|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Asset-Backed Securities — .4%
|
|||||
|
Asset-Backed Certificates — .1%
|
|||||
|
CNH Equipment Trust, Ser. 2023-A, Cl. A4
|
4.77
|
10/15/2030
|
|
100,000
|
100,307
|
|
CNH Equipment Trust, Ser. 2025-B, Cl. A3
|
4.30
|
10/15/2030
|
|
150,000
|
149,362
|
|
Verizon Master Trust, Ser. 2024-3, Cl. A1A
|
5.34
|
4/22/2030
|
|
325,000
|
327,455
|
|
Verizon Master Trust, Ser. 2024-6, Cl. A1A
|
4.17
|
8/20/2030
|
|
250,000
|
249,563
|
|
|
|
|
|
|
826,687
|
|
Asset-Backed Certificates/Auto Receivables — .2%
|
|||||
|
Ally Auto Receivables Trust, Ser. 2025-1, Cl. A3
|
3.96
|
3/15/2030
|
|
100,000
|
99,630
|
|
AmeriCredit Automobile Receivables Trust, Ser. 2023-2, Cl. C
|
6.00
|
7/18/2029
|
|
260,000
|
263,506
|
|
Capital One Prime Auto Receivables Trust, Ser. 2025-1, Cl. A4
|
3.92
|
2/18/2031
|
|
400,000
|
391,868
|
|
CarMax Auto Owner Trust, Ser. 2024-1, Cl. A4
|
4.94
|
8/15/2029
|
|
150,000
|
150,855
|
|
Carmax Select Receivables Trust, Ser. 2025-B, Cl. B
|
4.35
|
7/15/2030
|
|
200,000
|
197,932
|
|
Ford Credit Auto Owner Trust, Ser. 2024-C, Cl. A4
|
4.11
|
7/15/2030
|
|
200,000
|
198,536
|
|
GM Financial Automobile Leasing Trust, Ser. 2025-3, Cl. A4
|
4.20
|
8/20/2029
|
|
500,000
|
498,461
|
|
Honda Auto Receivables Owner Trust, Ser. 2023-4, Cl. A4
|
5.66
|
2/21/2030
|
|
115,000
|
116,016
|
|
Honda Auto Receivables Owner Trust, Ser. 2025-2, Cl. A3
|
4.15
|
10/15/2029
|
|
100,000
|
99,801
|
|
Honda Auto Receivables Owner Trust, Ser. 2025-4, Cl. A3
|
3.98
|
6/17/2030
|
|
400,000
|
396,683
|
|
Honda Auto Receivables Owner Trust, Ser. 2026-1, Cl. A4
|
3.86
|
5/21/2032
|
|
400,000
|
392,994
|
|
Mercedes-Benz Auto Lease Trust, Ser. 2025-A, Cl. A4
|
4.69
|
2/18/2031
|
|
150,000
|
150,275
|
|
Mercedes-Benz Auto Receivables Trust, Ser. 2026-1, Cl. A4
|
4.47
|
10/15/2032
|
|
270,000
|
268,767
|
|
Nissan Auto Lease Trust, Ser. 2026-A, Cl. A3
|
3.87
|
3/15/2029
|
|
230,000
|
227,984
|
|
Santander Drive Auto Receivables Trust, Ser. 2026-1, Cl. A3
|
3.93
|
7/15/2030
|
|
200,000
|
198,473
|
|
Toyota Auto Receivables Owner Trust, Ser. 2024-A, Cl. A4
|
4.77
|
4/16/2029
|
|
200,000
|
200,890
|
|
Toyota Auto Receivables Owner Trust, Ser. 2025-B, Cl. A3
|
4.34
|
11/15/2029
|
|
300,000
|
299,831
|
|
World Omni Auto Receivables Trust, Ser. 2026-B, Cl. A3
|
4.37
|
6/16/2031
|
|
400,000
|
398,221
|
|
World Omni Auto Receivables Trust, Ser. 2026-B, Cl. A4
|
4.45
|
8/16/2032
|
|
115,000
|
114,268
|
|
|
|
|
|
|
4,664,991
|
|
Asset-Backed Certificates/Credit Cards — .1%
|
|||||
|
American Express Credit Account Master Trust, Ser. 2023-4, Cl. A
|
5.15
|
9/16/2030
|
|
500,000
|
506,468
|
|
American Express Credit Account Master Trust, Ser. 2025-3, Cl. A
|
4.51
|
4/15/2032
|
|
300,000
|
298,794
|
|
American Express Credit Account Master Trust, Ser. 2025-5, Cl. A
|
4.51
|
7/15/2032
|
|
100,000
|
99,577
|
|
BA Credit Card Trust, Ser. 2025-A1, Cl. A
|
4.31
|
5/15/2030
|
|
325,000
|
324,176
|
|
Capital One Multi-Asset Execution Trust, Ser. 2025-A1, Cl. A
|
3.82
|
9/15/2030
|
|
200,000
|
197,394
|
|
Capital One Multi-Asset Execution Trust, Ser. 2025-A3, Cl. A
|
4.65
|
10/15/2037
|
|
100,000
|
96,246
|
|
Chase Issuance Trust, Ser. 2024-A2I, Cl. A
|
4.72
|
1/15/2031
|
|
650,000
|
651,861
|
|
Citibank Credit Card Issuance Trust, Ser. 2007-A3, Cl. A3
|
6.15
|
6/15/2039
|
|
100,000
|
106,857
|
|
Synchrony Card Issuance Trust, Ser. 2025-A3, Cl. A
|
4.06
|
11/15/2031
|
|
110,000
|
108,672
|
|
WF Card Issuance Trust, Ser. 2025-A1, Cl. A
|
4.34
|
5/15/2030
|
|
150,000
|
149,802
|
|
|
|
|
|
|
2,539,847
|
|
Total Asset-Backed Securities
(cost $8,105,783)
|
|
|
8,031,525
|
||
|
Commercial Mortgage-Backed — .7%
|
|||||
|
Commercial Mortgage Pass-Through Certificates — .7%
|
|||||
|
Bank Trust, Ser. 2018-BN10, Cl. A5
|
3.69
|
2/15/2061
|
|
93,000
|
91,543
|
|
Bank Trust, Ser. 2018-BN11, Cl. A2
|
3.78
|
3/15/2061
|
|
88,511
|
86,930
|
|
Bank Trust, Ser. 2018-BN12, Cl. A3
|
3.99
|
5/15/2061
|
|
80,000
|
78,692
|
|
Bank Trust, Ser. 2019-BN16, Cl. A4
|
4.01
|
2/15/2052
|
|
85,000
|
82,912
|
|
Bank Trust, Ser. 2019-BN18, Cl. A4
|
3.58
|
5/15/2062
|
|
1,593,000
|
1,518,534
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Commercial Mortgage-Backed — .7% (continued)
|
|||||
|
Commercial Mortgage Pass-Through Certificates — .7% (continued)
|
|||||
|
Bank Trust, Ser. 2019-BN21, Cl. A5
|
2.85
|
10/17/2052
|
|
50,000
|
46,775
|
|
Bank Trust, Ser. 2020-BN25, Cl. A5
|
2.65
|
1/15/2063
|
|
120,000
|
110,524
|
|
Bank Trust, Ser. 2020-BN30, Cl. A4
|
1.93
|
12/15/2053
|
|
60,000
|
52,502
|
|
Bank Trust, Ser. 2021-BN31, Cl. A4
|
2.04
|
2/15/2054
|
|
150,000
|
131,511
|
|
Bank Trust, Ser. 2021-BN37, Cl. A4
|
2.37
|
11/15/2064
|
|
100,000
|
87,191
|
|
Bank Trust, Ser. 2023-BNK46, Cl. A4
|
5.75
|
8/15/2056
|
|
200,000
|
204,680
|
|
Bank Trust, Ser. 2024-BNK48, Cl. AS
|
5.36
|
10/15/2057
|
|
50,000
|
48,838
|
|
BANK5 Trust, Ser. 2023-5YR1, Cl. A3
|
6.26
|
4/15/2056
|
|
110,000
|
111,734
|
|
BANK5 Trust, Ser. 2024-5YR8, Cl. A3
|
5.88
|
8/15/2057
|
|
200,000
|
203,889
|
|
BANK5 Trust, Ser. 2025-5YR18, Cl. A3
|
5.15
|
12/15/2058
|
|
500,000
|
500,172
|
|
Barclays Commercial Mortgage Trust, Ser. 2019-C4, Cl. A5
|
2.92
|
8/15/2052
|
|
25,000
|
23,531
|
|
BBCMS Mortgage Trust, Ser. 2018-C2, Cl. A4
|
4.05
|
12/15/2051
|
|
85,000
|
83,716
|
|
BBCMS Mortgage Trust, Ser. 2020-C6, Cl. A4
|
2.64
|
2/15/2053
|
|
60,000
|
55,248
|
|
BBCMS Mortgage Trust, Ser. 2021-C12, Cl. A5
|
2.69
|
11/15/2054
|
|
400,000
|
352,183
|
|
BBCMS Mortgage Trust, Ser. 2021-C9, Cl. A5
|
2.30
|
2/15/2054
|
|
150,000
|
132,744
|
|
BBCMS Mortgage Trust, Ser. 2022-C18, Cl. A5
|
5.71
|
12/15/2055
|
|
100,000
|
101,440
|
|
BBCMS Mortgage Trust, Ser. 2023-C20, Cl. A3
|
5.99
|
7/15/2056
|
|
1,000,000
|
1,007,255
|
|
BBCMS Mortgage Trust, Ser. 2024-5C25, Cl. AS
|
6.36
|
3/15/2057
|
|
50,000
|
50,998
|
|
BBCMS Mortgage Trust, Ser. 2025-C35, Cl. A5
|
5.59
|
7/15/2058
|
|
150,000
|
152,114
|
|
BBCMS Mortgage Trust, Ser. 2026-5C40, Cl. A3
|
5.25
|
2/15/2059
|
|
425,000
|
426,406
|
|
Benchmark Mortgage Trust, Ser. 2019-B14, Cl. B
|
3.49
|
12/15/2062
|
|
200,000
|
164,109
|
|
Benchmark Mortgage Trust, Ser. 2020-B16, Cl. AM
|
2.94
|
2/15/2053
|
|
180,000
|
164,142
|
|
Benchmark Mortgage Trust, Ser. 2020-B21, Cl. A5
|
1.98
|
12/17/2053
|
|
450,000
|
394,985
|
|
Benchmark Mortgage Trust, Ser. 2020-IG1, Cl. AS
|
2.91
|
9/15/2043
|
|
50,000
|
41,410
|
|
Benchmark Mortgage Trust, Ser. 2021-B27, Cl. A5
|
2.39
|
7/15/2054
|
|
120,000
|
105,218
|
|
Benchmark Mortgage Trust, Ser. 2021-B30, Cl. A5
|
2.58
|
11/15/2054
|
|
125,000
|
110,044
|
|
Benchmark Mortgage Trust, Ser. 2021-B31, Cl. A5
|
2.67
|
12/15/2054
|
|
200,000
|
175,880
|
|
Benchmark Mortgage Trust, Ser. 2022-B32, Cl. A5
|
3.00
|
1/15/2055
|
|
150,000
|
132,069
|
|
Benchmark Mortgage Trust, Ser. 2022-B35, Cl. A5
|
4.44
|
5/15/2055
|
|
240,000
|
228,346
|
|
Benchmark Mortgage Trust, Ser. 2023-V2, Cl. A2
|
5.36
|
5/15/2055
|
|
259,296
|
260,265
|
|
Benchmark Mortgage Trust, Ser. 2024-V7, Cl. A3
|
6.23
|
5/15/2056
|
|
330,000
|
338,852
|
|
Benchmark Mortgage Trust, Ser. 2024-V8, Cl. A3
|
6.19
|
7/15/2057
|
|
350,000
|
359,673
|
|
Benchmark Mortgage Trust, Ser. 2025-V14, Cl. A3
|
5.18
|
4/15/2057
|
|
775,000
|
774,714
|
|
Benchmark Mortgage Trust, Ser. 2026-V21, Cl. A3
|
5.13
|
3/15/2059
|
|
400,000
|
399,170
|
|
BMO Mortgage Trust, Ser. 2023-C4, Cl. A5
|
5.12
|
2/15/2056
|
|
50,000
|
49,479
|
|
BMO Mortgage Trust, Ser. 2024-5C4, Cl. A3
|
6.53
|
5/15/2057
|
|
200,000
|
206,536
|
|
BMO Mortgage Trust, Ser. 2024-5C5, Cl. AS
|
6.36
|
2/15/2057
|
|
290,000
|
296,763
|
|
BMO Mortgage Trust, Ser. 2024-C8, Cl. A5
|
5.60
|
3/15/2057
|
|
300,000
|
304,252
|
|
BMO Mortgage Trust, Ser. 2025-5C9, Cl. A3
|
5.78
|
4/15/2058
|
|
200,000
|
203,834
|
|
BMO Mortgage Trust, Ser. 2025-C12, Cl. A5
|
5.87
|
6/15/2058
|
|
200,000
|
205,978
|
|
Citigroup Commercial Mortgage Trust, Ser. 2017-C4, Cl. A4
|
3.47
|
10/12/2050
|
|
125,000
|
123,607
|
|
COMM Mortgage Trust, Ser. 2019-GC44, Cl. A5
|
2.95
|
8/15/2057
|
|
200,000
|
186,443
|
|
GS Mortgage Securities Trust, Ser. 2017-GS8, Cl. A3
|
3.21
|
11/10/2050
|
|
80,000
|
78,999
|
|
GS Mortgage Securities Trust, Ser. 2017-GS8, Cl. A4
|
3.47
|
11/10/2050
|
|
25,000
|
24,596
|
|
GS Mortgage Securities Trust, Ser. 2020-GC45, Cl. AAB
|
2.84
|
2/13/2053
|
|
123,043
|
119,217
|
|
GS Mortgage Securities Trust, Ser. 2020-GSA2, Cl. A5
|
2.01
|
12/12/2053
|
|
100,000
|
88,216
|
|
JPMCC Commercial Mortgage Securities Trust, Ser. 2019-COR5, Cl. A4
|
3.39
|
6/13/2052
|
|
400,000
|
381,519
|
|
Morgan Stanley Capital I Trust, Ser. 2020-HR8, Cl. AS
|
2.30
|
7/15/2053
|
|
671,000
|
584,331
|
|
Morgan Stanley Capital I Trust, Ser. 2020-L4, Cl. A3
|
2.70
|
2/15/2053
|
|
100,000
|
92,110
|
|
UBS Commercial Mortgage Trust, Ser. 2017-C7, Cl. A3
|
3.42
|
12/15/2050
|
|
46,865
|
46,296
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Commercial Mortgage-Backed — .7% (continued)
|
|||||
|
Commercial Mortgage Pass-Through Certificates — .7% (continued)
|
|||||
|
UBS Commercial Mortgage Trust, Ser. 2018-C12, Cl. A4
|
4.03
|
8/15/2051
|
|
400,000
|
394,780
|
|
UBS Commercial Mortgage Trust, Ser. 2018-C8, Cl. A3
|
3.72
|
2/15/2051
|
|
24,006
|
23,681
|
|
UBS Commercial Mortgage Trust, Ser. 2019-C16, Cl. A4
|
3.60
|
4/15/2052
|
|
75,000
|
72,296
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2017-C41, Cl. A3
|
3.21
|
11/15/2050
|
|
250,000
|
245,746
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2017-C41, Cl. A4
|
3.47
|
11/15/2050
|
|
210,000
|
206,254
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2019-C50, Cl. A5
|
3.73
|
5/15/2052
|
|
150,000
|
144,698
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2019-C54, Cl. A4
|
3.15
|
12/15/2052
|
|
600,000
|
564,006
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2020-C55, Cl. A5
|
2.73
|
2/15/2053
|
|
100,000
|
92,595
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2021-C61, Cl. A4
|
2.66
|
11/15/2054
|
|
150,000
|
132,428
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2024-5C1, Cl. A2
|
5.45
|
7/15/2057
|
|
225,000
|
226,632
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2025-5C3, Cl. A3
|
6.10
|
1/15/2058
|
|
100,000
|
102,863
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2025-C64, Cl. A5
|
5.65
|
2/15/2058
|
|
154,000
|
156,901
|
|
Total Commercial Mortgage-Backed
(cost $14,758,083)
|
|
|
14,745,995
|
||
|
Corporate Bonds and Notes — 25.0%
|
|||||
|
Advertising — .0%
|
|||||
|
Omnicom Group, Inc., Sr. Unscd. Notes(a)
|
2.60
|
8/1/2031
|
|
160,000
|
142,163
|
|
Omnicom Group, Inc., Sr. Unscd. Notes
|
3.38
|
3/1/2041
|
|
60,000
|
42,780
|
|
Omnicom Group, Inc., Sr. Unscd. Notes
|
4.75
|
3/30/2030
|
|
375,000
|
370,334
|
|
Omnicom Group, Inc., Sr. Unscd. Notes(a)
|
5.40
|
10/1/2048
|
|
40,000
|
33,895
|
|
|
|
|
|
|
589,172
|
|
Aerospace & Defense — .5%
|
|||||
|
GE Capital International Funding Co. Unlimited Co., Gtd. Notes(a)
|
4.42
|
11/15/2035
|
|
450,000
|
421,307
|
|
General Dynamics Corp., Gtd. Notes
|
3.75
|
5/15/2028
|
|
179,000
|
177,090
|
|
General Dynamics Corp., Gtd. Notes
|
4.25
|
4/1/2050
|
|
141,000
|
112,488
|
|
HEICO Corp., Gtd. Notes
|
5.35
|
8/1/2033
|
|
210,000
|
210,244
|
|
Hexcel Corp., Sr. Unscd. Notes
|
5.88
|
2/26/2035
|
|
50,000
|
50,773
|
|
Honeywell Aerospace, Inc., Gtd. Notes(b)
|
4.30
|
3/16/2031
|
|
500,000
|
486,134
|
|
Honeywell Aerospace, Inc., Gtd. Notes(b)
|
4.95
|
3/16/2036
|
|
300,000
|
289,193
|
|
Honeywell Aerospace, Inc., Gtd. Notes(b)
|
5.73
|
3/16/2056
|
|
150,000
|
142,620
|
|
Howmet Aerospace, Inc., Sr. Unscd. Notes
|
3.00
|
1/15/2029
|
|
39,000
|
37,460
|
|
L3Harris Technologies, Inc., Sr. Unscd. Notes
|
2.90
|
12/15/2029
|
|
160,000
|
150,440
|
|
L3Harris Technologies, Inc., Sr. Unscd. Notes
|
4.40
|
6/15/2028
|
|
100,000
|
99,498
|
|
L3Harris Technologies, Inc., Sr. Unscd. Notes
|
4.40
|
6/15/2028
|
|
100,000
|
99,482
|
|
L3Harris Technologies, Inc., Sr. Unscd. Notes
|
4.85
|
4/27/2035
|
|
100,000
|
96,067
|
|
L3Harris Technologies, Inc., Sr. Unscd. Notes
|
5.60
|
7/31/2053
|
|
200,000
|
185,990
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
3.80
|
3/1/2045
|
|
90,000
|
68,599
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
4.07
|
12/15/2042
|
|
75,000
|
61,125
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
4.09
|
9/15/2052
|
|
100,000
|
74,932
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
4.15
|
6/15/2053
|
|
365,000
|
275,558
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
4.50
|
5/15/2036
|
|
125,000
|
118,134
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
4.75
|
2/15/2034
|
|
524,000
|
511,813
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
5.00
|
8/15/2035
|
|
30,000
|
29,581
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
5.20
|
2/15/2055
|
|
245,000
|
218,808
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
5.25
|
1/15/2033
|
|
51,000
|
51,975
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
5.70
|
11/15/2054
|
|
391,000
|
374,869
|
|
Lockheed Martin Corp., Sr. Unscd. Notes, Ser. B
|
6.15
|
9/1/2036
|
|
107,000
|
114,059
|
|
Northrop Grumman Corp., Sr. Unscd. Notes
|
3.25
|
1/15/2028
|
|
235,000
|
230,775
|
|
Northrop Grumman Corp., Sr. Unscd. Notes
|
4.03
|
10/15/2047
|
|
151,000
|
114,669
|
|
Northrop Grumman Corp., Sr. Unscd. Notes
|
4.40
|
5/1/2030
|
|
104,000
|
102,526
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Aerospace & Defense — .5% (continued)
|
|||||
|
Northrop Grumman Corp., Sr. Unscd. Notes
|
4.75
|
6/1/2043
|
|
35,000
|
30,678
|
|
Northrop Grumman Corp., Sr. Unscd. Notes
|
4.90
|
6/1/2034
|
|
85,000
|
83,080
|
|
Northrop Grumman Corp., Sr. Unscd. Notes(a)
|
4.95
|
3/15/2053
|
|
350,000
|
298,672
|
|
Northrop Grumman Corp., Sr. Unscd. Notes
|
5.05
|
11/15/2040
|
|
50,000
|
46,976
|
|
Northrop Grumman Corp., Sr. Unscd. Notes
|
5.15
|
5/1/2040
|
|
38,000
|
36,196
|
|
Northrop Grumman Corp., Sr. Unscd. Notes
|
5.25
|
5/1/2050
|
|
79,000
|
70,759
|
|
RTX Corp., Sr. Unscd. Bonds
|
4.15
|
5/15/2045
|
|
130,000
|
103,283
|
|
RTX Corp., Sr. Unscd. Notes
|
1.90
|
9/1/2031
|
|
75,000
|
64,978
|
|
RTX Corp., Sr. Unscd. Notes
|
2.38
|
3/15/2032
|
|
102,000
|
89,232
|
|
RTX Corp., Sr. Unscd. Notes
|
2.82
|
9/1/2051
|
|
130,000
|
76,545
|
|
RTX Corp., Sr. Unscd. Notes
|
4.05
|
5/4/2047
|
|
200,000
|
153,047
|
|
RTX Corp., Sr. Unscd. Notes
|
4.13
|
11/16/2028
|
|
452,000
|
447,216
|
|
RTX Corp., Sr. Unscd. Notes
|
4.35
|
4/15/2047
|
|
379,000
|
303,177
|
|
RTX Corp., Sr. Unscd. Notes
|
4.45
|
11/16/2038
|
|
300,000
|
270,911
|
|
RTX Corp., Sr. Unscd. Notes
|
4.50
|
6/1/2042
|
|
27,000
|
23,272
|
|
RTX Corp., Sr. Unscd. Notes
|
4.80
|
12/15/2043
|
|
36,000
|
31,653
|
|
RTX Corp., Sr. Unscd. Notes
|
5.38
|
2/27/2053
|
|
50,000
|
45,695
|
|
RTX Corp., Sr. Unscd. Notes
|
5.75
|
1/15/2029
|
|
55,000
|
56,375
|
|
RTX Corp., Sr. Unscd. Notes
|
6.00
|
3/15/2031
|
|
107,000
|
111,855
|
|
RTX Corp., Sr. Unscd. Notes
|
6.10
|
3/15/2034
|
|
276,000
|
290,867
|
|
The Boeing Company, Sr. Unscd. Notes
|
3.25
|
2/1/2028
|
|
727,000
|
711,966
|
|
The Boeing Company, Sr. Unscd. Notes
|
3.60
|
5/1/2034
|
|
560,000
|
495,626
|
|
The Boeing Company, Sr. Unscd. Notes
|
3.63
|
3/1/2048
|
|
135,000
|
92,776
|
|
The Boeing Company, Sr. Unscd. Notes
|
3.75
|
2/1/2050
|
|
100,000
|
69,635
|
|
The Boeing Company, Sr. Unscd. Notes
|
3.83
|
3/1/2059
|
|
145,000
|
94,968
|
|
The Boeing Company, Sr. Unscd. Notes
|
3.85
|
11/1/2048
|
|
125,000
|
88,479
|
|
The Boeing Company, Sr. Unscd. Notes
|
3.95
|
8/1/2059
|
|
145,000
|
97,151
|
|
The Boeing Company, Sr. Unscd. Notes
|
5.81
|
5/1/2050
|
|
515,000
|
486,166
|
|
The Boeing Company, Sr. Unscd. Notes
|
5.88
|
2/15/2040
|
|
55,000
|
54,984
|
|
The Boeing Company, Sr. Unscd. Notes
|
5.93
|
5/1/2060
|
|
200,000
|
186,392
|
|
The Boeing Company, Sr. Unscd. Notes
|
6.13
|
2/15/2033
|
|
135,000
|
140,719
|
|
The Boeing Company, Sr. Unscd. Notes
|
6.63
|
2/15/2038
|
|
182,000
|
194,219
|
|
|
|
|
|
|
10,253,757
|
|
Agriculture — .3%
|
|||||
|
Altria Group, Inc., Gtd. Notes
|
2.45
|
2/4/2032
|
|
120,000
|
104,511
|
|
Altria Group, Inc., Gtd. Notes
|
3.40
|
5/6/2030
|
|
450,000
|
426,319
|
|
Altria Group, Inc., Gtd. Notes
|
4.25
|
8/9/2042
|
|
270,000
|
213,996
|
|
Altria Group, Inc., Gtd. Notes
|
4.45
|
5/6/2050
|
|
172,000
|
129,392
|
|
Altria Group, Inc., Gtd. Notes
|
4.50
|
5/2/2043
|
|
44,000
|
35,691
|
|
Altria Group, Inc., Gtd. Notes
|
5.25
|
8/6/2035
|
|
100,000
|
97,982
|
|
Altria Group, Inc., Gtd. Notes
|
5.95
|
2/14/2049
|
|
180,000
|
169,180
|
|
BAT Capital Corp., Gtd. Notes
|
2.26
|
3/25/2028
|
|
25,000
|
24,058
|
|
BAT Capital Corp., Gtd. Notes
|
2.73
|
3/25/2031
|
|
350,000
|
317,195
|
|
BAT Capital Corp., Gtd. Notes
|
4.39
|
8/15/2037
|
|
270,000
|
241,347
|
|
BAT Capital Corp., Gtd. Notes
|
4.54
|
8/15/2047
|
|
225,000
|
178,082
|
|
BAT Capital Corp., Gtd. Notes
|
6.25
|
8/15/2055
|
|
260,000
|
254,803
|
|
BAT International Finance PLC, Gtd. Notes
|
5.93
|
2/2/2029
|
|
250,000
|
256,656
|
|
Bunge Ltd. Finance Corp., Gtd. Notes
|
3.75
|
9/25/2027
|
|
109,000
|
108,025
|
|
Bunge Ltd. Finance Corp., Gtd. Notes
|
5.15
|
8/4/2035
|
|
100,000
|
97,691
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
2.10
|
5/1/2030
|
|
100,000
|
90,664
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Agriculture — .3% (continued)
|
|||||
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
3.13
|
3/2/2028
|
|
40,000
|
39,118
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
3.38
|
8/15/2029
|
|
140,000
|
134,625
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
3.88
|
8/21/2042
|
|
101,000
|
79,520
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
4.13
|
3/4/2043
|
|
90,000
|
72,724
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
4.38
|
4/30/2030
|
|
50,000
|
49,136
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
4.38
|
11/15/2041
|
|
140,000
|
119,053
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
4.63
|
11/1/2029
|
|
50,000
|
49,803
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
4.88
|
2/15/2028
|
|
465,000
|
467,040
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
4.88
|
11/15/2043
|
|
100,000
|
87,953
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
5.13
|
11/17/2027
|
|
640,000
|
644,682
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
5.38
|
2/15/2033
|
|
750,000
|
758,513
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
5.63
|
9/7/2033
|
|
90,000
|
92,149
|
|
Reynolds American, Inc., Gtd. Notes
|
5.85
|
8/15/2045
|
|
398,000
|
377,254
|
|
Reynolds American, Inc., Gtd. Notes
|
6.15
|
9/15/2043
|
|
25,000
|
24,604
|
|
|
|
|
|
|
5,741,766
|
|
Airlines — .0%
|
|||||
|
American Airlines Pass-Through Trust, Ser. 2017-1, Cl. AA
|
3.65
|
2/15/2029
|
|
28,375
|
27,674
|
|
American Airlines Pass-Through Trust, Ser. 2019-1, Cl. AA
|
3.15
|
2/15/2032
|
|
57,326
|
53,506
|
|
American Airlines Pass-Through Trust, Ser. 2025-1, Cl. A
|
4.90
|
5/11/2038
|
|
50,000
|
47,634
|
|
JetBlue Pass-Through Trust, Ser. 2020-1, Cl. A
|
4.00
|
11/15/2032
|
|
25,604
|
24,065
|
|
Southwest Airlines Co., Sr. Unscd. Notes
|
2.63
|
2/10/2030
|
|
75,000
|
68,908
|
|
United Airlines Pass-Through Trust, Ser. 2018-1, Cl. AA
|
3.50
|
3/1/2030
|
|
62,090
|
59,631
|
|
United Airlines Pass-Through Trust, Ser. 2023-1, Cl. A
|
5.80
|
1/15/2036
|
|
146,567
|
149,741
|
|
|
|
|
|
|
431,159
|
|
Automobiles & Components — .5%
|
|||||
|
American Honda Finance Corp., Sr. Unscd. Notes
|
2.00
|
3/24/2028
|
|
85,000
|
81,351
|
|
American Honda Finance Corp., Sr. Unscd. Notes
|
2.25
|
1/12/2029
|
|
131,000
|
123,316
|
|
American Honda Finance Corp., Sr. Unscd. Notes
|
4.25
|
9/1/2028
|
|
50,000
|
49,520
|
|
American Honda Finance Corp., Sr. Unscd. Notes
|
4.60
|
4/17/2030
|
|
100,000
|
98,381
|
|
American Honda Finance Corp., Sr. Unscd. Notes
|
4.70
|
1/12/2028
|
|
15,000
|
15,013
|
|
American Honda Finance Corp., Sr. Unscd. Notes
|
5.13
|
7/7/2028
|
|
90,000
|
90,623
|
|
American Honda Finance Corp., Sr. Unscd. Notes
|
5.15
|
7/9/2032
|
|
300,000
|
297,506
|
|
American Honda Finance Corp., Sr. Unscd. Notes
|
5.65
|
11/15/2028
|
|
85,000
|
86,593
|
|
American Honda Finance Corp., Sr. Unscd. Notes
|
5.85
|
10/4/2030
|
|
436,000
|
448,098
|
|
Aptiv Swiss Holdings Ltd., Gtd. Notes
|
4.15
|
5/1/2052
|
|
211,000
|
150,343
|
|
BorgWarner, Inc., Sr. Unscd. Notes
|
4.38
|
3/15/2045
|
|
50,000
|
40,230
|
|
Cummins, Inc., Sr. Unscd. Notes
|
2.60
|
9/1/2050
|
|
100,000
|
57,153
|
|
Cummins, Inc., Sr. Unscd. Notes
|
4.88
|
10/1/2043
|
|
65,000
|
58,873
|
|
Cummins, Inc., Sr. Unscd. Notes
|
4.90
|
2/20/2029
|
|
150,000
|
151,061
|
|
Cummins, Inc., Sr. Unscd. Notes
|
5.15
|
2/20/2034
|
|
200,000
|
199,640
|
|
Cummins, Inc., Sr. Unscd. Notes
|
5.30
|
5/9/2035
|
|
300,000
|
299,648
|
|
Ford Motor Co., Sr. Unscd. Notes
|
3.25
|
2/12/2032
|
|
998,000
|
872,668
|
|
Ford Motor Co., Sr. Unscd. Notes
|
6.10
|
8/19/2032
|
|
100,000
|
101,165
|
|
Ford Motor Co., Sr. Unscd. Notes
|
7.45
|
7/16/2031
|
|
127,000
|
136,418
|
|
Ford Motor Credit Co. LLC, Sr. Unscd. Notes
|
3.82
|
11/2/2027
|
|
200,000
|
196,952
|
|
Ford Motor Credit Co. LLC, Sr. Unscd. Notes
|
4.13
|
8/17/2027
|
|
285,000
|
282,949
|
|
Ford Motor Credit Co. LLC, Sr. Unscd. Notes
|
6.05
|
11/5/2031
|
|
275,000
|
276,538
|
|
Ford Motor Credit Co. LLC, Sr. Unscd. Notes
|
6.53
|
3/19/2032
|
|
250,000
|
256,282
|
|
Ford Motor Credit Co. LLC, Sr. Unscd. Notes(a)
|
7.12
|
11/7/2033
|
|
700,000
|
737,133
|
|
General Motors Co., Sr. Unscd. Notes
|
4.20
|
10/1/2027
|
|
115,000
|
114,405
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Automobiles & Components — .5% (continued)
|
|||||
|
General Motors Co., Sr. Unscd. Notes
|
5.15
|
4/1/2038
|
|
262,000
|
244,144
|
|
General Motors Co., Sr. Unscd. Notes(a)
|
5.60
|
10/15/2032
|
|
770,000
|
782,254
|
|
General Motors Co., Sr. Unscd. Notes
|
5.95
|
4/1/2049
|
|
323,000
|
299,130
|
|
General Motors Co., Sr. Unscd. Notes
|
6.25
|
4/15/2035
|
|
300,000
|
308,971
|
|
General Motors Co., Sr. Unscd. Notes
|
6.75
|
4/1/2046
|
|
31,000
|
31,625
|
|
General Motors Financial Co., Inc., Sr. Unscd. Notes
|
2.35
|
1/8/2031
|
|
445,000
|
395,485
|
|
General Motors Financial Co., Inc., Sr. Unscd. Notes
|
2.70
|
6/10/2031
|
|
270,000
|
240,880
|
|
General Motors Financial Co., Inc., Sr. Unscd. Notes
|
3.60
|
6/21/2030
|
|
50,000
|
47,396
|
|
General Motors Financial Co., Inc., Sr. Unscd. Notes
|
5.80
|
6/23/2028
|
|
371,000
|
377,425
|
|
General Motors Financial Co., Inc., Sr. Unscd. Notes
|
6.00
|
1/9/2028
|
|
122,000
|
123,997
|
|
Honda Motor Co. Ltd., Sr. Unscd. Notes
|
2.97
|
3/10/2032
|
|
55,000
|
48,913
|
|
Lear Corp., Sr. Unscd. Notes
|
3.50
|
5/30/2030
|
|
99,000
|
93,519
|
|
Lear Corp., Sr. Unscd. Notes
|
3.55
|
1/15/2052
|
|
50,000
|
32,205
|
|
Lear Corp., Sr. Unscd. Notes
|
5.25
|
5/15/2049
|
|
95,000
|
82,171
|
|
Magna International, Inc., Sr. Unscd. Notes
|
2.45
|
6/15/2030
|
|
20,000
|
18,227
|
|
Magna International, Inc., Sr. Unscd. Notes
|
5.50
|
3/21/2033
|
|
65,000
|
65,633
|
|
Magna International, Inc., Sr. Unscd. Notes
|
5.88
|
6/1/2035
|
|
300,000
|
307,139
|
|
Mercedes-Benz Finance North America LLC, Gtd. Notes
|
8.50
|
1/18/2031
|
|
155,000
|
175,904
|
|
PACCAR Financial Corp., Sr. Unscd. Notes
|
4.00
|
8/8/2028
|
|
50,000
|
49,510
|
|
PACCAR Financial Corp., Sr. Unscd. Notes
|
4.55
|
3/3/2028
|
|
380,000
|
380,599
|
|
Toyota Motor Corp., Sr. Unscd. Notes(a)
|
5.12
|
7/13/2028
|
|
85,000
|
86,014
|
|
Toyota Motor Corp., Sr. Unscd. Notes(a)
|
5.12
|
7/13/2033
|
|
275,000
|
276,372
|
|
Toyota Motor Credit Corp., Sr. Unscd. Notes
|
1.65
|
1/10/2031
|
|
190,000
|
165,873
|
|
Toyota Motor Credit Corp., Sr. Unscd. Notes
|
1.90
|
9/12/2031
|
|
65,000
|
56,128
|
|
Toyota Motor Credit Corp., Sr. Unscd. Notes
|
4.45
|
6/29/2029
|
|
140,000
|
139,140
|
|
Toyota Motor Credit Corp., Sr. Unscd. Notes
|
5.05
|
5/16/2029
|
|
676,000
|
682,599
|
|
Toyota Motor Credit Corp., Sr. Unscd. Notes
|
5.10
|
3/21/2031
|
|
580,000
|
584,346
|
|
Toyota Motor Credit Corp., Sr. Unscd. Notes
|
5.55
|
11/20/2030
|
|
50,000
|
51,323
|
|
|
|
|
|
|
11,368,781
|
|
Banks — 5.2%
|
|||||
|
Banco Santander SA, Sr. Bonds
|
5.44
|
7/15/2031
|
|
250,000
|
252,935
|
|
Banco Santander SA, Sr. Notes
|
4.55
|
11/6/2030
|
|
400,000
|
390,791
|
|
Banco Santander SA, Sr. Notes
|
4.60
|
4/15/2029
|
|
600,000
|
594,976
|
|
Banco Santander SA, Sr. Notes
|
5.13
|
11/6/2035
|
|
200,000
|
192,345
|
|
Banco Santander SA, Sr. Notes
|
5.29
|
8/18/2027
|
|
368,000
|
370,451
|
|
Banco Santander SA, Sr. Notes
|
5.54
|
3/14/2030
|
|
200,000
|
202,818
|
|
Banco Santander SA, Sr. Notes
|
5.59
|
8/8/2028
|
|
400,000
|
406,023
|
|
Banco Santander SA, Sub. Notes
|
6.92
|
8/8/2033
|
|
200,000
|
213,243
|
|
Bank of America Corp., Sr. Unscd. Notes
|
1.90
|
7/23/2031
|
|
400,000
|
354,944
|
|
Bank of America Corp., Sr. Unscd. Notes
|
1.92
|
10/24/2031
|
|
615,000
|
541,887
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.09
|
6/14/2029
|
|
325,000
|
309,707
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.30
|
7/21/2032
|
|
200,000
|
175,085
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.50
|
2/13/2031
|
|
310,000
|
284,789
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.57
|
10/20/2032
|
|
430,000
|
379,004
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.69
|
4/22/2032
|
|
476,000
|
426,998
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.88
|
10/22/2030
|
|
240,000
|
225,389
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.97
|
2/4/2033
|
|
175,000
|
156,198
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.97
|
7/21/2052
|
|
212,000
|
129,753
|
|
Bank of America Corp., Sr. Unscd. Notes
|
3.19
|
7/23/2030
|
|
150,000
|
142,940
|
|
Bank of America Corp., Sr. Unscd. Notes
|
3.25
|
10/21/2027
|
|
50,000
|
49,355
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Banks — 5.2% (continued)
|
|||||
|
Bank of America Corp., Sr. Unscd. Notes
|
3.31
|
4/22/2042
|
|
830,000
|
622,147
|
|
Bank of America Corp., Sr. Unscd. Notes
|
3.97
|
2/7/2030
|
|
236,000
|
230,803
|
|
Bank of America Corp., Sr. Unscd. Notes
|
4.08
|
3/20/2051
|
|
170,000
|
127,835
|
|
Bank of America Corp., Sr. Unscd. Notes
|
4.27
|
7/23/2029
|
|
454,000
|
450,148
|
|
Bank of America Corp., Sr. Unscd. Notes
|
4.33
|
3/15/2050
|
|
283,000
|
223,006
|
|
Bank of America Corp., Sr. Unscd. Notes
|
4.57
|
4/27/2033
|
|
155,000
|
150,045
|
|
Bank of America Corp., Sr. Unscd. Notes
|
4.62
|
5/9/2029
|
|
402,000
|
401,149
|
|
Bank of America Corp., Sr. Unscd. Notes
|
5.02
|
7/22/2033
|
|
570,000
|
563,999
|
|
Bank of America Corp., Sr. Unscd. Notes
|
5.20
|
4/25/2029
|
|
130,000
|
131,052
|
|
Bank of America Corp., Sr. Unscd. Notes
|
5.29
|
4/25/2034
|
|
375,000
|
374,100
|
|
Bank of America Corp., Sr. Unscd. Notes
|
5.47
|
1/23/2035
|
|
261,000
|
261,809
|
|
Bank of America Corp., Sr. Unscd. Notes
|
5.82
|
9/15/2029
|
|
175,000
|
178,540
|
|
Bank of America Corp., Sr. Unscd. Notes
|
5.87
|
9/15/2034
|
|
595,000
|
611,873
|
|
Bank of America Corp., Sr. Unscd. Notes
|
6.20
|
11/10/2028
|
|
319,000
|
325,096
|
|
Bank of America Corp., Sr. Unscd. Notes, Ser. N
|
2.65
|
3/11/2032
|
|
310,000
|
278,430
|
|
Bank of America Corp., Sr. Unscd. Notes, Ser. N
|
3.48
|
3/13/2052
|
|
84,000
|
56,523
|
|
Bank of America Corp., Sub. Notes
|
2.48
|
9/21/2036
|
|
1,150,000
|
992,618
|
|
Bank of America Corp., Sub. Notes
|
5.43
|
8/15/2035
|
|
445,000
|
437,607
|
|
Bank of America Corp., Sub. Notes
|
5.49
|
4/23/2037
|
|
935,000
|
908,971
|
|
Bank of America Corp., Sub. Notes
|
5.52
|
10/25/2035
|
|
200,000
|
197,194
|
|
Bank of America Corp., Sub. Notes
|
5.74
|
2/12/2036
|
|
400,000
|
399,818
|
|
Bank of America Corp., Sub. Notes
|
6.11
|
1/29/2037
|
|
206,000
|
212,149
|
|
Bank of America Corp., Sub. Notes, Ser. L
|
4.18
|
11/25/2027
|
|
500,000
|
497,457
|
|
Bank of America Corp., Sub. Notes, Ser. L(a)
|
4.75
|
4/21/2045
|
|
60,000
|
51,498
|
|
Bank of Montreal, Sr. Unscd. Notes
|
4.06
|
9/22/2028
|
|
390,000
|
387,594
|
|
Bank of Montreal, Sr. Unscd. Notes
|
4.64
|
9/10/2030
|
|
200,000
|
198,561
|
|
Bank of Montreal, Sr. Unscd. Notes
|
5.72
|
9/25/2028
|
|
200,000
|
204,257
|
|
BankUnited, Inc., Sub. Notes
|
5.13
|
6/11/2030
|
|
135,000
|
132,666
|
|
Barclays PLC, Sr. Unscd. Notes
|
4.84
|
9/10/2028
|
|
320,000
|
320,172
|
|
Barclays PLC, Sr. Unscd. Notes
|
4.94
|
9/10/2030
|
|
240,000
|
238,806
|
|
Barclays PLC, Sr. Unscd. Notes
|
4.95
|
1/10/2047
|
|
200,000
|
170,118
|
|
Barclays PLC, Sr. Unscd. Notes
|
5.25
|
8/17/2045
|
|
320,000
|
289,753
|
|
Barclays PLC, Sr. Unscd. Notes
|
5.34
|
9/10/2035
|
|
260,000
|
253,210
|
|
Barclays PLC, Sr. Unscd. Notes
|
5.50
|
8/9/2028
|
|
225,000
|
226,600
|
|
Barclays PLC, Sr. Unscd. Notes
|
6.22
|
5/9/2034
|
|
180,000
|
186,245
|
|
Barclays PLC, Sr. Unscd. Notes
|
7.44
|
11/2/2033
|
|
510,000
|
561,685
|
|
Barclays PLC, Sub. Notes
|
3.56
|
9/23/2035
|
|
87,000
|
80,999
|
|
Barclays PLC, Sub. Notes
|
3.81
|
3/10/2042
|
|
440,000
|
337,359
|
|
Barclays PLC, Sub. Notes
|
4.84
|
5/9/2028
|
|
564,000
|
563,060
|
|
Canadian Imperial Bank of Commerce, Sr. Unscd. Bonds(a)
|
4.24
|
9/8/2028
|
|
100,000
|
99,583
|
|
Canadian Imperial Bank of Commerce, Sr. Unscd. Notes(a)
|
4.63
|
9/11/2030
|
|
230,000
|
227,885
|
|
Canadian Imperial Bank of Commerce, Sr. Unscd. Notes
|
5.00
|
4/28/2028
|
|
121,000
|
121,772
|
|
Canadian Imperial Bank of Commerce, Sr. Unscd. Notes
|
5.26
|
4/8/2029
|
|
300,000
|
303,369
|
|
Canadian Imperial Bank of Commerce, Sr. Unscd. Notes
|
5.99
|
10/3/2028
|
|
55,000
|
56,410
|
|
Citibank NA, Sr. Unscd. Notes
|
4.91
|
5/29/2030
|
|
250,000
|
250,493
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
2.52
|
11/3/2032
|
|
203,000
|
177,982
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
2.57
|
6/3/2031
|
|
910,000
|
830,807
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
2.67
|
1/29/2031
|
|
350,000
|
323,284
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
2.98
|
11/5/2030
|
|
418,000
|
392,541
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
3.06
|
1/25/2033
|
|
370,000
|
331,697
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Banks — 5.2% (continued)
|
|||||
|
Citigroup, Inc., Sr. Unscd. Notes
|
3.52
|
10/27/2028
|
|
155,000
|
152,830
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
3.79
|
3/17/2033
|
|
225,000
|
209,261
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
3.98
|
3/20/2030
|
|
444,000
|
433,621
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
4.41
|
3/31/2031
|
|
470,000
|
459,908
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
4.65
|
7/30/2045
|
|
365,000
|
308,477
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
4.91
|
5/24/2033
|
|
180,000
|
177,201
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
4.95
|
5/7/2031
|
|
310,000
|
308,562
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
5.17
|
2/13/2030
|
|
355,000
|
356,955
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
5.45
|
6/11/2035
|
|
320,000
|
319,550
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
5.61
|
3/4/2056
|
|
300,000
|
280,589
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
5.88
|
1/30/2042
|
|
155,000
|
154,612
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
8.13
|
7/15/2039
|
|
299,000
|
364,789
|
|
Citigroup, Inc., Sub. Notes
|
4.13
|
7/25/2028
|
|
122,000
|
120,509
|
|
Citigroup, Inc., Sub. Notes
|
4.45
|
9/29/2027
|
|
435,000
|
433,893
|
|
Citigroup, Inc., Sub. Notes
|
4.75
|
5/18/2046
|
|
185,000
|
151,733
|
|
Citigroup, Inc., Sub. Notes
|
5.30
|
5/6/2044
|
|
280,000
|
253,883
|
|
Citigroup, Inc., Sub. Notes
|
5.59
|
11/19/2034
|
|
400,000
|
402,862
|
|
Citigroup, Inc., Sub. Notes
|
5.83
|
2/13/2035
|
|
50,000
|
50,002
|
|
Citigroup, Inc., Sub. Notes
|
5.88
|
2/22/2033
|
|
20,000
|
20,429
|
|
Citigroup, Inc., Sub. Notes
|
6.00
|
10/31/2033
|
|
320,000
|
328,764
|
|
Citigroup, Inc., Sub. Notes
|
6.13
|
8/25/2036
|
|
135,000
|
137,132
|
|
Citigroup, Inc., Sub. Notes
|
6.63
|
6/15/2032
|
|
189,000
|
202,407
|
|
Citizens Financial Group, Inc., Sr. Unscd. Notes
|
6.65
|
4/25/2035
|
|
250,000
|
264,248
|
|
Citizens Financial Group, Inc., Sub. Notes
|
5.64
|
5/21/2037
|
|
210,000
|
208,102
|
|
Commonwealth Bank of Australia, Sr. Unscd. Notes
|
4.42
|
3/14/2028
|
|
510,000
|
509,485
|
|
Cooperatieve Rabobank UA, Sr. Bonds
|
3.96
|
10/17/2028
|
|
50,000
|
49,431
|
|
Cooperatieve Rabobank UA, Sr. Notes
|
4.49
|
10/17/2029
|
|
385,000
|
383,249
|
|
Cooperatieve Rabobank UA, Sr. Notes
|
5.12
|
6/9/2036
|
|
500,000
|
487,111
|
|
Deutsche Bank AG, Sr. Notes
|
3.55
|
9/18/2031
|
|
254,000
|
237,566
|
|
Deutsche Bank AG, Sr. Notes
|
5.00
|
9/11/2030
|
|
150,000
|
149,514
|
|
Deutsche Bank AG, Sr. Notes
|
5.30
|
5/9/2031
|
|
260,000
|
260,178
|
|
Deutsche Bank AG, Sr. Notes
|
5.40
|
9/11/2035
|
|
175,000
|
171,724
|
|
Deutsche Bank AG, Sub. Notes
|
3.74
|
1/7/2033
|
|
200,000
|
181,889
|
|
Fifth Third Bancorp, Sr. Unscd. Notes
|
4.34
|
4/25/2033
|
|
60,000
|
57,059
|
|
Fifth Third Bancorp, Sr. Unscd. Notes
|
4.77
|
7/28/2030
|
|
55,000
|
54,684
|
|
Fifth Third Bancorp, Sr. Unscd. Notes
|
4.90
|
9/6/2030
|
|
200,000
|
199,380
|
|
Fifth Third Bancorp, Sr. Unscd. Notes
|
6.36
|
10/27/2028
|
|
300,000
|
305,628
|
|
Fifth Third Bank NA, Sub. Notes
|
5.33
|
8/25/2033
|
|
250,000
|
246,734
|
|
First Citizens BancShares, Inc., Sr. Unscd. Notes
|
5.23
|
3/12/2031
|
|
50,000
|
49,420
|
|
First Citizens BancShares, Inc., Sub. Notes
|
5.60
|
9/5/2035
|
|
150,000
|
146,455
|
|
First Citizens BancShares, Inc., Sub. Notes
|
6.25
|
3/12/2040
|
|
98,000
|
95,130
|
|
HSBC Holdings PLC, Sr. Unscd. Bonds
|
5.28
|
3/10/2037
|
|
400,000
|
386,963
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
2.85
|
6/4/2031
|
|
700,000
|
644,068
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
3.97
|
5/22/2030
|
|
200,000
|
194,358
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
5.13
|
11/6/2036
|
|
200,000
|
192,283
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
5.21
|
5/12/2034
|
|
400,000
|
393,007
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
5.24
|
5/13/2031
|
|
300,000
|
300,668
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
5.40
|
8/11/2033
|
|
200,000
|
200,314
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
5.73
|
5/17/2032
|
|
500,000
|
509,756
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
5.79
|
5/13/2036
|
|
200,000
|
201,602
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Banks — 5.2% (continued)
|
|||||
|
HSBC Holdings PLC, Sr. Unscd. Notes(a)
|
6.10
|
1/14/2042
|
|
463,000
|
475,146
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
6.16
|
3/9/2029
|
|
680,000
|
694,009
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
6.25
|
3/9/2034
|
|
250,000
|
260,708
|
|
HSBC Holdings PLC, Sub. Notes
|
6.50
|
9/15/2037
|
|
271,000
|
286,321
|
|
HSBC Holdings PLC, Sub. Notes
|
6.50
|
9/15/2037
|
|
315,000
|
327,283
|
|
HSBC Holdings PLC, Sub. Notes
|
8.11
|
11/3/2033
|
|
440,000
|
496,540
|
|
Huntington Bancshares, Inc., Sr. Unscd. Notes
|
5.02
|
5/17/2033
|
|
45,000
|
44,227
|
|
Huntington Bancshares, Inc., Sr. Unscd. Notes
|
5.27
|
1/15/2031
|
|
200,000
|
200,925
|
|
Huntington Bancshares, Inc., Sr. Unscd. Notes
|
6.21
|
8/21/2029
|
|
140,000
|
143,640
|
|
Huntington Bancshares, Inc., Sub. Notes
|
2.49
|
8/15/2036
|
|
152,000
|
129,847
|
|
Industrial & Commercial Bank of China Ltd., Sr. Unscd. Notes
|
3.54
|
11/8/2027
|
|
66,000
|
65,173
|
|
ING Groep NV, Sr. Unscd. Notes
|
4.05
|
4/9/2029
|
|
500,000
|
490,469
|
|
ING Groep NV, Sr. Unscd. Notes
|
4.55
|
10/2/2028
|
|
210,000
|
209,347
|
|
ING Groep NV, Sr. Unscd. Notes
|
6.11
|
9/11/2034
|
|
370,000
|
384,582
|
|
JPMorgan Chase & Co., Sr. Unscd. Bonds
|
5.15
|
4/23/2037
|
|
855,000
|
829,997
|
|
JPMorgan Chase & Co., Sr. Unscd. Bonds
|
5.57
|
4/22/2036
|
|
261,000
|
262,203
|
|
JPMorgan Chase & Co., Sr. Unscd. Bonds
|
6.40
|
5/15/2038
|
|
58,000
|
62,119
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
1.76
|
11/19/2031
|
|
100,000
|
87,328
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
1.95
|
2/4/2032
|
|
105,000
|
91,788
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
2.52
|
4/22/2031
|
|
150,000
|
137,521
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
2.53
|
11/19/2041
|
|
125,000
|
85,263
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
2.55
|
11/8/2032
|
|
865,000
|
760,658
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
2.58
|
4/22/2032
|
|
795,000
|
710,306
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
2.74
|
10/15/2030
|
|
25,000
|
23,379
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
2.96
|
1/25/2033
|
|
377,000
|
337,042
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
3.11
|
4/22/2051
|
|
105,000
|
66,407
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes(a)
|
3.33
|
4/22/2052
|
|
236,000
|
154,882
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
3.70
|
5/6/2030
|
|
30,000
|
29,066
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
3.90
|
1/23/2049
|
|
230,000
|
170,965
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.03
|
7/24/2048
|
|
420,000
|
320,120
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.20
|
7/23/2029
|
|
50,000
|
49,471
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.26
|
10/22/2031
|
|
1,350,000
|
1,307,488
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.49
|
3/24/2031
|
|
230,000
|
226,217
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.57
|
6/14/2030
|
|
700,000
|
693,005
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.60
|
10/22/2030
|
|
300,000
|
297,000
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.81
|
10/22/2036
|
|
250,000
|
237,398
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.85
|
2/1/2044
|
|
50,000
|
44,144
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.90
|
1/22/2037
|
|
600,000
|
572,145
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.91
|
7/25/2033
|
|
500,000
|
493,261
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.92
|
1/24/2029
|
|
300,000
|
301,064
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.95
|
10/22/2035
|
|
150,000
|
145,246
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.00
|
7/22/2030
|
|
500,000
|
500,877
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.29
|
7/22/2035
|
|
4,000
|
3,963
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.30
|
7/24/2029
|
|
270,000
|
272,776
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.34
|
1/23/2035
|
|
300,000
|
299,069
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.35
|
6/1/2034
|
|
210,000
|
210,349
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.40
|
1/6/2042
|
|
245,000
|
235,633
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.50
|
10/15/2040
|
|
153,000
|
150,959
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.53
|
11/29/2045
|
|
165,000
|
157,075
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
6.09
|
10/23/2029
|
|
123,000
|
126,310
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Banks — 5.2% (continued)
|
|||||
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
6.25
|
10/23/2034
|
|
765,000
|
803,985
|
|
JPMorgan Chase & Co., Sub. Notes
|
2.96
|
5/13/2031
|
|
195,000
|
180,699
|
|
JPMorgan Chase & Co., Sub. Notes
|
4.95
|
6/1/2045
|
|
185,000
|
162,313
|
|
JPMorgan Chase & Co., Sub. Notes
|
5.19
|
2/5/2037
|
|
200,000
|
191,805
|
|
JPMorgan Chase & Co., Sub. Notes
|
5.58
|
7/23/2036
|
|
50,000
|
49,448
|
|
KeyCorp, Sr. Unscd. Notes
|
4.10
|
4/30/2028
|
|
52,000
|
51,482
|
|
KeyCorp, Sr. Unscd. Notes
|
4.79
|
6/1/2033
|
|
30,000
|
29,087
|
|
KeyCorp, Sr. Unscd. Notes
|
6.40
|
3/6/2035
|
|
500,000
|
521,871
|
|
Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds(c)
|
0.00
|
4/18/2036
|
|
75,000
|
47,589
|
|
Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds
|
0.75
|
9/30/2030
|
|
110,000
|
94,952
|
|
Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds
|
3.75
|
2/15/2028
|
|
1,385,000
|
1,374,260
|
|
Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds
|
4.75
|
10/29/2030
|
|
675,000
|
684,409
|
|
Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Notes
|
3.88
|
6/15/2028
|
|
1,000,000
|
992,685
|
|
Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Notes
|
4.13
|
7/15/2033
|
|
350,000
|
340,439
|
|
Landwirtschaftliche Rentenbank, Govt. Gtd. Bonds
|
3.63
|
10/8/2030
|
|
250,000
|
242,834
|
|
Landwirtschaftliche Rentenbank, Govt. Gtd. Notes
|
0.88
|
9/3/2030
|
|
780,000
|
678,676
|
|
Landwirtschaftliche Rentenbank, Govt. Gtd. Notes
|
4.13
|
5/28/2030
|
|
905,000
|
896,234
|
|
Landwirtschaftliche Rentenbank, Govt. Gtd. Notes, Ser. 44
|
3.88
|
6/14/2028
|
|
520,000
|
515,869
|
|
Lloyds Banking Group PLC, Sr. Unscd. Notes(a)
|
5.59
|
11/26/2035
|
|
400,000
|
400,978
|
|
Lloyds Banking Group PLC, Sr. Unscd. Notes
|
5.68
|
1/5/2035
|
|
200,000
|
201,898
|
|
Lloyds Banking Group PLC, Sub. Notes
|
4.34
|
1/9/2048
|
|
237,000
|
185,952
|
|
Lloyds Banking Group PLC, Sub. Notes
|
5.30
|
12/1/2045
|
|
100,000
|
89,833
|
|
Lloyds Banking Group PLC, Sub. Notes
|
7.95
|
11/15/2033
|
|
200,000
|
223,744
|
|
M&T Bank Corp., Sr. Unscd. Notes
|
4.55
|
8/16/2028
|
|
350,000
|
349,377
|
|
M&T Bank Corp., Sr. Unscd. Notes
|
6.08
|
3/13/2032
|
|
400,000
|
413,135
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
2.31
|
7/20/2032
|
|
60,000
|
52,400
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
3.75
|
7/18/2039
|
|
393,000
|
325,066
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
4.32
|
4/19/2033
|
|
250,000
|
238,261
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
4.51
|
1/14/2032
|
|
200,000
|
194,765
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
4.85
|
4/21/2032
|
|
400,000
|
394,102
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
5.13
|
7/20/2033
|
|
367,000
|
364,559
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
5.19
|
9/12/2036
|
|
200,000
|
194,523
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
5.35
|
9/13/2028
|
|
320,000
|
322,343
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
5.41
|
4/19/2034
|
|
300,000
|
301,062
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
5.43
|
4/17/2035
|
|
100,000
|
99,492
|
|
Mizuho Financial Group, Inc., Sr. Unscd. Notes
|
2.59
|
5/25/2031
|
|
378,000
|
345,275
|
|
Mizuho Financial Group, Inc., Sr. Unscd. Notes
|
3.15
|
7/16/2030
|
|
275,000
|
261,500
|
|
Mizuho Financial Group, Inc., Sr. Unscd. Notes
|
4.25
|
9/11/2029
|
|
120,000
|
118,723
|
|
Mizuho Financial Group, Inc., Sr. Unscd. Notes
|
5.10
|
5/13/2031
|
|
200,000
|
199,931
|
|
Mizuho Financial Group, Inc., Sr. Unscd. Notes
|
5.41
|
9/13/2028
|
|
180,000
|
181,560
|
|
Mizuho Financial Group, Inc., Sr. Unscd. Notes
|
5.42
|
5/13/2036
|
|
200,000
|
197,839
|
|
Mizuho Financial Group, Inc., Sr. Unscd. Notes
|
5.58
|
5/26/2035
|
|
324,000
|
325,421
|
|
Mizuho Financial Group, Inc., Sub. Notes
|
2.56
|
9/13/2031
|
|
180,000
|
157,661
|
|
Morgan Stanley, Sr. Unscd. Notes
|
1.79
|
2/13/2032
|
|
800,000
|
689,965
|
|
Morgan Stanley, Sr. Unscd. Notes
|
1.93
|
4/28/2032
|
|
360,000
|
310,295
|
|
Morgan Stanley, Sr. Unscd. Notes
|
2.24
|
7/21/2032
|
|
104,000
|
90,361
|
|
Morgan Stanley, Sr. Unscd. Notes
|
2.51
|
10/20/2032
|
|
497,000
|
434,630
|
|
Morgan Stanley, Sr. Unscd. Notes
|
2.70
|
1/22/2031
|
|
249,000
|
230,034
|
|
Morgan Stanley, Sr. Unscd. Notes
|
2.80
|
1/25/2052
|
|
140,000
|
82,093
|
|
Morgan Stanley, Sr. Unscd. Notes
|
2.94
|
1/21/2033
|
|
295,000
|
262,255
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Banks — 5.2% (continued)
|
|||||
|
Morgan Stanley, Sr. Unscd. Notes
|
3.22
|
4/22/2042
|
|
50,000
|
36,776
|
|
Morgan Stanley, Sr. Unscd. Notes
|
3.59
|
7/22/2028
|
|
316,000
|
312,616
|
|
Morgan Stanley, Sr. Unscd. Notes
|
3.62
|
4/1/2031
|
|
125,000
|
118,954
|
|
Morgan Stanley, Sr. Unscd. Notes
|
3.77
|
1/24/2029
|
|
492,000
|
485,204
|
|
Morgan Stanley, Sr. Unscd. Notes
|
3.97
|
7/22/2038
|
|
400,000
|
341,404
|
|
Morgan Stanley, Sr. Unscd. Notes
|
4.24
|
1/9/2030
|
|
700,000
|
688,309
|
|
Morgan Stanley, Sr. Unscd. Notes
|
4.30
|
1/27/2045
|
|
425,000
|
342,719
|
|
Morgan Stanley, Sr. Unscd. Notes
|
4.38
|
1/22/2047
|
|
179,000
|
143,084
|
|
Morgan Stanley, Sr. Unscd. Notes
|
4.43
|
1/23/2030
|
|
285,000
|
281,872
|
|
Morgan Stanley, Sr. Unscd. Notes
|
4.46
|
4/22/2039
|
|
210,000
|
187,214
|
|
Morgan Stanley, Sr. Unscd. Notes
|
4.71
|
3/12/2032
|
|
600,000
|
586,564
|
|
Morgan Stanley, Sr. Unscd. Notes
|
4.81
|
4/16/2032
|
|
1,000,000
|
981,081
|
|
Morgan Stanley, Sr. Unscd. Notes
|
4.89
|
7/20/2033
|
|
290,000
|
284,336
|
|
Morgan Stanley, Sr. Unscd. Notes
|
5.07
|
1/30/2037
|
|
200,000
|
191,137
|
|
Morgan Stanley, Sr. Unscd. Notes
|
5.16
|
4/20/2029
|
|
245,000
|
246,292
|
|
Morgan Stanley, Sr. Unscd. Notes
|
5.25
|
4/21/2034
|
|
542,000
|
536,554
|
|
Morgan Stanley, Sr. Unscd. Notes
|
5.45
|
7/20/2029
|
|
45,000
|
45,490
|
|
Morgan Stanley, Sr. Unscd. Notes
|
5.47
|
1/18/2035
|
|
70,000
|
69,816
|
|
Morgan Stanley, Sr. Unscd. Notes
|
5.52
|
11/19/2055
|
|
295,000
|
270,137
|
|
Morgan Stanley, Sr. Unscd. Notes
|
6.30
|
10/18/2028
|
|
190,000
|
193,503
|
|
Morgan Stanley, Sr. Unscd. Notes
|
6.34
|
10/18/2033
|
|
285,000
|
299,700
|
|
Morgan Stanley, Sr. Unscd. Notes
|
6.38
|
7/24/2042
|
|
574,000
|
598,931
|
|
Morgan Stanley, Sr. Unscd. Notes
|
6.41
|
11/1/2029
|
|
300,000
|
309,620
|
|
Morgan Stanley, Sr. Unscd. Notes
|
6.63
|
11/1/2034
|
|
140,000
|
149,381
|
|
Morgan Stanley, Sub. Notes
|
5.30
|
4/20/2037
|
|
255,000
|
250,567
|
|
Morgan Stanley, Sub. Notes
|
5.95
|
1/19/2038
|
|
500,000
|
506,369
|
|
Morgan Stanley Bank NA, Sr. Unscd. Notes
|
4.79
|
5/10/2030
|
|
500,000
|
498,028
|
|
Morgan Stanley Private Bank NA, Sr. Unscd. Notes
|
4.20
|
11/17/2028
|
|
300,000
|
298,190
|
|
Morgan Stanley Private Bank NA, Sr. Unscd. Notes
|
4.73
|
7/18/2031
|
|
350,000
|
345,530
|
|
National Australia Bank Ltd., Sr. Unscd. Notes
|
4.79
|
1/10/2029
|
|
375,000
|
377,291
|
|
NatWest Group PLC, Sr. Unscd. Notes
|
4.96
|
8/15/2030
|
|
400,000
|
399,786
|
|
NatWest Group PLC, Sr. Unscd. Notes
|
5.12
|
5/23/2031
|
|
250,000
|
249,810
|
|
NatWest Group PLC, Sr. Unscd. Notes
|
5.81
|
9/13/2029
|
|
250,000
|
254,814
|
|
Northern Trust Corp., Sr. Unscd. Notes
|
1.95
|
5/1/2030
|
|
25,000
|
22,595
|
|
Northern Trust Corp., Sr. Unscd. Notes
|
3.15
|
5/3/2029
|
|
65,000
|
62,564
|
|
Northern Trust Corp., Sr. Unscd. Notes
|
4.15
|
11/19/2030
|
|
200,000
|
195,097
|
|
Northern Trust Corp., Sub. Notes
|
5.12
|
11/19/2040
|
|
200,000
|
191,257
|
|
Northern Trust Corp., Sub. Notes
|
6.13
|
11/2/2032
|
|
20,000
|
21,114
|
|
Oesterreichische Kontrollbank AG, Govt. Gtd. Bonds
|
4.25
|
3/1/2028
|
|
65,000
|
64,914
|
|
Old National Bancorp, Sub. Notes
|
5.77
|
2/15/2036
|
|
50,000
|
49,574
|
|
Pinnacle Bank, Sr. Unscd. Notes
|
5.63
|
2/15/2028
|
|
65,000
|
65,435
|
|
PNC Bank NA, Sub. Notes
|
2.70
|
10/22/2029
|
|
75,000
|
69,977
|
|
Regions Banks, Sub. Notes
|
6.45
|
6/26/2037
|
|
65,000
|
67,514
|
|
Regions Financial Corp., Sr. Unscd. Notes
|
1.80
|
8/12/2028
|
|
47,000
|
44,373
|
|
Regions Financial Corp., Sr. Unscd. Notes
|
5.50
|
9/6/2035
|
|
250,000
|
247,127
|
|
Royal Bank of Canada, Sr. Unscd. Notes
|
2.30
|
11/3/2031
|
|
374,000
|
329,441
|
|
Royal Bank of Canada, Sr. Unscd. Notes
|
3.88
|
5/4/2032
|
|
36,000
|
33,972
|
|
Royal Bank of Canada, Sr. Unscd. Notes
|
4.24
|
8/3/2027
|
|
200,000
|
199,862
|
|
Royal Bank of Canada, Sr. Unscd. Notes
|
4.61
|
5/3/2032
|
|
500,000
|
489,469
|
|
Royal Bank of Canada, Sr. Unscd. Notes
|
4.97
|
8/2/2030
|
|
500,000
|
501,208
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Banks — 5.2% (continued)
|
|||||
|
Royal Bank of Canada, Sr. Unscd. Notes
|
5.00
|
2/1/2033
|
|
150,000
|
148,738
|
|
Royal Bank of Canada, Sr. Unscd. Notes
|
5.20
|
8/1/2028
|
|
235,000
|
237,848
|
|
Royal Bank of Canada, Sr. Unscd. Notes
|
6.00
|
11/1/2027
|
|
200,000
|
203,747
|
|
Santander Holdings USA, Inc., Sr. Unscd. Bonds
|
7.66
|
11/9/2031
|
|
140,000
|
151,850
|
|
Santander Holdings USA, Inc., Sr. Unscd. Notes
|
6.50
|
3/9/2029
|
|
137,000
|
140,155
|
|
Santander Holdings USA, Inc., Sr. Unscd. Notes
|
6.57
|
6/12/2029
|
|
137,000
|
140,788
|
|
Santander UK Group Holdings PLC, Sr. Unscd. Notes
|
2.90
|
3/15/2032
|
|
125,000
|
112,787
|
|
Santander UK Group Holdings PLC, Sr. Unscd. Notes
|
4.32
|
9/22/2029
|
|
200,000
|
197,501
|
|
Santander UK Group Holdings PLC, Sr. Unscd. Notes
|
5.14
|
9/22/2036
|
|
200,000
|
190,698
|
|
Simmons First National Corp., Sub. Notes
|
6.25
|
10/1/2035
|
|
115,000
|
115,313
|
|
SouthState Bank Corp., Sub. Notes
|
7.00
|
6/13/2035
|
|
200,000
|
207,274
|
|
Standard Chartered Bank, Sr. Unscd. Notes
|
4.85
|
12/3/2027
|
|
510,000
|
512,530
|
|
State Street Bank & Trust Co., Sr. Unscd. Notes
|
4.78
|
11/23/2029
|
|
50,000
|
50,174
|
|
State Street Corp., Sr. Unscd. Notes
|
2.62
|
2/7/2033
|
|
27,000
|
23,840
|
|
State Street Corp., Sr. Unscd. Notes
|
3.15
|
3/30/2031
|
|
125,000
|
117,850
|
|
State Street Corp., Sr. Unscd. Notes
|
4.16
|
8/4/2033
|
|
50,000
|
47,458
|
|
State Street Corp., Sr. Unscd. Notes
|
4.53
|
2/20/2029
|
|
190,000
|
189,840
|
|
State Street Corp., Sr. Unscd. Notes
|
4.82
|
1/26/2034
|
|
200,000
|
195,686
|
|
State Street Corp., Sr. Unscd. Notes
|
5.16
|
5/18/2034
|
|
573,000
|
570,105
|
|
State Street Corp., Sr. Unscd. Notes
|
5.68
|
11/21/2029
|
|
50,000
|
51,076
|
|
State Street Corp., Sr. Unscd. Notes
|
5.82
|
11/4/2028
|
|
365,000
|
370,542
|
|
State Street Corp., Sub. Notes
|
2.20
|
3/3/2031
|
|
245,000
|
216,612
|
|
State Street Corp., Sub. Notes
|
3.03
|
11/1/2034
|
|
100,000
|
93,419
|
|
State Street Corp., Sub. Notes
|
6.12
|
11/21/2034
|
|
50,000
|
51,957
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes
|
3.35
|
10/18/2027
|
|
125,000
|
123,227
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes
|
4.49
|
1/15/2032
|
|
885,000
|
860,780
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes
|
5.05
|
1/15/2037
|
|
250,000
|
239,865
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes
|
5.25
|
7/8/2036
|
|
266,000
|
260,597
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes(a)
|
5.52
|
1/13/2028
|
|
280,000
|
283,586
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes
|
5.56
|
7/9/2034
|
|
276,000
|
277,731
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes
|
5.72
|
9/14/2028
|
|
285,000
|
290,447
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes
|
5.77
|
1/13/2033
|
|
59,000
|
60,405
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes
|
5.80
|
7/13/2028
|
|
325,000
|
331,764
|
|
Sumitomo Mitsui Financial Group, Inc., Sub. Notes
|
5.80
|
7/8/2046
|
|
94,000
|
89,260
|
|
Sumitomo Mitsui Financial Group, Inc., Sub. Notes
|
5.84
|
7/9/2044
|
|
65,000
|
62,824
|
|
Sumitomo Mitsui Financial Group, Inc., Sub. Notes
|
6.18
|
7/13/2043
|
|
50,000
|
51,009
|
|
Synchrony Bank, Sr. Unscd. Notes
|
5.63
|
8/23/2027
|
|
250,000
|
252,363
|
|
The Bank of Nova Scotia, Sr. Unscd. Notes
|
4.04
|
9/15/2028
|
|
100,000
|
99,366
|
|
The Bank of Nova Scotia, Sr. Unscd. Notes
|
4.74
|
11/10/2032
|
|
250,000
|
244,994
|
|
The Bank of Nova Scotia, Sr. Unscd. Notes
|
4.85
|
2/1/2030
|
|
122,000
|
121,918
|
|
The Bank of Nova Scotia, Sr. Unscd. Notes
|
5.25
|
6/12/2028
|
|
240,000
|
243,038
|
|
The Bank of Nova Scotia, Sr. Unscd. Notes
|
5.65
|
2/1/2034
|
|
111,000
|
113,046
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Bonds
|
4.22
|
5/1/2029
|
|
180,000
|
178,162
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
2.38
|
7/21/2032
|
|
220,000
|
192,239
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
2.60
|
2/7/2030
|
|
735,000
|
678,842
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
2.62
|
4/22/2032
|
|
430,000
|
382,560
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
2.65
|
10/21/2032
|
|
220,000
|
193,336
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
2.91
|
7/21/2042
|
|
509,000
|
354,080
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
3.10
|
2/24/2033
|
|
180,000
|
160,868
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
3.21
|
4/22/2042
|
|
150,000
|
108,701
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Banks — 5.2% (continued)
|
|||||
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
3.44
|
2/24/2043
|
|
178,000
|
130,303
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
3.80
|
3/15/2030
|
|
627,000
|
602,248
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
3.81
|
4/23/2029
|
|
475,000
|
467,269
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
4.15
|
1/21/2029
|
|
1,050,000
|
1,040,122
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
4.37
|
10/21/2031
|
|
652,000
|
630,974
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
4.41
|
4/23/2039
|
|
165,000
|
144,762
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
4.52
|
1/21/2032
|
|
200,000
|
194,150
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
4.69
|
10/23/2030
|
|
300,000
|
296,611
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
4.75
|
10/21/2045
|
|
154,000
|
129,012
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
4.94
|
10/21/2036
|
|
500,000
|
473,149
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.07
|
1/21/2037
|
|
100,000
|
95,304
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.21
|
1/28/2031
|
|
500,000
|
501,103
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.22
|
4/23/2031
|
|
400,000
|
400,678
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.33
|
7/23/2035
|
|
260,000
|
255,646
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.54
|
1/21/2047
|
|
655,000
|
602,699
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.85
|
4/25/2035
|
|
95,000
|
96,589
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
6.25
|
2/1/2041
|
|
681,000
|
700,345
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
6.48
|
10/24/2029
|
|
238,000
|
245,558
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
6.56
|
10/24/2034
|
|
30,000
|
31,858
|
|
The Goldman Sachs Group, Inc., Sub. Notes
|
5.15
|
5/22/2045
|
|
480,000
|
418,195
|
|
The Goldman Sachs Group, Inc., Sub. Notes
|
6.45
|
5/1/2036
|
|
176,000
|
183,626
|
|
The Goldman Sachs Group, Inc., Sub. Notes
|
6.75
|
10/1/2037
|
|
77,000
|
81,731
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Bonds
|
5.37
|
7/21/2036
|
|
100,000
|
98,757
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
2.31
|
4/23/2032
|
|
115,000
|
101,561
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
2.55
|
1/22/2030
|
|
317,000
|
293,232
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
3.45
|
4/23/2029
|
|
108,000
|
104,595
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
4.81
|
10/21/2032
|
|
270,000
|
265,619
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
5.07
|
1/24/2034
|
|
259,000
|
254,995
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
5.35
|
12/2/2028
|
|
115,000
|
116,012
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
5.49
|
5/14/2030
|
|
500,000
|
507,677
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
5.58
|
6/12/2029
|
|
45,000
|
45,663
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
5.58
|
1/29/2036
|
|
85,000
|
85,348
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
5.94
|
8/18/2034
|
|
295,000
|
304,899
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
6.88
|
10/20/2034
|
|
50,000
|
54,221
|
|
The PNC Financial Services Group, Inc., Sub. Notes
|
4.63
|
6/6/2033
|
|
54,000
|
51,711
|
|
The PNC Financial Services Group, Inc., Sub. Notes
|
5.42
|
1/25/2041
|
|
50,000
|
47,846
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes(a)
|
2.00
|
9/10/2031
|
|
95,000
|
83,109
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes
|
2.45
|
1/12/2032
|
|
50,000
|
43,926
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes
|
3.20
|
3/10/2032
|
|
55,000
|
50,047
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes(a)
|
4.11
|
10/13/2028
|
|
250,000
|
246,983
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes
|
4.46
|
6/8/2032
|
|
110,000
|
106,651
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes
|
4.69
|
9/15/2027
|
|
153,000
|
153,257
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes
|
4.87
|
4/22/2033
|
|
800,000
|
781,664
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes
|
4.93
|
10/15/2035
|
|
250,000
|
239,868
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes
|
5.16
|
1/10/2028
|
|
80,000
|
80,598
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes
|
5.52
|
7/17/2028
|
|
96,000
|
97,541
|
|
Truist Bank, Sr. Unscd. Notes
|
4.14
|
10/23/2029
|
|
250,000
|
246,247
|
|
Truist Financial Corp., Sr. Unscd. Notes
|
1.13
|
8/3/2027
|
|
450,000
|
436,067
|
|
Truist Financial Corp., Sr. Unscd. Notes
|
4.60
|
1/27/2032
|
|
500,000
|
488,010
|
|
Truist Financial Corp., Sr. Unscd. Notes
|
5.07
|
5/20/2031
|
|
25,000
|
24,996
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Banks — 5.2% (continued)
|
|||||
|
Truist Financial Corp., Sr. Unscd. Notes
|
5.87
|
6/8/2034
|
|
70,000
|
71,496
|
|
Truist Financial Corp., Sr. Unscd. Notes
|
6.12
|
10/28/2033
|
|
390,000
|
405,775
|
|
Truist Financial Corp., Sr. Unscd. Notes, Ser. I
|
4.68
|
4/23/2032
|
|
200,000
|
195,353
|
|
Truist Financial Corp., Sub. Notes
|
4.92
|
7/28/2033
|
|
127,000
|
122,965
|
|
U.S. Bancorp, Sr. Unscd. Notes
|
4.65
|
2/1/2029
|
|
187,000
|
186,894
|
|
U.S. Bancorp, Sr. Unscd. Notes
|
4.84
|
2/1/2034
|
|
199,000
|
192,930
|
|
U.S. Bancorp, Sr. Unscd. Notes
|
5.05
|
2/12/2031
|
|
250,000
|
250,112
|
|
U.S. Bancorp, Sr. Unscd. Notes
|
5.08
|
5/15/2031
|
|
250,000
|
250,394
|
|
U.S. Bancorp, Sr. Unscd. Notes
|
5.78
|
6/12/2029
|
|
170,000
|
173,123
|
|
U.S. Bancorp, Sr. Unscd. Notes
|
5.85
|
10/21/2033
|
|
310,000
|
319,365
|
|
U.S. Bancorp, Sub. Notes
|
5.72
|
5/20/2041
|
|
300,000
|
292,706
|
|
UBS Group AG, Sr. Unscd. Notes
|
4.50
|
6/26/2048
|
|
250,000
|
205,693
|
|
Wachovia Corp., Sub. Debs.
|
5.50
|
8/1/2035
|
|
210,000
|
208,004
|
|
Webster Financial Corp., Sr. Unscd. Notes
|
4.10
|
3/25/2029
|
|
135,000
|
131,547
|
|
Webster Financial Corp., Sub. Notes
|
5.78
|
9/11/2035
|
|
230,000
|
230,271
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
2.57
|
2/11/2031
|
|
220,000
|
202,620
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
2.88
|
10/30/2030
|
|
575,000
|
539,625
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
3.35
|
3/2/2033
|
|
865,000
|
786,602
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
3.90
|
5/1/2045
|
|
235,000
|
178,025
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
4.08
|
9/15/2029
|
|
1,000,000
|
985,011
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
4.15
|
1/24/2029
|
|
180,000
|
177,718
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
4.48
|
4/4/2031
|
|
360,000
|
353,739
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
4.89
|
9/15/2036
|
|
200,000
|
191,420
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
4.90
|
7/25/2033
|
|
420,000
|
412,515
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
4.97
|
4/23/2029
|
|
595,000
|
597,258
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
5.01
|
4/4/2051
|
|
894,000
|
767,126
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
5.39
|
4/24/2034
|
|
180,000
|
180,085
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
5.56
|
7/25/2034
|
|
126,000
|
127,045
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
6.30
|
10/23/2029
|
|
98,000
|
101,008
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
6.49
|
10/23/2034
|
|
235,000
|
249,636
|
|
Wells Fargo & Co., Sub. Notes
|
4.40
|
6/14/2046
|
|
151,000
|
117,932
|
|
Wells Fargo & Co., Sub. Notes
|
4.90
|
11/17/2045
|
|
130,000
|
109,149
|
|
Wells Fargo & Co., Sub. Notes
|
5.38
|
11/2/2043
|
|
560,000
|
508,712
|
|
Wells Fargo & Co., Sub. Notes
|
5.61
|
1/15/2044
|
|
400,000
|
371,607
|
|
Wells Fargo Bank NA, Sub. Notes
|
5.95
|
8/26/2036
|
|
50,000
|
51,113
|
|
Westpac Banking Corp., Sr. Unscd. Notes
|
1.95
|
11/20/2028
|
|
390,000
|
368,516
|
|
Westpac Banking Corp., Sr. Unscd. Notes
|
2.65
|
1/16/2030
|
|
50,000
|
46,812
|
|
Westpac Banking Corp., Sr. Unscd. Notes
|
3.40
|
1/25/2028
|
|
109,000
|
107,456
|
|
Westpac Banking Corp., Sr. Unscd. Notes
|
4.04
|
8/26/2027
|
|
400,000
|
398,575
|
|
Westpac Banking Corp., Sr. Unscd. Notes
|
4.35
|
7/1/2030
|
|
320,000
|
316,249
|
|
Westpac Banking Corp., Sr. Unscd. Notes
|
4.45
|
6/12/2031
|
|
250,000
|
245,934
|
|
Westpac Banking Corp., Sr. Unscd. Notes
|
5.46
|
11/18/2027
|
|
735,000
|
744,841
|
|
Westpac Banking Corp., Sr. Unscd. Notes
|
5.54
|
11/17/2028
|
|
50,000
|
51,116
|
|
Westpac Banking Corp., Sub. Notes
|
2.67
|
11/15/2035
|
|
45,000
|
40,254
|
|
Westpac Banking Corp., Sub. Notes
|
2.96
|
11/16/2040
|
|
41,000
|
29,443
|
|
Westpac Banking Corp., Sub. Notes
|
3.02
|
11/18/2036
|
|
50,000
|
44,236
|
|
Westpac Banking Corp., Sub. Notes
|
4.11
|
7/24/2034
|
|
50,000
|
48,569
|
|
Westpac Banking Corp., Sub. Notes
|
5.41
|
8/10/2033
|
|
50,000
|
49,924
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Banks — 5.2% (continued)
|
|||||
|
Westpac Banking Corp., Sub. Notes
|
6.82
|
11/17/2033
|
|
100,000
|
107,154
|
|
Zions Bancorp NA, Sub. Notes
|
6.82
|
11/19/2035
|
|
385,000
|
397,982
|
|
|
|
|
|
|
115,720,797
|
|
Beverage Products — .3%
|
|||||
|
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
4.70
|
2/1/2036
|
|
675,000
|
642,182
|
|
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
4.90
|
2/1/2046
|
|
586,000
|
512,399
|
|
Anheuser-Busch InBev Finance, Inc., Gtd. Notes
|
4.63
|
2/1/2044
|
|
100,000
|
85,461
|
|
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
4.38
|
4/15/2038
|
|
1,242,000
|
1,134,072
|
|
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
4.95
|
1/15/2042
|
|
25,000
|
22,799
|
|
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes(a)
|
5.80
|
1/23/2059
|
|
200,000
|
193,811
|
|
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
8.00
|
11/15/2039
|
|
25,000
|
30,385
|
|
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
8.20
|
1/15/2039
|
|
25,000
|
30,656
|
|
Coca-Cola Femsa SAB de CV, Gtd. Notes
|
5.25
|
11/26/2043
|
|
250,000
|
232,596
|
|
Constellation Brands, Inc., Gtd. Notes
|
3.15
|
8/1/2029
|
|
135,000
|
128,562
|
|
Constellation Brands, Inc., Gtd. Notes
|
4.65
|
11/15/2028
|
|
50,000
|
49,894
|
|
Constellation Brands, Inc., Gtd. Notes
|
5.25
|
11/15/2048
|
|
180,000
|
159,360
|
|
Constellation Brands, Inc., Sr. Unscd. Notes
|
2.25
|
8/1/2031
|
|
150,000
|
131,223
|
|
Diageo Capital PLC, Gtd. Notes
|
5.63
|
10/5/2033
|
|
236,000
|
241,553
|
|
Diageo Investment Corp., Gtd. Notes
|
7.45
|
4/15/2035
|
|
40,000
|
45,904
|
|
Keurig Dr. Pepper, Inc., Gtd. Notes
|
3.20
|
5/1/2030
|
|
63,000
|
58,946
|
|
Keurig Dr. Pepper, Inc., Gtd. Notes
|
3.95
|
4/15/2029
|
|
235,000
|
229,448
|
|
Keurig Dr. Pepper, Inc., Gtd. Notes
|
4.50
|
11/15/2045
|
|
47,000
|
37,311
|
|
Keurig Dr. Pepper, Inc., Gtd. Notes
|
4.60
|
5/25/2028
|
|
100,000
|
99,825
|
|
Keurig Dr. Pepper, Inc., Gtd. Notes
|
5.30
|
3/15/2034
|
|
215,000
|
212,237
|
|
Molson Coors Beverage Co., Gtd. Notes(a)
|
5.00
|
5/1/2042
|
|
105,000
|
91,916
|
|
PepsiCo, Inc., Sr. Unscd. Notes
|
1.40
|
2/25/2031
|
|
68,000
|
58,846
|
|
PepsiCo, Inc., Sr. Unscd. Notes
|
3.38
|
7/29/2049
|
|
510,000
|
346,850
|
|
PepsiCo, Inc., Sr. Unscd. Notes
|
3.45
|
10/6/2046
|
|
50,000
|
35,645
|
|
PepsiCo, Inc., Sr. Unscd. Notes
|
3.50
|
3/19/2040
|
|
20,000
|
16,135
|
|
PepsiCo, Inc., Sr. Unscd. Notes
|
3.60
|
2/18/2028
|
|
70,000
|
69,202
|
|
PepsiCo, Inc., Sr. Unscd. Notes
|
3.60
|
8/13/2042
|
|
25,000
|
19,309
|
|
PepsiCo, Inc., Sr. Unscd. Notes
|
4.20
|
7/18/2052
|
|
70,000
|
54,527
|
|
PepsiCo, Inc., Sr. Unscd. Notes
|
4.45
|
2/7/2028
|
|
586,000
|
586,538
|
|
PepsiCo, Inc., Sr. Unscd. Notes
|
4.65
|
7/23/2032
|
|
50,000
|
49,677
|
|
PepsiCo, Inc., Sr. Unscd. Notes(a)
|
5.00
|
2/7/2035
|
|
200,000
|
197,574
|
|
PepsiCo, Inc., Sr. Unscd. Notes(a)
|
5.00
|
7/23/2035
|
|
200,000
|
197,281
|
|
The Coca-Cola Company, Sr. Unscd. Notes
|
1.38
|
3/15/2031
|
|
290,000
|
251,241
|
|
The Coca-Cola Company, Sr. Unscd. Notes
|
1.65
|
6/1/2030
|
|
79,000
|
70,869
|
|
The Coca-Cola Company, Sr. Unscd. Notes
|
2.00
|
3/5/2031
|
|
86,000
|
76,629
|
|
The Coca-Cola Company, Sr. Unscd. Notes
|
2.50
|
6/1/2040
|
|
220,000
|
156,774
|
|
The Coca-Cola Company, Sr. Unscd. Notes
|
2.50
|
3/15/2051
|
|
175,000
|
98,691
|
|
The Coca-Cola Company, Sr. Unscd. Notes
|
3.00
|
3/5/2051
|
|
120,000
|
75,390
|
|
The Coca-Cola Company, Sr. Unscd. Notes(a)
|
4.65
|
8/14/2034
|
|
500,000
|
492,682
|
|
|
|
|
|
|
7,224,400
|
|
Building Materials — .1%
|
|||||
|
Carrier Global Corp., Sr. Unscd. Notes
|
2.70
|
2/15/2031
|
|
50,000
|
45,484
|
|
Carrier Global Corp., Sr. Unscd. Notes
|
2.72
|
2/15/2030
|
|
246,000
|
228,485
|
|
Carrier Global Corp., Sr. Unscd. Notes
|
3.38
|
4/5/2040
|
|
400,000
|
309,735
|
|
Carrier Global Corp., Sr. Unscd. Notes
|
3.58
|
4/5/2050
|
|
67,000
|
46,164
|
|
Eagle Materials, Inc., Gtd. Notes
|
5.00
|
3/15/2036
|
|
265,000
|
249,622
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Building Materials — .1% (continued)
|
|||||
|
Fortune Brands Innovations, Inc., Sr. Unscd. Notes
|
4.50
|
3/25/2052
|
|
25,000
|
19,564
|
|
Johnson Controls International PLC, Sr. Unscd. Notes
|
4.50
|
2/15/2047
|
|
200,000
|
163,970
|
|
Lennox International, Inc., Gtd. Notes
|
5.50
|
9/15/2028
|
|
74,000
|
75,044
|
|
Martin Marietta Materials, Inc., Sr. Unscd. Notes
|
3.20
|
7/15/2051
|
|
45,000
|
27,970
|
|
Martin Marietta Materials, Inc., Sr. Unscd. Notes
|
4.25
|
12/15/2047
|
|
65,000
|
49,945
|
|
Martin Marietta Materials, Inc., Sr. Unscd. Notes
|
5.50
|
12/1/2054
|
|
300,000
|
271,115
|
|
Masco Corp., Sr. Unscd. Notes
|
2.00
|
10/1/2030
|
|
345,000
|
305,781
|
|
Mohawk Industries, Inc., Sr. Unscd. Notes
|
5.85
|
9/18/2028
|
|
290,000
|
295,896
|
|
Owens Corning, Sr. Unscd. Notes
|
3.88
|
6/1/2030
|
|
70,000
|
67,197
|
|
Owens Corning, Sr. Unscd. Notes
|
4.30
|
7/15/2047
|
|
290,000
|
225,270
|
|
Trane Technologies Financing Ltd., Gtd. Notes
|
3.80
|
3/21/2029
|
|
250,000
|
244,451
|
|
Trane Technologies Holdco, Inc., Gtd. Notes
|
4.30
|
2/21/2048
|
|
80,000
|
63,748
|
|
Trane Technologies Holdco, Inc., Gtd. Notes
|
5.75
|
6/15/2043
|
|
26,000
|
25,859
|
|
Vulcan Materials Co., Sr. Unscd. Notes
|
4.70
|
3/1/2048
|
|
65,000
|
53,838
|
|
Vulcan Materials Co., Sr. Unscd. Notes
|
5.70
|
12/1/2054
|
|
200,000
|
187,581
|
|
|
|
|
|
|
2,956,719
|
|
Chemicals — .3%
|
|||||
|
Air Products & Chemicals, Inc., Sr. Unscd. Notes
|
2.05
|
5/15/2030
|
|
31,000
|
28,088
|
|
Air Products & Chemicals, Inc., Sr. Unscd. Notes
|
2.70
|
5/15/2040
|
|
74,000
|
53,316
|
|
Air Products & Chemicals, Inc., Sr. Unscd. Notes
|
4.60
|
2/8/2029
|
|
100,000
|
99,936
|
|
Air Products & Chemicals, Inc., Sr. Unscd. Notes
|
4.85
|
2/8/2034
|
|
245,000
|
240,606
|
|
CF Industries, Inc., Gtd. Notes
|
4.95
|
6/1/2043
|
|
280,000
|
244,664
|
|
CF Industries, Inc., Gtd. Notes
|
5.15
|
3/15/2034
|
|
70,000
|
68,519
|
|
CF Industries, Inc., Gtd. Notes
|
5.38
|
3/15/2044
|
|
60,000
|
54,797
|
|
DuPont de Nemours, Inc., Sr. Unscd. Notes(b)
|
4.73
|
11/15/2028
|
|
715,000
|
713,237
|
|
Eastman Chemical Co., Sr. Unscd. Notes
|
4.65
|
10/15/2044
|
|
195,000
|
160,683
|
|
Eastman Chemical Co., Sr. Unscd. Notes
|
4.80
|
9/1/2042
|
|
100,000
|
86,006
|
|
Eastman Chemical Co., Sr. Unscd. Notes
|
5.63
|
2/20/2034
|
|
100,000
|
100,195
|
|
Ecolab, Inc., Sr. Unscd. Notes
|
1.30
|
1/30/2031
|
|
195,000
|
167,086
|
|
Ecolab, Inc., Sr. Unscd. Notes
|
2.13
|
2/1/2032
|
|
20,000
|
17,314
|
|
Ecolab, Inc., Sr. Unscd. Notes
|
3.95
|
12/1/2047
|
|
10,000
|
7,622
|
|
Ecolab, Inc., Sr. Unscd. Notes
|
4.80
|
3/24/2030
|
|
35,000
|
34,974
|
|
Ecolab, Inc., Sr. Unscd. Notes
|
5.25
|
1/15/2028
|
|
155,000
|
156,532
|
|
Ecolab, Inc., Sr. Unscd. Notes
|
5.35
|
6/15/2036
|
|
500,000
|
498,713
|
|
EIDP, Inc., Sr. Unscd. Notes
|
4.80
|
5/15/2033
|
|
29,000
|
28,148
|
|
International Flavors & Fragrances, Inc., Sr. Unscd. Notes
|
5.00
|
9/26/2048
|
|
69,000
|
58,287
|
|
Linde, Inc., Gtd. Notes
|
2.00
|
8/10/2050
|
|
130,000
|
65,741
|
|
LYB International Finance III LLC, Gtd. Notes
|
3.38
|
10/1/2040
|
|
185,000
|
133,247
|
|
LYB International Finance III LLC, Gtd. Notes
|
3.80
|
10/1/2060
|
|
289,000
|
175,926
|
|
LYB International Finance III LLC, Gtd. Notes
|
4.20
|
5/1/2050
|
|
265,000
|
186,329
|
|
LyondellBasell Industries NV, Sr. Unscd. Bonds(a)
|
4.63
|
2/26/2055
|
|
21,000
|
15,459
|
|
NewMarket Corp., Sr. Unscd. Notes
|
2.70
|
3/18/2031
|
|
25,000
|
22,471
|
|
Nutrien Ltd., Sr. Unscd. Notes
|
2.95
|
5/13/2030
|
|
78,000
|
72,675
|
|
Nutrien Ltd., Sr. Unscd. Notes
|
4.13
|
3/15/2035
|
|
100,000
|
90,404
|
|
Nutrien Ltd., Sr. Unscd. Notes
|
4.20
|
4/1/2029
|
|
20,000
|
19,708
|
|
Nutrien Ltd., Sr. Unscd. Notes
|
5.40
|
6/21/2034
|
|
500,000
|
500,307
|
|
Rohm and Haas Co., Sr. Unscd. Notes
|
7.85
|
7/15/2029
|
|
510,000
|
551,591
|
|
RPM International, Inc., Sr. Unscd. Notes
|
4.55
|
3/1/2029
|
|
65,000
|
64,520
|
|
The Dow Chemical Company, Sr. Unscd. Bonds
|
7.38
|
11/1/2029
|
|
138,000
|
148,323
|
|
The Dow Chemical Company, Sr. Unscd. Notes
|
4.38
|
11/15/2042
|
|
110,000
|
86,919
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Chemicals — .3% (continued)
|
|||||
|
The Dow Chemical Company, Sr. Unscd. Notes
|
4.63
|
10/1/2044
|
|
332,000
|
263,086
|
|
The Dow Chemical Company, Sr. Unscd. Notes
|
4.80
|
5/15/2049
|
|
50,000
|
38,611
|
|
The Dow Chemical Company, Sr. Unscd. Notes
|
5.25
|
11/15/2041
|
|
313,000
|
277,417
|
|
The Mosaic Company, Sr. Unscd. Notes
|
4.88
|
11/15/2041
|
|
10,000
|
8,710
|
|
The Sherwin-Williams Company, Sr. Unscd. Notes
|
2.30
|
5/15/2030
|
|
36,000
|
32,739
|
|
The Sherwin-Williams Company, Sr. Unscd. Notes
|
2.95
|
8/15/2029
|
|
229,000
|
217,100
|
|
The Sherwin-Williams Company, Sr. Unscd. Notes
|
3.30
|
5/15/2050
|
|
85,000
|
54,953
|
|
The Sherwin-Williams Company, Sr. Unscd. Notes
|
4.00
|
12/15/2042
|
|
40,000
|
31,502
|
|
The Sherwin-Williams Company, Sr. Unscd. Notes
|
4.50
|
6/1/2047
|
|
25,000
|
20,276
|
|
Westlake Corp., Sr. Unscd. Notes
|
4.38
|
11/15/2047
|
|
340,000
|
251,959
|
|
|
|
|
|
|
6,148,696
|
|
Commercial & Professional Services — .2%
|
|||||
|
Brown University, Bonds, Ser. A
|
2.92
|
9/1/2050
|
|
130,000
|
81,935
|
|
California Institute of Technology, Sr. Unscd. Bonds
|
4.70
|
11/1/2111
|
|
35,000
|
26,747
|
|
Duke University, Unscd. Bonds, Ser. 2020
|
2.83
|
10/1/2055
|
|
225,000
|
134,011
|
|
Emory University, Unscd. Notes, Ser. 2020
|
2.14
|
9/1/2030
|
|
115,000
|
104,024
|
|
Equifax, Inc., Sr. Unscd. Notes(a)
|
2.35
|
9/15/2031
|
|
100,000
|
87,143
|
|
Equifax, Inc., Sr. Unscd. Notes
|
5.10
|
6/1/2028
|
|
434,000
|
436,317
|
|
Global Payments, Inc., Sr. Unscd. Notes
|
3.20
|
8/15/2029
|
|
203,000
|
191,525
|
|
Global Payments, Inc., Sr. Unscd. Notes
|
4.95
|
8/15/2027
|
|
25,000
|
25,073
|
|
Global Payments, Inc., Sr. Unscd. Notes
|
5.30
|
8/15/2029
|
|
50,000
|
50,062
|
|
Global Payments, Inc., Sr. Unscd. Notes
|
5.40
|
8/15/2032
|
|
40,000
|
39,405
|
|
Global Payments, Inc., Sr. Unscd. Notes(a)
|
5.95
|
8/15/2052
|
|
250,000
|
226,510
|
|
Massachusetts Institute of Technology, Unscd. Bonds
|
3.96
|
7/1/2038
|
|
25,000
|
22,450
|
|
Massachusetts Institute of Technology, Unscd. Notes
|
3.07
|
4/1/2052
|
|
400,000
|
256,440
|
|
Moody’s Corp., Sr. Unscd. Notes
|
3.25
|
1/15/2028
|
|
150,000
|
147,581
|
|
Moody’s Corp., Sr. Unscd. Notes
|
4.88
|
12/17/2048
|
|
75,000
|
63,017
|
|
Moody’s Corp., Sr. Unscd. Notes
|
5.00
|
8/5/2034
|
|
200,000
|
195,713
|
|
Northwestern University, Unscd. Bonds
|
4.64
|
12/1/2044
|
|
65,000
|
59,806
|
|
Northwestern University, Unscd. Bonds, Ser. 2017
|
3.66
|
12/1/2057
|
|
200,000
|
139,235
|
|
PayPal Holdings, Inc., Sr. Unscd. Notes
|
2.85
|
10/1/2029
|
|
100,000
|
94,233
|
|
PayPal Holdings, Inc., Sr. Unscd. Notes(a)
|
4.40
|
6/1/2032
|
|
84,000
|
80,769
|
|
PayPal Holdings, Inc., Sr. Unscd. Notes
|
5.50
|
6/1/2054
|
|
120,000
|
106,505
|
|
PayPal Holdings, Inc., Sr. Unscd. Notes
|
5.55
|
6/1/2036
|
|
500,000
|
491,265
|
|
President & Fellows of Harvard College, Unscd. Bonds
|
5.26
|
3/15/2036
|
|
50,000
|
50,644
|
|
Quanta Services, Inc., Sr. Unscd. Notes
|
3.05
|
10/1/2041
|
|
55,000
|
39,367
|
|
Quanta Services, Inc., Sr. Unscd. Notes
|
5.25
|
8/9/2034
|
|
135,000
|
133,427
|
|
RELX Capital, Inc., Gtd. Notes
|
4.00
|
3/18/2029
|
|
99,000
|
97,129
|
|
S&P Global, Inc., Gtd. Notes
|
1.25
|
8/15/2030
|
|
10,000
|
8,680
|
|
S&P Global, Inc., Gtd. Notes
|
2.50
|
12/1/2029
|
|
467,000
|
434,402
|
|
S&P Global, Inc., Gtd. Notes
|
2.95
|
3/1/2029
|
|
180,000
|
172,361
|
|
S&P Global, Inc., Gtd. Notes
|
3.90
|
3/1/2062
|
|
130,000
|
88,860
|
|
S&P Global, Inc., Gtd. Notes
|
4.25
|
5/1/2029
|
|
120,000
|
118,490
|
|
The Ford Foundation, Unscd. Bonds, Ser. 2020
|
2.82
|
6/1/2070
|
|
43,000
|
22,845
|
|
The George Washington University, Unscd. Notes, Ser. 2014
|
4.30
|
9/15/2044
|
|
70,000
|
57,102
|
|
The Georgetown University, Sr. Unscd. Bonds
|
5.12
|
4/1/2053
|
|
50,000
|
44,159
|
|
The Georgetown University, Sr. Unscd. Bonds, Ser. 20A
|
2.94
|
4/1/2050
|
|
100,000
|
62,050
|
|
The Georgetown University, Unscd. Bonds, Ser. B
|
4.32
|
4/1/2049
|
|
50,000
|
39,684
|
|
The Johns Hopkins University, Sr. Unscd. Bonds, Ser. A(a)
|
2.81
|
1/1/2060
|
|
25,000
|
13,819
|
|
The Leland Stanford Junior University, Unscd. Bonds
|
2.41
|
6/1/2050
|
|
125,000
|
70,705
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Commercial & Professional Services — .2% (continued)
|
|||||
|
The Trustees of Princeton University, Unscd. Bonds, Ser. 2020
|
2.52
|
7/1/2050
|
|
50,000
|
29,733
|
|
The Trustees of the University of Pennsylvania, Unscd. Bonds, Ser. 2020
|
2.40
|
10/1/2050
|
|
60,000
|
33,573
|
|
The University of Chicago, Unscd. Bonds
|
4.00
|
10/1/2053
|
|
47,000
|
35,910
|
|
The University of Chicago, Unscd. Bonds, Ser. 20B
|
2.76
|
4/1/2045
|
|
130,000
|
100,759
|
|
The Washington University, Sr. Unscd. Bonds
|
4.35
|
4/15/2122
|
|
25,000
|
17,869
|
|
The Washington University, Sr. Unscd. Bonds, Ser. 2022
|
3.52
|
4/15/2054
|
|
125,000
|
87,003
|
|
Thomas Jefferson University, Scd. Bonds
|
3.85
|
11/1/2057
|
|
100,000
|
68,456
|
|
TR Finance LLC, Gtd. Notes
|
5.65
|
11/23/2043
|
|
50,000
|
47,345
|
|
University of Notre Dame du Lac, Unscd. Bonds, Ser. 2015
|
3.44
|
2/15/2045
|
|
30,000
|
22,370
|
|
University of Southern California, Unscd. Bonds, Ser. 2017
|
3.84
|
10/1/2047
|
|
75,000
|
58,066
|
|
Verisk Analytics, Inc., Sr. Unscd. Notes
|
3.63
|
5/15/2050
|
|
45,000
|
30,270
|
|
Verisk Analytics, Inc., Sr. Unscd. Notes
|
5.50
|
6/15/2045
|
|
50,000
|
45,749
|
|
William Marsh Rice University, Unscd. Bonds
|
3.57
|
5/15/2045
|
|
215,000
|
164,667
|
|
Yale University, Unscd. Bonds, Ser. 2020
|
1.48
|
4/15/2030
|
|
50,000
|
44,826
|
|
Yale University, Unscd. Bonds, Ser. 2020
|
2.40
|
4/15/2050
|
|
50,000
|
28,626
|
|
|
|
|
|
|
5,328,712
|
|
Consumer Discretionary — .2%
|
|||||
|
Choice Hotels International, Inc., Sr. Unscd. Notes
|
3.70
|
12/1/2029
|
|
120,000
|
115,033
|
|
Choice Hotels International, Inc., Sr. Unscd. Notes
|
3.70
|
1/15/2031
|
|
65,000
|
60,942
|
|
D.R. Horton, Inc., Gtd. Notes
|
5.50
|
10/15/2035
|
|
500,000
|
499,637
|
|
Hasbro, Inc., Sr. Unscd. Notes
|
3.90
|
11/19/2029
|
|
70,000
|
67,770
|
|
Hasbro, Inc., Sr. Unscd. Notes
|
6.05
|
5/14/2034
|
|
217,000
|
223,252
|
|
Hasbro, Inc., Sr. Unscd. Notes
|
6.35
|
3/15/2040
|
|
50,000
|
51,390
|
|
Hyatt Hotels Corp., Sr. Unscd. Notes
|
4.38
|
9/15/2028
|
|
50,000
|
49,537
|
|
Hyatt Hotels Corp., Sr. Unscd. Notes(a)
|
5.05
|
3/30/2028
|
|
100,000
|
100,367
|
|
Hyatt Hotels Corp., Sr. Unscd. Notes
|
5.75
|
4/23/2030
|
|
75,000
|
76,370
|
|
Hyatt Hotels Corp., Sr. Unscd. Notes
|
5.75
|
3/30/2032
|
|
106,000
|
107,888
|
|
Las Vegas Sands Corp., Sr. Unscd. Notes
|
3.90
|
8/8/2029
|
|
60,000
|
57,798
|
|
Las Vegas Sands Corp., Sr. Unscd. Notes
|
6.20
|
8/15/2034
|
|
130,000
|
131,309
|
|
Leggett & Platt, Inc., Sr. Unscd. Notes
|
3.50
|
11/15/2027
|
|
199,000
|
195,141
|
|
Lennar Corp., Gtd. Notes
|
4.75
|
11/29/2027
|
|
660,000
|
660,593
|
|
Marriott International, Inc., Sr. Unscd. Notes
|
4.80
|
3/15/2030
|
|
383,000
|
381,194
|
|
Marriott International, Inc., Sr. Unscd. Notes
|
5.35
|
3/15/2035
|
|
100,000
|
98,871
|
|
Marriott International, Inc., Sr. Unscd. Notes, Ser. AA
|
4.65
|
12/1/2028
|
|
95,000
|
94,868
|
|
Marriott International, Inc., Sr. Unscd. Notes, Ser. GG
|
3.50
|
10/15/2032
|
|
150,000
|
136,499
|
|
Mattel, Inc., Sr. Unscd. Notes
|
5.45
|
11/1/2041
|
|
25,000
|
22,446
|
|
Polaris, Inc., Sr. Unscd. Notes
|
5.60
|
3/1/2031
|
|
450,000
|
447,206
|
|
Polaris, Inc., Sr. Unscd. Notes
|
6.95
|
3/15/2029
|
|
100,000
|
104,183
|
|
PulteGroup, Inc., Gtd. Notes
|
6.00
|
2/15/2035
|
|
25,000
|
25,742
|
|
Sands China Ltd., Sr. Unscd. Notes
|
5.40
|
8/8/2028
|
|
204,000
|
205,121
|
|
Sekisui House US, Inc., Gtd. Notes
|
2.50
|
1/15/2031
|
|
342,000
|
299,397
|
|
Sekisui House US, Inc., Gtd. Notes
|
3.97
|
8/6/2061
|
|
240,000
|
150,018
|
|
W.W. Grainger, Inc., Sr. Unscd. Notes
|
4.20
|
5/15/2047
|
|
90,000
|
71,898
|
|
|
|
|
|
|
4,434,470
|
|
Consumer Durables & Apparel — .0%
|
|||||
|
NIKE, Inc., Sr. Unscd. Notes
|
3.88
|
11/1/2045
|
|
250,000
|
190,048
|
|
Ralph Lauren Corp., Sr. Unscd. Notes
|
2.95
|
6/15/2030
|
|
110,000
|
102,509
|
|
|
|
|
|
|
292,557
|
|
Consumer Staples — .2%
|
|||||
|
Avery Dennison Corp., Sr. Unscd. Notes
|
4.88
|
12/6/2028
|
|
130,000
|
130,290
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Consumer Staples — .2% (continued)
|
|||||
|
Colgate-Palmolive Co., Sr. Unscd. Notes
|
3.10
|
8/15/2027
|
|
470,000
|
464,371
|
|
Colgate-Palmolive Co., Sr. Unscd. Notes
|
3.70
|
8/1/2047
|
|
125,000
|
93,130
|
|
Haleon US Capital LLC, Gtd. Notes
|
3.38
|
3/24/2029
|
|
313,000
|
302,720
|
|
Kenvue, Inc., Gtd. Notes
|
4.90
|
3/22/2033
|
|
315,000
|
311,247
|
|
Kenvue, Inc., Gtd. Notes
|
5.00
|
3/22/2030
|
|
430,000
|
432,087
|
|
Kenvue, Inc., Gtd. Notes
|
5.05
|
3/22/2028
|
|
120,000
|
120,858
|
|
Kenvue, Inc., Gtd. Notes
|
5.10
|
3/22/2043
|
|
95,000
|
86,968
|
|
Kimberly-Clark Corp., Sr. Unscd. Notes
|
1.05
|
9/15/2027
|
|
45,000
|
43,469
|
|
Kimberly-Clark Corp., Sr. Unscd. Notes
|
3.90
|
5/4/2047
|
|
95,000
|
71,864
|
|
Kimberly-Clark Corp., Sr. Unscd. Notes
|
3.95
|
11/1/2028
|
|
210,000
|
207,629
|
|
The Clorox Company, Sr. Unscd. Notes
|
1.80
|
5/15/2030
|
|
110,000
|
98,065
|
|
The Clorox Company, Sr. Unscd. Notes
|
3.10
|
10/1/2027
|
|
135,000
|
132,718
|
|
The Clorox Company, Sr. Unscd. Notes
|
4.60
|
5/1/2032
|
|
75,000
|
72,847
|
|
The Estee Lauder Companies, Inc., Sr. Unscd. Notes
|
3.13
|
12/1/2049
|
|
60,000
|
37,977
|
|
The Estee Lauder Companies, Inc., Sr. Unscd. Notes
|
4.38
|
6/15/2045
|
|
100,000
|
81,057
|
|
The Estee Lauder Companies, Inc., Sr. Unscd. Notes
|
5.15
|
5/15/2053
|
|
74,000
|
64,177
|
|
The Procter & Gamble Company, Sr. Unscd. Notes
|
1.20
|
10/29/2030
|
|
438,000
|
380,954
|
|
The Procter & Gamble Company, Sr. Unscd. Notes
|
1.95
|
4/23/2031
|
|
250,000
|
221,727
|
|
The Procter & Gamble Company, Sr. Unscd. Notes
|
2.85
|
8/11/2027
|
|
150,000
|
147,889
|
|
The Procter & Gamble Company, Sr. Unscd. Notes
|
3.00
|
3/25/2030
|
|
285,000
|
269,754
|
|
Unilever Capital Corp., Gtd. Notes
|
2.13
|
9/6/2029
|
|
215,000
|
200,017
|
|
Unilever Capital Corp., Gtd. Notes
|
4.88
|
9/8/2028
|
|
100,000
|
100,815
|
|
Unilever Capital Corp., Gtd. Notes
|
5.00
|
12/8/2033
|
|
100,000
|
99,989
|
|
Unilever Capital Corp., Gtd. Notes
|
5.90
|
11/15/2032
|
|
100,000
|
105,629
|
|
Unilever Capital Corp., Gtd. Notes, Ser. 30Y
|
2.63
|
8/12/2051
|
|
65,000
|
38,070
|
|
|
|
|
|
|
4,316,318
|
|
Diversified Financials — 1.0%
|
|||||
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes
|
3.40
|
10/29/2033
|
|
251,000
|
219,355
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes
|
3.85
|
10/29/2041
|
|
220,000
|
171,489
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes
|
4.88
|
4/1/2028
|
|
530,000
|
530,729
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes
|
6.15
|
9/30/2030
|
|
543,000
|
562,004
|
|
Affiliated Managers Group, Inc., Sr. Unscd. Notes
|
3.30
|
6/15/2030
|
|
67,000
|
62,993
|
|
Ally Financial, Inc., Gtd. Notes
|
8.00
|
11/1/2031
|
|
40,000
|
44,146
|
|
Ally Financial, Inc., Sr. Unscd. Notes
|
5.74
|
5/15/2029
|
|
300,000
|
303,372
|
|
Ally Financial, Inc., Sr. Unscd. Notes
|
6.18
|
7/26/2035
|
|
100,000
|
100,353
|
|
Ally Financial, Inc., Sr. Unscd. Notes
|
6.85
|
1/3/2030
|
|
30,000
|
31,057
|
|
Ally Financial, Inc., Sr. Unscd. Notes
|
8.00
|
11/1/2031
|
|
220,000
|
243,067
|
|
American Express Co., Sr. Unscd. Notes
|
4.35
|
7/20/2029
|
|
100,000
|
99,423
|
|
American Express Co., Sr. Unscd. Notes
|
4.46
|
2/10/2032
|
|
250,000
|
244,352
|
|
American Express Co., Sr. Unscd. Notes
|
4.73
|
4/25/2029
|
|
100,000
|
100,088
|
|
American Express Co., Sr. Unscd. Notes
|
4.92
|
7/20/2033
|
|
100,000
|
98,599
|
|
American Express Co., Sr. Unscd. Notes
|
5.02
|
4/25/2031
|
|
150,000
|
150,475
|
|
American Express Co., Sr. Unscd. Notes
|
5.04
|
5/1/2034
|
|
320,000
|
315,739
|
|
American Express Co., Sr. Unscd. Notes
|
5.28
|
7/27/2029
|
|
45,000
|
45,481
|
|
American Express Co., Sr. Unscd. Notes
|
5.28
|
7/26/2035
|
|
100,000
|
99,279
|
|
American Express Co., Sr. Unscd. Notes
|
5.53
|
4/25/2030
|
|
225,000
|
228,904
|
|
American Express Co., Sr. Unscd. Notes
|
5.67
|
4/25/2036
|
|
531,000
|
538,324
|
|
American Express Co., Sub. Notes
|
5.63
|
7/28/2034
|
|
45,000
|
45,233
|
|
Apollo Debt Solutions BDC, Sr. Unscd. Notes
|
6.90
|
4/13/2029
|
|
100,000
|
102,248
|
|
Apollo Global Management, Inc., Gtd. Notes
|
5.15
|
8/12/2035
|
|
100,000
|
95,560
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Diversified Financials — 1.0% (continued)
|
|||||
|
Apollo Global Management, Inc., Gtd. Notes
|
6.38
|
11/15/2033
|
|
247,000
|
259,101
|
|
Ares Capital Corp., Sr. Unscd. Bonds(a)
|
5.80
|
3/8/2032
|
|
35,000
|
34,429
|
|
Ares Capital Corp., Sr. Unscd. Notes
|
5.25
|
4/12/2031
|
|
85,000
|
82,183
|
|
Ares Management Corp., Gtd. Notes
|
5.60
|
10/11/2054
|
|
100,000
|
86,768
|
|
Ares Strategic Income Fund, Sr. Unscd. Notes
|
5.60
|
2/15/2030
|
|
85,000
|
83,280
|
|
Ares Strategic Income Fund, Sr. Unscd. Notes
|
5.70
|
3/15/2028
|
|
100,000
|
99,995
|
|
BGC Group, Inc., Sr. Unscd. Notes
|
6.60
|
6/10/2029
|
|
260,000
|
267,027
|
|
BGC Group, Inc., Sr. Unscd. Notes
|
8.00
|
5/25/2028
|
|
30,000
|
31,267
|
|
Blackrock Finance, Inc., Sr. Unscd. Notes
|
2.40
|
4/30/2030
|
|
54,000
|
49,649
|
|
BlackRock, Inc., Sr. Unscd. Notes
|
3.25
|
4/30/2029
|
|
700,000
|
676,800
|
|
Blackstone Private Credit Fund, Sr. Unscd. Notes
|
5.05
|
9/10/2030
|
|
200,000
|
190,974
|
|
Blackstone Private Credit Fund, Sr. Unscd. Notes
|
5.25
|
4/1/2030
|
|
50,000
|
48,283
|
|
Blackstone Private Credit Fund, Sr. Unscd. Notes
|
5.60
|
11/22/2029
|
|
260,000
|
255,602
|
|
Blackstone Secured Lending Fund, Sr. Unscd. Notes
|
5.25
|
9/4/2029
|
|
600,000
|
590,275
|
|
Blue Owl Credit Income Corp., Sr. Unscd. Notes
|
6.65
|
3/15/2031
|
|
360,000
|
357,546
|
|
Blue Owl Finance LLC, Gtd. Notes
|
4.13
|
10/7/2051
|
|
100,000
|
65,933
|
|
Capital One Financial Corp., Sr. Unscd. Notes
|
3.80
|
1/31/2028
|
|
461,000
|
454,958
|
|
Capital One Financial Corp., Sr. Unscd. Notes
|
5.20
|
9/11/2036
|
|
200,000
|
191,151
|
|
Capital One Financial Corp., Sr. Unscd. Notes
|
5.27
|
5/10/2033
|
|
135,000
|
133,765
|
|
Capital One Financial Corp., Sr. Unscd. Notes
|
5.82
|
2/1/2034
|
|
243,000
|
245,937
|
|
Capital One Financial Corp., Sr. Unscd. Notes
|
6.38
|
6/8/2034
|
|
30,000
|
31,244
|
|
Capital One Financial Corp., Sr. Unscd. Notes
|
6.70
|
11/29/2032
|
|
60,000
|
64,354
|
|
Capital One Financial Corp., Sr. Unscd. Notes
|
7.96
|
11/2/2034
|
|
187,000
|
211,572
|
|
Capital One Financial Corp., Sub. Notes
|
2.36
|
7/29/2032
|
|
199,000
|
170,882
|
|
Capital One Financial Corp., Sub. Notes
|
6.18
|
1/30/2036
|
|
120,000
|
120,252
|
|
Capital Southwest Corp., Sr. Unscd. Notes
|
5.95
|
9/18/2030
|
|
200,000
|
198,135
|
|
Carlyle Secured Lending, Inc., Sr. Unscd. Notes
|
6.75
|
2/18/2030
|
|
500,000
|
499,793
|
|
CBOE Global Markets, Inc., Sr. Unscd. Notes
|
1.63
|
12/15/2030
|
|
95,000
|
82,165
|
|
CI Financial Corp., Sr. Unscd. Notes
|
3.20
|
12/17/2030
|
|
715,000
|
646,769
|
|
CME Group, Inc., Sr. Unscd. Notes
|
5.30
|
9/15/2043
|
|
450,000
|
427,240
|
|
Enact Holdings, Inc., Sr. Unscd. Notes
|
6.25
|
5/28/2029
|
|
50,000
|
51,252
|
|
Franklin BSP Capital Corp., Sr. Unscd. Notes
|
7.20
|
6/15/2029
|
|
100,000
|
102,075
|
|
Goldman Sachs Private Credit Corp., Sr. Unscd. Notes(b)
|
6.15
|
6/16/2031
|
|
488,000
|
481,322
|
|
Golub Capital Private Credit Fund, Sr. Unscd. Notes(b)
|
5.60
|
4/15/2031
|
|
120,000
|
114,515
|
|
Golub Capital Private Credit Fund, Sr. Unscd. Notes
|
5.88
|
5/1/2030
|
|
50,000
|
49,027
|
|
HPS Corporate Lending Fund, Sr. Unscd. Notes
|
5.45
|
11/15/2030
|
|
600,000
|
575,265
|
|
HPS Corporate Lending Fund, Sr. Unscd. Notes
|
5.95
|
4/14/2032
|
|
115,000
|
111,413
|
|
HPS Corporate Lending Fund, Sr. Unscd. Notes
|
6.75
|
1/30/2029
|
|
150,000
|
152,424
|
|
Intercontinental Exchange, Inc., Gtd. Notes
|
3.10
|
9/15/2027
|
|
45,000
|
44,337
|
|
Intercontinental Exchange, Inc., Sr. Unscd. Notes
|
2.65
|
9/15/2040
|
|
100,000
|
70,206
|
|
Intercontinental Exchange, Inc., Sr. Unscd. Notes
|
3.00
|
6/15/2050
|
|
399,000
|
246,755
|
|
Intercontinental Exchange, Inc., Sr. Unscd. Notes
|
3.00
|
9/15/2060
|
|
50,000
|
27,760
|
|
Intercontinental Exchange, Inc., Sr. Unscd. Notes
|
4.00
|
9/15/2027
|
|
801,000
|
797,151
|
|
Intercontinental Exchange, Inc., Sr. Unscd. Notes
|
4.25
|
9/21/2048
|
|
15,000
|
11,710
|
|
Intercontinental Exchange, Inc., Sr. Unscd. Notes
|
4.35
|
6/15/2029
|
|
307,000
|
303,837
|
|
Intercontinental Exchange, Inc., Sr. Unscd. Notes
|
5.25
|
6/15/2031
|
|
275,000
|
278,352
|
|
Jefferies Financial Group, Inc., Sr. Unscd. Debs.
|
6.25
|
1/15/2036
|
|
100,000
|
100,447
|
|
Jefferies Financial Group, Inc., Sr. Unscd. Notes
|
2.63
|
10/15/2031
|
|
250,000
|
216,496
|
|
Jefferies Financial Group, Inc., Sr. Unscd. Notes
|
2.75
|
10/15/2032
|
|
100,000
|
84,710
|
|
Jefferies Financial Group, Inc., Sr. Unscd. Notes
|
6.50
|
1/20/2043
|
|
50,000
|
49,012
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Diversified Financials — 1.0% (continued)
|
|||||
|
Lazard Group LLC, Sr. Unscd. Notes
|
4.50
|
9/19/2028
|
|
10,000
|
9,936
|
|
LPL Holdings, Inc., Gtd. Notes
|
6.00
|
5/20/2034
|
|
50,000
|
50,340
|
|
LPL Holdings, Inc., Gtd. Notes
|
6.75
|
11/17/2028
|
|
295,000
|
305,843
|
|
Mastercard, Inc., Sr. Unscd. Notes
|
2.95
|
6/1/2029
|
|
200,000
|
191,444
|
|
Mastercard, Inc., Sr. Unscd. Notes
|
3.35
|
3/26/2030
|
|
48,000
|
45,803
|
|
Mastercard, Inc., Sr. Unscd. Notes
|
3.50
|
2/26/2028
|
|
130,000
|
128,239
|
|
Mastercard, Inc., Sr. Unscd. Notes
|
3.65
|
6/1/2049
|
|
325,000
|
231,622
|
|
Mastercard, Inc., Sr. Unscd. Notes
|
3.95
|
2/26/2048
|
|
60,000
|
45,307
|
|
Mastercard, Inc., Sr. Unscd. Notes(a)
|
4.88
|
3/9/2028
|
|
90,000
|
90,538
|
|
Mastercard, Inc., Sr. Unscd. Notes
|
4.88
|
5/9/2034
|
|
200,000
|
197,028
|
|
Nasdaq, Inc., Sr. Unscd. Notes
|
1.65
|
1/15/2031
|
|
55,000
|
47,838
|
|
Nasdaq, Inc., Sr. Unscd. Notes
|
3.25
|
4/28/2050
|
|
168,000
|
107,585
|
|
Nasdaq, Inc., Sr. Unscd. Notes
|
3.95
|
3/7/2052
|
|
22,000
|
15,666
|
|
Nasdaq, Inc., Sr. Unscd. Notes
|
5.55
|
2/15/2034
|
|
159,000
|
160,798
|
|
Nasdaq, Inc., Sr. Unscd. Notes
|
6.10
|
6/28/2063
|
|
50,000
|
48,522
|
|
Nomura Holdings, Inc., Sr. Unscd. Notes
|
2.61
|
7/14/2031
|
|
200,000
|
176,658
|
|
Nomura Holdings, Inc., Sr. Unscd. Notes
|
3.00
|
1/22/2032
|
|
395,000
|
351,891
|
|
Nomura Holdings, Inc., Sr. Unscd. Notes
|
6.07
|
7/12/2028
|
|
235,000
|
240,252
|
|
Nomura Holdings, Inc., Sub. Notes
|
5.04
|
6/10/2036
|
|
200,000
|
193,719
|
|
Oaktree Specialty Lending Corp., Sr. Unscd. Notes
|
6.34
|
2/27/2030
|
|
50,000
|
49,489
|
|
Oaktree Strategic Credit Fund, Sr. Unscd. Notes
|
8.40
|
11/14/2028
|
|
50,000
|
52,440
|
|
ORIX Corp., Sr. Unscd. Notes
|
4.00
|
4/13/2032
|
|
52,000
|
49,177
|
|
ORIX Corp., Sr. Unscd. Notes
|
4.45
|
9/9/2030
|
|
200,000
|
195,603
|
|
ORIX Corp., Sr. Unscd. Notes(a)
|
5.00
|
9/13/2027
|
|
65,000
|
65,246
|
|
Private Export Funding Corp., Govt. Gtd. Notes, Ser. PP
|
1.40
|
7/15/2028
|
|
50,000
|
47,106
|
|
Private Export Funding Corp., Govt. Gtd. Notes, Ser. SS
|
4.60
|
2/15/2034
|
|
250,000
|
247,160
|
|
Raymond James Financial, Inc., Sr. Unscd. Notes
|
3.75
|
4/1/2051
|
|
50,000
|
34,599
|
|
Raymond James Financial, Inc., Sr. Unscd. Notes
|
4.65
|
4/1/2030
|
|
372,000
|
369,827
|
|
Raymond James Financial, Inc., Sr. Unscd. Notes(a)
|
4.90
|
9/11/2035
|
|
150,000
|
143,139
|
|
Raymond James Financial, Inc., Sr. Unscd. Notes
|
4.95
|
7/15/2046
|
|
33,000
|
28,303
|
|
Raymond James Financial, Inc., Sr. Unscd. Notes(a)
|
5.65
|
9/11/2055
|
|
200,000
|
185,137
|
|
Sumisho Air Lease Corp., Sr. Unscd. Notes
|
2.10
|
9/1/2028
|
|
25,000
|
23,620
|
|
Sumisho Air Lease Corp., Sr. Unscd. Notes
|
3.00
|
2/1/2030
|
|
30,000
|
27,909
|
|
Sumisho Air Lease Corp., Sr. Unscd. Notes
|
3.13
|
12/1/2030
|
|
402,000
|
369,437
|
|
Sumisho Air Lease Corp., Sr. Unscd. Notes(b)
|
4.50
|
3/24/2029
|
|
700,000
|
691,713
|
|
Sumisho Air Lease Corp., Sr. Unscd. Notes
|
4.63
|
10/1/2028
|
|
111,000
|
110,327
|
|
Synchrony Financial, Sr. Unscd. Notes
|
5.45
|
3/6/2031
|
|
100,000
|
99,548
|
|
Synchrony Financial, Sr. Unscd. Notes
|
6.00
|
7/29/2036
|
|
50,000
|
49,290
|
|
The Charles Schwab Corp., Sr. Unscd. Notes
|
1.95
|
12/1/2031
|
|
200,000
|
172,412
|
|
The Charles Schwab Corp., Sr. Unscd. Notes(a)
|
2.30
|
5/13/2031
|
|
247,000
|
219,698
|
|
The Charles Schwab Corp., Sr. Unscd. Notes
|
2.75
|
10/1/2029
|
|
159,000
|
149,676
|
|
The Charles Schwab Corp., Sr. Unscd. Notes
|
4.91
|
11/14/2036
|
|
200,000
|
191,098
|
|
The Charles Schwab Corp., Sr. Unscd. Notes
|
5.49
|
5/21/2037
|
|
300,000
|
297,944
|
|
The Charles Schwab Corp., Sr. Unscd. Notes
|
5.85
|
5/19/2034
|
|
165,000
|
169,755
|
|
The Charles Schwab Corp., Sr. Unscd. Notes
|
6.14
|
8/24/2034
|
|
25,000
|
26,116
|
|
The Western Union Company, Sr. Unscd. Notes
|
2.75
|
3/15/2031
|
|
70,000
|
62,463
|
|
Visa, Inc., Sr. Unscd. Notes
|
1.10
|
2/15/2031
|
|
200,000
|
171,833
|
|
Visa, Inc., Sr. Unscd. Notes
|
2.05
|
4/15/2030
|
|
17,000
|
15,518
|
|
Visa, Inc., Sr. Unscd. Notes
|
2.70
|
4/15/2040
|
|
105,000
|
77,293
|
|
Visa, Inc., Sr. Unscd. Notes
|
3.65
|
9/15/2047
|
|
173,000
|
127,439
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Diversified Financials — 1.0% (continued)
|
|||||
|
Visa, Inc., Sr. Unscd. Notes
|
4.10
|
2/12/2031
|
|
15,000
|
14,706
|
|
Visa, Inc., Sr. Unscd. Notes
|
4.15
|
12/14/2035
|
|
174,000
|
162,659
|
|
Visa, Inc., Sr. Unscd. Notes
|
4.30
|
12/14/2045
|
|
102,000
|
84,066
|
|
Voya Financial, Inc., Gtd. Notes
|
4.80
|
6/15/2046
|
|
50,000
|
42,208
|
|
Voya Financial, Inc., Gtd. Notes
|
5.70
|
7/15/2043
|
|
50,000
|
47,502
|
|
|
|
|
|
|
22,468,150
|
|
Electronic Components — .1%
|
|||||
|
Allegion US Holding Co., Inc., Gtd. Notes
|
3.55
|
10/1/2027
|
|
90,000
|
88,956
|
|
Arrow Electronics, Inc., Sr. Unscd. Notes
|
2.95
|
2/15/2032
|
|
115,000
|
100,991
|
|
Emerson Electric Co., Sr. Unscd. Notes
|
1.95
|
10/15/2030
|
|
250,000
|
223,196
|
|
Emerson Electric Co., Sr. Unscd. Notes
|
2.20
|
12/21/2031
|
|
30,000
|
26,294
|
|
Emerson Electric Co., Sr. Unscd. Notes
|
2.80
|
12/21/2051
|
|
120,000
|
71,572
|
|
Fortive Corp., Sr. Unscd. Notes
|
4.30
|
6/15/2046
|
|
53,000
|
41,579
|
|
Honeywell International, Inc., Sr. Unscd. Notes
|
1.75
|
9/1/2031
|
|
275,000
|
236,561
|
|
Honeywell International, Inc., Sr. Unscd. Notes
|
1.95
|
6/1/2030
|
|
125,000
|
112,553
|
|
Honeywell International, Inc., Sr. Unscd. Notes
|
3.81
|
11/21/2047
|
|
110,000
|
81,043
|
|
Hubbell, Inc., Sr. Unscd. Notes
|
3.15
|
8/15/2027
|
|
155,000
|
152,912
|
|
Jabil, Inc., Sr. Unscd. Notes
|
3.95
|
1/12/2028
|
|
10,000
|
9,880
|
|
Keysight Technologies, Inc., Sr. Unscd. Notes
|
3.00
|
10/30/2029
|
|
88,000
|
83,073
|
|
nVent Finance Sarl, Gtd. Notes
|
2.75
|
11/15/2031
|
|
100,000
|
88,482
|
|
Tyco Electronics Group SA, Gtd. Notes
|
3.13
|
8/15/2027
|
|
345,000
|
340,463
|
|
Vontier Corp., Gtd. Notes
|
2.40
|
4/1/2028
|
|
40,000
|
38,409
|
|
Vontier Corp., Gtd. Notes
|
2.95
|
4/1/2031
|
|
215,000
|
194,048
|
|
|
|
|
|
|
1,890,012
|
|
Energy — 1.6%
|
|||||
|
APA Corp., Sr. Unscd. Notes
|
4.25
|
1/15/2030
|
|
44,000
|
42,921
|
|
APA Corp., Sr. Unscd. Notes
|
5.10
|
9/1/2040
|
|
27,000
|
24,308
|
|
APA Corp., Sr. Unscd. Notes
|
6.00
|
1/15/2037
|
|
100,000
|
99,749
|
|
Baker Hughes Holdings LLC, Sr. Unscd. Notes
|
5.13
|
9/15/2040
|
|
34,000
|
31,686
|
|
Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc., Sr. Unscd. Notes
|
3.34
|
12/15/2027
|
|
200,000
|
196,966
|
|
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc., Gtd. Notes
|
4.35
|
6/15/2031
|
|
1,000,000
|
971,734
|
|
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc., Sr. Unscd. Notes
|
4.08
|
12/15/2047
|
|
75,000
|
57,140
|
|
Boardwalk Pipelines LP, Gtd. Notes
|
5.38
|
2/15/2036
|
|
200,000
|
194,960
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
1.75
|
8/10/2030
|
|
366,000
|
325,537
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
2.72
|
1/12/2032
|
|
250,000
|
222,814
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
2.77
|
11/10/2050
|
|
166,000
|
97,389
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
3.38
|
2/8/2061
|
|
200,000
|
122,326
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
3.94
|
9/21/2028
|
|
120,000
|
118,396
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
4.81
|
2/13/2033
|
|
79,000
|
77,397
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
4.97
|
10/17/2029
|
|
500,000
|
503,437
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
5.23
|
11/17/2034
|
|
200,000
|
199,875
|
|
BP Capital Markets PLC, Gtd. Notes
|
3.28
|
9/19/2027
|
|
460,000
|
454,628
|
|
Canadian Natural Resources Ltd., Sr. Unscd. Notes
|
2.95
|
7/15/2030
|
|
186,000
|
172,800
|
|
Canadian Natural Resources Ltd., Sr. Unscd. Notes
|
5.00
|
12/15/2029
|
|
200,000
|
201,031
|
|
Cenovus Energy, Inc., Sr. Unscd. Notes
|
3.75
|
2/15/2052
|
|
145,000
|
99,728
|
|
Cenovus Energy, Inc., Sr. Unscd. Notes
|
5.25
|
6/15/2037
|
|
27,000
|
25,637
|
|
Cenovus Energy, Inc., Sr. Unscd. Notes
|
6.75
|
11/15/2039
|
|
2,000
|
2,158
|
|
Cheniere Corpus Christi Holdings LLC, Sr. Scd. Notes
|
2.74
|
12/31/2039
|
|
10,000
|
8,374
|
|
Cheniere Energy Partners LP, Gtd. Notes
|
3.25
|
1/31/2032
|
|
117,000
|
105,752
|
|
Cheniere Energy Partners LP, Gtd. Notes
|
5.95
|
6/30/2033
|
|
325,000
|
334,618
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Energy — 1.6% (continued)
|
|||||
|
Chevron Corp., Sr. Unscd. Notes
|
2.24
|
5/11/2030
|
|
40,000
|
36,603
|
|
Chevron Corp., Sr. Unscd. Notes
|
3.08
|
5/11/2050
|
|
175,000
|
111,752
|
|
Chevron USA, Inc., Gtd. Notes
|
3.25
|
10/15/2029
|
|
165,000
|
158,488
|
|
Chevron USA, Inc., Gtd. Notes
|
3.95
|
8/13/2027
|
|
200,000
|
199,441
|
|
Chevron USA, Inc., Gtd. Notes
|
4.05
|
8/13/2028
|
|
200,000
|
198,860
|
|
Chevron USA, Inc., Gtd. Notes
|
5.25
|
11/15/2043
|
|
85,000
|
80,934
|
|
ConocoPhillips, Gtd. Notes
|
4.88
|
10/1/2047
|
|
65,000
|
55,498
|
|
ConocoPhillips Co., Gtd. Notes
|
3.76
|
3/15/2042
|
|
355,000
|
276,820
|
|
ConocoPhillips Co., Gtd. Notes
|
4.03
|
3/15/2062
|
|
354,000
|
244,097
|
|
ConocoPhillips Co., Gtd. Notes
|
5.55
|
3/15/2054
|
|
298,000
|
274,591
|
|
ConocoPhillips Co., Gtd. Notes
|
5.65
|
1/15/2065
|
|
300,000
|
274,519
|
|
DCP Midstream Operating LP, Gtd. Notes
|
5.60
|
4/1/2044
|
|
56,000
|
51,634
|
|
Devon Energy Corp., Sr. Unscd. Notes
|
4.50
|
1/15/2030
|
|
254,000
|
251,006
|
|
Devon Energy Corp., Sr. Unscd. Notes
|
4.75
|
5/15/2042
|
|
75,000
|
64,481
|
|
Devon Energy Corp., Sr. Unscd. Notes
|
5.25
|
10/15/2027
|
|
30,000
|
30,005
|
|
Devon Energy Corp., Sr. Unscd. Notes
|
5.60
|
7/15/2041
|
|
145,000
|
139,102
|
|
Devon Energy Corp., Sr. Unscd. Notes
|
5.75
|
9/15/2054
|
|
450,000
|
414,539
|
|
Diamondback Energy, Inc., Gtd. Notes
|
3.50
|
12/1/2029
|
|
281,000
|
269,577
|
|
Diamondback Energy, Inc., Gtd. Notes
|
5.40
|
4/18/2034
|
|
300,000
|
299,224
|
|
Diamondback Energy, Inc., Gtd. Notes
|
6.25
|
3/15/2033
|
|
47,000
|
49,280
|
|
Eastern Gas Transmission & Storage, Inc., Sr. Unscd. Notes
|
4.80
|
11/1/2043
|
|
40,000
|
34,547
|
|
Enbridge Energy Partners LP, Gtd. Notes
|
5.50
|
9/15/2040
|
|
60,000
|
57,392
|
|
Enbridge, Inc., Gtd. Notes
|
4.00
|
11/15/2049
|
|
200,000
|
145,120
|
|
Enbridge, Inc., Gtd. Notes
|
5.50
|
12/1/2046
|
|
5,000
|
4,613
|
|
Enbridge, Inc., Gtd. Notes
|
5.70
|
3/8/2033
|
|
500,000
|
509,942
|
|
Enbridge, Inc., Sub. Notes
|
7.38
|
3/15/2055
|
|
95,000
|
99,040
|
|
Energy Transfer LP, Gtd. Notes
|
5.35
|
5/15/2045
|
|
103,000
|
90,075
|
|
Energy Transfer LP, Gtd. Notes, Ser. 20Y
|
5.80
|
6/15/2038
|
|
105,000
|
104,431
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
4.90
|
3/15/2035
|
|
98,000
|
93,233
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
4.95
|
6/15/2028
|
|
325,000
|
326,143
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
5.00
|
5/15/2050
|
|
125,000
|
101,188
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
5.30
|
4/1/2044
|
|
100,000
|
88,135
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
5.30
|
4/15/2047
|
|
50,000
|
43,082
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
5.40
|
10/1/2047
|
|
105,000
|
91,512
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
5.55
|
5/15/2034
|
|
100,000
|
99,917
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
5.60
|
9/1/2034
|
|
100,000
|
100,300
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
5.95
|
10/1/2043
|
|
25,000
|
23,724
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
6.10
|
12/1/2028
|
|
10,000
|
10,277
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
6.20
|
4/1/2055
|
|
400,000
|
379,586
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
6.25
|
4/15/2049
|
|
165,000
|
158,692
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
6.40
|
12/1/2030
|
|
20,000
|
20,987
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
6.50
|
2/1/2042
|
|
810,000
|
830,097
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
6.55
|
12/1/2033
|
|
60,000
|
63,902
|
|
ENI USA, Inc., Gtd. Debs.
|
7.30
|
11/15/2027
|
|
10,000
|
10,323
|
|
Enterprise Products Operating LLC, Gtd. Bonds
|
6.45
|
9/1/2040
|
|
55,000
|
58,486
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
2.80
|
1/31/2030
|
|
50,000
|
46,841
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
3.20
|
2/15/2052
|
|
23,000
|
14,466
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
3.70
|
1/31/2051
|
|
120,000
|
84,105
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
3.95
|
1/31/2060
|
|
107,000
|
74,241
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
4.15
|
10/16/2028
|
|
70,000
|
69,379
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Energy — 1.6% (continued)
|
|||||
|
Enterprise Products Operating LLC, Gtd. Notes
|
4.20
|
1/31/2050
|
|
50,000
|
38,440
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
4.25
|
2/15/2048
|
|
260,000
|
203,874
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
4.45
|
2/15/2043
|
|
40,000
|
33,683
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
4.80
|
2/1/2049
|
|
328,000
|
276,518
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
4.85
|
8/15/2042
|
|
225,000
|
200,524
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
4.85
|
3/15/2044
|
|
40,000
|
35,085
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
4.95
|
2/15/2035
|
|
352,000
|
343,181
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
5.10
|
2/15/2045
|
|
95,000
|
85,243
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
5.95
|
2/1/2041
|
|
134,000
|
135,967
|
|
Enterprise Products Operating LLC, Gtd. Notes, Ser. D
|
6.88
|
3/1/2033
|
|
329,000
|
360,038
|
|
EOG Resources, Inc., Sr. Unscd. Notes
|
4.40
|
1/15/2031
|
|
200,000
|
196,081
|
|
EOG Resources, Inc., Sr. Unscd. Notes
|
4.95
|
4/15/2050
|
|
115,000
|
97,973
|
|
EOG Resources, Inc., Sr. Unscd. Notes
|
5.00
|
7/15/2032
|
|
100,000
|
99,677
|
|
EOG Resources, Inc., Sr. Unscd. Notes
|
5.65
|
12/1/2054
|
|
200,000
|
186,846
|
|
EQT Corp., Sr. Unscd. Notes
|
3.90
|
10/1/2027
|
|
45,000
|
44,567
|
|
EQT Corp., Sr. Unscd. Notes
|
5.00
|
1/15/2029
|
|
262,000
|
262,535
|
|
EQT Corp., Sr. Unscd. Notes
|
7.00
|
2/1/2030
|
|
286,000
|
301,871
|
|
Equinor ASA, Gtd. Bonds
|
4.25
|
6/2/2028
|
|
402,000
|
400,725
|
|
Equinor ASA, Gtd. Debs.
|
7.25
|
9/23/2027
|
|
7,000
|
7,218
|
|
Exxon Mobil Corp., Gtd. Notes
|
2.44
|
8/16/2029
|
|
189,000
|
177,891
|
|
Exxon Mobil Corp., Gtd. Notes
|
2.61
|
10/15/2030
|
|
94,000
|
86,744
|
|
Exxon Mobil Corp., Gtd. Notes
|
3.10
|
8/16/2049
|
|
267,000
|
172,193
|
|
Exxon Mobil Corp., Gtd. Notes
|
3.45
|
4/15/2051
|
|
313,000
|
212,563
|
|
Exxon Mobil Corp., Gtd. Notes
|
3.48
|
3/19/2030
|
|
225,000
|
216,435
|
|
Exxon Mobil Corp., Gtd. Notes
|
4.23
|
3/19/2040
|
|
129,000
|
113,240
|
|
Exxon Mobil Corp., Gtd. Notes(a)
|
4.33
|
3/19/2050
|
|
180,000
|
143,320
|
|
Halliburton Co., Sr. Unscd. Bonds
|
7.45
|
9/15/2039
|
|
700,000
|
799,295
|
|
Halliburton Co., Sr. Unscd. Notes
|
4.50
|
11/15/2041
|
|
25,000
|
21,307
|
|
Halliburton Co., Sr. Unscd. Notes
|
4.75
|
8/1/2043
|
|
55,000
|
46,598
|
|
Halliburton Co., Sr. Unscd. Notes
|
4.85
|
11/15/2035
|
|
235,000
|
222,919
|
|
Helmerich & Payne, Inc., Gtd. Notes
|
4.65
|
12/1/2027
|
|
50,000
|
49,938
|
|
Helmerich & Payne, Inc., Sr. Unscd. Notes
|
4.85
|
12/1/2029
|
|
200,000
|
198,935
|
|
Hess Corp., Sr. Unscd. Bonds
|
7.88
|
10/1/2029
|
|
345,000
|
375,726
|
|
Hess Corp., Sr. Unscd. Notes
|
7.13
|
3/15/2033
|
|
20,000
|
22,204
|
|
HF Sinclair Corp., Sr. Unscd. Notes
|
5.00
|
2/1/2028
|
|
200,000
|
199,843
|
|
HF Sinclair Corp., Sr. Unscd. Notes
|
5.75
|
1/15/2031
|
|
50,000
|
50,829
|
|
Kinder Morgan Energy Partners LP, Gtd. Notes
|
5.00
|
3/1/2043
|
|
160,000
|
140,233
|
|
Kinder Morgan Energy Partners LP, Gtd. Notes
|
5.40
|
9/1/2044
|
|
100,000
|
90,497
|
|
Kinder Morgan Energy Partners LP, Gtd. Notes
|
5.50
|
3/1/2044
|
|
200,000
|
183,355
|
|
Kinder Morgan Energy Partners LP, Gtd. Notes
|
6.38
|
3/1/2041
|
|
50,000
|
51,473
|
|
Kinder Morgan Energy Partners LP, Gtd. Notes
|
6.95
|
1/15/2038
|
|
553,000
|
603,892
|
|
Kinder Morgan Energy Partners LP, Gtd. Notes
|
7.40
|
3/15/2031
|
|
55,000
|
60,198
|
|
Kinder Morgan Energy Partners LP, Gtd. Notes
|
7.75
|
3/15/2032
|
|
50,000
|
56,135
|
|
Kinder Morgan, Inc., Gtd. Notes
|
3.25
|
8/1/2050
|
|
95,000
|
59,620
|
|
Kinder Morgan, Inc., Gtd. Notes
|
3.60
|
2/15/2051
|
|
220,000
|
146,874
|
|
Kinder Morgan, Inc., Gtd. Notes
|
4.80
|
2/1/2033
|
|
60,000
|
58,462
|
|
Kinder Morgan, Inc., Gtd. Notes
|
5.45
|
8/1/2052
|
|
45,000
|
39,965
|
|
Kinder Morgan, Inc., Gtd. Notes
|
5.55
|
6/1/2045
|
|
125,000
|
115,438
|
|
Kinder Morgan, Inc., Sr. Unscd. Notes
|
5.40
|
2/1/2034
|
|
250,000
|
250,445
|
|
Marathon Petroleum Corp., Sr. Unscd. Notes
|
3.80
|
4/1/2028
|
|
88,000
|
86,780
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Energy — 1.6% (continued)
|
|||||
|
Marathon Petroleum Corp., Sr. Unscd. Notes
|
4.50
|
4/1/2048
|
|
90,000
|
70,430
|
|
Marathon Petroleum Corp., Sr. Unscd. Notes
|
4.75
|
9/15/2044
|
|
50,000
|
42,064
|
|
Marathon Petroleum Corp., Sr. Unscd. Notes
|
6.50
|
3/1/2041
|
|
30,000
|
31,366
|
|
MPLX LP, Sr. Unscd. Notes
|
2.65
|
8/15/2030
|
|
200,000
|
182,888
|
|
MPLX LP, Sr. Unscd. Notes
|
4.00
|
3/15/2028
|
|
150,000
|
148,319
|
|
MPLX LP, Sr. Unscd. Notes
|
4.70
|
4/15/2048
|
|
20,000
|
15,965
|
|
MPLX LP, Sr. Unscd. Notes
|
4.90
|
4/15/2058
|
|
55,000
|
43,441
|
|
MPLX LP, Sr. Unscd. Notes
|
4.95
|
9/1/2032
|
|
115,000
|
113,064
|
|
MPLX LP, Sr. Unscd. Notes
|
4.95
|
3/14/2052
|
|
100,000
|
80,862
|
|
MPLX LP, Sr. Unscd. Notes
|
5.00
|
3/1/2033
|
|
362,000
|
354,208
|
|
MPLX LP, Sr. Unscd. Notes
|
5.20
|
3/1/2047
|
|
50,000
|
43,140
|
|
MPLX LP, Sr. Unscd. Notes
|
5.20
|
12/1/2047
|
|
150,000
|
128,909
|
|
MPLX LP, Sr. Unscd. Notes
|
5.40
|
9/15/2035
|
|
270,000
|
264,672
|
|
MPLX LP, Sr. Unscd. Notes
|
5.50
|
2/15/2049
|
|
570,000
|
503,990
|
|
MPLX LP, Sr. Unscd. Notes
|
5.65
|
3/1/2053
|
|
50,000
|
44,700
|
|
NOV, Inc., Sr. Unscd. Notes
|
3.60
|
12/1/2029
|
|
95,000
|
91,118
|
|
Occidental Petroleum Corp., Sr. Unscd. Notes
|
6.20
|
3/15/2040
|
|
250,000
|
252,012
|
|
Occidental Petroleum Corp., Sr. Unscd. Notes
|
6.60
|
3/15/2046
|
|
90,000
|
92,032
|
|
Occidental Petroleum Corp., Sr. Unscd. Notes
|
6.63
|
9/1/2030
|
|
79,000
|
82,848
|
|
Occidental Petroleum Corp., Sr. Unscd. Notes
|
7.88
|
9/15/2031
|
|
392,000
|
437,415
|
|
Occidental Petroleum Corp., Sr. Unscd. Notes
|
7.95
|
6/15/2039
|
|
50,000
|
57,819
|
|
Occidental Petroleum Corp., Sr. Unscd. Notes
|
8.88
|
7/15/2030
|
|
50,000
|
55,781
|
|
ONEOK Partners LP, Gtd. Notes
|
6.20
|
9/15/2043
|
|
15,000
|
14,804
|
|
ONEOK, Inc., Gtd. Bonds
|
4.25
|
9/15/2046
|
|
60,000
|
45,015
|
|
ONEOK, Inc., Gtd. Notes
|
4.20
|
10/3/2047
|
|
150,000
|
110,838
|
|
ONEOK, Inc., Gtd. Notes
|
5.15
|
10/15/2043
|
|
460,000
|
402,584
|
|
ONEOK, Inc., Gtd. Notes
|
5.20
|
7/15/2048
|
|
75,000
|
63,830
|
|
ONEOK, Inc., Gtd. Notes
|
5.38
|
6/1/2029
|
|
65,000
|
65,778
|
|
ONEOK, Inc., Gtd. Notes
|
5.40
|
10/15/2035
|
|
200,000
|
195,810
|
|
ONEOK, Inc., Gtd. Notes
|
5.45
|
6/1/2047
|
|
200,000
|
175,219
|
|
ONEOK, Inc., Gtd. Notes
|
5.70
|
11/1/2054
|
|
250,000
|
221,544
|
|
ONEOK, Inc., Gtd. Notes
|
6.05
|
9/1/2033
|
|
100,000
|
103,110
|
|
ONEOK, Inc., Gtd. Notes
|
6.25
|
10/15/2055
|
|
100,000
|
95,616
|
|
Ovintiv, Inc., Gtd. Bonds
|
7.20
|
11/1/2031
|
|
50,000
|
54,183
|
|
Ovintiv, Inc., Gtd. Notes
|
6.25
|
7/15/2033
|
|
365,000
|
379,820
|
|
Patterson-UTI Energy, Inc., Sr. Unscd. Notes
|
7.15
|
10/1/2033
|
|
60,000
|
63,657
|
|
Phillips 66 Co., Gtd. Notes
|
3.30
|
3/15/2052
|
|
75,000
|
46,878
|
|
Phillips 66 Co., Gtd. Notes
|
4.68
|
2/15/2045
|
|
325,000
|
269,046
|
|
Phillips 66 Co., Gtd. Notes
|
4.90
|
10/1/2046
|
|
10,000
|
8,443
|
|
Phillips 66 Co., Gtd. Notes(a)
|
5.50
|
3/15/2055
|
|
110,000
|
98,245
|
|
Phillips 66 Co., Gtd. Notes, Ser. B
|
6.20
|
3/15/2056
|
|
560,000
|
557,378
|
|
Pioneer Natural Resources Co., Sr. Unscd. Notes
|
1.90
|
8/15/2030
|
|
610,000
|
544,492
|
|
Pioneer Natural Resources Co., Sr. Unscd. Notes
|
2.15
|
1/15/2031
|
|
101,000
|
90,011
|
|
Plains All American Pipeline LP/PAA Finance Corp., Sr. Unscd. Notes
|
4.90
|
2/15/2045
|
|
200,000
|
170,167
|
|
Plains All American Pipeline LP/PAA Finance Corp., Sr. Unscd. Notes
|
5.15
|
6/1/2042
|
|
40,000
|
35,642
|
|
Sabine Pass Liquefaction LLC, Sr. Scd. Notes
|
4.20
|
3/15/2028
|
|
100,000
|
99,266
|
|
Sabine Pass Liquefaction LLC, Sr. Scd. Notes
|
5.90
|
9/15/2037
|
|
157,643
|
162,574
|
|
Schlumberger Investment SA, Gtd. Notes
|
5.15
|
5/7/2036
|
|
500,000
|
488,773
|
|
Shell Finance US, Inc., Gtd. Notes
|
2.38
|
11/7/2029
|
|
814,000
|
758,957
|
|
Shell Finance US, Inc., Gtd. Notes
|
3.00
|
11/26/2051
|
|
235,000
|
144,869
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Energy — 1.6% (continued)
|
|||||
|
Shell Finance US, Inc., Gtd. Notes
|
3.13
|
11/7/2049
|
|
110,000
|
70,374
|
|
Shell Finance US, Inc., Gtd. Notes
|
3.75
|
9/12/2046
|
|
35,000
|
25,884
|
|
Shell Finance US, Inc., Gtd. Notes
|
3.88
|
11/13/2028
|
|
214,000
|
211,222
|
|
Shell Finance US, Inc., Gtd. Notes
|
4.00
|
5/10/2046
|
|
300,000
|
230,334
|
|
Shell Finance US, Inc., Gtd. Notes
|
4.13
|
11/6/2030
|
|
200,000
|
195,148
|
|
Shell Finance US, Inc., Gtd. Notes
|
4.38
|
5/11/2045
|
|
160,000
|
130,665
|
|
Shell Finance US, Inc., Gtd. Notes
|
4.75
|
1/6/2036
|
|
200,000
|
192,249
|
|
South Bow USA Infrastructure Holdings LLC, Gtd. Notes
|
5.58
|
10/1/2034
|
|
100,000
|
98,275
|
|
Spectra Energy Partners LP, Gtd. Notes
|
4.50
|
3/15/2045
|
|
195,000
|
157,840
|
|
Suncor Energy, Inc., Sr. Unscd. Notes
|
4.00
|
11/15/2047
|
|
180,000
|
132,146
|
|
Suncor Energy, Inc., Sr. Unscd. Notes
|
6.80
|
5/15/2038
|
|
39,000
|
41,997
|
|
Targa Resources Corp., Gtd. Notes
|
6.13
|
3/15/2033
|
|
180,000
|
186,943
|
|
Targa Resources Corp., Gtd. Notes
|
6.15
|
3/1/2029
|
|
50,000
|
51,495
|
|
Targa Resources Corp., Gtd. Notes
|
6.50
|
2/15/2053
|
|
195,000
|
195,353
|
|
Targa Resources Partners LP/Targa Resources Partners Finance Corp., Gtd.
Notes
|
4.88
|
2/1/2031
|
|
250,000
|
247,042
|
|
Targa Resources Partners LP/Targa Resources Partners Finance Corp., Gtd.
Notes
|
5.50
|
3/1/2030
|
|
50,000
|
50,318
|
|
Texas Eastern Transmission LP, Sr. Unscd. Notes
|
7.00
|
7/15/2032
|
|
25,000
|
27,148
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
2.60
|
3/15/2031
|
|
175,000
|
156,973
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
3.50
|
10/15/2051
|
|
65,000
|
42,711
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
4.65
|
8/15/2032
|
|
136,000
|
132,315
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
4.80
|
11/15/2029
|
|
35,000
|
34,972
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
4.85
|
3/1/2048
|
|
207,000
|
171,954
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
4.90
|
1/15/2045
|
|
50,000
|
42,519
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
5.10
|
9/15/2045
|
|
175,000
|
152,489
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
5.30
|
8/15/2028
|
|
100,000
|
101,110
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
5.30
|
8/15/2052
|
|
105,000
|
90,979
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
5.65
|
3/15/2033
|
|
10,000
|
10,148
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
6.30
|
4/15/2040
|
|
389,000
|
401,114
|
|
TotalEnergies Capital International SA, Gtd. Notes
|
2.83
|
1/10/2030
|
|
185,000
|
173,974
|
|
TotalEnergies Capital International SA, Gtd. Notes
|
2.99
|
6/29/2041
|
|
230,000
|
166,972
|
|
TotalEnergies Capital International SA, Gtd. Notes
|
3.13
|
5/29/2050
|
|
100,000
|
63,321
|
|
TotalEnergies Capital International SA, Gtd. Notes
|
3.39
|
6/29/2060
|
|
50,000
|
30,923
|
|
TotalEnergies Capital SA, Gtd. Notes
|
4.72
|
9/10/2034
|
|
100,000
|
97,185
|
|
TotalEnergies Capital SA, Gtd. Notes
|
5.15
|
4/5/2034
|
|
500,000
|
499,334
|
|
TotalEnergies Capital SA, Gtd. Notes
|
5.43
|
9/10/2064
|
|
100,000
|
88,953
|
|
TransCanada PipeLines Ltd., Jr. Sub. Notes
|
7.00
|
6/1/2065
|
|
50,000
|
51,284
|
|
TransCanada PipeLines Ltd., Sr. Unscd. Bonds
|
6.10
|
6/1/2040
|
|
25,000
|
25,449
|
|
TransCanada PipeLines Ltd., Sr. Unscd. Notes
|
4.10
|
4/15/2030
|
|
225,000
|
218,387
|
|
TransCanada PipeLines Ltd., Sr. Unscd. Notes
|
4.25
|
5/15/2028
|
|
161,000
|
159,873
|
|
TransCanada PipeLines Ltd., Sr. Unscd. Notes
|
5.10
|
3/15/2049
|
|
230,000
|
207,141
|
|
TransCanada PipeLines Ltd., Sr. Unscd. Notes
|
5.85
|
3/15/2036
|
|
50,000
|
50,983
|
|
TransCanada PipeLines Ltd., Sr. Unscd. Notes
|
7.25
|
8/15/2038
|
|
200,000
|
223,690
|
|
Transcontinental Gas Pipe Line Co. LLC, Sr. Unscd. Notes
|
4.00
|
3/15/2028
|
|
53,000
|
52,492
|
|
Transcontinental Gas Pipe Line Co. LLC, Sr. Unscd. Notes
|
4.45
|
8/1/2042
|
|
40,000
|
33,464
|
|
Valero Energy Corp., Sr. Unscd. Notes
|
2.80
|
12/1/2031
|
|
207,000
|
185,045
|
|
Valero Energy Corp., Sr. Unscd. Notes
|
3.65
|
12/1/2051
|
|
80,000
|
53,688
|
|
Valero Energy Corp., Sr. Unscd. Notes
|
4.35
|
6/1/2028
|
|
250,000
|
248,677
|
|
Valero Energy Corp., Sr. Unscd. Notes
|
6.63
|
6/15/2037
|
|
36,000
|
38,786
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Energy — 1.6% (continued)
|
|||||
|
Viper Energy Partners LLC, Gtd. Bonds
|
4.90
|
8/1/2030
|
|
200,000
|
197,660
|
|
Western Midstream Operating LP, Sr. Unscd. Notes
|
4.05
|
2/1/2030
|
|
50,000
|
48,224
|
|
Western Midstream Operating LP, Sr. Unscd. Notes
|
5.25
|
2/1/2050
|
|
60,000
|
49,869
|
|
Western Midstream Operating LP, Sr. Unscd. Notes
|
5.50
|
12/15/2035
|
|
300,000
|
291,449
|
|
Western Midstream Operating LP, Sr. Unscd. Notes
|
5.50
|
8/15/2048
|
|
50,000
|
42,894
|
|
Western Midstream Operating LP, Sr. Unscd. Notes
|
6.15
|
4/1/2033
|
|
154,000
|
158,480
|
|
Woodside Finance Ltd., Gtd. Notes
|
5.70
|
5/19/2032
|
|
100,000
|
101,992
|
|
Woodside Finance Ltd., Gtd. Notes
|
5.70
|
9/12/2054
|
|
200,000
|
183,153
|
|
|
|
|
|
|
36,297,632
|
|
Environmental Control — .1%
|
|||||
|
Republic Services, Inc., Sr. Unscd. Notes
|
3.38
|
11/15/2027
|
|
33,000
|
32,563
|
|
Republic Services, Inc., Sr. Unscd. Notes
|
4.88
|
4/1/2029
|
|
100,000
|
100,426
|
|
Republic Services, Inc., Sr. Unscd. Notes
|
5.00
|
11/15/2029
|
|
324,000
|
326,797
|
|
Republic Services, Inc., Sr. Unscd. Notes
|
5.00
|
4/1/2034
|
|
55,000
|
54,342
|
|
Veralto Corp., Gtd. Notes
|
5.35
|
9/18/2028
|
|
15,000
|
15,167
|
|
Veralto Corp., Gtd. Notes
|
5.45
|
9/18/2033
|
|
125,000
|
125,972
|
|
Waste Connections, Inc., Sr. Unscd. Notes
|
4.20
|
1/15/2033
|
|
200,000
|
189,825
|
|
Waste Connections, Inc., Sr. Unscd. Notes
|
5.00
|
3/1/2034
|
|
91,000
|
89,611
|
|
Waste Management, Inc., Gtd. Notes
|
1.15
|
3/15/2028
|
|
311,000
|
295,129
|
|
Waste Management, Inc., Gtd. Notes(a)
|
2.00
|
6/1/2029
|
|
74,000
|
68,960
|
|
Waste Management, Inc., Gtd. Notes
|
2.50
|
11/15/2050
|
|
20,000
|
11,426
|
|
Waste Management, Inc., Gtd. Notes
|
3.88
|
1/15/2029
|
|
100,000
|
98,218
|
|
Waste Management, Inc., Gtd. Notes
|
4.15
|
4/15/2032
|
|
46,000
|
44,373
|
|
Waste Management, Inc., Gtd. Notes
|
4.15
|
7/15/2049
|
|
100,000
|
77,831
|
|
Waste Management, Inc., Gtd. Notes
|
4.88
|
2/15/2029
|
|
100,000
|
100,540
|
|
Waste Management, Inc., Gtd. Notes
|
4.95
|
3/15/2035
|
|
44,000
|
43,126
|
|
Waste Management, Inc., Gtd. Notes
|
5.35
|
10/15/2054
|
|
85,000
|
78,277
|
|
|
|
|
|
|
1,752,583
|
|
Financials — .0%
|
|||||
|
Brookfield Capital Finance LLC, Gtd. Notes
|
6.09
|
6/14/2033
|
|
10,000
|
10,296
|
|
Brookfield Finance LLC/Brookfield Finance, Inc., Gtd. Notes
|
3.45
|
4/15/2050
|
|
280,000
|
181,188
|
|
Brookfield Finance, Inc., Gtd. Notes
|
3.63
|
2/15/2052
|
|
50,000
|
33,001
|
|
Brookfield Finance, Inc., Gtd. Notes
|
5.68
|
1/15/2035
|
|
275,000
|
274,320
|
|
KKR & Co., Inc., Gtd. Notes
|
5.10
|
8/7/2035
|
|
100,000
|
95,169
|
|
The Carlyle Group, Inc., Gtd. Notes(a)
|
5.05
|
9/19/2035
|
|
135,000
|
128,142
|
|
|
|
|
|
|
722,116
|
|
Food Products — .3%
|
|||||
|
Ahold Finance USA LLC, Gtd. Notes
|
6.88
|
5/1/2029
|
|
25,000
|
26,290
|
|
Conagra Brands, Inc., Sr. Unscd. Notes
|
5.00
|
8/1/2030
|
|
100,000
|
98,864
|
|
Conagra Brands, Inc., Sr. Unscd. Notes
|
5.40
|
11/1/2048
|
|
125,000
|
105,533
|
|
Flowers Foods, Inc., Sr. Unscd. Notes
|
6.20
|
3/15/2055
|
|
150,000
|
119,020
|
|
General Mills, Inc., Sr. Unscd. Notes
|
4.20
|
4/17/2028
|
|
225,000
|
223,236
|
|
General Mills, Inc., Sr. Unscd. Notes
|
4.88
|
1/30/2030
|
|
755,000
|
753,058
|
|
General Mills, Inc., Sr. Unscd. Notes(a)
|
5.25
|
1/30/2035
|
|
280,000
|
275,430
|
|
General Mills, Inc., Sr. Unscd. Notes
|
5.50
|
10/17/2028
|
|
18,000
|
18,308
|
|
Hormel Foods Corp., Sr. Unscd. Notes
|
1.80
|
6/11/2030
|
|
40,000
|
35,759
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, Sr.
Unscd. Notes
|
5.75
|
4/1/2033
|
|
123,000
|
124,704
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, Sr.
Unscd. Notes(b)
|
6.40
|
5/10/2057
|
|
200,000
|
190,374
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Food Products — .3% (continued)
|
|||||
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, Sr.
Unscd. Notes, Ser. Emtn
|
5.50
|
1/15/2036
|
|
600,000
|
586,513
|
|
Kellanova, Sr. Unscd. Notes
|
2.10
|
6/1/2030
|
|
25,000
|
22,627
|
|
Kellanova, Sr. Unscd. Notes
|
4.30
|
5/15/2028
|
|
77,000
|
76,711
|
|
Kellanova, Sr. Unscd. Notes
|
4.50
|
4/1/2046
|
|
30,000
|
24,740
|
|
Kellanova, Sr. Unscd. Notes
|
5.25
|
3/1/2033
|
|
60,000
|
60,127
|
|
Kraft Heinz Foods Co., Gtd. Notes
|
4.25
|
3/1/2031
|
|
146,000
|
141,464
|
|
Kraft Heinz Foods Co., Gtd. Notes
|
4.38
|
6/1/2046
|
|
42,000
|
32,283
|
|
Kraft Heinz Foods Co., Gtd. Notes
|
4.88
|
10/1/2049
|
|
85,000
|
68,633
|
|
Kraft Heinz Foods Co., Gtd. Notes
|
5.00
|
6/4/2042
|
|
65,000
|
56,204
|
|
Kraft Heinz Foods Co., Gtd. Notes
|
5.20
|
7/15/2045
|
|
350,000
|
301,054
|
|
Kraft Heinz Foods Co., Gtd. Notes
|
6.88
|
1/26/2039
|
|
195,000
|
208,428
|
|
McCormick & Co., Inc., Sr. Unscd. Notes
|
1.85
|
2/15/2031
|
|
15,000
|
13,101
|
|
Mondelez International, Inc., Sr. Unscd. Notes
|
2.75
|
4/13/2030
|
|
350,000
|
324,902
|
|
Pilgrim’s Pride Corp., Gtd. Notes
|
3.50
|
3/1/2032
|
|
560,000
|
504,090
|
|
Pilgrim’s Pride Corp., Gtd. Notes
|
6.25
|
7/1/2033
|
|
24,000
|
24,691
|
|
Sysco Corp., Gtd. Notes
|
3.30
|
2/15/2050
|
|
36,000
|
22,961
|
|
Sysco Corp., Gtd. Notes
|
4.85
|
10/1/2045
|
|
205,000
|
172,492
|
|
Sysco Corp., Gtd. Notes(a)
|
5.75
|
1/17/2029
|
|
50,000
|
51,047
|
|
Sysco Corp., Gtd. Notes
|
5.95
|
4/1/2030
|
|
52,000
|
53,436
|
|
Sysco Corp., Gtd. Notes
|
6.00
|
1/17/2034
|
|
52,000
|
53,682
|
|
Sysco Corp., Gtd. Notes
|
6.60
|
4/1/2040
|
|
50,000
|
52,599
|
|
Sysco Corp., Gtd. Notes
|
6.60
|
4/1/2050
|
|
20,000
|
20,371
|
|
The Campbell’s Comapny, Sr. Unscd. Notes
|
5.20
|
3/21/2029
|
|
400,000
|
402,002
|
|
The Campbell’s Comapny, Sr. Unscd. Notes
|
5.40
|
3/21/2034
|
|
130,000
|
125,512
|
|
The Hershey Company, Sr. Unscd. Notes
|
1.70
|
6/1/2030
|
|
50,000
|
44,713
|
|
The Hershey Company, Sr. Unscd. Notes
|
4.25
|
5/4/2028
|
|
90,000
|
89,648
|
|
The Hershey Company, Sr. Unscd. Notes
|
4.55
|
2/24/2028
|
|
200,000
|
200,488
|
|
The Hershey Company, Sr. Unscd. Notes
|
4.75
|
2/24/2030
|
|
200,000
|
200,430
|
|
The Hershey Company, Sr. Unscd. Notes
|
5.10
|
2/24/2035
|
|
100,000
|
100,041
|
|
The J.M. Smucker Company, Sr. Unscd. Notes
|
2.38
|
3/15/2030
|
|
89,000
|
81,675
|
|
The J.M. Smucker Company, Sr. Unscd. Notes
|
5.90
|
11/15/2028
|
|
85,000
|
87,147
|
|
The J.M. Smucker Company, Sr. Unscd. Notes
|
6.50
|
11/15/2043
|
|
15,000
|
15,587
|
|
The Kroger Company, Sr. Unscd. Notes
|
1.70
|
1/15/2031
|
|
175,000
|
152,505
|
|
The Kroger Company, Sr. Unscd. Notes
|
3.70
|
8/1/2027
|
|
124,000
|
123,092
|
|
The Kroger Company, Sr. Unscd. Notes
|
3.95
|
1/15/2050
|
|
175,000
|
125,603
|
|
The Kroger Company, Sr. Unscd. Notes(a)
|
5.50
|
9/15/2054
|
|
335,000
|
300,429
|
|
Tyson Foods, Inc., Sr. Unscd. Bonds
|
5.15
|
8/15/2044
|
|
34,000
|
30,283
|
|
Tyson Foods, Inc., Sr. Unscd. Notes
|
4.35
|
3/1/2029
|
|
138,000
|
136,480
|
|
Tyson Foods, Inc., Sr. Unscd. Notes
|
5.10
|
9/28/2048
|
|
105,000
|
90,360
|
|
Tyson Foods, Inc., Sr. Unscd. Notes
|
5.70
|
3/15/2034
|
|
433,000
|
439,471
|
|
|
|
|
|
|
7,588,198
|
|
Forest Products & Paper — .0%
|
|||||
|
Celulosa Arauco y Constitucion SA, Sr. Unscd. Notes
|
5.50
|
11/2/2047
|
|
180,000
|
154,106
|
|
International Paper Co., Sr. Unscd. Notes
|
4.80
|
6/15/2044
|
|
113,000
|
95,039
|
|
International Paper Co., Sr. Unscd. Notes
|
5.00
|
9/15/2035
|
|
200,000
|
191,969
|
|
Suzano Austria GmbH, Gtd. Notes
|
3.13
|
1/15/2032
|
|
170,000
|
149,224
|
|
Suzano Austria GmbH, Gtd. Notes
|
5.00
|
1/15/2030
|
|
187,000
|
183,249
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Forest Products & Paper — .0% (continued)
|
|||||
|
Suzano Austria GmbH, Gtd. Notes
|
6.00
|
1/15/2029
|
|
35,000
|
35,487
|
|
Suzano Netherlands BV, Gtd. Notes
|
5.50
|
1/15/2036
|
|
65,000
|
62,142
|
|
|
|
|
|
|
871,216
|
|
Health Care — 2.6%
|
|||||
|
Abbott Laboratories, Sr. Unscd. Notes
|
1.15
|
1/30/2028
|
|
123,000
|
117,394
|
|
Abbott Laboratories, Sr. Unscd. Notes
|
4.65
|
3/15/2036
|
|
1,200,000
|
1,139,913
|
|
Abbott Laboratories, Sr. Unscd. Notes
|
4.75
|
11/30/2036
|
|
55,000
|
52,483
|
|
Abbott Laboratories, Sr. Unscd. Notes
|
4.90
|
11/30/2046
|
|
257,000
|
226,868
|
|
Abbott Laboratories, Sr. Unscd. Notes
|
5.50
|
3/15/2056
|
|
200,000
|
186,460
|
|
Abbott Laboratories, Sr. Unscd. Notes
|
6.00
|
4/1/2039
|
|
25,000
|
26,210
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
3.20
|
11/21/2029
|
|
145,000
|
138,217
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.05
|
11/21/2039
|
|
221,000
|
188,878
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.25
|
11/14/2028
|
|
100,000
|
99,376
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.25
|
11/21/2049
|
|
806,000
|
627,411
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.30
|
5/14/2036
|
|
627,000
|
579,129
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.50
|
5/14/2035
|
|
157,000
|
148,316
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.70
|
5/14/2045
|
|
269,000
|
230,340
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.75
|
3/15/2045
|
|
120,000
|
103,374
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.95
|
3/15/2031
|
|
610,000
|
612,634
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
5.20
|
3/15/2035
|
|
200,000
|
199,229
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
5.35
|
3/15/2044
|
|
45,000
|
42,285
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
5.60
|
3/15/2055
|
|
250,000
|
235,341
|
|
Adventist Health System, Bonds
|
3.63
|
3/1/2049
|
|
207,000
|
138,552
|
|
Advocate Health & Hospitals Corp., Sr. Unscd. Bonds
|
3.83
|
8/15/2028
|
|
50,000
|
49,321
|
|
Advocate Health & Hospitals Corp., Unscd. Notes, Ser. 2020
|
2.21
|
6/15/2030
|
|
18,000
|
16,344
|
|
Aetna, Inc., Sr. Unscd. Notes
|
4.75
|
3/15/2044
|
|
35,000
|
29,053
|
|
Aetna, Inc., Sr. Unscd. Notes
|
6.63
|
6/15/2036
|
|
295,000
|
314,958
|
|
Agilent Technologies, Inc., Sr. Unscd. Notes
|
2.30
|
3/12/2031
|
|
147,000
|
130,792
|
|
Agilent Technologies, Inc., Sr. Unscd. Notes
|
2.75
|
9/15/2029
|
|
100,000
|
94,007
|
|
AHS Hospital Corp., Sr. Unscd. Bonds, Ser. 2021
|
2.78
|
7/1/2051
|
|
215,000
|
126,782
|
|
Allina Health System, Unscd. Bonds, Ser. 2019
|
3.89
|
4/15/2049
|
|
315,000
|
231,879
|
|
Amgen, Inc., Sr. Unscd. Notes
|
2.00
|
1/15/2032
|
|
450,000
|
385,358
|
|
Amgen, Inc., Sr. Unscd. Notes
|
3.00
|
2/22/2029
|
|
180,000
|
172,700
|
|
Amgen, Inc., Sr. Unscd. Notes
|
3.00
|
1/15/2052
|
|
200,000
|
122,084
|
|
Amgen, Inc., Sr. Unscd. Notes
|
3.35
|
2/22/2032
|
|
135,000
|
123,968
|
|
Amgen, Inc., Sr. Unscd. Notes
|
4.05
|
8/18/2029
|
|
285,000
|
279,525
|
|
Amgen, Inc., Sr. Unscd. Notes
|
4.20
|
2/19/2031
|
|
200,000
|
194,207
|
|
Amgen, Inc., Sr. Unscd. Notes
|
4.20
|
3/1/2033
|
|
286,000
|
270,777
|
|
Amgen, Inc., Sr. Unscd. Notes
|
4.40
|
5/1/2045
|
|
75,000
|
60,997
|
|
Amgen, Inc., Sr. Unscd. Notes
|
4.56
|
6/15/2048
|
|
198,000
|
160,108
|
|
Amgen, Inc., Sr. Unscd. Notes
|
4.66
|
6/15/2051
|
|
93,000
|
75,106
|
|
Amgen, Inc., Sr. Unscd. Notes
|
5.15
|
3/2/2028
|
|
240,000
|
241,866
|
|
Amgen, Inc., Sr. Unscd. Notes
|
5.25
|
3/2/2030
|
|
197,000
|
199,377
|
|
Amgen, Inc., Sr. Unscd. Notes
|
5.60
|
3/2/2043
|
|
612,000
|
586,646
|
|
Amgen, Inc., Sr. Unscd. Notes
|
5.65
|
3/2/2053
|
|
415,000
|
386,018
|
|
Amgen, Inc., Sr. Unscd. Notes(a)
|
5.65
|
2/19/2056
|
|
300,000
|
279,957
|
|
Amgen, Inc., Sr. Unscd. Notes
|
5.75
|
3/2/2063
|
|
115,000
|
106,089
|
|
Ascension Health, Sr. Unscd. Bonds, Ser. B
|
2.53
|
11/15/2029
|
|
45,000
|
42,029
|
|
Ascension Health, Sr. Unscd. Notes
|
3.95
|
11/15/2046
|
|
66,000
|
50,883
|
|
Ascension Health, Unscd. Notes
|
4.85
|
11/15/2053
|
|
25,000
|
21,690
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Health Care — 2.6% (continued)
|
|||||
|
Astrazeneca Finance LLC, Gtd. Notes
|
4.60
|
3/2/2036
|
|
900,000
|
853,670
|
|
AstraZeneca Finance LLC, Gtd. Notes
|
1.75
|
5/28/2028
|
|
160,000
|
152,573
|
|
AstraZeneca Finance LLC, Gtd. Notes
|
4.85
|
2/26/2029
|
|
400,000
|
402,489
|
|
AstraZeneca Finance LLC, Gtd. Notes
|
4.88
|
3/3/2028
|
|
175,000
|
176,150
|
|
AstraZeneca PLC, Sr. Unscd. Notes
|
4.00
|
9/18/2042
|
|
90,000
|
73,528
|
|
AstraZeneca PLC, Sr. Unscd. Notes
|
4.38
|
11/16/2045
|
|
90,000
|
75,322
|
|
Baxter International, Inc., Sr. Unscd. Notes
|
2.27
|
12/1/2028
|
|
30,000
|
28,186
|
|
Baxter International, Inc., Sr. Unscd. Notes
|
2.54
|
2/1/2032
|
|
125,000
|
106,875
|
|
Baxter International, Inc., Sr. Unscd. Notes
|
3.13
|
12/1/2051
|
|
65,000
|
37,155
|
|
Baxter International, Inc., Sr. Unscd. Notes
|
5.65
|
12/15/2035
|
|
400,000
|
391,030
|
|
Baylor Scott & White Holdings, Unscd. Bonds, Ser. 2021
|
2.84
|
11/15/2050
|
|
90,000
|
54,524
|
|
Becton, Dickinson & Co., Sr. Unscd. Notes
|
1.96
|
2/11/2031
|
|
120,000
|
105,270
|
|
Becton, Dickinson & Co., Sr. Unscd. Notes
|
2.82
|
5/20/2030
|
|
120,000
|
111,221
|
|
Becton, Dickinson & Co., Sr. Unscd. Notes
|
4.69
|
2/13/2028
|
|
319,000
|
319,244
|
|
Biogen, Inc., Sr. Unscd. Notes
|
2.25
|
5/1/2030
|
|
75,000
|
68,041
|
|
Biogen, Inc., Sr. Unscd. Notes
|
3.15
|
5/1/2050
|
|
183,000
|
114,225
|
|
BIO-RAD Laboratories, Inc., Sr. Unscd. Notes
|
3.70
|
3/15/2032
|
|
66,000
|
60,957
|
|
Bon Secours Mercy Health, Inc., Scd. Notes
|
3.46
|
6/1/2030
|
|
170,000
|
162,514
|
|
Boston Scientific Corp., Sr. Unscd. Notes
|
2.65
|
6/1/2030
|
|
25,000
|
23,082
|
|
Boston Scientific Corp., Sr. Unscd. Notes(a)
|
4.70
|
3/1/2049
|
|
80,000
|
68,022
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
1.13
|
11/13/2027
|
|
150,000
|
144,122
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
2.95
|
3/15/2032
|
|
250,000
|
225,971
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
3.40
|
7/26/2029
|
|
229,000
|
221,546
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
3.55
|
3/15/2042
|
|
510,000
|
390,967
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
3.70
|
3/15/2052
|
|
245,000
|
170,169
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
4.25
|
10/26/2049
|
|
365,000
|
282,345
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
4.35
|
11/15/2047
|
|
100,000
|
79,652
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
4.55
|
2/20/2048
|
|
28,000
|
22,872
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
5.10
|
2/22/2031
|
|
400,000
|
404,284
|
|
Cardinal Health, Inc., Sr. Unscd. Notes
|
4.50
|
11/15/2044
|
|
120,000
|
97,482
|
|
Cardinal Health, Inc., Sr. Unscd. Notes
|
4.60
|
3/15/2043
|
|
25,000
|
20,995
|
|
Cardinal Health, Inc., Sr. Unscd. Notes
|
4.90
|
9/15/2045
|
|
90,000
|
77,185
|
|
Cardinal Health, Inc., Sr. Unscd. Notes
|
5.15
|
9/15/2035
|
|
100,000
|
97,699
|
|
Cardinal Health, Inc., Sr. Unscd. Notes
|
5.35
|
11/15/2034
|
|
200,000
|
198,614
|
|
Cencora, Inc., Sr. Unscd. Notes
|
2.80
|
5/15/2030
|
|
75,000
|
69,544
|
|
Cencora, Inc., Sr. Unscd. Notes
|
3.45
|
12/15/2027
|
|
150,000
|
147,792
|
|
Cencora, Inc., Sr. Unscd. Notes
|
4.30
|
12/15/2047
|
|
50,000
|
39,397
|
|
Cencora, Inc., Sr. Unscd. Notes
|
5.65
|
2/13/2056
|
|
600,000
|
564,491
|
|
Children’s Hospital, Unscd. Bonds, Ser. 2020
|
2.93
|
7/15/2050
|
|
50,000
|
30,904
|
|
City of Hope, Sr. Scd. Notes, Ser. 2013
|
5.62
|
11/15/2043
|
|
145,000
|
137,469
|
|
CommonSpirit Health, Sr. Scd. Bonds
|
2.78
|
10/1/2030
|
|
227,000
|
208,010
|
|
CommonSpirit Health, Sr. Scd. Bonds
|
3.35
|
10/1/2029
|
|
60,000
|
57,241
|
|
CommonSpirit Health, Sr. Scd. Bonds
|
3.91
|
10/1/2050
|
|
95,000
|
67,696
|
|
CommonSpirit Health, Sr. Scd. Bonds
|
4.19
|
10/1/2049
|
|
410,000
|
307,484
|
|
CommonSpirit Health, Sr. Scd. Notes
|
6.46
|
11/1/2052
|
|
50,000
|
51,711
|
|
Community Health Network, Inc., Unscd. Bonds, Ser. 20A
|
3.10
|
5/1/2050
|
|
65,000
|
39,667
|
|
Corewell Health Obligated Group, Sr. Unscd. Bonds, Ser. 19A
|
3.49
|
7/15/2049
|
|
135,000
|
92,797
|
|
Cottage Health Obligated Group, Scd. Bonds, Ser. 2020
|
3.30
|
11/1/2049
|
|
275,000
|
182,719
|
|
CVS Health Corp., Sr. Unscd. Notes
|
1.88
|
2/28/2031
|
|
70,000
|
60,965
|
|
CVS Health Corp., Sr. Unscd. Notes
|
2.13
|
9/15/2031
|
|
550,000
|
476,899
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Health Care — 2.6% (continued)
|
|||||
|
CVS Health Corp., Sr. Unscd. Notes
|
3.25
|
8/15/2029
|
|
362,000
|
345,704
|
|
CVS Health Corp., Sr. Unscd. Notes
|
3.75
|
4/1/2030
|
|
15,000
|
14,401
|
|
CVS Health Corp., Sr. Unscd. Notes
|
4.13
|
4/1/2040
|
|
9,000
|
7,465
|
|
CVS Health Corp., Sr. Unscd. Notes
|
4.30
|
3/25/2028
|
|
365,000
|
362,807
|
|
CVS Health Corp., Sr. Unscd. Notes
|
5.05
|
3/25/2048
|
|
125,000
|
105,656
|
|
CVS Health Corp., Sr. Unscd. Notes
|
5.13
|
2/21/2030
|
|
50,000
|
50,250
|
|
CVS Health Corp., Sr. Unscd. Notes
|
5.13
|
7/20/2045
|
|
353,000
|
306,875
|
|
CVS Health Corp., Sr. Unscd. Notes
|
5.25
|
1/30/2031
|
|
204,000
|
205,850
|
|
CVS Health Corp., Sr. Unscd. Notes
|
5.30
|
6/1/2033
|
|
870,000
|
867,289
|
|
CVS Health Corp., Sr. Unscd. Notes
|
5.45
|
9/15/2035
|
|
200,000
|
197,945
|
|
CVS Health Corp., Sr. Unscd. Notes
|
5.88
|
6/1/2053
|
|
25,000
|
23,255
|
|
CVS Health Corp., Sr. Unscd. Notes
|
6.00
|
6/1/2044
|
|
500,000
|
483,271
|
|
CVS Health Corp., Sr. Unscd. Notes
|
6.25
|
9/15/2065
|
|
300,000
|
288,204
|
|
Danaher Corp., Sr. Unscd. Notes
|
2.80
|
12/10/2051
|
|
95,000
|
56,061
|
|
Danaher Corp., Sr. Unscd. Notes
|
4.38
|
9/15/2045
|
|
65,000
|
53,320
|
|
DENTSPLY SIRONA, Inc., Sr. Unscd. Notes
|
3.25
|
6/1/2030
|
|
50,000
|
46,236
|
|
DH Europe Finance II Sarl, Gtd. Notes
|
3.25
|
11/15/2039
|
|
129,000
|
100,607
|
|
Dignity Health, Unscd. Bonds
|
4.50
|
11/1/2042
|
|
45,000
|
37,750
|
|
Edwards Lifesciences Corp., Sr. Unscd. Notes
|
4.30
|
6/15/2028
|
|
338,000
|
335,862
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
2.55
|
3/15/2031
|
|
70,000
|
62,983
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
3.60
|
3/15/2051
|
|
185,000
|
123,967
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
4.10
|
3/1/2028
|
|
208,000
|
206,298
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
4.38
|
12/1/2047
|
|
428,000
|
334,628
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
4.55
|
3/1/2048
|
|
388,000
|
311,099
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
4.65
|
8/15/2044
|
|
89,000
|
74,199
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
4.75
|
2/15/2033
|
|
550,000
|
534,076
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
5.50
|
10/15/2032
|
|
100,000
|
101,626
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
5.85
|
11/1/2064
|
|
45,000
|
41,828
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
2.50
|
9/15/2060
|
|
43,000
|
21,829
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
3.38
|
3/15/2029
|
|
165,000
|
160,354
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
4.00
|
10/15/2028
|
|
95,000
|
94,182
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
4.15
|
5/20/2029
|
|
300,000
|
297,021
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
4.70
|
2/9/2034
|
|
750,000
|
732,886
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
4.75
|
2/12/2030
|
|
310,000
|
310,867
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
4.85
|
5/20/2036
|
|
300,000
|
290,257
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
4.90
|
10/15/2035
|
|
100,000
|
97,810
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
5.10
|
2/12/2035
|
|
500,000
|
498,624
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
5.10
|
2/9/2064
|
|
200,000
|
172,520
|
|
Eli Lilly & Co., Sr. Unscd. Notes(a)
|
5.55
|
10/15/2055
|
|
100,000
|
94,761
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
5.60
|
5/20/2056
|
|
600,000
|
571,779
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
5.65
|
10/15/2065
|
|
100,000
|
94,598
|
|
GE HealthCare Technologies, Inc., Gtd. Notes
|
5.65
|
11/15/2027
|
|
165,000
|
167,016
|
|
GE HealthCare Technologies, Inc., Gtd. Notes
|
5.86
|
3/15/2030
|
|
270,000
|
277,383
|
|
Gilead Sciences, Inc., Sr. Unscd. Notes
|
1.65
|
10/1/2030
|
|
125,000
|
110,192
|
|
Gilead Sciences, Inc., Sr. Unscd. Notes
|
2.60
|
10/1/2040
|
|
560,000
|
395,320
|
|
Gilead Sciences, Inc., Sr. Unscd. Notes(a)
|
2.80
|
10/1/2050
|
|
75,000
|
44,812
|
|
Gilead Sciences, Inc., Sr. Unscd. Notes
|
4.40
|
5/20/2029
|
|
600,000
|
595,820
|
|
Gilead Sciences, Inc., Sr. Unscd. Notes
|
4.50
|
2/1/2045
|
|
35,000
|
29,268
|
|
Gilead Sciences, Inc., Sr. Unscd. Notes
|
4.80
|
11/15/2029
|
|
100,000
|
100,351
|
|
Gilead Sciences, Inc., Sr. Unscd. Notes
|
5.10
|
6/15/2035
|
|
111,000
|
109,779
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Health Care — 2.6% (continued)
|
|||||
|
Gilead Sciences, Inc., Sr. Unscd. Notes(a)
|
5.55
|
10/15/2053
|
|
80,000
|
75,096
|
|
Gilead Sciences, Inc., Sr. Unscd. Notes
|
5.65
|
12/1/2041
|
|
510,000
|
504,510
|
|
GlaxoSmithKline Capital, Inc., Gtd. Bonds
|
6.38
|
5/15/2038
|
|
143,000
|
153,722
|
|
GlaxoSmithKline Capital, Inc., Gtd. Notes
|
5.38
|
4/15/2034
|
|
200,000
|
202,604
|
|
Hackensack Meridian Health, Inc., Scd. Bonds, Ser. 2020
|
2.68
|
9/1/2041
|
|
25,000
|
17,459
|
|
Hackensack Meridian Health, Inc., Scd. Bonds, Ser. 2020
|
2.88
|
9/1/2050
|
|
55,000
|
33,262
|
|
HCA, Inc., Gtd. Notes
|
3.38
|
3/15/2029
|
|
350,000
|
337,572
|
|
HCA, Inc., Gtd. Notes
|
3.63
|
3/15/2032
|
|
270,000
|
248,643
|
|
HCA, Inc., Gtd. Notes
|
4.13
|
6/15/2029
|
|
198,000
|
194,257
|
|
HCA, Inc., Gtd. Notes
|
4.30
|
11/15/2030
|
|
315,000
|
305,434
|
|
HCA, Inc., Gtd. Notes
|
4.63
|
3/15/2052
|
|
85,000
|
65,515
|
|
HCA, Inc., Gtd. Notes
|
5.25
|
3/1/2030
|
|
500,000
|
503,602
|
|
HCA, Inc., Gtd. Notes
|
5.25
|
6/15/2049
|
|
729,000
|
623,565
|
|
HCA, Inc., Gtd. Notes
|
5.50
|
3/1/2032
|
|
144,000
|
145,507
|
|
HCA, Inc., Gtd. Notes
|
5.50
|
6/1/2033
|
|
305,000
|
306,314
|
|
HCA, Inc., Gtd. Notes
|
5.63
|
9/1/2028
|
|
101,000
|
102,348
|
|
HCA, Inc., Gtd. Notes
|
5.88
|
2/1/2029
|
|
86,000
|
87,661
|
|
HCA, Inc., Gtd. Notes
|
6.20
|
3/1/2055
|
|
110,000
|
106,175
|
|
HCA, Inc., Sr. Scd. Notes
|
4.38
|
3/15/2042
|
|
73,000
|
59,819
|
|
Humana, Inc., Sr. Unscd. Notes
|
3.13
|
8/15/2029
|
|
115,000
|
109,286
|
|
Humana, Inc., Sr. Unscd. Notes
|
3.70
|
3/23/2029
|
|
74,000
|
71,766
|
|
Humana, Inc., Sr. Unscd. Notes
|
4.63
|
12/1/2042
|
|
28,000
|
22,878
|
|
Humana, Inc., Sr. Unscd. Notes
|
5.50
|
3/15/2053
|
|
56,000
|
48,276
|
|
Humana, Inc., Sr. Unscd. Notes
|
5.75
|
12/1/2028
|
|
50,000
|
50,924
|
|
Humana, Inc., Sr. Unscd. Notes
|
5.75
|
4/15/2054
|
|
300,000
|
267,193
|
|
Illumina, Inc., Sr. Unscd. Notes
|
2.55
|
3/23/2031
|
|
150,000
|
134,261
|
|
Illumina, Inc., Sr. Unscd. Notes
|
4.75
|
12/12/2030
|
|
400,000
|
393,927
|
|
Indiana University Health, Inc. Obligated Group, Scd. Notes
|
3.97
|
11/1/2048
|
|
237,000
|
180,802
|
|
Integris Baptist Medical Center, Inc., Sr. Scd. Bonds, Ser. A
|
3.88
|
8/15/2050
|
|
25,000
|
17,797
|
|
Iowa Health System, Unscd. Bonds, Ser. 2020
|
3.67
|
2/15/2050
|
|
100,000
|
71,223
|
|
Johnson & Johnson, Sr. Unscd. Notes
|
3.50
|
1/15/2048
|
|
85,000
|
61,476
|
|
Johnson & Johnson, Sr. Unscd. Notes
|
3.63
|
3/3/2037
|
|
135,000
|
118,667
|
|
Johnson & Johnson, Sr. Unscd. Notes
|
3.70
|
3/1/2046
|
|
257,000
|
197,206
|
|
Johnson & Johnson, Sr. Unscd. Notes
|
4.38
|
12/5/2033
|
|
300,000
|
292,842
|
|
Johnson & Johnson, Sr. Unscd. Notes
|
4.80
|
6/1/2029
|
|
40,000
|
40,453
|
|
Johnson & Johnson, Sr. Unscd. Notes
|
4.85
|
3/1/2032
|
|
425,000
|
429,295
|
|
Johnson & Johnson, Sr. Unscd. Notes
|
5.00
|
3/1/2035
|
|
500,000
|
503,367
|
|
Johnson & Johnson, Sr. Unscd. Notes
|
5.95
|
8/15/2037
|
|
316,000
|
339,043
|
|
Kaiser Foundation Hospitals, Gtd. Notes
|
4.15
|
5/1/2047
|
|
240,000
|
189,301
|
|
Kaiser Foundation Hospitals, Unscd. Bonds, Ser. 2021
|
3.00
|
6/1/2051
|
|
180,000
|
111,608
|
|
Laboratory Corp. of America Holdings, Gtd. Notes
|
2.70
|
6/1/2031
|
|
5,000
|
4,500
|
|
Laboratory Corp. of America Holdings, Gtd. Notes
|
2.95
|
12/1/2029
|
|
65,000
|
61,265
|
|
Laboratory Corp. of America Holdings, Gtd. Notes
|
4.70
|
2/1/2045
|
|
115,000
|
98,842
|
|
Mass General Brigham, Inc., Unscd. Notes, Ser. 2020
|
3.19
|
7/1/2049
|
|
140,000
|
91,437
|
|
Mayo Clinic, Unscd. Bonds, Ser. 2016(a)
|
4.13
|
11/15/2052
|
|
270,000
|
207,961
|
|
McKesson Corp., Sr. Unscd. Notes
|
3.95
|
2/16/2028
|
|
250,800
|
248,638
|
|
McKesson Corp., Sr. Unscd. Notes
|
4.90
|
7/15/2028
|
|
40,000
|
40,242
|
|
McKesson Corp., Sr. Unscd. Notes
|
5.10
|
7/15/2033
|
|
10,000
|
10,001
|
|
Medtronic, Inc., Gtd. Notes
|
4.38
|
3/15/2035
|
|
350,000
|
329,920
|
|
Medtronic, Inc., Gtd. Notes
|
4.63
|
3/15/2045
|
|
90,000
|
77,620
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Health Care — 2.6% (continued)
|
|||||
|
Memorial Health Services, Sr. Unscd. Notes
|
3.45
|
11/1/2049
|
|
365,000
|
246,136
|
|
Merck & Co., Inc., Gtd. Notes
|
5.70
|
9/15/2055
|
|
975,000
|
929,343
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
1.45
|
6/24/2030
|
|
170,000
|
150,298
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
1.90
|
12/10/2028
|
|
205,000
|
193,238
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
3.40
|
3/7/2029
|
|
50,000
|
48,602
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
3.70
|
2/10/2045
|
|
43,000
|
32,289
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
3.90
|
3/7/2039
|
|
120,000
|
102,610
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
4.05
|
5/17/2028
|
|
40,000
|
39,774
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
4.30
|
5/17/2030
|
|
75,000
|
73,926
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
4.50
|
5/17/2033
|
|
75,000
|
72,960
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
5.00
|
5/17/2053
|
|
161,000
|
139,246
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
5.20
|
5/22/2036
|
|
500,000
|
496,060
|
|
Montefiore Obligated Group, Unscd. Bonds
|
4.29
|
9/1/2050
|
|
200,000
|
135,782
|
|
Montefiore Obligated Group, Unscd. Bonds, Ser. 18-C
|
5.25
|
11/1/2048
|
|
200,000
|
158,963
|
|
Mylan, Inc., Gtd. Notes
|
4.55
|
4/15/2028
|
|
60,000
|
59,537
|
|
MyMichigan Health, Scd. Bonds, Ser. 2020
|
3.41
|
6/1/2050
|
|
90,000
|
60,561
|
|
Northwell Healthcare, Inc., Scd. Bonds
|
3.81
|
11/1/2049
|
|
100,000
|
71,235
|
|
Northwell Healthcare, Inc., Scd. Notes
|
3.98
|
11/1/2046
|
|
25,000
|
19,014
|
|
Novant Health, Inc., Unscd. Bonds
|
3.17
|
11/1/2051
|
|
50,000
|
31,444
|
|
Novant Health, Inc., Unscd. Bonds
|
3.32
|
11/1/2061
|
|
65,000
|
39,170
|
|
Novartis Capital Corp., Gtd. Notes
|
2.20
|
8/14/2030
|
|
168,000
|
152,548
|
|
Novartis Capital Corp., Gtd. Notes
|
3.70
|
9/21/2042
|
|
10,000
|
7,896
|
|
Novartis Capital Corp., Gtd. Notes
|
4.40
|
5/6/2044
|
|
170,000
|
143,307
|
|
Novartis Capital Corp., Gtd. Notes
|
4.60
|
11/5/2035
|
|
200,000
|
191,260
|
|
Novartis Capital Corp., Gtd. Notes
|
4.90
|
3/18/2036
|
|
500,000
|
485,832
|
|
Novartis Capital Corp., Gtd. Notes
|
5.20
|
11/5/2045
|
|
200,000
|
183,710
|
|
NY Society for Relief of Ruptured & Crippled Maintaining Hospital for Special
Surgery, Scd. Bonds, Ser. 2020
|
2.67
|
10/1/2050
|
|
50,000
|
29,153
|
|
NYU Langone Hospitals, Scd. Bonds
|
4.78
|
7/1/2044
|
|
225,000
|
198,643
|
|
NYU Langone Hospitals, Scd. Bonds, Ser. 2020
|
3.38
|
7/1/2055
|
|
100,000
|
65,068
|
|
Ochsner LSU Health System of North Louisiana, Scd. Bonds, Ser. 2021
|
2.51
|
5/15/2031
|
|
165,000
|
140,278
|
|
OhioHealth Corp., Scd. Bonds
|
2.83
|
11/15/2041
|
|
50,000
|
35,627
|
|
Orlando Health Obligated Group, Unscd. Bonds
|
4.09
|
10/1/2048
|
|
285,000
|
220,848
|
|
PeaceHealth Obligated Group, Sr. Unscd. Bonds, Ser. 2020
|
3.22
|
11/15/2050
|
|
12,000
|
7,796
|
|
PeaceHealth Obligated Group, Sr. Unscd. Notes, Ser. 2018
|
4.79
|
11/15/2048
|
|
240,000
|
201,977
|
|
Pfizer Investment Enterprises Pte Ltd., Gtd. Notes
|
4.75
|
5/19/2033
|
|
85,000
|
82,968
|
|
Pfizer Investment Enterprises Pte Ltd., Gtd. Notes
|
5.11
|
5/19/2043
|
|
360,000
|
328,618
|
|
Pfizer Investment Enterprises Pte Ltd., Gtd. Notes
|
5.30
|
5/19/2053
|
|
1,080,000
|
968,960
|
|
Pfizer Investment Enterprises Pte Ltd., Gtd. Notes
|
5.34
|
5/19/2063
|
|
70,000
|
61,122
|
|
Pfizer, Inc., Sr. Unscd. Notes
|
1.70
|
5/28/2030
|
|
70,000
|
62,483
|
|
Pfizer, Inc., Sr. Unscd. Notes
|
2.55
|
5/28/2040
|
|
125,000
|
87,853
|
|
Pfizer, Inc., Sr. Unscd. Notes
|
2.63
|
4/1/2030
|
|
70,000
|
64,936
|
|
Pfizer, Inc., Sr. Unscd. Notes
|
4.00
|
12/15/2036
|
|
332,000
|
297,991
|
|
Pfizer, Inc., Sr. Unscd. Notes
|
4.10
|
9/15/2038
|
|
250,000
|
220,550
|
|
Pfizer, Inc., Sr. Unscd. Notes
|
4.88
|
11/15/2035
|
|
100,000
|
96,855
|
|
Pfizer, Inc., Sr. Unscd. Notes
|
5.60
|
9/15/2040
|
|
234,000
|
232,711
|
|
Pfizer, Inc., Sr. Unscd. Notes
|
5.60
|
11/15/2055
|
|
100,000
|
94,867
|
|
Pharmacia LLC, Gtd. Notes
|
6.60
|
12/1/2028
|
|
50,000
|
52,149
|
|
Piedmont Healthcare, Inc., Scd. Bonds, Ser. 2024
|
2.72
|
1/1/2042
|
|
50,000
|
34,439
|
|
Piedmont Healthcare, Inc., Scd. Bonds, Ser. 2032
|
2.04
|
1/1/2032
|
|
50,000
|
42,784
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Health Care — 2.6% (continued)
|
|||||
|
Providence St. Joseph Health Obligated Group, Unscd. Bonds, Ser. A
|
3.93
|
10/1/2048
|
|
145,000
|
109,064
|
|
Providence St. Joseph Health Obligated Group, Unscd. Notes, Ser. 19A
|
2.53
|
10/1/2029
|
|
110,000
|
102,430
|
|
Providence St. Joseph Health Obligated Group, Unscd. Notes, Ser. I
|
3.74
|
10/1/2047
|
|
113,000
|
81,338
|
|
Quest Diagnostics, Inc., Sr. Unscd. Notes
|
4.20
|
6/30/2029
|
|
18,000
|
17,731
|
|
Regeneron Pharmaceuticals, Inc., Sr. Unscd. Notes
|
1.75
|
9/15/2030
|
|
215,000
|
189,057
|
|
Revvity, Inc., Sr. Unscd. Notes
|
2.55
|
3/15/2031
|
|
215,000
|
192,243
|
|
Revvity, Inc., Sr. Unscd. Notes
|
3.30
|
9/15/2029
|
|
54,000
|
51,395
|
|
Royalty Pharma PLC, Gtd. Notes
|
2.20
|
9/2/2030
|
|
40,000
|
35,876
|
|
Royalty Pharma PLC, Gtd. Notes
|
3.30
|
9/2/2040
|
|
400,000
|
301,453
|
|
Royalty Pharma PLC, Gtd. Notes
|
3.35
|
9/2/2051
|
|
400,000
|
254,505
|
|
Royalty Pharma PLC, Gtd. Notes
|
3.55
|
9/2/2050
|
|
320,000
|
213,025
|
|
Seattle Children’s Hospital, Unscd. Bonds, Ser. 2021
|
2.72
|
10/1/2050
|
|
25,000
|
14,998
|
|
Sharp HealthCare, Unscd. Bonds, Ser. 20B
|
2.68
|
8/1/2050
|
|
45,000
|
26,271
|
|
Smith & Nephew PLC, Sr. Unscd. Notes
|
2.03
|
10/14/2030
|
|
45,000
|
39,782
|
|
Solventum Corp., Sr. Unscd. Notes(a)
|
5.90
|
4/30/2054
|
|
181,000
|
170,384
|
|
Stanford Health Care, Unscd. Bonds, Ser. 2018
|
3.80
|
11/15/2048
|
|
235,000
|
173,520
|
|
STERIS Irish FinCo UnLtd. Co., Gtd. Notes
|
2.70
|
3/15/2031
|
|
150,000
|
135,078
|
|
Stryker Corp., Sr. Unscd. Notes
|
4.38
|
5/15/2044
|
|
185,000
|
153,486
|
|
Sutter Health, Unscd. Bonds, Ser. 2018
|
4.09
|
8/15/2048
|
|
250,000
|
193,109
|
|
Sutter Health, Unscd. Bonds, Ser. 20A
|
3.36
|
8/15/2050
|
|
85,000
|
56,818
|
|
Takeda Pharmaceutical Co. Ltd., Sr. Unscd. Notes
|
3.03
|
7/9/2040
|
|
965,000
|
707,653
|
|
Takeda Pharmaceutical Co. Ltd., Sr. Unscd. Notes
|
5.00
|
11/26/2028
|
|
205,000
|
206,046
|
|
Takeda Pharmaceutical Co. Ltd., Sr. Unscd. Notes
|
5.80
|
7/5/2064
|
|
55,000
|
51,525
|
|
Texas Health Resources, Scd. Bonds
|
4.33
|
11/15/2055
|
|
315,000
|
249,695
|
|
Texas Health Resources, Sr. Unscd. Notes
|
2.33
|
11/15/2050
|
|
65,000
|
35,358
|
|
The Cigna Group, Gtd. Notes
|
3.88
|
10/15/2047
|
|
150,000
|
109,115
|
|
The Cigna Group, Gtd. Notes
|
4.38
|
10/15/2028
|
|
25,000
|
24,831
|
|
The Cigna Group, Sr. Unscd. Notes
|
2.38
|
3/15/2031
|
|
122,000
|
109,027
|
|
The Cigna Group, Sr. Unscd. Notes
|
2.40
|
3/15/2030
|
|
131,000
|
120,223
|
|
The Cigna Group, Sr. Unscd. Notes
|
3.40
|
3/15/2050
|
|
120,000
|
78,857
|
|
The Cigna Group, Sr. Unscd. Notes
|
3.40
|
3/15/2051
|
|
25,000
|
16,316
|
|
The Cigna Group, Sr. Unscd. Notes
|
4.88
|
9/15/2032
|
|
400,000
|
394,182
|
|
The Cigna Group, Sr. Unscd. Notes
|
5.25
|
2/15/2034
|
|
250,000
|
248,290
|
|
The Cigna Group, Sr. Unscd. Notes
|
5.40
|
3/15/2033
|
|
250,000
|
252,415
|
|
The Cigna Group, Sr. Unscd. Notes
|
5.60
|
2/15/2054
|
|
400,000
|
368,329
|
|
The New York & Presbyterian Hospital, Unscd. Bonds
|
4.02
|
8/1/2045
|
|
10,000
|
7,936
|
|
The New York & Presbyterian Hospital, Unscd. Bonds, Ser. 2019
|
3.95
|
8/1/2119
|
|
40,000
|
26,112
|
|
The Toledo Hospital, Sr. Scd. Bonds
|
5.75
|
11/15/2038
|
|
200,000
|
198,670
|
|
Thermo Fisher Scientific, Inc., Sr. Unscd. Notes
|
4.10
|
8/15/2047
|
|
150,000
|
118,175
|
|
Thermo Fisher Scientific, Inc., Sr. Unscd. Notes
|
4.80
|
11/21/2027
|
|
100,000
|
100,524
|
|
Thermo Fisher Scientific, Inc., Sr. Unscd. Notes
|
4.95
|
11/21/2032
|
|
161,000
|
160,808
|
|
Thermo Fisher Scientific, Inc., Sr. Unscd. Notes
|
4.98
|
8/10/2030
|
|
95,000
|
95,571
|
|
Thermo Fisher Scientific, Inc., Sr. Unscd. Notes
|
5.00
|
1/31/2029
|
|
50,000
|
50,454
|
|
Thermo Fisher Scientific, Inc., Sr. Unscd. Notes(a)
|
5.40
|
8/10/2043
|
|
105,000
|
99,752
|
|
Trinity Health Corp., Scd. Bonds
|
4.13
|
12/1/2045
|
|
45,000
|
35,582
|
|
Trinity Health Corp., Sr. Unscd. Bonds, Ser. 2021
|
2.63
|
12/1/2040
|
|
155,000
|
108,416
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
2.88
|
8/15/2029
|
|
286,000
|
271,515
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
2.95
|
10/15/2027
|
|
68,000
|
66,850
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
3.05
|
5/15/2041
|
|
60,000
|
43,910
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
3.25
|
5/15/2051
|
|
75,000
|
47,844
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Health Care — 2.6% (continued)
|
|||||
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
3.50
|
8/15/2039
|
|
433,000
|
347,046
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
3.70
|
8/15/2049
|
|
50,000
|
35,113
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
3.75
|
10/15/2047
|
|
185,000
|
133,488
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
3.88
|
12/15/2028
|
|
285,000
|
280,542
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
4.00
|
5/15/2029
|
|
110,000
|
108,151
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
4.25
|
1/15/2029
|
|
60,000
|
59,487
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
4.25
|
6/15/2048
|
|
38,000
|
29,509
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
4.63
|
7/15/2035
|
|
147,000
|
139,600
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
4.75
|
5/15/2052
|
|
185,000
|
152,032
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
4.95
|
5/15/2062
|
|
53,000
|
43,063
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
5.05
|
4/15/2053
|
|
315,000
|
270,008
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
5.20
|
4/15/2063
|
|
494,000
|
419,163
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
5.38
|
4/15/2054
|
|
655,000
|
586,895
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
5.50
|
4/15/2064
|
|
110,000
|
97,719
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
5.80
|
3/15/2036
|
|
87,000
|
89,749
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
5.88
|
2/15/2053
|
|
60,000
|
57,757
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
5.95
|
2/15/2041
|
|
47,000
|
47,640
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
6.05
|
2/15/2063
|
|
165,000
|
160,024
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
6.50
|
6/15/2037
|
|
227,000
|
244,332
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
6.88
|
2/15/2038
|
|
72,000
|
79,928
|
|
Universal Health Services, Inc., Sr. Scd. Notes
|
2.65
|
1/15/2032
|
|
215,000
|
186,219
|
|
Utah Acquisition Sub, Inc., Gtd. Notes
|
5.25
|
6/15/2046
|
|
140,000
|
113,839
|
|
Viatris, Inc., Gtd. Notes
|
3.85
|
6/22/2040
|
|
187,000
|
143,011
|
|
Viatris, Inc., Gtd. Notes
|
4.00
|
6/22/2050
|
|
330,000
|
218,973
|
|
West Virginia United Health System Obligated Group, Scd. Bonds, Ser. 2020
|
3.13
|
6/1/2050
|
|
50,000
|
30,621
|
|
Willis-Knighton Medical Center, Scd. Bonds, Ser. 2018
|
4.81
|
9/1/2048
|
|
210,000
|
175,361
|
|
Willis-Knighton Medical Center, Scd. Bonds, Ser. 2021
|
3.07
|
3/1/2051
|
|
230,000
|
139,748
|
|
Wyeth LLC, Gtd. Notes
|
6.50
|
2/1/2034
|
|
25,000
|
26,891
|
|
Yale-New Haven Health Services Corp., Scd. Bonds, Ser. 2020
|
2.50
|
7/1/2050
|
|
50,000
|
27,974
|
|
Zimmer Biomet Holdings, Inc., Sr. Unscd. Notes
|
2.60
|
11/24/2031
|
|
400,000
|
354,624
|
|
Zimmer Biomet Holdings, Inc., Sr. Unscd. Notes
|
5.75
|
11/30/2039
|
|
28,000
|
27,610
|
|
Zoetis, Inc., Sr. Unscd. Notes
|
3.00
|
9/12/2027
|
|
150,000
|
147,698
|
|
Zoetis, Inc., Sr. Unscd. Notes
|
3.95
|
9/12/2047
|
|
60,000
|
44,950
|
|
Zoetis, Inc., Sr. Unscd. Notes
|
4.15
|
8/17/2028
|
|
100,000
|
99,161
|
|
Zoetis, Inc., Sr. Unscd. Notes
|
4.45
|
8/20/2048
|
|
25,000
|
20,056
|
|
Zoetis, Inc., Sr. Unscd. Notes
|
4.70
|
2/1/2043
|
|
100,000
|
86,266
|
|
Zoetis, Inc., Sr. Unscd. Notes(a)
|
5.00
|
8/17/2035
|
|
100,000
|
96,883
|
|
|
|
|
|
|
58,169,813
|
|
Industrial — .5%
|
|||||
|
3M Co., Sr. Unscd. Notes
|
2.38
|
8/26/2029
|
|
254,000
|
237,293
|
|
3M Co., Sr. Unscd. Notes
|
2.88
|
10/15/2027
|
|
177,000
|
173,659
|
|
3M Co., Sr. Unscd. Notes
|
3.05
|
4/15/2030
|
|
42,000
|
39,402
|
|
3M Co., Sr. Unscd. Notes
|
3.25
|
8/26/2049
|
|
50,000
|
32,512
|
|
3M Co., Sr. Unscd. Notes
|
3.63
|
10/15/2047
|
|
210,000
|
147,977
|
|
3M Co., Sr. Unscd. Notes
|
4.80
|
3/15/2030
|
|
120,000
|
119,941
|
|
Caterpillar Financial Services Corp., Sr. Unscd. Notes
|
3.60
|
8/12/2027
|
|
50,000
|
49,657
|
|
Caterpillar Financial Services Corp., Sr. Unscd. Notes
|
3.95
|
11/14/2028
|
|
160,000
|
158,115
|
|
Caterpillar Financial Services Corp., Sr. Unscd. Notes
|
4.60
|
11/15/2027
|
|
200,000
|
200,522
|
|
Caterpillar Financial Services Corp., Sr. Unscd. Notes
|
4.70
|
11/15/2029
|
|
510,000
|
511,378
|
|
Caterpillar, Inc., Sr. Unscd. Debs.
|
3.80
|
8/15/2042
|
|
215,000
|
171,902
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Industrial — .5% (continued)
|
|||||
|
Caterpillar, Inc., Sr. Unscd. Notes
|
5.20
|
5/27/2041
|
|
275,000
|
267,268
|
|
CDW LLC/CDW Finance Corp., Gtd. Notes
|
3.28
|
12/1/2028
|
|
198,000
|
190,091
|
|
CNH Industrial Capital LLC, Gtd. Bonds
|
5.50
|
1/12/2029
|
|
10,000
|
10,135
|
|
Deere & Co., Sr. Unscd. Notes
|
3.10
|
4/15/2030
|
|
287,000
|
271,181
|
|
Deere & Co., Sr. Unscd. Notes
|
3.75
|
4/15/2050
|
|
95,000
|
69,449
|
|
Deere & Co., Sr. Unscd. Notes
|
5.38
|
10/16/2029
|
|
93,000
|
95,306
|
|
Dover Corp., Sr. Unscd. Notes
|
5.38
|
10/15/2035
|
|
22,000
|
22,067
|
|
Dover Corp., Sr. Unscd. Notes
|
5.38
|
3/1/2041
|
|
50,000
|
48,196
|
|
Eaton Corp., Gtd. Notes
|
3.92
|
9/15/2047
|
|
50,000
|
38,029
|
|
Eaton Corp., Gtd. Notes
|
4.15
|
3/15/2033
|
|
250,000
|
237,879
|
|
Eaton Corp., Gtd. Notes
|
4.15
|
11/2/2042
|
|
77,000
|
63,658
|
|
Eaton Corp., Gtd. Notes
|
4.35
|
5/18/2028
|
|
20,000
|
19,960
|
|
Eaton Corp., Gtd. Notes
|
5.45
|
3/6/2056
|
|
200,000
|
185,758
|
|
Flowserve Corp., Sr. Unscd. Notes
|
2.80
|
1/15/2032
|
|
75,000
|
65,732
|
|
Flowserve Corp., Sr. Unscd. Notes
|
3.50
|
10/1/2030
|
|
385,000
|
360,527
|
|
GATX Corp., Sr. Unscd. Notes
|
3.10
|
6/1/2051
|
|
100,000
|
60,483
|
|
GATX Corp., Sr. Unscd. Notes
|
3.50
|
6/1/2032
|
|
220,000
|
201,592
|
|
GATX Corp., Sr. Unscd. Notes
|
5.45
|
9/15/2033
|
|
90,000
|
90,265
|
|
GATX Corp., Sr. Unscd. Notes(a)
|
6.05
|
6/5/2054
|
|
45,000
|
43,317
|
|
GATX Corp., Sr. Unscd. Notes
|
6.90
|
5/1/2034
|
|
110,000
|
118,994
|
|
GE Vernova, Inc., Sr. Unscd. Notes
|
4.88
|
2/4/2036
|
|
500,000
|
480,516
|
|
GE Vernova, Inc., Sr. Unscd. Notes
|
5.50
|
2/4/2056
|
|
100,000
|
92,000
|
|
Huntington Ingalls Industries, Inc., Gtd. Notes
|
3.48
|
12/1/2027
|
|
259,000
|
254,881
|
|
IDEX Corp., Sr. Unscd. Notes
|
2.63
|
6/15/2031
|
|
25,000
|
22,393
|
|
Illinois Tool Works, Inc., Sr. Unscd. Notes
|
3.90
|
9/1/2042
|
|
215,000
|
172,469
|
|
Ingersoll Rand, Inc., Sr. Unscd. Notes
|
5.18
|
6/15/2029
|
|
356,000
|
360,665
|
|
Ingersoll Rand, Inc., Sr. Unscd. Notes(a)
|
5.31
|
6/15/2031
|
|
110,000
|
111,309
|
|
Ingersoll Rand, Inc., Sr. Unscd. Notes
|
5.40
|
8/14/2028
|
|
25,000
|
25,338
|
|
Jacobs Engineering Group, Inc., Gtd. Notes
|
5.90
|
3/1/2033
|
|
50,000
|
50,902
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
2.45
|
1/9/2030
|
|
25,000
|
23,219
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
2.80
|
7/18/2029
|
|
50,000
|
47,564
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
4.15
|
9/15/2027
|
|
135,000
|
134,743
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
4.38
|
10/15/2030
|
|
400,000
|
394,088
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
4.50
|
1/16/2029
|
|
50,000
|
49,928
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
4.65
|
1/7/2028
|
|
350,000
|
351,115
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
4.70
|
6/10/2030
|
|
155,000
|
154,844
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
4.85
|
6/11/2029
|
|
250,000
|
251,859
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
4.90
|
3/3/2028
|
|
50,000
|
50,380
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
4.90
|
3/7/2031
|
|
265,000
|
266,000
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
5.05
|
6/12/2034
|
|
250,000
|
248,145
|
|
Nordson Corp., Sr. Unscd. Notes
|
5.80
|
9/15/2033
|
|
15,000
|
15,345
|
|
Oshkosh Corp., Sr. Unscd. Notes
|
3.10
|
3/1/2030
|
|
179,000
|
168,273
|
|
Otis Worldwide Corp., Sr. Unscd. Notes
|
3.11
|
2/15/2040
|
|
450,000
|
336,692
|
|
Otis Worldwide Corp., Sr. Unscd. Notes
|
5.25
|
8/16/2028
|
|
147,000
|
148,613
|
|
Parker-Hannifin Corp., Sr. Unscd. Notes
|
3.25
|
6/14/2029
|
|
25,000
|
24,017
|
|
Parker-Hannifin Corp., Sr. Unscd. Notes(a)
|
4.00
|
6/14/2049
|
|
492,000
|
372,601
|
|
Parker-Hannifin Corp., Sr. Unscd. Notes
|
4.50
|
9/15/2029
|
|
175,000
|
173,796
|
|
Pentair Finance Sarl, Gtd. Notes
|
5.90
|
7/15/2032
|
|
365,000
|
372,951
|
|
Regal Rexnord Corp., Gtd. Notes
|
6.05
|
4/15/2028
|
|
190,000
|
193,657
|
|
Regal Rexnord Corp., Gtd. Notes
|
6.30
|
2/15/2030
|
|
166,000
|
171,527
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Industrial — .5% (continued)
|
|||||
|
Regal Rexnord Corp., Gtd. Notes
|
6.40
|
4/15/2033
|
|
100,000
|
104,242
|
|
Rockwell Automation, Inc., Sr. Unscd. Notes
|
2.80
|
8/15/2061
|
|
162,000
|
86,464
|
|
Snap-on, Inc., Sr. Unscd. Notes
|
3.10
|
5/1/2050
|
|
50,000
|
32,096
|
|
Snap-on, Inc., Sr. Unscd. Notes
|
4.10
|
3/1/2048
|
|
35,000
|
26,943
|
|
Stanley Black & Decker, Inc., Sr. Unscd. Notes
|
2.30
|
3/15/2030
|
|
385,000
|
350,873
|
|
Stanley Black & Decker, Inc., Sr. Unscd. Notes
|
4.25
|
11/15/2028
|
|
162,000
|
160,452
|
|
Teledyne Technologies, Inc., Gtd. Notes
|
2.75
|
4/1/2031
|
|
290,000
|
262,389
|
|
Textron, Inc., Sr. Unscd. Notes
|
3.38
|
3/1/2028
|
|
84,000
|
82,294
|
|
Textron, Inc., Sr. Unscd. Notes
|
6.10
|
11/15/2033
|
|
85,000
|
88,397
|
|
Westinghouse Air Brake Technologies Corp., Gtd. Notes
|
4.70
|
9/15/2028
|
|
490,000
|
489,424
|
|
Xylem, Inc., Sr. Unscd. Notes
|
4.38
|
11/1/2046
|
|
100,000
|
80,397
|
|
|
|
|
|
|
11,586,046
|
|
Information Technology — .8%
|
|||||
|
Adobe, Inc., Sr. Unscd. Notes
|
4.80
|
4/4/2029
|
|
115,000
|
115,652
|
|
Autodesk, Inc., Sr. Unscd. Notes
|
2.85
|
1/15/2030
|
|
91,000
|
84,963
|
|
Autodesk, Inc., Sr. Unscd. Notes
|
5.30
|
6/15/2035
|
|
300,000
|
294,545
|
|
Concentrix Corp., Sr. Unscd. Notes
|
6.60
|
8/2/2028
|
|
360,000
|
360,682
|
|
Fidelity National Information Services, Inc., Sr. Unscd. Notes
|
1.65
|
3/1/2028
|
|
480,000
|
457,375
|
|
Fidelity National Information Services, Inc., Sr. Unscd. Notes
|
3.10
|
3/1/2041
|
|
50,000
|
35,235
|
|
Fidelity National Information Services, Inc., Sr. Unscd. Notes
|
5.10
|
7/15/2032
|
|
96,000
|
94,812
|
|
Fiserv, Inc., Sr. Unscd. Notes(a)
|
2.65
|
6/1/2030
|
|
200,000
|
182,382
|
|
Fiserv, Inc., Sr. Unscd. Notes
|
3.50
|
7/1/2029
|
|
198,000
|
189,913
|
|
Fiserv, Inc., Sr. Unscd. Notes
|
4.20
|
10/1/2028
|
|
150,000
|
147,710
|
|
Fiserv, Inc., Sr. Unscd. Notes
|
5.38
|
8/21/2028
|
|
75,000
|
75,626
|
|
Fiserv, Inc., Sr. Unscd. Notes
|
5.60
|
3/2/2033
|
|
485,000
|
483,095
|
|
Intuit, Inc., Sr. Unscd. Notes(a)
|
5.50
|
9/15/2053
|
|
235,000
|
201,475
|
|
Microsoft Corp., Sr. Unscd. Notes
|
1.35
|
9/15/2030
|
|
115,000
|
101,071
|
|
Microsoft Corp., Sr. Unscd. Notes
|
2.53
|
6/1/2050
|
|
595,000
|
333,616
|
|
Microsoft Corp., Sr. Unscd. Notes
|
2.92
|
3/17/2052
|
|
245,000
|
146,462
|
|
Microsoft Corp., Sr. Unscd. Notes
|
3.04
|
3/17/2062
|
|
181,000
|
101,471
|
|
Microsoft Corp., Sr. Unscd. Notes
|
3.50
|
11/15/2042
|
|
400,000
|
306,028
|
|
Microsoft Corp., Sr. Unscd. Notes
|
3.70
|
8/8/2046
|
|
115,000
|
85,178
|
|
Microsoft Corp., Sr. Unscd. Notes
|
3.95
|
8/8/2056
|
|
175,000
|
124,254
|
|
Microsoft Corp., Sr. Unscd. Notes
|
4.00
|
2/12/2055
|
|
210,000
|
152,757
|
|
Microsoft Corp., Sr. Unscd. Notes(a)
|
4.25
|
2/6/2047
|
|
195,000
|
156,429
|
|
Microsoft Corp., Sr. Unscd. Notes(a)
|
4.45
|
11/3/2045
|
|
55,000
|
45,742
|
|
Microsoft Corp., Sr. Unscd. Notes
|
4.50
|
10/1/2040
|
|
25,000
|
22,623
|
|
MSCI, Inc., Sr. Unscd. Notes(a)
|
5.25
|
9/1/2035
|
|
25,000
|
23,986
|
|
Oracle Corp., Sr. Unscd. Notes(a)
|
2.30
|
3/25/2028
|
|
125,000
|
119,207
|
|
Oracle Corp., Sr. Unscd. Notes
|
2.95
|
4/1/2030
|
|
22,000
|
19,790
|
|
Oracle Corp., Sr. Unscd. Notes
|
3.25
|
11/15/2027
|
|
210,000
|
205,133
|
|
Oracle Corp., Sr. Unscd. Notes
|
3.25
|
5/15/2030
|
|
50,000
|
45,386
|
|
Oracle Corp., Sr. Unscd. Notes
|
3.60
|
4/1/2040
|
|
602,000
|
416,575
|
|
Oracle Corp., Sr. Unscd. Notes
|
3.60
|
4/1/2050
|
|
391,000
|
224,045
|
|
Oracle Corp., Sr. Unscd. Notes
|
3.80
|
11/15/2037
|
|
195,000
|
147,067
|
|
Oracle Corp., Sr. Unscd. Notes
|
3.85
|
7/15/2036
|
|
385,000
|
304,824
|
|
Oracle Corp., Sr. Unscd. Notes
|
3.90
|
5/15/2035
|
|
42,000
|
34,328
|
|
Oracle Corp., Sr. Unscd. Notes
|
3.95
|
3/25/2051
|
|
750,000
|
455,810
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.00
|
7/15/2046
|
|
267,000
|
169,547
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.00
|
11/15/2047
|
|
330,000
|
207,136
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Information Technology — .8% (continued)
|
|||||
|
Oracle Corp., Sr. Unscd. Notes
|
4.10
|
3/25/2061
|
|
200,000
|
116,806
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.13
|
5/15/2045
|
|
396,000
|
260,362
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.38
|
5/15/2055
|
|
65,000
|
40,741
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.50
|
5/6/2028
|
|
600,000
|
592,789
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.50
|
7/8/2044
|
|
78,000
|
54,454
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.55
|
2/4/2029
|
|
300,000
|
292,373
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.70
|
9/27/2034
|
|
70,000
|
61,477
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.90
|
2/6/2033
|
|
1,308,000
|
1,201,810
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.95
|
2/4/2031
|
|
500,000
|
477,648
|
|
Oracle Corp., Sr. Unscd. Notes
|
5.20
|
9/26/2035
|
|
600,000
|
538,787
|
|
Oracle Corp., Sr. Unscd. Notes
|
5.25
|
2/3/2032
|
|
70,000
|
66,959
|
|
Oracle Corp., Sr. Unscd. Notes
|
5.38
|
9/27/2054
|
|
100,000
|
72,955
|
|
Oracle Corp., Sr. Unscd. Notes(a)
|
5.50
|
8/3/2035
|
|
80,000
|
73,492
|
|
Oracle Corp., Sr. Unscd. Notes
|
5.55
|
2/6/2053
|
|
339,000
|
254,526
|
|
Oracle Corp., Sr. Unscd. Notes
|
6.13
|
7/8/2039
|
|
50,000
|
45,677
|
|
Oracle Corp., Sr. Unscd. Notes
|
6.15
|
11/9/2029
|
|
200,000
|
202,311
|
|
Oracle Corp., Sr. Unscd. Notes
|
6.55
|
2/4/2046
|
|
500,000
|
443,716
|
|
Oracle Corp., Sr. Unscd. Notes
|
6.70
|
2/4/2056
|
|
515,000
|
454,594
|
|
Roper Technologies, Inc., Sr. Unscd. Notes
|
1.75
|
2/15/2031
|
|
125,000
|
107,965
|
|
Roper Technologies, Inc., Sr. Unscd. Notes
|
4.20
|
9/15/2028
|
|
100,000
|
98,929
|
|
Roper Technologies, Inc., Sr. Unscd. Notes
|
5.10
|
9/15/2035
|
|
100,000
|
95,397
|
|
Salesforce, Inc., Sr. Unscd. Notes
|
1.50
|
7/15/2028
|
|
70,000
|
66,014
|
|
Salesforce, Inc., Sr. Unscd. Notes
|
2.70
|
7/15/2041
|
|
255,000
|
167,120
|
|
Salesforce, Inc., Sr. Unscd. Notes
|
2.90
|
7/15/2051
|
|
282,000
|
154,769
|
|
Salesforce, Inc., Sr. Unscd. Notes
|
3.70
|
4/11/2028
|
|
715,000
|
705,214
|
|
Salesforce, Inc., Sr. Unscd. Notes
|
4.90
|
9/15/2031
|
|
1,281,000
|
1,262,173
|
|
Salesforce, Inc., Sr. Unscd. Notes
|
5.55
|
3/15/2036
|
|
500,000
|
487,401
|
|
ServiceNow Inc., Sr. Unscd. Notes
|
6.30
|
5/15/2056
|
|
100,000
|
96,246
|
|
ServiceNow, Inc., Sr. Unscd. Notes
|
1.40
|
9/1/2030
|
|
207,000
|
180,228
|
|
ServiceNow, Inc., Sr. Unscd. Notes
|
5.40
|
5/15/2036
|
|
500,000
|
487,442
|
|
Synopsys, Inc., Sr. Unscd. Notes
|
4.65
|
4/1/2028
|
|
135,000
|
134,835
|
|
Synopsys, Inc., Sr. Unscd. Notes
|
5.00
|
4/1/2032
|
|
250,000
|
247,300
|
|
Synopsys, Inc., Sr. Unscd. Notes
|
5.15
|
4/1/2035
|
|
165,000
|
160,193
|
|
Synopsys, Inc., Sr. Unscd. Notes
|
5.70
|
4/1/2055
|
|
145,000
|
133,014
|
|
Take-Two Interactive Software, Inc., Sr. Unscd. Notes
|
4.95
|
3/28/2028
|
|
129,000
|
129,568
|
|
Take-Two Interactive Software, Inc., Sr. Unscd. Notes
|
5.40
|
6/12/2029
|
|
700,000
|
709,112
|
|
VMware LLC, Sr. Unscd. Notes
|
1.80
|
8/15/2028
|
|
45,000
|
42,527
|
|
VMware LLC, Sr. Unscd. Notes
|
2.20
|
8/15/2031
|
|
210,000
|
182,697
|
|
VMware LLC, Sr. Unscd. Notes
|
4.70
|
5/15/2030
|
|
47,000
|
46,521
|
|
|
|
|
|
|
17,618,072
|
|
Insurance — .7%
|
|||||
|
Alleghany Corp., Sr. Unscd. Notes
|
3.63
|
5/15/2030
|
|
102,000
|
97,700
|
|
American Financial Group, Inc., Sr. Unscd. Notes
|
4.50
|
6/15/2047
|
|
50,000
|
39,475
|
|
American International Group, Inc., Sr. Unscd. Notes
|
3.40
|
6/30/2030
|
|
25,000
|
23,615
|
|
American International Group, Inc., Sr. Unscd. Notes
|
5.13
|
3/27/2033
|
|
134,000
|
132,997
|
|
American International Group, Inc., Sr. Unscd. Notes
|
5.45
|
5/7/2035
|
|
300,000
|
299,990
|
|
Aon Corp., Gtd. Notes
|
2.80
|
5/15/2030
|
|
55,000
|
50,937
|
|
Aon Corp., Gtd. Notes
|
4.50
|
12/15/2028
|
|
265,000
|
263,729
|
|
Aon Corp., Gtd. Notes
|
6.25
|
9/30/2040
|
|
60,000
|
63,014
|
|
Aon Corp./Aon Global Holdings PLC, Gtd. Notes
|
2.05
|
8/23/2031
|
|
83,000
|
71,971
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Insurance — .7% (continued)
|
|||||
|
Aon Corp./Aon Global Holdings PLC, Gtd. Notes
|
2.90
|
8/23/2051
|
|
212,000
|
123,912
|
|
Aon Corp./Aon Global Holdings PLC, Gtd. Notes
|
5.00
|
9/12/2032
|
|
135,000
|
133,904
|
|
Aon North America, Inc., Gtd. Notes
|
5.45
|
3/1/2034
|
|
317,000
|
317,507
|
|
Arch Capital Group Ltd., Sr. Unscd. Notes
|
7.35
|
5/1/2034
|
|
100,000
|
111,867
|
|
Arthur J. Gallagher & Co., Sr. Unscd. Notes
|
5.55
|
2/15/2055
|
|
56,000
|
50,395
|
|
Arthur J. Gallagher & Co., Sr. Unscd. Notes
|
5.75
|
7/15/2054
|
|
445,000
|
412,742
|
|
Assurant, Inc., Sr. Unscd. Notes
|
3.70
|
2/22/2030
|
|
150,000
|
142,703
|
|
Assurant, Inc., Sr. Unscd. Notes
|
4.90
|
3/27/2028
|
|
30,000
|
29,990
|
|
Assured Guaranty US Holdings, Inc., Gtd. Notes
|
3.60
|
9/15/2051
|
|
100,000
|
66,509
|
|
Athene Holding Ltd., Jr. Sub. Notes
|
6.63
|
10/15/2054
|
|
25,000
|
23,542
|
|
Athene Holding Ltd., Sr. Unscd. Notes
|
4.13
|
1/12/2028
|
|
164,000
|
162,179
|
|
Athene Holding Ltd., Sr. Unscd. Notes
|
6.25
|
4/1/2054
|
|
230,000
|
205,397
|
|
AXIS Specialty Finance LLC, Gtd. Notes
|
3.90
|
7/15/2029
|
|
25,000
|
24,295
|
|
AXIS Specialty Finance PLC, Gtd. Notes
|
4.00
|
12/6/2027
|
|
15,000
|
14,853
|
|
Berkshire Hathaway Finance Corp., Gtd. Notes(a)
|
2.88
|
3/15/2032
|
|
787,000
|
719,004
|
|
Berkshire Hathaway Finance Corp., Gtd. Notes
|
4.20
|
8/15/2048
|
|
127,000
|
98,904
|
|
Berkshire Hathaway Finance Corp., Gtd. Notes
|
4.25
|
1/15/2049
|
|
252,000
|
197,574
|
|
Berkshire Hathaway Finance Corp., Gtd. Notes
|
4.40
|
5/15/2042
|
|
25,000
|
21,430
|
|
Berkshire Hathaway Finance Corp., Gtd. Notes
|
5.75
|
1/15/2040
|
|
192,000
|
200,086
|
|
Brighthouse Financial, Inc., Sr. Unscd. Notes
|
3.85
|
12/22/2051
|
|
260,000
|
141,392
|
|
Brighthouse Financial, Inc., Sr. Unscd. Notes(a)
|
5.63
|
5/15/2030
|
|
70,000
|
70,429
|
|
Brown & Brown, Inc., Sr. Unscd. Notes
|
2.38
|
3/15/2031
|
|
40,000
|
35,258
|
|
Brown & Brown, Inc., Sr. Unscd. Notes
|
4.95
|
3/17/2052
|
|
30,000
|
24,236
|
|
Brown & Brown, Inc., Sr. Unscd. Notes
|
5.55
|
6/23/2035
|
|
700,000
|
686,771
|
|
Brown & Brown, Inc., Sr. Unscd. Notes
|
5.65
|
6/11/2034
|
|
263,000
|
261,327
|
|
Chubb INA Holdings LLC, Gtd. Notes
|
1.38
|
9/15/2030
|
|
35,000
|
30,480
|
|
Chubb INA Holdings LLC, Gtd. Notes
|
4.35
|
11/3/2045
|
|
490,000
|
402,207
|
|
Cincinnati Financial Corp., Sr. Unscd. Debs.
|
6.92
|
5/15/2028
|
|
110,000
|
114,240
|
|
CNA Financial Corp., Sr. Unscd. Notes
|
2.05
|
8/15/2030
|
|
50,000
|
44,549
|
|
CNA Financial Corp., Sr. Unscd. Notes
|
5.13
|
2/15/2034
|
|
200,000
|
194,818
|
|
Corebridge Financial, Inc., Jr. Sub. Notes(a)
|
6.38
|
9/15/2054
|
|
50,000
|
49,055
|
|
Corebridge Financial, Inc., Sr. Unscd. Notes
|
3.90
|
4/5/2032
|
|
70,000
|
64,887
|
|
Corebridge Financial, Inc., Sr. Unscd. Notes
|
4.35
|
4/5/2042
|
|
10,000
|
8,158
|
|
Corebridge Financial, Inc., Sr. Unscd. Notes
|
4.40
|
4/5/2052
|
|
95,000
|
72,061
|
|
Corebridge Financial, Inc., Sr. Unscd. Notes
|
6.05
|
9/15/2033
|
|
107,000
|
109,829
|
|
Enstar Group Ltd., Sr. Unscd. Notes
|
3.10
|
9/1/2031
|
|
103,000
|
91,007
|
|
Equitable Holdings, Inc., Sr. Unscd. Notes
|
4.35
|
4/20/2028
|
|
45,000
|
44,693
|
|
Equitable Holdings, Inc., Sr. Unscd. Notes
|
5.00
|
4/20/2048
|
|
148,000
|
125,192
|
|
Everest Reinsurance Holdings, Inc., Sr. Unscd. Notes
|
3.13
|
10/15/2052
|
|
175,000
|
103,440
|
|
Fairfax Financial Holdings Ltd., Sr. Unscd. Notes
|
4.63
|
4/29/2030
|
|
25,000
|
24,651
|
|
Fairfax Financial Holdings Ltd., Sr. Unscd. Notes
|
4.85
|
4/17/2028
|
|
157,000
|
157,031
|
|
Fairfax Financial Holdings Ltd., Sr. Unscd. Notes
|
5.75
|
5/20/2035
|
|
202,000
|
202,496
|
|
Fairfax Financial Holdings Ltd., Sr. Unscd. Notes
|
6.00
|
12/7/2033
|
|
200,000
|
205,488
|
|
Fairfax Financial Holdings Ltd., Sr. Unscd. Notes(b)
|
6.20
|
6/8/2056
|
|
200,000
|
189,366
|
|
Fairfax Financial Holdings Ltd., Sr. Unscd. Notes
|
6.35
|
3/22/2054
|
|
125,000
|
120,758
|
|
Fidelity National Financial, Inc., Gtd. Notes
|
2.45
|
3/15/2031
|
|
140,000
|
123,272
|
|
Fidelity National Financial, Inc., Sr. Unscd. Notes
|
3.40
|
6/15/2030
|
|
137,000
|
127,912
|
|
Fidelity National Financial, Inc., Sr. Unscd. Notes
|
4.50
|
8/15/2028
|
|
74,000
|
73,490
|
|
First American Financial Corp., Sr. Unscd. Notes
|
4.00
|
5/15/2030
|
|
25,000
|
23,917
|
|
Globe Life, Inc., Sr. Unscd. Notes
|
2.15
|
8/15/2030
|
|
74,000
|
66,390
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Insurance — .7% (continued)
|
|||||
|
Jackson Financial, Inc., Sr. Unscd. Notes
|
4.00
|
11/23/2051
|
|
25,000
|
16,194
|
|
Kemper Corp., Sr. Unscd. Notes
|
2.40
|
9/30/2030
|
|
25,000
|
21,764
|
|
Kemper Corp., Sr. Unscd. Notes
|
3.80
|
2/23/2032
|
|
49,000
|
43,691
|
|
Lincoln National Corp., Sr. Unscd. Notes
|
3.40
|
3/1/2032
|
|
85,000
|
76,920
|
|
Lincoln National Corp., Sr. Unscd. Notes
|
5.85
|
3/15/2034
|
|
200,000
|
201,051
|
|
Lincoln National Corp., Sr. Unscd. Notes
|
6.30
|
10/9/2037
|
|
20,000
|
20,568
|
|
Loews Corp., Sr. Unscd. Notes
|
6.00
|
2/1/2035
|
|
50,000
|
51,862
|
|
Manulife Financial Corp., Sr. Unscd. Notes
|
5.38
|
3/4/2046
|
|
85,000
|
78,760
|
|
Markel Group, Inc., Sr. Unscd. Notes
|
3.50
|
11/1/2027
|
|
110,000
|
108,379
|
|
Markel Group, Inc., Sr. Unscd. Notes
|
4.15
|
9/17/2050
|
|
35,000
|
25,662
|
|
Markel Group, Inc., Sr. Unscd. Notes
|
4.30
|
11/1/2047
|
|
75,000
|
57,541
|
|
Markel Group, Inc., Sr. Unscd. Notes
|
5.00
|
4/5/2046
|
|
46,000
|
39,524
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes(a)
|
2.25
|
11/15/2030
|
|
50,000
|
44,914
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
2.38
|
12/15/2031
|
|
210,000
|
184,225
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
2.90
|
12/15/2051
|
|
356,000
|
211,243
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
4.20
|
3/1/2048
|
|
50,000
|
38,548
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
4.75
|
3/15/2039
|
|
25,000
|
22,996
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
4.90
|
3/15/2049
|
|
45,000
|
38,210
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
5.15
|
3/15/2034
|
|
200,000
|
197,994
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
5.70
|
9/15/2053
|
|
234,000
|
219,886
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
5.75
|
11/1/2032
|
|
60,000
|
61,924
|
|
MetLife, Inc., Sr. Unscd. Debs.
|
4.72
|
12/15/2044
|
|
480,000
|
408,119
|
|
MetLife, Inc., Sr. Unscd. Notes
|
4.13
|
8/13/2042
|
|
145,000
|
117,537
|
|
MetLife, Inc., Sr. Unscd. Notes(a)
|
5.30
|
12/15/2034
|
|
250,000
|
249,706
|
|
MetLife, Inc., Sr. Unscd. Notes
|
5.70
|
6/15/2035
|
|
200,000
|
204,016
|
|
MGIC Investment Corp., Sr. Unscd. Notes
|
5.25
|
8/15/2028
|
|
350,000
|
349,513
|
|
Old Republic International Corp., Sr. Unscd. Notes
|
3.85
|
6/11/2051
|
|
30,000
|
20,459
|
|
PartnerRe Finance B LLC, Gtd. Notes
|
3.70
|
7/2/2029
|
|
183,000
|
176,858
|
|
Primerica, Inc., Sr. Unscd. Notes
|
2.80
|
11/19/2031
|
|
50,000
|
44,495
|
|
Principal Financial Group, Inc., Gtd. Notes
|
4.30
|
11/15/2046
|
|
75,000
|
59,479
|
|
Principal Financial Group, Inc., Gtd. Notes
|
4.63
|
9/15/2042
|
|
99,000
|
84,873
|
|
Prudential Financial, Inc., Jr. Sub. Notes
|
6.50
|
3/15/2054
|
|
484,000
|
494,279
|
|
Prudential Financial, Inc., Jr. Sub. Notes
|
6.75
|
3/1/2053
|
|
50,000
|
51,905
|
|
Prudential Financial, Inc., Sr. Unscd. Notes
|
3.70
|
3/13/2051
|
|
120,000
|
83,128
|
|
Prudential Financial, Inc., Sr. Unscd. Notes
|
3.91
|
12/7/2047
|
|
325,000
|
237,960
|
|
Prudential Financial, Inc., Sr. Unscd. Notes
|
3.94
|
12/7/2049
|
|
218,000
|
157,845
|
|
Prudential Financial, Inc., Sr. Unscd. Notes
|
4.35
|
2/25/2050
|
|
50,000
|
38,878
|
|
Reinsurance Group of America, Inc., Sr. Unscd. Notes
|
3.90
|
5/15/2029
|
|
150,000
|
146,061
|
|
RenaissanceRe Holdings Ltd., Sr. Unscd. Notes
|
5.75
|
6/5/2033
|
|
41,000
|
41,324
|
|
Stewart Information Services Corp., Sr. Unscd. Notes
|
3.60
|
11/15/2031
|
|
135,000
|
118,634
|
|
The Allstate Corp., Sr. Unscd. Notes
|
4.50
|
6/15/2043
|
|
70,000
|
58,360
|
|
The Allstate Corp., Sr. Unscd. Notes
|
5.05
|
6/24/2029
|
|
500,000
|
504,063
|
|
The Allstate Corp., Sr. Unscd. Notes
|
5.25
|
3/30/2033
|
|
90,000
|
90,336
|
|
The Hanover Insurance Group, Inc., Sr. Unscd. Notes
|
2.50
|
9/1/2030
|
|
28,000
|
25,328
|
|
The Hartford Insurance Group, Inc., Sr. Unscd. Notes
|
3.60
|
8/19/2049
|
|
185,000
|
127,920
|
|
The Hartford Insurance Group, Inc., Sr. Unscd. Notes
|
4.40
|
3/15/2048
|
|
50,000
|
39,904
|
|
The Hartford Insurance Group, Inc., Sr. Unscd. Notes
|
5.95
|
10/15/2036
|
|
50,000
|
51,311
|
|
The Progressive Corp., Sr. Unscd. Notes
|
4.00
|
3/1/2029
|
|
31,000
|
30,538
|
|
The Progressive Corp., Sr. Unscd. Notes
|
4.13
|
4/15/2047
|
|
235,000
|
182,242
|
|
The Progressive Corp., Sr. Unscd. Notes
|
4.20
|
3/15/2048
|
|
155,000
|
121,174
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Insurance — .7% (continued)
|
|||||
|
The Travelers Companies, Inc., Sr. Unscd. Notes
|
3.75
|
5/15/2046
|
|
50,000
|
37,112
|
|
The Travelers Companies, Inc., Sr. Unscd. Notes
|
4.00
|
5/30/2047
|
|
145,000
|
110,667
|
|
The Travelers Companies, Inc., Sr. Unscd. Notes
|
5.05
|
7/24/2035
|
|
500,000
|
488,597
|
|
The Travelers Companies, Inc., Sr. Unscd. Notes
|
5.35
|
11/1/2040
|
|
25,000
|
24,195
|
|
Travelers Property Casualty Corp., Gtd. Notes
|
6.38
|
3/15/2033
|
|
200,000
|
214,845
|
|
W.R. Berkley Corp., Sr. Unscd. Notes
|
4.75
|
8/1/2044
|
|
70,000
|
60,493
|
|
Willis North America, Inc., Gtd. Notes
|
5.05
|
9/15/2048
|
|
177,000
|
150,851
|
|
Willis North America, Inc., Gtd. Notes
|
5.35
|
5/15/2033
|
|
15,000
|
14,974
|
|
XL Group Ltd., Sr. Unscd. Bonds
|
5.25
|
12/15/2043
|
|
25,000
|
22,867
|
|
|
|
|
|
|
15,291,723
|
|
Internet Software & Services — .9%
|
|||||
|
Alphabet, Inc., Sr. Unscd. Notes(a)
|
1.90
|
8/15/2040
|
|
160,000
|
102,489
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
2.05
|
8/15/2050
|
|
340,000
|
168,376
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
2.25
|
8/15/2060
|
|
244,000
|
112,095
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
3.88
|
11/15/2028
|
|
105,000
|
103,583
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
4.10
|
11/15/2030
|
|
200,000
|
194,371
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
4.10
|
2/15/2031
|
|
100,000
|
96,963
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
4.38
|
11/15/2032
|
|
200,000
|
193,365
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
4.40
|
2/15/2033
|
|
250,000
|
239,706
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
4.70
|
11/15/2035
|
|
300,000
|
285,675
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
4.80
|
2/15/2036
|
|
550,000
|
525,216
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
5.35
|
11/15/2045
|
|
200,000
|
182,961
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
5.45
|
11/15/2055
|
|
300,000
|
267,175
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
5.65
|
2/15/2056
|
|
500,000
|
460,876
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
5.70
|
11/15/2075
|
|
200,000
|
177,128
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
1.50
|
6/3/2030
|
|
117,000
|
103,445
|
|
Amazon.com, Inc., Sr. Unscd. Notes(a)
|
1.65
|
5/12/2028
|
|
225,000
|
214,226
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
2.88
|
5/12/2041
|
|
371,000
|
261,285
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
3.10
|
5/12/2051
|
|
227,000
|
137,028
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
3.15
|
8/22/2027
|
|
335,000
|
331,195
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
3.25
|
5/12/2061
|
|
160,000
|
90,368
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
3.60
|
4/13/2032
|
|
125,000
|
116,359
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
3.88
|
8/22/2037
|
|
575,000
|
498,045
|
|
Amazon.com, Inc., Sr. Unscd. Notes(a)
|
3.95
|
4/13/2052
|
|
36,000
|
25,210
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.05
|
8/22/2047
|
|
297,000
|
220,683
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.10
|
11/20/2030
|
|
900,000
|
872,088
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.10
|
4/13/2062
|
|
460,000
|
313,302
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.25
|
3/13/2031
|
|
1,500,000
|
1,455,137
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.25
|
8/22/2057
|
|
665,000
|
479,669
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.35
|
3/20/2033
|
|
410,000
|
391,229
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.55
|
12/1/2027
|
|
780,000
|
781,731
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.65
|
12/1/2029
|
|
153,000
|
152,870
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.80
|
12/5/2034
|
|
50,000
|
48,593
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.88
|
3/13/2036
|
|
1,700,000
|
1,623,594
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
5.55
|
11/20/2065
|
|
700,000
|
604,940
|
|
Booking Holdings, Inc., Sr. Unscd. Notes
|
3.55
|
3/15/2028
|
|
27,000
|
26,571
|
|
eBay, Inc., Sr. Unscd. Notes
|
2.70
|
3/11/2030
|
|
17,000
|
15,700
|
|
eBay, Inc., Sr. Unscd. Notes
|
3.65
|
5/10/2051
|
|
38,000
|
26,101
|
|
eBay, Inc., Sr. Unscd. Notes
|
4.00
|
7/15/2042
|
|
175,000
|
133,967
|
|
eBay, Inc., Sr. Unscd. Notes
|
5.13
|
11/6/2035
|
|
150,000
|
144,895
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Internet Software & Services — .9% (continued)
|
|||||
|
Expedia Group, Inc., Gtd. Notes
|
3.80
|
2/15/2028
|
|
133,000
|
131,203
|
|
Expedia Group, Inc., Gtd. Notes
|
4.63
|
8/1/2027
|
|
30,000
|
30,001
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
3.85
|
8/15/2032
|
|
220,000
|
203,799
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
4.20
|
11/15/2030
|
|
400,000
|
387,669
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
4.45
|
8/15/2052
|
|
91,400
|
65,019
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
4.55
|
8/15/2031
|
|
250,000
|
243,747
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
4.60
|
5/15/2028
|
|
70,000
|
70,130
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
4.60
|
11/15/2032
|
|
400,000
|
385,087
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
4.65
|
8/15/2062
|
|
335,200
|
233,082
|
|
Meta Platforms, Inc., Sr. Unscd. Notes(a)
|
4.75
|
8/15/2034
|
|
250,000
|
237,858
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
4.80
|
5/15/2030
|
|
100,000
|
99,830
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
4.88
|
11/15/2035
|
|
400,000
|
375,086
|
|
Meta Platforms, Inc., Sr. Unscd. Notes(a)
|
5.25
|
5/15/2036
|
|
1,000,000
|
958,739
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
5.50
|
11/15/2045
|
|
400,000
|
346,259
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
5.55
|
8/15/2064
|
|
294,000
|
234,710
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
5.75
|
5/15/2063
|
|
995,000
|
823,821
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
5.75
|
11/15/2065
|
|
460,000
|
379,453
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
6.30
|
5/15/2056
|
|
800,000
|
733,820
|
|
Netflix, Inc., Sr. Unscd. Notes
|
4.88
|
4/15/2028
|
|
580,000
|
583,043
|
|
Netflix, Inc., Sr. Unscd. Notes
|
5.88
|
11/15/2028
|
|
321,000
|
329,705
|
|
Netflix, Inc., Sr. Unscd. Notes
|
6.38
|
5/15/2029
|
|
40,000
|
41,759
|
|
Uber Technologies, Inc., Sr. Unscd. Notes(a)
|
5.35
|
9/15/2054
|
|
150,000
|
132,478
|
|
Weibo Corp., Sr. Unscd. Notes(a)
|
3.38
|
7/8/2030
|
|
340,000
|
316,967
|
|
|
|
|
|
|
19,521,475
|
|
Materials — .1%
|
|||||
|
Amcor Flexibles North America, Inc., Gtd. Notes
|
2.69
|
5/25/2031
|
|
172,000
|
154,596
|
|
Amcor Flexibles North America, Inc., Gtd. Notes
|
4.25
|
3/8/2029
|
|
660,000
|
650,600
|
|
Berry Global, Inc., Sr. Scd. Notes
|
5.80
|
6/15/2031
|
|
250,000
|
257,124
|
|
Packaging Corp. of America, Sr. Unscd. Notes
|
3.00
|
12/15/2029
|
|
103,000
|
97,068
|
|
Packaging Corp. of America, Sr. Unscd. Notes
|
4.05
|
12/15/2049
|
|
54,000
|
40,152
|
|
Packaging Corp. of America, Sr. Unscd. Notes
|
5.70
|
12/1/2033
|
|
150,000
|
153,063
|
|
Rio Tinto Alcan, Inc., Sr. Unscd. Debs.
|
7.25
|
3/15/2031
|
|
176,000
|
192,004
|
|
Valmont Industries, Inc., Gtd. Notes
|
5.25
|
10/1/2054
|
|
79,000
|
69,095
|
|
WRKCo, Inc., Gtd. Notes
|
4.00
|
3/15/2028
|
|
50,000
|
49,469
|
|
|
|
|
|
|
1,663,171
|
|
Media — .4%
|
|||||
|
Charter Communications Operating LLC/Charter Communications Operating
Capital, Sr. Scd. Notes
|
2.30
|
2/1/2032
|
|
800,000
|
665,023
|
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Notes
|
2.80
|
4/1/2031
|
|
331,000
|
289,932
|
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Notes
|
3.50
|
6/1/2041
|
|
300,000
|
202,868
|
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Notes
|
3.50
|
3/1/2042
|
|
150,000
|
99,457
|
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Notes
|
3.85
|
4/1/2061
|
|
166,000
|
90,064
|
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Notes
|
4.40
|
12/1/2061
|
|
650,000
|
387,553
|
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Notes
|
4.80
|
3/1/2050
|
|
230,000
|
160,390
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Media — .4% (continued)
|
|||||
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Notes
|
5.13
|
7/1/2049
|
|
175,000
|
126,063
|
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Notes
|
5.50
|
4/1/2063
|
|
160,000
|
113,539
|
|
Comcast Corp., Gtd. Bonds
|
3.97
|
11/1/2047
|
|
50,000
|
33,807
|
|
Comcast Corp., Gtd. Notes
|
1.95
|
1/15/2031
|
|
172,000
|
150,220
|
|
Comcast Corp., Gtd. Notes
|
2.80
|
1/15/2051
|
|
255,000
|
134,225
|
|
Comcast Corp., Gtd. Notes
|
2.89
|
11/1/2051
|
|
335,000
|
177,244
|
|
Comcast Corp., Gtd. Notes
|
2.94
|
11/1/2056
|
|
500,000
|
252,340
|
|
Comcast Corp., Gtd. Notes
|
3.45
|
2/1/2050
|
|
120,000
|
72,478
|
|
Comcast Corp., Gtd. Notes
|
3.75
|
4/1/2040
|
|
245,000
|
188,240
|
|
Comcast Corp., Gtd. Notes
|
3.90
|
3/1/2038
|
|
200,000
|
163,249
|
|
Comcast Corp., Gtd. Notes
|
4.00
|
3/1/2048
|
|
150,000
|
102,005
|
|
Comcast Corp., Gtd. Notes
|
4.20
|
8/15/2034
|
|
10,000
|
9,057
|
|
Comcast Corp., Gtd. Notes
|
4.25
|
1/15/2033
|
|
50,000
|
46,740
|
|
Comcast Corp., Gtd. Notes
|
4.60
|
10/15/2038
|
|
125,000
|
108,738
|
|
Comcast Corp., Gtd. Notes
|
4.65
|
2/15/2033
|
|
50,000
|
47,785
|
|
Comcast Corp., Gtd. Notes
|
4.95
|
5/15/2032
|
|
200,000
|
197,241
|
|
Comcast Corp., Gtd. Notes(a),(b)
|
5.17
|
1/15/2037
|
|
946,000
|
881,195
|
|
Comcast Corp., Gtd. Notes(a)
|
5.50
|
5/15/2064
|
|
625,000
|
500,801
|
|
Comcast Corp., Gtd. Notes
|
5.65
|
6/15/2035
|
|
125,000
|
124,224
|
|
Comcast Corp., Gtd. Notes
|
5.65
|
6/1/2054
|
|
164,000
|
139,157
|
|
Comcast Corp., Gtd. Notes
|
6.95
|
8/15/2037
|
|
100,000
|
106,208
|
|
Fox Corp., Sr. Unscd. Notes
|
4.71
|
1/25/2029
|
|
50,000
|
49,770
|
|
Fox Corp., Sr. Unscd. Notes
|
5.58
|
1/25/2049
|
|
73,000
|
65,292
|
|
NBCUniversal Media LLC, Gtd. Notes
|
4.45
|
1/15/2043
|
|
50,000
|
42,839
|
|
NBCUniversal Media LLC, Gtd. Notes
|
6.40
|
4/30/2040
|
|
50,000
|
53,610
|
|
Space Exploration Technologies Corp., Sr. Unscd. Notes(b)
|
5.65
|
7/15/2033
|
|
200,000
|
191,552
|
|
Space Exploration Technologies Corp., Sr. Unscd. Notes(b)
|
6.65
|
7/15/2056
|
|
200,000
|
175,876
|
|
The Walt Disney Company, Gtd. Notes(a)
|
3.60
|
1/13/2051
|
|
215,000
|
148,745
|
|
The Walt Disney Company, Gtd. Notes
|
3.80
|
3/22/2030
|
|
330,000
|
320,212
|
|
The Walt Disney Company, Gtd. Notes
|
4.63
|
3/23/2040
|
|
221,000
|
200,315
|
|
The Walt Disney Company, Gtd. Notes
|
4.70
|
3/23/2050
|
|
628,000
|
522,808
|
|
The Walt Disney Company, Gtd. Notes
|
4.75
|
9/15/2044
|
|
110,000
|
94,839
|
|
The Walt Disney Company, Gtd. Notes
|
4.75
|
11/15/2046
|
|
150,000
|
127,585
|
|
Time Warner Cable LLC, Sr. Scd. Bonds
|
5.88
|
11/15/2040
|
|
600,000
|
513,523
|
|
Time Warner Cable LLC, Sr. Scd. Debs.
|
6.55
|
5/1/2037
|
|
100,000
|
95,004
|
|
Time Warner Cable LLC, Sr. Scd. Notes
|
5.50
|
9/1/2041
|
|
210,000
|
173,437
|
|
Time Warner Cable LLC, Sr. Scd. Notes
|
7.30
|
7/1/2038
|
|
159,800
|
158,083
|
|
TWDC Enterprises 18 Corp., Gtd. Notes
|
3.00
|
7/30/2046
|
|
285,000
|
186,054
|
|
TWDC Enterprises 18 Corp., Gtd. Notes
|
4.13
|
6/1/2044
|
|
70,000
|
55,785
|
|
TWDC Enterprises 18 Corp., Gtd. Notes, Ser. E
|
4.13
|
12/1/2041
|
|
155,000
|
128,636
|
|
|
|
|
|
|
8,873,808
|
|
Metals & Mining — .3%
|
|||||
|
AngloGold Ashanti Holdings PLC, Gtd. Notes
|
3.75
|
10/1/2030
|
|
710,000
|
671,275
|
|
ArcelorMittal SA, Sr. Unscd. Notes
|
4.25
|
7/16/2029
|
|
95,000
|
93,559
|
|
ArcelorMittal SA, Sr. Unscd. Notes(a)
|
6.55
|
11/29/2027
|
|
92,000
|
94,060
|
|
ArcelorMittal SA, Sr. Unscd. Notes(a)
|
6.75
|
3/1/2041
|
|
148,000
|
155,967
|
|
Barrick PD Australia Finance Pty Ltd., Gtd. Notes
|
5.95
|
10/15/2039
|
|
157,000
|
158,223
|
|
BHP Billiton Finance USA Ltd., Gtd. Notes
|
4.90
|
2/28/2033
|
|
85,000
|
83,833
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Metals & Mining — .3% (continued)
|
|||||
|
BHP Billiton Finance USA Ltd., Gtd. Notes
|
5.00
|
9/30/2043
|
|
70,000
|
63,439
|
|
BHP Billiton Finance USA Ltd., Gtd. Notes
|
5.10
|
9/8/2028
|
|
110,000
|
111,065
|
|
BHP Billiton Finance USA Ltd., Gtd. Notes
|
5.25
|
9/8/2030
|
|
55,000
|
55,753
|
|
BHP Billiton Finance USA Ltd., Gtd. Notes
|
5.25
|
9/8/2033
|
|
329,000
|
330,108
|
|
BHP Billiton Finance USA Ltd., Gtd. Notes
|
5.30
|
2/21/2035
|
|
260,000
|
259,417
|
|
BHP Billiton Finance USA Ltd., Gtd. Notes
|
5.50
|
9/8/2053
|
|
140,000
|
131,549
|
|
Freeport-McMoRan, Inc., Gtd. Notes
|
4.25
|
3/1/2030
|
|
205,000
|
199,975
|
|
Freeport-McMoRan, Inc., Gtd. Notes
|
4.38
|
8/1/2028
|
|
125,000
|
123,882
|
|
Freeport-McMoRan, Inc., Gtd. Notes
|
5.00
|
9/1/2027
|
|
25,000
|
25,010
|
|
Freeport-McMoRan, Inc., Gtd. Notes
|
5.25
|
9/1/2029
|
|
132,000
|
132,505
|
|
Freeport-McMoRan, Inc., Gtd. Notes
|
5.45
|
3/15/2043
|
|
30,000
|
27,861
|
|
Nucor Corp., Sr. Unscd. Notes
|
2.98
|
12/15/2055
|
|
50,000
|
29,483
|
|
Nucor Corp., Sr. Unscd. Notes
|
4.40
|
5/1/2048
|
|
100,000
|
81,124
|
|
Nucor Corp., Sr. Unscd. Notes
|
5.10
|
6/1/2035
|
|
150,000
|
147,969
|
|
Rio Tinto Alcan, Inc., Sr. Unscd. Notes
|
6.13
|
12/15/2033
|
|
100,000
|
104,966
|
|
Rio Tinto Finance USA Ltd., Gtd. Notes
|
7.13
|
7/15/2028
|
|
189,000
|
197,857
|
|
Rio Tinto Finance USA PLC, Gtd. Notes
|
4.50
|
3/14/2028
|
|
60,000
|
60,055
|
|
Rio Tinto Finance USA PLC, Gtd. Notes
|
5.00
|
3/14/2032
|
|
200,000
|
199,962
|
|
Rio Tinto Finance USA PLC, Gtd. Notes
|
5.00
|
3/9/2033
|
|
55,000
|
54,620
|
|
Rio Tinto Finance USA PLC, Gtd. Notes(a)
|
5.13
|
3/9/2053
|
|
155,000
|
136,597
|
|
Rio Tinto Finance USA PLC, Gtd. Notes
|
5.25
|
3/14/2035
|
|
200,000
|
199,114
|
|
Rio Tinto Finance USA PLC, Gtd. Notes
|
5.75
|
3/14/2055
|
|
150,000
|
144,373
|
|
Southern Copper Corp., Sr. Unscd. Notes
|
5.25
|
11/8/2042
|
|
305,000
|
279,190
|
|
Southern Copper Corp., Sr. Unscd. Notes
|
7.50
|
7/27/2035
|
|
100,000
|
112,683
|
|
Steel Dynamics, Inc., Sr. Unscd. Notes(a)
|
1.65
|
10/15/2027
|
|
500,000
|
483,185
|
|
Steel Dynamics, Inc., Sr. Unscd. Notes
|
3.25
|
1/15/2031
|
|
537,000
|
499,160
|
|
Vale Overseas Ltd., Gtd. Notes
|
3.75
|
7/8/2030
|
|
967,000
|
918,931
|
|
|
|
|
|
|
6,366,750
|
|
Real Estate — .9%
|
|||||
|
Agree LP, Gtd. Notes
|
2.00
|
6/15/2028
|
|
410,000
|
390,215
|
|
Alexandria Real Estate Equities, Inc., Gtd. Notes
|
2.95
|
3/15/2034
|
|
78,000
|
64,987
|
|
Alexandria Real Estate Equities, Inc., Gtd. Notes
|
3.38
|
8/15/2031
|
|
40,000
|
36,512
|
|
Alexandria Real Estate Equities, Inc., Gtd. Notes
|
4.75
|
4/15/2035
|
|
200,000
|
186,197
|
|
Alexandria Real Estate Equities, Inc., Gtd. Notes
|
5.25
|
3/15/2036
|
|
200,000
|
191,763
|
|
American Assets Trust LP, Gtd. Notes
|
3.38
|
2/1/2031
|
|
50,000
|
45,340
|
|
American Homes 4 Rent LP, Sr. Unscd. Notes
|
3.38
|
7/15/2051
|
|
92,000
|
58,924
|
|
American Homes 4 Rent LP, Sr. Unscd. Notes
|
5.50
|
7/15/2034
|
|
250,000
|
248,450
|
|
American Tower Corp., Sr. Unscd. Notes
|
1.88
|
10/15/2030
|
|
25,000
|
22,022
|
|
American Tower Corp., Sr. Unscd. Notes
|
2.10
|
6/15/2030
|
|
25,000
|
22,429
|
|
American Tower Corp., Sr. Unscd. Notes
|
2.30
|
9/15/2031
|
|
117,000
|
102,159
|
|
American Tower Corp., Sr. Unscd. Notes
|
2.70
|
4/15/2031
|
|
35,000
|
31,535
|
|
American Tower Corp., Sr. Unscd. Notes
|
2.90
|
1/15/2030
|
|
75,000
|
70,046
|
|
American Tower Corp., Sr. Unscd. Notes
|
2.95
|
1/15/2051
|
|
196,000
|
116,463
|
|
American Tower Corp., Sr. Unscd. Notes
|
3.10
|
6/15/2050
|
|
95,000
|
58,541
|
|
American Tower Corp., Sr. Unscd. Notes
|
3.70
|
10/15/2049
|
|
20,000
|
13,836
|
|
American Tower Corp., Sr. Unscd. Notes
|
3.80
|
8/15/2029
|
|
57,000
|
55,300
|
|
American Tower Corp., Sr. Unscd. Notes
|
3.95
|
3/15/2029
|
|
596,000
|
582,525
|
|
American Tower Corp., Sr. Unscd. Notes
|
4.90
|
3/15/2030
|
|
25,000
|
24,900
|
|
American Tower Corp., Sr. Unscd. Notes
|
5.00
|
1/31/2030
|
|
100,000
|
100,049
|
|
American Tower Corp., Sr. Unscd. Notes
|
5.25
|
7/15/2028
|
|
69,000
|
69,608
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Real Estate — .9% (continued)
|
|||||
|
American Tower Corp., Sr. Unscd. Notes
|
5.40
|
1/31/2035
|
|
120,000
|
118,951
|
|
American Tower Corp., Sr. Unscd. Notes
|
5.55
|
7/15/2033
|
|
95,000
|
95,708
|
|
American Tower Corp., Sr. Unscd. Notes
|
5.90
|
11/15/2033
|
|
39,000
|
40,044
|
|
AvalonBay Communities, Inc., Sr. Unscd. Notes
|
4.35
|
12/1/2030
|
|
316,000
|
309,568
|
|
AvalonBay Communities, Inc., Sr. Unscd. Notes
|
5.00
|
2/15/2033
|
|
54,000
|
53,618
|
|
AvalonBay Communities, Inc., Sr. Unscd. Notes
|
5.30
|
12/7/2033
|
|
300,000
|
302,507
|
|
Boston Properties LP, Sr. Unscd. Notes
|
2.55
|
4/1/2032
|
|
122,000
|
105,309
|
|
Boston Properties LP, Sr. Unscd. Notes
|
3.25
|
1/30/2031
|
|
426,000
|
392,752
|
|
Boston Properties LP, Sr. Unscd. Notes
|
3.40
|
6/21/2029
|
|
27,000
|
25,874
|
|
Boston Properties LP, Sr. Unscd. Notes
|
4.50
|
12/1/2028
|
|
575,000
|
570,729
|
|
Brixmor Operating Partnership LP, Sr. Unscd. Notes
|
2.50
|
8/16/2031
|
|
190,000
|
167,827
|
|
Brixmor Operating Partnership LP, Sr. Unscd. Notes
|
5.20
|
4/1/2032
|
|
3,000
|
2,983
|
|
Broadstone NET Lease LLC, Gtd. Notes
|
2.60
|
9/15/2031
|
|
15,000
|
13,190
|
|
Camden Property Trust, Sr. Unscd. Notes
|
3.35
|
11/1/2049
|
|
35,000
|
23,393
|
|
Camden Property Trust, Sr. Unscd. Notes
|
4.10
|
10/15/2028
|
|
40,000
|
39,607
|
|
CBRE Services, Inc., Gtd. Notes
|
4.90
|
1/15/2033
|
|
250,000
|
243,261
|
|
CBRE Services, Inc., Gtd. Notes
|
5.95
|
8/15/2034
|
|
15,000
|
15,343
|
|
Cousins Properties LP, Gtd. Notes
|
5.38
|
2/15/2032
|
|
265,000
|
265,841
|
|
Cousins Properties LP, Gtd. Notes
|
5.88
|
10/1/2034
|
|
140,000
|
141,088
|
|
Crown Castle, Inc., Sr. Unscd. Notes(a)
|
3.25
|
1/15/2051
|
|
130,000
|
80,751
|
|
Crown Castle, Inc., Sr. Unscd. Notes
|
4.00
|
11/15/2049
|
|
300,000
|
212,573
|
|
Crown Castle, Inc., Sr. Unscd. Notes
|
4.15
|
7/1/2050
|
|
15,000
|
10,997
|
|
Crown Castle, Inc., Sr. Unscd. Notes
|
4.30
|
2/15/2029
|
|
550,000
|
541,400
|
|
Crown Castle, Inc., Sr. Unscd. Notes
|
4.75
|
5/15/2047
|
|
65,000
|
52,993
|
|
Crown Castle, Inc., Sr. Unscd. Notes
|
5.00
|
1/11/2028
|
|
50,000
|
50,168
|
|
Crown Castle, Inc., Sr. Unscd. Notes
|
5.10
|
5/1/2033
|
|
127,000
|
123,520
|
|
CubeSmart LP, Gtd. Notes
|
5.13
|
11/1/2035
|
|
170,000
|
164,200
|
|
Digital Realty Trust LP, Gtd. Bonds
|
3.70
|
8/15/2027
|
|
260,000
|
257,871
|
|
Digital Realty Trust LP, Gtd. Notes
|
4.45
|
7/15/2028
|
|
95,000
|
94,400
|
|
DOC DR LLC, Gtd. Notes
|
3.95
|
1/15/2028
|
|
25,000
|
24,730
|
|
Equinix, Inc., Sr. Unscd. Notes
|
2.50
|
5/15/2031
|
|
522,000
|
461,880
|
|
Equinix, Inc., Sr. Unscd. Notes
|
2.95
|
9/15/2051
|
|
155,000
|
90,471
|
|
Equinix, Inc., Sr. Unscd. Notes
|
3.40
|
2/15/2052
|
|
70,000
|
44,839
|
|
Equinix, Inc., Sr. Unscd. Notes
|
3.90
|
4/15/2032
|
|
50,000
|
46,485
|
|
ERP Operating LP, Sr. Unscd. Bonds
|
4.50
|
6/1/2045
|
|
65,000
|
53,986
|
|
ERP Operating LP, Sr. Unscd. Notes
|
4.00
|
8/1/2047
|
|
25,000
|
19,208
|
|
ERP Operating LP, Sr. Unscd. Notes
|
4.15
|
12/1/2028
|
|
200,000
|
197,711
|
|
ERP Operating LP, Sr. Unscd. Notes
|
4.50
|
7/1/2044
|
|
120,000
|
100,885
|
|
Essex Portfolio LP, Gtd. Notes
|
2.55
|
6/15/2031
|
|
310,000
|
275,798
|
|
Essex Portfolio LP, Gtd. Notes
|
2.65
|
3/15/2032
|
|
500,000
|
438,820
|
|
Extra Space Storage LP, Gtd. Notes
|
2.35
|
3/15/2032
|
|
470,000
|
404,368
|
|
Extra Space Storage LP, Gtd. Notes
|
4.00
|
6/15/2029
|
|
125,000
|
121,943
|
|
Extra Space Storage LP, Gtd. Notes
|
5.40
|
6/15/2035
|
|
610,000
|
601,544
|
|
Extra Space Storage LP, Gtd. Notes
|
5.50
|
7/1/2030
|
|
60,000
|
60,808
|
|
Federal Realty OP LP, Sr. Unscd. Notes
|
3.20
|
6/15/2029
|
|
76,000
|
72,781
|
|
Federal Realty OP LP, Sr. Unscd. Notes
|
3.50
|
6/1/2030
|
|
600,000
|
570,366
|
|
Federal Realty OP LP, Sr. Unscd. Notes
|
4.50
|
12/1/2044
|
|
40,000
|
33,194
|
|
GLP Capital LP/GLP Financing II, Inc., Gtd. Notes
|
3.25
|
1/15/2032
|
|
130,000
|
115,137
|
|
GLP Capital LP/GLP Financing II, Inc., Gtd. Notes
|
4.00
|
1/15/2030
|
|
140,000
|
133,727
|
|
GLP Capital LP/GLP Financing II, Inc., Gtd. Notes
|
5.25
|
2/15/2033
|
|
65,000
|
62,738
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Real Estate — .9% (continued)
|
|||||
|
GLP Capital LP/GLP Financing II, Inc., Gtd. Notes
|
5.30
|
1/15/2029
|
|
50,000
|
50,053
|
|
GLP Capital LP/GLP Financing II, Inc., Gtd. Notes
|
5.63
|
9/15/2034
|
|
95,000
|
92,465
|
|
GLP Capital LP/GLP Financing II, Inc., Gtd. Notes
|
5.75
|
6/1/2028
|
|
45,000
|
45,385
|
|
GLP Capital LP/GLP Financing II, Inc., Gtd. Notes
|
6.75
|
12/1/2033
|
|
155,000
|
161,526
|
|
Healthpeak OP LLC, Gtd. Notes
|
5.25
|
12/15/2032
|
|
100,000
|
99,533
|
|
Highwoods Realty LP, Sr. Unscd. Notes
|
3.05
|
2/15/2030
|
|
50,000
|
46,441
|
|
Highwoods Realty LP, Sr. Unscd. Notes
|
7.65
|
2/1/2034
|
|
629,000
|
691,222
|
|
Host Hotels & Resorts LP, Sr. Unscd. Notes
|
5.70
|
7/1/2034
|
|
207,000
|
207,034
|
|
Invitation Homes Operating Partnership LP, Gtd. Notes
|
2.30
|
11/15/2028
|
|
71,000
|
67,119
|
|
Jones Lang Lasalle, Inc., Sr. Unscd. Notes
|
6.88
|
12/1/2028
|
|
30,000
|
31,276
|
|
Kilroy Realty LP, Gtd. Notes
|
6.25
|
1/15/2036
|
|
295,000
|
293,707
|
|
Kimco Realty OP LLC, Gtd. Notes
|
3.70
|
10/1/2049
|
|
95,000
|
67,839
|
|
Mid-America Apartments LP, Sr. Unscd. Notes
|
4.65
|
1/15/2033
|
|
300,000
|
290,310
|
|
National Health Investors, Inc., Gtd. Notes
|
3.00
|
2/1/2031
|
|
139,000
|
125,048
|
|
NNN REIT, Inc., Sr. Unscd. Notes
|
3.00
|
4/15/2052
|
|
76,000
|
45,575
|
|
NNN REIT, Inc., Sr. Unscd. Notes
|
3.50
|
4/15/2051
|
|
25,000
|
16,801
|
|
NNN REIT, Inc., Sr. Unscd. Notes
|
5.60
|
10/15/2033
|
|
10,000
|
10,102
|
|
OMEGA Healthcare Investors, Inc., Gtd. Notes
|
3.63
|
10/1/2029
|
|
115,000
|
109,811
|
|
OMEGA Healthcare Investors, Inc., Gtd. Notes
|
4.75
|
1/15/2028
|
|
25,000
|
24,945
|
|
Prologis LP, Gtd. Notes
|
4.38
|
9/15/2048
|
|
50,000
|
39,863
|
|
Prologis LP, Sr. Unscd. Notes
|
2.25
|
1/15/2032
|
|
355,000
|
308,470
|
|
ProLogis LP, Sr. Unscd. Notes
|
1.75
|
2/1/2031
|
|
160,000
|
139,538
|
|
ProLogis LP, Sr. Unscd. Notes
|
2.88
|
11/15/2029
|
|
267,000
|
251,555
|
|
ProLogis LP, Sr. Unscd. Notes
|
5.13
|
1/15/2034
|
|
275,000
|
272,108
|
|
Public Storage Operating Co., Gtd. Notes
|
1.95
|
11/9/2028
|
|
500,000
|
471,407
|
|
Public Storage Operating Co., Gtd. Notes
|
2.25
|
11/9/2031
|
|
100,000
|
87,596
|
|
Public Storage Operating Co., Gtd. Notes
|
3.39
|
5/1/2029
|
|
105,000
|
101,599
|
|
Public Storage Operating Co., Gtd. Notes
|
5.10
|
8/1/2033
|
|
96,000
|
95,572
|
|
Rayonier LP, Gtd. Notes
|
2.75
|
5/17/2031
|
|
65,000
|
58,015
|
|
Realty Income Corp., Gtd. Notes
|
3.40
|
1/15/2030
|
|
110,000
|
104,687
|
|
Realty Income Corp., Gtd. Notes
|
4.00
|
7/15/2029
|
|
203,000
|
198,957
|
|
Realty Income Corp., Sr. Unscd. Notes
|
2.70
|
2/15/2032
|
|
25,000
|
22,081
|
|
Realty Income Corp., Sr. Unscd. Notes
|
3.20
|
2/15/2031
|
|
10,000
|
9,281
|
|
Realty Income Corp., Sr. Unscd. Notes
|
3.25
|
6/15/2029
|
|
151,000
|
144,941
|
|
Realty Income Corp., Sr. Unscd. Notes
|
3.40
|
1/15/2028
|
|
55,000
|
54,061
|
|
Realty Income Corp., Sr. Unscd. Notes
|
3.95
|
8/15/2027
|
|
60,000
|
59,726
|
|
Realty Income Corp., Sr. Unscd. Notes
|
4.65
|
3/15/2047
|
|
226,000
|
190,157
|
|
Realty Income Corp., Sr. Unscd. Notes
|
4.90
|
7/15/2033
|
|
60,000
|
58,652
|
|
Regency Centers LP, Gtd. Notes
|
2.95
|
9/15/2029
|
|
130,000
|
122,939
|
|
Regency Centers LP, Gtd. Notes
|
4.40
|
2/1/2047
|
|
25,000
|
20,336
|
|
Rexford Industrial Realty LP, Gtd. Notes
|
2.15
|
9/1/2031
|
|
40,000
|
34,529
|
|
Sabra Health Care LP, Gtd. Notes
|
3.90
|
10/15/2029
|
|
202,000
|
194,835
|
|
Safehold GL Holdings LLC, Gtd. Notes
|
2.80
|
6/15/2031
|
|
44,000
|
39,359
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
2.20
|
2/1/2031
|
|
316,000
|
281,434
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
2.45
|
9/13/2029
|
|
125,000
|
116,794
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
2.65
|
7/15/2030
|
|
15,000
|
13,828
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
3.25
|
9/13/2049
|
|
102,000
|
66,760
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
3.38
|
12/1/2027
|
|
90,000
|
88,683
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
4.75
|
9/26/2034
|
|
100,000
|
95,772
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
4.75
|
3/15/2042
|
|
70,000
|
62,015
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Real Estate — .9% (continued)
|
|||||
|
Simon Property Group LP, Sr. Unscd. Notes
|
5.13
|
10/1/2035
|
|
200,000
|
196,044
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
5.50
|
3/8/2033
|
|
30,000
|
30,480
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
6.25
|
1/15/2034
|
|
50,000
|
52,673
|
|
Store Capital LLC, Sr. Unscd. Notes
|
2.70
|
12/1/2031
|
|
78,000
|
68,003
|
|
Store Capital LLC, Sr. Unscd. Notes
|
2.75
|
11/18/2030
|
|
20,000
|
17,951
|
|
Sun Communities Operating LP, Gtd. Notes
|
4.20
|
4/15/2032
|
|
35,000
|
33,045
|
|
Tanger Properties LP, Sr. Unscd. Notes
|
2.75
|
9/1/2031
|
|
40,000
|
35,678
|
|
UDR, Inc., Gtd. Notes
|
2.10
|
8/1/2032
|
|
48,000
|
40,383
|
|
UDR, Inc., Gtd. Notes
|
3.00
|
8/15/2031
|
|
50,000
|
45,439
|
|
Ventas Realty LP, Gtd. Notes
|
3.00
|
1/15/2030
|
|
15,000
|
14,057
|
|
Ventas Realty LP, Gtd. Notes
|
4.40
|
1/15/2029
|
|
228,000
|
225,934
|
|
Ventas Realty LP, Gtd. Notes
|
4.88
|
4/15/2049
|
|
15,000
|
12,570
|
|
VICI Properties LP, Sr. Unscd. Notes
|
4.95
|
2/15/2030
|
|
315,000
|
311,487
|
|
VICI Properties LP, Sr. Unscd. Notes
|
5.63
|
5/15/2052
|
|
208,000
|
182,300
|
|
Welltower OP LLC, Gtd. Notes
|
2.75
|
1/15/2031
|
|
237,000
|
216,425
|
|
Welltower OP LLC, Gtd. Notes
|
3.10
|
1/15/2030
|
|
52,000
|
49,122
|
|
Weyerhaeuser Co., Sr. Unscd. Notes
|
4.00
|
11/15/2029
|
|
375,000
|
364,555
|
|
Weyerhaeuser Co., Sr. Unscd. Notes
|
4.00
|
4/15/2030
|
|
25,000
|
24,145
|
|
Weyerhaeuser Co., Sr. Unscd. Notes
|
4.00
|
3/9/2052
|
|
41,000
|
29,467
|
|
WP Carey, Inc., Sr. Unscd. Notes
|
2.25
|
4/1/2033
|
|
250,000
|
207,114
|
|
WP Carey, Inc., Sr. Unscd. Notes
|
3.85
|
7/15/2029
|
|
25,000
|
24,339
|
|
|
|
|
|
|
19,402,639
|
|
Retailing — .6%
|
|||||
|
AutoNation, Inc., Sr. Unscd. Notes
|
1.95
|
8/1/2028
|
|
45,000
|
42,505
|
|
AutoNation, Inc., Sr. Unscd. Notes
|
5.89
|
3/15/2035
|
|
100,000
|
100,235
|
|
AutoZone, Inc., Sr. Unscd. Notes
|
4.00
|
4/15/2030
|
|
75,000
|
72,567
|
|
AutoZone, Inc., Sr. Unscd. Notes
|
4.50
|
2/1/2028
|
|
65,000
|
64,905
|
|
AutoZone, Inc., Sr. Unscd. Notes
|
6.25
|
11/1/2028
|
|
611,000
|
630,010
|
|
Best Buy Co., Inc., Sr. Unscd. Notes
|
4.45
|
10/1/2028
|
|
318,000
|
316,197
|
|
Costco Wholesale Corp., Sr. Unscd. Notes
|
1.60
|
4/20/2030
|
|
15,000
|
13,477
|
|
Dick’s Sporting Goods, Inc., Sr. Unscd. Notes
|
3.15
|
1/15/2032
|
|
80,000
|
72,300
|
|
Dick’s Sporting Goods, Inc., Sr. Unscd. Notes
|
4.10
|
1/15/2052
|
|
85,000
|
58,846
|
|
Dollar General Corp., Sr. Unscd. Notes
|
4.13
|
4/3/2050
|
|
53,000
|
39,173
|
|
Dollar General Corp., Sr. Unscd. Notes
|
5.20
|
7/5/2028
|
|
10,000
|
10,086
|
|
Dollar General Corp., Sr. Unscd. Notes
|
5.45
|
7/5/2033
|
|
325,000
|
325,349
|
|
Dollar Tree, Inc., Sr. Unscd. Notes
|
3.38
|
12/1/2051
|
|
75,000
|
47,732
|
|
Dollar Tree, Inc., Sr. Unscd. Notes
|
4.20
|
5/15/2028
|
|
136,000
|
134,770
|
|
Genuine Parts Co., Sr. Unscd. Notes
|
2.75
|
2/1/2032
|
|
20,000
|
17,375
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
1.70
|
9/15/2028
|
|
420,000
|
395,227
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
1.70
|
10/15/2030
|
|
40,000
|
35,110
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
2.63
|
4/1/2031
|
|
110,000
|
99,331
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
3.00
|
10/15/2050
|
|
85,000
|
50,971
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
3.50
|
4/1/2051
|
|
77,000
|
50,702
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
3.70
|
4/15/2046
|
|
433,000
|
310,534
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
3.75
|
4/1/2032
|
|
305,000
|
284,691
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
4.00
|
10/15/2028
|
|
725,000
|
714,702
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
4.05
|
5/3/2047
|
|
105,000
|
78,516
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
4.25
|
4/1/2052
|
|
209,000
|
155,516
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
4.45
|
4/1/2062
|
|
129,000
|
94,663
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
5.80
|
9/15/2062
|
|
125,000
|
115,086
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Retailing — .6% (continued)
|
|||||
|
McDonald’s Corp., Sr. Unscd. Notes
|
2.63
|
9/1/2029
|
|
341,000
|
321,422
|
|
McDonald’s Corp., Sr. Unscd. Notes
|
3.63
|
9/1/2049
|
|
515,000
|
357,318
|
|
McDonald’s Corp., Sr. Unscd. Notes
|
3.80
|
4/1/2028
|
|
26,000
|
25,690
|
|
McDonald’s Corp., Sr. Unscd. Notes
|
4.20
|
4/1/2050
|
|
175,000
|
133,658
|
|
McDonald’s Corp., Sr. Unscd. Notes
|
4.45
|
3/1/2047
|
|
91,000
|
73,499
|
|
McDonald’s Corp., Sr. Unscd. Notes
|
4.70
|
12/9/2035
|
|
269,000
|
257,770
|
|
McDonald’s Corp., Sr. Unscd. Notes
|
4.95
|
8/14/2033
|
|
125,000
|
124,640
|
|
McDonald’s Corp., Sr. Unscd. Notes(a)
|
5.45
|
8/14/2053
|
|
115,000
|
105,207
|
|
McDonald’s Corp., Sr. Unscd. Notes
|
5.70
|
2/1/2039
|
|
75,000
|
75,695
|
|
McDonald’s Corp., Sr. Unscd. Notes
|
6.30
|
3/1/2038
|
|
135,000
|
143,631
|
|
O’Reilly Automotive, Inc., Sr. Unscd. Notes
|
1.75
|
3/15/2031
|
|
20,000
|
17,358
|
|
O’Reilly Automotive, Inc., Sr. Unscd. Notes
|
3.60
|
9/1/2027
|
|
50,000
|
49,523
|
|
O’Reilly Automotive, Inc., Sr. Unscd. Notes
|
3.90
|
6/1/2029
|
|
45,000
|
43,955
|
|
O’Reilly Automotive, Inc., Sr. Unscd. Notes
|
5.10
|
3/12/2036
|
|
350,000
|
338,700
|
|
Starbucks Corp., Sr. Unscd. Notes
|
3.35
|
3/12/2050
|
|
60,000
|
39,062
|
|
Starbucks Corp., Sr. Unscd. Notes
|
3.50
|
11/15/2050
|
|
102,000
|
68,032
|
|
Starbucks Corp., Sr. Unscd. Notes
|
3.55
|
8/15/2029
|
|
168,000
|
162,651
|
|
Starbucks Corp., Sr. Unscd. Notes
|
3.75
|
12/1/2047
|
|
68,000
|
48,597
|
|
Starbucks Corp., Sr. Unscd. Notes
|
4.45
|
8/15/2049
|
|
40,000
|
31,617
|
|
Starbucks Corp., Sr. Unscd. Notes
|
4.80
|
2/15/2033
|
|
165,000
|
161,595
|
|
Target Corp., Sr. Unscd. Notes
|
2.35
|
2/15/2030
|
|
40,000
|
36,921
|
|
Target Corp., Sr. Unscd. Notes
|
2.95
|
1/15/2052
|
|
164,000
|
99,781
|
|
Target Corp., Sr. Unscd. Notes(a)
|
3.38
|
4/15/2029
|
|
223,000
|
216,476
|
|
Target Corp., Sr. Unscd. Notes(a)
|
4.50
|
9/15/2032
|
|
100,000
|
98,609
|
|
Target Corp., Sr. Unscd. Notes(a)
|
4.80
|
1/15/2053
|
|
236,000
|
200,652
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
1.38
|
3/15/2031
|
|
127,000
|
109,166
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
2.38
|
3/15/2051
|
|
271,000
|
145,122
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
2.70
|
4/15/2030
|
|
168,000
|
156,531
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
2.95
|
6/15/2029
|
|
125,000
|
119,676
|
|
The Home Depot, Inc., Sr. Unscd. Notes(a)
|
3.50
|
9/15/2056
|
|
15,000
|
9,813
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
3.63
|
4/15/2052
|
|
498,000
|
342,279
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
4.25
|
4/1/2046
|
|
619,000
|
494,322
|
|
The Home Depot, Inc., Sr. Unscd. Notes(a)
|
4.50
|
9/15/2032
|
|
600,000
|
590,035
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
4.75
|
6/25/2029
|
|
839,000
|
842,942
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
4.95
|
6/25/2034
|
|
640,000
|
630,886
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
5.88
|
12/16/2036
|
|
374,000
|
388,400
|
|
The TJX Companies, Inc., Sr. Unscd. Notes
|
1.15
|
5/15/2028
|
|
10,000
|
9,442
|
|
The TJX Companies, Inc., Sr. Unscd. Notes
|
1.60
|
5/15/2031
|
|
102,000
|
88,106
|
|
Tractor Supply Co., Sr. Unscd. Notes(a)
|
5.25
|
5/15/2033
|
|
15,000
|
14,897
|
|
Walmart, Inc., Sr. Unscd. Notes
|
1.50
|
9/22/2028
|
|
60,000
|
56,544
|
|
Walmart, Inc., Sr. Unscd. Notes
|
2.50
|
9/22/2041
|
|
100,000
|
69,545
|
|
Walmart, Inc., Sr. Unscd. Notes
|
2.65
|
9/22/2051
|
|
285,000
|
167,156
|
|
Walmart, Inc., Sr. Unscd. Notes
|
2.95
|
9/24/2049
|
|
213,000
|
135,877
|
|
Walmart, Inc., Sr. Unscd. Notes
|
3.70
|
6/26/2028
|
|
50,000
|
49,434
|
|
Walmart, Inc., Sr. Unscd. Notes
|
3.90
|
4/15/2028
|
|
15,000
|
14,895
|
|
Walmart, Inc., Sr. Unscd. Notes
|
3.95
|
6/28/2038
|
|
10,000
|
8,972
|
|
Walmart, Inc., Sr. Unscd. Notes
|
4.00
|
4/15/2030
|
|
147,000
|
144,438
|
|
Walmart, Inc., Sr. Unscd. Notes
|
4.05
|
6/29/2048
|
|
213,000
|
167,424
|
|
Walmart, Inc., Sr. Unscd. Notes(a)
|
4.10
|
4/15/2033
|
|
525,000
|
503,959
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Retailing — .6% (continued)
|
|||||
|
Walmart, Inc., Sr. Unscd. Notes
|
4.50
|
9/9/2052
|
|
129,000
|
106,446
|
|
Walmart, Inc., Sr. Unscd. Notes
|
5.25
|
9/1/2035
|
|
70,000
|
70,836
|
|
|
|
|
|
|
12,999,778
|
|
Semiconductors & Semiconductor Equipment — .6%
|
|||||
|
Analog Devices, Inc., Sr. Unscd. Notes
|
1.70
|
10/1/2028
|
|
370,000
|
348,204
|
|
Analog Devices, Inc., Sr. Unscd. Notes
|
2.95
|
10/1/2051
|
|
250,000
|
150,975
|
|
Applied Materials, Inc., Sr. Unscd. Notes(a)
|
5.10
|
10/1/2035
|
|
330,000
|
324,815
|
|
Broadcom Corp./Broadcom Cayman Finance Ltd., Gtd. Notes
|
3.50
|
1/15/2028
|
|
387,000
|
380,845
|
|
Broadcom, Inc., Gtd. Notes
|
1.95
|
2/15/2028
|
|
30,000
|
28,813
|
|
Broadcom, Inc., Gtd. Notes
|
2.45
|
2/15/2031
|
|
200,000
|
178,223
|
|
Broadcom, Inc., Gtd. Notes
|
2.60
|
2/15/2033
|
|
70,000
|
58,986
|
|
Broadcom, Inc., Gtd. Notes
|
3.50
|
2/15/2041
|
|
205,000
|
154,497
|
|
Broadcom, Inc., Sr. Unscd. Notes
|
3.19
|
11/15/2036
|
|
275,000
|
219,011
|
|
Broadcom, Inc., Sr. Unscd. Notes
|
3.47
|
4/15/2034
|
|
1,099,000
|
950,348
|
|
Broadcom, Inc., Sr. Unscd. Notes
|
4.00
|
4/15/2029
|
|
50,000
|
48,943
|
|
Broadcom, Inc., Sr. Unscd. Notes
|
4.15
|
4/15/2032
|
|
175,000
|
164,722
|
|
Broadcom, Inc., Sr. Unscd. Notes
|
4.80
|
2/15/2036
|
|
1,130,000
|
1,044,652
|
|
Broadcom, Inc., Sr. Unscd. Notes
|
4.90
|
7/15/2032
|
|
200,000
|
195,471
|
|
Broadcom, Inc., Sr. Unscd. Notes
|
5.15
|
11/15/2031
|
|
295,000
|
294,156
|
|
Broadcom, Inc., Sr. Unscd. Notes
|
5.20
|
7/15/2035
|
|
100,000
|
96,001
|
|
Intel Corp., Sr. Unscd. Notes
|
2.45
|
11/15/2029
|
|
155,000
|
143,141
|
|
Intel Corp., Sr. Unscd. Notes
|
2.80
|
8/12/2041
|
|
50,000
|
33,395
|
|
Intel Corp., Sr. Unscd. Notes
|
3.10
|
2/15/2060
|
|
170,000
|
89,653
|
|
Intel Corp., Sr. Unscd. Notes
|
3.20
|
8/12/2061
|
|
50,000
|
26,869
|
|
Intel Corp., Sr. Unscd. Notes
|
3.25
|
11/15/2049
|
|
50,000
|
30,503
|
|
Intel Corp., Sr. Unscd. Notes
|
3.90
|
3/25/2030
|
|
150,000
|
144,235
|
|
Intel Corp., Sr. Unscd. Notes
|
4.00
|
8/5/2029
|
|
200,000
|
195,025
|
|
Intel Corp., Sr. Unscd. Notes
|
4.00
|
12/15/2032
|
|
764,000
|
709,158
|
|
Intel Corp., Sr. Unscd. Notes
|
4.10
|
5/19/2046
|
|
75,000
|
54,616
|
|
Intel Corp., Sr. Unscd. Notes
|
4.60
|
3/25/2040
|
|
95,000
|
81,782
|
|
Intel Corp., Sr. Unscd. Notes
|
4.75
|
3/25/2050
|
|
200,000
|
155,601
|
|
Intel Corp., Sr. Unscd. Notes
|
4.90
|
8/5/2052
|
|
70,000
|
55,133
|
|
Intel Corp., Sr. Unscd. Notes
|
4.95
|
3/25/2060
|
|
50,000
|
38,635
|
|
Intel Corp., Sr. Unscd. Notes(a)
|
5.05
|
8/5/2062
|
|
130,000
|
100,320
|
|
Intel Corp., Sr. Unscd. Notes
|
5.13
|
2/10/2030
|
|
50,000
|
50,135
|
|
Intel Corp., Sr. Unscd. Notes
|
5.20
|
2/10/2033
|
|
550,000
|
543,715
|
|
Intel Corp., Sr. Unscd. Notes
|
5.63
|
2/10/2043
|
|
50,000
|
46,091
|
|
Intel Corp., Sr. Unscd. Notes
|
5.70
|
2/10/2053
|
|
470,000
|
417,135
|
|
KLA Corp., Sr. Unscd. Notes
|
3.30
|
3/1/2050
|
|
50,000
|
32,645
|
|
KLA Corp., Sr. Unscd. Notes
|
4.10
|
3/15/2029
|
|
54,000
|
53,180
|
|
KLA Corp., Sr. Unscd. Notes
|
5.25
|
7/15/2062
|
|
221,000
|
191,338
|
|
Lam Research Corp., Sr. Unscd. Notes
|
2.88
|
6/15/2050
|
|
104,000
|
62,757
|
|
Lam Research Corp., Sr. Unscd. Notes
|
3.13
|
6/15/2060
|
|
275,000
|
159,027
|
|
Lam Research Corp., Sr. Unscd. Notes
|
4.88
|
3/15/2049
|
|
60,000
|
51,605
|
|
Marvell Technology, Inc., Gtd. Notes
|
2.95
|
4/15/2031
|
|
400,000
|
362,837
|
|
Marvell Technology, Inc., Gtd. Notes
|
4.75
|
7/15/2030
|
|
21,000
|
20,716
|
|
Micron Technology, Inc., Sr. Unscd. Notes
|
3.37
|
11/1/2041
|
|
150,000
|
111,274
|
|
NVIDIA Corp., Sr. Unscd. Notes
|
2.85
|
4/1/2030
|
|
124,000
|
116,127
|
|
NVIDIA Corp., Sr. Unscd. Notes
|
3.50
|
4/1/2050
|
|
421,000
|
284,286
|
|
NVIDIA Corp., Sr. Unscd. Notes(a)
|
4.95
|
6/15/2036
|
|
700,000
|
668,820
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Semiconductors & Semiconductor Equipment — .6% (continued)
|
|||||
|
NVIDIA Corp., Sr. Unscd. Notes
|
5.63
|
6/15/2056
|
|
300,000
|
271,391
|
|
NXP BV/NXP Funding LLC, Gtd. Notes
|
5.55
|
12/1/2028
|
|
110,000
|
111,557
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes
|
4.30
|
6/18/2029
|
|
506,000
|
497,860
|
|
QUALCOMM, Inc., Sr. Unscd. Notes
|
2.15
|
5/20/2030
|
|
100,000
|
90,649
|
|
QUALCOMM, Inc., Sr. Unscd. Notes
|
3.25
|
5/20/2050
|
|
50,000
|
31,558
|
|
QUALCOMM, Inc., Sr. Unscd. Notes
|
4.30
|
5/20/2047
|
|
355,000
|
275,005
|
|
QUALCOMM, Inc., Sr. Unscd. Notes
|
5.00
|
5/20/2035
|
|
200,000
|
194,547
|
|
QUALCOMM, Inc., Sr. Unscd. Notes(a)
|
6.00
|
5/20/2053
|
|
60,000
|
57,985
|
|
Texas Instruments, Inc., Sr. Unscd. Notes
|
4.15
|
5/15/2048
|
|
450,000
|
349,989
|
|
Texas Instruments, Inc., Sr. Unscd. Notes(a)
|
4.60
|
2/15/2028
|
|
806,000
|
807,321
|
|
Texas Instruments, Inc., Sr. Unscd. Notes
|
5.00
|
3/14/2053
|
|
65,000
|
55,908
|
|
Texas Instruments, Inc., Sr. Unscd. Notes
|
5.05
|
5/18/2063
|
|
135,000
|
112,983
|
|
TSMC Arizona Corp., Gtd. Notes
|
2.50
|
10/25/2031
|
|
260,000
|
232,450
|
|
TSMC Arizona Corp., Gtd. Notes
|
4.50
|
4/22/2052
|
|
55,000
|
48,390
|
|
Xilinx, Inc., Gtd. Notes
|
2.38
|
6/1/2030
|
|
40,000
|
36,458
|
|
|
|
|
|
|
12,842,467
|
|
Supranational Bank — 1.3%
|
|||||
|
African Development Bank, Jr. Sub. Notes(d)
|
5.75
|
5/7/2034
|
|
200,000
|
195,076
|
|
African Development Bank, Sr. Unscd. Bonds
|
4.38
|
3/14/2028
|
|
230,000
|
230,263
|
|
African Development Bank, Sr. Unscd. Notes
|
3.63
|
3/3/2031
|
|
25,000
|
24,153
|
|
African Development Bank, Sr. Unscd. Notes
|
4.38
|
11/3/2027
|
|
1,427,000
|
1,428,737
|
|
African Development Bank, Unscd. Notes
|
3.88
|
6/12/2028
|
|
70,000
|
69,470
|
|
Asian Development Bank, Sr. Unscd. Bonds
|
6.22
|
8/15/2027
|
|
317,000
|
321,857
|
|
Asian Development Bank, Sr. Unscd. Notes
|
1.50
|
3/4/2031
|
|
35,000
|
30,781
|
|
Asian Development Bank, Sr. Unscd. Notes(a)
|
1.75
|
9/19/2029
|
|
219,000
|
202,449
|
|
Asian Development Bank, Sr. Unscd. Notes
|
3.13
|
9/26/2028
|
|
273,000
|
266,545
|
|
Asian Development Bank, Sr. Unscd. Notes
|
3.88
|
6/14/2033
|
|
750,000
|
719,121
|
|
Asian Development Bank, Sr. Unscd. Notes
|
4.25
|
1/14/2036
|
|
475,000
|
458,779
|
|
Asian Development Bank, Sr. Unscd. Notes
|
4.50
|
8/25/2028
|
|
905,000
|
908,651
|
|
Asian Development Bank, Sr. Unscd. Notes
|
4.75
|
2/12/2030
|
|
50,000
|
49,933
|
|
Corp. Andina de Fomento, Sr. Unscd. Bonds
|
5.00
|
1/22/2030
|
|
30,000
|
30,381
|
|
Corp. Andina de Fomento, Sr. Unscd. Notes
|
5.00
|
1/24/2029
|
|
370,000
|
374,135
|
|
Council of Europe Development Bank, Sr. Unscd. Bonds
|
3.63
|
1/26/2028
|
|
75,000
|
74,295
|
|
European Bank for Reconstruction & Development, Notes
|
4.38
|
3/9/2028
|
|
83,000
|
83,104
|
|
European Bank for Reconstruction & Development, Sr. Unscd. Notes
|
4.13
|
1/25/2029
|
|
45,000
|
44,765
|
|
European Bank for Reconstruction & Development, Sr. Unscd. Notes
|
4.25
|
3/13/2034
|
|
500,000
|
487,654
|
|
European Investment Bank, Sr. Unscd. Bonds
|
1.63
|
10/9/2029
|
|
290,000
|
266,733
|
|
European Investment Bank, Sr. Unscd. Bonds
|
3.25
|
11/15/2027
|
|
635,000
|
627,176
|
|
European Investment Bank, Sr. Unscd. Bonds
|
3.63
|
7/15/2030
|
|
900,000
|
875,226
|
|
European Investment Bank, Sr. Unscd. Bonds
|
3.75
|
2/14/2033
|
|
100,000
|
95,509
|
|
European Investment Bank, Sr. Unscd. Bonds
|
3.88
|
6/15/2028
|
|
1,255,000
|
1,245,918
|
|
European Investment Bank, Sr. Unscd. Bonds
|
4.13
|
2/13/2034
|
|
715,000
|
693,186
|
|
European Investment Bank, Sr. Unscd. Bonds
|
4.25
|
8/16/2032
|
|
35,000
|
34,515
|
|
European Investment Bank, Sr. Unscd. Bonds
|
4.63
|
2/12/2035
|
|
495,000
|
493,450
|
|
European Investment Bank, Sr. Unscd. Notes
|
0.88
|
5/17/2030
|
|
700,000
|
615,193
|
|
European Investment Bank, Sr. Unscd. Notes
|
1.25
|
2/14/2031
|
|
100,000
|
87,081
|
|
European Investment Bank, Sr. Unscd. Notes
|
3.75
|
5/15/2029
|
|
1,100,000
|
1,083,005
|
|
European Investment Bank, Sr. Unscd. Notes
|
3.75
|
3/13/2031
|
|
350,000
|
340,241
|
|
European Investment Bank, Sr. Unscd. Notes
|
4.38
|
8/16/2033
|
|
300,000
|
296,288
|
|
European Investment Bank, Sr. Unscd. Notes
|
4.75
|
6/15/2029
|
|
1,297,000
|
1,310,898
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Supranational Bank — 1.3% (continued)
|
|||||
|
Inter-American Development Bank, Sr. Unscd. Bonds
|
1.13
|
7/20/2028
|
|
440,000
|
414,060
|
|
Inter-American Development Bank, Sr. Unscd. Bonds
|
4.13
|
2/15/2029
|
|
410,000
|
407,854
|
|
Inter-American Development Bank, Sr. Unscd. Bonds
|
4.25
|
8/11/2031
|
|
300,000
|
297,322
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
1.13
|
1/13/2031
|
|
880,000
|
763,814
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
2.25
|
6/18/2029
|
|
243,000
|
229,302
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
3.50
|
9/14/2029
|
|
113,000
|
110,206
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
3.50
|
4/12/2033
|
|
45,000
|
42,234
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
3.63
|
9/17/2031
|
|
830,000
|
798,519
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
3.88
|
10/28/2041
|
|
150,000
|
128,619
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
4.38
|
7/16/2035
|
|
185,000
|
180,617
|
|
Inter-American Development Bank, Unscd. Bonds
|
0.63
|
9/16/2027
|
|
115,000
|
110,475
|
|
Inter-American Investment Corp., Sr. Unscd. Bonds
|
4.25
|
4/1/2030
|
|
20,000
|
19,862
|
|
Inter-American Investment Corp., Sr. Unscd. Notes
|
3.63
|
11/20/2028
|
|
475,000
|
467,576
|
|
Inter-American Investment Corp., Sr. Unscd. Notes
|
4.13
|
2/15/2028
|
|
85,000
|
84,742
|
|
Inter-American Investment Corp., Sr. Unscd. Notes
|
4.25
|
2/14/2029
|
|
20,000
|
19,930
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
0.75
|
8/26/2030
|
|
775,000
|
670,917
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
1.13
|
9/13/2028
|
|
970,000
|
908,620
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
1.25
|
2/10/2031
|
|
260,000
|
226,437
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
3.63
|
5/5/2028
|
|
45,000
|
44,507
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
3.88
|
10/16/2029
|
|
788,000
|
776,659
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
3.88
|
8/28/2034
|
|
25,000
|
23,748
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
4.00
|
7/25/2030
|
|
155,000
|
152,846
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
4.50
|
5/20/2036
|
|
1,550,000
|
1,523,086
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes
|
1.63
|
11/3/2031
|
|
2,580,000
|
2,239,645
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes
|
2.50
|
3/29/2032
|
|
400,000
|
360,534
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes
|
3.50
|
7/12/2028
|
|
66,000
|
65,041
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes
|
4.75
|
2/15/2035
|
|
155,000
|
155,695
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes, Ser.
GDIF
|
2.50
|
11/22/2027
|
|
1,298,000
|
1,269,246
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes, Ser.
GDIF
|
5.10
|
4/5/2034
|
|
185,000
|
183,853
|
|
International Finance Corp., Sr. Unscd. Notes
|
0.75
|
8/27/2030
|
|
350,000
|
303,063
|
|
Nordic Investment Bank, Sr. Unscd. Bonds
|
3.75
|
8/28/2028
|
|
275,000
|
272,137
|
|
Nordic Investment Bank, Sr. Unscd. Notes
|
3.38
|
9/8/2027
|
|
30,000
|
29,721
|
|
The Asian Infrastructure Investment Bank, Sr. Unscd. Bonds
|
4.13
|
1/18/2029
|
|
300,000
|
298,538
|
|
The Asian Infrastructure Investment Bank, Sr. Unscd. Notes
|
4.13
|
1/14/2036
|
|
500,000
|
477,850
|
|
|
|
|
|
|
28,121,843
|
|
Technology Hardware & Equipment — .4%
|
|||||
|
Accenture Capital, Inc., Gtd. Notes
|
4.50
|
10/4/2034
|
|
200,000
|
187,623
|
|
Amdocs Ltd., Sr. Unscd. Notes
|
2.54
|
6/15/2030
|
|
140,000
|
126,018
|
|
Apple, Inc., Sr. Unscd. Bonds(a)
|
4.75
|
5/12/2035
|
|
300,000
|
296,585
|
|
Apple, Inc., Sr. Unscd. Notes
|
1.25
|
8/20/2030
|
|
138,000
|
121,094
|
|
Apple, Inc., Sr. Unscd. Notes
|
1.40
|
8/5/2028
|
|
105,000
|
99,186
|
|
Apple, Inc., Sr. Unscd. Notes
|
1.65
|
5/11/2030
|
|
500,000
|
449,203
|
|
Apple, Inc., Sr. Unscd. Notes
|
1.70
|
8/5/2031
|
|
250,000
|
217,337
|
|
Apple, Inc., Sr. Unscd. Notes
|
2.20
|
9/11/2029
|
|
152,000
|
142,248
|
|
Apple, Inc., Sr. Unscd. Notes
|
2.38
|
2/8/2041
|
|
60,000
|
41,115
|
|
Apple, Inc., Sr. Unscd. Notes
|
2.65
|
5/11/2050
|
|
485,000
|
281,341
|
|
Apple, Inc., Sr. Unscd. Notes
|
2.65
|
2/8/2051
|
|
431,000
|
247,325
|
|
Apple, Inc., Sr. Unscd. Notes
|
2.70
|
8/5/2051
|
|
370,000
|
213,653
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Technology Hardware & Equipment — .4% (continued)
|
|||||
|
Apple, Inc., Sr. Unscd. Notes
|
2.85
|
8/5/2061
|
|
100,000
|
54,139
|
|
Apple, Inc., Sr. Unscd. Notes
|
2.90
|
9/12/2027
|
|
36,000
|
35,466
|
|
Apple, Inc., Sr. Unscd. Notes
|
2.95
|
9/11/2049
|
|
150,000
|
93,290
|
|
Apple, Inc., Sr. Unscd. Notes
|
3.25
|
8/8/2029
|
|
166,000
|
160,306
|
|
Apple, Inc., Sr. Unscd. Notes
|
3.35
|
8/8/2032
|
|
155,000
|
144,715
|
|
Apple, Inc., Sr. Unscd. Notes
|
3.85
|
5/4/2043
|
|
411,000
|
326,388
|
|
Apple, Inc., Sr. Unscd. Notes
|
3.85
|
8/4/2046
|
|
166,000
|
125,765
|
|
Apple, Inc., Sr. Unscd. Notes(a)
|
3.95
|
8/8/2052
|
|
25,000
|
18,368
|
|
Apple, Inc., Sr. Unscd. Notes
|
4.00
|
5/10/2028
|
|
30,000
|
29,835
|
|
Apple, Inc., Sr. Unscd. Notes
|
4.00
|
5/12/2028
|
|
500,000
|
497,046
|
|
Apple, Inc., Sr. Unscd. Notes
|
4.15
|
5/10/2030
|
|
116,000
|
114,809
|
|
Apple, Inc., Sr. Unscd. Notes
|
4.20
|
5/12/2030
|
|
200,000
|
198,175
|
|
Apple, Inc., Sr. Unscd. Notes(a)
|
4.50
|
5/12/2032
|
|
200,000
|
199,168
|
|
Apple, Inc., Sr. Unscd. Notes
|
4.65
|
2/23/2046
|
|
207,000
|
177,737
|
|
Apple, Inc., Sr. Unscd. Notes(a)
|
4.85
|
5/10/2053
|
|
85,000
|
74,330
|
|
Dell International LLC/EMC Corp., Gtd. Notes
|
3.38
|
12/15/2041
|
|
398,000
|
291,592
|
|
Dell International LLC/EMC Corp., Gtd. Notes
|
3.45
|
12/15/2051
|
|
40,000
|
26,207
|
|
Dell International LLC/EMC Corp., Gtd. Notes
|
5.25
|
2/15/2037
|
|
300,000
|
287,766
|
|
Dell International LLC/EMC Corp., Gtd. Notes
|
5.40
|
4/15/2034
|
|
50,000
|
49,613
|
|
Dell International LLC/EMC Corp., Gtd. Notes
|
5.75
|
2/1/2033
|
|
25,000
|
25,505
|
|
Dell International LLC/EMC Corp., Gtd. Notes
|
8.10
|
7/15/2036
|
|
19,000
|
22,034
|
|
Dell International LLC/EMC Corp., Sr. Unscd. Notes
|
5.30
|
10/1/2029
|
|
116,000
|
117,282
|
|
Dell International LLC/EMC Corp., Sr. Unscd. Notes
|
8.35
|
7/15/2046
|
|
100,000
|
121,312
|
|
Dell, Inc., Sr. Unscd. Notes
|
6.50
|
4/15/2038
|
|
20,000
|
20,892
|
|
Hewlett Packard Enterprise Co., Sr. Unscd. Notes(a)
|
5.60
|
10/15/2054
|
|
450,000
|
391,716
|
|
HP, Inc., Sr. Unscd. Notes
|
4.75
|
1/15/2028
|
|
20,000
|
20,009
|
|
HP, Inc., Sr. Unscd. Notes
|
5.40
|
4/25/2030
|
|
500,000
|
504,726
|
|
International Business Machines Corp., Sr. Unscd. Notes
|
2.95
|
5/15/2050
|
|
480,000
|
274,705
|
|
International Business Machines Corp., Sr. Unscd. Notes
|
3.43
|
2/9/2052
|
|
60,000
|
36,883
|
|
International Business Machines Corp., Sr. Unscd. Notes
|
4.00
|
6/20/2042
|
|
140,000
|
107,716
|
|
International Business Machines Corp., Sr. Unscd. Notes
|
4.15
|
5/15/2039
|
|
109,900
|
91,454
|
|
International Business Machines Corp., Sr. Unscd. Notes
|
4.50
|
2/6/2028
|
|
215,000
|
214,616
|
|
International Business Machines Corp., Sr. Unscd. Notes
|
4.70
|
2/19/2046
|
|
210,000
|
168,675
|
|
International Business Machines Corp., Sr. Unscd. Notes(a)
|
4.90
|
7/27/2052
|
|
274,000
|
217,206
|
|
International Business Machines Corp., Sr. Unscd. Notes
|
5.10
|
2/6/2053
|
|
139,000
|
112,785
|
|
Kyndryl Holdings, Inc., Sr. Unscd. Notes
|
4.10
|
10/15/2041
|
|
185,000
|
128,401
|
|
Leidos, Inc., Gtd. Notes
|
5.50
|
3/15/2035
|
|
100,000
|
98,887
|
|
Teledyne FLIR LLC, Sr. Unscd. Notes
|
2.50
|
8/1/2030
|
|
25,000
|
22,703
|
|
|
|
|
|
|
8,024,950
|
|
Telecommunication Services — 1.0%
|
|||||
|
America Movil SAB de CV, Gtd. Notes
|
6.13
|
3/30/2040
|
|
20,000
|
20,336
|
|
America Movil SAB de CV, Sr. Unscd. Notes
|
4.38
|
7/16/2042
|
|
305,000
|
253,960
|
|
AT&T, Inc., Sr. Unscd. Bonds
|
5.65
|
2/15/2047
|
|
50,000
|
45,087
|
|
AT&T, Inc., Sr. Unscd. Notes
|
1.65
|
2/1/2028
|
|
555,000
|
530,725
|
|
AT&T, Inc., Sr. Unscd. Notes
|
2.25
|
2/1/2032
|
|
125,400
|
107,663
|
|
AT&T, Inc., Sr. Unscd. Notes
|
2.55
|
12/1/2033
|
|
382,000
|
314,576
|
|
AT&T, Inc., Sr. Unscd. Notes(a)
|
3.10
|
2/1/2043
|
|
60,000
|
40,875
|
|
AT&T, Inc., Sr. Unscd. Notes
|
3.30
|
2/1/2052
|
|
200,000
|
117,685
|
|
AT&T, Inc., Sr. Unscd. Notes
|
3.50
|
9/15/2053
|
|
470,000
|
283,891
|
|
AT&T, Inc., Sr. Unscd. Notes
|
3.55
|
9/15/2055
|
|
143,000
|
85,758
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Telecommunication Services — 1.0% (continued)
|
|||||
|
AT&T, Inc., Sr. Unscd. Notes
|
3.65
|
6/1/2051
|
|
150,000
|
95,178
|
|
AT&T, Inc., Sr. Unscd. Notes
|
3.65
|
9/15/2059
|
|
435,000
|
258,109
|
|
AT&T, Inc., Sr. Unscd. Notes
|
3.80
|
12/1/2057
|
|
1,215,000
|
751,358
|
|
AT&T, Inc., Sr. Unscd. Notes
|
4.10
|
2/15/2028
|
|
165,000
|
163,490
|
|
AT&T, Inc., Sr. Unscd. Notes
|
4.30
|
2/15/2030
|
|
75,000
|
73,331
|
|
AT&T, Inc., Sr. Unscd. Notes
|
4.35
|
3/1/2029
|
|
465,000
|
459,363
|
|
AT&T, Inc., Sr. Unscd. Notes
|
4.50
|
5/15/2035
|
|
62,000
|
56,901
|
|
AT&T, Inc., Sr. Unscd. Notes
|
4.50
|
3/9/2048
|
|
260,500
|
196,050
|
|
AT&T, Inc., Sr. Unscd. Notes
|
4.55
|
3/9/2049
|
|
50,000
|
37,634
|
|
AT&T, Inc., Sr. Unscd. Notes
|
4.75
|
5/15/2046
|
|
700,000
|
555,847
|
|
AT&T, Inc., Sr. Unscd. Notes(a)
|
4.90
|
11/1/2035
|
|
300,000
|
282,742
|
|
AT&T, Inc., Sr. Unscd. Notes
|
5.15
|
3/15/2042
|
|
219,000
|
192,096
|
|
AT&T, Inc., Sr. Unscd. Notes
|
5.25
|
3/1/2037
|
|
250,000
|
237,801
|
|
AT&T, Inc., Sr. Unscd. Notes
|
5.40
|
2/15/2034
|
|
1,108,000
|
1,099,727
|
|
AT&T, Inc., Sr. Unscd. Notes
|
5.70
|
11/1/2054
|
|
75,000
|
64,714
|
|
Bell Telephone Co. of Canada or Bell Canada, Gtd. Notes
|
5.55
|
2/15/2054
|
|
106,000
|
94,903
|
|
British Telecommunications Ltd., Sr. Unscd. Notes
|
5.13
|
12/4/2028
|
|
100,000
|
100,584
|
|
Cisco Systems, Inc., Sr. Unscd. Notes
|
5.30
|
2/26/2054
|
|
50,000
|
44,780
|
|
Cisco Systems, Inc., Sr. Unscd. Notes
|
5.35
|
2/26/2064
|
|
632,000
|
556,251
|
|
Corning, Inc., Sr. Unscd. Notes
|
4.38
|
11/15/2057
|
|
300,000
|
222,191
|
|
Corning, Inc., Sr. Unscd. Notes
|
5.35
|
11/15/2048
|
|
60,000
|
53,535
|
|
Corning, Inc., Sr. Unscd. Notes
|
5.45
|
11/15/2079
|
|
197,000
|
168,332
|
|
Corning, Inc., Sr. Unscd. Notes
|
5.85
|
11/15/2068
|
|
55,000
|
50,279
|
|
Deutsche Telekom International Finance BV, Gtd. Bonds
|
8.25
|
6/15/2030
|
|
50,000
|
55,675
|
|
Deutsche Telekom International Finance BV, Gtd. Bonds
|
9.25
|
6/1/2032
|
|
100,000
|
120,406
|
|
Juniper Networks, Inc., Sr. Unscd. Notes
|
2.00
|
12/10/2030
|
|
135,000
|
117,834
|
|
Juniper Networks, Inc., Sr. Unscd. Notes
|
3.75
|
8/15/2029
|
|
40,000
|
38,509
|
|
Motorola Solutions, Inc., Sr. Unscd. Notes
|
2.30
|
11/15/2030
|
|
292,000
|
261,059
|
|
Motorola Solutions, Inc., Sr. Unscd. Notes
|
2.75
|
5/24/2031
|
|
82,000
|
73,760
|
|
Motorola Solutions, Inc., Sr. Unscd. Notes
|
4.60
|
2/23/2028
|
|
15,000
|
14,999
|
|
Motorola Solutions, Inc., Sr. Unscd. Notes
|
5.00
|
4/15/2029
|
|
600,000
|
602,872
|
|
Motorola Solutions, Inc., Sr. Unscd. Notes
|
5.60
|
6/1/2032
|
|
99,000
|
100,653
|
|
Nokia OYJ, Sr. Unscd. Notes
|
6.63
|
5/15/2039
|
|
210,000
|
211,330
|
|
Orange SA, Sr. Unscd. Notes
|
5.38
|
1/13/2042
|
|
102,000
|
95,243
|
|
Orange SA, Sr. Unscd. Notes
|
9.00
|
3/1/2031
|
|
295,000
|
339,877
|
|
Rogers Communications, Inc., Gtd. Notes
|
4.50
|
3/15/2042
|
|
500,000
|
406,916
|
|
Rogers Communications, Inc., Gtd. Notes
|
5.30
|
2/15/2034
|
|
300,000
|
291,218
|
|
Sprint Capital Corp., Gtd. Notes
|
6.88
|
11/15/2028
|
|
325,000
|
339,165
|
|
Sprint Capital Corp., Gtd. Notes
|
8.75
|
3/15/2032
|
|
135,000
|
157,060
|
|
Telefonica Emisiones SA, Gtd. Notes
|
4.90
|
3/6/2048
|
|
240,000
|
193,068
|
|
Telefonica Emisiones SA, Gtd. Notes(a)
|
5.52
|
3/1/2049
|
|
130,000
|
113,457
|
|
Telefonica Emisiones SA, Gtd. Notes
|
7.05
|
6/20/2036
|
|
343,000
|
369,106
|
|
Telefonica Europe BV, Gtd. Notes
|
8.25
|
9/15/2030
|
|
91,000
|
100,950
|
|
TELUS Corp., Sr. Unscd. Notes
|
3.70
|
9/15/2027
|
|
109,000
|
107,814
|
|
T-Mobile USA, Inc., Gtd. Notes
|
2.05
|
2/15/2028
|
|
27,000
|
25,946
|
|
T-Mobile USA, Inc., Gtd. Notes
|
2.40
|
3/15/2029
|
|
100,000
|
94,057
|
|
T-Mobile USA, Inc., Gtd. Notes
|
2.55
|
2/15/2031
|
|
391,000
|
350,822
|
|
T-Mobile USA, Inc., Gtd. Notes
|
2.70
|
3/15/2032
|
|
109,000
|
95,683
|
|
T-Mobile USA, Inc., Gtd. Notes
|
2.88
|
2/15/2031
|
|
650,000
|
591,251
|
|
T-Mobile USA, Inc., Gtd. Notes
|
3.30
|
2/15/2051
|
|
260,000
|
158,135
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Telecommunication Services — 1.0% (continued)
|
|||||
|
T-Mobile USA, Inc., Gtd. Notes
|
3.40
|
10/15/2052
|
|
164,000
|
100,028
|
|
T-Mobile USA, Inc., Gtd. Notes
|
3.60
|
11/15/2060
|
|
95,000
|
56,791
|
|
T-Mobile USA, Inc., Gtd. Notes
|
4.38
|
4/15/2040
|
|
315,000
|
265,742
|
|
T-Mobile USA, Inc., Gtd. Notes
|
4.50
|
4/15/2050
|
|
126,000
|
95,099
|
|
T-Mobile USA, Inc., Gtd. Notes
|
4.80
|
7/15/2028
|
|
368,000
|
368,722
|
|
T-Mobile USA, Inc., Gtd. Notes
|
4.95
|
3/15/2028
|
|
415,000
|
416,669
|
|
T-Mobile USA, Inc., Gtd. Notes
|
5.05
|
7/15/2033
|
|
145,000
|
141,779
|
|
T-Mobile USA, Inc., Gtd. Notes
|
5.15
|
4/15/2034
|
|
300,000
|
293,626
|
|
T-Mobile USA, Inc., Gtd. Notes
|
5.65
|
1/15/2053
|
|
403,000
|
354,736
|
|
T-Mobile USA, Inc., Gtd. Notes
|
5.75
|
1/15/2034
|
|
260,000
|
263,675
|
|
T-Mobile USA, Inc., Gtd. Notes
|
5.75
|
1/15/2054
|
|
75,000
|
67,016
|
|
T-Mobile USA, Inc., Gtd. Notes
|
5.80
|
9/15/2062
|
|
166,000
|
146,084
|
|
T-Mobile USA, Inc., Gtd. Notes(a)
|
6.00
|
6/15/2054
|
|
99,000
|
91,379
|
|
Verizon Communications, Inc., Jr. Sub. Notes
|
6.20
|
5/14/2056
|
|
200,000
|
195,662
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
1.50
|
9/18/2030
|
|
205,000
|
178,925
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
1.68
|
10/30/2030
|
|
140,000
|
122,479
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
1.75
|
1/20/2031
|
|
30,000
|
26,139
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
2.36
|
3/15/2032
|
|
455,000
|
393,959
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
2.85
|
9/3/2041
|
|
50,000
|
34,091
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
2.88
|
11/20/2050
|
|
435,000
|
248,765
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
2.99
|
10/30/2056
|
|
300,000
|
163,909
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
3.00
|
11/20/2060
|
|
654,000
|
352,086
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
3.15
|
3/22/2030
|
|
50,000
|
47,078
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
3.40
|
3/22/2041
|
|
210,000
|
155,740
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
3.55
|
3/22/2051
|
|
93,000
|
60,826
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
3.70
|
3/22/2061
|
|
140,000
|
87,686
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
3.88
|
2/8/2029
|
|
161,000
|
157,725
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
3.88
|
3/1/2052
|
|
30,000
|
20,596
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.02
|
12/3/2029
|
|
260,000
|
253,758
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.33
|
9/21/2028
|
|
251,000
|
249,262
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.50
|
8/10/2033
|
|
127,000
|
120,399
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.52
|
9/15/2048
|
|
194,000
|
150,415
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.75
|
1/15/2033
|
|
200,000
|
193,822
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.78
|
2/15/2035
|
|
250,000
|
235,813
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.81
|
3/15/2039
|
|
500,000
|
449,252
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.86
|
8/21/2046
|
|
50,000
|
41,169
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
5.00
|
1/15/2036
|
|
200,000
|
189,740
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
5.01
|
8/21/2054
|
|
34,000
|
27,803
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
5.05
|
5/9/2033
|
|
165,000
|
163,009
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
5.50
|
3/16/2047
|
|
40,000
|
36,058
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
5.75
|
11/30/2045
|
|
200,000
|
184,960
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
5.85
|
9/15/2035
|
|
305,000
|
310,649
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
5.88
|
11/30/2055
|
|
300,000
|
274,079
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
6.00
|
11/30/2065
|
|
200,000
|
181,443
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
6.55
|
9/15/2043
|
|
260,000
|
266,053
|
|
Vodafone Group PLC, Sr. Unscd. Bonds
|
6.15
|
2/27/2037
|
|
175,000
|
180,613
|
|
Vodafone Group PLC, Sr. Unscd. Notes
|
4.25
|
9/17/2050
|
|
100,000
|
73,231
|
|
Vodafone Group PLC, Sr. Unscd. Notes
|
4.88
|
6/19/2049
|
|
25,000
|
20,309
|
|
Vodafone Group PLC, Sr. Unscd. Notes
|
5.63
|
2/10/2053
|
|
200,000
|
176,462
|
|
Vodafone Group PLC, Sr. Unscd. Notes(a)
|
5.75
|
6/28/2054
|
|
100,000
|
90,062
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Telecommunication Services — 1.0% (continued)
|
|||||
|
Vodafone Group PLC, Sr. Unscd. Notes
|
5.75
|
2/10/2063
|
|
95,000
|
83,499
|
|
Vodafone Group PLC, Sr. Unscd. Notes(a)
|
5.88
|
6/28/2064
|
|
280,000
|
249,083
|
|
|
|
|
|
|
22,150,572
|
|
Transportation — .5%
|
|||||
|
Burlington Northern Santa Fe LLC, Sr. Unscd. Debs.
|
3.90
|
8/1/2046
|
|
165,000
|
124,700
|
|
Burlington Northern Santa Fe LLC, Sr. Unscd. Debs.
|
4.15
|
12/15/2048
|
|
131,000
|
101,181
|
|
Burlington Northern Santa Fe LLC, Sr. Unscd. Debs.
|
4.45
|
1/15/2053
|
|
155,000
|
122,646
|
|
Burlington Northern Santa Fe LLC, Sr. Unscd. Debs.
|
4.55
|
9/1/2044
|
|
222,000
|
187,673
|
|
Burlington Northern Santa Fe LLC, Sr. Unscd. Debs.
|
5.75
|
5/1/2040
|
|
125,000
|
126,692
|
|
Burlington Northern Santa Fe LLC, Sr. Unscd. Debs.
|
6.15
|
5/1/2037
|
|
315,000
|
335,348
|
|
Burlington Northern Santa Fe LLC, Sr. Unscd. Debs.
|
6.20
|
8/15/2036
|
|
25,000
|
26,626
|
|
Burlington Northern Santa Fe LLC, Sr. Unscd. Notes
|
4.45
|
3/15/2043
|
|
158,000
|
134,833
|
|
Burlington Northern Santa Fe LLC, Sr. Unscd. Notes
|
4.70
|
9/1/2045
|
|
40,000
|
34,322
|
|
Canadian National Railway Co., Sr. Unscd. Debs.
|
6.38
|
11/15/2037
|
|
72,000
|
77,733
|
|
Canadian National Railway Co., Sr. Unscd. Notes
|
2.45
|
5/1/2050
|
|
142,000
|
79,418
|
|
Canadian National Railway Co., Sr. Unscd. Notes
|
4.20
|
3/12/2031
|
|
115,000
|
111,690
|
|
Canadian National Railway Co., Sr. Unscd. Notes
|
4.38
|
9/18/2034
|
|
50,000
|
47,460
|
|
Canadian National Railway Co., Sr. Unscd. Notes
|
4.45
|
1/20/2049
|
|
115,000
|
93,474
|
|
Canadian National Railway Co., Sr. Unscd. Notes
|
5.85
|
11/1/2033
|
|
510,000
|
536,801
|
|
Canadian National Railway Co., Sr. Unscd. Notes
|
6.20
|
6/1/2036
|
|
115,000
|
122,255
|
|
Canadian National Railway Co., Sr. Unscd. Notes
|
6.25
|
8/1/2034
|
|
113,000
|
120,882
|
|
Canadian Pacific Railway Co., Gtd. Notes
|
2.88
|
11/15/2029
|
|
223,000
|
210,391
|
|
Canadian Pacific Railway Co., Gtd. Notes
|
4.70
|
5/1/2048
|
|
35,000
|
29,429
|
|
Canadian Pacific Railway Co., Gtd. Notes
|
4.80
|
9/15/2035
|
|
250,000
|
240,337
|
|
Canadian Pacific Railway Co., Gtd. Notes
|
4.80
|
8/1/2045
|
|
50,000
|
43,259
|
|
Canadian Pacific Railway Co., Gtd. Notes
|
4.95
|
8/15/2045
|
|
226,000
|
199,110
|
|
Canadian Pacific Railway Co., Gtd. Notes
|
6.13
|
9/15/2115
|
|
205,000
|
200,522
|
|
CSX Corp., Sr. Unscd. Notes
|
2.40
|
2/15/2030
|
|
600,000
|
554,789
|
|
CSX Corp., Sr. Unscd. Notes
|
3.35
|
9/15/2049
|
|
175,000
|
117,012
|
|
CSX Corp., Sr. Unscd. Notes
|
3.80
|
4/15/2050
|
|
95,000
|
68,859
|
|
CSX Corp., Sr. Unscd. Notes
|
4.10
|
11/15/2032
|
|
100,000
|
95,779
|
|
CSX Corp., Sr. Unscd. Notes
|
4.10
|
3/15/2044
|
|
110,000
|
87,883
|
|
CSX Corp., Sr. Unscd. Notes
|
4.50
|
11/15/2052
|
|
100,000
|
80,312
|
|
CSX Corp., Sr. Unscd. Notes
|
4.75
|
11/15/2048
|
|
13,000
|
10,987
|
|
CSX Corp., Sr. Unscd. Notes
|
5.20
|
11/15/2033
|
|
200,000
|
201,068
|
|
CSX Corp., Sr. Unscd. Notes
|
6.22
|
4/30/2040
|
|
20,000
|
21,002
|
|
FedEx Corp., Gtd. Bonds
|
4.90
|
1/15/2034
|
|
630,000
|
614,796
|
|
FedEx Corp., Gtd. Notes
|
3.10
|
8/5/2029
|
|
50,000
|
47,551
|
|
FedEx Corp., Gtd. Notes
|
3.10
|
8/5/2029
|
|
120,000
|
114,166
|
|
FedEx Corp., Gtd. Notes
|
4.25
|
5/15/2030
|
|
150,000
|
146,376
|
|
FedEx Corp., Gtd. Notes
|
5.10
|
1/15/2044
|
|
35,000
|
31,101
|
|
GXO Logistics, Inc., Sr. Unscd. Notes
|
2.65
|
7/15/2031
|
|
400,000
|
351,955
|
|
Kirby Corp., Sr. Unscd. Notes
|
4.20
|
3/1/2028
|
|
55,000
|
54,537
|
|
Norfolk Southern Corp., Sr. Unscd. Bonds
|
4.84
|
10/1/2041
|
|
50,000
|
45,172
|
|
Norfolk Southern Corp., Sr. Unscd. Notes
|
2.55
|
11/1/2029
|
|
189,000
|
176,608
|
|
Norfolk Southern Corp., Sr. Unscd. Notes
|
3.05
|
5/15/2050
|
|
738,000
|
457,975
|
|
Norfolk Southern Corp., Sr. Unscd. Notes
|
4.05
|
8/15/2052
|
|
145,000
|
106,585
|
|
Norfolk Southern Corp., Sr. Unscd. Notes
|
4.15
|
2/28/2048
|
|
50,000
|
38,492
|
|
Norfolk Southern Corp., Sr. Unscd. Notes
|
4.45
|
3/1/2033
|
|
110,000
|
106,182
|
|
Norfolk Southern Corp., Sr. Unscd. Notes
|
4.45
|
6/15/2045
|
|
25,000
|
20,644
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Transportation — .5% (continued)
|
|||||
|
Norfolk Southern Corp., Sr. Unscd. Notes
|
4.55
|
6/1/2053
|
|
204,000
|
162,310
|
|
Norfolk Southern Corp., Sr. Unscd. Notes
|
5.35
|
8/1/2054
|
|
60,000
|
53,960
|
|
Ryder System, Inc., Sr. Unscd. Notes
|
5.25
|
6/1/2028
|
|
175,000
|
176,605
|
|
Ryder System, Inc., Sr. Unscd. Notes(a)
|
5.65
|
3/1/2028
|
|
45,000
|
45,638
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
2.38
|
5/20/2031
|
|
100,000
|
89,562
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
2.40
|
2/5/2030
|
|
164,000
|
151,660
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
2.80
|
2/14/2032
|
|
190,000
|
170,852
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
2.97
|
9/16/2062
|
|
266,000
|
146,216
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.25
|
2/5/2050
|
|
165,000
|
108,041
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.35
|
8/15/2046
|
|
90,000
|
62,385
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.50
|
2/14/2053
|
|
320,000
|
214,292
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.70
|
3/1/2029
|
|
38,000
|
37,159
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.75
|
2/5/2070
|
|
100,000
|
64,245
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.85
|
2/14/2072
|
|
15,000
|
9,949
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.95
|
9/10/2028
|
|
95,000
|
93,950
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.95
|
8/15/2059
|
|
230,000
|
161,071
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
4.05
|
11/15/2045
|
|
45,000
|
35,035
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
4.05
|
3/1/2046
|
|
125,000
|
97,025
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
4.10
|
9/15/2067
|
|
15,000
|
10,524
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
4.30
|
3/1/2049
|
|
85,000
|
67,141
|
|
Union Pacific Corp., Sr. Unscd. Notes(a)
|
4.95
|
5/15/2053
|
|
10,000
|
8,588
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
5.60
|
12/1/2054
|
|
60,000
|
56,778
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
6.63
|
2/1/2029
|
|
50,000
|
52,444
|
|
United Parcel Service, Inc., Sr. Unscd. Bonds(a)
|
5.25
|
5/14/2035
|
|
100,000
|
100,219
|
|
United Parcel Service, Inc., Sr. Unscd. Bonds
|
5.95
|
5/14/2055
|
|
100,000
|
97,792
|
|
United Parcel Service, Inc., Sr. Unscd. Notes
|
2.50
|
9/1/2029
|
|
245,000
|
230,144
|
|
United Parcel Service, Inc., Sr. Unscd. Notes
|
3.05
|
11/15/2027
|
|
648,000
|
637,432
|
|
United Parcel Service, Inc., Sr. Unscd. Notes
|
4.25
|
3/15/2049
|
|
202,000
|
156,315
|
|
United Parcel Service, Inc., Sr. Unscd. Notes
|
4.45
|
4/1/2030
|
|
300,000
|
297,939
|
|
United Parcel Service, Inc., Sr. Unscd. Notes
|
4.88
|
3/3/2033
|
|
335,000
|
334,651
|
|
United Parcel Service, Inc., Sr. Unscd. Notes(a)
|
5.30
|
4/1/2050
|
|
135,000
|
122,270
|
|
United Parcel Service, Inc., Sr. Unscd. Notes
|
6.05
|
5/14/2065
|
|
100,000
|
97,691
|
|
|
|
|
|
|
11,006,496
|
|
Utilities — 2.5%
|
|||||
|
AEP Texas, Inc., Sr. Unscd. Notes
|
5.70
|
5/15/2034
|
|
355,000
|
359,050
|
|
AEP Texas, Inc., Sr. Unscd. Notes, Ser. I
|
2.10
|
7/1/2030
|
|
90,000
|
80,912
|
|
AEP Transmission Co. LLC, Sr. Unscd. Notes
|
3.80
|
6/15/2049
|
|
30,000
|
21,418
|
|
AEP Transmission Co. LLC, Sr. Unscd. Notes
|
4.25
|
9/15/2048
|
|
90,000
|
69,985
|
|
Alabama Power Co., Sr. Unscd. Notes
|
3.13
|
7/15/2051
|
|
170,000
|
106,203
|
|
Alabama Power Co., Sr. Unscd. Notes
|
4.30
|
1/2/2046
|
|
65,000
|
51,950
|
|
Alabama Power Co., Sr. Unscd. Notes
|
5.85
|
11/15/2033
|
|
520,000
|
537,357
|
|
Ameren Corp., Sr. Unscd. Notes
|
1.75
|
3/15/2028
|
|
50,000
|
47,703
|
|
Ameren Illinois Co., First Mortgage Bonds
|
1.55
|
11/15/2030
|
|
85,000
|
74,204
|
|
Ameren Illinois Co., First Mortgage Bonds
|
2.90
|
6/15/2051
|
|
110,000
|
66,351
|
|
American Electric Power Co., Inc., Jr. Sub. Notes
|
6.95
|
12/15/2054
|
|
250,000
|
263,132
|
|
American Electric Power Co., Inc., Sr. Unscd. Notes
|
2.30
|
3/1/2030
|
|
150,000
|
137,171
|
|
American Electric Power Co., Inc., Sr. Unscd. Notes
|
5.20
|
1/15/2029
|
|
70,000
|
70,735
|
|
American Electric Power Co., Inc., Sr. Unscd. Notes
|
5.75
|
11/1/2027
|
|
185,000
|
187,441
|
|
American Water Capital Corp., Sr. Unscd. Bonds
|
5.25
|
3/1/2035
|
|
250,000
|
247,867
|
|
American Water Capital Corp., Sr. Unscd. Bonds
|
6.59
|
10/15/2037
|
|
145,000
|
157,982
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Utilities — 2.5% (continued)
|
|||||
|
American Water Capital Corp., Sr. Unscd. Notes
|
2.80
|
5/1/2030
|
|
100,000
|
92,982
|
|
American Water Capital Corp., Sr. Unscd. Notes
|
3.25
|
6/1/2051
|
|
50,000
|
31,916
|
|
American Water Capital Corp., Sr. Unscd. Notes
|
3.45
|
5/1/2050
|
|
250,000
|
167,752
|
|
American Water Capital Corp., Sr. Unscd. Notes
|
3.75
|
9/1/2028
|
|
104,000
|
102,193
|
|
American Water Capital Corp., Sr. Unscd. Notes
|
3.75
|
9/1/2047
|
|
70,000
|
50,865
|
|
American Water Capital Corp., Sr. Unscd. Notes
|
4.45
|
6/1/2032
|
|
100,000
|
97,213
|
|
Appalachian Power Co., Sr. Unscd. Notes
|
5.65
|
4/1/2034
|
|
250,000
|
252,454
|
|
Arizona Public Service Co., Sr. Unscd. Notes
|
2.20
|
12/15/2031
|
|
255,000
|
220,056
|
|
Arizona Public Service Co., Sr. Unscd. Notes
|
2.60
|
8/15/2029
|
|
750,000
|
703,285
|
|
Arizona Public Service Co., Sr. Unscd. Notes
|
3.50
|
12/1/2049
|
|
115,000
|
76,598
|
|
Arizona Public Service Co., Sr. Unscd. Notes
|
5.90
|
8/15/2055
|
|
200,000
|
190,727
|
|
Atmos Energy Corp., Sr. Unscd. Notes
|
2.85
|
2/15/2052
|
|
85,000
|
50,093
|
|
Atmos Energy Corp., Sr. Unscd. Notes
|
3.38
|
9/15/2049
|
|
102,000
|
68,279
|
|
Atmos Energy Corp., Sr. Unscd. Notes
|
4.13
|
3/15/2049
|
|
115,000
|
87,837
|
|
Atmos Energy Corp., Sr. Unscd. Notes
|
4.15
|
1/15/2043
|
|
100,000
|
81,806
|
|
Atmos Energy Corp., Sr. Unscd. Notes
|
5.45
|
10/15/2032
|
|
55,000
|
55,991
|
|
Atmos Energy Corp., Sr. Unscd. Notes
|
5.90
|
11/15/2033
|
|
115,000
|
119,865
|
|
Atmos Energy Corp., Sr. Unscd. Notes
|
6.20
|
11/15/2053
|
|
35,000
|
35,603
|
|
Avista Corp., First Mortgage Bonds
|
4.35
|
6/1/2048
|
|
50,000
|
39,470
|
|
Baltimore Gas & Electric Co., Sr. Unscd. Notes
|
5.30
|
6/1/2034
|
|
280,000
|
278,647
|
|
Baltimore Gas & Electric Co., Sr. Unscd. Notes
|
6.05
|
6/1/2056
|
|
500,000
|
487,735
|
|
Berkshire Hathaway Energy Co., Sr. Unscd. Bonds
|
5.95
|
5/15/2037
|
|
245,000
|
253,320
|
|
Berkshire Hathaway Energy Co., Sr. Unscd. Notes
|
3.25
|
4/15/2028
|
|
254,000
|
248,526
|
|
Berkshire Hathaway Energy Co., Sr. Unscd. Notes
|
3.80
|
7/15/2048
|
|
180,000
|
128,850
|
|
Berkshire Hathaway Energy Co., Sr. Unscd. Notes
|
4.45
|
1/15/2049
|
|
150,000
|
117,690
|
|
Black Hills Corp., Sr. Unscd. Notes
|
3.05
|
10/15/2029
|
|
234,000
|
220,829
|
|
Black Hills Corp., Sr. Unscd. Notes
|
6.15
|
5/15/2034
|
|
126,000
|
130,136
|
|
CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds
|
3.95
|
3/1/2048
|
|
164,000
|
123,278
|
|
CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds
|
5.30
|
4/1/2053
|
|
75,000
|
67,802
|
|
CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds, Ser.
AD
|
2.90
|
7/1/2050
|
|
74,000
|
45,148
|
|
CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds, Ser.
AJ
|
4.85
|
10/1/2052
|
|
50,000
|
42,351
|
|
CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds, Ser.
AQ
|
4.95
|
8/15/2035
|
|
25,000
|
24,203
|
|
CenterPoint Energy Resources Corp., Sr. Unscd. Notes
|
1.75
|
10/1/2030
|
|
97,000
|
85,760
|
|
CenterPoint Energy Resources Corp., Sr. Unscd. Notes
|
5.25
|
3/1/2028
|
|
245,000
|
247,471
|
|
CenterPoint Energy, Inc., Jr. Sub. Notes
|
6.70
|
5/15/2055
|
|
20,000
|
20,339
|
|
CenterPoint Energy, Inc., Jr. Sub. Notes, Ser. A
|
7.00
|
2/15/2055
|
|
50,000
|
51,577
|
|
Commonwealth Edison Co., First Mortgage Bonds
|
3.70
|
8/15/2028
|
|
65,000
|
63,899
|
|
Commonwealth Edison Co., First Mortgage Bonds
|
3.70
|
3/1/2045
|
|
150,000
|
110,782
|
|
Commonwealth Edison Co., First Mortgage Bonds
|
4.00
|
3/1/2048
|
|
320,000
|
239,611
|
|
Commonwealth Edison Co., First Mortgage Bonds, Ser. 123
|
3.75
|
8/15/2047
|
|
70,000
|
50,526
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs.
|
3.70
|
11/15/2059
|
|
90,000
|
58,557
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs.
|
4.50
|
12/1/2045
|
|
209,000
|
170,547
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs.
|
4.50
|
5/15/2058
|
|
75,000
|
57,278
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs.
|
4.63
|
12/1/2054
|
|
40,000
|
31,546
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. 5-A
|
5.30
|
3/1/2035
|
|
105,000
|
104,530
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. 7-A
|
6.30
|
8/15/2037
|
|
65,000
|
68,566
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. C
|
4.00
|
11/15/2057
|
|
50,000
|
35,086
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. C
|
4.30
|
12/1/2056
|
|
25,000
|
18,585
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Utilities — 2.5% (continued)
|
|||||
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes
|
2.40
|
6/15/2031
|
|
325,000
|
290,181
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes
|
3.60
|
6/15/2061
|
|
200,000
|
128,206
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes
|
5.13
|
3/15/2035
|
|
250,000
|
245,008
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes
|
5.50
|
3/15/2055
|
|
200,000
|
180,735
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes
|
5.88
|
6/15/2056
|
|
300,000
|
285,494
|
|
Constellation Energy Generation LLC, Sr. Unscd. Notes
|
5.60
|
6/15/2042
|
|
65,000
|
61,592
|
|
Constellation Energy Generation LLC, Sr. Unscd. Notes
|
5.75
|
10/1/2041
|
|
55,000
|
54,020
|
|
Constellation Energy Generation LLC, Sr. Unscd. Notes
|
6.13
|
1/15/2034
|
|
45,000
|
46,938
|
|
Constellation Energy Generation LLC, Sr. Unscd. Notes
|
6.25
|
10/1/2039
|
|
283,000
|
289,574
|
|
Constellation Energy Generation LLC, Sr. Unscd. Notes
|
6.50
|
10/1/2053
|
|
110,000
|
112,830
|
|
Consumers Energy Co., First Mortgage Bonds
|
3.50
|
8/1/2051
|
|
100,000
|
67,930
|
|
Consumers Energy Co., First Mortgage Bonds
|
3.75
|
2/15/2050
|
|
80,000
|
57,184
|
|
Consumers Energy Co., First Mortgage Bonds
|
4.20
|
9/1/2052
|
|
195,000
|
147,649
|
|
Delmarva Power & Light Co., First Mortgage Bonds
|
4.15
|
5/15/2045
|
|
50,000
|
39,356
|
|
Dominion Energy South Carolina, Inc., First Mortgage Bonds
|
4.60
|
6/15/2043
|
|
100,000
|
85,226
|
|
Dominion Energy South Carolina, Inc., First Mortgage Bonds
|
5.10
|
6/1/2065
|
|
70,000
|
59,032
|
|
Dominion Energy South Carolina, Inc., First Mortgage Bonds
|
5.45
|
2/1/2041
|
|
25,000
|
24,153
|
|
Dominion Energy South Carolina, Inc., First Mortgage Bonds
|
6.25
|
10/15/2053
|
|
60,000
|
61,058
|
|
Dominion Energy South Carolina, Inc., First Mortgage Bonds, Ser. A
|
2.30
|
12/1/2031
|
|
500,000
|
438,297
|
|
Dominion Energy, Inc., Jr. Sub. Notes
|
6.20
|
2/15/2056
|
|
100,000
|
98,584
|
|
Dominion Energy, Inc., Jr. Sub. Notes, Ser. A
|
6.88
|
2/1/2055
|
|
240,000
|
245,204
|
|
Dominion Energy, Inc., Jr. Sub. Notes, Ser. B
|
7.00
|
6/1/2054
|
|
353,000
|
367,681
|
|
Dominion Energy, Inc., Sr. Unscd. Notes
|
5.38
|
11/15/2032
|
|
25,000
|
25,175
|
|
Dominion Energy, Inc., Sr. Unscd. Notes
|
7.00
|
6/15/2038
|
|
112,000
|
123,016
|
|
Dominion Energy, Inc., Sr. Unscd. Notes, Ser. C
|
3.38
|
4/1/2030
|
|
70,000
|
66,345
|
|
Dominion Energy, Inc., Sr. Unscd. Notes, Ser. C
|
4.90
|
8/1/2041
|
|
25,000
|
22,255
|
|
Dominion Energy, Inc., Sr. Unscd. Notes, Ser. E
|
6.30
|
3/15/2033
|
|
25,000
|
26,193
|
|
DTE Electric Co., General Ref. Mortgage Bonds
|
3.70
|
6/1/2046
|
|
50,000
|
36,560
|
|
DTE Electric Co., General Ref. Mortgage Bonds
|
4.30
|
7/1/2044
|
|
200,000
|
162,726
|
|
DTE Electric Co., General Ref. Mortgage Bonds
|
5.25
|
5/15/2035
|
|
200,000
|
198,280
|
|
DTE Electric Co., General Ref. Mortgage Bonds
|
5.85
|
5/15/2055
|
|
200,000
|
192,721
|
|
DTE Energy Co., Sr. Unscd. Notes
|
4.88
|
6/1/2028
|
|
460,000
|
461,287
|
|
DTE Energy Co., Sr. Unscd. Notes
|
5.05
|
10/1/2035
|
|
200,000
|
192,297
|
|
Duke Energy Carolinas LLC, First Mortgage Bonds
|
2.85
|
3/15/2032
|
|
115,000
|
102,945
|
|
Duke Energy Carolinas LLC, First Mortgage Bonds
|
4.25
|
12/15/2041
|
|
50,000
|
41,973
|
|
Duke Energy Carolinas LLC, First Mortgage Bonds
|
4.95
|
1/15/2033
|
|
100,000
|
99,123
|
|
Duke Energy Carolinas LLC, First Mortgage Bonds(a)
|
5.40
|
1/15/2054
|
|
29,000
|
26,275
|
|
Duke Energy Carolinas LLC, First Mortgage Bonds
|
5.75
|
6/15/2056
|
|
300,000
|
284,131
|
|
Duke Energy Carolinas LLC, First Ref. Mortgage Bonds
|
3.88
|
3/15/2046
|
|
75,000
|
55,983
|
|
Duke Energy Corp., Sr. Unscd. Notes
|
2.45
|
6/1/2030
|
|
95,000
|
86,775
|
|
Duke Energy Corp., Sr. Unscd. Notes
|
3.50
|
6/15/2051
|
|
62,000
|
40,071
|
|
Duke Energy Corp., Sr. Unscd. Notes
|
3.75
|
9/1/2046
|
|
90,000
|
64,245
|
|
Duke Energy Corp., Sr. Unscd. Notes
|
4.80
|
12/15/2045
|
|
250,000
|
210,303
|
|
Duke Energy Corp., Sr. Unscd. Notes
|
4.85
|
1/5/2029
|
|
75,000
|
75,200
|
|
Duke Energy Corp., Sr. Unscd. Notes
|
4.95
|
9/15/2035
|
|
400,000
|
383,316
|
|
Duke Energy Corp., Sr. Unscd. Notes
|
5.00
|
12/8/2027
|
|
195,000
|
195,982
|
|
Duke Energy Corp., Sr. Unscd. Notes
|
5.00
|
8/15/2052
|
|
295,000
|
243,758
|
|
Duke Energy Corp., Sr. Unscd. Notes
|
6.10
|
9/15/2053
|
|
85,000
|
82,122
|
|
Duke Energy Florida LLC, First Mortgage Bonds
|
1.75
|
6/15/2030
|
|
100,000
|
89,326
|
|
Duke Energy Florida LLC, First Mortgage Bonds
|
2.40
|
12/15/2031
|
|
106,000
|
93,419
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Utilities — 2.5% (continued)
|
|||||
|
Duke Energy Florida LLC, First Mortgage Bonds
|
3.80
|
7/15/2028
|
|
20,000
|
19,741
|
|
Duke Energy Florida LLC, First Mortgage Bonds
|
5.88
|
11/15/2033
|
|
1,100,000
|
1,141,419
|
|
Duke Energy Florida LLC, First Mortgage Bonds
|
6.20
|
11/15/2053
|
|
150,000
|
151,279
|
|
Duke Energy Indiana LLC, First Mortgage Bonds
|
5.90
|
5/15/2055
|
|
150,000
|
144,481
|
|
Duke Energy Indiana LLC, Sr. Unscd. Debs.
|
6.12
|
10/15/2035
|
|
50,000
|
51,955
|
|
Duke Energy Ohio, Inc., First Mortgage Bonds
|
3.70
|
6/15/2046
|
|
50,000
|
36,268
|
|
Duke Energy Progress LLC, First Mortgage Bonds
|
3.60
|
9/15/2047
|
|
50,000
|
35,175
|
|
Duke Energy Progress LLC, First Mortgage Bonds
|
3.70
|
9/1/2028
|
|
85,000
|
83,538
|
|
Duke Energy Progress LLC, First Mortgage Bonds
|
4.38
|
3/30/2044
|
|
100,000
|
82,020
|
|
Duke Energy Progress LLC, First Mortgage Bonds
|
5.05
|
3/15/2035
|
|
100,000
|
97,764
|
|
Duke Energy Progress LLC, First Mortgage Bonds
|
5.10
|
3/15/2034
|
|
200,000
|
199,532
|
|
Duke Energy Progress LLC, First Mortgage Bonds
|
5.25
|
3/15/2033
|
|
200,000
|
200,918
|
|
Duke Energy Progress LLC, First Mortgage Bonds
|
5.55
|
3/15/2055
|
|
160,000
|
147,739
|
|
Duke Energy Progress NC Storm Funding LLC, Sr. Scd. Notes, Ser. A3
|
2.80
|
7/1/2041
|
|
250,000
|
185,629
|
|
Edison International, Sr. Unscd. Notes
|
4.13
|
3/15/2028
|
|
105,000
|
103,401
|
|
Emera US Finance LP, Gtd. Notes
|
2.64
|
6/15/2031
|
|
230,000
|
204,848
|
|
Emera US Finance LP, Gtd. Notes(a)
|
4.75
|
6/15/2046
|
|
50,000
|
40,889
|
|
ENEL Chile SA, Sr. Unscd. Notes
|
4.88
|
6/12/2028
|
|
100,000
|
99,997
|
|
Entergy Corp., Jr. Sub. Notes
|
7.13
|
12/1/2054
|
|
50,000
|
51,267
|
|
Entergy Corp., Sr. Unscd. Notes
|
2.80
|
6/15/2030
|
|
230,000
|
212,431
|
|
Entergy Louisiana LLC, Collateral Trust Bonds
|
3.05
|
6/1/2031
|
|
555,000
|
509,505
|
|
Entergy Louisiana LLC, Collateral Trust Bonds
|
4.00
|
3/15/2033
|
|
360,000
|
335,475
|
|
Entergy Louisiana LLC, Collateral Trust Bonds
|
4.20
|
9/1/2048
|
|
60,000
|
46,038
|
|
Entergy Louisiana LLC, First Mortgage Bonds
|
1.60
|
12/15/2030
|
|
10,000
|
8,714
|
|
Entergy Louisiana LLC, First Mortgage Bonds
|
2.35
|
6/15/2032
|
|
251,000
|
217,539
|
|
Entergy Louisiana LLC, First Mortgage Bonds
|
4.95
|
1/15/2045
|
|
100,000
|
88,104
|
|
Entergy Louisiana LLC, First Mortgage Notes
|
5.70
|
3/15/2054
|
|
170,000
|
159,261
|
|
Entergy Mississippi LLC, First Mortgage Bonds
|
2.85
|
6/1/2028
|
|
155,000
|
150,409
|
|
Entergy Mississippi LLC, First Mortgage Bonds
|
5.05
|
4/15/2036
|
|
1,000,000
|
961,547
|
|
Entergy Texas, Inc., First Mortgage Bonds
|
5.20
|
6/15/2036
|
|
100,000
|
97,014
|
|
Entergy Texas, Inc., First Mortgage Bonds
|
5.80
|
9/1/2053
|
|
80,000
|
75,891
|
|
Essential Utilities, Inc., Sr. Unscd. Notes
|
2.70
|
4/15/2030
|
|
100,000
|
92,245
|
|
Essential Utilities, Inc., Sr. Unscd. Notes
|
3.57
|
5/1/2029
|
|
200,000
|
193,273
|
|
Evergy Kansas Central, Inc., First Mortgage Bonds
|
4.25
|
12/1/2045
|
|
90,000
|
71,415
|
|
Evergy Kansas Central, Inc., First Mortgage Bonds
|
5.25
|
3/15/2035
|
|
250,000
|
246,312
|
|
Evergy Metro, Inc., General Ref. Mortgage Bonds
|
4.95
|
4/15/2033
|
|
85,000
|
83,495
|
|
Evergy, Inc., Sr. Unscd. Notes
|
2.90
|
9/15/2029
|
|
100,000
|
94,234
|
|
Eversource Energy, Sr. Unscd. Notes
|
5.13
|
5/15/2033
|
|
665,000
|
654,351
|
|
Eversource Energy, Sr. Unscd. Notes
|
5.45
|
3/1/2028
|
|
225,000
|
227,322
|
|
Eversource Energy, Sr. Unscd. Notes
|
5.95
|
2/1/2029
|
|
135,000
|
138,425
|
|
Eversource Energy, Sr. Unscd. Notes, Ser. O
|
4.25
|
4/1/2029
|
|
100,000
|
98,728
|
|
Eversource Energy, Sr. Unscd. Notes, Ser. R(a)
|
1.65
|
8/15/2030
|
|
100,000
|
87,785
|
|
Exelon Corp., Sr. Unscd. Notes
|
4.70
|
4/15/2050
|
|
210,000
|
168,019
|
|
Exelon Corp., Sr. Unscd. Notes
|
5.15
|
3/15/2028
|
|
248,000
|
249,763
|
|
Exelon Corp., Sr. Unscd. Notes
|
5.88
|
3/15/2055
|
|
200,000
|
188,007
|
|
FirstEnergy Transmission LLC, Sr. Unscd. Notes
|
4.75
|
1/15/2033
|
|
100,000
|
96,693
|
|
Florida Power & Light Co., First Mortgage Bonds
|
2.88
|
12/4/2051
|
|
250,000
|
148,381
|
|
Florida Power & Light Co., First Mortgage Bonds
|
3.15
|
10/1/2049
|
|
25,000
|
15,996
|
|
Florida Power & Light Co., First Mortgage Bonds
|
3.95
|
3/1/2048
|
|
130,000
|
97,193
|
|
Florida Power & Light Co., First Mortgage Bonds
|
3.99
|
3/1/2049
|
|
800,000
|
596,478
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Utilities — 2.5% (continued)
|
|||||
|
Florida Power & Light Co., First Mortgage Bonds
|
4.40
|
5/15/2028
|
|
826,000
|
824,920
|
|
Florida Power & Light Co., First Mortgage Bonds
|
4.63
|
5/15/2030
|
|
310,000
|
309,022
|
|
Florida Power & Light Co., First Mortgage Bonds
|
4.80
|
5/15/2033
|
|
425,000
|
416,869
|
|
Florida Power & Light Co., First Mortgage Bonds
|
5.05
|
4/1/2028
|
|
115,000
|
116,025
|
|
Florida Power & Light Co., First Mortgage Bonds
|
5.15
|
6/15/2029
|
|
100,000
|
101,373
|
|
Florida Power & Light Co., First Mortgage Bonds
|
5.69
|
3/1/2040
|
|
300,000
|
300,091
|
|
Florida Power & Light Co., First Mortgage Bonds
|
5.80
|
3/15/2065
|
|
42,000
|
39,439
|
|
Florida Power & Light Co., First Mortgage Bonds
|
5.96
|
4/1/2039
|
|
95,000
|
97,541
|
|
Georgia Power Co., Sr. Unscd. Notes
|
4.30
|
3/15/2043
|
|
25,000
|
20,592
|
|
Georgia Power Co., Sr. Unscd. Notes(a)
|
5.13
|
5/15/2052
|
|
145,000
|
127,818
|
|
Georgia Power Co., Sr. Unscd. Notes, Ser. A
|
3.25
|
3/15/2051
|
|
317,000
|
203,293
|
|
Idaho Power Co., First Mortgage Bonds
|
5.20
|
8/15/2034
|
|
65,000
|
64,576
|
|
Idaho Power Co., First Mortgage Notes
|
5.80
|
4/1/2054
|
|
50,000
|
48,160
|
|
Idaho Power Co., First Mortgage Notes, Ser. K
|
4.20
|
3/1/2048
|
|
25,000
|
19,481
|
|
Indiana Michigan Power Co., Sr. Unscd. Notes
|
4.25
|
8/15/2048
|
|
300,000
|
232,088
|
|
Indiana Michigan Power Co., Sr. Unscd. Notes
|
5.60
|
3/15/2056
|
|
580,000
|
534,553
|
|
Interstate Power & Light Co., Sr. Unscd. Debs.
|
2.30
|
6/1/2030
|
|
15,000
|
13,635
|
|
Interstate Power & Light Co., Sr. Unscd. Debs.
|
3.60
|
4/1/2029
|
|
350,000
|
339,652
|
|
Interstate Power & Light Co., Sr. Unscd. Notes
|
4.95
|
9/30/2034
|
|
100,000
|
96,488
|
|
Interstate Power & Light Co., Sr. Unscd. Notes
|
5.45
|
9/30/2054
|
|
100,000
|
89,725
|
|
IPALCO Enterprises, Inc., Sr. Scd. Notes
|
5.75
|
4/1/2034
|
|
150,000
|
146,850
|
|
Johnsonville Aeroderivative Combustion Turbine Generation LLC, Sr. Scd.
Notes
|
5.08
|
10/1/2054
|
|
9,813
|
8,925
|
|
MidAmerican Energy Co., First Mortgage Bonds
|
4.25
|
7/15/2049
|
|
270,000
|
209,190
|
|
MidAmerican Energy Co., First Mortgage Bonds
|
5.50
|
11/15/2056
|
|
100,000
|
91,510
|
|
MidAmerican Energy Co., First Mortgage Bonds
|
5.85
|
9/15/2054
|
|
30,000
|
28,893
|
|
MidAmerican Energy Co., First Mortgage Notes
|
5.80
|
10/15/2036
|
|
171,000
|
176,527
|
|
Mississippi Power Co., Sr. Unscd. Notes, Ser. 12-A
|
4.25
|
3/15/2042
|
|
30,000
|
24,520
|
|
National Fuel Gas Co., Sr. Unscd. Notes
|
2.95
|
3/1/2031
|
|
85,000
|
77,001
|
|
National Fuel Gas Co., Sr. Unscd. Notes
|
5.95
|
3/15/2035
|
|
255,000
|
259,256
|
|
National Grid USA, Sr. Unscd. Notes(a)
|
5.80
|
4/1/2035
|
|
120,000
|
123,140
|
|
National Rural Utilities Cooperative Finance Corp., Collateral Trust Bonds
|
4.02
|
11/1/2032
|
|
50,000
|
47,144
|
|
National Rural Utilities Cooperative Finance Corp., Collateral Trust Bonds
|
4.40
|
11/1/2048
|
|
50,000
|
39,925
|
|
National Rural Utilities Cooperative Finance Corp., Collateral Trust Notes
|
5.00
|
8/15/2034
|
|
310,000
|
304,707
|
|
National Rural Utilities Cooperative Finance Corp., Sr. Unscd. Notes
|
4.80
|
3/15/2028
|
|
257,000
|
257,756
|
|
National Rural Utilities Cooperative Finance Corp., Sr. Unscd. Notes
|
5.05
|
9/15/2028
|
|
160,000
|
161,185
|
|
National Rural Utilities Cooperative Finance Corp., Sr. Unscd. Notes
|
5.15
|
6/15/2029
|
|
200,000
|
202,120
|
|
Nevada Power Co., General Ref. Mortgage Bonds, Ser. EE
|
3.13
|
8/1/2050
|
|
42,000
|
26,385
|
|
Nevada Power Co., General Ref. Mortgage Notes, Ser. CC
|
3.70
|
5/1/2029
|
|
255,000
|
248,299
|
|
Nevada Power Co., General Ref. Mortgage Notes, Ser. N
|
6.65
|
4/1/2036
|
|
60,000
|
64,473
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Debs.
|
2.25
|
6/1/2030
|
|
347,000
|
314,777
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Debs.
|
2.75
|
11/1/2029
|
|
75,000
|
70,498
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes
|
2.44
|
1/15/2032
|
|
240,000
|
209,166
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes
|
3.00
|
1/15/2052
|
|
408,000
|
238,417
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes
|
3.50
|
4/1/2029
|
|
85,000
|
82,312
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes
|
5.00
|
2/28/2030
|
|
80,000
|
80,234
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes
|
5.05
|
3/15/2030
|
|
617,000
|
620,625
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes
|
5.05
|
2/28/2033
|
|
255,000
|
251,308
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes
|
5.25
|
2/28/2053
|
|
110,000
|
94,426
|
|
NiSource, Inc., Jr. Sub. Notes
|
6.95
|
11/30/2054
|
|
10,000
|
10,280
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Utilities — 2.5% (continued)
|
|||||
|
NiSource, Inc., Sr. Unscd. Notes
|
4.38
|
5/15/2047
|
|
140,000
|
110,349
|
|
NiSource, Inc., Sr. Unscd. Notes
|
4.80
|
2/15/2044
|
|
110,000
|
93,762
|
|
NiSource, Inc., Sr. Unscd. Notes
|
5.00
|
6/15/2052
|
|
176,000
|
148,192
|
|
NiSource, Inc., Sr. Unscd. Notes
|
5.65
|
2/1/2045
|
|
150,000
|
140,849
|
|
NiSource, Inc., Sr. Unscd. Notes
|
5.95
|
6/15/2041
|
|
163,000
|
162,201
|
|
Northern States Power Co., First Mortgage Bonds
|
2.90
|
3/1/2050
|
|
35,000
|
21,965
|
|
Northern States Power Co., First Mortgage Bonds
|
5.10
|
5/15/2053
|
|
367,000
|
317,795
|
|
Northern States Power Co., First Mortgage Bonds
|
5.35
|
11/1/2039
|
|
100,000
|
97,807
|
|
Northwest Natural Holding Co., Jr. Sub. Notes
|
7.00
|
9/15/2055
|
|
50,000
|
50,729
|
|
NSTAR Electric Co., Sr. Unscd. Debs.
|
4.55
|
6/1/2052
|
|
45,000
|
36,196
|
|
Oglethorpe Power Corp., First Mortgage Bonds
|
5.05
|
10/1/2048
|
|
200,000
|
170,805
|
|
Oglethorpe Power Corp., First Mortgage Bonds
|
5.38
|
11/1/2040
|
|
50,000
|
47,518
|
|
Oklahoma Gas & Electric Co., Sr. Unscd. Notes
|
3.80
|
8/15/2028
|
|
130,000
|
128,090
|
|
Oklahoma Gas & Electric Co., Sr. Unscd. Notes(a)
|
5.60
|
4/1/2053
|
|
60,000
|
55,702
|
|
Oncor Electric Delivery Co. LLC, Scd. Notes
|
4.65
|
11/1/2029
|
|
400,000
|
398,422
|
|
Oncor Electric Delivery Co. LLC, Sr. Scd. Notes
|
3.10
|
9/15/2049
|
|
205,000
|
128,155
|
|
Oncor Electric Delivery Co. LLC, Sr. Scd. Notes
|
3.70
|
11/15/2028
|
|
100,000
|
98,004
|
|
Oncor Electric Delivery Co. LLC, Sr. Scd. Notes
|
3.70
|
5/15/2050
|
|
50,000
|
34,702
|
|
Oncor Electric Delivery Co. LLC, Sr. Scd. Notes
|
3.80
|
9/30/2047
|
|
50,000
|
36,369
|
|
Oncor Electric Delivery Co. LLC, Sr. Scd. Notes
|
4.30
|
5/15/2028
|
|
10,000
|
9,946
|
|
Oncor Electric Delivery Co. LLC, Sr. Scd. Notes
|
4.95
|
9/15/2052
|
|
170,000
|
143,649
|
|
Oncor Electric Delivery Co. LLC, Sr. Scd. Notes
|
5.35
|
4/1/2035
|
|
175,000
|
174,561
|
|
Oncor Electric Delivery Co. LLC, Sr. Scd. Notes
|
5.65
|
11/15/2033
|
|
50,000
|
51,198
|
|
One Gas, Inc., Sr. Unscd. Notes
|
4.50
|
11/1/2048
|
|
335,000
|
271,823
|
|
Pacific Gas & Electric Co., First Mortgage Bonds
|
2.50
|
2/1/2031
|
|
430,000
|
383,713
|
|
Pacific Gas & Electric Co., First Mortgage Bonds
|
3.30
|
8/1/2040
|
|
120,000
|
87,752
|
|
Pacific Gas & Electric Co., First Mortgage Bonds
|
3.50
|
8/1/2050
|
|
225,000
|
144,028
|
|
Pacific Gas & Electric Co., First Mortgage Bonds
|
3.75
|
7/1/2028
|
|
205,400
|
201,649
|
|
Pacific Gas & Electric Co., First Mortgage Bonds
|
4.00
|
12/1/2046
|
|
50,000
|
35,825
|
|
Pacific Gas & Electric Co., First Mortgage Bonds
|
4.95
|
7/1/2050
|
|
784,000
|
632,299
|
|
Pacific Gas & Electric Co., First Mortgage Bonds
|
5.25
|
3/1/2052
|
|
66,000
|
54,835
|
|
Pacific Gas & Electric Co., First Mortgage Bonds
|
6.75
|
1/15/2053
|
|
247,000
|
250,027
|
|
Pacific Gas & Electric Co., First Mortgage Notes
|
3.95
|
12/1/2047
|
|
50,000
|
35,177
|
|
Pacific Gas & Electric Co., First Mortgage Notes
|
4.65
|
8/1/2028
|
|
100,000
|
99,609
|
|
Pacific Gas & Electric Co., Sr. Scd. Bonds
|
3.25
|
6/1/2031
|
|
70,000
|
64,109
|
|
Pacific Gas & Electric Co., Sr. Scd. Bonds
|
4.20
|
6/1/2041
|
|
123,000
|
97,944
|
|
PacifiCorp, First Mortgage Bonds
|
4.10
|
2/1/2042
|
|
50,000
|
38,893
|
|
PacifiCorp, First Mortgage Bonds
|
4.13
|
1/15/2049
|
|
100,000
|
72,313
|
|
PacifiCorp, First Mortgage Bonds
|
4.15
|
2/15/2050
|
|
510,000
|
367,729
|
|
PacifiCorp, First Mortgage Bonds
|
5.35
|
12/1/2053
|
|
100,000
|
85,315
|
|
PacifiCorp, First Mortgage Bonds
|
6.00
|
1/15/2039
|
|
410,000
|
407,873
|
|
PECO Energy Co., First Mortgage Bonds
|
3.90
|
3/1/2048
|
|
300,000
|
220,818
|
|
PECO Energy Co., First Mortgage Bonds
|
4.90
|
6/15/2033
|
|
209,000
|
207,168
|
|
PECO Energy Co., First Ref. Mortgage Bonds
|
5.95
|
10/1/2036
|
|
350,000
|
362,361
|
|
PG&E Energy Recovery Funding LLC, Sr. Scd. Bonds, Ser. A1
|
1.46
|
7/15/2031
|
|
25,635
|
23,572
|
|
PG&E Energy Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2
|
2.28
|
1/15/2036
|
|
85,000
|
69,028
|
|
PG&E Energy Recovery Funding LLC, Sr. Scd. Bonds, Ser. A3
|
2.82
|
7/15/2046
|
|
25,000
|
17,772
|
|
PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A1
|
3.59
|
6/1/2030
|
|
36,081
|
35,242
|
|
PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2
|
4.26
|
6/1/2036
|
|
140,000
|
132,360
|
|
PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2
|
4.72
|
6/1/2037
|
|
250,000
|
241,803
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Utilities — 2.5% (continued)
|
|||||
|
PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A4
|
5.21
|
12/1/2047
|
|
160,000
|
146,002
|
|
Piedmont Natural Gas Co., Inc., Sr. Unscd. Notes
|
2.50
|
3/15/2031
|
|
25,000
|
22,451
|
|
Piedmont Natural Gas Co., Inc., Sr. Unscd. Notes
|
3.35
|
6/1/2050
|
|
130,000
|
84,578
|
|
Piedmont Natural Gas Co., Inc., Sr. Unscd. Notes
|
4.65
|
8/1/2043
|
|
65,000
|
54,388
|
|
PPL Electric Utilities Corp., First Mortgage Bonds
|
5.25
|
5/15/2053
|
|
270,000
|
240,896
|
|
PPL Electric Utilities Corp., First Mortgage Bonds
|
6.25
|
5/15/2039
|
|
622,000
|
656,491
|
|
Progress Energy, Inc., Sr. Unscd. Notes
|
7.75
|
3/1/2031
|
|
85,000
|
94,023
|
|
Public Service Co. of Colorado, First Mortgage Bonds
|
4.05
|
9/15/2049
|
|
42,000
|
31,050
|
|
Public Service Co. of Colorado, First Mortgage Bonds
|
5.25
|
4/1/2053
|
|
600,000
|
525,668
|
|
Public Service Co. of Colorado, First Mortgage Bonds, Ser. 34
|
3.20
|
3/1/2050
|
|
77,000
|
49,194
|
|
Public Service Co. of Colorado, First Mortgage Notes
|
3.60
|
9/15/2042
|
|
25,000
|
18,773
|
|
Public Service Co. of New Hampshire, First Mortgage Bonds
|
5.15
|
1/15/2053
|
|
50,000
|
43,999
|
|
Public Service Co. of Oklahoma, Sr. Unscd. Notes
|
5.25
|
1/15/2033
|
|
100,000
|
99,519
|
|
Public Service Co. of Oklahoma, Sr. Unscd. Notes
|
5.45
|
1/15/2036
|
|
400,000
|
394,853
|
|
Public Service Electric & Gas Co., First Mortgage Bonds
|
4.90
|
8/15/2035
|
|
100,000
|
97,153
|
|
Public Service Electric & Gas Co., First Mortgage Bonds
|
5.45
|
8/1/2053
|
|
119,000
|
109,401
|
|
Public Service Electric & Gas Co., First Mortgage Notes
|
1.90
|
8/15/2031
|
|
315,000
|
273,120
|
|
Public Service Electric & Gas Co., First Mortgage Notes
|
3.15
|
1/1/2050
|
|
50,000
|
32,053
|
|
Public Service Electric & Gas Co., First Mortgage Notes
|
3.80
|
3/1/2046
|
|
60,000
|
44,812
|
|
Public Service Electric & Gas Co., First Mortgage Notes
|
4.05
|
5/1/2048
|
|
100,000
|
76,356
|
|
Public Service Electric & Gas Co., First Mortgage Notes
|
4.90
|
12/15/2032
|
|
100,000
|
99,248
|
|
Public Service Electric & Gas Co., Sr. Scd. Notes
|
3.65
|
9/1/2042
|
|
25,000
|
19,247
|
|
Public Service Enterprise Group, Inc., Sr. Unscd. Notes
|
1.60
|
8/15/2030
|
|
60,000
|
52,500
|
|
Public Service Enterprise Group, Inc., Sr. Unscd. Notes
|
5.88
|
10/15/2028
|
|
15,000
|
15,329
|
|
Public Service Enterprise Group, Inc., Sr. Unscd. Notes
|
6.13
|
10/15/2033
|
|
338,000
|
351,296
|
|
Puget Energy, Inc., Sr. Scd. Notes
|
2.38
|
6/15/2028
|
|
168,000
|
160,853
|
|
Puget Energy, Inc., Sr. Scd. Notes
|
4.10
|
6/15/2030
|
|
75,000
|
72,052
|
|
Puget Energy, Inc., Sr. Scd. Notes
|
4.22
|
3/15/2032
|
|
130,000
|
123,386
|
|
Puget Energy, Inc., Sr. Scd. Notes
|
5.73
|
3/15/2035
|
|
400,000
|
394,775
|
|
Puget Sound Energy, Inc., Sr. Scd. Bonds
|
5.33
|
6/15/2034
|
|
241,000
|
241,540
|
|
San Diego Gas & Electric Co., First Mortgage Bonds
|
4.95
|
8/15/2028
|
|
58,000
|
58,352
|
|
San Diego Gas & Electric Co., First Mortgage Bonds, Ser. RRR
|
3.75
|
6/1/2047
|
|
368,000
|
265,828
|
|
San Diego Gas & Electric Co., First Mortgage Bonds, Ser. UUU
|
3.32
|
4/15/2050
|
|
105,000
|
67,566
|
|
San Diego Gas & Electric Co., First Mortgage Bonds, Ser. XXX
|
3.00
|
3/15/2032
|
|
100,000
|
89,824
|
|
Sempra, Jr. Sub. Notes
|
6.63
|
4/1/2055
|
|
3,000
|
3,009
|
|
Sempra, Sr. Unscd. Notes
|
3.80
|
2/1/2038
|
|
160,000
|
132,584
|
|
Sempra, Sr. Unscd. Notes
|
4.00
|
2/1/2048
|
|
100,000
|
72,757
|
|
Sempra, Sr. Unscd. Notes
|
6.00
|
10/15/2039
|
|
505,000
|
507,336
|
|
Sierra Pacific Power Co., General Ref. Mortgage Notes
|
5.90
|
3/15/2054
|
|
90,000
|
86,242
|
|
Sierra Pacific Power Co., Jr. Sub. Notes
|
6.20
|
12/15/2055
|
|
100,000
|
98,177
|
|
Southern California Edison Co., First Mortgage Bonds
|
2.85
|
8/1/2029
|
|
120,000
|
113,025
|
|
Southern California Edison Co., First Mortgage Bonds
|
3.65
|
2/1/2050
|
|
156,000
|
103,186
|
|
Southern California Edison Co., First Mortgage Bonds
|
5.70
|
3/1/2053
|
|
154,000
|
136,455
|
|
Southern California Edison Co., First Mortgage Bonds
|
5.85
|
11/1/2027
|
|
255,000
|
258,393
|
|
Southern California Edison Co., First Mortgage Bonds
|
5.95
|
11/1/2032
|
|
215,000
|
221,586
|
|
Southern California Edison Co., First Mortgage Bonds, Ser. B
|
4.88
|
3/1/2049
|
|
70,000
|
56,054
|
|
Southern California Edison Co., First Mortgage Bonds, Ser. E
|
5.45
|
6/1/2052
|
|
100,000
|
86,115
|
|
Southern California Edison Co., First Mortgage Bonds, Ser. G
|
2.50
|
6/1/2031
|
|
275,000
|
243,358
|
|
Southern California Edison Co., First Mortgage Bonds, Ser. H
|
3.65
|
6/1/2051
|
|
115,000
|
75,654
|
|
Southern California Edison Co., First Ref. Mortgage Bonds
|
4.00
|
4/1/2047
|
|
602,000
|
429,789
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Utilities — 2.5% (continued)
|
|||||
|
Southern California Edison Co., First Ref. Mortgage Bonds
|
6.00
|
1/15/2034
|
|
50,000
|
51,074
|
|
Southern California Edison Co., First Ref. Mortgage Bonds
|
6.05
|
3/15/2039
|
|
85,000
|
84,608
|
|
Southern California Gas Co., First Mortgage Bonds
|
3.75
|
9/15/2042
|
|
44,000
|
33,595
|
|
Southern California Gas Co., First Mortgage Bonds
|
5.05
|
9/1/2034
|
|
227,000
|
222,718
|
|
Southern California Gas Co., First Mortgage Bonds
|
5.20
|
6/1/2033
|
|
10,000
|
9,988
|
|
Southern California Gas Co., First Mortgage Bonds
|
6.00
|
6/15/2055
|
|
25,000
|
24,241
|
|
Southern California Gas Co., First Mortgage Bonds, Ser. WW
|
3.95
|
2/15/2050
|
|
20,000
|
14,417
|
|
Southern California Gas Co., Sr. Scd. Bonds, Ser. UU
|
4.13
|
6/1/2048
|
|
90,000
|
68,104
|
|
Southern Co. Gas Capital Corp., Gtd. Notes
|
4.40
|
5/30/2047
|
|
45,000
|
35,771
|
|
Southern Co. Gas Capital Corp., Gtd. Notes, Ser. B
|
5.10
|
9/15/2035
|
|
50,000
|
48,493
|
|
Southern Power Co., Sr. Unscd. Notes
|
5.15
|
9/15/2041
|
|
100,000
|
91,973
|
|
Southern Power Co., Sr. Unscd. Notes
|
5.25
|
7/15/2043
|
|
45,000
|
40,562
|
|
Southern Power Co., Sr. Unscd. Notes, Ser. A
|
4.25
|
10/1/2030
|
|
510,000
|
496,835
|
|
Southwest Gas Corp., Sr. Unscd. Notes
|
2.20
|
6/15/2030
|
|
130,000
|
117,224
|
|
Spire Missouri, Inc., First Mortgage Bonds
|
4.80
|
2/15/2033
|
|
45,000
|
44,041
|
|
Spire Missouri, Inc., First Mortgage Bonds, Ser. 2034
|
5.15
|
8/15/2034
|
|
45,000
|
44,488
|
|
Tampa Electric Co., Sr. Unscd. Notes
|
2.40
|
3/15/2031
|
|
60,000
|
53,707
|
|
Tampa Electric Co., Sr. Unscd. Notes
|
3.45
|
3/15/2051
|
|
50,000
|
33,377
|
|
Tampa Electric Co., Sr. Unscd. Notes
|
3.63
|
6/15/2050
|
|
165,000
|
113,759
|
|
The AES Corp., Sr. Unscd. Notes
|
2.45
|
1/15/2031
|
|
60,000
|
53,076
|
|
The AES Corp., Sr. Unscd. Notes
|
5.45
|
6/1/2028
|
|
330,000
|
332,815
|
|
The Cleveland Electric Illuminating Company, Sr. Unscd. Notes
|
5.95
|
12/15/2036
|
|
30,000
|
30,440
|
|
The Connecticut Light & Power Company, First Mortgage Bonds
|
5.25
|
1/15/2053
|
|
42,000
|
37,558
|
|
The Connecticut Light & Power Company, First Mortgage Bonds, Ser. A
|
4.15
|
6/1/2045
|
|
65,000
|
51,412
|
|
The Connecticut Light & Power Company, First Ref. Mortgage Bonds
|
4.30
|
4/15/2044
|
|
200,000
|
162,963
|
|
The Dayton Power & Light Company, First Mortgage Bonds
|
4.55
|
8/15/2030
|
|
100,000
|
97,964
|
|
The Southern Company, Sr. Unscd. Notes
|
4.40
|
7/1/2046
|
|
434,900
|
347,974
|
|
The Southern Company, Sr. Unscd. Notes
|
4.85
|
6/15/2028
|
|
57,000
|
57,202
|
|
The Southern Company, Sr. Unscd. Notes
|
5.50
|
3/15/2029
|
|
168,000
|
170,967
|
|
The Southern Company, Sr. Unscd. Notes
|
5.70
|
3/15/2034
|
|
15,000
|
15,278
|
|
The Toledo Edison Company, Sr. Scd. Notes
|
6.15
|
5/15/2037
|
|
25,000
|
26,265
|
|
Tucson Electric Power Co., Sr. Unscd. Notes
|
1.50
|
8/1/2030
|
|
50,000
|
43,787
|
|
Tucson Electric Power Co., Sr. Unscd. Notes
|
4.00
|
6/15/2050
|
|
110,000
|
80,817
|
|
Tucson Electric Power Co., Sr. Unscd. Notes
|
5.50
|
4/15/2053
|
|
50,000
|
45,546
|
|
Tucson Electric Power Co., Sr. Unscd. Notes
|
5.90
|
4/15/2055
|
|
50,000
|
48,076
|
|
Union Electric Co., First Mortgage Bonds
|
2.95
|
3/15/2030
|
|
50,000
|
46,917
|
|
Union Electric Co., First Mortgage Bonds
|
3.25
|
10/1/2049
|
|
212,000
|
137,240
|
|
Union Electric Co., First Mortgage Bonds
|
4.00
|
4/1/2048
|
|
46,000
|
34,541
|
|
Union Electric Co., First Mortgage Bonds
|
5.13
|
3/15/2055
|
|
200,000
|
173,563
|
|
Union Electric Co., First Mortgage Bonds
|
5.45
|
3/15/2053
|
|
60,000
|
54,755
|
|
Union Electric Co., Sr. Scd. Notes
|
3.90
|
9/15/2042
|
|
50,000
|
39,497
|
|
Union Electric Co., Sr. Scd. Notes
|
8.45
|
3/15/2039
|
|
50,000
|
62,318
|
|
Virginia Electric & Power Co., Sr. Unscd. Notes
|
2.45
|
12/15/2050
|
|
235,000
|
126,296
|
|
Virginia Electric & Power Co., Sr. Unscd. Notes
|
5.15
|
3/15/2035
|
|
200,000
|
195,461
|
|
Virginia Electric & Power Co., Sr. Unscd. Notes
|
5.30
|
8/15/2033
|
|
10,000
|
10,022
|
|
Virginia Electric & Power Co., Sr. Unscd. Notes
|
5.70
|
8/15/2053
|
|
90,000
|
83,949
|
|
Virginia Electric & Power Co., Sr. Unscd. Notes, Ser. A
|
3.80
|
4/1/2028
|
|
100,000
|
98,711
|
|
Virginia Electric & Power Co., Sr. Unscd. Notes, Ser. B
|
3.80
|
9/15/2047
|
|
520,000
|
376,264
|
|
Vistra Operations Co. LLC, Gtd. Notes(b)
|
5.55
|
4/30/2036
|
|
200,000
|
194,646
|
|
WEC Energy Group, Inc., Sr. Unscd. Notes
|
2.20
|
12/15/2028
|
|
65,000
|
61,364
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.0% (continued)
|
|||||
|
Utilities — 2.5% (continued)
|
|||||
|
WEC Energy Group, Inc., Sr. Unscd. Notes
|
4.75
|
1/15/2028
|
|
200,000
|
200,379
|
|
WEC Energy Group, Inc., Sr. Unscd. Notes
|
5.15
|
10/1/2027
|
|
200,000
|
201,175
|
|
Wisconsin Electric Power Co., Sr. Unscd. Debs.
|
5.63
|
5/15/2033
|
|
65,000
|
66,997
|
|
Wisconsin Electric Power Co., Sr. Unscd. Notes
|
4.15
|
10/15/2030
|
|
50,000
|
48,605
|
|
Wisconsin Power & Light Co., Sr. Unscd. Debs.
|
1.95
|
9/16/2031
|
|
50,000
|
43,131
|
|
Wisconsin Power & Light Co., Sr. Unscd. Notes
|
3.05
|
10/15/2027
|
|
105,000
|
103,171
|
|
Wisconsin Power & Light Co., Sr. Unscd. Notes
|
4.95
|
4/1/2033
|
|
50,000
|
49,193
|
|
Wisconsin Power & Light Co., Sr. Unscd. Notes
|
5.38
|
3/30/2034
|
|
115,000
|
114,870
|
|
Wisconsin Public Service Corp., Sr. Unscd. Notes
|
3.30
|
9/1/2049
|
|
320,000
|
211,131
|
|
Xcel Energy, Inc., Sr. Unscd. Notes
|
3.50
|
12/1/2049
|
|
125,000
|
83,842
|
|
Xcel Energy, Inc., Sr. Unscd. Notes
|
4.00
|
6/15/2028
|
|
75,000
|
74,129
|
|
Xcel Energy, Inc., Sr. Unscd. Notes
|
4.60
|
6/1/2032
|
|
100,000
|
97,010
|
|
|
|
|
|
|
54,857,039
|
|
Total Corporate Bonds and Notes
(cost $576,091,323)
|
|
|
554,893,853
|
||
|
Foreign Governmental — 1.8%
|
|||||
|
Canada, Bonds
|
3.75
|
4/26/2028
|
|
1,865,000
|
1,849,058
|
|
Chile, Sr. Unscd. Notes
|
3.10
|
5/7/2041
|
|
432,000
|
315,881
|
|
Chile, Sr. Unscd. Notes
|
3.24
|
2/6/2028
|
|
323,000
|
316,031
|
|
Chile, Sr. Unscd. Notes
|
3.50
|
1/31/2034
|
|
520,000
|
462,179
|
|
Chile, Sr. Unscd. Notes
|
3.63
|
10/30/2042
|
|
200,000
|
152,508
|
|
Chile, Sr. Unscd. Notes
|
4.35
|
4/13/2031
|
|
550,000
|
533,455
|
|
Chile, Sr. Unscd. Notes
|
4.85
|
1/22/2029
|
|
200,000
|
199,913
|
|
Export Development Canada, Govt. Gtd. Bonds
|
4.00
|
6/20/2030
|
|
220,000
|
216,807
|
|
Export Development Canada, Govt. Gtd. Notes
|
4.75
|
6/5/2034
|
|
235,000
|
236,540
|
|
Export-Import Bank of Korea, Sr. Unscd. Bonds
|
1.25
|
9/21/2030
|
|
595,000
|
520,575
|
|
Export-Import Bank of Korea, Sr. Unscd. Notes
|
2.50
|
6/29/2041
|
|
40,000
|
28,254
|
|
Export-Import Bank of Korea, Sr. Unscd. Notes
|
4.13
|
10/17/2027
|
|
150,000
|
149,429
|
|
Export-Import Bank of Korea, Sr. Unscd. Notes
|
4.50
|
1/11/2029
|
|
250,000
|
250,256
|
|
Hydro-Quebec, Govt. Gtd. Debs., Ser. HH
|
8.50
|
12/1/2029
|
|
145,000
|
161,816
|
|
Indonesia, Sr. Unscd. Bonds
|
4.30
|
4/16/2031
|
|
200,000
|
193,375
|
|
Indonesia, Sr. Unscd. Bonds
|
4.90
|
4/16/2036
|
|
200,000
|
188,088
|
|
Indonesia, Sr. Unscd. Notes
|
2.85
|
2/14/2030
|
|
420,000
|
389,911
|
|
Indonesia, Sr. Unscd. Notes
|
3.05
|
3/12/2051
|
|
50,000
|
29,744
|
|
Indonesia, Sr. Unscd. Notes
|
3.35
|
3/12/2071
|
|
253,000
|
141,921
|
|
Indonesia, Sr. Unscd. Notes
|
3.40
|
9/18/2029
|
|
40,000
|
38,524
|
|
Indonesia, Sr. Unscd. Notes
|
3.50
|
1/11/2028
|
|
380,000
|
375,212
|
|
Indonesia, Sr. Unscd. Notes
|
3.70
|
10/30/2049
|
|
200,000
|
135,855
|
|
Indonesia, Sr. Unscd. Notes
|
4.70
|
2/10/2034
|
|
250,000
|
238,947
|
|
Indonesia, Sr. Unscd. Notes
|
4.85
|
1/11/2033
|
|
200,000
|
193,663
|
|
Indonesia, Sr. Unscd. Notes
|
4.95
|
2/21/2036
|
|
400,000
|
377,384
|
|
Indonesia, Sr. Unscd. Notes
|
5.03
|
5/29/2031
|
|
500,000
|
496,854
|
|
Indonesia, Sr. Unscd. Notes
|
5.10
|
2/10/2054
|
|
100,000
|
85,728
|
|
Indonesia, Sr. Unscd. Notes
|
5.25
|
1/15/2030
|
|
200,000
|
201,032
|
|
Indonesia, Sr. Unscd. Notes
|
5.60
|
1/15/2035
|
|
170,000
|
169,548
|
|
Israel, Govt. Gtd. Notes, Ser. 30Y
|
5.50
|
9/18/2033
|
|
470,000
|
490,618
|
|
Israel, Sr. Unscd. Bonds, Ser. 30Y
|
3.88
|
7/3/2050
|
|
683,000
|
472,936
|
|
Israel, Sr. Unscd. Bonds, Ser. 30Y
|
4.13
|
1/17/2048
|
|
190,000
|
141,239
|
|
Israel, Sr. Unscd. Notes, Ser. 10Y
|
5.50
|
3/12/2034
|
|
510,000
|
510,449
|
|
Israel, Sr. Unscd. Notes, Ser. 30Y
|
5.75
|
3/12/2054
|
|
313,000
|
287,516
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Foreign Governmental — 1.8% (continued)
|
|||||
|
Japan Bank for International Cooperation, Govt. Gtd. Bonds
|
1.25
|
1/21/2031
|
|
200,000
|
173,233
|
|
Japan Bank for International Cooperation, Govt. Gtd. Bonds
|
4.63
|
7/19/2028
|
|
200,000
|
200,704
|
|
Japan Bank for International Cooperation, Govt. Gtd. Bonds
|
4.88
|
10/18/2028
|
|
165,000
|
166,508
|
|
Japan Bank for International Cooperation, Govt. Gtd. Notes
|
1.88
|
4/15/2031
|
|
326,000
|
288,669
|
|
Japan Bank for International Cooperation, Govt. Gtd. Notes
|
3.50
|
10/31/2028
|
|
600,000
|
588,007
|
|
Japan Bank for International Cooperation, Govt. Gtd. Notes
|
4.38
|
1/24/2031
|
|
550,000
|
545,036
|
|
Korea, Sr. Unscd. Notes
|
3.63
|
10/29/2030
|
|
250,000
|
241,802
|
|
Mexico, Sr. Unscd. Notes
|
3.50
|
2/12/2034
|
|
1,322,000
|
1,110,531
|
|
Mexico, Sr. Unscd. Notes
|
4.28
|
8/14/2041
|
|
1,368,000
|
1,039,506
|
|
Mexico, Sr. Unscd. Notes
|
4.50
|
4/22/2029
|
|
50,000
|
49,443
|
|
Mexico, Sr. Unscd. Notes
|
4.50
|
1/31/2050
|
|
150,000
|
105,632
|
|
Mexico, Sr. Unscd. Notes
|
4.60
|
1/23/2046
|
|
90,000
|
66,644
|
|
Mexico, Sr. Unscd. Notes
|
4.75
|
4/27/2032
|
|
270,000
|
256,748
|
|
Mexico, Sr. Unscd. Notes
|
4.75
|
3/8/2044
|
|
424,000
|
328,330
|
|
Mexico, Sr. Unscd. Notes
|
4.88
|
5/19/2033
|
|
295,000
|
276,380
|
|
Mexico, Sr. Unscd. Notes
|
5.00
|
4/27/2051
|
|
50,000
|
37,562
|
|
Mexico, Sr. Unscd. Notes
|
5.63
|
9/22/2035
|
|
100,000
|
95,373
|
|
Mexico, Sr. Unscd. Notes
|
6.13
|
2/9/2038
|
|
1,000,000
|
958,371
|
|
Mexico, Sr. Unscd. Notes
|
6.25
|
8/27/2037
|
|
600,000
|
585,777
|
|
Mexico, Sr. Unscd. Notes
|
6.34
|
5/4/2053
|
|
200,000
|
178,325
|
|
Mexico, Sr. Unscd. Notes
|
6.40
|
5/7/2054
|
|
200,000
|
179,173
|
|
Mexico, Sr. Unscd. Notes
|
6.75
|
9/27/2034
|
|
338,000
|
350,166
|
|
Mexico, Sr. Unscd. Notes
|
6.88
|
5/13/2037
|
|
200,000
|
204,976
|
|
Mexico, Sr. Unscd. Notes
|
7.38
|
5/13/2055
|
|
200,000
|
202,303
|
|
Mexico, Sr. Unscd. Notes
|
8.30
|
8/15/2031
|
|
220,000
|
253,710
|
|
Panama, Sr. Unscd. Bonds
|
6.70
|
1/26/2036
|
|
495,000
|
520,100
|
|
Panama, Sr. Unscd. Bonds
|
8.88
|
9/30/2027
|
|
397,000
|
414,880
|
|
Panama, Sr. Unscd. Notes
|
3.16
|
1/23/2030
|
|
425,000
|
396,884
|
|
Panama, Sr. Unscd. Notes
|
3.30
|
1/19/2033
|
|
34,000
|
29,608
|
|
Panama, Sr. Unscd. Notes
|
5.66
|
2/23/2038
|
|
1,100,000
|
1,066,615
|
|
Panama, Sr. Unscd. Notes
|
6.40
|
2/14/2035
|
|
130,800
|
135,275
|
|
Panama, Sr. Unscd. Notes
|
6.88
|
1/31/2036
|
|
50,000
|
53,243
|
|
Panama, Sr. Unsub. Notes
|
2.25
|
9/29/2032
|
|
65,000
|
53,694
|
|
Peru, Sr. Unscd. Bonds
|
6.55
|
3/14/2037
|
|
862,000
|
916,525
|
|
Peru, Sr. Unscd. Bonds
|
8.75
|
11/21/2033
|
|
274,000
|
327,124
|
|
Peru, Sr. Unscd. Notes
|
1.86
|
12/1/2032
|
|
306,000
|
250,532
|
|
Peru, Sr. Unscd. Notes
|
2.78
|
12/1/2060
|
|
75,000
|
38,527
|
|
Peru, Sr. Unscd. Notes
|
3.00
|
1/15/2034
|
|
427,000
|
361,729
|
|
Peru, Sr. Unscd. Notes
|
3.23
|
7/28/2121
|
|
30,000
|
15,494
|
|
Peru, Sr. Unscd. Notes
|
5.50
|
3/30/2036
|
|
232,700
|
230,079
|
|
Philippines, Sr. Unscd. Bonds
|
1.95
|
1/6/2032
|
|
900,000
|
767,118
|
|
Philippines, Sr. Unscd. Bonds
|
3.70
|
2/2/2042
|
|
50,000
|
38,264
|
|
Philippines, Sr. Unscd. Bonds
|
3.95
|
1/20/2040
|
|
331,000
|
272,614
|
|
Philippines, Sr. Unscd. Bonds
|
5.50
|
2/4/2035
|
|
350,000
|
348,900
|
|
Philippines, Sr. Unscd. Bonds
|
5.90
|
2/4/2050
|
|
200,000
|
192,183
|
|
Philippines, Sr. Unscd. Bonds
|
9.50
|
2/2/2030
|
|
267,000
|
305,596
|
|
Philippines, Sr. Unscd. Notes
|
2.65
|
12/10/2045
|
|
743,000
|
447,290
|
|
Philippines, Sr. Unscd. Notes
|
4.75
|
3/5/2035
|
|
30,000
|
28,401
|
|
Philippines, Sr. Unscd. Notes
|
5.00
|
1/27/2036
|
|
200,000
|
191,141
|
|
Philippines, Sr. Unscd. Notes
|
5.33
|
6/24/2036
|
|
300,000
|
293,730
|
|
Poland, Sr. Unscd. Notes, Ser. 10Y
|
5.13
|
9/18/2034
|
|
28,000
|
27,629
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Foreign Governmental — 1.8% (continued)
|
|||||
|
Poland, Sr. Unscd. Notes, Ser. 10Y
|
5.38
|
4/14/2036
|
|
600,000
|
591,531
|
|
Poland, Sr. Unscd. Notes, Ser. 30Y
|
5.50
|
4/4/2053
|
|
332,000
|
298,271
|
|
Poland, Sr. Unscd. Notes, Ser. 30Y
|
5.50
|
3/18/2054
|
|
400,000
|
357,801
|
|
Poland, Sr. Unscd. Notes, Ser. 5Y
|
5.50
|
11/16/2027
|
|
110,000
|
111,139
|
|
Province of Alberta Canada, Sr. Unscd. Bonds
|
1.30
|
7/22/2030
|
|
385,000
|
341,133
|
|
Province of Alberta Canada, Sr. Unscd. Notes
|
3.30
|
3/15/2028
|
|
775,000
|
762,453
|
|
Province of Alberta Canada, Sr. Unscd. Notes
|
4.50
|
6/26/2029
|
|
415,000
|
415,817
|
|
Province of British Columbia Canada, Bonds
|
7.25
|
9/1/2036
|
|
280,000
|
326,207
|
|
Province of British Columbia Canada, Sr. Unscd. Bonds
|
3.90
|
8/27/2030
|
|
190,000
|
185,887
|
|
Province of British Columbia Canada, Sr. Unscd. Bonds
|
4.90
|
4/24/2029
|
|
500,000
|
505,842
|
|
Province of British Columbia Canada, Sr. Unscd. Notes
|
1.30
|
1/29/2031
|
|
344,000
|
298,960
|
|
Province of British Columbia Canada, Sr. Unscd. Notes
|
4.20
|
7/6/2033
|
|
595,000
|
574,787
|
|
Province of British Columbia Canada, Sr. Unscd. Notes
|
4.75
|
6/12/2034
|
|
500,000
|
496,455
|
|
Province of Manitoba Canada, Sr. Unscd. Notes, Ser. HB
|
1.50
|
10/25/2028
|
|
150,000
|
140,877
|
|
Province of Ontario Canada, Sr. Unscd. Bonds
|
3.80
|
1/29/2029
|
|
90,000
|
88,728
|
|
Province of Ontario Canada, Sr. Unscd. Bonds
|
3.90
|
9/4/2030
|
|
80,000
|
78,315
|
|
Province of Ontario Canada, Sr. Unscd. Notes
|
1.60
|
2/25/2031
|
|
1,210,000
|
1,065,735
|
|
Province of Ontario Canada, Sr. Unscd. Notes
|
1.80
|
10/14/2031
|
|
656,000
|
571,945
|
|
Province of Ontario Canada, Sr. Unscd. Notes
|
2.00
|
10/2/2029
|
|
180,000
|
167,115
|
|
Province of Ontario Canada, Sr. Unscd. Notes
|
2.13
|
1/21/2032
|
|
95,000
|
83,595
|
|
Province of Ontario Canada, Unscd. Bonds(a)
|
1.13
|
10/7/2030
|
|
995,000
|
869,154
|
|
Province of Quebec Canada, Sr. Unscd. Bonds
|
4.25
|
9/5/2034
|
|
20,000
|
19,201
|
|
Province of Quebec Canada, Sr. Unscd. Debs., Ser. PD
|
7.50
|
9/15/2029
|
|
124,000
|
134,821
|
|
Province of Quebec Canada, Sr. Unscd. Notes
|
1.35
|
5/28/2030
|
|
635,000
|
565,741
|
|
Province of Quebec Canada, Sr. Unscd. Notes
|
4.63
|
8/28/2035
|
|
200,000
|
195,405
|
|
Province of Quebec Canada, Sr. Unscd. Notes, Ser. RI
|
4.63
|
6/3/2036
|
|
550,000
|
534,650
|
|
Province of Quebec Canada, Unscd. Notes
|
1.90
|
4/21/2031
|
|
800,000
|
710,307
|
|
Province of Saskatchewan Canada, Sr. Unscd. Notes
|
4.65
|
1/28/2030
|
|
135,000
|
135,713
|
|
Republic of Italy, Sr. Unscd. Notes, Ser. 10Y
|
4.00
|
10/17/2049
|
|
894,000
|
653,350
|
|
Republic of Italy, Sr. Unscd. Notes, Ser. 30Y
|
3.88
|
5/6/2051
|
|
300,000
|
212,201
|
|
Svensk Exportkredit AB, Sr. Unscd. Notes(c)
|
0.00
|
5/11/2037
|
|
30,000
|
17,002
|
|
Svensk Exportkredit AB, Sr. Unscd. Notes
|
4.25
|
2/1/2029
|
|
25,000
|
24,917
|
|
The Korea Development Bank, Sr. Unscd. Notes
|
5.38
|
10/23/2028
|
|
235,000
|
239,468
|
|
Uruguay, Sr. Unscd. Bonds
|
4.13
|
11/20/2045
|
|
50,000
|
41,474
|
|
Uruguay, Sr. Unscd. Bonds
|
4.38
|
1/23/2031
|
|
290,000
|
289,175
|
|
Uruguay, Sr. Unscd. Bonds
|
4.98
|
4/20/2055
|
|
260,000
|
222,615
|
|
Uruguay, Sr. Unscd. Bonds
|
5.10
|
6/18/2050
|
|
271,000
|
240,110
|
|
Uruguay, Sr. Unscd. Notes
|
4.38
|
10/27/2027
|
|
782,667
|
782,384
|
|
Total Foreign Governmental
(cost $41,583,957)
|
|
|
40,107,611
|
||
|
Municipal Securities — .3%
|
|||||
|
Bay Area Toll Authority, Revenue Bonds, Ser. S1
|
7.04
|
4/1/2050
|
|
7,484
|
8,201
|
|
Bay Area Toll Authority, Revenue Bonds, Ser. S3
|
6.91
|
10/1/2050
|
|
380,000
|
409,671
|
|
California, GO
|
5.13
|
9/1/2029
|
|
100,000
|
101,775
|
|
California, GO
|
7.50
|
4/1/2034
|
|
75,000
|
83,928
|
|
California, GO
|
7.60
|
11/1/2040
|
|
15,000
|
17,501
|
|
California, GO
|
7.63
|
3/1/2040
|
|
385,000
|
442,503
|
|
California, GO (Build America Bonds)
|
7.30
|
10/1/2039
|
|
85,000
|
94,668
|
|
California State University, Revenue Bonds, Refunding, Ser. B
|
2.72
|
11/1/2052
|
|
50,000
|
31,347
|
|
California State University, Revenue Bonds, Refunding, Ser. B
|
2.98
|
11/1/2051
|
|
15,000
|
9,617
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Municipal Securities — .3% (continued)
|
|||||
|
Chicago Transit Authority Sales & Transfer Tax Receipts, Revenue Bonds, Ser.
A
|
6.90
|
12/1/2040
|
|
90,461
|
98,663
|
|
Dallas Fort Worth International Airport, Revenue Bonds, Ser. A
|
4.09
|
11/1/2051
|
|
100,000
|
78,398
|
|
Dallas Fort Worth International Airport, Revenue Bonds, Ser. A
|
4.51
|
11/1/2051
|
|
40,000
|
33,076
|
|
Dallas Fort Worth International Airport, Revenue Bonds, Refunding
|
2.84
|
11/1/2046
|
|
175,000
|
121,822
|
|
Georgia Municipal Electric Authority, Revenue Bonds, Refunding
|
6.64
|
4/1/2057
|
|
95,000
|
98,507
|
|
Idaho Energy Resources Authority, Revenue Bonds
|
2.86
|
9/1/2046
|
|
45,000
|
30,011
|
|
Illinois, GO
|
5.10
|
6/1/2033
|
|
15,948
|
15,924
|
|
Indiana Finance Authority, Revenue Bonds, Refunding (Ohio River Bridges
East End Crossing Project)
|
3.05
|
1/1/2051
|
|
65,000
|
45,347
|
|
Los Angeles Department of Airports Customer Facility Charge, Revenue
Bonds (Consolidated Rental Car Facility Project) (Insured; Assured
Guaranty Corp.) Ser. A
|
4.24
|
5/15/2048
|
|
620,000
|
515,880
|
|
Louisiana Local Government Environmental Facilities & Community
Development Authority, Revenue Bonds (Louisiana Utilities Restoration
Corporation Project)
|
4.48
|
8/1/2039
|
|
100,000
|
94,379
|
|
Massachusetts, GO
|
5.46
|
12/1/2039
|
|
320,000
|
317,494
|
|
Michigan State University, Revenue Bonds, Ser. A
|
4.17
|
8/15/2122
|
|
100,000
|
68,435
|
|
Missouri Health & Educational Facilities Authority, Revenue Bonds,
Refunding (The Washington University) Ser. A
|
3.23
|
5/15/2050
|
|
500,000
|
334,494
|
|
New Jersey Turnpike Authority, Revenue Bonds, Ser. A
|
7.10
|
1/1/2041
|
|
345,000
|
384,366
|
|
New Jersey Turnpike Authority, Revenue Bonds, Ser. F
|
7.41
|
1/1/2040
|
|
200,000
|
227,467
|
|
New York City Municipal Water Finance Authority, Revenue Bonds,
Refunding
|
5.44
|
6/15/2043
|
|
790,000
|
745,706
|
|
New York City Municipal Water Finance Authority, Revenue Bonds,
Refunding
|
5.72
|
6/15/2042
|
|
225,000
|
215,914
|
|
North Texas Tollway Authority, Revenue Bonds, Ser. B
|
6.72
|
1/1/2049
|
|
15,000
|
15,864
|
|
Port Authority of New York & New Jersey, Revenue Bonds
|
3.14
|
2/15/2051
|
|
250,000
|
173,811
|
|
Port Authority of New York & New Jersey, Revenue Bonds, Ser. 181
|
4.96
|
8/1/2046
|
|
100,000
|
91,251
|
|
Port Authority of New York & New Jersey, Revenue Bonds, Refunding
|
4.46
|
10/1/2062
|
|
150,000
|
120,602
|
|
Regents of the University of California Medical Center, Revenue Bonds, Ser. N
|
3.01
|
5/15/2050
|
|
465,000
|
288,598
|
|
Regents of the University of California Medical Center, Revenue Bonds,
Refunding, Ser. F
|
6.58
|
5/15/2049
|
|
315,000
|
323,084
|
|
Rutgers The State University of New Jersey, Revenue Bonds, Refunding, Ser. R
|
3.27
|
5/1/2043
|
|
60,000
|
47,454
|
|
Sales Tax Securitization Corp., Revenue Bonds, Refunding, Ser. B
|
3.59
|
1/1/2043
|
|
30,000
|
25,111
|
|
Sales Tax Securitization Corp., Revenue Bonds, Refunding, Ser. B
|
3.82
|
1/1/2048
|
|
170,000
|
129,454
|
|
San Diego County Regional Transportation Commission, Revenue Bonds
|
5.91
|
4/1/2048
|
|
45,000
|
43,745
|
|
San Francisco Public Utilities Commission, Revenue Bonds
|
6.95
|
11/1/2050
|
|
110,000
|
118,600
|
|
Texas Natural Gas Securitization Finance Corp., Revenue Bonds (Winter
Storm Uri)
|
5.17
|
4/1/2041
|
|
50,000
|
49,654
|
|
Texas Private Activity Bond Surface Transportation Corp., Revenue Bonds
(NTE Mobility Partners LLC North Tarrant Express Managed Lanes
Project) Ser. B
|
3.92
|
12/31/2049
|
|
10,000
|
7,680
|
|
The Ohio State University, Revenue Bonds, Ser. A
|
4.80
|
6/1/2111
|
|
10,000
|
7,926
|
|
University of Michigan, Revenue Bonds, Ser. A
|
4.45
|
4/1/2122
|
|
50,000
|
37,103
|
|
University of Michigan, Revenue Bonds, Ser. B
|
2.44
|
4/1/2040
|
|
54,000
|
39,247
|
|
University of Virginia, Revenue Bonds, Refunding, Ser. B
|
2.58
|
11/1/2051
|
|
100,000
|
57,392
|
|
Total Municipal Securities
(cost $6,985,027)
|
|
|
6,201,670
|
||
|
U.S. Government Agencies Commercial Mortgage-Backed — .8%
|
|||||
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through
Certificates, Ser. K139, Cl. A2(e)
|
2.59
|
1/25/2032
|
|
100,000
|
89,775
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Government Agencies Commercial Mortgage-Backed — .8% (continued)
|
|||||
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through
Certificates, Ser. K169, Cl. A2(e)
|
4.66
|
12/25/2034
|
|
200,000
|
196,189
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through
Certificates, Ser. K174, Cl. A2(e)
|
4.53
|
10/25/2035
|
|
180,000
|
174,221
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through
Certificates, Ser. K761, Cl. A2(e)
|
4.40
|
6/25/2032
|
|
1,350,000
|
1,323,490
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through
Certificates, Ser. K762, Cl. A2(e)
|
4.36
|
9/25/2032
|
|
324,000
|
316,362
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K069, Cl. A2(e)
|
3.19
|
9/25/2027
|
|
143,817
|
141,837
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K072, Cl. A2(e)
|
3.44
|
12/25/2027
|
|
160,000
|
157,863
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K077, Cl. A2(e)
|
3.85
|
5/25/2028
|
|
50,000
|
49,415
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K077, Cl. AM(e)
|
3.85
|
5/25/2028
|
|
250,000
|
246,667
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K079, Cl. A2(e)
|
3.93
|
6/25/2028
|
|
322,000
|
318,058
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K081, Cl. AM(e)
|
3.90
|
8/25/2028
|
|
50,000
|
49,257
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K082, Cl. A2(e)
|
3.92
|
9/25/2028
|
|
350,000
|
345,094
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K087, Cl. A2(e)
|
3.77
|
12/25/2028
|
|
125,254
|
122,934
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K089, Cl. AM(e)
|
3.63
|
1/25/2029
|
|
410,000
|
400,120
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K099, Cl. A2(e)
|
2.60
|
9/25/2029
|
|
40,000
|
37,708
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K101, Cl. A2(e)
|
2.52
|
10/25/2029
|
|
10,000
|
9,385
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K105, Cl. A2(e)
|
1.87
|
1/25/2030
|
|
90,000
|
82,219
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K106, Cl. A1(e)
|
1.78
|
10/25/2029
|
|
24,717
|
23,554
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K109, Cl. A2(e)
|
1.56
|
4/25/2030
|
|
175,000
|
157,198
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K110, Cl. A1(e)
|
1.02
|
9/25/2029
|
|
96,345
|
90,742
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K116, Cl. A2(e)
|
1.38
|
7/25/2030
|
|
320,000
|
282,944
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K117, Cl. A2(e)
|
1.41
|
8/25/2030
|
|
130,000
|
114,754
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K118, Cl. A2(e)
|
1.49
|
9/25/2030
|
|
280,000
|
247,466
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K121, Cl. A2(e)
|
1.55
|
10/25/2030
|
|
140,000
|
123,472
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K123, Cl. A2(e)
|
1.62
|
12/25/2030
|
|
200,000
|
176,507
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K124, Cl. A2(e)
|
1.66
|
12/25/2030
|
|
1,200,000
|
1,058,655
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K126, Cl. A2(e)
|
2.07
|
1/25/2031
|
|
50,000
|
44,886
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K134, Cl. A2(e)
|
2.24
|
10/25/2031
|
|
125,000
|
110,874
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Government Agencies Commercial Mortgage-Backed — .8% (continued)
|
|||||
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K135, Cl. A2(e)
|
2.15
|
10/25/2031
|
|
200,000
|
176,614
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K136, Cl. A2(e)
|
2.13
|
11/25/2031
|
|
120,000
|
105,584
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K137, Cl. A2(e)
|
2.35
|
11/25/2031
|
|
400,000
|
355,464
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K142, Cl. A2(e)
|
2.40
|
3/25/2032
|
|
30,000
|
26,580
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K1510, Cl. A2(e)
|
3.72
|
1/25/2031
|
|
145,000
|
139,317
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K1513, Cl. A3(e)
|
2.80
|
8/25/2034
|
|
20,000
|
17,233
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K1515, Cl. A2(e)
|
1.94
|
2/25/2035
|
|
535,000
|
426,939
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K152, Cl. A1(e)
|
2.83
|
5/25/2030
|
|
27,855
|
26,818
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K153, Cl. A3(e)
|
3.12
|
10/25/2031
|
|
50,000
|
46,382
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K154, Cl. A3(e)
|
3.46
|
11/25/2032
|
|
555,000
|
515,855
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K157, Cl. A2(e)
|
3.99
|
5/25/2033
|
|
260,000
|
253,316
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K157, Cl. A2(e)
|
4.20
|
5/25/2033
|
|
100,000
|
96,228
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K158, Cl. A2(e)
|
4.05
|
7/25/2033
|
|
413,000
|
393,388
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K159, Cl. A2(e)
|
4.50
|
7/25/2033
|
|
250,000
|
244,501
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K161, Cl. A2(e)
|
4.90
|
10/25/2033
|
|
400,000
|
400,109
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K162, Cl. A2(e)
|
5.15
|
12/25/2033
|
|
390,000
|
395,831
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K163, Cl. A2(e)
|
5.00
|
3/25/2034
|
|
300,000
|
301,693
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K166, Cl. A2(e)
|
4.58
|
10/25/2034
|
|
200,000
|
195,262
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K508, Cl. A2(e)
|
4.74
|
8/25/2028
|
|
100,000
|
100,103
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K509, Cl. A2(e)
|
4.85
|
9/25/2028
|
|
210,000
|
210,616
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K518, Cl. A2(e)
|
5.40
|
1/25/2029
|
|
200,000
|
203,083
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K520, Cl. A2(e)
|
5.18
|
3/25/2029
|
|
100,000
|
101,130
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K743, Cl. A2(e)
|
1.77
|
5/25/2028
|
|
75,000
|
71,538
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K747, Cl. AM(e)
|
1.75
|
12/25/2028
|
|
1,000,000
|
937,714
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K754, Cl. A2(e)
|
4.94
|
11/25/2030
|
|
150,000
|
151,244
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K765, Cl. A2(e)
|
4.17
|
2/25/2033
|
|
400,000
|
385,024
|
|
Federal Home Loan Mortgage Corporation Multifamily Structured Pass-
Through Certificates, Ser. K145, Cl. A2(e)
|
2.58
|
5/25/2032
|
|
200,000
|
178,134
|
|
Federal National Mortgage Association, ACES, Ser. 2017-M13, Cl. A2(e)
|
2.93
|
9/25/2027
|
|
196,878
|
193,927
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Government Agencies Commercial Mortgage-Backed — .8% (continued)
|
|||||
|
Federal National Mortgage Association, ACES, Ser. 2018-M1, Cl. A2(e)
|
2.98
|
12/25/2027
|
|
29,146
|
28,664
|
|
Federal National Mortgage Association, ACES, Ser. 2018-M12, Cl. A2(e)
|
3.65
|
8/25/2030
|
|
537,351
|
518,732
|
|
Federal National Mortgage Association, ACES, Ser. 2018-M13, Cl. A2(e)
|
3.77
|
9/25/2030
|
|
6,539
|
6,336
|
|
Federal National Mortgage Association, ACES, Ser. 2019-M1, Cl. A2(e)
|
3.56
|
9/25/2028
|
|
17,524
|
17,197
|
|
Federal National Mortgage Association, ACES, Ser. 2019-M12, Cl. A2(e)
|
2.89
|
6/25/2029
|
|
92,452
|
88,533
|
|
Federal National Mortgage Association, ACES, Ser. 2019-M22, Cl. A2(e)
|
2.52
|
8/25/2029
|
|
31,597
|
29,838
|
|
Federal National Mortgage Association, ACES, Ser. 2019-M25, Cl. A2(e)
|
2.33
|
11/25/2029
|
|
680,004
|
635,671
|
|
Federal National Mortgage Association, ACES, Ser. 2019-M5, Cl. A2(e)
|
3.27
|
2/25/2029
|
|
34,880
|
33,880
|
|
Federal National Mortgage Association, ACES, Ser. 2019-M7, Cl. A2(e)
|
3.14
|
4/25/2029
|
|
14,950
|
14,415
|
|
Federal National Mortgage Association, ACES, Ser. 2020-M1, Cl. A2(e)
|
2.44
|
10/25/2029
|
|
200,000
|
187,475
|
|
Federal National Mortgage Association, ACES, Ser. 2020-M42, Cl. A2(e)
|
1.27
|
7/25/2030
|
|
500,000
|
442,266
|
|
Federal National Mortgage Association, ACES, Ser. 2021-M1G, Cl. A2(e)
|
1.47
|
11/25/2030
|
|
60,000
|
52,643
|
|
Federal National Mortgage Association, ACES, Ser. 2022-M11, Cl. A2(e)
|
2.97
|
10/25/2027
|
|
136,113
|
134,028
|
|
Federal National Mortgage Association, ACES, Ser. 2022-M13, Cl. A2(e)
|
2.59
|
6/25/2032
|
|
240,000
|
213,978
|
|
Federal National Mortgage Association, ACES, Ser. 2022-M3, Cl. A2(e)
|
1.71
|
11/25/2031
|
|
100,000
|
85,862
|
|
Federal National Mortgage Association, ACES, Ser. 2023-M8, Cl. A2(e)
|
4.48
|
3/25/2033
|
|
500,000
|
490,128
|
|
Federal National Mortgage Association, ACES, Ser. 2026-M9, Cl. A2(e)
|
1.57
|
1/25/2033
|
|
450,000
|
374,546
|
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser. K154, Cl. A2(e)
|
4.35
|
1/25/2033
|
|
400,000
|
389,262
|
|
Total U.S. Government Agencies Commercial Mortgage-Backed
(cost $16,925,349)
|
|
|
16,884,727
|
||
|
|
|
|
|
|
|
|
U.S. Government Agencies Mortgage-Backed — 23.3%
|
|||||
|
Federal Home Loan Mortgage Corp.:
|
|||||
|
1.00%, 10/1/2036(e)
|
|
|
|
45,161
|
38,921
|
|
1.50%, 11/1/2035-11/1/2051(e)
|
|
|
|
7,209,320
|
5,860,494
|
|
2.00%, 8/1/2035-1/1/2054(e)
|
|
|
|
33,691,572
|
26,996,932
|
|
2.50%, 9/1/2027-1/1/2054(e)
|
|
|
|
23,089,665
|
19,204,065
|
|
3.00%, 2/1/2031-9/1/2053(e)
|
|
|
|
10,280,230
|
8,995,877
|
|
3.50%, 2/1/2033-8/1/2053(e)
|
|
|
|
8,212,288
|
7,374,152
|
|
4.00%, 7/1/2029-3/1/2055(e)
|
|
|
|
4,060,050
|
3,743,479
|
|
4.50%, 5/1/2038-4/1/2056(e)
|
|
|
|
7,369,776
|
6,984,547
|
|
5.00%, 10/1/2038-4/1/2056(e)
|
|
|
|
14,715,667
|
14,282,107
|
|
5.50%, 8/1/2038-2/1/2056(e)
|
|
|
|
17,117,397
|
17,035,063
|
|
6.00%, 11/1/2052-9/1/2055(e)
|
|
|
|
12,284,295
|
12,470,008
|
|
6.50%, 10/1/2053-7/1/2055(e)
|
|
|
|
2,736,873
|
2,825,330
|
|
7.00%, 12/1/2053(e)
|
|
|
|
338,829
|
355,174
|
|
Federal National Mortgage Association:
|
|||||
|
1.50%, 10/1/2035-4/1/2052(e)
|
|
|
|
13,339,736
|
10,763,976
|
|
1.50%, 8/15/2041-8/15/2056(e),(f)
|
|
|
|
2,425,000
|
1,937,560
|
|
2.00%, 8/1/2030-10/1/2052(e)
|
|
|
|
71,930,565
|
58,073,460
|
|
2.00%, 8/15/2040-8/15/2056(e),(f)
|
|
|
|
1,725,000
|
1,480,228
|
|
2.50%, 6/1/2028-1/1/2054(e)
|
|
|
|
47,436,518
|
39,482,929
|
|
2.50%, 9/15/2040-8/15/2056(e),(f)
|
|
|
|
625,000
|
552,463
|
|
3.00%, 11/1/2026-3/1/2053(e)
|
|
|
|
26,387,573
|
22,983,890
|
|
3.00%, 8/15/2040-8/15/2056(e),(f)
|
|
|
|
3,050,000
|
2,597,735
|
|
3.50%, 8/1/2030-2/1/2055(e)
|
|
|
|
15,258,501
|
13,790,259
|
|
3.50%, 8/15/2041-8/15/2056(e),(f)
|
|
|
|
3,225,000
|
2,857,301
|
|
4.00%, 4/1/2034-11/1/2055(e)
|
|
|
|
15,119,078
|
14,014,068
|
|
4.00%, 8/15/2040-8/15/2056(e),(f)
|
|
|
|
3,800,000
|
3,494,886
|
|
4.50%, 11/1/2037-12/1/2055(e)
|
|
|
|
9,506,453
|
9,053,187
|
|
4.50%, 9/15/2040-9/15/2056(e),(f)
|
|
|
|
4,250,000
|
4,034,308
|
|
Description
|
|
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Government Agencies Mortgage-Backed — 23.3% (continued)
|
|||||
|
5.00%, 9/1/2039-2/1/2056(e)
|
|
|
|
18,024,686
|
17,553,211
|
|
5.00%, 9/15/2040-8/15/2056(e),(f)
|
|
|
|
6,625,000
|
6,427,092
|
|
5.50%, 10/1/2035-2/1/2056(e)
|
|
|
|
17,111,833
|
17,037,749
|
|
5.50%, 9/15/2040-8/15/2056(e),(f)
|
|
|
|
8,900,000
|
8,819,397
|
|
6.00%, 6/1/2038-4/1/2056(e)
|
|
|
|
13,145,732
|
13,354,936
|
|
6.00%, 8/15/2040-8/15/2056(e),(f)
|
|
|
|
6,125,000
|
6,191,760
|
|
6.50%, 7/1/2053-10/1/2055(e)
|
|
|
|
6,521,259
|
6,733,811
|
|
6.50%, 9/15/2055-8/15/2056(e),(f)
|
|
|
|
2,675,000
|
2,756,110
|
|
7.00%, 1/1/2054-6/1/2055(e)
|
|
|
|
588,952
|
616,653
|
|
7.00%, 8/15/2056(e),(f)
|
|
|
|
1,375,000
|
1,440,945
|
|
Government National Mortgage Association II:
|
|||||
|
1.50%, 2/20/2051
|
|
|
|
62,417
|
48,089
|
|
2.00%, 8/20/2050-4/20/2052
|
|
|
|
18,733,382
|
15,013,038
|
|
2.00%, 8/15/2056(f)
|
|
|
|
1,375,000
|
1,100,324
|
|
2.50%, 2/20/2043-3/20/2052
|
|
|
|
18,808,500
|
15,729,956
|
|
2.50%, 8/15/2056(f)
|
|
|
|
1,975,000
|
1,648,132
|
|
3.00%, 6/20/2042-11/20/2052
|
|
|
|
13,291,720
|
11,618,931
|
|
3.00%, 8/15/2056(f)
|
|
|
|
1,775,000
|
1,539,789
|
|
3.50%, 10/20/2026-12/20/2054
|
|
|
|
10,419,172
|
9,341,417
|
|
3.50%, 9/15/2055-8/15/2056(f)
|
|
|
|
2,350,000
|
2,054,949
|
|
4.00%, 10/20/2040-5/20/2054
|
|
|
|
7,265,429
|
6,720,460
|
|
4.00%, 9/15/2055-8/15/2056(f)
|
|
|
|
1,400,000
|
1,266,592
|
|
4.50%, 2/20/2040-3/20/2056
|
|
|
|
9,870,866
|
9,335,068
|
|
4.50%, 9/15/2055-8/15/2056(f)
|
|
|
|
2,150,000
|
2,015,273
|
|
5.00%, 9/20/2039-6/20/2056
|
|
|
|
15,486,030
|
15,053,213
|
|
5.00%, 9/15/2055-8/15/2056(f)
|
|
|
|
4,575,000
|
4,426,146
|
|
5.50%, 9/20/2052-6/20/2056
|
|
|
|
12,818,433
|
12,777,687
|
|
5.50%, 9/15/2055-8/15/2056(f)
|
|
|
|
4,200,000
|
4,170,579
|
|
6.00%, 11/20/2053-1/20/2056
|
|
|
|
5,277,051
|
5,377,706
|
|
6.00%, 9/15/2055-8/15/2056(f)
|
|
|
|
3,025,000
|
3,072,691
|
|
6.50%, 12/20/2052-7/20/2054
|
|
|
|
593,074
|
614,392
|
|
6.50%, 9/15/2055-8/15/2056(f)
|
|
|
|
2,350,000
|
2,427,375
|
|
7.00%, 8/15/2055(f)
|
|
|
|
550,000
|
567,990
|
|
Total U.S. Government Agencies Mortgage-Backed
(cost $533,117,308)
|
|
|
518,133,860
|
||
|
|
Coupon
Rate (%)
|
Maturity
Date
|
|
|
|
|
U.S. Government Agencies Obligations — .6%
|
|||||
|
Federal Farm Credit Banks Funding Corp., Bonds
|
1.10
|
8/10/2029
|
|
136,000
|
122,794
|
|
Federal Farm Credit Banks Funding Corp., Bonds
|
1.12
|
9/1/2028
|
|
50,000
|
46,634
|
|
Federal Farm Credit Banks Funding Corp., Bonds
|
1.15
|
8/12/2030
|
|
150,000
|
130,988
|
|
Federal Farm Credit Banks Funding Corp., Bonds
|
1.23
|
7/29/2030
|
|
26,000
|
22,818
|
|
Federal Farm Credit Banks Funding Corp., Bonds
|
1.24
|
9/3/2030
|
|
550,000
|
480,922
|
|
Federal Farm Credit Banks Funding Corp., Bonds
|
1.38
|
1/14/2031
|
|
150,000
|
130,241
|
|
Federal Farm Credit Banks Funding Corp., Bonds
|
1.79
|
6/22/2035
|
|
200,000
|
154,486
|
|
Federal Farm Credit Banks Funding Corp., Bonds
|
2.02
|
4/1/2031
|
|
500,000
|
444,765
|
|
Federal Farm Credit Banks Funding Corp., Bonds
|
4.26
|
12/12/2030
|
|
60,000
|
58,792
|
|
Federal Farm Credit Banks Funding Corp., Bonds
|
5.47
|
10/16/2045
|
|
100,000
|
95,526
|
|
Federal Home Loan Banks, Bonds
|
3.25
|
6/9/2028
|
|
150,000
|
147,163
|
|
Federal Home Loan Banks, Bonds
|
3.25
|
11/16/2028
|
|
1,235,000
|
1,207,536
|
|
Federal Home Loan Banks, Bonds
|
4.25
|
12/10/2027
|
|
35,000
|
35,011
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Government Agencies Obligations — .6% (continued)
|
|||||
|
Federal Home Loan Banks, Bonds
|
5.50
|
7/15/2036
|
|
300,000
|
316,299
|
|
Federal Home Loan Mortgage Corp., Notes(c),(e)
|
0.00
|
12/14/2029
|
|
340,000
|
292,950
|
|
Federal Home Loan Mortgage Corp., Notes(c),(e)
|
0.00
|
11/15/2038
|
|
50,000
|
26,702
|
|
Federal Home Loan Mortgage Corp., Notes(e)
|
4.00
|
3/9/2029
|
|
70,000
|
69,114
|
|
Federal Home Loan Mortgage Corp., Notes(e)
|
4.30
|
5/11/2028
|
|
200,000
|
199,064
|
|
Federal Home Loan Mortgage Corp., Notes(a),(e)
|
6.25
|
7/15/2032
|
|
908,000
|
990,101
|
|
Federal Home Loan Mortgage Corp., Notes(e)
|
6.75
|
3/15/2031
|
|
300,000
|
328,652
|
|
Federal National Mortgage Association, Notes(e)
|
0.88
|
8/5/2030
|
|
495,000
|
431,131
|
|
Federal National Mortgage Association, Notes(e)
|
5.63
|
7/15/2037
|
|
490,000
|
521,585
|
|
Federal National Mortgage Association, Notes(e)
|
6.25
|
5/15/2029
|
|
732,000
|
767,961
|
|
Federal National Mortgage Association, Notes(e)
|
6.63
|
11/15/2030
|
|
450,000
|
488,161
|
|
Federal National Mortgage Association, Notes(e)
|
7.13
|
1/15/2030
|
|
400,000
|
434,784
|
|
Federal National Mortgage Association, Notes(e)
|
7.25
|
5/15/2030
|
|
50,000
|
54,885
|
|
Federal National Mortgage Association, Unscd. Notes(e)
|
0.75
|
10/8/2027
|
|
2,500,000
|
2,400,895
|
|
Tennessee Valley Authority, Sr. Unscd. Bonds
|
4.65
|
6/15/2035
|
|
50,000
|
49,438
|
|
Tennessee Valley Authority, Sr. Unscd. Bonds
|
5.25
|
9/15/2039
|
|
10,000
|
10,131
|
|
Tennessee Valley Authority, Sr. Unscd. Bonds
|
5.38
|
4/1/2056
|
|
200,000
|
191,688
|
|
Tennessee Valley Authority, Sr. Unscd. Bonds
|
5.88
|
4/1/2036
|
|
150,000
|
161,837
|
|
Tennessee Valley Authority, Sr. Unscd. Bonds
|
7.13
|
5/1/2030
|
|
250,000
|
272,680
|
|
Tennessee Valley Authority, Sr. Unscd. Bonds, Ser. B
|
4.70
|
7/15/2033
|
|
307,000
|
307,442
|
|
Tennessee Valley Authority, Sr. Unscd. Notes
|
3.88
|
3/15/2028
|
|
390,000
|
387,258
|
|
Tennessee Valley Authority, Sr. Unscd. Notes
|
4.25
|
9/15/2065
|
|
170,000
|
131,117
|
|
Tennessee Valley Authority, Sr. Unscd. Notes
|
4.38
|
8/1/2034
|
|
100,000
|
97,901
|
|
Tennessee Valley Authority, Sr. Unscd. Notes
|
4.88
|
5/15/2035
|
|
200,000
|
200,520
|
|
Tennessee Valley Authority, Sr. Unscd. Notes
|
5.25
|
2/1/2055
|
|
300,000
|
281,871
|
|
Total U.S. Government Agencies Obligations
(cost $12,755,519)
|
|
|
12,491,843
|
||
|
U.S. Treasury Securities — 46.2%
|
|||||
|
U.S. Treasury Bonds
|
1.13
|
5/15/2040
|
|
2,845,000
|
1,735,895
|
|
U.S. Treasury Bonds
|
1.13
|
8/15/2040
|
|
2,460,000
|
1,485,225
|
|
U.S. Treasury Bonds
|
1.25
|
5/15/2050
|
|
3,181,200
|
1,431,043
|
|
U.S. Treasury Bonds
|
1.38
|
11/15/2040
|
|
3,428,700
|
2,134,901
|
|
U.S. Treasury Bonds
|
1.38
|
8/15/2050
|
|
4,995,000
|
2,315,651
|
|
U.S. Treasury Bonds
|
1.63
|
11/15/2050
|
|
5,250,000
|
2,597,930
|
|
U.S. Treasury Bonds
|
1.75
|
8/15/2041
|
|
3,644,000
|
2,349,811
|
|
U.S. Treasury Bonds
|
1.88
|
2/15/2041
|
|
3,885,000
|
2,598,094
|
|
U.S. Treasury Bonds
|
1.88
|
2/15/2051
|
|
5,533,000
|
2,913,470
|
|
U.S. Treasury Bonds
|
1.88
|
11/15/2051
|
|
5,645,000
|
2,936,282
|
|
U.S. Treasury Bonds
|
2.00
|
11/15/2041
|
|
5,092,000
|
3,389,363
|
|
U.S. Treasury Bonds
|
2.00
|
2/15/2050
|
|
2,633,000
|
1,455,967
|
|
U.S. Treasury Bonds
|
2.00
|
8/15/2051
|
|
5,750,000
|
3,100,508
|
|
U.S. Treasury Bonds
|
2.25
|
5/15/2041
|
|
2,719,600
|
1,910,094
|
|
U.S. Treasury Bonds
|
2.25
|
8/15/2046
|
|
2,993,000
|
1,862,675
|
|
U.S. Treasury Bonds
|
2.25
|
8/15/2049
|
|
4,755,000
|
2,809,165
|
|
U.S. Treasury Bonds
|
2.25
|
2/15/2052
|
|
4,954,900
|
2,827,390
|
|
U.S. Treasury Bonds
|
2.38
|
2/15/2042
|
|
6,430,000
|
4,507,028
|
|
U.S. Treasury Bonds
|
2.38
|
11/15/2049
|
|
7,415,000
|
4,489,551
|
|
U.S. Treasury Bonds(a)
|
2.38
|
5/15/2051
|
|
4,115,000
|
2,441,995
|
|
U.S. Treasury Bonds
|
2.50
|
2/15/2045
|
|
220,000
|
147,434
|
|
U.S. Treasury Bonds
|
2.50
|
2/15/2046
|
|
1,235,000
|
813,363
|
|
U.S. Treasury Bonds
|
2.50
|
5/15/2046
|
|
2,105,000
|
1,381,077
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Treasury Securities — 46.2% (continued)
|
|||||
|
U.S. Treasury Bonds
|
2.75
|
8/15/2042
|
|
592,000
|
434,473
|
|
U.S. Treasury Bonds
|
2.75
|
11/15/2042
|
|
508,000
|
370,840
|
|
U.S. Treasury Bonds
|
2.75
|
8/15/2047
|
|
1,965,000
|
1,325,761
|
|
U.S. Treasury Bonds
|
2.75
|
11/15/2047
|
|
2,500,000
|
1,681,250
|
|
U.S. Treasury Bonds
|
2.88
|
5/15/2043
|
|
2,611,800
|
1,924,162
|
|
U.S. Treasury Bonds
|
2.88
|
8/15/2045
|
|
2,215,000
|
1,571,612
|
|
U.S. Treasury Bonds
|
2.88
|
11/15/2046
|
|
185,000
|
129,095
|
|
U.S. Treasury Bonds
|
2.88
|
5/15/2049
|
|
2,930,000
|
1,981,870
|
|
U.S. Treasury Bonds
|
2.88
|
5/15/2052
|
|
2,080,300
|
1,367,147
|
|
U.S. Treasury Bonds
|
3.00
|
5/15/2042
|
|
1,900,000
|
1,454,688
|
|
U.S. Treasury Bonds
|
3.00
|
11/15/2044
|
|
90,000
|
65,911
|
|
U.S. Treasury Bonds
|
3.00
|
5/15/2045
|
|
2,918,000
|
2,123,757
|
|
U.S. Treasury Bonds(a)
|
3.00
|
11/15/2045
|
|
510,000
|
368,475
|
|
U.S. Treasury Bonds
|
3.00
|
2/15/2047
|
|
395,000
|
280,882
|
|
U.S. Treasury Bonds
|
3.00
|
5/15/2047
|
|
667,000
|
472,840
|
|
U.S. Treasury Bonds
|
3.00
|
2/15/2048
|
|
2,551,000
|
1,791,679
|
|
U.S. Treasury Bonds
|
3.00
|
8/15/2048
|
|
3,625,000
|
2,531,270
|
|
U.S. Treasury Bonds
|
3.00
|
2/15/2049
|
|
1,645,000
|
1,142,761
|
|
U.S. Treasury Bonds
|
3.00
|
8/15/2052
|
|
833,700
|
561,575
|
|
U.S. Treasury Bonds
|
3.13
|
11/15/2041
|
|
800,000
|
629,750
|
|
U.S. Treasury Bonds
|
3.13
|
2/15/2042
|
|
1,780,000
|
1,393,963
|
|
U.S. Treasury Bonds
|
3.13
|
2/15/2043
|
|
135,000
|
103,718
|
|
U.S. Treasury Bonds
|
3.13
|
8/15/2044
|
|
570,000
|
427,411
|
|
U.S. Treasury Bonds
|
3.13
|
5/15/2048
|
|
1,450,000
|
1,039,016
|
|
U.S. Treasury Bonds
|
3.25
|
5/15/2042
|
|
5,410,000
|
4,285,734
|
|
U.S. Treasury Bonds
|
3.38
|
8/15/2042
|
|
5,275,000
|
4,232,363
|
|
U.S. Treasury Bonds
|
3.38
|
5/15/2044
|
|
1,810,000
|
1,415,477
|
|
U.S. Treasury Bonds
|
3.38
|
11/15/2048
|
|
752,000
|
560,945
|
|
U.S. Treasury Bonds
|
3.63
|
8/15/2043
|
|
1,724,000
|
1,410,717
|
|
U.S. Treasury Bonds
|
3.63
|
2/15/2044
|
|
1,535,000
|
1,248,387
|
|
U.S. Treasury Bonds
|
3.63
|
2/15/2053
|
|
5,600,000
|
4,260,375
|
|
U.S. Treasury Bonds
|
3.63
|
5/15/2053
|
|
4,615,000
|
3,506,679
|
|
U.S. Treasury Bonds
|
3.75
|
8/15/2041
|
|
245,000
|
210,241
|
|
U.S. Treasury Bonds
|
3.75
|
11/15/2043
|
|
514,600
|
427,198
|
|
U.S. Treasury Bonds
|
3.88
|
2/15/2043
|
|
4,680,000
|
3,986,775
|
|
U.S. Treasury Bonds
|
3.88
|
5/15/2043
|
|
3,608,000
|
3,065,109
|
|
U.S. Treasury Bonds
|
4.00
|
11/15/2042
|
|
5,865,000
|
5,093,386
|
|
U.S. Treasury Bonds
|
4.00
|
11/15/2052
|
|
4,150,000
|
3,380,953
|
|
U.S. Treasury Bonds
|
4.13
|
8/15/2044
|
|
2,509,000
|
2,178,518
|
|
U.S. Treasury Bonds
|
4.13
|
8/15/2053
|
|
4,940,000
|
4,108,691
|
|
U.S. Treasury Bonds
|
4.25
|
5/15/2039
|
|
600,000
|
563,250
|
|
U.S. Treasury Bonds
|
4.25
|
2/15/2054
|
|
4,140,000
|
3,515,119
|
|
U.S. Treasury Bonds
|
4.25
|
8/15/2054
|
|
4,705,000
|
3,997,045
|
|
U.S. Treasury Bonds(a)
|
4.38
|
2/15/2038
|
|
90,000
|
86,991
|
|
U.S. Treasury Bonds
|
4.38
|
11/15/2039
|
|
55,000
|
51,880
|
|
U.S. Treasury Bonds
|
4.38
|
5/15/2040
|
|
10,000
|
9,380
|
|
U.S. Treasury Bonds
|
4.38
|
5/15/2041
|
|
385,000
|
356,787
|
|
U.S. Treasury Bonds
|
4.38
|
8/15/2043
|
|
2,928,000
|
2,647,553
|
|
U.S. Treasury Bonds
|
4.50
|
5/15/2038
|
|
190,000
|
185,191
|
|
U.S. Treasury Bonds(a)
|
4.50
|
8/15/2039
|
|
195,000
|
186,834
|
|
U.S. Treasury Bonds
|
4.50
|
2/15/2044
|
|
2,630,000
|
2,407,272
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Treasury Securities — 46.2% (continued)
|
|||||
|
U.S. Treasury Bonds
|
4.50
|
11/15/2054
|
|
5,470,000
|
4,846,933
|
|
U.S. Treasury Bonds
|
4.63
|
2/15/2040
|
|
210,000
|
202,781
|
|
U.S. Treasury Bonds
|
4.63
|
5/15/2044
|
|
1,000,000
|
928,438
|
|
U.S. Treasury Bonds
|
4.63
|
11/15/2044
|
|
2,355,000
|
2,180,583
|
|
U.S. Treasury Bonds
|
4.63
|
11/15/2045
|
|
3,560,000
|
3,282,988
|
|
U.S. Treasury Bonds
|
4.63
|
2/15/2046
|
|
5,660,000
|
5,215,159
|
|
U.S. Treasury Bonds
|
4.63
|
5/15/2054
|
|
4,818,900
|
4,358,846
|
|
U.S. Treasury Bonds(a)
|
4.63
|
2/15/2055
|
|
6,660,000
|
6,024,178
|
|
U.S. Treasury Bonds
|
4.63
|
11/15/2055
|
|
5,650,000
|
5,113,250
|
|
U.S. Treasury Bonds(a)
|
4.75
|
2/15/2037
|
|
2,182,000
|
2,191,205
|
|
U.S. Treasury Bonds
|
4.75
|
11/15/2043
|
|
1,750,000
|
1,655,391
|
|
U.S. Treasury Bonds
|
4.75
|
2/15/2045
|
|
2,100,000
|
1,974,000
|
|
U.S. Treasury Bonds
|
4.75
|
11/15/2053
|
|
4,100,000
|
3,779,047
|
|
U.S. Treasury Bonds
|
4.75
|
5/15/2055
|
|
5,660,000
|
5,226,656
|
|
U.S. Treasury Bonds
|
4.75
|
8/15/2055
|
|
5,585,000
|
5,158,271
|
|
U.S. Treasury Bonds
|
4.75
|
2/15/2056
|
|
6,290,000
|
5,814,319
|
|
U.S. Treasury Bonds
|
4.88
|
8/15/2045
|
|
2,965,000
|
2,826,479
|
|
U.S. Treasury Bonds
|
5.00
|
5/15/2045
|
|
2,170,000
|
2,102,527
|
|
U.S. Treasury Bonds
|
5.00
|
5/15/2046
|
|
4,700,000
|
4,547,250
|
|
U.S. Treasury Bonds
|
5.00
|
5/15/2056
|
|
4,000,000
|
3,848,125
|
|
U.S. Treasury Bonds
|
5.25
|
2/15/2029
|
|
135,000
|
138,090
|
|
U.S. Treasury Bonds
|
6.25
|
5/15/2030
|
|
2,500,000
|
2,658,203
|
|
U.S. Treasury Bonds(a)
|
6.38
|
8/15/2027
|
|
2,765,000
|
2,820,408
|
|
U.S. Treasury Notes
|
0.38
|
9/30/2027
|
|
1,640,000
|
1,569,852
|
|
U.S. Treasury Notes
|
0.50
|
8/31/2027
|
|
1,555,000
|
1,495,290
|
|
U.S. Treasury Notes
|
0.50
|
10/31/2027
|
|
4,655,000
|
4,448,434
|
|
U.S. Treasury Notes
|
0.63
|
11/30/2027
|
|
5,630,000
|
5,371,372
|
|
U.S. Treasury Notes
|
0.63
|
12/31/2027
|
|
9,045,800
|
8,602,697
|
|
U.S. Treasury Notes
|
0.63
|
5/15/2030
|
|
7,385,000
|
6,426,681
|
|
U.S. Treasury Notes
|
0.63
|
8/15/2030
|
|
6,025,000
|
5,193,268
|
|
U.S. Treasury Notes
|
0.75
|
1/31/2028
|
|
4,381,800
|
4,162,197
|
|
U.S. Treasury Notes
|
0.88
|
11/15/2030
|
|
7,675,000
|
6,629,281
|
|
U.S. Treasury Notes
|
1.00
|
7/31/2028
|
|
6,809,300
|
6,386,645
|
|
U.S. Treasury Notes
|
1.13
|
2/29/2028
|
|
3,710,600
|
3,535,506
|
|
U.S. Treasury Notes
|
1.13
|
8/31/2028
|
|
4,854,600
|
4,552,325
|
|
U.S. Treasury Notes(a)
|
1.13
|
2/15/2031
|
|
5,120,000
|
4,438,000
|
|
U.S. Treasury Notes
|
1.25
|
3/31/2028
|
|
1,465,000
|
1,395,012
|
|
U.S. Treasury Notes
|
1.25
|
4/30/2028
|
|
3,272,700
|
3,108,426
|
|
U.S. Treasury Notes
|
1.25
|
5/31/2028
|
|
3,420,000
|
3,240,316
|
|
U.S. Treasury Notes
|
1.25
|
6/30/2028
|
|
4,610,800
|
4,357,746
|
|
U.S. Treasury Notes
|
1.25
|
9/30/2028
|
|
4,316,400
|
4,047,299
|
|
U.S. Treasury Notes
|
1.25
|
8/15/2031
|
|
8,905,900
|
7,634,026
|
|
U.S. Treasury Notes
|
1.38
|
10/31/2028
|
|
3,746,200
|
3,513,819
|
|
U.S. Treasury Notes(a)
|
1.38
|
12/31/2028
|
|
10,280,200
|
9,595,924
|
|
U.S. Treasury Notes
|
1.38
|
11/15/2031
|
|
9,050,000
|
7,746,941
|
|
U.S. Treasury Notes
|
1.50
|
11/30/2028
|
|
6,565,000
|
6,160,329
|
|
U.S. Treasury Notes
|
1.50
|
2/15/2030
|
|
4,612,700
|
4,184,223
|
|
U.S. Treasury Notes
|
1.63
|
8/15/2029
|
|
4,800,000
|
4,437,000
|
|
U.S. Treasury Notes
|
1.63
|
5/15/2031
|
|
7,060,000
|
6,214,455
|
|
U.S. Treasury Notes
|
1.75
|
1/31/2029
|
|
8,005,500
|
7,523,919
|
|
U.S. Treasury Notes
|
1.75
|
11/15/2029
|
|
3,250,000
|
2,994,570
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Treasury Securities — 46.2% (continued)
|
|||||
|
U.S. Treasury Notes
|
1.88
|
2/28/2029
|
|
2,899,800
|
2,728,757
|
|
U.S. Treasury Notes
|
1.88
|
2/15/2032
|
|
4,515,000
|
3,943,570
|
|
U.S. Treasury Notes
|
2.25
|
8/15/2027
|
|
1,255,000
|
1,230,635
|
|
U.S. Treasury Notes
|
2.25
|
11/15/2027
|
|
1,125,000
|
1,097,446
|
|
U.S. Treasury Notes
|
2.38
|
3/31/2029
|
|
7,605,000
|
7,235,445
|
|
U.S. Treasury Notes
|
2.63
|
2/15/2029
|
|
4,610,700
|
4,424,831
|
|
U.S. Treasury Notes
|
2.63
|
7/31/2029
|
|
3,335,000
|
3,176,327
|
|
U.S. Treasury Notes(a)
|
2.75
|
2/15/2028
|
|
3,795,000
|
3,710,947
|
|
U.S. Treasury Notes
|
2.75
|
5/31/2029
|
|
2,700,000
|
2,587,781
|
|
U.S. Treasury Notes
|
2.75
|
8/15/2032
|
|
5,765,000
|
5,233,539
|
|
U.S. Treasury Notes
|
2.88
|
5/15/2028
|
|
1,768,100
|
1,726,246
|
|
U.S. Treasury Notes
|
2.88
|
8/15/2028
|
|
4,234,000
|
4,119,550
|
|
U.S. Treasury Notes
|
2.88
|
4/30/2029
|
|
2,292,700
|
2,207,619
|
|
U.S. Treasury Notes
|
2.88
|
5/15/2032
|
|
5,955,000
|
5,468,365
|
|
U.S. Treasury Notes
|
3.13
|
8/31/2027
|
|
2,995,000
|
2,961,657
|
|
U.S. Treasury Notes
|
3.13
|
11/15/2028
|
|
4,020,000
|
3,917,616
|
|
U.S. Treasury Notes
|
3.13
|
8/31/2029
|
|
5,750,000
|
5,550,547
|
|
U.S. Treasury Notes
|
3.25
|
6/30/2029
|
|
3,885,400
|
3,771,266
|
|
U.S. Treasury Notes
|
3.38
|
9/15/2027
|
|
5,390,000
|
5,342,837
|
|
U.S. Treasury Notes
|
3.38
|
11/30/2027
|
|
5,000,000
|
4,945,508
|
|
U.S. Treasury Notes
|
3.38
|
12/31/2027
|
|
6,300,000
|
6,225,680
|
|
U.S. Treasury Notes(a)
|
3.38
|
2/29/2028
|
|
4,945,000
|
4,880,290
|
|
U.S. Treasury Notes
|
3.38
|
9/15/2028
|
|
5,800,000
|
5,693,062
|
|
U.S. Treasury Notes
|
3.38
|
5/15/2033
|
|
7,480,000
|
6,969,256
|
|
U.S. Treasury Notes
|
3.50
|
9/30/2027
|
|
4,520,000
|
4,484,687
|
|
U.S. Treasury Notes
|
3.50
|
10/31/2027
|
|
6,760,000
|
6,701,114
|
|
U.S. Treasury Notes
|
3.50
|
1/31/2028
|
|
5,107,900
|
5,053,030
|
|
U.S. Treasury Notes
|
3.50
|
4/30/2028
|
|
1,487,800
|
1,468,679
|
|
U.S. Treasury Notes
|
3.50
|
10/15/2028
|
|
3,845,000
|
3,780,716
|
|
U.S. Treasury Notes
|
3.50
|
11/15/2028
|
|
6,880,000
|
6,760,137
|
|
U.S. Treasury Notes
|
3.50
|
12/15/2028
|
|
3,880,000
|
3,809,978
|
|
U.S. Treasury Notes
|
3.50
|
1/15/2029
|
|
5,200,000
|
5,102,094
|
|
U.S. Treasury Notes
|
3.50
|
2/15/2029
|
|
800,000
|
784,375
|
|
U.S. Treasury Notes(a)
|
3.50
|
9/30/2029
|
|
2,775,000
|
2,706,275
|
|
U.S. Treasury Notes
|
3.50
|
1/31/2030
|
|
4,310,000
|
4,189,455
|
|
U.S. Treasury Notes
|
3.50
|
4/30/2030
|
|
6,615,000
|
6,415,516
|
|
U.S. Treasury Notes
|
3.50
|
11/30/2030
|
|
4,245,000
|
4,094,103
|
|
U.S. Treasury Notes
|
3.50
|
2/28/2031
|
|
95,000
|
91,460
|
|
U.S. Treasury Notes
|
3.50
|
2/15/2033
|
|
5,553,400
|
5,229,741
|
|
U.S. Treasury Notes
|
3.63
|
8/31/2027
|
|
5,185,000
|
5,154,417
|
|
U.S. Treasury Notes
|
3.63
|
3/31/2028
|
|
1,850,000
|
1,831,283
|
|
U.S. Treasury Notes
|
3.63
|
5/31/2028
|
|
3,754,800
|
3,712,559
|
|
U.S. Treasury Notes
|
3.63
|
8/15/2028
|
|
3,855,000
|
3,805,909
|
|
U.S. Treasury Notes(a)
|
3.63
|
8/31/2029
|
|
5,210,000
|
5,102,951
|
|
U.S. Treasury Notes
|
3.63
|
3/31/2030
|
|
4,315,000
|
4,205,777
|
|
U.S. Treasury Notes(a)
|
3.63
|
8/31/2030
|
|
4,555,000
|
4,424,400
|
|
U.S. Treasury Notes
|
3.63
|
9/30/2030
|
|
3,850,000
|
3,737,508
|
|
U.S. Treasury Notes
|
3.63
|
10/31/2030
|
|
6,000,000
|
5,820,469
|
|
U.S. Treasury Notes(a)
|
3.63
|
12/31/2030
|
|
8,425,000
|
8,162,377
|
|
U.S. Treasury Notes
|
3.63
|
9/30/2031
|
|
3,500,000
|
3,369,023
|
|
U.S. Treasury Notes
|
3.75
|
8/15/2027
|
|
4,216,600
|
4,198,152
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Treasury Securities — 46.2% (continued)
|
|||||
|
U.S. Treasury Notes
|
3.75
|
4/15/2028
|
|
3,425,000
|
3,396,369
|
|
U.S. Treasury Notes
|
3.75
|
4/30/2028
|
|
4,620,000
|
4,581,199
|
|
U.S. Treasury Notes
|
3.75
|
5/15/2028
|
|
3,820,000
|
3,786,426
|
|
U.S. Treasury Notes
|
3.75
|
12/31/2028
|
|
6,695,000
|
6,609,220
|
|
U.S. Treasury Notes
|
3.75
|
5/31/2030
|
|
2,180,000
|
2,131,802
|
|
U.S. Treasury Notes
|
3.75
|
6/30/2030
|
|
5,330,000
|
5,208,826
|
|
U.S. Treasury Notes
|
3.75
|
12/31/2030
|
|
3,426,000
|
3,335,800
|
|
U.S. Treasury Notes
|
3.75
|
1/31/2031
|
|
6,000,000
|
5,838,750
|
|
U.S. Treasury Notes
|
3.75
|
8/31/2031
|
|
4,482,000
|
4,342,288
|
|
U.S. Treasury Notes
|
3.75
|
10/31/2032
|
|
2,920,000
|
2,798,638
|
|
U.S. Treasury Notes
|
3.75
|
11/30/2032
|
|
4,090,000
|
3,916,814
|
|
U.S. Treasury Notes
|
3.75
|
2/28/2033
|
|
790,000
|
755,005
|
|
U.S. Treasury Notes
|
3.88
|
10/15/2027
|
|
4,285,000
|
4,268,429
|
|
U.S. Treasury Notes
|
3.88
|
11/30/2027
|
|
3,055,700
|
3,041,854
|
|
U.S. Treasury Notes
|
3.88
|
12/31/2027
|
|
2,881,700
|
2,867,179
|
|
U.S. Treasury Notes
|
3.88
|
3/15/2028
|
|
3,940,000
|
3,917,222
|
|
U.S. Treasury Notes
|
3.88
|
3/31/2028
|
|
3,000,000
|
2,981,719
|
|
U.S. Treasury Notes
|
3.88
|
6/15/2028
|
|
3,720,000
|
3,693,553
|
|
U.S. Treasury Notes
|
3.88
|
7/15/2028
|
|
6,350,000
|
6,302,375
|
|
U.S. Treasury Notes
|
3.88
|
4/15/2029
|
|
4,685,000
|
4,631,928
|
|
U.S. Treasury Notes
|
3.88
|
5/15/2029
|
|
3,940,000
|
3,894,136
|
|
U.S. Treasury Notes
|
3.88
|
9/30/2029
|
|
220,900
|
217,845
|
|
U.S. Treasury Notes
|
3.88
|
11/30/2029
|
|
1,548,600
|
1,525,613
|
|
U.S. Treasury Notes
|
3.88
|
12/31/2029
|
|
2,980,000
|
2,934,136
|
|
U.S. Treasury Notes(a)
|
3.88
|
4/30/2030
|
|
4,630,000
|
4,550,060
|
|
U.S. Treasury Notes
|
3.88
|
6/30/2030
|
|
5,245,000
|
5,148,295
|
|
U.S. Treasury Notes
|
3.88
|
7/31/2030
|
|
3,040,000
|
2,983,000
|
|
U.S. Treasury Notes
|
3.88
|
3/31/2031
|
|
4,500,000
|
4,398,398
|
|
U.S. Treasury Notes
|
3.88
|
4/30/2031
|
|
5,800,000
|
5,666,328
|
|
U.S. Treasury Notes
|
3.88
|
8/31/2032
|
|
3,630,000
|
3,509,189
|
|
U.S. Treasury Notes
|
3.88
|
9/30/2032
|
|
3,430,000
|
3,313,434
|
|
U.S. Treasury Notes
|
3.88
|
12/31/2032
|
|
2,290,000
|
2,207,166
|
|
U.S. Treasury Notes
|
3.88
|
8/15/2033
|
|
8,890,000
|
8,521,204
|
|
U.S. Treasury Notes
|
3.88
|
8/15/2034
|
|
8,501,000
|
8,074,622
|
|
U.S. Treasury Notes
|
4.00
|
12/15/2027
|
|
3,950,000
|
3,938,119
|
|
U.S. Treasury Notes
|
4.00
|
2/29/2028
|
|
1,644,600
|
1,638,433
|
|
U.S. Treasury Notes
|
4.00
|
5/31/2028
|
|
4,685,000
|
4,663,222
|
|
U.S. Treasury Notes
|
4.00
|
6/30/2028
|
|
2,419,800
|
2,407,701
|
|
U.S. Treasury Notes
|
4.00
|
1/31/2029
|
|
4,395,000
|
4,361,694
|
|
U.S. Treasury Notes
|
4.00
|
7/31/2029
|
|
4,760,000
|
4,715,375
|
|
U.S. Treasury Notes
|
4.00
|
2/28/2030
|
|
7,816,000
|
7,721,964
|
|
U.S. Treasury Notes
|
4.00
|
3/31/2030
|
|
5,715,000
|
5,643,116
|
|
U.S. Treasury Notes
|
4.00
|
5/31/2030
|
|
6,100,000
|
6,018,031
|
|
U.S. Treasury Notes
|
4.00
|
7/31/2030
|
|
2,900,000
|
2,858,766
|
|
U.S. Treasury Notes
|
4.00
|
1/31/2031
|
|
3,730,000
|
3,667,056
|
|
U.S. Treasury Notes
|
4.00
|
4/30/2032
|
|
3,645,000
|
3,557,007
|
|
U.S. Treasury Notes
|
4.00
|
6/30/2032
|
|
2,820,000
|
2,748,398
|
|
U.S. Treasury Notes
|
4.00
|
7/31/2032
|
|
2,600,000
|
2,532,156
|
|
U.S. Treasury Notes
|
4.00
|
1/31/2033
|
|
3,200,000
|
3,104,250
|
|
U.S. Treasury Notes
|
4.00
|
2/15/2034
|
|
6,250,000
|
6,012,695
|
|
U.S. Treasury Notes
|
4.00
|
11/15/2035
|
|
10,940,000
|
10,372,487
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Treasury Securities — 46.2% (continued)
|
|||||
|
U.S. Treasury Notes
|
4.13
|
9/30/2027
|
|
4,072,000
|
4,068,183
|
|
U.S. Treasury Notes
|
4.13
|
10/31/2027
|
|
1,400,000
|
1,398,633
|
|
U.S. Treasury Notes
|
4.13
|
11/15/2027
|
|
3,805,000
|
3,800,095
|
|
U.S. Treasury Notes(a)
|
4.13
|
6/30/2028
|
|
4,500,000
|
4,488,398
|
|
U.S. Treasury Notes
|
4.13
|
7/31/2028
|
|
5,671,800
|
5,655,626
|
|
U.S. Treasury Notes
|
4.13
|
3/31/2029
|
|
2,670,000
|
2,656,859
|
|
U.S. Treasury Notes
|
4.13
|
6/15/2029
|
|
4,000,000
|
3,978,437
|
|
U.S. Treasury Notes
|
4.13
|
7/15/2029
|
|
4,140,000
|
4,117,036
|
|
U.S. Treasury Notes
|
4.13
|
10/31/2029
|
|
4,490,000
|
4,458,780
|
|
U.S. Treasury Notes
|
4.13
|
11/30/2029
|
|
4,720,000
|
4,686,444
|
|
U.S. Treasury Notes
|
4.13
|
8/31/2030
|
|
930,300
|
920,779
|
|
U.S. Treasury Notes
|
4.13
|
3/31/2031
|
|
2,815,000
|
2,780,032
|
|
U.S. Treasury Notes
|
4.13
|
5/31/2031
|
|
4,855,000
|
4,792,795
|
|
U.S. Treasury Notes(a)
|
4.13
|
6/30/2031
|
|
6,800,000
|
6,711,281
|
|
U.S. Treasury Notes
|
4.13
|
7/31/2031
|
|
4,495,000
|
4,433,194
|
|
U.S. Treasury Notes
|
4.13
|
10/31/2031
|
|
3,450,000
|
3,398,250
|
|
U.S. Treasury Notes
|
4.13
|
11/30/2031
|
|
3,435,000
|
3,381,596
|
|
U.S. Treasury Notes
|
4.13
|
2/29/2032
|
|
1,805,000
|
1,774,682
|
|
U.S. Treasury Notes
|
4.13
|
3/31/2032
|
|
2,790,000
|
2,741,393
|
|
U.S. Treasury Notes
|
4.13
|
5/31/2032
|
|
2,800,000
|
2,748,594
|
|
U.S. Treasury Notes
|
4.13
|
11/15/2032
|
|
8,095,000
|
7,921,716
|
|
U.S. Treasury Notes
|
4.13
|
4/30/2033
|
|
3,500,000
|
3,414,141
|
|
U.S. Treasury Notes(a)
|
4.13
|
2/15/2036
|
|
12,080,000
|
11,547,725
|
|
U.S. Treasury Notes
|
4.25
|
1/15/2028
|
|
4,895,000
|
4,895,382
|
|
U.S. Treasury Notes
|
4.25
|
2/15/2028
|
|
3,860,000
|
3,859,849
|
|
U.S. Treasury Notes
|
4.25
|
7/31/2028
|
|
4,925,000
|
4,923,269
|
|
U.S. Treasury Notes
|
4.25
|
2/28/2029
|
|
4,000,000
|
3,993,750
|
|
U.S. Treasury Notes
|
4.25
|
6/30/2029
|
|
3,574,700
|
3,566,322
|
|
U.S. Treasury Notes
|
4.25
|
1/31/2030
|
|
7,330,000
|
7,301,940
|
|
U.S. Treasury Notes
|
4.25
|
2/28/2031
|
|
1,915,100
|
1,902,083
|
|
U.S. Treasury Notes
|
4.25
|
6/30/2031
|
|
3,440,000
|
3,412,856
|
|
U.S. Treasury Notes
|
4.25
|
3/31/2033
|
|
3,700,000
|
3,638,141
|
|
U.S. Treasury Notes
|
4.25
|
5/31/2033
|
|
3,590,000
|
3,526,334
|
|
U.S. Treasury Notes
|
4.25
|
6/30/2033
|
|
3,700,000
|
3,632,648
|
|
U.S. Treasury Notes(a)
|
4.25
|
11/15/2034
|
|
12,340,000
|
12,008,362
|
|
U.S. Treasury Notes
|
4.25
|
5/15/2035
|
|
3,050,000
|
2,958,500
|
|
U.S. Treasury Notes(a)
|
4.25
|
8/15/2035
|
|
5,875,000
|
5,689,570
|
|
U.S. Treasury Notes
|
4.38
|
8/31/2028
|
|
3,350,000
|
3,355,758
|
|
U.S. Treasury Notes
|
4.38
|
11/30/2028
|
|
5,935,000
|
5,943,810
|
|
U.S. Treasury Notes
|
4.38
|
12/31/2029
|
|
5,270,000
|
5,272,059
|
|
U.S. Treasury Notes
|
4.38
|
11/30/2030
|
|
800,000
|
798,813
|
|
U.S. Treasury Notes
|
4.38
|
7/31/2031
|
|
4,995,000
|
4,984,073
|
|
U.S. Treasury Notes
|
4.38
|
1/31/2032
|
|
6,495,000
|
6,466,584
|
|
U.S. Treasury Notes
|
4.38
|
7/31/2033
|
|
2,700,000
|
2,669,414
|
|
U.S. Treasury Notes
|
4.38
|
5/15/2034
|
|
9,610,000
|
9,459,844
|
|
U.S. Treasury Notes(a)
|
4.38
|
5/15/2036
|
|
10,400,000
|
10,128,625
|
|
U.S. Treasury Notes
|
4.50
|
5/31/2029
|
|
2,382,500
|
2,392,923
|
|
U.S. Treasury Notes
|
4.50
|
12/31/2031
|
|
3,245,000
|
3,251,084
|
|
U.S. Treasury Notes
|
4.50
|
11/15/2033
|
|
8,785,000
|
8,741,075
|
|
U.S. Treasury Notes
|
4.63
|
9/30/2028
|
|
2,165,000
|
2,179,377
|
|
U.S. Treasury Notes
|
4.63
|
4/30/2029
|
|
4,610,000
|
4,645,295
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Treasury Securities — 46.2% (continued)
|
|||||
|
U.S. Treasury Notes
|
4.63
|
9/30/2030
|
|
2,253,500
|
2,272,514
|
|
U.S. Treasury Notes
|
4.63
|
5/31/2031
|
|
2,820,000
|
2,843,573
|
|
U.S. Treasury Notes(a)
|
4.63
|
2/15/2035
|
|
9,530,000
|
9,509,153
|
|
U.S. Treasury Notes
|
4.88
|
10/31/2028
|
|
2,623,900
|
2,655,469
|
|
U.S. Treasury Notes
|
4.88
|
10/31/2030
|
|
1,217,800
|
1,239,777
|
|
Total U.S. Treasury Securities
(cost $1,062,491,902)
|
|
|
1,026,692,497
|
||
|
|
1-Day
Yield (%)
|
|
|
Shares
|
|
|
Investment Companies — 3.5%
|
|||||
|
Registered Investment Companies — 3.5%
|
|||||
|
BNY Dreyfus Institutional Preferred Government Money Market Fund, Institutional
Shares(g)
(cost $77,976,002)
|
3.64
|
|
|
77,976,002
|
77,976,002
|
|
Investment of Cash Collateral for Securities Loaned — .2%
|
|||||
|
Registered Investment Companies — .2%
|
|||||
|
BNY Dreyfus Institutional Preferred Government Money Market Fund, Institutional
Shares(g)
(cost $4,974,091)
|
3.64
|
|
|
4,974,091
|
4,974,091
|
|
Total Investments (cost $2,355,764,344)
|
|
102.8%
|
2,281,133,674
|
||
|
Liabilities, Less Cash and Receivables
|
|
(2.8%)
|
(61,478,249)
|
||
|
Net Assets
|
100.0%
|
2,219,655,425
|
|||
|
ACES—Alterntaive Credit Enhancement Securities
|
|
FHLMC—Federal Home Loan Mortgage Corporation
|
|
GO—Government Obligation
|
|
REIT—Real Estate Investment Trust
|
|
(a)
|
Security, or portion thereof, on loan. At July 31, 2026, the value of the fund’s securities on loan was $121,832,928 and the value of the collateral was
$135,507,248, consisting of cash collateral of $4,974,091 and U.S. Government & Agency
securities valued at $130,533,157. In addition, the value of
collateral may include pending sales that are also on loan.
|
|
(b)
|
Security exempt from registration pursuant to Rule 144A under the Securities Act of
1933. These securities may be resold in transactions exempt from
registration, normally to qualified institutional buyers. At July 31, 2026, these
securities amounted to $4,741,743 or .2% of net assets.
|
|
(c)
|
Security issued with a zero coupon. Income is recognized through the accretion of
discount.
|
|
(d)
|
Security is a perpetual security with no specified maturity date. Maturity date shown
is next reset date of the security.
|
|
(e)
|
The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into
conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing
affairs of these companies.
|
|
(f)
|
Purchased on a forward commitment basis.
|
|
(g)
|
Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s
prospectus.
|
|
|
Level 1 -
Unadjusted
Quoted Prices
|
Level 2- Other
Significant
Observable Inputs
|
Level 3-
Significant
Unobservable
Inputs
|
Total
|
|
|
|
|
|
|
|
Assets ($)
|
|
|
|
|
|
Investments in Securities:†
|
|
|
|
|
|
Asset-Backed Securities
|
—
|
8,031,525
|
—
|
8,031,525
|
|
Commercial Mortgage-Backed
|
—
|
14,745,995
|
—
|
14,745,995
|
|
Corporate Bonds and Notes
|
—
|
554,893,853
|
—
|
554,893,853
|
|
Foreign Governmental
|
—
|
40,107,611
|
—
|
40,107,611
|
|
Municipal Securities
|
—
|
6,201,670
|
—
|
6,201,670
|
|
U.S. Government Agencies Commercial Mortgage-Backed
|
—
|
16,884,727
|
—
|
16,884,727
|
|
U.S. Government Agencies Obligations
|
—
|
12,491,843
|
—
|
12,491,843
|
|
U.S. Government Agencies Mortgage-Backed
|
—
|
518,133,860
|
—
|
518,133,860
|
|
U.S. Treasury Securities
|
—
|
1,026,692,497
|
—
|
1,026,692,497
|
|
Investment Companies
|
82,950,093
|
—
|
—
|
82,950,093
|
|
|
82,950,093
|
2,198,183,581
|
—
|
2,281,133,674
|
|
†
|
See Schedule of Investments for additional detailed categorizations, if any.
|