| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Long-Term Investments 99.7% | |||||
| Asset-Backed Securities 15.6% | |||||
| Automobiles 6.1% | |||||
| AmeriCredit Automobile Receivables Trust, | |||||
| Series 2021-03, Class C | 1.410 % | 08/18/27 | 187 | $186,400 | |
| Series 2023-01, Class C | 5.800 | 12/18/28 | 2,100 | 2,128,847 | |
| Series 2023-02, Class C | 6.000 | 07/18/29 | 900 | 920,065 | |
| ARI Fleet Lease Trust, Series 2025-B, Class A2, 144A | 4.590 | 03/15/34 | 6,710 | 6,730,689 | |
| Avis Budget Rental Car Funding AESOP LLC, | |||||
| Series 2021-02A, Class A, 144A | 1.660 | 02/20/28 | 3,800 | 3,742,870 | |
| Series 2022-01A, Class A, 144A | 3.830 | 08/21/28 | 4,700 | 4,674,256 | |
| Series 2023-01A, Class A, 144A | 5.250 | 04/20/29 | 6,600 | 6,688,430 | |
| Series 2023-02A, Class A, 144A | 5.200 | 10/20/27 | 1,800 | 1,805,153 | |
| Series 2024-01A, Class A, 144A | 5.360 | 06/20/30 | 1,900 | 1,938,060 | |
| Series 2024-03A, Class A, 144A | 5.230 | 12/20/30 | 1,800 | 1,830,935 | |
| BOF VII AL Funding Trust I, | |||||
| Series 2023-CAR03, Class A2, 144A | 6.291 | 07/26/32 | 715 | 725,704 | |
| Series 2023-CAR03, Class B, 144A | 6.632 | 07/26/32 | 278 | 281,408 | |
| Chesapeake Funding II LLC, Series 2024-01A, Class A1, 144A | 5.520 | 05/15/36 | 638 | 644,731 | |
| Enterprise Fleet Financing LLC, | |||||
| Series 2025-03, Class A2, 144A | 4.500 | 04/20/28 | 2,109 | 2,114,998 | |
| Series 2025-04, Class A2, 144A | 4.050 | 08/20/28 | 3,800 | 3,797,164 | |
| Ford Credit Auto Owner Trust, | |||||
| Series 2021-02, Class B, 144A | 1.910 | 05/15/34 | 600 | 592,134 | |
| Series 2023-01, Class A, 144A | 4.850 | 08/15/35 | 2,000 | 2,020,557 | |
| Series 2023-02, Class A, 144A | 5.280 | 02/15/36 | 2,800 | 2,857,249 | |
| Series 2025-02, Class A, 144A | 4.370(cc) | 02/15/38 | 11,182 | 11,138,995 | |
| Ford Credit Floorplan Master Owner Trust, | |||||
| Series 2024-03, Class A1, 144A | 4.300 | 09/15/29 | 7,700 | 7,714,470 | |
| Series 2025-01, Class A1 | 4.630 | 04/15/30 | 5,700 | 5,741,275 | |
| GM Financial Consumer Automobile Receivables Trust, | |||||
| Series 2023-04, Class B | 6.160 | 04/16/29 | 1,100 | 1,123,578 | |
| Series 2023-04, Class C | 6.410 | 05/16/29 | 700 | 716,260 | |
| GM Financial Revolving Receivables Trust, | |||||
| Series 2021-01, Class B, 144A | 1.490 | 06/12/34 | 200 | 197,959 | |
| Series 2023-02, Class A, 144A | 5.770 | 08/11/36 | 500 | 517,494 | |
| Series 2024-01, Class A, 144A | 4.980 | 12/11/36 | 2,600 | 2,647,162 | |
| Series 2024-02, Class A, 144A | 4.520 | 03/11/37 | 5,000 | 5,028,112 | |
| GMF Floorplan Owner Revolving Trust, Series 2024-04A, Class A1, 144A | 4.730 | 11/15/29 | 4,400 | 4,433,320 | |
| OneMain Direct Auto Receivables Trust, | |||||
| Series 2023-01A, Class A, 144A | 5.410 | 11/14/29 | 4,099 | 4,127,138 | |
| Series 2025-01A, Class A, 144A | 5.360 | 04/16/35 | 8,200 | 8,394,944 | |
| Series 2026-01A, Class A, 144A | 4.490 | 12/14/33 | 8,700 | 8,656,303 | |
| Santander Drive Auto Receivables Trust, | |||||
| Series 2023-01, Class C | 5.090 | 05/15/30 | 560 | 563,217 | |
| Series 2023-03, Class C | 5.770 | 11/15/30 | 1,500 | 1,520,193 | |
| Series 2023-04, Class C | 6.040 | 12/15/31 | 2,500 | 2,549,463 | |
| Series 2023-06, Class B | 5.980 | 04/16/29 | 1,100 | 1,110,055 | |
| Series 2024-02, Class C | 5.840 | 06/17/30 | 1,000 | 1,016,245 | |
| Series 2024-04, Class C | 4.950 | 04/15/30 | 3,400 | 3,416,961 | |
| Series 2024-05, Class C | 4.780 | 01/15/31 | 3,000 | 3,011,480 | |
| Series 2025-01, Class C | 5.040 | 03/17/31 | 6,500 | 6,545,305 | |
| Series 2025-03, Class C | 4.680 | 09/15/31 | 3,800 | 3,800,134 | |
| SFS Auto Receivables Securitization Trust, | |||||
| Series 2023-01A, Class B, 144A | 5.710 | 01/22/30 | 300 | 304,691 | |
| Series 2023-01A, Class C, 144A | 5.970 | 02/20/31 | 500 | 509,686 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Asset-Backed Securities (Continued) | |||||
| Automobiles (cont’d.) | |||||
| Toyota Auto Loan Extended Note Trust, Series 2025-01A, Class A, 144A | 4.650 % | 05/25/38 | 5,400 | $5,454,321 | |
| Westlake Automobile Receivables Trust, Series 2025-02A, Class B, 144A | 4.630 | 01/15/31 | 2,400 | 2,409,163 | |
| Wheels Fleet Lease Funding LLC, | |||||
| Series 2023-01A, Class A, 144A | 5.800 | 04/18/38 | 849 | 852,348 | |
| Series 2024-01A, Class A1, 144A | 5.490 | 02/18/39 | 1,481 | 1,494,351 | |
| Series 2025-02A, Class A1, 144A | 4.410 | 05/18/40 | 5,600 | 5,612,746 | |
| Yamaha Motor Master Trust II, Series 2026-A, Class A1, 144A | 4.430 | 04/15/31 | 3,000 | 3,002,601 | |
| 147,289,620 | |||||
| Collateralized Loan Obligations 6.7% | |||||
| Anchorage Capital CLO Ltd. (Cayman Islands), Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | 5.194(c) | 07/22/37 | 10,000 | 10,012,734 | |
| Ares Loan Funding Ltd. (Cayman Islands), Series 2025-ALF09A, Class A1, 144A, 3 Month SOFR + 1.180% (Cap N/A, Floor 1.180%) | 4.853(c) | 03/31/38 | 10,500 | 10,498,032 | |
| Carlyle US CLO Ltd. (Cayman Islands), Series 2021-05A, Class A1R, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | 4.995(c) | 03/31/38 | 7,000 | 7,018,546 | |
| CIFC Funding Ltd. (Cayman Islands), Series 2018-02A, Class A1R, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | 5.045(c) | 10/20/37 | 14,750 | 14,779,794 | |
| Elevation CLO Ltd. (Cayman Islands), Series 2021-12A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | 5.295(c) | 04/20/37 | 10,000 | 10,013,737 | |
| Elmwood CLO Ltd. (Cayman Islands), Series 2019-02A, Class A1RR, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | 5.025(c) | 10/20/37 | 14,750 | 14,778,330 | |
| Kennedy Lewis CLO Ltd. (Cayman Islands), Series 08A, Class A1R2, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | 5.055(c) | 01/20/38 | 14,750 | 14,779,133 | |
| Madison Park Funding Ltd. (Cayman Islands), Series 2018-29A, Class A1R2, 144A, 3 Month SOFR + 1.180% (Cap N/A, Floor 1.180%) | 4.855(c) | 03/25/38 | 11,230 | 11,229,918 | |
| Marble Point CLO Ltd. (Cayman Islands), Series 2022-02A, Class A1RR, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | 4.865(c) | 10/20/36 | 11,750 | 11,738,792 | |
| Octagon Alto Ltd. (Cayman Islands), Series 2023-01A, Class A1R, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | 4.815(c) | 10/20/36 | 11,750 | 11,743,233 | |
| Park Blue CLO Ltd. (United Kingdom), Series 2023-04A, Class A1R, 144A, 3 Month SOFR + 1.250% (Cap N/A, Floor 1.250%) | 4.917(c) | 01/25/39 | 11,000 | 11,025,131 | |
| Sound Point CLO Ltd. (Cayman Islands), Series 2019-02A, Class AR, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) | 5.105(c) | 07/15/34 | 2,200 | 2,200,697 | |
| Texas Debt Capital CLO Ltd. (Cayman Islands), Series 2025-01A, Class A1, 144A, 3 Month SOFR + 1.140% (Cap N/A, Floor 1.140%) | 4.807(c) | 04/24/38 | 10,000 | 9,990,913 | |
| THL Credit Wind River CLO Ltd. (Cayman Islands), Series 2020-01A, Class A1R, 144A, 3 Month SOFR + 1.570% (Cap N/A, Floor 1.570%) | 5.245(c) | 07/20/37 | 12,000 | 12,022,314 | |
| Tikehau US CLO Ltd. (Bermuda), Series 2025-01A, Class A1, 144A, 3 Month SOFR + 1.220% (Cap N/A, Floor 1.220%) | 4.887(c) | 02/25/38 | 10,500 | 10,510,734 | |
| 162,342,038 | |||||
| Consumer Loans 1.2% | |||||
| Affirm Master Trust, | |||||
| Series 2025-02A, Class A, 144A | 4.670 | 07/15/33 | 5,100 | 5,115,394 | |
| Series 2026-02A, Class A, 144A | 4.670 | 04/16/35 | 4,200 | 4,201,458 | |
| GreenSky Home Improvement Trust, | |||||
| Series 2024-01, Class A2, 144A | 5.880 | 06/25/59 | 41 | 41,014 | |
| Series 2024-01, Class A4, 144A | 5.670 | 06/25/59 | 596 | 603,831 | |
| Onemain Financial Issuance Trust, Series 2025-01A, Class A, 144A | 4.820 | 07/14/38 | 9,100 | 9,098,699 | |
| OneMain Financial Issuance Trust, | |||||
| Series 2020-02A, Class A, 144A | 1.750 | 09/14/35 | 1,405 | 1,386,901 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Asset-Backed Securities (Continued) | |||||
| Consumer Loans (cont’d.) | |||||
| OneMain Financial Issuance Trust, (cont’d.) | |||||
| Series 2021-01A, Class A2, 144A, 30 Day Average SOFR + 0.760% (Cap N/A, Floor 0.000%) | 4.403 %(c) | 06/16/36 | 2,800 | $2,790,005 | |
| Series 2023-02A, Class A1, 144A | 5.840 | 09/15/36 | 5,300 | 5,374,385 | |
| 28,611,687 | |||||
| Equipment 0.5% | |||||
| CCG Receivables Trust, Series 2025-02, Class A2, 144A | 4.140 | 08/15/34 | 3,250 | 3,249,063 | |
| Dell Equipment Finance Trust, Series 2025-02, Class A3, 144A | 4.120 | 03/24/31 | 1,250 | 1,247,439 | |
| MMAF Equipment Finance LLC, Series 2019-B, Class A5, 144A | 2.290 | 11/12/41 | 659 | 657,521 | |
| Post Road Equipment Finance LLC, Series 2026-01A, Class A2, 144A | 4.470 | 01/18/33 | 6,700 | 6,698,898 | |
| 11,852,921 | |||||
| Home Equity Loans 1.0% | |||||
| BRAVO Residential Funding Trust, Series 2025-CES02, Class A1, 144A | 4.960(cc) | 07/26/55 | 2,319 | 2,308,325 | |
| COOPR Residential Mortgage Trust, Series 2025-CES02, Class A1A, 144A | 5.502(cc) | 06/25/60 | 3,622 | 3,636,729 | |
| EFMT, Series 2024-CES01, Class A1, 144A | 5.522(cc) | 01/26/60 | 2,966 | 2,975,365 | |
| JPMorgan Mortgage Trust, | |||||
| Series 2024-HE03, Class A1, 144A, 30 Day Average SOFR + 1.200% (Cap N/A, Floor 0.000%) | 4.840(c) | 02/25/55 | 2,024 | 2,023,005 | |
| Series 2025-CES02, Class A1, 144A | 5.592(cc) | 06/25/55 | 2,224 | 2,231,010 | |
| RCKT Mortgage Trust, | |||||
| Series 2024-CES03, Class A1A, 144A | 6.591(cc) | 05/25/44 | 523 | 528,232 | |
| Series 2024-CES06, Class A1A, 144A | 5.344(cc) | 09/25/44 | 2,860 | 2,862,634 | |
| Santander Mortgage Asset Receivable Trust, Series 2025-CES01, Class A1A, 144A | 5.036(cc) | 09/25/55 | 2,132 | 2,121,802 | |
| Towd Point Mortgage Trust, | |||||
| Series 2023-CES02, Class A1A, 144A | 7.294(cc) | 10/25/63 | 586 | 589,109 | |
| Series 2024-CES01, Class A1A, 144A | 5.848(cc) | 01/25/64 | 149 | 149,242 | |
| Series 2024-CES03, Class A1, 144A | 6.290(cc) | 05/25/64 | 1,439 | 1,450,532 | |
| Series 2024-CES04, Class A1, 144A | 5.122(cc) | 09/25/64 | 1,828 | 1,824,052 | |
| Series 2025-CES01, Class A1, 144A | 5.705(cc) | 02/25/55 | 1,995 | 2,004,630 | |
| 24,704,667 | |||||
| Other 0.0% | |||||
| Home Partners of America Trust, Series 2021-03, Class A, 144A | 2.200 | 01/17/41 | 983 | 922,881 | |
| Student Loans 0.1% | |||||
| ELFI Graduate Loan Program LLC, Series 2020-A, Class A, 144A | 1.730 | 08/25/45 | 611 | 563,067 | |
| Navient Private Education Refi Loan Trust, | |||||
| Series 2019-CA, Class A2, 144A | 3.130 | 02/15/68 | 64 | 63,948 | |
| Series 2020-BA, Class A2, 144A | 2.120 | 01/15/69 | 241 | 231,048 | |
| Series 2020-DA, Class A, 144A | 1.690 | 05/15/69 | 174 | 166,368 | |
| Pennsylvania Higher Education Assistance Agency, Series 2021-01A, Class A, 144A, 30 Day Average SOFR + 0.644% (Cap N/A, Floor 0.530%) | 4.290(c) | 05/25/70 | 897 | 881,543 | |
| SoFi Professional Loan Program LLC, | |||||
| Series 2019-A, Class A2FX, 144A | 3.690 | 06/15/48 | 99 | 98,666 | |
| Series 2019-C, Class A2FX, 144A | 2.370 | 11/16/48 | 188 | 183,516 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Asset-Backed Securities (Continued) | |||||
| Student Loans (cont’d.) | |||||
| SoFi Professional Loan Program Trust, | |||||
| Series 2020-A, Class A2FX, 144A | 2.540 % | 05/15/46 | 386 | $373,122 | |
| Series 2020-C, Class AFX, 144A | 1.950 | 02/15/46 | 233 | 219,449 | |
| 2,780,727 | |||||
| Total Asset-Backed Securities (cost $377,510,772) | 378,504,541 | ||||
| Commercial Mortgage-Backed Securities 8.3% | |||||
| Arbor Multifamily Mortgage Securities Trust, Series 2021-MF02, Class A4, 144A | 2.252 | 06/15/54 | 8,900 | 7,964,601 | |
| ARES Commercial Mortgage Trust, Series 2026-AZURE, Class A, 144A, 1 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | 5.005(c) | 03/15/38 | 5,000 | 5,000,000 | |
| ARES Trust, Series 2026, 144A | 5.070 | 05/15/28 | 4,600 | 4,600,000 | |
| BANK, | |||||
| Series 2019-BN17, Class A3 | 3.456 | 04/15/52 | 4,116 | 4,001,401 | |
| Series 2019-BN20, Class A2 | 2.758 | 09/15/62 | 5,504 | 5,199,977 | |
| Series 2019-BN23, Class A2 | 2.669 | 12/15/52 | 2,188 | 2,053,747 | |
| Series 2020-BN25, Class A4 | 2.399 | 01/15/63 | 6,200 | 5,798,316 | |
| Series 2020-BN26, Class A3 | 2.155 | 03/15/63 | 5,000 | 4,620,204 | |
| Series 2020-BN27, Class A4 | 1.901 | 04/15/63 | 4,700 | 4,172,436 | |
| Series 2020-BN29, Class A3 | 1.742 | 11/15/53 | 2,554 | 2,266,054 | |
| Series 2021-BN32, Class A4 | 2.349 | 04/15/54 | 9,000 | 8,184,180 | |
| Series 2021-BN34, Class A4 | 2.156 | 06/15/63 | 7,000 | 6,268,326 | |
| Series 2021-BN38, Class A4 | 2.275 | 12/15/64 | 5,700 | 5,016,430 | |
| Barclays Commercial Mortgage Securities Trust, | |||||
| Series 2016-ETC, Class A, 144A | 2.937 | 08/14/36 | 500 | 496,457 | |
| Series 2020-C07, Class A4 | 1.786 | 04/15/53 | 5,700 | 5,133,810 | |
| Series 2023-C21, Class A2 | 6.506(cc) | 09/15/56 | 3,312 | 3,400,658 | |
| Series 2023-C22, Class A2 | 6.728 | 11/15/56 | 4,050 | 4,071,676 | |
| Benchmark Mortgage Trust, | |||||
| Series 2018-B01, Class A4 | 3.402 | 01/15/51 | 253 | 250,266 | |
| Series 2018-B03, Class A4 | 3.761 | 04/10/51 | 4,437 | 4,391,737 | |
| Series 2019-B10, Class A3 | 3.455 | 03/15/62 | 2,464 | 2,399,988 | |
| Series 2020-B17, Class A4 | 2.042 | 03/15/53 | 1,800 | 1,641,185 | |
| Series 2020-B21, Class A4 | 1.704 | 12/17/53 | 2,600 | 2,332,198 | |
| Series 2020-IG03, Class A2, 144A | 2.475 | 09/15/48 | 1,205 | 1,190,212 | |
| Series 2021-B24, Class A3 | 2.010 | 03/15/54 | 2,600 | 2,384,808 | |
| Series 2023-B38, Class A2 | 5.626 | 04/15/56 | 6,000 | 6,066,345 | |
| Series 2023-B39, Class A2 | 6.791(cc) | 07/15/56 | 7,000 | 7,193,703 | |
| Series 2025-V13, Class A4 | 5.815(cc) | 02/15/58 | 8,500 | 8,807,409 | |
| BMO Mortgage Trust, | |||||
| Series 2023-05C1, Class A3 | 6.534(cc) | 08/15/56 | 7,200 | 7,436,046 | |
| Series 2023-05C2, Class A3 | 7.296(cc) | 11/15/56 | 9,000 | 9,468,984 | |
| Cantor Commercial Real Estate Lending, Series 2019-CF03, Class A3 | 2.752 | 01/15/53 | 2,900 | 2,700,309 | |
| CD Mortgage Trust, | |||||
| Series 2016-CD01, Class A3 | 2.459 | 08/10/49 | 186 | 185,532 | |
| Series 2019-CD08, Class A3 | 2.657 | 08/15/57 | 2,577 | 2,432,779 | |
| CF Mortgage Trust, Series 2020-P01, Class A1, 144A | 2.840(cc) | 04/15/52 | 2,774 | 2,758,105 | |
| CFCRE Commercial Mortgage Trust, Series 2016-C07, Class A2 | 3.585 | 12/10/54 | 1,760 | 1,749,429 | |
| CIP Commercial Mortgage Trust, Series 2025-SBAY, Class A, 144A, 1 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | 5.055(c) | 10/15/37 | 5,000 | 5,006,211 | |
| Citigroup Commercial Mortgage Trust, | |||||
| Series 2015-GC31, Class A4 | 3.762 | 06/10/48 | 433 | 425,121 | |
| Series 2016-C03, Class A3 | 2.896 | 11/15/49 | 607 | 603,499 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Commercial Mortgage-Backed Securities (Continued) | |||||
| Citigroup Commercial Mortgage Trust, (cont’d.) | |||||
| Series 2017-P08, Class A3 | 3.203 % | 09/15/50 | 1,700 | $1,677,728 | |
| Series 2019-C07, Class A3 | 2.860 | 12/15/72 | 818 | 774,234 | |
| Series 2019-GC41, Class A4 | 2.620 | 08/10/56 | 3,000 | 2,812,712 | |
| Commercial Mortgage Trust, Series 2016-COR01, Class A3 | 2.826 | 10/10/49 | 619 | 617,141 | |
| CSAIL Commercial Mortgage Trust, Series 2021-C20, Class A2 | 2.486 | 03/15/54 | 5,322 | 4,919,610 | |
| Deutsche Bank Commercial Mortgage Trust, Series 2020-C09, Class A4 | 1.644 | 08/15/53 | 5,800 | 5,278,519 | |
| Fannie Mae-Aces, Series 2019-M21, Class 3A1 | 2.100 | 06/25/34 | 164 | 163,226 | |
| FHLMC Multifamily Structured Pass-Through Certificates, Series KW08, Class A2 | 3.600 | 01/25/29 | 4,500 | 4,424,216 | |
| JPMCC Commercial Mortgage Securities Trust, Series 2017-JP05, Class A4 | 3.457 | 03/15/50 | 102 | 101,912 | |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C05, Class A4 | 3.414 | 03/15/50 | 770 | 765,242 | |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP03, Class A4 | 2.627 | 08/15/49 | 462 | 460,731 | |
| Ladder Capital Commercial Mortgage Securities Trust, Series 2017-LC26, Class A3, 144A | 3.289 | 07/12/50 | 1,135 | 1,123,000 | |
| Morgan Stanley Capital I Trust, | |||||
| Series 2016-BNK02, Class A3 | 2.791 | 11/15/49 | 783 | 777,852 | |
| Series 2016-UB11, Class A3 | 2.531 | 08/15/49 | 583 | 579,769 | |
| SCG Trust, Series 2025-SNIP, Class A, 144A, 1 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | 5.155(c) | 09/15/42 | 5,550 | 5,563,875 | |
| UBS Commercial Mortgage Trust, | |||||
| Series 2017-C05, Class A4 | 3.212 | 11/15/50 | 1,139 | 1,121,312 | |
| Series 2018-C09, Class A3 | 3.854 | 03/15/51 | 657 | 647,361 | |
| Series 2018-C14, Class A3 | 4.180 | 12/15/51 | 872 | 866,209 | |
| Series 2019-C18, Class A3 | 2.782 | 12/15/52 | 4,400 | 4,144,189 | |
| Wells Fargo Commercial Mortgage Trust, | |||||
| Series 2017-C38, Class A4 | 3.190 | 07/15/50 | 823 | 813,064 | |
| Series 2017-RB01, Class A4 | 3.374 | 03/15/50 | 976 | 968,348 | |
| Series 2018-C46, Class A3 | 3.888 | 08/15/51 | 2,000 | 1,985,875 | |
| Series 2019-C50, Class A4 | 3.466 | 05/15/52 | 2,448 | 2,385,222 | |
| Series 2020-C57, Class A3 | 1.864 | 08/15/53 | 5,300 | 4,801,975 | |
| Series 2021-C59, Class A3 | 1.958 | 04/15/54 | 5,921 | 5,442,688 | |
| Total Commercial Mortgage-Backed Securities (cost $210,165,093) | 200,888,149 | ||||
| Corporate Bonds 28.3% | |||||
| Aerospace & Defense 0.6% | |||||
| BAE Systems PLC (United Kingdom), | |||||
| Sr. Unsec’d. Notes, 144A | 3.400 | 04/15/30 | 335 | 321,531 | |
| Sr. Unsec’d. Notes, 144A | 5.125 | 03/26/29 | 2,570 | 2,624,204 | |
| Boeing Co. (The), | |||||
| Sr. Unsec’d. Notes | 3.375 | 06/15/46 | 3,557 | 2,441,735 | |
| Sr. Unsec’d. Notes | 3.550 | 03/01/38 | 495 | 410,186 | |
| Sr. Unsec’d. Notes | 3.600 | 05/01/34 | 1,160 | 1,042,359 | |
| Sr. Unsec’d. Notes | 3.850 | 11/01/48 | 455 | 328,077 | |
| Sr. Unsec’d. Notes | 3.900 | 05/01/49 | 1,405 | 1,027,744 | |
| Sr. Unsec’d. Notes | 5.705 | 05/01/40 | 190 | 191,711 | |
| Sr. Unsec’d. Notes | 5.930 | 05/01/60 | 1,950 | 1,884,375 | |
| Bombardier, Inc. (Canada), Sr. Unsec’d. Notes, 144A(a) | 7.250 | 07/01/31 | 1,050 | 1,102,731 | |
| HEICO Corp., Gtd. Notes | 5.250 | 08/01/28 | 725 | 738,082 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Aerospace & Defense (cont’d.) | |||||
| Honeywell Aerospace, Inc., | |||||
| Gtd. Notes, 144A | 4.600 % | 03/16/33 | 1,116 | $1,102,269 | |
| Gtd. Notes, 144A | 4.950 | 03/16/36 | 760 | 751,432 | |
| 13,966,436 | |||||
| Agriculture 0.5% | |||||
| Altria Group, Inc., Gtd. Notes | 3.400 | 05/06/30 | 630 | 602,935 | |
| BAT Capital Corp. (United Kingdom), | |||||
| Gtd. Notes | 2.259 | 03/25/28 | 1,910 | 1,834,486 | |
| Gtd. Notes | 2.726 | 03/25/31 | 2,180 | 1,992,555 | |
| Gtd. Notes | 3.557 | 08/15/27 | 120 | 118,754 | |
| Gtd. Notes | 4.390 | 08/15/37 | 5,500 | 4,995,417 | |
| Gtd. Notes | 6.343 | 08/02/30 | 710 | 756,978 | |
| BAT International Finance PLC (United Kingdom), Gtd. Notes | 5.931 | 02/02/29 | 1,295 | 1,341,467 | |
| 11,642,592 | |||||
| Airlines 0.1% | |||||
| American Airlines 2015-1 Class A Pass-Through Trust, Pass-Through Certificates | 3.375 | 11/01/28 | 50 | 49,189 | |
| Delta Air Lines 2020-1 Class AA Pass-Through Trust, Pass-Through Certificates(a) | 2.000 | 12/10/29 | 463 | 447,849 | |
| United Airlines 2016-2 Class AA Pass-Through Trust, Pass-Through Certificates | 2.875 | 04/07/30 | 232 | 223,676 | |
| United Airlines 2019-2 Class AA Pass-Through Trust, Pass-Through Certificates(a) | 2.700 | 11/01/33 | 329 | 301,030 | |
| United Airlines Holdings, Inc., Gtd. Notes | 4.875 | 03/01/29 | 1,155 | 1,140,631 | |
| 2,162,375 | |||||
| Auto Manufacturers 1.1% | |||||
| Ford Motor Co., Sr. Unsec’d. Notes | 4.750 | 01/15/43 | 205 | 157,850 | |
| Ford Motor Credit Co. LLC, | |||||
| Sr. Unsec’d. Notes | 2.900 | 02/10/29 | 4,250 | 3,991,331 | |
| Sr. Unsec’d. Notes | 4.271 | 01/09/27 | 3,200 | 3,183,623 | |
| Sr. Unsec’d. Notes | 5.875 | 11/07/29 | 575 | 583,765 | |
| General Motors Co., Sr. Unsec’d. Notes | 5.200 | 04/01/45 | 950 | 831,380 | |
| General Motors Financial Co., Inc., | |||||
| Gtd. Notes | 3.850 | 01/05/28 | 490 | 485,532 | |
| Sr. Unsec’d. Notes | 2.400 | 10/15/28 | 1,385 | 1,316,249 | |
| Sr. Unsec’d. Notes | 2.700 | 08/20/27 | 375 | 366,638 | |
| Sr. Unsec’d. Notes | 5.800 | 06/23/28 | 2,705 | 2,769,862 | |
| Hyundai Capital America, | |||||
| Sr. Unsec’d. Notes, 144A, MTN | 2.000 | 06/15/28 | 2,550 | 2,415,971 | |
| Sr. Unsec’d. Notes, 144A, MTN | 5.300 | 01/08/30 | 4,560 | 4,634,300 | |
| Toyota Motor Credit Corp., Sr. Unsec’d. Notes, MTN | 4.800 | 01/05/34 | 1,376 | 1,372,539 | |
| Volkswagen Group of America Finance LLC (Germany), | |||||
| Gtd. Notes, 144A(a) | 4.950 | 08/15/29 | 2,370 | 2,378,001 | |
| Gtd. Notes, 144A(a) | 5.250 | 03/22/29 | 2,840 | 2,872,959 | |
| 27,360,000 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Auto Parts & Equipment 0.1% | |||||
| Clarios Global LP/Clarios US Finance Co., Sr. Sec’d. Notes, 144A | 6.750 % | 02/15/30 | 1,050 | $1,082,519 | |
| Qnity Electronics, Inc., | |||||
| Gtd. Notes, 144A | 6.250 | 08/15/33 | 80 | 81,813 | |
| Sr. Sec’d. Notes, 144A | 5.750 | 08/15/32 | 130 | 131,388 | |
| Tenneco, Inc., Sr. Sec’d. Notes, 144A | 8.000 | 11/17/28 | 875 | 884,793 | |
| 2,180,513 | |||||
| Banks 7.4% | |||||
| Banco Santander SA (Spain), Sr. Non-Preferred Notes | 5.538(ff) | 03/14/30 | 1,000 | 1,022,210 | |
| Bank of America Corp., | |||||
| Sr. Unsec’d. Notes | 2.687(ff) | 04/22/32 | 12,960 | 11,753,496 | |
| Sr. Unsec’d. Notes | 4.477(ff) | 04/23/30 | 3,380 | 3,369,432 | |
| Sr. Unsec’d. Notes | 5.288(ff) | 04/25/34 | 1,530 | 1,552,363 | |
| Sr. Unsec’d. Notes, GMTN | 3.593(ff) | 07/21/28 | 1,595 | 1,578,866 | |
| Sr. Unsec’d. Notes, MTN | 2.496(ff) | 02/13/31 | 2,705 | 2,504,335 | |
| Sr. Unsec’d. Notes, MTN | 2.972(ff) | 02/04/33 | 1,555 | 1,407,082 | |
| Sr. Unsec’d. Notes, MTN | 3.824(ff) | 01/20/28 | 1,720 | 1,712,959 | |
| Sr. Unsec’d. Notes, MTN | 4.271(ff) | 07/23/29 | 320 | 318,291 | |
| Sr. Unsec’d. Notes, Series N | 2.651(ff) | 03/11/32 | 4,500 | 4,089,900 | |
| Barclays PLC (United Kingdom), | |||||
| Sr. Unsec’d. Notes | 2.279(ff) | 11/24/27 | 4,370 | 4,315,274 | |
| Sr. Unsec’d. Notes | 4.837(ff) | 09/10/28 | 400 | 401,228 | |
| Sr. Unsec’d. Notes | 5.207(ff) | 02/24/37 | 3,490 | 3,386,119 | |
| BNP Paribas SA (France), | |||||
| Sr. Non-Preferred Notes, 144A | 1.675(ff) | 06/30/27 | 1,425 | 1,418,181 | |
| Sr. Non-Preferred Notes, 144A | 1.904(ff) | 09/30/28 | 1,385 | 1,334,490 | |
| Sr. Non-Preferred Notes, 144A | 3.132(ff) | 01/20/33 | 475 | 428,644 | |
| Sr. Preferred Notes, 144A | 5.176(ff) | 01/09/30 | 465 | 471,508 | |
| BPCE SA (France), Sr. Preferred Notes, 144A, MTN | 3.250 | 01/11/28 | 625 | 613,472 | |
| Cassa Depositi e Prestiti SpA (Italy), | |||||
| Sr. Unsec’d. Notes, 144A | 4.375 | 10/01/30 | 1,000 | 989,452 | |
| Sr. Unsec’d. Notes, 144A | 5.875 | 04/30/29 | 800 | 831,931 | |
| Citigroup, Inc., | |||||
| Sr. Unsec’d. Notes | 2.561(ff) | 05/01/32 | 1,415 | 1,271,255 | |
| Sr. Unsec’d. Notes | 2.666(ff) | 01/29/31 | 1,510 | 1,404,234 | |
| Sr. Unsec’d. Notes | 3.668(ff) | 07/24/28 | 490 | 485,422 | |
| Sr. Unsec’d. Notes | 3.887(ff) | 01/10/28 | 670 | 667,483 | |
| Sr. Unsec’d. Notes | 4.650 | 07/23/48 | 440 | 382,060 | |
| Sr. Unsec’d. Notes | 5.174(ff) | 09/11/36 | 115 | 113,885 | |
| Sub. Notes | 4.450 | 09/29/27 | 840 | 840,422 | |
| Sub. Notes | 5.827(ff) | 02/13/35 | 865 | 880,232 | |
| Sub. Notes | 6.020(ff) | 01/24/36 | 6,708 | 6,882,109 | |
| Credit Agricole SA (France), Sr. Non-Preferred Notes, 144A, MTN | 5.222(ff) | 05/27/31 | 1,080 | 1,092,218 | |
| Danske Bank A/S (Denmark), Sr. Non-Preferred Notes, 144A(a) | 4.613(ff) | 10/02/30 | 2,255 | 2,243,306 | |
| Deutsche Bank AG (Germany), | |||||
| Sr. Non-Preferred Notes | 4.950(ff) | 08/04/31 | 1,230 | 1,226,129 | |
| Sr. Non-Preferred Notes | 5.373(ff) | 01/10/29 | 525 | 530,720 | |
| Sr. Preferred Notes | 4.469(ff) | 12/10/31 | 3,215 | 3,167,207 | |
| Fifth Third Bancorp, Sr. Unsec’d. Notes | 6.339(ff) | 07/27/29 | 1,310 | 1,356,855 | |
| Goldman Sachs Group, Inc. (The), | |||||
| Sr. Unsec’d. Notes | 1.542(ff) | 09/10/27 | 3,405 | 3,369,919 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Banks (cont’d.) | |||||
| Goldman Sachs Group, Inc. (The), (cont’d.) | |||||
| Sr. Unsec’d. Notes | 3.814 %(ff) | 04/23/29 | 1,585 | $1,562,390 | |
| Sr. Unsec’d. Notes | 3.850 | 01/26/27 | 475 | 473,989 | |
| Sr. Unsec’d. Notes | 4.017(ff) | 10/31/38 | 1,600 | 1,397,238 | |
| Sr. Unsec’d. Notes | 4.223(ff) | 05/01/29 | 125 | 124,206 | |
| Sr. Unsec’d. Notes | 4.411(ff) | 04/23/39 | 600 | 540,027 | |
| Sr. Unsec’d. Notes | 5.094(ff) | 04/20/34 | 570 | 568,553 | |
| Sr. Unsec’d. Notes | 5.727(ff) | 04/25/30 | 6,135 | 6,318,218 | |
| Huntington Bancshares, Inc., | |||||
| Sr. Unsec’d. Notes(a) | 5.709(ff) | 02/02/35 | 1,240 | 1,270,191 | |
| Sr. Unsec’d. Notes | 6.208(ff) | 08/21/29 | 630 | 651,932 | |
| Intesa Sanpaolo SpA (Italy), Sr. Preferred Notes, Series XR, 144A, MTN | 4.000 | 09/23/29 | 1,790 | 1,750,598 | |
| JPMorgan Chase & Co., | |||||
| Jr. Sub. Notes, Series II, 3 Month SOFR + 2.745% | 6.437(c) | 07/01/26(oo) | 3,920 | 3,921,554 | |
| Sr. Unsec’d. Notes(a) | 2.522(ff) | 04/22/31 | 1,281 | 1,184,815 | |
| Sr. Unsec’d. Notes | 2.580(ff) | 04/22/32 | 2,565 | 2,321,277 | |
| Sr. Unsec’d. Notes | 2.739(ff) | 10/15/30 | 7,000 | 6,590,748 | |
| Sr. Unsec’d. Notes | 2.947(ff) | 02/24/28 | 215 | 212,555 | |
| Sr. Unsec’d. Notes | 3.964(ff) | 11/15/48 | 355 | 276,616 | |
| Sr. Unsec’d. Notes | 4.323(ff) | 04/26/28 | 165 | 164,943 | |
| Sr. Unsec’d. Notes | 5.140(ff) | 01/24/31 | 5,605 | 5,702,545 | |
| Sub. Notes | 5.576(ff) | 07/23/36 | 250 | 254,158 | |
| KeyCorp, Sr. Unsec’d. Notes(a) | 6.401(ff) | 03/06/35 | 3,120 | 3,316,682 | |
| Morgan Stanley, | |||||
| Sr. Unsec’d. Notes | 1.593(ff) | 05/04/27 | 5,600 | 5,600,000 | |
| Sr. Unsec’d. Notes | 4.238(ff) | 01/09/30 | 1,200 | 1,187,584 | |
| Sr. Unsec’d. Notes | 4.493(ff) | 01/16/32 | 4,785 | 4,707,024 | |
| Sr. Unsec’d. Notes | 5.296(ff) | 04/10/37 | 2,695 | 2,681,736 | |
| Sr. Unsec’d. Notes | 5.449(ff) | 07/20/29 | 545 | 555,086 | |
| Sr. Unsec’d. Notes, GMTN | 2.239(ff) | 07/21/32 | 6,460 | 5,684,500 | |
| Sr. Unsec’d. Notes, GMTN | 3.772(ff) | 01/24/29 | 760 | 750,461 | |
| Sr. Unsec’d. Notes, GMTN | 4.431(ff) | 01/23/30 | 1,200 | 1,194,169 | |
| Sr. Unsec’d. Notes, MTN | 1.928(ff) | 04/28/32 | 4,245 | 3,693,005 | |
| Sr. Unsec’d. Notes, MTN | 3.591(cc) | 07/22/28 | 310 | 306,548 | |
| Sr. Unsec’d. Notes, MTN | 5.831(ff) | 04/19/35 | 505 | 524,454 | |
| Sub. Notes, GMTN | 4.350 | 09/08/26 | 3,800 | 3,797,705 | |
| NatWest Group PLC (United Kingdom), Sr. Unsec’d. Notes | 1.642(ff) | 06/14/27 | 1,830 | 1,823,314 | |
| PNC Financial Services Group, Inc. (The), Sr. Unsec’d. Notes | 5.582(ff) | 06/12/29 | 2,655 | 2,718,908 | |
| Santander UK Group Holdings PLC (United Kingdom), Sr. Unsec’d. Notes | 4.320(ff) | 09/22/29 | 1,035 | 1,026,133 | |
| Societe Generale SA (France), | |||||
| Gtd. Notes, 144A, MTN | 5.439(ff) | 10/03/36 | 6,020 | 5,922,657 | |
| Sr. Non-Preferred Notes, 144A, MTN | 1.792(ff) | 06/09/27 | 1,020 | 1,016,947 | |
| Sr. Non-Preferred Notes, 144A, MTN(a) | 6.691(ff) | 01/10/34 | 805 | 862,014 | |
| Sumitomo Mitsui Financial Group, Inc. (Japan), Sr. Unsec’d. Notes | 4.954(ff) | 07/08/33 | 6,400 | 6,383,705 | |
| Truist Financial Corp., Sr. Unsec’d. Notes, MTN | 5.867(ff) | 06/08/34 | 330 | 343,419 | |
| UBS Group AG (Switzerland), | |||||
| Sr. Unsec’d. Notes, 144A | 3.126(ff) | 08/13/30 | 1,180 | 1,122,802 | |
| Sr. Unsec’d. Notes, 144A | 3.869(ff) | 01/12/29 | 870 | 859,670 | |
| Sr. Unsec’d. Notes, 144A | 4.194(ff) | 04/01/31 | 250 | 244,370 | |
| Wells Fargo & Co., | |||||
| Sr. Unsec’d. Notes | 5.244(ff) | 01/24/31 | 1,680 | 1,712,562 | |
| Sr. Unsec’d. Notes | 5.389(ff) | 04/24/34 | 4,350 | 4,422,962 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Banks (cont’d.) | |||||
| Wells Fargo & Co., (cont’d.) | |||||
| Sr. Unsec’d. Notes | 6.491 %(ff) | 10/23/34 | 1,245 | $1,347,060 | |
| Sr. Unsec’d. Notes, MTN | 2.572(ff) | 02/11/31 | 5,425 | 5,032,851 | |
| Sr. Unsec’d. Notes, MTN | 5.013(ff) | 04/04/51 | 2,300 | 2,034,421 | |
| Sr. Unsec’d. Notes, MTN | 5.574(ff) | 07/25/29 | 5,045 | 5,156,746 | |
| 180,728,737 | |||||
| Beverages 0.2% | |||||
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. (Belgium), | |||||
| Gtd. Notes | 4.700 | 02/01/36 | 150 | 146,219 | |
| Gtd. Notes | 4.900 | 02/01/46 | 1,551 | 1,397,284 | |
| Constellation Brands, Inc., | |||||
| Gtd. Notes(a) | 4.650 | 11/15/28 | 450 | 451,494 | |
| Sr. Unsec’d. Notes | 2.250 | 08/01/31 | 1,030 | 910,054 | |
| Diageo Capital PLC (United Kingdom), Gtd. Notes(a) | 2.125 | 04/29/32 | 1,665 | 1,440,020 | |
| 4,345,071 | |||||
| Biotechnology 0.0% | |||||
| Amgen, Inc., Sr. Unsec’d. Notes | 5.150 | 11/15/41 | 910 | 862,205 | |
| Building Materials 0.3% | |||||
| CRH SMW Finance DAC, Gtd. Notes | 5.125 | 01/09/30 | 2,650 | 2,694,404 | |
| Martin Marietta Materials, Inc., | |||||
| Sr. Unsec’d. Notes | 2.400 | 07/15/31 | 715 | 638,046 | |
| Sr. Unsec’d. Notes | 5.150 | 12/01/34 | 2,510 | 2,520,811 | |
| Standard Industries, Inc., Sr. Unsec’d. Notes, 144A | 3.375 | 01/15/31 | 850 | 771,716 | |
| 6,624,977 | |||||
| Chemicals 0.2% | |||||
| DuPont de Nemours, Inc., Sr. Unsec’d. Notes, 144A | 4.725 | 11/15/28 | 1,292 | 1,296,583 | |
| Nutrien Ltd. (Canada), Sr. Unsec’d. Notes | 5.250 | 01/15/45 | 248 | 226,637 | |
| OCP SA (Morocco), | |||||
| Sr. Unsec’d. Notes, 144A | 6.100 | 04/30/30 | 1,485 | 1,515,443 | |
| Sr. Unsec’d. Notes, 144A | 6.750 | 05/02/34 | 1,858 | 1,952,293 | |
| Sasol Financing USA LLC (South Africa), Gtd. Notes | 6.500 | 09/27/28 | 400 | 404,760 | |
| 5,395,716 | |||||
| Commercial Services 0.2% | |||||
| Experian Finance PLC, Gtd. Notes, 144A | 2.750 | 03/08/30 | 1,735 | 1,621,568 | |
| Herc Holdings, Inc., Gtd. Notes, 144A(a) | 6.625 | 06/15/29 | 1,100 | 1,127,206 | |
| Massachusetts Institute of Technology, Unsec’d. Notes | 3.885 | 07/01/2116 | 700 | 474,010 | |
| President & Fellows of Harvard College, Unsec’d. Notes | 3.300 | 07/15/56 | 160 | 107,595 | |
| Trustees of Boston College, Unsec’d. Notes | 3.129 | 07/01/52 | 637 | 428,056 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Commercial Services (cont’d.) | |||||
| University of Notre Dame du Lac, Unsec’d. Notes, Series 2017 | 3.394 % | 02/15/48 | 365 | $266,182 | |
| Verisk Analytics, Inc., Sr. Unsec’d. Notes | 4.125 | 03/15/29 | 1,185 | 1,174,210 | |
| 5,198,827 | |||||
| Computers 0.3% | |||||
| Accenture Capital, Inc., Gtd. Notes(a) | 4.500 | 10/04/34 | 1,865 | 1,796,453 | |
| Booz Allen Hamilton, Inc., Gtd. Notes | 5.950 | 08/04/33 | 2,320 | 2,368,048 | |
| Leidos, Inc., Gtd. Notes | 5.000 | 03/15/36 | 1,480 | 1,432,719 | |
| NCR Atleos Corp., Sr. Sec’d. Notes, 144A | 9.500 | 04/01/29 | 2,000 | 2,127,926 | |
| 7,725,146 | |||||
| Diversified Financial Services 0.9% | |||||
| Cantor Fitzgerald LP, Sr. Unsec’d. Notes, 144A | 7.200 | 12/12/28 | 1,155 | 1,205,836 | |
| Cboe Global Markets, Inc., Sr. Unsec’d. Notes | 1.625 | 12/15/30 | 2,900 | 2,553,899 | |
| Charles Schwab Corp. (The), Sr. Unsec’d. Notes | 1.650 | 03/11/31 | 2,970 | 2,599,076 | |
| Jefferies Financial Group, Inc., | |||||
| Sr. Unsec’d. Notes | 2.625 | 10/15/31 | 95 | 83,039 | |
| Sr. Unsec’d. Notes | 5.125 | 04/28/31 | 4,750 | 4,687,237 | |
| Sr. Unsec’d. Notes | 5.875 | 07/21/28 | 1,210 | 1,236,265 | |
| LPL Holdings, Inc., Gtd. Notes | 5.700 | 05/20/27 | 1,295 | 1,309,505 | |
| Nomura Holdings, Inc. (Japan), | |||||
| Sr. Unsec’d. Notes(a) | 2.608 | 07/14/31 | 565 | 504,921 | |
| Sr. Unsec’d. Notes | 6.070 | 07/12/28 | 3,905 | 4,019,531 | |
| OneMain Finance Corp., Gtd. Notes | 3.875 | 09/15/28 | 1,175 | 1,135,832 | |
| Rocket Cos., Inc., Gtd. Notes, 144A | 6.125 | 08/01/30 | 1,100 | 1,116,869 | |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., Gtd. Notes, 144A(a) | 2.875 | 10/15/26 | 1,150 | 1,139,713 | |
| 21,591,723 | |||||
| Electric 2.1% | |||||
| Abu Dhabi National Energy Co. PJSC (United Arab Emirates), Sr. Unsec’d. Notes, 144A, MTN(a) | 2.000 | 04/29/28 | 515 | 489,744 | |
| AEP Transmission Co. LLC, Sr. Unsec’d. Notes | 4.250 | 09/15/48 | 830 | 663,211 | |
| Alfa Desarrollo SpA (Chile), Sr. Sec’d. Notes, 144A | 4.550 | 09/27/51 | 647 | 509,319 | |
| Ameren Illinois Co., First Mortgage | 3.700 | 12/01/47 | 625 | 465,136 | |
| Arizona Public Service Co., | |||||
| Sr. Unsec’d. Notes(a) | 2.200 | 12/15/31 | 2,875 | 2,508,042 | |
| Sr. Unsec’d. Notes | 3.350 | 05/15/50 | 485 | 322,522 | |
| CenterPoint Energy Houston Electric LLC, General Ref. Mortgage, Series Z | 2.400 | 09/01/26 | 190 | 188,873 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Electric (cont’d.) | |||||
| Cleco Corporate Holdings LLC, Sr. Unsec’d. Notes | 3.375 % | 09/15/29 | 305 | $285,575 | |
| Comision Federal de Electricidad (Mexico), | |||||
| Gtd. Notes, 144A(a) | 4.688 | 05/15/29 | 1,600 | 1,579,200 | |
| Sr. Unsec’d. Notes, 144A | 6.045 | 01/28/34 | 3,995 | 3,942,066 | |
| Commonwealth Edison Co., | |||||
| First Mortgage | 3.700 | 03/01/45 | 40 | 30,570 | |
| First Mortgage | 4.000 | 03/01/48 | 115 | 89,249 | |
| First Mortgage, Series 123 | 3.750 | 08/15/47 | 775 | 577,284 | |
| First Mortgage, Series 130 | 3.125 | 03/15/51 | 95 | 61,394 | |
| Consolidated Edison Co. of New York, Inc., | |||||
| Sr. Unsec’d. Notes, Series 2017 | 3.875 | 06/15/47 | 805 | 613,729 | |
| Sr. Unsec’d. Notes, Series C | 4.300 | 12/01/56 | 40 | 30,952 | |
| Delmarva Power & Light Co., First Mortgage | 4.150 | 05/15/45 | 60 | 48,456 | |
| Dominion Energy, Inc., Sr. Unsec’d. Notes, Series D | 2.850 | 08/15/26 | 55 | 54,787 | |
| DTE Electric Co., General Ref. Mortgage, Series A | 4.050 | 05/15/48 | 370 | 288,406 | |
| DTE Energy Co., Sr. Unsec’d. Notes | 2.850 | 10/01/26 | 350 | 348,018 | |
| Duke Energy Corp., | |||||
| Sr. Unsec’d. Notes | 2.650 | 09/01/26 | 145 | 144,209 | |
| Sr. Unsec’d. Notes | 3.950 | 08/15/47 | 185 | 138,023 | |
| Duke Energy Florida LLC, | |||||
| First Mortgage | 3.400 | 10/01/46 | 185 | 132,064 | |
| First Mortgage | 4.200 | 07/15/48 | 205 | 160,925 | |
| Duke Energy Indiana LLC, First Mortgage | 2.750 | 04/01/50 | 1,825 | 1,103,610 | |
| Duke Energy Progress LLC, First Mortgage | 3.700 | 10/15/46 | 75 | 55,908 | |
| ENEL Finance International NV (Italy), Gtd. Notes, 144A | 3.500 | 04/06/28 | 475 | 465,946 | |
| Entergy Arkansas LLC, First Mortgage(a) | 2.650 | 06/15/51 | 2,220 | 1,285,534 | |
| Entergy Louisiana LLC, Collateral Trust Bond | 4.000 | 03/15/33 | 170 | 161,954 | |
| Entergy Texas, Inc., First Mortgage | 4.500 | 03/30/39 | 1,000 | 910,961 | |
| Eversource Energy, Sr. Unsec’d. Notes, Series M | 3.300 | 01/15/28 | 335 | 328,301 | |
| FirstEnergy Pennsylvania Electric Co., | |||||
| Sr. Unsec’d. Notes, 144A | 3.600 | 06/01/29 | 1,435 | 1,395,223 | |
| Sr. Unsec’d. Notes, 144A | 5.200 | 04/01/28 | 865 | 876,309 | |
| Fortis, Inc. (Canada), Sr. Unsec’d. Notes | 3.055 | 10/04/26 | 217 | 215,707 | |
| Georgia Power Co., Sr. Unsec’d. Notes, Series B | 2.650 | 09/15/29 | 1,005 | 951,871 | |
| IPALCO Enterprises, Inc., Sr. Sec’d. Notes | 4.250 | 05/01/30 | 240 | 231,596 | |
| Israel Electric Corp. Ltd. (Israel), Sr. Sec’d. Notes, 144A, GMTN | 4.250 | 08/14/28 | 235 | 230,862 | |
| MidAmerican Energy Co., | |||||
| First Mortgage | 3.950 | 08/01/47 | 225 | 174,176 | |
| First Mortgage | 4.250 | 07/15/49 | 350 | 280,528 | |
| Narragansett Electric Co. (The), Sr. Unsec’d. Notes, 144A | 3.395 | 04/09/30 | 915 | 873,835 | |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 4.900 | 02/28/28 | 3,870 | 3,903,482 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Electric (cont’d.) | |||||
| NRG Energy, Inc., Sr. Sec’d. Notes, 144A | 2.450 % | 12/02/27 | 1,215 | $1,174,350 | |
| NSTAR Electric Co., Sr. Unsec’d. Notes | 5.400 | 06/01/34 | 1,130 | 1,156,108 | |
| Ohio Power Co., Sr. Unsec’d. Notes | 4.150 | 04/01/48 | 250 | 192,812 | |
| Pacific Gas & Electric Co., | |||||
| First Mortgage | 4.500 | 07/01/40 | 3,000 | 2,577,949 | |
| First Mortgage | 4.950 | 07/01/50 | 1,460 | 1,212,299 | |
| PacifiCorp, First Mortgage | 2.700 | 09/15/30 | 890 | 817,780 | |
| PECO Energy Co., | |||||
| First Mortgage | 3.000 | 09/15/49 | 180 | 115,573 | |
| First Mortgage | 3.050 | 03/15/51 | 1,540 | 984,814 | |
| PPL Electric Utilities Corp., First Mortgage | 3.000 | 10/01/49 | 235 | 151,240 | |
| Public Service Co. of Colorado, | |||||
| First Mortgage | 4.100 | 06/15/48 | 235 | 182,354 | |
| First Mortgage, Series 34 | 3.200 | 03/01/50 | 720 | 474,328 | |
| Public Service Electric & Gas Co., | |||||
| First Mortgage, MTN | 2.250 | 09/15/26 | 370 | 367,564 | |
| First Mortgage, MTN | 2.700 | 05/01/50 | 390 | 240,718 | |
| First Mortgage, MTN(a) | 3.200 | 05/15/29 | 1,265 | 1,226,306 | |
| First Mortgage, MTN | 3.600 | 12/01/47 | 95 | 69,608 | |
| First Mortgage, MTN | 3.700 | 05/01/28 | 590 | 584,052 | |
| Sec’d. Notes, MTN | 4.650 | 03/15/33 | 2,105 | 2,090,211 | |
| Public Service Enterprise Group, Inc., Sr. Unsec’d. Notes | 1.600 | 08/15/30 | 1,155 | 1,018,220 | |
| San Diego Gas & Electric Co., First Mortgage | 4.150 | 05/15/48 | 420 | 327,206 | |
| Southern California Edison Co., First Mortgage | 3.650 | 02/01/50 | 290 | 198,376 | |
| Southwestern Electric Power Co., Sr. Unsec’d. Notes, Series K | 2.750 | 10/01/26 | 675 | 670,900 | |
| Southwestern Public Service Co., First Mortgage | 3.700 | 08/15/47 | 355 | 260,017 | |
| SP PowerAssets Ltd. (Singapore), Sr. Unsec’d. Notes, 144A, MTN(a) | 3.000 | 09/26/27 | 465 | 457,569 | |
| Tucson Electric Power Co., Sr. Unsec’d. Notes(a) | 4.000 | 06/15/50 | 1,315 | 994,894 | |
| Virginia Electric & Power Co., | |||||
| Sr. Unsec’d. Notes, Series A | 3.500 | 03/15/27 | 185 | 184,056 | |
| Sr. Unsec’d. Notes, Series A | 3.800 | 04/01/28 | 290 | 287,377 | |
| Vistra Corp., Jr. Sub. Notes, 144A | 8.000(ff) | 10/15/26(oo) | 1,075 | 1,084,105 | |
| Vistra Operations Co. LLC, Gtd. Notes, 144A | 5.000 | 07/31/27 | 3,000 | 2,999,996 | |
| Wisconsin Power & Light Co., Sr. Unsec’d. Notes | 3.050 | 10/15/27 | 535 | 525,431 | |
| Xcel Energy, Inc., Sr. Unsec’d. Notes | 3.350 | 12/01/26 | 510 | 507,321 | |
| 50,251,091 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Electrical Components & Equipment 0.0% | |||||
| WESCO Distribution, Inc., | |||||
| Gtd. Notes, 144A | 5.250 % | 04/15/31 | 200 | $200,046 | |
| Gtd. Notes, 144A | 5.500 | 04/15/34 | 220 | 219,450 | |
| 419,496 | |||||
| Engineering & Construction 0.2% | |||||
| AECOM, Gtd. Notes, 144A | 6.000 | 08/01/33 | 225 | 227,178 | |
| Mexico City Airport Trust (Mexico), | |||||
| Sr. Sec’d. Notes, 144A | 3.875 | 04/30/28 | 1,018 | 1,004,766 | |
| Sr. Sec’d. Notes, 144A | 4.250 | 10/31/26 | 1,972 | 1,967,819 | |
| Sr. Sec’d. Notes, 144A | 5.500 | 07/31/47 | 1,800 | 1,566,000 | |
| 4,765,763 | |||||
| Entertainment 0.1% | |||||
| Caesars Entertainment, Inc., Gtd. Notes, 144A(a) | 4.625 | 10/15/29 | 1,175 | 1,133,940 | |
| Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., Sr. Sec’d. Notes, 144A | 4.875 | 05/01/29 | 1,150 | 1,124,501 | |
| 2,258,441 | |||||
| Foods 0.3% | |||||
| B&G Foods, Inc., Sr. Sec’d. Notes, 144A | 8.000 | 09/15/28 | 575 | 570,322 | |
| Campbell’s Co. (The), Sr. Unsec’d. Notes(a) | 2.375 | 04/24/30 | 1,935 | 1,742,384 | |
| JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | |||||
| Sr. Unsec’d. Notes | 5.750 | 04/01/33 | 1,900 | 1,954,931 | |
| Sr. Unsec’d. Notes, 144A | 6.400 | 05/10/57 | 2,790 | 2,731,165 | |
| Kroger Co. (The), Sr. Unsec’d. Notes | 3.875 | 10/15/46 | 65 | 48,999 | |
| 7,047,801 | |||||
| Gas 0.1% | |||||
| Atmos Energy Corp., Sr. Unsec’d. Notes | 3.375 | 09/15/49 | 1,200 | 830,909 | |
| NiSource, Inc., Sr. Unsec’d. Notes | 1.700 | 02/15/31 | 785 | 684,009 | |
| Piedmont Natural Gas Co., Inc., Sr. Unsec’d. Notes | 3.500 | 06/01/29 | 440 | 426,920 | |
| 1,941,838 | |||||
| Healthcare-Products 0.0% | |||||
| Medline Borrower LP, Sr. Sec’d. Notes, 144A | 3.875 | 04/01/29 | 1,175 | 1,142,106 | |
| Healthcare-Services 1.2% | |||||
| Aetna, Inc., | |||||
| Sr. Unsec’d. Notes | 4.500 | 05/15/42 | 1,000 | 836,611 | |
| Sr. Unsec’d. Notes | 6.750 | 12/15/37 | 170 | 184,954 | |
| AHS Hospital Corp., Unsec’d. Notes | 5.024 | 07/01/45 | 200 | 184,825 | |
| Ascension Health, Sr. Unsec’d. Notes, Series B | 3.106 | 11/15/39 | 265 | 208,799 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Healthcare-Services (cont’d.) | |||||
| Cigna Group (The), | |||||
| Gtd. Notes | 3.400 % | 03/01/27 | 325 | $322,956 | |
| Gtd. Notes | 4.375 | 10/15/28 | 1,100 | 1,099,619 | |
| Sr. Unsec’d. Notes | 2.375 | 03/15/31 | 3,336 | 3,009,469 | |
| Sr. Unsec’d. Notes | 2.400 | 03/15/30 | 1,681 | 1,555,977 | |
| CommonSpirit Health, Sr. Sec’d. Notes | 5.318 | 12/01/34 | 4,510 | 4,524,508 | |
| DaVita, Inc., Gtd. Notes, 144A(a) | 6.875 | 09/01/32 | 1,075 | 1,110,046 | |
| Kaiser Foundation Hospitals, Unsec’d. Notes, Series 2021 | 2.810 | 06/01/41 | 2,410 | 1,753,568 | |
| Laboratory Corp. of America Holdings, | |||||
| Gtd. Notes | 2.950 | 12/01/29 | 595 | 565,021 | |
| Gtd. Notes | 4.800 | 10/01/34 | 4,810 | 4,700,296 | |
| MyMichigan Health, Sec’d. Notes, Series 2020 | 3.409 | 06/01/50 | 740 | 505,006 | |
| OhioHealth Corp., Unsec’d. Notes, Series 2020 | 3.042 | 11/15/50 | 795 | 533,061 | |
| Piedmont Healthcare, Inc., Sec’d. Notes, Series 2032(a) | 2.044 | 01/01/32 | 2,670 | 2,321,761 | |
| Providence St. Joseph Health Obligated Group, | |||||
| Unsec’d. Notes, Series 19A | 2.532 | 10/01/29 | 420 | 392,109 | |
| Unsec’d. Notes, Series H | 2.746 | 10/01/26 | 40 | 39,642 | |
| Quest Diagnostics, Inc., Sr. Unsec’d. Notes | 2.950 | 06/30/30 | 1,910 | 1,793,598 | |
| Stanford Health Care, Unsec’d. Notes, Series 2018 | 3.795 | 11/15/48 | 450 | 342,442 | |
| UnitedHealth Group, Inc., | |||||
| Sr. Unsec’d. Notes | 3.050 | 05/15/41 | 1,150 | 857,374 | |
| Sr. Unsec’d. Notes | 4.500 | 04/15/33 | 500 | 489,334 | |
| Sr. Unsec’d. Notes(a) | 4.750 | 05/15/52 | 665 | 562,354 | |
| Sr. Unsec’d. Notes | 5.500 | 04/15/64 | 865 | 795,261 | |
| Sr. Unsec’d. Notes | 5.750 | 07/15/64 | 670 | 640,909 | |
| 29,329,500 | |||||
| Holding Companies-Diversified 0.1% | |||||
| Clue Opco LLC, Sr. Sec’d. Notes, 144A(x) | 9.500 | 10/15/31 | 2,045 | 2,094,823 | |
| Home Builders 0.0% | |||||
| Mattamy Group Corp. (Canada), Sr. Unsec’d. Notes, 144A | 4.625 | 03/01/30 | 1,150 | 1,093,938 | |
| Housewares 0.0% | |||||
| Newell Brands, Inc., Sr. Unsec’d. Notes, 144A | 8.500 | 06/01/28 | 1,075 | 1,122,870 | |
| Insurance 0.8% | |||||
| Arch Capital Finance LLC, Gtd. Notes | 5.031 | 12/15/46 | 95 | 85,535 | |
| Arch Capital Group US, Inc., Gtd. Notes | 5.144 | 11/01/43 | 100 | 92,229 | |
| Arthur J Gallagher & Co., Sr. Unsec’d. Notes | 5.000 | 02/15/32 | 1,680 | 1,684,029 | |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 2.850 | 10/15/50 | 1,175 | 737,952 | |
| Fairfax Financial Holdings Ltd. (Canada), Sr. Unsec’d. Notes | 6.000 | 12/07/33 | 5,900 | 6,181,277 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Insurance (cont’d.) | |||||
| Liberty Mutual Group, Inc., | |||||
| Gtd. Notes, 144A | 3.950 % | 05/15/60 | 185 | $126,196 | |
| Gtd. Notes, 144A | 3.951 | 10/15/50 | 450 | 324,823 | |
| Lincoln National Corp., Sr. Unsec’d. Notes | 6.300 | 10/09/37 | 115 | 119,817 | |
| Markel Group, Inc., | |||||
| Sr. Unsec’d. Notes | 3.350 | 09/17/29 | 1,625 | 1,557,970 | |
| Sr. Unsec’d. Notes | 5.000 | 04/05/46 | 217 | 189,670 | |
| Marsh & McLennan Cos., Inc., Sr. Unsec’d. Notes | 4.650 | 03/15/30 | 6,335 | 6,367,809 | |
| Principal Financial Group, Inc., | |||||
| Gtd. Notes | 3.100 | 11/15/26 | 105 | 104,387 | |
| Gtd. Notes | 4.300 | 11/15/46 | 70 | 56,880 | |
| Gtd. Notes | 4.350 | 05/15/43 | 20 | 16,675 | |
| Teachers Insurance & Annuity Association of America, Sub. Notes, 144A | 4.900 | 09/15/44 | 120 | 106,521 | |
| Unum Group, Sr. Unsec’d. Notes | 6.000 | 06/15/54 | 505 | 486,741 | |
| W.R. Berkley Corp., Sr. Unsec’d. Notes | 4.000 | 05/12/50 | 545 | 411,315 | |
| 18,649,826 | |||||
| Internet 0.8% | |||||
| Alphabet, Inc., | |||||
| Sr. Unsec’d. Notes | 4.400 | 02/15/33 | 525 | 516,334 | |
| Sr. Unsec’d. Notes | 4.700 | 11/15/35 | 1,345 | 1,318,330 | |
| Amazon.com, Inc., | |||||
| Sr. Unsec’d. Notes | 4.550 | 03/13/33 | 2,275 | 2,245,583 | |
| Sr. Unsec’d. Notes | 4.875 | 03/13/36 | 1,868 | 1,840,362 | |
| Beignet Investor LLC, Sr. Sec’d. Notes, 144A | 6.581 | 05/30/49 | 7,216 | 7,466,754 | |
| Meta Platforms, Inc., | |||||
| Sr. Unsec’d. Notes | 4.600 | 11/15/32 | 920 | 908,393 | |
| Sr. Unsec’d. Notes(a) | 4.875 | 11/15/35 | 805 | 784,942 | |
| Sr. Unsec’d. Notes | 6.200 | 05/15/46 | 1,310 | 1,311,584 | |
| Sr. Unsec’d. Notes | 6.300 | 05/15/56 | 1,165 | 1,166,794 | |
| Sr. Unsec’d. Notes | 6.450 | 05/15/66 | 1,730 | 1,726,289 | |
| 19,285,365 | |||||
| Iron/Steel 0.3% | |||||
| Champion Iron Canada, Inc. (Canada), Gtd. Notes, 144A | 7.875 | 07/15/32 | 635 | 665,499 | |
| Mineral Resources Ltd. (Australia), | |||||
| Sr. Unsec’d. Notes, 144A | 6.000 | 05/01/32 | 400 | 396,932 | |
| Sr. Unsec’d. Notes, 144A | 6.250 | 05/01/34 | 245 | 242,062 | |
| Sr. Unsec’d. Notes, 144A | 9.250 | 10/01/28 | 143 | 148,363 | |
| Steel Dynamics, Inc., Sr. Unsec’d. Notes | 3.450 | 04/15/30 | 5,710 | 5,471,234 | |
| 6,924,090 | |||||
| Lodging 0.4% | |||||
| Hyatt Hotels Corp., | |||||
| Sr. Unsec’d. Notes | 5.250 | 06/30/29 | 1,460 | 1,482,906 | |
| Sr. Unsec’d. Notes | 5.750 | 01/30/27 | 730 | 736,518 | |
| Sr. Unsec’d. Notes | 5.750 | 04/23/30 | 3,290 | 3,378,563 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Lodging (cont’d.) | |||||
| Las Vegas Sands Corp., Sr. Unsec’d. Notes | 3.500 % | 08/18/26 | 1,230 | $1,226,382 | |
| Marriott International, Inc., | |||||
| Sr. Unsec’d. Notes | 4.900 | 04/15/29 | 510 | 515,796 | |
| Sr. Unsec’d. Notes, Series R | 3.125 | 06/15/26 | 250 | 249,562 | |
| MGM Resorts International, Gtd. Notes(a) | 6.125 | 09/15/29 | 1,100 | 1,115,186 | |
| 8,704,913 | |||||
| Media 0.6% | |||||
| Charter Communications Operating LLC/Charter Communications Operating Capital, | |||||
| Sr. Sec’d. Notes(a) | 2.300 | 02/01/32 | 190 | 162,601 | |
| Sr. Sec’d. Notes | 3.500 | 03/01/42 | 440 | 298,479 | |
| Sr. Sec’d. Notes | 5.050 | 03/30/29 | 2,160 | 2,165,093 | |
| Sr. Sec’d. Notes | 5.375 | 05/01/47 | 530 | 424,834 | |
| Sr. Sec’d. Notes | 6.484 | 10/23/45 | 275 | 253,191 | |
| Sr. Sec’d. Notes | 6.550 | 06/01/34 | 180 | 185,898 | |
| Cox Communications, Inc., | |||||
| Gtd. Notes, 144A | 5.450 | 09/01/34 | 2,750 | 2,643,321 | |
| Sr. Unsec’d. Notes, 144A | 2.600 | 06/15/31 | 3,535 | 3,135,806 | |
| Sr. Unsec’d. Notes, 144A | 3.500 | 08/15/27 | 2,000 | 1,973,857 | |
| News Corp., Gtd. Notes, 144A | 5.125 | 02/15/32 | 1,520 | 1,493,217 | |
| Time Warner Cable LLC, Sr. Sec’d. Notes | 5.500 | 09/01/41 | 2,180 | 1,878,537 | |
| 14,614,834 | |||||
| Metal Fabricate/Hardware 0.0% | |||||
| Advanced Drainage Systems, Inc., Gtd. Notes, 144A | 5.375 | 03/01/34 | 345 | 340,582 | |
| Mining 0.6% | |||||
| Barrick North America Finance LLC (Canada), Gtd. Notes | 5.750 | 05/01/43 | 190 | 189,406 | |
| BHP Billiton Finance USA Ltd. (Australia), | |||||
| Gtd. Notes | 5.250 | 09/08/33 | 4,245 | 4,343,148 | |
| Gtd. Notes | 5.300 | 02/21/35 | 430 | 439,345 | |
| Freeport Indonesia PT (Indonesia), Sr. Unsec’d. Notes, 144A, MTN | 4.763 | 04/14/27 | 225 | 225,085 | |
| Newmont Corp./Newcrest Finance Pty Ltd., Gtd. Notes | 5.350 | 03/15/34 | 6,205 | 6,402,736 | |
| Rio Tinto Finance USA PLC (Australia), Gtd. Notes | 5.250 | 03/14/35 | 320 | 325,392 | |
| Yamana Gold, Inc. (Canada), Gtd. Notes | 2.630 | 08/15/31 | 3,120 | 2,771,354 | |
| 14,696,466 | |||||
| Multi-National 0.0% | |||||
| Corp. Andina de Fomento (Supranational Bank), Sr. Unsec’d. Notes | 5.000 | 01/24/29 | 1,290 | 1,315,729 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Office/Business Equipment 0.2% | |||||
| CDW LLC/CDW Finance Corp., | |||||
| Gtd. Notes | 2.670 % | 12/01/26 | 3,145 | $3,113,246 | |
| Gtd. Notes | 5.100 | 03/01/30 | 765 | 767,451 | |
| 3,880,697 | |||||
| Oil & Gas 1.7% | |||||
| Aker BP ASA (Norway), | |||||
| Gtd. Notes, 144A | 3.100 | 07/15/31 | 770 | 703,933 | |
| Sr. Unsec’d. Notes, 144A | 3.750 | 01/15/30 | 3,695 | 3,555,903 | |
| Canadian Natural Resources Ltd. (Canada), | |||||
| Sr. Unsec’d. Notes | 5.000 | 12/15/29 | 1,955 | 1,979,536 | |
| Sr. Unsec’d. Notes | 6.250 | 03/15/38 | 175 | 185,206 | |
| Cenovus Energy, Inc. (Canada), | |||||
| Sr. Unsec’d. Notes | 3.750 | 02/15/52 | 1,520 | 1,070,901 | |
| Sr. Unsec’d. Notes | 5.400 | 06/15/47 | 229 | 208,710 | |
| Sr. Unsec’d. Notes | 6.750 | 11/15/39 | 4,115 | 4,473,622 | |
| Continental Resources, Inc., Gtd. Notes, 144A | 2.268 | 11/15/26 | 330 | 326,363 | |
| Diamondback Energy, Inc., Gtd. Notes | 6.250 | 03/15/33 | 6,065 | 6,497,039 | |
| Ecopetrol SA (Colombia), Sr. Unsec’d. Notes | 8.625 | 01/19/29 | 2,105 | 2,228,143 | |
| Equinor ASA (Norway), Gtd. Notes | 2.375 | 05/22/30 | 1,110 | 1,027,233 | |
| Hilcorp Energy I LP/Hilcorp Finance Co., Sr. Unsec’d. Notes, 144A | 6.000 | 02/01/31 | 1,150 | 1,137,454 | |
| Korea National Oil Corp. (South Korea), Sr. Unsec’d. Notes, 144A | 4.875 | 04/03/28 | 530 | 534,728 | |
| Marathon Petroleum Corp., Sr. Unsec’d. Notes | 3.800 | 04/01/28 | 380 | 375,541 | |
| Occidental Petroleum Corp., | |||||
| Sr. Unsec’d. Notes | 7.500 | 05/01/31 | 100 | 111,344 | |
| Sr. Unsec’d. Notes | 7.875 | 09/15/31 | 250 | 284,151 | |
| Petroleos Mexicanos (Mexico), | |||||
| Gtd. Notes(a) | 5.950 | 01/28/31 | 398 | 389,543 | |
| Gtd. Notes | 6.625 | 06/15/38 | 46 | 42,803 | |
| Gtd. Notes | 6.700 | 02/16/32 | 1,979 | 1,985,927 | |
| Gtd. Notes, MTN | 6.750 | 09/21/47 | 290 | 244,325 | |
| Phillips 66 Co., | |||||
| Gtd. Notes | 3.150 | 12/15/29 | 5,000 | 4,768,770 | |
| Gtd. Notes | 3.550 | 10/01/26 | 310 | 309,250 | |
| QatarEnergy (Qatar), | |||||
| Sr. Unsec’d. Notes, 144A | 1.375 | 09/12/26 | 500 | 494,185 | |
| Sr. Unsec’d. Notes, 144A | 2.250 | 07/12/31 | 1,090 | 971,386 | |
| Santos Finance Ltd. (Australia), Gtd. Notes, 144A | 6.875 | 09/19/33 | 1,010 | 1,100,283 | |
| Sunoco LP/Sunoco Finance Corp., Gtd. Notes, 144A | 7.000 | 09/15/28 | 1,075 | 1,101,136 | |
| Var Energi ASA (Norway), Sr. Unsec’d. Notes, 144A | 5.875 | 05/22/30 | 4,461 | 4,604,863 | |
| 40,712,278 | |||||
| Packaging & Containers 0.0% | |||||
| Ball Corp., Gtd. Notes | 5.500 | 09/15/33 | 735 | 736,409 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Pharmaceuticals 0.6% | |||||
| AbbVie, Inc., | |||||
| Sr. Unsec’d. Notes | 4.050 % | 11/21/39 | 285 | $249,803 | |
| Sr. Unsec’d. Notes | 4.550 | 03/15/35 | 360 | 349,130 | |
| Sr. Unsec’d. Notes | 4.700 | 05/14/45 | 1,170 | 1,033,444 | |
| Sr. Unsec’d. Notes | 4.750 | 03/15/45 | 1,008 | 895,265 | |
| CVS Health Corp., | |||||
| Sr. Unsec’d. Notes | 1.750 | 08/21/30 | 3,215 | 2,844,096 | |
| Sr. Unsec’d. Notes | 5.125 | 07/20/45 | 465 | 410,647 | |
| Sr. Unsec’d. Notes | 5.300 | 12/05/43 | 155 | 141,710 | |
| Eli Lilly & Co., Sr. Unsec’d. Notes | 5.000 | 02/09/54 | 1,455 | 1,314,207 | |
| Johnson & Johnson, Sr. Unsec’d. Notes(h) | 3.625 | 03/03/37 | 3,205 | 2,871,488 | |
| Mylan, Inc., | |||||
| Gtd. Notes | 5.200 | 04/15/48 | 625 | 497,255 | |
| Gtd. Notes | 5.400 | 11/29/43 | 860 | 735,458 | |
| Shire Acquisitions Investments Ireland DAC, Gtd. Notes | 3.200 | 09/23/26 | 28 | 27,882 | |
| Utah Acquisition Sub, Inc., | |||||
| Gtd. Notes | 3.950 | 06/15/26 | 1,887 | 1,884,768 | |
| Gtd. Notes | 5.250 | 06/15/46 | 730 | 593,440 | |
| Viatris, Inc., Gtd. Notes | 3.850 | 06/22/40 | 920 | 705,447 | |
| 14,554,040 | |||||
| Pipelines 1.8% | |||||
| Antero Midstream Partners LP/Antero Midstream Finance Corp., Gtd. Notes, 144A | 5.750 | 07/01/34 | 400 | 399,194 | |
| Boardwalk Pipelines LP, Gtd. Notes | 3.400 | 02/15/31 | 1,300 | 1,215,328 | |
| Colonial Enterprises, Inc., Gtd. Notes, 144A(a) | 3.250 | 05/15/30 | 1,730 | 1,621,866 | |
| Colorado Interstate Gas Co. LLC/Colorado Interstate Issuing Corp., Gtd. Notes, 144A | 4.150 | 08/15/26 | 555 | 554,598 | |
| Columbia Pipelines Operating Co. LLC, Sr. Unsec’d. Notes, 144A | 5.927 | 08/15/30 | 935 | 977,711 | |
| Energy Transfer LP, | |||||
| Sr. Unsec’d. Notes | 4.950 | 06/15/28 | 430 | 433,999 | |
| Sr. Unsec’d. Notes | 5.000 | 05/15/50 | 565 | 471,061 | |
| Sr. Unsec’d. Notes | 5.400 | 10/01/47 | 1,800 | 1,606,435 | |
| Sr. Unsec’d. Notes | 6.250 | 04/15/49 | 910 | 895,107 | |
| Sr. Unsec’d. Notes | 6.400 | 12/01/30 | 110 | 117,461 | |
| Sr. Unsec’d. Notes | 6.550 | 12/01/33 | 2,285 | 2,475,478 | |
| Enterprise Products Operating LLC, | |||||
| Gtd. Notes | 3.700 | 01/31/51 | 445 | 323,261 | |
| Gtd. Notes | 4.200 | 01/31/50 | 555 | 442,688 | |
| Greensaif Pipelines Bidco Sarl (Saudi Arabia), Sr. Sec’d. Notes, 144A | 6.510 | 02/23/42 | 725 | 767,938 | |
| MPLX LP, | |||||
| Sr. Unsec’d. Notes | 2.650 | 08/15/30 | 4,920 | 4,540,010 | |
| Sr. Unsec’d. Notes | 4.500 | 04/15/38 | 270 | 243,429 | |
| Sr. Unsec’d. Notes | 5.200 | 03/01/47 | 5 | 4,409 | |
| Sr. Unsec’d. Notes | 5.500 | 06/01/34 | 3,340 | 3,383,604 | |
| Sr. Unsec’d. Notes | 5.500 | 02/15/49 | 210 | 190,699 | |
| ONEOK Partners LP, Gtd. Notes | 6.125 | 02/01/41 | 300 | 306,157 | |
| ONEOK, Inc., | |||||
| Gtd. Notes | 3.100 | 03/15/30 | 2,415 | 2,280,485 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Pipelines (cont’d.) | |||||
| ONEOK, Inc., (cont’d.) | |||||
| Gtd. Notes | 4.200 % | 03/15/45 | 275 | $209,215 | |
| Gtd. Notes | 6.050 | 09/01/33 | 2,510 | 2,638,487 | |
| Gtd. Notes | 6.250 | 10/15/55 | 2,085 | 2,051,747 | |
| Plains All American Pipeline LP/PAA Finance Corp., Sr. Unsec’d. Notes | 3.550 | 12/15/29 | 350 | 338,870 | |
| Spectra Energy Partners LP, Gtd. Notes | 3.375 | 10/15/26 | 140 | 139,486 | |
| Targa Resources Corp., | |||||
| Gtd. Notes | 4.350 | 04/15/31 | 105 | 102,908 | |
| Gtd. Notes | 4.900 | 09/15/30 | 330 | 332,424 | |
| Gtd. Notes | 5.500 | 02/15/35 | 1,192 | 1,206,518 | |
| Gtd. Notes | 6.125 | 03/15/33 | 1,240 | 1,311,153 | |
| Gtd. Notes | 6.250 | 07/01/52 | 1,305 | 1,302,516 | |
| Gtd. Notes | 6.500 | 03/30/34 | 930 | 1,008,904 | |
| Texas Eastern Transmission LP, Sr. Unsec’d. Notes, 144A | 3.500 | 01/15/28 | 300 | 295,146 | |
| Transcontinental Gas Pipe Line Co. LLC, | |||||
| Sr. Unsec’d. Notes | 3.950 | 05/15/50 | 625 | 467,131 | |
| Sr. Unsec’d. Notes | 4.600 | 03/15/48 | 500 | 419,068 | |
| Venture Global Calcasieu Pass LLC, Sr. Sec’d. Notes, 144A | 4.125 | 08/15/31 | 1,200 | 1,124,892 | |
| Venture Global Plaquemines LNG LLC, | |||||
| Sr. Sec’d. Notes, 144A | 6.500 | 01/15/34 | 700 | 733,309 | |
| Sr. Sec’d. Notes, 144A | 6.750 | 01/15/36 | 700 | 743,977 | |
| Sr. Sec’d. Notes, 144A | 7.750 | 05/01/35 | 1,000 | 1,123,113 | |
| Western Midstream Operating LP, Sr. Unsec’d. Notes | 5.300 | 03/01/48 | 320 | 271,925 | |
| Williams Cos., Inc. (The), | |||||
| Sr. Unsec’d. Notes | 5.150 | 03/15/34 | 90 | 90,052 | |
| Sr. Unsec’d. Notes | 5.400 | 03/04/44 | 400 | 375,360 | |
| Sr. Unsec’d. Notes | 5.600 | 03/15/35 | 3,765 | 3,852,552 | |
| 43,389,671 | |||||
| Real Estate 0.2% | |||||
| Ontario Teachers’ Cadillac Fairview Properties Trust (Canada), Sr. Unsec’d. Notes, 144A | 4.125 | 02/01/29 | 4,190 | 4,134,849 | |
| Real Estate Investment Trusts (REITs) 1.3% | |||||
| Alexandria Real Estate Equities, Inc., | |||||
| Gtd. Notes | 2.000 | 05/18/32 | 1,645 | 1,374,622 | |
| Gtd. Notes | 4.750 | 04/15/35 | 425 | 401,678 | |
| American Tower Corp., Sr. Unsec’d. Notes(a) | 2.900 | 01/15/30 | 1,040 | 978,909 | |
| Brixmor Operating Partnership LP, | |||||
| Sr. Unsec’d. Notes | 4.050 | 07/01/30 | 3,665 | 3,572,296 | |
| Sr. Unsec’d. Notes | 5.500 | 02/15/34 | 895 | 910,405 | |
| COPT Defense Properties LP, Gtd. Notes | 2.900 | 12/01/33 | 1,400 | 1,189,200 | |
| CubeSmart LP, Gtd. Notes(a) | 2.250 | 12/15/28 | 3,360 | 3,175,118 | |
| Healthpeak OP LLC, Gtd. Notes | 2.875 | 01/15/31 | 630 | 579,173 | |
| Invitation Homes Operating Partnership LP, Gtd. Notes(x) | 4.875 | 02/01/35 | 6,035 | 5,822,486 | |
| Prologis LP, Sr. Unsec’d. Notes | 1.750 | 02/01/31 | 2,660 | 2,344,411 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Real Estate Investment Trusts (REITs) (cont’d.) | |||||
| Realty Income Corp., | |||||
| Sr. Unsec’d. Notes | 1.800 % | 03/15/33 | 325 | $268,186 | |
| Sr. Unsec’d. Notes | 3.250 | 01/15/31 | 985 | 926,495 | |
| RHP Hotel Properties LP/RHP Finance Corp., Gtd. Notes, 144A | 5.750 | 03/15/34 | 495 | 492,299 | |
| Sun Communities Operating LP, | |||||
| Gtd. Notes | 2.300 | 11/01/28 | 1,095 | 1,037,317 | |
| Gtd. Notes | 2.700 | 07/15/31 | 2,228 | 2,004,832 | |
| VICI Properties LP/VICI Note Co., Inc., Gtd. Notes, 144A | 5.750 | 02/01/27 | 4,680 | 4,703,020 | |
| Welltower OP LLC, Gtd. Notes | 2.700 | 02/15/27 | 775 | 765,795 | |
| 30,546,242 | |||||
| Retail 0.3% | |||||
| 1011778 BC ULC/New Red Finance, Inc. (Canada), Sec’d. Notes, 144A | 4.000 | 10/15/30 | 1,200 | 1,141,500 | |
| Alimentation Couche-Tard, Inc. (Canada), Gtd. Notes, 144A | 3.550 | 07/26/27 | 940 | 930,099 | |
| AutoZone, Inc., Sr. Unsec’d. Notes(a) | 1.650 | 01/15/31 | 620 | 540,755 | |
| Brinker International, Inc., Gtd. Notes, 144A | 8.250 | 07/15/30 | 1,025 | 1,072,511 | |
| Ferguson Enterprises, Inc., Gtd. Notes(a) | 5.000 | 10/03/34 | 1,805 | 1,793,153 | |
| Gap, Inc. (The), Gtd. Notes, 144A | 3.875 | 10/01/31 | 1,250 | 1,142,809 | |
| 6,620,827 | |||||
| Semiconductors 0.4% | |||||
| Broadcom, Inc., | |||||
| Sr. Unsec’d. Notes | 3.419 | 04/15/33 | 4,847 | 4,438,843 | |
| Sr. Unsec’d. Notes | 4.900 | 07/15/32 | 2,600 | 2,623,248 | |
| Sr. Unsec’d. Notes | 5.050 | 07/12/29 | 1,914 | 1,950,775 | |
| Sr. Unsec’d. Notes, 144A | 3.137 | 11/15/35 | 287 | 244,626 | |
| Sr. Unsec’d. Notes, 144A | 3.187 | 11/15/36 | 1,000 | 839,941 | |
| 10,097,433 | |||||
| Shipbuilding 0.2% | |||||
| Huntington Ingalls Industries, Inc., Gtd. Notes | 4.200 | 05/01/30 | 5,328 | 5,233,497 | |
| Software 0.4% | |||||
| Fidelity National Information Services, Inc., Sr. Unsec’d. Notes | 4.800 | 03/10/31 | 2,705 | 2,689,630 | |
| Oracle Corp., | |||||
| Sr. Unsec’d. Notes | 6.550 | 02/04/46 | 630 | 584,718 | |
| Sr. Unsec’d. Notes | 6.700 | 02/04/56 | 865 | 797,032 | |
| Sr. Unsec’d. Notes | 6.850 | 02/04/66 | 790 | 723,980 | |
| Salesforce, Inc., | |||||
| Sr. Unsec’d. Notes | 6.550 | 03/15/56 | 825 | 819,552 | |
| Sr. Unsec’d. Notes | 6.700 | 03/15/66 | 580 | 582,353 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Software (cont’d.) | |||||
| SS&C Technologies, Inc., Gtd. Notes, 144A | 5.500 % | 09/30/27 | 1,325 | $1,324,873 | |
| Workday, Inc., Sr. Unsec’d. Notes(a) | 3.800 | 04/01/32 | 2,435 | 2,267,082 | |
| 9,789,220 | |||||
| Telecommunications 1.4% | |||||
| AT&T, Inc., | |||||
| Sr. Unsec’d. Notes | 2.250 | 02/01/32 | 6,860 | 5,983,543 | |
| Sr. Unsec’d. Notes | 2.550 | 12/01/33 | 33 | 27,873 | |
| Sr. Unsec’d. Notes | 3.500 | 09/15/53 | 1,734 | 1,122,919 | |
| Sr. Unsec’d. Notes | 3.650 | 09/15/59 | 1,717 | 1,094,330 | |
| Sr. Unsec’d. Notes | 3.800 | 12/01/57 | 1,128 | 751,559 | |
| Sr. Unsec’d. Notes | 4.500 | 05/15/35 | 205 | 193,883 | |
| Black Pearl Compute LLC, Sr. Sec’d. Notes, 144A | 6.125 | 02/15/31 | 550 | 558,258 | |
| HUT DC LLC, Sr. Sec’d. Notes, 144A | 6.192 | 11/15/42 | 525 | 529,345 | |
| Meridian Arc Holdco LLC, Sr. Sec’d. Notes, 144A | 6.250 | 04/30/31 | 1,395 | 1,395,153 | |
| Motorola Solutions, Inc., Sr. Unsec’d. Notes | 5.400 | 04/15/34 | 2,020 | 2,043,632 | |
| Rogers Communications, Inc. (Canada), Gtd. Notes | 5.300 | 02/15/34 | 3,365 | 3,345,443 | |
| SV RNO Property Owner 1 LLC, Sr. Sec’d. Notes, 144A | 5.875 | 03/01/31 | 1,040 | 1,023,232 | |
| T-Mobile USA, Inc., | |||||
| Gtd. Notes | 2.550 | 02/15/31 | 1,635 | 1,486,046 | |
| Gtd. Notes | 3.000 | 02/15/41 | 640 | 467,280 | |
| Gtd. Notes | 3.750 | 04/15/27 | 970 | 966,014 | |
| Gtd. Notes | 3.875 | 04/15/30 | 4,780 | 4,655,476 | |
| Gtd. Notes | 4.375 | 04/15/40 | 380 | 332,104 | |
| Verizon Communications, Inc., | |||||
| Sr. Unsec’d. Notes | 2.355 | 03/15/32 | 6,135 | 5,364,958 | |
| Sr. Unsec’d. Notes | 2.550 | 03/21/31 | 2,729 | 2,481,193 | |
| Sr. Unsec’d. Notes | 5.401 | 07/02/37 | 147 | 146,296 | |
| 33,968,537 | |||||
| Transportation 0.2% | |||||
| Burlington Northern Santa Fe LLC, Sr. Unsec’d. Notes | 3.300 | 09/15/51 | 875 | 589,008 | |
| Canadian Pacific Railway Co. (Canada), Gtd. Notes | 3.500 | 05/01/50 | 1,585 | 1,115,222 | |
| Star Leasing Co. LLC, Sec’d. Notes, 144A | 7.625 | 02/15/30 | 2,200 | 2,125,797 | |
| 3,830,027 | |||||
| Trucking & Leasing 0.1% | |||||
| Penske Truck Leasing Co. LP/PTL Finance Corp., Sr. Unsec’d. Notes, 144A | 5.750 | 05/24/26 | 2,930 | 2,932,274 | |
| Water 0.0% | |||||
| American Water Capital Corp., Sr. Unsec’d. Notes | 4.000 | 12/01/46 | 145 | 113,078 | |
| Total Corporate Bonds (cost $708,459,173) | 686,322,869 | ||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Municipal Bonds 0.4% | |||||
| Alabama 0.0% | |||||
| Alabama Economic Settlement Authority, Taxable, Revenue Bonds, Series B | 4.263 % | 09/15/32 | 40 | $39,570 | |
| California 0.0% | |||||
| City of Los Angeles Department of Airports, Taxable, Revenue Bonds, BABs | 6.582 | 05/15/39 | 245 | 259,290 | |
| University of California, | |||||
| Taxable, Revenue Bonds, Series AP | 3.931 | 05/15/45 | 30 | 27,513 | |
| Taxable, Revenue Bonds, Series J | 4.131 | 05/15/45 | 30 | 26,800 | |
| 313,603 | |||||
| Maryland 0.1% | |||||
| Maryland Economic Development Corp., Taxable, Revenue Bonds | 5.433 | 05/31/56 | 1,800 | 1,715,768 | |
| New Jersey 0.0% | |||||
| New Jersey Turnpike Authority, Taxable, Revenue Bonds, BABs, Series A | 7.102 | 01/01/41 | 250 | 285,757 | |
| New York 0.1% | |||||
| City of New York, | |||||
| Taxable, General Obligation Unlimited, Series D-1 | 5.094 | 10/01/49 | 725 | 666,238 | |
| Taxable, General Obligation Unlimited, Series D-1 | 5.114 | 10/01/54 | 1,155 | 1,046,088 | |
| Port Authority of New York & New Jersey, Revenue Bonds | 5.072 | 07/15/53 | 1,240 | 1,150,666 | |
| 2,862,992 | |||||
| Pennsylvania 0.0% | |||||
| Pennsylvania State University (The), Taxable, Revenue Bonds, Series D | 2.840 | 09/01/50 | 745 | 486,142 | |
| Pennsylvania Turnpike Commission, | |||||
| Revenue Bonds, BABs | 6.105 | 12/01/39 | 70 | 74,442 | |
| Revenue Bonds, BABs, Series B | 5.511 | 12/01/45 | 150 | 147,287 | |
| 707,871 | |||||
| Texas 0.1% | |||||
| Grand Parkway Transportation Corp., Taxable, Revenue Bonds, Series E | 5.184 | 10/01/42 | 775 | 770,770 | |
| Permanent University Fund - University of Texas System, Taxable, Revenue Bonds, Series A | 3.376 | 07/01/47 | 555 | 415,306 | |
| Texas Private Activity Bond Surface Transportation Corp., Taxable, Revenue Bonds, Series B | 3.922 | 12/31/49 | 340 | 266,438 | |
| 1,452,514 | |||||
| Virginia 0.1% | |||||
| University of Virginia, | |||||
| Taxable, Revenue Bonds | 2.256 | 09/01/50 | 3,850 | 2,200,427 | |
| Taxable, Revenue Bonds, Series C | 4.179 | 09/01/2117 | 130 | 92,668 | |
| 2,293,095 | |||||
| Total Municipal Bonds (cost $11,078,530) | 9,671,170 | ||||
| Residential Mortgage-Backed Securities 2.2% | |||||
| Alternative Loan Trust, Series 2003-J03, Class 2A1 | 6.250 | 12/25/33 | 1 | 1,467 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Residential Mortgage-Backed Securities (Continued) | |||||
| Angel Oak Mortgage Trust, | |||||
| Series 2025-10, Class A1, 144A | 4.960 %(cc) | 09/25/70 | 3,123 | $3,111,112 | |
| Series 2025-11, Class A1, 144A | 4.975(cc) | 10/25/70 | 2,088 | 2,080,047 | |
| ATLX Trust, Series 2024-RPL02, Class A1, 144A | 3.850(cc) | 04/25/63 | 4,573 | 4,442,921 | |
| BCAP LLC Trust, Series 2011-RR04, Class 7A1, 144A | 5.250 | 04/26/37 | 98 | 51,239 | |
| BRAVO Residential Funding Trust, | |||||
| Series 2023-RPL01, Class A1, 144A | 5.000(cc) | 05/25/63 | 2,502 | 2,483,638 | |
| Series 2025-NQM06, Class A1, 144A | 5.333(cc) | 06/25/65 | 1,671 | 1,675,897 | |
| Chase Home Lending Mortgage Trust, | |||||
| Series 2023-RPL01, Class A1, 144A | 3.500(cc) | 06/25/62 | 1,521 | 1,397,926 | |
| Series 2024-RPL03, Class A1A, 144A | 3.250(cc) | 09/25/64 | 1,299 | 1,154,589 | |
| CIM Trust, Series 2024-R01, Class A1, 144A | 4.750(cc) | 06/25/64 | 2,075 | 2,040,690 | |
| Connecticut Avenue Securities Trust, | |||||
| Series 2023-R08, Class 1M1, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 0.000%) | 5.145(c) | 10/25/43 | 341 | 341,347 | |
| Series 2025-R04, Class 1A1, 144A, 30 Day Average SOFR + 1.000% (Cap N/A, Floor 0.000%) | 4.645(c) | 05/25/45 | 1,568 | 1,569,887 | |
| Series 2026-R01, Class 2A1, 144A, 30 Day Average SOFR + 0.850% (Cap N/A, Floor 0.000%) | 4.495(c) | 01/25/46 | 2,852 | 2,850,839 | |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-08, Class 5A1 | 6.500 | 04/25/33 | 1 | 556 | |
| Credit Suisse Mortgage Trust, Series 2022-RPL04, Class A1, 144A | 3.904(cc) | 04/25/62 | 885 | 846,577 | |
| Fannie Mae Interest Strips, Series 430, Class C56, IO | 3.000 | 08/25/52 | 1,458 | 254,000 | |
| Fannie Mae REMIC, | |||||
| Series 2014-11, Class VB | 4.500 | 04/25/42 | 449 | 449,310 | |
| Series 2020-024, Class SP, IO, 30 Day Average SOFR x (1) + 5.936% (Cap 6.050%, Floor 0.000%) | 2.290(c) | 04/25/50 | 997 | 114,863 | |
| Series 2020-101, Class AI, IO | 3.500 | 01/25/51 | 5,272 | 993,538 | |
| Series 2025-06, Class FC, 30 Day Average SOFR + 1.600% (Cap 6.000%, Floor 1.600%) | 5.245(c) | 02/25/55 | 996 | 1,005,195 | |
| Series 2026-08, Class BS, IO, 30 Day Average SOFR x (1) + 4.300% (Cap 4.300%, Floor 0.000%) | 0.655(c) | 02/25/56 | 22,324 | 423,497 | |
| Series 2026-18, Class SB, IO, 30 Day Average SOFR x (1) + 4.150% (Cap 4.150%, Floor 0.000%) | 0.505(c) | 04/25/56 | 10,811 | 144,542 | |
| FHLMC Structured Agency Credit Risk REMIC Trust, | |||||
| Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) | 5.295(c) | 01/25/34 | 55 | 54,871 | |
| Series 2025-DNA01, Class A1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) | 4.595(c) | 01/25/45 | 4,170 | 4,172,520 | |
| FHLMC Structured Pass-Through Certificates, Series T-59, Class 1A2 | 7.000 | 10/25/43 | 47 | 48,551 | |
| Freddie Mac REMIC, | |||||
| Series 4249, Class GW | 3.500 | 10/15/41 | 581 | 551,556 | |
| Series 4978, Class MI, IO | 4.000 | 05/25/40 | 1,455 | 211,833 | |
| Series 5019, Class IP, IO | 3.000 | 10/25/50 | 705 | 125,336 | |
| Series 5021, Class SB, IO, 30 Day Average SOFR x (1) + 3.550% (Cap 3.550%, Floor 0.000%) | 0.000(c) | 10/25/50 | 3,141 | 80,772 | |
| Series 5222, Class SA, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | 0.000(c) | 05/25/52 | 376 | 6,837 | |
| Freddie Mac Strips, Series 405, Class C20, IO | 4.000 | 05/25/53 | 5,210 | 1,128,357 | |
| Government National Mortgage Assoc., | |||||
| Series 2013-99, Class AX | 3.000(cc) | 07/20/43 | 447 | 410,169 | |
| Series 2016-46, Class JE | 2.500 | 11/20/45 | 99 | 92,002 | |
| Series 2018-121, Class KS, IO, 1 Month SOFR x (1) + 3.746% (Cap 3.860%, Floor 0.000%) | 0.085(c) | 09/20/48 | 1,378 | 27,295 | |
| Series 2018-148, Class DS, IO, 1 Month SOFR x (1) + 3.726% (Cap 3.840%, Floor 0.000%) | 0.065(c) | 10/20/48 | 1,759 | 33,546 | |
| Series 2018-151, Class SL, IO, 1 Month SOFR x (1) + 3.686% (Cap 3.800%, Floor 0.000%) | 0.025(c) | 11/20/48 | 1,607 | 37,291 | |
| Series 2019-023, Class SW, IO, 1 Month SOFR x (1) + 6.086% (Cap 6.200%, Floor 0.000%) | 2.421(c) | 07/16/43 | 3,016 | 199,096 | |
| Series 2019-092, Class S, IO, 1 Month SOFR x (1) + 2.696% (Cap 2.810%, Floor 0.000%) | 0.000(c) | 07/20/49 | 5,679 | 80,776 | |
| Series 2019-099, Class SA, IO, 1 Month SOFR x (1) + 3.236% (Cap 3.350%, Floor 0.000%) | 0.000(c) | 08/20/49 | 2,813 | 36,687 | |
| Series 2020-126, Class BI, IO | 3.000 | 08/20/50 | 2,684 | 442,301 | |
| Series 2021-114, Class TI, IO | 3.000 | 06/20/51 | 3,524 | 471,456 | |
| Series 2021-165, Class ST, IO, 1 Month SOFR x (1) + 3.246% (Cap 0.020%, Floor 0.000%) | 0.000(c) | 01/20/50 | 630 | 201 | |
| Series 2022-051, Class SC, IO, 30 Day Average SOFR x (1) + 3.500% (Cap 3.500%, Floor 0.000%) | 0.000(c) | 03/20/52 | 4,412 | 73,532 | |
| Series 2022-066, Class SB, IO, 30 Day Average SOFR x (1) + 3.850% (Cap 3.850%, Floor 0.000%) | 0.210(c) | 04/20/52 | 100 | 2,769 | |
| Series 2022-093, Class IO, IO | 3.000 | 08/20/51 | 9,918 | 1,026,682 | |
| Series 2022-125, Class CS, IO, 30 Day Average SOFR x (1) + 5.990% (Cap 5.990%, Floor 0.000%) | 2.350(c) | 07/20/52 | 2,501 | 200,180 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Residential Mortgage-Backed Securities (Continued) | |||||
| Government National Mortgage Assoc., (cont’d.) | |||||
| Series 2022-126, Class CS, IO, 30 Day Average SOFR x (1) + 3.760% (Cap 3.760%, Floor 0.000%) | 0.120 %(c) | 07/20/52 | 5,114 | $85,286 | |
| Series 2022-129, Class SA, IO, 30 Day Average SOFR x (1) + 3.950% (Cap 3.950%, Floor 0.000%) | 0.310(c) | 07/20/52 | 13,811 | 256,464 | |
| Series 2022-148, Class DS, IO, 30 Day Average SOFR x (1) + 3.600% (Cap 3.600%, Floor 0.000%) | 0.000(c) | 08/20/52 | 1,971 | 29,415 | |
| Series 2022-178, Class SA, IO, 30 Day Average SOFR x (1) + 4.900% (Cap 4.900%, Floor 0.000%) | 1.260(c) | 10/20/52 | 20,459 | 861,429 | |
| GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM06, Class A1, 144A | 5.021(cc) | 02/25/66 | 1,554 | 1,548,841 | |
| HOMES Trust, Series 2026-NQM01, Class A1, 144A | 4.800(cc) | 09/25/70 | 2,052 | 2,038,797 | |
| Legacy Mortgage Asset Trust, Series 2021-GS01, Class A1, 144A | 5.892(cc) | 10/25/66 | 225 | 224,920 | |
| MFA Trust, Series 2021-RPL01, Class A1, 144A | 1.131(cc) | 07/25/60 | 1,454 | 1,335,503 | |
| Mill City Mortgage Loan Trust, Series 2018-01, Class A1, 144A | 3.250(cc) | 05/25/62 | 6 | 6,337 | |
| New Residential Mortgage Loan Trust, Series 2018-04A, Class A1S, 144A, 1 Month SOFR + 0.864% (Cap N/A, Floor 0.750%) | 4.519(c) | 01/25/48 | 32 | 31,663 | |
| OBX Trust, | |||||
| Series 2018-01, Class A2, 144A, 1 Month SOFR + 0.764% (Cap N/A, Floor 0.000%) | 4.419(c) | 06/25/57 | 71 | 70,580 | |
| Series 2025-NQM21, Class A1FC, 144A | 4.917(cc) | 10/25/65 | 3,536 | 3,529,675 | |
| PRPM LLC, Series 2024-RPL04, Class A1, 144A | 4.000(cc) | 12/25/54 | 3,600 | 3,514,531 | |
| Sequoia Mortgage Trust, Series 10, Class 2A11 Month SOFR + 0.874% (Cap 11.750%, Floor 0.760%) | 4.535(c) | 10/20/27 | —(r) | 326 | |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR05, Class A11 Month SOFR + 0.614% (Cap 11.000%, Floor 0.500%) | 4.275(c) | 07/19/35 | 12 | 11,062 | |
| Towd Point Mortgage Trust, | |||||
| Series 2019-HY03, Class A1A, 144A, 1 Month SOFR + 1.114% (Cap N/A, Floor 1.000%) | 4.769(c) | 10/25/59 | 57 | 57,340 | |
| Series 2020-04, Class A1, 144A | 1.750 | 10/25/60 | 433 | 395,436 | |
| Series 2021-SJ01, Class A1, 144A | 2.250(cc) | 07/25/68 | 716 | 696,933 | |
| Series 2021-SJ02, Class A1A, 144A | 2.250(cc) | 12/25/61 | 1,090 | 1,067,054 | |
| Washington Mutual Mortgage Pass-Through Certificates Trust, | |||||
| Series 2002-AR06, Class A, Federal Reserve US 12 Month Cumulative Avg 1 Year CMT + 1.400% (Cap N/A, Floor 1.400%) | 4.909(c) | 06/25/42 | 15 | 13,993 | |
| Series 2002-AR09, Class 1A, Federal Reserve US 12 Month Cumulative Avg 1 Year CMT + 1.400% (Cap N/A, Floor 1.400%) | 4.909(c) | 08/25/42 | 1 | 868 | |
| Series 2005-AR13, Class A1A1, 1 Month SOFR + 0.694% (Cap 10.500%, Floor 0.580%) | 4.349(c) | 10/25/45 | 114 | 110,681 | |
| Total Residential Mortgage-Backed Securities (cost $53,144,483) | 52,835,427 | ||||
| Sovereign Bonds 1.8% | |||||
| Bermuda Government International Bond (Bermuda), Sr. Unsec’d. Notes, 144A | 2.375 | 08/20/30 | 555 | 503,940 | |
| Export-Import Bank of India (India), Sr. Unsec’d. Notes, 144A | 3.875 | 02/01/28 | 290 | 287,016 | |
| Hungary Government International Bond (Hungary), Sr. Unsec’d. Notes, 144A | 5.375 | 09/26/30 | 2,190 | 2,238,191 | |
| Indonesia Government International Bond (Indonesia), | |||||
| Sr. Unsec’d. Notes | 3.500 | 01/11/28 | 1,420 | 1,405,516 | |
| Sr. Unsec’d. Notes(a) | 5.600 | 01/15/35 | 2,640 | 2,712,600 | |
| Israel Government International Bond (Israel), Sr. Unsec’d. Notes, Series 05Y | 5.375 | 02/19/30 | 4,014 | 4,091,832 | |
| Ivory Coast Government International Bond (Ivory Coast), Sr. Unsec’d. Notes, 144A | 6.750 | 02/25/41 | 1,815 | 1,672,595 | |
| Mexico Government International Bond (Mexico), | |||||
| Sr. Unsec’d. Notes | 3.500 | 02/12/34 | 970 | 830,926 | |
| Sr. Unsec’d. Notes | 6.000 | 05/07/36 | 1,527 | 1,533,108 | |
| Sr. Unsec’d. Notes | 6.875 | 05/13/37 | 3,290 | 3,474,651 | |
| Oman Government International Bond (Oman), Sr. Unsec’d. Notes, 144A | 4.750 | 06/15/26 | 3,073 | 3,072,040 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Panama Government International Bond (Panama), Sr. Unsec’d. Notes | 4.500 % | 04/16/50 | 200 | $160,500 | |
| Peruvian Government International Bond (Peru), Sr. Unsec’d. Notes | 2.783 | 01/23/31 | 701 | 644,394 | |
| Province of Alberta (Canada), | |||||
| Sr. Unsec’d. Notes(a) | 1.300 | 07/22/30 | 175 | 155,781 | |
| Sr. Unsec’d. Notes | 3.300 | 03/15/28 | 110 | 108,541 | |
| Province of Manitoba (Canada), Sr. Unsec’d. Notes | 2.125 | 06/22/26 | 100 | 99,758 | |
| Republic of Poland Government International Bond (Poland), | |||||
| Bonds, Series 10Y | 5.375 | 02/12/35 | 3,355 | 3,427,468 | |
| Sr. Unsec’d. Notes, Series 10Y | 5.375 | 04/14/36 | 3,980 | 4,005,790 | |
| Romanian Government International Bond (Romania), Sr. Unsec’d. Notes, 144A | 5.750 | 09/16/30 | 7,960 | 8,039,600 | |
| Saudi Government International Bond (Saudi Arabia), Sr. Unsec’d. Notes, 144A | 5.125 | 01/13/28 | 3,440 | 3,470,100 | |
| Serbia International Bond (Serbia), Sr. Unsec’d. Notes, 144A | 5.500 | 05/06/36 | 2,140 | 2,083,204 | |
| Total Sovereign Bonds (cost $43,758,347) | 44,017,551 | ||||
| U.S. Government Agency Obligations 26.3% | |||||
| Federal Home Loan Mortgage Corp. | 1.500 | 10/01/35 | 2,410 | 2,177,380 | |
| Federal Home Loan Mortgage Corp. | 1.500 | 02/01/36 | 637 | 573,870 | |
| Federal Home Loan Mortgage Corp. | 1.500 | 11/01/50 | 1,555 | 1,191,804 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 01/01/32 | 163 | 155,297 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 10/01/40 | 309 | 272,441 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 09/01/50 | 10,568 | 8,546,228 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 11/01/50 | 483 | 390,767 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 12/01/50 | 1,622 | 1,311,266 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 03/01/51 | 2,098 | 1,694,141 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 04/01/51 | 87 | 69,762 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 05/01/51 | 1,095 | 883,338 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 06/01/51 | 5,350 | 4,305,551 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 07/01/51 | 3,697 | 2,977,314 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 01/01/29 | 58 | 56,927 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 10/01/32 | 191 | 182,964 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 12/01/32 | 374 | 359,063 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 10/01/35 | 1,660 | 1,565,039 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 09/01/46 | 127 | 109,312 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 11/01/46 | 399 | 344,346 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 11/01/49 | 681 | 582,151 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 07/01/50 | 2,257 | 1,911,403 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 03/01/51 | 814 | 692,800 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 04/01/51 | 9,204 | 7,771,735 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 05/01/51 | 3,347 | 2,827,206 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 07/01/51 | 380 | 321,055 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 08/01/51 | 761 | 642,467 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 10/01/51 | 61 | 51,655 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 10/01/51 | 250 | 213,257 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 11/01/51 | 5,008 | 4,224,394 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 12/01/51 | 2,625 | 2,215,471 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 01/01/52 | 400 | 337,070 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 04/01/52 | 2,838 | 2,392,524 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 04/01/52 | 4,435 | 3,760,432 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 02/01/32 | 340 | 330,475 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 01/01/37 | 97 | 91,924 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 12/01/37 | 39 | 36,319 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 06/01/43 | 1,090 | 996,377 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 07/01/43 | 184 | 168,588 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations (Continued) | |||||
| Federal Home Loan Mortgage Corp. | 3.000 % | 06/01/46 | 310 | $279,039 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 09/01/46 | 1,796 | 1,617,195 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 12/01/46 | 6,442 | 5,771,107 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 01/01/47 | 326 | 292,055 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 02/01/50 | 2,021 | 1,791,353 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 09/01/50 | 1,864 | 1,637,823 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 04/01/52 | 3,454 | 3,030,940 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 06/01/37 | 467 | 449,122 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 11/01/37 | 90 | 86,161 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 06/01/42 | 134 | 126,068 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 06/01/42 | 141 | 132,879 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 07/01/42 | 139 | 131,035 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 09/01/42 | 177 | 166,798 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 10/01/42 | 216 | 203,299 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 06/01/43 | 94 | 88,578 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 05/01/45 | 119 | 110,947 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 01/01/47 | 88 | 82,049 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 02/01/47 | 199 | 184,404 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 11/01/47 | 132 | 122,107 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 03/01/48 | 2,807 | 2,604,216 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 08/01/48 | 53 | 48,586 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 10/01/48 | 201 | 185,491 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 01/01/50 | 1,154 | 1,071,312 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 01/01/52 | 119 | 108,401 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 05/01/52 | 5,259 | 4,791,349 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 09/01/37 | 1,239 | 1,208,891 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 12/01/40 | 34 | 33,071 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 01/01/41 | 145 | 138,623 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 04/01/42 | 122 | 117,925 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 10/01/45 | 74 | 70,877 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 02/01/46 | 1,044 | 1,005,177 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 05/01/46 | 66 | 63,389 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 08/01/46 | 109 | 103,499 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 11/01/47 | 67 | 64,002 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 04/01/48 | 104 | 99,408 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 05/01/48 | 121 | 114,985 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 07/01/48 | 228 | 217,520 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 07/01/49 | 293 | 279,661 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 04/01/52 | 1,254 | 1,191,195 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 05/01/52 | 2,049 | 1,928,280 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 06/01/52 | 3,855 | 3,624,371 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 04/01/53 | 11,026 | 10,346,642 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 06/01/42 | 46 | 45,821 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 09/01/44 | 60 | 59,231 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 07/01/45 | 144 | 142,545 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 04/01/47 | 560 | 550,187 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 07/01/47 | 65 | 63,198 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 07/01/47 | 149 | 146,388 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 11/01/47 | 253 | 248,477 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 02/01/48 | 67 | 65,589 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 07/01/48 | 160 | 157,076 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 05/01/52 | 346 | 334,384 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 06/01/52 | 5,519 | 5,333,332 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 07/01/52 | 3,277 | 3,166,797 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 08/01/52 | 3,035 | 2,929,359 | |
| Federal Home Loan Mortgage Corp.(kk) | 4.500 | 09/01/52 | 18,820 | 18,180,496 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 10/01/52 | 3,499 | 3,380,914 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 07/01/53 | 1,410 | 1,362,248 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 08/01/40 | 141 | 142,976 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 12/01/47 | 91 | 90,351 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 02/01/48 | 163 | 163,622 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations (Continued) | |||||
| Federal Home Loan Mortgage Corp. | 5.000 % | 10/01/52 | 3,853 | $3,816,810 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 11/01/52 | 1,521 | 1,509,366 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 01/01/53 | 7,731 | 7,655,395 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 06/01/53 | 7,268 | 7,195,856 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 08/01/53 | 7,369 | 7,289,881 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 11/01/53 | 1,536 | 1,517,852 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 11/01/54 | 16,002 | 15,778,143 | |
| Federal Home Loan Mortgage Corp. | 5.500 | 02/01/53 | 12,209 | 12,319,466 | |
| Federal Home Loan Mortgage Corp. | 5.500 | 04/01/53 | 11,718 | 11,819,776 | |
| Federal Home Loan Mortgage Corp. | 5.500 | 04/01/54 | 6,797 | 6,838,293 | |
| Federal National Mortgage Assoc. | 0.875 | 08/05/30 | 235 | 206,479 | |
| Federal National Mortgage Assoc. | 1.500 | 01/01/36 | 1,665 | 1,501,023 | |
| Federal National Mortgage Assoc. | 1.500 | 04/01/36 | 701 | 630,933 | |
| Federal National Mortgage Assoc. | 1.500 | 02/01/42 | 385 | 327,514 | |
| Federal National Mortgage Assoc. | 1.500 | 10/01/50 | 323 | 249,064 | |
| Federal National Mortgage Assoc. | 1.500 | 11/01/50 | 917 | 705,069 | |
| Federal National Mortgage Assoc. | 1.500 | 12/01/50 | 7,002 | 5,388,884 | |
| Federal National Mortgage Assoc. | 1.500 | 01/01/51 | 3,423 | 2,628,763 | |
| Federal National Mortgage Assoc. | 1.500 | 06/01/51 | 604 | 463,405 | |
| Federal National Mortgage Assoc. | 1.500 | 07/01/51 | 718 | 551,148 | |
| Federal National Mortgage Assoc. | 2.000 | 03/01/31 | 757 | 725,236 | |
| Federal National Mortgage Assoc. | 2.000 | 01/01/32 | 1,609 | 1,524,894 | |
| Federal National Mortgage Assoc. | 2.000 | 08/01/40 | 1,569 | 1,379,780 | |
| Federal National Mortgage Assoc. | 2.000 | 02/01/41 | 1,490 | 1,303,281 | |
| Federal National Mortgage Assoc. | 2.000 | 05/01/41 | 2,992 | 2,609,457 | |
| Federal National Mortgage Assoc. | 2.000 | 10/01/50 | 10,412 | 8,419,888 | |
| Federal National Mortgage Assoc. | 2.000 | 11/01/50 | 317 | 255,867 | |
| Federal National Mortgage Assoc. | 2.000 | 12/01/50 | 34 | 27,255 | |
| Federal National Mortgage Assoc. | 2.000 | 01/01/51 | 3,099 | 2,502,699 | |
| Federal National Mortgage Assoc. | 2.000 | 02/01/51 | 3,261 | 2,636,334 | |
| Federal National Mortgage Assoc. | 2.000 | 02/01/51 | 7,056 | 5,702,038 | |
| Federal National Mortgage Assoc. | 2.000 | 03/01/51 | 4,827 | 3,892,956 | |
| Federal National Mortgage Assoc. | 2.000 | 04/01/51 | 3,725 | 3,002,606 | |
| Federal National Mortgage Assoc. | 2.000 | 05/01/51 | 15,463 | 12,453,500 | |
| Federal National Mortgage Assoc. | 2.000 | 07/01/51 | 1,802 | 1,453,038 | |
| Federal National Mortgage Assoc. | 2.000 | 08/01/51 | 1,832 | 1,476,423 | |
| Federal National Mortgage Assoc. | 2.500 | TBA | 2,000 | 1,674,406 | |
| Federal National Mortgage Assoc. | 2.500 | 05/01/30 | 91 | 88,495 | |
| Federal National Mortgage Assoc. | 2.500 | 07/01/32 | 483 | 462,373 | |
| Federal National Mortgage Assoc. | 2.500 | 08/01/32 | 543 | 520,790 | |
| Federal National Mortgage Assoc. | 2.500 | 09/01/32 | 504 | 483,357 | |
| Federal National Mortgage Assoc. | 2.500 | 07/01/35 | 1,687 | 1,605,037 | |
| Federal National Mortgage Assoc. | 2.500 | 11/01/36 | 1,652 | 1,564,921 | |
| Federal National Mortgage Assoc. | 2.500 | 02/01/43 | 52 | 46,235 | |
| Federal National Mortgage Assoc. | 2.500 | 06/01/46 | 263 | 229,195 | |
| Federal National Mortgage Assoc. | 2.500 | 09/01/46 | 134 | 115,684 | |
| Federal National Mortgage Assoc. | 2.500 | 10/01/46 | 82 | 71,034 | |
| Federal National Mortgage Assoc. | 2.500 | 10/01/46 | 149 | 127,998 | |
| Federal National Mortgage Assoc. | 2.500 | 03/01/50 | 554 | 472,489 | |
| Federal National Mortgage Assoc. | 2.500 | 08/01/50 | 1,391 | 1,177,587 | |
| Federal National Mortgage Assoc. | 2.500 | 08/01/50 | 3,549 | 3,004,412 | |
| Federal National Mortgage Assoc. | 2.500 | 11/01/50 | 2,484 | 2,126,078 | |
| Federal National Mortgage Assoc. | 2.500 | 12/01/50 | 217 | 185,248 | |
| Federal National Mortgage Assoc. | 2.500 | 01/01/51 | 538 | 460,646 | |
| Federal National Mortgage Assoc. | 2.500 | 04/01/51 | 4,495 | 3,793,408 | |
| Federal National Mortgage Assoc. | 2.500 | 05/01/51 | 1,840 | 1,555,426 | |
| Federal National Mortgage Assoc. | 2.500 | 07/01/51 | 3,274 | 2,757,522 | |
| Federal National Mortgage Assoc. | 2.500 | 09/01/51 | 394 | 332,565 | |
| Federal National Mortgage Assoc. | 2.500 | 10/01/51 | 711 | 598,933 | |
| Federal National Mortgage Assoc. | 2.500 | 11/01/51 | 2,776 | 2,343,787 | |
| Federal National Mortgage Assoc. | 2.500 | 12/01/51 | 427 | 363,770 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations (Continued) | |||||
| Federal National Mortgage Assoc. | 2.500 % | 02/01/52 | 387 | $326,246 | |
| Federal National Mortgage Assoc. | 2.500 | 02/01/52 | 742 | 632,418 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/30 | 51 | 50,392 | |
| Federal National Mortgage Assoc. | 3.000 | 05/01/31 | 24 | 23,078 | |
| Federal National Mortgage Assoc. | 3.000 | 12/01/31 | 68 | 66,475 | |
| Federal National Mortgage Assoc. | 3.000 | 05/01/32 | 76 | 73,936 | |
| Federal National Mortgage Assoc. | 3.000 | 09/01/32 | 28 | 27,363 | |
| Federal National Mortgage Assoc. | 3.000 | 11/01/36 | 68 | 64,099 | |
| Federal National Mortgage Assoc. | 3.000 | 05/01/37 | 4,357 | 4,150,360 | |
| Federal National Mortgage Assoc. | 3.000 | 10/01/42 | 93 | 85,025 | |
| Federal National Mortgage Assoc. | 3.000 | 10/01/42 | 145 | 132,310 | |
| Federal National Mortgage Assoc. | 3.000 | 02/01/43 | 137 | 125,010 | |
| Federal National Mortgage Assoc. | 3.000 | 04/01/43 | 173 | 157,678 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/43 | 229 | 209,183 | |
| Federal National Mortgage Assoc. | 3.000 | 12/01/45 | 322 | 294,023 | |
| Federal National Mortgage Assoc. | 3.000 | 05/01/46 | 403 | 362,531 | |
| Federal National Mortgage Assoc. | 3.000 | 09/01/46 | 426 | 389,051 | |
| Federal National Mortgage Assoc. | 3.000 | 10/01/46 | 1,308 | 1,171,935 | |
| Federal National Mortgage Assoc. | 3.000 | 11/01/46 | 484 | 434,576 | |
| Federal National Mortgage Assoc. | 3.000 | 11/01/46 | 1,033 | 926,485 | |
| Federal National Mortgage Assoc. | 3.000 | 03/01/47 | 354 | 317,513 | |
| Federal National Mortgage Assoc. | 3.000 | 04/01/47 | 745 | 670,017 | |
| Federal National Mortgage Assoc. | 3.000 | 12/01/49 | 1,815 | 1,610,205 | |
| Federal National Mortgage Assoc. | 3.000 | 01/01/50 | 759 | 666,432 | |
| Federal National Mortgage Assoc. | 3.000 | 02/01/50 | 671 | 598,107 | |
| Federal National Mortgage Assoc. | 3.000 | 02/01/50 | 1,363 | 1,206,040 | |
| Federal National Mortgage Assoc. | 3.000 | 03/01/50 | 327 | 289,721 | |
| Federal National Mortgage Assoc. | 3.000 | 01/01/51 | 859 | 758,891 | |
| Federal National Mortgage Assoc. | 3.000 | 05/01/51 | 922 | 813,578 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/51 | 3,516 | 3,080,935 | |
| Federal National Mortgage Assoc. | 3.000 | 01/01/52 | 2,030 | 1,801,258 | |
| Federal National Mortgage Assoc. | 3.000 | 02/01/52 | 1,448 | 1,270,981 | |
| Federal National Mortgage Assoc. | 3.000 | 03/01/52 | 2,786 | 2,445,598 | |
| Federal National Mortgage Assoc. | 3.000 | 03/01/52 | 2,883 | 2,555,424 | |
| Federal National Mortgage Assoc. | 3.000 | 04/01/52 | 2,237 | 1,963,406 | |
| Federal National Mortgage Assoc. | 3.500 | 12/01/29 | 20 | 19,552 | |
| Federal National Mortgage Assoc. | 3.500 | 12/01/30 | 30 | 29,422 | |
| Federal National Mortgage Assoc. | 3.500 | 07/01/31 | 116 | 114,137 | |
| Federal National Mortgage Assoc. | 3.500 | 08/01/31 | 125 | 122,314 | |
| Federal National Mortgage Assoc. | 3.500 | 02/01/33 | 58 | 57,426 | |
| Federal National Mortgage Assoc. | 3.500 | 05/01/33 | 24 | 23,254 | |
| Federal National Mortgage Assoc. | 3.500 | 10/01/41 | 51 | 48,501 | |
| Federal National Mortgage Assoc. | 3.500 | 04/01/42 | 115 | 107,920 | |
| Federal National Mortgage Assoc. | 3.500 | 05/01/42 | 116 | 107,970 | |
| Federal National Mortgage Assoc. | 3.500 | 05/01/42 | 728 | 685,332 | |
| Federal National Mortgage Assoc. | 3.500 | 06/01/42 | 312 | 293,415 | |
| Federal National Mortgage Assoc. | 3.500 | 10/01/42 | 176 | 166,100 | |
| Federal National Mortgage Assoc. | 3.500 | 10/01/42 | 201 | 188,214 | |
| Federal National Mortgage Assoc. | 3.500 | 10/01/42 | 404 | 378,999 | |
| Federal National Mortgage Assoc. | 3.500 | 06/01/43 | 103 | 96,632 | |
| Federal National Mortgage Assoc. | 3.500 | 06/01/45 | 120 | 112,342 | |
| Federal National Mortgage Assoc. | 3.500 | 06/01/45 | 197 | 183,779 | |
| Federal National Mortgage Assoc. | 3.500 | 09/01/45 | 171 | 159,076 | |
| Federal National Mortgage Assoc. | 3.500 | 10/01/45 | 182 | 169,027 | |
| Federal National Mortgage Assoc. | 3.500 | 01/01/46 | 60 | 55,640 | |
| Federal National Mortgage Assoc. | 3.500 | 01/01/46 | 148 | 137,636 | |
| Federal National Mortgage Assoc. | 3.500 | 04/01/46 | 1,602 | 1,490,655 | |
| Federal National Mortgage Assoc. | 3.500 | 11/01/46 | 74 | 68,424 | |
| Federal National Mortgage Assoc. | 3.500 | 06/01/47 | 264 | 245,082 | |
| Federal National Mortgage Assoc. | 3.500 | 07/01/47 | 169 | 156,558 | |
| Federal National Mortgage Assoc. | 3.500 | 07/01/47 | 777 | 730,375 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations (Continued) | |||||
| Federal National Mortgage Assoc. | 3.500 % | 08/01/47 | 126 | $117,107 | |
| Federal National Mortgage Assoc. | 3.500 | 09/01/47 | 211 | 195,532 | |
| Federal National Mortgage Assoc. | 3.500 | 10/01/47 | 755 | 699,597 | |
| Federal National Mortgage Assoc. | 3.500 | 11/01/47 | 687 | 633,678 | |
| Federal National Mortgage Assoc. | 3.500 | 01/01/48 | 126 | 116,842 | |
| Federal National Mortgage Assoc. | 3.500 | 01/01/48 | 184 | 170,392 | |
| Federal National Mortgage Assoc. | 3.500 | 01/01/48 | 2,560 | 2,364,229 | |
| Federal National Mortgage Assoc. | 3.500 | 04/01/48 | 345 | 317,086 | |
| Federal National Mortgage Assoc. | 3.500 | 06/01/48 | 521 | 480,920 | |
| Federal National Mortgage Assoc. | 3.500 | 08/01/48 | 274 | 252,568 | |
| Federal National Mortgage Assoc. | 3.500 | 10/01/48 | 183 | 168,967 | |
| Federal National Mortgage Assoc. | 3.500 | 11/01/48 | 134 | 122,721 | |
| Federal National Mortgage Assoc. | 3.500 | 03/01/49 | 614 | 569,384 | |
| Federal National Mortgage Assoc. | 3.500 | 06/01/49 | 254 | 234,825 | |
| Federal National Mortgage Assoc. | 3.500 | 07/01/49 | 6,852 | 6,326,181 | |
| Federal National Mortgage Assoc. | 3.500 | 08/01/51 | 32 | 29,098 | |
| Federal National Mortgage Assoc. | 3.500 | 02/01/52 | 351 | 321,959 | |
| Federal National Mortgage Assoc. | 3.500 | 04/01/52 | 18,421 | 16,791,738 | |
| Federal National Mortgage Assoc. | 3.500 | 05/01/52 | 9,936 | 9,050,230 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/40 | 88 | 85,203 | |
| Federal National Mortgage Assoc. | 4.000 | 11/01/40 | 372 | 358,542 | |
| Federal National Mortgage Assoc. | 4.000 | 02/01/41 | 150 | 144,603 | |
| Federal National Mortgage Assoc. | 4.000 | 02/01/41 | 245 | 235,974 | |
| Federal National Mortgage Assoc. | 4.000 | 12/01/41 | 160 | 154,421 | |
| Federal National Mortgage Assoc. | 4.000 | 10/01/43 | 121 | 117,791 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/44 | 69 | 66,425 | |
| Federal National Mortgage Assoc. | 4.000 | 10/01/44 | 156 | 149,081 | |
| Federal National Mortgage Assoc. | 4.000 | 12/01/45 | 55 | 52,084 | |
| Federal National Mortgage Assoc. | 4.000 | 04/01/46 | 52 | 49,227 | |
| Federal National Mortgage Assoc. | 4.000 | 08/01/46 | 80 | 76,244 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/46 | 722 | 694,302 | |
| Federal National Mortgage Assoc. | 4.000 | 02/01/47 | 261 | 248,281 | |
| Federal National Mortgage Assoc. | 4.000 | 03/01/47 | 355 | 336,882 | |
| Federal National Mortgage Assoc. | 4.000 | 06/01/47 | 210 | 200,141 | |
| Federal National Mortgage Assoc. | 4.000 | 10/01/47 | 66 | 63,186 | |
| Federal National Mortgage Assoc. | 4.000 | 11/01/47 | 128 | 121,994 | |
| Federal National Mortgage Assoc. | 4.000 | 12/01/47 | 136 | 129,763 | |
| Federal National Mortgage Assoc. | 4.000 | 02/01/48 | 126 | 118,618 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/48 | 985 | 938,067 | |
| Federal National Mortgage Assoc. | 4.000 | 10/01/48 | 179 | 171,221 | |
| Federal National Mortgage Assoc. | 4.000 | 03/01/49 | 511 | 486,809 | |
| Federal National Mortgage Assoc. | 4.000 | 03/01/49 | 787 | 749,558 | |
| Federal National Mortgage Assoc. | 4.000 | 07/01/49 | 175 | 164,955 | |
| Federal National Mortgage Assoc. | 4.000 | 01/01/50 | 1,494 | 1,421,596 | |
| Federal National Mortgage Assoc. | 4.000 | 05/01/50 | 1,568 | 1,486,665 | |
| Federal National Mortgage Assoc. | 4.000 | 05/01/52 | 14,329 | 13,485,496 | |
| Federal National Mortgage Assoc. | 4.000 | 06/01/52 | 11,202 | 10,555,289 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/52 | 7,809 | 7,348,692 | |
| Federal National Mortgage Assoc. | 4.500 | 08/01/40 | 42 | 41,876 | |
| Federal National Mortgage Assoc. | 4.500 | 04/01/41 | 51 | 50,366 | |
| Federal National Mortgage Assoc. | 4.500 | 06/01/41 | 101 | 100,234 | |
| Federal National Mortgage Assoc. | 4.500 | 08/01/41 | 61 | 60,331 | |
| Federal National Mortgage Assoc. | 4.500 | 08/01/41 | 150 | 149,103 | |
| Federal National Mortgage Assoc. | 4.500 | 08/01/44 | 152 | 149,440 | |
| Federal National Mortgage Assoc. | 4.500 | 01/01/45 | 80 | 78,389 | |
| Federal National Mortgage Assoc. | 4.500 | 11/01/47 | 96 | 94,023 | |
| Federal National Mortgage Assoc. | 4.500 | 06/01/48 | 128 | 125,284 | |
| Federal National Mortgage Assoc. | 4.500 | 07/01/48 | 1,109 | 1,077,363 | |
| Federal National Mortgage Assoc. | 4.500 | 10/01/48 | 617 | 603,095 | |
| Federal National Mortgage Assoc. | 4.500 | 11/01/48 | 651 | 636,344 | |
| Federal National Mortgage Assoc. | 4.500 | 12/01/48 | 645 | 629,957 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations (Continued) | |||||
| Federal National Mortgage Assoc. | 4.500 % | 02/01/49 | 43 | $42,043 | |
| Federal National Mortgage Assoc. | 4.500 | 07/01/52 | 1,809 | 1,746,039 | |
| Federal National Mortgage Assoc. | 4.500 | 08/01/52 | 626 | 605,499 | |
| Federal National Mortgage Assoc. | 4.500 | 09/01/52 | 6,735 | 6,508,351 | |
| Federal National Mortgage Assoc. | 4.500 | 10/01/52 | 6,596 | 6,377,734 | |
| Federal National Mortgage Assoc. | 4.500 | 12/01/52 | 1,191 | 1,150,347 | |
| Federal National Mortgage Assoc. | 5.000 | 09/01/30 | 4 | 3,829 | |
| Federal National Mortgage Assoc. | 5.000 | 10/01/40 | 71 | 71,987 | |
| Federal National Mortgage Assoc. | 5.000 | 03/01/42 | 142 | 144,158 | |
| Federal National Mortgage Assoc. | 5.000 | 10/01/47 | 123 | 123,297 | |
| Federal National Mortgage Assoc. | 5.000 | 01/01/48 | 30 | 30,488 | |
| Federal National Mortgage Assoc. | 5.000 | 06/01/49 | 745 | 747,089 | |
| Federal National Mortgage Assoc. | 5.000 | 07/01/52 | 5,881 | 5,824,168 | |
| Federal National Mortgage Assoc. | 5.000 | 08/01/52 | 1,033 | 1,023,218 | |
| Federal National Mortgage Assoc. | 5.000 | 09/01/52 | 1,097 | 1,088,016 | |
| Federal National Mortgage Assoc. | 5.000 | 10/01/52 | 1,239 | 1,227,246 | |
| Federal National Mortgage Assoc. | 5.000 | 02/01/53 | 1,190 | 1,177,757 | |
| Federal National Mortgage Assoc. | 5.000 | 03/01/53 | 12,622 | 12,485,013 | |
| Federal National Mortgage Assoc. | 5.000 | 11/01/55 | 12,616 | 12,436,201 | |
| Federal National Mortgage Assoc. | 5.500 | 01/01/40 | 72 | 73,650 | |
| Federal National Mortgage Assoc. | 5.500 | 04/01/53 | 1,508 | 1,521,687 | |
| Federal National Mortgage Assoc.(k) | 5.500 | 05/01/53 | 14,478 | 14,603,142 | |
| Federal National Mortgage Assoc. | 5.500 | 10/01/53 | 2,216 | 2,233,948 | |
| Federal National Mortgage Assoc. | 5.500 | 11/01/53 | 10,428 | 10,513,523 | |
| Federal National Mortgage Assoc. | 6.000 | 10/01/36 | 36 | 37,571 | |
| Federal National Mortgage Assoc. | 6.000 | 07/01/41 | 40 | 42,158 | |
| Federal National Mortgage Assoc. | 6.000 | 01/01/53 | 6,285 | 6,446,888 | |
| Federal National Mortgage Assoc. | 6.000 | 03/01/53 | 1,488 | 1,529,710 | |
| Federal National Mortgage Assoc. | 6.000 | 09/01/53 | 2,724 | 2,788,418 | |
| Federal National Mortgage Assoc. | 6.000 | 11/01/53 | 1,317 | 1,347,729 | |
| Federal National Mortgage Assoc.(k) | 6.625 | 11/15/30 | 485 | 536,402 | |
| Federal National Mortgage Assoc.(k) | 7.125 | 01/15/30 | 80 | 88,527 | |
| Federal National Mortgage Assoc. | 4.336(s) | 03/17/31 | 520 | 420,651 | |
| Federal National Mortgage Assoc., Enterprise 11th District COFI Institutional Replacement Index + 1.254% (Cap 12.750%, Floor 5.750%) | 5.750(c) | 12/01/30 | —(r) | 106 | |
| Government National Mortgage Assoc. | 2.000 | 10/20/50 | 6,052 | 4,990,091 | |
| Government National Mortgage Assoc. | 2.000 | 01/20/51 | 2,295 | 1,889,244 | |
| Government National Mortgage Assoc. | 2.000 | 03/20/51 | 877 | 721,833 | |
| Government National Mortgage Assoc. | 2.000 | 07/20/51 | 4,603 | 3,788,487 | |
| Government National Mortgage Assoc. | 2.000 | 11/20/51 | 412 | 339,204 | |
| Government National Mortgage Assoc. | 2.000 | 04/20/52 | 426 | 350,312 | |
| Government National Mortgage Assoc. | 2.500 | 12/20/46 | 190 | 166,007 | |
| Government National Mortgage Assoc. | 2.500 | 10/20/50 | 3,459 | 2,968,722 | |
| Government National Mortgage Assoc. | 2.500 | 01/20/51 | 3,644 | 3,124,751 | |
| Government National Mortgage Assoc. | 3.000 | 07/20/42 | 281 | 257,513 | |
| Government National Mortgage Assoc. | 3.000 | 03/20/43 | 192 | 175,578 | |
| Government National Mortgage Assoc. | 3.000 | 08/20/43 | 36 | 32,852 | |
| Government National Mortgage Assoc. | 3.000 | 09/20/43 | 71 | 65,005 | |
| Government National Mortgage Assoc. | 3.000 | 01/20/44 | 68 | 62,001 | |
| Government National Mortgage Assoc. | 3.000 | 05/20/45 | 68 | 61,170 | |
| Government National Mortgage Assoc. | 3.000 | 08/15/45 | 73 | 65,207 | |
| Government National Mortgage Assoc. | 3.000 | 05/20/46 | 421 | 379,894 | |
| Government National Mortgage Assoc. | 3.000 | 07/20/46 | 670 | 601,007 | |
| Government National Mortgage Assoc. | 3.000 | 08/20/46 | 37 | 33,130 | |
| Government National Mortgage Assoc. | 3.000 | 03/20/47 | 440 | 396,368 | |
| Government National Mortgage Assoc. | 3.000 | 11/20/47 | 3,644 | 3,278,371 | |
| Government National Mortgage Assoc. | 3.000 | 01/20/48 | 56 | 50,201 | |
| Government National Mortgage Assoc. | 3.000 | 08/20/48 | 918 | 826,872 | |
| Government National Mortgage Assoc. | 3.000 | 07/20/49 | 313 | 279,575 | |
| Government National Mortgage Assoc. | 3.000 | 09/20/49 | 389 | 347,954 | |
| Government National Mortgage Assoc. | 3.000 | 12/20/49 | 434 | 387,379 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations (Continued) | |||||
| Government National Mortgage Assoc. | 3.000 % | 01/20/50 | 2,011 | $1,795,820 | |
| Government National Mortgage Assoc. | 3.500 | 01/15/42 | 46 | 42,922 | |
| Government National Mortgage Assoc. | 3.500 | 12/20/42 | 137 | 128,373 | |
| Government National Mortgage Assoc. | 3.500 | 01/20/43 | 203 | 190,897 | |
| Government National Mortgage Assoc. | 3.500 | 02/20/43 | 93 | 86,525 | |
| Government National Mortgage Assoc. | 3.500 | 08/20/43 | 328 | 308,190 | |
| Government National Mortgage Assoc. | 3.500 | 10/20/43 | 432 | 406,148 | |
| Government National Mortgage Assoc. | 3.500 | 03/20/45 | 45 | 41,849 | |
| Government National Mortgage Assoc. | 3.500 | 04/20/45 | 253 | 235,001 | |
| Government National Mortgage Assoc. | 3.500 | 04/20/46 | 485 | 450,364 | |
| Government National Mortgage Assoc. | 3.500 | 07/20/46 | 298 | 275,025 | |
| Government National Mortgage Assoc. | 3.500 | 10/20/46 | 594 | 551,373 | |
| Government National Mortgage Assoc. | 3.500 | 12/20/46 | 584 | 541,015 | |
| Government National Mortgage Assoc. | 3.500 | 04/20/47 | 417 | 386,386 | |
| Government National Mortgage Assoc. | 3.500 | 05/20/47 | 324 | 300,164 | |
| Government National Mortgage Assoc. | 3.500 | 10/20/47 | 111 | 102,181 | |
| Government National Mortgage Assoc. | 3.500 | 11/20/47 | 574 | 529,476 | |
| Government National Mortgage Assoc. | 3.500 | 01/20/48 | 156 | 144,308 | |
| Government National Mortgage Assoc. | 3.500 | 10/20/48 | 93 | 86,088 | |
| Government National Mortgage Assoc. | 3.500 | 11/20/48 | 182 | 168,483 | |
| Government National Mortgage Assoc. | 3.500 | 12/20/48 | 66 | 60,723 | |
| Government National Mortgage Assoc. | 3.500 | 02/20/49 | 157 | 144,759 | |
| Government National Mortgage Assoc. | 3.500 | 05/20/49 | 245 | 226,159 | |
| Government National Mortgage Assoc. | 3.500 | 06/20/49 | 3,185 | 2,931,156 | |
| Government National Mortgage Assoc. | 3.500 | 08/20/49 | 4,852 | 4,462,126 | |
| Government National Mortgage Assoc. | 3.500 | 11/20/49 | 2,166 | 1,993,683 | |
| Government National Mortgage Assoc. | 3.500 | 11/20/50 | 4,477 | 4,105,834 | |
| Government National Mortgage Assoc. | 3.500 | 04/20/51 | 1,545 | 1,418,619 | |
| Government National Mortgage Assoc. | 3.500 | 02/20/52 | 1,821 | 1,662,445 | |
| Government National Mortgage Assoc. | 3.500 | 05/20/52 | 6,482 | 5,910,884 | |
| Government National Mortgage Assoc. | 4.000 | 12/20/40 | 104 | 99,779 | |
| Government National Mortgage Assoc. | 4.000 | 06/20/41 | 45 | 43,152 | |
| Government National Mortgage Assoc. | 4.000 | 11/15/41 | 59 | 56,573 | |
| Government National Mortgage Assoc. | 4.000 | 12/20/42 | 108 | 104,407 | |
| Government National Mortgage Assoc. | 4.000 | 04/20/43 | 72 | 68,981 | |
| Government National Mortgage Assoc. | 4.000 | 10/20/43 | 61 | 58,752 | |
| Government National Mortgage Assoc. | 4.000 | 12/20/43 | 135 | 129,861 | |
| Government National Mortgage Assoc. | 4.000 | 09/20/44 | 79 | 76,323 | |
| Government National Mortgage Assoc. | 4.000 | 08/20/45 | 131 | 125,445 | |
| Government National Mortgage Assoc. | 4.000 | 10/20/45 | 62 | 59,506 | |
| Government National Mortgage Assoc. | 4.000 | 03/20/46 | 119 | 114,430 | |
| Government National Mortgage Assoc. | 4.000 | 11/20/46 | 87 | 83,892 | |
| Government National Mortgage Assoc. | 4.000 | 03/20/47 | 77 | 73,944 | |
| Government National Mortgage Assoc. | 4.000 | 05/20/47 | 123 | 116,961 | |
| Government National Mortgage Assoc. | 4.000 | 07/20/47 | 481 | 458,064 | |
| Government National Mortgage Assoc. | 4.000 | 11/20/47 | 325 | 309,236 | |
| Government National Mortgage Assoc. | 4.000 | 12/20/47 | 77 | 73,675 | |
| Government National Mortgage Assoc. | 4.000 | 04/20/48 | 56 | 53,038 | |
| Government National Mortgage Assoc. | 4.000 | 06/20/48 | 1,052 | 1,001,392 | |
| Government National Mortgage Assoc. | 4.000 | 07/20/48 | 147 | 140,139 | |
| Government National Mortgage Assoc. | 4.000 | 08/20/48 | 2,196 | 2,088,957 | |
| Government National Mortgage Assoc. | 4.000 | 09/20/48 | 131 | 124,476 | |
| Government National Mortgage Assoc. | 4.000 | 10/20/48 | 4,561 | 4,345,349 | |
| Government National Mortgage Assoc. | 4.000 | 11/20/48 | 55 | 52,291 | |
| Government National Mortgage Assoc. | 4.000 | 01/20/49 | 66 | 63,081 | |
| Government National Mortgage Assoc. | 4.000 | 02/20/49 | 133 | 126,774 | |
| Government National Mortgage Assoc. | 4.000 | 03/20/49 | 82 | 78,388 | |
| Government National Mortgage Assoc. | 4.000 | 04/20/49 | 396 | 376,304 | |
| Government National Mortgage Assoc. | 4.000 | 01/20/50 | 45 | 42,369 | |
| Government National Mortgage Assoc. | 4.000 | 02/20/50 | 65 | 61,808 | |
| Government National Mortgage Assoc. | 4.000 | 07/20/50 | 99 | 93,946 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations (Continued) | |||||
| Government National Mortgage Assoc. | 4.000 % | 06/20/52 | 1,513 | $1,425,593 | |
| Government National Mortgage Assoc. | 4.000 | 08/20/52 | 855 | 805,063 | |
| Government National Mortgage Assoc. | 4.000 | 10/20/52 | 4,120 | 3,885,297 | |
| Government National Mortgage Assoc. | 4.500 | 12/20/41 | 221 | 218,328 | |
| Government National Mortgage Assoc. | 4.500 | 10/20/43 | 33 | 32,157 | |
| Government National Mortgage Assoc. | 4.500 | 01/20/44 | 44 | 43,817 | |
| Government National Mortgage Assoc. | 4.500 | 04/20/44 | 148 | 145,830 | |
| Government National Mortgage Assoc. | 4.500 | 03/20/45 | 36 | 35,566 | |
| Government National Mortgage Assoc. | 4.500 | 07/20/46 | 73 | 72,115 | |
| Government National Mortgage Assoc. | 4.500 | 08/20/46 | 62 | 61,244 | |
| Government National Mortgage Assoc. | 4.500 | 11/20/46 | 57 | 56,168 | |
| Government National Mortgage Assoc. | 4.500 | 01/20/47 | 354 | 349,245 | |
| Government National Mortgage Assoc. | 4.500 | 01/20/48 | 45 | 44,152 | |
| Government National Mortgage Assoc. | 4.500 | 02/20/48 | 284 | 279,617 | |
| Government National Mortgage Assoc. | 4.500 | 03/20/48 | 31 | 30,423 | |
| Government National Mortgage Assoc. | 4.500 | 07/20/48 | 49 | 48,398 | |
| Government National Mortgage Assoc. | 4.500 | 08/20/48 | 19 | 18,560 | |
| Government National Mortgage Assoc. | 4.500 | 12/20/48 | 93 | 91,608 | |
| Government National Mortgage Assoc. | 4.500 | 05/20/52 | 1,940 | 1,887,426 | |
| Government National Mortgage Assoc. | 4.500 | 10/20/52 | 7,496 | 7,287,157 | |
| Government National Mortgage Assoc. | 4.500 | 08/20/53 | 5,828 | 5,647,536 | |
| Government National Mortgage Assoc. | 4.500 | 10/20/54 | 2,953 | 2,852,062 | |
| Government National Mortgage Assoc. | 5.000 | TBA | 6,000 | 5,947,447 | |
| Government National Mortgage Assoc. | 5.000 | 10/20/37 | 4 | 4,162 | |
| Government National Mortgage Assoc. | 5.000 | 09/20/40 | 42 | 43,087 | |
| Government National Mortgage Assoc. | 5.000 | 04/20/45 | 22 | 22,155 | |
| Government National Mortgage Assoc. | 5.000 | 08/20/45 | 91 | 91,914 | |
| Government National Mortgage Assoc. | 5.000 | 10/20/52 | 102 | 102,022 | |
| Government National Mortgage Assoc. | 5.000 | 11/20/52 | 1,910 | 1,905,562 | |
| Government National Mortgage Assoc. | 5.000 | 12/20/52 | 153 | 152,392 | |
| Government National Mortgage Assoc. | 5.000 | 03/20/53 | 2,984 | 2,976,709 | |
| Government National Mortgage Assoc. | 5.500 | 08/20/54 | 3,414 | 3,446,272 | |
| Government National Mortgage Assoc. | 6.000 | 12/15/39 | 56 | 58,688 | |
| Government National Mortgage Assoc. | 6.000 | 06/20/54 | 3,292 | 3,373,803 | |
| Government National Mortgage Assoc. | 6.000 | 10/20/54 | 564 | 577,405 | |
| Government National Mortgage Assoc. | 7.000 | 06/20/54 | 2,775 | 2,879,804 | |
| Government National Mortgage Assoc. | 7.000 | 07/20/54 | 1,702 | 1,767,440 | |
| Government National Mortgage Assoc. | 7.000 | 11/20/54 | 1,228 | 1,274,465 | |
| Government National Mortgage Assoc. | 7.000 | 02/20/55 | 889 | 922,143 | |
| Government National Mortgage Assoc. | 7.000 | 03/20/55 | 1,832 | 1,896,350 | |
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 5.250 | 02/01/55 | 2,240 | 2,188,619 | |
| Tennessee Valley Authority Generic Strips, Bonds | 4.724(s) | 07/15/34 | 155 | 104,526 | |
| Total U.S. Government Agency Obligations (cost $659,821,786) | 637,680,647 | ||||
| U.S. Treasury Obligations 11.7% | |||||
| U.S. Treasury Bonds | 1.875 | 02/15/51 | 16,000 | 8,775,000 | |
| U.S. Treasury Bonds | 2.000 | 08/15/51 | 18,965 | 10,661,886 | |
| U.S. Treasury Bonds | 2.875 | 05/15/52 | 10,425 | 7,137,867 | |
| U.S. Treasury Bonds | 3.375 | 08/15/42 | 38,320 | 31,781,650 | |
| U.S. Treasury Bonds | 3.875 | 02/15/43 | 3,765 | 3,317,906 | |
| U.S. Treasury Bonds(h) | 4.000 | 11/15/52 | 63,730 | 54,090,837 | |
| U.S. Treasury Bonds | 4.125 | 08/15/44 | 11,100 | 9,977,859 | |
| U.S. Treasury Bonds | 4.250 | 08/15/54 | 6,475 | 5,728,352 | |
| U.S. Treasury Bonds | 4.375 | 08/15/43 | 9,385 | 8,779,374 | |
| U.S. Treasury Bonds | 4.625 | 05/15/44 | 4,950 | 4,758,961 | |
| U.S. Treasury Bonds | 4.750 | 11/15/43 | 16,085 | 15,748,220 | |
| U.S. Treasury Bonds | 4.750 | 11/15/53 | 275 | 264,086 | |
| U.S. Treasury Bonds | 4.750 | 05/15/55 | 17,935 | 17,242,821 | |
| U.S. Treasury Bonds | 4.750 | 02/15/56 | 270 | 259,959 | |
| U.S. Treasury Bonds | 5.000 | 05/15/45 | 22,080 | 22,169,700 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Treasury Obligations (Continued) | |||||
| U.S. Treasury Notes | 3.375 % | 11/30/27 | 4,700 | $4,663,832 | |
| U.S. Treasury Notes | 3.750 | 11/30/32 | 7,610 | 7,421,534 | |
| U.S. Treasury Notes | 3.875 | 03/31/31 | 320 | 317,900 | |
| U.S. Treasury Notes | 3.875 | 04/30/31 | 145 | 144,037 | |
| U.S. Treasury Notes | 3.875 | 09/30/32 | 5,625 | 5,532,715 | |
| U.S. Treasury Notes | 3.875 | 12/31/32 | 14,205 | 13,946,425 | |
| U.S. Treasury Notes | 4.000 | 01/31/33 | 21,920 | 21,671,687 | |
| U.S. Treasury Strips Coupon | 1.778(s) | 08/15/42 | 380 | 165,970 | |
| U.S. Treasury Strips Coupon(k) | 2.069(s) | 05/15/41 | 32,525 | 15,326,403 | |
| U.S. Treasury Strips Coupon | 2.324(s) | 05/15/42 | 1,195 | 529,665 | |
| U.S. Treasury Strips Coupon | 2.395(s) | 11/15/43 | 2 | 809 | |
| U.S. Treasury Strips Coupon(k) | 2.436(s) | 02/15/46 | 415 | 147,774 | |
| U.S. Treasury Strips Coupon | 2.523(s) | 11/15/42 | 12,235 | 5,261,747 | |
| U.S. Treasury Strips Coupon | 3.270(s) | 11/15/45 | 865 | 311,995 | |
| U.S. Treasury Strips Coupon | 4.003(s) | 08/15/44 | 4,025 | 1,559,066 | |
| U.S. Treasury Strips Coupon | 4.097(s) | 11/15/41 | 3,110 | 1,422,269 | |
| U.S. Treasury Strips Coupon | 4.493(s) | 02/15/41 | 3,555 | 1,700,816 | |
| U.S. Treasury Strips Coupon | 4.608(s) | 11/15/48 | 95 | 29,318 | |
| U.S. Treasury Strips Coupon | 4.652(s) | 05/15/49 | 1,210 | 364,680 | |
| U.S. Treasury Strips Coupon | 4.924(s) | 02/15/49 | 280 | 85,317 | |
| U.S. Treasury Strips Coupon | 4.938(s) | 02/15/42 | 120 | 53,996 | |
| U.S. Treasury Strips Coupon | 5.038(s) | 08/15/43 | 2,305 | 946,461 | |
| U.S. Treasury Strips Coupon | 5.107(s) | 05/15/44 | 35 | 13,740 | |
| Total U.S. Treasury Obligations (cost $301,868,068) | 282,312,634 | ||||
| Shares | |||||
| Affiliated Exchange-Traded Funds 5.1% | |||||
| Fixed Income | |||||
| PGIM AAA CLO ETF | 1,421,933 | 72,930,944 | |||
| PGIM Corporate Bond 0-5 Year ETF | 575,000 | 28,770,125 | |||
| PGIM Corporate Bond 5-10 Year ETF | 450,000 | 22,495,095 | |||
| Total Affiliated Exchange-Traded Funds (cost $124,639,255)(wa) | 124,196,164 | ||||
| Total Long-Term Investments (cost $2,490,445,507) | 2,416,429,152 | ||||
| Short-Term Investments 2.0% | |||||
| Affiliated Mutual Funds 2.0% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.780%)(wa) | 24,471,637 | 24,471,637 | |||
| PGIM Institutional Money Market Fund (7-day effective yield 3.844%) (cost $23,989,811; includes $23,891,205 of cash collateral for securities on loan)(b)(wa) | 24,008,950 | 23,994,544 | |||
| Total Affiliated Mutual Funds (cost $48,461,448) | 48,466,181 | ||||
| Options Purchased*~ 0.0% | |||||
| (cost $49,723) | 98,949 | ||||
| Total Short-Term Investments (cost $48,511,171) | 48,565,130 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 101.7% (cost $2,538,956,678) | 2,464,994,282 | ||||
| Description | Value | ||||
| Options Written*~ (0.0)% | |||||
| (premiums received $45,973) | $(107,960) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 101.7% (cost $2,538,910,705) | 2,464,886,322 | ||||
| Liabilities in excess of other assets(z) (1.7)% | (40,431,847) | ||||
| Net Assets 100.0% | $2,424,454,475 | ||||
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
| EUR | Euro |
| 144A | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. |
| A | Annual payment frequency for swaps |
| Aces | Alternative Credit Enhancements Securities |
| BABs | Build America Bonds |
| BARC | Barclays Bank PLC |
| BNP | BNP Paribas S.A. |
| BOA | Bank of America, N.A. |
| CDX | Credit Derivative Index |
| CITI | Citibank, N.A. |
| CLO | Collateralized Loan Obligation |
| CMS | Constant Maturity Swap |
| CMT | Constant Maturity Treasury |
| COFI | Cost of Funds Index |
| DAC | Designated Activity Company |
| ETF | Exchange-Traded Fund |
| FHLMC | Federal Home Loan Mortgage Corporation |
| GMTN | Global Medium Term Note |
| GSI | Goldman Sachs International |
| IO | Interest Only (Principal amount represents notional) |
| JPM | JPMorgan Chase Bank N.A. |
| LP | Limited Partnership |
| MSI | Morgan Stanley & Co. International PLC |
| MTN | Medium Term Note |
| N/A | Not Applicable |
| OTC | Over-the-counter |
| PJSC | Public Joint-Stock Company |
| Q | Quarterly payment frequency for swaps |
| REITs | Real Estate Investment Trust |
| REMIC | Real Estate Mortgage Investment Conduit |
| SOFR | Secured Overnight Financing Rate |
| STRIPs | Separate Trading of Registered Interest and Principal of Securities |
| T | Swap payment upon termination |
| TBA | To Be Announced |
| USOIS | United States Overnight Index Swap |
| * | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. |
| (a) | All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $23,417,482; cash collateral of $23,891,205 (included in liabilities) was received with which the Fund purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Fund may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
| (b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
| (c) | Variable rate instrument. The interest rate shown reflects the rate in effect at April 30, 2026. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of April 30, 2026. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
| (h) | Represents security, or a portion thereof, segregated as collateral for OTC derivatives. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (kk) | Represents security, or a portion thereof, segregated as collateral for TBA securities. |
| (oo) | Perpetual security. Maturity date represents next call date. |
| (r) | Principal or notional amount is less than $500 par. |
| (s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
| (wa) | Represents investments in Funds affiliated with the Manager. |
| (x) | The following represents restricted securities that are acquired in unregistered, private sales from the issuing company or from an affiliate of the issuer and is considered restricted as to disposition under federal securities law. |
| Issuer | Acquisition Date | Original Cost | Market Value | Percentage of Net Assets | ||||
| Clue Opco LLC, Sr. Sec’d. Notes, 144A, 9.500%, 10/15/31 | 04/07/25-02/17/26 | $1,957,381 | $2,094,823 | 0.1 % | ||||
| Invitation Homes Operating Partnership LP, Gtd. Notes, 4.875%, 02/01/35 | 09/23/24-09/26/24 | 5,952,605 | 5,822,486 | 0.2 | ||||
| Total | $7,909,986 | $7,917,309 | 0.3% |
| Forward Commitment Contracts: | |||||||||||
| U.S. Government Agency Obligations | Interest Rate | Maturity Date | Settlement Date | Principal Amount (000)# | Value | ||||||
| Federal National Mortgage Assoc. | 4.000% | TBA | 05/13/26 | $(11,000) | $(10,314,650) | ||||||
| Federal National Mortgage Assoc. | 4.500% | TBA | 05/13/26 | (4,000) | (3,847,223) | ||||||
| Federal National Mortgage Assoc. | 5.000% | TBA | 05/13/26 | (38,500) | (37,925,974) | ||||||
| Federal National Mortgage Assoc. | 5.000% | TBA | 06/11/26 | (22,000) | (21,651,360) | ||||||
| Federal National Mortgage Assoc. | 5.500% | TBA | 05/13/26 | (3,000) | (3,014,923) | ||||||
| TOTAL FORWARD COMMITMENT CONTRACTS (proceeds receivable $77,238,927) | $(76,754,130) | ||||||||||
| OTC Traded | |||||||||||||||||
| Description | Call/ Put | Counterparty | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | ||||||||||
| 2-Year 30 CMS Curve CAP | Call | BOA | 05/13/26 | 1.30% | — | 1,727 | $— | ||||||||||
| 2-Year 30 CMS Curve CAP | Call | CITI | 05/13/26 | 1.30% | — | 3,455 | — | ||||||||||
| Total OTC Traded (cost $3,843) | $— | ||||||||||||||||
| OTC Swaptions | |||||||||||||||||
| Description | Call/ Put | Counterparty | Expiration Date | Strike | Receive | Pay | Notional Amount (000)# | Value | |||||||||
| 5-Year Interest Rate Swap, 08/13/31 | Call | CITI | 08/11/26 | 3.29% | 3.29%(A) | 1 Day SOFR(A)/ 3.660% | 879 | $1,735 | |||||||||
| 1-Year Interest Rate Swap, 09/23/27 | Put | CITI | 09/21/26 | 2.80% | 3 Month EURIBOR(Q)/ 2.199% | 2.80%(A) | EUR | 3,430 | 10,856 | ||||||||
| 1-Year Interest Rate Swap, 09/23/27 | Put | CITI | 09/21/26 | 10.29% | 3 Month EURIBOR(Q)/ 2.199% | 10.29%(A) | EUR | 3,430 | 16 | ||||||||
| 1-Year Interest Rate Swap, 03/23/28 | Put | JPM | 03/19/27 | 3.82% | 1 Day SOFR(T)/ 3.660% | 3.82%(T) | 5,055 | 15,358 | |||||||||
| 1-Year Interest Rate Swap, 03/23/28 | Put | JPM | 03/19/27 | 11.07% | 1 Day SOFR(T)/ 3.660% | 11.07%(T) | 5,055 | 17 | |||||||||
| 2-Year Interest Rate Swap, 07/27/28 | Put | CITI | 07/23/26 | 3.74% | 1 Day SOFR(A)/ 3.660% | 3.74%(A) | 2,985 | 8,853 | |||||||||
| 2-Year Interest Rate Swap, 07/27/28 | Put | CITI | 07/23/26 | 8.00% | 1 Day SOFR(A)/ 3.660% | 8.00%(A) | 2,985 | 1 | |||||||||
| 2-Year Interest Rate Swap, 11/06/28 | Put | BNP | 11/04/26 | 3.21% | 1 Day SOFR(A)/ 3.660% | 3.21%(A) | 4,850 | 53,958 | |||||||||
| 2-Year Interest Rate Swap, 11/06/28 | Put | BNP | 11/04/26 | 8.19% | 1 Day SOFR(A)/ 3.660% | 8.19%(A) | 4,850 | 24 | |||||||||
| 5-Year Interest Rate Swap, 08/13/31 | Put | CITI | 08/11/26 | 3.89% | 1 Day SOFR(A)/ 3.660% | 3.89%(A) | 879 | 4,568 | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Put | JPM | 06/17/26 | 0.60% | CDX.NA.IG.46.V1(Q) | 1.00%(Q) | 3,420 | 3,563 | |||||||||
| Total OTC Swaptions (cost $45,880) | $98,949 | ||||||||||||||||
| Total Options Purchased (cost $49,723) | $98,949 | ||||||||||||||||
| OTC Swaptions | |||||||||||||||||
| Description | Call/ Put | Counterparty | Expiration Date | Strike | Receive | Pay | Notional Amount (000)# | Value | |||||||||
| 5-Year Interest Rate Swap, 08/13/31 | Call | CITI | 08/11/26 | 3.09% | 1 Day SOFR(A)/ 3.660% | 3.09%(A) | 879 | $(882) | |||||||||
| 1-Year Interest Rate Swap, 09/23/27 | Put | CITI | 09/21/26 | 3.24% | 3.24%(A) | 3 Month EURIBOR(Q)/ 2.199% | EUR | 6,860 | (10,342) | ||||||||
| 1-Year Interest Rate Swap, 03/23/28 | Put | JPM | 03/19/27 | 4.27% | 4.27%(T) | 1 Day SOFR(T)/ 3.660% | 10,110 | (15,855) | |||||||||
| 2-Year Interest Rate Swap, 07/27/28 | Put | CITI | 07/23/26 | 3.93% | 3.93%(A) | 1 Day SOFR(A)/ 3.660% | 5,970 | (9,597) | |||||||||
| 2-Year Interest Rate Swap, 11/06/28 | Put | BNP | 11/04/26 | 3.49% | 3.49%(A) | 1 Day SOFR(A)/ 3.660% | 4,850 | (35,069) | |||||||||
| 2-Year Interest Rate Swap, 11/06/28 | Put | BNP | 11/04/26 | 3.69% | 3.69%(A) | 1 Day SOFR(A)/ 3.660% | 4,850 | (24,655) | |||||||||
| 5-Year Interest Rate Swap, 08/13/31 | Put | CITI | 08/11/26 | 3.69% | 3.69%(A) | 1 Day SOFR(A)/ 3.660% | 879 | (8,017) | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Put | JPM | 06/17/26 | 0.70% | 1.00%(Q) | CDX.NA.IG.46.V1(Q) | 6,840 | (3,543) | |||||||||
| Total Options Written (premiums received $45,973) | $(107,960) | ||||||||||||||||
| Futures contracts outstanding at April 30, 2026: | ||||||||
| Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
| Long Positions: | ||||||||
| 396 | 2 Year U.S. Treasury Notes | Jun. 2026 | $82,021,500 | $(384,943) | ||||
| 1,050 | 5 Year U.S. Treasury Notes | Jun. 2026 | 113,227,737 | (1,231,941) | ||||
| 457 | 10 Year U.S. Treasury Notes | Jun. 2026 | 50,541,344 | (290,940) | ||||
| 594 | 10 Year U.S. Ultra Treasury Notes | Jun. 2026 | 67,038,472 | (1,266,659) | ||||
| 82 | 20 Year U.S. Treasury Bonds | Jun. 2026 | 9,253,188 | (48,032) | ||||
| (3,222,515) | ||||||||
| Short Position: | ||||||||
| 53 | 30 Year U.S. Ultra Treasury Bonds | Jun. 2026 | 6,096,656 | 166,637 | ||||
| $(3,055,878) | ||||||||
| Purchase Bond Forwards | Counterparty | Settlement Date | Notional Amount (000)# | Strike Price | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||||
| OTC Bond Forward Contracts: | |||||||||||||||||
| U.S. Treasury Bond | |||||||||||||||||
| 2.250%, 08/15/49 | JPM | 10/27/26 | 40,665 | $62.43 | $25,387,469 | $25,032,683 | $— | $(354,786) | |||||||||
| 3.375%, 11/15/48 | BOA | 09/14/26 | 29,165 | $80.27 | 23,410,192 | 22,569,044 | — | (841,148) | |||||||||
| $48,797,661 | $47,601,727 | $— | $(1,195,934) | ||||||||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Credit Default Swap Agreement on corporate and/or sovereign issues - Buy Protection(1): | ||||||||||||||||
| Republic of France | 12/20/30 | 0.250%(Q) | 1,990 | $(11,320) | $(5,508) | $(5,812) | BARC | |||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at April 30, 2026(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2): | |||||||||||||||||
| Alphabet, Inc. | 06/20/30 | 1.000%(Q) | 2,815 | 0.415% | $66,514 | $64,116 | $2,398 | GSI | |||||||||
| Citigroup, Inc. | 12/20/26 | 1.000%(Q) | 4,835 | 0.259% | 28,509 | 21,121 | 7,388 | GSI | |||||||||
| Comision Federal de Electricidad | 06/20/28 | 1.000%(Q) | 645 | 1.520% | (6,087) | (2,014) | (4,073) | BARC | |||||||||
| Hellenic Republic | 12/20/26 | 1.000%(Q) | 2,309 | 0.058% | 16,593 | 13,293 | 3,300 | BARC | |||||||||
| Hellenic Republic | 06/20/27 | 1.000%(Q) | 545 | 0.080% | 6,279 | 4,326 | 1,953 | BARC | |||||||||
| Hellenic Republic | 12/20/27 | 1.000%(Q) | 410 | 0.118% | 6,280 | 4,250 | 2,030 | BARC | |||||||||
| HSBC Bank PLC | 12/20/26 | 1.000%(Q) | 1,910 | 0.172% | 12,324 | 10,164 | 2,160 | MSI | |||||||||
| Kingdom of Norway | 12/20/26 | —%(Q) | 5,500 | 0.030% | (1,059) | (1,736) | 677 | BARC | |||||||||
| Kingdom of Saudi Arabia | 06/20/26 | 1.000%(Q) | 120 | 0.235% | 269 | 121 | 148 | CITI | |||||||||
| Kingdom of Spain | 06/20/26 | 1.000%(Q) | EUR | 1,607 | 0.023% | 4,797 | 2,394 | 2,403 | BARC | ||||||||
| National Bank of Canada | 12/20/26 | 1.000%(Q) | 753 | 0.265% | 4,409 | 3,502 | 907 | CITI | |||||||||
| Republic of Chile | 06/20/28 | 1.000%(Q) | 515 | 0.219% | 8,936 | 6,809 | 2,127 | BARC | |||||||||
| Republic of France | 12/20/26 | 0.250%(Q) | 3,674 | * | 5,617 | 3,522 | 2,095 | BARC | |||||||||
| Republic of France | 06/20/27 | 0.250%(Q) | 1,075 | 0.079% | 2,383 | 1,488 | 895 | BARC | |||||||||
| Republic of France | 12/20/30 | 0.250%(Q) | 1,990 | 0.261% | (339) | (11,343) | 11,004 | BARC | |||||||||
| Republic of Italy | 06/20/26 | —%(Q) | 2,915 | 0.051% | (211) | (454) | 243 | BARC | |||||||||
| Republic of Italy | 06/20/26 | 1.000%(Q) | 1,533 | 0.051% | 3,829 | 2,084 | 1,745 | BARC | |||||||||
| Republic of Italy | 09/20/26 | 1.000%(Q) | 704 | 0.053% | 3,435 | 2,614 | 821 | BARC | |||||||||
| Republic of Panama | 06/20/26 | 1.000%(Q) | 779 | 0.364% | 1,603 | 532 | 1,071 | CITI | |||||||||
| Republic of Panama | 06/20/27 | 1.000%(Q) | 838 | 0.438% | 6,267 | 5,353 | 914 | BARC | |||||||||
| Republic of Peru | 06/20/28 | 1.000%(Q) | 519 | 0.355% | 7,534 | 5,673 | 1,861 | BARC | |||||||||
| Skandinaviska Enskilda Banken AB | 12/20/26 | 1.000%(Q) | 1,690 | 0.087% | 11,832 | 9,421 | 2,411 | MSI | |||||||||
| Slovak Republic | 12/20/27 | 1.000%(Q) | 800 | 0.182% | 11,427 | 10,539 | 888 | BARC | |||||||||
| Standard Chartered PLC | 12/20/26 | 1.000%(Q) | 1,062 | 0.161% | 6,929 | 5,518 | 1,411 | MSI | |||||||||
| State of Qatar | 12/20/26 | 1.000%(Q) | 1,140 | 0.152% | 7,504 | 6,287 | 1,217 | BARC | |||||||||
| U.S. Treasury Notes | 06/20/26 | 0.250%(Q) | EUR | 3,110 | 0.135% | 1,657 | 674 | 983 | BARC | ||||||||
| UnitedHealth Group, Inc. | 06/20/26 | 1.000%(Q) | 1,140 | 0.142% | 2,702 | 1,164 | 1,538 | GSI | |||||||||
| Verizon Communications, Inc. | 06/20/27 | 1.000%(Q) | 1,173 | 0.272% | 10,958 | 9,475 | 1,483 | GSI | |||||||||
| $230,891 | $178,893 | $51,998 | |||||||||||||||
| (1) | If the Fund is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced |
| index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | |
| (2) | If the Fund is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| (3) | Notional amount represents the maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (4) | Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Fund is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
| * | When an implied credit spread is not available, reference the fair value of credit default swap agreements on credit indices and asset-backed securities. Where the Fund is the seller of protection, it serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, when compared to the notional amount of the swap, represents a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
| Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at April 30, 2026 | Unrealized Appreciation (Depreciation) | ||||||||
| Centrally Cleared Interest Rate Swap Agreements: | ||||||||||||||
| 26,965 | 05/17/26 | 4.669%(A) | 1 Day SOFR(1)(A)/ 3.660% | $— | $(117,345) | $(117,345) | ||||||||
| 2,245 | 09/25/26 | 4.699%(A) | 1 Day SOFR(1)(A)/ 3.660% | 415 | (17,750) | (18,165) | ||||||||
| 48,850 | 05/13/27 | 4.497%(A) | 1 Day SOFR(2)(A)/ 3.660% | 6,279 | 489,316 | 483,037 | ||||||||
| 2,800 | 05/11/54 | 1.350%(A) | 1 Day SOFR(1)(A)/ 3.660% | 1,278,108 | 1,403,270 | 125,162 | ||||||||
| $1,284,802 | $1,757,491 | $472,689 | ||||||||||||
| (1) | The Fund pays the fixed rate and receives the floating rate. |
| (2) | The Fund pays the floating rate and receives the fixed rate. |
| Total return swap agreements outstanding at April 30, 2026: | ||||||||||||||
| Reference Entity | Financing Rate | Counterparty | Termination Date | Long (Short) Notional Amount (000)#(1) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation)(2) | |||||||
| OTC Total Return Swap Agreement: | ||||||||||||||
| U.S. Treasury Bond(T) | 1 Day USOIS +26bps(T)/ 3.900% | JPM | 05/04/26 | 19,925 | $(853,266) | $— | $(853,266) | |||||||
| (1) | On a long total return swap, the Fund receives payments for any positive return on the reference entity (makes payments for any negative return) and pays the financing rate. On a short total return swap, the Fund makes payments for any positive return on the reference entity (receives payments for any negative return) and receives the financing rate. |
| (2) | Upfront/recurring fees or commissions, as applicable, are included in the net unrealized appreciation (depreciation). |