Visa Inc. | 2.700% | 4/15/2040 | 200 | 151 | ||
| Visa Inc. | 4.300% | 12/14/2045 | 550 | 466 | ||
| Visa Inc. | 3.650% | 9/15/2047 | 100 | 76 | ||
| Visa Inc. | 2.000% | 8/15/2050 | 300 | 158 | ||
| Voya Financial Inc. | 5.700% | 7/15/2043 | 75 | 72 | ||
| Voya Financial Inc. | 4.800% | 6/15/2046 | 40 | 34 | ||
| Voya Financial Inc. | 4.700% | 1/23/2048 | 100 | 95 | ||
| Webster Financial Corp. | 4.100% | 3/25/2029 | 55 | 54 | ||
| Wells Fargo & Co. | 4.300% | 7/22/2027 | 475 | 474 | ||
| Wells Fargo & Co. | 5.707% | 4/22/2028 | 525 | 532 | ||
| Wells Fargo & Co. | 3.584% | 5/22/2028 | 500 | 495 | ||
| Wells Fargo & Co. | 4.808% | 7/25/2028 | 975 | 979 | ||
| Wells Fargo & Co. | 4.150% | 1/24/2029 | 200 | 199 | ||
| Wells Fargo & Co. | 5.574% | 7/25/2029 | 350 | 358 | ||
| Wells Fargo & Co. | 4.078% | 9/15/2029 | 280 | 277 | ||
| Wells Fargo & Co. | 6.303% | 10/23/2029 | 990 | 1,031 | ||
| Wells Fargo & Co. | 4.182% | 1/23/2030 | 375 | 372 | ||
| Wells Fargo & Co. | 2.879% | 10/30/2030 | 1,300 | 1,227 | ||
| Wells Fargo & Co. | 5.244% | 1/24/2031 | 300 | 306 | ||
| Wells Fargo & Co. | 4.478% | 4/4/2031 | 1,250 | 1,240 | ||
| Wells Fargo & Co. | 3.350% | 3/2/2033 | 215 | 197 | ||
| Wells Fargo & Co. | 4.897% | 7/25/2033 | 975 | 970 | ||
| Wells Fargo & Co. | 5.389% | 4/24/2034 | 777 | 788 | ||
| Wells Fargo & Co. | 5.557% | 7/25/2034 | 350 | 358 | ||
| Wells Fargo & Co. | 6.491% | 10/23/2034 | 300 | 324 | ||
| Wells Fargo & Co. | 5.499% | 1/23/2035 | 1,025 | 1,043 | ||
| Wells Fargo & Co. | 5.211% | 12/3/2035 | 425 | 423 | ||
| Wells Fargo & Co. | 4.892% | 9/15/2036 | 1,500 | 1,459 | ||
| Wells Fargo & Co. | 4.960% | 1/23/2037 | 219 | 213 | ||
| Wells Fargo & Co. | 3.068% | 4/30/2041 | 600 | 451 | ||
| Wells Fargo & Co. | 5.375% | 11/2/2043 | 1,000 | 936 | ||
| Wells Fargo & Co. | 4.650% | 11/4/2044 | 325 | 272 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Wells Fargo & Co. | 4.900% | 11/17/2045 | 250 | 215 | ||
| Wells Fargo & Co. | 4.400% | 6/14/2046 | 300 | 240 | ||
| Wells Fargo & Co. | 4.750% | 12/7/2046 | 350 | 293 | ||
| Wells Fargo & Co. | 5.433% | 1/23/2047 | 792 | 750 | ||
| Wells Fargo & Co. | 5.013% | 4/4/2051 | 1,750 | 1,544 | ||
| Wells Fargo & Co. | 4.611% | 4/25/2053 | 400 | 332 | ||
| Wells Fargo Bank NA | 5.950% | 8/26/2036 | 200 | 208 | ||
| Wells Fargo Bank NA | 5.850% | 2/1/2037 | 300 | 309 | ||
| Wells Fargo Bank NA | 6.600% | 1/15/2038 | 225 | 246 | ||
| Western Union Co. | 6.200% | 11/17/2036 | 100 | 102 | ||
| Western Union Co. | 6.200% | 6/21/2040 | 17 | 17 | ||
| Westpac Banking Corp. | 1.953% | 11/20/2028 | 275 | 260 | ||
| Westpac Banking Corp. | 5.050% | 4/16/2029 | 200 | 205 | ||
| Westpac Banking Corp. | 2.650% | 1/16/2030 | 150 | 141 | ||
| Westpac Banking Corp. | 5.405% | 8/10/2033 | 200 | 203 | ||
| Westpac Banking Corp. | 6.820% | 11/17/2033 | 200 | 219 | ||
| Westpac Banking Corp. | 4.110% | 7/24/2034 | 25 | 24 | ||
| Westpac Banking Corp. | 2.668% | 11/15/2035 | 315 | 283 | ||
| Westpac Banking Corp. | 5.618% | 11/20/2035 | 260 | 263 | ||
| Westpac Banking Corp. | 3.020% | 11/18/2036 | 500 | 447 | ||
| Westpac Banking Corp. | 4.421% | 7/24/2039 | 200 | 179 | ||
| Westpac Banking Corp. | 2.963% | 11/16/2040 | 200 | 148 | ||
| Willis North America Inc. | 4.500% | 9/15/2028 | 100 | 100 | ||
| Willis North America Inc. | 2.950% | 9/15/2029 | 440 | 417 | ||
| Willis North America Inc. | 4.550% | 3/15/2031 | 146 | 144 | ||
| Willis North America Inc. | 5.350% | 5/15/2033 | 100 | 101 | ||
| Willis North America Inc. | 5.150% | 3/15/2036 | 75 | 73 | ||
| Willis North America Inc. | 5.050% | 9/15/2048 | 50 | 43 | ||
| Willis North America Inc. | 3.875% | 9/15/2049 | 90 | 65 | ||
| Willis North America Inc. | 5.900% | 3/5/2054 | 125 | 121 | ||
| Zions Bancorp NA | 3.250% | 10/29/2029 | 250 | 232 | ||
| Zions Bancorp NA | 6.816% | 11/19/2035 | 50 | 51 | ||
| 386,271 | ||||||
| Health Care (2.8%) | ||||||
| Abbott Laboratories | 1.150% | 1/30/2028 | 100 | 95 | ||
| Abbott Laboratories | 3.700% | 3/9/2029 | 375 | 370 | ||
| Abbott Laboratories | 1.400% | 6/30/2030 | 150 | 133 | ||
| Abbott Laboratories | 4.000% | 3/15/2031 | 750 | 738 | ||
| Abbott Laboratories | 4.300% | 3/15/2033 | 475 | 465 | ||
| Abbott Laboratories | 4.650% | 3/15/2036 | 637 | 622 | ||
| Abbott Laboratories | 4.750% | 11/30/2036 | 200 | 196 | ||
| Abbott Laboratories | 4.750% | 3/15/2038 | 475 | 461 | ||
| Abbott Laboratories | 5.300% | 5/27/2040 | 250 | 253 | ||
| Abbott Laboratories | 4.900% | 11/30/2046 | 700 | 643 | ||
| Abbott Laboratories | 5.500% | 3/15/2056 | 650 | 637 | ||
| Abbott Laboratories | 5.600% | 3/15/2066 | 400 | 390 | ||
| AbbVie Inc. | 3.775% | 3/3/2028 | 150 | 149 | ||
| AbbVie Inc. | 4.650% | 3/15/2028 | 200 | 202 | ||
| AbbVie Inc. | 4.250% | 11/14/2028 | 200 | 201 | ||
| AbbVie Inc. | 4.800% | 3/15/2029 | 525 | 533 | ||
| AbbVie Inc. | 3.200% | 11/21/2029 | 1,730 | 1,665 | ||
| AbbVie Inc. | 4.875% | 3/15/2030 | 200 | 204 | ||
| AbbVie Inc. | 4.125% | 3/15/2031 | 150 | 148 | ||
| AbbVie Inc. | 4.950% | 3/15/2031 | 1,000 | 1,021 | ||
| AbbVie Inc. | 4.400% | 3/15/2033 | 150 | 147 | ||
| AbbVie Inc. | 5.050% | 3/15/2034 | 550 | 558 | ||
| AbbVie Inc. | 4.550% | 3/15/2035 | 350 | 340 | ||
| AbbVie Inc. | 5.200% | 3/15/2035 | 175 | 178 | ||
| AbbVie Inc. | 4.500% | 5/14/2035 | 450 | 435 | ||
| AbbVie Inc. | 4.750% | 3/15/2036 | 208 | 204 | ||
| AbbVie Inc. | 4.300% | 5/14/2036 | 200 | 189 | ||
| AbbVie Inc. | 4.050% | 11/21/2039 | 768 | 674 | ||
| AbbVie Inc. | 4.400% | 11/6/2042 | 501 | 440 | ||
| AbbVie Inc. | 4.850% | 6/15/2044 | 230 | 209 | ||
| AbbVie Inc. | 4.750% | 3/15/2045 | 200 | 179 | ||
| AbbVie Inc. | 4.700% | 5/14/2045 | 702 | 626 | ||
| AbbVie Inc. | 4.450% | 5/14/2046 | 455 | 390 | ||
| AbbVie Inc. | 4.875% | 11/14/2048 | 425 | 381 | ||
| AbbVie Inc. | 4.250% | 11/21/2049 | 1,375 | 1,115 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| AbbVie Inc. | 5.400% | 3/15/2054 | 700 | 668 | ||
| AbbVie Inc. | 5.600% | 3/15/2055 | 100 | 98 | ||
| AbbVie Inc. | 5.550% | 3/15/2056 | 241 | 236 | ||
| AbbVie Inc. | 5.500% | 3/15/2064 | 350 | 334 | ||
| AbbVie Inc. | 5.650% | 3/15/2066 | 150 | 146 | ||
| Adventist Health System | 4.742% | 12/1/2030 | 150 | 149 | ||
| Adventist Health System | 5.430% | 3/1/2032 | 100 | 102 | ||
| Adventist Health System | 5.757% | 12/1/2034 | 75 | 77 | ||
| Adventist Health System | 3.630% | 3/1/2049 | 50 | 33 | ||
| Advocate Health & Hospitals Corp. | 3.829% | 8/15/2028 | 50 | 50 | ||
| Advocate Health & Hospitals Corp. | 2.211% | 6/15/2030 | 25 | 23 | ||
| Advocate Health & Hospitals Corp. | 4.272% | 8/15/2048 | 100 | 82 | ||
| Advocate Health & Hospitals Corp. | 3.387% | 10/15/2049 | 75 | 53 | ||
| Advocate Health & Hospitals Corp. | 3.008% | 6/15/2050 | 75 | 49 | ||
| Aetna Inc. | 6.625% | 6/15/2036 | 130 | 140 | ||
| Aetna Inc. | 6.750% | 12/15/2037 | 100 | 108 | ||
| Aetna Inc. | 4.500% | 5/15/2042 | 75 | 63 | ||
| Agilent Technologies Inc. | 2.750% | 9/15/2029 | 100 | 95 | ||
| Agilent Technologies Inc. | 2.100% | 6/4/2030 | 100 | 91 | ||
| Agilent Technologies Inc. | 4.750% | 9/9/2034 | 150 | 148 | ||
| AHS Hospital Corp. | 5.024% | 7/1/2045 | 75 | 69 | ||
| AHS Hospital Corp. | 2.780% | 7/1/2051 | 150 | 92 | ||
| 3 | Allina Health System | 3.887% | 4/15/2049 | 75 | 58 | |
| Amgen Inc. | 3.200% | 11/2/2027 | 600 | 591 | ||
| Amgen Inc. | 5.150% | 3/2/2028 | 500 | 507 | ||
| Amgen Inc. | 1.650% | 8/15/2028 | 400 | 377 | ||
| Amgen Inc. | 4.050% | 8/18/2029 | 325 | 322 | ||
| Amgen Inc. | 4.200% | 2/19/2031 | 79 | 78 | ||
| Amgen Inc. | 2.000% | 1/15/2032 | 450 | 389 | ||
| Amgen Inc. | 3.350% | 2/22/2032 | 500 | 465 | ||
| Amgen Inc. | 4.200% | 3/1/2033 | 200 | 193 | ||
| Amgen Inc. | 5.250% | 3/2/2033 | 925 | 949 | ||
| Amgen Inc. | 4.850% | 2/19/2036 | 160 | 157 | ||
| Amgen Inc. | 3.150% | 2/21/2040 | 575 | 447 | ||
| Amgen Inc. | 2.800% | 8/15/2041 | 250 | 180 | ||
| Amgen Inc. | 4.950% | 10/1/2041 | 240 | 222 | ||
| Amgen Inc. | 5.150% | 11/15/2041 | 126 | 120 | ||
| Amgen Inc. | 5.600% | 3/2/2043 | 406 | 401 | ||
| Amgen Inc. | 4.400% | 5/1/2045 | 450 | 379 | ||
| Amgen Inc. | 5.500% | 2/19/2046 | 200 | 192 | ||
| Amgen Inc. | 4.563% | 6/15/2048 | 275 | 230 | ||
| Amgen Inc. | 4.663% | 6/15/2051 | 775 | 651 | ||
| Amgen Inc. | 4.200% | 2/22/2052 | 325 | 252 | ||
| Amgen Inc. | 5.650% | 3/2/2053 | 750 | 726 | ||
| Amgen Inc. | 2.770% | 9/1/2053 | 422 | 249 | ||
| Amgen Inc. | 5.650% | 2/19/2056 | 125 | 121 | ||
| Amgen Inc. | 4.400% | 2/22/2062 | 150 | 116 | ||
| Amgen Inc. | 5.750% | 3/2/2063 | 500 | 481 | ||
| Ascension Health | 4.078% | 11/15/2028 | 64 | 64 | ||
| Ascension Health | 2.532% | 11/15/2029 | 350 | 329 | ||
| Ascension Health | 4.294% | 11/15/2030 | 127 | 126 | ||
| Ascension Health | 4.923% | 11/15/2035 | 108 | 107 | ||
| Ascension Health | 3.106% | 11/15/2039 | 100 | 79 | ||
| Ascension Health | 3.945% | 11/15/2046 | 200 | 159 | ||
| 3 | Ascension Health | 4.847% | 11/15/2053 | 75 | 67 | |
| Astrazeneca Finance LLC | 4.875% | 3/3/2028 | 200 | 203 | ||
| Astrazeneca Finance LLC | 1.750% | 5/28/2028 | 200 | 190 | ||
| Astrazeneca Finance LLC | 4.850% | 2/26/2029 | 225 | 229 | ||
| Astrazeneca Finance LLC | 4.900% | 3/3/2030 | 200 | 204 | ||
| Astrazeneca Finance LLC | 4.900% | 2/26/2031 | 200 | 204 | ||
| Astrazeneca Finance LLC | 2.250% | 5/28/2031 | 200 | 180 | ||
| Astrazeneca Finance LLC | 4.300% | 3/2/2033 | 250 | 245 | ||
| Astrazeneca Finance LLC | 4.875% | 3/3/2033 | 75 | 76 | ||
| Astrazeneca Finance LLC | 5.000% | 2/26/2034 | 270 | 274 | ||
| Astrazeneca Finance LLC | 4.600% | 3/2/2036 | 250 | 245 | ||
| AstraZeneca plc | 4.000% | 1/17/2029 | 200 | 199 | ||
| AstraZeneca plc | 1.375% | 8/6/2030 | 300 | 265 | ||
| AstraZeneca plc | 6.450% | 9/15/2037 | 400 | 447 | ||
| AstraZeneca plc | 4.000% | 9/18/2042 | 290 | 243 | ||
| AstraZeneca plc | 3.000% | 5/28/2051 | 135 | 89 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Augusta SpinCo Corp. | 4.321% | 9/23/2027 | 83 | 83 | ||
| Augusta SpinCo Corp. | 4.398% | 3/23/2029 | 83 | 83 | ||
| Banner Health | 2.338% | 1/1/2030 | 125 | 116 | ||
| Banner Health | 2.907% | 1/1/2042 | 100 | 73 | ||
| Banner Health | 3.181% | 1/1/2050 | 75 | 50 | ||
| Baptist Healthcare System Obligated Group | 3.540% | 8/15/2050 | 250 | 178 | ||
| Baxalta Inc. | 5.250% | 6/23/2045 | 73 | 68 | ||
| Baxter International Inc. | 2.272% | 12/1/2028 | 250 | 233 | ||
| Baxter International Inc. | 4.450% | 2/15/2029 | 29 | 29 | ||
| Baxter International Inc. | 4.900% | 12/15/2030 | 39 | 38 | ||
| Baxter International Inc. | 2.539% | 2/1/2032 | 500 | 421 | ||
| Baxter International Inc. | 5.650% | 12/15/2035 | 82 | 80 | ||
| Baxter International Inc. | 3.500% | 8/15/2046 | 150 | 98 | ||
| Baxter International Inc. | 3.132% | 12/1/2051 | 200 | 114 | ||
| Baylor Scott & White Holdings | 1.777% | 11/15/2030 | 100 | 89 | ||
| Baylor Scott & White Holdings | 4.185% | 11/15/2045 | 100 | 83 | ||
| Baylor Scott & White Holdings | 2.839% | 11/15/2050 | 350 | 220 | ||
| Becton Dickinson & Co. | 3.700% | 6/6/2027 | 375 | 372 | ||
| Becton Dickinson & Co. | 4.693% | 2/13/2028 | 250 | 251 | ||
| Becton Dickinson & Co. | 4.874% | 2/8/2029 | 35 | 35 | ||
| Becton Dickinson & Co. | 2.823% | 5/20/2030 | 125 | 117 | ||
| Becton Dickinson & Co. | 1.957% | 2/11/2031 | 375 | 331 | ||
| Becton Dickinson & Co. | 5.110% | 2/8/2034 | 100 | 100 | ||
| Becton Dickinson & Co. | 3.794% | 5/20/2050 | 24 | 17 | ||
| Biogen Inc. | 2.250% | 5/1/2030 | 400 | 365 | ||
| Biogen Inc. | 5.750% | 5/15/2035 | 125 | 129 | ||
| Biogen Inc. | 3.150% | 5/1/2050 | 300 | 189 | ||
| Biogen Inc. | 3.250% | 2/15/2051 | 150 | 95 | ||
| Biogen Inc. | 6.450% | 5/15/2055 | 100 | 104 | ||
| Bio-Rad Laboratories Inc. | 3.700% | 3/15/2032 | 250 | 232 | ||
| Bon Secours Mercy Health Inc. | 4.302% | 7/1/2028 | 25 | 25 | ||
| 3 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/2030 | 100 | 97 | |
| Boston Scientific Corp. | 2.650% | 6/1/2030 | 150 | 140 | ||
| Boston Scientific Corp. | 4.550% | 3/1/2039 | 131 | 123 | ||
| Boston Scientific Corp. | 7.375% | 1/15/2040 | 50 | 59 | ||
| Boston Scientific Corp. | 4.700% | 3/1/2049 | 133 | 117 | ||
| Bristol-Myers Squibb Co. | 1.125% | 11/13/2027 | 500 | 477 | ||
| Bristol-Myers Squibb Co. | 3.450% | 11/15/2027 | 210 | 208 | ||
| Bristol-Myers Squibb Co. | 1.450% | 11/13/2030 | 200 | 176 | ||
| Bristol-Myers Squibb Co. | 5.100% | 2/22/2031 | 225 | 231 | ||
| Bristol-Myers Squibb Co. | 2.950% | 3/15/2032 | 300 | 275 | ||
| Bristol-Myers Squibb Co. | 5.200% | 2/22/2034 | 537 | 550 | ||
| Bristol-Myers Squibb Co. | 3.550% | 3/15/2042 | 350 | 276 | ||
| Bristol-Myers Squibb Co. | 3.250% | 8/1/2042 | 100 | 75 | ||
| Bristol-Myers Squibb Co. | 4.625% | 5/15/2044 | 175 | 154 | ||
| Bristol-Myers Squibb Co. | 4.350% | 11/15/2047 | 250 | 206 | ||
| Bristol-Myers Squibb Co. | 4.550% | 2/20/2048 | 233 | 197 | ||
| Bristol-Myers Squibb Co. | 4.250% | 10/26/2049 | 700 | 562 | ||
| Bristol-Myers Squibb Co. | 2.550% | 11/13/2050 | 500 | 292 | ||
| Bristol-Myers Squibb Co. | 3.700% | 3/15/2052 | 720 | 519 | ||
| Bristol-Myers Squibb Co. | 5.550% | 2/22/2054 | 725 | 698 | ||
| Bristol-Myers Squibb Co. | 3.900% | 3/15/2062 | 200 | 142 | ||
| Cardinal Health Inc. | 5.125% | 2/15/2029 | 125 | 127 | ||
| Cardinal Health Inc. | 5.000% | 11/15/2029 | 150 | 152 | ||
| Cardinal Health Inc. | 4.500% | 9/15/2030 | 100 | 99 | ||
| Cardinal Health Inc. | 5.450% | 2/15/2034 | 100 | 102 | ||
| Cardinal Health Inc. | 5.350% | 11/15/2034 | 200 | 202 | ||
| Cardinal Health Inc. | 5.150% | 9/15/2035 | 100 | 99 | ||
| Cardinal Health Inc. | 4.600% | 3/15/2043 | 75 | 65 | ||
| Cardinal Health Inc. | 4.500% | 11/15/2044 | 50 | 42 | ||
| Cardinal Health Inc. | 4.900% | 9/15/2045 | 100 | 88 | ||
| Cardinal Health Inc. | 4.368% | 6/15/2047 | 125 | 101 | ||
| Cardinal Health Inc. | 5.750% | 11/15/2054 | 100 | 98 | ||
| Cencora Inc. | 3.450% | 12/15/2027 | 275 | 271 | ||
| Cencora Inc. | 4.625% | 12/15/2027 | 100 | 100 | ||
| Cencora Inc. | 3.950% | 2/13/2029 | 158 | 156 | ||
| Cencora Inc. | 4.850% | 12/15/2029 | 100 | 101 | ||
| Cencora Inc. | 4.250% | 11/15/2030 | 150 | 147 | ||
| Cencora Inc. | 2.700% | 3/15/2031 | 250 | 228 | ||
| Cencora Inc. | 4.600% | 2/13/2033 | 83 | 82 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Cencora Inc. | 5.125% | 2/15/2034 | 100 | 101 | ||
| Cencora Inc. | 5.150% | 2/15/2035 | 125 | 126 | ||
| Cencora Inc. | 4.900% | 2/13/2036 | 176 | 172 | ||
| Cencora Inc. | 4.250% | 3/1/2045 | 100 | 83 | ||
| Cencora Inc. | 4.300% | 12/15/2047 | 175 | 144 | ||
| Cencora Inc. | 5.650% | 2/13/2056 | 100 | 98 | ||
| Centene Corp. | 2.450% | 7/15/2028 | 467 | 435 | ||
| Centene Corp. | 4.625% | 12/15/2029 | 736 | 699 | ||
| Centene Corp. | 3.375% | 2/15/2030 | 110 | 99 | ||
| Centene Corp. | 3.000% | 10/15/2030 | 407 | 357 | ||
| Centene Corp. | 2.500% | 3/1/2031 | 395 | 331 | ||
| Centene Corp. | 2.625% | 8/1/2031 | 254 | 213 | ||
| Children's Health System of Texas | 2.511% | 8/15/2050 | 300 | 175 | ||
| Children's Hospital Corp. | 4.115% | 1/1/2047 | 75 | 62 | ||
| Children's Hospital Corp. | 2.585% | 2/1/2050 | 50 | 30 | ||
| Children's Hospital Medical Center | 4.268% | 5/15/2044 | 50 | 43 | ||
| CHRISTUS Health | 4.341% | 7/1/2028 | 200 | 199 | ||
| Cigna Group | 7.875% | 5/15/2027 | 41 | 43 | ||
| Cigna Group | 4.375% | 10/15/2028 | 610 | 610 | ||
| Cigna Group | 5.000% | 5/15/2029 | 200 | 204 | ||
| Cigna Group | 2.400% | 3/15/2030 | 231 | 213 | ||
| Cigna Group | 4.500% | 9/15/2030 | 115 | 115 | ||
| Cigna Group | 2.375% | 3/15/2031 | 250 | 225 | ||
| Cigna Group | 5.125% | 5/15/2031 | 150 | 153 | ||
| Cigna Group | 4.875% | 9/15/2032 | 336 | 336 | ||
| Cigna Group | 5.250% | 2/15/2034 | 200 | 202 | ||
| Cigna Group | 5.250% | 1/15/2036 | 500 | 501 | ||
| Cigna Group | 4.800% | 8/15/2038 | 415 | 390 | ||
| Cigna Group | 3.200% | 3/15/2040 | 150 | 116 | ||
| Cigna Group | 6.125% | 11/15/2041 | 92 | 95 | ||
| Cigna Group | 4.800% | 7/15/2046 | 400 | 345 | ||
| Cigna Group | 3.875% | 10/15/2047 | 170 | 128 | ||
| Cigna Group | 4.900% | 12/15/2048 | 245 | 212 | ||
| Cigna Group | 3.400% | 3/15/2050 | 375 | 256 | ||
| Cigna Group | 3.400% | 3/15/2051 | 100 | 68 | ||
| Cigna Group | 5.600% | 2/15/2054 | 225 | 213 | ||
| Cigna Group | 6.000% | 1/15/2056 | 99 | 99 | ||
| City of Hope | 5.623% | 11/15/2043 | 75 | 73 | ||
| City of Hope | 4.378% | 8/15/2048 | 100 | 81 | ||
| Cleveland Clinic Foundation | 4.858% | 1/1/2114 | 100 | 83 | ||
| CommonSpirit Health | 4.352% | 9/1/2030 | 103 | 102 | ||
| CommonSpirit Health | 2.782% | 10/1/2030 | 500 | 461 | ||
| CommonSpirit Health | 5.205% | 12/1/2031 | 150 | 153 | ||
| CommonSpirit Health | 5.318% | 12/1/2034 | 125 | 125 | ||
| CommonSpirit Health | 4.825% | 9/1/2035 | 88 | 86 | ||
| CommonSpirit Health | 4.975% | 9/1/2035 | 105 | 103 | ||
| 3 | CommonSpirit Health | 4.350% | 11/1/2042 | 225 | 193 | |
| CommonSpirit Health | 5.580% | 9/1/2045 | 78 | 75 | ||
| 7 | CommonSpirit Health | 3.817% | 10/1/2049 | 50 | 37 | |
| CommonSpirit Health | 4.187% | 10/1/2049 | 150 | 116 | ||
| CommonSpirit Health | 5.548% | 12/1/2054 | 100 | 94 | ||
| CommonSpirit Health | 5.662% | 9/1/2055 | 125 | 120 | ||
| Community Health Network Inc. | 3.099% | 5/1/2050 | 140 | 89 | ||
| Cottage Health Obligated Group | 3.304% | 11/1/2049 | 100 | 69 | ||
| CVS Health Corp. | 1.300% | 8/21/2027 | 600 | 575 | ||
| CVS Health Corp. | 4.300% | 3/25/2028 | 677 | 675 | ||
| CVS Health Corp. | 5.000% | 1/30/2029 | 470 | 476 | ||
| CVS Health Corp. | 5.400% | 6/1/2029 | 350 | 358 | ||
| CVS Health Corp. | 3.250% | 8/15/2029 | 360 | 345 | ||
| CVS Health Corp. | 5.125% | 2/21/2030 | 250 | 254 | ||
| CVS Health Corp. | 3.750% | 4/1/2030 | 300 | 290 | ||
| CVS Health Corp. | 1.750% | 8/21/2030 | 350 | 309 | ||
| CVS Health Corp. | 5.250% | 1/30/2031 | 100 | 102 | ||
| CVS Health Corp. | 1.875% | 2/28/2031 | 350 | 306 | ||
| CVS Health Corp. | 5.550% | 6/1/2031 | 175 | 180 | ||
| CVS Health Corp. | 5.000% | 9/15/2032 | 72 | 72 | ||
| CVS Health Corp. | 5.250% | 2/21/2033 | 250 | 253 | ||
| CVS Health Corp. | 5.300% | 6/1/2033 | 225 | 227 | ||
| CVS Health Corp. | 5.700% | 6/1/2034 | 225 | 231 | ||
| CVS Health Corp. | 4.875% | 7/20/2035 | 125 | 120 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| CVS Health Corp. | 5.450% | 9/15/2035 | 122 | 122 | ||
| CVS Health Corp. | 4.780% | 3/25/2038 | 1,025 | 944 | ||
| CVS Health Corp. | 6.125% | 9/15/2039 | 75 | 77 | ||
| CVS Health Corp. | 4.125% | 4/1/2040 | 85 | 71 | ||
| CVS Health Corp. | 5.300% | 12/5/2043 | 75 | 68 | ||
| CVS Health Corp. | 6.000% | 6/1/2044 | 100 | 98 | ||
| CVS Health Corp. | 5.125% | 7/20/2045 | 700 | 616 | ||
| CVS Health Corp. | 5.050% | 3/25/2048 | 1,660 | 1,424 | ||
| CVS Health Corp. | 5.625% | 2/21/2053 | 220 | 202 | ||
| CVS Health Corp. | 5.875% | 6/1/2053 | 293 | 277 | ||
| CVS Health Corp. | 6.050% | 6/1/2054 | 175 | 170 | ||
| CVS Health Corp. | 6.200% | 9/15/2055 | 325 | 321 | ||
| CVS Health Corp. | 6.000% | 6/1/2063 | 135 | 128 | ||
| CVS Health Corp. | 6.250% | 9/15/2065 | 125 | 122 | ||
| Danaher Corp. | 4.375% | 9/15/2045 | 75 | 64 | ||
| Danaher Corp. | 2.600% | 10/1/2050 | 500 | 298 | ||
| Dartmouth-Hitchcock Health | 4.178% | 8/1/2048 | 100 | 77 | ||
| DENTSPLY SIRONA Inc. | 3.250% | 6/1/2030 | 150 | 138 | ||
| DH Europe Finance II Sarl | 2.600% | 11/15/2029 | 150 | 141 | ||
| DH Europe Finance II Sarl | 3.250% | 11/15/2039 | 175 | 140 | ||
| Dignity Health | 4.500% | 11/1/2042 | 100 | 86 | ||
| Dignity Health | 5.267% | 11/1/2064 | 50 | 45 | ||
| Duke University Health System Inc. | 3.920% | 6/1/2047 | 100 | 79 | ||
| Edwards Lifesciences Corp. | 4.300% | 6/15/2028 | 100 | 100 | ||
| Elevance Health Inc. | 3.650% | 12/1/2027 | 500 | 494 | ||
| Elevance Health Inc. | 4.000% | 9/15/2028 | 231 | 229 | ||
| Elevance Health Inc. | 5.150% | 6/15/2029 | 115 | 117 | ||
| Elevance Health Inc. | 4.750% | 2/15/2030 | 70 | 70 | ||
| Elevance Health Inc. | 2.250% | 5/15/2030 | 530 | 483 | ||
| Elevance Health Inc. | 2.550% | 3/15/2031 | 650 | 586 | ||
| Elevance Health Inc. | 4.950% | 11/1/2031 | 55 | 55 | ||
| Elevance Health Inc. | 4.600% | 9/15/2032 | 250 | 246 | ||
| Elevance Health Inc. | 5.500% | 10/15/2032 | 250 | 258 | ||
| Elevance Health Inc. | 4.750% | 2/15/2033 | 200 | 197 | ||
| Elevance Health Inc. | 5.375% | 6/15/2034 | 175 | 177 | ||
| Elevance Health Inc. | 5.950% | 12/15/2034 | 1 | 1 | ||
| Elevance Health Inc. | 5.200% | 2/15/2035 | 465 | 464 | ||
| Elevance Health Inc. | 5.000% | 1/15/2036 | 304 | 298 | ||
| Elevance Health Inc. | 5.850% | 1/15/2036 | 75 | 78 | ||
| Elevance Health Inc. | 6.375% | 6/15/2037 | 50 | 53 | ||
| Elevance Health Inc. | 4.650% | 1/15/2043 | 775 | 671 | ||
| Elevance Health Inc. | 4.375% | 12/1/2047 | 261 | 210 | ||
| Elevance Health Inc. | 3.125% | 5/15/2050 | 200 | 128 | ||
| Elevance Health Inc. | 4.550% | 5/15/2052 | 200 | 161 | ||
| Elevance Health Inc. | 6.100% | 10/15/2052 | 700 | 703 | ||
| Elevance Health Inc. | 5.125% | 2/15/2053 | 200 | 176 | ||
| Elevance Health Inc. | 5.650% | 6/15/2054 | 175 | 165 | ||
| Elevance Health Inc. | 4.850% | 8/15/2054 | 30 | 25 | ||
| Elevance Health Inc. | 5.700% | 2/15/2055 | 395 | 373 | ||
| Elevance Health Inc. | 5.700% | 9/15/2055 | 100 | 95 | ||
| Elevance Health Inc. | 5.850% | 11/1/2064 | 140 | 134 | ||
| Eli Lilly & Co. | 4.150% | 8/14/2027 | 75 | 75 | ||
| Eli Lilly & Co. | 4.550% | 2/12/2028 | 200 | 202 | ||
| Eli Lilly & Co. | 4.000% | 10/15/2028 | 118 | 118 | ||
| Eli Lilly & Co. | 4.500% | 2/9/2029 | 200 | 202 | ||
| Eli Lilly & Co. | 3.375% | 3/15/2029 | 92 | 90 | ||
| Eli Lilly & Co. | 4.200% | 8/14/2029 | 177 | 177 | ||
| Eli Lilly & Co. | 4.750% | 2/12/2030 | 200 | 204 | ||
| Eli Lilly & Co. | 4.250% | 3/15/2031 | 102 | 102 | ||
| Eli Lilly & Co. | 4.900% | 2/12/2032 | 200 | 204 | ||
| Eli Lilly & Co. | 4.550% | 10/15/2032 | 196 | 196 | ||
| Eli Lilly & Co. | 4.700% | 2/9/2034 | 275 | 274 | ||
| Eli Lilly & Co. | 4.600% | 8/14/2034 | 225 | 223 | ||
| Eli Lilly & Co. | 4.900% | 10/15/2035 | 181 | 181 | ||
| Eli Lilly & Co. | 2.250% | 5/15/2050 | 450 | 253 | ||
| Eli Lilly & Co. | 4.875% | 2/27/2053 | 50 | 45 | ||
| Eli Lilly & Co. | 5.000% | 2/9/2054 | 400 | 364 | ||
| Eli Lilly & Co. | 5.050% | 8/14/2054 | 75 | 69 | ||
| Eli Lilly & Co. | 5.500% | 2/12/2055 | 400 | 391 | ||
| Eli Lilly & Co. | 5.550% | 10/15/2055 | 114 | 112 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Eli Lilly & Co. | 2.500% | 9/15/2060 | 500 | 265 | ||
| Eli Lilly & Co. | 4.950% | 2/27/2063 | 250 | 219 | ||
| Eli Lilly & Co. | 5.100% | 2/9/2064 | 450 | 404 | ||
| Eli Lilly & Co. | 5.200% | 8/14/2064 | 75 | 68 | ||
| Eli Lilly & Co. | 5.600% | 2/12/2065 | 250 | 245 | ||
| Eli Lilly & Co. | 5.650% | 10/15/2065 | 103 | 101 | ||
| Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/2049 | 75 | 56 | ||
| GE HealthCare Technologies Inc. | 5.650% | 11/15/2027 | 200 | 204 | ||
| GE HealthCare Technologies Inc. | 4.150% | 12/15/2028 | 98 | 97 | ||
| GE HealthCare Technologies Inc. | 4.800% | 8/14/2029 | 300 | 303 | ||
| GE HealthCare Technologies Inc. | 4.800% | 1/15/2031 | 125 | 126 | ||
| GE HealthCare Technologies Inc. | 5.905% | 11/22/2032 | 250 | 264 | ||
| GE HealthCare Technologies Inc. | 5.500% | 6/15/2035 | 150 | 153 | ||
| GE HealthCare Technologies Inc. | 4.950% | 12/15/2035 | 328 | 322 | ||
| GE HealthCare Technologies Inc. | 6.377% | 11/22/2052 | 150 | 159 | ||
| Gilead Sciences Inc. | 4.800% | 11/15/2029 | 125 | 127 | ||
| Gilead Sciences Inc. | 5.250% | 10/15/2033 | 100 | 103 | ||
| Gilead Sciences Inc. | 5.100% | 6/15/2035 | 175 | 177 | ||
| Gilead Sciences Inc. | 4.600% | 9/1/2035 | 575 | 561 | ||
| Gilead Sciences Inc. | 4.000% | 9/1/2036 | 150 | 138 | ||
| Gilead Sciences Inc. | 2.600% | 10/1/2040 | 100 | 72 | ||
| Gilead Sciences Inc. | 5.650% | 12/1/2041 | 175 | 178 | ||
| Gilead Sciences Inc. | 4.800% | 4/1/2044 | 400 | 361 | ||
| Gilead Sciences Inc. | 4.500% | 2/1/2045 | 100 | 86 | ||
| Gilead Sciences Inc. | 4.750% | 3/1/2046 | 455 | 404 | ||
| Gilead Sciences Inc. | 4.150% | 3/1/2047 | 100 | 81 | ||
| Gilead Sciences Inc. | 2.800% | 10/1/2050 | 525 | 326 | ||
| Gilead Sciences Inc. | 5.550% | 10/15/2053 | 100 | 97 | ||
| Gilead Sciences Inc. | 5.500% | 11/15/2054 | 225 | 218 | ||
| Gilead Sciences Inc. | 5.600% | 11/15/2064 | 200 | 194 | ||
| GlaxoSmithKline Capital Inc. | 3.875% | 5/15/2028 | 375 | 373 | ||
| GlaxoSmithKline Capital Inc. | 4.500% | 4/15/2030 | 147 | 148 | ||
| GlaxoSmithKline Capital Inc. | 5.375% | 4/15/2034 | 85 | 88 | ||
| GlaxoSmithKline Capital Inc. | 4.875% | 4/15/2035 | 424 | 422 | ||
| GlaxoSmithKline Capital Inc. | 6.375% | 5/15/2038 | 550 | 609 | ||
| GlaxoSmithKline Capital Inc. | 4.200% | 3/18/2043 | 100 | 87 | ||
| GlaxoSmithKline Capital plc | 3.375% | 6/1/2029 | 175 | 170 | ||
| Hackensack Meridian Health Inc. | 2.675% | 9/1/2041 | 250 | 178 | ||
| Hackensack Meridian Health Inc. | 4.211% | 7/1/2048 | 75 | 61 | ||
| Hackensack Meridian Health Inc. | 4.500% | 7/1/2057 | 50 | 42 | ||
| 3 | Hartford HealthCare Corp. | 3.447% | 7/1/2054 | 20 | 15 | |
| HCA Inc. | 5.000% | 3/1/2028 | 125 | 126 | ||
| HCA Inc. | 5.200% | 6/1/2028 | 177 | 180 | ||
| HCA Inc. | 5.625% | 9/1/2028 | 275 | 281 | ||
| HCA Inc. | 4.125% | 6/15/2029 | 330 | 326 | ||
| HCA Inc. | 3.500% | 9/1/2030 | 650 | 617 | ||
| HCA Inc. | 4.300% | 11/15/2030 | 71 | 70 | ||
| HCA Inc. | 5.450% | 4/1/2031 | 325 | 333 | ||
| HCA Inc. | 2.375% | 7/15/2031 | 150 | 133 | ||
| HCA Inc. | 5.500% | 3/1/2032 | 150 | 154 | ||
| HCA Inc. | 3.625% | 3/15/2032 | 250 | 232 | ||
| HCA Inc. | 4.600% | 11/15/2032 | 92 | 90 | ||
| HCA Inc. | 5.500% | 6/1/2033 | 321 | 327 | ||
| HCA Inc. | 5.600% | 4/1/2034 | 225 | 230 | ||
| HCA Inc. | 5.450% | 9/15/2034 | 225 | 227 | ||
| HCA Inc. | 5.750% | 3/1/2035 | 250 | 257 | ||
| HCA Inc. | 4.900% | 11/15/2035 | 138 | 133 | ||
| HCA Inc. | 5.125% | 6/15/2039 | 200 | 188 | ||
| HCA Inc. | 4.375% | 3/15/2042 | 250 | 210 | ||
| HCA Inc. | 5.500% | 6/15/2047 | 325 | 298 | ||
| HCA Inc. | 5.250% | 6/15/2049 | 450 | 397 | ||
| HCA Inc. | 3.500% | 7/15/2051 | 500 | 330 | ||
| HCA Inc. | 4.625% | 3/15/2052 | 500 | 398 | ||
| HCA Inc. | 5.900% | 6/1/2053 | 177 | 169 | ||
| HCA Inc. | 6.000% | 4/1/2054 | 288 | 278 | ||
| HCA Inc. | 5.950% | 9/15/2054 | 312 | 300 | ||
| HCA Inc. | 6.200% | 3/1/2055 | 325 | 322 | ||
| HCA Inc. | 5.700% | 11/15/2055 | 100 | 93 | ||
| HCA Inc. | 6.100% | 4/1/2064 | 150 | 145 | ||
| Hoag Memorial Hospital Presbyterian | 3.803% | 7/15/2052 | 100 | 76 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Humana Inc. | 5.750% | 12/1/2028 | 100 | 103 | ||
| Humana Inc. | 3.700% | 3/23/2029 | 100 | 97 | ||
| Humana Inc. | 4.875% | 4/1/2030 | 135 | 135 | ||
| Humana Inc. | 5.375% | 4/15/2031 | 270 | 273 | ||
| Humana Inc. | 2.150% | 2/3/2032 | 200 | 171 | ||
| Humana Inc. | 5.950% | 3/15/2034 | 200 | 204 | ||
| Humana Inc. | 5.550% | 5/1/2035 | 200 | 198 | ||
| Humana Inc. | 4.625% | 12/1/2042 | 110 | 90 | ||
| Humana Inc. | 4.950% | 10/1/2044 | 270 | 226 | ||
| Humana Inc. | 3.950% | 8/15/2049 | 40 | 28 | ||
| Humana Inc. | 5.500% | 3/15/2053 | 200 | 173 | ||
| Humana Inc. | 5.750% | 4/15/2054 | 125 | 112 | ||
| Illumina Inc. | 4.750% | 12/12/2030 | 150 | 149 | ||
| Illumina Inc. | 2.550% | 3/23/2031 | 150 | 134 | ||
| Indiana University Health Inc. Obligated Group | 3.970% | 11/1/2048 | 75 | 59 | ||
| Iowa Health System | 3.665% | 2/15/2050 | 125 | 93 | ||
| Johns Hopkins Health System Corp. | 3.837% | 5/15/2046 | 125 | 99 | ||
| Johnson & Johnson | 0.950% | 9/1/2027 | 300 | 288 | ||
| Johnson & Johnson | 2.900% | 1/15/2028 | 275 | 270 | ||
| Johnson & Johnson | 4.700% | 3/1/2030 | 172 | 176 | ||
| Johnson & Johnson | 1.300% | 9/1/2030 | 375 | 333 | ||
| Johnson & Johnson | 4.900% | 6/1/2031 | 138 | 143 | ||
| Johnson & Johnson | 4.850% | 3/1/2032 | 245 | 252 | ||
| Johnson & Johnson | 4.950% | 5/15/2033 | 150 | 156 | ||
| Johnson & Johnson | 5.000% | 3/1/2035 | 364 | 375 | ||
| Johnson & Johnson | 3.550% | 3/1/2036 | 175 | 160 | ||
| Johnson & Johnson | 3.625% | 3/3/2037 | 300 | 269 | ||
| Johnson & Johnson | 5.950% | 8/15/2037 | 200 | 219 | ||
| Johnson & Johnson | 3.400% | 1/15/2038 | 150 | 130 | ||
| Johnson & Johnson | 2.100% | 9/1/2040 | 250 | 175 | ||
| Johnson & Johnson | 4.500% | 9/1/2040 | 150 | 142 | ||
| Johnson & Johnson | 4.850% | 5/15/2041 | 75 | 74 | ||
| Johnson & Johnson | 4.500% | 12/5/2043 | 200 | 184 | ||
| Johnson & Johnson | 3.700% | 3/1/2046 | 400 | 318 | ||
| Johnson & Johnson | 3.750% | 3/3/2047 | 250 | 197 | ||
| Johnson & Johnson | 2.250% | 9/1/2050 | 400 | 231 | ||
| Kaiser Foundation Hospitals | 3.150% | 5/1/2027 | 100 | 99 | ||
| Kaiser Foundation Hospitals | 2.810% | 6/1/2041 | 250 | 182 | ||
| Kaiser Foundation Hospitals | 4.875% | 4/1/2042 | 235 | 219 | ||
| Kaiser Foundation Hospitals | 4.150% | 5/1/2047 | 150 | 122 | ||
| Kaiser Foundation Hospitals | 3.266% | 11/1/2049 | 175 | 120 | ||
| Kaiser Foundation Hospitals | 3.002% | 6/1/2051 | 250 | 160 | ||
| Koninklijke Philips NV | 6.875% | 3/11/2038 | 100 | 110 | ||
| Koninklijke Philips NV | 5.000% | 3/15/2042 | 150 | 137 | ||
| Laboratory Corp. of America Holdings | 3.600% | 9/1/2027 | 100 | 99 | ||
| Laboratory Corp. of America Holdings | 2.950% | 12/1/2029 | 125 | 118 | ||
| Laboratory Corp. of America Holdings | 4.350% | 4/1/2030 | 100 | 99 | ||
| Laboratory Corp. of America Holdings | 2.700% | 6/1/2031 | 50 | 45 | ||
| Laboratory Corp. of America Holdings | 4.550% | 4/1/2032 | 150 | 148 | ||
| Laboratory Corp. of America Holdings | 4.800% | 10/1/2034 | 150 | 146 | ||
| Laboratory Corp. of America Holdings | 4.700% | 2/1/2045 | 195 | 171 | ||
| Mass General Brigham Inc. | 3.342% | 7/1/2060 | 250 | 162 | ||
| Mayo Clinic | 3.774% | 11/15/2043 | 75 | 61 | ||
| Mayo Clinic | 4.128% | 11/15/2052 | 50 | 40 | ||
| Mayo Clinic | 3.196% | 11/15/2061 | 150 | 95 | ||
| McKesson Corp. | 4.900% | 7/15/2028 | 24 | 24 | ||
| McKesson Corp. | 4.250% | 9/15/2029 | 100 | 100 | ||
| McKesson Corp. | 4.650% | 5/30/2030 | 300 | 302 | ||
| McKesson Corp. | 4.950% | 5/30/2032 | 350 | 355 | ||
| McKesson Corp. | 5.250% | 5/30/2035 | 400 | 407 | ||
| McLaren Health Care Corp. | 4.386% | 5/15/2048 | 50 | 41 | ||
| 3 | MedStar Health Inc. | 3.626% | 8/15/2049 | 75 | 54 | |
| Medtronic Global Holdings SCA | 4.500% | 3/30/2033 | 100 | 99 | ||
| Medtronic Inc. | 4.375% | 3/15/2035 | 511 | 494 | ||
| Medtronic Inc. | 4.625% | 3/15/2045 | 244 | 218 | ||
| Memorial Health Services | 3.447% | 11/1/2049 | 100 | 70 | ||
| Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/2050 | 100 | 65 | ||
| Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/2052 | 150 | 120 | ||
| Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/2055 | 100 | 81 | ||
| Merck & Co. Inc. | 1.700% | 6/10/2027 | 400 | 390 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Merck & Co. Inc. | 3.850% | 9/15/2027 | 300 | 300 | ||
| Merck & Co. Inc. | 1.900% | 12/10/2028 | 400 | 379 | ||
| Merck & Co. Inc. | 3.400% | 3/7/2029 | 475 | 465 | ||
| Merck & Co. Inc. | 3.850% | 3/15/2029 | 161 | 160 | ||
| Merck & Co. Inc. | 4.300% | 5/17/2030 | 133 | 133 | ||
| Merck & Co. Inc. | 1.450% | 6/24/2030 | 210 | 187 | ||
| Merck & Co. Inc. | 4.150% | 9/15/2030 | 400 | 398 | ||
| Merck & Co. Inc. | 4.150% | 3/15/2031 | 211 | 209 | ||
| Merck & Co. Inc. | 2.150% | 12/10/2031 | 450 | 398 | ||
| Merck & Co. Inc. | 4.550% | 9/15/2032 | 340 | 341 | ||
| Merck & Co. Inc. | 4.450% | 12/4/2032 | 138 | 137 | ||
| Merck & Co. Inc. | 4.500% | 5/17/2033 | 175 | 174 | ||
| Merck & Co. Inc. | 6.500% | 12/1/2033 | 125 | 139 | ||
| Merck & Co. Inc. | 4.950% | 9/15/2035 | 275 | 276 | ||
| Merck & Co. Inc. | 4.750% | 12/4/2035 | 108 | 106 | ||
| Merck & Co. Inc. | 3.900% | 3/7/2039 | 200 | 175 | ||
| Merck & Co. Inc. | 3.600% | 9/15/2042 | 100 | 79 | ||
| Merck & Co. Inc. | 4.150% | 5/18/2043 | 650 | 548 | ||
| Merck & Co. Inc. | 4.900% | 5/17/2044 | 133 | 122 | ||
| Merck & Co. Inc. | 3.700% | 2/10/2045 | 525 | 408 | ||
| Merck & Co. Inc. | 5.500% | 3/15/2046 | 143 | 140 | ||
| Merck & Co. Inc. | 4.000% | 3/7/2049 | 300 | 235 | ||
| Merck & Co. Inc. | 2.450% | 6/24/2050 | 300 | 174 | ||
| Merck & Co. Inc. | 2.750% | 12/10/2051 | 300 | 182 | ||
| Merck & Co. Inc. | 5.000% | 5/17/2053 | 265 | 239 | ||
| Merck & Co. Inc. | 5.700% | 9/15/2055 | 200 | 199 | ||
| Merck & Co. Inc. | 5.550% | 12/4/2055 | 274 | 266 | ||
| Merck & Co. Inc. | 2.900% | 12/10/2061 | 325 | 186 | ||
| Merck & Co. Inc. | 5.150% | 5/17/2063 | 177 | 159 | ||
| Merck & Co. Inc. | 5.700% | 12/4/2065 | 203 | 197 | ||
| Methodist Hospital | 2.705% | 12/1/2050 | 300 | 183 | ||
| 3 | Montefiore Obligated Group | 5.246% | 11/1/2048 | 150 | 124 | |
| Mount Nittany Medical Center Obligated Group | 3.799% | 11/15/2052 | 75 | 55 | ||
| Mylan Inc. | 5.400% | 11/29/2043 | 100 | 85 | ||
| New York & Presbyterian Hospital | 4.024% | 8/1/2045 | 130 | 106 | ||
| New York & Presbyterian Hospital | 4.063% | 8/1/2056 | 75 | 58 | ||
| New York & Presbyterian Hospital | 2.606% | 8/1/2060 | 100 | 55 | ||
| New York & Presbyterian Hospital | 3.954% | 8/1/2119 | 125 | 85 | ||
| Northwell Healthcare Inc. | 3.979% | 11/1/2046 | 100 | 78 | ||
| Northwell Healthcare Inc. | 4.260% | 11/1/2047 | 200 | 162 | ||
| Northwell Healthcare Inc. | 3.809% | 11/1/2049 | 100 | 74 | ||
| Novant Health Inc. | 2.637% | 11/1/2036 | 250 | 198 | ||
| Novant Health Inc. | 3.318% | 11/1/2061 | 100 | 63 | ||
| Novartis Capital Corp. | 3.100% | 5/17/2027 | 175 | 173 | ||
| Novartis Capital Corp. | 3.900% | 11/5/2028 | 152 | 151 | ||
| Novartis Capital Corp. | 4.100% | 3/16/2029 | 234 | 234 | ||
| Novartis Capital Corp. | 3.800% | 9/18/2029 | 150 | 148 | ||
| Novartis Capital Corp. | 2.200% | 8/14/2030 | 410 | 376 | ||
| Novartis Capital Corp. | 4.100% | 11/5/2030 | 450 | 445 | ||
| Novartis Capital Corp. | 4.400% | 3/18/2031 | 202 | 202 | ||
| Novartis Capital Corp. | 4.300% | 11/5/2032 | 300 | 296 | ||
| Novartis Capital Corp. | 4.600% | 3/18/2033 | 377 | 375 | ||
| Novartis Capital Corp. | 4.200% | 9/18/2034 | 150 | 145 | ||
| Novartis Capital Corp. | 4.600% | 11/5/2035 | 225 | 220 | ||
| Novartis Capital Corp. | 4.900% | 3/18/2036 | 132 | 132 | ||
| Novartis Capital Corp. | 3.700% | 9/21/2042 | 100 | 81 | ||
| Novartis Capital Corp. | 4.400% | 5/6/2044 | 375 | 328 | ||
| Novartis Capital Corp. | 5.200% | 11/5/2045 | 200 | 191 | ||
| Novartis Capital Corp. | 4.000% | 11/20/2045 | 225 | 185 | ||
| Novartis Capital Corp. | 5.600% | 3/18/2046 | 173 | 173 | ||
| Novartis Capital Corp. | 2.750% | 8/14/2050 | 75 | 47 | ||
| Novartis Capital Corp. | 4.700% | 9/18/2054 | 225 | 196 | ||
| Novartis Capital Corp. | 5.300% | 11/5/2055 | 150 | 143 | ||
| Novartis Capital Corp. | 5.700% | 3/18/2056 | 410 | 413 | ||
| NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | 2.667% | 10/1/2050 | 10 | 6 | ||
| NYU Langone Hospitals | 4.784% | 7/1/2044 | 100 | 90 | ||
| 3 | NYU Langone Hospitals | 4.368% | 7/1/2047 | 110 | 93 | |
| NYU Langone Hospitals | 3.380% | 7/1/2055 | 200 | 136 | ||
| Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/2031 | 50 | 43 | ||
| 3 | OhioHealth Corp. | 3.042% | 11/15/2050 | 100 | 67 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Orlando Health Obligated Group | 5.475% | 10/1/2035 | 75 | 77 | ||
| Orlando Health Obligated Group | 4.089% | 10/1/2048 | 50 | 40 | ||
| PeaceHealth Obligated Group | 4.335% | 11/15/2028 | 40 | 40 | ||
| PeaceHealth Obligated Group | 4.855% | 11/15/2032 | 38 | 38 | ||
| PeaceHealth Obligated Group | 4.787% | 11/15/2048 | 75 | 64 | ||
| PeaceHealth Obligated Group | 3.218% | 11/15/2050 | 200 | 132 | ||
| Pfizer Inc. | 3.875% | 11/15/2027 | 50 | 50 | ||
| Pfizer Inc. | 3.600% | 9/15/2028 | 100 | 99 | ||
| Pfizer Inc. | 3.450% | 3/15/2029 | 375 | 368 | ||
| Pfizer Inc. | 2.625% | 4/1/2030 | 300 | 281 | ||
| Pfizer Inc. | 1.700% | 5/28/2030 | 225 | 202 | ||
| Pfizer Inc. | 4.200% | 11/15/2030 | 179 | 178 | ||
| Pfizer Inc. | 1.750% | 8/18/2031 | 200 | 175 | ||
| Pfizer Inc. | 4.500% | 11/15/2032 | 225 | 223 | ||
| Pfizer Inc. | 4.875% | 11/15/2035 | 237 | 235 | ||
| Pfizer Inc. | 4.100% | 9/15/2038 | 150 | 135 | ||
| Pfizer Inc. | 3.900% | 3/15/2039 | 125 | 109 | ||
| Pfizer Inc. | 7.200% | 3/15/2039 | 425 | 497 | ||
| Pfizer Inc. | 2.550% | 5/28/2040 | 200 | 145 | ||
| Pfizer Inc. | 4.300% | 6/15/2043 | 125 | 107 | ||
| Pfizer Inc. | 4.400% | 5/15/2044 | 200 | 173 | ||
| Pfizer Inc. | 4.125% | 12/15/2046 | 450 | 362 | ||
| Pfizer Inc. | 4.200% | 9/15/2048 | 150 | 121 | ||
| Pfizer Inc. | 4.000% | 3/15/2049 | 175 | 136 | ||
| Pfizer Inc. | 2.700% | 5/28/2050 | 450 | 276 | ||
| Pfizer Inc. | 5.600% | 11/15/2055 | 100 | 98 | ||
| Pfizer Inc. | 5.700% | 11/15/2065 | 100 | 97 | ||
| Pfizer Investment Enterprises Pte Ltd. | 4.450% | 5/19/2028 | 707 | 711 | ||
| Pfizer Investment Enterprises Pte Ltd. | 4.650% | 5/19/2030 | 527 | 531 | ||
| Pfizer Investment Enterprises Pte Ltd. | 4.750% | 5/19/2033 | 1,084 | 1,080 | ||
| Pfizer Investment Enterprises Pte Ltd. | 5.110% | 5/19/2043 | 525 | 495 | ||
| Pfizer Investment Enterprises Pte Ltd. | 5.300% | 5/19/2053 | 1,161 | 1,078 | ||
| Pfizer Investment Enterprises Pte Ltd. | 5.340% | 5/19/2063 | 857 | 778 | ||
| Pharmacia LLC | 6.600% | 12/1/2028 | 175 | 185 | ||
| Providence St. Joseph Health Obligated Group | 2.532% | 10/1/2029 | 150 | 140 | ||
| Providence St. Joseph Health Obligated Group | 5.369% | 10/1/2032 | 200 | 203 | ||
| Providence St. Joseph Health Obligated Group | 5.403% | 10/1/2033 | 200 | 204 | ||
| 3 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/2047 | 75 | 56 | |
| 3 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/2048 | 75 | 57 | |
| Quest Diagnostics Inc. | 4.600% | 12/15/2027 | 100 | 100 | ||
| Quest Diagnostics Inc. | 4.200% | 6/30/2029 | 140 | 139 | ||
| Quest Diagnostics Inc. | 4.625% | 12/15/2029 | 125 | 126 | ||
| Quest Diagnostics Inc. | 2.950% | 6/30/2030 | 160 | 150 | ||
| Quest Diagnostics Inc. | 2.800% | 6/30/2031 | 125 | 114 | ||
| Quest Diagnostics Inc. | 5.000% | 12/15/2034 | 150 | 149 | ||
| Quest Diagnostics Inc. | 5.750% | 1/30/2040 | 13 | 13 | ||
| Quest Diagnostics Inc. | 4.700% | 3/30/2045 | 25 | 22 | ||
| Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/2030 | 500 | 443 | ||
| Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/2050 | 50 | 30 | ||
| Revvity Inc. | 1.900% | 9/15/2028 | 250 | 235 | ||
| Revvity Inc. | 3.625% | 3/15/2051 | 150 | 106 | ||
| Royalty Pharma plc | 5.150% | 9/2/2029 | 100 | 102 | ||
| Royalty Pharma plc | 2.200% | 9/2/2030 | 300 | 270 | ||
| Royalty Pharma plc | 4.450% | 3/25/2031 | 300 | 296 | ||
| Royalty Pharma plc | 3.550% | 9/2/2050 | 350 | 236 | ||
| Royalty Pharma plc | 3.350% | 9/2/2051 | 250 | 162 | ||
| Rush System for Health Obligated Group | 3.922% | 11/15/2029 | 75 | 74 | ||
| Sanofi SA | 3.750% | 11/3/2027 | 222 | 221 | ||
| Sanofi SA | 3.625% | 6/19/2028 | 225 | 223 | ||
| Sanofi SA | 3.800% | 11/3/2028 | 221 | 219 | ||
| Sanofi SA | 4.200% | 11/3/2032 | 225 | 221 | ||
| Seattle Children's Hospital | 2.719% | 10/1/2050 | 200 | 123 | ||
| Smith & Nephew plc | 2.032% | 10/14/2030 | 300 | 267 | ||
| Solventum Corp. | 5.400% | 3/1/2029 | 59 | 60 | ||
| Solventum Corp. | 5.450% | 3/13/2031 | 175 | 180 | ||
| Solventum Corp. | 5.600% | 3/23/2034 | 365 | 373 | ||
| Solventum Corp. | 5.900% | 4/30/2054 | 220 | 215 | ||
| SSM Health Care Corp. | 3.823% | 6/1/2027 | 100 | 99 | ||
| SSM Health Care Corp. | 4.894% | 6/1/2028 | 200 | 202 | ||
| Stanford Health Care | 3.795% | 11/15/2048 | 75 | 57 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Stryker Corp. | 4.700% | 2/10/2028 | 200 | 202 | ||
| Stryker Corp. | 3.650% | 3/7/2028 | 50 | 49 | ||
| Stryker Corp. | 4.250% | 9/11/2029 | 150 | 149 | ||
| Stryker Corp. | 4.850% | 2/10/2030 | 175 | 177 | ||
| Stryker Corp. | 4.625% | 9/11/2034 | 100 | 98 | ||
| Stryker Corp. | 5.200% | 2/10/2035 | 179 | 181 | ||
| Stryker Corp. | 4.100% | 4/1/2043 | 75 | 62 | ||
| Stryker Corp. | 4.375% | 5/15/2044 | 50 | 42 | ||
| Stryker Corp. | 4.625% | 3/15/2046 | 200 | 173 | ||
| Stryker Corp. | 2.900% | 6/15/2050 | 100 | 64 | ||
| Sutter Health | 3.695% | 8/15/2028 | 75 | 74 | ||
| Sutter Health | 5.164% | 8/15/2033 | 75 | 76 | ||
| Sutter Health | 5.537% | 8/15/2035 | 150 | 155 | ||
| Sutter Health | 4.091% | 8/15/2048 | 75 | 60 | ||
| Sutter Health | 3.361% | 8/15/2050 | 125 | 87 | ||
| Sutter Health | 5.547% | 8/15/2053 | 75 | 73 | ||
| Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/2028 | 605 | 613 | ||
| Takeda Pharmaceutical Co. Ltd. | 5.300% | 7/5/2034 | 200 | 202 | ||
| Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/2040 | 350 | 264 | ||
| Takeda Pharmaceutical Co. Ltd. | 5.650% | 7/5/2044 | 250 | 245 | ||
| Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/2050 | 485 | 318 | ||
| Takeda Pharmaceutical Co. Ltd. | 5.650% | 7/5/2054 | 200 | 192 | ||
| Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/2060 | 200 | 125 | ||
| Takeda US Financing Inc. | 5.200% | 7/7/2035 | 275 | 275 | ||
| Texas Health Resources | 2.328% | 11/15/2050 | 300 | 168 | ||
| Thermo Fisher Scientific Inc. | 2.600% | 10/1/2029 | 200 | 189 | ||
| Thermo Fisher Scientific Inc. | 4.977% | 8/10/2030 | 150 | 153 | ||
| Thermo Fisher Scientific Inc. | 4.215% | 2/12/2031 | 109 | 108 | ||
| Thermo Fisher Scientific Inc. | 4.200% | 3/1/2031 | 100 | 99 | ||
| Thermo Fisher Scientific Inc. | 2.000% | 10/15/2031 | 1,000 | 885 | ||
| Thermo Fisher Scientific Inc. | 4.473% | 10/7/2032 | 125 | 124 | ||
| Thermo Fisher Scientific Inc. | 4.550% | 6/15/2033 | 82 | 81 | ||
| Thermo Fisher Scientific Inc. | 5.086% | 8/10/2033 | 200 | 204 | ||
| Thermo Fisher Scientific Inc. | 4.794% | 10/7/2035 | 150 | 148 | ||
| Thermo Fisher Scientific Inc. | 4.902% | 2/12/2036 | 172 | 171 | ||
| Thermo Fisher Scientific Inc. | 4.894% | 10/7/2037 | 75 | 74 | ||
| Thermo Fisher Scientific Inc. | 2.800% | 10/15/2041 | 350 | 256 | ||
| Thermo Fisher Scientific Inc. | 5.300% | 2/1/2044 | 185 | 179 | ||
| Trinity Health Corp. | 4.125% | 12/1/2045 | 85 | 70 | ||
| UnitedHealth Group Inc. | 3.375% | 4/15/2027 | 350 | 347 | ||
| UnitedHealth Group Inc. | 3.700% | 5/15/2027 | 120 | 119 | ||
| UnitedHealth Group Inc. | 2.950% | 10/15/2027 | 150 | 147 | ||
| UnitedHealth Group Inc. | 5.250% | 2/15/2028 | 375 | 382 | ||
| UnitedHealth Group Inc. | 4.400% | 6/15/2028 | 50 | 50 | ||
| UnitedHealth Group Inc. | 3.875% | 12/15/2028 | 150 | 149 | ||
| UnitedHealth Group Inc. | 2.875% | 8/15/2029 | 150 | 143 | ||
| UnitedHealth Group Inc. | 4.800% | 1/15/2030 | 195 | 197 | ||
| UnitedHealth Group Inc. | 2.000% | 5/15/2030 | 955 | 865 | ||
| UnitedHealth Group Inc. | 4.650% | 1/15/2031 | 125 | 126 | ||
| UnitedHealth Group Inc. | 4.900% | 4/15/2031 | 200 | 203 | ||
| UnitedHealth Group Inc. | 2.300% | 5/15/2031 | 650 | 583 | ||
| UnitedHealth Group Inc. | 4.950% | 1/15/2032 | 155 | 157 | ||
| UnitedHealth Group Inc. | 4.200% | 5/15/2032 | 250 | 244 | ||
| UnitedHealth Group Inc. | 5.350% | 2/15/2033 | 375 | 385 | ||
| UnitedHealth Group Inc. | 4.500% | 4/15/2033 | 200 | 195 | ||
| UnitedHealth Group Inc. | 5.000% | 4/15/2034 | 450 | 450 | ||
| UnitedHealth Group Inc. | 5.300% | 6/15/2035 | 194 | 198 | ||
| UnitedHealth Group Inc. | 4.625% | 7/15/2035 | 175 | 169 | ||
| UnitedHealth Group Inc. | 6.500% | 6/15/2037 | 50 | 55 | ||
| UnitedHealth Group Inc. | 6.625% | 11/15/2037 | 125 | 138 | ||
| UnitedHealth Group Inc. | 6.875% | 2/15/2038 | 245 | 276 | ||
| UnitedHealth Group Inc. | 3.500% | 8/15/2039 | 140 | 113 | ||
| UnitedHealth Group Inc. | 2.750% | 5/15/2040 | 200 | 145 | ||
| UnitedHealth Group Inc. | 5.950% | 2/15/2041 | 60 | 62 | ||
| UnitedHealth Group Inc. | 3.050% | 5/15/2041 | 300 | 222 | ||
| UnitedHealth Group Inc. | 4.625% | 11/15/2041 | 110 | 98 | ||
| UnitedHealth Group Inc. | 4.375% | 3/15/2042 | 50 | 43 | ||
| UnitedHealth Group Inc. | 3.950% | 10/15/2042 | 175 | 142 | ||
| UnitedHealth Group Inc. | 4.250% | 3/15/2043 | 125 | 104 | ||
| UnitedHealth Group Inc. | 5.500% | 7/15/2044 | 195 | 188 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| UnitedHealth Group Inc. | 4.750% | 7/15/2045 | 305 | 266 | ||
| UnitedHealth Group Inc. | 4.200% | 1/15/2047 | 210 | 167 | ||
| UnitedHealth Group Inc. | 4.250% | 4/15/2047 | 290 | 233 | ||
| UnitedHealth Group Inc. | 4.250% | 6/15/2048 | 300 | 238 | ||
| UnitedHealth Group Inc. | 4.450% | 12/15/2048 | 150 | 122 | ||
| UnitedHealth Group Inc. | 3.700% | 8/15/2049 | 310 | 223 | ||
| UnitedHealth Group Inc. | 3.250% | 5/15/2051 | 432 | 285 | ||
| UnitedHealth Group Inc. | 4.750% | 5/15/2052 | 200 | 168 | ||
| UnitedHealth Group Inc. | 5.875% | 2/15/2053 | 400 | 395 | ||
| UnitedHealth Group Inc. | 5.050% | 4/15/2053 | 269 | 237 | ||
| UnitedHealth Group Inc. | 5.375% | 4/15/2054 | 325 | 299 | ||
| UnitedHealth Group Inc. | 5.625% | 7/15/2054 | 475 | 452 | ||
| UnitedHealth Group Inc. | 5.950% | 6/15/2055 | 300 | 302 | ||
| UnitedHealth Group Inc. | 3.875% | 8/15/2059 | 420 | 293 | ||
| UnitedHealth Group Inc. | 3.125% | 5/15/2060 | 250 | 149 | ||
| UnitedHealth Group Inc. | 6.050% | 2/15/2063 | 200 | 200 | ||
| UnitedHealth Group Inc. | 5.200% | 4/15/2063 | 300 | 261 | ||
| UnitedHealth Group Inc. | 5.500% | 4/15/2064 | 200 | 183 | ||
| UnitedHealth Group Inc. | 5.750% | 7/15/2064 | 320 | 305 | ||
| Universal Health Services Inc. | 4.625% | 10/15/2029 | 100 | 99 | ||
| Universal Health Services Inc. | 2.650% | 10/15/2030 | 300 | 270 | ||
| Universal Health Services Inc. | 5.050% | 10/15/2034 | 75 | 72 | ||
| UPMC | 5.035% | 5/15/2033 | 150 | 152 | ||
| Utah Acquisition Sub Inc. | 5.250% | 6/15/2046 | 225 | 181 | ||
| Viatris Inc. | 2.300% | 6/22/2027 | 175 | 170 | ||
| Viatris Inc. | 3.850% | 6/22/2040 | 219 | 166 | ||
| Viatris Inc. | 4.000% | 6/22/2050 | 275 | 180 | ||
| WakeMed | 3.286% | 10/1/2052 | 200 | 134 | ||
| 3 | Willis-Knighton Medical Center | 4.813% | 9/1/2048 | 50 | 43 | |
| Wyeth LLC | 6.500% | 2/1/2034 | 150 | 166 | ||
| Wyeth LLC | 6.000% | 2/15/2036 | 85 | 91 | ||
| Wyeth LLC | 5.950% | 4/1/2037 | 385 | 408 | ||
| Zimmer Biomet Holdings Inc. | 5.050% | 2/19/2030 | 100 | 102 | ||
| Zimmer Biomet Holdings Inc. | 2.600% | 11/24/2031 | 350 | 312 | ||
| Zimmer Biomet Holdings Inc. | 5.200% | 9/15/2034 | 22 | 22 | ||
| Zimmer Biomet Holdings Inc. | 5.500% | 2/19/2035 | 125 | 127 | ||
| Zimmer Biomet Holdings Inc. | 5.750% | 11/30/2039 | 50 | 51 | ||
| Zoetis Inc. | 3.000% | 9/12/2027 | 150 | 147 | ||
| Zoetis Inc. | 4.150% | 8/17/2028 | 196 | 195 | ||
| Zoetis Inc. | 3.900% | 8/20/2028 | 100 | 99 | ||
| Zoetis Inc. | 2.000% | 5/15/2030 | 150 | 136 | ||
| Zoetis Inc. | 5.600% | 11/16/2032 | 250 | 262 | ||
| Zoetis Inc. | 5.000% | 8/17/2035 | 143 | 142 | ||
| Zoetis Inc. | 4.700% | 2/1/2043 | 175 | 156 | ||
| Zoetis Inc. | 3.950% | 9/12/2047 | 150 | 118 | ||
| Zoetis Inc. | 4.450% | 8/20/2048 | 75 | 63 | ||
| Zoetis Inc. | 3.000% | 5/15/2050 | 100 | 64 | ||
| 152,093 | ||||||
| Industrials (1.8%) | ||||||
| 3M Co. | 2.875% | 10/15/2027 | 125 | 123 | ||
| 3M Co. | 3.375% | 3/1/2029 | 150 | 146 | ||
| 3M Co. | 2.375% | 8/26/2029 | 360 | 338 | ||
| 3M Co. | 4.800% | 3/15/2030 | 365 | 369 | ||
| 3M Co. | 3.125% | 9/19/2046 | 75 | 50 | ||
| 3M Co. | 3.625% | 10/15/2047 | 100 | 73 | ||
| 3M Co. | 4.000% | 9/14/2048 | 150 | 115 | ||
| 3M Co. | 3.250% | 8/26/2049 | 320 | 214 | ||
| 3M Co. | 3.700% | 4/15/2050 | 125 | 90 | ||
| AGCO Corp. | 5.800% | 3/21/2034 | 125 | 128 | ||
| Allegion plc | 3.500% | 10/1/2029 | 75 | 72 | ||
| Allegion US Holding Co. Inc. | 3.550% | 10/1/2027 | 175 | 173 | ||
| Allegion US Holding Co. Inc. | 5.600% | 5/29/2034 | 130 | 133 | ||
| American Airlines Class A Series 2021-1 Pass Through Trust | 2.875% | 1/11/2036 | 288 | 258 | ||
| 3 | American Airlines Class A Series 2025-1 Pass Through Trust | 4.900% | 11/11/2039 | 149 | 144 | |
| 3 | American Airlines Class AA Series 2015-2 Pass Through Trust | 3.600% | 3/22/2029 | 29 | 29 | |
| 3 | American Airlines Class AA Series 2016-1 Pass Through Trust | 3.575% | 7/15/2029 | 82 | 81 | |
| 3 | American Airlines Class AA Series 2016-3 Pass Through Trust | 3.000% | 4/15/2030 | 86 | 83 | |
| 3 | American Airlines Class AA Series 2017-1 Pass Through Trust | 3.650% | 8/15/2030 | 28 | 28 | |
| 3 | American Airlines Class AA Series 2019-1 Pass Through Trust | 3.150% | 8/15/2033 | 34 | 31 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Amphenol Corp. | 5.050% | 4/5/2027 | 50 | 50 | ||
| Amphenol Corp. | 3.800% | 11/15/2027 | 150 | 149 | ||
| Amphenol Corp. | 4.375% | 6/12/2028 | 150 | 150 | ||
| Amphenol Corp. | 3.900% | 11/15/2028 | 125 | 124 | ||
| Amphenol Corp. | 4.350% | 6/1/2029 | 100 | 100 | ||
| Amphenol Corp. | 2.800% | 2/15/2030 | 275 | 259 | ||
| Amphenol Corp. | 4.125% | 11/15/2030 | 197 | 194 | ||
| Amphenol Corp. | 2.200% | 9/15/2031 | 100 | 89 | ||
| Amphenol Corp. | 4.400% | 2/15/2033 | 202 | 197 | ||
| Amphenol Corp. | 5.250% | 4/5/2034 | 200 | 204 | ||
| Amphenol Corp. | 5.000% | 1/15/2035 | 150 | 150 | ||
| Amphenol Corp. | 4.625% | 2/15/2036 | 2,800 | 2,707 | ||
| Amphenol Corp. | 5.375% | 11/15/2054 | 50 | 48 | ||
| Amphenol Corp. | 5.300% | 11/15/2055 | 150 | 141 | ||
| Automatic Data Processing Inc. | 1.700% | 5/15/2028 | 200 | 191 | ||
| Automatic Data Processing Inc. | 1.250% | 9/1/2030 | 260 | 228 | ||
| Automatic Data Processing Inc. | 4.750% | 5/8/2032 | 240 | 242 | ||
| Block Financial LLC | 2.500% | 7/15/2028 | 145 | 137 | ||
| Block Financial LLC | 3.875% | 8/15/2030 | 589 | 555 | ||
| Boeing Co. | 5.040% | 5/1/2027 | 360 | 362 | ||
| Boeing Co. | 6.259% | 5/1/2027 | 200 | 203 | ||
| Boeing Co. | 3.250% | 3/1/2028 | 100 | 98 | ||
| Boeing Co. | 3.450% | 11/1/2028 | 250 | 244 | ||
| Boeing Co. | 3.200% | 3/1/2029 | 200 | 193 | ||
| Boeing Co. | 6.298% | 5/1/2029 | 605 | 636 | ||
| Boeing Co. | 2.950% | 2/1/2030 | 190 | 179 | ||
| Boeing Co. | 5.150% | 5/1/2030 | 907 | 921 | ||
| Boeing Co. | 3.625% | 2/1/2031 | 277 | 263 | ||
| Boeing Co. | 6.388% | 5/1/2031 | 200 | 213 | ||
| Boeing Co. | 6.125% | 2/15/2033 | 75 | 80 | ||
| Boeing Co. | 3.600% | 5/1/2034 | 150 | 134 | ||
| Boeing Co. | 6.528% | 5/1/2034 | 450 | 490 | ||
| Boeing Co. | 3.250% | 2/1/2035 | 190 | 163 | ||
| Boeing Co. | 3.550% | 3/1/2038 | 50 | 42 | ||
| Boeing Co. | 3.500% | 3/1/2039 | 75 | 60 | ||
| Boeing Co. | 6.875% | 3/15/2039 | 100 | 110 | ||
| Boeing Co. | 5.875% | 2/15/2040 | 75 | 75 | ||
| Boeing Co. | 5.705% | 5/1/2040 | 640 | 641 | ||
| Boeing Co. | 3.375% | 6/15/2046 | 75 | 52 | ||
| Boeing Co. | 3.650% | 3/1/2047 | 55 | 39 | ||
| Boeing Co. | 3.625% | 3/1/2048 | 75 | 52 | ||
| Boeing Co. | 3.850% | 11/1/2048 | 60 | 43 | ||
| Boeing Co. | 3.900% | 5/1/2049 | 321 | 234 | ||
| Boeing Co. | 3.750% | 2/1/2050 | 250 | 177 | ||
| Boeing Co. | 5.805% | 5/1/2050 | 1,665 | 1,607 | ||
| Boeing Co. | 6.858% | 5/1/2054 | 450 | 495 | ||
| Boeing Co. | 3.950% | 8/1/2059 | 75 | 52 | ||
| Boeing Co. | 5.930% | 5/1/2060 | 550 | 529 | ||
| Boeing Co. | 7.008% | 5/1/2064 | 275 | 304 | ||
| Burlington Northern Santa Fe LLC | 3.250% | 6/15/2027 | 225 | 223 | ||
| Burlington Northern Santa Fe LLC | 6.200% | 8/15/2036 | 125 | 136 | ||
| Burlington Northern Santa Fe LLC | 5.050% | 3/1/2041 | 125 | 120 | ||
| Burlington Northern Santa Fe LLC | 5.400% | 6/1/2041 | 250 | 250 | ||
| Burlington Northern Santa Fe LLC | 4.400% | 3/15/2042 | 250 | 220 | ||
| Burlington Northern Santa Fe LLC | 4.375% | 9/1/2042 | 200 | 174 | ||
| Burlington Northern Santa Fe LLC | 4.450% | 3/15/2043 | 175 | 152 | ||
| Burlington Northern Santa Fe LLC | 5.150% | 9/1/2043 | 125 | 118 | ||
| Burlington Northern Santa Fe LLC | 4.900% | 4/1/2044 | 100 | 92 | ||
| Burlington Northern Santa Fe LLC | 4.550% | 9/1/2044 | 250 | 218 | ||
| Burlington Northern Santa Fe LLC | 4.700% | 9/1/2045 | 75 | 66 | ||
| Burlington Northern Santa Fe LLC | 3.900% | 8/1/2046 | 150 | 117 | ||
| Burlington Northern Santa Fe LLC | 4.125% | 6/15/2047 | 125 | 101 | ||
| Burlington Northern Santa Fe LLC | 4.050% | 6/15/2048 | 375 | 295 | ||
| Burlington Northern Santa Fe LLC | 4.150% | 12/15/2048 | 200 | 160 | ||
| Burlington Northern Santa Fe LLC | 3.550% | 2/15/2050 | 400 | 289 | ||
| Burlington Northern Santa Fe LLC | 3.050% | 2/15/2051 | 200 | 129 | ||
| Burlington Northern Santa Fe LLC | 2.875% | 6/15/2052 | 200 | 123 | ||
| Burlington Northern Santa Fe LLC | 4.450% | 1/15/2053 | 175 | 144 | ||
| Burlington Northern Santa Fe LLC | 5.200% | 4/15/2054 | 525 | 483 | ||
| Burlington Northern Santa Fe LLC | 5.500% | 3/15/2055 | 484 | 466 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Burlington Northern Santa Fe LLC | 5.550% | 3/15/2056 | 117 | 113 | ||
| Burlington Northern Santa Fe LLC | 5.800% | 3/15/2056 | 350 | 353 | ||
| Canadian National Railway Co. | 4.200% | 3/12/2031 | 250 | 247 | ||
| Canadian National Railway Co. | 6.250% | 8/1/2034 | 75 | 82 | ||
| Canadian National Railway Co. | 4.750% | 11/12/2035 | 195 | 192 | ||
| Canadian National Railway Co. | 6.200% | 6/1/2036 | 75 | 82 | ||
| Canadian National Railway Co. | 6.375% | 11/15/2037 | 100 | 110 | ||
| Canadian National Railway Co. | 3.200% | 8/2/2046 | 100 | 71 | ||
| Canadian National Railway Co. | 2.450% | 5/1/2050 | 105 | 61 | ||
| Canadian Pacific Railway Co. | 4.000% | 3/15/2029 | 173 | 171 | ||
| Canadian Pacific Railway Co. | 2.875% | 11/15/2029 | 100 | 95 | ||
| Canadian Pacific Railway Co. | 2.050% | 3/5/2030 | 200 | 183 | ||
| Canadian Pacific Railway Co. | 4.800% | 3/30/2030 | 102 | 103 | ||
| Canadian Pacific Railway Co. | 7.125% | 10/15/2031 | 100 | 112 | ||
| Canadian Pacific Railway Co. | 2.450% | 12/2/2031 | 350 | 311 | ||
| Canadian Pacific Railway Co. | 5.200% | 3/30/2035 | 97 | 99 | ||
| Canadian Pacific Railway Co. | 5.950% | 5/15/2037 | 80 | 85 | ||
| Canadian Pacific Railway Co. | 3.000% | 12/2/2041 | 178 | 131 | ||
| Canadian Pacific Railway Co. | 4.300% | 5/15/2043 | 75 | 64 | ||
| Canadian Pacific Railway Co. | 4.950% | 8/15/2045 | 125 | 114 | ||
| Canadian Pacific Railway Co. | 4.700% | 5/1/2048 | 31 | 27 | ||
| Canadian Pacific Railway Co. | 3.500% | 5/1/2050 | 100 | 71 | ||
| Canadian Pacific Railway Co. | 3.100% | 12/2/2051 | 500 | 327 | ||
| Canadian Pacific Railway Co. | 5.500% | 3/15/2056 | 100 | 96 | ||
| Canadian Pacific Railway Co. | 6.125% | 9/15/2115 | 120 | 121 | ||
| Carrier Global Corp. | 2.722% | 2/15/2030 | 355 | 332 | ||
| Carrier Global Corp. | 2.700% | 2/15/2031 | 85 | 78 | ||
| Carrier Global Corp. | 5.900% | 3/15/2034 | 395 | 417 | ||
| Carrier Global Corp. | 3.377% | 4/5/2040 | 300 | 236 | ||
| Carrier Global Corp. | 3.577% | 4/5/2050 | 126 | 90 | ||
| Carrier Global Corp. | 6.200% | 3/15/2054 | 159 | 167 | ||
| Caterpillar Financial Services Corp. | 3.600% | 8/12/2027 | 300 | 298 | ||
| Caterpillar Financial Services Corp. | 4.400% | 10/15/2027 | 175 | 176 | ||
| Caterpillar Financial Services Corp. | 4.600% | 11/15/2027 | 150 | 151 | ||
| Caterpillar Financial Services Corp. | 3.700% | 1/10/2028 | 136 | 135 | ||
| Caterpillar Financial Services Corp. | 4.400% | 3/3/2028 | 132 | 133 | ||
| Caterpillar Financial Services Corp. | 4.100% | 8/15/2028 | 250 | 250 | ||
| Caterpillar Financial Services Corp. | 3.950% | 11/14/2028 | 75 | 75 | ||
| Caterpillar Financial Services Corp. | 3.750% | 2/23/2029 | 250 | 247 | ||
| Caterpillar Financial Services Corp. | 4.700% | 11/15/2029 | 150 | 152 | ||
| Caterpillar Financial Services Corp. | 4.800% | 1/8/2030 | 100 | 102 | ||
| Caterpillar Financial Services Corp. | 4.150% | 1/8/2031 | 96 | 95 | ||
| Caterpillar Inc. | 2.600% | 9/19/2029 | 200 | 190 | ||
| Caterpillar Inc. | 2.600% | 4/9/2030 | 120 | 113 | ||
| Caterpillar Inc. | 5.200% | 5/15/2035 | 100 | 102 | ||
| Caterpillar Inc. | 6.050% | 8/15/2036 | 100 | 109 | ||
| Caterpillar Inc. | 3.803% | 8/15/2042 | 243 | 200 | ||
| Caterpillar Inc. | 3.250% | 9/19/2049 | 200 | 139 | ||
| Caterpillar Inc. | 3.250% | 4/9/2050 | 200 | 139 | ||
| Cintas Corp. No. 2 | 3.700% | 4/1/2027 | 175 | 174 | ||
| Cintas Corp. No. 2 | 4.200% | 5/1/2028 | 150 | 150 | ||
| Cintas Corp. No. 2 | 4.000% | 5/1/2032 | 150 | 145 | ||
| CNH Industrial Capital LLC | 4.500% | 10/8/2027 | 100 | 100 | ||
| CNH Industrial Capital LLC | 5.100% | 4/20/2029 | 265 | 268 | ||
| CNH Industrial Capital LLC | 4.500% | 10/16/2030 | 200 | 198 | ||
| CNH Industrial Capital LLC | 4.375% | 3/7/2031 | 175 | 171 | ||
| CNH Industrial NV | 3.850% | 11/15/2027 | 100 | 99 | ||
| CSX Corp. | 3.250% | 6/1/2027 | 150 | 148 | ||
| CSX Corp. | 3.800% | 3/1/2028 | 350 | 347 | ||
| CSX Corp. | 4.250% | 3/15/2029 | 200 | 200 | ||
| CSX Corp. | 2.400% | 2/15/2030 | 172 | 160 | ||
| CSX Corp. | 4.100% | 11/15/2032 | 187 | 181 | ||
| CSX Corp. | 5.200% | 11/15/2033 | 100 | 102 | ||
| CSX Corp. | 5.050% | 6/15/2035 | 510 | 512 | ||
| CSX Corp. | 6.220% | 4/30/2040 | 152 | 164 | ||
| CSX Corp. | 5.500% | 4/15/2041 | 225 | 227 | ||
| CSX Corp. | 4.750% | 5/30/2042 | 210 | 192 | ||
| CSX Corp. | 4.100% | 3/15/2044 | 150 | 124 | ||
| CSX Corp. | 3.800% | 11/1/2046 | 140 | 107 | ||
| CSX Corp. | 4.300% | 3/1/2048 | 250 | 205 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| CSX Corp. | 4.750% | 11/15/2048 | 70 | 61 | ||
| CSX Corp. | 4.500% | 3/15/2049 | 125 | 104 | ||
| CSX Corp. | 3.350% | 9/15/2049 | 265 | 183 | ||
| CSX Corp. | 4.500% | 11/15/2052 | 162 | 135 | ||
| CSX Corp. | 4.500% | 8/1/2054 | 25 | 21 | ||
| CSX Corp. | 4.250% | 11/1/2066 | 150 | 113 | ||
| CSX Corp. | 4.650% | 3/1/2068 | 75 | 61 | ||
| Cummins Inc. | 4.250% | 5/9/2028 | 100 | 100 | ||
| Cummins Inc. | 4.900% | 2/20/2029 | 100 | 102 | ||
| Cummins Inc. | 4.700% | 2/15/2031 | 300 | 303 | ||
| Cummins Inc. | 5.300% | 5/9/2035 | 400 | 407 | ||
| Cummins Inc. | 2.600% | 9/1/2050 | 200 | 119 | ||
| Cummins Inc. | 5.450% | 2/20/2054 | 200 | 193 | ||
| Deere & Co. | 5.375% | 10/16/2029 | 125 | 130 | ||
| Deere & Co. | 5.450% | 1/16/2035 | 150 | 156 | ||
| Deere & Co. | 2.875% | 9/7/2049 | 200 | 131 | ||
| Deere & Co. | 3.750% | 4/15/2050 | 175 | 134 | ||
| Deere & Co. | 5.700% | 1/19/2055 | 100 | 102 | ||
| Deere Funding Canada Corp. | 4.150% | 10/9/2030 | 184 | 182 | ||
| Delta Air Lines Inc. | 4.950% | 7/10/2028 | 154 | 155 | ||
| Delta Air Lines Inc. | 5.250% | 7/10/2030 | 118 | 119 | ||
| 3 | Delta Air Lines Pass Through Trust Class AA Series 2020-1 | 2.000% | 12/10/2029 | 101 | 97 | |
| Dover Corp. | 2.950% | 11/4/2029 | 75 | 71 | ||
| Eaton Capital ULC | 4.450% | 5/9/2030 | 200 | 200 | ||
| Eaton Corp. | 3.103% | 9/15/2027 | 128 | 126 | ||
| Eaton Corp. | 3.850% | 3/6/2028 | 350 | 348 | ||
| Eaton Corp. | 3.950% | 3/6/2029 | 158 | 156 | ||
| Eaton Corp. | 4.200% | 3/6/2031 | 116 | 114 | ||
| Eaton Corp. | 4.500% | 3/6/2033 | 51 | 50 | ||
| Eaton Corp. | 4.150% | 3/15/2033 | 236 | 229 | ||
| Eaton Corp. | 4.800% | 3/6/2036 | 114 | 113 | ||
| Eaton Corp. | 4.150% | 11/2/2042 | 150 | 128 | ||
| Eaton Corp. | 4.700% | 8/23/2052 | 42 | 37 | ||
| Eaton Corp. | 5.450% | 3/6/2056 | 600 | 580 | ||
| Embraer Netherlands Finance BV | 5.980% | 2/11/2035 | 100 | 103 | ||
| Embraer Netherlands Finance BV | 5.400% | 1/9/2038 | 160 | 153 | ||
| Emerson Electric Co. | 2.000% | 12/21/2028 | 200 | 189 | ||
| Emerson Electric Co. | 1.950% | 10/15/2030 | 100 | 90 | ||
| Emerson Electric Co. | 2.200% | 12/21/2031 | 200 | 178 | ||
| Emerson Electric Co. | 2.750% | 10/15/2050 | 150 | 92 | ||
| 3 | Federal Express Corp. Pass Through Trusts Series 2020-1 | 1.875% | 8/20/2035 | 353 | 304 | |
| FedEx Corp. | 4.250% | 5/15/2030 | 100 | 99 | ||
| FedEx Corp. | 3.900% | 2/1/2035 | 200 | 184 | ||
| FedEx Corp. | 4.750% | 11/15/2045 | 250 | 214 | ||
| FedEx Corp. | 4.550% | 4/1/2046 | 225 | 187 | ||
| FedEx Corp. | 4.400% | 1/15/2047 | 125 | 101 | ||
| FedEx Corp. | 4.050% | 2/15/2048 | 200 | 152 | ||
| FedEx Corp. | 4.950% | 10/17/2048 | 150 | 130 | ||
| FedEx Corp. | 5.250% | 5/15/2050 | 250 | 229 | ||
| 6 | Fedex Freight Holding Co. Inc. | 4.300% | 3/15/2029 | 152 | 150 | |
| 6 | Fedex Freight Holding Co. Inc. | 4.650% | 3/15/2031 | 198 | 195 | |
| 6 | Fedex Freight Holding Co. Inc. | 4.950% | 3/15/2033 | 104 | 101 | |
| 6 | Fedex Freight Holding Co. Inc. | 5.250% | 3/15/2036 | 133 | 129 | |
| Fortive Corp. | 4.300% | 6/15/2046 | 100 | 80 | ||
| GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/2035 | 343 | 329 | ||
| GE Vernova Inc. | 4.250% | 2/4/2031 | 129 | 127 | ||
| GE Vernova Inc. | 4.875% | 2/4/2036 | 133 | 132 | ||
| GE Vernova Inc. | 5.500% | 2/4/2056 | 115 | 111 | ||
| General Electric Co. | 4.300% | 7/29/2030 | 75 | 75 | ||
| General Electric Co. | 6.750% | 3/15/2032 | 240 | 268 | ||
| General Electric Co. | 4.900% | 1/29/2036 | 150 | 150 | ||
| GXO Logistics Inc. | 2.650% | 7/15/2031 | 250 | 223 | ||
| GXO Logistics Inc. | 6.500% | 5/6/2034 | 90 | 94 | ||
| HEICO Corp. | 5.350% | 8/1/2033 | 265 | 269 | ||
| 6 | Honeywell Aerospace Inc. | 3.900% | 3/16/2028 | 74 | 73 | |
| 6 | Honeywell Aerospace Inc. | 4.300% | 3/16/2031 | 355 | 351 | |
| 6 | Honeywell Aerospace Inc. | 4.600% | 3/16/2033 | 330 | 326 | |
| 6 | Honeywell Aerospace Inc. | 4.950% | 3/16/2036 | 590 | 585 | |
| 6 | Honeywell Aerospace Inc. | 5.622% | 3/16/2046 | 250 | 246 | |
| 6 | Honeywell Aerospace Inc. | 5.732% | 3/16/2056 | 680 | 672 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Honeywell International Inc. | 2.700% | 8/15/2029 | 100 | 95 | ||
| Honeywell International Inc. | 1.950% | 6/1/2030 | 1,000 | 906 | ||
| Honeywell International Inc. | 1.750% | 9/1/2031 | 250 | 217 | ||
| Honeywell International Inc. | 4.500% | 1/15/2034 | 200 | 197 | ||
| Howmet Aerospace Inc. | 3.000% | 1/15/2029 | 275 | 265 | ||
| Howmet Aerospace Inc. | 4.850% | 10/15/2031 | 100 | 101 | ||
| Howmet Aerospace Inc. | 4.550% | 11/15/2032 | 152 | 150 | ||
| Howmet Aerospace Inc. | 5.950% | 2/1/2037 | 175 | 186 | ||
| Hubbell Inc. | 3.150% | 8/15/2027 | 50 | 49 | ||
| Hubbell Inc. | 3.500% | 2/15/2028 | 175 | 172 | ||
| Hubbell Inc. | 4.800% | 11/15/2035 | 105 | 102 | ||
| Huntington Ingalls Industries Inc. | 3.483% | 12/1/2027 | 100 | 98 | ||
| Huntington Ingalls Industries Inc. | 2.043% | 8/16/2028 | 200 | 190 | ||
| Huntington Ingalls Industries Inc. | 5.353% | 1/15/2030 | 200 | 204 | ||
| Huntington Ingalls Industries Inc. | 4.200% | 5/1/2030 | 200 | 196 | ||
| Huntington Ingalls Industries Inc. | 5.749% | 1/15/2035 | 615 | 635 | ||
| IDEX Corp. | 4.950% | 9/1/2029 | 85 | 86 | ||
| IDEX Corp. | 3.000% | 5/1/2030 | 75 | 70 | ||
| Illinois Tool Works Inc. | 4.875% | 9/15/2041 | 75 | 71 | ||
| Illinois Tool Works Inc. | 3.900% | 9/1/2042 | 250 | 208 | ||
| Ingersoll Rand Inc. | 5.197% | 6/15/2027 | 200 | 202 | ||
| Ingersoll Rand Inc. | 5.400% | 8/14/2028 | 100 | 102 | ||
| Ingersoll Rand Inc. | 5.176% | 6/15/2029 | 200 | 205 | ||
| Ingersoll Rand Inc. | 5.700% | 8/14/2033 | 200 | 208 | ||
| Ingersoll Rand Inc. | 5.450% | 6/15/2034 | 200 | 204 | ||
| Ingersoll Rand Inc. | 5.700% | 6/15/2054 | 60 | 59 | ||
| Jacobs Solutions Inc. | 4.750% | 3/3/2031 | 300 | 296 | ||
| Jacobs Solutions Inc. | 5.375% | 3/3/2036 | 275 | 268 | ||
| 3 | JetBlue Pass Through Trust Class A Series 2020-1 | 4.000% | 5/15/2034 | 101 | 96 | |
| 3 | JetBlue Pass Through Trust Class AA Series 2019-1 | 2.750% | 11/15/2033 | 72 | 64 | |
| John Deere Capital Corp. | 4.900% | 6/11/2027 | 171 | 173 | ||
| John Deere Capital Corp. | 2.800% | 9/8/2027 | 150 | 147 | ||
| John Deere Capital Corp. | 4.150% | 9/15/2027 | 200 | 200 | ||
| John Deere Capital Corp. | 3.050% | 1/6/2028 | 100 | 98 | ||
| John Deere Capital Corp. | 4.650% | 1/7/2028 | 100 | 101 | ||
| John Deere Capital Corp. | 4.750% | 1/20/2028 | 200 | 203 | ||
| John Deere Capital Corp. | 4.250% | 6/5/2028 | 125 | 125 | ||
| John Deere Capital Corp. | 4.950% | 7/14/2028 | 200 | 204 | ||
| John Deere Capital Corp. | 3.450% | 3/7/2029 | 50 | 49 | ||
| John Deere Capital Corp. | 3.900% | 3/9/2029 | 208 | 206 | ||
| John Deere Capital Corp. | 4.850% | 6/11/2029 | 119 | 121 | ||
| John Deere Capital Corp. | 2.800% | 7/18/2029 | 150 | 143 | ||
| John Deere Capital Corp. | 2.450% | 1/9/2030 | 325 | 305 | ||
| John Deere Capital Corp. | 4.550% | 6/5/2030 | 225 | 226 | ||
| John Deere Capital Corp. | 4.375% | 10/15/2030 | 200 | 200 | ||
| John Deere Capital Corp. | 4.900% | 3/7/2031 | 450 | 459 | ||
| John Deere Capital Corp. | 4.200% | 3/10/2031 | 115 | 114 | ||
| John Deere Capital Corp. | 4.400% | 9/8/2031 | 750 | 748 | ||
| John Deere Capital Corp. | 5.150% | 9/8/2033 | 300 | 309 | ||
| John Deere Capital Corp. | 5.100% | 4/11/2034 | 175 | 178 | ||
| John Deere Capital Corp. | 5.050% | 6/12/2034 | 200 | 203 | ||
| Johnson Controls International plc | 4.625% | 7/2/2044 | 175 | 152 | ||
| Johnson Controls International plc | 4.950% | 7/2/2064 | 72 | 61 | ||
| Johnson Controls International plc / Tyco Fire & Security Finance SCA | 5.500% | 4/19/2029 | 125 | 129 | ||
| Johnson Controls International plc / Tyco Fire & Security Finance SCA | 4.900% | 12/1/2032 | 122 | 122 | ||
| Kennametal Inc. | 4.625% | 6/15/2028 | 120 | 120 | ||
| Keysight Technologies Inc. | 4.600% | 4/6/2027 | 125 | 125 | ||
| Keysight Technologies Inc. | 3.000% | 10/30/2029 | 200 | 190 | ||
| Keysight Technologies Inc. | 4.950% | 10/15/2034 | 50 | 49 | ||
| Kirby Corp. | 4.200% | 3/1/2028 | 300 | 298 | ||
| L3Harris Technologies Inc. | 4.400% | 6/15/2028 | 175 | 175 | ||
| L3Harris Technologies Inc. | 5.050% | 6/1/2029 | 130 | 132 | ||
| L3Harris Technologies Inc. | 5.250% | 6/1/2031 | 130 | 133 | ||
| L3Harris Technologies Inc. | 5.400% | 7/31/2033 | 260 | 267 | ||
| L3Harris Technologies Inc. | 5.350% | 6/1/2034 | 130 | 132 | ||
| L3Harris Technologies Inc. | 4.854% | 4/27/2035 | 100 | 98 | ||
| L3Harris Technologies Inc. | 5.054% | 4/27/2045 | 100 | 93 | ||
| L3Harris Technologies Inc. | 5.600% | 7/31/2053 | 175 | 170 | ||
| L3Harris Technologies Inc. | 5.500% | 8/15/2054 | 100 | 96 | ||
| Lennox International Inc. | 1.700% | 8/1/2027 | 50 | 48 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Lockheed Martin Corp. | 5.100% | 11/15/2027 | 250 | 254 | ||
| Lockheed Martin Corp. | 4.450% | 5/15/2028 | 100 | 101 | ||
| Lockheed Martin Corp. | 4.150% | 8/15/2028 | 150 | 150 | ||
| Lockheed Martin Corp. | 4.400% | 8/15/2030 | 175 | 175 | ||
| Lockheed Martin Corp. | 4.700% | 12/15/2031 | 150 | 152 | ||
| Lockheed Martin Corp. | 3.900% | 6/15/2032 | 100 | 97 | ||
| Lockheed Martin Corp. | 5.250% | 1/15/2033 | 250 | 260 | ||
| Lockheed Martin Corp. | 3.600% | 3/1/2035 | 150 | 137 | ||
| Lockheed Martin Corp. | 5.000% | 8/15/2035 | 125 | 126 | ||
| Lockheed Martin Corp. | 4.500% | 5/15/2036 | 100 | 97 | ||
| Lockheed Martin Corp. | 6.150% | 9/1/2036 | 300 | 329 | ||
| Lockheed Martin Corp. | 4.070% | 12/15/2042 | 270 | 228 | ||
| Lockheed Martin Corp. | 3.800% | 3/1/2045 | 150 | 118 | ||
| Lockheed Martin Corp. | 4.700% | 5/15/2046 | 275 | 244 | ||
| Lockheed Martin Corp. | 4.090% | 9/15/2052 | 331 | 259 | ||
| Lockheed Martin Corp. | 4.150% | 6/15/2053 | 250 | 197 | ||
| Lockheed Martin Corp. | 5.700% | 11/15/2054 | 250 | 250 | ||
| Lockheed Martin Corp. | 5.200% | 2/15/2055 | 215 | 200 | ||
| Lockheed Martin Corp. | 4.300% | 6/15/2062 | 125 | 97 | ||
| Lockheed Martin Corp. | 5.900% | 11/15/2063 | 134 | 137 | ||
| MasTec Inc. | 5.900% | 6/15/2029 | 100 | 103 | ||
| Nordson Corp. | 5.600% | 9/15/2028 | 60 | 61 | ||
| Nordson Corp. | 4.500% | 12/15/2029 | 200 | 200 | ||
| Nordson Corp. | 5.800% | 9/15/2033 | 79 | 82 | ||
| Norfolk Southern Corp. | 7.800% | 5/15/2027 | 60 | 62 | ||
| Norfolk Southern Corp. | 3.150% | 6/1/2027 | 125 | 123 | ||
| Norfolk Southern Corp. | 3.800% | 8/1/2028 | 113 | 112 | ||
| Norfolk Southern Corp. | 2.550% | 11/1/2029 | 200 | 188 | ||
| Norfolk Southern Corp. | 5.050% | 8/1/2030 | 550 | 562 | ||
| Norfolk Southern Corp. | 3.000% | 3/15/2032 | 200 | 183 | ||
| Norfolk Southern Corp. | 5.100% | 5/1/2035 | 50 | 50 | ||
| Norfolk Southern Corp. | 4.837% | 10/1/2041 | 113 | 104 | ||
| Norfolk Southern Corp. | 3.950% | 10/1/2042 | 100 | 81 | ||
| Norfolk Southern Corp. | 4.450% | 6/15/2045 | 75 | 64 | ||
| Norfolk Southern Corp. | 4.650% | 1/15/2046 | 75 | 65 | ||
| Norfolk Southern Corp. | 3.942% | 11/1/2047 | 135 | 103 | ||
| Norfolk Southern Corp. | 4.100% | 5/15/2049 | 73 | 57 | ||
| Norfolk Southern Corp. | 3.400% | 11/1/2049 | 75 | 52 | ||
| Norfolk Southern Corp. | 3.050% | 5/15/2050 | 350 | 225 | ||
| Norfolk Southern Corp. | 2.900% | 8/25/2051 | 105 | 64 | ||
| Norfolk Southern Corp. | 4.050% | 8/15/2052 | 239 | 181 | ||
| Norfolk Southern Corp. | 4.550% | 6/1/2053 | 179 | 147 | ||
| Norfolk Southern Corp. | 5.350% | 8/1/2054 | 581 | 541 | ||
| Norfolk Southern Corp. | 3.155% | 5/15/2055 | 438 | 277 | ||
| Norfolk Southern Corp. | 5.950% | 3/15/2064 | 110 | 109 | ||
| Norfolk Southern Corp. | 5.100% | 8/1/2118 | 60 | 51 | ||
| Norfolk Southern Corp. | 4.100% | 5/15/2121 | 100 | 68 | ||
| Northrop Grumman Corp. | 3.250% | 1/15/2028 | 100 | 98 | ||
| Northrop Grumman Corp. | 4.600% | 2/1/2029 | 100 | 101 | ||
| Northrop Grumman Corp. | 4.400% | 5/1/2030 | 290 | 289 | ||
| Northrop Grumman Corp. | 4.650% | 7/15/2030 | 100 | 101 | ||
| Northrop Grumman Corp. | 4.700% | 3/15/2033 | 100 | 100 | ||
| Northrop Grumman Corp. | 4.900% | 6/1/2034 | 150 | 150 | ||
| Northrop Grumman Corp. | 5.150% | 5/1/2040 | 90 | 88 | ||
| Northrop Grumman Corp. | 5.050% | 11/15/2040 | 150 | 145 | ||
| Northrop Grumman Corp. | 4.750% | 6/1/2043 | 275 | 249 | ||
| Northrop Grumman Corp. | 4.030% | 10/15/2047 | 380 | 299 | ||
| Northrop Grumman Corp. | 5.250% | 5/1/2050 | 135 | 125 | ||
| Northrop Grumman Corp. | 4.950% | 3/15/2053 | 100 | 89 | ||
| Northrop Grumman Corp. | 5.200% | 6/1/2054 | 350 | 323 | ||
| nVent Finance Sarl | 4.550% | 4/15/2028 | 100 | 100 | ||
| nVent Finance Sarl | 5.650% | 5/15/2033 | 100 | 103 | ||
| Oshkosh Corp. | 4.600% | 5/15/2028 | 185 | 185 | ||
| Oshkosh Corp. | 3.100% | 3/1/2030 | 60 | 56 | ||
| Otis Worldwide Corp. | 2.293% | 4/5/2027 | 200 | 196 | ||
| Otis Worldwide Corp. | 5.250% | 8/16/2028 | 150 | 153 | ||
| Otis Worldwide Corp. | 2.565% | 2/15/2030 | 300 | 278 | ||
| Otis Worldwide Corp. | 5.125% | 11/19/2031 | 50 | 51 | ||
| Otis Worldwide Corp. | 5.131% | 9/4/2035 | 63 | 63 | ||
| Otis Worldwide Corp. | 3.112% | 2/15/2040 | 125 | 95 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Otis Worldwide Corp. | 3.362% | 2/15/2050 | 150 | 102 | ||
| PACCAR Financial Corp. | 5.000% | 5/13/2027 | 400 | 404 | ||
| PACCAR Financial Corp. | 4.250% | 6/23/2027 | 100 | 100 | ||
| PACCAR Financial Corp. | 4.450% | 8/6/2027 | 300 | 302 | ||
| PACCAR Financial Corp. | 4.000% | 8/8/2028 | 133 | 133 | ||
| PACCAR Financial Corp. | 4.000% | 11/7/2028 | 117 | 117 | ||
| PACCAR Financial Corp. | 3.900% | 2/5/2029 | 179 | 178 | ||
| PACCAR Financial Corp. | 4.000% | 9/26/2029 | 250 | 248 | ||
| PACCAR Financial Corp. | 4.550% | 5/8/2030 | 125 | 126 | ||
| Parker-Hannifin Corp. | 4.250% | 9/15/2027 | 215 | 215 | ||
| Parker-Hannifin Corp. | 3.250% | 6/14/2029 | 75 | 73 | ||
| Parker-Hannifin Corp. | 6.250% | 5/15/2038 | 150 | 164 | ||
| Parker-Hannifin Corp. | 4.450% | 11/21/2044 | 200 | 173 | ||
| Paychex Inc. | 5.100% | 4/15/2030 | 258 | 260 | ||
| Paychex Inc. | 5.350% | 4/15/2032 | 372 | 374 | ||
| Paychex Inc. | 5.600% | 4/15/2035 | 225 | 226 | ||
| Precision Castparts Corp. | 4.375% | 6/15/2045 | 200 | 170 | ||
| Quanta Services Inc. | 4.750% | 8/9/2027 | 400 | 402 | ||
| Quanta Services Inc. | 4.300% | 8/9/2028 | 300 | 300 | ||
| Quanta Services Inc. | 4.500% | 1/15/2031 | 325 | 322 | ||
| Quanta Services Inc. | 5.250% | 8/9/2034 | 200 | 201 | ||
| Quanta Services Inc. | 5.100% | 8/9/2035 | 275 | 271 | ||
| Regal Rexnord Corp. | 6.050% | 4/15/2028 | 250 | 256 | ||
| Regal Rexnord Corp. | 6.300% | 2/15/2030 | 145 | 152 | ||
| Regal Rexnord Corp. | 6.400% | 4/15/2033 | 225 | 238 | ||
| RELX Capital Inc. | 4.000% | 3/18/2029 | 100 | 99 | ||
| RELX Capital Inc. | 4.750% | 3/27/2030 | 81 | 82 | ||
| RELX Capital Inc. | 3.000% | 5/22/2030 | 150 | 141 | ||
| RELX Capital Inc. | 4.750% | 5/20/2032 | 100 | 100 | ||
| RELX Capital Inc. | 5.250% | 3/27/2035 | 63 | 64 | ||
| Republic Services Inc. | 5.000% | 11/15/2029 | 125 | 128 | ||
| Republic Services Inc. | 4.750% | 7/15/2030 | 700 | 708 | ||
| Republic Services Inc. | 1.750% | 2/15/2032 | 135 | 116 | ||
| Republic Services Inc. | 5.000% | 12/15/2033 | 115 | 117 | ||
| Rockwell Automation Inc. | 3.500% | 3/1/2029 | 100 | 98 | ||
| Rockwell Automation Inc. | 2.800% | 8/15/2061 | 200 | 112 | ||
| RTX Corp. | 3.125% | 5/4/2027 | 225 | 222 | ||
| RTX Corp. | 7.200% | 8/15/2027 | 25 | 26 | ||
| RTX Corp. | 4.125% | 11/16/2028 | 537 | 535 | ||
| RTX Corp. | 2.250% | 7/1/2030 | 740 | 677 | ||
| RTX Corp. | 1.900% | 9/1/2031 | 200 | 174 | ||
| RTX Corp. | 2.375% | 3/15/2032 | 200 | 176 | ||
| RTX Corp. | 5.150% | 2/27/2033 | 200 | 204 | ||
| RTX Corp. | 6.100% | 3/15/2034 | 612 | 659 | ||
| RTX Corp. | 5.400% | 5/1/2035 | 150 | 154 | ||
| RTX Corp. | 6.050% | 6/1/2036 | 100 | 108 | ||
| RTX Corp. | 4.450% | 11/16/2038 | 260 | 240 | ||
| RTX Corp. | 4.700% | 12/15/2041 | 50 | 45 | ||
| RTX Corp. | 4.500% | 6/1/2042 | 675 | 599 | ||
| RTX Corp. | 4.150% | 5/15/2045 | 200 | 164 | ||
| RTX Corp. | 3.750% | 11/1/2046 | 200 | 152 | ||
| RTX Corp. | 4.350% | 4/15/2047 | 250 | 207 | ||
| RTX Corp. | 4.050% | 5/4/2047 | 107 | 85 | ||
| RTX Corp. | 4.625% | 11/16/2048 | 350 | 298 | ||
| RTX Corp. | 3.125% | 7/1/2050 | 179 | 118 | ||
| RTX Corp. | 2.820% | 9/1/2051 | 200 | 122 | ||
| RTX Corp. | 3.030% | 3/15/2052 | 200 | 127 | ||
| RTX Corp. | 5.375% | 2/27/2053 | 200 | 187 | ||
| RTX Corp. | 6.400% | 3/15/2054 | 314 | 338 | ||
| Ryder System Inc. | 5.650% | 3/1/2028 | 100 | 102 | ||
| Ryder System Inc. | 5.250% | 6/1/2028 | 200 | 203 | ||
| Ryder System Inc. | 5.375% | 3/15/2029 | 300 | 307 | ||
| Ryder System Inc. | 4.900% | 12/1/2029 | 50 | 51 | ||
| Ryder System Inc. | 4.850% | 6/15/2030 | 50 | 50 | ||
| Ryder System Inc. | 4.300% | 12/1/2030 | 100 | 98 | ||
| Ryder System Inc. | 6.600% | 12/1/2033 | 300 | 329 | ||
| Snap-on Inc. | 4.100% | 3/1/2048 | 75 | 60 | ||
| Snap-on Inc. | 3.100% | 5/1/2050 | 75 | 50 | ||
| Southwest Airlines Co. | 5.125% | 6/15/2027 | 245 | 246 | ||
| Southwest Airlines Co. | 3.450% | 11/16/2027 | 50 | 49 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Southwest Airlines Co. | 4.375% | 11/15/2028 | 100 | 99 | ||
| Southwest Airlines Co. | 2.625% | 2/10/2030 | 100 | 92 | ||
| Southwest Airlines Co. | 5.250% | 11/15/2035 | 125 | 117 | ||
| Textron Inc. | 3.900% | 9/17/2029 | 225 | 220 | ||
| Textron Inc. | 6.100% | 11/15/2033 | 50 | 53 | ||
| Textron Inc. | 4.950% | 3/15/2036 | 150 | 146 | ||
| Timken Co. | 4.500% | 12/15/2028 | 25 | 25 | ||
| TR Finance LLC | 5.500% | 8/15/2035 | 75 | 75 | ||
| TR Finance LLC | 5.850% | 4/15/2040 | 100 | 97 | ||
| Trane Technologies Financing Ltd. | 3.800% | 3/21/2029 | 225 | 222 | ||
| Trane Technologies Financing Ltd. | 5.250% | 3/3/2033 | 200 | 205 | ||
| Trane Technologies Holdco Inc. | 5.750% | 6/15/2043 | 125 | 127 | ||
| Trimble Inc. | 4.900% | 6/15/2028 | 50 | 50 | ||
| Triton Container International Ltd. / TAL International Container Corp. | 3.250% | 3/15/2032 | 104 | 94 | ||
| Triton Container International Ltd. / TAL International Container Corp. | 5.150% | 2/15/2033 | 75 | 73 | ||
| Tyco Electronics Group SA | 3.125% | 8/15/2027 | 200 | 197 | ||
| Tyco Electronics Group SA | 4.500% | 2/9/2031 | 100 | 100 | ||
| Tyco Electronics Group SA | 2.500% | 2/4/2032 | 200 | 178 | ||
| Tyco Electronics Group SA | 4.875% | 2/9/2036 | 164 | 162 | ||
| Tyco Electronics Group SA | 7.125% | 10/1/2037 | 125 | 144 | ||
| Union Pacific Corp. | 2.400% | 2/5/2030 | 200 | 186 | ||
| Union Pacific Corp. | 2.800% | 2/14/2032 | 100 | 91 | ||
| Union Pacific Corp. | 3.375% | 2/1/2035 | 100 | 89 | ||
| Union Pacific Corp. | 5.100% | 2/20/2035 | 115 | 117 | ||
| Union Pacific Corp. | 2.891% | 4/6/2036 | 500 | 420 | ||
| Union Pacific Corp. | 3.600% | 9/15/2037 | 90 | 79 | ||
| Union Pacific Corp. | 3.250% | 2/5/2050 | 200 | 136 | ||
| Union Pacific Corp. | 2.950% | 3/10/2052 | 250 | 156 | ||
| Union Pacific Corp. | 4.950% | 9/9/2052 | 110 | 99 | ||
| Union Pacific Corp. | 3.500% | 2/14/2053 | 600 | 417 | ||
| Union Pacific Corp. | 5.600% | 12/1/2054 | 57 | 56 | ||
| Union Pacific Corp. | 3.950% | 8/15/2059 | 100 | 73 | ||
| Union Pacific Corp. | 3.839% | 3/20/2060 | 386 | 274 | ||
| Union Pacific Corp. | 2.973% | 9/16/2062 | 325 | 187 | ||
| Union Pacific Corp. | 3.799% | 4/6/2071 | 260 | 175 | ||
| 3 | United Airlines Class A Series 2019-2 Pass Through Trust | 2.700% | 11/1/2033 | 73 | 67 | |
| 3 | United Airlines Class A Series 2023-1 Pass Through Trust | 5.800% | 7/15/2037 | 205 | 211 | |
| 3 | United Airlines Class AA Series 2016-1 Pass Through Trust | 3.100% | 1/7/2030 | 110 | 107 | |
| 3 | United Airlines Class AA Series 2016-2 Pass Through Trust | 2.875% | 4/7/2030 | 45 | 44 | |
| 3 | United Airlines Class AA Series 2019-1 Pass Through Trust | 4.150% | 2/25/2033 | 122 | 120 | |
| United Airlines Class AA Series 2024-1 Pass Through Trust | 5.450% | 8/15/2038 | 376 | 383 | ||
| 3 | United Airlines Pass Through Trust Class A Series 2020-1 | 5.875% | 4/15/2029 | 168 | 170 | |
| United Parcel Service Inc. | 3.400% | 3/15/2029 | 100 | 98 | ||
| United Parcel Service Inc. | 2.500% | 9/1/2029 | 100 | 95 | ||
| United Parcel Service Inc. | 4.650% | 10/15/2030 | 125 | 127 | ||
| United Parcel Service Inc. | 4.875% | 3/3/2033 | 200 | 204 | ||
| United Parcel Service Inc. | 5.150% | 5/22/2034 | 200 | 206 | ||
| United Parcel Service Inc. | 5.250% | 5/14/2035 | 50 | 51 | ||
| United Parcel Service Inc. | 6.200% | 1/15/2038 | 173 | 189 | ||
| United Parcel Service Inc. | 5.200% | 4/1/2040 | 255 | 252 | ||
| United Parcel Service Inc. | 4.875% | 11/15/2040 | 875 | 832 | ||
| United Parcel Service Inc. | 3.625% | 10/1/2042 | 100 | 79 | ||
| United Parcel Service Inc. | 4.250% | 3/15/2049 | 104 | 83 | ||
| United Parcel Service Inc. | 3.400% | 9/1/2049 | 200 | 139 | ||
| United Parcel Service Inc. | 5.300% | 4/1/2050 | 325 | 304 | ||
| United Parcel Service Inc. | 5.050% | 3/3/2053 | 100 | 89 | ||
| United Parcel Service Inc. | 5.950% | 5/14/2055 | 100 | 101 | ||
| United Parcel Service Inc. | 5.600% | 5/22/2064 | 105 | 99 | ||
| United Parcel Service Inc. | 6.050% | 5/14/2065 | 100 | 101 | ||
| Valmont Industries Inc. | 5.000% | 10/1/2044 | 150 | 132 | ||
| Valmont Industries Inc. | 5.250% | 10/1/2054 | 75 | 68 | ||
| Veralto Corp. | 5.350% | 9/18/2028 | 125 | 128 | ||
| Veralto Corp. | 5.450% | 9/18/2033 | 125 | 128 | ||
| Vertiv Holdings Co. | 4.850% | 3/15/2036 | 100 | 97 | ||
| Vertiv Holdings Co. | 5.650% | 3/15/2046 | 125 | 119 | ||
| Vertiv Holdings Co. | 5.800% | 3/15/2056 | 150 | 144 | ||
| Vertiv Holdings Co. | 5.950% | 3/15/2066 | 100 | 96 | ||
| Vontier Corp. | 2.400% | 4/1/2028 | 85 | 81 | ||
| Vontier Corp. | 2.950% | 4/1/2031 | 105 | 95 | ||
| Waste Connections Inc. | 4.250% | 12/1/2028 | 51 | 51 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Waste Connections Inc. | 3.500% | 5/1/2029 | 200 | 196 | ||
| Waste Connections Inc. | 2.600% | 2/1/2030 | 139 | 131 | ||
| Waste Connections Inc. | 3.200% | 6/1/2032 | 300 | 277 | ||
| Waste Connections Inc. | 4.200% | 1/15/2033 | 132 | 128 | ||
| Waste Connections Inc. | 5.250% | 9/1/2035 | 125 | 127 | ||
| Waste Connections Inc. | 4.800% | 7/15/2036 | 259 | 254 | ||
| Waste Connections Inc. | 3.050% | 4/1/2050 | 75 | 50 | ||
| Waste Connections Inc. | 2.950% | 1/15/2052 | 635 | 404 | ||
| Waste Management Inc. | 4.950% | 7/3/2027 | 200 | 202 | ||
| Waste Management Inc. | 3.150% | 11/15/2027 | 125 | 123 | ||
| Waste Management Inc. | 4.500% | 3/15/2028 | 200 | 201 | ||
| Waste Management Inc. | 4.875% | 2/15/2029 | 200 | 203 | ||
| Waste Management Inc. | 4.650% | 3/15/2030 | 400 | 404 | ||
| Waste Management Inc. | 1.500% | 3/15/2031 | 200 | 174 | ||
| Waste Management Inc. | 4.950% | 7/3/2031 | 175 | 179 | ||
| Waste Management Inc. | 4.800% | 3/15/2032 | 350 | 355 | ||
| Waste Management Inc. | 4.625% | 2/15/2033 | 88 | 88 | ||
| Waste Management Inc. | 4.875% | 2/15/2034 | 200 | 202 | ||
| Waste Management Inc. | 4.950% | 3/15/2035 | 200 | 201 | ||
| Waste Management Inc. | 2.500% | 11/15/2050 | 200 | 119 | ||
| Waste Management Inc. | 5.350% | 10/15/2054 | 115 | 109 | ||
| Westinghouse Air Brake Technologies Corp. | 4.700% | 9/15/2028 | 175 | 175 | ||
| Westinghouse Air Brake Technologies Corp. | 4.900% | 5/29/2030 | 50 | 51 | ||
| Westinghouse Air Brake Technologies Corp. | 5.500% | 5/29/2035 | 75 | 77 | ||
| WW Grainger Inc. | 4.600% | 6/15/2045 | 160 | 142 | ||
| WW Grainger Inc. | 3.750% | 5/15/2046 | 75 | 58 | ||
| WW Grainger Inc. | 4.200% | 5/15/2047 | 75 | 62 | ||
| Xylem Inc. | 1.950% | 1/30/2028 | 100 | 96 | ||
| Xylem Inc. | 2.250% | 1/30/2031 | 100 | 90 | ||
| Xylem Inc. | 4.375% | 11/1/2046 | 100 | 83 | ||
| 98,912 | ||||||
| Materials (0.8%) | ||||||
| Air Products & Chemicals Inc. | 4.850% | 2/8/2034 | 265 | 265 | ||
| Amcor Finance USA Inc. | 5.625% | 5/26/2033 | 123 | 126 | ||
| Amcor Flexibles North America Inc. | 4.800% | 3/17/2028 | 104 | 105 | ||
| Amcor Flexibles North America Inc. | 4.250% | 3/8/2029 | 300 | 297 | ||
| Amcor Flexibles North America Inc. | 5.100% | 3/17/2030 | 139 | 140 | ||
| Amcor Flexibles North America Inc. | 2.630% | 6/19/2030 | 125 | 115 | ||
| Amcor Flexibles North America Inc. | 2.690% | 5/25/2031 | 200 | 180 | ||
| Amcor Flexibles North America Inc. | 5.500% | 3/17/2035 | 237 | 240 | ||
| Amcor Flexibles North America Inc. | 5.125% | 3/12/2036 | 246 | 239 | ||
| Amrize Finance US LLC | 4.600% | 4/7/2027 | 42 | 42 | ||
| Amrize Finance US LLC | 4.700% | 4/7/2028 | 42 | 42 | ||
| Amrize Finance US LLC | 4.950% | 4/7/2030 | 59 | 60 | ||
| Amrize Finance US LLC | 5.400% | 4/7/2035 | 1,830 | 1,862 | ||
| AngloGold Ashanti Holdings plc | 3.375% | 11/1/2028 | 200 | 193 | ||
| AngloGold Ashanti Holdings plc | 3.750% | 10/1/2030 | 200 | 192 | ||
| AptarGroup Inc. | 4.750% | 3/30/2031 | 149 | 148 | ||
| ArcelorMittal SA | 6.550% | 11/29/2027 | 200 | 206 | ||
| ArcelorMittal SA | 4.250% | 7/16/2029 | 100 | 100 | ||
| ArcelorMittal SA | 6.800% | 11/29/2032 | 180 | 199 | ||
| ArcelorMittal SA | 7.000% | 10/15/2039 | 100 | 109 | ||
| ArcelorMittal SA | 6.750% | 3/1/2041 | 135 | 144 | ||
| ArcelorMittal SA | 6.350% | 6/17/2054 | 85 | 87 | ||
| Avery Dennison Corp. | 4.875% | 12/6/2028 | 75 | 76 | ||
| Avery Dennison Corp. | 5.750% | 3/15/2033 | 190 | 198 | ||
| Barrick Mining Corp. | 6.450% | 10/15/2035 | 75 | 82 | ||
| Barrick North America Finance LLC | 5.700% | 5/30/2041 | 350 | 350 | ||
| Barrick North America Finance LLC | 5.750% | 5/1/2043 | 150 | 149 | ||
| Berry Global Inc. | 5.500% | 4/15/2028 | 540 | 550 | ||
| Berry Global Inc. | 5.800% | 6/15/2031 | 200 | 207 | ||
| Berry Global Inc. | 5.650% | 1/15/2034 | 495 | 506 | ||
| BHP Billiton Finance USA Ltd. | 4.750% | 2/28/2028 | 200 | 202 | ||
| BHP Billiton Finance USA Ltd. | 5.100% | 9/8/2028 | 200 | 204 | ||
| BHP Billiton Finance USA Ltd. | 5.000% | 2/21/2030 | 102 | 104 | ||
| BHP Billiton Finance USA Ltd. | 5.125% | 2/21/2032 | 66 | 67 | ||
| BHP Billiton Finance USA Ltd. | 5.300% | 2/21/2035 | 115 | 117 | ||
| BHP Billiton Finance USA Ltd. | 5.000% | 2/15/2036 | 175 | 175 | ||
| BHP Billiton Finance USA Ltd. | 5.000% | 9/30/2043 | 440 | 410 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| BHP Billiton Finance USA Ltd. | 5.500% | 9/8/2053 | 140 | 135 | ||
| BHP Billiton Finance USA Ltd. | 5.750% | 9/5/2055 | 125 | 125 | ||
| Cabot Corp. | 4.000% | 7/1/2029 | 55 | 54 | ||
| Carlisle Cos. Inc. | 3.750% | 12/1/2027 | 125 | 124 | ||
| Carlisle Cos. Inc. | 2.750% | 3/1/2030 | 150 | 140 | ||
| Carlisle Cos. Inc. | 2.200% | 3/1/2032 | 100 | 86 | ||
| Carlisle Cos. Inc. | 5.250% | 9/15/2035 | 32 | 32 | ||
| Carlisle Cos. Inc. | 5.550% | 9/15/2040 | 100 | 99 | ||
| CF Industries Inc. | 5.150% | 3/15/2034 | 200 | 199 | ||
| CF Industries Inc. | 5.300% | 11/26/2035 | 150 | 149 | ||
| CF Industries Inc. | 4.950% | 6/1/2043 | 150 | 134 | ||
| CF Industries Inc. | 5.375% | 3/15/2044 | 100 | 93 | ||
| CRH America Finance Inc. | 4.400% | 2/9/2031 | 172 | 170 | ||
| CRH America Finance Inc. | 5.400% | 5/21/2034 | 200 | 204 | ||
| CRH America Finance Inc. | 5.500% | 1/9/2035 | 225 | 230 | ||
| CRH America Finance Inc. | 5.000% | 2/9/2036 | 208 | 204 | ||
| CRH America Finance Inc. | 5.600% | 2/9/2056 | 100 | 96 | ||
| CRH SMW Finance DAC | 5.200% | 5/21/2029 | 200 | 204 | ||
| CRH SMW Finance DAC | 5.125% | 1/9/2030 | 400 | 407 | ||
| Dow Chemical Co. | 4.800% | 11/30/2028 | 225 | 226 | ||
| Dow Chemical Co. | 2.100% | 11/15/2030 | 280 | 246 | ||
| Dow Chemical Co. | 5.150% | 2/15/2034 | 175 | 171 | ||
| Dow Chemical Co. | 4.250% | 10/1/2034 | 106 | 96 | ||
| Dow Chemical Co. | 5.350% | 3/15/2035 | 99 | 98 | ||
| Dow Chemical Co. | 9.400% | 5/15/2039 | 203 | 257 | ||
| Dow Chemical Co. | 5.250% | 11/15/2041 | 100 | 88 | ||
| Dow Chemical Co. | 4.625% | 10/1/2044 | 200 | 158 | ||
| Dow Chemical Co. | 5.550% | 11/30/2048 | 100 | 86 | ||
| Dow Chemical Co. | 6.900% | 5/15/2053 | 150 | 153 | ||
| Dow Chemical Co. | 5.600% | 2/15/2054 | 360 | 310 | ||
| Dow Chemical Co. | 5.950% | 3/15/2055 | 110 | 99 | ||
| 6 | DuPont de Nemours Inc. | 4.725% | 11/15/2028 | 183 | 184 | |
| Eagle Materials Inc. | 5.000% | 3/15/2036 | 125 | 120 | ||
| Eastman Chemical Co. | 5.000% | 8/1/2029 | 150 | 151 | ||
| Eastman Chemical Co. | 4.500% | 2/20/2031 | 250 | 245 | ||
| Eastman Chemical Co. | 5.625% | 2/20/2034 | 600 | 608 | ||
| Ecolab Inc. | 3.250% | 12/1/2027 | 100 | 99 | ||
| Ecolab Inc. | 5.250% | 1/15/2028 | 200 | 204 | ||
| Ecolab Inc. | 4.300% | 6/15/2028 | 75 | 75 | ||
| Ecolab Inc. | 1.300% | 1/30/2031 | 500 | 432 | ||
| Ecolab Inc. | 2.125% | 2/1/2032 | 100 | 88 | ||
| Ecolab Inc. | 2.700% | 12/15/2051 | 255 | 154 | ||
| EIDP Inc. | 2.300% | 7/15/2030 | 100 | 92 | ||
| EIDP Inc. | 5.125% | 5/15/2032 | 75 | 76 | ||
| EIDP Inc. | 4.800% | 5/15/2033 | 100 | 99 | ||
| Freeport-McMoRan Inc. | 5.000% | 9/1/2027 | 200 | 200 | ||
| Freeport-McMoRan Inc. | 4.125% | 3/1/2028 | 100 | 99 | ||
| Freeport-McMoRan Inc. | 4.375% | 8/1/2028 | 100 | 99 | ||
| Freeport-McMoRan Inc. | 5.250% | 9/1/2029 | 100 | 101 | ||
| Freeport-McMoRan Inc. | 4.250% | 3/1/2030 | 100 | 98 | ||
| Freeport-McMoRan Inc. | 4.625% | 8/1/2030 | 200 | 199 | ||
| Freeport-McMoRan Inc. | 5.400% | 11/14/2034 | 100 | 101 | ||
| Freeport-McMoRan Inc. | 5.450% | 3/15/2043 | 300 | 284 | ||
| Georgia-Pacific LLC | 8.875% | 5/15/2031 | 125 | 149 | ||
| Gerdau Trade Inc. | 5.750% | 6/9/2035 | 150 | 152 | ||
| International Flavors & Fragrances Inc. | 4.450% | 9/26/2028 | 50 | 50 | ||
| International Flavors & Fragrances Inc. | 5.000% | 9/26/2048 | 138 | 119 | ||
| International Paper Co. | 5.000% | 9/15/2035 | 100 | 98 | ||
| International Paper Co. | 6.000% | 11/15/2041 | 100 | 100 | ||
| International Paper Co. | 4.800% | 6/15/2044 | 300 | 256 | ||
| International Paper Co. | 4.400% | 8/15/2047 | 200 | 157 | ||
| Kinross Gold Corp. | 6.250% | 7/15/2033 | 100 | 107 | ||
| Linde Inc. | 1.100% | 8/10/2030 | 300 | 262 | ||
| Linde Inc. | 3.550% | 11/7/2042 | 50 | 39 | ||
| LYB International Finance BV | 5.250% | 7/15/2043 | 200 | 172 | ||
| LYB International Finance III LLC | 5.125% | 1/15/2031 | 35 | 35 | ||
| LYB International Finance III LLC | 5.625% | 5/15/2033 | 52 | 52 | ||
| LYB International Finance III LLC | 5.500% | 3/1/2034 | 585 | 581 | ||
| LYB International Finance III LLC | 6.150% | 5/15/2035 | 50 | 51 | ||
| LYB International Finance III LLC | 5.875% | 1/15/2036 | 150 | 150 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| LYB International Finance III LLC | 4.200% | 10/15/2049 | 135 | 95 | ||
| Martin Marietta Materials Inc. | 3.450% | 6/1/2027 | 50 | 49 | ||
| Martin Marietta Materials Inc. | 3.500% | 12/15/2027 | 100 | 99 | ||
| Martin Marietta Materials Inc. | 2.500% | 3/15/2030 | 100 | 93 | ||
| Martin Marietta Materials Inc. | 2.400% | 7/15/2031 | 150 | 134 | ||
| Martin Marietta Materials Inc. | 3.200% | 7/15/2051 | 220 | 143 | ||
| Mosaic Co. | 4.050% | 11/15/2027 | 200 | 199 | ||
| Mosaic Co. | 4.350% | 1/15/2029 | 113 | 112 | ||
| Mosaic Co. | 4.600% | 11/15/2030 | 113 | 112 | ||
| Mosaic Co. | 5.450% | 11/15/2033 | 100 | 101 | ||
| Mosaic Co. | 4.875% | 11/15/2041 | 50 | 44 | ||
| Mosaic Co. | 5.625% | 11/15/2043 | 100 | 93 | ||
| Newmont Corp. | 2.600% | 7/15/2032 | 450 | 407 | ||
| Newmont Corp. | 5.875% | 4/1/2035 | 100 | 106 | ||
| Newmont Corp. | 5.450% | 6/9/2044 | 150 | 145 | ||
| Newmont Corp. / Newcrest Finance Pty Ltd. | 5.350% | 3/15/2034 | 2,500 | 2,572 | ||
| Newmont Corp. / Newcrest Finance Pty Ltd. | 4.200% | 5/13/2050 | 100 | 79 | ||
| Nucor Corp. | 3.950% | 5/1/2028 | 100 | 99 | ||
| Nucor Corp. | 2.700% | 6/1/2030 | 100 | 93 | ||
| Nucor Corp. | 3.125% | 4/1/2032 | 100 | 92 | ||
| Nucor Corp. | 5.100% | 6/1/2035 | 200 | 202 | ||
| Nucor Corp. | 6.400% | 12/1/2037 | 100 | 110 | ||
| Nucor Corp. | 2.979% | 12/15/2055 | 300 | 183 | ||
| Nutrien Ltd. | 5.200% | 6/21/2027 | 175 | 177 | ||
| Nutrien Ltd. | 4.900% | 3/27/2028 | 200 | 202 | ||
| Nutrien Ltd. | 5.250% | 3/12/2032 | 188 | 192 | ||
| Nutrien Ltd. | 5.400% | 6/21/2034 | 200 | 203 | ||
| Nutrien Ltd. | 4.125% | 3/15/2035 | 250 | 229 | ||
| Nutrien Ltd. | 5.625% | 12/1/2040 | 275 | 269 | ||
| Nutrien Ltd. | 6.125% | 1/15/2041 | 70 | 73 | ||
| Nutrien Ltd. | 4.900% | 6/1/2043 | 50 | 44 | ||
| Nutrien Ltd. | 5.250% | 1/15/2045 | 191 | 176 | ||
| Nutrien Ltd. | 5.000% | 4/1/2049 | 100 | 88 | ||
| Nutrien Ltd. | 5.800% | 3/27/2053 | 435 | 426 | ||
| Owens Corning | 3.950% | 8/15/2029 | 100 | 98 | ||
| Owens Corning | 3.875% | 6/1/2030 | 50 | 48 | ||
| Owens Corning | 5.700% | 6/15/2034 | 200 | 207 | ||
| Owens Corning | 4.300% | 7/15/2047 | 200 | 159 | ||
| Owens Corning | 5.950% | 6/15/2054 | 125 | 124 | ||
| Packaging Corp. of America | 3.400% | 12/15/2027 | 100 | 98 | ||
| Packaging Corp. of America | 3.000% | 12/15/2029 | 140 | 133 | ||
| Packaging Corp. of America | 5.200% | 8/15/2035 | 71 | 70 | ||
| Packaging Corp. of America | 4.050% | 12/15/2049 | 90 | 69 | ||
| Packaging Corp. of America | 3.050% | 10/1/2051 | 100 | 63 | ||
| PPG Industries Inc. | 2.550% | 6/15/2030 | 300 | 278 | ||
| PPG Industries Inc. | 4.375% | 3/15/2031 | 323 | 318 | ||
| Reliance Inc. | 2.150% | 8/15/2030 | 100 | 90 | ||
| Rio Tinto Alcan Inc. | 6.125% | 12/15/2033 | 225 | 242 | ||
| Rio Tinto Finance USA Ltd. | 7.125% | 7/15/2028 | 75 | 80 | ||
| Rio Tinto Finance USA plc | 4.500% | 3/14/2028 | 66 | 66 | ||
| Rio Tinto Finance USA plc | 4.875% | 3/14/2030 | 118 | 120 | ||
| Rio Tinto Finance USA plc | 5.000% | 3/14/2032 | 80 | 82 | ||
| Rio Tinto Finance USA plc | 4.125% | 8/21/2042 | 250 | 211 | ||
| Rio Tinto Finance USA plc | 5.125% | 3/9/2053 | 300 | 274 | ||
| Rio Tinto Finance USA plc | 5.875% | 3/14/2065 | 56 | 56 | ||
| RPM International Inc. | 4.250% | 1/15/2048 | 200 | 158 | ||
| Sherwin-Williams Co. | 3.450% | 6/1/2027 | 100 | 99 | ||
| Sherwin-Williams Co. | 4.550% | 3/1/2028 | 100 | 100 | ||
| Sherwin-Williams Co. | 2.300% | 5/15/2030 | 100 | 91 | ||
| Sherwin-Williams Co. | 5.150% | 8/15/2035 | 135 | 135 | ||
| Sherwin-Williams Co. | 4.000% | 12/15/2042 | 100 | 80 | ||
| Sherwin-Williams Co. | 4.550% | 8/1/2045 | 90 | 76 | ||
| Sherwin-Williams Co. | 4.500% | 6/1/2047 | 300 | 249 | ||
| Sherwin-Williams Co. | 3.300% | 5/15/2050 | 100 | 66 | ||
| Smurfit Kappa Treasury ULC | 5.200% | 1/15/2030 | 200 | 204 | ||
| Smurfit Kappa Treasury ULC | 5.438% | 4/3/2034 | 200 | 203 | ||
| Smurfit Kappa Treasury ULC | 5.777% | 4/3/2054 | 950 | 918 | ||
| Smurfit Westrock Financing DAC | 5.418% | 1/15/2035 | 1,170 | 1,178 | ||
| Smurfit Westrock Financing DAC | 5.185% | 1/15/2036 | 937 | 921 | ||
| Sonoco Products Co. | 4.600% | 9/1/2029 | 125 | 125 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Sonoco Products Co. | 3.125% | 5/1/2030 | 105 | 99 | ||
| Sonoco Products Co. | 5.000% | 9/1/2034 | 100 | 98 | ||
| Sonoco Products Co. | 5.750% | 11/1/2040 | 80 | 80 | ||
| Southern Copper Corp. | 7.500% | 7/27/2035 | 100 | 114 | ||
| Southern Copper Corp. | 6.750% | 4/16/2040 | 275 | 298 | ||
| Southern Copper Corp. | 5.250% | 11/8/2042 | 300 | 276 | ||
| Southern Copper Corp. | 5.875% | 4/23/2045 | 200 | 197 | ||
| Steel Dynamics Inc. | 4.000% | 12/15/2028 | 75 | 74 | ||
| Steel Dynamics Inc. | 3.450% | 4/15/2030 | 125 | 120 | ||
| Steel Dynamics Inc. | 3.250% | 1/15/2031 | 100 | 94 | ||
| Steel Dynamics Inc. | 5.375% | 8/15/2034 | 60 | 61 | ||
| Steel Dynamics Inc. | 5.250% | 5/15/2035 | 250 | 250 | ||
| Steel Dynamics Inc. | 3.250% | 10/15/2050 | 100 | 65 | ||
| Steel Dynamics Inc. | 5.750% | 5/15/2055 | 125 | 120 | ||
| Suzano Austria GmbH | 6.000% | 1/15/2029 | 400 | 409 | ||
| Suzano Austria GmbH | 5.000% | 1/15/2030 | 200 | 197 | ||
| Suzano Austria GmbH | 3.750% | 1/15/2031 | 200 | 186 | ||
| Suzano Austria GmbH | 3.125% | 1/15/2032 | 125 | 110 | ||
| Suzano Netherlands BV | 5.500% | 1/15/2036 | 217 | 209 | ||
| Vale Overseas Ltd. | 3.750% | 7/8/2030 | 445 | 423 | ||
| Vale Overseas Ltd. | 6.125% | 6/12/2033 | 200 | 208 | ||
| Vale Overseas Ltd. | 8.250% | 1/17/2034 | 50 | 58 | ||
| Vale Overseas Ltd. | 6.875% | 11/21/2036 | 194 | 214 | ||
| Vale Overseas Ltd. | 6.875% | 11/10/2039 | 125 | 138 | ||
| Vale Overseas Ltd. | 6.400% | 6/28/2054 | 373 | 376 | ||
| Vale SA | 5.625% | 9/11/2042 | 75 | 73 | ||
| Vulcan Materials Co. | 4.950% | 12/1/2029 | 50 | 51 | ||
| Vulcan Materials Co. | 3.500% | 6/1/2030 | 150 | 144 | ||
| Vulcan Materials Co. | 5.350% | 12/1/2034 | 150 | 152 | ||
| Vulcan Materials Co. | 5.700% | 12/1/2054 | 200 | 194 | ||
| Westlake Corp. | 3.375% | 6/15/2030 | 100 | 95 | ||
| Westlake Corp. | 5.550% | 11/15/2035 | 141 | 140 | ||
| Westlake Corp. | 5.000% | 8/15/2046 | 200 | 172 | ||
| Westlake Corp. | 3.125% | 8/15/2051 | 100 | 61 | ||
| Westlake Corp. | 6.375% | 11/15/2055 | 333 | 328 | ||
| Westlake Corp. | 3.375% | 8/15/2061 | 100 | 59 | ||
| WestRock MWV LLC | 7.950% | 2/15/2031 | 250 | 283 | ||
| WRKCo Inc. | 4.900% | 3/15/2029 | 200 | 202 | ||
| WRKCo Inc. | 3.000% | 6/15/2033 | 100 | 88 | ||
| Yamana Gold Inc. | 2.630% | 8/15/2031 | 100 | 89 | ||
| 41,234 | ||||||
| Real Estate (0.9%) | ||||||
| Agree LP | 5.625% | 6/15/2034 | 143 | 146 | ||
| Agree LP | 5.600% | 6/15/2035 | 125 | 128 | ||
| Alexandria Real Estate Equities Inc. | 2.750% | 12/15/2029 | 200 | 187 | ||
| Alexandria Real Estate Equities Inc. | 3.375% | 8/15/2031 | 150 | 138 | ||
| Alexandria Real Estate Equities Inc. | 1.875% | 2/1/2033 | 500 | 405 | ||
| Alexandria Real Estate Equities Inc. | 5.500% | 10/1/2035 | 100 | 100 | ||
| Alexandria Real Estate Equities Inc. | 5.250% | 3/15/2036 | 107 | 104 | ||
| Alexandria Real Estate Equities Inc. | 4.000% | 2/1/2050 | 125 | 92 | ||
| Alexandria Real Estate Equities Inc. | 3.550% | 3/15/2052 | 100 | 68 | ||
| Alexandria Real Estate Equities Inc. | 5.625% | 5/15/2054 | 100 | 93 | ||
| American Assets Trust LP | 6.150% | 10/1/2034 | 100 | 99 | ||
| American Homes 4 Rent LP | 2.375% | 7/15/2031 | 200 | 176 | ||
| American Homes 4 Rent LP | 5.500% | 7/15/2034 | 100 | 100 | ||
| American Homes 4 Rent LP | 5.250% | 3/15/2035 | 100 | 98 | ||
| American Homes 4 Rent LP | 3.375% | 7/15/2051 | 200 | 131 | ||
| American Tower Corp. | 1.500% | 1/31/2028 | 500 | 474 | ||
| American Tower Corp. | 3.950% | 3/15/2029 | 140 | 138 | ||
| American Tower Corp. | 3.800% | 8/15/2029 | 475 | 463 | ||
| American Tower Corp. | 2.900% | 1/15/2030 | 145 | 136 | ||
| American Tower Corp. | 5.000% | 1/31/2030 | 75 | 76 | ||
| American Tower Corp. | 4.900% | 3/15/2030 | 114 | 115 | ||
| American Tower Corp. | 2.100% | 6/15/2030 | 150 | 135 | ||
| American Tower Corp. | 2.700% | 4/15/2031 | 200 | 182 | ||
| American Tower Corp. | 2.300% | 9/15/2031 | 200 | 176 | ||
| American Tower Corp. | 4.050% | 3/15/2032 | 200 | 192 | ||
| American Tower Corp. | 5.400% | 1/31/2035 | 200 | 202 | ||
| American Tower Corp. | 5.350% | 3/15/2035 | 125 | 126 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| American Tower Corp. | 3.700% | 10/15/2049 | 200 | 144 | ||
| American Tower Corp. | 3.100% | 6/15/2050 | 250 | 160 | ||
| American Tower Corp. | 2.950% | 1/15/2051 | 200 | 123 | ||
| Americold Realty Operating Partnership LP | 5.600% | 5/15/2032 | 80 | 79 | ||
| Americold Realty Operating Partnership LP | 5.409% | 9/12/2034 | 60 | 57 | ||
| AvalonBay Communities Inc. | 3.200% | 1/15/2028 | 75 | 74 | ||
| AvalonBay Communities Inc. | 4.350% | 12/1/2030 | 578 | 572 | ||
| AvalonBay Communities Inc. | 2.050% | 1/15/2032 | 300 | 261 | ||
| AvalonBay Communities Inc. | 5.000% | 2/15/2033 | 50 | 50 | ||
| AvalonBay Communities Inc. | 5.350% | 6/1/2034 | 100 | 102 | ||
| AvalonBay Communities Inc. | 5.000% | 8/1/2035 | 150 | 149 | ||
| AvalonBay Communities Inc. | 3.900% | 10/15/2046 | 60 | 46 | ||
| AvalonBay Communities Inc. | 4.350% | 4/15/2048 | 60 | 49 | ||
| Boston Properties LP | 3.400% | 6/21/2029 | 400 | 383 | ||
| Boston Properties LP | 2.900% | 3/15/2030 | 400 | 371 | ||
| Boston Properties LP | 2.450% | 10/1/2033 | 400 | 323 | ||
| Boston Properties LP | 6.500% | 1/15/2034 | 50 | 52 | ||
| Brixmor Operating Partnership LP | 4.125% | 5/15/2029 | 533 | 526 | ||
| Brixmor Operating Partnership LP | 4.050% | 7/1/2030 | 250 | 243 | ||
| Camden Property Trust | 3.150% | 7/1/2029 | 50 | 48 | ||
| Camden Property Trust | 2.800% | 5/15/2030 | 265 | 247 | ||
| Camden Property Trust | 4.900% | 2/28/2036 | 200 | 194 | ||
| Camden Property Trust | 3.350% | 11/1/2049 | 120 | 82 | ||
| CBRE Services Inc. | 5.500% | 4/1/2029 | 75 | 77 | ||
| CBRE Services Inc. | 4.800% | 6/15/2030 | 100 | 100 | ||
| CBRE Services Inc. | 2.500% | 4/1/2031 | 200 | 179 | ||
| CBRE Services Inc. | 4.900% | 1/15/2033 | 156 | 154 | ||
| CBRE Services Inc. | 5.950% | 8/15/2034 | 200 | 208 | ||
| CBRE Services Inc. | 5.500% | 6/15/2035 | 150 | 151 | ||
| COPT Defense Properties LP | 2.000% | 1/15/2029 | 102 | 95 | ||
| COPT Defense Properties LP | 4.500% | 10/15/2030 | 180 | 178 | ||
| COPT Defense Properties LP | 2.900% | 12/1/2033 | 200 | 169 | ||
| Cousins Properties LP | 5.375% | 2/15/2032 | 100 | 101 | ||
| Cousins Properties LP | 4.875% | 3/1/2033 | 71 | 68 | ||
| Cousins Properties LP | 5.875% | 10/1/2034 | 100 | 101 | ||
| Crown Castle Inc. | 3.650% | 9/1/2027 | 325 | 321 | ||
| Crown Castle Inc. | 3.800% | 2/15/2028 | 425 | 419 | ||
| Crown Castle Inc. | 4.800% | 9/1/2028 | 200 | 201 | ||
| Crown Castle Inc. | 3.100% | 11/15/2029 | 100 | 94 | ||
| Crown Castle Inc. | 3.300% | 7/1/2030 | 115 | 108 | ||
| Crown Castle Inc. | 2.250% | 1/15/2031 | 200 | 177 | ||
| Crown Castle Inc. | 2.500% | 7/15/2031 | 700 | 617 | ||
| Crown Castle Inc. | 5.800% | 3/1/2034 | 100 | 102 | ||
| Crown Castle Inc. | 5.200% | 9/1/2034 | 350 | 346 | ||
| Crown Castle Inc. | 2.900% | 4/1/2041 | 215 | 152 | ||
| Crown Castle Inc. | 4.750% | 5/15/2047 | 95 | 79 | ||
| Crown Castle Inc. | 5.200% | 2/15/2049 | 75 | 65 | ||
| Crown Castle Inc. | 4.150% | 7/1/2050 | 100 | 75 | ||
| CubeSmart LP | 2.250% | 12/15/2028 | 200 | 189 | ||
| CubeSmart LP | 4.375% | 2/15/2029 | 50 | 50 | ||
| CubeSmart LP | 2.000% | 2/15/2031 | 75 | 66 | ||
| CubeSmart LP | 2.500% | 2/15/2032 | 200 | 175 | ||
| Digital Realty Trust LP | 4.450% | 7/15/2028 | 370 | 369 | ||
| Digital Realty Trust LP | 3.600% | 7/1/2029 | 175 | 170 | ||
| DOC DR LLC | 3.950% | 1/15/2028 | 100 | 99 | ||
| DOC DR LLC | 2.625% | 11/1/2031 | 500 | 443 | ||
| EPR Properties | 4.500% | 6/1/2027 | 141 | 140 | ||
| EPR Properties | 3.600% | 11/15/2031 | 175 | 159 | ||
| Equinix Asia Financing Corp. Pte Ltd. | 4.400% | 3/15/2031 | 185 | 181 | ||
| Equinix Europe 2 Financing Corp. LLC | 4.600% | 11/15/2030 | 250 | 248 | ||
| Equinix Europe 2 Financing Corp. LLC | 4.700% | 3/15/2033 | 350 | 340 | ||
| Equinix Europe 2 Financing Corp. LLC | 5.500% | 6/15/2034 | 250 | 254 | ||
| Equinix Inc. | 1.800% | 7/15/2027 | 100 | 97 | ||
| Equinix Inc. | 1.550% | 3/15/2028 | 500 | 474 | ||
| Equinix Inc. | 3.200% | 11/18/2029 | 450 | 429 | ||
| Equinix Inc. | 2.500% | 5/15/2031 | 200 | 179 | ||
| Equinix Inc. | 3.000% | 7/15/2050 | 100 | 62 | ||
| ERP Operating LP | 3.500% | 3/1/2028 | 100 | 99 | ||
| ERP Operating LP | 4.150% | 12/1/2028 | 70 | 70 | ||
| ERP Operating LP | 3.000% | 7/1/2029 | 75 | 72 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| ERP Operating LP | 2.500% | 2/15/2030 | 150 | 140 | ||
| ERP Operating LP | 4.650% | 9/15/2034 | 200 | 195 | ||
| ERP Operating LP | 4.500% | 7/1/2044 | 150 | 130 | ||
| ERP Operating LP | 4.500% | 6/1/2045 | 25 | 21 | ||
| ERP Operating LP | 4.000% | 8/1/2047 | 100 | 78 | ||
| Essential Properties LP | 5.400% | 12/1/2035 | 80 | 79 | ||
| Essex Portfolio LP | 3.625% | 5/1/2027 | 100 | 99 | ||
| Essex Portfolio LP | 4.000% | 3/1/2029 | 100 | 98 | ||
| Essex Portfolio LP | 3.000% | 1/15/2030 | 110 | 104 | ||
| Essex Portfolio LP | 2.650% | 3/15/2032 | 105 | 92 | ||
| Essex Portfolio LP | 5.500% | 4/1/2034 | 100 | 101 | ||
| Essex Portfolio LP | 5.375% | 4/1/2035 | 200 | 202 | ||
| Essex Portfolio LP | 4.875% | 2/15/2036 | 175 | 168 | ||
| Essex Portfolio LP | 4.500% | 3/15/2048 | 120 | 98 | ||
| Extra Space Storage LP | 3.875% | 12/15/2027 | 150 | 149 | ||
| Extra Space Storage LP | 5.700% | 4/1/2028 | 200 | 204 | ||
| Extra Space Storage LP | 4.000% | 6/15/2029 | 25 | 25 | ||
| Extra Space Storage LP | 5.500% | 7/1/2030 | 400 | 410 | ||
| Extra Space Storage LP | 5.900% | 1/15/2031 | 100 | 104 | ||
| Extra Space Storage LP | 2.400% | 10/15/2031 | 200 | 175 | ||
| Extra Space Storage LP | 2.350% | 3/15/2032 | 100 | 86 | ||
| Extra Space Storage LP | 4.950% | 1/15/2033 | 1,390 | 1,370 | ||
| Extra Space Storage LP | 5.400% | 2/1/2034 | 450 | 453 | ||
| Extra Space Storage LP | 5.350% | 1/15/2035 | 100 | 100 | ||
| Extra Space Storage LP | 5.400% | 6/15/2035 | 265 | 266 | ||
| Federal Realty OP LP | 3.250% | 7/15/2027 | 50 | 49 | ||
| Federal Realty OP LP | 3.200% | 6/15/2029 | 100 | 96 | ||
| Federal Realty OP LP | 4.500% | 12/1/2044 | 150 | 128 | ||
| GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/2028 | 25 | 25 | ||
| GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/2029 | 275 | 278 | ||
| GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/2030 | 175 | 168 | ||
| GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/2031 | 200 | 189 | ||
| GLP Capital LP / GLP Financing II Inc. | 5.250% | 2/15/2033 | 100 | 98 | ||
| GLP Capital LP / GLP Financing II Inc. | 5.625% | 9/15/2034 | 200 | 197 | ||
| GLP Capital LP / GLP Financing II Inc. | 5.750% | 11/1/2037 | 175 | 169 | ||
| GLP Capital LP / GLP Financing II Inc. | 6.250% | 9/15/2054 | 100 | 97 | ||
| Healthcare Realty Holdings LP | 2.000% | 3/15/2031 | 250 | 217 | ||
| Healthpeak OP LLC | 3.500% | 7/15/2029 | 180 | 174 | ||
| Healthpeak OP LLC | 3.000% | 1/15/2030 | 200 | 188 | ||
| Healthpeak OP LLC | 5.375% | 2/15/2035 | 79 | 79 | ||
| Healthpeak OP LLC | 6.750% | 2/1/2041 | 100 | 108 | ||
| Highwoods Realty LP | 2.600% | 2/1/2031 | 250 | 221 | ||
| Highwoods Realty LP | 5.350% | 1/15/2033 | 47 | 46 | ||
| Highwoods Realty LP | 7.650% | 2/1/2034 | 225 | 249 | ||
| Host Hotels & Resorts LP | 4.250% | 12/15/2028 | 125 | 124 | ||
| Host Hotels & Resorts LP | 3.500% | 9/15/2030 | 100 | 94 | ||
| Host Hotels & Resorts LP | 2.900% | 12/15/2031 | 275 | 245 | ||
| Host Hotels & Resorts LP | 5.700% | 7/1/2034 | 100 | 101 | ||
| Host Hotels & Resorts LP | 5.500% | 4/15/2035 | 120 | 119 | ||
| Invitation Homes Operating Partnership LP | 2.300% | 11/15/2028 | 200 | 188 | ||
| Invitation Homes Operating Partnership LP | 5.450% | 8/15/2030 | 32 | 32 | ||
| Invitation Homes Operating Partnership LP | 5.500% | 8/15/2033 | 80 | 80 | ||
| Invitation Homes Operating Partnership LP | 2.700% | 1/15/2034 | 150 | 125 | ||
| Jones Lang LaSalle Inc. | 6.875% | 12/1/2028 | 100 | 106 | ||
| Kilroy Realty LP | 4.750% | 12/15/2028 | 50 | 50 | ||
| Kilroy Realty LP | 4.250% | 8/15/2029 | 104 | 101 | ||
| Kilroy Realty LP | 3.050% | 2/15/2030 | 200 | 183 | ||
| Kilroy Realty LP | 2.650% | 11/15/2033 | 175 | 139 | ||
| Kimco Realty OP LLC | 3.800% | 4/1/2027 | 75 | 75 | ||
| Kimco Realty OP LLC | 1.900% | 3/1/2028 | 500 | 479 | ||
| Kimco Realty OP LLC | 2.700% | 10/1/2030 | 100 | 93 | ||
| Kimco Realty OP LLC | 3.200% | 4/1/2032 | 200 | 183 | ||
| Kimco Realty OP LLC | 4.600% | 2/1/2033 | 200 | 197 | ||
| Kimco Realty OP LLC | 6.400% | 3/1/2034 | 100 | 108 | ||
| Kimco Realty OP LLC | 4.850% | 3/1/2035 | 100 | 98 | ||
| Kimco Realty OP LLC | 4.125% | 12/1/2046 | 50 | 40 | ||
| Kimco Realty OP LLC | 4.450% | 9/1/2047 | 50 | 41 | ||
| Kite Realty Group LP | 4.950% | 12/15/2031 | 50 | 50 | ||
| Kite Realty Group LP | 5.200% | 8/15/2032 | 100 | 100 | ||
| Kite Realty Group LP | 5.500% | 3/1/2034 | 100 | 101 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| LXP Industrial Trust | 2.375% | 10/1/2031 | 200 | 174 | ||
| Mid-America Apartments LP | 3.600% | 6/1/2027 | 250 | 248 | ||
| Mid-America Apartments LP | 3.950% | 3/15/2029 | 100 | 99 | ||
| Mid-America Apartments LP | 2.750% | 3/15/2030 | 150 | 141 | ||
| Mid-America Apartments LP | 1.700% | 2/15/2031 | 150 | 131 | ||
| Mid-America Apartments LP | 5.300% | 2/15/2032 | 50 | 51 | ||
| Mid-America Apartments LP | 4.650% | 1/15/2033 | 67 | 66 | ||
| Mid-America Apartments LP | 4.950% | 3/1/2035 | 100 | 99 | ||
| NNN REIT Inc. | 3.500% | 10/15/2027 | 350 | 346 | ||
| NNN REIT Inc. | 4.300% | 10/15/2028 | 25 | 25 | ||
| NNN REIT Inc. | 2.500% | 4/15/2030 | 75 | 69 | ||
| NNN REIT Inc. | 4.600% | 2/15/2031 | 150 | 149 | ||
| NNN REIT Inc. | 5.600% | 10/15/2033 | 150 | 154 | ||
| NNN REIT Inc. | 4.800% | 10/15/2048 | 50 | 43 | ||
| NNN REIT Inc. | 3.100% | 4/15/2050 | 50 | 32 | ||
| NNN REIT Inc. | 3.000% | 4/15/2052 | 175 | 107 | ||
| Omega Healthcare Investors Inc. | 3.625% | 10/1/2029 | 250 | 240 | ||
| Omega Healthcare Investors Inc. | 5.200% | 7/1/2030 | 150 | 151 | ||
| Omega Healthcare Investors Inc. | 3.375% | 2/1/2031 | 250 | 231 | ||
| Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/2031 | 250 | 222 | ||
| Prologis LP | 2.125% | 4/15/2027 | 105 | 103 | ||
| Prologis LP | 3.375% | 12/15/2027 | 160 | 158 | ||
| Prologis LP | 3.875% | 9/15/2028 | 100 | 99 | ||
| Prologis LP | 2.250% | 4/15/2030 | 155 | 143 | ||
| Prologis LP | 1.750% | 7/1/2030 | 200 | 179 | ||
| Prologis LP | 1.250% | 10/15/2030 | 350 | 304 | ||
| Prologis LP | 4.750% | 1/15/2031 | 400 | 404 | ||
| Prologis LP | 2.250% | 1/15/2032 | 100 | 88 | ||
| Prologis LP | 4.750% | 6/15/2033 | 100 | 99 | ||
| Prologis LP | 5.125% | 1/15/2034 | 127 | 128 | ||
| Prologis LP | 5.000% | 3/15/2034 | 272 | 272 | ||
| Prologis LP | 5.000% | 1/31/2035 | 125 | 124 | ||
| Prologis LP | 5.250% | 5/15/2035 | 300 | 305 | ||
| Prologis LP | 4.375% | 9/15/2048 | 75 | 62 | ||
| Prologis LP | 3.000% | 4/15/2050 | 140 | 90 | ||
| Prologis LP | 2.125% | 10/15/2050 | 100 | 53 | ||
| Prologis LP | 5.250% | 6/15/2053 | 200 | 186 | ||
| Prologis LP | 5.250% | 3/15/2054 | 100 | 93 | ||
| Public Storage Operating Co. | 3.094% | 9/15/2027 | 100 | 99 | ||
| Public Storage Operating Co. | 1.950% | 11/9/2028 | 225 | 212 | ||
| Public Storage Operating Co. | 5.125% | 1/15/2029 | 100 | 102 | ||
| Public Storage Operating Co. | 3.385% | 5/1/2029 | 100 | 98 | ||
| Public Storage Operating Co. | 2.250% | 11/9/2031 | 225 | 199 | ||
| Public Storage Operating Co. | 5.350% | 8/1/2053 | 120 | 113 | ||
| Realty Income Corp. | 3.950% | 8/15/2027 | 450 | 448 | ||
| Realty Income Corp. | 3.650% | 1/15/2028 | 190 | 188 | ||
| Realty Income Corp. | 2.100% | 3/15/2028 | 300 | 288 | ||
| Realty Income Corp. | 4.750% | 2/15/2029 | 100 | 101 | ||
| Realty Income Corp. | 4.000% | 7/15/2029 | 60 | 59 | ||
| Realty Income Corp. | 3.100% | 12/15/2029 | 150 | 143 | ||
| Realty Income Corp. | 3.400% | 1/15/2030 | 80 | 77 | ||
| Realty Income Corp. | 3.250% | 1/15/2031 | 750 | 706 | ||
| Realty Income Corp. | 2.850% | 12/15/2032 | 50 | 44 | ||
| Realty Income Corp. | 4.500% | 2/1/2033 | 170 | 166 | ||
| Realty Income Corp. | 1.800% | 3/15/2033 | 500 | 412 | ||
| 4 | Realty Income Corp. | 4.750% | 4/15/2033 | 151 | 149 | |
| Realty Income Corp. | 5.125% | 4/15/2035 | 65 | 65 | ||
| Realty Income Corp. | 4.650% | 3/15/2047 | 175 | 150 | ||
| Realty Income Corp. | 5.375% | 9/1/2054 | 50 | 47 | ||
| Regency Centers LP | 4.125% | 3/15/2028 | 75 | 75 | ||
| Regency Centers LP | 2.950% | 9/15/2029 | 100 | 95 | ||
| Regency Centers LP | 4.500% | 3/15/2033 | 35 | 34 | ||
| Regency Centers LP | 5.250% | 1/15/2034 | 100 | 101 | ||
| Regency Centers LP | 5.100% | 1/15/2035 | 100 | 100 | ||
| Regency Centers LP | 4.400% | 2/1/2047 | 200 | 166 | ||
| Rexford Industrial Realty LP | 2.150% | 9/1/2031 | 200 | 174 | ||
| Sabra Health Care LP | 3.900% | 10/15/2029 | 150 | 146 | ||
| Sabra Health Care LP | 3.200% | 12/1/2031 | 150 | 135 | ||
| Safehold GL Holdings LLC | 2.850% | 1/15/2032 | 200 | 179 | ||
| Safehold GL Holdings LLC | 5.650% | 1/15/2035 | 70 | 71 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Simon Property Group LP | 1.750% | 2/1/2028 | 250 | 239 | ||
| Simon Property Group LP | 2.650% | 7/15/2030 | 200 | 186 | ||
| Simon Property Group LP | 4.375% | 10/1/2030 | 99 | 98 | ||
| Simon Property Group LP | 4.300% | 1/15/2031 | 200 | 197 | ||
| Simon Property Group LP | 2.200% | 2/1/2031 | 250 | 224 | ||
| Simon Property Group LP | 2.250% | 1/15/2032 | 500 | 437 | ||
| Simon Property Group LP | 2.650% | 2/1/2032 | 100 | 89 | ||
| Simon Property Group LP | 6.250% | 1/15/2034 | 85 | 91 | ||
| Simon Property Group LP | 4.750% | 9/26/2034 | 175 | 171 | ||
| Simon Property Group LP | 5.125% | 10/1/2035 | 583 | 584 | ||
| Simon Property Group LP | 4.250% | 11/30/2046 | 100 | 81 | ||
| Simon Property Group LP | 3.250% | 9/13/2049 | 300 | 200 | ||
| Simon Property Group LP | 3.800% | 7/15/2050 | 200 | 147 | ||
| Simon Property Group LP | 5.850% | 3/8/2053 | 89 | 89 | ||
| Simon Property Group LP | 6.650% | 1/15/2054 | 85 | 93 | ||
| Store Capital LLC | 4.500% | 3/15/2028 | 75 | 75 | ||
| Store Capital LLC | 4.625% | 3/15/2029 | 100 | 99 | ||
| Store Capital LLC | 5.400% | 4/30/2030 | 65 | 65 | ||
| Sun Communities Operating LP | 2.300% | 11/1/2028 | 200 | 189 | ||
| Sun Communities Operating LP | 4.200% | 4/15/2032 | 200 | 190 | ||
| Tanger Properties LP | 3.875% | 7/15/2027 | 50 | 50 | ||
| UDR Inc. | 3.500% | 7/1/2027 | 150 | 148 | ||
| UDR Inc. | 3.500% | 1/15/2028 | 250 | 246 | ||
| UDR Inc. | 3.200% | 1/15/2030 | 60 | 57 | ||
| UDR Inc. | 3.000% | 8/15/2031 | 65 | 60 | ||
| UDR Inc. | 1.900% | 3/15/2033 | 200 | 164 | ||
| UDR Inc. | 3.100% | 11/1/2034 | 65 | 56 | ||
| Ventas Realty LP | 3.850% | 4/1/2027 | 50 | 50 | ||
| Ventas Realty LP | 4.000% | 3/1/2028 | 125 | 124 | ||
| Ventas Realty LP | 3.000% | 1/15/2030 | 100 | 94 | ||
| Ventas Realty LP | 4.750% | 11/15/2030 | 200 | 200 | ||
| Ventas Realty LP | 5.100% | 7/15/2032 | 175 | 176 | ||
| Ventas Realty LP | 5.625% | 7/1/2034 | 52 | 53 | ||
| Ventas Realty LP | 5.000% | 1/15/2035 | 200 | 196 | ||
| Ventas Realty LP | 5.000% | 2/15/2036 | 125 | 122 | ||
| Ventas Realty LP | 4.875% | 4/15/2049 | 80 | 69 | ||
| VICI Properties LP | 4.750% | 2/15/2028 | 200 | 200 | ||
| VICI Properties LP | 4.950% | 2/15/2030 | 200 | 200 | ||
| VICI Properties LP | 5.125% | 11/15/2031 | 250 | 248 | ||
| VICI Properties LP | 5.125% | 5/15/2032 | 200 | 197 | ||
| VICI Properties LP | 5.750% | 4/1/2034 | 100 | 101 | ||
| VICI Properties LP | 5.625% | 4/1/2035 | 201 | 200 | ||
| VICI Properties LP | 5.625% | 5/15/2052 | 100 | 89 | ||
| Welltower OP LLC | 4.250% | 4/15/2028 | 175 | 175 | ||
| Welltower OP LLC | 4.125% | 3/15/2029 | 250 | 249 | ||
| Welltower OP LLC | 4.500% | 7/1/2030 | 1,250 | 1,249 | ||
| Welltower OP LLC | 2.750% | 1/15/2031 | 250 | 230 | ||
| Welltower OP LLC | 2.750% | 1/15/2032 | 300 | 270 | ||
| Welltower OP LLC | 5.125% | 7/1/2035 | 300 | 301 | ||
| Welltower OP LLC | 6.500% | 3/15/2041 | 25 | 27 | ||
| Welltower OP LLC | 4.950% | 9/1/2048 | 75 | 67 | ||
| WP Carey Inc. | 2.250% | 4/1/2033 | 200 | 166 | ||
| 48,680 | ||||||
| Technology (1.9%) | ||||||
| Accenture Capital Inc. | 3.900% | 10/4/2027 | 175 | 175 | ||
| Accenture Capital Inc. | 4.050% | 10/4/2029 | 150 | 149 | ||
| Accenture Capital Inc. | 4.250% | 10/4/2031 | 350 | 346 | ||
| Accenture Capital Inc. | 4.500% | 10/4/2034 | 300 | 290 | ||
| Adobe Inc. | 4.750% | 1/17/2028 | 125 | 126 | ||
| Adobe Inc. | 4.950% | 1/17/2030 | 175 | 179 | ||
| Adobe Inc. | 2.300% | 2/1/2030 | 225 | 208 | ||
| Adobe Inc. | 5.300% | 1/17/2035 | 100 | 102 | ||
| Advanced Micro Devices Inc. | 4.319% | 3/24/2028 | 100 | 101 | ||
| Analog Devices Inc. | 3.450% | 6/15/2027 | 100 | 99 | ||
| Analog Devices Inc. | 4.250% | 6/15/2028 | 250 | 250 | ||
| Analog Devices Inc. | 1.700% | 10/1/2028 | 200 | 188 | ||
| Analog Devices Inc. | 4.500% | 6/15/2030 | 200 | 200 | ||
| Analog Devices Inc. | 2.800% | 10/1/2041 | 200 | 144 | ||
| Analog Devices Inc. | 2.950% | 10/1/2051 | 400 | 255 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Apple Inc. | 3.200% | 5/11/2027 | 775 | 769 | ||
| Apple Inc. | 2.900% | 9/12/2027 | 555 | 547 | ||
| Apple Inc. | 1.200% | 2/8/2028 | 500 | 476 | ||
| Apple Inc. | 4.000% | 5/10/2028 | 200 | 200 | ||
| Apple Inc. | 4.000% | 5/12/2028 | 175 | 175 | ||
| Apple Inc. | 1.400% | 8/5/2028 | 350 | 331 | ||
| Apple Inc. | 2.200% | 9/11/2029 | 430 | 405 | ||
| Apple Inc. | 4.150% | 5/10/2030 | 48 | 48 | ||
| Apple Inc. | 4.200% | 5/12/2030 | 125 | 126 | ||
| Apple Inc. | 1.250% | 8/20/2030 | 500 | 443 | ||
| Apple Inc. | 1.650% | 2/8/2031 | 500 | 446 | ||
| Apple Inc. | 1.700% | 8/5/2031 | 200 | 176 | ||
| Apple Inc. | 4.500% | 5/12/2032 | 125 | 127 | ||
| Apple Inc. | 3.350% | 8/8/2032 | 200 | 190 | ||
| Apple Inc. | 4.750% | 5/12/2035 | 150 | 152 | ||
| Apple Inc. | 4.500% | 2/23/2036 | 121 | 120 | ||
| Apple Inc. | 2.375% | 2/8/2041 | 355 | 252 | ||
| Apple Inc. | 3.850% | 5/4/2043 | 450 | 372 | ||
| Apple Inc. | 4.450% | 5/6/2044 | 200 | 179 | ||
| Apple Inc. | 3.450% | 2/9/2045 | 825 | 628 | ||
| Apple Inc. | 4.650% | 2/23/2046 | 1,110 | 995 | ||
| Apple Inc. | 3.850% | 8/4/2046 | 375 | 298 | ||
| Apple Inc. | 3.750% | 11/13/2047 | 450 | 348 | ||
| Apple Inc. | 2.650% | 5/11/2050 | 815 | 499 | ||
| Apple Inc. | 2.400% | 8/20/2050 | 75 | 43 | ||
| Apple Inc. | 2.650% | 2/8/2051 | 794 | 481 | ||
| Apple Inc. | 2.700% | 8/5/2051 | 1,175 | 716 | ||
| Apple Inc. | 2.800% | 2/8/2061 | 600 | 342 | ||
| Apple Inc. | 2.850% | 8/5/2061 | 275 | 159 | ||
| Applied Materials Inc. | 3.300% | 4/1/2027 | 225 | 223 | ||
| Applied Materials Inc. | 1.750% | 6/1/2030 | 200 | 180 | ||
| Applied Materials Inc. | 5.100% | 10/1/2035 | 100 | 101 | ||
| Applied Materials Inc. | 4.600% | 1/15/2036 | 156 | 152 | ||
| Applied Materials Inc. | 5.850% | 6/15/2041 | 125 | 130 | ||
| Applied Materials Inc. | 4.350% | 4/1/2047 | 175 | 148 | ||
| Applied Materials Inc. | 2.750% | 6/1/2050 | 200 | 126 | ||
| Arrow Electronics Inc. | 3.875% | 1/12/2028 | 100 | 99 | ||
| Arrow Electronics Inc. | 5.875% | 4/10/2034 | 200 | 205 | ||
| Atlassian Corp. | 5.500% | 5/15/2034 | 200 | 196 | ||
| Autodesk Inc. | 3.500% | 6/15/2027 | 75 | 74 | ||
| Autodesk Inc. | 2.850% | 1/15/2030 | 75 | 70 | ||
| Autodesk Inc. | 2.400% | 12/15/2031 | 200 | 176 | ||
| Avnet Inc. | 6.250% | 3/15/2028 | 100 | 103 | ||
| Booz Allen Hamilton Inc. | 5.950% | 8/4/2033 | 150 | 153 | ||
| Broadcom Inc. | 5.050% | 7/12/2027 | 65 | 66 | ||
| Broadcom Inc. | 1.950% | 2/15/2028 | 157 | 151 | ||
| Broadcom Inc. | 4.800% | 4/15/2028 | 300 | 303 | ||
| 6 | Broadcom Inc. | 4.000% | 4/15/2029 | 200 | 198 | |
| Broadcom Inc. | 4.750% | 4/15/2029 | 965 | 975 | ||
| Broadcom Inc. | 5.050% | 7/12/2029 | 320 | 327 | ||
| Broadcom Inc. | 4.350% | 2/15/2030 | 200 | 199 | ||
| Broadcom Inc. | 5.000% | 4/15/2030 | 200 | 204 | ||
| Broadcom Inc. | 5.050% | 4/15/2030 | 700 | 714 | ||
| Broadcom Inc. | 4.600% | 7/15/2030 | 175 | 176 | ||
| Broadcom Inc. | 4.200% | 10/15/2030 | 175 | 173 | ||
| Broadcom Inc. | 4.150% | 11/15/2030 | 600 | 591 | ||
| Broadcom Inc. | 4.300% | 1/15/2031 | 370 | 367 | ||
| Broadcom Inc. | 2.450% | 2/15/2031 | 1,000 | 909 | ||
| Broadcom Inc. | 5.150% | 11/15/2031 | 83 | 85 | ||
| Broadcom Inc. | 4.550% | 2/15/2032 | 500 | 496 | ||
| Broadcom Inc. | 5.200% | 4/15/2032 | 250 | 256 | ||
| Broadcom Inc. | 4.900% | 7/15/2032 | 200 | 202 | ||
| Broadcom Inc. | 4.300% | 11/15/2032 | 400 | 389 | ||
| Broadcom Inc. | 4.600% | 1/15/2033 | 477 | 470 | ||
| Broadcom Inc. | 2.600% | 2/15/2033 | 50 | 44 | ||
| Broadcom Inc. | 3.419% | 4/15/2033 | 152 | 139 | ||
| Broadcom Inc. | 3.469% | 4/15/2034 | 586 | 528 | ||
| Broadcom Inc. | 5.200% | 7/15/2035 | 1,825 | 1,838 | ||
| Broadcom Inc. | 4.950% | 1/15/2036 | 452 | 447 | ||
| Broadcom Inc. | 4.800% | 2/15/2036 | 844 | 822 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 6 | Broadcom Inc. | 3.187% | 11/15/2036 | 50 | 42 | |
| 6 | Broadcom Inc. | 4.926% | 5/15/2037 | 550 | 533 | |
| Broadcom Inc. | 4.900% | 2/15/2038 | 702 | 677 | ||
| Broadcom Inc. | 3.500% | 2/15/2041 | 670 | 535 | ||
| Broadcom Inc. | 3.750% | 2/15/2051 | 500 | 372 | ||
| Broadcom Inc. | 5.700% | 1/15/2056 | 330 | 328 | ||
| Cadence Design Systems Inc. | 4.200% | 9/10/2027 | 100 | 100 | ||
| Cadence Design Systems Inc. | 4.300% | 9/10/2029 | 250 | 249 | ||
| Cadence Design Systems Inc. | 4.700% | 9/10/2034 | 400 | 393 | ||
| CDW LLC / CDW Finance Corp. | 4.250% | 4/1/2028 | 100 | 99 | ||
| CDW LLC / CDW Finance Corp. | 3.250% | 2/15/2029 | 100 | 95 | ||
| CDW LLC / CDW Finance Corp. | 5.100% | 3/1/2030 | 110 | 110 | ||
| CDW LLC / CDW Finance Corp. | 5.550% | 8/22/2034 | 110 | 108 | ||
| CGI Inc. | 4.950% | 3/14/2030 | 200 | 201 | ||
| CGI Inc. | 2.300% | 9/14/2031 | 100 | 87 | ||
| Cisco Systems Inc. | 4.550% | 2/24/2028 | 138 | 140 | ||
| Cisco Systems Inc. | 4.850% | 2/26/2029 | 450 | 458 | ||
| Cisco Systems Inc. | 4.750% | 2/24/2030 | 202 | 206 | ||
| Cisco Systems Inc. | 4.950% | 2/26/2031 | 642 | 657 | ||
| Cisco Systems Inc. | 4.950% | 2/24/2032 | 415 | 423 | ||
| Cisco Systems Inc. | 5.050% | 2/26/2034 | 713 | 723 | ||
| Cisco Systems Inc. | 5.100% | 2/24/2035 | 213 | 216 | ||
| Cisco Systems Inc. | 5.900% | 2/15/2039 | 950 | 1,003 | ||
| Cisco Systems Inc. | 5.300% | 2/26/2054 | 400 | 375 | ||
| Cisco Systems Inc. | 5.500% | 2/24/2055 | 148 | 143 | ||
| Cisco Systems Inc. | 5.350% | 2/26/2064 | 200 | 185 | ||
| Concentrix Corp. | 6.600% | 8/2/2028 | 136 | 135 | ||
| Concentrix Corp. | 6.500% | 3/1/2029 | 150 | 146 | ||
| Corning Inc. | 5.750% | 8/15/2040 | 195 | 197 | ||
| Corning Inc. | 3.900% | 11/15/2049 | 100 | 75 | ||
| Corning Inc. | 4.375% | 11/15/2057 | 300 | 236 | ||
| Corning Inc. | 5.450% | 11/15/2079 | 200 | 180 | ||
| Dell Inc. | 7.100% | 4/15/2028 | 30 | 31 | ||
| Dell Inc. | 6.500% | 4/15/2038 | 100 | 106 | ||
| Dell International LLC / EMC Corp. | 6.100% | 7/15/2027 | 100 | 102 | ||
| Dell International LLC / EMC Corp. | 5.250% | 2/1/2028 | 200 | 203 | ||
| Dell International LLC / EMC Corp. | 4.750% | 4/1/2028 | 121 | 122 | ||
| Dell International LLC / EMC Corp. | 4.150% | 2/15/2029 | 137 | 136 | ||
| Dell International LLC / EMC Corp. | 5.300% | 10/1/2029 | 30 | 31 | ||
| Dell International LLC / EMC Corp. | 4.350% | 2/1/2030 | 100 | 99 | ||
| Dell International LLC / EMC Corp. | 5.000% | 4/1/2030 | 59 | 60 | ||
| Dell International LLC / EMC Corp. | 6.200% | 7/15/2030 | 62 | 65 | ||
| Dell International LLC / EMC Corp. | 4.500% | 2/15/2031 | 424 | 418 | ||
| Dell International LLC / EMC Corp. | 5.300% | 4/1/2032 | 464 | 471 | ||
| Dell International LLC / EMC Corp. | 4.750% | 10/6/2032 | 211 | 208 | ||
| Dell International LLC / EMC Corp. | 5.750% | 2/1/2033 | 50 | 52 | ||
| Dell International LLC / EMC Corp. | 4.850% | 2/1/2035 | 498 | 482 | ||
| Dell International LLC / EMC Corp. | 5.500% | 4/1/2035 | 209 | 212 | ||
| Dell International LLC / EMC Corp. | 5.100% | 2/15/2036 | 225 | 220 | ||
| Dell International LLC / EMC Corp. | 8.100% | 7/15/2036 | 173 | 205 | ||
| Dell International LLC / EMC Corp. | 3.375% | 12/15/2041 | 200 | 149 | ||
| Dell International LLC / EMC Corp. | 8.350% | 7/15/2046 | 105 | 130 | ||
| Dell International LLC / EMC Corp. | 3.450% | 12/15/2051 | 100 | 68 | ||
| DXC Technology Co. | 2.375% | 9/15/2028 | 200 | 188 | ||
| Flex Ltd. | 4.875% | 6/15/2029 | 150 | 151 | ||
| Flex Ltd. | 5.250% | 1/15/2032 | 280 | 281 | ||
| Flex Ltd. | 5.375% | 11/13/2035 | 113 | 111 | ||
| Gartner Inc. | 4.950% | 3/20/2031 | 200 | 195 | ||
| Gartner Inc. | 5.600% | 11/20/2035 | 200 | 189 | ||
| Genpact Luxembourg Sarl / Genpact USA Inc. | 6.000% | 6/4/2029 | 50 | 51 | ||
| Genpact UK Finco plc / Genpact USA Inc. | 4.950% | 11/18/2030 | 110 | 108 | ||
| Hewlett Packard Enterprise Co. | 4.050% | 9/15/2027 | 189 | 188 | ||
| Hewlett Packard Enterprise Co. | 4.400% | 9/25/2027 | 100 | 100 | ||
| Hewlett Packard Enterprise Co. | 4.500% | 3/23/2028 | 87 | 87 | ||
| Hewlett Packard Enterprise Co. | 5.250% | 7/1/2028 | 200 | 203 | ||
| Hewlett Packard Enterprise Co. | 4.150% | 9/15/2028 | 182 | 181 | ||
| Hewlett Packard Enterprise Co. | 4.600% | 3/23/2029 | 118 | 118 | ||
| Hewlett Packard Enterprise Co. | 4.550% | 10/15/2029 | 275 | 274 | ||
| Hewlett Packard Enterprise Co. | 4.400% | 10/15/2030 | 375 | 368 | ||
| Hewlett Packard Enterprise Co. | 4.850% | 10/15/2031 | 150 | 149 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Hewlett Packard Enterprise Co. | 5.250% | 4/1/2033 | 114 | 113 | ||
| Hewlett Packard Enterprise Co. | 5.000% | 10/15/2034 | 700 | 677 | ||
| Hewlett Packard Enterprise Co. | 6.350% | 10/15/2045 | 157 | 156 | ||
| Hewlett Packard Enterprise Co. | 5.600% | 10/15/2054 | 300 | 268 | ||
| HP Inc. | 3.000% | 6/17/2027 | 350 | 344 | ||
| HP Inc. | 4.750% | 1/15/2028 | 200 | 201 | ||
| HP Inc. | 5.400% | 4/25/2030 | 150 | 153 | ||
| HP Inc. | 3.400% | 6/17/2030 | 500 | 473 | ||
| HP Inc. | 2.650% | 6/17/2031 | 200 | 178 | ||
| HP Inc. | 4.200% | 4/15/2032 | 64 | 61 | ||
| HP Inc. | 6.100% | 4/25/2035 | 168 | 175 | ||
| HP Inc. | 6.000% | 9/15/2041 | 100 | 99 | ||
| IBM International Capital Pte. Ltd. | 4.750% | 2/5/2031 | 200 | 200 | ||
| IBM International Capital Pte. Ltd. | 5.250% | 2/5/2044 | 200 | 184 | ||
| IBM International Capital Pte. Ltd. | 5.300% | 2/5/2054 | 200 | 178 | ||
| Intel Corp. | 3.750% | 8/5/2027 | 200 | 198 | ||
| Intel Corp. | 4.875% | 2/10/2028 | 310 | 312 | ||
| Intel Corp. | 1.600% | 8/12/2028 | 200 | 187 | ||
| Intel Corp. | 2.450% | 11/15/2029 | 625 | 580 | ||
| Intel Corp. | 3.900% | 3/25/2030 | 345 | 334 | ||
| Intel Corp. | 2.000% | 8/12/2031 | 200 | 173 | ||
| Intel Corp. | 4.150% | 8/5/2032 | 200 | 191 | ||
| Intel Corp. | 4.000% | 12/15/2032 | 150 | 141 | ||
| Intel Corp. | 5.200% | 2/10/2033 | 396 | 399 | ||
| Intel Corp. | 4.600% | 3/25/2040 | 100 | 88 | ||
| Intel Corp. | 2.800% | 8/12/2041 | 200 | 137 | ||
| Intel Corp. | 4.250% | 12/15/2042 | 150 | 121 | ||
| Intel Corp. | 5.625% | 2/10/2043 | 500 | 473 | ||
| Intel Corp. | 4.900% | 7/29/2045 | 150 | 127 | ||
| Intel Corp. | 4.100% | 5/19/2046 | 250 | 187 | ||
| Intel Corp. | 4.100% | 5/11/2047 | 200 | 149 | ||
| Intel Corp. | 3.734% | 12/8/2047 | 500 | 349 | ||
| Intel Corp. | 3.250% | 11/15/2049 | 300 | 189 | ||
| Intel Corp. | 4.750% | 3/25/2050 | 400 | 323 | ||
| Intel Corp. | 3.050% | 8/12/2051 | 250 | 151 | ||
| Intel Corp. | 5.700% | 2/10/2053 | 481 | 443 | ||
| Intel Corp. | 5.600% | 2/21/2054 | 500 | 458 | ||
| Intel Corp. | 3.100% | 2/15/2060 | 300 | 165 | ||
| Intel Corp. | 3.200% | 8/12/2061 | 200 | 112 | ||
| Intel Corp. | 5.050% | 8/5/2062 | 300 | 242 | ||
| Intel Corp. | 5.900% | 2/10/2063 | 200 | 186 | ||
| International Business Machines Corp. | 1.700% | 5/15/2027 | 265 | 258 | ||
| International Business Machines Corp. | 6.220% | 8/1/2027 | 75 | 77 | ||
| International Business Machines Corp. | 6.500% | 1/15/2028 | 75 | 78 | ||
| International Business Machines Corp. | 4.500% | 2/6/2028 | 300 | 301 | ||
| International Business Machines Corp. | 4.000% | 2/3/2029 | 107 | 106 | ||
| International Business Machines Corp. | 3.500% | 5/15/2029 | 450 | 438 | ||
| International Business Machines Corp. | 1.950% | 5/15/2030 | 500 | 451 | ||
| International Business Machines Corp. | 4.600% | 2/3/2033 | 123 | 121 | ||
| International Business Machines Corp. | 4.750% | 2/6/2033 | 200 | 199 | ||
| International Business Machines Corp. | 5.200% | 2/10/2035 | 200 | 201 | ||
| International Business Machines Corp. | 4.950% | 2/3/2036 | 232 | 226 | ||
| International Business Machines Corp. | 4.150% | 5/15/2039 | 375 | 325 | ||
| International Business Machines Corp. | 4.000% | 6/20/2042 | 358 | 290 | ||
| International Business Machines Corp. | 4.250% | 5/15/2049 | 700 | 539 | ||
| International Business Machines Corp. | 2.950% | 5/15/2050 | 165 | 101 | ||
| International Business Machines Corp. | 5.700% | 2/10/2055 | 930 | 878 | ||
| International Business Machines Corp. | 5.800% | 2/3/2056 | 182 | 174 | ||
| Intuit Inc. | 1.350% | 7/15/2027 | 100 | 96 | ||
| Intuit Inc. | 1.650% | 7/15/2030 | 100 | 89 | ||
| Intuit Inc. | 5.200% | 9/15/2033 | 200 | 203 | ||
| Intuit Inc. | 5.500% | 9/15/2053 | 275 | 253 | ||
| Jabil Inc. | 3.950% | 1/12/2028 | 100 | 99 | ||
| Jabil Inc. | 4.200% | 2/1/2029 | 94 | 93 | ||
| Jabil Inc. | 3.600% | 1/15/2030 | 100 | 96 | ||
| Jabil Inc. | 3.000% | 1/15/2031 | 150 | 138 | ||
| Jabil Inc. | 4.750% | 2/1/2033 | 96 | 93 | ||
| Juniper Networks Inc. | 3.750% | 8/15/2029 | 200 | 194 | ||
| Juniper Networks Inc. | 5.950% | 3/15/2041 | 25 | 24 | ||
| KLA Corp. | 4.100% | 3/15/2029 | 150 | 149 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| KLA Corp. | 4.650% | 7/15/2032 | 200 | 201 | ||
| KLA Corp. | 5.000% | 3/15/2049 | 75 | 68 | ||
| KLA Corp. | 3.300% | 3/1/2050 | 150 | 102 | ||
| KLA Corp. | 4.950% | 7/15/2052 | 200 | 179 | ||
| KLA Corp. | 5.250% | 7/15/2062 | 200 | 182 | ||
| Kyndryl Holdings Inc. | 2.700% | 10/15/2028 | 100 | 92 | ||
| Kyndryl Holdings Inc. | 3.150% | 10/15/2031 | 100 | 83 | ||
| Kyndryl Holdings Inc. | 4.100% | 10/15/2041 | 100 | 70 | ||
| Lam Research Corp. | 4.000% | 3/15/2029 | 150 | 149 | ||
| Lam Research Corp. | 1.900% | 6/15/2030 | 295 | 267 | ||
| Lam Research Corp. | 4.875% | 3/15/2049 | 125 | 112 | ||
| Lam Research Corp. | 2.875% | 6/15/2050 | 150 | 94 | ||
| Lam Research Corp. | 3.125% | 6/15/2060 | 100 | 61 | ||
| Leidos Inc. | 4.100% | 3/15/2029 | 150 | 148 | ||
| Leidos Inc. | 2.300% | 2/15/2031 | 200 | 178 | ||
| Leidos Inc. | 5.750% | 3/15/2033 | 82 | 85 | ||
| Leidos Inc. | 5.500% | 3/15/2035 | 91 | 92 | ||
| Leidos Inc. | 5.000% | 3/15/2036 | 261 | 252 | ||
| Marvell Technology Inc. | 2.450% | 4/15/2028 | 100 | 96 | ||
| Marvell Technology Inc. | 4.875% | 6/22/2028 | 100 | 101 | ||
| Marvell Technology Inc. | 4.750% | 7/15/2030 | 100 | 100 | ||
| Marvell Technology Inc. | 5.950% | 9/15/2033 | 100 | 105 | ||
| Marvell Technology Inc. | 5.450% | 7/15/2035 | 100 | 102 | ||
| Microchip Technology Inc. | 4.900% | 3/15/2028 | 150 | 151 | ||
| Microchip Technology Inc. | 5.050% | 3/15/2029 | 650 | 659 | ||
| Microchip Technology Inc. | 5.050% | 2/15/2030 | 125 | 126 | ||
| Micron Technology Inc. | 5.300% | 1/15/2031 | 150 | 157 | ||
| Micron Technology Inc. | 5.875% | 2/9/2033 | 235 | 251 | ||
| Micron Technology Inc. | 5.875% | 9/15/2033 | 200 | 214 | ||
| Micron Technology Inc. | 5.800% | 1/15/2035 | 150 | 160 | ||
| Micron Technology Inc. | 6.050% | 11/1/2035 | 400 | 431 | ||
| Micron Technology Inc. | 3.366% | 11/1/2041 | 100 | 78 | ||
| Micron Technology Inc. | 3.477% | 11/1/2051 | 100 | 70 | ||
| Microsoft Corp. | 1.350% | 9/15/2030 | 150 | 133 | ||
| Microsoft Corp. | 3.500% | 2/12/2035 | 325 | 303 | ||
| Microsoft Corp. | 4.200% | 11/3/2035 | 350 | 343 | ||
| Microsoft Corp. | 3.450% | 8/8/2036 | 675 | 608 | ||
| Microsoft Corp. | 4.100% | 2/6/2037 | 250 | 238 | ||
| Microsoft Corp. | 3.700% | 8/8/2046 | 448 | 353 | ||
| Microsoft Corp. | 4.500% | 6/15/2047 | 200 | 176 | ||
| Microsoft Corp. | 2.525% | 6/1/2050 | 1,329 | 796 | ||
| Microsoft Corp. | 2.500% | 9/15/2050 | 300 | 178 | ||
| Microsoft Corp. | 2.921% | 3/17/2052 | 918 | 590 | ||
| Microsoft Corp. | 2.675% | 6/1/2060 | 475 | 265 | ||
| Motorola Solutions Inc. | 4.600% | 2/23/2028 | 125 | 126 | ||
| Motorola Solutions Inc. | 4.850% | 8/15/2030 | 100 | 101 | ||
| Motorola Solutions Inc. | 5.200% | 8/15/2032 | 25 | 25 | ||
| Motorola Solutions Inc. | 5.550% | 8/15/2035 | 925 | 946 | ||
| Motorola Solutions Inc. | 5.500% | 9/1/2044 | 75 | 72 | ||
| NetApp Inc. | 2.375% | 6/22/2027 | 100 | 98 | ||
| NetApp Inc. | 5.500% | 3/17/2032 | 134 | 137 | ||
| NetApp Inc. | 5.700% | 3/17/2035 | 122 | 124 | ||
| Nokia OYJ | 6.625% | 5/15/2039 | 90 | 94 | ||
| NVIDIA Corp. | 1.550% | 6/15/2028 | 250 | 238 | ||
| NVIDIA Corp. | 2.850% | 4/1/2030 | 300 | 285 | ||
| NVIDIA Corp. | 2.000% | 6/15/2031 | 250 | 224 | ||
| NVIDIA Corp. | 3.500% | 4/1/2040 | 200 | 167 | ||
| NVIDIA Corp. | 3.500% | 4/1/2050 | 350 | 258 | ||
| NVIDIA Corp. | 3.700% | 4/1/2060 | 113 | 81 | ||
| NXP BV / NXP Funding LLC | 5.550% | 12/1/2028 | 75 | 77 | ||
| NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/2029 | 450 | 446 | ||
| NXP BV / NXP Funding LLC / NXP USA Inc. | 3.400% | 5/1/2030 | 200 | 191 | ||
| NXP BV / NXP Funding LLC / NXP USA Inc. | 2.500% | 5/11/2031 | 200 | 180 | ||
| NXP BV / NXP Funding LLC / NXP USA Inc. | 2.650% | 2/15/2032 | 412 | 364 | ||
| NXP BV / NXP Funding LLC / NXP USA Inc. | 3.250% | 5/11/2041 | 200 | 147 | ||
| Oracle Corp. | 2.800% | 4/1/2027 | 388 | 381 | ||
| Oracle Corp. | 2.300% | 3/25/2028 | 300 | 286 | ||
| Oracle Corp. | 4.500% | 5/6/2028 | 35 | 35 | ||
| Oracle Corp. | 4.800% | 8/3/2028 | 400 | 400 | ||
| Oracle Corp. | 4.550% | 2/4/2029 | 609 | 601 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Oracle Corp. | 4.200% | 9/27/2029 | 457 | 443 | ||
| Oracle Corp. | 6.150% | 11/9/2029 | 225 | 232 | ||
| Oracle Corp. | 2.950% | 4/1/2030 | 550 | 502 | ||
| Oracle Corp. | 4.650% | 5/6/2030 | 100 | 98 | ||
| Oracle Corp. | 4.450% | 9/26/2030 | 466 | 449 | ||
| Oracle Corp. | 4.950% | 2/4/2031 | 912 | 893 | ||
| Oracle Corp. | 2.875% | 3/25/2031 | 1,042 | 926 | ||
| Oracle Corp. | 5.250% | 2/3/2032 | 288 | 283 | ||
| Oracle Corp. | 4.800% | 9/26/2032 | 500 | 476 | ||
| Oracle Corp. | 5.350% | 5/4/2033 | 571 | 556 | ||
| Oracle Corp. | 4.300% | 7/8/2034 | 325 | 288 | ||
| Oracle Corp. | 4.700% | 9/27/2034 | 325 | 296 | ||
| Oracle Corp. | 3.900% | 5/15/2035 | 150 | 127 | ||
| Oracle Corp. | 5.500% | 8/3/2035 | 331 | 316 | ||
| Oracle Corp. | 5.200% | 9/26/2035 | 551 | 516 | ||
| Oracle Corp. | 5.700% | 2/4/2036 | 997 | 959 | ||
| Oracle Corp. | 3.800% | 11/15/2037 | 525 | 417 | ||
| Oracle Corp. | 6.125% | 7/8/2039 | 164 | 156 | ||
| Oracle Corp. | 3.600% | 4/1/2040 | 605 | 439 | ||
| Oracle Corp. | 5.375% | 7/15/2040 | 852 | 747 | ||
| Oracle Corp. | 3.650% | 3/25/2041 | 386 | 274 | ||
| Oracle Corp. | 4.500% | 7/8/2044 | 285 | 210 | ||
| Oracle Corp. | 4.125% | 5/15/2045 | 425 | 292 | ||
| Oracle Corp. | 5.875% | 9/26/2045 | 650 | 561 | ||
| Oracle Corp. | 6.550% | 2/4/2046 | 500 | 467 | ||
| Oracle Corp. | 4.000% | 7/15/2046 | 523 | 353 | ||
| Oracle Corp. | 4.000% | 11/15/2047 | 600 | 395 | ||
| Oracle Corp. | 3.600% | 4/1/2050 | 795 | 480 | ||
| Oracle Corp. | 6.900% | 11/9/2052 | 550 | 520 | ||
| Oracle Corp. | 5.550% | 2/6/2053 | 614 | 490 | ||
| Oracle Corp. | 5.375% | 9/27/2054 | 200 | 155 | ||
| Oracle Corp. | 6.000% | 8/3/2055 | 434 | 364 | ||
| Oracle Corp. | 5.950% | 9/26/2055 | 800 | 673 | ||
| Oracle Corp. | 6.700% | 2/4/2056 | 1,079 | 999 | ||
| Oracle Corp. | 3.850% | 4/1/2060 | 652 | 383 | ||
| Oracle Corp. | 4.100% | 3/25/2061 | 261 | 161 | ||
| Oracle Corp. | 6.125% | 8/3/2065 | 673 | 557 | ||
| Oracle Corp. | 6.100% | 9/26/2065 | 404 | 335 | ||
| Oracle Corp. | 6.850% | 2/4/2066 | 732 | 672 | ||
| Qorvo Inc. | 4.375% | 10/15/2029 | 200 | 196 | ||
| QUALCOMM Inc. | 3.250% | 5/20/2027 | 400 | 396 | ||
| QUALCOMM Inc. | 1.300% | 5/20/2028 | 378 | 357 | ||
| QUALCOMM Inc. | 1.650% | 5/20/2032 | 714 | 605 | ||
| QUALCOMM Inc. | 4.750% | 5/20/2032 | 100 | 101 | ||
| QUALCOMM Inc. | 5.400% | 5/20/2033 | 200 | 208 | ||
| QUALCOMM Inc. | 4.300% | 5/20/2047 | 250 | 203 | ||
| QUALCOMM Inc. | 3.250% | 5/20/2050 | 200 | 134 | ||
| QUALCOMM Inc. | 4.500% | 5/20/2052 | 200 | 163 | ||
| QUALCOMM Inc. | 6.000% | 5/20/2053 | 200 | 203 | ||
| Roper Technologies Inc. | 1.400% | 9/15/2027 | 500 | 479 | ||
| Roper Technologies Inc. | 4.200% | 9/15/2028 | 175 | 174 | ||
| Roper Technologies Inc. | 2.950% | 9/15/2029 | 125 | 118 | ||
| Roper Technologies Inc. | 2.000% | 6/30/2030 | 125 | 112 | ||
| Roper Technologies Inc. | 1.750% | 2/15/2031 | 200 | 173 | ||
| Roper Technologies Inc. | 4.750% | 2/15/2032 | 50 | 49 | ||
| Roper Technologies Inc. | 4.900% | 10/15/2034 | 200 | 193 | ||
| Salesforce Inc. | 3.700% | 4/11/2028 | 325 | 321 | ||
| Salesforce Inc. | 1.500% | 7/15/2028 | 200 | 188 | ||
| Salesforce Inc. | 1.950% | 7/15/2031 | 300 | 262 | ||
| Salesforce Inc. | 4.900% | 9/15/2031 | 474 | 473 | ||
| Salesforce Inc. | 5.200% | 3/15/2033 | 500 | 499 | ||
| Salesforce Inc. | 5.550% | 3/15/2036 | 825 | 822 | ||
| Salesforce Inc. | 2.700% | 7/15/2041 | 250 | 170 | ||
| Salesforce Inc. | 6.400% | 3/15/2046 | 275 | 277 | ||
| Salesforce Inc. | 2.900% | 7/15/2051 | 244 | 143 | ||
| Salesforce Inc. | 6.550% | 3/15/2056 | 700 | 702 | ||
| Salesforce Inc. | 3.050% | 7/15/2061 | 200 | 111 | ||
| Salesforce Inc. | 6.700% | 3/15/2066 | 175 | 178 | ||
| ServiceNow Inc. | 1.400% | 9/1/2030 | 400 | 347 | ||
| Synopsys Inc. | 4.550% | 4/1/2027 | 59 | 59 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Synopsys Inc. | 4.650% | 4/1/2028 | 79 | 79 | ||
| Synopsys Inc. | 4.850% | 4/1/2030 | 72 | 73 | ||
| Synopsys Inc. | 5.000% | 4/1/2032 | 114 | 115 | ||
| Synopsys Inc. | 5.150% | 4/1/2035 | 315 | 316 | ||
| Synopsys Inc. | 5.700% | 4/1/2055 | 526 | 502 | ||
| TD SYNNEX Corp. | 4.300% | 1/17/2029 | 179 | 177 | ||
| TD SYNNEX Corp. | 5.300% | 10/10/2035 | 400 | 387 | ||
| Teledyne Technologies Inc. | 2.750% | 4/1/2031 | 300 | 274 | ||
| Texas Instruments Inc. | 2.900% | 11/3/2027 | 94 | 92 | ||
| Texas Instruments Inc. | 2.250% | 9/4/2029 | 100 | 94 | ||
| Texas Instruments Inc. | 1.750% | 5/4/2030 | 210 | 190 | ||
| Texas Instruments Inc. | 4.500% | 5/23/2030 | 200 | 201 | ||
| Texas Instruments Inc. | 1.900% | 9/15/2031 | 150 | 132 | ||
| Texas Instruments Inc. | 4.900% | 3/14/2033 | 200 | 203 | ||
| Texas Instruments Inc. | 4.850% | 2/8/2034 | 100 | 101 | ||
| Texas Instruments Inc. | 3.875% | 3/15/2039 | 142 | 124 | ||
| Texas Instruments Inc. | 4.150% | 5/15/2048 | 300 | 243 | ||
| Texas Instruments Inc. | 5.000% | 3/14/2053 | 400 | 361 | ||
| Texas Instruments Inc. | 5.050% | 5/18/2063 | 300 | 263 | ||
| TSMC Arizona Corp. | 2.500% | 10/25/2031 | 200 | 181 | ||
| TSMC Arizona Corp. | 4.250% | 4/22/2032 | 200 | 198 | ||
| TSMC Arizona Corp. | 3.125% | 10/25/2041 | 200 | 161 | ||
| TSMC Arizona Corp. | 3.250% | 10/25/2051 | 200 | 150 | ||
| TSMC Arizona Corp. | 4.500% | 4/22/2052 | 200 | 186 | ||
| VMware LLC | 1.800% | 8/15/2028 | 200 | 188 | ||
| VMware LLC | 4.700% | 5/15/2030 | 150 | 151 | ||
| VMware LLC | 2.200% | 8/15/2031 | 300 | 264 | ||
| Workday Inc. | 3.500% | 4/1/2027 | 200 | 198 | ||
| Workday Inc. | 3.700% | 4/1/2029 | 100 | 97 | ||
| Workday Inc. | 3.800% | 4/1/2032 | 200 | 186 | ||
| Xilinx Inc. | 2.375% | 6/1/2030 | 200 | 184 | ||
| 105,394 | ||||||
| Utilities (2.5%) | ||||||
| AEP Texas Inc. | 3.950% | 6/1/2028 | 100 | 99 | ||
| AEP Texas Inc. | 5.450% | 5/15/2029 | 200 | 205 | ||
| AEP Texas Inc. | 2.100% | 7/1/2030 | 200 | 181 | ||
| AEP Texas Inc. | 5.700% | 5/15/2034 | 253 | 261 | ||
| AEP Texas Inc. | 5.200% | 4/15/2036 | 100 | 98 | ||
| AEP Texas Inc. | 3.800% | 10/1/2047 | 50 | 36 | ||
| AEP Texas Inc. | 5.250% | 5/15/2052 | 89 | 79 | ||
| AEP Texas Inc. | 5.850% | 10/15/2055 | 195 | 188 | ||
| AEP Transmission Co. LLC | 5.150% | 4/1/2034 | 50 | 50 | ||
| AEP Transmission Co. LLC | 4.000% | 12/1/2046 | 75 | 59 | ||
| AEP Transmission Co. LLC | 3.750% | 12/1/2047 | 100 | 74 | ||
| AEP Transmission Co. LLC | 3.800% | 6/15/2049 | 70 | 52 | ||
| AEP Transmission Co. LLC | 3.150% | 9/15/2049 | 70 | 46 | ||
| AEP Transmission Co. LLC | 3.650% | 4/1/2050 | 150 | 109 | ||
| AEP Transmission Co. LLC | 4.500% | 6/15/2052 | 400 | 328 | ||
| AES Corp. | 5.450% | 6/1/2028 | 200 | 202 | ||
| AES Corp. | 2.450% | 1/15/2031 | 300 | 266 | ||
| AES Corp. | 5.800% | 3/15/2032 | 308 | 310 | ||
| Alabama Power Co. | 1.450% | 9/15/2030 | 500 | 439 | ||
| Alabama Power Co. | 4.300% | 3/15/2031 | 100 | 99 | ||
| Alabama Power Co. | 3.940% | 9/1/2032 | 331 | 318 | ||
| Alabama Power Co. | 6.125% | 5/15/2038 | 50 | 54 | ||
| Alabama Power Co. | 3.850% | 12/1/2042 | 25 | 20 | ||
| Alabama Power Co. | 4.150% | 8/15/2044 | 75 | 61 | ||
| Alabama Power Co. | 3.750% | 3/1/2045 | 150 | 115 | ||
| Alabama Power Co. | 4.300% | 1/2/2046 | 200 | 165 | ||
| Alabama Power Co. | 3.700% | 12/1/2047 | 50 | 37 | ||
| Alabama Power Co. | 3.450% | 10/1/2049 | 58 | 40 | ||
| Alabama Power Co. | 3.125% | 7/15/2051 | 107 | 69 | ||
| Alabama Power Co. | 3.000% | 3/15/2052 | 200 | 126 | ||
| Alliant Energy Corp. | 5.750% | 4/1/2056 | 107 | 104 | ||
| Ameren Corp. | 3.500% | 1/15/2031 | 300 | 285 | ||
| Ameren Corp. | 5.375% | 3/15/2035 | 243 | 246 | ||
| Ameren Corp. | 5.000% | 5/15/2036 | 200 | 195 | ||
| Ameren Illinois Co. | 3.800% | 5/15/2028 | 75 | 74 | ||
| Ameren Illinois Co. | 4.950% | 6/1/2033 | 125 | 126 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Ameren Illinois Co. | 3.700% | 12/1/2047 | 150 | 112 | ||
| Ameren Illinois Co. | 3.250% | 3/15/2050 | 60 | 40 | ||
| Ameren Illinois Co. | 5.550% | 7/1/2054 | 200 | 192 | ||
| Ameren Illinois Co. | 5.625% | 3/1/2055 | 158 | 154 | ||
| American Electric Power Co. Inc. | 3.200% | 11/13/2027 | 75 | 74 | ||
| American Electric Power Co. Inc. | 4.300% | 12/1/2028 | 150 | 150 | ||
| American Electric Power Co. Inc. | 5.200% | 1/15/2029 | 200 | 204 | ||
| American Electric Power Co. Inc. | 5.625% | 3/1/2033 | 200 | 207 | ||
| American Electric Power Co. Inc. | 3.250% | 3/1/2050 | 71 | 47 | ||
| American Electric Power Co. Inc. | 6.950% | 12/15/2054 | 175 | 185 | ||
| American Electric Power Co. Inc. | 7.050% | 12/15/2054 | 150 | 154 | ||
| American Electric Power Co. Inc. | 5.800% | 3/15/2056 | 257 | 254 | ||
| American Electric Power Co. Inc. | 6.050% | 3/15/2056 | 210 | 208 | ||
| American Water Capital Corp. | 2.950% | 9/1/2027 | 325 | 319 | ||
| American Water Capital Corp. | 3.450% | 6/1/2029 | 125 | 122 | ||
| American Water Capital Corp. | 2.800% | 5/1/2030 | 100 | 94 | ||
| American Water Capital Corp. | 4.450% | 6/1/2032 | 250 | 246 | ||
| American Water Capital Corp. | 5.150% | 3/1/2034 | 150 | 152 | ||
| 4 | American Water Capital Corp. | 5.200% | 4/1/2036 | 150 | 150 | |
| American Water Capital Corp. | 6.593% | 10/15/2037 | 50 | 56 | ||
| American Water Capital Corp. | 4.300% | 9/1/2045 | 100 | 83 | ||
| American Water Capital Corp. | 3.750% | 9/1/2047 | 100 | 75 | ||
| American Water Capital Corp. | 4.200% | 9/1/2048 | 300 | 238 | ||
| American Water Capital Corp. | 4.150% | 6/1/2049 | 125 | 98 | ||
| American Water Capital Corp. | 3.450% | 5/1/2050 | 100 | 69 | ||
| American Water Capital Corp. | 3.250% | 6/1/2051 | 98 | 65 | ||
| American Water Capital Corp. | 5.700% | 9/1/2055 | 139 | 136 | ||
| Appalachian Power Co. | 3.300% | 6/1/2027 | 500 | 493 | ||
| Appalachian Power Co. | 5.650% | 4/1/2034 | 100 | 103 | ||
| Appalachian Power Co. | 4.500% | 3/1/2049 | 71 | 58 | ||
| Appalachian Power Co. | 3.700% | 5/1/2050 | 100 | 71 | ||
| Arizona Public Service Co. | 2.950% | 9/15/2027 | 50 | 49 | ||
| Arizona Public Service Co. | 5.700% | 8/15/2034 | 163 | 169 | ||
| Arizona Public Service Co. | 4.500% | 4/1/2042 | 225 | 194 | ||
| Arizona Public Service Co. | 4.350% | 11/15/2045 | 125 | 101 | ||
| Arizona Public Service Co. | 4.250% | 3/1/2049 | 100 | 78 | ||
| Arizona Public Service Co. | 3.350% | 5/15/2050 | 100 | 66 | ||
| Arizona Public Service Co. | 2.650% | 9/15/2050 | 100 | 59 | ||
| Arizona Public Service Co. | 5.900% | 8/15/2055 | 200 | 197 | ||
| Atmos Energy Corp. | 3.000% | 6/15/2027 | 100 | 99 | ||
| Atmos Energy Corp. | 2.625% | 9/15/2029 | 100 | 95 | ||
| Atmos Energy Corp. | 5.900% | 11/15/2033 | 300 | 321 | ||
| Atmos Energy Corp. | 5.200% | 8/15/2035 | 100 | 102 | ||
| Atmos Energy Corp. | 5.500% | 6/15/2041 | 200 | 201 | ||
| Atmos Energy Corp. | 4.150% | 1/15/2043 | 100 | 84 | ||
| Atmos Energy Corp. | 4.125% | 10/15/2044 | 50 | 41 | ||
| Atmos Energy Corp. | 3.375% | 9/15/2049 | 400 | 276 | ||
| Atmos Energy Corp. | 2.850% | 2/15/2052 | 200 | 123 | ||
| Atmos Energy Corp. | 5.000% | 12/15/2054 | 200 | 178 | ||
| Atmos Energy Corp. | 5.450% | 1/15/2056 | 85 | 81 | ||
| Avangrid Inc. | 3.800% | 6/1/2029 | 195 | 191 | ||
| Avista Corp. | 4.350% | 6/1/2048 | 75 | 60 | ||
| Avista Corp. | 4.000% | 4/1/2052 | 72 | 54 | ||
| Baltimore Gas & Electric Co. | 2.250% | 6/15/2031 | 100 | 89 | ||
| Baltimore Gas & Electric Co. | 5.300% | 6/1/2034 | 100 | 102 | ||
| Baltimore Gas & Electric Co. | 5.450% | 6/1/2035 | 250 | 256 | ||
| Baltimore Gas & Electric Co. | 3.500% | 8/15/2046 | 100 | 72 | ||
| Baltimore Gas & Electric Co. | 3.750% | 8/15/2047 | 200 | 149 | ||
| Baltimore Gas & Electric Co. | 4.250% | 9/15/2048 | 50 | 40 | ||
| Baltimore Gas & Electric Co. | 3.200% | 9/15/2049 | 80 | 53 | ||
| Baltimore Gas & Electric Co. | 2.900% | 6/15/2050 | 100 | 63 | ||
| Baltimore Gas & Electric Co. | 5.400% | 6/1/2053 | 300 | 283 | ||
| Baltimore Gas & Electric Co. | 5.650% | 6/1/2054 | 100 | 97 | ||
| 6 | Basin Electric Power Cooperative | 5.850% | 10/15/2055 | 150 | 146 | |
| Berkshire Hathaway Energy Co. | 3.250% | 4/15/2028 | 125 | 123 | ||
| Berkshire Hathaway Energy Co. | 3.700% | 7/15/2030 | 450 | 437 | ||
| Berkshire Hathaway Energy Co. | 6.125% | 4/1/2036 | 450 | 480 | ||
| Berkshire Hathaway Energy Co. | 5.950% | 5/15/2037 | 225 | 237 | ||
| Berkshire Hathaway Energy Co. | 5.150% | 11/15/2043 | 150 | 140 | ||
| Berkshire Hathaway Energy Co. | 4.500% | 2/1/2045 | 150 | 127 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Berkshire Hathaway Energy Co. | 3.800% | 7/15/2048 | 50 | 37 | ||
| Berkshire Hathaway Energy Co. | 4.450% | 1/15/2049 | 100 | 81 | ||
| Berkshire Hathaway Energy Co. | 4.250% | 10/15/2050 | 200 | 156 | ||
| Berkshire Hathaway Energy Co. | 2.850% | 5/15/2051 | 200 | 121 | ||
| Black Hills Corp. | 3.050% | 10/15/2029 | 70 | 66 | ||
| Black Hills Corp. | 4.550% | 1/31/2031 | 100 | 99 | ||
| Black Hills Corp. | 4.350% | 5/1/2033 | 75 | 71 | ||
| Black Hills Corp. | 6.000% | 1/15/2035 | 300 | 311 | ||
| Black Hills Corp. | 4.200% | 9/15/2046 | 50 | 39 | ||
| CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/2033 | 50 | 56 | ||
| CenterPoint Energy Houston Electric LLC | 4.950% | 4/1/2033 | 106 | 107 | ||
| CenterPoint Energy Houston Electric LLC | 5.150% | 3/1/2034 | 550 | 557 | ||
| CenterPoint Energy Houston Electric LLC | 5.050% | 3/1/2035 | 50 | 50 | ||
| CenterPoint Energy Houston Electric LLC | 4.950% | 8/15/2035 | 182 | 180 | ||
| CenterPoint Energy Houston Electric LLC | 4.850% | 4/1/2036 | 119 | 117 | ||
| CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/2044 | 121 | 105 | ||
| CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/2050 | 100 | 63 | ||
| CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/2051 | 200 | 136 | ||
| CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/2052 | 56 | 49 | ||
| CenterPoint Energy Inc. | 5.400% | 6/1/2029 | 186 | 191 | ||
| CenterPoint Energy Inc. | 2.950% | 3/1/2030 | 70 | 66 | ||
| CenterPoint Energy Inc. | 6.850% | 2/15/2055 | 100 | 105 | ||
| CenterPoint Energy Inc. | 7.000% | 2/15/2055 | 50 | 52 | ||
| CenterPoint Energy Inc. | 5.950% | 4/1/2056 | 130 | 128 | ||
| CenterPoint Energy Resources Corp. | 4.000% | 4/1/2028 | 100 | 99 | ||
| CenterPoint Energy Resources Corp. | 1.750% | 10/1/2030 | 100 | 89 | ||
| CenterPoint Energy Resources Corp. | 4.400% | 7/1/2032 | 200 | 197 | ||
| CenterPoint Energy Resources Corp. | 5.400% | 3/1/2033 | 13 | 13 | ||
| CenterPoint Energy Resources Corp. | 5.400% | 7/1/2034 | 50 | 51 | ||
| CenterPoint Energy Resources Corp. | 5.850% | 1/15/2041 | 250 | 255 | ||
| Centerpoint Energy Restoration Bond Co. III LLC | 4.864% | 12/15/2040 | 290 | 283 | ||
| Cleco Corporate Holdings LLC | 4.973% | 5/1/2046 | 125 | 107 | ||
| Cleveland Electric Illuminating Co. | 5.950% | 12/15/2036 | 175 | 181 | ||
| CMS Energy Corp. | 3.450% | 8/15/2027 | 50 | 49 | ||
| CMS Energy Corp. | 4.875% | 3/1/2044 | 75 | 66 | ||
| CMS Energy Corp. | 4.750% | 6/1/2050 | 100 | 97 | ||
| CMS Energy Corp. | 6.500% | 6/1/2055 | 175 | 177 | ||
| Commonwealth Edison Co. | 2.950% | 8/15/2027 | 75 | 74 | ||
| Commonwealth Edison Co. | 3.700% | 8/15/2028 | 145 | 143 | ||
| Commonwealth Edison Co. | 2.200% | 3/1/2030 | 50 | 46 | ||
| Commonwealth Edison Co. | 5.300% | 6/1/2034 | 50 | 51 | ||
| Commonwealth Edison Co. | 5.900% | 3/15/2036 | 150 | 159 | ||
| Commonwealth Edison Co. | 6.450% | 1/15/2038 | 175 | 192 | ||
| Commonwealth Edison Co. | 4.600% | 8/15/2043 | 75 | 65 | ||
| Commonwealth Edison Co. | 4.700% | 1/15/2044 | 175 | 154 | ||
| Commonwealth Edison Co. | 3.700% | 3/1/2045 | 75 | 57 | ||
| Commonwealth Edison Co. | 3.650% | 6/15/2046 | 100 | 75 | ||
| Commonwealth Edison Co. | 4.000% | 3/1/2048 | 350 | 272 | ||
| Commonwealth Edison Co. | 4.000% | 3/1/2049 | 125 | 96 | ||
| Commonwealth Edison Co. | 3.000% | 3/1/2050 | 200 | 128 | ||
| Commonwealth Edison Co. | 3.850% | 3/15/2052 | 200 | 147 | ||
| Commonwealth Edison Co. | 5.650% | 6/1/2054 | 100 | 98 | ||
| Commonwealth Edison Co. | 5.950% | 6/1/2055 | 300 | 305 | ||
| Connecticut Light & Power Co. | 4.950% | 8/15/2034 | 50 | 50 | ||
| Connecticut Light & Power Co. | 4.300% | 4/15/2044 | 150 | 125 | ||
| Connecticut Light & Power Co. | 4.000% | 4/1/2048 | 160 | 124 | ||
| Consolidated Edison Co of New York Inc. | 5.750% | 11/15/2055 | 179 | 177 | ||
| Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/2031 | 600 | 542 | ||
| Consolidated Edison Co. of New York Inc. | 5.200% | 3/1/2033 | 576 | 592 | ||
| Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/2035 | 200 | 203 | ||
| Consolidated Edison Co. of New York Inc. | 5.125% | 3/15/2035 | 200 | 201 | ||
| Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/2036 | 75 | 80 | ||
| Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/2044 | 200 | 170 | ||
| Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/2045 | 375 | 317 | ||
| Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/2046 | 145 | 111 | ||
| Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/2047 | 75 | 57 | ||
| Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/2049 | 300 | 233 | ||
| Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/2050 | 250 | 192 | ||
| Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/2052 | 200 | 208 | ||
| Consolidated Edison Co. of New York Inc. | 5.900% | 11/15/2053 | 200 | 200 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Consolidated Edison Co. of New York Inc. | 5.700% | 5/15/2054 | 100 | 98 | ||
| Consolidated Edison Co. of New York Inc. | 5.500% | 3/15/2055 | 300 | 286 | ||
| Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/2057 | 75 | 54 | ||
| Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/2058 | 120 | 96 | ||
| Constellation Energy Generation LLC | 3.900% | 1/8/2028 | 121 | 120 | ||
| Constellation Energy Generation LLC | 5.600% | 3/1/2028 | 46 | 47 | ||
| Constellation Energy Generation LLC | 4.400% | 1/15/2031 | 92 | 91 | ||
| Constellation Energy Generation LLC | 5.800% | 3/1/2033 | 134 | 141 | ||
| Constellation Energy Generation LLC | 6.125% | 1/15/2034 | 200 | 214 | ||
| Constellation Energy Generation LLC | 6.250% | 10/1/2039 | 210 | 222 | ||
| Constellation Energy Generation LLC | 5.750% | 10/1/2041 | 75 | 75 | ||
| Constellation Energy Generation LLC | 5.600% | 6/15/2042 | 155 | 152 | ||
| Constellation Energy Generation LLC | 6.500% | 10/1/2053 | 200 | 213 | ||
| Constellation Energy Generation LLC | 5.875% | 1/15/2066 | 328 | 315 | ||
| Consumers Energy Co. | 4.650% | 3/1/2028 | 500 | 504 | ||
| Consumers Energy Co. | 3.800% | 11/15/2028 | 75 | 74 | ||
| Consumers Energy Co. | 4.700% | 1/15/2030 | 100 | 101 | ||
| Consumers Energy Co. | 4.500% | 1/15/2031 | 50 | 50 | ||
| Consumers Energy Co. | 3.600% | 8/15/2032 | 19 | 18 | ||
| Consumers Energy Co. | 4.625% | 5/15/2033 | 75 | 74 | ||
| Consumers Energy Co. | 5.050% | 5/15/2035 | 150 | 151 | ||
| Consumers Energy Co. | 3.950% | 5/15/2043 | 75 | 61 | ||
| Consumers Energy Co. | 3.250% | 8/15/2046 | 50 | 35 | ||
| Consumers Energy Co. | 3.950% | 7/15/2047 | 50 | 39 | ||
| Consumers Energy Co. | 4.050% | 5/15/2048 | 425 | 334 | ||
| Consumers Energy Co. | 4.350% | 4/15/2049 | 80 | 66 | ||
| Consumers Energy Co. | 3.100% | 8/15/2050 | 80 | 52 | ||
| Consumers Energy Co. | 3.500% | 8/1/2051 | 200 | 142 | ||
| Consumers Energy Co. | 4.200% | 9/1/2052 | 84 | 67 | ||
| Dayton Power & Light Co. | 4.550% | 8/15/2030 | 60 | 59 | ||
| Delmarva Power & Light Co. | 4.150% | 5/15/2045 | 100 | 81 | ||
| Dominion Energy Inc. | 4.600% | 5/15/2028 | 100 | 100 | ||
| Dominion Energy Inc. | 4.250% | 6/1/2028 | 125 | 125 | ||
| Dominion Energy Inc. | 3.375% | 4/1/2030 | 125 | 119 | ||
| Dominion Energy Inc. | 2.250% | 8/15/2031 | 250 | 221 | ||
| Dominion Energy Inc. | 4.350% | 8/15/2032 | 56 | 54 | ||
| Dominion Energy Inc. | 5.375% | 11/15/2032 | 200 | 205 | ||
| Dominion Energy Inc. | 6.300% | 3/15/2033 | 75 | 80 | ||
| Dominion Energy Inc. | 5.250% | 8/1/2033 | 250 | 252 | ||
| Dominion Energy Inc. | 4.900% | 8/1/2041 | 280 | 250 | ||
| Dominion Energy Inc. | 4.050% | 9/15/2042 | 300 | 237 | ||
| Dominion Energy Inc. | 4.850% | 8/15/2052 | 200 | 168 | ||
| Dominion Energy Inc. | 7.000% | 6/1/2054 | 100 | 106 | ||
| Dominion Energy Inc. | 6.875% | 2/1/2055 | 100 | 103 | ||
| Dominion Energy Inc. | 6.625% | 5/15/2055 | 200 | 202 | ||
| Dominion Energy Inc. | 6.000% | 2/15/2056 | 250 | 248 | ||
| Dominion Energy Inc. | 6.200% | 2/15/2056 | 350 | 347 | ||
| Dominion Energy South Carolina Inc. | 2.300% | 12/1/2031 | 100 | 88 | ||
| Dominion Energy South Carolina Inc. | 6.625% | 2/1/2032 | 50 | 55 | ||
| Dominion Energy South Carolina Inc. | 5.300% | 1/15/2035 | 50 | 51 | ||
| Dominion Energy South Carolina Inc. | 6.050% | 1/15/2038 | 125 | 132 | ||
| Dominion Energy South Carolina Inc. | 5.450% | 2/1/2041 | 75 | 74 | ||
| Dominion Energy South Carolina Inc. | 4.600% | 6/15/2043 | 75 | 65 | ||
| DTE Electric Co. | 4.250% | 5/14/2027 | 50 | 50 | ||
| DTE Electric Co. | 2.250% | 3/1/2030 | 450 | 416 | ||
| DTE Electric Co. | 2.625% | 3/1/2031 | 100 | 92 | ||
| DTE Electric Co. | 3.000% | 3/1/2032 | 250 | 230 | ||
| DTE Electric Co. | 5.200% | 3/1/2034 | 50 | 51 | ||
| DTE Electric Co. | 5.250% | 5/15/2035 | 125 | 127 | ||
| DTE Electric Co. | 4.850% | 3/1/2036 | 113 | 111 | ||
| DTE Electric Co. | 4.000% | 4/1/2043 | 225 | 184 | ||
| DTE Electric Co. | 3.700% | 6/1/2046 | 50 | 38 | ||
| DTE Electric Co. | 3.750% | 8/15/2047 | 100 | 75 | ||
| DTE Electric Co. | 3.950% | 3/1/2049 | 78 | 60 | ||
| DTE Electric Co. | 2.950% | 3/1/2050 | 150 | 97 | ||
| DTE Electric Co. | 3.650% | 3/1/2052 | 250 | 181 | ||
| DTE Electric Co. | 5.850% | 5/15/2055 | 285 | 287 | ||
| DTE Electric Co. | 5.550% | 3/1/2056 | 143 | 138 | ||
| DTE Energy Co. | 4.950% | 7/1/2027 | 100 | 101 | ||
| DTE Energy Co. | 4.875% | 6/1/2028 | 550 | 555 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| DTE Energy Co. | 5.100% | 3/1/2029 | 200 | 203 | ||
| DTE Energy Co. | 3.400% | 6/15/2029 | 94 | 91 | ||
| DTE Energy Co. | 2.950% | 3/1/2030 | 60 | 57 | ||
| DTE Energy Co. | 5.200% | 4/1/2030 | 116 | 118 | ||
| DTE Energy Co. | 5.850% | 6/1/2034 | 364 | 381 | ||
| DTE Energy Co. | 5.050% | 10/1/2035 | 503 | 496 | ||
| Duke Energy Carolinas LLC | 3.950% | 11/15/2028 | 125 | 124 | ||
| Duke Energy Carolinas LLC | 6.000% | 12/1/2028 | 125 | 130 | ||
| Duke Energy Carolinas LLC | 2.450% | 8/15/2029 | 200 | 188 | ||
| Duke Energy Carolinas LLC | 2.450% | 2/1/2030 | 100 | 93 | ||
| Duke Energy Carolinas LLC | 4.850% | 3/15/2030 | 100 | 102 | ||
| Duke Energy Carolinas LLC | 2.550% | 4/15/2031 | 200 | 183 | ||
| Duke Energy Carolinas LLC | 4.950% | 1/15/2033 | 175 | 178 | ||
| Duke Energy Carolinas LLC | 4.850% | 1/15/2034 | 200 | 200 | ||
| Duke Energy Carolinas LLC | 6.100% | 6/1/2037 | 100 | 106 | ||
| Duke Energy Carolinas LLC | 6.000% | 1/15/2038 | 25 | 26 | ||
| Duke Energy Carolinas LLC | 6.050% | 4/15/2038 | 25 | 27 | ||
| Duke Energy Carolinas LLC | 5.300% | 2/15/2040 | 150 | 149 | ||
| Duke Energy Carolinas LLC | 4.000% | 9/30/2042 | 175 | 144 | ||
| Duke Energy Carolinas LLC | 3.875% | 3/15/2046 | 100 | 77 | ||
| Duke Energy Carolinas LLC | 3.700% | 12/1/2047 | 100 | 74 | ||
| Duke Energy Carolinas LLC | 3.200% | 8/15/2049 | 350 | 234 | ||
| Duke Energy Carolinas LLC | 5.400% | 1/15/2054 | 350 | 332 | ||
| Duke Energy Carolinas SC Storm Funding LLC | 4.898% | 3/1/2046 | 260 | 257 | ||
| Duke Energy Corp. | 3.150% | 8/15/2027 | 140 | 138 | ||
| Duke Energy Corp. | 4.300% | 3/15/2028 | 200 | 200 | ||
| Duke Energy Corp. | 2.450% | 6/1/2030 | 100 | 92 | ||
| Duke Energy Corp. | 2.550% | 6/15/2031 | 200 | 180 | ||
| Duke Energy Corp. | 5.750% | 9/15/2033 | 100 | 104 | ||
| Duke Energy Corp. | 5.450% | 6/15/2034 | 100 | 102 | ||
| Duke Energy Corp. | 4.950% | 9/15/2035 | 139 | 136 | ||
| Duke Energy Corp. | 3.300% | 6/15/2041 | 350 | 263 | ||
| Duke Energy Corp. | 4.800% | 12/15/2045 | 275 | 236 | ||
| Duke Energy Corp. | 3.750% | 9/1/2046 | 180 | 133 | ||
| Duke Energy Corp. | 4.200% | 6/15/2049 | 115 | 88 | ||
| Duke Energy Corp. | 3.500% | 6/15/2051 | 140 | 94 | ||
| Duke Energy Corp. | 6.100% | 9/15/2053 | 350 | 351 | ||
| Duke Energy Corp. | 5.800% | 6/15/2054 | 575 | 551 | ||
| Duke Energy Corp. | 6.450% | 9/1/2054 | 150 | 155 | ||
| Duke Energy Florida LLC | 3.800% | 7/15/2028 | 100 | 99 | ||
| Duke Energy Florida LLC | 2.500% | 12/1/2029 | 425 | 399 | ||
| Duke Energy Florida LLC | 1.750% | 6/15/2030 | 100 | 90 | ||
| Duke Energy Florida LLC | 4.200% | 12/1/2030 | 25 | 25 | ||
| Duke Energy Florida LLC | 2.400% | 12/15/2031 | 200 | 179 | ||
| Duke Energy Florida LLC | 4.850% | 12/1/2035 | 100 | 98 | ||
| Duke Energy Florida LLC | 6.350% | 9/15/2037 | 225 | 244 | ||
| Duke Energy Florida LLC | 6.400% | 6/15/2038 | 200 | 218 | ||
| Duke Energy Florida LLC | 3.850% | 11/15/2042 | 100 | 80 | ||
| Duke Energy Florida LLC | 3.400% | 10/1/2046 | 100 | 71 | ||
| Duke Energy Florida LLC | 4.200% | 7/15/2048 | 100 | 79 | ||
| Duke Energy Florida LLC | 3.000% | 12/15/2051 | 550 | 345 | ||
| Duke Energy Florida LLC | 6.200% | 11/15/2053 | 380 | 398 | ||
| 3 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/2031 | 51 | 49 | |
| Duke Energy Indiana LLC | 5.250% | 3/1/2034 | 100 | 102 | ||
| Duke Energy Indiana LLC | 4.950% | 3/15/2036 | 26 | 26 | ||
| Duke Energy Indiana LLC | 6.350% | 8/15/2038 | 590 | 642 | ||
| Duke Energy Indiana LLC | 3.750% | 5/15/2046 | 425 | 323 | ||
| Duke Energy Indiana LLC | 5.900% | 5/15/2055 | 25 | 25 | ||
| Duke Energy Ohio Inc. | 2.125% | 6/1/2030 | 100 | 91 | ||
| Duke Energy Ohio Inc. | 5.300% | 6/15/2035 | 75 | 76 | ||
| Duke Energy Ohio Inc. | 3.700% | 6/15/2046 | 25 | 19 | ||
| Duke Energy Ohio Inc. | 5.550% | 3/15/2054 | 100 | 96 | ||
| Duke Energy Progress LLC | 2.000% | 8/15/2031 | 200 | 176 | ||
| Duke Energy Progress LLC | 5.250% | 3/15/2033 | 350 | 361 | ||
| Duke Energy Progress LLC | 5.100% | 3/15/2034 | 100 | 102 | ||
| Duke Energy Progress LLC | 5.050% | 3/15/2035 | 201 | 202 | ||
| Duke Energy Progress LLC | 4.375% | 3/30/2044 | 300 | 254 | ||
| Duke Energy Progress LLC | 3.700% | 10/15/2046 | 50 | 37 | ||
| Duke Energy Progress LLC | 3.600% | 9/15/2047 | 50 | 36 | ||
| Duke Energy Progress LLC | 5.350% | 3/15/2053 | 150 | 140 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Duke Energy Progress LLC | 5.550% | 3/15/2055 | 241 | 233 | ||
| Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/2030 | 39 | 37 | ||
| 3 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/2039 | 100 | 85 | |
| Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/2043 | 100 | 77 | ||
| Edison International | 5.750% | 6/15/2027 | 25 | 25 | ||
| Edison International | 5.250% | 11/15/2028 | 50 | 50 | ||
| Edison International | 5.450% | 6/15/2029 | 100 | 101 | ||
| Edison International | 6.950% | 11/15/2029 | 250 | 264 | ||
| Edison International | 4.800% | 3/15/2031 | 275 | 269 | ||
| Emera US Finance LP | 4.750% | 6/15/2046 | 245 | 203 | ||
| Enel Chile SA | 4.875% | 6/12/2028 | 125 | 126 | ||
| Entergy Arkansas LLC | 5.450% | 6/1/2034 | 125 | 129 | ||
| Entergy Arkansas LLC | 4.950% | 1/15/2036 | 89 | 87 | ||
| Entergy Arkansas LLC | 2.650% | 6/15/2051 | 500 | 290 | ||
| Entergy Arkansas LLC | 5.750% | 6/1/2054 | 50 | 49 | ||
| Entergy Arkansas LLC | 5.750% | 1/15/2056 | 110 | 108 | ||
| Entergy Corp. | 2.800% | 6/15/2030 | 100 | 93 | ||
| Entergy Corp. | 3.750% | 6/15/2050 | 300 | 212 | ||
| Entergy Corp. | 7.125% | 12/1/2054 | 100 | 102 | ||
| Entergy Corp. | 5.875% | 6/15/2056 | 75 | 74 | ||
| Entergy Corp. | 6.100% | 6/15/2056 | 100 | 99 | ||
| Entergy Louisiana LLC | 3.120% | 9/1/2027 | 100 | 99 | ||
| Entergy Louisiana LLC | 3.050% | 6/1/2031 | 100 | 93 | ||
| Entergy Louisiana LLC | 4.000% | 3/15/2033 | 150 | 143 | ||
| Entergy Louisiana LLC | 5.350% | 3/15/2034 | 50 | 51 | ||
| Entergy Louisiana LLC | 5.150% | 9/15/2034 | 150 | 151 | ||
| Entergy Louisiana LLC | 4.900% | 4/15/2036 | 122 | 119 | ||
| Entergy Louisiana LLC | 4.950% | 1/15/2045 | 150 | 135 | ||
| Entergy Louisiana LLC | 4.200% | 9/1/2048 | 167 | 132 | ||
| Entergy Louisiana LLC | 4.200% | 4/1/2050 | 100 | 79 | ||
| Entergy Louisiana LLC | 2.900% | 3/15/2051 | 121 | 74 | ||
| Entergy Louisiana LLC | 4.750% | 9/15/2052 | 150 | 127 | ||
| Entergy Louisiana LLC | 5.700% | 3/15/2054 | 250 | 243 | ||
| Entergy Louisiana LLC | 5.800% | 3/15/2055 | 275 | 270 | ||
| Entergy Louisiana LLC | 5.650% | 4/15/2056 | 200 | 192 | ||
| Entergy Mississippi LLC | 2.850% | 6/1/2028 | 125 | 121 | ||
| Entergy Mississippi LLC | 5.050% | 4/15/2036 | 61 | 60 | ||
| Entergy Mississippi LLC | 5.850% | 6/1/2054 | 200 | 197 | ||
| Entergy Mississippi LLC | 5.800% | 4/15/2055 | 88 | 87 | ||
| Entergy Texas Inc. | 4.000% | 3/30/2029 | 100 | 99 | ||
| Entergy Texas Inc. | 1.750% | 3/15/2031 | 500 | 437 | ||
| Essential Utilities Inc. | 4.800% | 8/15/2027 | 500 | 502 | ||
| Essential Utilities Inc. | 3.566% | 5/1/2029 | 75 | 73 | ||
| Essential Utilities Inc. | 2.704% | 4/15/2030 | 100 | 93 | ||
| Essential Utilities Inc. | 5.125% | 3/15/2036 | 75 | 74 | ||
| Essential Utilities Inc. | 4.276% | 5/1/2049 | 85 | 67 | ||
| Essential Utilities Inc. | 3.351% | 4/15/2050 | 200 | 133 | ||
| Evergy Inc. | 4.250% | 3/15/2029 | 56 | 56 | ||
| Evergy Inc. | 2.900% | 9/15/2029 | 400 | 379 | ||
| Evergy Kansas Central Inc. | 3.100% | 4/1/2027 | 100 | 99 | ||
| Evergy Kansas Central Inc. | 5.250% | 3/15/2035 | 46 | 46 | ||
| Evergy Kansas Central Inc. | 4.125% | 3/1/2042 | 510 | 425 | ||
| Evergy Kansas Central Inc. | 3.250% | 9/1/2049 | 100 | 67 | ||
| Evergy Metro Inc. | 2.250% | 6/1/2030 | 100 | 91 | ||
| Evergy Metro Inc. | 4.950% | 4/15/2033 | 100 | 101 | ||
| Evergy Metro Inc. | 5.400% | 4/1/2034 | 250 | 257 | ||
| Evergy Metro Inc. | 5.125% | 8/15/2035 | 227 | 226 | ||
| Evergy Metro Inc. | 4.200% | 6/15/2047 | 100 | 79 | ||
| 6 | Evergy Missouri West Inc. | 5.650% | 6/1/2034 | 50 | 51 | |
| Eversource Energy | 3.300% | 1/15/2028 | 100 | 98 | ||
| Eversource Energy | 4.250% | 4/1/2029 | 200 | 198 | ||
| Eversource Energy | 5.850% | 4/15/2031 | 400 | 418 | ||
| Eversource Energy | 3.375% | 3/1/2032 | 119 | 109 | ||
| Eversource Energy | 5.125% | 5/15/2033 | 100 | 100 | ||
| Eversource Energy | 5.950% | 7/15/2034 | 375 | 391 | ||
| Eversource Energy | 3.450% | 1/15/2050 | 200 | 137 | ||
| Eversource Energy | 6.100% | 8/15/2056 | 68 | 67 | ||
| Eversource Energy | 6.350% | 8/15/2056 | 71 | 70 | ||
| Exelon Corp. | 5.150% | 3/15/2028 | 200 | 202 | ||
| Exelon Corp. | 5.150% | 3/15/2029 | 100 | 102 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Exelon Corp. | 5.450% | 3/15/2034 | 100 | 102 | ||
| Exelon Corp. | 4.950% | 3/15/2036 | 167 | 162 | ||
| Exelon Corp. | 5.100% | 6/15/2045 | 145 | 130 | ||
| Exelon Corp. | 4.450% | 4/15/2046 | 275 | 225 | ||
| Exelon Corp. | 5.600% | 3/15/2053 | 300 | 283 | ||
| Exelon Corp. | 6.500% | 3/15/2055 | 85 | 87 | ||
| FirstEnergy Corp. | 3.900% | 7/15/2027 | 100 | 99 | ||
| FirstEnergy Corp. | 2.250% | 9/1/2030 | 150 | 135 | ||
| FirstEnergy Corp. | 4.850% | 7/15/2047 | 150 | 128 | ||
| FirstEnergy Corp. | 3.400% | 3/1/2050 | 250 | 167 | ||
| 6 | FirstEnergy Pennsylvania Electric Co. | 4.150% | 3/15/2028 | 100 | 100 | |
| 6 | FirstEnergy Pennsylvania Electric Co. | 4.550% | 3/15/2031 | 150 | 149 | |
| FirstEnergy Transmission LLC | 4.550% | 1/15/2030 | 100 | 100 | ||
| FirstEnergy Transmission LLC | 4.750% | 1/15/2033 | 100 | 98 | ||
| FirstEnergy Transmission LLC | 5.000% | 1/15/2035 | 50 | 49 | ||
| Florida Power & Light Co. | 3.300% | 5/30/2027 | 50 | 50 | ||
| Florida Power & Light Co. | 4.400% | 5/15/2028 | 200 | 201 | ||
| Florida Power & Light Co. | 5.150% | 6/15/2029 | 150 | 154 | ||
| Florida Power & Light Co. | 4.625% | 5/15/2030 | 200 | 202 | ||
| Florida Power & Light Co. | 2.450% | 2/3/2032 | 200 | 179 | ||
| Florida Power & Light Co. | 5.100% | 4/1/2033 | 200 | 204 | ||
| Florida Power & Light Co. | 4.800% | 5/15/2033 | 200 | 200 | ||
| Florida Power & Light Co. | 5.625% | 4/1/2034 | 25 | 26 | ||
| Florida Power & Light Co. | 5.300% | 6/15/2034 | 150 | 154 | ||
| Florida Power & Light Co. | 4.700% | 2/15/2036 | 190 | 185 | ||
| Florida Power & Light Co. | 5.960% | 4/1/2039 | 325 | 347 | ||
| Florida Power & Light Co. | 4.125% | 2/1/2042 | 170 | 144 | ||
| Florida Power & Light Co. | 4.050% | 6/1/2042 | 125 | 105 | ||
| Florida Power & Light Co. | 3.700% | 12/1/2047 | 150 | 112 | ||
| Florida Power & Light Co. | 3.950% | 3/1/2048 | 675 | 526 | ||
| Florida Power & Light Co. | 3.150% | 10/1/2049 | 205 | 138 | ||
| Florida Power & Light Co. | 2.875% | 12/4/2051 | 500 | 312 | ||
| Florida Power & Light Co. | 5.600% | 6/15/2054 | 150 | 147 | ||
| Florida Power & Light Co. | 5.700% | 3/15/2055 | 60 | 60 | ||
| Florida Power & Light Co. | 5.800% | 3/15/2065 | 60 | 60 | ||
| Florida Power & Light Co. | 5.600% | 2/15/2066 | 174 | 168 | ||
| Georgia Power Co. | 4.650% | 5/16/2028 | 700 | 706 | ||
| Georgia Power Co. | 4.000% | 10/1/2028 | 167 | 166 | ||
| Georgia Power Co. | 4.550% | 3/15/2030 | 500 | 502 | ||
| Georgia Power Co. | 4.850% | 3/15/2031 | 284 | 288 | ||
| Georgia Power Co. | 4.950% | 5/17/2033 | 200 | 202 | ||
| Georgia Power Co. | 5.250% | 3/15/2034 | 150 | 153 | ||
| Georgia Power Co. | 5.200% | 3/15/2035 | 510 | 518 | ||
| Georgia Power Co. | 4.750% | 9/1/2040 | 175 | 164 | ||
| Georgia Power Co. | 4.300% | 3/15/2043 | 100 | 85 | ||
| Georgia Power Co. | 5.125% | 5/15/2052 | 245 | 224 | ||
| Georgia Power Co. | 5.500% | 10/1/2055 | 150 | 144 | ||
| Iberdrola International BV | 6.750% | 7/15/2036 | 75 | 84 | ||
| Idaho Power Co. | 5.200% | 8/15/2034 | 50 | 51 | ||
| Idaho Power Co. | 4.850% | 3/1/2036 | 98 | 96 | ||
| Idaho Power Co. | 5.500% | 3/15/2053 | 150 | 143 | ||
| Idaho Power Co. | 5.800% | 4/1/2054 | 200 | 200 | ||
| Indiana Michigan Power Co. | 3.850% | 5/15/2028 | 250 | 248 | ||
| Indiana Michigan Power Co. | 4.250% | 8/15/2048 | 100 | 79 | ||
| Indiana Michigan Power Co. | 5.625% | 4/1/2053 | 100 | 97 | ||
| Indiana Michigan Power Co. | 5.600% | 3/15/2056 | 75 | 72 | ||
| Interstate Power & Light Co. | 4.100% | 9/26/2028 | 125 | 124 | ||
| Interstate Power & Light Co. | 3.600% | 4/1/2029 | 60 | 59 | ||
| Interstate Power & Light Co. | 2.300% | 6/1/2030 | 100 | 91 | ||
| Interstate Power & Light Co. | 4.950% | 9/30/2034 | 50 | 49 | ||
| Interstate Power & Light Co. | 5.600% | 6/29/2035 | 125 | 128 | ||
| Interstate Power & Light Co. | 6.250% | 7/15/2039 | 50 | 53 | ||
| Interstate Power & Light Co. | 3.700% | 9/15/2046 | 75 | 55 | ||
| Interstate Power & Light Co. | 5.450% | 9/30/2054 | 100 | 93 | ||
| IPALCO Enterprises Inc. | 5.750% | 4/1/2034 | 100 | 99 | ||
| ITC Holdings Corp. | 3.350% | 11/15/2027 | 100 | 98 | ||
| ITC Holdings Corp. | 5.300% | 7/1/2043 | 200 | 185 | ||
| 6 | Jersey Central Power & Light Co. | 4.150% | 1/15/2029 | 236 | 235 | |
| 6 | Jersey Central Power & Light Co. | 4.400% | 1/15/2031 | 150 | 148 | |
| Jersey Central Power & Light Co. | 5.100% | 1/15/2035 | 50 | 50 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 6 | Jersey Central Power & Light Co. | 5.150% | 1/15/2036 | 150 | 149 | |
| 3 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/2042 | 57 | 55 | |
| 3 | Johnsonville Aeroderivative Combustion Turbine Generation LLC | 5.078% | 10/1/2054 | 197 | 186 | |
| Kentucky Utilities Co. | 5.125% | 11/1/2040 | 125 | 121 | ||
| Kentucky Utilities Co. | 4.375% | 10/1/2045 | 100 | 83 | ||
| Kentucky Utilities Co. | 3.300% | 6/1/2050 | 200 | 135 | ||
| Kentucky Utilities Co. | 5.850% | 8/15/2055 | 147 | 146 | ||
| Louisville Gas & Electric Co. | 4.250% | 4/1/2049 | 170 | 135 | ||
| Louisville Gas & Electric Co. | 5.850% | 8/15/2055 | 190 | 189 | ||
| MidAmerican Energy Co. | 3.100% | 5/1/2027 | 150 | 149 | ||
| MidAmerican Energy Co. | 3.650% | 4/15/2029 | 200 | 196 | ||
| MidAmerican Energy Co. | 6.750% | 12/30/2031 | 125 | 139 | ||
| MidAmerican Energy Co. | 4.800% | 9/15/2043 | 100 | 90 | ||
| MidAmerican Energy Co. | 4.400% | 10/15/2044 | 350 | 295 | ||
| MidAmerican Energy Co. | 3.950% | 8/1/2047 | 100 | 77 | ||
| MidAmerican Energy Co. | 3.650% | 8/1/2048 | 125 | 92 | ||
| MidAmerican Energy Co. | 4.250% | 7/15/2049 | 200 | 161 | ||
| MidAmerican Energy Co. | 5.850% | 9/15/2054 | 300 | 301 | ||
| MidAmerican Energy Co. | 5.300% | 2/1/2055 | 125 | 116 | ||
| Mississippi Power Co. | 4.250% | 3/15/2042 | 100 | 84 | ||
| National Fuel Gas Co. | 4.750% | 9/1/2028 | 50 | 50 | ||
| National Fuel Gas Co. | 2.950% | 3/1/2031 | 100 | 91 | ||
| National Fuel Gas Co. | 5.950% | 3/15/2035 | 110 | 114 | ||
| National Grid plc | 5.809% | 6/12/2033 | 300 | 313 | ||
| National Grid plc | 5.418% | 1/11/2034 | 150 | 153 | ||
| National Grid USA | 5.803% | 4/1/2035 | 50 | 52 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.120% | 9/16/2027 | 100 | 100 | ||
| National Rural Utilities Cooperative Finance Corp. | 3.950% | 12/10/2027 | 150 | 149 | ||
| National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/2028 | 150 | 148 | ||
| National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/2028 | 100 | 99 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.850% | 2/7/2029 | 75 | 76 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.050% | 2/9/2029 | 167 | 166 | ||
| National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/2029 | 300 | 294 | ||
| National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/2030 | 100 | 93 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.300% | 12/10/2030 | 129 | 128 | ||
| National Rural Utilities Cooperative Finance Corp. | 5.000% | 2/7/2031 | 75 | 77 | ||
| National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/2031 | 100 | 85 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/2032 | 204 | 196 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.150% | 12/15/2032 | 53 | 51 | ||
| National Rural Utilities Cooperative Finance Corp. | 5.000% | 8/15/2034 | 100 | 101 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/2049 | 100 | 81 | ||
| Nevada Power Co. | 3.700% | 5/1/2029 | 200 | 196 | ||
| Nevada Power Co. | 2.400% | 5/1/2030 | 75 | 69 | ||
| Nevada Power Co. | 6.750% | 7/1/2037 | 75 | 83 | ||
| Nevada Power Co. | 3.125% | 8/1/2050 | 150 | 97 | ||
| Nevada Power Co. | 6.000% | 3/15/2054 | 100 | 100 | ||
| Nevada Power Co. | 6.250% | 5/15/2055 | 50 | 50 | ||
| NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/2027 | 250 | 248 | ||
| NextEra Energy Capital Holdings Inc. | 4.685% | 9/1/2027 | 133 | 134 | ||
| NextEra Energy Capital Holdings Inc. | 4.850% | 2/4/2028 | 150 | 151 | ||
| NextEra Energy Capital Holdings Inc. | 4.900% | 2/28/2028 | 222 | 224 | ||
| NextEra Energy Capital Holdings Inc. | 4.900% | 3/15/2029 | 150 | 152 | ||
| NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/2029 | 100 | 97 | ||
| NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/2029 | 100 | 95 | ||
| NextEra Energy Capital Holdings Inc. | 5.050% | 3/15/2030 | 250 | 255 | ||
| NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/2030 | 500 | 456 | ||
| NextEra Energy Capital Holdings Inc. | 4.400% | 3/1/2031 | 300 | 297 | ||
| NextEra Energy Capital Holdings Inc. | 5.300% | 3/15/2032 | 225 | 231 | ||
| NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/2032 | 179 | 180 | ||
| NextEra Energy Capital Holdings Inc. | 5.050% | 2/28/2033 | 214 | 216 | ||
| NextEra Energy Capital Holdings Inc. | 5.450% | 3/15/2035 | 585 | 596 | ||
| NextEra Energy Capital Holdings Inc. | 5.250% | 2/28/2053 | 204 | 184 | ||
| NextEra Energy Capital Holdings Inc. | 5.550% | 3/15/2054 | 150 | 141 | ||
| NextEra Energy Capital Holdings Inc. | 6.750% | 6/15/2054 | 225 | 233 | ||
| NextEra Energy Capital Holdings Inc. | 6.700% | 9/1/2054 | 200 | 204 | ||
| NextEra Energy Capital Holdings Inc. | 5.900% | 3/15/2055 | 150 | 147 | ||
| NextEra Energy Capital Holdings Inc. | 5.850% | 3/1/2056 | 125 | 122 | ||
| NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/2077 | 125 | 122 | ||
| NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/2079 | 100 | 100 | ||
| NiSource Inc. | 3.490% | 5/15/2027 | 250 | 247 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| NiSource Inc. | 5.250% | 3/30/2028 | 200 | 203 | ||
| NiSource Inc. | 5.200% | 7/1/2029 | 150 | 153 | ||
| NiSource Inc. | 2.950% | 9/1/2029 | 200 | 190 | ||
| NiSource Inc. | 3.600% | 5/1/2030 | 200 | 193 | ||
| NiSource Inc. | 1.700% | 2/15/2031 | 300 | 261 | ||
| NiSource Inc. | 5.350% | 4/1/2034 | 200 | 204 | ||
| NiSource Inc. | 5.350% | 7/15/2035 | 850 | 856 | ||
| NiSource Inc. | 5.950% | 6/15/2041 | 77 | 78 | ||
| NiSource Inc. | 5.650% | 2/1/2045 | 100 | 97 | ||
| NiSource Inc. | 4.375% | 5/15/2047 | 200 | 161 | ||
| NiSource Inc. | 5.000% | 6/15/2052 | 63 | 54 | ||
| NiSource Inc. | 6.375% | 3/31/2055 | 100 | 102 | ||
| NiSource Inc. | 5.850% | 4/1/2055 | 420 | 408 | ||
| NiSource Inc. | 5.750% | 7/15/2056 | 100 | 98 | ||
| Northern States Power Co. | 5.050% | 5/15/2035 | 75 | 76 | ||
| Northern States Power Co. | 4.850% | 5/15/2036 | 57 | 56 | ||
| Northern States Power Co. | 6.250% | 6/1/2036 | 75 | 82 | ||
| Northern States Power Co. | 6.200% | 7/1/2037 | 50 | 54 | ||
| Northern States Power Co. | 5.350% | 11/1/2039 | 175 | 175 | ||
| Northern States Power Co. | 3.400% | 8/15/2042 | 105 | 81 | ||
| Northern States Power Co. | 2.900% | 3/1/2050 | 250 | 162 | ||
| Northern States Power Co. | 2.600% | 6/1/2051 | 63 | 38 | ||
| Northern States Power Co. | 5.100% | 5/15/2053 | 150 | 136 | ||
| Northern States Power Co. | 5.400% | 3/15/2054 | 200 | 190 | ||
| Northern States Power Co. | 5.650% | 6/15/2054 | 200 | 197 | ||
| Northern States Power Co. | 5.650% | 5/15/2055 | 50 | 49 | ||
| Northern States Power Co. | 5.550% | 5/15/2056 | 100 | 97 | ||
| NorthWestern Corp. | 4.176% | 11/15/2044 | 115 | 93 | ||
| NSTAR Electric Co. | 3.200% | 5/15/2027 | 125 | 124 | ||
| NSTAR Electric Co. | 3.250% | 5/15/2029 | 50 | 48 | ||
| NSTAR Electric Co. | 4.850% | 3/1/2030 | 70 | 71 | ||
| NSTAR Electric Co. | 5.400% | 6/1/2034 | 100 | 102 | ||
| NSTAR Electric Co. | 5.200% | 3/1/2035 | 450 | 453 | ||
| NSTAR Electric Co. | 5.500% | 3/15/2040 | 75 | 74 | ||
| NSTAR Electric Co. | 4.950% | 9/15/2052 | 74 | 66 | ||
| OGE Energy Corp. | 5.450% | 5/15/2029 | 50 | 51 | ||
| Oglethorpe Power Corp. | 5.950% | 11/1/2039 | 50 | 52 | ||
| Oglethorpe Power Corp. | 5.375% | 11/1/2040 | 275 | 268 | ||
| Oglethorpe Power Corp. | 6.200% | 12/1/2053 | 150 | 153 | ||
| Oglethorpe Power Corp. | 5.800% | 6/1/2054 | 75 | 73 | ||
| Oglethorpe Power Corp. | 5.900% | 2/1/2055 | 175 | 171 | ||
| Ohio Edison Co. | 6.875% | 7/15/2036 | 100 | 112 | ||
| Ohio Power Co. | 5.650% | 6/1/2034 | 50 | 51 | ||
| Ohio Power Co. | 4.150% | 4/1/2048 | 100 | 77 | ||
| Ohio Power Co. | 4.000% | 6/1/2049 | 190 | 142 | ||
| Ohio Power Co. | 2.900% | 10/1/2051 | 225 | 135 | ||
| Oklahoma Gas & Electric Co. | 3.800% | 8/15/2028 | 75 | 74 | ||
| Oklahoma Gas & Electric Co. | 3.300% | 3/15/2030 | 100 | 95 | ||
| Oklahoma Gas & Electric Co. | 3.250% | 4/1/2030 | 100 | 95 | ||
| Oklahoma Gas & Electric Co. | 5.400% | 1/15/2033 | 80 | 82 | ||
| Oklahoma Gas & Electric Co. | 4.150% | 4/1/2047 | 50 | 40 | ||
| Oklahoma Gas & Electric Co. | 3.850% | 8/15/2047 | 75 | 57 | ||
| 4 | Oklahoma Gas & Electric Co. | 5.900% | 4/1/2056 | 75 | 75 | |
| Oncor Electric Delivery Co. LLC | 3.700% | 11/15/2028 | 50 | 49 | ||
| Oncor Electric Delivery Co. LLC | 4.650% | 11/1/2029 | 100 | 101 | ||
| 6 | Oncor Electric Delivery Co. LLC | 4.500% | 3/15/2031 | 150 | 149 | |
| Oncor Electric Delivery Co. LLC | 7.250% | 1/15/2033 | 50 | 57 | ||
| Oncor Electric Delivery Co. LLC | 5.650% | 11/15/2033 | 200 | 210 | ||
| Oncor Electric Delivery Co. LLC | 7.500% | 9/1/2038 | 125 | 148 | ||
| Oncor Electric Delivery Co. LLC | 5.250% | 9/30/2040 | 125 | 122 | ||
| Oncor Electric Delivery Co. LLC | 4.550% | 12/1/2041 | 75 | 66 | ||
| Oncor Electric Delivery Co. LLC | 5.300% | 6/1/2042 | 37 | 35 | ||
| Oncor Electric Delivery Co. LLC | 3.750% | 4/1/2045 | 100 | 77 | ||
| Oncor Electric Delivery Co. LLC | 3.800% | 9/30/2047 | 50 | 38 | ||
| Oncor Electric Delivery Co. LLC | 3.800% | 6/1/2049 | 200 | 146 | ||
| Oncor Electric Delivery Co. LLC | 2.700% | 11/15/2051 | 250 | 146 | ||
| Oncor Electric Delivery Co. LLC | 4.950% | 9/15/2052 | 200 | 176 | ||
| Oncor Electric Delivery Co. LLC | 5.350% | 10/1/2052 | 63 | 58 | ||
| Oncor Electric Delivery Co. LLC | 5.550% | 6/15/2054 | 200 | 191 | ||
| 6 | Oncor Electric Delivery Co. LLC | 5.900% | 3/15/2056 | 111 | 111 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| ONE Gas Inc. | 5.100% | 4/1/2029 | 100 | 102 | ||
| ONE Gas Inc. | 2.000% | 5/15/2030 | 100 | 91 | ||
| ONE Gas Inc. | 4.658% | 2/1/2044 | 125 | 109 | ||
| ONE Gas Inc. | 4.500% | 11/1/2048 | 75 | 63 | ||
| Pacific Gas & Electric Co. | 3.300% | 12/1/2027 | 800 | 784 | ||
| Pacific Gas & Electric Co. | 5.000% | 6/4/2028 | 32 | 32 | ||
| Pacific Gas & Electric Co. | 3.000% | 6/15/2028 | 200 | 193 | ||
| Pacific Gas & Electric Co. | 3.750% | 7/1/2028 | 300 | 295 | ||
| Pacific Gas & Electric Co. | 6.100% | 1/15/2029 | 620 | 642 | ||
| Pacific Gas & Electric Co. | 5.550% | 5/15/2029 | 200 | 205 | ||
| Pacific Gas & Electric Co. | 4.550% | 7/1/2030 | 400 | 395 | ||
| Pacific Gas & Electric Co. | 2.500% | 2/1/2031 | 500 | 448 | ||
| Pacific Gas & Electric Co. | 4.400% | 3/1/2032 | 81 | 78 | ||
| Pacific Gas & Electric Co. | 5.900% | 6/15/2032 | 200 | 207 | ||
| Pacific Gas & Electric Co. | 5.050% | 10/15/2032 | 125 | 124 | ||
| Pacific Gas & Electric Co. | 6.150% | 1/15/2033 | 200 | 209 | ||
| Pacific Gas & Electric Co. | 6.400% | 6/15/2033 | 46 | 49 | ||
| Pacific Gas & Electric Co. | 6.950% | 3/15/2034 | 140 | 153 | ||
| Pacific Gas & Electric Co. | 5.700% | 3/1/2035 | 198 | 201 | ||
| Pacific Gas & Electric Co. | 5.200% | 5/1/2036 | 120 | 117 | ||
| Pacific Gas & Electric Co. | 4.500% | 7/1/2040 | 500 | 427 | ||
| Pacific Gas & Electric Co. | 4.300% | 3/15/2045 | 200 | 156 | ||
| Pacific Gas & Electric Co. | 3.950% | 12/1/2047 | 200 | 145 | ||
| Pacific Gas & Electric Co. | 4.950% | 7/1/2050 | 825 | 685 | ||
| Pacific Gas & Electric Co. | 6.750% | 1/15/2053 | 500 | 520 | ||
| Pacific Gas & Electric Co. | 6.700% | 4/1/2053 | 200 | 207 | ||
| Pacific Gas & Electric Co. | 5.900% | 10/1/2054 | 300 | 281 | ||
| Pacific Gas & Electric Co. | 6.150% | 3/1/2055 | 191 | 185 | ||
| Pacific Gas & Electric Co. | 6.100% | 10/15/2055 | 100 | 96 | ||
| Pacific Gas & Electric Co. | 6.000% | 5/1/2056 | 167 | 159 | ||
| PacifiCorp | 3.500% | 6/15/2029 | 200 | 192 | ||
| PacifiCorp | 2.700% | 9/15/2030 | 50 | 46 | ||
| PacifiCorp | 5.300% | 2/15/2031 | 48 | 49 | ||
| PacifiCorp | 7.700% | 11/15/2031 | 250 | 280 | ||
| PacifiCorp | 5.450% | 2/15/2034 | 100 | 100 | ||
| PacifiCorp | 5.250% | 6/15/2035 | 56 | 55 | ||
| PacifiCorp | 6.100% | 8/1/2036 | 100 | 102 | ||
| PacifiCorp | 6.250% | 10/15/2037 | 125 | 129 | ||
| PacifiCorp | 6.350% | 7/15/2038 | 75 | 77 | ||
| PacifiCorp | 6.000% | 1/15/2039 | 116 | 115 | ||
| PacifiCorp | 4.100% | 2/1/2042 | 56 | 44 | ||
| PacifiCorp | 4.125% | 1/15/2049 | 50 | 36 | ||
| PacifiCorp | 4.150% | 2/15/2050 | 150 | 109 | ||
| PacifiCorp | 5.350% | 12/1/2053 | 100 | 86 | ||
| PacifiCorp | 5.500% | 5/15/2054 | 200 | 175 | ||
| PacifiCorp | 5.800% | 1/15/2055 | 260 | 238 | ||
| PECO Energy Co. | 4.900% | 6/15/2033 | 400 | 403 | ||
| PECO Energy Co. | 4.875% | 9/15/2035 | 75 | 74 | ||
| PECO Energy Co. | 3.900% | 3/1/2048 | 75 | 57 | ||
| PECO Energy Co. | 2.800% | 6/15/2050 | 200 | 123 | ||
| PECO Energy Co. | 5.250% | 9/15/2054 | 50 | 46 | ||
| PECO Energy Co. | 5.650% | 9/15/2055 | 175 | 172 | ||
| 3 | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/2038 | 100 | 83 | |
| 3 | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/2048 | 100 | 74 | |
| PG&E Recovery Funding LLC | 4.838% | 6/1/2035 | 130 | 132 | ||
| PG&E Recovery Funding LLC | 5.256% | 1/15/2040 | 280 | 287 | ||
| PG&E Recovery Funding LLC | 5.231% | 6/1/2042 | 150 | 148 | ||
| PG&E Recovery Funding LLC | 5.536% | 7/15/2049 | 90 | 89 | ||
| PG&E Recovery Funding LLC | 5.529% | 6/1/2051 | 150 | 148 | ||
| 3 | PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/2032 | 87 | 85 | |
| PG&E Wildfire Recovery Funding LLC | 4.022% | 6/1/2033 | 34 | 33 | ||
| 3 | PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/2038 | 100 | 96 | |
| PG&E Wildfire Recovery Funding LLC | 4.722% | 6/1/2039 | 75 | 73 | ||
| PG&E Wildfire Recovery Funding LLC | 5.081% | 6/1/2043 | 75 | 73 | ||
| 3 | PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/2049 | 250 | 218 | |
| PG&E Wildfire Recovery Funding LLC | 5.212% | 12/1/2049 | 200 | 189 | ||
| 3 | PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/2053 | 100 | 86 | |
| PG&E Wildfire Recovery Funding LLC | 5.099% | 6/1/2054 | 75 | 69 | ||
| Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/2029 | 110 | 107 | ||
| Piedmont Natural Gas Co. Inc. | 5.400% | 6/15/2033 | 75 | 77 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Piedmont Natural Gas Co. Inc. | 5.100% | 2/15/2035 | 100 | 100 | ||
| Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/2043 | 50 | 44 | ||
| Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/2046 | 75 | 55 | ||
| Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/2050 | 200 | 135 | ||
| Pinnacle West Capital Corp. | 4.900% | 5/15/2028 | 75 | 76 | ||
| Pinnacle West Capital Corp. | 5.150% | 5/15/2030 | 75 | 76 | ||
| Potomac Electric Power Co. | 5.200% | 3/15/2034 | 50 | 51 | ||
| Potomac Electric Power Co. | 6.500% | 11/15/2037 | 250 | 276 | ||
| Potomac Electric Power Co. | 4.150% | 3/15/2043 | 150 | 124 | ||
| Potomac Electric Power Co. | 5.500% | 3/15/2054 | 50 | 48 | ||
| PPL Electric Utilities Corp. | 5.000% | 5/15/2033 | 200 | 202 | ||
| PPL Electric Utilities Corp. | 4.850% | 2/15/2034 | 97 | 97 | ||
| PPL Electric Utilities Corp. | 6.250% | 5/15/2039 | 100 | 108 | ||
| PPL Electric Utilities Corp. | 4.150% | 10/1/2045 | 155 | 127 | ||
| PPL Electric Utilities Corp. | 3.950% | 6/1/2047 | 75 | 58 | ||
| PPL Electric Utilities Corp. | 5.550% | 8/15/2055 | 379 | 368 | ||
| Progress Energy Inc. | 7.000% | 10/30/2031 | 119 | 131 | ||
| Public Service Co. of Colorado | 3.700% | 6/15/2028 | 75 | 74 | ||
| Public Service Co. of Colorado | 4.150% | 3/13/2029 | 110 | 110 | ||
| Public Service Co. of Colorado | 1.900% | 1/15/2031 | 100 | 88 | ||
| Public Service Co. of Colorado | 1.875% | 6/15/2031 | 100 | 87 | ||
| Public Service Co. of Colorado | 4.100% | 6/1/2032 | 50 | 49 | ||
| Public Service Co. of Colorado | 5.350% | 5/15/2034 | 400 | 407 | ||
| Public Service Co. of Colorado | 5.150% | 9/15/2035 | 396 | 395 | ||
| Public Service Co. of Colorado | 4.100% | 6/15/2048 | 75 | 59 | ||
| Public Service Co. of Colorado | 2.700% | 1/15/2051 | 100 | 59 | ||
| Public Service Co. of Colorado | 5.250% | 4/1/2053 | 200 | 181 | ||
| Public Service Co. of Colorado | 5.750% | 5/15/2054 | 200 | 195 | ||
| Public Service Co. of Colorado | 5.850% | 5/15/2055 | 400 | 397 | ||
| Public Service Co. of New Hampshire | 3.600% | 7/1/2049 | 75 | 54 | ||
| Public Service Co. of New Hampshire | 5.150% | 1/15/2053 | 54 | 49 | ||
| Public Service Co. of Oklahoma | 5.250% | 1/15/2033 | 85 | 86 | ||
| Public Service Co. of Oklahoma | 5.200% | 1/15/2035 | 100 | 100 | ||
| Public Service Co. of Oklahoma | 5.450% | 1/15/2036 | 200 | 201 | ||
| Public Service Electric & Gas Co. | 3.000% | 5/15/2027 | 75 | 74 | ||
| Public Service Electric & Gas Co. | 3.200% | 5/15/2029 | 70 | 68 | ||
| Public Service Electric & Gas Co. | 2.450% | 1/15/2030 | 50 | 47 | ||
| Public Service Electric & Gas Co. | 4.200% | 1/1/2031 | 172 | 170 | ||
| Public Service Electric & Gas Co. | 5.200% | 3/1/2034 | 100 | 102 | ||
| Public Service Electric & Gas Co. | 4.850% | 8/1/2034 | 400 | 397 | ||
| Public Service Electric & Gas Co. | 5.050% | 3/1/2035 | 100 | 101 | ||
| Public Service Electric & Gas Co. | 4.900% | 8/15/2035 | 217 | 215 | ||
| Public Service Electric & Gas Co. | 3.800% | 3/1/2046 | 250 | 193 | ||
| Public Service Electric & Gas Co. | 3.850% | 5/1/2049 | 200 | 152 | ||
| Public Service Electric & Gas Co. | 3.150% | 1/1/2050 | 200 | 133 | ||
| Public Service Electric & Gas Co. | 2.050% | 8/1/2050 | 500 | 265 | ||
| Public Service Electric & Gas Co. | 5.450% | 3/1/2054 | 100 | 96 | ||
| Public Service Electric & Gas Co. | 5.300% | 8/1/2054 | 250 | 234 | ||
| Public Service Electric & Gas Co. | 5.500% | 3/1/2055 | 100 | 97 | ||
| Public Service Electric & Gas Co. | 5.625% | 1/1/2056 | 195 | 192 | ||
| Public Service Enterprise Group Inc. | 5.875% | 10/15/2028 | 100 | 103 | ||
| Public Service Enterprise Group Inc. | 5.200% | 4/1/2029 | 200 | 204 | ||
| Public Service Enterprise Group Inc. | 1.600% | 8/15/2030 | 500 | 440 | ||
| Puget Energy Inc. | 4.100% | 6/15/2030 | 100 | 97 | ||
| Puget Energy Inc. | 5.725% | 3/15/2035 | 120 | 121 | ||
| Puget Sound Energy Inc. | 5.330% | 6/15/2034 | 100 | 102 | ||
| Puget Sound Energy Inc. | 6.274% | 3/15/2037 | 125 | 134 | ||
| Puget Sound Energy Inc. | 5.757% | 10/1/2039 | 125 | 127 | ||
| Puget Sound Energy Inc. | 4.300% | 5/20/2045 | 100 | 80 | ||
| Puget Sound Energy Inc. | 4.223% | 6/15/2048 | 125 | 100 | ||
| Puget Sound Energy Inc. | 3.250% | 9/15/2049 | 90 | 60 | ||
| Puget Sound Energy Inc. | 5.685% | 6/15/2054 | 50 | 49 | ||
| Puget Sound Energy Inc. | 5.598% | 9/15/2055 | 107 | 104 | ||
| San Diego Gas & Electric Co. | 1.700% | 10/1/2030 | 500 | 443 | ||
| San Diego Gas & Electric Co. | 3.000% | 3/15/2032 | 200 | 182 | ||
| San Diego Gas & Electric Co. | 5.400% | 4/15/2035 | 94 | 96 | ||
| San Diego Gas & Electric Co. | 5.200% | 3/15/2036 | 100 | 100 | ||
| San Diego Gas & Electric Co. | 4.500% | 8/15/2040 | 100 | 90 | ||
| San Diego Gas & Electric Co. | 3.750% | 6/1/2047 | 75 | 56 | ||
| San Diego Gas & Electric Co. | 3.320% | 4/15/2050 | 100 | 67 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| San Diego Gas & Electric Co. | 3.700% | 3/15/2052 | 100 | 71 | ||
| San Diego Gas & Electric Co. | 5.350% | 4/1/2053 | 150 | 138 | ||
| San Diego Gas & Electric Co. | 5.550% | 4/15/2054 | 250 | 238 | ||
| San Diego Gas & Electric Co. | 5.950% | 3/15/2056 | 100 | 100 | ||
| SCE Recovery Funding LLC | 4.697% | 6/15/2042 | 66 | 64 | ||
| SCE Recovery Funding LLC | 2.943% | 11/15/2044 | 50 | 41 | ||
| 3 | SCE Recovery Funding LLC | 5.341% | 3/15/2047 | 385 | 382 | |
| SCE Recovery Funding LLC | 3.240% | 11/15/2048 | 50 | 36 | ||
| SCE Recovery Funding LLC | 5.112% | 12/14/2049 | 50 | 47 | ||
| Sempra | 3.250% | 6/15/2027 | 150 | 148 | ||
| Sempra | 3.400% | 2/1/2028 | 200 | 196 | ||
| Sempra | 5.250% | 3/15/2036 | 147 | 145 | ||
| Sempra | 3.800% | 2/1/2038 | 200 | 169 | ||
| Sempra | 6.000% | 10/15/2039 | 150 | 153 | ||
| Sempra | 4.000% | 2/1/2048 | 175 | 130 | ||
| Sempra | 4.125% | 4/1/2052 | 200 | 194 | ||
| Sempra | 6.400% | 10/1/2054 | 150 | 149 | ||
| Sempra | 6.875% | 10/1/2054 | 250 | 252 | ||
| Sempra | 6.550% | 4/1/2055 | 150 | 149 | ||
| Sempra | 6.375% | 4/1/2056 | 81 | 81 | ||
| Sierra Pacific Power Co. | 6.200% | 12/15/2055 | 85 | 83 | ||
| Sierra Pacific Power Co. | 6.375% | 9/15/2056 | 200 | 198 | ||
| Southern California Edison Co. | 3.650% | 3/1/2028 | 100 | 98 | ||
| Southern California Edison Co. | 5.300% | 3/1/2028 | 200 | 203 | ||
| Southern California Edison Co. | 4.200% | 3/1/2029 | 75 | 74 | ||
| Southern California Edison Co. | 6.650% | 4/1/2029 | 75 | 78 | ||
| Southern California Edison Co. | 5.150% | 6/1/2029 | 375 | 380 | ||
| Southern California Edison Co. | 2.850% | 8/1/2029 | 275 | 259 | ||
| Southern California Edison Co. | 2.250% | 6/1/2030 | 300 | 272 | ||
| Southern California Edison Co. | 2.500% | 6/1/2031 | 200 | 179 | ||
| Southern California Edison Co. | 5.450% | 6/1/2031 | 200 | 205 | ||
| Southern California Edison Co. | 2.750% | 2/1/2032 | 130 | 116 | ||
| Southern California Edison Co. | 5.950% | 11/1/2032 | 200 | 210 | ||
| Southern California Edison Co. | 4.800% | 3/15/2033 | 175 | 172 | ||
| Southern California Edison Co. | 5.200% | 6/1/2034 | 250 | 248 | ||
| Southern California Edison Co. | 5.450% | 3/1/2035 | 150 | 151 | ||
| Southern California Edison Co. | 5.750% | 4/1/2035 | 75 | 76 | ||
| Southern California Edison Co. | 5.350% | 7/15/2035 | 200 | 198 | ||
| Southern California Edison Co. | 5.625% | 2/1/2036 | 125 | 125 | ||
| Southern California Edison Co. | 5.500% | 3/15/2040 | 100 | 96 | ||
| Southern California Edison Co. | 4.500% | 9/1/2040 | 275 | 236 | ||
| Southern California Edison Co. | 4.050% | 3/15/2042 | 208 | 163 | ||
| Southern California Edison Co. | 4.000% | 4/1/2047 | 135 | 100 | ||
| Southern California Edison Co. | 4.125% | 3/1/2048 | 100 | 75 | ||
| Southern California Edison Co. | 4.875% | 3/1/2049 | 100 | 83 | ||
| Southern California Edison Co. | 3.650% | 6/1/2051 | 350 | 240 | ||
| Southern California Edison Co. | 3.450% | 2/1/2052 | 200 | 131 | ||
| Southern California Edison Co. | 5.450% | 6/1/2052 | 100 | 88 | ||
| Southern California Edison Co. | 5.700% | 3/1/2053 | 200 | 184 | ||
| Southern California Edison Co. | 5.875% | 12/1/2053 | 150 | 142 | ||
| Southern California Edison Co. | 5.750% | 4/15/2054 | 150 | 139 | ||
| Southern California Edison Co. | 5.900% | 3/1/2055 | 150 | 143 | ||
| Southern California Gas Co. | 2.950% | 4/15/2027 | 200 | 197 | ||
| Southern California Gas Co. | 2.550% | 2/1/2030 | 150 | 140 | ||
| Southern California Gas Co. | 5.050% | 9/1/2034 | 100 | 100 | ||
| Southern California Gas Co. | 5.450% | 6/15/2035 | 75 | 77 | ||
| Southern California Gas Co. | 3.750% | 9/15/2042 | 75 | 58 | ||
| Southern California Gas Co. | 4.125% | 6/1/2048 | 75 | 58 | ||
| Southern California Gas Co. | 3.950% | 2/15/2050 | 70 | 52 | ||
| Southern California Gas Co. | 6.350% | 11/15/2052 | 350 | 369 | ||
| Southern California Gas Co. | 5.750% | 6/1/2053 | 100 | 97 | ||
| Southern California Gas Co. | 5.600% | 4/1/2054 | 50 | 48 | ||
| Southern California Gas Co. | 6.000% | 6/15/2055 | 50 | 50 | ||
| Southern Co. | 5.113% | 8/1/2027 | 200 | 202 | ||
| Southern Co. | 1.750% | 3/15/2028 | 300 | 285 | ||
| Southern Co. | 4.850% | 6/15/2028 | 200 | 202 | ||
| Southern Co. | 5.500% | 3/15/2029 | 150 | 155 | ||
| Southern Co. | 5.700% | 10/15/2032 | 90 | 94 | ||
| Southern Co. | 4.850% | 3/15/2035 | 500 | 487 | ||
| Southern Co. | 4.250% | 7/1/2036 | 200 | 184 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Southern Co. | 4.400% | 7/1/2046 | 575 | 474 | ||
| Southern Co. | 6.375% | 3/15/2055 | 312 | 320 | ||
| Southern Co. | 6.000% | 4/1/2058 | 100 | 100 | ||
| Southern Co. Gas Capital Corp. | 4.050% | 9/15/2028 | 32 | 32 | ||
| Southern Co. Gas Capital Corp. | 1.750% | 1/15/2031 | 89 | 78 | ||
| Southern Co. Gas Capital Corp. | 5.150% | 9/15/2032 | 90 | 91 | ||
| Southern Co. Gas Capital Corp. | 4.950% | 9/15/2034 | 150 | 148 | ||
| Southern Co. Gas Capital Corp. | 5.100% | 9/15/2035 | 57 | 56 | ||
| Southern Co. Gas Capital Corp. | 5.875% | 3/15/2041 | 75 | 76 | ||
| Southern Co. Gas Capital Corp. | 4.400% | 6/1/2043 | 250 | 210 | ||
| Southern Co. Gas Capital Corp. | 4.400% | 5/30/2047 | 100 | 82 | ||
| Southern Power Co. | 4.250% | 10/1/2030 | 44 | 43 | ||
| Southern Power Co. | 4.900% | 10/1/2035 | 65 | 63 | ||
| Southern Power Co. | 5.150% | 9/15/2041 | 77 | 72 | ||
| Southern Power Co. | 5.250% | 7/15/2043 | 50 | 47 | ||
| Southern Power Co. | 4.950% | 12/15/2046 | 75 | 65 | ||
| Southwest Gas Corp. | 3.700% | 4/1/2028 | 50 | 49 | ||
| Southwest Gas Corp. | 2.200% | 6/15/2030 | 350 | 318 | ||
| Southwest Gas Corp. | 4.050% | 3/15/2032 | 200 | 191 | ||
| Southwest Gas Corp. | 3.800% | 9/29/2046 | 75 | 56 | ||
| Southwest Gas Corp. | 4.150% | 6/1/2049 | 25 | 19 | ||
| Southwestern Electric Power Co. | 4.100% | 9/15/2028 | 100 | 99 | ||
| Southwestern Electric Power Co. | 5.300% | 4/1/2033 | 100 | 102 | ||
| Southwestern Electric Power Co. | 5.200% | 4/1/2036 | 146 | 144 | ||
| Southwestern Electric Power Co. | 6.200% | 3/15/2040 | 75 | 78 | ||
| Southwestern Electric Power Co. | 3.900% | 4/1/2045 | 100 | 75 | ||
| Southwestern Electric Power Co. | 3.850% | 2/1/2048 | 175 | 127 | ||
| Southwestern Electric Power Co. | 3.250% | 11/1/2051 | 200 | 128 | ||
| Southwestern Electric Power Co. | 5.900% | 4/1/2056 | 150 | 146 | ||
| Southwestern Public Service Co. | 5.300% | 5/15/2035 | 125 | 126 | ||
| Southwestern Public Service Co. | 4.500% | 8/15/2041 | 100 | 87 | ||
| Southwestern Public Service Co. | 3.700% | 8/15/2047 | 75 | 55 | ||
| Southwestern Public Service Co. | 3.750% | 6/15/2049 | 75 | 54 | ||
| Southwestern Public Service Co. | 3.150% | 5/1/2050 | 100 | 65 | ||
| Southwestern Public Service Co. | 6.000% | 6/1/2054 | 200 | 201 | ||
| Spire Inc. | 4.600% | 9/1/2031 | 100 | 99 | ||
| Spire Inc. | 6.250% | 6/1/2056 | 86 | 85 | ||
| Spire Inc. | 6.450% | 6/1/2056 | 50 | 50 | ||
| Spire Missouri Inc. | 5.150% | 8/15/2034 | 50 | 50 | ||
| System Energy Resources Inc. | 5.300% | 12/15/2034 | 100 | 100 | ||
| Tampa Electric Co. | 4.300% | 6/15/2048 | 75 | 61 | ||
| Tampa Electric Co. | 4.450% | 6/15/2049 | 125 | 102 | ||
| Tampa Electric Co. | 3.625% | 6/15/2050 | 50 | 36 | ||
| Tampa Electric Co. | 5.000% | 7/15/2052 | 100 | 89 | ||
| Toledo Edison Co. | 6.150% | 5/15/2037 | 75 | 81 | ||
| Tucson Electric Power Co. | 5.200% | 9/15/2034 | 50 | 50 | ||
| Tucson Electric Power Co. | 4.000% | 6/15/2050 | 100 | 75 | ||
| Tucson Electric Power Co. | 5.500% | 4/15/2053 | 66 | 62 | ||
| Union Electric Co. | 2.950% | 6/15/2027 | 72 | 71 | ||
| Union Electric Co. | 2.950% | 3/15/2030 | 350 | 331 | ||
| Union Electric Co. | 2.150% | 3/15/2032 | 200 | 175 | ||
| Union Electric Co. | 5.200% | 4/1/2034 | 250 | 254 | ||
| Union Electric Co. | 5.250% | 4/15/2035 | 100 | 101 | ||
| Union Electric Co. | 4.800% | 3/15/2036 | 94 | 92 | ||
| Union Electric Co. | 8.450% | 3/15/2039 | 150 | 191 | ||
| Union Electric Co. | 3.650% | 4/15/2045 | 125 | 95 | ||
| Union Electric Co. | 4.000% | 4/1/2048 | 175 | 135 | ||
| Union Electric Co. | 3.250% | 10/1/2049 | 175 | 117 | ||
| Union Electric Co. | 3.900% | 4/1/2052 | 300 | 224 | ||
| Union Electric Co. | 5.250% | 1/15/2054 | 150 | 138 | ||
| Union Electric Co. | 5.125% | 3/15/2055 | 50 | 45 | ||
| Union Electric Co. | 5.550% | 3/15/2056 | 143 | 138 | ||
| Virginia Electric & Power Co. | 3.800% | 4/1/2028 | 150 | 149 | ||
| Virginia Electric & Power Co. | 2.875% | 7/15/2029 | 275 | 263 | ||
| Virginia Electric & Power Co. | 2.300% | 11/15/2031 | 200 | 177 | ||
| Virginia Electric & Power Co. | 2.400% | 3/30/2032 | 200 | 176 | ||
| Virginia Electric & Power Co. | 5.000% | 4/1/2033 | 200 | 201 | ||
| Virginia Electric & Power Co. | 5.050% | 8/15/2034 | 50 | 50 | ||
| Virginia Electric & Power Co. | 5.150% | 3/15/2035 | 200 | 200 | ||
| Virginia Electric & Power Co. | 4.900% | 9/15/2035 | 294 | 288 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Virginia Electric & Power Co. | 6.000% | 1/15/2036 | 125 | 132 | ||
| Virginia Electric & Power Co. | 4.950% | 3/15/2036 | 200 | 195 | ||
| Virginia Electric & Power Co. | 6.000% | 5/15/2037 | 150 | 158 | ||
| Virginia Electric & Power Co. | 6.350% | 11/30/2037 | 50 | 54 | ||
| Virginia Electric & Power Co. | 4.450% | 2/15/2044 | 125 | 105 | ||
| Virginia Electric & Power Co. | 4.200% | 5/15/2045 | 75 | 60 | ||
| Virginia Electric & Power Co. | 4.000% | 11/15/2046 | 450 | 345 | ||
| Virginia Electric & Power Co. | 3.800% | 9/15/2047 | 100 | 75 | ||
| Virginia Electric & Power Co. | 4.600% | 12/1/2048 | 175 | 146 | ||
| Virginia Electric & Power Co. | 3.300% | 12/1/2049 | 98 | 65 | ||
| Virginia Electric & Power Co. | 2.450% | 12/15/2050 | 110 | 61 | ||
| Virginia Electric & Power Co. | 2.950% | 11/15/2051 | 200 | 123 | ||
| Virginia Electric & Power Co. | 5.450% | 4/1/2053 | 200 | 187 | ||
| Virginia Electric & Power Co. | 5.700% | 8/15/2053 | 150 | 145 | ||
| Virginia Electric & Power Co. | 5.550% | 8/15/2054 | 275 | 260 | ||
| Virginia Electric & Power Co. | 5.650% | 3/15/2055 | 200 | 192 | ||
| Virginia Electric & Power Co. | 5.600% | 9/15/2055 | 197 | 188 | ||
| Virginia Electric & Power Co. | 5.700% | 3/15/2056 | 200 | 193 | ||
| 3 | Virginia Power Fuel Securitization LLC | 5.088% | 5/1/2029 | 12 | 12 | |
| 3 | Virginia Power Fuel Securitization LLC | 4.877% | 5/1/2033 | 150 | 152 | |
| Washington Gas Light Co. | 3.796% | 9/15/2046 | 100 | 76 | ||
| Washington Gas Light Co. | 3.650% | 9/15/2049 | 30 | 21 | ||
| WEC Energy Group Inc. | 4.750% | 1/15/2028 | 350 | 353 | ||
| WEC Energy Group Inc. | 2.200% | 12/15/2028 | 200 | 189 | ||
| WEC Energy Group Inc. | 5.625% | 5/15/2056 | 75 | 74 | ||
| Wisconsin Electric Power Co. | 3.950% | 3/1/2029 | 75 | 74 | ||
| Wisconsin Electric Power Co. | 5.000% | 5/15/2029 | 100 | 102 | ||
| Wisconsin Electric Power Co. | 4.150% | 10/15/2030 | 70 | 69 | ||
| Wisconsin Electric Power Co. | 4.750% | 9/30/2032 | 90 | 91 | ||
| Wisconsin Electric Power Co. | 4.600% | 10/1/2034 | 50 | 49 | ||
| Wisconsin Electric Power Co. | 4.300% | 10/15/2048 | 100 | 82 | ||
| Wisconsin Electric Power Co. | 5.050% | 10/1/2054 | 100 | 90 | ||
| Wisconsin Electric Power Co. | 5.650% | 3/15/2056 | 50 | 49 | ||
| Wisconsin Power & Light Co. | 3.950% | 9/1/2032 | 1,000 | 954 | ||
| Wisconsin Power & Light Co. | 5.375% | 3/30/2034 | 50 | 51 | ||
| Wisconsin Power & Light Co. | 6.375% | 8/15/2037 | 100 | 108 | ||
| Wisconsin Power & Light Co. | 3.650% | 4/1/2050 | 50 | 35 | ||
| Wisconsin Power & Light Co. | 5.700% | 12/15/2055 | 35 | 34 | ||
| Wisconsin Public Service Corp. | 4.550% | 12/1/2029 | 50 | 50 | ||
| Wisconsin Public Service Corp. | 4.250% | 1/15/2031 | 45 | 45 | ||
| Wisconsin Public Service Corp. | 4.752% | 11/1/2044 | 350 | 308 | ||
| Wisconsin Public Service Corp. | 3.300% | 9/1/2049 | 125 | 85 | ||
| Xcel Energy Inc. | 4.000% | 6/15/2028 | 75 | 75 | ||
| Xcel Energy Inc. | 2.600% | 12/1/2029 | 200 | 187 | ||
| Xcel Energy Inc. | 3.400% | 6/1/2030 | 250 | 239 | ||
| Xcel Energy Inc. | 4.600% | 6/1/2032 | 200 | 197 | ||
| Xcel Energy Inc. | 5.500% | 3/15/2034 | 200 | 203 | ||
| Xcel Energy Inc. | 5.600% | 4/15/2035 | 272 | 276 | ||
| Xcel Energy Inc. | 3.500% | 12/1/2049 | 100 | 70 | ||
| Xcel Energy Inc. | 5.750% | 12/3/2056 | 120 | 117 | ||
| 138,392 | ||||||
| Total Corporate Bonds (Cost $1,435,721) | 1,346,747 | |||||
| Sovereign Bonds (3.2%) | ||||||
| African Development Bank | 4.375% | 11/3/2027 | 500 | 504 | ||
| African Development Bank | 4.375% | 3/14/2028 | 375 | 379 | ||
| African Development Bank | 3.875% | 6/12/2028 | 317 | 317 | ||
| African Development Bank | 3.500% | 9/18/2029 | 375 | 370 | ||
| African Development Bank | 3.625% | 3/3/2031 | 327 | 322 | ||
| African Development Bank | 4.500% | 6/12/2035 | 95 | 96 | ||
| African Development Bank | 4.125% | 1/22/2036 | 187 | 183 | ||
| African Development Bank | 5.750% | Perpetual | 200 | 195 | ||
| Asian Development Bank | 2.375% | 8/10/2027 | 275 | 270 | ||
| Asian Development Bank | 6.220% | 8/15/2027 | 100 | 103 | ||
| Asian Development Bank | 3.125% | 8/20/2027 | 725 | 718 | ||
| Asian Development Bank | 2.500% | 11/2/2027 | 673 | 659 | ||
| Asian Development Bank | 4.375% | 1/14/2028 | 368 | 371 | ||
| Asian Development Bank | 3.750% | 4/25/2028 | 525 | 524 | ||
| Asian Development Bank | 1.250% | 6/9/2028 | 210 | 199 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Asian Development Bank | 5.820% | 6/16/2028 | 148 | 154 | ||
| Asian Development Bank | 4.500% | 8/25/2028 | 625 | 635 | ||
| Asian Development Bank | 3.125% | 9/26/2028 | 130 | 128 | ||
| Asian Development Bank | 4.375% | 3/6/2029 | 500 | 507 | ||
| Asian Development Bank | 3.625% | 8/28/2029 | 540 | 536 | ||
| Asian Development Bank | 1.750% | 9/19/2029 | 200 | 186 | ||
| Asian Development Bank | 1.875% | 1/24/2030 | 200 | 186 | ||
| Asian Development Bank | 4.125% | 5/30/2030 | 710 | 716 | ||
| Asian Development Bank | 3.750% | 8/28/2030 | 350 | 347 | ||
| Asian Development Bank | 0.750% | 10/8/2030 | 500 | 434 | ||
| Asian Development Bank | 1.500% | 3/4/2031 | 500 | 445 | ||
| Asian Development Bank | 3.125% | 4/27/2032 | 400 | 379 | ||
| Asian Development Bank | 3.875% | 9/28/2032 | 225 | 222 | ||
| Asian Development Bank | 4.000% | 1/12/2033 | 380 | 377 | ||
| Asian Development Bank | 3.875% | 6/14/2033 | 425 | 417 | ||
| Asian Development Bank | 4.125% | 1/12/2034 | 500 | 496 | ||
| Asian Development Bank | 4.375% | 3/22/2035 | 823 | 828 | ||
| Asian Development Bank | 4.250% | 1/14/2036 | 423 | 420 | ||
| Asian Infrastructure Investment Bank | 4.000% | 1/18/2028 | 450 | 451 | ||
| Asian Infrastructure Investment Bank | 3.625% | 9/15/2028 | 743 | 739 | ||
| Asian Infrastructure Investment Bank | 4.125% | 1/18/2029 | 300 | 302 | ||
| Asian Infrastructure Investment Bank | 4.500% | 1/16/2030 | 295 | 301 | ||
| Asian Infrastructure Investment Bank | 4.250% | 3/13/2034 | 150 | 150 | ||
| Asian Infrastructure Investment Bank | 4.500% | 5/21/2035 | 193 | 196 | ||
| Asian Infrastructure Investment Bank | 4.125% | 1/14/2036 | 144 | 142 | ||
| Canada | 3.750% | 4/26/2028 | 525 | 524 | ||
| Canada | 4.625% | 4/30/2029 | 355 | 363 | ||
| Canada | 4.000% | 3/18/2030 | 600 | 602 | ||
| Corp. Andina de Fomento | 6.000% | 4/26/2027 | 200 | 204 | ||
| Corp. Andina de Fomento | 4.125% | 1/7/2028 | 50 | 50 | ||
| Corp. Andina de Fomento | 4.125% | 6/30/2028 | 129 | 129 | ||
| Corp. Andina de Fomento | 5.000% | 1/22/2030 | 357 | 366 | ||
| Corp. Andina de Fomento | 4.625% | 1/15/2036 | 574 | 567 | ||
| Council of Europe Development Bank | 4.625% | 6/11/2027 | 124 | 125 | ||
| Council of Europe Development Bank | 3.625% | 1/26/2028 | 280 | 279 | ||
| Council of Europe Development Bank | 4.125% | 1/24/2029 | 100 | 101 | ||
| Council of Europe Development Bank | 4.500% | 1/15/2030 | 350 | 357 | ||
| Council of Europe Development Bank | 3.750% | 1/14/2031 | 217 | 215 | ||
| European Bank for Reconstruction & Development | 4.375% | 3/9/2028 | 400 | 404 | ||
| European Bank for Reconstruction & Development | 4.125% | 1/25/2029 | 800 | 806 | ||
| European Bank for Reconstruction & Development | 4.250% | 3/13/2034 | 200 | 200 | ||
| European Investment Bank | 2.375% | 5/24/2027 | 225 | 221 | ||
| European Investment Bank | 0.625% | 10/21/2027 | 500 | 476 | ||
| European Investment Bank | 3.250% | 11/15/2027 | 500 | 495 | ||
| European Investment Bank | 3.875% | 3/15/2028 | 1,100 | 1,101 | ||
| European Investment Bank | 3.875% | 6/15/2028 | 1,075 | 1,076 | ||
| European Investment Bank | 4.500% | 10/16/2028 | 600 | 610 | ||
| European Investment Bank | 4.000% | 2/15/2029 | 500 | 502 | ||
| European Investment Bank | 4.750% | 6/15/2029 | 875 | 898 | ||
| European Investment Bank | 1.625% | 10/9/2029 | 125 | 116 | ||
| European Investment Bank | 3.750% | 11/15/2029 | 880 | 876 | ||
| European Investment Bank | 4.500% | 3/14/2030 | 1,499 | 1,532 | ||
| European Investment Bank | 0.875% | 5/17/2030 | 200 | 177 | ||
| European Investment Bank | 3.625% | 7/15/2030 | 800 | 791 | ||
| European Investment Bank | 0.750% | 9/23/2030 | 500 | 435 | ||
| European Investment Bank | 3.875% | 10/15/2030 | 600 | 598 | ||
| European Investment Bank | 3.750% | 3/13/2031 | 1,317 | 1,304 | ||
| European Investment Bank | 4.250% | 8/16/2032 | 1,400 | 1,411 | ||
| European Investment Bank | 3.750% | 2/14/2033 | 425 | 415 | ||
| European Investment Bank | 4.125% | 2/13/2034 | 775 | 770 | ||
| European Investment Bank | 4.625% | 2/12/2035 | 1,462 | 1,498 | ||
| European Investment Bank | 4.250% | 2/8/2036 | 1,468 | 1,458 | ||
| European Investment Bank | 4.875% | 2/15/2036 | 325 | 338 | ||
| 8 | Export Development Canada | 3.000% | 5/25/2027 | 450 | 445 | |
| 8 | Export Development Canada | 3.750% | 9/7/2027 | 440 | 439 | |
| 8 | Export Development Canada | 3.875% | 2/14/2028 | 400 | 400 | |
| 8 | Export Development Canada | 4.125% | 2/13/2029 | 600 | 604 | |
| 8 | Export Development Canada | 4.000% | 6/20/2030 | 250 | 250 | |
| 8 | Export Development Canada | 4.750% | 6/5/2034 | 175 | 181 | |
| Export-Import Bank of Korea | 4.000% | 9/11/2027 | 200 | 200 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Export-Import Bank of Korea | 4.250% | 9/15/2027 | 200 | 200 | ||
| Export-Import Bank of Korea | 4.625% | 1/14/2028 | 200 | 202 | ||
| Export-Import Bank of Korea | 4.500% | 1/11/2029 | 300 | 304 | ||
| Export-Import Bank of Korea | 3.750% | 1/13/2029 | 200 | 199 | ||
| Export-Import Bank of Korea | 4.000% | 9/11/2029 | 200 | 200 | ||
| Export-Import Bank of Korea | 1.250% | 9/21/2030 | 500 | 441 | ||
| Export-Import Bank of Korea | 3.750% | 9/22/2030 | 200 | 197 | ||
| Export-Import Bank of Korea | 3.875% | 1/13/2031 | 200 | 197 | ||
| Export-Import Bank of Korea | 2.125% | 1/18/2032 | 200 | 178 | ||
| Export-Import Bank of Korea | 5.125% | 1/11/2033 | 200 | 208 | ||
| Export-Import Bank of Korea | 5.125% | 9/18/2033 | 200 | 208 | ||
| Export-Import Bank of Korea | 4.375% | 1/13/2036 | 200 | 195 | ||
| Export-Import Bank of Korea | 2.500% | 6/29/2041 | 70 | 51 | ||
| Inter-American Development Bank | 2.375% | 7/7/2027 | 450 | 442 | ||
| Inter-American Development Bank | 0.625% | 9/16/2027 | 800 | 764 | ||
| Inter-American Development Bank | 4.000% | 1/12/2028 | 920 | 923 | ||
| Inter-American Development Bank | 1.125% | 7/20/2028 | 300 | 282 | ||
| Inter-American Development Bank | 3.125% | 9/18/2028 | 875 | 861 | ||
| Inter-American Development Bank | 4.125% | 2/15/2029 | 500 | 504 | ||
| Inter-American Development Bank | 4.500% | 2/15/2030 | 681 | 696 | ||
| Inter-American Development Bank | 3.750% | 6/14/2030 | 843 | 837 | ||
| Inter-American Development Bank | 1.125% | 1/13/2031 | 350 | 307 | ||
| Inter-American Development Bank | 3.625% | 9/17/2031 | 875 | 858 | ||
| Inter-American Development Bank | 3.500% | 4/12/2033 | 400 | 383 | ||
| Inter-American Development Bank | 4.500% | 9/13/2033 | 500 | 509 | ||
| Inter-American Development Bank | 4.375% | 7/17/2034 | 349 | 352 | ||
| Inter-American Development Bank | 4.375% | 7/16/2035 | 491 | 493 | ||
| Inter-American Development Bank | 4.125% | 1/23/2036 | 624 | 612 | ||
| Inter-American Development Bank | 3.875% | 10/28/2041 | 200 | 177 | ||
| Inter-American Development Bank | 3.200% | 8/7/2042 | 100 | 81 | ||
| Inter-American Investment Corp. | 4.125% | 2/15/2028 | 250 | 251 | ||
| Inter-American Investment Corp. | 4.750% | 9/19/2028 | 100 | 102 | ||
| Inter-American Investment Corp. | 3.625% | 11/20/2028 | 154 | 153 | ||
| Inter-American Investment Corp. | 4.250% | 2/14/2029 | 175 | 176 | ||
| Inter-American Investment Corp. | 4.250% | 4/1/2030 | 295 | 297 | ||
| International Bank for Reconstruction & Development | 2.500% | 11/22/2027 | 350 | 343 | ||
| International Bank for Reconstruction & Development | 0.750% | 11/24/2027 | 900 | 856 | ||
| International Bank for Reconstruction & Development | 3.625% | 5/5/2028 | 782 | 779 | ||
| International Bank for Reconstruction & Development | 3.500% | 7/12/2028 | 875 | 869 | ||
| International Bank for Reconstruction & Development | 4.625% | 8/1/2028 | 775 | 789 | ||
| International Bank for Reconstruction & Development | 1.125% | 9/13/2028 | 1,500 | 1,406 | ||
| International Bank for Reconstruction & Development | 3.625% | 9/21/2029 | 775 | 769 | ||
| International Bank for Reconstruction & Development | 3.875% | 10/16/2029 | 918 | 918 | ||
| International Bank for Reconstruction & Development | 1.750% | 10/23/2029 | 200 | 186 | ||
| International Bank for Reconstruction & Development | 3.875% | 2/14/2030 | 650 | 650 | ||
| International Bank for Reconstruction & Development | 4.125% | 3/20/2030 | 1,375 | 1,386 | ||
| International Bank for Reconstruction & Development | 0.875% | 5/14/2030 | 400 | 354 | ||
| International Bank for Reconstruction & Development | 4.000% | 7/25/2030 | 625 | 626 | ||
| International Bank for Reconstruction & Development | 0.750% | 8/26/2030 | 800 | 698 | ||
| International Bank for Reconstruction & Development | 3.500% | 10/28/2030 | 1,428 | 1,402 | ||
| International Bank for Reconstruction & Development | 4.000% | 1/10/2031 | 400 | 401 | ||
| International Bank for Reconstruction & Development | 1.250% | 2/10/2031 | 650 | 573 | ||
| International Bank for Reconstruction & Development | 4.500% | 4/10/2031 | 925 | 947 | ||
| International Bank for Reconstruction & Development | 1.625% | 11/3/2031 | 1,500 | 1,321 | ||
| International Bank for Reconstruction & Development | 4.625% | 1/15/2032 | 1,369 | 1,409 | ||
| International Bank for Reconstruction & Development | 2.500% | 3/29/2032 | 200 | 183 | ||
| International Bank for Reconstruction & Development | 4.000% | 5/6/2032 | 986 | 982 | ||
| International Bank for Reconstruction & Development | 4.750% | 11/14/2033 | 300 | 310 | ||
| International Bank for Reconstruction & Development | 3.875% | 8/28/2034 | 513 | 499 | ||
| International Bank for Reconstruction & Development | 4.750% | 2/15/2035 | 250 | 258 | ||
| International Bank for Reconstruction & Development | 4.375% | 8/27/2035 | 1,320 | 1,325 | ||
| International Finance Corp. | 4.500% | 1/21/2028 | 204 | 206 | ||
| International Finance Corp. | 4.500% | 7/13/2028 | 175 | 178 | ||
| International Finance Corp. | 3.500% | 1/22/2029 | 219 | 217 | ||
| International Finance Corp. | 4.250% | 7/2/2029 | 700 | 708 | ||
| International Finance Corp. | 3.875% | 7/2/2030 | 720 | 718 | ||
| 9 | Israel Government Aid Bond | 5.500% | 9/18/2033 | 100 | 106 | |
| 10 | Japan Bank for International Cooperation | 2.875% | 7/21/2027 | 200 | 197 | |
| 10 | Japan Bank for International Cooperation | 4.625% | 7/22/2027 | 1,000 | 1,007 | |
| 10 | Japan Bank for International Cooperation | 2.750% | 11/16/2027 | 800 | 784 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 10 | Japan Bank for International Cooperation | 4.625% | 7/19/2028 | 125 | 127 | |
| 10 | Japan Bank for International Cooperation | 3.250% | 7/20/2028 | 300 | 295 | |
| 10 | Japan Bank for International Cooperation | 3.500% | 10/31/2028 | 350 | 346 | |
| 10 | Japan Bank for International Cooperation | 2.125% | 2/16/2029 | 420 | 398 | |
| 10 | Japan Bank for International Cooperation | 1.250% | 1/21/2031 | 500 | 437 | |
| 10 | Japan Bank for International Cooperation | 4.375% | 1/24/2031 | 200 | 202 | |
| 10 | Japan Bank for International Cooperation | 4.625% | 4/17/2034 | 200 | 202 | |
| 10 | Japan Bank for International Cooperation | 4.375% | 1/23/2036 | 282 | 277 | |
| 10 | Japan International Cooperation Agency | 2.750% | 4/27/2027 | 300 | 296 | |
| 10 | Japan International Cooperation Agency | 3.250% | 5/25/2027 | 200 | 198 | |
| 10 | Japan International Cooperation Agency | 4.000% | 5/23/2028 | 150 | 150 | |
| 10 | Japan International Cooperation Agency | 4.750% | 5/21/2029 | 98 | 100 | |
| 10 | Japan International Cooperation Agency | 1.750% | 4/28/2031 | 200 | 177 | |
| 11 | KFW | 3.000% | 5/20/2027 | 560 | 555 | |
| 11 | KFW | 4.000% | 6/28/2027 | 1,700 | 1,703 | |
| 11 | KFW | 3.500% | 8/27/2027 | 425 | 423 | |
| 11 | KFW | 3.750% | 2/15/2028 | 800 | 799 | |
| 11 | KFW | 2.875% | 4/3/2028 | 500 | 491 | |
| 11 | KFW | 3.875% | 5/15/2028 | 545 | 546 | |
| 11 | KFW | 3.875% | 6/15/2028 | 750 | 751 | |
| 11 | KFW | 3.500% | 8/9/2028 | 711 | 706 | |
| 11 | KFW | 4.000% | 3/15/2029 | 200 | 201 | |
| 11 | KFW | 3.500% | 5/15/2029 | 1,188 | 1,176 | |
| 11 | KFW | 1.750% | 9/14/2029 | 175 | 163 | |
| 11 | KFW | 4.625% | 3/18/2030 | 205 | 210 | |
| 11 | KFW | 3.750% | 7/15/2030 | 989 | 982 | |
| 11 | KFW | 4.750% | 10/29/2030 | 275 | 284 | |
| 11 | KFW | 3.750% | 3/14/2031 | 1,608 | 1,593 | |
| 11 | KFW | 4.125% | 7/15/2033 | 700 | 697 | |
| 11 | KFW | 4.375% | 2/28/2034 | 275 | 278 | |
| 11 | KFW | 0.000% | 4/18/2036 | 400 | 259 | |
| 11 | KFW | 0.000% | 6/29/2037 | 200 | 122 | |
| Korea Development Bank | 1.375% | 4/25/2027 | 200 | 194 | ||
| Korea Development Bank | 4.125% | 10/16/2027 | 200 | 200 | ||
| Korea Development Bank | 4.625% | 2/3/2028 | 200 | 202 | ||
| Korea Development Bank | 4.375% | 2/15/2028 | 450 | 453 | ||
| Korea Development Bank | 4.875% | 2/3/2030 | 200 | 205 | ||
| Korea Development Bank | 3.750% | 9/16/2030 | 200 | 197 | ||
| Korea Development Bank | 1.625% | 1/19/2031 | 400 | 356 | ||
| Korea Development Bank | 4.375% | 2/15/2033 | 450 | 448 | ||
| 11 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/2027 | 250 | 245 | |
| 11 | Landwirtschaftliche Rentenbank | 3.875% | 6/14/2028 | 275 | 275 | |
| 11 | Landwirtschaftliche Rentenbank | 4.625% | 4/17/2029 | 240 | 245 | |
| 11 | Landwirtschaftliche Rentenbank | 4.125% | 5/28/2030 | 82 | 83 | |
| 11 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/2030 | 500 | 438 | |
| 11 | Landwirtschaftliche Rentenbank | 3.625% | 10/8/2030 | 423 | 417 | |
| 11 | Landwirtschaftliche Rentenbank | 5.000% | 10/24/2033 | 200 | 210 | |
| Nordic Investment Bank | 4.375% | 3/14/2028 | 450 | 454 | ||
| Nordic Investment Bank | 3.750% | 8/28/2028 | 200 | 200 | ||
| Nordic Investment Bank | 4.250% | 2/28/2029 | 225 | 227 | ||
| Nordic Investment Bank | 3.750% | 5/9/2030 | 343 | 340 | ||
| 12 | Oesterreichische Kontrollbank AG | 4.750% | 5/21/2027 | 336 | 339 | |
| 12 | Oesterreichische Kontrollbank AG | 3.625% | 9/9/2027 | 400 | 398 | |
| 12 | Oesterreichische Kontrollbank AG | 4.250% | 3/1/2028 | 250 | 252 | |
| 12 | Oesterreichische Kontrollbank AG | 4.000% | 5/28/2028 | 65 | 65 | |
| 12 | Oesterreichische Kontrollbank AG | 4.125% | 1/18/2029 | 100 | 101 | |
| 12 | Oesterreichische Kontrollbank AG | 3.750% | 9/5/2029 | 200 | 199 | |
| 12 | Oesterreichische Kontrollbank AG | 4.500% | 1/24/2030 | 222 | 226 | |
| 12 | Oesterreichische Kontrollbank AG | 3.750% | 9/10/2030 | 255 | 253 | |
| 12 | Oesterreichische Kontrollbank AG | 3.750% | 1/15/2031 | 255 | 252 | |
| 3 | Oriental Republic of Uruguay | 4.375% | 10/27/2027 | 100 | 100 | |
| 3 | Oriental Republic of Uruguay | 4.375% | 1/23/2031 | 468 | 467 | |
| 3 | Oriental Republic of Uruguay | 5.750% | 10/28/2034 | 463 | 484 | |
| 3 | Oriental Republic of Uruguay | 7.625% | 3/21/2036 | 195 | 229 | |
| 3 | Oriental Republic of Uruguay | 5.442% | 2/14/2037 | 446 | 455 | |
| 3 | Oriental Republic of Uruguay | 4.125% | 11/20/2045 | 200 | 170 | |
| 3 | Oriental Republic of Uruguay | 5.100% | 6/18/2050 | 695 | 637 | |
| 3 | Oriental Republic of Uruguay | 4.975% | 4/20/2055 | 457 | 403 | |
| 3 | Oriental Republic of Uruguay | 5.250% | 9/10/2060 | 230 | 208 | |
| Province of Alberta | 3.300% | 3/15/2028 | 250 | 247 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Province of Alberta | 4.500% | 6/26/2029 | 229 | 233 | ||
| Province of Alberta | 1.300% | 7/22/2030 | 500 | 446 | ||
| Province of Alberta | 4.500% | 1/24/2034 | 200 | 201 | ||
| Province of Alberta | 4.300% | 11/2/2035 | 102 | 100 | ||
| Province of British Columbia | 4.700% | 1/24/2028 | 786 | 797 | ||
| Province of British Columbia | 4.800% | 11/15/2028 | 200 | 204 | ||
| Province of British Columbia | 4.900% | 4/24/2029 | 600 | 616 | ||
| Province of British Columbia | 3.900% | 8/27/2030 | 423 | 420 | ||
| Province of British Columbia | 4.200% | 7/6/2033 | 250 | 246 | ||
| Province of British Columbia | 4.750% | 6/12/2034 | 544 | 553 | ||
| Province of British Columbia | 4.800% | 6/11/2035 | 359 | 365 | ||
| Province of Manitoba | 1.500% | 10/25/2028 | 350 | 329 | ||
| Province of Manitoba | 4.300% | 7/27/2033 | 250 | 247 | ||
| Province of Manitoba | 4.900% | 5/31/2034 | 156 | 160 | ||
| Province of New Brunswick | 3.625% | 2/24/2028 | 105 | 104 | ||
| Province of Ontario | 3.100% | 5/19/2027 | 600 | 595 | ||
| Province of Ontario | 4.200% | 1/18/2029 | 350 | 352 | ||
| Province of Ontario | 3.800% | 1/29/2029 | 914 | 911 | ||
| Province of Ontario | 3.700% | 9/17/2029 | 500 | 495 | ||
| Province of Ontario | 2.000% | 10/2/2029 | 585 | 547 | ||
| Province of Ontario | 4.700% | 1/15/2030 | 426 | 436 | ||
| Province of Ontario | 1.125% | 10/7/2030 | 500 | 440 | ||
| Province of Ontario | 1.600% | 2/25/2031 | 600 | 534 | ||
| Province of Ontario | 1.800% | 10/14/2031 | 200 | 177 | ||
| Province of Ontario | 5.050% | 4/24/2034 | 321 | 334 | ||
| Province of Ontario | 4.450% | 11/20/2035 | 216 | 214 | ||
| Province of Quebec | 2.750% | 4/12/2027 | 850 | 840 | ||
| Province of Quebec | 3.625% | 4/13/2028 | 250 | 249 | ||
| Province of Quebec | 4.500% | 4/3/2029 | 440 | 447 | ||
| Province of Quebec | 7.500% | 9/15/2029 | 475 | 528 | ||
| Province of Quebec | 1.350% | 5/28/2030 | 400 | 359 | ||
| Province of Quebec | 3.875% | 1/14/2031 | 340 | 337 | ||
| Province of Quebec | 1.900% | 4/21/2031 | 1,200 | 1,079 | ||
| Province of Quebec | 4.500% | 9/8/2033 | 275 | 276 | ||
| Province of Saskatchewan | 4.650% | 1/28/2030 | 249 | 254 | ||
| Republic of Chile | 3.240% | 2/6/2028 | 460 | 451 | ||
| Republic of Chile | 4.850% | 1/22/2029 | 200 | 202 | ||
| Republic of Chile | 2.450% | 1/31/2031 | 200 | 183 | ||
| Republic of Chile | 4.350% | 4/13/2031 | 200 | 196 | ||
| Republic of Chile | 2.550% | 1/27/2032 | 200 | 177 | ||
| Republic of Chile | 2.550% | 7/27/2033 | 400 | 341 | ||
| Republic of Chile | 3.500% | 1/31/2034 | 600 | 541 | ||
| Republic of Chile | 4.950% | 1/5/2036 | 200 | 198 | ||
| Republic of Chile | 5.650% | 1/13/2037 | 277 | 287 | ||
| Republic of Chile | 3.100% | 5/7/2041 | 508 | 384 | ||
| Republic of Chile | 4.340% | 3/7/2042 | 400 | 351 | ||
| Republic of Chile | 3.860% | 6/21/2047 | 345 | 269 | ||
| Republic of Chile | 3.500% | 1/25/2050 | 275 | 197 | ||
| Republic of Chile | 4.000% | 1/31/2052 | 200 | 155 | ||
| Republic of Chile | 5.330% | 1/5/2054 | 200 | 188 | ||
| Republic of Chile | 3.100% | 1/22/2061 | 500 | 309 | ||
| Republic of Chile | 3.250% | 9/21/2071 | 200 | 123 | ||
| Republic of Hungary | 7.625% | 3/29/2041 | 290 | 328 | ||
| Republic of Indonesia | 3.500% | 1/11/2028 | 200 | 197 | ||
| Republic of Indonesia | 4.100% | 4/24/2028 | 200 | 198 | ||
| Republic of Indonesia | 4.750% | 2/11/2029 | 425 | 427 | ||
| Republic of Indonesia | 4.400% | 3/10/2029 | 300 | 298 | ||
| Republic of Indonesia | 3.400% | 9/18/2029 | 200 | 192 | ||
| Republic of Indonesia | 2.850% | 2/14/2030 | 200 | 186 | ||
| Republic of Indonesia | 3.850% | 10/15/2030 | 200 | 192 | ||
| Republic of Indonesia | 4.350% | 2/21/2031 | 200 | 195 | ||
| Republic of Indonesia | 4.300% | 4/16/2031 | 200 | 195 | ||
| Republic of Indonesia | 4.750% | 9/10/2034 | 200 | 192 | ||
| Republic of Indonesia | 4.950% | 2/21/2036 | 210 | 202 | ||
| Republic of Indonesia | 4.900% | 4/16/2036 | 300 | 286 | ||
| Republic of Indonesia | 4.350% | 1/11/2048 | 725 | 586 | ||
| Republic of Indonesia | 3.700% | 10/30/2049 | 200 | 143 | ||
| Republic of Indonesia | 4.200% | 10/15/2050 | 430 | 333 | ||
| Republic of Indonesia | 3.050% | 3/12/2051 | 400 | 250 | ||
| Republic of Indonesia | 4.300% | 3/31/2052 | 200 | 157 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Republic of Indonesia | 5.450% | 9/20/2052 | 200 | 187 | ||
| Republic of Indonesia | 5.650% | 1/11/2053 | 200 | 192 | ||
| Republic of Indonesia | 5.100% | 2/10/2054 | 200 | 181 | ||
| Republic of Indonesia | 5.150% | 9/10/2054 | 200 | 180 | ||
| Republic of Indonesia | 5.475% | 2/21/2056 | 200 | 186 | ||
| Republic of Indonesia | 3.200% | 9/23/2061 | 200 | 120 | ||
| Republic of Indonesia | 4.450% | 4/15/2070 | 200 | 153 | ||
| Republic of Italy | 2.875% | 10/17/2029 | 400 | 382 | ||
| Republic of Italy | 5.375% | 6/15/2033 | 475 | 497 | ||
| Republic of Italy | 4.000% | 10/17/2049 | 500 | 382 | ||
| Republic of Italy | 3.875% | 5/6/2051 | 400 | 293 | ||
| Republic of Korea | 2.500% | 6/19/2029 | 200 | 191 | ||
| Republic of Korea | 4.500% | 7/3/2029 | 200 | 203 | ||
| Republic of Korea | 3.625% | 10/29/2030 | 200 | 196 | ||
| Republic of Korea | 1.750% | 10/15/2031 | 200 | 177 | ||
| Republic of Korea | 3.875% | 9/20/2048 | 125 | 105 | ||
| Republic of Panama | 8.875% | 9/30/2027 | 238 | 252 | ||
| Republic of Panama | 3.875% | 3/17/2028 | 460 | 452 | ||
| Republic of Panama | 2.252% | 9/29/2032 | 500 | 411 | ||
| Republic of Panama | 3.298% | 1/19/2033 | 200 | 174 | ||
| 3 | Republic of Panama | 5.227% | 2/23/2034 | 200 | 194 | |
| Republic of Panama | 6.400% | 2/14/2035 | 400 | 416 | ||
| 3 | Republic of Panama | 6.700% | 1/26/2036 | 365 | 385 | |
| Republic of Panama | 6.875% | 1/31/2036 | 200 | 213 | ||
| 3 | Republic of Panama | 5.662% | 2/23/2038 | 200 | 192 | |
| Republic of Panama | 8.000% | 3/1/2038 | 200 | 229 | ||
| 3 | Republic of Panama | 4.500% | 5/15/2047 | 100 | 79 | |
| 3 | Republic of Panama | 4.500% | 4/16/2050 | 560 | 426 | |
| 3 | Republic of Panama | 4.300% | 4/29/2053 | 400 | 291 | |
| Republic of Panama | 6.853% | 3/28/2054 | 263 | 271 | ||
| Republic of Panama | 4.500% | 4/1/2056 | 500 | 369 | ||
| Republic of Panama | 7.875% | 3/1/2057 | 200 | 232 | ||
| 3 | Republic of Panama | 3.870% | 7/23/2060 | 513 | 333 | |
| Republic of Panama | 4.500% | 1/19/2063 | 200 | 146 | ||
| Republic of Peru | 2.844% | 6/20/2030 | 500 | 465 | ||
| Republic of Peru | 2.783% | 1/23/2031 | 900 | 821 | ||
| Republic of Peru | 1.862% | 12/1/2032 | 350 | 288 | ||
| Republic of Peru | 8.750% | 11/21/2033 | 505 | 610 | ||
| Republic of Peru | 3.000% | 1/15/2034 | 250 | 214 | ||
| Republic of Peru | 5.375% | 2/8/2035 | 50 | 50 | ||
| Republic of Peru | 5.500% | 3/30/2036 | 149 | 149 | ||
| 3 | Republic of Peru | 6.550% | 3/14/2037 | 325 | 351 | |
| Republic of Peru | 3.300% | 3/11/2041 | 200 | 151 | ||
| Republic of Peru | 5.625% | 11/18/2050 | 414 | 394 | ||
| Republic of Peru | 3.550% | 3/10/2051 | 300 | 203 | ||
| Republic of Peru | 5.875% | 8/8/2054 | 320 | 308 | ||
| Republic of Peru | 6.200% | 6/30/2055 | 253 | 254 | ||
| Republic of Peru | 3.600% | 1/15/2072 | 175 | 108 | ||
| Republic of Peru | 3.230% | 7/28/2121 | 525 | 280 | ||
| Republic of Philippines | 5.170% | 10/13/2027 | 300 | 303 | ||
| Republic of Philippines | 3.000% | 2/1/2028 | 400 | 389 | ||
| Republic of Philippines | 3.750% | 1/14/2029 | 200 | 196 | ||
| Republic of Philippines | 9.500% | 2/2/2030 | 300 | 352 | ||
| Republic of Philippines | 2.457% | 5/5/2030 | 200 | 184 | ||
| Republic of Philippines | 7.750% | 1/14/2031 | 400 | 449 | ||
| Republic of Philippines | 1.648% | 6/10/2031 | 200 | 171 | ||
| Republic of Philippines | 4.250% | 7/27/2031 | 200 | 195 | ||
| Republic of Philippines | 1.950% | 1/6/2032 | 200 | 171 | ||
| Republic of Philippines | 6.375% | 1/15/2032 | 200 | 215 | ||
| Republic of Philippines | 5.609% | 4/13/2033 | 300 | 309 | ||
| Republic of Philippines | 5.000% | 7/17/2033 | 200 | 199 | ||
| Republic of Philippines | 5.250% | 5/14/2034 | 200 | 200 | ||
| Republic of Philippines | 6.375% | 10/23/2034 | 550 | 592 | ||
| Republic of Philippines | 5.500% | 2/4/2035 | 200 | 203 | ||
| Republic of Philippines | 4.750% | 3/5/2035 | 200 | 192 | ||
| Republic of Philippines | 5.000% | 1/27/2036 | 200 | 194 | ||
| Republic of Philippines | 5.000% | 1/13/2037 | 235 | 227 | ||
| Republic of Philippines | 3.950% | 1/20/2040 | 400 | 336 | ||
| Republic of Philippines | 3.700% | 3/1/2041 | 400 | 321 | ||
| Republic of Philippines | 3.700% | 2/2/2042 | 350 | 279 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Republic of Philippines | 2.950% | 5/5/2045 | 200 | 134 | ||
| Republic of Philippines | 2.650% | 12/10/2045 | 200 | 126 | ||
| Republic of Philippines | 3.200% | 7/6/2046 | 500 | 342 | ||
| Republic of Philippines | 4.200% | 3/29/2047 | 259 | 207 | ||
| Republic of Philippines | 5.950% | 10/13/2047 | 200 | 202 | ||
| Republic of Philippines | 5.600% | 5/14/2049 | 200 | 193 | ||
| Republic of Philippines | 5.175% | 9/5/2049 | 200 | 182 | ||
| Republic of Philippines | 5.900% | 2/4/2050 | 200 | 201 | ||
| Republic of Philippines | 5.750% | 1/27/2051 | 200 | 197 | ||
| Republic of Poland | 5.500% | 11/16/2027 | 225 | 229 | ||
| Republic of Poland | 4.625% | 3/18/2029 | 300 | 303 | ||
| Republic of Poland | 4.875% | 2/12/2030 | 500 | 510 | ||
| Republic of Poland | 5.750% | 11/16/2032 | 200 | 210 | ||
| Republic of Poland | 4.875% | 10/4/2033 | 400 | 399 | ||
| Republic of Poland | 5.125% | 9/18/2034 | 500 | 502 | ||
| Republic of Poland | 5.375% | 2/12/2035 | 475 | 482 | ||
| Republic of Poland | 5.500% | 4/4/2053 | 490 | 450 | ||
| Republic of Poland | 5.500% | 3/18/2054 | 600 | 553 | ||
| State of Israel | 5.375% | 3/12/2029 | 200 | 203 | ||
| State of Israel | 2.500% | 1/15/2030 | 200 | 183 | ||
| State of Israel | 5.375% | 2/19/2030 | 525 | 533 | ||
| State of Israel | 2.750% | 7/3/2030 | 350 | 320 | ||
| State of Israel | 4.500% | 1/13/2031 | 280 | 274 | ||
| State of Israel | 4.500% | 1/17/2033 | 450 | 432 | ||
| State of Israel | 5.500% | 3/12/2034 | 600 | 607 | ||
| State of Israel | 5.625% | 2/19/2035 | 500 | 508 | ||
| State of Israel | 5.000% | 1/13/2036 | 600 | 578 | ||
| State of Israel | 4.500% | 1/30/2043 | 200 | 169 | ||
| State of Israel | 4.125% | 1/17/2048 | 250 | 188 | ||
| State of Israel | 3.375% | 1/15/2050 | 200 | 129 | ||
| State of Israel | 3.875% | 7/3/2050 | 400 | 280 | ||
| State of Israel | 5.750% | 3/12/2054 | 500 | 465 | ||
| State of Israel | 5.875% | 1/13/2056 | 460 | 433 | ||
| State of Israel | 4.500% | 4/3/2120 | 200 | 142 | ||
| Svensk Exportkredit AB | 3.875% | 8/4/2027 | 275 | 275 | ||
| Svensk Exportkredit AB | 3.750% | 9/13/2027 | 250 | 249 | ||
| Svensk Exportkredit AB | 3.750% | 5/8/2028 | 200 | 199 | ||
| Svensk Exportkredit AB | 4.125% | 6/14/2028 | 250 | 251 | ||
| Svensk Exportkredit AB | 4.250% | 2/1/2029 | 200 | 202 | ||
| Svensk Exportkredit AB | 3.625% | 3/12/2029 | 200 | 198 | ||
| Svensk Exportkredit AB | 3.750% | 7/29/2030 | 200 | 198 | ||
| Svensk Exportkredit AB | 4.875% | 10/4/2030 | 200 | 207 | ||
| Toronto Canada | 3.900% | 9/4/2030 | 426 | 423 | ||
| United Mexican States | 3.750% | 1/11/2028 | 675 | 666 | ||
| United Mexican States | 4.500% | 4/22/2029 | 650 | 646 | ||
| United Mexican States | 5.000% | 5/7/2029 | 200 | 201 | ||
| United Mexican States | 3.250% | 4/16/2030 | 185 | 173 | ||
| United Mexican States | 6.000% | 5/13/2030 | 200 | 206 | ||
| United Mexican States | 4.750% | 3/22/2031 | 350 | 341 | ||
| United Mexican States | 2.659% | 5/24/2031 | 600 | 530 | ||
| United Mexican States | 8.300% | 8/15/2031 | 220 | 255 | ||
| United Mexican States | 4.750% | 4/27/2032 | 300 | 288 | ||
| United Mexican States | 5.850% | 7/2/2032 | 904 | 914 | ||
| United Mexican States | 5.375% | 3/22/2033 | 705 | 688 | ||
| United Mexican States | 7.500% | 4/8/2033 | 100 | 113 | ||
| United Mexican States | 4.875% | 5/19/2033 | 450 | 426 | ||
| United Mexican States | 5.625% | 2/9/2034 | 734 | 719 | ||
| United Mexican States | 3.500% | 2/12/2034 | 400 | 339 | ||
| United Mexican States | 6.750% | 9/27/2034 | 200 | 212 | ||
| United Mexican States | 6.350% | 2/9/2035 | 500 | 511 | ||
| United Mexican States | 5.625% | 9/22/2035 | 441 | 426 | ||
| United Mexican States | 6.000% | 5/7/2036 | 701 | 696 | ||
| United Mexican States | 6.875% | 5/13/2037 | 725 | 758 | ||
| United Mexican States | 6.625% | 1/29/2038 | 400 | 407 | ||
| United Mexican States | 6.125% | 2/9/2038 | 922 | 900 | ||
| United Mexican States | 6.050% | 1/11/2040 | 633 | 615 | ||
| United Mexican States | 4.280% | 8/14/2041 | 665 | 520 | ||
| United Mexican States | 4.750% | 3/8/2044 | 765 | 613 | ||
| United Mexican States | 4.600% | 1/23/2046 | 600 | 459 | ||
| United Mexican States | 4.350% | 1/15/2047 | 360 | 263 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| United Mexican States | 4.600% | 2/10/2048 | 255 | 191 | ||
| United Mexican States | 4.500% | 1/31/2050 | 400 | 294 | ||
| United Mexican States | 5.000% | 4/27/2051 | 400 | 312 | ||
| United Mexican States | 4.400% | 2/12/2052 | 500 | 353 | ||
| United Mexican States | 6.338% | 5/4/2053 | 400 | 372 | ||
| United Mexican States | 6.400% | 5/7/2054 | 438 | 408 | ||
| United Mexican States | 7.375% | 5/13/2055 | 450 | 473 | ||
| United Mexican States | 6.750% | 2/9/2056 | 400 | 387 | ||
| United Mexican States | 3.771% | 5/24/2061 | 800 | 476 | ||
| United Mexican States | 5.750% | 10/12/2110 | 342 | 278 | ||
| Total Sovereign Bonds (Cost $182,682) | 175,075 | |||||
| Taxable Municipal Bonds (0.4%) | ||||||
| American Municipal Power Inc. Electric Power & Light Revenue (Combination Hydroelectric Projects) | 8.084% | 2/15/2050 | 175 | 218 | ||
| American Municipal Power Inc. Electric Power & Light Revenue (MELDAHL Hydroelectric Project) | 7.499% | 2/15/2050 | 50 | 58 | ||
| Bay Area Toll Authority Highway Revenue | 6.263% | 4/1/2049 | 250 | 261 | ||
| Bay Area Toll Authority Highway Revenue | 7.043% | 4/1/2050 | 100 | 113 | ||
| Bay Area Toll Authority Highway Revenue | 6.907% | 10/1/2050 | 100 | 112 | ||
| Bay Area Toll Authority Highway Revenue | 3.126% | 4/1/2055 | 100 | 66 | ||
| Board of Regents of the University of Texas System College & University Revenue | 4.794% | 8/15/2046 | 100 | 94 | ||
| Board of Regents of the University of Texas System College & University Revenue | 3.354% | 8/15/2047 | 50 | 37 | ||
| Board of Regents of the University of Texas System College & University Revenue | 2.439% | 8/15/2049 | 50 | 30 | ||
| California Earthquake Authority Miscellaneous Revenue | 5.603% | 7/1/2027 | 40 | 40 | ||
| California GO | 1.700% | 2/1/2028 | 100 | 96 | ||
| California GO | 3.500% | 4/1/2028 | 150 | 149 | ||
| California GO | 5.125% | 9/1/2029 | 100 | 104 | ||
| California GO | 2.500% | 10/1/2029 | 70 | 67 | ||
| California GO | 4.350% | 11/1/2032 | 100 | 100 | ||
| California GO | 6.000% | 3/1/2033 | 100 | 108 | ||
| California GO | 4.500% | 4/1/2033 | 145 | 143 | ||
| California GO | 7.500% | 4/1/2034 | 350 | 402 | ||
| California GO | 5.150% | 9/1/2034 | 50 | 51 | ||
| California GO | 5.125% | 3/1/2038 | 100 | 100 | ||
| California GO | 7.550% | 4/1/2039 | 630 | 748 | ||
| California GO | 7.300% | 10/1/2039 | 75 | 86 | ||
| California GO | 7.350% | 11/1/2039 | 375 | 433 | ||
| California GO | 7.625% | 3/1/2040 | 205 | 244 | ||
| California GO | 7.600% | 11/1/2040 | 200 | 240 | ||
| California GO | 5.200% | 3/1/2043 | 100 | 99 | ||
| California State University College & University Revenue | 3.899% | 11/1/2047 | 50 | 40 | ||
| California State University College & University Revenue | 2.975% | 11/1/2051 | 140 | 92 | ||
| California State University College & University Revenue | 5.183% | 11/1/2053 | 100 | 93 | ||
| Central Puget Sound Regional Transit Authority Sales Tax Revenue | 5.491% | 11/1/2039 | 50 | 51 | ||
| Chicago IL GO | 5.879% | 1/1/2031 | 38 | 38 | ||
| Chicago O'Hare International Airport Port, Airport & Marina Revenue | 6.395% | 1/1/2040 | 125 | 137 | ||
| Chicago O'Hare International Airport Port, Airport & Marina Revenue | 4.472% | 1/1/2049 | 45 | 39 | ||
| Chicago O'Hare International Airport Port, Airport & Marina Revenue | 4.572% | 1/1/2054 | 25 | 22 | ||
| Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | 6.899% | 12/1/2040 | 109 | 121 | ||
| Clark County Department of Aviation Port, Airport & Marina Revenue | 6.820% | 7/1/2045 | 100 | 111 | ||
| Commonwealth Financing Authority Appropriations Revenue | 3.807% | 6/1/2041 | 105 | 90 | ||
| Commonwealth Financing Authority Appropriations Revenue (Plancon Program) | 3.864% | 6/1/2038 | 100 | 92 | ||
| Commonwealth of Massachusetts GO | 5.456% | 12/1/2039 | 150 | 152 | ||
| Commonwealth of Massachusetts GO | 2.900% | 9/1/2049 | 100 | 68 | ||
| Commonwealth of Massachusetts Special Obligation Revenue | 4.110% | 7/15/2031 | 43 | 43 | ||
| Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.731% | 6/1/2040 | 50 | 52 | ||
| Connecticut GO | 5.850% | 3/15/2032 | 200 | 213 | ||
| Cook County IL GO | 6.229% | 11/15/2034 | 50 | 53 | ||
| Dallas Area Rapid Transit Sales Tax Revenue | 5.999% | 12/1/2044 | 100 | 103 | ||
| Dallas Area Rapid Transit Sales Tax Revenue | 5.022% | 12/1/2048 | 50 | 46 | ||
| Dallas Convention Center Hotel Development Corp. Hotel Occupancy Tax Revenue | 7.088% | 1/1/2042 | 75 | 83 | ||
| Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 2.994% | 11/1/2038 | 200 | 172 | ||
| Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 3.144% | 11/1/2045 | 75 | 57 | ||
| Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 4.507% | 11/1/2051 | 100 | 85 | ||
| 13 | Dallas Independent School District GO | 6.450% | 2/15/2035 | 100 | 102 | |
| District of Columbia Water & Sewer Authority Water Revenue | 4.814% | 10/1/2114 | 150 | 125 | ||
| East Bay Municipal Utility District Water System Water Revenue | 5.874% | 6/1/2040 | 85 | 89 | ||
| Empire State Development Corp. Income Tax Revenue | 3.900% | 3/15/2033 | 85 | 83 | ||
| Empire State Development Corp. Income Tax Revenue | 5.770% | 3/15/2039 | 120 | 123 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Empire State Development Corp. Income Tax Revenue, Prere. | 3.900% | 3/15/2029 | 15 | 15 | ||
| Foothill-Eastern Transportation Corridor Agency Highway Revenue | 4.094% | 1/15/2049 | 140 | 114 | ||
| Georgia Municipal Electric Authority Electric Power & Light Revenue | 6.637% | 4/1/2057 | 226 | 242 | ||
| Georgia Municipal Electric Authority Electric Power & Light Revenue | 6.655% | 4/1/2057 | 138 | 149 | ||
| Georgia Municipal Electric Authority Electric Power & Light Revenue | 7.055% | 4/1/2057 | 69 | 76 | ||
| Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 3.115% | 6/1/2038 | 35 | 29 | ||
| Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 3.000% | 6/1/2046 | 130 | 119 | ||
| Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 4.214% | 6/1/2050 | 200 | 152 | ||
| Grand Parkway Transportation Corp. Highway Revenue | 3.236% | 10/1/2052 | 395 | 275 | ||
| Houston TX GO | 6.290% | 3/1/2032 | 70 | 74 | ||
| Illinois GO | 5.100% | 6/1/2033 | 1,313 | 1,338 | ||
| Illinois GO | 6.630% | 2/1/2035 | 69 | 73 | ||
| Illinois State Toll Highway Authority Highway Revenue | 6.184% | 1/1/2034 | 50 | 53 | ||
| Indiana Finance Authority Appropriations Revenue (Ohio River Bridges East End Crossing Project) | 3.051% | 1/1/2051 | 75 | 54 | ||
| JobsOhio Beverage System Miscellaneous Revenue | 3.985% | 1/1/2029 | 65 | 65 | ||
| JobsOhio Beverage System Miscellaneous Revenue | 4.532% | 1/1/2035 | 90 | 90 | ||
| JobsOhio Beverage System Miscellaneous Revenue | 2.833% | 1/1/2038 | 5 | 4 | ||
| JobsOhio Beverage System Miscellaneous Revenue, ETM | 2.833% | 1/1/2038 | 70 | 59 | ||
| Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue | 7.618% | 8/1/2040 | 50 | 59 | ||
| Los Angeles Department of Water & Power Electric Power & Light Revenue | 6.574% | 7/1/2045 | 100 | 106 | ||
| Los Angeles Department of Water & Power Water Revenue | 6.603% | 7/1/2050 | 100 | 108 | ||
| Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | 3.615% | 2/1/2029 | 34 | 33 | ||
| Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | 5.081% | 6/1/2031 | 59 | 60 | ||
| Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | 4.145% | 2/1/2033 | 100 | 100 | ||
| Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | 5.048% | 12/1/2034 | 100 | 102 | ||
| Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | 4.475% | 8/1/2039 | 150 | 145 | ||
| Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | 5.198% | 12/1/2039 | 200 | 203 | ||
| Maryland Economic Development Corp. College & University Revenue | 5.942% | 5/31/2057 | 75 | 75 | ||
| Maryland Economic Development Corp. Intergovernmental Agreement Revenue | 5.433% | 5/31/2056 | 98 | 95 | ||
| Maryland Health & Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 3.197% | 7/1/2050 | 150 | 102 | ||
| Massachusetts School Building Authority Sales Tax Revenue | 5.715% | 8/15/2039 | 100 | 103 | ||
| Metropolitan Government of Nashville & Davidson County Convention Center Authority Hotel Occupancy Tax Revenue | 6.731% | 7/1/2043 | 50 | 54 | ||
| Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | 7.336% | 11/15/2039 | 350 | 406 | ||
| Metropolitan Transportation Authority Transit Revenue | 5.175% | 11/15/2049 | 15 | 14 | ||
| Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue | 7.462% | 10/1/2046 | 85 | 100 | ||
| Metropolitan Water Reclamation District of Greater Chicago GO | 5.720% | 12/1/2038 | 100 | 103 | ||
| Miami-Dade County FL Aviation Port, Airport & Marina Revenue | 4.280% | 10/1/2041 | 125 | 114 | ||
| Miami-Dade County Seaport Department Port, Airport & Marina Revenue | 6.224% | 11/1/2055 | 100 | 103 | ||
| Michigan Finance Authority Health, Hospital, Nursing Home Revenue | 3.084% | 12/1/2034 | 75 | 68 | ||
| Michigan Finance Authority Health, Hospital, Nursing Home Revenue | 3.384% | 12/1/2040 | 200 | 167 | ||
| Michigan State University College & University Revenue | 4.496% | 8/15/2048 | 50 | 45 | ||
| Michigan State University College & University Revenue | 4.165% | 8/15/2122 | 100 | 71 | ||
| Mississippi GO | 5.245% | 11/1/2034 | 50 | 51 | ||
| Missouri Health & Educational Facilities Authority College & University Revenue | 3.229% | 5/15/2050 | 100 | 70 | ||
| Missouri Health & Educational Facilities Authority College & University Revenue | 3.652% | 8/15/2057 | 100 | 72 | ||
| 14 | New Jersey Economic Development Authority Appropriations Revenue | 7.425% | 2/15/2029 | 166 | 174 | |
| New Jersey Rutgers State University College & University Revenue | 5.665% | 5/1/2040 | 50 | 51 | ||
| New Jersey Rutgers State University College & University Revenue | 3.270% | 5/1/2043 | 25 | 20 | ||
| New Jersey Rutgers State University College & University Revenue | 3.915% | 5/1/2119 | 75 | 49 | ||
| New Jersey Transportation Trust Fund Authority Appropriations Revenue | 6.561% | 12/15/2040 | 200 | 221 | ||
| New Jersey Turnpike Authority Highway Revenue | 7.414% | 1/1/2040 | 100 | 118 | ||
| New Jersey Turnpike Authority Highway Revenue | 7.102% | 1/1/2041 | 400 | 461 | ||
| New York City Municipal Water Finance Authority Water Revenue | 5.750% | 6/15/2041 | 50 | 50 | ||
| New York City Municipal Water Finance Authority Water Revenue | 5.952% | 6/15/2042 | 50 | 51 | ||
| New York City Municipal Water Finance Authority Water Revenue | 6.011% | 6/15/2042 | 50 | 52 | ||
| New York City Municipal Water Finance Authority Water Revenue | 5.440% | 6/15/2043 | 100 | 96 | ||
| New York City Municipal Water Finance Authority Water Revenue | 5.882% | 6/15/2044 | 175 | 176 | ||
| New York NY GO | 4.610% | 9/1/2037 | 200 | 195 | ||
| New York NY GO | 5.517% | 10/1/2037 | 50 | 51 | ||
| New York NY GO | 6.271% | 12/1/2037 | 100 | 106 | ||
| New York NY GO | 5.559% | 10/1/2045 | 106 | 104 | ||
| New York NY GO | 5.828% | 10/1/2053 | 100 | 102 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| New York NY GO | 5.392% | 10/1/2055 | 90 | 87 | ||
| New York State Dormitory Authority Income Tax Revenue | 5.628% | 3/15/2039 | 90 | 92 | ||
| North Texas Tollway Authority Highway Revenue | 6.718% | 1/1/2049 | 150 | 164 | ||
| Ohio State University College & University Revenue | 4.800% | 6/1/2111 | 100 | 82 | ||
| Ohio Turnpike & Infrastructure Commission Highway Revenue | 3.216% | 2/15/2048 | 75 | 55 | ||
| Oregon GO | 5.892% | 6/1/2027 | 41 | 42 | ||
| 7 | Oregon School Boards Association GO | 5.528% | 6/30/2028 | 26 | 26 | |
| 15 | Oregon State University College & University Revenue | 3.424% | 3/1/2060 | 150 | 105 | |
| Pennsylvania Economic Development Financing Authority Intergovernmental Agreement Revenue | 5.689% | 6/1/2054 | 125 | 126 | ||
| Pennsylvania State University College & University Revenue | 2.790% | 9/1/2043 | 50 | 38 | ||
| Pennsylvania State University College & University Revenue | 2.840% | 9/1/2050 | 100 | 67 | ||
| Pennsylvania Turnpike Commission Highway Revenue | 5.511% | 12/1/2045 | 75 | 74 | ||
| Permanent University Fund - Texas A&M University System College & University Revenue | 3.100% | 7/1/2049 | 75 | 55 | ||
| Permanent University Fund - University of Texas System College & University Revenue | 3.376% | 7/1/2047 | 50 | 38 | ||
| Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 6.040% | 12/1/2029 | 75 | 80 | ||
| Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.960% | 8/1/2046 | 250 | 234 | ||
| Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 5.310% | 8/1/2046 | 100 | 98 | ||
| Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.031% | 9/1/2048 | 30 | 25 | ||
| Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.139% | 2/15/2051 | 200 | 145 | ||
| Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.926% | 10/1/2051 | 100 | 93 | ||
| Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.175% | 7/15/2060 | 150 | 97 | ||
| Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.458% | 10/1/2062 | 275 | 231 | ||
| Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.810% | 10/15/2065 | 100 | 90 | ||
| Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.287% | 8/1/2069 | 100 | 64 | ||
| Port of Morrow OR Nuclear Revenue (Bonneville Cooperation Project No. 7) | 2.543% | 9/1/2040 | 100 | 76 | ||
| Regional Transportation District Sales Tax Revenue | 5.844% | 11/1/2050 | 100 | 100 | ||
| Riverside County CA Appropriations Revenue | 3.818% | 2/15/2038 | 50 | 47 | ||
| Sales Tax Securitization Corp. Sales Tax Revenue | 3.587% | 1/1/2043 | 75 | 64 | ||
| Sales Tax Securitization Corp. Sales Tax Revenue | 3.820% | 1/1/2048 | 50 | 40 | ||
| Sales Tax Securitization Corp. Sales Tax Revenue | 4.787% | 1/1/2048 | 100 | 91 | ||
| Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue | 4.839% | 1/1/2041 | 150 | 144 | ||
| San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | 5.808% | 2/1/2041 | 125 | 128 | ||
| San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | 5.469% | 2/1/2045 | 65 | 65 | ||
| San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | 5.569% | 2/1/2050 | 80 | 80 | ||
| San Diego County Water Authority Water Revenue | 6.138% | 5/1/2049 | 95 | 97 | ||
| San Francisco CA Public Utilities Commission Water Revenue | 6.950% | 11/1/2050 | 100 | 110 | ||
| San Jose Redevelopment Agency Successor Agency Tax Increment/Allocation Revenue | 3.375% | 8/1/2034 | 100 | 94 | ||
| South Carolina Public Service Authority Electric Power & Light Revenue | 6.454% | 1/1/2050 | 100 | 106 | ||
| State Board of Administration Finance Corp. Miscellaneous Revenue | 1.705% | 7/1/2027 | 250 | 243 | ||
| State Board of Administration Finance Corp. Miscellaneous Revenue | 2.154% | 7/1/2030 | 250 | 230 | ||
| State Board of Administration Finance Corp. Miscellaneous Revenue | 5.526% | 7/1/2034 | 150 | 157 | ||
| State Public School Building Authority Miscellaneous Revenue | 5.000% | 9/15/2027 | 49 | 50 | ||
| Texas Department of Transportation State Highway Fund Fuel Sales Tax Revenue | 5.178% | 4/1/2030 | 175 | 178 | ||
| Texas GO | 5.517% | 4/1/2039 | 169 | 173 | ||
| Texas GO | 4.681% | 4/1/2040 | 50 | 49 | ||
| Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | 5.102% | 4/1/2035 | 272 | 279 | ||
| Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | 5.169% | 4/1/2041 | 300 | 304 | ||
| Texas Private Activity Bond Surface Transportation Corp. Highway Revenue (North Tarrant Express Managed Lanes Project) | 3.922% | 12/31/2049 | 175 | 140 | ||
| 7 | Tucson AZ COP | 2.856% | 7/1/2047 | 50 | 37 | |
| United Nations Development Corp. Lease (Appropriation) Revenue | 6.536% | 8/1/2055 | 100 | 106 | ||
| University of California College & University Revenue | 1.316% | 5/15/2027 | 100 | 97 | ||
| University of California College & University Revenue | 1.614% | 5/15/2030 | 125 | 113 | ||
| University of California College & University Revenue | 3.071% | 5/15/2051 | 100 | 67 | ||
| University of California College & University Revenue | 4.858% | 5/15/2112 | 225 | 184 | ||
| University of California College & University Revenue | 4.767% | 5/15/2115 | 100 | 80 | ||
| University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 6.548% | 5/15/2048 | 350 | 371 | ||
| University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 6.583% | 5/15/2049 | 50 | 53 | ||
| University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 3.006% | 5/15/2050 | 130 | 85 | ||
| University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 4.563% | 5/15/2053 | 125 | 106 | ||
| University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 3.706% | 5/15/2120 | 60 | 38 | ||
| University of Michigan College & University Revenue | 2.437% | 4/1/2040 | 100 | 75 | ||
| University of Michigan College & University Revenue | 2.562% | 4/1/2050 | 100 | 61 | ||
| University of Michigan College & University Revenue | 4.454% | 4/1/2122 | 225 | 174 | ||
| University of Nebraska Facilities Corp. College & University Revenue | 3.037% | 10/1/2049 | 65 | 47 | ||
| University of Pittsburgh-of the Commonwealth System of Higher Education College & University Revenue | 3.555% | 9/15/2119 | 100 | 62 | ||
| University of Virginia College & University Revenue | 2.256% | 9/1/2050 | 335 | 191 | ||
| University of Virginia College & University Revenue | 4.179% | 9/1/2117 | 50 | 36 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Williamsburg Economic Development Authority Miscellaneous Revenue | 4.957% | 11/1/2035 | 55 | 55 | ||
| Wisconsin Appropriations Revenue | 3.954% | 5/1/2036 | 250 | 236 | ||
| Wisconsin Appropriations Revenue, ETM | 3.154% | 5/1/2027 | 100 | 99 | ||
| Total Taxable Municipal Bonds (Cost $24,715) | 22,187 | |||||
| Shares | ||||||
| Temporary Cash Investments (1.2%) | ||||||
| Money Market Fund (1.2%) | ||||||
| 16 | Vanguard Market Liquidity Fund (Cost $68,283) | 3.687% | 682,852 | 68,278 | ||
| Total Investments (100.4%) (Cost $5,804,149) | 5,467,315 | |||||
| Other Assets and Liabilities—Net (-0.4%) | (22,644) | |||||
| Net Assets (100%) | 5,444,671 | |||||
| Cost is in $000. | ||||||
| 1 | Securities with a value of $327 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of March 31, 2026. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | 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 March 31, 2026, the aggregate value was $10,972, representing 0.2% of net assets. |
| 7 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 8 | Guaranteed by the Government of Canada. |
| 9 | U.S. government-guaranteed. |
| 10 | Guaranteed by the Government of Japan. |
| 11 | Guaranteed by the Federal Republic of Germany. |
| 12 | Guaranteed by the Republic of Austria. |
| 13 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 14 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 15 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 16 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 1YR—1-year. | |
| CMT—Constant Maturing Treasury Rate. | |
| COP—Certificate of Participation. | |
| DAC—Designated Activity Company. | |
| ETM—Escrowed to Maturity. | |
| GO—General Obligation Bond. | |
| Prere.—Prerefunded. | |
| REIT—Real Estate Investment Trust. | |
| RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. | |
| RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month. | |
| UMBS—Uniform Mortgage-Backed Securities. |
| A. | Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. |
| B. | To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The portfolio may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. The portfolio may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the portfolio and may be offset by entering into an equal amount of TBA purchases. When the portfolio is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The portfolio mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The portfolio may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the portfolio cannot be repledged, |
| C. | Mortgage Dollar Rolls: The portfolio enters into mortgage-dollar-roll transactions, in which the portfolio sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The portfolio forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the portfolio is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the portfolio receives a lower price on the securities to be repurchased. The portfolio also enters into mortgage-dollar-roll transactions in which the portfolio buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The portfolio continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The portfolio accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the portfolio’s portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased. |
| D. | Swap Contracts: The portfolio invests in credit default swaps to adjust the overall credit risk of the portfolio or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The portfolio may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The portfolio may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure. |
| E. | Various inputs may be used to determine the value of the portfolio’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
| Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
| Investments | ||||
| Assets | ||||
| U.S. Government and Agency Obligations | — | 3,744,238 | — | 3,744,238 |
| Asset-Backed/Commercial Mortgage-Backed Securities | — | 110,790 | — | 110,790 |
| Corporate Bonds | — | 1,346,747 | — | 1,346,747 |
| Sovereign Bonds | — | 175,075 | — | 175,075 |
| Taxable Municipal Bonds | — | 22,187 | — | 22,187 |
| Temporary Cash Investments | 68,278 | — | — | 68,278 |
| Total | 68,278 | 5,399,037 | — | 5,467,315 |