|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Asset-Backed Securities — .4%
|
|||||
|
Asset-Backed Certificates/Auto Receivables — .2%
|
|||||
|
Ford Credit Floorplan Master Owner Trust, Ser. 2018-4, Cl. A
|
4.06
|
11/15/2030
|
|
200,000
|
197,737
|
|
Mercedes-Benz Auto Lease Trust, Ser. 2025-A, Cl. A4
|
4.69
|
2/18/2031
|
|
150,000
|
150,425
|
|
Mercedes-Benz Auto Receivables Trust, Ser. 2025-1, Cl. A4
|
4.92
|
4/15/2031
|
|
100,000
|
100,601
|
|
Toyota Auto Receivables Owner Trust, Ser. 2025-B, Cl. A3
|
4.34
|
11/15/2029
|
|
130,000
|
130,020
|
|
Volkswagen Auto Loan Enhanced Trust, Ser. 2025-1, Cl. A4
|
4.61
|
7/21/2031
|
|
150,000
|
150,299
|
|
World Omni Auto Receivables Trust, Ser. 2026-B, Cl. A3
|
4.37
|
6/16/2031
|
|
100,000
|
99,675
|
|
|
|
|
|
|
828,757
|
|
Asset-Backed Certificates/Credit Cards — .2%
|
|||||
|
American Express Credit Account Master Trust, Ser. 2023-2, Cl. A
|
4.80
|
5/15/2030
|
|
250,000
|
251,739
|
|
Capital One Multi-Asset Execution Trust, Ser. 2021-A2, Cl. A2
|
1.39
|
7/15/2030
|
|
300,000
|
282,975
|
|
|
|
|
|
|
534,714
|
|
Total Asset-Backed Securities
(cost $1,369,457)
|
|
|
1,363,471
|
||
|
Commercial Mortgage-Backed — .7%
|
|||||
|
Commercial Mortgage Pass-Through Certificates — .7%
|
|||||
|
Bank Trust, Ser. 2019-BN21, Cl. A5
|
2.85
|
10/17/2052
|
|
400,000
|
375,217
|
|
Bank Trust, Ser. 2020-BN27, Cl. AS
|
2.55
|
4/15/2063
|
|
150,000
|
131,897
|
|
BBCMS Mortgage Trust, Ser. 2020-C7, Cl. AS
|
2.44
|
4/15/2053
|
|
200,000
|
175,796
|
|
BBCMS Mortgage Trust, Ser. 2022-C15, Cl. A5
|
3.66
|
4/15/2055
|
|
300,000
|
272,913
|
|
Benchmark Mortgage Trust, Ser. 2019-B10, Cl. A4
|
3.72
|
3/15/2062
|
|
300,000
|
290,253
|
|
Benchmark Mortgage Trust, Ser. 2020-IG1, Cl. AS
|
2.91
|
9/15/2043
|
|
250,000
|
207,663
|
|
Benchmark Mortgage Trust, Ser. 2022-B35, Cl. A5
|
4.44
|
5/15/2055
|
|
150,000
|
142,565
|
|
Benchmark Mortgage Trust, Ser. 2026-V21, Cl. A3
|
5.13
|
3/15/2059
|
|
100,000
|
99,933
|
|
GS Mortgage Securities Trust, Ser. 2020-GC45, Cl. AS
|
3.17
|
2/13/2053
|
|
200,000
|
185,022
|
|
UBS Commercial Mortgage Trust, Ser. 2018-C12, Cl. A5
|
4.30
|
8/15/2051
|
|
250,000
|
245,744
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2018-C44, Cl. A5
|
4.21
|
5/15/2051
|
|
400,000
|
394,097
|
|
Wells Fargo Commercial Mortgage Trust, Ser. 2019-C50, Cl. ASB
|
3.64
|
5/15/2052
|
|
115,619
|
114,436
|
|
Total Commercial Mortgage-Backed
(cost $2,894,755)
|
|
|
2,635,536
|
||
|
Corporate Bonds and Notes — 25.8%
|
|||||
|
Aerospace & Defense — .5%
|
|||||
|
GE Capital International Funding Co. Unlimited Co., Gtd. Notes(a)
|
4.42
|
11/15/2035
|
|
100,000
|
93,909
|
|
General Dynamics Corp., Gtd. Notes
|
4.25
|
4/1/2050
|
|
150,000
|
119,922
|
|
General Electric Co., Sr. Unscd. Notes
|
4.30
|
7/29/2030
|
|
100,000
|
98,327
|
|
HEICO Corp., Gtd. Notes
|
5.35
|
8/1/2033
|
|
100,000
|
100,081
|
|
Honeywell Aerospace, Inc., Gtd. Notes(b)
|
4.30
|
3/16/2031
|
|
100,000
|
97,320
|
|
Honeywell Aerospace, Inc., Gtd. Notes(b)
|
5.62
|
3/16/2046
|
|
100,000
|
95,388
|
|
Lockheed Martin Corp., Sr. Unscd. Notes(a)
|
4.07
|
12/15/2042
|
|
100,000
|
81,594
|
|
Lockheed Martin Corp., Sr. Unscd. Notes
|
5.00
|
8/15/2035
|
|
100,000
|
98,655
|
|
Northrop Grumman Corp., Sr. Unscd. Notes
|
4.03
|
10/15/2047
|
|
160,000
|
121,439
|
|
Northrop Grumman Corp., Sr. Unscd. Notes(a)
|
4.70
|
3/15/2033
|
|
100,000
|
97,654
|
|
RTX Corp., Sr. Unscd. Notes
|
4.13
|
11/16/2028
|
|
100,000
|
98,953
|
|
RTX Corp., Sr. Unscd. Notes
|
4.63
|
11/16/2048
|
|
105,000
|
86,986
|
|
RTX Corp., Sr. Unscd. Notes
|
6.10
|
3/15/2034
|
|
75,000
|
79,101
|
|
RTX Corp., Sr. Unscd. Notes(a)
|
6.40
|
3/15/2054
|
|
75,000
|
78,335
|
|
RTX Corp., Sr. Unscd. Notes
|
7.20
|
8/15/2027
|
|
150,000
|
153,982
|
|
The Boeing Company, Sr. Unscd. Notes
|
3.50
|
3/1/2039
|
|
100,000
|
80,096
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Aerospace & Defense — .5% (continued)
|
|||||
|
The Boeing Company, Sr. Unscd. Notes
|
3.75
|
2/1/2050
|
|
125,000
|
87,149
|
|
The Boeing Company, Sr. Unscd. Notes
|
5.15
|
5/1/2030
|
|
150,000
|
150,779
|
|
The Boeing Company, Sr. Unscd. Notes
|
5.93
|
5/1/2060
|
|
100,000
|
93,429
|
|
|
|
|
|
|
1,913,099
|
|
Agriculture — .3%
|
|||||
|
Altria Group, Inc., Gtd. Notes
|
3.70
|
2/4/2051
|
|
100,000
|
66,409
|
|
Altria Group, Inc., Gtd. Notes
|
4.80
|
2/14/2029
|
|
150,000
|
150,109
|
|
Altria Group, Inc., Gtd. Notes
|
5.25
|
8/6/2035
|
|
100,000
|
98,137
|
|
BAT Capital Corp., Gtd. Notes
|
3.56
|
8/15/2027
|
|
43,000
|
42,588
|
|
BAT Capital Corp., Gtd. Notes
|
4.39
|
8/15/2037
|
|
180,000
|
160,950
|
|
BAT Capital Corp., Gtd. Notes(a)
|
5.63
|
8/15/2035
|
|
100,000
|
101,572
|
|
BAT Capital Corp., Gtd. Notes
|
5.65
|
3/16/2052
|
|
100,000
|
90,585
|
|
Bunge Ltd. Finance Corp., Gtd. Notes
|
4.20
|
9/17/2029
|
|
100,000
|
98,285
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
4.50
|
3/20/2042
|
|
150,000
|
128,145
|
|
Philip Morris International, Inc., Sr. Unscd. Notes
|
5.13
|
11/17/2027
|
|
150,000
|
151,109
|
|
|
|
|
|
|
1,087,889
|
|
Airlines — .1%
|
|||||
|
American Airlines Pass-Through Trust, Ser. 2016-1, Cl. AA
|
3.58
|
1/15/2028
|
|
285,835
|
281,796
|
|
JetBlue Airways Corp. Pass-Through Trust, Ser. 2019-1, Cl. AA
|
2.75
|
5/15/2032
|
|
208,554
|
183,858
|
|
|
|
|
|
|
465,654
|
|
Automobiles & Components — .6%
|
|||||
|
American Honda Finance Corp., Sr. Unscd. Notes
|
4.50
|
9/4/2030
|
|
200,000
|
195,799
|
|
American Honda Finance Corp., Sr. Unscd. Notes
|
4.60
|
4/17/2030
|
|
100,000
|
98,506
|
|
American Honda Finance Corp., Sr. Unscd. Notes
|
5.65
|
11/15/2028
|
|
100,000
|
102,048
|
|
American Honda Finance Corp., Sr. Unscd. Notes, Ser. A
|
5.25
|
7/8/2033
|
|
100,000
|
98,595
|
|
Cummins, Inc., Sr. Unscd. Notes
|
2.60
|
9/1/2050
|
|
100,000
|
57,145
|
|
Cummins, Inc., Sr. Unscd. Notes
|
4.90
|
2/20/2029
|
|
100,000
|
100,750
|
|
Ford Motor Credit Co. LLC, Sr. Unscd. Notes
|
6.80
|
11/7/2028
|
|
200,000
|
205,957
|
|
Ford Motor Credit Co. LLC, Sr. Unscd. Notes(a)
|
7.12
|
11/7/2033
|
|
200,000
|
210,720
|
|
General Motors Co., Sr. Unscd. Notes
|
4.20
|
10/1/2027
|
|
180,000
|
179,113
|
|
General Motors Co., Sr. Unscd. Notes
|
6.25
|
4/15/2035
|
|
100,000
|
102,995
|
|
General Motors Financial Co., Inc., Sr. Unscd. Notes
|
2.40
|
4/10/2028
|
|
150,000
|
144,360
|
|
General Motors Financial Co., Inc., Sr. Unscd. Notes
|
2.70
|
6/10/2031
|
|
30,000
|
26,764
|
|
General Motors Financial Co., Inc., Sr. Unscd. Notes
|
5.10
|
9/15/2031
|
|
100,000
|
99,427
|
|
General Motors Financial Co., Inc., Sr. Unscd. Notes
|
5.85
|
4/6/2030
|
|
100,000
|
102,613
|
|
Magna International, Inc., Sr. Unscd. Notes
|
2.45
|
6/15/2030
|
|
200,000
|
182,480
|
|
Toyota Motor Corp., Sr. Unscd. Notes(a)
|
5.12
|
7/13/2033
|
|
100,000
|
100,508
|
|
Toyota Motor Credit Corp., Sr. Unscd. Notes
|
1.65
|
1/10/2031
|
|
150,000
|
131,074
|
|
Toyota Motor Credit Corp., Sr. Unscd. Notes
|
4.63
|
1/12/2028
|
|
100,000
|
100,369
|
|
|
|
|
|
|
2,239,223
|
|
Banks — 5.4%
|
|||||
|
Australia & New Zealand Banking Group Ltd., Sr. Unscd. Notes
|
4.36
|
6/18/2028
|
|
250,000
|
249,374
|
|
Banco Santander SA, Sr. Notes
|
5.13
|
11/6/2035
|
|
200,000
|
192,497
|
|
Bank of America Corp., Sr. Unscd. Notes
|
1.90
|
7/23/2031
|
|
200,000
|
177,434
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.50
|
2/13/2031
|
|
270,000
|
248,098
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.57
|
10/20/2032
|
|
125,000
|
110,236
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.68
|
6/19/2041
|
|
145,000
|
102,195
|
|
Bank of America Corp., Sr. Unscd. Notes
|
2.97
|
2/4/2033
|
|
120,000
|
107,130
|
|
Bank of America Corp., Sr. Unscd. Notes(a)
|
2.97
|
7/21/2052
|
|
85,000
|
52,010
|
|
Bank of America Corp., Sr. Unscd. Notes
|
3.19
|
7/23/2030
|
|
130,000
|
123,906
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Banks — 5.4% (continued)
|
|||||
|
Bank of America Corp., Sr. Unscd. Notes
|
4.27
|
7/23/2029
|
|
180,000
|
178,376
|
|
Bank of America Corp., Sr. Unscd. Notes
|
4.70
|
4/23/2032
|
|
60,000
|
58,893
|
|
Bank of America Corp., Sr. Unscd. Notes
|
4.98
|
1/24/2029
|
|
100,000
|
100,401
|
|
Bank of America Corp., Sr. Unscd. Notes
|
5.16
|
1/24/2031
|
|
100,000
|
100,518
|
|
Bank of America Corp., Sr. Unscd. Notes
|
5.47
|
1/23/2035
|
|
100,000
|
100,430
|
|
Bank of America Corp., Sr. Unscd. Notes
|
5.51
|
1/24/2036
|
|
100,000
|
100,078
|
|
Bank of America Corp., Sr. Unscd. Notes
|
5.87
|
9/15/2034
|
|
150,000
|
154,323
|
|
Bank of America Corp., Sr. Unscd. Notes
|
6.20
|
11/10/2028
|
|
300,000
|
305,866
|
|
Bank of America Corp., Sub. Notes
|
3.85
|
3/8/2037
|
|
200,000
|
183,903
|
|
Bank of America Corp., Sub. Notes
|
5.49
|
4/23/2037
|
|
100,000
|
97,460
|
|
Bank of Montreal, Sr. Unscd. Notes
|
4.06
|
9/22/2028
|
|
200,000
|
198,791
|
|
Bank of Montreal, Sr. Unscd. Notes, Ser. J(a)
|
4.34
|
3/19/2030
|
|
100,000
|
98,866
|
|
BankUnited, Inc., Sub. Notes
|
5.13
|
6/11/2030
|
|
90,000
|
88,452
|
|
Barclays PLC, Sr. Unscd. Notes
|
5.86
|
8/11/2046
|
|
200,000
|
191,292
|
|
Citibank NA, Sr. Unscd. Notes
|
4.85
|
6/18/2032
|
|
250,000
|
247,088
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
3.88
|
1/24/2039
|
|
60,000
|
50,848
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
4.08
|
4/23/2029
|
|
100,000
|
98,910
|
|
Citigroup, Inc., Sr. Unscd. Notes(a)
|
4.91
|
5/24/2033
|
|
70,000
|
68,907
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
4.95
|
5/7/2031
|
|
100,000
|
99,552
|
|
Citigroup, Inc., Sr. Unscd. Notes(a)
|
6.27
|
11/17/2033
|
|
300,000
|
315,712
|
|
Citigroup, Inc., Sr. Unscd. Notes
|
6.63
|
1/15/2028
|
|
100,000
|
102,873
|
|
Citigroup, Inc., Sub. Notes
|
4.75
|
5/18/2046
|
|
100,000
|
82,739
|
|
Citigroup, Inc., Sub. Notes
|
5.83
|
2/13/2035
|
|
100,000
|
100,311
|
|
Citizens Financial Group, Inc., Sr. Unscd. Notes
|
5.84
|
1/23/2030
|
|
100,000
|
102,031
|
|
Deutsche Bank AG, Sr. Bonds(a)
|
5.06
|
4/14/2032
|
|
200,000
|
197,671
|
|
Deutsche Bank AG, Sub. Notes
|
7.08
|
2/10/2034
|
|
200,000
|
212,845
|
|
First Citizens BancShares, Inc., Sr. Unscd. Notes
|
4.87
|
3/3/2032
|
|
100,000
|
96,488
|
|
First Citizens BancShares, Inc., Sr. Unscd. Notes
|
5.23
|
3/12/2031
|
|
100,000
|
98,887
|
|
Goldman Sachs Capital I, Ltd. Gtd. Notes
|
6.35
|
2/15/2034
|
|
100,000
|
102,623
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
4.95
|
3/31/2030
|
|
400,000
|
400,767
|
|
HSBC Holdings PLC, Sr. Unscd. Notes
|
5.40
|
8/11/2033
|
|
300,000
|
300,811
|
|
HSBC Holdings PLC, Sub. Notes
|
7.40
|
11/13/2034
|
|
250,000
|
273,089
|
|
JPMorgan Chase & Co., Sr. Unscd. Bonds
|
5.04
|
7/23/2032
|
|
100,000
|
99,585
|
|
JPMorgan Chase & Co., Sr. Unscd. Bonds(a)
|
5.15
|
4/23/2037
|
|
100,000
|
97,003
|
|
JPMorgan Chase & Co., Sr. Unscd. Bonds
|
5.50
|
1/24/2036
|
|
50,000
|
50,088
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
1.76
|
11/19/2031
|
|
75,000
|
65,521
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
2.53
|
11/19/2041
|
|
80,000
|
54,587
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
2.58
|
4/22/2032
|
|
300,000
|
268,069
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
2.96
|
1/25/2033
|
|
110,000
|
98,364
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
3.90
|
1/23/2049
|
|
105,000
|
78,008
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.26
|
2/22/2048
|
|
200,000
|
158,104
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.49
|
3/24/2031
|
|
300,000
|
295,173
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.60
|
10/22/2030
|
|
100,000
|
99,011
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.81
|
10/22/2036
|
|
50,000
|
47,491
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.92
|
1/24/2029
|
|
100,000
|
100,384
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
4.95
|
10/22/2035
|
|
200,000
|
193,744
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.01
|
1/23/2030
|
|
100,000
|
100,290
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.14
|
1/24/2031
|
|
100,000
|
100,390
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.29
|
7/22/2035
|
|
200,000
|
198,381
|
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.34
|
1/23/2035
|
|
100,000
|
99,739
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Banks — 5.4% (continued)
|
|||||
|
JPMorgan Chase & Co., Sr. Unscd. Notes
|
5.77
|
4/22/2035
|
|
65,000
|
66,428
|
|
Keybank National Association, Sub. Notes(a)
|
6.95
|
2/1/2028
|
|
100,000
|
102,869
|
|
KeyCorp, Sr. Unscd. Notes(a)
|
6.40
|
3/6/2035
|
|
100,000
|
104,424
|
|
Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds
|
3.50
|
8/9/2028
|
|
200,000
|
197,143
|
|
Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds
|
3.75
|
2/15/2028
|
|
105,000
|
104,262
|
|
Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Notes
|
4.13
|
7/15/2033
|
|
200,000
|
194,955
|
|
Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Notes, Ser. GLOB
|
3.88
|
5/15/2028
|
|
200,000
|
198,775
|
|
Landwirtschaftliche Rentenbank, Govt. Gtd. Bonds(a)
|
3.63
|
10/8/2030
|
|
100,000
|
97,247
|
|
Landwirtschaftliche Rentenbank, Govt. Gtd. Notes
|
4.13
|
5/28/2030
|
|
100,000
|
99,170
|
|
Lloyds Banking Group PLC, Sr. Unscd. Notes
|
4.55
|
8/16/2028
|
|
300,000
|
299,458
|
|
Lloyds Banking Group PLC, Sr. Unscd. Notes(a)
|
5.59
|
11/26/2035
|
|
200,000
|
200,578
|
|
M&T Bank Corp., Sub. Notes(a)
|
5.30
|
4/18/2036
|
|
200,000
|
196,518
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes(a)
|
4.29
|
7/26/2038
|
|
100,000
|
91,047
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
5.24
|
4/19/2029
|
|
200,000
|
201,689
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
5.33
|
4/21/2037
|
|
200,000
|
195,391
|
|
Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes
|
5.35
|
9/13/2028
|
|
300,000
|
302,199
|
|
Mizuho Financial Group, Inc., Sr. Unscd. Notes
|
5.42
|
5/13/2036
|
|
200,000
|
198,030
|
|
Mizuho Financial Group, Inc., Sr. Unscd. Notes
|
5.67
|
5/27/2029
|
|
300,000
|
304,872
|
|
Morgan Stanley, Sr. Unscd. Notes
|
1.79
|
2/13/2032
|
|
375,000
|
323,418
|
|
Morgan Stanley, Sr. Unscd. Notes
|
2.51
|
10/20/2032
|
|
95,000
|
83,074
|
|
Morgan Stanley, Sr. Unscd. Notes
|
2.70
|
1/22/2031
|
|
175,000
|
161,726
|
|
Morgan Stanley, Sr. Unscd. Notes
|
2.94
|
1/21/2033
|
|
85,000
|
75,673
|
|
Morgan Stanley, Sr. Unscd. Notes
|
3.77
|
1/24/2029
|
|
180,000
|
177,571
|
|
Morgan Stanley, Sr. Unscd. Notes
|
4.38
|
1/22/2047
|
|
100,000
|
80,020
|
|
Morgan Stanley, Sr. Unscd. Notes
|
4.87
|
7/12/2029
|
|
100,000
|
100,012
|
|
Morgan Stanley, Sr. Unscd. Notes
|
5.12
|
2/1/2029
|
|
200,000
|
200,925
|
|
Morgan Stanley, Sr. Unscd. Notes(a)
|
5.30
|
4/10/2037
|
|
50,000
|
48,543
|
|
Morgan Stanley, Sr. Unscd. Notes
|
5.47
|
1/18/2035
|
|
100,000
|
99,718
|
|
Morgan Stanley, Sr. Unscd. Notes
|
5.66
|
4/17/2036
|
|
200,000
|
200,745
|
|
Morgan Stanley, Sr. Unscd. Notes
|
5.90
|
3/13/2047
|
|
100,000
|
96,799
|
|
Morgan Stanley, Sr. Unscd. Notes
|
6.34
|
10/18/2033
|
|
100,000
|
105,183
|
|
Morgan Stanley, Sub. Notes
|
5.95
|
1/19/2038
|
|
100,000
|
101,440
|
|
Morgan Stanley Private Bank NA, Sr. Unscd. Notes
|
4.73
|
7/18/2031
|
|
250,000
|
246,823
|
|
National Australia Bank Ltd., Sr. Unscd. Notes
|
4.31
|
6/13/2028
|
|
250,000
|
249,303
|
|
National Bank of Canada, Gtd. Notes
|
5.60
|
12/18/2028
|
|
250,000
|
255,220
|
|
NatWest Group PLC, Sr. Unscd. Notes
|
4.96
|
8/15/2030
|
|
200,000
|
199,925
|
|
Pinnacle Bank, Sr. Unscd. Notes(a)
|
5.63
|
2/15/2028
|
|
250,000
|
251,728
|
|
Royal Bank of Canada, Sr. Unscd. Notes(a)
|
5.15
|
2/1/2034
|
|
100,000
|
100,248
|
|
State Street Corp., Sr. Unscd. Notes
|
3.15
|
3/30/2031
|
|
300,000
|
283,274
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes
|
5.56
|
7/9/2034
|
|
200,000
|
201,446
|
|
Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes
|
5.80
|
7/13/2028
|
|
200,000
|
204,484
|
|
Sumitomo Mitsui Financial Group, Inc., Sub. Notes(a)
|
6.18
|
7/13/2043
|
|
100,000
|
102,293
|
|
The Bank of Nova Scotia, Sr. Unscd. Notes
|
4.74
|
11/10/2032
|
|
200,000
|
195,978
|
|
The Bank of Nova Scotia, Sr. Unscd. Notes
|
4.90
|
6/5/2032
|
|
200,000
|
197,459
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Bonds
|
4.22
|
5/1/2029
|
|
200,000
|
197,970
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
2.62
|
4/22/2032
|
|
150,000
|
133,413
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
2.65
|
10/21/2032
|
|
120,000
|
105,463
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
3.10
|
2/24/2033
|
|
130,000
|
116,263
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
3.44
|
2/24/2043
|
|
65,000
|
47,542
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
3.81
|
4/23/2029
|
|
150,000
|
147,533
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Banks — 5.4% (continued)
|
|||||
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
4.94
|
10/21/2036
|
|
75,000
|
70,961
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.07
|
1/21/2037
|
|
65,000
|
61,932
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.21
|
1/28/2031
|
|
100,000
|
100,312
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.43
|
6/3/2037
|
|
100,000
|
97,729
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.54
|
1/28/2036
|
|
100,000
|
99,279
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.54
|
1/21/2047
|
|
40,000
|
36,857
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
5.73
|
1/28/2056
|
|
200,000
|
185,735
|
|
The Goldman Sachs Group, Inc., Sr. Unscd. Notes
|
6.22
|
7/21/2057
|
|
100,000
|
99,110
|
|
The Goldman Sachs Group, Inc., Sub. Notes
|
6.75
|
10/1/2037
|
|
100,000
|
106,258
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
3.45
|
4/23/2029
|
|
180,000
|
174,386
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
5.46
|
7/21/2037
|
|
100,000
|
99,010
|
|
The PNC Financial Services Group, Inc., Sr. Unscd. Notes
|
5.68
|
1/22/2035
|
|
100,000
|
101,062
|
|
The Toronto-Dominion Bank, Sr. Unscd. Notes(a)
|
4.11
|
10/13/2028
|
|
100,000
|
98,802
|
|
Truist Financial Corp., Sr. Unscd. Notes
|
1.95
|
6/5/2030
|
|
200,000
|
179,423
|
|
Truist Financial Corp., Sr. Unscd. Notes
|
5.07
|
5/20/2031
|
|
100,000
|
99,996
|
|
U.S. Bancorp, Sr. Unscd. Notes
|
1.38
|
7/22/2030
|
|
100,000
|
87,460
|
|
U.S. Bancorp, Sr. Unscd. Notes(a)
|
5.42
|
2/12/2036
|
|
200,000
|
199,761
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
2.57
|
2/11/2031
|
|
245,000
|
225,670
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
4.15
|
1/24/2029
|
|
335,000
|
330,734
|
|
Wells Fargo & Co., Sr. Unscd. Notes(a)
|
4.89
|
9/15/2036
|
|
200,000
|
191,365
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
4.96
|
1/23/2037
|
|
60,000
|
57,268
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
5.50
|
1/23/2035
|
|
100,000
|
100,232
|
|
Wells Fargo & Co., Sr. Unscd. Notes
|
5.56
|
7/25/2034
|
|
100,000
|
100,826
|
|
Wells Fargo & Co., Sub. Notes
|
4.65
|
11/4/2044
|
|
250,000
|
204,308
|
|
Westpac Banking Corp., Sr. Unscd. Notes
|
5.05
|
4/16/2029
|
|
200,000
|
202,460
|
|
Westpac Banking Corp., Sr. Unscd. Notes
|
5.46
|
11/18/2027
|
|
100,000
|
101,350
|
|
Westpac Banking Corp., Sub. Notes
|
2.96
|
11/16/2040
|
|
100,000
|
72,033
|
|
Westpac Banking Corp., Sub. Notes(a)
|
6.82
|
11/17/2033
|
|
100,000
|
107,301
|
|
Zions Bancorp NA, Sub. Notes
|
6.82
|
11/19/2035
|
|
250,000
|
259,355
|
|
|
|
|
|
|
20,573,855
|
|
Beverage Products — .4%
|
|||||
|
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
4.70
|
2/1/2036
|
|
100,000
|
95,157
|
|
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
3.50
|
6/1/2030
|
|
100,000
|
95,696
|
|
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
5.00
|
6/15/2034
|
|
100,000
|
99,161
|
|
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
5.45
|
1/23/2039
|
|
120,000
|
119,040
|
|
Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes
|
5.80
|
1/23/2059
|
|
150,000
|
145,484
|
|
Constellation Brands, Inc., Sr. Unscd. Notes
|
2.88
|
5/1/2030
|
|
100,000
|
92,751
|
|
Diageo Capital PLC, Gtd. Notes
|
5.63
|
10/5/2033
|
|
200,000
|
205,208
|
|
Keurig Dr. Pepper, Inc., Gtd. Notes(a)
|
4.50
|
4/15/2052
|
|
100,000
|
76,983
|
|
Molson Coors Beverage Co., Gtd. Notes
|
4.20
|
7/15/2046
|
|
150,000
|
114,527
|
|
PepsiCo, Inc., Sr. Unscd. Notes(a)
|
2.63
|
7/29/2029
|
|
200,000
|
189,588
|
|
PepsiCo, Inc., Sr. Unscd. Notes
|
2.75
|
10/21/2051
|
|
40,000
|
23,609
|
|
The Coca-Cola Company, Sr. Unscd. Notes
|
2.88
|
5/5/2041
|
|
150,000
|
111,062
|
|
The Coca-Cola Company, Sr. Unscd. Notes(a)
|
5.20
|
1/14/2055
|
|
100,000
|
90,785
|
|
|
|
|
|
|
1,459,051
|
|
Building Materials — .1%
|
|||||
|
Carrier Global Corp., Sr. Unscd. Notes
|
6.20
|
3/15/2054
|
|
50,000
|
50,940
|
|
Johnson Controls International PLC/Tyco Fire & Security Finance SCA, Sr.
Unscd. Notes
|
4.90
|
12/1/2032
|
|
100,000
|
98,962
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Building Materials — .1% (continued)
|
|||||
|
Martin Marietta Materials, Inc., Sr. Unscd. Notes
|
5.50
|
12/1/2054
|
|
100,000
|
90,445
|
|
Owens Corning, Sr. Unscd. Notes
|
7.00
|
12/1/2036
|
|
69,000
|
76,138
|
|
|
|
|
|
|
316,485
|
|
Chemicals — .3%
|
|||||
|
DuPont de Nemours, Inc., Sr. Unscd. Notes(b)
|
4.73
|
11/15/2028
|
|
66,000
|
65,843
|
|
Ecolab, Inc., Sr. Unscd. Notes
|
1.30
|
1/30/2031
|
|
150,000
|
128,562
|
|
Ecolab, Inc., Sr. Unscd. Notes
|
2.13
|
8/15/2050
|
|
75,000
|
38,437
|
|
LYB International Finance III LLC, Gtd. Notes
|
6.15
|
5/15/2035
|
|
100,000
|
101,556
|
|
NewMarket Corp., Sr. Unscd. Notes
|
2.70
|
3/18/2031
|
|
100,000
|
90,003
|
|
Nutrien Ltd., Sr. Unscd. Notes
|
5.25
|
1/15/2045
|
|
116,000
|
104,277
|
|
PPG Industries, Inc., Sr. Unscd. Notes
|
4.38
|
3/15/2031
|
|
100,000
|
97,573
|
|
The Dow Chemical Company, Sr. Unscd. Notes(a)
|
3.60
|
11/15/2050
|
|
100,000
|
64,383
|
|
The Dow Chemical Company, Sr. Unscd. Notes(a)
|
6.30
|
3/15/2033
|
|
100,000
|
104,327
|
|
The Mosaic Company, Sr. Unscd. Notes
|
4.35
|
1/15/2029
|
|
200,000
|
197,679
|
|
The Mosaic Company, Sr. Unscd. Notes
|
5.38
|
11/15/2028
|
|
100,000
|
101,079
|
|
The Sherwin-Williams Company, Sr. Unscd. Notes
|
4.50
|
6/1/2047
|
|
100,000
|
81,220
|
|
Westlake Corp., Sr. Unscd. Notes
|
6.38
|
11/15/2055
|
|
100,000
|
94,566
|
|
|
|
|
|
|
1,269,505
|
|
Commercial & Professional Services — .3%
|
|||||
|
Automatic Data Processing, Inc., Sr. Unscd. Notes
|
4.75
|
5/8/2032
|
|
100,000
|
99,188
|
|
Duke University, Unscd. Bonds, Ser. 2020
|
2.76
|
10/1/2050
|
|
100,000
|
61,170
|
|
Moody’s Corp., Sr. Unscd. Notes
|
2.00
|
8/19/2031
|
|
200,000
|
174,688
|
|
PayPal Holdings, Inc., Sr. Unscd. Notes
|
2.85
|
10/1/2029
|
|
95,000
|
89,568
|
|
S&P Global, Inc., Gtd. Notes
|
2.30
|
8/15/2060
|
|
100,000
|
46,151
|
|
S&P Global, Inc., Gtd. Notes
|
2.95
|
3/1/2029
|
|
50,000
|
47,914
|
|
The Georgetown University, Sr. Unscd. Bonds(a)
|
5.12
|
4/1/2053
|
|
100,000
|
88,743
|
|
The Leland Stanford Junior University, Unscd. Bonds
|
3.65
|
5/1/2048
|
|
105,000
|
78,345
|
|
The Washington University, Sr. Unscd. Bonds, Ser. 2022(a)
|
3.52
|
4/15/2054
|
|
100,000
|
69,143
|
|
University of Southern California, Sr. Unscd. Notes
|
5.25
|
10/1/2111
|
|
40,000
|
34,617
|
|
William Marsh Rice University, Unscd. Bonds
|
3.57
|
5/15/2045
|
|
100,000
|
74,805
|
|
Yale University, Sr. Unscd. Bonds, Ser. 2025
|
4.70
|
4/15/2032
|
|
75,000
|
74,564
|
|
|
|
|
|
|
938,896
|
|
Consumer Discretionary — .2%
|
|||||
|
D.R. Horton, Inc., Gtd. Notes
|
5.00
|
10/15/2034
|
|
100,000
|
97,114
|
|
Hyatt Hotels Corp., Sr. Unscd. Notes
|
5.38
|
12/15/2031
|
|
100,000
|
100,517
|
|
Hyatt Hotels Corp., Sr. Unscd. Notes
|
5.75
|
3/30/2032
|
|
200,000
|
203,625
|
|
Las Vegas Sands Corp., Sr. Unscd. Notes
|
5.63
|
6/15/2028
|
|
100,000
|
100,945
|
|
Marriott International, Inc., Sr. Unscd. Notes
|
5.00
|
10/15/2027
|
|
200,000
|
201,038
|
|
|
|
|
|
|
703,239
|
|
Consumer Durables & Apparel — .1%
|
|||||
|
NIKE, Inc., Sr. Unscd. Notes
|
3.38
|
3/27/2050
|
|
100,000
|
67,118
|
|
Ralph Lauren Corp., Sr. Unscd. Notes
|
2.95
|
6/15/2030
|
|
200,000
|
186,352
|
|
|
|
|
|
|
253,470
|
|
Consumer Staples — .2%
|
|||||
|
Church & Dwight Co., Inc., Sr. Unscd. Notes
|
3.95
|
8/1/2047
|
|
75,000
|
57,296
|
|
Colgate-Palmolive Co., Sr. Unscd. Notes
|
3.70
|
8/1/2047
|
|
100,000
|
74,980
|
|
Kenvue, Inc., Gtd. Notes
|
5.20
|
3/22/2063
|
|
100,000
|
86,014
|
|
The Estee Lauder Companies, Inc., Sr. Unscd. Notes(a)
|
2.60
|
4/15/2030
|
|
150,000
|
138,879
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Consumer Staples — .2% (continued)
|
|||||
|
The Procter & Gamble Company, Sr. Unscd. Notes
|
1.95
|
4/23/2031
|
|
100,000
|
88,736
|
|
Unilever Capital Corp., Gtd. Notes
|
1.38
|
9/14/2030
|
|
150,000
|
131,782
|
|
|
|
|
|
|
577,687
|
|
Diversified Financials — .8%
|
|||||
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes
|
3.30
|
1/30/2032
|
|
299,000
|
270,623
|
|
Ally Financial, Inc., Sr. Unscd. Notes
|
5.74
|
5/15/2029
|
|
100,000
|
101,171
|
|
Apollo Global Management, Inc., Gtd. Notes(a)
|
5.15
|
8/12/2035
|
|
100,000
|
95,706
|
|
Ares Capital Corp., Sr. Unscd. Bonds(a)
|
5.80
|
3/8/2032
|
|
150,000
|
147,679
|
|
BlackRock, Inc., Gtd. Notes
|
5.00
|
3/14/2034
|
|
100,000
|
99,185
|
|
Blackstone Private Credit Fund, Sr. Unscd. Notes
|
5.25
|
4/1/2030
|
|
100,000
|
96,623
|
|
Blackstone Private Credit Fund, Sr. Unscd. Notes(a)
|
6.00
|
11/22/2034
|
|
100,000
|
95,094
|
|
Capital One Financial Corp., Sr. Unscd. Notes(a)
|
3.27
|
3/1/2030
|
|
200,000
|
191,835
|
|
Capital One Financial Corp., Sr. Unscd. Notes
|
5.20
|
9/11/2036
|
|
100,000
|
95,770
|
|
Golub Capital BDC, Inc., Sr. Unscd. Notes
|
7.05
|
12/5/2028
|
|
100,000
|
102,578
|
|
Intercontinental Exchange, Inc., Sr. Unscd. Notes(a)
|
3.00
|
6/15/2050
|
|
100,000
|
62,132
|
|
Intercontinental Exchange, Inc., Sr. Unscd. Notes
|
4.60
|
3/15/2033
|
|
50,000
|
48,578
|
|
Intercontinental Exchange, Inc., Sr. Unscd. Notes
|
5.20
|
6/15/2062
|
|
65,000
|
55,484
|
|
Lazard Group LLC, Sr. Unscd. Notes(a)
|
6.00
|
3/15/2031
|
|
100,000
|
102,989
|
|
Legg Mason, Inc., Gtd. Notes
|
5.63
|
1/15/2044
|
|
100,000
|
95,805
|
|
Mastercard, Inc., Sr. Unscd. Notes
|
3.35
|
3/26/2030
|
|
200,000
|
190,814
|
|
Mastercard, Inc., Sr. Unscd. Notes
|
3.85
|
3/26/2050
|
|
100,000
|
73,716
|
|
Nasdaq, Inc., Sr. Unscd. Notes
|
3.95
|
3/7/2052
|
|
84,000
|
60,189
|
|
Nomura Holdings, Inc., Sr. Unscd. Notes
|
5.55
|
7/14/2036
|
|
200,000
|
196,393
|
|
Nuveen Churchill Direct Lending Corp., Sr. Unscd. Notes
|
6.65
|
3/15/2030
|
|
50,000
|
49,968
|
|
Oaktree Specialty Lending Corp., Sr. Unscd. Notes
|
7.10
|
2/15/2029
|
|
100,000
|
101,361
|
|
Sixth Street Lending Partners, Sr. Unscd. Notes
|
6.50
|
3/11/2029
|
|
75,000
|
76,289
|
|
Sixth Street Specialty Lending, Inc., Sr. Unscd. Notes
|
6.95
|
8/14/2028
|
|
100,000
|
102,553
|
|
Sumisho Air Lease Corp., Sr. Unscd. Notes(b)
|
5.50
|
3/24/2036
|
|
100,000
|
97,500
|
|
Synchrony Financial, Sr. Unscd. Notes(a)
|
2.88
|
10/28/2031
|
|
100,000
|
87,561
|
|
The Charles Schwab Corp., Sr. Unscd. Notes(a)
|
2.90
|
3/3/2032
|
|
200,000
|
179,744
|
|
The Charles Schwab Corp., Sr. Unscd. Notes
|
5.49
|
5/21/2037
|
|
100,000
|
99,394
|
|
TPG Operating Group II LP, Gtd. Notes
|
5.88
|
3/5/2034
|
|
100,000
|
100,596
|
|
Visa, Inc., Sr. Unscd. Notes(a)
|
2.00
|
8/15/2050
|
|
140,000
|
71,277
|
|
Visa, Inc., Sr. Unscd. Notes
|
3.65
|
9/15/2047
|
|
55,000
|
40,586
|
|
|
|
|
|
|
3,189,193
|
|
Electronic Components — .1%
|
|||||
|
Jabil, Inc., Sr. Unscd. Notes
|
3.00
|
1/15/2031
|
|
100,000
|
91,014
|
|
Jabil, Inc., Sr. Unscd. Notes
|
5.45
|
2/1/2029
|
|
100,000
|
101,094
|
|
Keysight Technologies, Inc., Sr. Unscd. Notes
|
5.35
|
7/30/2030
|
|
100,000
|
101,333
|
|
TD SYNNEX Corp., Sr. Unscd. Notes
|
4.30
|
1/17/2029
|
|
100,000
|
98,334
|
|
|
|
|
|
|
391,775
|
|
Energy — 1.7%
|
|||||
|
APA Corp., Sr. Unscd. Notes(a)
|
4.25
|
1/15/2030
|
|
100,000
|
97,573
|
|
APA Corp., Sr. Unscd. Notes
|
5.35
|
7/1/2049
|
|
100,000
|
84,267
|
|
Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc., Sr. Unscd. Notes
|
4.49
|
5/1/2030
|
|
100,000
|
98,633
|
|
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc., Gtd. Notes
|
5.85
|
6/15/2056
|
|
100,000
|
94,484
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
3.94
|
9/21/2028
|
|
150,000
|
148,058
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
4.23
|
11/6/2028
|
|
100,000
|
99,181
|
|
BP Capital Markets America, Inc., Gtd. Notes
|
4.81
|
2/13/2033
|
|
100,000
|
97,970
|
|
Canadian Natural Resources Ltd., Sr. Unscd. Notes
|
6.25
|
3/15/2038
|
|
100,000
|
104,084
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Energy — 1.7% (continued)
|
|||||
|
Cenovus Energy, Inc., Sr. Unscd. Notes
|
6.75
|
11/15/2039
|
|
34,000
|
36,831
|
|
Cheniere Energy, Inc., Sr. Unscd. Notes(b)
|
5.20
|
7/30/2036
|
|
100,000
|
96,769
|
|
Chevron Corp., Sr. Unscd. Notes
|
3.08
|
5/11/2050
|
|
100,000
|
63,954
|
|
Chevron USA, Inc., Gtd. Notes(a)
|
4.50
|
10/15/2032
|
|
100,000
|
98,401
|
|
ConocoPhillips Co., Gtd. Notes(a)
|
5.05
|
9/15/2033
|
|
100,000
|
99,950
|
|
ConocoPhillips Co., Gtd. Notes
|
5.70
|
9/15/2063
|
|
100,000
|
92,385
|
|
Devon Energy Corp., Sr. Unscd. Notes(b)
|
5.90
|
2/15/2055
|
|
100,000
|
93,503
|
|
Diamondback Energy, Inc., Gtd. Notes
|
5.15
|
1/30/2030
|
|
100,000
|
100,780
|
|
Enbridge, Inc., Gtd. Notes(a)
|
4.50
|
2/15/2031
|
|
100,000
|
97,829
|
|
Enbridge, Inc., Gtd. Notes(a)
|
6.70
|
11/15/2053
|
|
150,000
|
157,328
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
3.75
|
5/15/2030
|
|
100,000
|
95,758
|
|
Energy Transfer LP, Sr. Unscd. Notes(a)
|
4.95
|
1/15/2043
|
|
100,000
|
85,669
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
5.70
|
4/1/2035
|
|
100,000
|
100,723
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
6.10
|
12/1/2028
|
|
100,000
|
102,837
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
6.25
|
4/15/2049
|
|
95,000
|
91,283
|
|
Energy Transfer LP, Sr. Unscd. Notes
|
6.55
|
12/1/2033
|
|
100,000
|
106,627
|
|
Enterprise Products Operating LLC, Gtd. Notes(a)
|
3.95
|
1/31/2060
|
|
95,000
|
66,204
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
4.25
|
2/15/2048
|
|
75,000
|
58,831
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
4.90
|
5/15/2046
|
|
100,000
|
86,533
|
|
Enterprise Products Operating LLC, Gtd. Notes
|
5.35
|
1/31/2033
|
|
100,000
|
101,380
|
|
EOG Resources, Inc., Sr. Unscd. Notes
|
3.90
|
4/1/2035
|
|
100,000
|
89,849
|
|
Equinor ASA, Gtd. Notes
|
3.63
|
4/6/2040
|
|
200,000
|
162,294
|
|
Exxon Mobil Corp., Gtd. Notes
|
3.10
|
8/16/2049
|
|
230,000
|
148,426
|
|
Halliburton Co., Sr. Unscd. Bonds
|
7.45
|
9/15/2039
|
|
100,000
|
114,345
|
|
Hess Corp., Sr. Unscd. Notes
|
5.60
|
2/15/2041
|
|
75,000
|
73,851
|
|
Kinder Morgan, Inc., Gtd. Notes(a)
|
3.60
|
2/15/2051
|
|
100,000
|
66,829
|
|
Kinder Morgan, Inc., Gtd. Notes(a)
|
5.00
|
2/1/2029
|
|
200,000
|
201,172
|
|
Marathon Petroleum Corp., Sr. Unscd. Notes
|
4.75
|
9/15/2044
|
|
150,000
|
126,675
|
|
MPLX LP, Sr. Unscd. Notes
|
5.00
|
3/1/2033
|
|
100,000
|
97,849
|
|
MPLX LP, Sr. Unscd. Notes(a)
|
6.20
|
9/15/2055
|
|
100,000
|
95,943
|
|
Occidental Petroleum Corp., Sr. Unscd. Notes
|
4.40
|
4/15/2046
|
|
100,000
|
80,184
|
|
ONEOK Partners LP, Gtd. Notes
|
6.85
|
10/15/2037
|
|
60,000
|
64,762
|
|
ONEOK, Inc., Gtd. Notes
|
5.05
|
11/1/2034
|
|
100,000
|
96,477
|
|
ONEOK, Inc., Gtd. Notes
|
5.80
|
11/1/2030
|
|
100,000
|
102,635
|
|
ONEOK, Inc., Gtd. Notes(a)
|
5.85
|
11/1/2064
|
|
100,000
|
89,460
|
|
ONEOK, Inc., Gtd. Notes(a)
|
6.25
|
10/15/2055
|
|
100,000
|
96,059
|
|
Plains All American Pipeline LP, Sr. Unscd. Notes
|
5.95
|
6/15/2035
|
|
100,000
|
101,249
|
|
Shell Finance US, Inc., Gtd. Notes
|
2.38
|
11/7/2029
|
|
200,000
|
186,528
|
|
Shell Finance US, Inc., Gtd. Notes(a)
|
4.13
|
5/11/2035
|
|
100,000
|
92,999
|
|
Shell Finance US, Inc., Gtd. Notes
|
4.75
|
1/6/2036
|
|
200,000
|
192,397
|
|
South Bow USA Infrastructure Holdings LLC, Gtd. Notes
|
4.91
|
9/1/2027
|
|
100,000
|
100,185
|
|
South Bow USA Infrastructure Holdings LLC, Gtd. Notes
|
5.03
|
10/1/2029
|
|
100,000
|
99,721
|
|
Suncor Energy, Inc., Sr. Unscd. Notes
|
4.00
|
11/15/2047
|
|
50,000
|
36,672
|
|
Targa Resources Corp., Gtd. Notes
|
4.35
|
1/15/2029
|
|
200,000
|
197,896
|
|
Targa Resources Corp., Gtd. Notes
|
6.15
|
3/1/2029
|
|
200,000
|
206,105
|
|
Tennessee Gas Pipeline Co. LLC, Gtd. Debs.
|
7.63
|
4/1/2037
|
|
70,000
|
80,501
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
5.30
|
8/15/2028
|
|
100,000
|
101,107
|
|
The Williams Companies, Inc., Sr. Unscd. Notes
|
6.30
|
4/15/2040
|
|
100,000
|
103,312
|
|
TotalEnergies Capital International SA, Gtd. Notes(a)
|
2.83
|
1/10/2030
|
|
170,000
|
160,045
|
|
TotalEnergies Capital International SA, Gtd. Notes
|
3.46
|
7/12/2049
|
|
50,000
|
34,145
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Energy — 1.7% (continued)
|
|||||
|
TransCanada PipeLines Ltd., Sr. Unscd. Notes
|
6.20
|
10/15/2037
|
|
75,000
|
77,738
|
|
TransCanada PipeLines Ltd., Sr. Unscd. Notes
|
7.63
|
1/15/2039
|
|
100,000
|
114,889
|
|
Transcontinental Gas Pipe Line Co. LLC, Sr. Unscd. Notes
|
5.75
|
3/15/2056
|
|
100,000
|
93,568
|
|
Valero Energy Corp., Sr. Unscd. Notes
|
6.63
|
6/15/2037
|
|
165,000
|
177,810
|
|
Woodside Finance Ltd., Gtd. Notes
|
4.90
|
5/19/2028
|
|
100,000
|
100,257
|
|
|
|
|
|
|
6,621,759
|
|
Environmental Control — .1%
|
|||||
|
Republic Services, Inc., Sr. Unscd. Notes
|
5.00
|
4/1/2034
|
|
100,000
|
98,789
|
|
Republic Services, Inc., Sr. Unscd. Notes(a)
|
5.15
|
3/15/2035
|
|
100,000
|
99,752
|
|
Waste Connections, Inc., Sr. Unscd. Notes
|
5.00
|
3/1/2034
|
|
100,000
|
98,513
|
|
Waste Management, Inc., Gtd. Notes
|
4.15
|
7/15/2049
|
|
100,000
|
78,008
|
|
Waste Management, Inc., Gtd. Notes
|
4.63
|
2/15/2033
|
|
100,000
|
97,837
|
|
|
|
|
|
|
472,899
|
|
Financials — .0%
|
|||||
|
The Carlyle Group, Inc., Gtd. Notes(a)
|
5.05
|
9/19/2035
|
|
100,000
|
95,160
|
|
Food Products — .4%
|
|||||
|
Conagra Brands, Inc., Sr. Unscd. Notes
|
4.85
|
11/1/2028
|
|
100,000
|
99,759
|
|
Conagra Brands, Inc., Sr. Unscd. Notes
|
5.40
|
11/1/2048
|
|
60,000
|
50,714
|
|
General Mills, Inc., Sr. Unscd. Notes
|
2.88
|
4/15/2030
|
|
150,000
|
139,414
|
|
General Mills, Inc., Sr. Unscd. Notes
|
3.00
|
2/1/2051
|
|
75,000
|
45,520
|
|
Hormel Foods Corp., Sr. Unscd. Notes
|
1.80
|
6/11/2030
|
|
200,000
|
178,898
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, Sr.
Unscd. Notes(b)
|
5.63
|
3/10/2037
|
|
100,000
|
97,629
|
|
Kraft Heinz Foods Co., Gtd. Notes
|
4.38
|
6/1/2046
|
|
22,000
|
16,944
|
|
Kraft Heinz Foods Co., Gtd. Notes(a)
|
5.20
|
3/15/2032
|
|
100,000
|
100,196
|
|
McCormick & Co., Inc., Sr. Unscd. Notes(a)
|
2.50
|
4/15/2030
|
|
150,000
|
137,756
|
|
Mondelez International, Inc., Sr. Unscd. Notes
|
2.75
|
4/13/2030
|
|
138,000
|
128,220
|
|
Mondelez International, Inc., Sr. Unscd. Notes(a)
|
5.13
|
5/6/2035
|
|
100,000
|
98,309
|
|
Pilgrim’s Pride Corp., Gtd. Notes(a)
|
6.25
|
7/1/2033
|
|
47,000
|
48,292
|
|
Sysco Corp., Gtd. Notes
|
5.38
|
9/21/2035
|
|
100,000
|
98,149
|
|
The Campbell’s Company, Sr. Unscd. Notes
|
4.15
|
3/15/2028
|
|
80,000
|
79,207
|
|
The Hershey Company, Sr. Unscd. Notes
|
4.55
|
2/24/2028
|
|
100,000
|
100,299
|
|
The Hershey Company, Sr. Unscd. Notes(a)
|
4.95
|
2/24/2032
|
|
100,000
|
100,447
|
|
The Kroger Company, Sr. Unscd. Notes
|
5.00
|
9/15/2034
|
|
100,000
|
96,951
|
|
|
|
|
|
|
1,616,704
|
|
Health Care — 2.7%
|
|||||
|
Abbott Laboratories, Sr. Unscd. Notes
|
4.90
|
11/30/2046
|
|
100,000
|
88,292
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.25
|
11/14/2028
|
|
110,000
|
109,334
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.25
|
11/21/2049
|
|
290,000
|
225,877
|
|
AbbVie, Inc., Sr. Unscd. Notes
|
4.75
|
3/15/2045
|
|
200,000
|
172,862
|
|
Aetna, Inc., Sr. Unscd. Notes
|
4.75
|
3/15/2044
|
|
50,000
|
41,617
|
|
Aetna, Inc., Sr. Unscd. Notes
|
6.63
|
6/15/2036
|
|
75,000
|
80,142
|
|
Agilent Technologies, Inc., Sr. Unscd. Notes
|
4.75
|
9/9/2034
|
|
100,000
|
96,183
|
|
Amgen, Inc., Sr. Unscd. Notes
|
2.45
|
2/21/2030
|
|
70,000
|
64,564
|
|
Amgen, Inc., Sr. Unscd. Notes
|
2.80
|
8/15/2041
|
|
200,000
|
140,715
|
|
Amgen, Inc., Sr. Unscd. Notes(a)
|
3.00
|
1/15/2052
|
|
200,000
|
122,434
|
|
Amgen, Inc., Sr. Unscd. Notes(a)
|
3.38
|
2/21/2050
|
|
60,000
|
40,437
|
|
Amgen, Inc., Sr. Unscd. Notes
|
4.66
|
6/15/2051
|
|
100,000
|
80,839
|
|
AstraZeneca Finance LLC, Gtd. Notes
|
5.00
|
2/26/2034
|
|
200,000
|
198,212
|
|
AstraZeneca PLC, Sr. Unscd. Notes
|
1.38
|
8/6/2030
|
|
100,000
|
87,799
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Health Care — 2.7% (continued)
|
|||||
|
Banner Health, Unscd. Bonds
|
2.34
|
1/1/2030
|
|
200,000
|
184,406
|
|
Baxalta, Inc., Gtd. Notes
|
5.25
|
6/23/2045
|
|
100,000
|
90,840
|
|
Becton, Dickinson & Co., Sr. Unscd. Notes
|
4.69
|
2/13/2028
|
|
100,000
|
100,092
|
|
Biogen, Inc., Sr. Unscd. Bonds(a)
|
6.45
|
5/15/2055
|
|
100,000
|
102,311
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
2.95
|
3/15/2032
|
|
55,000
|
49,719
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
3.55
|
3/15/2042
|
|
40,000
|
30,691
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
4.35
|
11/15/2047
|
|
90,000
|
71,740
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
4.55
|
2/20/2048
|
|
70,000
|
57,193
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
5.20
|
2/22/2034
|
|
100,000
|
100,454
|
|
Bristol-Myers Squibb Co., Sr. Unscd. Notes
|
5.55
|
2/22/2054
|
|
100,000
|
92,949
|
|
Cardinal Health, Inc., Sr. Unscd. Notes
|
4.60
|
3/15/2043
|
|
200,000
|
168,831
|
|
Cencora, Inc., Sr. Unscd. Notes
|
2.80
|
5/15/2030
|
|
100,000
|
92,837
|
|
CommonSpirit Health, Scd. Bonds, Ser. 2025
|
4.98
|
9/1/2035
|
|
100,000
|
95,273
|
|
CommonSpirit Health, Sr. Scd. Notes
|
5.55
|
12/1/2054
|
|
150,000
|
136,308
|
|
CVS Health Corp., Sr. Unscd. Notes
|
1.75
|
8/21/2030
|
|
85,000
|
74,977
|
|
CVS Health Corp., Sr. Unscd. Notes
|
4.30
|
3/25/2028
|
|
150,000
|
149,140
|
|
CVS Health Corp., Sr. Unscd. Notes
|
4.78
|
3/25/2038
|
|
100,000
|
91,342
|
|
CVS Health Corp., Sr. Unscd. Notes
|
5.05
|
3/25/2048
|
|
200,000
|
169,052
|
|
CVS Health Corp., Sr. Unscd. Notes
|
5.55
|
6/1/2031
|
|
100,000
|
102,045
|
|
CVS Health Corp., Sr. Unscd. Notes(a)
|
6.20
|
9/15/2055
|
|
100,000
|
97,456
|
|
Danaher Corp., Sr. Unscd. Notes
|
4.38
|
9/15/2045
|
|
100,000
|
82,124
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
2.25
|
5/15/2030
|
|
100,000
|
90,996
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
3.60
|
3/15/2051
|
|
60,000
|
40,230
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
3.65
|
12/1/2027
|
|
150,000
|
148,380
|
|
Elevance Health, Inc., Sr. Unscd. Notes
|
4.00
|
9/15/2028
|
|
100,000
|
98,677
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
4.15
|
8/14/2027
|
|
200,000
|
199,745
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
4.38
|
5/20/2031
|
|
100,000
|
98,249
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
4.75
|
2/12/2030
|
|
100,000
|
100,300
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
4.85
|
5/20/2036
|
|
100,000
|
96,869
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
5.00
|
2/9/2054
|
|
100,000
|
87,400
|
|
Eli Lilly & Co., Sr. Unscd. Notes
|
5.70
|
5/20/2066
|
|
100,000
|
95,316
|
|
Gilead Sciences, Inc., Sr. Unscd. Notes(a)
|
1.20
|
10/1/2027
|
|
80,000
|
77,162
|
|
Gilead Sciences, Inc., Sr. Unscd. Notes
|
4.15
|
3/1/2047
|
|
220,000
|
172,446
|
|
GlaxoSmithKline Capital, Inc., Gtd. Bonds
|
6.38
|
5/15/2038
|
|
150,000
|
161,131
|
|
HCA, Inc., Gtd. Notes
|
4.13
|
6/15/2029
|
|
110,000
|
107,911
|
|
HCA, Inc., Gtd. Notes
|
5.00
|
3/1/2028
|
|
200,000
|
200,939
|
|
HCA, Inc., Gtd. Notes
|
5.13
|
6/15/2039
|
|
50,000
|
46,317
|
|
HCA, Inc., Gtd. Notes
|
5.25
|
3/1/2030
|
|
200,000
|
201,563
|
|
HCA, Inc., Gtd. Notes
|
5.25
|
6/15/2049
|
|
100,000
|
85,617
|
|
Humana, Inc., Sr. Unscd. Notes
|
5.75
|
4/15/2054
|
|
100,000
|
89,083
|
|
Humana, Inc., Sr. Unscd. Notes
|
5.95
|
3/15/2034
|
|
100,000
|
101,589
|
|
Johnson & Johnson, Sr. Unscd. Notes
|
2.10
|
9/1/2040
|
|
200,000
|
135,917
|
|
Johnson & Johnson, Sr. Unscd. Notes
|
3.50
|
1/15/2048
|
|
50,000
|
36,232
|
|
Johnson & Johnson, Sr. Unscd. Notes(a)
|
4.95
|
6/1/2034
|
|
200,000
|
202,264
|
|
Kaiser Foundation Hospitals, Unscd. Bonds, Ser. 2021
|
3.00
|
6/1/2051
|
|
70,000
|
43,404
|
|
Memorial Sloan-Kettering Cancer Center, Sr. Unscd. Notes, Ser. 2015
|
4.20
|
7/1/2055
|
|
100,000
|
76,097
|
|
Merck & Co., Inc., Gtd. Notes
|
3.85
|
9/15/2027
|
|
150,000
|
149,280
|
|
Merck & Co., Inc., Gtd. Notes
|
4.55
|
9/15/2032
|
|
100,000
|
98,173
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
2.35
|
6/24/2040
|
|
50,000
|
34,578
|
|
Merck & Co., Inc., Sr. Unscd. Notes
|
2.45
|
6/24/2050
|
|
60,000
|
33,293
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Health Care — 2.7% (continued)
|
|||||
|
Merck & Co., Inc., Sr. Unscd. Notes
|
3.90
|
3/7/2039
|
|
55,000
|
47,001
|
|
Mylan, Inc., Gtd. Notes
|
5.40
|
11/29/2043
|
|
50,000
|
42,548
|
|
Northwell Healthcare, Inc., Scd. Notes(a)
|
3.98
|
11/1/2046
|
|
250,000
|
188,288
|
|
Novartis Capital Corp., Gtd. Notes(a)
|
2.20
|
8/14/2030
|
|
240,000
|
218,078
|
|
Novartis Capital Corp., Gtd. Notes
|
2.75
|
8/14/2050
|
|
60,000
|
35,950
|
|
Novartis Capital Corp., Gtd. Notes(a)
|
4.40
|
3/18/2031
|
|
100,000
|
98,336
|
|
Novartis Capital Corp., Gtd. Notes
|
4.60
|
3/18/2033
|
|
100,000
|
97,630
|
|
Pfizer Investment Enterprises Pte Ltd., Gtd. Notes
|
4.45
|
5/19/2028
|
|
100,000
|
99,791
|
|
Pfizer Investment Enterprises Pte Ltd., Gtd. Notes
|
4.75
|
5/19/2033
|
|
200,000
|
195,291
|
|
Pfizer Investment Enterprises Pte Ltd., Gtd. Notes(a)
|
5.30
|
5/19/2053
|
|
200,000
|
179,509
|
|
Pfizer, Inc., Sr. Unscd. Notes
|
2.55
|
5/28/2040
|
|
150,000
|
105,360
|
|
Providence St. Joseph Health Obligated Group, Unscd. Notes, Ser. I
|
3.74
|
10/1/2047
|
|
250,000
|
178,487
|
|
Stryker Corp., Sr. Unscd. Notes
|
4.38
|
5/15/2044
|
|
100,000
|
83,228
|
|
Stryker Corp., Sr. Unscd. Notes
|
4.85
|
12/8/2028
|
|
100,000
|
100,349
|
|
The Cigna Group, Gtd. Notes
|
3.88
|
10/15/2047
|
|
75,000
|
54,669
|
|
The Cigna Group, Gtd. Notes
|
4.38
|
10/15/2028
|
|
130,000
|
129,149
|
|
The Cigna Group, Sr. Unscd. Notes
|
4.88
|
9/15/2032
|
|
200,000
|
197,179
|
|
The Cigna Group, Sr. Unscd. Notes(a)
|
5.60
|
2/15/2054
|
|
100,000
|
92,301
|
|
Thermo Fisher Scientific, Inc., Sr. Unscd. Notes
|
2.80
|
10/15/2041
|
|
100,000
|
70,756
|
|
Trinity Health Corp., Scd. Bonds
|
4.13
|
12/1/2045
|
|
200,000
|
158,795
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
2.30
|
5/15/2031
|
|
75,000
|
66,658
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
3.05
|
5/15/2041
|
|
75,000
|
54,893
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
4.20
|
5/15/2032
|
|
45,000
|
43,246
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
4.45
|
12/15/2048
|
|
60,000
|
48,081
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
5.35
|
2/15/2033
|
|
100,000
|
101,112
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
5.38
|
4/15/2054
|
|
100,000
|
89,642
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
6.05
|
2/15/2063
|
|
100,000
|
97,186
|
|
UnitedHealth Group, Inc., Sr. Unscd. Notes
|
6.88
|
2/15/2038
|
|
210,000
|
233,704
|
|
UPMC, Scd. Bonds
|
5.04
|
5/15/2033
|
|
100,000
|
99,243
|
|
Viatris, Inc., Gtd. Notes
|
2.70
|
6/22/2030
|
|
150,000
|
136,404
|
|
Zoetis, Inc., Sr. Unscd. Notes(a)
|
3.00
|
5/15/2050
|
|
150,000
|
92,892
|
|
Zoetis, Inc., Sr. Unscd. Notes(a)
|
5.60
|
11/16/2032
|
|
100,000
|
102,439
|
|
|
|
|
|
|
10,336,440
|
|
Industrial — .6%
|
|||||
|
Caterpillar Financial Services Corp., Sr. Unscd. Notes
|
4.40
|
10/15/2027
|
|
200,000
|
200,088
|
|
Caterpillar Financial Services Corp., Sr. Unscd. Notes
|
4.60
|
11/15/2027
|
|
100,000
|
100,284
|
|
CNH Industrial Capital LLC, Gtd. Notes
|
4.55
|
4/10/2028
|
|
100,000
|
99,598
|
|
Eaton Corp., Gtd. Notes
|
4.15
|
11/2/2042
|
|
100,000
|
82,761
|
|
Eaton Corp., Gtd. Notes
|
4.20
|
3/6/2031
|
|
200,000
|
194,019
|
|
GATX Corp., Sr. Unscd. Notes
|
6.90
|
5/1/2034
|
|
100,000
|
108,317
|
|
GE Vernova, Inc., Sr. Unscd. Notes(a)
|
5.50
|
2/4/2056
|
|
75,000
|
69,212
|
|
Huntington Ingalls Industries, Inc., Gtd. Notes
|
5.75
|
1/15/2035
|
|
100,000
|
101,664
|
|
Illinois Tool Works, Inc., Sr. Unscd. Notes
|
3.90
|
9/1/2042
|
|
170,000
|
136,663
|
|
Ingersoll Rand, Inc., Sr. Unscd. Notes
|
5.18
|
6/15/2029
|
|
100,000
|
101,361
|
|
Ingersoll Rand, Inc., Sr. Unscd. Notes
|
5.45
|
6/15/2034
|
|
100,000
|
100,525
|
|
Jacobs Engineering Group, Inc., Gtd. Notes
|
6.35
|
8/18/2028
|
|
100,000
|
102,928
|
|
John Deere Capital Corp., Sr. Unscd. Notes(a)
|
4.15
|
9/15/2027
|
|
100,000
|
99,830
|
|
John Deere Capital Corp., Sr. Unscd. Notes
|
4.95
|
7/14/2028
|
|
100,000
|
101,045
|
|
John Deere Capital Corp., Sr. Unscd. Notes, Ser. I
|
4.20
|
3/10/2031
|
|
100,000
|
97,519
|
|
Otis Worldwide Corp., Sr. Unscd. Notes
|
5.13
|
11/19/2031
|
|
100,000
|
100,526
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Industrial — .6% (continued)
|
|||||
|
Parker-Hannifin Corp., Sr. Unscd. Notes
|
3.25
|
6/14/2029
|
|
200,000
|
192,158
|
|
Parker-Hannifin Corp., Sr. Unscd. Notes(a)
|
4.00
|
6/14/2049
|
|
40,000
|
30,236
|
|
Regal Rexnord Corp., Gtd. Notes
|
6.05
|
4/15/2028
|
|
150,000
|
152,866
|
|
Stanley Black & Decker, Inc., Sr. Unscd. Notes
|
2.30
|
3/15/2030
|
|
150,000
|
136,795
|
|
Xylem, Inc., Sr. Unscd. Notes
|
4.38
|
11/1/2046
|
|
75,000
|
60,501
|
|
|
|
|
|
|
2,368,896
|
|
Information Technology — .8%
|
|||||
|
Adobe, Inc., Sr. Unscd. Notes
|
4.75
|
1/17/2028
|
|
100,000
|
100,454
|
|
Cadence Design Systems, Inc., Sr. Unscd. Notes(a)
|
4.30
|
9/10/2029
|
|
100,000
|
98,557
|
|
Concentrix Corp., Sr. Unscd. Notes(a)
|
6.85
|
8/2/2033
|
|
100,000
|
91,650
|
|
Fidelity National Information Services, Inc., Sr. Unscd. Notes
|
4.45
|
3/10/2028
|
|
100,000
|
99,493
|
|
Fiserv, Inc., Sr. Unscd. Notes
|
4.55
|
2/15/2031
|
|
100,000
|
96,864
|
|
Fiserv, Inc., Sr. Unscd. Notes(a)
|
5.63
|
8/21/2033
|
|
100,000
|
99,281
|
|
Intuit, Inc., Sr. Unscd. Notes(a)
|
5.13
|
9/15/2028
|
|
200,000
|
201,969
|
|
Intuit, Inc., Sr. Unscd. Notes
|
5.50
|
6/15/2036
|
|
100,000
|
97,683
|
|
Microsoft Corp., Sr. Unscd. Notes
|
2.53
|
6/1/2050
|
|
261,000
|
146,730
|
|
Microsoft Corp., Sr. Unscd. Notes
|
2.68
|
6/1/2060
|
|
200,000
|
103,291
|
|
Oracle Corp., Sr. Unscd. Notes
|
2.88
|
3/25/2031
|
|
205,000
|
178,773
|
|
Oracle Corp., Sr. Unscd. Notes
|
2.95
|
4/1/2030
|
|
150,000
|
135,002
|
|
Oracle Corp., Sr. Unscd. Notes
|
3.85
|
7/15/2036
|
|
250,000
|
197,949
|
|
Oracle Corp., Sr. Unscd. Notes(a)
|
4.10
|
3/25/2061
|
|
210,000
|
122,825
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.50
|
5/6/2028
|
|
100,000
|
98,823
|
|
Oracle Corp., Sr. Unscd. Notes
|
4.65
|
5/6/2030
|
|
100,000
|
96,108
|
|
Oracle Corp., Sr. Unscd. Notes(a)
|
5.70
|
2/4/2036
|
|
100,000
|
92,647
|
|
Oracle Corp., Sr. Unscd. Notes(a)
|
6.25
|
11/9/2032
|
|
150,000
|
148,909
|
|
Oracle Corp., Sr. Unscd. Notes
|
6.85
|
2/4/2066
|
|
100,000
|
88,074
|
|
Oracle Corp., Sr. Unscd. Notes
|
6.90
|
11/9/2052
|
|
65,000
|
58,678
|
|
Roper Technologies, Inc., Sr. Unscd. Notes(a)
|
4.25
|
9/15/2028
|
|
100,000
|
99,064
|
|
Roper Technologies, Inc., Sr. Unscd. Notes(a)
|
5.10
|
9/15/2035
|
|
100,000
|
95,440
|
|
Salesforce, Inc., Sr. Unscd. Notes
|
2.90
|
7/15/2051
|
|
100,000
|
54,898
|
|
Salesforce, Inc., Sr. Unscd. Notes
|
4.65
|
3/15/2029
|
|
100,000
|
99,584
|
|
Salesforce, Inc., Sr. Unscd. Notes
|
5.55
|
3/15/2036
|
|
100,000
|
97,561
|
|
Salesforce, Inc., Sr. Unscd. Notes
|
6.55
|
3/15/2056
|
|
100,000
|
95,618
|
|
Synopsys, Inc., Sr. Unscd. Notes
|
5.70
|
4/1/2055
|
|
100,000
|
91,797
|
|
Take-Two Interactive Software, Inc., Sr. Unscd. Notes
|
4.95
|
3/28/2028
|
|
100,000
|
100,482
|
|
|
|
|
|
|
3,088,204
|
|
Insurance — .6%
|
|||||
|
American International Group, Inc., Sr. Unscd. Notes
|
4.75
|
4/1/2048
|
|
100,000
|
84,506
|
|
American International Group, Inc., Sr. Unscd. Notes
|
5.13
|
3/27/2033
|
|
150,000
|
148,936
|
|
Aon Corp./Aon Global Holdings PLC, Gtd. Notes
|
5.00
|
9/12/2032
|
|
100,000
|
99,221
|
|
Aon Global Ltd., Gtd. Notes
|
4.60
|
6/14/2044
|
|
100,000
|
83,404
|
|
Arthur J. Gallagher & Co., Sr. Unscd. Notes
|
3.50
|
5/20/2051
|
|
40,000
|
26,240
|
|
Athene Holding Ltd., Sr. Unscd. Notes(a)
|
6.63
|
5/19/2055
|
|
100,000
|
93,969
|
|
Berkshire Hathaway Finance Corp., Gtd. Notes
|
2.85
|
10/15/2050
|
|
150,000
|
90,465
|
|
Berkshire Hathaway Finance Corp., Gtd. Notes
|
4.20
|
8/15/2048
|
|
135,000
|
105,527
|
|
Chubb INA Holdings LLC, Gtd. Notes(a)
|
6.00
|
5/11/2037
|
|
200,000
|
208,456
|
|
Corebridge Financial, Inc., Jr. Sub. Notes(a)
|
6.38
|
9/15/2054
|
|
100,000
|
98,492
|
|
Corebridge Financial, Inc., Sr. Unscd. Notes(a)
|
4.40
|
4/5/2052
|
|
100,000
|
76,025
|
|
Fairfax Financial Holdings Ltd., Sr. Unscd. Notes
|
6.35
|
3/22/2054
|
|
100,000
|
96,949
|
|
Markel Group, Inc., Sr. Unscd. Notes(a)
|
6.00
|
5/16/2054
|
|
100,000
|
95,553
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Insurance — .6% (continued)
|
|||||
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
4.38
|
3/15/2029
|
|
70,000
|
69,459
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
4.90
|
3/15/2049
|
|
65,000
|
55,278
|
|
Marsh & McLennan Cos., Inc., Sr. Unscd. Notes
|
5.15
|
3/15/2034
|
|
100,000
|
99,040
|
|
MetLife, Inc., Sr. Unscd. Notes
|
4.05
|
3/1/2045
|
|
100,000
|
78,601
|
|
NMI Holdings, Inc., Sr. Unscd. Notes
|
6.00
|
8/15/2029
|
|
100,000
|
101,576
|
|
Principal Financial Group, Inc., Gtd. Notes
|
2.13
|
6/15/2030
|
|
150,000
|
134,921
|
|
Prudential Financial, Inc., Sr. Unscd. Notes
|
3.70
|
3/13/2051
|
|
75,000
|
52,075
|
|
Prudential Financial, Inc., Sr. Unscd. Notes(a)
|
4.60
|
5/15/2044
|
|
100,000
|
84,361
|
|
Reinsurance Group of America, Inc., Sr. Unscd. Notes
|
3.15
|
6/15/2030
|
|
150,000
|
140,018
|
|
Reinsurance Group of America, Inc., Sr. Unscd. Notes
|
5.75
|
9/15/2034
|
|
100,000
|
100,888
|
|
The Progressive Corp., Sr. Unscd. Notes
|
4.13
|
4/15/2047
|
|
70,000
|
54,401
|
|
The Travelers Companies, Inc., Sr. Unscd. Notes
|
4.05
|
3/7/2048
|
|
150,000
|
114,753
|
|
|
|
|
|
|
2,393,114
|
|
Internet Software & Services — .8%
|
|||||
|
Airbnb Inc., Sr. Unscd. Notes
|
4.40
|
3/16/2029
|
|
100,000
|
99,193
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
1.10
|
8/15/2030
|
|
100,000
|
86,903
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
4.70
|
11/15/2035
|
|
60,000
|
57,149
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
5.35
|
11/15/2045
|
|
40,000
|
36,577
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
5.45
|
11/15/2055
|
|
80,000
|
71,151
|
|
Alphabet, Inc., Sr. Unscd. Notes
|
5.65
|
2/15/2056
|
|
150,000
|
138,630
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
1.50
|
6/3/2030
|
|
100,000
|
88,471
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
2.50
|
6/3/2050
|
|
100,000
|
53,663
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
3.60
|
4/13/2032
|
|
100,000
|
93,132
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
3.90
|
11/20/2028
|
|
200,000
|
196,839
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.00
|
3/13/2029
|
|
100,000
|
98,371
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.10
|
11/20/2030
|
|
200,000
|
193,795
|
|
Amazon.com, Inc., Sr. Unscd. Notes(a)
|
4.25
|
3/13/2031
|
|
100,000
|
97,032
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
4.55
|
3/13/2033
|
|
100,000
|
96,642
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
5.55
|
11/20/2065
|
|
100,000
|
86,620
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
5.65
|
3/13/2046
|
|
100,000
|
93,591
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
6.00
|
7/9/2046
|
|
100,000
|
97,271
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
6.05
|
3/13/2076
|
|
100,000
|
92,539
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
6.10
|
7/9/2056
|
|
100,000
|
96,107
|
|
Amazon.com, Inc., Sr. Unscd. Notes
|
6.25
|
7/9/2066
|
|
100,000
|
95,922
|
|
eBay, Inc., Sr. Unscd. Notes
|
3.65
|
5/10/2051
|
|
13,000
|
8,961
|
|
Meta Platforms, Inc., Sr. Unscd. Notes(a)
|
4.75
|
8/15/2034
|
|
200,000
|
190,359
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
4.88
|
11/15/2035
|
|
110,000
|
103,240
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
4.95
|
5/15/2033
|
|
50,000
|
48,856
|
|
Meta Platforms, Inc., Sr. Unscd. Notes(a)
|
5.25
|
5/15/2036
|
|
80,000
|
76,735
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
5.40
|
8/15/2054
|
|
100,000
|
81,474
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
5.63
|
11/15/2055
|
|
130,000
|
108,837
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
5.75
|
5/15/2063
|
|
100,000
|
83,040
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
6.20
|
5/15/2046
|
|
60,000
|
56,347
|
|
Meta Platforms, Inc., Sr. Unscd. Notes
|
6.30
|
5/15/2056
|
|
95,000
|
87,267
|
|
Uber Technologies, Inc., Sr. Unscd. Notes
|
4.15
|
1/15/2031
|
|
75,000
|
72,376
|
|
|
|
|
|
|
2,887,090
|
|
Materials — .1%
|
|||||
|
Amcor Flexibles North America, Inc., Gtd. Notes(a)
|
5.10
|
3/17/2030
|
|
200,000
|
200,827
|
|
Amcor Flexibles North America, Inc., Gtd. Notes(a)
|
5.13
|
3/12/2036
|
|
100,000
|
96,492
|
|
|
|
|
|
|
297,319
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Media — .4%
|
|||||
|
Charter Communications Operating LLC/Charter Communications Operating
Capital, Sr. Scd. Notes
|
6.48
|
10/23/2045
|
|
100,000
|
86,769
|
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Bonds
|
6.65
|
2/1/2034
|
|
100,000
|
99,449
|
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Notes(a)
|
5.25
|
4/1/2053
|
|
100,000
|
73,550
|
|
Charter Communications Operating LLC/Charter Communications Operating
Capital Corp., Sr. Scd. Notes(a)
|
5.50
|
4/1/2063
|
|
100,000
|
71,290
|
|
Comcast Corp., Gtd. Notes(a)
|
1.50
|
2/15/2031
|
|
150,000
|
128,064
|
|
Comcast Corp., Gtd. Notes
|
3.90
|
3/1/2038
|
|
75,000
|
61,295
|
|
Comcast Corp., Gtd. Notes
|
4.00
|
3/1/2048
|
|
60,000
|
40,772
|
|
Comcast Corp., Gtd. Notes(a)
|
4.65
|
2/15/2033
|
|
100,000
|
95,655
|
|
Comcast Corp., Gtd. Notes
|
5.30
|
5/15/2035
|
|
100,000
|
97,634
|
|
Comcast Corp., Gtd. Notes(a)
|
5.50
|
5/15/2064
|
|
70,000
|
56,147
|
|
Comcast Corp., Gtd. Notes(a)
|
6.05
|
5/15/2055
|
|
100,000
|
90,524
|
|
Comcast Corp., Gtd. Notes
|
6.45
|
3/15/2037
|
|
150,000
|
154,616
|
|
Fox Corp., Sr. Unscd. Notes
|
6.50
|
10/13/2033
|
|
200,000
|
209,995
|
|
Space Exploration Technologies Corp., Sr. Unscd. Notes(b)
|
5.88
|
7/15/2036
|
|
100,000
|
93,480
|
|
Space Exploration Technologies Corp., Sr. Unscd. Notes(b)
|
6.60
|
7/15/2046
|
|
100,000
|
89,252
|
|
The Walt Disney Company, Gtd. Notes
|
2.00
|
9/1/2029
|
|
100,000
|
92,584
|
|
The Walt Disney Company, Gtd. Notes
|
3.50
|
5/13/2040
|
|
100,000
|
79,615
|
|
The Walt Disney Company, Gtd. Notes(a)
|
3.80
|
5/13/2060
|
|
100,000
|
68,576
|
|
|
|
|
|
|
1,689,267
|
|
Metals & Mining — .2%
|
|||||
|
Barrick PD Australia Finance Pty Ltd., Gtd. Notes
|
5.95
|
10/15/2039
|
|
100,000
|
101,233
|
|
BHP Billiton Finance USA Ltd., Gtd. Notes
|
5.25
|
9/8/2033
|
|
45,000
|
45,158
|
|
Freeport-McMoRan, Inc., Gtd. Notes
|
5.45
|
3/15/2043
|
|
65,000
|
60,469
|
|
Kinross Gold Corp., Sr. Unscd. Notes
|
6.25
|
7/15/2033
|
|
100,000
|
104,508
|
|
Newmont Corp./Newcrest Finance Pty Ltd., Gtd. Notes
|
5.35
|
3/15/2034
|
|
100,000
|
101,080
|
|
Nucor Corp., Sr. Unscd. Notes
|
2.98
|
12/15/2055
|
|
100,000
|
59,500
|
|
Rio Tinto Finance USA PLC, Gtd. Notes
|
4.88
|
3/14/2030
|
|
100,000
|
100,172
|
|
Rio Tinto Finance USA PLC, Gtd. Notes(a)
|
5.13
|
3/9/2053
|
|
100,000
|
88,050
|
|
Southern Copper Corp., Sr. Unscd. Notes
|
5.25
|
11/8/2042
|
|
150,000
|
137,369
|
|
Steel Dynamics, Inc., Sr. Unscd. Notes
|
3.25
|
10/15/2050
|
|
60,000
|
38,482
|
|
Vale Overseas Ltd., Gtd. Notes
|
3.75
|
7/8/2030
|
|
100,000
|
95,260
|
|
|
|
|
|
|
931,281
|
|
Real Estate — .9%
|
|||||
|
Alexandria Real Estate Equities, Inc., Gtd. Notes
|
2.00
|
5/18/2032
|
|
100,000
|
83,545
|
|
Alexandria Real Estate Equities, Inc., Gtd. Notes
|
4.75
|
4/15/2035
|
|
100,000
|
93,187
|
|
American Tower Corp., Sr. Unscd. Notes
|
3.80
|
8/15/2029
|
|
90,000
|
87,338
|
|
American Tower Corp., Sr. Unscd. Notes
|
5.00
|
1/31/2030
|
|
250,000
|
250,206
|
|
Boston Properties LP, Sr. Unscd. Notes(a)
|
4.50
|
12/1/2028
|
|
100,000
|
99,338
|
|
COPT Defense Properties LP, Gtd. Notes(a)
|
2.00
|
1/15/2029
|
|
100,000
|
93,458
|
|
Crown Castle, Inc., Sr. Unscd. Notes
|
2.25
|
1/15/2031
|
|
100,000
|
88,129
|
|
Crown Castle, Inc., Sr. Unscd. Notes
|
5.80
|
3/1/2034
|
|
100,000
|
100,791
|
|
Equinix, Inc., Sr. Unscd. Notes
|
3.40
|
2/15/2052
|
|
200,000
|
128,582
|
|
Essex Portfolio LP, Gtd. Notes
|
2.65
|
3/15/2032
|
|
150,000
|
131,879
|
|
First Industrial LP, Gtd. Notes
|
5.25
|
1/15/2031
|
|
100,000
|
100,074
|
|
GLP Capital LP/GLP Financing II, Inc., Gtd. Notes
|
5.63
|
3/1/2036
|
|
100,000
|
95,955
|
|
Host Hotels & Resorts LP, Sr. Unscd. Notes
|
5.70
|
6/15/2032
|
|
100,000
|
101,327
|
|
Host Hotels & Resorts LP, Sr. Unscd. Notes
|
5.70
|
7/1/2034
|
|
100,000
|
100,045
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Real Estate — .9% (continued)
|
|||||
|
Invitation Homes Operating Partnership LP, Gtd. Notes
|
5.45
|
8/15/2030
|
|
100,000
|
100,898
|
|
Invitation Homes Operating Partnership LP, Gtd. Notes
|
5.50
|
8/15/2033
|
|
100,000
|
100,454
|
|
Kimco Realty OP LLC, Gtd. Notes
|
2.70
|
10/1/2030
|
|
100,000
|
92,140
|
|
Mid-America Apartments LP, Sr. Unscd. Notes
|
5.30
|
2/15/2032
|
|
100,000
|
101,124
|
|
NNN REIT, Inc., Sr. Unscd. Notes
|
5.60
|
10/15/2033
|
|
100,000
|
101,092
|
|
Prologis LP, Sr. Unscd. Notes
|
2.25
|
4/15/2030
|
|
170,000
|
155,166
|
|
Prologis LP, Sr. Unscd. Notes
|
3.00
|
4/15/2050
|
|
35,000
|
21,920
|
|
Prologis LP, Sr. Unscd. Notes
|
4.75
|
1/15/2031
|
|
100,000
|
99,637
|
|
Realty Income Corp., Sr. Unscd. Notes
|
3.95
|
8/15/2027
|
|
100,000
|
99,602
|
|
Realty Income Corp., Sr. Unscd. Notes
|
4.70
|
12/15/2028
|
|
100,000
|
100,032
|
|
Realty Income Corp., Sr. Unscd. Notes
|
4.90
|
7/15/2033
|
|
100,000
|
97,891
|
|
Rexford Industrial Realty LP, Gtd. Notes
|
2.15
|
9/1/2031
|
|
100,000
|
86,455
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
2.65
|
7/15/2030
|
|
100,000
|
92,274
|
|
Simon Property Group LP, Sr. Unscd. Notes(a)
|
3.80
|
7/15/2050
|
|
100,000
|
71,613
|
|
Simon Property Group LP, Sr. Unscd. Notes
|
6.25
|
1/15/2034
|
|
50,000
|
52,667
|
|
Tanger Properties LP, Sr. Unscd. Notes
|
2.75
|
9/1/2031
|
|
100,000
|
89,296
|
|
UDR, Inc., Gtd. Notes
|
2.10
|
8/1/2032
|
|
100,000
|
84,320
|
|
VICI Properties LP, Sr. Unscd. Notes(a)
|
5.63
|
4/1/2035
|
|
200,000
|
196,018
|
|
Welltower OP LLC, Gtd. Notes
|
4.13
|
3/15/2029
|
|
200,000
|
197,212
|
|
|
|
|
|
|
3,493,665
|
|
Retailing — .6%
|
|||||
|
AutoZone, Inc., Sr. Unscd. Notes
|
5.13
|
6/15/2030
|
|
100,000
|
100,593
|
|
AutoZone, Inc., Sr. Unscd. Notes
|
5.20
|
8/1/2033
|
|
100,000
|
99,133
|
|
Costco Wholesale Corp., Sr. Unscd. Notes
|
1.60
|
4/20/2030
|
|
100,000
|
89,841
|
|
Dollar Tree, Inc., Sr. Unscd. Notes
|
4.20
|
5/15/2028
|
|
95,000
|
94,202
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
2.80
|
9/15/2041
|
|
100,000
|
69,057
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
3.65
|
4/5/2029
|
|
80,000
|
77,821
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
4.00
|
10/15/2028
|
|
100,000
|
98,636
|
|
Lowe’s Companies., Inc., Sr. Unscd. Notes
|
5.80
|
9/15/2062
|
|
150,000
|
138,376
|
|
McDonald’s Corp., Sr. Unscd. Notes
|
3.63
|
9/1/2049
|
|
50,000
|
34,763
|
|
McDonald’s Corp., Sr. Unscd. Notes(a)
|
5.45
|
8/14/2053
|
|
100,000
|
91,906
|
|
O’Reilly Automotive, Inc., Sr. Unscd. Notes
|
1.75
|
3/15/2031
|
|
300,000
|
260,552
|
|
Starbucks Corp., Sr. Unscd. Notes(a)
|
4.45
|
8/15/2049
|
|
100,000
|
79,335
|
|
Starbucks Corp., Sr. Unscd. Notes
|
4.80
|
2/15/2033
|
|
100,000
|
97,987
|
|
Target Corp., Sr. Unscd. Notes(a)
|
4.50
|
9/15/2032
|
|
75,000
|
74,096
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
3.35
|
4/15/2050
|
|
100,000
|
66,577
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
4.65
|
9/15/2035
|
|
100,000
|
95,720
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
4.75
|
6/25/2029
|
|
200,000
|
201,017
|
|
The Home Depot, Inc., Sr. Unscd. Notes
|
5.88
|
12/16/2036
|
|
150,000
|
155,931
|
|
Walmart, Inc., Sr. Unscd. Notes(a)
|
3.90
|
4/15/2028
|
|
100,000
|
99,349
|
|
Walmart, Inc., Sr. Unscd. Notes
|
3.95
|
6/28/2038
|
|
90,000
|
80,741
|
|
Walmart, Inc., Sr. Unscd. Notes
|
4.00
|
4/15/2030
|
|
100,000
|
98,362
|
|
Walmart, Inc., Sr. Unscd. Notes(a)
|
4.50
|
9/9/2052
|
|
150,000
|
123,975
|
|
|
|
|
|
|
2,327,970
|
|
Semiconductors & Semiconductor Equipment — .6%
|
|||||
|
Broadcom Corp./Broadcom Cayman Finance Ltd., Gtd. Notes
|
3.50
|
1/15/2028
|
|
110,000
|
108,243
|
|
Broadcom, Inc., Gtd. Notes
|
2.60
|
2/15/2033
|
|
100,000
|
84,270
|
|
Broadcom, Inc., Gtd. Notes
|
3.50
|
2/15/2041
|
|
200,000
|
150,903
|
|
Broadcom, Inc., Sr. Unscd. Notes
|
4.80
|
2/15/2036
|
|
275,000
|
254,351
|
|
Intel Corp., Sr. Unscd. Notes
|
3.25
|
11/15/2049
|
|
150,000
|
91,843
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Semiconductors & Semiconductor Equipment — .6% (continued)
|
|||||
|
Intel Corp., Sr. Unscd. Notes(a)
|
5.00
|
2/21/2031
|
|
200,000
|
199,653
|
|
Intel Corp., Sr. Unscd. Notes(a)
|
5.05
|
8/5/2062
|
|
65,000
|
50,377
|
|
Intel Corp., Sr. Unscd. Notes
|
5.13
|
2/10/2030
|
|
100,000
|
100,239
|
|
Intel Corp., Sr. Unscd. Notes
|
5.20
|
2/10/2033
|
|
100,000
|
98,934
|
|
Intel Corp., Sr. Unscd. Notes
|
5.70
|
2/10/2053
|
|
100,000
|
88,832
|
|
KLA Corp., Sr. Unscd. Notes(a)
|
5.25
|
7/15/2062
|
|
100,000
|
86,577
|
|
Microchip Technology, Inc., Gtd. Notes
|
5.05
|
3/15/2029
|
|
100,000
|
100,345
|
|
NVIDIA Corp., Sr. Unscd. Notes
|
4.35
|
6/15/2029
|
|
100,000
|
99,052
|
|
NVIDIA Corp., Sr. Unscd. Notes
|
4.75
|
6/15/2033
|
|
100,000
|
96,992
|
|
NVIDIA Corp., Sr. Unscd. Notes
|
5.55
|
6/15/2046
|
|
100,000
|
92,349
|
|
NVIDIA Corp., Sr. Unscd. Notes
|
5.63
|
6/15/2056
|
|
100,000
|
90,551
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes
|
4.30
|
8/19/2028
|
|
100,000
|
99,056
|
|
QUALCOMM, Inc., Sr. Unscd. Notes
|
4.50
|
5/20/2030
|
|
50,000
|
49,552
|
|
QUALCOMM, Inc., Sr. Unscd. Notes(a)
|
4.50
|
5/20/2052
|
|
25,000
|
19,413
|
|
QUALCOMM, Inc., Sr. Unscd. Notes(a)
|
5.40
|
5/20/2033
|
|
100,000
|
101,739
|
|
Texas Instruments, Inc., Sr. Unscd. Notes
|
4.60
|
2/8/2029
|
|
200,000
|
200,387
|
|
|
|
|
|
|
2,263,658
|
|
Supranational Bank — 1.3%
|
|||||
|
African Development Bank, Sr. Unscd. Bonds(a)
|
4.00
|
3/18/2030
|
|
200,000
|
197,468
|
|
Asian Development Bank, Sr. Unscd. Notes
|
1.50
|
3/4/2031
|
|
200,000
|
176,016
|
|
Asian Development Bank, Sr. Unscd. Notes
|
1.88
|
1/24/2030
|
|
100,000
|
92,096
|
|
Asian Development Bank, Sr. Unscd. Notes
|
2.75
|
1/19/2028
|
|
90,000
|
88,095
|
|
Asian Development Bank, Sr. Unscd. Notes
|
3.88
|
9/28/2032
|
|
100,000
|
96,629
|
|
Asian Development Bank, Sr. Unscd. Notes
|
4.00
|
1/12/2033
|
|
55,000
|
53,315
|
|
Asian Development Bank, Sr. Unscd. Notes
|
4.25
|
5/28/2031
|
|
100,000
|
99,220
|
|
Asian Development Bank, Sr. Unscd. Notes
|
4.38
|
1/14/2028
|
|
150,000
|
149,861
|
|
Asian Development Bank, Sr. Unscd. Notes
|
4.38
|
3/22/2035
|
|
200,000
|
195,994
|
|
Corp. Andina de Fomento, Sr. Unscd. Notes
|
4.13
|
1/7/2028
|
|
100,000
|
99,872
|
|
Corp. Andina de Fomento, Sr. Unscd. Notes
|
5.00
|
1/24/2029
|
|
100,000
|
101,250
|
|
Council of Europe Development Bank, Sr. Unscd. Notes
|
3.63
|
5/8/2028
|
|
100,000
|
98,670
|
|
European Investment Bank, Sr. Unscd. Bonds
|
1.63
|
10/9/2029
|
|
150,000
|
138,082
|
|
European Investment Bank, Sr. Unscd. Bonds
|
3.75
|
2/14/2033
|
|
100,000
|
95,553
|
|
European Investment Bank, Sr. Unscd. Notes
|
3.88
|
3/15/2028
|
|
130,000
|
129,114
|
|
European Investment Bank, Sr. Unscd. Notes
|
4.00
|
2/15/2029
|
|
200,000
|
198,441
|
|
European Investment Bank, Sr. Unscd. Notes(a)
|
4.38
|
8/16/2033
|
|
100,000
|
98,829
|
|
Inter-American Development Bank, Sr. Unscd. Bonds
|
4.25
|
8/11/2031
|
|
100,000
|
99,146
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
3.13
|
9/18/2028
|
|
150,000
|
146,502
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
3.50
|
9/14/2029
|
|
100,000
|
97,541
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
3.50
|
4/12/2033
|
|
100,000
|
93,879
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
3.63
|
9/17/2031
|
|
100,000
|
96,246
|
|
Inter-American Development Bank, Sr. Unscd. Notes
|
4.38
|
7/16/2035
|
|
200,000
|
195,375
|
|
Inter-American Investment Corp., Sr. Unscd. Notes
|
4.13
|
2/15/2028
|
|
100,000
|
99,554
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
1.25
|
2/10/2031
|
|
175,000
|
152,480
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
3.88
|
10/16/2029
|
|
300,000
|
295,755
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
3.88
|
2/14/2030
|
|
100,000
|
98,423
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Bonds
|
4.50
|
5/20/2036
|
|
100,000
|
98,359
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes
|
0.88
|
5/14/2030
|
|
200,000
|
175,860
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes
|
3.50
|
7/12/2028
|
|
100,000
|
98,277
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes
|
4.00
|
1/10/2031
|
|
300,000
|
294,984
|
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes
|
4.50
|
4/10/2031
|
|
300,000
|
300,922
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Supranational Bank — 1.3% (continued)
|
|||||
|
International Bank for Reconstruction & Development, Sr. Unscd. Notes
|
4.63
|
1/15/2032
|
|
115,000
|
115,826
|
|
International Finance Corp., Sr. Unscd. Notes
|
4.25
|
7/14/2031
|
|
200,000
|
198,426
|
|
Nordic Investment Bank, Sr. Unscd. Notes
|
3.38
|
9/8/2027
|
|
200,000
|
197,999
|
|
The Asian Infrastructure Investment Bank, Sr. Unscd. Bonds
|
3.75
|
9/14/2027
|
|
100,000
|
99,414
|
|
|
|
|
|
|
5,063,473
|
|
Technology Hardware & Equipment — .6%
|
|||||
|
Accenture Capital, Inc., Gtd. Notes
|
5.60
|
7/10/2036
|
|
100,000
|
99,378
|
|
Amdocs Ltd., Sr. Unscd. Notes
|
2.54
|
6/15/2030
|
|
100,000
|
90,127
|
|
Apple, Inc., Sr. Unscd. Bonds(a)
|
4.75
|
5/12/2035
|
|
100,000
|
99,012
|
|
Apple, Inc., Sr. Unscd. Notes
|
1.65
|
2/8/2031
|
|
175,000
|
154,161
|
|
Apple, Inc., Sr. Unscd. Notes
|
2.65
|
5/11/2050
|
|
120,000
|
69,701
|
|
Apple, Inc., Sr. Unscd. Notes
|
2.95
|
9/11/2049
|
|
75,000
|
46,720
|
|
Apple, Inc., Sr. Unscd. Notes
|
3.35
|
8/8/2032
|
|
45,000
|
42,064
|
|
Apple, Inc., Sr. Unscd. Notes
|
4.00
|
5/12/2028
|
|
100,000
|
99,441
|
|
Apple, Inc., Sr. Unscd. Notes(a)
|
4.10
|
8/8/2062
|
|
75,000
|
54,063
|
|
Apple, Inc., Sr. Unscd. Notes
|
4.15
|
5/10/2030
|
|
100,000
|
99,055
|
|
Apple, Inc., Sr. Unscd. Notes(a)
|
4.85
|
5/10/2053
|
|
200,000
|
175,271
|
|
Booz Allen Hamilton, Inc., Gtd. Notes(a)
|
5.95
|
8/4/2033
|
|
100,000
|
99,482
|
|
Dell International LLC/EMC Corp., Gtd. Notes(a)
|
3.45
|
12/15/2051
|
|
17,000
|
11,231
|
|
Dell International LLC/EMC Corp., Gtd. Notes(a)
|
5.40
|
4/15/2034
|
|
100,000
|
99,266
|
|
Dell International LLC/EMC Corp., Gtd. Notes
|
5.75
|
2/1/2033
|
|
200,000
|
204,034
|
|
Dell International LLC/EMC Corp., Sr. Unscd. Notes
|
8.35
|
7/15/2046
|
|
28,000
|
33,905
|
|
Hewlett Packard Enterprise Co., Sr. Unscd. Notes(a)
|
5.60
|
10/15/2054
|
|
100,000
|
87,075
|
|
International Business Machines Corp., Sr. Unscd. Notes
|
3.50
|
5/15/2029
|
|
220,000
|
212,713
|
|
International Business Machines Corp., Sr. Unscd. Notes
|
4.15
|
5/15/2039
|
|
105,000
|
87,375
|
|
International Business Machines Corp., Sr. Unscd. Notes
|
4.25
|
5/15/2049
|
|
160,000
|
115,797
|
|
Leidos, Inc., Gtd. Notes
|
2.30
|
2/15/2031
|
|
200,000
|
176,849
|
|
NetApp, Inc., Sr. Unscd. Notes
|
2.70
|
6/22/2030
|
|
200,000
|
183,118
|
|
|
|
|
|
|
2,339,838
|
|
Telecommunication Services — 1.1%
|
|||||
|
America Movil SAB de CV, Gtd. Notes
|
6.38
|
3/1/2035
|
|
100,000
|
106,220
|
|
America Movil SAB de CV, Sr. Unscd. Notes(a)
|
4.38
|
4/22/2049
|
|
100,000
|
79,817
|
|
AT&T, Inc., Sr. Unscd. Notes
|
3.50
|
9/15/2053
|
|
165,000
|
99,776
|
|
AT&T, Inc., Sr. Unscd. Notes
|
3.80
|
12/1/2057
|
|
150,000
|
92,883
|
|
AT&T, Inc., Sr. Unscd. Notes
|
4.35
|
3/1/2029
|
|
200,000
|
197,594
|
|
AT&T, Inc., Sr. Unscd. Notes
|
4.40
|
4/30/2031
|
|
200,000
|
194,408
|
|
AT&T, Inc., Sr. Unscd. Notes(a)
|
4.50
|
5/15/2035
|
|
150,000
|
137,733
|
|
AT&T, Inc., Sr. Unscd. Notes
|
4.50
|
3/9/2048
|
|
191,000
|
144,107
|
|
AT&T, Inc., Sr. Unscd. Notes(a)
|
4.75
|
4/30/2033
|
|
100,000
|
96,018
|
|
AT&T, Inc., Sr. Unscd. Notes
|
5.85
|
4/30/2046
|
|
100,000
|
91,087
|
|
British Telecommunications Ltd., Sr. Unscd. Notes
|
9.63
|
12/15/2030
|
|
100,000
|
116,927
|
|
Cisco Systems, Inc., Sr. Unscd. Notes
|
5.05
|
2/26/2034
|
|
100,000
|
99,116
|
|
Cisco Systems, Inc., Sr. Unscd. Notes
|
5.50
|
1/15/2040
|
|
125,000
|
123,892
|
|
Corning, Inc., Sr. Unscd. Notes
|
3.90
|
11/15/2049
|
|
150,000
|
108,086
|
|
Deutsche Telekom International Finance BV, Gtd. Bonds
|
8.25
|
6/15/2030
|
|
150,000
|
167,028
|
|
Motorola Solutions, Inc., Sr. Unscd. Notes
|
5.00
|
4/15/2029
|
|
100,000
|
100,595
|
|
Orange SA, Sr. Unscd. Notes
|
9.00
|
3/1/2031
|
|
150,000
|
173,017
|
|
Rogers Communications, Inc., Gtd. Bonds(a)
|
7.50
|
8/15/2038
|
|
125,000
|
137,826
|
|
Telefonica Emisiones SA, Gtd. Notes
|
5.21
|
3/8/2047
|
|
150,000
|
126,535
|
|
Telefonica Emisiones SA, Gtd. Notes
|
7.05
|
6/20/2036
|
|
50,000
|
53,871
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Telecommunication Services — 1.1% (continued)
|
|||||
|
T-Mobile USA, Inc., Gtd. Notes
|
2.05
|
2/15/2028
|
|
150,000
|
144,167
|
|
T-Mobile USA, Inc., Gtd. Notes
|
2.55
|
2/15/2031
|
|
100,000
|
89,708
|
|
T-Mobile USA, Inc., Gtd. Notes
|
4.50
|
4/15/2050
|
|
100,000
|
75,576
|
|
T-Mobile USA, Inc., Gtd. Notes
|
4.63
|
1/15/2033
|
|
100,000
|
96,142
|
|
T-Mobile USA, Inc., Gtd. Notes
|
4.95
|
11/15/2035
|
|
100,000
|
94,812
|
|
T-Mobile USA, Inc., Gtd. Notes(a)
|
5.65
|
1/15/2053
|
|
100,000
|
88,142
|
|
T-Mobile USA, Inc., Gtd. Notes
|
5.80
|
9/15/2062
|
|
100,000
|
88,133
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
2.36
|
3/15/2032
|
|
125,000
|
108,273
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
2.88
|
11/20/2050
|
|
200,000
|
114,463
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
3.70
|
3/22/2061
|
|
200,000
|
125,825
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.02
|
12/3/2029
|
|
227,000
|
221,595
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.33
|
9/21/2028
|
|
74,000
|
73,492
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
4.78
|
2/15/2035
|
|
200,000
|
189,022
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
5.00
|
1/15/2036
|
|
45,000
|
42,701
|
|
Verizon Communications, Inc., Sr. Unscd. Notes
|
5.88
|
11/30/2055
|
|
65,000
|
59,419
|
|
Vodafone Group PLC, Sr. Unscd. Notes
|
5.63
|
2/10/2053
|
|
100,000
|
88,510
|
|
Vodafone Group PLC, Sr. Unscd. Notes
|
5.75
|
2/10/2063
|
|
30,000
|
26,403
|
|
Vodafone Group PLC, Sr. Unscd. Notes
|
7.88
|
2/15/2030
|
|
13,000
|
14,216
|
|
|
|
|
|
|
4,187,135
|
|
Transportation — .4%
|
|||||
|
Burlington Northern Santa Fe LLC, Sr. Unscd. Debs.
|
6.15
|
5/1/2037
|
|
200,000
|
212,847
|
|
Canadian National Railway Co., Sr. Unscd. Notes
|
4.38
|
9/18/2034
|
|
150,000
|
142,602
|
|
Canadian Pacific Railway Co., Gtd. Notes
|
4.95
|
8/15/2045
|
|
150,000
|
133,064
|
|
CSX Corp., Sr. Unscd. Notes
|
3.80
|
3/1/2028
|
|
100,000
|
98,964
|
|
CSX Corp., Sr. Unscd. Notes
|
4.30
|
3/1/2048
|
|
50,000
|
39,918
|
|
CSX Corp., Sr. Unscd. Notes
|
4.90
|
3/15/2055
|
|
100,000
|
85,246
|
|
Norfolk Southern Corp., Sr. Unscd. Notes
|
5.05
|
8/1/2030
|
|
100,000
|
100,873
|
|
Norfolk Southern Corp., Sr. Unscd. Notes(a)
|
5.35
|
8/1/2054
|
|
100,000
|
90,025
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.80
|
4/6/2071
|
|
55,000
|
35,962
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.84
|
3/20/2060
|
|
143,000
|
97,879
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.85
|
2/14/2072
|
|
50,000
|
33,376
|
|
Union Pacific Corp., Sr. Unscd. Notes
|
3.95
|
9/10/2028
|
|
105,000
|
103,863
|
|
United Parcel Service, Inc., Sr. Unscd. Notes(a)
|
4.88
|
3/3/2033
|
|
100,000
|
99,924
|
|
United Parcel Service, Inc., Sr. Unscd. Notes
|
6.05
|
5/14/2065
|
|
100,000
|
97,420
|
|
|
|
|
|
|
1,371,963
|
|
Utilities — 2.5%
|
|||||
|
AEP Texas, Inc., Sr. Unscd. Notes, Ser. H
|
3.45
|
1/15/2050
|
|
100,000
|
65,565
|
|
Alabama Power Co., Sr. Unscd. Notes
|
3.13
|
7/15/2051
|
|
150,000
|
94,225
|
|
Ameren Illinois Co., First Mortgage Bonds(a)
|
1.55
|
11/15/2030
|
|
100,000
|
87,294
|
|
Ameren Illinois Co., First Mortgage Bonds
|
4.50
|
3/15/2049
|
|
100,000
|
81,099
|
|
American Water Capital Corp., Sr. Unscd. Notes(a)
|
3.75
|
9/1/2047
|
|
110,000
|
79,965
|
|
American Water Capital Corp., Sr. Unscd. Notes
|
5.70
|
9/1/2055
|
|
100,000
|
94,650
|
|
Arizona Public Service Co., Sr. Unscd. Notes
|
4.25
|
3/1/2049
|
|
150,000
|
114,257
|
|
Atmos Energy Corp., Sr. Unscd. Notes
|
1.50
|
1/15/2031
|
|
150,000
|
130,271
|
|
Atmos Energy Corp., Sr. Unscd. Notes
|
6.20
|
11/15/2053
|
|
100,000
|
102,110
|
|
Baltimore Gas & Electric Co., Sr. Unscd. Notes
|
5.45
|
6/1/2035
|
|
100,000
|
99,775
|
|
Berkshire Hathaway Energy Co., Sr. Unscd. Notes
|
3.80
|
7/15/2048
|
|
100,000
|
71,618
|
|
Berkshire Hathaway Energy Co., Sr. Unscd. Notes(a)
|
5.15
|
11/15/2043
|
|
100,000
|
90,680
|
|
Commonwealth Edison Co., First Mortgage Bonds
|
4.00
|
3/1/2049
|
|
100,000
|
74,652
|
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. 6-B
|
6.20
|
6/15/2036
|
|
100,000
|
105,468
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Utilities — 2.5% (continued)
|
|||||
|
Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes
|
5.50
|
3/15/2034
|
|
100,000
|
101,778
|
|
Constellation Energy Generation LLC, Sr. Unscd. Notes
|
3.90
|
1/8/2028
|
|
200,000
|
198,287
|
|
Constellation Energy Generation LLC, Sr. Unscd. Notes
|
6.25
|
10/1/2039
|
|
50,000
|
51,102
|
|
Consumers Energy Co., First Mortgage Bonds
|
2.65
|
8/15/2052
|
|
58,000
|
33,332
|
|
Consumers Energy Co., First Mortgage Bonds
|
4.90
|
2/15/2029
|
|
100,000
|
100,621
|
|
Dominion Energy, Inc., Jr. Sub. Notes
|
6.00
|
2/15/2056
|
|
100,000
|
99,047
|
|
Dominion Energy, Inc., Sr. Unscd. Notes, Ser. C
|
3.38
|
4/1/2030
|
|
200,000
|
189,602
|
|
Dominion Energy, Inc., Sr. Unscd. Notes, Ser. E
|
6.30
|
3/15/2033
|
|
100,000
|
105,049
|
|
DTE Electric Co., First Mortgage Bonds, Ser. C(a)
|
2.63
|
3/1/2031
|
|
150,000
|
136,289
|
|
Duke Energy Carolinas LLC, First Mortgage Bonds
|
3.20
|
8/15/2049
|
|
100,000
|
64,422
|
|
Duke Energy Corp., Sr. Unscd. Notes(a)
|
4.50
|
8/15/2032
|
|
200,000
|
193,233
|
|
Duke Energy Corp., Sr. Unscd. Notes
|
5.45
|
6/15/2034
|
|
200,000
|
200,769
|
|
Duke Energy Florida LLC, First Mortgage Bonds
|
6.40
|
6/15/2038
|
|
150,000
|
159,835
|
|
Duke Energy Ohio, Inc., First Mortgage Bonds
|
5.65
|
4/1/2053
|
|
100,000
|
93,184
|
|
Duke Energy Progress LLC, First Mortgage Bonds
|
5.10
|
3/15/2034
|
|
100,000
|
99,832
|
|
Duke Energy Progress NC Storm Funding LLC, Sr. Scd. Notes, Ser. A2
|
2.39
|
7/1/2037
|
|
150,000
|
126,789
|
|
Emera US Finance LP, Gtd. Notes(a)
|
4.75
|
6/15/2046
|
|
100,000
|
81,950
|
|
Entergy Arkansas LLC, First Mortgage Bonds
|
5.45
|
6/1/2034
|
|
100,000
|
101,082
|
|
Entergy Louisiana LLC, First Mortgage Bonds
|
1.60
|
12/15/2030
|
|
100,000
|
87,250
|
|
Entergy Texas, Inc., First Mortgage Bonds
|
5.80
|
9/1/2053
|
|
100,000
|
94,742
|
|
Evergy Kansas Central, Inc., First Mortgage Bonds
|
3.45
|
4/15/2050
|
|
150,000
|
101,134
|
|
Eversource Energy, Sr. Unscd. Notes
|
4.45
|
12/15/2030
|
|
100,000
|
97,549
|
|
Exelon Corp., Sr. Unscd. Notes
|
5.88
|
3/15/2055
|
|
100,000
|
93,906
|
|
FirstEnergy Transmission LLC, Sr. Unscd. Notes
|
5.00
|
1/15/2035
|
|
100,000
|
96,865
|
|
Florida Power & Light Co., First Mortgage Bonds
|
3.99
|
3/1/2049
|
|
100,000
|
74,904
|
|
Florida Power & Light Co., First Mortgage Bonds
|
4.05
|
10/1/2044
|
|
200,000
|
157,919
|
|
Idaho Power Co., First Mortgage Notes, Ser. K
|
4.20
|
3/1/2048
|
|
117,000
|
91,310
|
|
Indiana Michigan Power Co., Sr. Unscd. Notes
|
6.05
|
3/15/2037
|
|
150,000
|
156,074
|
|
Interstate Power & Light Co., Sr. Unscd. Debs.
|
3.70
|
9/15/2046
|
|
75,000
|
54,385
|
|
Interstate Power & Light Co., Sr. Unscd. Notes
|
4.10
|
9/26/2028
|
|
150,000
|
148,229
|
|
Jersey Central Power & Light Co., Sr. Unscd. Notes
|
5.10
|
1/15/2035
|
|
100,000
|
97,901
|
|
National Fuel Gas Co., Sr. Unscd. Notes
|
5.95
|
3/15/2035
|
|
100,000
|
101,729
|
|
National Rural Utilities Cooperative Finance Corp., Scd. Notes
|
4.15
|
12/15/2032
|
|
100,000
|
95,175
|
|
National Rural Utilities Cooperative Finance Corp., Sr. Unscd. Notes
|
5.15
|
6/15/2029
|
|
100,000
|
101,130
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Debs.(a)
|
5.65
|
5/1/2079
|
|
150,000
|
148,981
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes
|
4.90
|
2/28/2028
|
|
100,000
|
100,479
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes
|
5.05
|
2/28/2033
|
|
100,000
|
98,711
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes
|
5.25
|
2/28/2053
|
|
30,000
|
25,772
|
|
NextEra Energy Capital Holdings, Inc., Gtd. Notes, Ser. CC
|
6.63
|
10/1/2066
|
|
100,000
|
97,444
|
|
NiSource, Inc., Sr. Unscd. Notes
|
1.70
|
2/15/2031
|
|
150,000
|
129,957
|
|
NiSource, Inc., Sr. Unscd. Notes
|
5.30
|
5/18/2036
|
|
100,000
|
97,882
|
|
Northern States Power Co., First Mortgage Bonds
|
5.65
|
6/15/2054
|
|
100,000
|
94,413
|
|
Oglethorpe Power Corp., First Mortgage Bonds
|
5.80
|
6/1/2054
|
|
100,000
|
93,723
|
|
Ohio Power Co., Sr. Unscd. Notes
|
5.65
|
6/1/2034
|
|
100,000
|
101,479
|
|
Oncor Electric Delivery Co. LLC, Sr. Scd. Notes
|
5.80
|
4/1/2055
|
|
100,000
|
95,213
|
|
Pacific Gas & Electric Co., First Mortgage Bonds
|
4.50
|
7/1/2040
|
|
215,000
|
180,724
|
|
Pacific Gas & Electric Co., First Mortgage Bonds
|
4.95
|
7/1/2050
|
|
145,000
|
117,056
|
|
PacifiCorp, First Mortgage Bonds
|
5.30
|
2/15/2031
|
|
100,000
|
100,639
|
|
PacifiCorp, First Mortgage Bonds
|
5.80
|
1/15/2055
|
|
100,000
|
90,428
|
|
PECO Energy Co., First Mortgage Bonds
|
5.25
|
9/15/2054
|
|
100,000
|
88,612
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Corporate Bonds and Notes — 25.8% (continued)
|
|||||
|
Utilities — 2.5% (continued)
|
|||||
|
PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2
|
4.72
|
6/1/2037
|
|
100,000
|
96,829
|
|
PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A4
|
5.21
|
12/1/2047
|
|
100,000
|
91,373
|
|
PPL Electric Utilities Corp., First Mortgage Bonds
|
3.00
|
10/1/2049
|
|
100,000
|
62,979
|
|
Progress Energy, Inc., Sr. Unscd. Notes
|
7.75
|
3/1/2031
|
|
100,000
|
110,814
|
|
Public Service Co. of Colorado, First Mortgage Bonds
|
4.15
|
3/13/2029
|
|
100,000
|
98,710
|
|
Public Service Co. of Colorado, First Mortgage Bonds
|
5.15
|
9/15/2035
|
|
100,000
|
97,468
|
|
Public Service Electric & Gas Co., First Mortgage Bonds
|
5.45
|
8/1/2053
|
|
100,000
|
92,204
|
|
Public Service Enterprise Group, Inc., Sr. Unscd. Notes
|
1.60
|
8/15/2030
|
|
200,000
|
175,011
|
|
Puget Sound Energy, Inc., Sr. Scd. Notes
|
3.25
|
9/15/2049
|
|
100,000
|
65,337
|
|
San Diego Gas & Electric Co., First Mortgage Bonds, Ser. EEEE
|
5.95
|
3/15/2056
|
|
100,000
|
96,455
|
|
San Diego Gas & Electric Co., First Mortgage Bonds, Ser. UUU
|
3.32
|
4/15/2050
|
|
100,000
|
64,681
|
|
Sempra, Sr. Unscd. Notes
|
4.00
|
2/1/2048
|
|
50,000
|
36,349
|
|
Southern California Edison Co., First Mortgage Bonds(a)
|
3.65
|
2/1/2050
|
|
150,000
|
99,296
|
|
Southern California Edison Co., First Mortgage Bonds(a)
|
5.95
|
11/1/2032
|
|
100,000
|
103,274
|
|
Southern California Edison Co., First Mortgage Bonds
|
6.20
|
9/15/2055
|
|
100,000
|
95,167
|
|
Southern California Edison Co., Sr. Unscd. Notes
|
6.65
|
4/1/2029
|
|
100,000
|
103,599
|
|
Southern California Gas Co., First Mortgage Bonds
|
6.00
|
6/15/2055
|
|
100,000
|
97,569
|
|
Southern Co. Gas Capital Corp., Gtd. Notes, Ser. 21A
|
3.15
|
9/30/2051
|
|
100,000
|
62,493
|
|
Southern Co. Gas Capital Corp., Gtd. Notes, Ser. A
|
4.05
|
9/15/2028
|
|
75,000
|
74,124
|
|
Southern Power Co., Sr. Unscd. Notes
|
4.80
|
6/15/2031
|
|
100,000
|
98,950
|
|
Southern Power Co., Sr. Unscd. Notes, Ser. A
|
4.25
|
10/1/2030
|
|
120,000
|
116,965
|
|
Southwestern Electric Power Co., Sr. Unscd. Notes, Ser. M
|
4.10
|
9/15/2028
|
|
150,000
|
147,906
|
|
Southwestern Public Service Co., First Mortgage Bonds
|
3.40
|
8/15/2046
|
|
100,000
|
69,618
|
|
Tampa Electric Co., Sr. Unscd. Notes
|
4.35
|
5/15/2044
|
|
100,000
|
81,373
|
|
The Connecticut Light & Power Company, First Mortgage Bonds
|
4.95
|
8/15/2034
|
|
100,000
|
97,523
|
|
Tucson Electric Power Co., Sr. Unscd. Notes
|
4.00
|
6/15/2050
|
|
75,000
|
55,449
|
|
Virginia Electric & Power Co., Sr. Unscd. Notes
|
5.15
|
3/15/2035
|
|
100,000
|
97,721
|
|
Virginia Electric & Power Co., Sr. Unscd. Notes
|
5.30
|
8/15/2033
|
|
100,000
|
100,232
|
|
Virginia Electric & Power Co., Sr. Unscd. Notes, Ser. C
|
4.63
|
5/15/2052
|
|
100,000
|
79,968
|
|
Washington Gas Light Co., Sr. Unscd. Notes, Ser. K
|
3.80
|
9/15/2046
|
|
75,000
|
55,366
|
|
Wisconsin Electric Power Co., Sr. Unscd. Debs.
|
4.75
|
9/30/2032
|
|
100,000
|
98,919
|
|
Wisconsin Electric Power Co., Sr. Unscd. Notes
|
4.60
|
10/1/2034
|
|
100,000
|
96,441
|
|
Xcel Energy, Inc., Sr. Unscd. Notes
|
5.45
|
8/15/2033
|
|
100,000
|
100,333
|
|
|
|
|
|
|
9,760,043
|
|
Total Corporate Bonds and Notes
(cost $107,329,332)
|
|
|
98,984,899
|
||
|
Foreign Governmental — 1.4%
|
|||||
|
Canada, Sr. Unscd. Notes(a)
|
4.00
|
3/18/2030
|
|
200,000
|
197,757
|
|
Export Development Canada, Govt. Gtd. Bonds
|
4.00
|
6/20/2030
|
|
100,000
|
98,683
|
|
Export Development Canada, Govt. Gtd. Notes
|
3.88
|
2/14/2028
|
|
100,000
|
99,403
|
|
Export-Import Bank of Korea, Sr. Unscd. Notes
|
5.00
|
1/11/2028
|
|
300,000
|
302,622
|
|
Hungary, Sr. Unscd. Notes, Ser. 30Y
|
7.63
|
3/29/2041
|
|
150,000
|
172,963
|
|
Hydro-Quebec, Govt. Gtd. Debs., Ser. HK
|
9.38
|
4/15/2030
|
|
20,000
|
23,123
|
|
Indonesia, Sr. Unscd. Bonds
|
4.90
|
4/16/2036
|
|
200,000
|
188,534
|
|
Indonesia, Sr. Unscd. Notes
|
3.50
|
1/11/2028
|
|
300,000
|
296,704
|
|
Israel, Sr. Unscd. Bonds, Ser. 30Y
|
3.88
|
7/3/2050
|
|
250,000
|
173,716
|
|
Israel, Sr. Unscd. Notes, Ser. 10Y
|
5.63
|
2/19/2035
|
|
200,000
|
201,371
|
|
Japan Bank for International Cooperation, Govt. Gtd. Notes
|
2.00
|
10/17/2029
|
|
300,000
|
277,938
|
|
Mexico, Sr. Unscd. Notes
|
4.28
|
8/14/2041
|
|
300,000
|
228,150
|
|
Mexico, Sr. Unscd. Notes
|
5.00
|
4/27/2051
|
|
250,000
|
187,875
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
Foreign Governmental — 1.4% (continued)
|
|||||
|
Mexico, Sr. Unscd. Notes
|
5.55
|
1/21/2045
|
|
200,000
|
173,990
|
|
Mexico, Sr. Unscd. Notes
|
6.40
|
5/7/2054
|
|
200,000
|
180,150
|
|
Panama, Sr. Unscd. Bonds
|
3.88
|
3/17/2028
|
|
250,000
|
245,188
|
|
Panama, Sr. Unscd. Notes
|
6.40
|
2/14/2035
|
|
100,000
|
103,450
|
|
Peru, Sr. Unscd. Bonds
|
6.55
|
3/14/2037
|
|
370,000
|
393,606
|
|
Philippines, Sr. Unscd. Bonds
|
3.70
|
2/2/2042
|
|
200,000
|
152,818
|
|
Philippines, Sr. Unscd. Notes
|
5.17
|
10/13/2027
|
|
200,000
|
201,959
|
|
Philippines, Sr. Unscd. Notes
|
5.61
|
4/13/2033
|
|
200,000
|
203,667
|
|
Poland, Bonds, Ser. 10Y
|
5.38
|
2/12/2035
|
|
200,000
|
199,821
|
|
Poland, Sr. Unscd. Notes, Ser. 10Y
|
5.13
|
9/18/2034
|
|
60,000
|
59,281
|
|
Poland, Sr. Unscd. Notes, Ser. 30Y
|
5.50
|
3/18/2054
|
|
75,000
|
67,183
|
|
Province of Alberta Canada, Sr. Unscd. Notes
|
3.30
|
3/15/2028
|
|
80,000
|
78,744
|
|
Province of British Columbia Canada, Sr. Unscd. Bonds
|
4.05
|
4/23/2031
|
|
65,000
|
63,673
|
|
Province of Ontario Canada, Unscd. Bonds
|
4.85
|
6/11/2035
|
|
250,000
|
249,931
|
|
Province of Quebec Canada, Sr. Unscd. Debs., Ser. PD
|
7.50
|
9/15/2029
|
|
100,000
|
108,879
|
|
Republic of Poland, Sr. Unscd. Notes, Ser. 30Y
|
6.13
|
4/14/2056
|
|
200,000
|
192,641
|
|
Uruguay, Sr. Unscd. Bonds
|
4.98
|
4/20/2055
|
|
105,000
|
90,011
|
|
Uruguay, Sr. Unscd. Bonds
|
7.63
|
3/21/2036
|
|
300,000
|
346,050
|
|
Total Foreign Governmental
(cost $6,010,464)
|
|
|
5,559,881
|
||
|
Municipal Securities — .6%
|
|||||
|
American Municipal Power, Inc., Revenue Bonds (Combined Hydroelectric
Projects) Ser. B
|
8.08
|
2/15/2050
|
|
100,000
|
120,253
|
|
Bay Area Toll Authority, Revenue Bonds (Build America Bond) Ser. F2
|
6.26
|
4/1/2049
|
|
150,000
|
152,703
|
|
California, GO
|
3.50
|
4/1/2028
|
|
100,000
|
98,729
|
|
California, GO (Build America Bonds)
|
7.55
|
4/1/2039
|
|
150,000
|
173,103
|
|
California, GO, Refunding
|
4.88
|
9/1/2030
|
|
200,000
|
202,648
|
|
Connecticut, GO, Ser. A
|
5.85
|
3/15/2032
|
|
200,000
|
208,634
|
|
Illinois, GO
|
5.10
|
6/1/2033
|
|
183,399
|
183,484
|
|
Massachusetts, GO (Build America Bond) Ser. D
|
4.50
|
8/1/2031
|
|
200,000
|
196,314
|
|
Massachusetts School Building Authority, Revenue Bonds (Build America
Bond)
|
5.72
|
8/15/2039
|
|
100,000
|
101,342
|
|
New Jersey Turnpike Authority, Revenue Bonds, Ser. F
|
7.41
|
1/1/2040
|
|
100,000
|
114,277
|
|
New York City, GO (Sustainable Bond) Ser. B1
|
5.83
|
10/1/2053
|
|
20,000
|
19,375
|
|
New York City Municipal Water Finance Authority, Revenue Bonds (Build
America Bond)
|
5.95
|
6/15/2042
|
|
200,000
|
198,562
|
|
Oklahoma Development Finance Authority, Revenue Bonds (Oklahoma Natural
Gas Company)
|
4.71
|
5/1/2052
|
|
100,000
|
88,133
|
|
Port Authority of New York & New Jersey, Revenue Bonds, Ser. 192
|
4.81
|
10/15/2065
|
|
150,000
|
129,375
|
|
Texas, GO (Build America Bond)
|
5.52
|
4/1/2039
|
|
93,731
|
93,285
|
|
Texas Natural Gas Securitization Finance Corp., Revenue Bonds (Winter Storm
Uri)
|
5.17
|
4/1/2041
|
|
100,000
|
99,385
|
|
Total Municipal Securities
(cost $2,306,234)
|
|
|
2,179,602
|
||
|
U.S. Government Agencies Commercial Mortgage-Backed — .7%
|
|||||
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K103, Cl. A2(c)
|
2.65
|
11/25/2029
|
|
400,000
|
376,418
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K104, Cl. A2(c)
|
2.25
|
1/25/2030
|
|
400,000
|
370,886
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K106, Cl. A1(c)
|
1.78
|
10/25/2029
|
|
123,582
|
117,730
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Government Agencies Commercial Mortgage-Backed — .7% (continued)
|
|||||
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K112, Cl. A2(c)
|
1.31
|
5/25/2030
|
|
200,000
|
177,290
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K126, Cl. A2(c)
|
2.07
|
1/25/2031
|
|
400,000
|
359,201
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K1514, Cl. A2(c)
|
2.86
|
10/25/2034
|
|
400,000
|
345,102
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K1516, Cl. A2(c)
|
1.72
|
5/25/2035
|
|
200,000
|
154,659
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K1521, Cl. A2(c)
|
2.18
|
8/25/2036
|
|
300,000
|
234,150
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through
Certificates, Ser. K765, Cl. A2(c)
|
4.17
|
2/25/2033
|
|
200,000
|
192,700
|
|
Federal National Mortgage Association, ACES, Ser. 2019-M12, Cl. A2(c)
|
2.89
|
6/25/2029
|
|
231,129
|
221,314
|
|
Federal National Mortgage Association, ACES, Ser. 2020-M14, Cl. A2(c)
|
1.78
|
5/25/2030
|
|
269,864
|
244,743
|
|
Federal National Mortgage Association, ACES, Ser. 2022-M1, Cl. A2(c)
|
1.67
|
10/25/2031
|
|
100,000
|
86,003
|
|
Total U.S. Government Agencies Commercial Mortgage-Backed
(cost $3,398,549)
|
|
|
2,880,196
|
||
|
|
|
|
|
|
|
|
U.S. Government Agencies Mortgage-Backed — 25.5%
|
|||||
|
Federal Home Loan Mortgage Corp.:
|
|||||
|
1.50%, 2/1/2036-3/1/2052(c)
|
|
|
|
1,366,038
|
1,143,934
|
|
2.00%, 8/1/2028-2/1/2052(c)
|
|
|
|
7,631,422
|
6,147,777
|
|
2.50%, 3/1/2028-5/1/2052(c)
|
|
|
|
5,425,716
|
4,537,283
|
|
3.00%, 10/1/2026-3/1/2052(c)
|
|
|
|
3,229,377
|
2,867,914
|
|
3.50%, 8/1/2030-7/1/2052(c)
|
|
|
|
1,380,535
|
1,253,330
|
|
4.00%, 9/1/2035-7/1/2052(c)
|
|
|
|
1,206,675
|
1,129,303
|
|
4.50%, 8/1/2030-11/1/2052(c)
|
|
|
|
1,589,911
|
1,525,198
|
|
5.00%, 7/1/2028-2/1/2048(c)
|
|
|
|
325,803
|
324,171
|
|
5.50%, 5/1/2027-2/1/2053(c)
|
|
|
|
205,956
|
206,179
|
|
6.00%, 8/1/2028-7/1/2039(c)
|
|
|
|
155,122
|
159,532
|
|
6.33%, 8/1/2034, (1 Year U.S. Treasury Yield Curve Constant Rate +2.25%)(c),(d)
|
|
|
|
154
|
158
|
|
6.50%, 3/1/2028-9/1/2037(c)
|
|
|
|
33,477
|
35,150
|
|
7.00%, 1/1/2028-9/1/2031(c)
|
|
|
|
2,775
|
2,910
|
|
7.50%, 8/1/2027-7/1/2030(c)
|
|
|
|
174
|
177
|
|
8.00%, 8/1/2026-10/1/2031(c)
|
|
|
|
306
|
315
|
|
8.50%, 6/1/2030(c)
|
|
|
|
21
|
21
|
|
Federal National Mortgage Association:
|
|||||
|
1.50%, 9/1/2035-9/1/2051(c)
|
|
|
|
2,573,668
|
2,063,271
|
|
1.50%, 8/15/2056(c),(e)
|
|
|
|
150,000
|
111,680
|
|
2.00%, 7/1/2028-6/1/2052(c)
|
|
|
|
11,252,640
|
9,103,941
|
|
2.50%, 7/1/2027-5/1/2052(c)
|
|
|
|
8,535,819
|
7,160,824
|
|
2.50%, 8/1/2041(c),(f)
|
|
|
|
25,000
|
23,119
|
|
3.00%, 10/1/2026-3/1/2052(c)
|
|
|
|
5,847,441
|
5,158,479
|
|
3.50%, 12/1/2026-6/1/2052(c)
|
|
|
|
3,310,755
|
3,028,044
|
|
4.00%, 12/1/2030-9/1/2052(c)
|
|
|
|
3,488,298
|
3,282,164
|
|
4.00%, 8/1/2041(c),(e)
|
|
|
|
175,000
|
167,651
|
|
4.50%, 9/1/2030-4/1/2049(c)
|
|
|
|
1,040,249
|
1,006,401
|
|
4.50%, 8/1/2041-8/1/2056(c),(e)
|
|
|
|
875,000
|
833,063
|
|
5.00%, 11/1/2028-6/1/2049(c)
|
|
|
|
468,017
|
464,770
|
|
5.00%, 8/1/2041-9/1/2056(c),(e)
|
|
|
|
5,875,000
|
5,678,468
|
|
5.50%, 1/1/2032-12/1/2038(c)
|
|
|
|
248,404
|
250,333
|
|
5.50%, 8/15/2041-9/1/2056(c),(e)
|
|
|
|
7,025,000
|
6,956,449
|
|
Description
|
|
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Government Agencies Mortgage-Backed — 25.5% (continued)
|
|||||
|
6.00%, 1/1/2029-11/1/2038(c)
|
|
|
|
330,067
|
339,452
|
|
6.00%, 8/15/2041-8/1/2055(c),(e)
|
|
|
|
5,025,000
|
5,081,985
|
|
6.50%, 2/1/2028-10/1/2037(c)
|
|
|
|
74,463
|
77,133
|
|
6.50%, 8/1/2054(c),(e)
|
|
|
|
1,975,000
|
2,036,332
|
|
7.00%, 9/1/2027-7/1/2032(c)
|
|
|
|
4,619
|
4,839
|
|
7.00%, 8/15/2056(c),(e)
|
|
|
|
400,000
|
418,959
|
|
7.50%, 4/1/2027-6/1/2031(c)
|
|
|
|
2,084
|
2,112
|
|
8.00%, 5/1/2027-8/1/2030(c)
|
|
|
|
225
|
230
|
|
8.50%, 7/1/2030(c)
|
|
|
|
54
|
56
|
|
Government National Mortgage Association I:
|
|||||
|
2.50%, 2/15/2028-9/15/2046
|
|
|
|
69,044
|
58,732
|
|
3.00%, 9/15/2042-8/15/2045
|
|
|
|
330,218
|
291,041
|
|
3.50%, 11/15/2041-8/15/2045
|
|
|
|
239,966
|
218,382
|
|
4.00%, 2/15/2041-9/15/2045
|
|
|
|
273,439
|
252,987
|
|
4.50%, 3/15/2039-2/15/2041
|
|
|
|
261,192
|
253,862
|
|
5.00%, 7/15/2033-4/15/2040
|
|
|
|
328,018
|
326,953
|
|
5.50%, 2/15/2033-11/15/2038
|
|
|
|
132,123
|
133,831
|
|
6.00%, 1/15/2029-10/15/2036
|
|
|
|
36,363
|
37,276
|
|
6.50%, 9/15/2031-11/15/2033
|
|
|
|
12,192
|
12,430
|
|
7.00%, 10/15/2027-8/15/2032
|
|
|
|
7,735
|
7,901
|
|
7.50%, 12/15/2026-11/15/2030
|
|
|
|
1,622
|
1,643
|
|
8.00%, 12/15/2029-3/15/2032
|
|
|
|
1,395
|
1,444
|
|
8.25%, 6/15/2027
|
|
|
|
54
|
55
|
|
Government National Mortgage Association II:
|
|||||
|
2.00%, 9/20/2050-5/20/2052
|
|
|
|
3,735,849
|
3,000,079
|
|
2.50%, 3/20/2027-7/20/2052
|
|
|
|
3,505,885
|
2,939,310
|
|
2.50%, 8/20/2056(e)
|
|
|
|
50,000
|
41,742
|
|
3.00%, 1/20/2028-5/20/2052
|
|
|
|
3,972,380
|
3,494,915
|
|
3.50%, 9/20/2028-9/20/2052
|
|
|
|
3,547,191
|
3,207,609
|
|
4.00%, 9/20/2043-9/20/2052
|
|
|
|
1,515,961
|
1,412,556
|
|
4.50%, 7/20/2041-8/20/2052
|
|
|
|
1,262,950
|
1,210,179
|
|
4.50%, 8/20/2052(e)
|
|
|
|
525,000
|
492,166
|
|
5.00%, 9/20/2040-2/20/2049
|
|
|
|
93,490
|
92,836
|
|
5.00%, 8/20/2056-9/15/2056(e)
|
|
|
|
3,050,000
|
2,951,387
|
|
5.50%, 10/20/2031-6/20/2041
|
|
|
|
22,406
|
22,776
|
|
5.50%, 8/20/2056-9/15/2056(e)
|
|
|
|
2,800,000
|
2,781,792
|
|
6.00%, 8/20/2056-9/15/2056(e)
|
|
|
|
1,400,000
|
1,422,970
|
|
6.50%, 2/20/2028
|
|
|
|
24
|
25
|
|
6.50%, 8/20/2056-9/15/2056(e)
|
|
|
|
500,000
|
516,606
|
|
7.00%, 8/15/2056(e)
|
|
|
|
100,000
|
103,584
|
|
Total U.S. Government Agencies Mortgage-Backed
(cost $107,265,595)
|
|
|
97,870,176
|
||
|
|
Coupon
Rate (%)
|
Maturity
Date
|
|
|
|
|
U.S. Government Agencies Obligations — .5%
|
|||||
|
Federal Farm Credit Banks Funding Corp., Bonds
|
1.65
|
7/23/2035
|
|
200,000
|
153,368
|
|
Federal Home Loan Banks, Bonds
|
3.25
|
11/16/2028
|
|
500,000
|
489,144
|
|
Federal National Mortgage Association, Notes(c)
|
6.25
|
5/15/2029
|
|
540,000
|
567,064
|
|
Federal National Mortgage Association, Unscd. Notes(c)
|
0.75
|
10/8/2027
|
|
500,000
|
480,245
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Government Agencies Obligations — .5% (continued)
|
|||||
|
Tennessee Valley Authority, Sr. Unscd. Bonds
|
5.25
|
9/15/2039
|
|
150,000
|
152,112
|
|
Tennessee Valley Authority, Sr. Unscd. Bonds
|
6.15
|
1/15/2038
|
|
165,000
|
183,462
|
|
Total U.S. Government Agencies Obligations
(cost $2,047,688)
|
|
|
2,025,395
|
||
|
U.S. Treasury Securities — 45.8%
|
|||||
|
U.S. Treasury Bonds(a)
|
1.13
|
5/15/2040
|
|
300,000
|
183,147
|
|
U.S. Treasury Bonds
|
1.88
|
11/15/2051
|
|
745,000
|
387,458
|
|
U.S. Treasury Bonds
|
2.00
|
11/15/2041
|
|
95,000
|
63,242
|
|
U.S. Treasury Bonds
|
2.00
|
8/15/2051
|
|
300,000
|
161,813
|
|
U.S. Treasury Bonds
|
2.25
|
8/15/2049
|
|
705,000
|
416,556
|
|
U.S. Treasury Bonds
|
2.25
|
2/15/2052
|
|
870,000
|
496,546
|
|
U.S. Treasury Bonds
|
2.38
|
2/15/2042
|
|
195,000
|
136,732
|
|
U.S. Treasury Bonds
|
2.38
|
11/15/2049
|
|
425,000
|
257,357
|
|
U.S. Treasury Bonds(a)
|
2.38
|
5/15/2051
|
|
895,000
|
531,266
|
|
U.S. Treasury Bonds
|
2.50
|
2/15/2046
|
|
800,000
|
527,094
|
|
U.S. Treasury Bonds
|
2.50
|
5/15/2046
|
|
510,000
|
334,717
|
|
U.S. Treasury Bonds
|
2.75
|
8/15/2042
|
|
310,000
|
227,608
|
|
U.S. Treasury Bonds
|
2.75
|
11/15/2042
|
|
1,022,000
|
746,459
|
|
U.S. Treasury Bonds
|
2.75
|
8/15/2047
|
|
270,000
|
182,203
|
|
U.S. Treasury Bonds
|
2.75
|
11/15/2047
|
|
85,000
|
57,172
|
|
U.S. Treasury Bonds
|
2.88
|
5/15/2043
|
|
2,040,000
|
1,503,623
|
|
U.S. Treasury Bonds
|
2.88
|
5/15/2049
|
|
2,386,000
|
1,614,092
|
|
U.S. Treasury Bonds
|
2.88
|
5/15/2052
|
|
2,415,000
|
1,587,155
|
|
U.S. Treasury Bonds
|
3.00
|
5/15/2042
|
|
320,000
|
245,113
|
|
U.S. Treasury Bonds
|
3.00
|
2/15/2048
|
|
140,000
|
98,339
|
|
U.S. Treasury Bonds
|
3.00
|
8/15/2048
|
|
645,000
|
450,517
|
|
U.S. Treasury Bonds
|
3.00
|
2/15/2049
|
|
185,000
|
128,524
|
|
U.S. Treasury Bonds
|
3.00
|
8/15/2052
|
|
1,265,000
|
852,096
|
|
U.S. Treasury Bonds
|
3.13
|
11/15/2041
|
|
190,000
|
149,632
|
|
U.S. Treasury Bonds
|
3.13
|
2/15/2042
|
|
175,000
|
137,102
|
|
U.S. Treasury Bonds
|
3.13
|
2/15/2043
|
|
365,000
|
280,465
|
|
U.S. Treasury Bonds
|
3.13
|
5/15/2048
|
|
180,000
|
129,002
|
|
U.S. Treasury Bonds
|
3.25
|
5/15/2042
|
|
245,000
|
194,143
|
|
U.S. Treasury Bonds
|
3.38
|
8/15/2042
|
|
540,000
|
433,434
|
|
U.S. Treasury Bonds
|
3.38
|
5/15/2044
|
|
640,000
|
500,650
|
|
U.S. Treasury Bonds
|
3.38
|
11/15/2048
|
|
1,285,000
|
958,680
|
|
U.S. Treasury Bonds
|
3.63
|
8/15/2043
|
|
615,000
|
503,363
|
|
U.S. Treasury Bonds
|
3.63
|
2/15/2044
|
|
1,798,000
|
1,462,771
|
|
U.S. Treasury Bonds
|
3.63
|
2/15/2053
|
|
375,000
|
285,315
|
|
U.S. Treasury Bonds
|
3.63
|
5/15/2053
|
|
1,770,000
|
1,345,165
|
|
U.S. Treasury Bonds
|
3.75
|
8/15/2041
|
|
125,000
|
107,305
|
|
U.S. Treasury Bonds
|
3.75
|
11/15/2043
|
|
1,730,000
|
1,436,373
|
|
U.S. Treasury Bonds
|
3.88
|
8/15/2040
|
|
50,000
|
44,246
|
|
U.S. Treasury Bonds
|
3.88
|
2/15/2043
|
|
1,015,000
|
864,851
|
|
U.S. Treasury Bonds
|
3.88
|
5/15/2043
|
|
1,055,000
|
896,585
|
|
U.S. Treasury Bonds
|
4.00
|
11/15/2042
|
|
350,000
|
304,015
|
|
U.S. Treasury Bonds(a)
|
4.00
|
11/15/2052
|
|
290,000
|
236,276
|
|
U.S. Treasury Bonds
|
4.13
|
8/15/2044
|
|
710,000
|
616,729
|
|
U.S. Treasury Bonds
|
4.13
|
8/15/2053
|
|
1,665,000
|
1,384,812
|
|
U.S. Treasury Bonds
|
4.25
|
5/15/2039
|
|
880,000
|
826,461
|
|
U.S. Treasury Bonds
|
4.25
|
2/15/2054
|
|
720,000
|
611,466
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Treasury Securities — 45.8% (continued)
|
|||||
|
U.S. Treasury Bonds(a)
|
4.25
|
8/15/2054
|
|
1,170,000
|
993,860
|
|
U.S. Treasury Bonds
|
4.38
|
2/15/2038
|
|
180,000
|
174,069
|
|
U.S. Treasury Bonds
|
4.38
|
11/15/2039
|
|
65,000
|
61,339
|
|
U.S. Treasury Bonds
|
4.38
|
5/15/2040
|
|
580,000
|
544,362
|
|
U.S. Treasury Bonds
|
4.38
|
5/15/2041
|
|
550,000
|
509,728
|
|
U.S. Treasury Bonds
|
4.38
|
8/15/2043
|
|
465,000
|
420,498
|
|
U.S. Treasury Bonds(a)
|
4.50
|
8/15/2039
|
|
160,000
|
153,338
|
|
U.S. Treasury Bonds
|
4.50
|
2/15/2044
|
|
415,000
|
379,822
|
|
U.S. Treasury Bonds
|
4.50
|
11/15/2054
|
|
435,000
|
385,451
|
|
U.S. Treasury Bonds
|
4.63
|
5/15/2044
|
|
335,000
|
311,066
|
|
U.S. Treasury Bonds
|
4.63
|
11/15/2044
|
|
150,000
|
138,908
|
|
U.S. Treasury Bonds
|
4.63
|
11/15/2045
|
|
650,000
|
599,371
|
|
U.S. Treasury Bonds
|
4.63
|
2/15/2046
|
|
220,000
|
202,727
|
|
U.S. Treasury Bonds
|
4.63
|
5/15/2054
|
|
1,300,000
|
1,175,941
|
|
U.S. Treasury Bonds
|
4.63
|
2/15/2055
|
|
800,000
|
723,688
|
|
U.S. Treasury Bonds(a)
|
4.63
|
11/15/2055
|
|
585,000
|
529,471
|
|
U.S. Treasury Bonds(a)
|
4.75
|
2/15/2041
|
|
725,000
|
702,315
|
|
U.S. Treasury Bonds
|
4.75
|
11/15/2043
|
|
85,000
|
80,403
|
|
U.S. Treasury Bonds
|
4.75
|
11/15/2053
|
|
1,750,000
|
1,613,042
|
|
U.S. Treasury Bonds
|
4.75
|
8/15/2055
|
|
550,000
|
507,955
|
|
U.S. Treasury Bonds(a)
|
4.75
|
2/15/2056
|
|
345,000
|
318,882
|
|
U.S. Treasury Bonds
|
4.88
|
8/15/2045
|
|
265,000
|
252,599
|
|
U.S. Treasury Bonds
|
5.00
|
5/15/2037
|
|
695,000
|
712,714
|
|
U.S. Treasury Bonds
|
5.00
|
5/15/2045
|
|
400,000
|
387,633
|
|
U.S. Treasury Bonds(a)
|
5.00
|
5/15/2046
|
|
200,000
|
193,484
|
|
U.S. Treasury Bonds
|
5.00
|
5/15/2056
|
|
700,000
|
673,367
|
|
U.S. Treasury Bonds
|
5.25
|
11/15/2028
|
|
5,000
|
5,105
|
|
U.S. Treasury Bonds
|
5.25
|
2/15/2029
|
|
205,000
|
210,149
|
|
U.S. Treasury Bonds
|
5.38
|
2/15/2031
|
|
25,000
|
26,005
|
|
U.S. Treasury Bonds
|
6.13
|
11/15/2027
|
|
85,000
|
87,022
|
|
U.S. Treasury Bonds
|
6.25
|
5/15/2030
|
|
175,000
|
186,361
|
|
U.S. Treasury Notes
|
0.38
|
9/30/2027
|
|
1,370,000
|
1,311,561
|
|
U.S. Treasury Notes
|
0.50
|
10/31/2027
|
|
1,725,000
|
1,648,521
|
|
U.S. Treasury Notes
|
0.63
|
12/31/2027
|
|
775,000
|
737,128
|
|
U.S. Treasury Notes
|
0.63
|
5/15/2030
|
|
1,710,000
|
1,488,234
|
|
U.S. Treasury Notes
|
0.63
|
8/15/2030
|
|
1,796,000
|
1,548,103
|
|
U.S. Treasury Notes
|
0.88
|
11/15/2030
|
|
685,000
|
591,602
|
|
U.S. Treasury Notes
|
1.13
|
2/15/2031
|
|
2,155,000
|
1,867,863
|
|
U.S. Treasury Notes
|
1.25
|
5/31/2028
|
|
770,000
|
729,620
|
|
U.S. Treasury Notes
|
1.25
|
6/30/2028
|
|
1,625,000
|
1,535,974
|
|
U.S. Treasury Notes
|
1.25
|
9/30/2028
|
|
265,000
|
248,494
|
|
U.S. Treasury Notes(a)
|
1.25
|
8/15/2031
|
|
2,465,000
|
2,113,304
|
|
U.S. Treasury Notes
|
1.38
|
10/31/2028
|
|
1,750,000
|
1,641,548
|
|
U.S. Treasury Notes(a)
|
1.50
|
11/30/2028
|
|
860,000
|
807,090
|
|
U.S. Treasury Notes
|
1.50
|
2/15/2030
|
|
1,445,000
|
1,310,688
|
|
U.S. Treasury Notes
|
1.63
|
8/15/2029
|
|
300,000
|
277,318
|
|
U.S. Treasury Notes
|
2.25
|
11/15/2027
|
|
1,970,000
|
1,922,097
|
|
U.S. Treasury Notes
|
2.38
|
3/31/2029
|
|
1,560,000
|
1,484,285
|
|
U.S. Treasury Notes
|
2.63
|
2/15/2029
|
|
565,000
|
542,312
|
|
U.S. Treasury Notes
|
2.75
|
5/31/2029
|
|
210,000
|
201,288
|
|
U.S. Treasury Notes(a)
|
3.13
|
11/15/2028
|
|
890,000
|
867,524
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Treasury Securities — 45.8% (continued)
|
|||||
|
U.S. Treasury Notes
|
3.38
|
9/15/2027
|
|
530,000
|
525,383
|
|
U.S. Treasury Notes
|
3.38
|
11/30/2027
|
|
1,075,000
|
1,063,368
|
|
U.S. Treasury Notes(a)
|
3.38
|
12/31/2027
|
|
1,060,000
|
1,047,578
|
|
U.S. Treasury Notes(a)
|
3.38
|
2/29/2028
|
|
855,000
|
843,845
|
|
U.S. Treasury Notes(a)
|
3.38
|
9/15/2028
|
|
1,025,000
|
1,006,182
|
|
U.S. Treasury Notes
|
3.38
|
5/15/2033
|
|
1,115,000
|
1,038,888
|
|
U.S. Treasury Notes
|
3.50
|
9/30/2027
|
|
1,105,000
|
1,096,497
|
|
U.S. Treasury Notes
|
3.50
|
10/31/2027
|
|
715,000
|
708,855
|
|
U.S. Treasury Notes
|
3.50
|
1/31/2028
|
|
670,000
|
662,803
|
|
U.S. Treasury Notes
|
3.50
|
4/30/2028
|
|
825,000
|
814,510
|
|
U.S. Treasury Notes
|
3.50
|
10/15/2028
|
|
910,000
|
894,804
|
|
U.S. Treasury Notes
|
3.50
|
11/15/2028
|
|
905,000
|
889,233
|
|
U.S. Treasury Notes
|
3.50
|
12/15/2028
|
|
140,000
|
137,479
|
|
U.S. Treasury Notes(a)
|
3.50
|
1/15/2029
|
|
700,000
|
686,848
|
|
U.S. Treasury Notes(a)
|
3.50
|
2/15/2029
|
|
700,000
|
686,301
|
|
U.S. Treasury Notes(a)
|
3.50
|
3/15/2029
|
|
765,000
|
749,640
|
|
U.S. Treasury Notes
|
3.50
|
1/31/2030
|
|
35,000
|
34,022
|
|
U.S. Treasury Notes
|
3.50
|
4/30/2030
|
|
120,000
|
116,381
|
|
U.S. Treasury Notes
|
3.50
|
11/30/2030
|
|
1,090,000
|
1,051,169
|
|
U.S. Treasury Notes
|
3.50
|
2/15/2033
|
|
855,000
|
805,186
|
|
U.S. Treasury Notes
|
3.63
|
8/31/2027
|
|
460,000
|
457,341
|
|
U.S. Treasury Notes(a)
|
3.63
|
3/31/2028
|
|
910,000
|
900,847
|
|
U.S. Treasury Notes
|
3.63
|
5/31/2028
|
|
700,000
|
692,166
|
|
U.S. Treasury Notes
|
3.63
|
8/15/2028
|
|
1,010,000
|
997,178
|
|
U.S. Treasury Notes(a)
|
3.63
|
8/31/2029
|
|
1,235,000
|
1,209,721
|
|
U.S. Treasury Notes
|
3.63
|
3/31/2030
|
|
155,000
|
151,095
|
|
U.S. Treasury Notes(a)
|
3.63
|
8/31/2030
|
|
1,360,000
|
1,320,873
|
|
U.S. Treasury Notes
|
3.63
|
9/30/2030
|
|
1,750,000
|
1,698,867
|
|
U.S. Treasury Notes
|
3.63
|
10/31/2030
|
|
900,000
|
873,070
|
|
U.S. Treasury Notes(a)
|
3.63
|
12/31/2030
|
|
2,050,000
|
1,985,938
|
|
U.S. Treasury Notes
|
3.63
|
9/30/2031
|
|
350,000
|
336,909
|
|
U.S. Treasury Notes
|
3.75
|
8/15/2027
|
|
210,000
|
209,079
|
|
U.S. Treasury Notes(a)
|
3.75
|
4/15/2028
|
|
800,000
|
793,313
|
|
U.S. Treasury Notes
|
3.75
|
4/30/2028
|
|
890,000
|
882,508
|
|
U.S. Treasury Notes
|
3.75
|
5/15/2028
|
|
1,000,000
|
991,172
|
|
U.S. Treasury Notes
|
3.75
|
6/30/2030
|
|
950,000
|
928,384
|
|
U.S. Treasury Notes
|
3.88
|
10/15/2027
|
|
1,240,000
|
1,235,326
|
|
U.S. Treasury Notes
|
3.88
|
11/30/2027
|
|
795,000
|
791,460
|
|
U.S. Treasury Notes(a)
|
3.88
|
3/31/2028
|
|
910,000
|
904,526
|
|
U.S. Treasury Notes
|
3.88
|
6/15/2028
|
|
1,095,000
|
1,087,301
|
|
U.S. Treasury Notes
|
3.88
|
7/15/2028
|
|
460,000
|
456,568
|
|
U.S. Treasury Notes
|
3.88
|
4/15/2029
|
|
750,000
|
741,504
|
|
U.S. Treasury Notes(a)
|
3.88
|
5/15/2029
|
|
730,000
|
721,445
|
|
U.S. Treasury Notes
|
3.88
|
9/30/2029
|
|
370,000
|
364,927
|
|
U.S. Treasury Notes
|
3.88
|
4/30/2030
|
|
1,160,000
|
1,139,995
|
|
U.S. Treasury Notes
|
3.88
|
6/30/2030
|
|
1,300,000
|
1,276,057
|
|
U.S. Treasury Notes
|
3.88
|
7/31/2030
|
|
1,790,000
|
1,756,298
|
|
U.S. Treasury Notes
|
3.88
|
3/31/2031
|
|
925,000
|
904,061
|
|
U.S. Treasury Notes(a)
|
3.88
|
4/30/2031
|
|
1,300,000
|
1,270,014
|
|
U.S. Treasury Notes
|
3.88
|
9/30/2032
|
|
1,315,000
|
1,270,362
|
|
U.S. Treasury Notes
|
3.88
|
8/15/2033
|
|
2,080,000
|
1,993,875
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Treasury Securities — 45.8% (continued)
|
|||||
|
U.S. Treasury Notes
|
3.88
|
8/15/2034
|
|
2,290,000
|
2,175,053
|
|
U.S. Treasury Notes(a)
|
4.00
|
12/15/2027
|
|
1,090,000
|
1,086,807
|
|
U.S. Treasury Notes
|
4.00
|
2/29/2028
|
|
1,330,000
|
1,325,013
|
|
U.S. Treasury Notes(a)
|
4.00
|
5/31/2028
|
|
870,000
|
866,007
|
|
U.S. Treasury Notes
|
4.00
|
6/30/2028
|
|
1,210,000
|
1,203,997
|
|
U.S. Treasury Notes
|
4.00
|
1/31/2029
|
|
600,000
|
595,535
|
|
U.S. Treasury Notes
|
4.00
|
7/31/2029
|
|
705,000
|
698,446
|
|
U.S. Treasury Notes
|
4.00
|
10/31/2029
|
|
1,000,000
|
989,434
|
|
U.S. Treasury Notes(a)
|
4.00
|
2/28/2030
|
|
855,000
|
844,680
|
|
U.S. Treasury Notes
|
4.00
|
3/31/2030
|
|
1,040,000
|
1,026,898
|
|
U.S. Treasury Notes
|
4.00
|
5/31/2030
|
|
1,250,000
|
1,233,130
|
|
U.S. Treasury Notes
|
4.00
|
4/30/2032
|
|
1,730,000
|
1,688,271
|
|
U.S. Treasury Notes
|
4.00
|
6/30/2032
|
|
750,000
|
731,045
|
|
U.S. Treasury Notes
|
4.00
|
1/31/2033
|
|
135,000
|
130,961
|
|
U.S. Treasury Notes
|
4.13
|
9/30/2027
|
|
1,675,000
|
1,673,691
|
|
U.S. Treasury Notes
|
4.13
|
11/15/2027
|
|
855,000
|
854,015
|
|
U.S. Treasury Notes(a)
|
4.13
|
6/30/2028
|
|
1,555,000
|
1,551,052
|
|
U.S. Treasury Notes
|
4.13
|
7/31/2028
|
|
1,160,000
|
1,156,760
|
|
U.S. Treasury Notes
|
4.13
|
3/31/2029
|
|
1,125,000
|
1,119,529
|
|
U.S. Treasury Notes
|
4.13
|
6/15/2029
|
|
600,000
|
596,766
|
|
U.S. Treasury Notes
|
4.13
|
7/15/2029
|
|
720,000
|
715,978
|
|
U.S. Treasury Notes
|
4.13
|
10/31/2029
|
|
1,850,000
|
1,837,281
|
|
U.S. Treasury Notes
|
4.13
|
11/30/2029
|
|
805,000
|
799,246
|
|
U.S. Treasury Notes
|
4.13
|
8/31/2030
|
|
85,000
|
84,125
|
|
U.S. Treasury Notes
|
4.13
|
3/31/2031
|
|
90,000
|
88,894
|
|
U.S. Treasury Notes
|
4.13
|
5/31/2031
|
|
1,150,000
|
1,135,176
|
|
U.S. Treasury Notes(a)
|
4.13
|
6/30/2031
|
|
1,050,000
|
1,036,219
|
|
U.S. Treasury Notes
|
4.13
|
7/31/2031
|
|
95,000
|
93,692
|
|
U.S. Treasury Notes
|
4.13
|
10/31/2031
|
|
710,000
|
699,308
|
|
U.S. Treasury Notes
|
4.13
|
11/30/2031
|
|
2,075,000
|
2,042,659
|
|
U.S. Treasury Notes
|
4.13
|
2/29/2032
|
|
2,010,000
|
1,976,395
|
|
U.S. Treasury Notes
|
4.13
|
3/31/2032
|
|
700,000
|
687,709
|
|
U.S. Treasury Notes
|
4.13
|
4/30/2033
|
|
1,070,000
|
1,043,710
|
|
U.S. Treasury Notes(a)
|
4.13
|
2/15/2036
|
|
1,735,000
|
1,658,552
|
|
U.S. Treasury Notes
|
4.25
|
1/15/2028
|
|
535,000
|
535,063
|
|
U.S. Treasury Notes
|
4.25
|
2/15/2028
|
|
1,150,000
|
1,150,067
|
|
U.S. Treasury Notes
|
4.25
|
7/31/2028
|
|
855,000
|
854,716
|
|
U.S. Treasury Notes
|
4.25
|
2/28/2029
|
|
535,000
|
534,185
|
|
U.S. Treasury Notes
|
4.25
|
1/31/2030
|
|
1,200,000
|
1,195,313
|
|
U.S. Treasury Notes
|
4.25
|
6/30/2031
|
|
270,000
|
267,843
|
|
U.S. Treasury Notes
|
4.25
|
3/31/2033
|
|
1,365,000
|
1,342,126
|
|
U.S. Treasury Notes(a)
|
4.25
|
6/30/2033
|
|
1,250,000
|
1,227,148
|
|
U.S. Treasury Notes
|
4.25
|
11/15/2034
|
|
2,605,000
|
2,534,889
|
|
U.S. Treasury Notes
|
4.25
|
5/15/2035
|
|
795,000
|
771,119
|
|
U.S. Treasury Notes
|
4.38
|
11/30/2028
|
|
1,080,000
|
1,081,624
|
|
U.S. Treasury Notes
|
4.38
|
12/31/2029
|
|
1,325,000
|
1,325,466
|
|
U.S. Treasury Notes
|
4.38
|
11/30/2030
|
|
1,360,000
|
1,357,981
|
|
U.S. Treasury Notes
|
4.38
|
7/31/2031
|
|
865,000
|
863,074
|
|
U.S. Treasury Notes
|
4.38
|
1/31/2032
|
|
1,960,000
|
1,951,348
|
|
U.S. Treasury Notes
|
4.38
|
7/31/2033
|
|
1,400,000
|
1,384,141
|
|
U.S. Treasury Notes(a)
|
4.38
|
5/15/2036
|
|
1,900,000
|
1,850,273
|
|
Description
|
Coupon
Rate (%)
|
Maturity
Date
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Treasury Securities — 45.8% (continued)
|
|||||
|
U.S. Treasury Notes
|
4.50
|
5/31/2029
|
|
855,000
|
858,807
|
|
U.S. Treasury Notes
|
4.50
|
12/31/2031
|
|
2,000,000
|
2,003,906
|
|
U.S. Treasury Notes
|
4.50
|
11/15/2033
|
|
2,690,000
|
2,676,445
|
|
U.S. Treasury Notes
|
4.63
|
9/30/2028
|
|
715,000
|
719,804
|
|
U.S. Treasury Notes
|
4.63
|
4/30/2029
|
|
2,050,000
|
2,065,815
|
|
U.S. Treasury Notes
|
4.63
|
9/30/2030
|
|
165,000
|
166,395
|
|
U.S. Treasury Notes
|
4.63
|
5/31/2031
|
|
1,115,000
|
1,124,277
|
|
U.S. Treasury Notes(a)
|
4.63
|
2/15/2035
|
|
2,515,000
|
2,509,498
|
|
U.S. Treasury Notes
|
4.88
|
10/31/2028
|
|
660,000
|
667,992
|
|
U.S. Treasury Notes(a)
|
4.88
|
10/31/2030
|
|
1,255,000
|
1,277,551
|
|
Total U.S. Treasury Securities
(cost $183,862,745)
|
|
|
175,976,951
|
||
|
|
1-Day
Yield (%)
|
|
|
Shares
|
|
|
Investment Companies — 6.0%
|
|||||
|
Registered Investment Companies — 6.0%
|
|||||
|
BNY Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional
Shares(g)
(cost $23,092,665)
|
3.70
|
|
|
23,092,665
|
23,092,665
|
|
Investment of Cash Collateral for Securities Loaned — 1.0%
|
|||||
|
Registered Investment Companies — 1.0%
|
|||||
|
BNY Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional
Shares(g)
(cost $3,748,258)
|
3.70
|
|
|
3,748,258
|
3,748,258
|
|
Total Investments (cost $443,325,742)
|
|
108.4%
|
416,317,030
|
||
|
Liabilities, Less Cash and Receivables
|
|
(8.4%)
|
(32,227,741)
|
||
|
Net Assets
|
100.0%
|
384,089,289
|
|||
|
ACES—Alterntaive Credit Enhancement Securities
|
|
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 $49,055,472 and the value of the collateral was
$50,791,386, consisting of cash collateral of $3,748,258 and U.S. Government & Agency
securities valued at $47,043,128. 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 $826,684 or .2% of net assets.
|
|
(c)
|
The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into
conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing
affairs of these companies.
|
|
(d)
|
Variable rate security—Interest rate resets periodically and the rate shown is the interest rate in effect at period end. Security description also includes the
reference rate and spread if published and available.
|
|
(e)
|
Purchased on a forward commitment basis.
|
|
(f)
|
Sold on a delayed delivery basis.
|
|
(g)
|
Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s
prospectus.
|
|
TBA Sale Commitments
|
|||||
|
Description
|
|
|
|
Principal
Amount ($)
|
Value ($)
|
|
U.S. Government Agencies Mortgage-Backed — (2.0%)
|
|||||
|
Federal National Mortgage Association:
|
|||||
|
2.00%, 8/1/2041-9/1/2041(a),(b)
|
|
|
|
(175,000)
|
(158,168)
|
|
2.50%, 9/1/2040-9/1/2056(a),(b)
|
|
|
|
(1,675,000)
|
(1,393,146)
|
|
3.00%, 8/1/2041-9/1/2056(a),(b)
|
|
|
|
(2,350,000)
|
(2,019,986)
|
|
4.00%, 8/1/2055-9/1/2056(a),(b)
|
|
|
|
(925,000)
|
(844,535)
|
|
Government National Mortgage Association II:
|
|||||
|
2.00%, 8/20/2056-9/20/2056(b)
|
|
|
|
(250,000)
|
(200,206)
|
|
3.00%, 8/20/2056-9/20/2056(b)
|
|
|
|
(1,725,000)
|
(1,495,947)
|
|
3.50%, 8/20/2056-9/20/2056(b)
|
|
|
|
(1,675,000)
|
(1,466,486)
|
|
4.00%, 8/20/2056(b)
|
|
|
|
(300,000)
|
(271,448)
|
|
Total Sale Commitments (Proceeds $7,974,716)
|
|
|
|
|
(7,849,922)
|
|
(a)
|
The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into
conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing
affairs of these companies.
|
|
(b)
|
Sold on a delayed delivery basis.
|
|
|
Level 1 -
Unadjusted
Quoted Prices
|
Level 2- Other
Significant
Observable Inputs
|
Level 3-
Significant
Unobservable
Inputs
|
Total
|
|
Assets ($)
|
|
|
|
|
|
Investments in Securities:†
|
|
|
|
|
|
Asset-Backed Securities
|
—
|
1,363,471
|
—
|
1,363,471
|
|
Commercial Mortgage-Backed
|
—
|
2,635,536
|
—
|
2,635,536
|
|
Corporate Bonds and Notes
|
—
|
98,984,899
|
—
|
98,984,899
|
|
Foreign Governmental
|
—
|
5,559,881
|
—
|
5,559,881
|
|
Municipal Securities
|
—
|
2,179,602
|
—
|
2,179,602
|
|
U.S. Government Agencies Commercial Mortgage-Backed
|
—
|
2,880,196
|
—
|
2,880,196
|
|
U.S. Government Agencies Obligations
|
—
|
2,025,395
|
—
|
2,025,395
|
|
U.S. Government Agencies Mortgage-Backed
|
—
|
97,870,176
|
—
|
97,870,176
|
|
U.S. Treasury Securities
|
—
|
175,976,951
|
—
|
175,976,951
|
|
Investment Companies
|
26,840,923
|
—
|
—
|
26,840,923
|
|
|
26,840,923
|
389,476,107
|
—
|
416,317,030
|
|
Liabilities ($)
|
|
|
|
|
|
Investments in Securities:†
|
|
|
|
|
|
U.S. Government Agencies Mortgage-Backed
|
—
|
(7,849,922)
|
—
|
(7,849,922)
|
|
|
—
|
(7,849,922)
|
—
|
(7,849,922)
|
|
†
|
See Schedule of Investments for additional detailed categorizations, if any.
|