a
a
Country
Principal
Amount
*
a
Value
a
a
a
a
a
U.S.
Government
and
Agency
Securities
(continued)
U.S.
Treasury
Notes
,
1.875%,
2/28/29
..................................
United
States
1,520,000
$
1,430,492
3.5%,
3/15/29
....................................
United
States
114,360,000
112,063,866
4.125%,
6/15/29
..................................
United
States
4,250,000
4,227,090
3.25%,
6/30/29
...................................
United
States
56,230,000
54,581,538
4.125%,
7/15/29
..................................
United
States
15,330,000
15,244,368
3.125%,
8/31/29
..................................
United
States
5,080,000
4,904,383
3.625%,
12/31/30
.................................
United
States
30,740,000
29,779,375
3.5%,
2/28/31
....................................
United
States
55,750,000
53,672,442
3.875%,
4/30/31
..................................
United
States
10,000
9,769
4.125%,
6/30/31
..................................
United
States
16,150,000
15,938,031
4.125%,
2/29/32
..................................
United
States
5,290,000
5,201,558
4.25%,
6/30/33
...................................
United
States
6,410,000
6,292,817
4%,
2/15/34
.....................................
United
States
2,750,000
2,645,640
4.25%,
11/15/34
..................................
United
States
1,100,000
1,070,395
4.625%,
2/15/35
..................................
United
States
66,830,000
66,683,809
4%,
11/15/35
.....................................
United
States
2,060,000
1,953,137
Total
U.S.
Government
and
Agency
Securities
(Cost
$604,967,945)
..............
582,542,684
Asset-Backed
Securities
8.1%
Automobiles
0.0%
†
Volkswagen
Auto
Loan
Enhanced
Trust
,
2025-1
,
A2A
,
4.51
%
,
1/20/28
.
.........................................
United
States
265,900
266,065
Capital
Markets
0.2%
b,g
Magnetite
XL
Ltd.
,
2024-40A
,
A1
,
144A,
FRN
,
5.203
%
,
(
3-month
SOFR
+
1.45
%
),
7/15/37
.
............................
United
States
3,200,000
3,200,000
Consumer
Finance
1.0%
Capital
One
Prime
Auto
Receivables
Trust
,
2025-1
,
A3
,
3.85
%
,
7/15/30
.
.........................................
United
States
2,013,000
1,994,519
GM
Financial
Consumer
Automobile
Receivables
Trust
,
2023-3
,
A3
,
5.45
%
,
6/16/28
.
................................
United
States
497,283
499,099
Harley-Davidson
Motorcycle
Trust
,
2023-B
,
A3
,
5.69
%
,
8/15/28
.
United
States
258,272
259,346
Hyundai
Auto
Receivables
Trust
,
2023-B,
A3,
5.48%,
4/17/28
..........................
United
States
427,567
428,823
g
2025-C,
A2B,
FRN,
3.975%,
(30-day
SOFR
Average
+
0.35%),
7/17/28
.........................................
United
States
3,397,376
3,397,873
g
2026-A,
A2B,
FRN,
3.965%,
(30-day
SOFR
Average
+
0.34%),
2/15/29
.........................................
United
States
4,540,000
4,541,731
Toyota
Auto
Receivables
Owner
Trust
,
2023-B,
A3,
4.71%,
2/15/28
..........................
United
States
63,813
63,913
2023-C,
A3,
5.16%,
4/17/28
..........................
United
States
154,271
154,721
g
2025-D,
A2B,
FRN,
3.945%,
(30-day
SOFR
Average
+
0.32%),
8/15/28
.........................................
United
States
1,283,639
1,284,146
2026-A,
A3,
3.86%,
9/16/30
..........................
United
States
1,011,000
1,000,591
World
Omni
Auto
Receivables
Trust
,
2024-A,
A3,
4.86%,
3/15/29
..........................
United
States
250,209
251,024
2026-A,
A3,
3.86%,
5/15/31
..........................
United
States
1,579,000
1,558,033
2026-B,
A3,
4.37%,
6/16/31
..........................
United
States
1,366,000
1,361,557
16,795,376
a
a
a
a
a
a
Financial
Services
6.9%
b,g
Allegro
CLO
XII
Ltd.
,
2020-1A
,
A1R
,
144A,
FRN
,
5.174
%
,
(
3-month
SOFR
+
1.44
%
),
7/21/37
.
....................
United
States
450,000
450,927
b,g
Angel
Oak
Mortgage
Trust
,
2025-HB1
,
A1
,
144A,
FRN
,
5.416
%
,
(
30-day
SOFR
Average
+
1.8
%
),
2/25/55
.
................
United
States
485,659
488,972