|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
U.S. Government and Agency Obligations (34.3%)
|
||||||
|
U.S. Government Securities (7.7%)
|
||||||
|
|
United States Treasury Inflation Indexed Bonds
|
1.750%
|
1/15/2034
|
18,648
|
17,972
|
|
|
|
United States Treasury Note/Bond
|
3.375%
|
11/30/2027
|
33,000
|
32,639
|
|
|
|
United States Treasury Note/Bond
|
3.500%
|
1/31/2028
|
64,016
|
63,321
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
4/15/2028
|
78,000
|
77,330
|
|
|
|
United States Treasury Note/Bond
|
1.250%
|
9/30/2028
|
20,000
|
18,747
|
|
|
|
United States Treasury Note/Bond
|
3.500%
|
10/15/2028
|
42,000
|
41,293
|
|
|
|
United States Treasury Note/Bond
|
4.375%
|
11/30/2030
|
21,805
|
21,767
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
8/15/2040
|
14,000
|
12,379
|
|
|
1
|
United States Treasury Note/Bond
|
4.750%
|
2/15/2041
|
5,760
|
5,578
|
|
|
|
United States Treasury Note/Bond
|
1.750%
|
8/15/2041
|
3,105
|
1,999
|
|
|
2
|
United States Treasury Note/Bond
|
2.000%
|
11/15/2041
|
17,778
|
11,829
|
|
|
|
United States Treasury Note/Bond
|
2.375%
|
2/15/2042
|
11,852
|
8,301
|
|
|
|
United States Treasury Note/Bond
|
3.250%
|
5/15/2042
|
10,000
|
7,924
|
|
|
|
United States Treasury Note/Bond
|
2.750%
|
11/15/2042
|
45,000
|
32,843
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
11/15/2042
|
27,000
|
23,448
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
2/15/2043
|
31,000
|
26,409
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
5/15/2043
|
43,800
|
37,221
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
11/15/2043
|
20,000
|
16,601
|
|
|
|
United States Treasury Note/Bond
|
4.750%
|
11/15/2043
|
10,179
|
9,629
|
|
|
|
United States Treasury Note/Bond
|
4.625%
|
11/15/2044
|
30,000
|
27,770
|
|
|
2
|
United States Treasury Note/Bond
|
2.500%
|
2/15/2045
|
25,338
|
16,983
|
|
|
|
United States Treasury Note/Bond
|
4.750%
|
2/15/2045
|
31,000
|
29,140
|
|
|
|
United States Treasury Note/Bond
|
2.500%
|
2/15/2046
|
4,711
|
3,101
|
|
|
|
United States Treasury Note/Bond
|
3.000%
|
5/15/2047
|
1,040
|
737
|
|
|
|
United States Treasury Note/Bond
|
2.375%
|
11/15/2049
|
16,331
|
9,888
|
|
|
3
|
United States Treasury Note/Bond
|
1.250%
|
5/15/2050
|
42,300
|
19,022
|
|
|
|
United States Treasury Note/Bond
|
1.625%
|
11/15/2050
|
15,400
|
7,619
|
|
|
3
|
United States Treasury Note/Bond
|
2.375%
|
5/15/2051
|
32,800
|
19,472
|
|
|
4
|
United States Treasury Note/Bond
|
2.000%
|
8/15/2051
|
45,000
|
24,268
|
|
|
2
|
United States Treasury Note/Bond
|
1.875%
|
11/15/2051
|
28,707
|
14,928
|
|
|
2
|
United States Treasury Note/Bond
|
2.250%
|
2/15/2052
|
34,217
|
19,536
|
|
|
|
|
|
|
|
|
659,694
|
|
Conventional Mortgage-Backed Securities (18.8%)
|
|
|||||
|
5,6
|
Fannie Mae Pool
|
3.000%
|
6/1/2043
|
5,103
|
4,588
|
|
|
5,6
|
Freddie Mac Gold Pool
|
3.000%
|
6/1/2045–1/1/2047
|
1,249
|
1,096
|
|
|
5,6
|
Freddie Mac Gold Pool
|
3.500%
|
11/1/2047–8/1/2048
|
233
|
212
|
|
|
5,6
|
Freddie Mac Gold Pool
|
4.000%
|
9/1/2030–4/1/2044
|
252
|
240
|
|
|
5,6
|
Freddie Mac Gold Pool
|
4.500%
|
9/1/2035–11/1/2045
|
2,871
|
2,812
|
|
|
5,6
|
Freddie Mac Gold Pool
|
5.000%
|
1/1/2038–4/1/2044
|
979
|
977
|
|
|
5
|
Ginnie Mae I Pool
|
2.500%
|
11/15/2042–12/15/2046
|
7,132
|
6,214
|
|
|
5
|
Ginnie Mae I Pool
|
3.000%
|
11/15/2026–6/15/2030
|
285
|
282
|
|
|
5
|
Ginnie Mae I Pool
|
3.250%
|
8/15/2042
|
1,217
|
1,111
|
|
|
5
|
Ginnie Mae I Pool
|
3.500%
|
7/15/2042
|
10
|
9
|
|
|
5
|
Ginnie Mae I Pool
|
3.750%
|
7/15/2042
|
164
|
153
|
|
|
5
|
Ginnie Mae I Pool
|
3.875%
|
10/15/2040–6/15/2042
|
2,022
|
1,905
|
|
|
5
|
Ginnie Mae I Pool
|
5.000%
|
6/15/2041
|
1
|
1
|
|
|
5
|
Ginnie Mae I Pool
|
5.500%
|
1/15/2030–9/15/2045
|
8
|
1,127
|
|
|
5
|
Ginnie Mae I Pool
|
6.000%
|
3/15/2040
|
20
|
21
|
|
|
5
|
Ginnie Mae I Pool
|
6.500%
|
5/15/2037
|
1
|
1
|
|
|
5
|
Ginnie Mae I Pool
|
7.000%
|
11/15/2031–11/15/2036
|
498
|
507
|
|
|
5
|
Ginnie Mae I Pool
|
7.500%
|
10/15/2031
|
253
|
259
|
|
|
5
|
Ginnie Mae I Pool
|
8.000%
|
8/15/2031
|
104
|
106
|
|
|
5
|
Ginnie Mae II Pool
|
1.500%
|
4/20/2044–6/20/2047
|
46
|
36
|
|
|
5
|
Ginnie Mae II Pool
|
2.000%
|
10/20/2043–8/20/2051
|
61,304
|
49,187
|
|
|
5
|
Ginnie Mae II Pool
|
2.500%
|
6/20/2037–3/20/2052
|
81,381
|
68,590
|
|
|
5
|
Ginnie Mae II Pool
|
3.000%
|
4/20/2031–12/20/2052
|
51,371
|
45,023
|
|
|
5
|
Ginnie Mae II Pool
|
3.500%
|
5/20/2046–9/20/2051
|
41,235
|
37,391
|
|
|
5
|
Ginnie Mae II Pool
|
4.000%
|
6/20/2039–8/20/2052
|
43,864
|
40,460
|
|
|
5
|
Ginnie Mae II Pool
|
4.500%
|
12/20/2032–10/20/2052
|
27,636
|
26,287
|
|
|
5,7
|
Ginnie Mae II Pool
|
5.000%
|
3/20/2033–8/15/2056
|
87,953
|
86,096
|
|
|
5,7
|
Ginnie Mae II Pool
|
5.500%
|
1/20/2034–8/15/2056
|
67,202
|
67,279
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5
|
Ginnie Mae II Pool
|
6.000%
|
4/20/2028–10/20/2055
|
26,250
|
26,800
|
|
|
5
|
Ginnie Mae II Pool
|
6.500%
|
5/20/2037–8/20/2055
|
6,594
|
6,838
|
|
|
5
|
Ginnie Mae II Pool
|
7.000%
|
2/20/2055
|
1,389
|
1,444
|
|
|
5,6
|
UMBS Pool
|
1.500%
|
1/1/2051
|
36,636
|
27,363
|
|
|
5,6
|
UMBS Pool
|
2.000%
|
4/1/2041–5/1/2052
|
296,891
|
235,448
|
|
|
5,6
|
UMBS Pool
|
2.500%
|
7/1/2027–7/1/2053
|
224,188
|
186,955
|
|
|
5,6
|
UMBS Pool
|
3.000%
|
9/1/2026–6/1/2052
|
110,371
|
96,109
|
|
|
5,6
|
UMBS Pool
|
3.500%
|
5/1/2042–8/1/2052
|
89,519
|
80,787
|
|
|
5,6
|
UMBS Pool
|
4.000%
|
7/1/2042–6/1/2052
|
53,481
|
49,744
|
|
|
5,6,7
|
UMBS Pool
|
4.500%
|
12/1/2040–11/1/2054
|
53,864
|
51,111
|
|
|
5,6,7
|
UMBS Pool
|
5.000%
|
9/1/2035–8/25/2056
|
131,915
|
128,721
|
|
|
5,6,7
|
UMBS Pool
|
5.500%
|
5/1/2039–8/25/2056
|
139,890
|
139,411
|
|
|
5,6,7
|
UMBS Pool
|
6.000%
|
11/1/2052–9/25/2056
|
105,011
|
107,157
|
|
|
5,6
|
UMBS Pool
|
6.500%
|
2/1/2029–8/1/2055
|
34,223
|
35,574
|
|
|
|
|
|
|
|
|
1,615,432
|
|
Nonconventional Mortgage-Backed Securities (7.8%)
|
|
|||||
|
5,6
|
Fannie Mae Pool
|
1.646%
|
8/1/2051
|
1,066
|
1,015
|
|
|
5,6
|
Fannie Mae Pool
|
1.666%
|
8/1/2051
|
1,517
|
1,447
|
|
|
5,6
|
Fannie Mae Pool
|
1.667%
|
8/1/2051
|
1,280
|
1,220
|
|
|
5,6
|
Fannie Mae Pool
|
1.772%
|
8/1/2051
|
1,695
|
1,621
|
|
|
5,6
|
Fannie Mae Pool
|
1.858%
|
10/1/2051
|
1,003
|
956
|
|
|
5,6
|
Fannie Mae Pool
|
3.836%
|
4/1/2056
|
1,503
|
1,454
|
|
|
5,6
|
Fannie Mae Pool
|
4.304%
|
2/1/2056
|
9,774
|
9,499
|
|
|
5,6
|
Fannie Mae Pool
|
4.522%
|
9/1/2055
|
7,401
|
7,259
|
|
|
5,6
|
Fannie Mae Pool
|
4.553%
|
10/1/2055
|
12,399
|
12,176
|
|
|
5,6
|
Fannie Mae Pool
|
4.592%
|
3/1/2056
|
1,333
|
1,318
|
|
|
5,6
|
Fannie Mae Pool
|
4.606%
|
6/1/2056
|
4,755
|
4,702
|
|
|
5,6
|
Fannie Mae Pool
|
4.615%
|
8/1/2055
|
4,293
|
4,265
|
|
|
5,6
|
Fannie Mae Pool
|
4.622%
|
3/1/2056
|
2,745
|
2,717
|
|
|
5,6
|
Fannie Mae Pool
|
4.639%
|
3/1/2056
|
8,403
|
8,323
|
|
|
5,6
|
Fannie Mae Pool
|
4.664%
|
4/1/2056
|
2,277
|
2,257
|
|
|
5,6
|
Fannie Mae Pool
|
4.713%
|
1/1/2056
|
3,126
|
3,103
|
|
|
5,6
|
Fannie Mae Pool
|
4.738%
|
5/1/2056
|
15,958
|
15,751
|
|
|
5,6
|
Fannie Mae Pool
|
4.848%
|
12/1/2055
|
2,389
|
2,362
|
|
|
5,6
|
Fannie Mae Pool
|
4.859%
|
12/1/2055
|
11,452
|
11,352
|
|
|
5,6
|
Fannie Mae Pool
|
4.891%
|
6/1/2056
|
2,375
|
2,348
|
|
|
5,6
|
Fannie Mae Pool
|
4.908%
|
4/1/2056
|
2,092
|
2,074
|
|
|
5,6
|
Fannie Mae Pool
|
4.914%
|
6/1/2056
|
12,911
|
12,800
|
|
|
5,6
|
Fannie Mae Pool
|
4.920%
|
4/1/2056
|
2,692
|
2,667
|
|
|
5,6
|
Fannie Mae Pool
|
4.939%
|
11/1/2055
|
9,239
|
9,178
|
|
|
5,6
|
Fannie Mae Pool
|
4.967%
|
11/1/2055
|
5,531
|
5,500
|
|
|
5,6
|
Fannie Mae Pool
|
4.976%
|
3/1/2056
|
6,376
|
6,336
|
|
|
5,6
|
Fannie Mae Pool
|
4.996%
|
8/1/2055
|
2,007
|
2,012
|
|
|
5,6
|
Fannie Mae Pool
|
5.016%
|
4/1/2056
|
1,386
|
1,368
|
|
|
5,6
|
Fannie Mae Pool
|
5.037%
|
3/1/2056
|
4,839
|
4,837
|
|
|
5,6
|
Fannie Mae Pool
|
5.044%
|
4/1/2056
|
3,328
|
3,313
|
|
|
5,6
|
Fannie Mae Pool
|
5.047%
|
12/1/2055
|
6,721
|
6,701
|
|
|
5,6
|
Fannie Mae Pool
|
5.059%
|
1/1/2056
|
2,784
|
2,774
|
|
|
5,6
|
Fannie Mae Pool
|
5.084%
|
5/1/2056
|
1,705
|
1,704
|
|
|
5,6
|
Fannie Mae Pool
|
5.087%
|
12/1/2055
|
4,016
|
4,024
|
|
|
5,6
|
Fannie Mae Pool
|
5.095%
|
10/1/2055
|
5,734
|
5,747
|
|
|
5,6
|
Fannie Mae Pool
|
5.113%
|
6/1/2056
|
2,517
|
2,509
|
|
|
5,6
|
Fannie Mae Pool
|
5.115%
|
5/1/2056
|
2,778
|
2,752
|
|
|
5,6
|
Fannie Mae Pool
|
5.117%
|
10/1/2055
|
2,228
|
2,224
|
|
|
5,6
|
Fannie Mae Pool
|
5.133%
|
9/1/2055
|
4,767
|
4,764
|
|
|
5,6
|
Fannie Mae Pool
|
5.146%
|
6/1/2056
|
2,147
|
2,141
|
|
|
5,6
|
Fannie Mae Pool
|
5.167%
|
12/1/2055
|
1,555
|
1,554
|
|
|
5,6
|
Fannie Mae Pool
|
5.284%
|
8/1/2056
|
2,000
|
2,003
|
|
|
5,6
|
Fannie Mae Pool
|
5.368%
|
5/1/2055
|
2,508
|
2,524
|
|
|
5,6,8
|
Fannie Mae Pool, RFUCCT1Y + 1.560%
|
6.310%
|
8/1/2043
|
55
|
57
|
|
|
5,6,8
|
Fannie Mae Pool, RFUCCT1Y + 1.580%
|
6.330%
|
9/1/2044
|
302
|
313
|
|
|
5,6
|
Fannie Mae REMICS
|
1.000%
|
8/25/2050
|
2,062
|
1,617
|
|
|
5,6
|
Fannie Mae REMICS
|
1.250%
|
5/25/2050
|
896
|
711
|
|
|
5,6
|
Fannie Mae REMICS
|
1.500%
|
1/25/2051
|
10,281
|
7,989
|
|
|
5,6
|
Fannie Mae REMICS
|
1.625%
|
8/25/2050
|
18,815
|
14,706
|
|
|
5,6
|
Fannie Mae REMICS
|
2.500%
|
4/25/2043–11/25/2049
|
14,734
|
12,596
|
|
|
5,6
|
Fannie Mae REMICS
|
3.000%
|
11/25/2046–10/25/2049
|
10,530
|
8,890
|
|
|
5,6
|
Fannie Mae REMICS
|
3.500%
|
10/25/2042–9/25/2045
|
2,678
|
2,435
|
|
|
5,6
|
Fannie Mae REMICS
|
5.500%
|
12/25/2051–3/25/2054
|
10,014
|
9,885
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5,6
|
Fannie Mae REMICS
|
6.000%
|
9/25/2053
|
1,310
|
1,319
|
|
|
5,6
|
Fannie Mae REMICS
|
6.500%
|
11/25/2053
|
2,390
|
2,469
|
|
|
5,6,8
|
Fannie Mae REMICS, SOFR30A + 1.100%
|
4.716%
|
4/25/2056
|
7,270
|
7,262
|
|
|
5,6,8
|
Fannie Mae REMICS, SOFR30A + 1.400%
|
5.016%
|
6/25/2056
|
36,527
|
36,703
|
|
|
5,6,8
|
Fannie Mae REMICS, SOFR30A + 1.450%
|
5.066%
|
6/25/2056
|
51,897
|
52,185
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, RFUCCT1Y + 1.514%
|
6.263%
|
10/1/2044
|
98
|
101
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, RFUCCT1Y + 1.600%
|
6.327%
|
10/1/2044
|
422
|
437
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, RFUCCT1Y + 1.617%
|
6.327%
|
9/1/2044
|
263
|
273
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, RFUCCT1Y + 1.620%
|
6.219%
|
10/1/2044
|
354
|
367
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, RFUCCT1Y + 1.620%
|
6.370%
|
9/1/2043–7/1/2044
|
187
|
195
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, RFUCCT1Y + 1.630%
|
5.855%
|
4/1/2044
|
274
|
283
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640%
|
6.172%
|
8/1/2043
|
298
|
309
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.060%
|
4.591%
|
1/1/2056
|
861
|
843
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.089%
|
4.624%
|
3/1/2056
|
5,572
|
5,500
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.100%
|
4.722%
|
5/1/2056
|
1,174
|
1,163
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.105%
|
5.042%
|
9/1/2055
|
2,591
|
2,576
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.124%
|
4.968%
|
2/1/2056
|
10,987
|
10,894
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.124%
|
5.381%
|
7/1/2056
|
3,250
|
3,248
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.138%
|
4.609%
|
5/1/2056
|
5,789
|
5,666
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.147%
|
5.182%
|
11/1/2055
|
2,260
|
2,260
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.149%
|
5.129%
|
12/1/2055
|
6,650
|
6,622
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.157%
|
5.024%
|
6/1/2056
|
5,407
|
5,361
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.159%
|
5.255%
|
5/1/2056
|
3,534
|
3,522
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.169%
|
5.224%
|
10/1/2055
|
1,287
|
1,283
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.175%
|
5.054%
|
5/1/2056
|
5,599
|
5,557
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.184%
|
5.309%
|
11/1/2055
|
1,540
|
1,536
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.186%
|
5.167%
|
10/1/2055
|
2,868
|
2,867
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.221%
|
5.143%
|
8/1/2055
|
2,713
|
2,703
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.245%
|
4.556%
|
10/1/2055
|
4,023
|
3,936
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.248%
|
5.137%
|
1/1/2056
|
5,893
|
5,891
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.265%
|
5.195%
|
6/1/2056
|
3,860
|
3,864
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.296%
|
4.953%
|
12/1/2055
|
3,519
|
3,485
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.320%
|
4.959%
|
11/1/2055
|
1,821
|
1,813
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.320%
|
5.095%
|
11/1/2055
|
3,187
|
3,171
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.320%
|
5.353%
|
10/1/2055
|
1,471
|
1,465
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.325%
|
5.163%
|
10/1/2055
|
2,544
|
2,536
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.325%
|
5.284%
|
9/1/2055
|
3,133
|
3,131
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.325%
|
5.290%
|
9/1/2055
|
2,876
|
2,875
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.340%
|
4.637%
|
6/1/2056
|
2,196
|
2,144
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.340%
|
4.676%
|
5/1/2056
|
1,586
|
1,550
|
|
|
5,6,8
|
Freddie Mac Non Gold Pool, SOFR30A + 2.350%
|
4.798%
|
4/1/2056
|
1,755
|
1,729
|
|
|
5,6
|
Freddie Mac REMICS
|
1.000%
|
8/25/2050
|
1,067
|
786
|
|
|
5,6
|
Freddie Mac REMICS
|
2.000%
|
7/25/2050–9/25/2050
|
23,833
|
20,592
|
|
|
5,6
|
Freddie Mac REMICS
|
2.500%
|
11/25/2040–12/25/2050
|
26,305
|
22,846
|
|
|
5,6
|
Freddie Mac REMICS
|
3.000%
|
3/15/2044–9/25/2049
|
12,382
|
10,932
|
|
|
5,6
|
Freddie Mac REMICS
|
3.500%
|
3/15/2042
|
1,485
|
1,345
|
|
|
5,6
|
Freddie Mac REMICS
|
4.000%
|
2/15/2042–7/15/2048
|
4,412
|
4,133
|
|
|
5,6
|
Freddie Mac REMICS
|
5.250%
|
8/25/2055
|
3,728
|
3,686
|
|
|
5,6
|
Freddie Mac REMICS
|
5.500%
|
5/25/2054
|
2,489
|
2,470
|
|
|
5,6
|
Freddie Mac REMICS
|
6.000%
|
10/25/2053–6/25/2054
|
7,549
|
7,567
|
|
|
5,8
|
Ginnie Mae II Pool, 1YR CMT + 1.500%
|
4.000%
|
11/20/2055–1/20/2056
|
5,666
|
5,483
|
|
|
5,8
|
Ginnie Mae II Pool, 1YR CMT + 1.500%
|
4.500%
|
9/20/2055–5/20/2056
|
26,146
|
25,737
|
|
|
5,8
|
Ginnie Mae II Pool, 1YR CMT + 1.500%
|
5.000%
|
11/20/2055–5/20/2056
|
22,279
|
22,227
|
|
|
5
|
Ginnie Mae REMICS
|
1.000%
|
4/20/2051
|
1,025
|
771
|
|
|
5
|
Ginnie Mae REMICS
|
1.250%
|
2/20/2050–2/20/2051
|
7,571
|
5,791
|
|
|
5
|
Ginnie Mae REMICS
|
1.375%
|
8/20/2050
|
12,268
|
9,463
|
|
|
5
|
Ginnie Mae REMICS
|
1.500%
|
2/20/2050
|
873
|
683
|
|
|
5
|
Ginnie Mae REMICS
|
2.500%
|
10/20/2043–11/20/2049
|
18,065
|
15,773
|
|
|
5
|
Ginnie Mae REMICS
|
3.500%
|
4/20/2047–5/20/2048
|
6,028
|
5,593
|
|
|
5
|
Ginnie Mae REMICS
|
4.000%
|
8/20/2041
|
25,093
|
23,422
|
|
|
5
|
Ginnie Mae REMICS
|
5.000%
|
9/20/2055
|
9,005
|
8,869
|
|
|
5
|
Ginnie Mae REMICS
|
6.000%
|
10/20/2053
|
1,846
|
1,876
|
|
|
5,8
|
Ginnie Mae REMICS, SOFR30A + 0.820%
|
3.000%
|
2/20/2052
|
10,368
|
9,005
|
|
|
5,8
|
Ginnie Mae REMICS, SOFR30A + 1.350%
|
4.971%
|
7/20/2055
|
8,290
|
8,393
|
|
|
|
|
|
|
|
|
664,387
|
|
Total U.S. Government and Agency Obligations (Cost $2,984,987)
|
2,939,513
|
|||||
|
Asset-Backed/Commercial Mortgage-Backed Securities (15.0%)
|
||||||
|
5,9
|
Affirm Asset Securitization Trust Series 2025-X2
|
4.930%
|
10/15/2030
|
290
|
290
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5,9
|
Affirm Asset Securitization Trust Series 2026-X1
|
4.820%
|
4/15/2031
|
290
|
289
|
|
|
5,9
|
Affirm Master Trust Series 2025-3A
|
4.450%
|
10/16/2034
|
2,460
|
2,437
|
|
|
5,9
|
Affirm Master Trust Series 2025-3A
|
4.750%
|
10/16/2034
|
290
|
287
|
|
|
5,9
|
Affirm Master Trust Series 2025-3A
|
4.890%
|
10/16/2034
|
2,300
|
2,273
|
|
|
5,9
|
Affirm Master Trust Series 2026-1A
|
4.370%
|
2/15/2034
|
4,210
|
4,184
|
|
|
5,9
|
Affirm Master Trust Series 2026-1A
|
4.910%
|
2/15/2034
|
400
|
396
|
|
|
5,9
|
Affirm Master Trust Series 2026-3A
|
4.780%
|
8/15/2034
|
5,240
|
5,243
|
|
|
5,9
|
Affirm Master Trust Series 2026-3A
|
5.030%
|
8/15/2034
|
250
|
250
|
|
|
5,9
|
Affirm Master Trust Series 2026-3A
|
5.180%
|
8/15/2034
|
290
|
290
|
|
|
5,9
|
Affirm Master Trust Series 2026-3A
|
5.420%
|
8/15/2034
|
230
|
230
|
|
|
5,9
|
AIMCO CLO 18 Ltd. Series 2022-18AR
|
0.000%
|
7/20/2039
|
3,300
|
3,300
|
|
|
5,9
|
Aligned Data Centers Issuer LLC Series 2026-1A
|
5.909%
|
6/15/2056
|
2,390
|
2,381
|
|
|
5,9
|
Ally Auto Receivables Trust Series 2023-1
|
5.960%
|
3/15/2029
|
254
|
256
|
|
|
5,9
|
Ally Auto Receivables Trust Series 2023-1
|
6.740%
|
4/15/2034
|
165
|
167
|
|
|
5,9
|
Ally Auto Receivables Trust Series 2023-A
|
7.330%
|
1/17/2034
|
175
|
178
|
|
|
5
|
Ally Auto Receivables Trust Series 2024-1
|
5.410%
|
11/15/2029
|
184
|
186
|
|
|
5,9
|
Ally Auto Receivables Trust Series 2024-1
|
5.800%
|
2/16/2032
|
182
|
184
|
|
|
5,9
|
Ally Bank Series 2026-A
|
4.856%
|
3/15/2034
|
562
|
561
|
|
|
5,9
|
Ally Bank Series 2026-A
|
5.248%
|
3/15/2034
|
268
|
267
|
|
|
5,9
|
Ally Bank Auto Credit-Linked Notes Series 2024-A
|
6.022%
|
5/17/2032
|
376
|
380
|
|
|
5,9
|
Ally Bank Auto Credit-Linked Notes Series 2024-B
|
4.970%
|
9/15/2032
|
151
|
151
|
|
|
5,9
|
Ally Bank Auto Credit-Linked Notes Series 2024-B
|
5.117%
|
9/15/2032
|
108
|
108
|
|
|
5,9
|
Ally Bank Auto Credit-Linked Notes Series 2024-B
|
5.215%
|
9/15/2032
|
349
|
351
|
|
|
5,9
|
Ally Bank Auto Credit-Linked Notes Series 2025-A
|
4.844%
|
6/15/2033
|
747
|
746
|
|
|
5,9
|
Ally Bank Auto Credit-Linked Notes Series 2025-A
|
4.991%
|
6/15/2033
|
355
|
354
|
|
|
5,9
|
Ally Bank Auto Credit-Linked Notes Series 2025-B
|
4.697%
|
9/15/2033
|
893
|
888
|
|
|
5,9
|
Ally Bank Auto Credit-Linked Notes Series 2025-B
|
4.942%
|
9/15/2033
|
337
|
336
|
|
|
5,9
|
American Heritage Auto Receivables Trust Series 2024-1A
|
5.070%
|
6/17/2030
|
241
|
243
|
|
|
5
|
AmeriCredit Automobile Receivables Trust Series 2023-2
|
6.000%
|
7/18/2029
|
520
|
528
|
|
|
5
|
AmeriCredit Automobile Receivables Trust Series 2024-1
|
5.380%
|
6/18/2029
|
1,190
|
1,200
|
|
|
5,9
|
AMSR Trust Series 2024-SFR2
|
4.150%
|
11/17/2041
|
905
|
876
|
|
|
5,9
|
AMSR Trust Series 2024-SFR2
|
4.150%
|
11/17/2041
|
595
|
570
|
|
|
5,9
|
AMSR Trust Series 2025-SFR1
|
3.655%
|
6/17/2042
|
2,130
|
2,011
|
|
|
5,9
|
AMSR Trust Series 2025-SFR2
|
4.275%
|
11/17/2042
|
1,110
|
1,055
|
|
|
5,9
|
AMSR Trust Series 2026-SFR1
|
3.775%
|
4/17/2043
|
650
|
608
|
|
|
5,8,9
|
Apidos CLO XLVII Ltd. Series 2024-47A, TSFR3M + 1.250%
|
5.060%
|
4/26/2039
|
2,790
|
2,791
|
|
|
5,8,9
|
Apidos CLO XLVII Ltd. Series 2024-47A, TSFR3M + 1.580%
|
5.390%
|
4/26/2039
|
1,640
|
1,645
|
|
|
5,9
|
APIDOS CLO XLVIII Ltd. Series 2024-48AR
|
0.000%
|
7/25/2039
|
3,310
|
3,310
|
|
|
5,9
|
AutoNation Finance Trust Series 2025-1A
|
5.190%
|
12/10/2030
|
560
|
563
|
|
|
5,9
|
AutoNation Finance Trust Series 2025-1A
|
5.630%
|
9/10/2032
|
730
|
733
|
|
|
5,9
|
AutoNation Finance Trust Series 2026-1A
|
4.560%
|
10/14/2031
|
450
|
444
|
|
|
5,9
|
AutoNation Finance Trust Series 2026-1A
|
5.070%
|
1/11/2034
|
1,440
|
1,420
|
|
|
5,9
|
AutoNation Finance Trust Series 2026-2A
|
5.110%
|
6/15/2032
|
720
|
719
|
|
|
5,9
|
AutoNation Finance Trust Series 2026-2A
|
5.750%
|
5/15/2034
|
1,020
|
1,018
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2023-1A
|
6.230%
|
4/20/2029
|
258
|
261
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2023-7A
|
5.900%
|
8/21/2028
|
130
|
131
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2023-8A
|
6.020%
|
2/20/2030
|
1,306
|
1,339
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2024-1A
|
5.360%
|
6/20/2030
|
599
|
605
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2024-3A
|
5.230%
|
12/20/2030
|
575
|
579
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2024-3A
|
5.580%
|
12/20/2030
|
330
|
332
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-1A
|
4.800%
|
8/20/2029
|
1,420
|
1,419
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-1A
|
5.240%
|
8/20/2029
|
2,230
|
2,232
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-1A
|
5.870%
|
8/20/2029
|
210
|
211
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-2A
|
5.510%
|
8/20/2031
|
500
|
501
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2025-2A
|
6.240%
|
8/20/2031
|
220
|
224
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2026-1A
|
4.280%
|
8/20/2030
|
1,010
|
992
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2026-2A
|
4.600%
|
8/20/2032
|
1,060
|
1,037
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2026-2A
|
5.000%
|
8/20/2032
|
710
|
692
|
|
|
5,9
|
Avis Budget Rental Car Funding AESOP LLC Series 2026-3A
|
5.210%
|
4/20/2031
|
570
|
567
|
|
|
5,9
|
Avis Budget Rental Car Funding LLC Series 2026-4A
|
5.090%
|
12/20/2032
|
2,240
|
2,223
|
|
|
5,9
|
Avis Budget Rental Car Funding LLC Series 2026-4A
|
5.480%
|
12/20/2032
|
610
|
605
|
|
|
5,8,9
|
Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.150%
|
4.879%
|
10/20/2036
|
1,680
|
1,679
|
|
|
5,8,9
|
Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.550%
|
5.279%
|
10/20/2036
|
1,760
|
1,759
|
|
|
5
|
Banc of America Commercial Mortgage Trust Series 2015-UBS7
|
4.286%
|
9/15/2048
|
81
|
79
|
|
|
5
|
Banc of America Funding Trust Series 2006-H
|
4.607%
|
9/20/2046
|
110
|
96
|
|
|
5
|
BANK Series 2017-BNK4
|
3.625%
|
5/15/2050
|
198
|
196
|
|
|
5
|
BANK Series 2017-BNK7
|
3.435%
|
9/15/2060
|
159
|
156
|
|
|
5
|
BANK Series 2017-BNK8
|
3.488%
|
11/15/2050
|
333
|
325
|
|
|
5
|
BANK Series 2018-BNK15
|
4.407%
|
11/15/2061
|
72
|
71
|
|
|
5
|
BANK Series 2019-BNK16
|
4.005%
|
2/15/2052
|
168
|
163
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5
|
BANK Series 2019-BNK23
|
2.920%
|
12/15/2052
|
463
|
433
|
|
|
5
|
BANK Series 2019-BNK24
|
2.960%
|
11/15/2062
|
627
|
586
|
|
|
5
|
BANK Series 2022-BNK40
|
3.389%
|
3/15/2064
|
7,500
|
6,856
|
|
|
5
|
BANK Series 2024-5YR7
|
5.769%
|
6/15/2057
|
1,078
|
1,097
|
|
|
5
|
BANK Series 2025-BNK50
|
5.876%
|
5/15/2068
|
890
|
908
|
|
|
5
|
BANK Series 2026-BNK52
|
5.586%
|
5/15/2069
|
1,450
|
1,474
|
|
|
5
|
BANK Series 2026-BNK52
|
5.839%
|
5/15/2069
|
2,380
|
2,405
|
|
|
5
|
Barclays Commercial Mortgage Trust Series 2019-C3
|
3.583%
|
5/15/2052
|
533
|
513
|
|
|
5
|
Barclays Commercial Mortgage Trust Series 2019-C5
|
3.063%
|
11/15/2052
|
146
|
137
|
|
|
5,8,9
|
Barings CLO Ltd. Series 2025-7A, TSFR3M + 1.140%
|
4.893%
|
1/15/2038
|
1,110
|
1,110
|
|
|
5,8,9
|
Barings CLO Ltd. Series 2025-7A, TSFR3M + 1.500%
|
5.253%
|
1/15/2038
|
2,920
|
2,926
|
|
|
5,8,9
|
Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.030%
|
4.759%
|
4/20/2034
|
1,334
|
1,334
|
|
|
5,8,9
|
Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.500%
|
5.229%
|
4/20/2034
|
1,870
|
1,873
|
|
|
5,9
|
Bayview MSR Opportunity Master Fund Trust Series 2021-2
|
2.500%
|
6/25/2051
|
198
|
159
|
|
|
5,9
|
Bayview Opportunity Master Fund VI Trust Series 2021-6
|
2.500%
|
10/25/2051
|
929
|
744
|
|
|
5,9
|
Bayview Opportunity Master Fund VII Trust Series 2024-SN1
|
5.670%
|
8/15/2028
|
158
|
158
|
|
|
5,9
|
Bayview Opportunity Master Fund VII Trust Series 2024-SN1
|
5.830%
|
12/15/2028
|
231
|
232
|
|
|
5,9
|
Bayview Opportunity Master Fund VII Trust Series 2024-SN1
|
6.360%
|
7/16/2029
|
279
|
282
|
|
|
5,9
|
Bbam US CLO VII Ltd. Series 2026-7A
|
5.008%
|
7/27/2039
|
2,710
|
2,710
|
|
|
5
|
BBCMS Mortgage Trust Series 2018-C2
|
4.314%
|
12/15/2051
|
677
|
665
|
|
|
5
|
BBCMS Mortgage Trust Series 2022-C16
|
4.021%
|
6/15/2055
|
43
|
42
|
|
|
5
|
BBCMS Mortgage Trust Series 2024-5C25
|
5.946%
|
3/15/2057
|
4,600
|
4,682
|
|
|
5
|
BBCMS Mortgage Trust Series 2024-5C25
|
6.358%
|
3/15/2057
|
1,375
|
1,403
|
|
|
5
|
BBCMS Mortgage Trust Series 2024-5C29
|
5.208%
|
9/15/2057
|
3,245
|
3,251
|
|
|
5
|
BBCMS Mortgage Trust Series 2025-C35
|
5.586%
|
7/15/2058
|
1,580
|
1,605
|
|
|
5
|
BBCMS Mortgage Trust Series 2025-C35
|
5.843%
|
7/15/2058
|
600
|
602
|
|
|
5
|
BBCMS Mortgage Trust Series 2026-5C40
|
5.248%
|
2/15/2059
|
2,030
|
2,038
|
|
|
5
|
Bear Stearns ARM Trust Series 2006-4
|
3.980%
|
10/25/2036
|
147
|
124
|
|
|
5
|
Bear Stearns ARM Trust Series 2007-3
|
4.012%
|
5/25/2047
|
148
|
134
|
|
|
5
|
Benchmark Mortgage Trust Series 2018-B1
|
3.666%
|
1/15/2051
|
768
|
757
|
|
|
5
|
Benchmark Mortgage Trust Series 2024-V6
|
5.926%
|
3/15/2057
|
501
|
511
|
|
|
5
|
Benchmark Mortgage Trust Series 2024-V10
|
5.277%
|
9/15/2057
|
353
|
355
|
|
|
5
|
Benchmark Mortgage Trust Series 2025-B41
|
5.754%
|
7/15/2068
|
1,020
|
1,024
|
|
|
5,8,9
|
Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.250%
|
4.979%
|
10/20/2038
|
1,970
|
1,973
|
|
|
5,8,9
|
Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.550%
|
5.279%
|
10/20/2038
|
2,240
|
2,240
|
|
|
5,9
|
BFLD Commercial Mortgage Trust Series 2025-5MW
|
4.674%
|
10/10/2042
|
2,890
|
2,834
|
|
|
5,9
|
BHG Owner Loan Trust Series 2026-1CON
|
4.810%
|
6/17/2037
|
1,110
|
1,103
|
|
|
5
|
BMO Mortgage Trust Series 2024-5C4
|
6.526%
|
5/15/2057
|
456
|
471
|
|
|
5
|
BMO Mortgage Trust Series 2024-5C8
|
5.625%
|
12/15/2057
|
1,075
|
1,090
|
|
|
5
|
BMO Mortgage Trust Series 2024-C9
|
5.759%
|
7/15/2057
|
1,030
|
1,057
|
|
|
5
|
BMO Mortgage Trust Series 2025-C13
|
5.353%
|
10/15/2058
|
3,850
|
3,842
|
|
|
5
|
BMO Mortgage Trust Series 2026-5C15
|
5.684%
|
6/15/2059
|
4,540
|
4,633
|
|
|
5
|
BMO Mortgage Trust Series 2026-5C15
|
5.984%
|
6/15/2059
|
2,710
|
2,753
|
|
|
5
|
BMO Mortgage Trust Series 2026-C14
|
5.317%
|
2/15/2059
|
4,760
|
4,717
|
|
|
5
|
BMO Mortgage Trust Series 2026-C14
|
5.522%
|
2/15/2059
|
2,150
|
2,111
|
|
|
5
|
Bridgecrest Lending Auto Securitization Trust Series 2025-3
|
4.810%
|
5/15/2031
|
940
|
940
|
|
|
5
|
Bridgecrest Lending Auto Securitization Trust Series 2025-4
|
4.800%
|
8/15/2031
|
640
|
638
|
|
|
5
|
Bridgecrest Lending Auto Securitization Trust Series 2026-1
|
4.440%
|
11/17/2031
|
1,250
|
1,237
|
|
|
5
|
Bridgecrest Lending Auto Securitization Trust Series 2026-2
|
4.880%
|
2/17/2032
|
670
|
669
|
|
|
5,8,9
|
BVCLN LLC Series 2026-CRD1, SOFR30A + 1.600%
|
5.216%
|
9/25/2034
|
4,790
|
4,790
|
|
|
5,9
|
BX Commercial Mortgage Trust Series 2026-VLT10
|
5.358%
|
7/13/2058
|
5,350
|
5,071
|
|
|
5,9
|
BX Trust Series 2019-OC11
|
3.202%
|
12/9/2041
|
3,640
|
3,423
|
|
|
5,9
|
BX Trust Series 2025-ARIA
|
5.031%
|
12/13/2042
|
5,120
|
5,086
|
|
|
5,8,9
|
Capital Street Master Trust Series 2025-1, SOFR30A + 1.100%
|
4.724%
|
8/16/2029
|
2,710
|
2,709
|
|
|
5,8,9
|
Capital Street Master Trust Series 2026-1, SOFR30A + 1.150%
|
4.770%
|
5/16/2030
|
4,500
|
4,496
|
|
|
5,9
|
Capital Street Master Trust Series 2026-2
|
0.000%
|
8/16/2030
|
6,720
|
6,720
|
|
|
5
|
CarMax Auto Owner Trust Series 2024-3
|
5.280%
|
3/15/2030
|
124
|
125
|
|
|
5
|
CarMax Auto Owner Trust Series 2024-3
|
5.670%
|
1/15/2031
|
88
|
89
|
|
|
5
|
CarMax Auto Owner Trust Series 2024-4
|
4.820%
|
5/15/2030
|
122
|
122
|
|
|
5
|
CarMax Auto Owner Trust Series 2024-4
|
4.970%
|
6/17/2030
|
134
|
134
|
|
|
5
|
CarMax Auto Owner Trust Series 2024-4
|
5.360%
|
8/15/2031
|
108
|
108
|
|
|
5
|
CarMax Auto Owner Trust Series 2025-1
|
5.110%
|
9/16/2030
|
78
|
78
|
|
|
5
|
CarMax Auto Owner Trust Series 2025-1
|
5.260%
|
10/15/2030
|
146
|
147
|
|
|
5
|
CarMax Auto Owner Trust Series 2025-1
|
5.600%
|
7/15/2031
|
123
|
124
|
|
|
5
|
CarMax Auto Owner Trust Series 2025-2
|
4.960%
|
11/15/2030
|
540
|
541
|
|
|
5
|
CarMax Auto Owner Trust Series 2025-2
|
5.740%
|
10/15/2031
|
330
|
333
|
|
|
5
|
CarMax Auto Owner Trust Series 2025-3
|
4.880%
|
4/15/2031
|
380
|
379
|
|
|
5
|
CarMax Auto Owner Trust Series 2025-3
|
5.220%
|
5/17/2032
|
400
|
399
|
|
|
5
|
CarMax Auto Owner Trust Series 2025-4
|
4.810%
|
9/15/2031
|
480
|
477
|
|
|
5
|
CarMax Auto Owner Trust Series 2025-4
|
5.110%
|
5/17/2032
|
190
|
189
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5
|
CarMax Auto Owner Trust Series 2026-1
|
4.540%
|
3/15/2032
|
580
|
572
|
|
|
5
|
CarMax Auto Owner Trust Series 2026-1
|
4.930%
|
1/18/2033
|
270
|
267
|
|
|
5
|
CarMax Auto Owner Trust Series 2026-2
|
5.100%
|
4/18/2033
|
240
|
237
|
|
|
5
|
CarMax Auto Owner Trust Series 2026-3
|
5.000%
|
10/15/2032
|
200
|
199
|
|
|
5
|
CarMax Auto Owner Trust Series 2026-3
|
5.360%
|
7/15/2033
|
280
|
279
|
|
|
5
|
CD Mortgage Trust Series 2016-CD1
|
2.724%
|
8/10/2049
|
65
|
64
|
|
|
5
|
CD Mortgage Trust Series 2016-CD1
|
3.631%
|
8/10/2049
|
169
|
84
|
|
|
5
|
CD Mortgage Trust Series 2017-CD3
|
3.631%
|
2/10/2050
|
272
|
267
|
|
|
5
|
CD Mortgage Trust Series 2017-CD4
|
3.514%
|
5/10/2050
|
357
|
354
|
|
|
5
|
CD Mortgage Trust Series 2017-CD5
|
3.684%
|
8/15/2050
|
225
|
221
|
|
|
5
|
CD Mortgage Trust Series 2017-CD6
|
3.709%
|
11/13/2050
|
144
|
142
|
|
|
5
|
CD Mortgage Trust Series 2018-CD7
|
4.838%
|
8/15/2051
|
144
|
134
|
|
|
5,9
|
CENT Trust Series 2025-CITY
|
4.920%
|
7/10/2040
|
3,880
|
3,844
|
|
|
5,9
|
Chase Auto Credit Linked Notes Series 2025-1
|
4.851%
|
2/25/2033
|
326
|
325
|
|
|
5,9
|
Chase Auto Credit Linked Notes Series 2025-1
|
5.047%
|
2/25/2033
|
163
|
162
|
|
|
5,9
|
Chase Auto Credit Linked Notes Series 2026-1
|
5.085%
|
7/25/2034
|
250
|
250
|
|
|
5,9
|
Chase Auto Owner Trust Series 2024-1A
|
5.160%
|
11/26/2029
|
94
|
95
|
|
|
5,9
|
Chase Auto Owner Trust Series 2024-1A
|
5.360%
|
1/25/2030
|
88
|
89
|
|
|
5,9
|
Chase Auto Owner Trust Series 2024-3A
|
5.280%
|
1/25/2030
|
219
|
221
|
|
|
5,9
|
Chase Auto Owner Trust Series 2024-3A
|
5.410%
|
2/28/2030
|
147
|
149
|
|
|
5,9
|
Chase Auto Owner Trust Series 2024-4A
|
5.230%
|
4/25/2030
|
361
|
363
|
|
|
5,9
|
Chase Auto Owner Trust Series 2024-4A
|
5.460%
|
7/25/2030
|
391
|
394
|
|
|
5,9
|
Chase Auto Owner Trust Series 2024-5A
|
4.620%
|
8/26/2030
|
196
|
194
|
|
|
5,9
|
Chase Auto Owner Trust Series 2025-1A
|
4.930%
|
12/26/2030
|
340
|
339
|
|
|
5,9
|
Chase Auto Owner Trust Series 2025-1A
|
5.240%
|
11/26/2032
|
370
|
368
|
|
|
5,9
|
Chase Auto Owner Trust Series 2025-2A
|
4.530%
|
4/25/2031
|
230
|
226
|
|
|
5,9
|
Chase Auto Owner Trust Series 2025-2A
|
5.030%
|
2/25/2033
|
660
|
648
|
|
|
5,9
|
Chase Auto Owner Trust Series 2026-1A
|
5.110%
|
6/25/2032
|
330
|
330
|
|
|
5,9
|
Chase Auto Owner Trust Series 2026-1A
|
5.560%
|
9/26/2033
|
800
|
797
|
|
|
5,9
|
Chase Home Lending Mortgage Trust Series 2026-AGY1
|
5.000%
|
2/25/2057
|
5,682
|
5,587
|
|
|
5,9
|
Chase Home Lending Mortgage Trust Series 2026-HYB1
|
5.375%
|
3/25/2057
|
5,900
|
5,881
|
|
|
5
|
CHL Mortgage Pass-Through Trust Series 2006-HYB1
|
4.646%
|
3/20/2036
|
100
|
96
|
|
|
5
|
CHL Mortgage Pass-Through Trust Series 2007-HYB2
|
4.171%
|
2/25/2047
|
121
|
112
|
|
|
5,8,9
|
CIFC Funding Ltd. Series 2023-2A, TSFR3M + 1.130%
|
4.864%
|
1/21/2037
|
950
|
950
|
|
|
5,8,9
|
CIFC Funding Ltd. Series 2023-2A, TSFR3M + 1.450%
|
5.184%
|
1/21/2037
|
2,730
|
2,734
|
|
|
5,8,9
|
CIFC Funding Ltd. Series 2025-6A, TSFR3M + 1.250%
|
5.002%
|
10/23/2038
|
490
|
491
|
|
|
5,8,9
|
CIFC Funding Ltd. Series 2025-6A, TSFR3M + 1.550%
|
5.302%
|
10/23/2038
|
900
|
904
|
|
|
5
|
Citigroup Commercial Mortgage Trust Series 2015-GC33
|
4.336%
|
9/10/2058
|
203
|
174
|
|
|
5
|
Citigroup Commercial Mortgage Trust Series 2017-C4
|
3.471%
|
10/12/2050
|
255
|
251
|
|
|
5
|
Citigroup Commercial Mortgage Trust Series 2017-P8
|
4.192%
|
9/15/2050
|
193
|
177
|
|
|
5
|
Citigroup Commercial Mortgage Trust Series 2017-P8
|
4.245%
|
9/15/2050
|
110
|
91
|
|
|
5
|
Citigroup Commercial Mortgage Trust Series 2018-B2
|
4.009%
|
3/10/2051
|
253
|
250
|
|
|
5
|
Citigroup Commercial Mortgage Trust Series 2019-C7
|
3.102%
|
12/15/2072
|
940
|
882
|
|
|
5
|
Citigroup Mortgage Loan Trust Series 2007-AR8
|
4.738%
|
7/25/2037
|
7
|
7
|
|
|
5,9
|
CLI Funding IX LLC Series 2024-1A
|
5.630%
|
7/20/2049
|
991
|
995
|
|
|
5,9
|
COMM Mortgage Trust Series 2013-CR6
|
3.397%
|
3/10/2046
|
41
|
41
|
|
|
5,9
|
Compass Datacenters Issuer II LLC Series 2025-2A
|
4.926%
|
11/25/2050
|
3,020
|
2,937
|
|
|
5,9
|
Compass Datacenters Issuer III LLC Series 2025-3A
|
5.286%
|
7/25/2050
|
3,740
|
3,658
|
|
|
5,9
|
Compass Datacenters Issuer III LLC Series 2026-1A
|
4.897%
|
2/25/2056
|
2,540
|
2,475
|
|
|
5,9
|
Compass Datacenters Issuer III LLC Series 2026-1A
|
5.289%
|
2/25/2056
|
1,490
|
1,459
|
|
|
5,9
|
Concord Music Royalties LLC Series 2025-1A
|
5.507%
|
7/20/2075
|
4,280
|
4,282
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2023-R06, SOFR30A +
1.700%
|
5.316%
|
7/25/2043
|
31
|
31
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2023-R07, SOFR30A +
1.950%
|
5.566%
|
9/25/2043
|
70
|
70
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2024-R01, SOFR30A +
1.050%
|
4.666%
|
1/25/2044
|
304
|
304
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2024-R02, SOFR30A +
1.100%
|
4.716%
|
2/25/2044
|
17
|
17
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2024-R04, SOFR30A +
1.000%
|
4.616%
|
5/25/2044
|
239
|
239
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2024-R05, SOFR30A +
1.000%
|
4.616%
|
7/25/2044
|
679
|
679
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A +
1.150%
|
4.766%
|
9/25/2044
|
398
|
399
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2025-R01, SOFR30A +
0.950%
|
4.566%
|
1/25/2045
|
351
|
351
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A +
1.000%
|
4.616%
|
2/25/2045
|
336
|
337
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2025-R03, SOFR30A +
1.450%
|
5.066%
|
3/25/2045
|
1,253
|
1,258
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2025-R04, SOFR30A +
1.000%
|
4.616%
|
5/25/2045
|
749
|
750
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A +
1.000%
|
4.616%
|
7/25/2045
|
1,140
|
1,142
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2025-R06, SOFR30A +
0.900%
|
4.516%
|
9/25/2045
|
1,357
|
1,357
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2026-R02, SOFR30A +
0.950%
|
4.566%
|
2/25/2046
|
1,623
|
1,624
|
|
|
5,8,9
|
Connecticut Avenue Securities Trust Series 2026-R03, SOFR30A +
1.100%
|
4.716%
|
4/25/2046
|
1,747
|
1,751
|
|
|
5
|
CSAIL Commercial Mortgage Trust Series 2015-C3
|
4.198%
|
8/15/2048
|
181
|
175
|
|
|
5
|
CSAIL Commercial Mortgage Trust Series 2016-C7
|
3.502%
|
11/15/2049
|
150
|
150
|
|
|
5
|
CSAIL Commercial Mortgage Trust Series 2019-C17
|
2.763%
|
9/15/2052
|
65
|
60
|
|
|
5,9
|
DB Master Finance LLC Series 2019-1A
|
4.352%
|
5/20/2049
|
309
|
302
|
|
|
5,9
|
DB Master Finance LLC Series 2025-1A
|
4.891%
|
8/20/2055
|
2,089
|
2,055
|
|
|
5,9
|
DB Master Finance LLC Series 2026-1A
|
5.200%
|
5/20/2056
|
4,740
|
4,703
|
|
|
5
|
DBJPM Mortgage Trust Series 2017-C6
|
3.328%
|
6/10/2050
|
180
|
178
|
|
|
5
|
DBJPM Mortgage Trust Series 2020-C9
|
1.926%
|
8/15/2053
|
559
|
497
|
|
|
5,9
|
Dell Equipment Finance Trust Series 2024-2
|
4.820%
|
8/22/2030
|
113
|
113
|
|
|
5,9
|
Dell Equipment Finance Trust Series 2025-1
|
4.960%
|
2/24/2031
|
110
|
110
|
|
|
5,9
|
Dell Equipment Finance Trust Series 2025-1
|
5.640%
|
8/22/2031
|
210
|
212
|
|
|
5,9
|
Dell Equipment Finance Trust Series 2025-2
|
4.530%
|
3/24/2031
|
400
|
397
|
|
|
5,9
|
Dell Equipment Finance Trust Series 2025-2
|
4.830%
|
3/22/2032
|
510
|
506
|
|
|
5,9
|
Dell Equipment Finance Trust Series 2026-1A
|
4.800%
|
12/22/2031
|
460
|
458
|
|
|
5,9
|
Dell Equipment Finance Trust Series 2026-1A
|
5.190%
|
11/22/2032
|
180
|
179
|
|
|
5,9
|
DLLAA LLC Series 2023-1A
|
5.730%
|
10/20/2031
|
139
|
141
|
|
|
5,9
|
DLLST LLC Series 2024-1A
|
4.930%
|
4/22/2030
|
57
|
57
|
|
|
5,9
|
Domino's Pizza Master Issuer LLC Series 2019-1A
|
3.668%
|
10/25/2049
|
1,150
|
1,099
|
|
|
5,9
|
Domino's Pizza Master Issuer LLC Series 2025-1A
|
4.930%
|
7/25/2055
|
4,500
|
4,430
|
|
|
5,9
|
Domino's Pizza Master Issuer LLC Series 2025-1A
|
5.217%
|
7/25/2055
|
2,820
|
2,772
|
|
|
5
|
Drive Auto Receivables Trust Series 2024-1
|
5.430%
|
11/17/2031
|
738
|
744
|
|
|
5
|
Drive Auto Receivables Trust Series 2024-2
|
4.940%
|
5/17/2032
|
1,346
|
1,349
|
|
|
5
|
Drive Auto Receivables Trust Series 2025-1
|
5.410%
|
9/15/2032
|
5,470
|
5,492
|
|
|
5
|
Drive Auto Receivables Trust Series 2025-2
|
4.900%
|
12/15/2032
|
3,740
|
3,698
|
|
|
5,8,9
|
Dryden 113 CLO Ltd. Series 2022-113A, TSFR3M + 1.090%
|
4.843%
|
10/15/2037
|
650
|
650
|
|
|
5,9
|
Dryden 115 CLO Ltd. Series 2024-115A
|
4.939%
|
4/18/2037
|
980
|
980
|
|
|
5,8,9
|
Dryden 42 Senior Loan Fund Series 2016-42A, TSFR3M + 1.190%
|
4.943%
|
7/15/2037
|
2,070
|
2,069
|
|
|
5,8,9
|
Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.250%
|
4.901%
|
11/15/2038
|
2,110
|
2,113
|
|
|
5,8,9
|
Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.600%
|
5.251%
|
11/15/2038
|
2,200
|
2,205
|
|
|
5,8,9
|
Edsouth Indenture No. 9 LLC Series 2015-1, SOFR30A + 0.914%
|
4.531%
|
10/25/2056
|
191
|
190
|
|
|
5,9
|
EDvestinU Private Education Loan Issue No. 1 LLC Series 2019-A
|
3.580%
|
11/25/2038
|
38
|
38
|
|
|
5,9
|
Ellington Financial Mortgage Trust Series 2026-AE3
|
5.500%
|
6/25/2061
|
18,281
|
18,015
|
|
|
5,9
|
Ellington Financial Mortgage Trust Series 2026-AE4
|
5.500%
|
6/25/2061
|
27,704
|
27,302
|
|
|
5,8,9
|
Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.220%
|
4.973%
|
10/15/2038
|
1,450
|
1,450
|
|
|
5,8,9
|
Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.550%
|
5.303%
|
10/15/2038
|
1,120
|
1,124
|
|
|
5,9
|
Evergreen Credit Card Trust Series 2025-CRT5
|
5.240%
|
5/15/2029
|
238
|
239
|
|
|
5,9
|
Evergreen Credit Card Trust Series 2025-CRT5
|
5.530%
|
5/15/2029
|
362
|
363
|
|
|
5
|
Exeter Automobile Receivables Trust Series 2025-5A
|
4.680%
|
3/15/2032
|
790
|
784
|
|
|
5
|
Exeter Automobile Receivables Trust Series 2025-5A
|
5.160%
|
3/15/2032
|
2,180
|
2,163
|
|
|
5
|
Exeter Automobile Receivables Trust Series 2026-1A
|
4.400%
|
5/17/2032
|
1,620
|
1,599
|
|
|
5
|
Exeter Automobile Receivables Trust Series 2026-1A
|
5.000%
|
5/17/2032
|
3,850
|
3,792
|
|
|
5
|
Exeter Automobile Receivables Trust Series 2026-3A
|
4.920%
|
10/15/2032
|
2,170
|
2,162
|
|
|
5
|
Exeter Select Automobile Receivables Trust Series 2025-2
|
4.630%
|
11/17/2031
|
170
|
169
|
|
|
5,9
|
FCCU Auto Receivables Trust Series 2025-1A
|
5.180%
|
5/15/2031
|
670
|
672
|
|
|
5
|
First Horizon Mortgage Pass-Through Trust Series 2006-AR3
|
3.676%
|
11/25/2036
|
61
|
28
|
|
|
5
|
First Horizon Mortgage Pass-Through Trust Series 2006-AR4
|
4.434%
|
1/25/2037
|
130
|
56
|
|
|
5,9
|
First Investors Auto Owner Trust Series 2025-1A
|
4.750%
|
12/15/2031
|
770
|
765
|
|
|
5,9
|
First Investors Auto Owner Trust Series 2025-1A
|
5.220%
|
12/15/2033
|
570
|
562
|
|
|
5,9
|
First Investors Auto Owner Trust Series 2026-1A
|
5.380%
|
7/15/2032
|
2,120
|
2,120
|
|
|
5,9
|
First Investors Auto Owner Trust Series 2026-1A
|
5.800%
|
4/17/2034
|
1,880
|
1,871
|
|
|
5
|
First National Master Note Trust Series 2024-1
|
5.340%
|
5/15/2030
|
1,100
|
1,108
|
|
|
5
|
FIVE Mortgage Trust Series 2023-V1
|
5.668%
|
2/10/2056
|
43
|
44
|
|
|
5,9
|
Flagstar Mortgage Trust Series 2021-7
|
2.500%
|
8/25/2051
|
1,600
|
1,045
|
|
|
5,9
|
Flagstar Mortgage Trust Series 2021-11IN
|
2.500%
|
11/25/2051
|
896
|
721
|
|
|
5,9
|
Flagstar Mortgage Trust Series 2021-12
|
2.500%
|
11/25/2051
|
1,400
|
905
|
|
|
5,8,9
|
Flatiron CLO 24 Ltd. Series 2023-2A, TSFR3M + 1.190%
|
4.943%
|
1/15/2039
|
2,470
|
2,470
|
|
|
5,8,9
|
Flatiron CLO 24 Ltd. Series 2023-2A, TSFR3M + 1.400%
|
5.153%
|
1/15/2039
|
990
|
992
|
|
|
5
|
Ford Credit Auto Lease Trust Series 2025-A
|
4.960%
|
2/15/2029
|
195
|
196
|
|
|
5,9
|
Ford Credit Auto Owner Trust Series 2022-1
|
4.670%
|
11/15/2034
|
1,160
|
1,159
|
|
|
5
|
Ford Credit Auto Owner Trust Series 2023-C
|
6.370%
|
5/15/2031
|
633
|
644
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5,9
|
Ford Credit Auto Owner Trust Series 2024-1
|
5.240%
|
8/15/2036
|
676
|
682
|
|
|
5
|
Ford Credit Auto Owner Trust Series 2024-B
|
5.230%
|
5/15/2030
|
817
|
824
|
|
|
5
|
Ford Credit Auto Owner Trust Series 2024-C
|
4.400%
|
8/15/2030
|
967
|
962
|
|
|
5
|
Ford Credit Auto Owner Trust Series 2024-D
|
4.880%
|
9/15/2030
|
181
|
181
|
|
|
5,9
|
Ford Credit Auto Owner Trust Series 2025-1
|
4.860%
|
8/15/2037
|
1,550
|
1,557
|
|
|
5,9
|
Ford Credit Auto Owner Trust Series 2025-2
|
4.670%
|
2/15/2038
|
1,250
|
1,235
|
|
|
5
|
Ford Credit Auto Owner Trust Series 2025-A
|
4.890%
|
2/15/2031
|
2,150
|
2,156
|
|
|
5,9
|
Ford Credit Auto Owner Trust Series 2026-1
|
4.480%
|
8/15/2038
|
1,780
|
1,739
|
|
|
5,9
|
Ford Credit Floorplan Master Owner Trust A Series 2024-2
|
5.560%
|
4/15/2031
|
556
|
565
|
|
|
5,9
|
Ford Credit Floorplan Master Owner Trust A Series 2024-4
|
4.610%
|
9/15/2031
|
239
|
237
|
|
|
5
|
Ford Credit Floorplan Master Owner Trust A Series 2025-1
|
4.840%
|
4/15/2030
|
1,050
|
1,051
|
|
|
5
|
Ford Credit Floorplan Master Owner Trust A Series 2026-2
|
4.850%
|
5/15/2033
|
330
|
327
|
|
|
5,6,8,9
|
Freddie Mac STACR REMICS Trust Series 2023-HQA3, SOFR30A +
1.850%
|
5.466%
|
11/25/2043
|
188
|
189
|
|
|
5,6,8,9
|
Freddie Mac STACR REMICS Trust Series 2024-DNA3, SOFR30A +
1.050%
|
4.666%
|
10/25/2044
|
57
|
57
|
|
|
5,6,8,9
|
Freddie Mac STACR REMICS Trust Series 2024-HQA2, SOFR30A +
1.250%
|
4.866%
|
8/25/2044
|
742
|
745
|
|
|
5,6,8,9
|
Freddie Mac STACR REMICS Trust Series 2025-DNA1, SOFR30A +
0.950%
|
4.566%
|
1/25/2045
|
117
|
117
|
|
|
5,6,8,9
|
Freddie Mac STACR REMICS Trust Series 2025-DNA2, SOFR30A +
1.100%
|
4.716%
|
5/25/2045
|
837
|
839
|
|
|
5,6,8,9
|
Freddie Mac STACR REMICS Trust Series 2025-DNA3, SOFR30A +
0.950%
|
4.566%
|
9/25/2045
|
2,525
|
2,527
|
|
|
5,6,8,9
|
Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A +
0.950%
|
4.566%
|
2/25/2045
|
213
|
213
|
|
|
5,6,8,9
|
Freddie Mac STACR REMICS Trust Series 2026-HQA1, SOFR30A +
1.000%
|
4.616%
|
5/25/2046
|
1,276
|
1,280
|
|
|
5,6,8,9
|
Freddie Mac STACR REMICS Trust Series 2026-HQA1, SOFR30A +
1.250%
|
4.866%
|
5/25/2046
|
2,490
|
2,492
|
|
|
5,9
|
GCAT Trust Series 2022-INV1
|
3.000%
|
12/25/2051
|
1,398
|
1,179
|
|
|
5,9
|
GCAT Trust Series 2024-INV4
|
6.000%
|
12/25/2054
|
664
|
667
|
|
|
5,9
|
GCM CLO Ltd. Series 2026-1A
|
5.016%
|
7/20/2039
|
2,780
|
2,784
|
|
|
5,9
|
GCM CLO Ltd. Series 2026-1A
|
5.296%
|
7/20/2039
|
1,130
|
1,134
|
|
|
5,9,10
|
GCM CLO Ltd. Series 2026-2A
|
0.000%
|
7/20/2039
|
1,630
|
1,630
|
|
|
5,9
|
GGP Trust Series 2026-TY
|
4.670%
|
3/5/2043
|
5,290
|
5,174
|
|
|
5,9
|
GLS Auto Receivables Issuer Trust Series 2025-4A
|
4.530%
|
4/15/2030
|
2,050
|
2,045
|
|
|
5,9
|
GLS Auto Receivables Issuer Trust Series 2026-2A
|
4.900%
|
1/15/2032
|
2,580
|
2,569
|
|
|
5,9
|
GLS Auto Select Receivables Issuer Trust Series 2026-1A
|
4.460%
|
2/17/2032
|
350
|
345
|
|
|
5
|
GM Financial Automobile Leasing Trust Series 2025-2
|
5.040%
|
10/22/2029
|
920
|
923
|
|
|
5
|
GM Financial Automobile Leasing Trust Series 2025-3
|
4.600%
|
1/21/2030
|
680
|
678
|
|
|
5
|
GM Financial Consumer Automobile Receivables Trust Series 2024-1
|
5.160%
|
8/16/2029
|
117
|
118
|
|
|
5
|
GM Financial Consumer Automobile Receivables Trust Series 2024-2
|
5.280%
|
10/16/2029
|
180
|
182
|
|
|
5
|
GM Financial Consumer Automobile Receivables Trust Series 2024-3
|
5.390%
|
1/16/2030
|
383
|
387
|
|
|
5
|
GM Financial Consumer Automobile Receivables Trust Series 2024-4
|
4.670%
|
5/16/2030
|
122
|
122
|
|
|
5
|
GM Financial Consumer Automobile Receivables Trust Series 2025-1
|
5.000%
|
8/16/2030
|
75
|
75
|
|
|
5
|
GM Financial Consumer Automobile Receivables Trust Series 2025-2
|
4.910%
|
10/18/2032
|
930
|
932
|
|
|
5
|
GM Financial Consumer Automobile Receivables Trust Series 2025-3
|
4.730%
|
1/18/2033
|
190
|
189
|
|
|
5,9
|
GM Financial Revolving Receivables Trust Series 2021-1
|
1.490%
|
6/12/2034
|
94
|
94
|
|
|
5,9
|
GM Financial Revolving Receivables Trust Series 2021-1
|
1.670%
|
6/12/2034
|
171
|
170
|
|
|
5,9
|
GM Financial Revolving Receivables Trust Series 2023-2
|
6.210%
|
8/11/2036
|
200
|
206
|
|
|
5,9
|
GM Financial Revolving Receivables Trust Series 2024-1
|
4.980%
|
12/11/2036
|
939
|
947
|
|
|
5,9
|
GM Financial Revolving Receivables Trust Series 2024-1
|
5.230%
|
12/11/2036
|
266
|
268
|
|
|
5,9
|
GM Financial Revolving Receivables Trust Series 2025-1
|
4.640%
|
12/11/2037
|
3,020
|
3,011
|
|
|
5,9
|
GM Financial Revolving Receivables Trust Series 2025-1
|
4.800%
|
12/11/2037
|
129
|
128
|
|
|
5,9
|
GM Financial Revolving Receivables Trust Series 2025-1
|
5.000%
|
12/11/2037
|
914
|
911
|
|
|
5
|
GMACM Mortgage Loan Trust Series 2005-AR6
|
3.706%
|
11/19/2035
|
12
|
10
|
|
|
5,9
|
GMF Floorplan Owner Revolving Trust Series 2024-2A
|
5.060%
|
3/15/2031
|
1,184
|
1,196
|
|
|
5,9
|
GMF Floorplan Owner Revolving Trust Series 2024-2A
|
5.350%
|
3/15/2031
|
152
|
153
|
|
|
5,9
|
GMF Floorplan Owner Revolving Trust Series 2024-4A
|
4.980%
|
11/15/2029
|
312
|
313
|
|
|
5,9
|
GMF Floorplan Owner Revolving Trust Series 2025-1A
|
4.880%
|
3/15/2029
|
560
|
561
|
|
|
5,9
|
GMF Floorplan Owner Revolving Trust Series 2025-2A
|
4.910%
|
3/15/2030
|
820
|
821
|
|
|
5,9
|
GMF Floorplan Owner Revolving Trust Series 2025-2A
|
4.960%
|
3/15/2030
|
640
|
639
|
|
|
5,9
|
Goldentree Loan Management US CLO 12 Ltd. Series 2022-12A
|
4.929%
|
7/20/2036
|
2,240
|
2,240
|
|
|
5,8,9
|
Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A,
TSFR3M + 1.170%
|
4.899%
|
10/20/2039
|
1,690
|
1,689
|
|
|
5,8,9
|
Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A,
TSFR3M + 1.400%
|
5.129%
|
10/20/2039
|
1,560
|
1,562
|
|
|
5,8,9
|
Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A, TSFR3M +
1.230%
|
4.959%
|
4/20/2037
|
2,110
|
2,110
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5,8,9
|
Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A, TSFR3M +
1.600%
|
5.329%
|
4/20/2037
|
630
|
631
|
|
|
5
|
GS Mortgage Securities Trust Series 2014-GC24
|
4.377%
|
9/10/2047
|
893
|
836
|
|
|
5
|
GS Mortgage Securities Trust Series 2015-GC34
|
4.545%
|
10/10/2048
|
202
|
65
|
|
|
5
|
GS Mortgage Securities Trust Series 2017-GS6
|
3.433%
|
5/10/2050
|
127
|
125
|
|
|
5
|
GS Mortgage Securities Trust Series 2018-GS9
|
3.992%
|
3/10/2051
|
254
|
251
|
|
|
5
|
GS Mortgage Securities Trust Series 2018-GS10
|
4.155%
|
7/10/2051
|
197
|
194
|
|
|
5
|
GS Mortgage Securities Trust Series 2020-GC47
|
2.377%
|
5/12/2053
|
9,985
|
9,096
|
|
|
5
|
GS Mortgage Securities Trust Series 2020-GC47
|
2.731%
|
5/12/2053
|
440
|
398
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2024-1A
|
6.120%
|
1/25/2029
|
536
|
541
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2024-1A
|
6.700%
|
1/25/2029
|
338
|
342
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2025-5A
|
4.620%
|
5/25/2030
|
1,270
|
1,252
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2025-5A
|
5.500%
|
5/25/2030
|
550
|
540
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2025-6A
|
4.890%
|
5/25/2032
|
1,490
|
1,457
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2025-6A
|
5.820%
|
5/25/2032
|
760
|
733
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2026-1A
|
5.090%
|
11/25/2030
|
1,960
|
1,950
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2026-1A
|
5.670%
|
11/25/2030
|
380
|
379
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2026-1A
|
6.450%
|
11/25/2030
|
800
|
797
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2026-2A
|
5.400%
|
11/25/2032
|
1,650
|
1,643
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2026-2A
|
6.080%
|
11/25/2032
|
1,120
|
1,113
|
|
|
5,9
|
Hertz Vehicle Financing III LLC Series 2026-2A
|
6.760%
|
11/25/2032
|
940
|
934
|
|
|
5
|
Honda Auto Receivables Owner Trust Series 2024-4
|
4.350%
|
12/16/2030
|
242
|
242
|
|
|
5,9
|
HPEFS Equipment Trust Series 2024-1A
|
5.330%
|
5/20/2031
|
230
|
230
|
|
|
5,9
|
HPEFS Equipment Trust Series 2024-1A
|
5.820%
|
11/20/2031
|
381
|
383
|
|
|
5,9
|
HPEFS Equipment Trust Series 2024-2A
|
5.350%
|
10/20/2031
|
165
|
166
|
|
|
5,9
|
HPEFS Equipment Trust Series 2024-2A
|
5.520%
|
10/20/2031
|
517
|
520
|
|
|
5,9
|
HPEFS Equipment Trust Series 2024-2A
|
5.820%
|
4/20/2032
|
269
|
271
|
|
|
5,9
|
HPEFS Equipment Trust Series 2025-1A
|
4.790%
|
9/20/2032
|
910
|
908
|
|
|
5,9
|
HPEFS Equipment Trust Series 2025-1A
|
4.990%
|
3/21/2033
|
1,590
|
1,581
|
|
|
5,9
|
HPEFS Equipment Trust Series 2025-2A
|
4.410%
|
11/22/2032
|
420
|
416
|
|
|
5,9
|
HPEFS Equipment Trust Series 2025-2A
|
4.770%
|
5/20/2033
|
610
|
602
|
|
|
5,9
|
Hundred Acre Wood Trust Series 2021-INV3
|
2.500%
|
12/25/2051
|
930
|
750
|
|
|
5,9
|
Huntington Bank Auto Credit-Linked Notes Series 2024-1
|
6.153%
|
5/20/2032
|
198
|
200
|
|
|
5,9
|
Huntington Bank Auto Credit-Linked Notes Series 2024-2
|
5.442%
|
10/20/2032
|
273
|
274
|
|
|
5,9
|
Huntington Bank Auto Credit-Linked Notes Series 2025-2
|
4.835%
|
9/20/2033
|
3,578
|
3,563
|
|
|
5,9
|
Huntington Bank Auto Credit-Linked Notes Series 2026-1
|
4.503%
|
2/20/2034
|
2,014
|
1,991
|
|
|
5,9
|
Hyundai Auto Lease Securitization Trust Series 2025-B
|
4.940%
|
8/15/2029
|
1,290
|
1,295
|
|
|
5
|
Hyundai Auto Receivables Trust Series 2024-A
|
5.270%
|
7/15/2031
|
320
|
323
|
|
|
5
|
Hyundai Auto Receivables Trust Series 2024-B
|
5.040%
|
9/16/2030
|
315
|
317
|
|
|
5
|
Hyundai Auto Receivables Trust Series 2024-B
|
5.290%
|
10/15/2031
|
604
|
610
|
|
|
5
|
Hyundai Auto Receivables Trust Series 2024-C
|
4.670%
|
1/15/2031
|
119
|
119
|
|
|
5
|
Hyundai Auto Receivables Trust Series 2024-C
|
4.860%
|
2/17/2032
|
329
|
329
|
|
|
5
|
Hyundai Auto Receivables Trust Series 2025-A
|
4.610%
|
4/15/2031
|
209
|
208
|
|
|
5
|
Hyundai Auto Receivables Trust Series 2025-A
|
4.760%
|
6/15/2032
|
597
|
596
|
|
|
5
|
Hyundai Auto Receivables Trust Series 2025-B
|
4.920%
|
7/15/2032
|
890
|
889
|
|
|
5
|
Hyundai Auto Receivables Trust Series 2025-C
|
4.370%
|
1/18/2033
|
1,340
|
1,316
|
|
|
5
|
Hyundai Auto Receivables Trust Series 2026-B
|
5.010%
|
10/17/2033
|
1,590
|
1,586
|
|
|
5,9
|
INT Commercial Mortgage Trust Series 2025-PLAZA
|
4.879%
|
11/5/2037
|
1,100
|
1,087
|
|
|
5,9
|
Jersey Mike's Funding Series 2025-1A
|
5.610%
|
8/16/2055
|
5,895
|
5,886
|
|
|
5,9
|
Jersey Mike's Funding LLC Series 2026-1A
|
4.952%
|
2/15/2056
|
2,404
|
2,351
|
|
|
5,9
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2010-C2
|
5.582%
|
11/15/2043
|
25
|
24
|
|
|
5,9
|
JP Morgan Mortgage Trust Series 2021-INV4
|
3.000%
|
1/25/2052
|
8,552
|
7,195
|
|
|
5,9
|
JP Morgan Mortgage Trust Series 2021-INV6
|
2.500%
|
4/25/2052
|
2,131
|
1,718
|
|
|
5,9
|
JP Morgan Mortgage Trust Series 2021-INV6
|
3.000%
|
4/25/2052
|
8,459
|
7,127
|
|
|
5,9
|
JP Morgan Mortgage Trust Series 2026-HYB2
|
5.500%
|
11/25/2056
|
7,100
|
7,108
|
|
|
5
|
JPMCC Commercial Mortgage Securities Trust Series 2017-JP5
|
3.723%
|
3/15/2050
|
304
|
301
|
|
|
5
|
JPMCC Commercial Mortgage Securities Trust Series 2017-JP6
|
3.224%
|
7/15/2050
|
307
|
304
|
|
|
5
|
JPMDB Commercial Mortgage Securities Trust Series 2017-C7
|
3.409%
|
10/15/2050
|
289
|
285
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2024-2A
|
5.500%
|
7/16/2029
|
155
|
156
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2024-2A
|
5.660%
|
10/15/2029
|
91
|
92
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2024-2A
|
6.370%
|
10/15/2031
|
76
|
77
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2024-3A
|
4.740%
|
1/15/2030
|
266
|
266
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2024-3A
|
4.930%
|
3/15/2030
|
216
|
216
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2024-3A
|
5.180%
|
2/17/2032
|
148
|
148
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2025-1A
|
5.110%
|
7/15/2030
|
269
|
270
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2025-1A
|
5.520%
|
5/17/2032
|
564
|
567
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2025-2A
|
4.700%
|
8/16/2032
|
530
|
526
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2025-2A
|
5.010%
|
12/15/2032
|
510
|
505
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2025-3A
|
4.600%
|
3/15/2033
|
710
|
698
|
|
|
5,9
|
LAD Auto Receivables Trust Series 2026-1A
|
4.420%
|
8/15/2033
|
820
|
802
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5,9
|
LAD Auto Receivables Trust Series 2026-2A
|
4.940%
|
10/17/2033
|
470
|
465
|
|
|
5,9
|
LAD Select Auto Receivables Trust Series 2026-A
|
5.250%
|
11/15/2032
|
620
|
620
|
|
|
5,9
|
LAD Select Auto Receivables Trust Series 2026-A
|
5.600%
|
11/15/2032
|
260
|
260
|
|
|
5,9
|
LBTY Commercial Mortgage Trust Series 2026-225L
|
4.593%
|
2/10/2043
|
3,120
|
3,039
|
|
|
5,8,9
|
Lighthouse Park CLO Ltd. Series 2025-1A, TSFR3M + 1.110%
|
4.885%
|
10/24/2037
|
1,120
|
1,119
|
|
|
5,8,9
|
Lighthouse Park CLO Ltd. Series 2025-1A, TSFR3M + 1.450%
|
5.225%
|
10/24/2037
|
2,950
|
2,953
|
|
|
5,9
|
Lohrasp Enterprise II LLC Series 2026-1A
|
5.512%
|
7/17/2056
|
2,050
|
2,046
|
|
|
5,9
|
Lyra Music Assets Delaware LP Series 2025-1A
|
5.604%
|
9/20/2065
|
2,917
|
2,927
|
|
|
5,9
|
M&T Bank RV Trust Series 2026-1A
|
4.350%
|
1/15/2046
|
1,864
|
1,823
|
|
|
5,9
|
Manhattan West Mortgage Trust Series 2026-2MW
|
5.321%
|
6/10/2048
|
5,590
|
5,517
|
|
|
5
|
MASTR Adjustable Rate Mortgages Trust Series 2004-3
|
5.716%
|
4/25/2034
|
1
|
1
|
|
|
5,9
|
Mello Mortgage Capital Acceptance Series 2022-INV1
|
2.500%
|
3/25/2052
|
979
|
788
|
|
|
5,8
|
Merrill Lynch Mortgage Investors Trust Series 2003-A2, TSFR6M +
1.928%
|
5.766%
|
2/25/2033
|
6
|
6
|
|
|
5
|
Merrill Lynch Mortgage Investors Trust Series 2003-A4
|
6.000%
|
7/25/2033
|
2
|
2
|
|
|
5
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10
|
3.949%
|
7/15/2046
|
171
|
158
|
|
|
5
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34
|
3.536%
|
11/15/2052
|
126
|
124
|
|
|
5
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35
|
5.633%
|
8/15/2058
|
1,180
|
1,203
|
|
|
5
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35
|
5.970%
|
8/15/2058
|
2,500
|
2,546
|
|
|
5
|
Morgan Stanley Capital I Series 2017-HR2
|
3.509%
|
12/15/2050
|
73
|
72
|
|
|
5,9
|
Morgan Stanley Capital I Trust Series 2014-150E
|
3.912%
|
9/9/2032
|
404
|
382
|
|
|
5
|
Morgan Stanley Capital I Trust Series 2018-L1
|
4.407%
|
10/15/2051
|
290
|
286
|
|
|
5
|
Morgan Stanley Capital I Trust Series 2018-L1
|
4.637%
|
10/15/2051
|
1,921
|
1,884
|
|
|
5
|
Morgan Stanley Capital I Trust Series 2019-L3
|
3.127%
|
11/15/2052
|
176
|
166
|
|
|
5
|
Morgan Stanley Mortgage Loan Trust Series 2006-8AR
|
5.493%
|
6/25/2036
|
42
|
41
|
|
|
5,9
|
Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV3
|
6.500%
|
6/25/2054
|
1,144
|
1,167
|
|
|
5,8,9
|
Morgan Stanley Residential Mortgage Loan Trust Series 2026-INV1,
SOFR30A + 1.150%
|
4.766%
|
2/25/2061
|
9,871
|
9,796
|
|
|
5,9
|
MSBAM Commercial Mortgage Securities Trust Series 2012-CKSV
|
3.277%
|
10/15/2030
|
614
|
593
|
|
|
5,9
|
Navient Education Loan Trust Series 2025-A
|
5.020%
|
7/15/2055
|
1,566
|
1,560
|
|
|
5,9
|
Navient Education Loan Trust Series 2026-A
|
4.860%
|
9/15/2056
|
834
|
823
|
|
|
5,9
|
Navient Refinance Loan Trust Series 2025-C
|
4.800%
|
10/15/2055
|
1,227
|
1,215
|
|
|
5,9
|
Navient Refinance Loan Trust Series 2026-A
|
4.500%
|
1/18/2056
|
1,116
|
1,093
|
|
|
5,9
|
Navient Refinance Loan Trust Series 2026-B
|
5.070%
|
6/15/2056
|
2,330
|
2,317
|
|
|
5,9
|
Nelnet Student Loan Trust Series 2025-DA
|
4.650%
|
8/20/2054
|
1,166
|
1,138
|
|
|
5,9
|
Nelnet Student Loan Trust Series 2025-DA
|
4.860%
|
8/20/2054
|
1,490
|
1,469
|
|
|
5,9
|
Nelnet Student Loan Trust Series 2026-A
|
4.780%
|
2/21/2061
|
4,740
|
4,665
|
|
|
5,8,9
|
Nelnet Student Loan Trust Series 2026-A, SOFR30A + 1.300%
|
4.921%
|
2/21/2061
|
2,596
|
2,596
|
|
|
5
|
Nissan Auto Lease Trust Series 2025-A
|
5.030%
|
2/15/2029
|
212
|
213
|
|
|
5
|
Nissan Auto Lease Trust Series 2025-B
|
4.810%
|
11/15/2029
|
570
|
569
|
|
|
5
|
Nissan Auto Lease Trust Series 2026-B
|
5.080%
|
10/15/2030
|
600
|
600
|
|
|
5
|
Nissan Auto Receivables Owner Trust Series 2024-B
|
4.350%
|
9/15/2031
|
256
|
255
|
|
|
5,9
|
NYC Commercial Mortgage Trust Series 2025-28L
|
4.668%
|
11/5/2038
|
860
|
851
|
|
|
5,9
|
NYC Trust Series 2026-9W57
|
4.890%
|
6/6/2040
|
3,810
|
3,755
|
|
|
5,9
|
OBX Trust Series 2022-INV1
|
3.000%
|
12/25/2051
|
927
|
778
|
|
|
5,9
|
OBX Trust Series 2023-INV1
|
3.000%
|
1/25/2052
|
13,459
|
11,264
|
|
|
5,9
|
OBX Trust Series 2026-INV1
|
5.500%
|
2/25/2056
|
8,027
|
7,913
|
|
|
5,8,9
|
OBX Trust Series 2026-INV2, SOFR30A + 1.750%
|
5.366%
|
4/25/2056
|
21,246
|
21,212
|
|
|
5,8,9
|
OBX Trust Series 2026-INV4, SOFR30A + 1.700%
|
5.316%
|
5/25/2056
|
42,417
|
42,489
|
|
|
5,8,9
|
OCP Aegis CLO Ltd. Series 2024-39A, TSFR3M + 1.090%
|
4.883%
|
4/16/2038
|
850
|
849
|
|
|
5,8,9
|
OCP Aegis CLO Ltd. Series 2024-39A, TSFR3M + 1.400%
|
5.193%
|
4/16/2038
|
1,190
|
1,192
|
|
|
5,8,9
|
OCP CLO Ltd. Series 2023-30A, TSFR3M + 1.210%
|
4.963%
|
1/24/2039
|
1,380
|
1,380
|
|
|
5,8,9
|
OCP CLO Ltd. Series 2023-30A, TSFR3M + 1.550%
|
5.303%
|
1/24/2039
|
850
|
849
|
|
|
5,8,9
|
Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.070%
|
4.823%
|
10/15/2034
|
1,130
|
1,130
|
|
|
5,8,9
|
Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.450%
|
5.203%
|
10/15/2034
|
1,500
|
1,501
|
|
|
5,9
|
OneMain Financial Issuance Trust Series 2025-1A
|
4.820%
|
7/14/2038
|
7,230
|
7,207
|
|
|
5,9
|
OneMain Financial Issuance Trust Series 2025-1A
|
5.050%
|
7/14/2038
|
800
|
796
|
|
|
5,9
|
OneMain Financial Issuance Trust Series 2026-1A
|
4.980%
|
7/14/2039
|
2,890
|
2,887
|
|
|
5,9
|
OneMain Financial Issuance Trust Series 2026-1A
|
5.200%
|
7/14/2039
|
390
|
388
|
|
|
5,9
|
OneMain Financial Issuance Trust Series 2026-1A
|
5.400%
|
7/14/2039
|
850
|
847
|
|
|
5,9
|
Palmer Square CLO Ltd. Series 2026-2A
|
4.928%
|
7/20/2039
|
2,170
|
2,169
|
|
|
5,9
|
PenFed Auto Receivables Owner Trust Series 2025-A
|
4.670%
|
2/17/2032
|
210
|
207
|
|
|
5,9
|
PenFed Auto Receivables Owner Trust Series 2025-A
|
5.070%
|
10/17/2033
|
210
|
206
|
|
|
5,9
|
PenFed Auto Receivables Owner Trust Series 2026-A
|
5.170%
|
9/15/2032
|
310
|
309
|
|
|
5,9
|
PenFed Auto Receivables Owner Trust Series 2026-A
|
5.660%
|
7/17/2034
|
100
|
100
|
|
|
5,9
|
PFS Financing Corp. Series 2025-D
|
4.470%
|
5/15/2030
|
7,600
|
7,582
|
|
|
5,9
|
PFS Financing Corp. Series 2025-F
|
4.400%
|
8/15/2030
|
3,240
|
3,223
|
|
|
5,9
|
PFS Financing Corp. Series 2025-F
|
4.670%
|
8/15/2030
|
1,050
|
1,042
|
|
|
5,9
|
PMT Loan Trust Series 2025-CNF2
|
5.500%
|
1/25/2057
|
21,911
|
21,524
|
|
|
5,9
|
PMT Loan Trust Series 2025-INV1
|
6.000%
|
1/25/2060
|
1,392
|
1,398
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5,9
|
PMT Loan Trust Series 2025-INV2
|
5.500%
|
2/25/2056
|
1,349
|
1,343
|
|
|
5,9
|
PMT Loan Trust Series 2025-INV3
|
5.500%
|
3/25/2056
|
35,938
|
35,405
|
|
|
5,9
|
PMT Loan Trust Series 2025-INV3
|
5.500%
|
3/25/2056
|
14,954
|
14,883
|
|
|
5,9
|
PMT Loan Trust Series 2025-INV4
|
5.500%
|
3/25/2056
|
32,602
|
32,162
|
|
|
5,9
|
PMT Loan Trust Series 2025-INV4
|
5.500%
|
3/25/2056
|
15,816
|
15,740
|
|
|
5,9
|
PMT Loan Trust Series 2025-INV9
|
5.500%
|
9/1/2056
|
5,177
|
5,108
|
|
|
5,9
|
PMT Loan Trust Series 2025-INV9
|
5.500%
|
9/1/2056
|
6,337
|
6,312
|
|
|
5,8,9
|
PMT Loan Trust Series 2025-INV10, SOFR30A + 1.350%
|
4.966%
|
10/1/2056
|
3,369
|
3,369
|
|
|
5,8,9
|
PMT Loan Trust Series 2025-INV11, SOFR30A + 1.350%
|
4.966%
|
11/25/2056
|
17,770
|
17,774
|
|
|
5,8,9
|
PMT Loan Trust Series 2025-INV12, SOFR30A + 1.300%
|
4.916%
|
12/25/2056
|
33,313
|
33,294
|
|
|
5,9
|
PMT Loan Trust Series 2026-CNF1
|
5.000%
|
1/25/2057
|
17,201
|
16,497
|
|
|
5,8,9
|
PMT Loan Trust Series 2026-CNF1, SOFR30A + 1.200%
|
4.816%
|
1/25/2057
|
8,059
|
8,041
|
|
|
5,9
|
PMT Loan Trust Series 2026-CNF5
|
5.000%
|
6/25/2057
|
19,273
|
18,485
|
|
|
5,9
|
PMT Loan Trust Series 2026-INV1
|
5.500%
|
1/25/2057
|
9,200
|
9,076
|
|
|
5,8,9
|
PMT Loan Trust Series 2026-INV1, SOFR30A + 1.300%
|
4.916%
|
1/25/2057
|
9,200
|
9,169
|
|
|
5,9
|
PMT Loan Trust Series 2026-INV2
|
5.500%
|
1/25/2057
|
11,538
|
11,342
|
|
|
5,9
|
PMT Loan Trust Series 2026-INV4
|
6.000%
|
3/25/2057
|
5,480
|
5,534
|
|
|
5,8,9
|
PMT Loan Trust Series 2026-INV4, SOFR30A + 1.450%
|
5.066%
|
3/25/2057
|
5,192
|
5,191
|
|
|
5,9
|
PMT Loan Trust Series 2026-INV5
|
5.500%
|
5/25/2057
|
13,415
|
13,212
|
|
|
5,8,9
|
PMT Loan Trust Series 2026-INV5, SOFR30A + 1.500%
|
5.116%
|
5/25/2057
|
4,015
|
4,013
|
|
|
5,9
|
PMT Loan Trust Series 2026-INV6
|
5.500%
|
6/25/2057
|
4,846
|
4,782
|
|
|
5,8,9
|
PMT Loan Trust Series 2026-J1, SOFR30A + 1.150%
|
4.766%
|
1/25/2057
|
5,557
|
5,521
|
|
|
5,8,9
|
PMT Loan Trust Series 2026-J3, SOFR30A + 1.800%
|
5.416%
|
6/25/2057
|
25,254
|
25,279
|
|
|
5,9
|
Progress Residential Trust Series 2022-SFR3
|
3.200%
|
4/17/2039
|
177
|
175
|
|
|
5,9
|
Progress Residential Trust Series 2022-SFR5
|
4.451%
|
6/17/2039
|
145
|
144
|
|
|
5,9
|
Progress Residential Trust Series 2022-SFR5
|
4.896%
|
6/17/2039
|
145
|
144
|
|
|
5,9
|
Progress Residential Trust Series 2024-SFR1
|
3.350%
|
2/17/2041
|
403
|
386
|
|
|
5,9
|
Progress Residential Trust Series 2024-SFR2
|
3.300%
|
4/17/2041
|
377
|
360
|
|
|
5,9
|
Progress Residential Trust Series 2024-SFR3
|
3.000%
|
6/17/2041
|
564
|
534
|
|
|
5,9
|
Progress Residential Trust Series 2024-SFR4
|
3.100%
|
7/17/2041
|
1,013
|
958
|
|
|
5,9
|
Progress Residential Trust Series 2024-SFR5
|
3.000%
|
8/17/2041
|
1,102
|
1,035
|
|
|
5,9
|
Progress Residential Trust Series 2025-SFR1
|
3.400%
|
2/17/2042
|
1,028
|
970
|
|
|
5,9
|
Progress Residential Trust Series 2025-SFR1
|
3.650%
|
2/17/2042
|
194
|
182
|
|
|
5,9
|
Progress Residential Trust Series 2025-SFR2
|
3.305%
|
4/17/2042
|
2,949
|
2,766
|
|
|
5,9
|
Progress Residential Trust Series 2025-SFR3
|
3.390%
|
7/17/2042
|
2,270
|
2,126
|
|
|
5,9
|
Progress Residential Trust Series 2025-SFR3
|
3.390%
|
7/17/2042
|
920
|
848
|
|
|
5,9
|
Progress Residential Trust Series 2025-SFR6
|
4.000%
|
12/17/2042
|
4,090
|
3,903
|
|
|
5,9
|
Progress Residential Trust Series 2025-SFR6
|
4.000%
|
12/17/2042
|
980
|
922
|
|
|
5,9
|
Progress Residential Trust Series 2026-SFR2
|
4.240%
|
5/17/2043
|
2,020
|
1,929
|
|
|
5,9
|
Progress Residential Trust Series 2026-SFR2
|
4.320%
|
5/17/2043
|
1,190
|
1,126
|
|
|
5,9
|
Progress Residential Trust Series 2026-SFR3
|
4.000%
|
7/17/2043
|
1,350
|
1,273
|
|
|
5,9
|
Progress Residential Trust Series 2026-SFR3
|
4.200%
|
7/17/2043
|
630
|
590
|
|
|
5,9
|
QTS Issuer ABS II LLC Series 2025-1A
|
5.044%
|
10/5/2055
|
180
|
174
|
|
|
5,9
|
QTS Issuer ABS II LLC Series 2026-1A
|
5.364%
|
1/5/2056
|
4,910
|
4,793
|
|
|
5,9
|
QTS Issuer ABS II LLC Series 2026-4A
|
5.704%
|
3/5/2056
|
3,000
|
2,955
|
|
|
5,9
|
QTS Issuer ABS II LLC Series 2026-6A
|
5.340%
|
7/5/2056
|
1,160
|
1,147
|
|
|
5,9
|
RATE Mortgage Trust Series 2026-J2
|
5.000%
|
7/25/2056
|
21,011
|
20,153
|
|
|
5,9
|
RCKT Trust Series 2025-1A
|
4.990%
|
7/25/2034
|
160
|
160
|
|
|
5,9
|
RCKTL Trust Series 2025-2A
|
4.600%
|
11/27/2034
|
280
|
279
|
|
|
5,8,9
|
Red Oak Funding Master Trust Series 2025-1A, SOFR30A + 2.000%
|
5.621%
|
12/20/2030
|
770
|
775
|
|
|
5,9
|
Retained Vantage Data Centers Issuer LLC Series 2025-1A
|
5.091%
|
8/15/2050
|
2,440
|
2,371
|
|
|
5
|
RFMSI Trust Series 2006-SA2
|
5.413%
|
8/25/2036
|
231
|
151
|
|
|
5
|
RFMSI Trust Series 2006-SA3
|
6.085%
|
9/25/2036
|
90
|
47
|
|
|
5,9
|
RKTL Trust Series 2026-1A
|
4.330%
|
2/26/2035
|
380
|
376
|
|
|
5,9
|
Robinhood Credit Card Trust Series 2026-1A
|
4.800%
|
7/21/2031
|
3,290
|
3,283
|
|
|
5,9
|
Robinhood Credit Card Trust Series 2026-1A
|
4.990%
|
7/21/2031
|
700
|
697
|
|
|
5,9
|
Robinhood Credit Card Trust Series 2026-1A
|
5.310%
|
7/21/2031
|
460
|
458
|
|
|
5,9
|
Robinhood Credit Card Trust Series 2026-1A
|
5.650%
|
7/21/2031
|
240
|
239
|
|
|
5,9
|
Rowe CLO Ltd. Series 2026-1A
|
4.911%
|
4/20/2039
|
2,040
|
2,042
|
|
|
5,9
|
Rowe CLO Ltd. Series 2026-1A
|
5.231%
|
4/20/2039
|
1,650
|
1,648
|
|
|
5,8,9
|
RR 41 Ltd. Series 2025-41A, TSFR3M + 1.250%
|
5.003%
|
10/15/2040
|
890
|
891
|
|
|
5,8,9
|
RR 44 Ltd. Series 2026-44A, TSFR3M + 1.170%
|
4.923%
|
4/15/2041
|
3,300
|
3,298
|
|
|
5,8,9
|
RR 44 Ltd. Series 2026-44A, TSFR3M + 1.400%
|
5.153%
|
4/15/2041
|
1,660
|
1,663
|
|
|
5,9
|
Sabey Data Center Issuer LLC Series 2026-1
|
5.482%
|
1/20/2051
|
3,140
|
3,082
|
|
|
5,9
|
Santander Bank Auto Credit-Linked Notes Series 2023-B
|
6.663%
|
12/15/2033
|
140
|
141
|
|
|
5,9
|
Santander Bank Auto Credit-Linked Notes Series 2025-A
|
5.151%
|
1/16/2034
|
570
|
568
|
|
|
5,9
|
Santander Bank Auto Credit-Linked Notes Series 2026-A
|
4.953%
|
7/17/2034
|
250
|
249
|
|
|
5,9
|
Santander Bank Auto Credit-Linked Notes Series 2026-A
|
5.247%
|
7/17/2034
|
250
|
249
|
|
|
5
|
Santander Drive Auto Receivables Trust Series 2023-1
|
5.090%
|
5/15/2030
|
59
|
59
|
|
|
5
|
Santander Drive Auto Receivables Trust Series 2023-6
|
6.400%
|
3/17/2031
|
338
|
345
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5
|
Santander Drive Auto Receivables Trust Series 2024-1
|
5.450%
|
3/15/2030
|
223
|
224
|
|
|
5
|
Santander Drive Auto Receivables Trust Series 2024-2
|
5.840%
|
6/17/2030
|
432
|
437
|
|
|
5
|
Santander Drive Auto Receivables Trust Series 2024-2
|
6.280%
|
8/15/2031
|
469
|
478
|
|
|
5
|
Santander Drive Auto Receivables Trust Series 2024-3
|
5.640%
|
8/15/2030
|
1,231
|
1,245
|
|
|
5
|
Santander Drive Auto Receivables Trust Series 2024-3
|
5.970%
|
10/15/2031
|
1,304
|
1,321
|
|
|
5
|
Santander Drive Auto Receivables Trust Series 2024-5
|
5.140%
|
2/17/2032
|
2,457
|
2,459
|
|
|
5
|
Santander Drive Auto Receivables Trust Series 2025-1
|
5.430%
|
3/17/2031
|
430
|
433
|
|
|
5
|
Santander Drive Auto Receivables Trust Series 2025-2
|
5.470%
|
5/15/2031
|
17,750
|
17,896
|
|
|
5
|
Santander Drive Auto Receivables Trust Series 2025-3
|
5.110%
|
9/15/2031
|
5,120
|
5,115
|
|
|
5,9
|
SBNA Auto Receivables Trust Series 2024-A
|
5.590%
|
1/15/2030
|
281
|
283
|
|
|
5,9
|
SBNA Auto Receivables Trust Series 2024-A
|
6.040%
|
4/15/2030
|
275
|
278
|
|
|
5,9
|
SBNA Auto Receivables Trust Series 2025-SF1
|
5.340%
|
9/15/2031
|
380
|
380
|
|
|
5,9
|
SCCU Auto Receivables Trust Series 2023-1A
|
5.700%
|
8/15/2029
|
59
|
60
|
|
|
5,9
|
SCCU Auto Receivables Trust Series 2024-1A
|
5.160%
|
5/15/2030
|
179
|
180
|
|
|
5,9
|
SCCU Auto Receivables Trust Series 2025-1A
|
4.680%
|
9/15/2031
|
340
|
340
|
|
|
5,9
|
Securitized Term Auto Receivables Trust Series 2025-A
|
5.038%
|
7/25/2031
|
73
|
73
|
|
|
5,9
|
Securitized Term Auto Receivables Trust Series 2025-A
|
5.185%
|
7/25/2031
|
29
|
29
|
|
|
5,9
|
Securitized Term Auto Receivables Trust Series 2025-B
|
5.121%
|
12/29/2032
|
158
|
159
|
|
|
5,9
|
Securitized Term Auto Receivables Trust Series 2025-B
|
5.463%
|
12/29/2032
|
118
|
119
|
|
|
5,9
|
Securitized Term Auto Receivables Trust Series 2026-A
|
4.431%
|
3/25/2033
|
353
|
351
|
|
|
5,9
|
Securitized Term Auto Receivables Trust Series 2026-A
|
4.873%
|
3/25/2033
|
393
|
391
|
|
|
5,9
|
Sequoia Mortgage Trust Series 2025-S2
|
4.000%
|
11/25/2055
|
30,870
|
27,726
|
|
|
5,9
|
Sequoia Mortgage Trust Series 2026-7
|
5.000%
|
6/25/2056
|
3,245
|
3,112
|
|
|
5,8,9
|
Sequoia Mortgage Trust Series 2026-7, SOFR30A + 1.700%
|
5.316%
|
6/25/2056
|
16,913
|
16,540
|
|
|
5,9
|
Sequoia Mortgage Trust Series 2026-HYB2
|
4.629%
|
7/25/2056
|
14,776
|
14,521
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2024-1A
|
5.380%
|
1/21/2031
|
195
|
197
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2024-1A
|
5.510%
|
1/20/2032
|
274
|
277
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2024-2A
|
5.410%
|
8/20/2030
|
249
|
252
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2024-2A
|
5.540%
|
2/20/2032
|
281
|
285
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2024-3A
|
4.760%
|
11/20/2031
|
336
|
336
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2024-3A
|
4.980%
|
10/20/2032
|
533
|
534
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2025-1A
|
5.110%
|
2/20/2031
|
84
|
85
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2025-1A
|
5.200%
|
10/20/2032
|
497
|
500
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2025-2A
|
4.850%
|
7/21/2031
|
470
|
470
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2025-2A
|
5.050%
|
4/20/2033
|
1,940
|
1,941
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2025-3A
|
4.640%
|
11/21/2033
|
1,720
|
1,698
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2026-1A
|
4.460%
|
11/21/2033
|
4,140
|
4,050
|
|
|
5,9
|
SFS Auto Receivables Securitization Trust Series 2026-2A
|
4.990%
|
7/20/2034
|
730
|
725
|
|
|
5,9
|
SMB Private Education Loan Trust Series 2018-B
|
3.600%
|
1/15/2037
|
53
|
52
|
|
|
5,9
|
SMB Private Education Loan Trust Series 2018-C
|
3.630%
|
11/15/2035
|
77
|
77
|
|
|
5,9
|
SMB Private Education Loan Trust Series 2026-A
|
4.680%
|
12/15/2053
|
1,751
|
1,703
|
|
|
5,9
|
SoFi Consumer Loan Program Series 2026-3
|
4.850%
|
6/25/2035
|
460
|
459
|
|
|
5,9
|
SoFi Consumer Loan Program Series 2026-3
|
5.090%
|
6/25/2035
|
1,510
|
1,503
|
|
|
5,9
|
SoFi Consumer Loan Program Trust Series 2025-4
|
4.910%
|
8/25/2035
|
540
|
536
|
|
|
5,9
|
SoFi Consumer Loan Program Trust Series 2026-1
|
4.740%
|
12/26/2035
|
960
|
947
|
|
|
5,9
|
SoFi Consumer Loan Program Trust Series 2026-2
|
4.800%
|
3/25/2036
|
690
|
685
|
|
|
5,9
|
SoFi Consumer Loan Program Trust Series 2026-2
|
5.020%
|
3/25/2036
|
820
|
811
|
|
|
5,9
|
Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA
|
5.080%
|
8/20/2029
|
1,130
|
1,134
|
|
|
5,9
|
Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA
|
4.710%
|
1/22/2030
|
810
|
807
|
|
|
5,9
|
Stellantis Financial Underwritten Enhanced Lease Trust Series 2026-AA
|
4.800%
|
12/20/2030
|
1,500
|
1,487
|
|
|
5,9
|
Stellantis Financial Underwritten Enhanced Lease Trust Series 2026-BA
|
5.040%
|
3/20/2031
|
1,260
|
1,254
|
|
|
5,9
|
Subway Funding LLC Series 2024-1A
|
6.028%
|
7/30/2054
|
2,258
|
2,262
|
|
|
5,9
|
Switch ABS Issuer LLC Series 2025-2A
|
5.121%
|
10/25/2055
|
2,160
|
2,114
|
|
|
5,9
|
Taco Bell Funding LLC Series 2025-1A
|
4.821%
|
8/25/2055
|
5,000
|
4,898
|
|
|
5,9
|
Tesla Electric Vehicle Trust Series 2023-1
|
5.380%
|
2/20/2029
|
244
|
246
|
|
|
5,9
|
Tesla Electric Vehicle Trust Series 2023-1
|
5.820%
|
5/20/2031
|
243
|
245
|
|
|
5,9
|
Tesla Lease Electric Vehicle Securitization LLC Series 2025-A
|
4.790%
|
6/20/2029
|
670
|
669
|
|
|
5,9
|
Tesla Lease Electric Vehicle Securitization LLC Series 2025-A
|
5.090%
|
6/20/2029
|
1,050
|
1,047
|
|
|
5,9
|
Tesla Sustainable Energy Business Trust Series 2026-1A
|
5.310%
|
5/20/2052
|
1,289
|
1,281
|
|
|
5,9
|
TIF Funding III LLC Series 2024-2A
|
5.540%
|
7/20/2049
|
1,091
|
1,088
|
|
|
5,9
|
TMSQ Mortgage Trust Series 2014-1500
|
3.680%
|
10/10/2036
|
1,117
|
1,038
|
|
|
5,9
|
Toyota Auto Loan Extended Note Trust Series 2024-1A
|
5.160%
|
11/25/2036
|
929
|
942
|
|
|
5
|
Toyota Auto Receivables Owner Trust Series 2024-D
|
4.430%
|
4/15/2030
|
245
|
245
|
|
|
5,9
|
Trafigura Securitisation Finance plc Series 2024-1A
|
5.980%
|
11/15/2027
|
1,136
|
1,142
|
|
|
5,9
|
Trafigura Securitisation Finance plc Series 2026-1A
|
5.120%
|
12/15/2029
|
2,810
|
2,791
|
|
|
5,9
|
Tricon Residential Trust Series 2024-SFR4
|
4.300%
|
11/17/2041
|
703
|
684
|
|
|
5,9
|
Tricon Residential Trust Series 2024-SFR4
|
4.650%
|
11/17/2041
|
293
|
284
|
|
|
5,9
|
Trinity Rail Leasing LLC Series 2024-1A
|
5.780%
|
5/19/2054
|
757
|
750
|
|
|
5,9
|
Trinity Rail Leasing LLC Series 2025-1A
|
5.090%
|
10/19/2055
|
947
|
930
|
|
|
5,9
|
Truist Bank Auto Credit-Linked Notes Series 2025-1
|
4.728%
|
9/26/2033
|
1,895
|
1,888
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5,9
|
Truist Bank Auto Credit-Linked Notes Series 2026-1
|
5.067%
|
6/26/2034
|
5,985
|
5,965
|
|
|
5
|
UBS Commercial Mortgage Trust Series 2017-C7
|
3.679%
|
12/15/2050
|
346
|
340
|
|
|
5,9
|
US Bank C&I Credit-Linked Notes Series 2025-SUP2
|
4.818%
|
9/25/2032
|
1,838
|
1,812
|
|
|
5,9
|
US Bank NA Series 2026-RVM1
|
4.959%
|
12/25/2046
|
4,369
|
4,294
|
|
|
5,9
|
US Bank NA Series 2026-RVM1
|
5.595%
|
12/25/2046
|
812
|
800
|
|
|
5,9
|
US Bank NA Series 2026-SUP1
|
5.500%
|
6/27/2033
|
2,452
|
2,445
|
|
|
5,9
|
Vantage Data Centers Issuer LLC Series 2025-2A
|
5.239%
|
11/15/2055
|
5,500
|
5,300
|
|
|
5,9
|
Vantage Data Centers LLC Series 2025-1A
|
5.132%
|
8/15/2055
|
5,370
|
5,235
|
|
|
5,9
|
VB-S1 Issuer LLC Series 2026-1A
|
4.693%
|
3/15/2056
|
2,130
|
2,064
|
|
|
5,9
|
Verizon Master Trust Series 2023-6
|
4.860%
|
9/22/2031
|
1,680
|
1,680
|
|
|
5,9
|
Verizon Master Trust Series 2023-6
|
5.050%
|
9/22/2031
|
2,100
|
2,099
|
|
|
5,9
|
Verizon Master Trust Series 2024-2
|
5.080%
|
12/22/2031
|
479
|
480
|
|
|
5,9
|
Verizon Master Trust Series 2024-2
|
5.320%
|
12/22/2031
|
594
|
596
|
|
|
5,9
|
Verizon Master Trust Series 2024-5
|
5.250%
|
6/21/2032
|
1,048
|
1,057
|
|
|
5,9
|
Verizon Master Trust Series 2024-7
|
4.840%
|
8/20/2032
|
317
|
314
|
|
|
5
|
Verizon Master Trust Series 2024-8
|
4.990%
|
11/20/2030
|
272
|
272
|
|
|
5
|
Verizon Master Trust Series 2025-1
|
5.090%
|
1/21/2031
|
72
|
72
|
|
|
5
|
Verizon Master Trust Series 2025-3
|
4.900%
|
3/20/2030
|
1,150
|
1,151
|
|
|
5,9
|
Verizon Master Trust Series 2025-4
|
5.020%
|
3/21/2033
|
1,860
|
1,857
|
|
|
5,9
|
Verizon Master Trust Series 2025-4
|
5.200%
|
3/21/2033
|
1,600
|
1,597
|
|
|
5
|
Verizon Master Trust Series 2025-5
|
4.840%
|
6/20/2031
|
290
|
289
|
|
|
5,9
|
Verizon Master Trust Series 2025-6
|
4.850%
|
6/21/2033
|
410
|
407
|
|
|
5,9
|
Verizon Master Trust Series 2025-6
|
5.060%
|
6/21/2033
|
220
|
219
|
|
|
5,9
|
Verizon Master Trust Series 2025-8
|
4.600%
|
8/22/2033
|
240
|
234
|
|
|
5
|
Verizon Master Trust Series 2026-2
|
4.850%
|
6/21/2032
|
550
|
547
|
|
|
5,8,9
|
Voya CLO Ltd. Series 2022-3A, TSFR3M + 1.130%
|
4.859%
|
10/20/2036
|
1,640
|
1,639
|
|
|
5,9
|
Voya CLO Ltd. Series 2024-2A
|
4.972%
|
7/20/2039
|
3,320
|
3,320
|
|
|
5,9
|
Voya CLO Ltd. Series 2026-2A
|
4.951%
|
7/15/2039
|
2,730
|
2,730
|
|
|
5,9
|
Voya CLO Ltd. Series 2026-2A
|
5.251%
|
7/15/2039
|
810
|
812
|
|
|
5
|
WaMu Mortgage Pass-Through Certificates Trust Series 2002-AR18
|
5.762%
|
1/25/2033
|
2
|
2
|
|
|
5
|
WaMu Mortgage Pass-Through Certificates Trust Series 2003-AR7
|
5.425%
|
8/25/2033
|
6
|
6
|
|
|
5
|
WaMu Mortgage Pass-Through Certificates Trust Series 2003-AR9
|
5.265%
|
9/25/2033
|
10
|
10
|
|
|
5,8,9
|
Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.230%
|
4.959%
|
10/20/2038
|
590
|
590
|
|
|
5,8,9
|
Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.550%
|
5.279%
|
10/20/2038
|
690
|
691
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2014-LC16
|
4.458%
|
8/15/2050
|
239
|
160
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2015-LC22
|
4.715%
|
9/15/2058
|
14
|
13
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2017-C39
|
3.157%
|
9/15/2050
|
280
|
276
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2017-C40
|
3.317%
|
10/15/2050
|
336
|
332
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2017-C40
|
3.581%
|
10/15/2050
|
127
|
125
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2017-RC1
|
3.631%
|
1/15/2060
|
126
|
125
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2018-C43
|
4.514%
|
3/15/2051
|
177
|
167
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2018-C45
|
4.184%
|
6/15/2051
|
276
|
272
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2018-C46
|
4.152%
|
8/15/2051
|
175
|
172
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2018-C47
|
4.442%
|
9/15/2061
|
843
|
833
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2018-C48
|
4.302%
|
1/15/2052
|
83
|
82
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2025-C65
|
5.292%
|
10/15/2058
|
1,940
|
1,929
|
|
|
5,9
|
Wells Fargo Commercial Mortgage Trust Series 2026-1250B
|
4.677%
|
3/10/2041
|
1,960
|
1,928
|
|
|
5
|
Wells Fargo Commercial Mortgage Trust Series 2026-C66
|
5.649%
|
4/15/2059
|
5,220
|
5,321
|
|
|
5
|
Wells Fargo Mortgage Backed Securities Trust Series 2006-AR14
|
6.486%
|
10/25/2036
|
62
|
58
|
|
|
5,9
|
Wells Fargo Mortgage Backed Securities Trust Series 2021-INV2
|
2.500%
|
9/25/2051
|
1,047
|
840
|
|
|
5,9
|
Wells Fargo Mortgage Backed Securities Trust Series 2022-2
|
2.500%
|
12/25/2051
|
5,400
|
3,476
|
|
|
5,9
|
Wells Fargo Mortgage Backed Securities Trust Series 2022-2
|
3.000%
|
12/25/2051
|
1,300
|
898
|
|
|
5,9
|
Wendy's Funding LLC Series 2018-1A
|
3.884%
|
3/15/2048
|
2,442
|
2,389
|
|
|
5,9
|
Wendy's Funding LLC Series 2019-1A
|
4.080%
|
6/15/2049
|
256
|
246
|
|
|
5,9
|
Westlake Automobile Receivables Trust Series 2026-1A
|
4.370%
|
6/16/2031
|
3,110
|
3,079
|
|
|
5,9
|
Westlake Automobile Receivables Trust Series 2026-1A
|
4.750%
|
7/15/2031
|
1,740
|
1,716
|
|
|
5,9
|
Westlake Automobile Receivables Trust Series 2026-2A
|
4.890%
|
3/15/2032
|
1,830
|
1,828
|
|
|
5,9
|
Westlake Automobile Receivables Trust Series 2026-P2
|
5.010%
|
11/17/2031
|
170
|
169
|
|
|
5,9
|
Westlake Automobile Receivables Trust Series 2026-P2
|
5.350%
|
9/15/2033
|
180
|
179
|
|
|
5,9
|
Westlake Flooring Master Trust Series 2025-1A
|
4.840%
|
10/15/2029
|
670
|
666
|
|
|
5,9
|
WFLD Mortgage Trust Series 2014-MONT
|
3.755%
|
8/10/2031
|
1,437
|
1,408
|
|
|
5
|
WFRBS Commercial Mortgage Trust Series 2014-C20
|
4.378%
|
5/15/2047
|
270
|
241
|
|
|
5
|
WFRBS Commercial Mortgage Trust Series 2014-C20
|
4.513%
|
5/15/2047
|
229
|
101
|
|
|
5
|
Wolrd Omni Select Auto Trust Series 2026-A
|
5.070%
|
1/17/2034
|
1,950
|
1,942
|
|
|
5
|
World Omni Auto Receivables Trust Series 2024-A
|
5.310%
|
10/15/2030
|
240
|
242
|
|
|
5
|
World Omni Auto Receivables Trust Series 2025-A
|
5.080%
|
11/15/2030
|
248
|
250
|
|
|
5
|
World Omni Auto Receivables Trust Series 2025-A
|
5.170%
|
10/15/2031
|
348
|
350
|
|
|
5
|
World Omni Auto Receivables Trust Series 2026-A
|
4.360%
|
12/15/2032
|
1,150
|
1,128
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5,9
|
Yamaha Motor Master Trust II Series 2026-A
|
4.890%
|
4/15/2031
|
230
|
227
|
|
|
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,297,992)
|
1,287,290
|
|||||
|
Corporate Bonds (29.6%)
|
||||||
|
Communications (2.0%)
|
||||||
|
|
Airbnb Inc.
|
4.400%
|
3/16/2029
|
2,930
|
2,903
|
|
|
|
Airbnb Inc.
|
4.650%
|
3/16/2031
|
1,560
|
1,538
|
|
|
|
Airbnb Inc.
|
5.250%
|
3/16/2036
|
750
|
731
|
|
|
|
Alphabet Inc.
|
4.400%
|
2/15/2033
|
2,744
|
2,631
|
|
|
11
|
Alphabet Inc.
|
4.800%
|
5/11/2063
|
400
|
439
|
|
|
|
Alphabet Inc.
|
5.700%
|
11/15/2075
|
3,390
|
3,002
|
|
|
12
|
Alphabet Inc.
|
6.125%
|
2/13/2126
|
400
|
484
|
|
|
|
AMC Global Media Inc.
|
4.250%
|
2/15/2029
|
49
|
43
|
|
|
9
|
APLD ComputeCo 2 LLC
|
6.750%
|
3/15/2031
|
815
|
797
|
|
|
|
AT&T Inc.
|
4.750%
|
4/30/2033
|
1,814
|
1,742
|
|
|
|
AT&T Inc.
|
3.500%
|
6/1/2041
|
2,486
|
1,831
|
|
|
|
AT&T Inc.
|
5.550%
|
11/1/2045
|
2,080
|
1,832
|
|
|
|
AT&T Inc.
|
5.850%
|
4/30/2046
|
6,004
|
5,463
|
|
|
|
AT&T Inc.
|
6.050%
|
8/15/2056
|
10,510
|
9,516
|
|
|
9
|
Beacon Point DC LLC
|
6.129%
|
11/30/2042
|
2,964
|
2,838
|
|
|
9
|
Beignet Investor LLC
|
6.581%
|
5/30/2049
|
2,961
|
2,863
|
|
|
9
|
Black Pearl Compute LLC
|
6.125%
|
2/15/2031
|
595
|
594
|
|
|
11
|
Booking Holdings Inc.
|
3.875%
|
3/21/2045
|
500
|
496
|
|
|
9
|
Cable One Inc.
|
4.000%
|
11/15/2030
|
383
|
142
|
|
|
9
|
CCO Holdings LLC
|
5.125%
|
5/1/2027
|
56
|
56
|
|
|
9
|
CCO Holdings LLC
|
4.750%
|
3/1/2030
|
82
|
77
|
|
|
9
|
CCO Holdings LLC
|
4.500%
|
8/15/2030
|
1,905
|
1,739
|
|
|
9
|
CCO Holdings LLC
|
4.250%
|
2/1/2031
|
94
|
83
|
|
|
9
|
CCO Holdings LLC
|
4.750%
|
2/1/2032
|
480
|
419
|
|
|
|
CCO Holdings LLC
|
4.500%
|
5/1/2032
|
3,550
|
3,062
|
|
|
9
|
CCO Holdings LLC
|
7.000%
|
2/1/2033
|
430
|
412
|
|
|
|
Charter Communications Operating LLC
|
2.250%
|
1/15/2029
|
3,700
|
3,432
|
|
|
|
Charter Communications Operating LLC
|
5.050%
|
3/30/2029
|
1,585
|
1,568
|
|
|
|
Charter Communications Operating LLC
|
6.100%
|
6/1/2029
|
790
|
802
|
|
|
|
Charter Communications Operating LLC
|
6.484%
|
10/23/2045
|
6,893
|
5,975
|
|
|
|
Charter Communications Operating LLC
|
5.750%
|
4/1/2048
|
10,160
|
7,980
|
|
|
9
|
Cipher Compute LLC
|
7.125%
|
11/15/2030
|
505
|
515
|
|
|
11
|
Comcast Corp.
|
3.250%
|
9/26/2032
|
100
|
110
|
|
|
|
Comcast Corp.
|
3.750%
|
4/1/2040
|
2,545
|
1,955
|
|
|
|
Comcast Corp.
|
3.400%
|
7/15/2046
|
3,755
|
2,379
|
|
|
|
Comcast Corp.
|
4.000%
|
8/15/2047
|
4,803
|
3,285
|
|
|
9
|
Cox Communications Inc.
|
4.800%
|
2/1/2035
|
5,617
|
4,892
|
|
|
9
|
CSC Holdings LLC
|
11.250%
|
5/15/2028
|
1,735
|
1,009
|
|
|
9
|
CSC Holdings LLC
|
4.500%
|
11/15/2031
|
2,800
|
1,588
|
|
|
9
|
Directv Financing LLC
|
5.875%
|
8/15/2027
|
4
|
4
|
|
|
9
|
Directv Financing LLC
|
8.875%
|
2/1/2030
|
930
|
948
|
|
|
9
|
Directv Financing LLC
|
10.000%
|
2/15/2031
|
915
|
956
|
|
|
5
|
Discovery Global Holdings Inc.
|
4.279%
|
3/15/2032
|
920
|
816
|
|
|
5
|
Discovery Global Holdings Inc.
|
5.050%
|
3/15/2042
|
640
|
447
|
|
|
5
|
Discovery Global Holdings Inc.
|
5.141%
|
3/15/2052
|
442
|
283
|
|
|
9
|
EW Scripps Co.
|
9.875%
|
8/15/2030
|
405
|
353
|
|
|
9
|
Flash Compute LLC
|
7.250%
|
12/31/2030
|
455
|
460
|
|
|
9
|
Gray Media Inc.
|
5.375%
|
11/15/2031
|
410
|
303
|
|
|
9
|
HUT 8 DC LLC
|
6.192%
|
11/15/2042
|
4,463
|
4,332
|
|
|
9
|
Meridian Arc Holdco LLC
|
6.250%
|
4/30/2031
|
945
|
908
|
|
|
|
Meta Platforms Inc.
|
4.875%
|
11/15/2035
|
3,100
|
2,907
|
|
|
|
Meta Platforms Inc.
|
5.750%
|
11/15/2065
|
1,300
|
1,072
|
|
|
9
|
Midcontinent Communications
|
8.000%
|
8/15/2032
|
2,245
|
1,907
|
|
|
|
Netflix Inc.
|
5.250%
|
8/15/2036
|
5,521
|
5,442
|
|
|
9
|
Nexstar Media Inc.
|
6.500%
|
9/15/2033
|
1,495
|
1,488
|
|
|
9
|
Nexstar Media Inc.
|
7.250%
|
4/15/2034
|
650
|
652
|
|
|
9,11
|
OAK-Eagle Acquireco Inc.
|
6.250%
|
7/1/2033
|
1,000
|
1,204
|
|
|
9
|
OAK-Eagle Acquireco Inc.
|
7.250%
|
7/1/2033
|
535
|
555
|
|
|
9
|
OAK-Eagle Acquireco Inc.
|
8.750%
|
7/1/2034
|
765
|
805
|
|
|
9
|
Orange SA
|
4.750%
|
1/13/2033
|
8,363
|
8,082
|
|
|
|
Paramount Global
|
3.375%
|
2/15/2028
|
6
|
6
|
|
|
|
Paramount Global
|
3.700%
|
6/1/2028
|
334
|
325
|
|
|
|
Paramount Global
|
4.200%
|
6/1/2029
|
360
|
342
|
|
|
|
Paramount Global
|
5.500%
|
5/15/2033
|
1,640
|
1,431
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Paramount Global
|
4.375%
|
3/15/2043
|
1,450
|
885
|
|
|
|
Paramount Global
|
5.850%
|
9/1/2043
|
90
|
64
|
|
|
|
Paramount Global
|
4.950%
|
5/19/2050
|
90
|
54
|
|
|
9
|
PR RNO Property Owner 1 LLC
|
6.500%
|
5/1/2031
|
1,825
|
1,717
|
|
|
9
|
RD Michigan Property Owner I LLC
|
7.500%
|
3/30/2045
|
5,960
|
5,757
|
|
|
|
Rogers Communications Inc.
|
7.000%
|
4/15/2055
|
180
|
181
|
|
|
|
Rogers Communications Inc.
|
7.125%
|
4/15/2055
|
550
|
552
|
|
|
9
|
Scripps Escrow II Inc.
|
3.875%
|
1/15/2029
|
128
|
117
|
|
|
9
|
Space Exploration Technologies Corp.
|
5.350%
|
7/15/2031
|
11,738
|
11,428
|
|
|
9
|
Space Exploration Technologies Corp.
|
5.650%
|
7/15/2033
|
13,699
|
13,120
|
|
|
|
Sprint Capital Corp.
|
6.875%
|
11/15/2028
|
2
|
2
|
|
|
9
|
Stingray Compute LLC
|
6.000%
|
6/15/2031
|
395
|
386
|
|
|
9
|
SV RNO Property Owner 1 LLC
|
5.875%
|
3/1/2031
|
920
|
855
|
|
|
11
|
Telia Co. AB
|
2.750%
|
6/30/2083
|
800
|
907
|
|
|
12
|
Time Warner Cable LLC
|
5.750%
|
6/2/2031
|
2,200
|
2,910
|
|
|
|
T-Mobile USA Inc.
|
5.700%
|
1/15/2056
|
3,343
|
2,949
|
|
|
|
Uber Technologies Inc.
|
4.300%
|
1/15/2030
|
2,130
|
2,090
|
|
|
9
|
Univision Communications Inc.
|
7.375%
|
6/30/2030
|
19
|
19
|
|
|
9
|
Univision Communications Inc.
|
8.500%
|
7/31/2031
|
1,635
|
1,632
|
|
|
9
|
Univision Communications Inc.
|
9.375%
|
8/1/2032
|
175
|
175
|
|
|
9
|
Univision Communications Inc.
|
8.875%
|
4/15/2033
|
595
|
576
|
|
|
|
Verizon Communications Inc.
|
4.750%
|
1/15/2033
|
3,401
|
3,296
|
|
|
|
Verizon Communications Inc.
|
5.875%
|
11/30/2055
|
3,433
|
3,136
|
|
|
9
|
Virgin Media O2 Vendor Financing Notes VI DAC
|
8.500%
|
3/15/2033
|
515
|
331
|
|
|
9
|
VZ Secured Financing BV
|
5.000%
|
1/15/2032
|
245
|
201
|
|
|
5,12
|
WPP Finance 2017
|
3.750%
|
5/19/2032
|
749
|
898
|
|
|
9
|
WULF Compute LLC
|
7.750%
|
10/15/2030
|
875
|
909
|
|
|
|
|
|
|
|
|
172,398
|
|
Consumer Discretionary (1.7%)
|
||||||
|
9
|
1011778 BC ULC
|
3.875%
|
1/15/2028
|
114
|
112
|
|
|
9
|
1011778 BC ULC
|
4.375%
|
1/15/2028
|
41
|
40
|
|
|
9
|
1011778 BC ULC
|
6.125%
|
6/15/2029
|
2,230
|
2,254
|
|
|
9
|
1011778 BC ULC
|
5.625%
|
9/15/2029
|
34
|
34
|
|
|
9
|
A&K Travel Group Holdings Ltd.
|
7.500%
|
5/15/2033
|
595
|
592
|
|
|
9
|
Academy Ltd.
|
5.875%
|
5/15/2031
|
580
|
574
|
|
|
5,11
|
Accor SA
|
3.500%
|
3/4/2033
|
1,000
|
1,102
|
|
|
9
|
Acushnet Co.
|
5.625%
|
12/1/2033
|
360
|
353
|
|
|
9
|
ADT Security Corp.
|
5.875%
|
10/15/2033
|
425
|
413
|
|
|
|
Advance Auto Parts Inc.
|
3.900%
|
4/15/2030
|
330
|
309
|
|
|
9
|
Advance Auto Parts Inc.
|
7.000%
|
8/1/2030
|
695
|
712
|
|
|
9
|
Advance Auto Parts Inc.
|
7.375%
|
8/1/2033
|
610
|
630
|
|
|
9
|
Air Canada
|
3.875%
|
8/15/2026
|
103
|
103
|
|
|
|
Amazon.com Inc.
|
4.550%
|
3/13/2033
|
3,760
|
3,628
|
|
|
13
|
Amazon.com Inc.
|
4.350%
|
6/12/2036
|
4,809
|
3,348
|
|
|
|
Amazon.com Inc.
|
5.650%
|
3/13/2046
|
4,360
|
4,073
|
|
|
|
Amazon.com Inc.
|
4.050%
|
8/22/2047
|
2,960
|
2,199
|
|
|
9
|
American Airlines Inc.
|
5.750%
|
4/20/2029
|
389
|
388
|
|
|
9
|
American Builders & Contractors Supply Co. Inc.
|
4.000%
|
1/15/2028
|
114
|
112
|
|
|
9
|
American Builders & Contractors Supply Co. Inc.
|
3.875%
|
11/15/2029
|
430
|
408
|
|
|
5
|
American Honda Finance Corp.
|
4.400%
|
9/5/2029
|
1,642
|
1,619
|
|
|
|
American Honda Finance Corp.
|
4.450%
|
1/8/2031
|
4,640
|
4,510
|
|
|
5
|
American Honda Finance Corp.
|
5.200%
|
4/8/2033
|
1,220
|
1,202
|
|
|
9
|
Ameritex Holdco Intermediate LLC
|
7.625%
|
8/15/2033
|
230
|
237
|
|
|
|
Asbury Automotive Group Inc.
|
4.500%
|
3/1/2028
|
23
|
23
|
|
|
9,11
|
Banijay Gaming SAS
|
5.125%
|
12/10/2031
|
425
|
495
|
|
|
|
Bath & Body Works Inc.
|
5.250%
|
2/1/2028
|
2,100
|
2,099
|
|
|
9,14
|
Beach Acquisition Bidco LLC, 10.750% PIK or 10.000% Cash
|
10.000%
|
7/15/2033
|
190
|
204
|
|
|
9
|
Belron UK Finance plc
|
5.750%
|
10/15/2029
|
2,000
|
2,000
|
|
|
5,11
|
BMW International Investment BV
|
3.500%
|
1/22/2033
|
1,492
|
1,678
|
|
|
9
|
Brightstar Lottery plc
|
5.750%
|
1/15/2033
|
500
|
482
|
|
|
9
|
Builders FirstSource Inc.
|
6.750%
|
5/15/2035
|
315
|
312
|
|
|
9
|
Carnival Corp. Ltd.
|
5.125%
|
5/1/2029
|
1,430
|
1,419
|
|
|
9
|
Carnival Corp. Ltd.
|
5.750%
|
3/15/2030
|
400
|
401
|
|
|
9
|
Carnival Corp. Ltd.
|
5.875%
|
6/15/2031
|
2,180
|
2,186
|
|
|
5,11
|
Carnival UK Ltd.
|
4.125%
|
7/15/2031
|
1,200
|
1,369
|
|
|
9
|
Champ Acquisition Corp.
|
8.375%
|
12/1/2031
|
1,922
|
2,006
|
|
|
9
|
Churchill Downs Inc.
|
5.500%
|
4/1/2027
|
166
|
166
|
|
|
9
|
Churchill Downs Inc.
|
4.750%
|
1/15/2028
|
103
|
102
|
|
|
9
|
Churchill Downs Inc.
|
5.750%
|
4/1/2030
|
405
|
404
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
9,11
|
Cirsa Finance International Sarl
|
4.625%
|
7/20/2032
|
500
|
574
|
|
|
9
|
Clarios Global LP
|
6.750%
|
2/15/2030
|
305
|
313
|
|
|
9,11
|
Clarios Global LP
|
4.750%
|
6/15/2031
|
300
|
346
|
|
|
5,11
|
Clarios Global LP
|
4.750%
|
6/15/2031
|
300
|
346
|
|
|
9
|
Clarios Global LP
|
6.750%
|
9/15/2032
|
235
|
238
|
|
|
9
|
CompoSecure Holdings LLC
|
5.625%
|
2/1/2033
|
230
|
221
|
|
|
9
|
Cyprium Corp.
|
6.125%
|
4/15/2031
|
202
|
201
|
|
|
9
|
Flutter Treasury DAC
|
5.875%
|
6/4/2031
|
2,215
|
2,191
|
|
|
|
Ford Motor Credit Co. LLC
|
4.125%
|
8/17/2027
|
1,359
|
1,349
|
|
|
|
Ford Motor Credit Co. LLC
|
3.815%
|
11/2/2027
|
288
|
284
|
|
|
|
Ford Motor Credit Co. LLC
|
7.350%
|
11/4/2027
|
3,001
|
3,079
|
|
|
|
Ford Motor Credit Co. LLC
|
5.800%
|
3/8/2029
|
733
|
738
|
|
|
|
Ford Motor Credit Co. LLC
|
5.113%
|
5/3/2029
|
451
|
446
|
|
|
|
Ford Motor Credit Co. LLC
|
5.753%
|
4/6/2033
|
5,505
|
5,410
|
|
|
9
|
Garda World Security Corp.
|
6.000%
|
6/1/2029
|
400
|
394
|
|
|
9
|
Garda World Security Corp.
|
6.500%
|
1/15/2031
|
690
|
698
|
|
|
9
|
Garda World Security Corp.
|
8.250%
|
8/1/2032
|
205
|
208
|
|
|
|
General Motors Co.
|
6.250%
|
4/15/2035
|
1,570
|
1,617
|
|
|
|
General Motors Financial Co. Inc.
|
2.400%
|
4/10/2028
|
1,186
|
1,141
|
|
|
|
General Motors Financial Co. Inc.
|
2.400%
|
10/15/2028
|
2,446
|
2,323
|
|
|
|
General Motors Financial Co. Inc.
|
4.300%
|
4/6/2029
|
1,893
|
1,863
|
|
|
|
General Motors Financial Co. Inc.
|
4.750%
|
4/6/2029
|
5,691
|
5,668
|
|
|
|
General Motors Financial Co. Inc.
|
5.350%
|
1/7/2030
|
1,976
|
1,994
|
|
|
|
General Motors Financial Co. Inc.
|
5.100%
|
9/15/2031
|
7,390
|
7,347
|
|
|
|
General Motors Financial Co. Inc.
|
5.450%
|
1/8/2036
|
1,675
|
1,635
|
|
|
5
|
Georgetown University
|
2.943%
|
4/1/2050
|
3,207
|
1,990
|
|
|
|
Goodyear Tire & Rubber Co.
|
6.625%
|
7/15/2030
|
1,125
|
1,088
|
|
|
|
Goodyear Tire & Rubber Co.
|
5.250%
|
4/30/2031
|
640
|
575
|
|
|
|
Goodyear Tire & Rubber Co.
|
8.875%
|
7/15/2032
|
385
|
395
|
|
|
9
|
Hilton Domestic Operating Co. Inc.
|
5.875%
|
4/1/2029
|
73
|
74
|
|
|
9
|
Hilton Domestic Operating Co. Inc.
|
4.000%
|
5/1/2031
|
650
|
610
|
|
|
9
|
Hilton Domestic Operating Co. Inc.
|
5.500%
|
9/15/2031
|
765
|
758
|
|
|
9
|
Hilton Domestic Operating Co. Inc.
|
5.750%
|
9/15/2033
|
1,280
|
1,269
|
|
|
9
|
Hilton Domestic Operating Co. Inc.
|
5.500%
|
3/31/2034
|
765
|
749
|
|
|
|
Home Depot Inc.
|
5.300%
|
6/25/2054
|
2,552
|
2,297
|
|
|
9,11,14
|
IHO Verwaltungs GmbH, 6.375% PIK or 5.625% Cash
|
5.625%
|
5/15/2031
|
100
|
120
|
|
|
9,14
|
IHO Verwaltungs GmbH, 8.125% PIK or 7.375% Cash
|
7.375%
|
5/15/2033
|
270
|
280
|
|
|
9
|
JetBlue Airways Corp.
|
9.875%
|
9/20/2031
|
285
|
248
|
|
|
9
|
JH North America Holdings Inc.
|
6.125%
|
7/31/2032
|
245
|
246
|
|
|
9
|
Light & Wonder International Inc.
|
6.250%
|
10/1/2033
|
625
|
614
|
|
|
9
|
Lithia Motors Inc.
|
4.625%
|
12/15/2027
|
121
|
120
|
|
|
9
|
Live Nation Entertainment Inc.
|
6.500%
|
5/15/2027
|
315
|
315
|
|
|
9
|
Live Nation Entertainment Inc.
|
3.750%
|
1/15/2028
|
1,420
|
1,390
|
|
|
|
Lowe's Cos. Inc.
|
4.500%
|
10/15/2032
|
13,230
|
12,778
|
|
|
9
|
Melco Resorts Finance Ltd.
|
6.500%
|
9/24/2033
|
1,075
|
1,037
|
|
|
9
|
Men's Wearhouse LLC
|
9.000%
|
2/1/2031
|
90
|
96
|
|
|
9
|
MGM China Holdings Ltd.
|
7.125%
|
6/26/2031
|
275
|
282
|
|
|
9
|
MGM China Holdings Ltd.
|
6.250%
|
5/15/2033
|
780
|
749
|
|
|
9
|
Miter Brands Acquisition Holdco Inc.
|
6.750%
|
4/1/2032
|
755
|
744
|
|
|
|
Mohawk Industries Inc.
|
5.850%
|
9/18/2028
|
586
|
598
|
|
|
9
|
NCL Corp. Ltd.
|
7.750%
|
2/15/2029
|
400
|
415
|
|
|
9
|
NCL Corp. Ltd.
|
5.875%
|
1/15/2031
|
510
|
488
|
|
|
9
|
NCL Corp. Ltd.
|
6.750%
|
2/1/2032
|
481
|
471
|
|
|
|
Newell Brands Inc.
|
6.375%
|
9/15/2027
|
129
|
130
|
|
|
9
|
Newell Brands Inc.
|
8.500%
|
6/1/2028
|
1,935
|
2,020
|
|
|
|
Newell Brands Inc.
|
6.625%
|
9/15/2029
|
18
|
18
|
|
|
|
Newell Brands Inc.
|
7.375%
|
4/1/2036
|
90
|
91
|
|
|
|
Newell Brands Inc.
|
7.500%
|
4/1/2046
|
44
|
41
|
|
|
9
|
Nissan Motor Acceptance Co. LLC
|
5.625%
|
9/29/2028
|
465
|
462
|
|
|
9
|
Nissan Motor Acceptance Co. LLC
|
5.550%
|
9/13/2029
|
510
|
497
|
|
|
9
|
Nissan Motor Acceptance Co. LLC
|
6.125%
|
9/30/2030
|
1,380
|
1,347
|
|
|
9
|
Nissan Motor Co. Ltd.
|
7.750%
|
7/17/2032
|
560
|
578
|
|
|
9
|
Nissan Motor Co. Ltd.
|
8.125%
|
7/17/2035
|
1,125
|
1,185
|
|
|
9
|
Pioneer Opco LLC
|
7.000%
|
5/15/2033
|
425
|
430
|
|
|
5,15
|
Qantas Airways Ltd.
|
4.750%
|
10/12/2026
|
530
|
373
|
|
|
5,15
|
Qantas Airways Ltd.
|
3.150%
|
9/27/2028
|
490
|
328
|
|
|
9
|
QXO Building Products Inc.
|
6.500%
|
7/15/2031
|
250
|
251
|
|
|
9
|
QXO Building Products Inc.
|
6.875%
|
7/15/2034
|
480
|
481
|
|
|
9
|
Raven Acquisition Holdings LLC
|
6.875%
|
11/15/2031
|
49
|
48
|
|
|
9
|
Rivers Enterprise Borrower LLC
|
6.250%
|
10/15/2030
|
235
|
236
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Service Corp. International
|
4.000%
|
5/15/2031
|
875
|
818
|
|
|
9
|
Six Flags Entertainment Corp.
|
8.625%
|
1/15/2032
|
300
|
303
|
|
|
9
|
Stellantis Finance US Inc.
|
6.450%
|
3/18/2035
|
1,005
|
978
|
|
|
5,11
|
Stellantis NV
|
4.250%
|
6/16/2031
|
1,000
|
1,137
|
|
|
5,11
|
Stellantis NV
|
2.750%
|
4/1/2032
|
800
|
833
|
|
|
5,11
|
Stellantis NV
|
4.625%
|
6/6/2035
|
1,800
|
1,971
|
|
|
9
|
Studio City Finance Ltd.
|
5.000%
|
1/15/2029
|
1,090
|
1,039
|
|
|
|
Thomas Jefferson University
|
3.847%
|
11/1/2057
|
2,133
|
1,460
|
|
|
|
Toll Brothers Finance Corp.
|
3.800%
|
11/1/2029
|
312
|
301
|
|
|
5
|
United Airlines Pass-Through Trust Class A Series 2020-1
|
5.875%
|
10/15/2027
|
52
|
52
|
|
|
9
|
Vail Resorts Inc.
|
5.625%
|
7/15/2030
|
935
|
931
|
|
|
5,11
|
Volkswagen Bank GmbH
|
3.625%
|
10/2/2032
|
800
|
897
|
|
|
5,11
|
Volkswagen Bank GmbH
|
3.750%
|
12/10/2032
|
600
|
675
|
|
|
9
|
Volkswagen Group of America Finance LLC
|
4.450%
|
9/11/2027
|
3,060
|
3,049
|
|
|
5,11
|
Volkswagen International Finance NV
|
4.375%
|
Perpetual
|
1,700
|
1,869
|
|
|
9
|
Wayfair LLC
|
7.250%
|
10/31/2029
|
361
|
372
|
|
|
9
|
Wayfair LLC
|
7.750%
|
9/15/2030
|
120
|
126
|
|
|
9
|
Wayfair LLC
|
7.125%
|
5/31/2034
|
205
|
211
|
|
|
|
Whirlpool Corp.
|
6.125%
|
6/15/2030
|
375
|
341
|
|
|
9
|
Whirlpool Corp.
|
7.500%
|
7/1/2031
|
290
|
288
|
|
|
|
Whirlpool Corp.
|
6.500%
|
6/15/2033
|
936
|
793
|
|
|
9
|
Whirlpool Corp.
|
7.875%
|
7/1/2034
|
125
|
118
|
|
|
9
|
Wyndham Hotels & Resorts Inc.
|
4.375%
|
8/15/2028
|
242
|
237
|
|
|
9
|
Wyndham Hotels & Resorts Inc.
|
5.625%
|
3/1/2033
|
450
|
438
|
|
|
9
|
Wynn Macau Ltd.
|
6.750%
|
2/15/2034
|
1,510
|
1,482
|
|
|
9
|
ZF North America Capital Inc.
|
7.500%
|
3/24/2031
|
1,165
|
1,171
|
|
|
9
|
ZF North America Capital Inc.
|
6.875%
|
4/23/2032
|
110
|
108
|
|
|
|
|
|
|
|
|
146,232
|
|
Consumer Staples (1.4%)
|
||||||
|
9
|
Albertsons Cos. Inc.
|
5.500%
|
3/31/2031
|
230
|
221
|
|
|
9
|
Albertsons Cos. Inc.
|
6.250%
|
3/15/2033
|
3,348
|
3,246
|
|
|
9
|
Albertsons Cos. Inc.
|
5.750%
|
3/31/2034
|
1,265
|
1,176
|
|
|
|
Altria Group Inc.
|
3.875%
|
9/16/2046
|
4,270
|
3,044
|
|
|
|
BAT Capital Corp.
|
4.906%
|
4/2/2030
|
490
|
489
|
|
|
|
BAT Capital Corp.
|
6.343%
|
8/2/2030
|
5,330
|
5,589
|
|
|
|
BAT Capital Corp.
|
4.625%
|
3/22/2033
|
7,462
|
7,192
|
|
|
|
BAT Capital Corp.
|
6.250%
|
8/15/2055
|
5,930
|
5,812
|
|
|
|
BAT International Finance plc
|
5.931%
|
2/2/2029
|
4,482
|
4,601
|
|
|
5,11
|
BAT International Finance plc
|
2.000%
|
3/13/2045
|
600
|
466
|
|
|
9
|
Cargill Inc.
|
4.760%
|
11/23/2045
|
2,197
|
1,883
|
|
|
9
|
Chobani LLC
|
6.375%
|
4/15/2034
|
320
|
321
|
|
|
9
|
Energizer Holdings Inc.
|
4.750%
|
6/15/2028
|
161
|
159
|
|
|
9
|
Energizer Holdings Inc.
|
4.375%
|
3/31/2029
|
2,340
|
2,254
|
|
|
9
|
Energizer Holdings Inc.
|
6.000%
|
9/15/2033
|
405
|
385
|
|
|
9
|
Froneri Lux FinCo Sarl
|
6.000%
|
8/1/2032
|
605
|
590
|
|
|
9
|
Imperial Brands Finance plc
|
6.375%
|
7/1/2055
|
2,760
|
2,679
|
|
|
|
JBS NV
|
5.950%
|
4/20/2035
|
7,580
|
7,671
|
|
|
|
JBS NV
|
6.375%
|
2/25/2055
|
10,735
|
10,197
|
|
|
9
|
KeHE Distributors LLC
|
9.000%
|
2/15/2029
|
428
|
446
|
|
|
9
|
KeHE Distributors LLC
|
7.125%
|
4/30/2033
|
320
|
325
|
|
|
|
Kraft Heinz Foods Co.
|
3.750%
|
4/1/2030
|
219
|
210
|
|
|
|
Kraft Heinz Foods Co.
|
5.000%
|
6/4/2042
|
3,435
|
2,970
|
|
|
|
Kraft Heinz Foods Co.
|
4.375%
|
6/1/2046
|
268
|
206
|
|
|
|
Kraft Heinz Foods Co.
|
5.500%
|
6/1/2050
|
3,085
|
2,698
|
|
|
|
Kroger Co.
|
5.500%
|
9/15/2054
|
8,550
|
7,668
|
|
|
9
|
Lamb Weston Holdings Inc.
|
4.875%
|
5/15/2028
|
215
|
213
|
|
|
9
|
Lamb Weston Holdings Inc.
|
4.375%
|
1/31/2032
|
400
|
375
|
|
|
9
|
Mars Inc.
|
5.000%
|
3/1/2032
|
6,750
|
6,732
|
|
|
9
|
Mars Inc.
|
5.650%
|
5/1/2045
|
3,488
|
3,331
|
|
|
9
|
Mars Inc.
|
5.700%
|
5/1/2055
|
8,108
|
7,660
|
|
|
9
|
Mars Inc.
|
5.800%
|
5/1/2065
|
1,203
|
1,138
|
|
|
|
Molson Coors Beverage Co.
|
5.500%
|
7/8/2036
|
2,435
|
2,391
|
|
|
9
|
Opal Bidco SAS
|
6.500%
|
3/31/2032
|
4,465
|
4,495
|
|
|
11
|
PepsiCo Inc.
|
4.150%
|
2/11/2047
|
400
|
438
|
|
|
9
|
Performance Food Group Inc.
|
6.125%
|
9/15/2032
|
410
|
412
|
|
|
9
|
Performance Food Group Inc.
|
5.625%
|
3/1/2034
|
800
|
776
|
|
|
|
Philip Morris International Inc.
|
5.125%
|
2/15/2030
|
2,831
|
2,853
|
|
|
|
Philip Morris International Inc.
|
4.250%
|
10/29/2032
|
2,364
|
2,263
|
|
|
|
Philip Morris International Inc.
|
4.625%
|
10/29/2035
|
620
|
585
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Philip Morris International Inc.
|
4.875%
|
4/29/2036
|
9,866
|
9,449
|
|
|
|
Philip Morris International Inc.
|
4.125%
|
3/4/2043
|
2,227
|
1,800
|
|
|
9
|
Post Holdings Inc.
|
6.375%
|
3/1/2033
|
600
|
591
|
|
|
9
|
Post Holdings Inc.
|
6.250%
|
10/15/2034
|
635
|
617
|
|
|
9
|
Post Holdings Inc.
|
6.500%
|
3/15/2036
|
430
|
420
|
|
|
|
Sysco Corp.
|
2.400%
|
2/15/2030
|
407
|
373
|
|
|
|
Sysco Corp.
|
4.400%
|
7/25/2031
|
400
|
386
|
|
|
|
Tyson Foods Inc.
|
4.950%
|
2/20/2036
|
885
|
843
|
|
|
9
|
US Foods Inc.
|
6.875%
|
9/15/2028
|
121
|
123
|
|
|
9
|
US Foods Inc.
|
5.750%
|
4/15/2033
|
605
|
600
|
|
|
|
|
|
|
|
|
121,362
|
|
Energy (2.5%)
|
||||||
|
5
|
Abu Dhabi Crude Oil Pipeline LLC
|
3.650%
|
11/2/2029
|
15,760
|
15,041
|
|
|
9
|
Antero Midstream Partners LP
|
5.750%
|
10/15/2033
|
675
|
663
|
|
|
9
|
Ascent Resources Utica Holdings LLC
|
6.625%
|
10/15/2032
|
1,400
|
1,409
|
|
|
9
|
Ascent Resources Utica Holdings LLC
|
6.625%
|
7/15/2033
|
1,280
|
1,285
|
|
|
|
Baker Hughes Holdings LLC
|
4.650%
|
6/15/2033
|
6,600
|
6,364
|
|
|
|
Baker Hughes Holdings LLC
|
5.850%
|
6/15/2056
|
3,390
|
3,204
|
|
|
9
|
Blue Racer Midstream LLC
|
7.000%
|
7/15/2029
|
384
|
394
|
|
|
|
BP Capital Markets America Inc.
|
5.227%
|
11/17/2034
|
9,768
|
9,762
|
|
|
|
BP Capital Markets America Inc.
|
2.939%
|
6/4/2051
|
2,330
|
1,408
|
|
|
|
BP Capital Markets America Inc.
|
3.001%
|
3/17/2052
|
1,350
|
821
|
|
|
9
|
California Resources Corp.
|
7.000%
|
1/15/2034
|
375
|
367
|
|
|
9
|
Cheniere Energy Inc.
|
6.000%
|
7/30/2056
|
4,590
|
4,384
|
|
|
9
|
Cheniere Energy Partners LP
|
6.050%
|
11/30/2056
|
6,640
|
6,368
|
|
|
9
|
Chord Energy Corp.
|
6.000%
|
10/1/2030
|
995
|
999
|
|
|
9
|
CNX Resources Corp.
|
7.250%
|
3/1/2032
|
595
|
611
|
|
|
9
|
CNX Resources Corp.
|
5.875%
|
3/1/2034
|
605
|
586
|
|
|
|
ConocoPhillips Co.
|
4.300%
|
11/15/2044
|
465
|
377
|
|
|
|
ConocoPhillips Co.
|
3.800%
|
3/15/2052
|
8
|
6
|
|
|
|
ConocoPhillips Co.
|
5.700%
|
9/15/2063
|
3
|
3
|
|
|
|
ConocoPhillips Co.
|
5.650%
|
1/15/2065
|
2,125
|
1,945
|
|
|
9
|
Devon Energy Corp.
|
5.600%
|
3/15/2034
|
3,305
|
3,332
|
|
|
9
|
Devon Energy Corp.
|
5.400%
|
2/15/2035
|
1,530
|
1,510
|
|
|
|
Devon Energy Corp.
|
5.750%
|
9/15/2054
|
5,330
|
4,910
|
|
|
9
|
Devon Energy Corp.
|
5.900%
|
2/15/2055
|
4,010
|
3,748
|
|
|
|
Diamondback Energy Inc.
|
5.750%
|
4/18/2054
|
5,000
|
4,654
|
|
|
|
Enbridge Inc.
|
3.125%
|
11/15/2029
|
1,269
|
1,204
|
|
|
|
Enbridge Inc.
|
4.850%
|
3/27/2031
|
4,250
|
4,209
|
|
|
|
Enbridge Inc.
|
5.450%
|
3/27/2036
|
800
|
792
|
|
|
|
Energy Transfer LP
|
4.150%
|
9/15/2029
|
3,208
|
3,139
|
|
|
|
Energy Transfer LP
|
5.200%
|
4/1/2030
|
825
|
831
|
|
|
|
Energy Transfer LP
|
6.000%
|
6/15/2048
|
5,000
|
4,670
|
|
|
|
Energy Transfer LP
|
5.950%
|
5/15/2054
|
4,300
|
3,947
|
|
|
5,11
|
Eni SpA
|
4.250%
|
5/19/2033
|
1,386
|
1,629
|
|
|
9
|
Eni SpA
|
5.250%
|
5/18/2036
|
2,780
|
2,684
|
|
|
9
|
Eni SpA
|
6.000%
|
5/18/2056
|
1,720
|
1,622
|
|
|
|
EOG Resources Inc.
|
4.950%
|
4/15/2050
|
4,621
|
3,937
|
|
|
|
EQT Corp.
|
7.500%
|
6/1/2030
|
5
|
5
|
|
|
9
|
Excelerate Energy LP
|
8.000%
|
5/15/2030
|
320
|
336
|
|
|
11
|
Exxon Mobil Corp.
|
1.408%
|
6/26/2039
|
1,200
|
992
|
|
|
5
|
Galaxy Pipeline Assets Bidco Ltd.
|
1.750%
|
9/30/2027
|
1,309
|
1,280
|
|
|
5
|
Galaxy Pipeline Assets Bidco Ltd.
|
2.160%
|
3/31/2034
|
20,567
|
18,162
|
|
|
5
|
Galaxy Pipeline Assets Bidco Ltd.
|
2.940%
|
9/30/2040
|
2,615
|
2,122
|
|
|
|
Genesis Energy LP
|
7.875%
|
5/15/2032
|
410
|
423
|
|
|
|
Genesis Energy LP
|
8.000%
|
5/15/2033
|
27
|
28
|
|
|
|
Genesis Energy LP
|
6.750%
|
3/15/2034
|
500
|
499
|
|
|
5
|
Greensaif Pipelines Bidco Sarl
|
5.853%
|
2/23/2036
|
2,130
|
2,114
|
|
|
9
|
Harvest Midstream I LP
|
6.750%
|
5/15/2034
|
620
|
623
|
|
|
|
Hess Corp.
|
5.800%
|
4/1/2047
|
2,000
|
1,944
|
|
|
9
|
Hess Midstream Operations LP
|
6.500%
|
6/1/2029
|
107
|
109
|
|
|
9
|
Howard Midstream Energy Partners LLC
|
6.625%
|
1/15/2034
|
790
|
799
|
|
|
9
|
Howard Midstream Energy Partners LLC
|
6.625%
|
1/15/2035
|
230
|
230
|
|
|
5
|
KazMunayGas National Co. JSC
|
5.375%
|
4/24/2030
|
1,298
|
1,295
|
|
|
9
|
Kinetik Holdings LP
|
6.625%
|
12/15/2028
|
498
|
506
|
|
|
7,9
|
Magnolia Oil & Gas Operating LLC
|
6.625%
|
8/15/2034
|
155
|
155
|
|
|
|
Marathon Petroleum Corp.
|
5.150%
|
3/1/2030
|
2,410
|
2,427
|
|
|
9
|
Matador Resources Co.
|
6.250%
|
4/15/2033
|
15
|
15
|
|
|
9
|
Matador Resources Co.
|
6.000%
|
4/15/2034
|
503
|
486
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
9
|
Noble Finance II LLC
|
6.250%
|
6/15/2034
|
795
|
772
|
|
|
|
Occidental Petroleum Corp.
|
6.050%
|
10/1/2054
|
6,267
|
6,051
|
|
|
|
ONEOK Inc.
|
4.350%
|
3/15/2029
|
5
|
5
|
|
|
|
ONEOK Inc.
|
5.375%
|
6/1/2029
|
968
|
980
|
|
|
5
|
OQ SAOC
|
5.125%
|
5/6/2028
|
916
|
910
|
|
|
|
Patterson-UTI Energy Inc.
|
6.050%
|
5/15/2036
|
2,160
|
2,123
|
|
|
|
Petrobras Global Finance BV
|
5.999%
|
1/27/2028
|
121
|
122
|
|
|
|
Petrobras Global Finance BV
|
5.125%
|
9/10/2030
|
11,186
|
10,905
|
|
|
5
|
Petronas Capital Ltd.
|
4.950%
|
1/3/2031
|
5,164
|
5,179
|
|
|
5
|
Petronas Capital Ltd.
|
5.340%
|
4/3/2035
|
6,195
|
6,219
|
|
|
|
Plains All American Pipeline LP
|
4.700%
|
1/15/2031
|
1,480
|
1,455
|
|
|
|
Plains All American Pipeline LP
|
5.600%
|
1/15/2036
|
1,230
|
1,211
|
|
|
5
|
SA Global Sukuk Ltd.
|
4.125%
|
9/17/2030
|
9,293
|
8,903
|
|
|
5
|
SA Global Sukuk Ltd.
|
2.694%
|
6/17/2031
|
2,850
|
2,534
|
|
|
|
Schlumberger Investment SA
|
4.800%
|
5/7/2033
|
4,980
|
4,891
|
|
|
9
|
Seadrill Finance Ltd.
|
6.750%
|
7/15/2034
|
415
|
399
|
|
|
9
|
SM Energy Co.
|
6.750%
|
8/1/2029
|
145
|
147
|
|
|
9
|
SM Energy Co.
|
8.750%
|
7/1/2031
|
290
|
303
|
|
|
9
|
SM Energy Co.
|
7.000%
|
8/1/2032
|
1,005
|
1,021
|
|
|
9
|
SM Energy Co.
|
9.625%
|
6/15/2033
|
1,530
|
1,683
|
|
|
9
|
SM Energy Co.
|
6.625%
|
4/15/2034
|
1,130
|
1,123
|
|
|
9
|
Sunoco LP
|
5.625%
|
3/15/2031
|
525
|
518
|
|
|
9
|
Sunoco LP
|
5.375%
|
7/15/2031
|
315
|
309
|
|
|
9
|
Sunoco LP
|
5.625%
|
7/15/2034
|
430
|
416
|
|
|
9
|
Sunoco LP
|
7.875%
|
Perpetual
|
779
|
799
|
|
|
9
|
Tallgrass Energy Partners LP
|
7.375%
|
2/15/2029
|
155
|
158
|
|
|
9
|
Tallgrass Energy Partners LP
|
6.000%
|
12/31/2030
|
1,060
|
1,052
|
|
|
9
|
Tallgrass Energy Partners LP
|
6.750%
|
3/15/2034
|
1,045
|
1,051
|
|
|
|
Targa Resources Corp.
|
6.150%
|
3/1/2029
|
847
|
872
|
|
|
5,11
|
TotalEnergies Capital International SA
|
3.852%
|
3/3/2045
|
1,500
|
1,548
|
|
|
|
TotalEnergies Capital SA
|
5.425%
|
9/10/2064
|
2,336
|
2,078
|
|
|
5,11
|
TotalEnergies SE
|
1.625%
|
Perpetual
|
243
|
272
|
|
|
9
|
Transocean International Ltd.
|
8.250%
|
5/15/2029
|
517
|
532
|
|
|
9
|
Transocean International Ltd.
|
8.750%
|
2/15/2030
|
78
|
81
|
|
|
9
|
Transocean International Ltd.
|
8.500%
|
5/15/2031
|
1,567
|
1,635
|
|
|
9
|
Transocean International Ltd.
|
7.875%
|
10/15/2032
|
360
|
375
|
|
|
9
|
Valaris Ltd.
|
8.375%
|
4/30/2030
|
115
|
119
|
|
|
9
|
Venture Global LNG Inc.
|
9.500%
|
2/1/2029
|
555
|
595
|
|
|
9
|
Venture Global LNG Inc.
|
8.375%
|
6/1/2031
|
770
|
796
|
|
|
9
|
Venture Global LNG Inc.
|
9.875%
|
2/1/2032
|
1,205
|
1,283
|
|
|
9
|
Venture Global Plaquemines LNG LLC
|
6.125%
|
12/15/2030
|
245
|
249
|
|
|
9
|
Venture Global Plaquemines LNG LLC
|
6.500%
|
1/15/2034
|
1,550
|
1,600
|
|
|
9
|
Venture Global Plaquemines LNG LLC
|
6.500%
|
6/15/2034
|
2,904
|
2,997
|
|
|
9
|
Venture Global Plaquemines LNG LLC
|
6.750%
|
1/15/2036
|
565
|
592
|
|
|
|
|
|
|
|
|
214,228
|
|
Financials (10.4%)
|
||||||
|
9
|
200 Park Funding Trust
|
5.740%
|
2/15/2055
|
8,242
|
7,746
|
|
|
|
Aercap Funding DAC
|
4.875%
|
7/7/2031
|
4,340
|
4,268
|
|
|
|
AerCap Ireland Capital DAC
|
4.375%
|
11/15/2030
|
3,708
|
3,605
|
|
|
|
Alexandria Real Estate Equities Inc.
|
4.500%
|
7/30/2029
|
85
|
84
|
|
|
|
Alexandria Real Estate Equities Inc.
|
2.750%
|
12/15/2029
|
1,414
|
1,313
|
|
|
|
Allstate Corp.
|
4.200%
|
12/15/2046
|
2,414
|
1,877
|
|
|
|
Ally Financial Inc.
|
5.737%
|
5/15/2029
|
1,745
|
1,765
|
|
|
|
American Express Co.
|
5.532%
|
4/25/2030
|
1,110
|
1,129
|
|
|
|
American Express Co.
|
5.085%
|
1/30/2031
|
1,651
|
1,659
|
|
|
9
|
American National Global Funding
|
5.550%
|
1/28/2030
|
799
|
803
|
|
|
|
American National Group Inc.
|
5.750%
|
10/1/2029
|
975
|
987
|
|
|
9
|
AmWINS Group Inc.
|
6.375%
|
2/15/2029
|
136
|
137
|
|
|
9
|
AmWINS Group Inc.
|
4.875%
|
6/30/2029
|
2,302
|
2,217
|
|
|
|
Apollo Global Management Inc.
|
5.150%
|
8/12/2035
|
2,098
|
2,005
|
|
|
|
Arch Capital Group Ltd.
|
5.950%
|
6/15/2056
|
3,710
|
3,575
|
|
|
|
Ares Strategic Income Fund
|
5.700%
|
3/15/2028
|
1,310
|
1,310
|
|
|
|
Ares Strategic Income Fund
|
6.350%
|
8/15/2029
|
2,164
|
2,179
|
|
|
5,11
|
Artea Bankas AB
|
4.597%
|
6/25/2030
|
5,400
|
6,295
|
|
|
|
Arthur J Gallagher & Co.
|
4.850%
|
12/15/2029
|
974
|
974
|
|
|
|
Assurant Inc.
|
4.900%
|
3/27/2028
|
101
|
101
|
|
|
9
|
Asurion LLC
|
8.000%
|
12/31/2032
|
60
|
61
|
|
|
9
|
Asurion LLC
|
8.375%
|
2/1/2034
|
970
|
884
|
|
|
12
|
Athene Global Funding
|
1.750%
|
11/24/2027
|
1,280
|
1,652
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Athene Holding Ltd.
|
4.125%
|
1/12/2028
|
1,595
|
1,577
|
|
|
|
Athene Holding Ltd.
|
3.450%
|
5/15/2052
|
3,988
|
2,355
|
|
|
|
Athene Holding Ltd.
|
6.625%
|
5/19/2055
|
2,143
|
2,008
|
|
|
11
|
Athora Holding Ltd.
|
6.625%
|
6/16/2028
|
2,557
|
3,072
|
|
|
11
|
Athora Holding Ltd.
|
5.875%
|
9/10/2034
|
2,100
|
2,535
|
|
|
15
|
Australia & New Zealand Banking Group Ltd.
|
5.906%
|
8/12/2032
|
1,033
|
730
|
|
|
5,8,15
|
Australia & New Zealand Banking Group Ltd., 3M Australian Bank Bill
Rate + 2.350%
|
6.804%
|
5/16/2033
|
687
|
495
|
|
|
9
|
Aviation Capital Group LLC
|
4.875%
|
1/28/2033
|
3,860
|
3,705
|
|
|
|
Banco Santander SA
|
5.437%
|
4/15/2036
|
2,600
|
2,547
|
|
|
|
Bank of America Corp.
|
5.202%
|
4/25/2029
|
5
|
5
|
|
|
5
|
Bank of America Corp.
|
2.087%
|
6/14/2029
|
7
|
7
|
|
|
5
|
Bank of America Corp.
|
3.194%
|
7/23/2030
|
1,467
|
1,398
|
|
|
|
Bank of America Corp.
|
5.162%
|
1/24/2031
|
1,738
|
1,747
|
|
|
|
Bank of America Corp.
|
5.511%
|
1/24/2036
|
7
|
7
|
|
|
5
|
Bank of America Corp.
|
4.244%
|
4/24/2038
|
4,328
|
3,859
|
|
|
5
|
Bank of America Corp.
|
4.078%
|
4/23/2040
|
2,471
|
2,105
|
|
|
|
Bank of America Corp.
|
3.311%
|
4/22/2042
|
6,852
|
5,136
|
|
|
5
|
Bank of America Corp.
|
4.083%
|
3/20/2051
|
460
|
346
|
|
|
5
|
Bank of New York Mellon Corp.
|
4.975%
|
3/14/2030
|
412
|
414
|
|
|
|
Bank of New York Mellon Corp.
|
5.316%
|
6/6/2036
|
2,791
|
2,776
|
|
|
|
Bank of New York Mellon Corp.
|
5.085%
|
4/23/2037
|
8,505
|
8,258
|
|
|
|
Bank of Nova Scotia
|
5.130%
|
2/14/2031
|
609
|
611
|
|
|
5,11
|
Bank of Valletta plc
|
4.467%
|
5/28/2032
|
1,526
|
1,763
|
|
|
|
Barclays plc
|
5.207%
|
2/24/2037
|
4,300
|
4,094
|
|
|
|
Blackstone Secured Lending Fund
|
5.350%
|
4/13/2028
|
496
|
494
|
|
|
9
|
Block Inc.
|
5.625%
|
8/15/2030
|
725
|
722
|
|
|
|
Block Inc.
|
6.500%
|
5/15/2032
|
140
|
142
|
|
|
9
|
Block Inc.
|
6.000%
|
8/15/2033
|
350
|
347
|
|
|
|
Blue Owl Capital Corp.
|
5.950%
|
3/15/2029
|
3,105
|
3,097
|
|
|
|
Blue Owl Technology Finance Corp.
|
6.100%
|
3/15/2028
|
681
|
681
|
|
|
9
|
BPCE SA
|
5.184%
|
6/2/2032
|
8,490
|
8,394
|
|
|
5,11
|
BPCE SA
|
4.125%
|
2/27/2039
|
1,300
|
1,443
|
|
|
|
Brandywine Operating Partnership LP
|
8.875%
|
4/12/2029
|
1,725
|
1,811
|
|
|
|
Brandywine Operating Partnership LP
|
6.125%
|
1/15/2031
|
420
|
403
|
|
|
|
Brown & Brown Inc.
|
4.700%
|
6/23/2028
|
1,285
|
1,282
|
|
|
9
|
Burford Capital Global Finance LLC
|
6.250%
|
4/15/2028
|
160
|
158
|
|
|
9
|
Burford Capital Global Finance LLC
|
9.250%
|
7/1/2031
|
160
|
157
|
|
|
9
|
Burford Capital Global Finance LLC
|
8.500%
|
1/15/2034
|
680
|
589
|
|
|
|
Canadian Imperial Bank of Commerce
|
5.260%
|
4/8/2029
|
6
|
6
|
|
|
|
Canadian Imperial Bank of Commerce
|
4.631%
|
9/11/2030
|
1,407
|
1,394
|
|
|
|
Canadian Imperial Bank of Commerce
|
5.245%
|
1/13/2031
|
973
|
980
|
|
|
|
Capital One Financial Corp.
|
5.700%
|
2/1/2030
|
2,619
|
2,660
|
|
|
|
Capital One Financial Corp.
|
3.273%
|
3/1/2030
|
1,239
|
1,188
|
|
|
|
Capital One Financial Corp.
|
5.463%
|
7/26/2030
|
7,336
|
7,426
|
|
|
|
Capital One Financial Corp.
|
6.051%
|
2/1/2035
|
1,549
|
1,583
|
|
|
|
Capital One Financial Corp.
|
6.183%
|
1/30/2036
|
10,663
|
10,685
|
|
|
|
Capital One Financial Corp.
|
5.197%
|
9/11/2036
|
5,979
|
5,714
|
|
|
5
|
Capital One NA
|
5.974%
|
8/9/2028
|
734
|
745
|
|
|
|
Carlyle Group Inc.
|
5.050%
|
9/19/2035
|
1,179
|
1,119
|
|
|
12
|
Chesnara plc
|
4.750%
|
8/4/2032
|
1,000
|
1,248
|
|
|
9
|
Citadel Finance LLC
|
5.900%
|
2/10/2030
|
1,322
|
1,326
|
|
|
5
|
Citigroup Inc.
|
3.980%
|
3/20/2030
|
9
|
9
|
|
|
|
Citigroup Inc.
|
4.542%
|
9/19/2030
|
5,021
|
4,961
|
|
|
5
|
Citigroup Inc.
|
2.976%
|
11/5/2030
|
413
|
388
|
|
|
5
|
Citigroup Inc.
|
2.666%
|
1/29/2031
|
958
|
885
|
|
|
12
|
Close Brothers Group plc
|
7.750%
|
6/14/2028
|
5,225
|
7,281
|
|
|
12
|
Close Brothers Group plc
|
6.125%
|
8/3/2036
|
700
|
918
|
|
|
5,8,15
|
Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 0.700%
|
5.165%
|
1/14/2027
|
980
|
691
|
|
|
8,15
|
Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.320%
|
5.773%
|
8/20/2031
|
1,800
|
1,267
|
|
|
5,8,15
|
Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 2.050%
|
6.593%
|
10/25/2033
|
480
|
346
|
|
|
|
COPT Defense Properties LP
|
2.000%
|
1/15/2029
|
920
|
859
|
|
|
9
|
CRC Insurance Group LLC
|
7.125%
|
6/1/2031
|
2
|
2
|
|
|
9
|
Credit Acceptance Corp.
|
6.625%
|
3/15/2030
|
620
|
620
|
|
|
|
CubeSmart LP
|
2.250%
|
12/15/2028
|
1,995
|
1,884
|
|
|
9
|
Danske Bank A/S
|
4.999%
|
3/27/2032
|
4,540
|
4,491
|
|
|
11
|
Deutsche EuroShop AG
|
4.500%
|
10/15/2030
|
2,900
|
3,348
|
|
|
|
Digital Realty Trust LP
|
3.600%
|
7/1/2029
|
1,971
|
1,903
|
|
|
5,11
|
DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH
|
4.875%
|
8/21/2030
|
5,700
|
6,658
|
|
|
9
|
EF Holdco
|
7.375%
|
9/30/2030
|
560
|
557
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
7
|
Equinix Inc.
|
5.000%
|
8/15/2029
|
7,123
|
7,109
|
|
|
|
Equinix Inc.
|
3.200%
|
11/18/2029
|
663
|
627
|
|
|
|
ERP Operating LP
|
3.000%
|
7/1/2029
|
185
|
176
|
|
|
|
Essex Portfolio LP
|
3.000%
|
1/15/2030
|
486
|
456
|
|
|
|
Extra Space Storage LP
|
4.900%
|
2/1/2032
|
5,635
|
5,549
|
|
|
|
Extra Space Storage LP
|
4.950%
|
1/15/2033
|
1,875
|
1,832
|
|
|
|
Federal Realty OP LP
|
3.500%
|
6/1/2030
|
162
|
154
|
|
|
|
Fidelity National Financial Inc.
|
4.500%
|
8/15/2028
|
25
|
25
|
|
|
9
|
Fifth Third Bancorp
|
5.982%
|
1/30/2030
|
104
|
106
|
|
|
9
|
Freedom Mortgage Holdings LLC
|
9.250%
|
2/1/2029
|
400
|
413
|
|
|
9
|
Freedom Mortgage Holdings LLC
|
6.875%
|
5/1/2031
|
725
|
698
|
|
|
9
|
Freedom Mortgage Holdings LLC
|
8.000%
|
2/1/2032
|
220
|
218
|
|
|
9
|
Freedom Mortgage Holdings LLC
|
7.875%
|
4/1/2033
|
565
|
545
|
|
|
5,11
|
GA Global Funding Trust
|
3.750%
|
6/20/2032
|
1,200
|
1,340
|
|
|
5,11
|
GA Global Funding Trust
|
4.133%
|
9/16/2035
|
2,200
|
2,437
|
|
|
|
Gaci First Investment Co.
|
5.000%
|
10/13/2027
|
13,200
|
13,199
|
|
|
9
|
GGAM Finance Ltd.
|
8.000%
|
2/15/2027
|
111
|
111
|
|
|
9
|
Global Atlantic Fin Co.
|
3.125%
|
6/15/2031
|
487
|
432
|
|
|
|
Goldman Sachs Group Inc.
|
5.727%
|
4/25/2030
|
2,276
|
2,317
|
|
|
|
Goldman Sachs Group Inc.
|
4.692%
|
10/23/2030
|
1,798
|
1,778
|
|
|
5
|
Goldman Sachs Group Inc.
|
5.207%
|
1/28/2031
|
1,143
|
1,146
|
|
|
|
Goldman Sachs Group Inc.
|
5.094%
|
4/20/2034
|
13,123
|
12,838
|
|
|
|
Goldman Sachs Group Inc.
|
5.425%
|
6/3/2037
|
2,247
|
2,195
|
|
|
5
|
Goldman Sachs Group Inc.
|
4.017%
|
10/31/2038
|
9,264
|
7,890
|
|
|
|
Goldman Sachs Group Inc.
|
2.908%
|
7/21/2042
|
3,049
|
2,121
|
|
|
|
Goldman Sachs Group Inc.
|
3.436%
|
2/24/2043
|
3,263
|
2,389
|
|
|
|
Golub Capital Private Credit Fund
|
5.875%
|
5/1/2030
|
1,469
|
1,440
|
|
|
5,11
|
Gothaer Allgemeine Versicherung AG
|
5.000%
|
6/20/2045
|
2,700
|
3,167
|
|
|
11
|
Grand City Properties Finance Sarl
|
4.750%
|
Perpetual
|
1,300
|
1,431
|
|
|
5,11
|
Grand City Properties SA
|
2.000%
|
10/25/2032
|
1,000
|
1,006
|
|
|
|
Healthpeak OP LLC
|
2.125%
|
12/1/2028
|
238
|
224
|
|
|
|
Healthpeak OP LLC
|
3.500%
|
7/15/2029
|
168
|
162
|
|
|
|
Healthpeak OP LLC
|
3.000%
|
1/15/2030
|
725
|
679
|
|
|
|
Highwoods Realty LP
|
4.200%
|
4/15/2029
|
780
|
761
|
|
|
|
Host Hotels & Resorts LP
|
4.250%
|
12/15/2028
|
1,690
|
1,664
|
|
|
9
|
Howden UK Refinance plc
|
7.250%
|
2/15/2031
|
394
|
390
|
|
|
9
|
Howden UK Refinance plc
|
8.125%
|
2/15/2032
|
1,351
|
1,256
|
|
|
|
HPS Corporate Lending Fund
|
4.900%
|
9/11/2028
|
5,811
|
5,695
|
|
|
5
|
HSBC Holdings plc
|
4.583%
|
6/19/2029
|
815
|
811
|
|
|
|
HSBC Holdings plc
|
5.546%
|
3/4/2030
|
1,956
|
1,982
|
|
|
5
|
HSBC Holdings plc
|
3.973%
|
5/22/2030
|
3,730
|
3,625
|
|
|
|
HSBC Holdings plc
|
4.619%
|
11/6/2031
|
12,318
|
12,039
|
|
|
|
HSBC Holdings plc
|
5.208%
|
5/12/2034
|
5,860
|
5,758
|
|
|
5
|
HSBC Holdings plc
|
6.500%
|
9/15/2037
|
1,976
|
2,053
|
|
|
|
Hudson Pacific Properties LP
|
3.950%
|
11/1/2027
|
185
|
180
|
|
|
|
Hudson Pacific Properties LP
|
5.950%
|
2/15/2028
|
195
|
193
|
|
|
|
Huntington Bancshares Inc.
|
5.605%
|
1/28/2041
|
2,820
|
2,703
|
|
|
9
|
Intesa Sanpaolo SpA
|
5.000%
|
6/29/2030
|
6,305
|
6,275
|
|
|
9
|
Intesa Sanpaolo SpA
|
6.005%
|
6/29/2037
|
8,235
|
8,075
|
|
|
|
Invitation Homes Operating Partnership LP
|
2.300%
|
11/15/2028
|
192
|
182
|
|
|
|
Invitation Homes Operating Partnership LP
|
4.950%
|
2/1/2032
|
3,005
|
2,959
|
|
|
9
|
Iron Mountain Inc.
|
6.250%
|
1/15/2033
|
74
|
74
|
|
|
5,11
|
IWG US Finance LLC
|
6.500%
|
6/28/2030
|
1,273
|
1,569
|
|
|
11
|
IWG US Finance LLC
|
5.125%
|
5/14/2032
|
2,100
|
2,465
|
|
|
|
Jefferies Financial Group Inc.
|
5.875%
|
7/21/2028
|
8
|
8
|
|
|
|
Jefferies Financial Group Inc.
|
4.150%
|
1/23/2030
|
508
|
488
|
|
|
|
JPMorgan Chase & Co.
|
6.087%
|
10/23/2029
|
4
|
4
|
|
|
|
JPMorgan Chase & Co.
|
5.012%
|
1/23/2030
|
1,801
|
1,806
|
|
|
|
JPMorgan Chase & Co.
|
5.581%
|
4/22/2030
|
3,425
|
3,482
|
|
|
5
|
JPMorgan Chase & Co.
|
3.702%
|
5/6/2030
|
1,468
|
1,422
|
|
|
|
JPMorgan Chase & Co.
|
4.565%
|
6/14/2030
|
975
|
965
|
|
|
|
JPMorgan Chase & Co.
|
4.995%
|
7/22/2030
|
3,399
|
3,405
|
|
|
|
JPMorgan Chase & Co.
|
4.603%
|
10/22/2030
|
2,190
|
2,168
|
|
|
|
JPMorgan Chase & Co.
|
5.140%
|
1/24/2031
|
3
|
3
|
|
|
|
JPMorgan Chase & Co.
|
5.294%
|
7/22/2035
|
1,962
|
1,944
|
|
|
|
JPMorgan Chase & Co.
|
5.576%
|
7/23/2036
|
9,039
|
8,939
|
|
|
|
JPMorgan Chase & Co.
|
4.898%
|
1/22/2037
|
6,170
|
5,884
|
|
|
|
JPMorgan Chase & Co.
|
5.193%
|
2/5/2037
|
12,897
|
12,369
|
|
|
|
JPMorgan Chase & Co.
|
5.148%
|
4/23/2037
|
11,065
|
10,741
|
|
|
|
JPMorgan Chase & Co.
|
5.803%
|
7/23/2041
|
7,340
|
7,255
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
9
|
Kennedy-Wilson Inc.
|
7.250%
|
6/1/2033
|
85
|
86
|
|
|
5
|
KeyCorp
|
2.550%
|
10/1/2029
|
645
|
601
|
|
|
|
KKR & Co. Inc.
|
5.100%
|
8/7/2035
|
1,173
|
1,116
|
|
|
5,11
|
Kommunalkredit Austria AG
|
5.250%
|
3/28/2029
|
6,100
|
7,221
|
|
|
9
|
Liberty Mutual Group Inc.
|
5.250%
|
5/1/2036
|
3,030
|
2,929
|
|
|
5,8,15
|
Lloyds Banking Group plc, 3M Australian Bank Bill Rate + 2.000%
|
6.469%
|
3/17/2029
|
1,000
|
716
|
|
|
|
M&T Bank Corp.
|
5.179%
|
7/8/2031
|
4,742
|
4,747
|
|
|
|
M&T Bank Corp.
|
5.400%
|
7/30/2035
|
3,117
|
3,088
|
|
|
15
|
Macquarie Bank Ltd.
|
6.082%
|
6/7/2032
|
130
|
92
|
|
|
8,15
|
Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 2.700%
|
7.184%
|
6/7/2032
|
240
|
171
|
|
|
|
Manufacturers & Traders Trust Co.
|
4.762%
|
7/6/2028
|
5,426
|
5,428
|
|
|
11
|
Mapfre SA
|
2.875%
|
4/13/2030
|
300
|
335
|
|
|
9
|
Massachusetts Mutual Life Insurance Co.
|
3.729%
|
10/15/2070
|
3,103
|
1,874
|
|
|
|
Mastercard Inc.
|
4.425%
|
6/8/2029
|
1,071
|
1,065
|
|
|
|
Mastercard Inc.
|
4.600%
|
6/8/2031
|
4,054
|
4,010
|
|
|
|
MetLife Inc.
|
4.125%
|
8/13/2042
|
6,119
|
4,960
|
|
|
|
Mid-America Apartments LP
|
3.950%
|
3/15/2029
|
903
|
885
|
|
|
|
Mitsubishi UFJ Financial Group Inc.
|
5.242%
|
4/19/2029
|
1,364
|
1,374
|
|
|
|
Mitsubishi UFJ Financial Group Inc.
|
4.505%
|
1/14/2032
|
4,660
|
4,538
|
|
|
|
Mitsubishi UFJ Financial Group Inc.
|
5.057%
|
1/14/2037
|
12,515
|
12,002
|
|
|
|
Mizuho Financial Group Inc.
|
5.667%
|
5/27/2029
|
209
|
212
|
|
|
5
|
Morgan Stanley
|
3.591%
|
7/22/2028
|
2,050
|
2,028
|
|
|
|
Morgan Stanley
|
5.123%
|
2/1/2029
|
2,425
|
2,436
|
|
|
|
Morgan Stanley
|
5.042%
|
7/19/2030
|
7,817
|
7,835
|
|
|
|
Morgan Stanley
|
4.654%
|
10/18/2030
|
3,418
|
3,381
|
|
|
|
Morgan Stanley
|
5.230%
|
1/15/2031
|
3,082
|
3,097
|
|
|
|
Morgan Stanley
|
5.831%
|
4/19/2035
|
3,995
|
4,069
|
|
|
|
Morgan Stanley
|
5.587%
|
1/18/2036
|
1,399
|
1,399
|
|
|
|
Morgan Stanley
|
5.664%
|
4/17/2036
|
5,075
|
5,094
|
|
|
|
Morgan Stanley
|
5.073%
|
1/30/2037
|
5,569
|
5,322
|
|
|
|
Morgan Stanley
|
5.296%
|
4/10/2037
|
3,639
|
3,534
|
|
|
5
|
Morgan Stanley
|
5.605%
|
7/17/2037
|
5,510
|
5,478
|
|
|
5
|
Morgan Stanley
|
3.971%
|
7/22/2038
|
12,246
|
10,452
|
|
|
|
Morgan Stanley
|
5.314%
|
1/18/2041
|
6,895
|
6,531
|
|
|
5
|
Morgan Stanley Private Bank NA
|
4.213%
|
2/8/2030
|
22,440
|
22,068
|
|
|
|
MPT Operating Partnership LP
|
3.500%
|
3/15/2031
|
2,305
|
1,570
|
|
|
9,11
|
MPT Operating Partnership LP
|
7.000%
|
2/15/2032
|
300
|
348
|
|
|
9
|
MPT Operating Partnership LP
|
8.500%
|
2/15/2032
|
449
|
456
|
|
|
11
|
Mutuelle Epargne Retraite Prevoyance Carac
|
4.375%
|
2/5/2046
|
700
|
773
|
|
|
5
|
NatWest Group plc
|
4.445%
|
5/8/2030
|
293
|
289
|
|
|
|
NatWest Group plc
|
4.964%
|
8/15/2030
|
2,902
|
2,900
|
|
|
11
|
Nippon Life Insurance Co.
|
4.114%
|
1/23/2055
|
500
|
557
|
|
|
9
|
Nippon Life Insurance Co.
|
6.500%
|
4/30/2055
|
3,120
|
3,214
|
|
|
5,11
|
Nippon Life Insurance Co.
|
4.165%
|
9/2/2055
|
500
|
556
|
|
|
|
NNN REIT Inc.
|
2.500%
|
4/15/2030
|
152
|
139
|
|
|
|
Nomura Holdings Inc.
|
4.996%
|
6/29/2029
|
4,250
|
4,247
|
|
|
9
|
Northwestern Mutual Life Insurance Co.
|
6.050%
|
6/30/2056
|
7,410
|
7,206
|
|
|
9
|
Nuveen LLC
|
5.550%
|
1/15/2030
|
733
|
739
|
|
|
5,11
|
Oldenburgische Landesbank AG
|
8.000%
|
4/24/2034
|
600
|
750
|
|
|
5,11
|
Oldenburgische Landesbank AG
|
8.500%
|
4/24/2034
|
1,300
|
1,645
|
|
|
9
|
Omnis Funding Trust
|
6.722%
|
5/15/2055
|
1,459
|
1,459
|
|
|
|
OneMain Finance Corp.
|
6.625%
|
5/15/2029
|
196
|
199
|
|
|
|
OneMain Finance Corp.
|
6.125%
|
5/15/2030
|
285
|
283
|
|
|
|
OneMain Finance Corp.
|
6.750%
|
3/15/2032
|
410
|
409
|
|
|
|
OneMain Finance Corp.
|
7.125%
|
9/15/2032
|
15
|
15
|
|
|
|
OneMain Finance Corp.
|
6.500%
|
3/15/2033
|
705
|
688
|
|
|
|
OneMain Finance Corp.
|
6.750%
|
9/15/2033
|
510
|
502
|
|
|
12
|
OSB Group plc
|
9.993%
|
7/27/2033
|
1,384
|
1,994
|
|
|
12
|
Pension Insurance Corp. plc
|
4.625%
|
5/7/2031
|
400
|
506
|
|
|
12
|
Pension Insurance Corp. plc
|
3.625%
|
10/21/2032
|
1,911
|
2,227
|
|
|
12
|
Pension Insurance Corp. plc
|
8.000%
|
11/13/2033
|
600
|
872
|
|
|
9
|
Penske Truck Leasing Co. LP
|
5.250%
|
2/1/2030
|
1,230
|
1,234
|
|
|
9
|
Phoenix Aviation Capital Ltd.
|
9.250%
|
7/15/2030
|
2,930
|
3,038
|
|
|
|
Pinnacle Bank
|
5.957%
|
1/15/2036
|
2,219
|
2,184
|
|
|
|
Pinnacle Financial Partners Inc.
|
5.596%
|
5/19/2032
|
4,235
|
4,196
|
|
|
|
PNC Financial Services Group Inc.
|
6.615%
|
10/20/2027
|
1,462
|
1,468
|
|
|
|
PNC Financial Services Group Inc.
|
5.582%
|
6/12/2029
|
9,776
|
9,920
|
|
|
|
PNC Financial Services Group Inc.
|
5.492%
|
5/14/2030
|
7,000
|
7,108
|
|
|
|
PNC Financial Services Group Inc.
|
5.222%
|
1/29/2031
|
2,999
|
3,022
|
|
|
|
PNC Financial Services Group Inc.
|
5.463%
|
7/21/2037
|
6,341
|
6,274
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
PNC Financial Services Group Inc.
|
5.423%
|
1/25/2041
|
4,930
|
4,718
|
|
|
5,11
|
PPI Public Property Invest AB
|
4.375%
|
10/1/2032
|
1,600
|
1,828
|
|
|
5,11
|
PPI Public Property Invest AB
|
4.125%
|
4/21/2033
|
1,900
|
2,116
|
|
|
|
Progressive Corp.
|
5.150%
|
3/26/2036
|
2,124
|
2,079
|
|
|
|
Prologis LP
|
5.250%
|
5/15/2035
|
5,420
|
5,359
|
|
|
|
Realty Income Corp.
|
4.000%
|
7/15/2029
|
488
|
478
|
|
|
|
Realty Income Corp.
|
3.400%
|
1/15/2030
|
166
|
158
|
|
|
|
Regions Financial Corp.
|
5.722%
|
6/6/2030
|
5,579
|
5,690
|
|
|
9
|
RHP Hotel Properties LP
|
6.500%
|
6/15/2033
|
640
|
651
|
|
|
9
|
RHP Hotel Properties LP
|
5.750%
|
3/15/2034
|
350
|
343
|
|
|
9
|
Rocket Cos. Inc.
|
6.125%
|
8/1/2030
|
270
|
272
|
|
|
9
|
Rocket Cos. Inc.
|
6.125%
|
8/1/2031
|
950
|
954
|
|
|
9
|
Rocket Cos. Inc.
|
6.375%
|
8/1/2033
|
1,105
|
1,112
|
|
|
9
|
Rocket Cos. Inc.
|
6.500%
|
6/15/2034
|
255
|
257
|
|
|
9
|
Rocket Mortgage LLC
|
3.875%
|
3/1/2031
|
575
|
533
|
|
|
9
|
Rocket Mortgage LLC
|
4.000%
|
10/15/2033
|
280
|
247
|
|
|
5
|
Royal Bank of Canada
|
4.650%
|
10/18/2030
|
3,033
|
3,007
|
|
|
5
|
Royal Bank of Canada
|
5.153%
|
2/4/2031
|
6,646
|
6,674
|
|
|
9
|
Ryan Specialty LLC
|
5.875%
|
8/1/2032
|
43
|
42
|
|
|
|
Santander UK Group Holdings plc
|
4.320%
|
9/22/2029
|
8,960
|
8,848
|
|
|
12
|
Scottish Widows Ltd.
|
7.000%
|
6/16/2043
|
700
|
941
|
|
|
9
|
Service Properties Trust
|
0.000%
|
9/30/2027
|
345
|
322
|
|
|
|
Service Properties Trust
|
3.950%
|
1/15/2028
|
295
|
286
|
|
|
|
Service Properties Trust
|
8.875%
|
6/15/2032
|
585
|
601
|
|
|
9
|
Shift4 Payments LLC
|
6.750%
|
8/15/2032
|
740
|
741
|
|
|
5,11
|
Shift4 Payments LLC
|
5.500%
|
5/15/2033
|
400
|
452
|
|
|
|
Sixth Street Lending Partners
|
6.500%
|
3/11/2029
|
1,986
|
2,017
|
|
|
|
Sixth Street Specialty Lending Inc.
|
6.950%
|
8/14/2028
|
1,455
|
1,492
|
|
|
|
Sixth Street Specialty Lending Inc.
|
6.125%
|
3/1/2029
|
730
|
736
|
|
|
11
|
Sogecap SA
|
6.500%
|
5/16/2044
|
900
|
1,147
|
|
|
9
|
Starwood Property Trust Inc.
|
7.250%
|
4/1/2029
|
10
|
10
|
|
|
9
|
Starwood Property Trust Inc.
|
5.875%
|
8/15/2029
|
205
|
206
|
|
|
9
|
Starwood Property Trust Inc.
|
6.000%
|
4/15/2030
|
278
|
279
|
|
|
9
|
Starwood Property Trust Inc.
|
6.500%
|
10/15/2030
|
160
|
162
|
|
|
5
|
State Street Corp.
|
3.031%
|
11/1/2034
|
1,852
|
1,730
|
|
|
|
State Street Corp.
|
4.784%
|
10/23/2036
|
5,850
|
5,564
|
|
|
|
State Street Corp.
|
5.094%
|
4/24/2037
|
4,665
|
4,522
|
|
|
|
Store Capital LLC
|
4.500%
|
3/15/2028
|
254
|
252
|
|
|
|
Suci Second Investment Co.
|
4.375%
|
9/10/2027
|
18,800
|
18,725
|
|
|
|
Sumisho Air Lease Corp.
|
5.100%
|
3/1/2029
|
13
|
13
|
|
|
9
|
Sumisho Air Lease Corp.
|
4.500%
|
3/24/2029
|
16,060
|
15,870
|
|
|
5
|
Sumisho Air Lease Corp.
|
3.000%
|
2/1/2030
|
663
|
617
|
|
|
9
|
Sumisho Air Lease Corp.
|
4.850%
|
3/24/2031
|
22,980
|
22,532
|
|
|
|
Sumitomo Mitsui Financial Group Inc.
|
2.130%
|
7/8/2030
|
787
|
706
|
|
|
|
Sumitomo Mitsui Financial Group Inc.
|
4.494%
|
1/15/2032
|
2,915
|
2,835
|
|
|
|
Sumitomo Mitsui Financial Group Inc.
|
5.138%
|
7/7/2034
|
2,655
|
2,609
|
|
|
|
Sumitomo Mitsui Financial Group Inc.
|
5.296%
|
7/7/2037
|
11,125
|
10,832
|
|
|
|
Sumitomo Mitsui Financial Group Inc.
|
5.570%
|
1/15/2047
|
7,170
|
6,727
|
|
|
|
Sun Communities Operating LP
|
2.300%
|
11/1/2028
|
124
|
118
|
|
|
9
|
Teachers Insurance & Annuity Association of America
|
3.300%
|
5/15/2050
|
4,110
|
2,615
|
|
|
|
Toronto-Dominion Bank
|
4.866%
|
4/22/2033
|
6,750
|
6,595
|
|
|
|
Toronto-Dominion Bank
|
4.928%
|
10/15/2035
|
4,245
|
4,073
|
|
|
5,11
|
Triodos Bank NV
|
2.250%
|
2/5/2032
|
300
|
343
|
|
|
5,11
|
Triodos Bank NV
|
5.500%
|
6/3/2037
|
1,700
|
1,940
|
|
|
5
|
Truist Bank
|
4.144%
|
1/27/2029
|
4,520
|
4,480
|
|
|
5
|
Truist Financial Corp.
|
7.161%
|
10/30/2029
|
1,794
|
1,879
|
|
|
5
|
Truist Financial Corp.
|
5.071%
|
5/20/2031
|
9,597
|
9,596
|
|
|
9
|
UBS Group AG
|
4.151%
|
12/23/2029
|
11,520
|
11,337
|
|
|
9
|
UBS Group AG
|
3.126%
|
8/13/2030
|
508
|
480
|
|
|
9
|
UBS Group AG
|
5.617%
|
9/13/2030
|
1,465
|
1,489
|
|
|
9
|
UBS Group AG
|
4.398%
|
9/23/2031
|
3,849
|
3,732
|
|
|
9
|
UBS Group AG
|
4.844%
|
11/6/2033
|
5,946
|
5,764
|
|
|
9
|
UBS Group AG
|
5.699%
|
2/8/2035
|
6,069
|
6,122
|
|
|
9
|
UBS Group AG
|
5.010%
|
3/23/2037
|
6,792
|
6,455
|
|
|
5
|
UDR Inc.
|
3.200%
|
1/15/2030
|
237
|
224
|
|
|
|
US Bancorp
|
5.775%
|
6/12/2029
|
2,804
|
2,856
|
|
|
|
US Bancorp
|
5.384%
|
1/23/2030
|
1,189
|
1,204
|
|
|
|
US Bancorp
|
5.046%
|
2/12/2031
|
4,872
|
4,874
|
|
|
|
US Bancorp
|
5.083%
|
5/15/2031
|
6,520
|
6,530
|
|
|
|
US Bancorp
|
5.470%
|
7/27/2037
|
15,960
|
15,798
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
9
|
UWM Holdings LLC
|
6.625%
|
2/1/2030
|
17
|
16
|
|
|
5,11
|
Viridium Group Sarl
|
4.375%
|
11/16/2035
|
600
|
653
|
|
|
11
|
Volksbank Wien AG
|
5.750%
|
6/21/2034
|
5,500
|
6,497
|
|
|
11
|
Volksbank Wien AG
|
5.500%
|
12/4/2035
|
2,200
|
2,585
|
|
|
|
Wells Fargo & Co.
|
6.303%
|
10/23/2029
|
8
|
8
|
|
|
5
|
Wells Fargo & Co.
|
2.879%
|
10/30/2030
|
731
|
686
|
|
|
|
Wells Fargo & Co.
|
5.244%
|
1/24/2031
|
3,257
|
3,280
|
|
|
|
Wells Fargo & Co.
|
4.960%
|
1/23/2037
|
12,478
|
11,914
|
|
|
|
Wells Fargo & Co.
|
5.433%
|
1/23/2047
|
10,400
|
9,574
|
|
|
|
Welltower OP LLC
|
2.050%
|
1/15/2029
|
1,738
|
1,633
|
|
|
|
Welltower OP LLC
|
3.100%
|
1/15/2030
|
1,758
|
1,661
|
|
|
5,8,15
|
Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.230%
|
5.662%
|
11/11/2027
|
1,600
|
1,136
|
|
|
5,8,15
|
Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.880%
|
6.337%
|
4/3/2034
|
200
|
144
|
|
|
5,8,15
|
Westpac Banking Corp., 3M Australian Bank Bill Rate + 2.300%
|
6.769%
|
6/23/2033
|
100
|
72
|
|
|
|
Willis North America Inc.
|
2.950%
|
9/15/2029
|
621
|
586
|
|
|
9
|
WS Escrow LLC
|
7.750%
|
6/1/2033
|
440
|
455
|
|
|
11
|
Wuestenrot & Wuerttembergische AG
|
2.125%
|
9/10/2041
|
1,800
|
1,852
|
|
|
11
|
Wuestenrot & Wuerttembergische AG
|
4.983%
|
10/27/2045
|
700
|
787
|
|
|
9
|
XHR LP
|
4.875%
|
6/1/2029
|
25
|
24
|
|
|
9
|
XHR LP
|
6.625%
|
5/15/2030
|
27
|
28
|
|
|
|
|
|
|
|
|
892,388
|
|
Health Care (2.2%)
|
||||||
|
9
|
1261229 BC Ltd.
|
10.000%
|
4/15/2032
|
2,035
|
2,080
|
|
|
|
Abbott Laboratories
|
4.300%
|
3/15/2033
|
12,521
|
11,999
|
|
|
|
Abbott Laboratories
|
5.600%
|
3/15/2066
|
2,750
|
2,555
|
|
|
|
AbbVie Inc.
|
4.400%
|
3/15/2033
|
6,905
|
6,653
|
|
|
|
AbbVie Inc.
|
5.350%
|
3/15/2044
|
1,804
|
1,695
|
|
|
|
AbbVie Inc.
|
5.650%
|
3/15/2066
|
2,520
|
2,344
|
|
|
|
Advocate Health & Hospitals Corp.
|
4.272%
|
8/15/2048
|
1,862
|
1,477
|
|
|
|
Advocate Health & Hospitals Corp.
|
3.387%
|
10/15/2049
|
1,488
|
1,017
|
|
|
|
Amgen Inc.
|
2.450%
|
2/21/2030
|
897
|
827
|
|
|
|
Amgen Inc.
|
5.650%
|
2/19/2056
|
6,015
|
5,613
|
|
|
|
Augusta SpinCo Corp.
|
4.945%
|
3/23/2033
|
4,030
|
3,955
|
|
|
5,11
|
Bayer AG
|
1.375%
|
7/6/2032
|
600
|
601
|
|
|
5
|
Baylor Scott & White Holdings
|
2.839%
|
11/15/2050
|
2,507
|
1,519
|
|
|
5
|
Beth Israel Lahey Health Inc.
|
3.080%
|
7/1/2051
|
2,401
|
1,483
|
|
|
9
|
BioMarin Pharmaceutical Inc.
|
5.500%
|
2/15/2034
|
250
|
244
|
|
|
|
Cardinal Health Inc.
|
5.000%
|
11/15/2029
|
2,439
|
2,449
|
|
|
|
Centene Corp.
|
2.450%
|
7/15/2028
|
1,240
|
1,176
|
|
|
|
Centene Corp.
|
4.625%
|
12/15/2029
|
455
|
441
|
|
|
9
|
Charles River Laboratories International Inc.
|
3.750%
|
3/15/2029
|
600
|
574
|
|
|
9
|
Community Health Systems Inc.
|
10.875%
|
1/15/2032
|
116
|
122
|
|
|
9
|
Community Health Systems Inc.
|
9.750%
|
1/15/2034
|
1,045
|
1,059
|
|
|
9
|
CSL Finance plc
|
4.750%
|
4/27/2052
|
3,054
|
2,495
|
|
|
|
CVS Health Corp.
|
5.000%
|
1/30/2029
|
1,936
|
1,947
|
|
|
9
|
DaVita Inc.
|
4.625%
|
6/1/2030
|
2,993
|
2,884
|
|
|
9
|
DaVita Inc.
|
6.875%
|
9/1/2032
|
485
|
498
|
|
|
9
|
DaVita Inc.
|
6.750%
|
7/15/2033
|
490
|
503
|
|
|
|
Elevance Health Inc.
|
5.150%
|
6/15/2029
|
1,172
|
1,183
|
|
|
|
Elevance Health Inc.
|
4.750%
|
2/15/2030
|
1,936
|
1,925
|
|
|
|
Elevance Health Inc.
|
5.700%
|
2/15/2055
|
3,150
|
2,904
|
|
|
|
Elevance Health Inc.
|
5.700%
|
9/15/2055
|
2,430
|
2,248
|
|
|
|
Eli Lilly & Co.
|
4.650%
|
5/20/2033
|
4,098
|
4,015
|
|
|
9
|
Encompass Health Corp.
|
5.875%
|
6/1/2034
|
720
|
713
|
|
|
9
|
Endo Finance Holdings LP
|
8.500%
|
4/15/2031
|
17
|
18
|
|
|
|
GE HealthCare Technologies Inc.
|
5.500%
|
6/15/2035
|
920
|
918
|
|
|
|
GE HealthCare Technologies Inc.
|
4.950%
|
12/15/2035
|
5
|
5
|
|
|
|
GE HealthCare Technologies Inc.
|
6.377%
|
11/22/2052
|
2,770
|
2,813
|
|
|
9
|
GENMAB A/S
|
6.250%
|
12/15/2032
|
985
|
994
|
|
|
|
Gilead Sciences Inc.
|
4.900%
|
5/20/2034
|
5,158
|
5,053
|
|
|
|
HCA Inc.
|
5.875%
|
2/1/2029
|
488
|
497
|
|
|
|
HCA Inc.
|
4.600%
|
11/15/2032
|
2,805
|
2,697
|
|
|
|
HCA Inc.
|
5.000%
|
5/15/2033
|
7,740
|
7,548
|
|
|
|
HCA Inc.
|
5.450%
|
9/15/2034
|
495
|
492
|
|
|
|
HCA Inc.
|
4.900%
|
11/15/2035
|
140
|
132
|
|
|
|
HCA Inc.
|
5.900%
|
6/1/2053
|
7,000
|
6,467
|
|
|
|
HCA Inc.
|
6.100%
|
4/1/2064
|
3,930
|
3,678
|
|
|
9
|
IQVIA Inc.
|
6.250%
|
6/1/2032
|
1,160
|
1,176
|
|
|
5
|
Kaiser Foundation Hospitals
|
2.810%
|
6/1/2041
|
3
|
2
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Kaiser Foundation Hospitals
|
4.150%
|
5/1/2047
|
908
|
716
|
|
|
5
|
Kaiser Foundation Hospitals
|
3.002%
|
6/1/2051
|
4,455
|
2,762
|
|
|
9
|
LifePoint Health Inc.
|
7.000%
|
5/1/2034
|
1,405
|
1,312
|
|
|
5
|
Mayo Clinic
|
3.196%
|
11/15/2061
|
3,289
|
1,992
|
|
|
|
McKesson Corp.
|
4.950%
|
5/30/2032
|
12,461
|
12,428
|
|
|
9
|
Medline Borrower LP
|
5.250%
|
10/1/2029
|
310
|
307
|
|
|
|
Merck & Co. Inc.
|
4.450%
|
12/4/2032
|
1,988
|
1,935
|
|
|
|
Merck & Co. Inc.
|
5.700%
|
9/15/2055
|
2,495
|
2,378
|
|
|
|
Merck & Co. Inc.
|
5.850%
|
5/22/2056
|
4,070
|
3,966
|
|
|
|
Novant Health Inc.
|
3.318%
|
11/1/2061
|
1,560
|
940
|
|
|
|
Novartis Capital Corp.
|
4.600%
|
3/18/2033
|
8,965
|
8,750
|
|
|
|
Novartis Capital Corp.
|
5.700%
|
3/18/2056
|
1,435
|
1,388
|
|
|
9
|
Organon & Co.
|
5.125%
|
4/30/2031
|
1,750
|
1,733
|
|
|
9
|
Organon & Co.
|
6.750%
|
5/15/2034
|
685
|
715
|
|
|
|
Pfizer Inc.
|
4.500%
|
11/15/2032
|
3,295
|
3,210
|
|
|
|
Pfizer Inc.
|
5.700%
|
11/15/2065
|
2,365
|
2,200
|
|
|
|
Pfizer Investment Enterprises Pte. Ltd.
|
5.110%
|
5/19/2043
|
6,113
|
5,580
|
|
|
5
|
Providence St. Joseph Health Obligated Group
|
2.532%
|
10/1/2029
|
616
|
574
|
|
|
9
|
Radiology Partners Inc.
|
8.500%
|
7/15/2032
|
845
|
888
|
|
|
5,11
|
RAY Financing LLC
|
6.500%
|
7/15/2031
|
325
|
379
|
|
|
|
Revvity Inc.
|
3.300%
|
9/15/2029
|
731
|
696
|
|
|
|
Stanford Health Care
|
3.027%
|
8/15/2051
|
4,362
|
2,716
|
|
|
5
|
Sutter Health
|
3.161%
|
8/15/2040
|
5,832
|
4,425
|
|
|
|
Takeda US Financing Inc.
|
5.900%
|
7/7/2055
|
3,401
|
3,283
|
|
|
9
|
Teleflex Inc.
|
5.875%
|
1/15/2032
|
205
|
204
|
|
|
|
Tenet Healthcare Corp.
|
4.250%
|
6/1/2029
|
684
|
663
|
|
|
9
|
Tenet Healthcare Corp.
|
5.500%
|
11/15/2032
|
1,440
|
1,418
|
|
|
|
Teva Pharmaceutical Finance Netherlands III BV
|
3.150%
|
10/1/2026
|
1,505
|
1,500
|
|
|
|
Teva Pharmaceutical Finance Netherlands III BV
|
6.000%
|
12/1/2032
|
2,095
|
2,136
|
|
|
|
Teva Pharmaceutical Finance Netherlands IV BV
|
5.750%
|
12/1/2030
|
1,365
|
1,382
|
|
|
|
UnitedHealth Group Inc.
|
4.375%
|
3/15/2042
|
3,226
|
2,716
|
|
|
|
UnitedHealth Group Inc.
|
3.750%
|
10/15/2047
|
4,723
|
3,408
|
|
|
|
UnitedHealth Group Inc.
|
3.700%
|
8/15/2049
|
3,657
|
2,568
|
|
|
|
UnitedHealth Group Inc.
|
3.250%
|
5/15/2051
|
3
|
2
|
|
|
|
UnitedHealth Group Inc.
|
5.375%
|
4/15/2054
|
1,680
|
1,505
|
|
|
|
UnitedHealth Group Inc.
|
5.625%
|
7/15/2054
|
2,080
|
1,936
|
|
|
|
UnitedHealth Group Inc.
|
5.500%
|
4/15/2064
|
2
|
2
|
|
|
|
Zimmer Biomet Holdings Inc.
|
5.050%
|
2/19/2030
|
4,005
|
4,019
|
|
|
|
|
|
|
|
|
192,420
|
|
Industrials (1.8%)
|
||||||
|
9
|
ADI Global Distribution Funding LLC
|
7.125%
|
7/15/2034
|
220
|
225
|
|
|
|
Allegion plc
|
3.500%
|
10/1/2029
|
595
|
570
|
|
|
9
|
Allison Transmission Inc.
|
4.750%
|
10/1/2027
|
90
|
90
|
|
|
9
|
Allison Transmission Inc.
|
3.750%
|
1/30/2031
|
3,400
|
3,154
|
|
|
9
|
Allison Transmission Inc.
|
5.875%
|
12/1/2033
|
360
|
354
|
|
|
5,7
|
American Airlines Pass-Through Trust Class A Series 2026-2
|
5.700%
|
2/20/2039
|
3,984
|
3,987
|
|
|
|
Amphenol Corp.
|
4.125%
|
11/15/2030
|
2,819
|
2,739
|
|
|
|
Amphenol Corp.
|
5.300%
|
11/15/2055
|
1,757
|
1,585
|
|
|
|
ATI Inc.
|
5.875%
|
6/15/2033
|
145
|
146
|
|
|
5,15
|
Aurizon Finance Pty Ltd.
|
3.000%
|
3/9/2028
|
1,340
|
908
|
|
|
|
Boeing Co.
|
3.200%
|
3/1/2029
|
8
|
8
|
|
|
|
Boeing Co.
|
6.298%
|
5/1/2029
|
3,524
|
3,650
|
|
|
|
Boeing Co.
|
5.150%
|
5/1/2030
|
571
|
574
|
|
|
|
Boeing Co.
|
5.705%
|
5/1/2040
|
2,080
|
2,054
|
|
|
|
Boeing Co.
|
6.858%
|
5/1/2054
|
7,710
|
8,260
|
|
|
|
Boeing Co.
|
7.008%
|
5/1/2064
|
9,918
|
10,720
|
|
|
9
|
Bombardier Inc.
|
7.250%
|
7/1/2031
|
2,000
|
2,086
|
|
|
9
|
Bombardier Inc.
|
6.750%
|
6/15/2033
|
600
|
618
|
|
|
9
|
Bombardier Inc.
|
5.875%
|
1/15/2035
|
320
|
317
|
|
|
5,15
|
Brisbane Airport Corp. Pty Ltd.
|
4.500%
|
12/30/2030
|
390
|
262
|
|
|
|
Burlington Northern Santa Fe LLC
|
4.375%
|
9/1/2042
|
2,472
|
2,094
|
|
|
9
|
BWX Technologies Inc.
|
4.125%
|
6/30/2028
|
365
|
356
|
|
|
9
|
BWX Technologies Inc.
|
4.125%
|
4/15/2029
|
3,300
|
3,168
|
|
|
|
Canadian Pacific Railway Co.
|
5.500%
|
3/15/2056
|
2,990
|
2,754
|
|
|
9
|
Carrix Inc.
|
6.125%
|
8/1/2033
|
775
|
772
|
|
|
9
|
Clean Harbors Inc.
|
5.750%
|
10/15/2033
|
775
|
771
|
|
|
9
|
Core & Main LP
|
6.000%
|
7/1/2034
|
315
|
313
|
|
|
|
CSX Corp.
|
3.800%
|
4/15/2050
|
247
|
179
|
|
|
5,11
|
Czechoslovak Group A/S
|
5.250%
|
1/10/2031
|
4,600
|
5,383
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
9
|
Daimler Truck Finance North America LLC
|
5.250%
|
1/13/2030
|
431
|
434
|
|
|
5,11
|
Deutsche Lufthansa AG
|
4.125%
|
9/3/2032
|
457
|
533
|
|
|
|
Eaton Capital ULC
|
4.450%
|
5/9/2030
|
2,440
|
2,406
|
|
|
9
|
Enpro Inc.
|
6.125%
|
6/1/2033
|
1,430
|
1,435
|
|
|
9
|
ERAC USA Finance LLC
|
4.500%
|
10/30/2029
|
12,283
|
12,141
|
|
|
9
|
ERAC USA Finance LLC
|
4.700%
|
4/30/2031
|
10,541
|
10,406
|
|
|
9
|
Fedex Freight Holding Co. Inc.
|
4.300%
|
3/15/2029
|
430
|
423
|
|
|
9
|
Fedex Freight Holding Co. Inc.
|
4.650%
|
3/15/2031
|
4,950
|
4,820
|
|
|
9
|
Fedex Freight Holding Co. Inc.
|
4.950%
|
3/15/2033
|
40
|
39
|
|
|
9
|
Fedex Freight Holding Co. Inc.
|
5.250%
|
3/15/2036
|
3,340
|
3,186
|
|
|
9
|
Gates Corp.
|
6.875%
|
7/1/2029
|
545
|
556
|
|
|
9
|
Granite Construction Inc.
|
6.375%
|
6/15/2034
|
160
|
160
|
|
|
|
HEICO Corp.
|
4.950%
|
8/1/2031
|
5,123
|
5,109
|
|
|
|
HEICO Corp.
|
5.400%
|
8/1/2036
|
2,738
|
2,710
|
|
|
9
|
Herc Holdings Inc.
|
7.000%
|
6/15/2030
|
1,300
|
1,340
|
|
|
9
|
Herc Holdings Inc.
|
5.750%
|
3/15/2031
|
460
|
456
|
|
|
9
|
Herc Holdings Inc.
|
7.250%
|
6/15/2033
|
459
|
474
|
|
|
9
|
Herc Holdings Inc.
|
6.000%
|
3/15/2034
|
270
|
265
|
|
|
9
|
Honeywell Aerospace Inc.
|
4.600%
|
3/16/2033
|
3,110
|
3,005
|
|
|
9
|
Honeywell Aerospace Inc.
|
4.950%
|
3/16/2036
|
5,625
|
5,422
|
|
|
9
|
Honeywell Aerospace Inc.
|
5.622%
|
3/16/2046
|
2,440
|
2,322
|
|
|
9
|
Honeywell Aerospace Inc.
|
5.732%
|
3/16/2056
|
5,691
|
5,411
|
|
|
9
|
Honeywell Aerospace Inc.
|
5.852%
|
3/16/2066
|
8,809
|
8,374
|
|
|
|
Huntington Ingalls Industries Inc.
|
2.043%
|
8/16/2028
|
113
|
107
|
|
|
|
Huntington Ingalls Industries Inc.
|
5.749%
|
1/15/2035
|
1,861
|
1,887
|
|
|
12
|
International Distribution Services Ltd.
|
7.375%
|
9/14/2030
|
300
|
424
|
|
|
|
L3Harris Technologies Inc.
|
5.050%
|
6/1/2029
|
2,447
|
2,464
|
|
|
|
L3Harris Technologies Inc.
|
2.900%
|
12/15/2029
|
869
|
817
|
|
|
5,15
|
Lonsdale Finance Pty Ltd.
|
2.450%
|
11/20/2026
|
1,640
|
1,145
|
|
|
9
|
Mueller Water Products Inc.
|
4.000%
|
6/15/2029
|
125
|
120
|
|
|
|
Northrop Grumman Corp.
|
4.950%
|
3/15/2053
|
2,074
|
1,770
|
|
|
|
Parker-Hannifin Corp.
|
3.250%
|
6/14/2029
|
1,138
|
1,093
|
|
|
9
|
Roller Bearing Co. of America Inc.
|
4.375%
|
10/15/2029
|
63
|
61
|
|
|
|
RTX Corp.
|
6.400%
|
3/15/2054
|
2,147
|
2,244
|
|
|
5
|
Ryder System Inc.
|
5.375%
|
3/15/2029
|
702
|
712
|
|
|
9
|
Siemens Funding BV
|
5.900%
|
5/28/2065
|
5,395
|
5,260
|
|
|
9
|
TransDigm Inc.
|
6.750%
|
8/15/2028
|
53
|
53
|
|
|
9
|
TransDigm Inc.
|
6.375%
|
3/1/2029
|
281
|
284
|
|
|
9
|
TransDigm Inc.
|
6.000%
|
1/15/2033
|
185
|
185
|
|
|
9
|
TransDigm Inc.
|
6.375%
|
5/31/2033
|
7,475
|
7,473
|
|
|
9
|
TransDigm Inc.
|
6.125%
|
7/31/2034
|
830
|
820
|
|
|
|
United Airlines Holdings Inc.
|
4.875%
|
3/1/2029
|
455
|
448
|
|
|
|
United Airlines Holdings Inc.
|
5.375%
|
3/1/2031
|
230
|
227
|
|
|
9
|
WESCO Distribution Inc.
|
6.375%
|
3/15/2029
|
147
|
149
|
|
|
9
|
WESCO Distribution Inc.
|
5.250%
|
4/15/2031
|
225
|
221
|
|
|
9
|
WESCO Distribution Inc.
|
6.375%
|
3/15/2033
|
52
|
53
|
|
|
9
|
WESCO Distribution Inc.
|
5.500%
|
4/15/2034
|
220
|
214
|
|
|
|
|
|
|
|
|
157,755
|
|
Materials (1.3%)
|
||||||
|
5,11
|
Akzo Nobel NV
|
4.625%
|
3/25/2036
|
1,200
|
1,377
|
|
|
9
|
Alumina Pty Ltd.
|
6.375%
|
9/15/2032
|
2,280
|
2,297
|
|
|
9
|
ARC Falcon I Inc.
|
9.750%
|
3/1/2033
|
1,350
|
1,282
|
|
|
9,11
|
Ardagh Metal Packaging Finance USA LLC
|
5.000%
|
1/30/2031
|
600
|
695
|
|
|
9
|
Ardagh Metal Packaging Finance USA LLC
|
6.250%
|
1/30/2031
|
440
|
443
|
|
|
9
|
Arsenal AIC Parent LLC
|
8.000%
|
10/1/2030
|
2,000
|
2,083
|
|
|
|
Ball Corp.
|
2.875%
|
8/15/2030
|
173
|
157
|
|
|
|
Ball Corp.
|
5.500%
|
9/15/2033
|
230
|
229
|
|
|
|
BHP Billiton Finance USA Ltd.
|
5.000%
|
9/30/2043
|
2,621
|
2,375
|
|
|
9,11
|
Bond US Bidco 1 Inc.
|
6.500%
|
6/15/2033
|
665
|
769
|
|
|
9
|
Bond US Bidco 1 Inc.
|
7.125%
|
6/15/2033
|
460
|
463
|
|
|
9
|
Canpack Group Inc.
|
6.000%
|
5/15/2031
|
300
|
298
|
|
|
|
Celulosa Arauco y Constitucion SA
|
3.875%
|
11/2/2027
|
1,432
|
1,410
|
|
|
|
Cemex SAB de CV
|
5.750%
|
6/5/2036
|
5,000
|
4,876
|
|
|
9
|
Chemours Co.
|
5.750%
|
11/15/2028
|
25
|
25
|
|
|
9
|
Chemours Co.
|
4.625%
|
11/15/2029
|
780
|
737
|
|
|
9
|
Chemours Co.
|
7.875%
|
3/15/2034
|
254
|
247
|
|
|
9
|
Cleveland-Cliffs Inc.
|
4.625%
|
3/1/2029
|
770
|
747
|
|
|
9
|
Cleveland-Cliffs Inc.
|
6.875%
|
11/1/2029
|
393
|
397
|
|
|
9
|
Cleveland-Cliffs Inc.
|
7.500%
|
9/15/2031
|
410
|
418
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
9
|
Cleveland-Cliffs Inc.
|
7.000%
|
3/15/2032
|
2,200
|
2,206
|
|
|
9
|
Commercial Metals Co.
|
5.750%
|
11/15/2033
|
770
|
757
|
|
|
9
|
Commercial Metals Co.
|
6.000%
|
12/15/2035
|
410
|
403
|
|
|
|
CRH America Finance Inc.
|
4.400%
|
2/9/2031
|
14,009
|
13,676
|
|
|
|
CRH America Finance Inc.
|
5.000%
|
2/9/2036
|
2,608
|
2,502
|
|
|
|
Crown Americas LLC
|
5.875%
|
6/1/2033
|
2,865
|
2,859
|
|
|
|
Dow Chemical Co.
|
5.950%
|
3/15/2055
|
1,736
|
1,568
|
|
|
|
Eastman Chemical Co.
|
5.000%
|
8/1/2029
|
1,452
|
1,454
|
|
|
|
Ecolab Inc.
|
5.150%
|
6/15/2033
|
10,470
|
10,454
|
|
|
9
|
Element Solutions Inc.
|
3.875%
|
9/1/2028
|
2,498
|
2,461
|
|
|
9
|
First Quantum Minerals Ltd.
|
8.000%
|
3/1/2033
|
590
|
614
|
|
|
9
|
First Quantum Minerals Ltd.
|
7.250%
|
2/15/2034
|
260
|
265
|
|
|
9
|
FMC Corp.
|
8.000%
|
6/1/2031
|
555
|
573
|
|
|
|
FMC Corp.
|
5.650%
|
5/18/2033
|
2,215
|
1,979
|
|
|
|
FMC Corp.
|
8.450%
|
11/1/2055
|
370
|
278
|
|
|
5
|
Freeport Indonesia PT
|
4.763%
|
4/14/2027
|
1,154
|
1,152
|
|
|
9
|
Georgia-Pacific LLC
|
4.600%
|
5/15/2031
|
7,880
|
7,731
|
|
|
9
|
Glencore Funding LLC
|
5.200%
|
7/1/2033
|
5,500
|
5,417
|
|
|
9
|
Graphic Packaging International LLC
|
4.750%
|
7/15/2027
|
65
|
65
|
|
|
9
|
Graphic Packaging International LLC
|
3.500%
|
3/15/2028
|
21
|
20
|
|
|
9
|
Graphic Packaging International LLC
|
3.750%
|
2/1/2030
|
35
|
33
|
|
|
9
|
Kaiser Aluminum Corp.
|
4.500%
|
6/1/2031
|
660
|
624
|
|
|
9
|
Magnera Corp.
|
4.750%
|
11/15/2029
|
200
|
186
|
|
|
9
|
Magnera Corp.
|
7.250%
|
11/15/2031
|
137
|
134
|
|
|
9,11
|
Nouryon Finance BV
|
6.125%
|
7/15/2031
|
200
|
233
|
|
|
9
|
NOVA Chemicals Corp.
|
4.250%
|
5/15/2029
|
525
|
513
|
|
|
9
|
Novelis Corp.
|
4.750%
|
1/30/2030
|
156
|
150
|
|
|
9
|
Novelis Corp.
|
3.875%
|
8/15/2031
|
70
|
64
|
|
|
|
Nutrien Ltd.
|
4.200%
|
4/1/2029
|
733
|
722
|
|
|
9
|
Olympus Water US Holding Corp.
|
6.750%
|
8/1/2032
|
1,160
|
1,129
|
|
|
9
|
Olympus Water US Holding Corp.
|
7.250%
|
2/15/2033
|
2,330
|
2,282
|
|
|
9
|
Owens-Brockway Glass Container Inc.
|
7.250%
|
5/15/2031
|
440
|
417
|
|
|
9
|
Owens-Brockway Glass Container Inc.
|
9.500%
|
6/1/2033
|
320
|
315
|
|
|
9
|
Qnity Electronics Inc.
|
5.750%
|
8/15/2032
|
1,450
|
1,442
|
|
|
9
|
Quikrete Holdings Inc.
|
6.375%
|
3/1/2032
|
1,239
|
1,254
|
|
|
9
|
Quikrete Holdings Inc.
|
6.750%
|
3/1/2033
|
3,004
|
3,043
|
|
|
|
Rio Tinto Finance USA plc
|
4.125%
|
8/21/2042
|
3,605
|
2,960
|
|
|
11
|
Silfin NV
|
4.250%
|
5/25/2032
|
600
|
685
|
|
|
|
Smurfit Kappa Treasury ULC
|
5.438%
|
4/3/2034
|
635
|
635
|
|
|
|
Smurfit Westrock Financing DAC
|
5.418%
|
1/15/2035
|
2,220
|
2,202
|
|
|
|
Smurfit Westrock Financing DAC
|
5.185%
|
1/15/2036
|
340
|
330
|
|
|
9
|
Standard Building Solutions Inc.
|
6.500%
|
8/15/2032
|
50
|
50
|
|
|
9
|
Standard Building Solutions Inc.
|
6.250%
|
8/1/2033
|
435
|
430
|
|
|
|
Steel Dynamics Inc.
|
4.000%
|
12/15/2028
|
2,660
|
2,619
|
|
|
9
|
Stonepeak Motion Holdco Ltd.
|
6.125%
|
7/15/2033
|
390
|
388
|
|
|
|
Suzano Austria GmbH
|
6.000%
|
1/15/2029
|
849
|
861
|
|
|
|
Suzano Austria GmbH
|
5.000%
|
1/15/2030
|
800
|
784
|
|
|
|
Suzano Netherlands BV
|
5.500%
|
1/15/2036
|
1,049
|
1,003
|
|
|
9
|
United States Steel Corp.
|
5.700%
|
8/1/2036
|
3,110
|
3,054
|
|
|
5
|
Vale Overseas Ltd.
|
6.000%
|
2/25/2056
|
3,206
|
3,193
|
|
|
|
WestRock MWV LLC
|
8.200%
|
1/15/2030
|
925
|
1,017
|
|
|
9
|
WR Grace Holdings LLC
|
5.625%
|
8/15/2029
|
1,800
|
1,653
|
|
|
9
|
WR Grace Holdings LLC
|
7.375%
|
3/1/2031
|
154
|
153
|
|
|
|
|
|
|
|
|
112,317
|
|
Real Estate (0.2%)
|
||||||
|
|
Equinix Europe 2 Financing Corp. LLC
|
4.700%
|
3/15/2033
|
6,957
|
6,637
|
|
|
5,11
|
Fastighets AB Balder
|
4.000%
|
3/4/2033
|
800
|
890
|
|
|
9
|
Goodman US Finance Eight LLC
|
5.875%
|
4/28/2046
|
2,770
|
2,615
|
|
|
9
|
Goodman US Finance Seven LLC
|
5.250%
|
4/28/2036
|
4,390
|
4,220
|
|
|
|
|
|
|
|
|
14,362
|
|
Technology (3.5%)
|
||||||
|
9
|
AthenaHealth Group Inc.
|
6.500%
|
2/15/2030
|
225
|
217
|
|
|
9
|
AthenaHealth Group Inc.
|
7.500%
|
2/15/2032
|
145
|
149
|
|
|
5
|
Bidvest Group UK plc
|
6.200%
|
9/17/2032
|
2,900
|
2,910
|
|
|
|
Broadcom Inc.
|
4.600%
|
7/15/2030
|
19,432
|
19,078
|
|
|
|
Broadcom Inc.
|
4.600%
|
1/15/2033
|
8,075
|
7,692
|
|
|
|
Broadcom Inc.
|
5.200%
|
7/15/2035
|
3,374
|
3,239
|
|
|
|
Broadcom Inc.
|
4.800%
|
2/15/2036
|
1,578
|
1,459
|
|
|
9
|
Central Parent Inc.
|
7.250%
|
6/15/2029
|
1,511
|
778
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
9
|
Central Parent LLC
|
8.000%
|
6/15/2029
|
18
|
9
|
|
|
9
|
Cloud Software Group LLC
|
6.500%
|
3/31/2029
|
387
|
379
|
|
|
9
|
Cloud Software Group LLC
|
8.250%
|
6/30/2032
|
2,530
|
2,395
|
|
|
|
Dell International LLC
|
5.300%
|
10/1/2029
|
3,093
|
3,127
|
|
|
|
Dell International LLC
|
4.750%
|
7/15/2031
|
6,378
|
6,271
|
|
|
|
Dell International LLC
|
4.750%
|
10/6/2032
|
2,139
|
2,079
|
|
|
5,11
|
DXC Capital Funding DAC
|
4.250%
|
12/9/2030
|
805
|
903
|
|
|
5,11
|
DXC Capital Funding DAC
|
0.950%
|
9/15/2031
|
1,600
|
1,522
|
|
|
9
|
Ellucian Holdings Inc.
|
6.500%
|
12/1/2029
|
81
|
78
|
|
|
9
|
Entegris Inc.
|
4.750%
|
4/15/2029
|
7
|
7
|
|
|
|
Equifax Inc.
|
5.650%
|
8/15/2033
|
342
|
343
|
|
|
9
|
Esab Corp.
|
5.625%
|
4/1/2031
|
560
|
554
|
|
|
|
Fidelity National Information Services Inc.
|
4.800%
|
3/10/2031
|
2,530
|
2,484
|
|
|
9
|
Foundry JV Holdco LLC
|
6.150%
|
1/25/2032
|
3,286
|
3,389
|
|
|
9
|
Foundry JV Holdco LLC
|
5.900%
|
1/25/2033
|
24,251
|
24,700
|
|
|
9
|
Foundry JV Holdco LLC
|
6.100%
|
1/25/2036
|
16,006
|
16,346
|
|
|
|
Hewlett Packard Enterprise Co.
|
4.550%
|
10/15/2029
|
5,411
|
5,353
|
|
|
|
Hubbell Inc.
|
4.900%
|
6/15/2033
|
4,158
|
4,060
|
|
|
|
Hubbell Inc.
|
5.150%
|
6/15/2036
|
3,063
|
2,976
|
|
|
9
|
Ingram Micro Inc.
|
4.750%
|
5/15/2029
|
1,525
|
1,484
|
|
|
|
Intel Corp.
|
2.450%
|
11/15/2029
|
4,634
|
4,279
|
|
|
|
Intel Corp.
|
5.000%
|
8/15/2033
|
6,138
|
5,971
|
|
|
|
Intel Corp.
|
5.300%
|
5/15/2036
|
2,145
|
2,071
|
|
|
|
Intel Corp.
|
3.250%
|
11/15/2049
|
5,495
|
3,352
|
|
|
|
Intel Corp.
|
5.700%
|
2/10/2053
|
5,706
|
5,064
|
|
|
|
Intel Corp.
|
6.125%
|
5/15/2056
|
5,777
|
5,414
|
|
|
|
Intel Corp.
|
5.050%
|
8/5/2062
|
5,000
|
3,858
|
|
|
|
International Business Machines Corp.
|
5.800%
|
2/3/2056
|
1,485
|
1,333
|
|
|
|
Intuit Inc.
|
4.950%
|
6/15/2031
|
2,655
|
2,630
|
|
|
9
|
Kioxia Holdings Corp.
|
6.250%
|
7/24/2030
|
460
|
471
|
|
|
9
|
Kioxia Holdings Corp.
|
6.625%
|
7/24/2033
|
161
|
166
|
|
|
|
Kyndryl Holdings Inc.
|
3.150%
|
10/15/2031
|
4,220
|
3,515
|
|
|
|
Marvell Technology Inc.
|
5.300%
|
4/15/2036
|
3,268
|
3,149
|
|
|
9
|
McAfee Corp.
|
7.375%
|
2/15/2030
|
200
|
169
|
|
|
|
Motorola Solutions Inc.
|
5.200%
|
8/15/2032
|
4,800
|
4,774
|
|
|
|
NVIDIA Corp.
|
4.250%
|
6/15/2028
|
42,585
|
42,404
|
|
|
|
NVIDIA Corp.
|
4.350%
|
6/15/2029
|
42,730
|
42,325
|
|
|
|
NVIDIA Corp.
|
4.750%
|
6/15/2033
|
6,760
|
6,554
|
|
|
|
NVIDIA Corp.
|
5.550%
|
6/15/2046
|
2,180
|
2,012
|
|
|
|
Oracle Corp.
|
3.250%
|
11/15/2027
|
991
|
968
|
|
|
|
Oracle Corp.
|
2.300%
|
3/25/2028
|
734
|
700
|
|
|
|
Oracle Corp.
|
4.500%
|
5/6/2028
|
1,700
|
1,680
|
|
|
|
Oracle Corp.
|
4.550%
|
2/4/2029
|
3,164
|
3,084
|
|
|
|
Oracle Corp.
|
4.450%
|
9/26/2030
|
12,000
|
11,324
|
|
|
|
Oracle Corp.
|
4.950%
|
2/4/2031
|
6,231
|
5,952
|
|
|
|
Oracle Corp.
|
4.800%
|
9/26/2032
|
2,140
|
1,970
|
|
|
|
Oracle Corp.
|
6.500%
|
4/15/2038
|
4,480
|
4,277
|
|
|
|
Oracle Corp.
|
4.125%
|
5/15/2045
|
3,110
|
2,045
|
|
|
|
Oracle Corp.
|
5.875%
|
9/26/2045
|
2,586
|
2,125
|
|
|
|
Oracle Corp.
|
6.550%
|
2/4/2046
|
3,886
|
3,449
|
|
|
|
Oracle Corp.
|
4.000%
|
7/15/2046
|
4,604
|
2,924
|
|
|
|
Oracle Corp.
|
6.125%
|
8/3/2065
|
1,181
|
935
|
|
|
9
|
Rocket Software Inc.
|
9.000%
|
11/28/2028
|
45
|
45
|
|
|
5,12
|
Sage Group plc
|
5.625%
|
3/5/2037
|
500
|
621
|
|
|
|
ServiceNow Inc.
|
4.700%
|
8/15/2031
|
2,416
|
2,379
|
|
|
9
|
SS&C Technologies Inc.
|
5.500%
|
9/30/2027
|
894
|
894
|
|
|
5,11
|
Teleperformance SE
|
4.750%
|
3/28/2032
|
1,600
|
1,825
|
|
|
9
|
UKG Inc.
|
6.875%
|
2/1/2031
|
105
|
103
|
|
|
|
|
|
|
|
|
300,792
|
|
Utilities (2.6%)
|
||||||
|
5
|
AEP Texas Inc.
|
5.200%
|
4/15/2036
|
2,470
|
2,386
|
|
|
|
AEP Texas Inc.
|
5.850%
|
10/15/2055
|
3,570
|
3,318
|
|
|
|
AEP Transmission Co. LLC
|
5.375%
|
6/15/2035
|
620
|
616
|
|
|
|
Alabama Power Co.
|
5.500%
|
3/15/2041
|
5,253
|
5,101
|
|
|
|
American Water Capital Corp.
|
5.200%
|
4/1/2036
|
10,190
|
9,956
|
|
|
5,11
|
Amprion GmbH
|
4.000%
|
9/30/2040
|
800
|
867
|
|
|
5,11
|
Amprion GmbH
|
4.580%
|
1/15/2046
|
1,200
|
1,335
|
|
|
5,12
|
Anglian Water Osprey Financing plc
|
2.000%
|
7/31/2028
|
538
|
669
|
|
|
5,12
|
Anglian Water Services Financing plc
|
5.750%
|
6/7/2043
|
900
|
1,047
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5,15
|
Ausgrid Finance Pty Ltd.
|
1.814%
|
2/5/2027
|
1,180
|
816
|
|
|
5,15
|
AusNet Services Holdings Pty Ltd.
|
4.200%
|
8/21/2028
|
480
|
330
|
|
|
9
|
California Buyer Ltd.
|
6.375%
|
2/15/2032
|
695
|
685
|
|
|
|
CenterPoint Energy Inc.
|
5.400%
|
6/1/2029
|
2,476
|
2,515
|
|
|
9
|
Chpe LLC
|
4.875%
|
6/30/2031
|
3,600
|
3,547
|
|
|
9
|
Chpe LLC
|
5.100%
|
6/30/2033
|
4,940
|
4,846
|
|
|
9
|
Chpe LLC
|
5.350%
|
6/30/2036
|
3,190
|
3,107
|
|
|
9
|
Clearway Energy Operating LLC
|
4.750%
|
3/15/2028
|
305
|
301
|
|
|
|
Commonwealth Edison Co.
|
3.650%
|
6/15/2046
|
2,675
|
1,926
|
|
|
|
Commonwealth Edison Co.
|
5.850%
|
6/1/2056
|
2,330
|
2,235
|
|
|
5
|
Consolidated Edison Co. of New York Inc.
|
6.750%
|
4/1/2038
|
5
|
6
|
|
|
|
Consolidated Edison Co. of New York Inc.
|
5.700%
|
5/15/2054
|
1,819
|
1,701
|
|
|
|
Constellation Energy Generation LLC
|
4.400%
|
1/15/2031
|
2,490
|
2,426
|
|
|
|
Constellation Energy Generation LLC
|
5.875%
|
1/15/2066
|
1,210
|
1,120
|
|
|
|
Dominion Energy Inc.
|
5.350%
|
6/15/2036
|
3,010
|
2,928
|
|
|
5
|
DTE Energy Co.
|
3.400%
|
6/15/2029
|
9
|
9
|
|
|
|
Duke Energy Carolinas LLC
|
3.450%
|
4/15/2051
|
2,302
|
1,533
|
|
|
|
Duke Energy Corp.
|
3.400%
|
6/15/2029
|
4
|
4
|
|
|
5
|
Duke Energy Indiana LLC
|
4.200%
|
3/15/2042
|
3,232
|
2,624
|
|
|
|
Duke Energy Progress LLC
|
3.700%
|
10/15/2046
|
2,054
|
1,486
|
|
|
|
Duke Energy Progress LLC
|
5.550%
|
3/15/2055
|
2
|
2
|
|
|
5
|
Energuate Trust 2 0
|
6.350%
|
9/15/2035
|
9,727
|
9,546
|
|
|
5,12
|
Engie SA
|
5.625%
|
4/3/2053
|
500
|
568
|
|
|
|
Entergy Mississippi LLC
|
5.050%
|
4/15/2036
|
190
|
183
|
|
|
9
|
Evergy Missouri West Inc.
|
4.700%
|
5/21/2029
|
1,370
|
1,364
|
|
|
|
Exelon Corp.
|
5.600%
|
3/15/2053
|
2,962
|
2,692
|
|
|
|
Exelon Corp.
|
5.875%
|
3/15/2055
|
2,430
|
2,284
|
|
|
5
|
FirstEnergy Corp.
|
4.850%
|
7/15/2047
|
2,450
|
2,040
|
|
|
9
|
FirstEnergy Pennsylvania Electric Co.
|
4.550%
|
3/15/2031
|
4,610
|
4,524
|
|
|
|
FirstEnergy Transmission LLC
|
4.550%
|
1/15/2030
|
334
|
329
|
|
|
|
FirstEnergy Transmission LLC
|
4.750%
|
1/15/2033
|
2,044
|
1,976
|
|
|
|
Florida Power & Light Co.
|
5.750%
|
6/1/2056
|
6,420
|
6,122
|
|
|
|
Georgia Power Co.
|
4.300%
|
3/15/2042
|
2,708
|
2,262
|
|
|
5
|
Georgia Power Co.
|
3.700%
|
1/30/2050
|
4,385
|
3,084
|
|
|
9
|
Hawaiian Electric Co. Inc.
|
6.000%
|
10/1/2033
|
1,160
|
1,140
|
|
|
|
Jersey Central Power & Light Co.
|
5.150%
|
1/15/2036
|
2,270
|
2,204
|
|
|
9
|
Liberty Utilities Co.
|
5.100%
|
5/15/2031
|
3,370
|
3,329
|
|
|
|
MidAmerican Energy Co.
|
4.800%
|
9/15/2043
|
599
|
518
|
|
|
|
MidAmerican Energy Co.
|
4.250%
|
7/15/2049
|
1,947
|
1,508
|
|
|
9
|
Narragansett Electric Co.
|
6.000%
|
5/15/2056
|
6,300
|
6,117
|
|
|
5,15
|
Network Finance Co. Pty Ltd.
|
2.579%
|
10/3/2028
|
1,700
|
1,128
|
|
|
|
Nevada Power Co.
|
5.450%
|
5/15/2041
|
2,957
|
2,836
|
|
|
|
NiSource Inc.
|
4.750%
|
5/18/2031
|
1,200
|
1,185
|
|
|
|
NiSource Inc.
|
5.300%
|
5/18/2036
|
1,210
|
1,183
|
|
|
9
|
NRG Energy Inc.
|
5.750%
|
7/15/2029
|
490
|
490
|
|
|
9
|
NRG Energy Inc.
|
6.000%
|
2/1/2033
|
3,100
|
3,089
|
|
|
9
|
NRG Energy Inc.
|
5.750%
|
1/15/2034
|
1,035
|
1,008
|
|
|
9
|
NRG Energy Inc.
|
6.000%
|
1/15/2036
|
1,295
|
1,267
|
|
|
9
|
NRG Energy Inc.
|
6.125%
|
5/15/2036
|
335
|
330
|
|
|
|
OGE Energy Corp.
|
5.450%
|
5/15/2029
|
648
|
658
|
|
|
|
Oncor Electric Delivery Co. LLC
|
3.800%
|
9/30/2047
|
3,416
|
2,485
|
|
|
|
Pacific Gas & Electric Co.
|
5.200%
|
5/1/2036
|
4,660
|
4,436
|
|
|
|
Pacific Gas & Electric Co.
|
3.950%
|
12/1/2047
|
900
|
633
|
|
|
|
Pacific Gas & Electric Co.
|
4.950%
|
7/1/2050
|
1,758
|
1,418
|
|
|
|
Pacific Gas & Electric Co.
|
3.500%
|
8/1/2050
|
800
|
512
|
|
|
|
Pacific Gas & Electric Co.
|
6.000%
|
5/1/2056
|
2,530
|
2,331
|
|
|
9
|
Pattern Energy Operations LP
|
4.500%
|
8/15/2028
|
2,555
|
2,496
|
|
|
|
PECO Energy Co.
|
4.800%
|
10/15/2043
|
2,638
|
2,311
|
|
|
|
PPL Electric Utilities Corp.
|
6.450%
|
8/15/2037
|
1,323
|
1,414
|
|
|
9
|
PSEG Power LLC
|
5.200%
|
5/15/2030
|
9,490
|
9,510
|
|
|
9
|
PSEG Power LLC
|
5.750%
|
5/15/2035
|
4,970
|
4,961
|
|
|
|
Public Service Co. of Colorado
|
3.600%
|
9/15/2042
|
1
|
1
|
|
|
|
Public Service Co. of Colorado
|
4.050%
|
9/15/2049
|
329
|
243
|
|
|
|
Public Service Enterprise Group Inc.
|
5.875%
|
10/15/2028
|
1,836
|
1,876
|
|
|
|
Public Service Enterprise Group Inc.
|
5.200%
|
4/1/2029
|
804
|
811
|
|
|
9
|
Rayburn Country Securitization LLC
|
2.307%
|
12/1/2030
|
302
|
287
|
|
|
|
San Diego Gas & Electric Co.
|
3.700%
|
3/15/2052
|
1,465
|
1,001
|
|
|
|
Southern California Edison Co.
|
5.650%
|
10/1/2028
|
9
|
9
|
|
|
|
Southern California Edison Co.
|
4.800%
|
3/15/2033
|
3,200
|
3,092
|
|
|
5
|
Southern California Edison Co.
|
3.900%
|
3/15/2043
|
2,251
|
1,677
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Southwestern Electric Power Co.
|
5.300%
|
4/1/2033
|
1,285
|
1,280
|
|
|
|
Southwestern Electric Power Co.
|
5.200%
|
4/1/2036
|
2,200
|
2,125
|
|
|
|
Southwestern Public Service Co.
|
3.700%
|
8/15/2047
|
315
|
226
|
|
|
5
|
Southwestern Public Service Co.
|
3.150%
|
5/1/2050
|
6
|
4
|
|
|
5,12
|
SW Finance I plc
|
5.750%
|
11/19/2030
|
700
|
913
|
|
|
12
|
SW Finance I plc
|
7.750%
|
10/31/2031
|
6,019
|
8,362
|
|
|
5,12
|
SW Finance I plc
|
6.875%
|
8/7/2032
|
800
|
1,072
|
|
|
5,12
|
SW Finance I plc
|
7.000%
|
4/16/2040
|
600
|
753
|
|
|
9
|
Talen Energy Supply LLC
|
6.125%
|
5/1/2031
|
270
|
268
|
|
|
9
|
Talen Energy Supply LLC
|
6.375%
|
5/1/2033
|
270
|
266
|
|
|
9
|
Talen Energy Supply LLC
|
6.250%
|
2/1/2034
|
760
|
745
|
|
|
9
|
Talen Energy Supply LLC
|
6.500%
|
2/1/2036
|
500
|
494
|
|
|
9
|
Trans-Allegheny Interstate Line Co.
|
5.000%
|
1/15/2031
|
4,600
|
4,587
|
|
|
5,12
|
United Utilities Water Finance plc
|
5.250%
|
1/22/2046
|
2,700
|
2,980
|
|
|
5,15
|
Victoria Power Networks Finance Pty Ltd.
|
2.132%
|
4/21/2028
|
600
|
401
|
|
|
5
|
Virginia Electric & Power Co.
|
6.000%
|
5/15/2037
|
7
|
7
|
|
|
|
Virginia Electric & Power Co.
|
5.700%
|
8/15/2053
|
2,748
|
2,563
|
|
|
9
|
Vistra Operations Co. LLC
|
4.300%
|
10/15/2028
|
8,140
|
8,020
|
|
|
9
|
Vistra Operations Co. LLC
|
7.750%
|
10/15/2031
|
160
|
167
|
|
|
9
|
Vistra Operations Co. LLC
|
6.875%
|
4/15/2032
|
1,855
|
1,916
|
|
|
9
|
Vistra Operations Co. LLC
|
5.250%
|
4/30/2033
|
9,130
|
8,914
|
|
|
|
Xcel Energy Inc.
|
2.600%
|
12/1/2029
|
243
|
226
|
|
|
9
|
XPLR Infrastructure Operating Partners LP
|
4.500%
|
9/15/2027
|
2,805
|
2,774
|
|
|
9
|
XPLR Infrastructure Operating Partners LP
|
7.250%
|
1/15/2029
|
450
|
464
|
|
|
9
|
XPLR Infrastructure Operating Partners LP
|
8.375%
|
1/15/2031
|
165
|
175
|
|
|
12
|
Yorkshire Water Finance plc
|
1.750%
|
11/26/2026
|
1,257
|
1,677
|
|
|
5,12
|
Yorkshire Water Finance plc
|
5.500%
|
4/28/2035
|
800
|
1,004
|
|
|
5,12
|
Yorkshire Water Finance plc
|
2.750%
|
4/18/2041
|
2,141
|
1,780
|
|
|
|
|
|
|
|
|
220,073
|
|
Total Corporate Bonds (Cost $2,603,031)
|
2,544,327
|
|||||
|
Floating Rate Loan Interests (0.4%)
|
||||||
|
8
|
AAdvantage Loyalty IP Ltd. First Lien Incremental Term Loan, TSFR3M +
2.750%
|
6.479%
|
5/28/2032
|
1,458
|
1,457
|
|
|
8
|
AAdvantage Loyalty IP Ltd. First Lien Term Loan, TSFR3M + 2.250%
|
5.979%
|
4/20/2028
|
663
|
663
|
|
|
8
|
ADI Global Distribution Funding LLC First Lien Term Loan B, TSFR12M +
2.750%
|
6.457%
|
6/17/2033
|
60
|
60
|
|
|
8
|
American Airlines Inc. First Lien Term Loan, TSFR6M + 2.250%
|
5.935%
|
2/15/2028
|
332
|
329
|
|
|
8
|
Asurion LLC First Lien Term Loan B-13, TSFR3M + 4.250%
|
8.073%
|
9/19/2030
|
1,299
|
1,266
|
|
|
8
|
AthenaHealth Group Inc. First Lien Fourth Amendment Term Loan,
TSFR1M + 3.250%
|
6.981%
|
2/16/2032
|
2,769
|
2,747
|
|
|
8,11
|
BASF Coatings First Lien Initial Term Loan B-2, EURIBOR12M + 4.500%
|
7.348%
|
6/29/2033
|
350
|
405
|
|
|
8
|
Bausch + Lomb Corp. First Lien Refinancing Term Loan, TSFR1M +
3.750%
|
7.481%
|
1/15/2031
|
2,258
|
2,264
|
|
|
8
|
Beach Acquisition Bidco LLC First Lien Term Loan B-1, TSFR1M +
2.750%
|
6.481%
|
9/13/2032
|
2,985
|
2,994
|
|
|
8
|
Betclic Everest Group First Lien Term Loan B, TSFR3M + 2.750%
|
6.482%
|
12/9/2031
|
115
|
115
|
|
|
8,11
|
Boluda Towage Luxembourg Sarl First Lien Term Loan B, EURIBOR12M +
2.750%
|
5.598%
|
6/30/2033
|
120
|
139
|
|
|
8
|
Boluda Towage Luxembourg Sarl First Lien Term Loan B, TSFR12M +
3.000%
|
6.707%
|
6/30/2033
|
90
|
90
|
|
|
8
|
Bond US Bidco 1 Inc. First Lien Initial Term Loan B-1, TSFR12M + 4.250%
|
8.061%
|
6/29/2033
|
90
|
90
|
|
|
8
|
Boots Group Finco LP First Lien Closing Date Term Loan, TSFR3M +
3.250%
|
6.920%
|
8/30/2032
|
323
|
324
|
|
|
8
|
Chobani LLC First Lien Closing Date Term Loan, TSFR1M + 2.250%
|
5.981%
|
10/28/2032
|
279
|
280
|
|
|
8
|
Clarios Global LP First Lien Amendment No. 7 Term Loan, TSFR1M +
2.500%
|
6.231%
|
1/28/2032
|
2,776
|
2,779
|
|
|
8
|
Clarios Global LP First Lien Term Loan, TSFR1M + 2.500%
|
6.231%
|
5/6/2030
|
570
|
571
|
|
|
8
|
Cloud Software Group LLC First Lien Incremental Term Loan B, TSFR3M
+ 3.250%
|
6.982%
|
3/21/2031
|
150
|
136
|
|
|
8
|
Discovery Global Holdings Inc. First Lien Initial Term Loan, TSFR1M +
2.500%
|
6.231%
|
6/3/2033
|
373
|
373
|
|
|
8
|
Graham Packaging Co. Inc. First Lien Initial Term Loan, TSFR1M +
2.250%
|
5.981%
|
1/26/2033
|
185
|
184
|
|
|
8
|
Gryphon Acquire NewCo LLC First Lien Term Loan, TSFR3M + 2.750%
|
6.414%
|
9/13/2032
|
4,628
|
4,634
|
|
|
8
|
Hologic Inc. First Lien Term Loan B, TSFR3M + 2.250%
|
5.995%
|
4/7/2033
|
1,055
|
1,037
|
|
|
8,11
|
LSF12 Pillar Investments Sarl First Lien Term Loan B, EURIBOR12M +
3.750%
|
6.682%
|
4/29/2033
|
360
|
416
|
|
|
8
|
Magnera Corp. First Lien Term Loan, TSFR3M + 4.250%
|
8.073%
|
11/4/2031
|
10
|
10
|
|
|
8
|
McAfee Corp. First Lien Term Loan B-1, TSFR1M + 3.000%
|
6.731%
|
3/1/2029
|
2,762
|
2,491
|
|
|
8
|
Men's Wearhouse Inc. First Lien Initial Term Loan, TSFR3M + 5.750%
|
9.414%
|
1/28/2031
|
26
|
27
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
8
|
OAK-Eagle Acquireco Inc. First Lien Term Loan B-1, TSFR12M + 3.500%
|
6.967%
|
3/23/2033
|
670
|
673
|
|
|
8,11
|
OAK-Eagle Acquireco Inc. First Lien Term Loan B-2, EURIBOR12M +
3.500%
|
5.956%
|
3/24/2033
|
495
|
573
|
|
|
8
|
OPAL US LLC First Lien Term Loan B-6, TSFR3M + 2.500%
|
6.232%
|
4/28/2032
|
3,540
|
3,545
|
|
|
8
|
Pioneer OpCo LLC First Lien Term Loan B, TSFR1M + 3.250%
|
6.999%
|
5/16/2033
|
90
|
90
|
|
|
8
|
Prestige Brands Inc. First Lien Delayed Draw Term Loan B, TSFR1M +
2.000%
|
5.731%
|
6/13/2033
|
145
|
145
|
|
|
8
|
Rocket Software Inc. First Lien Term Loan, TSFR1M + 3.750%
|
7.481%
|
11/28/2028
|
1,119
|
1,076
|
|
|
8
|
Sazerac Co. Inc. First Lien Term Loan B-2, TSFR1M + 2.000%
|
5.680%
|
7/9/2032
|
1,751
|
1,749
|
|
|
8
|
TK Elevator Midco GmbH First Lien Term Loan B-2, TSFR3M + 2.750%
|
6.480%
|
4/30/2030
|
80
|
80
|
|
|
8
|
TKO Worldwide Holdings LLC First Lien Term Loan B-7, TSFR3M +
1.750%
|
5.412%
|
11/21/2031
|
179
|
179
|
|
|
8
|
TransDigm Inc. First Lien Term Loan L, TSFR1M + 2.500%
|
6.231%
|
1/19/2032
|
15
|
15
|
|
|
8
|
TransDigm Inc. First Lien Term Loan N, TSFR1M + 2.500%
|
6.231%
|
2/14/2033
|
125
|
125
|
|
|
8
|
Truist Insurance Holdings LLC Second Lien Initial Term Loan, TSFR3M +
4.750%
|
8.482%
|
5/6/2032
|
400
|
384
|
|
|
8
|
Versant Media Group Inc. First Lien Initial Term Loan, TSFR3M + 3.500%
|
7.232%
|
1/30/2031
|
225
|
226
|
|
|
8
|
Worthington Steel Inc. First Lien Initial Term Loan, TSFR1M + 4.000%
|
7.731%
|
6/1/2033
|
595
|
597
|
|
|
Total Floating Rate Loan Interests (Cost $35,615)
|
35,338
|
|||||
|
Sovereign Bonds (18.8%)
|
||||||
|
5
|
Abu Dhabi Developmental Holding Co. PJSC
|
5.375%
|
5/8/2029
|
1,460
|
1,468
|
|
|
5,7,9
|
Abu Dhabi National Energy Co. PJSC
|
5.125%
|
8/3/2031
|
8,370
|
8,342
|
|
|
5
|
Arab Republic of Egypt
|
7.500%
|
1/31/2027
|
6,663
|
6,718
|
|
|
5
|
Arab Republic of Egypt
|
6.588%
|
2/21/2028
|
1,511
|
1,518
|
|
|
5
|
Arab Republic of Egypt
|
7.625%
|
5/29/2032
|
10,195
|
10,246
|
|
|
5
|
Arab Republic of Egypt
|
8.700%
|
3/1/2049
|
1,390
|
1,323
|
|
|
5
|
Argentine Republic
|
1.000%
|
7/9/2029
|
362
|
325
|
|
|
5
|
Argentine Republic
|
0.750%
|
7/9/2030
|
19,097
|
16,681
|
|
|
5
|
Argentine Republic
|
5.000%
|
1/9/2038
|
7,585
|
6,257
|
|
|
5
|
Argentine Republic
|
3.500%
|
7/9/2041
|
7,515
|
5,557
|
|
|
5
|
Argentine Republic
|
4.125%
|
7/9/2046
|
4,709
|
3,503
|
|
|
5
|
Baiterek National Investment Holding JSC
|
5.450%
|
5/8/2028
|
5,000
|
5,017
|
|
|
5
|
Banque Ouest Africaine de Developpement
|
5.000%
|
7/27/2027
|
424
|
422
|
|
|
5
|
Benin Government Bond
|
7.960%
|
2/13/2038
|
3,500
|
3,619
|
|
|
5,9
|
Bolivia Government Bond
|
9.450%
|
5/14/2031
|
6,200
|
6,300
|
|
|
5,9
|
Cassa Depositi e Prestiti SpA
|
4.375%
|
10/1/2030
|
42,687
|
41,791
|
|
|
5
|
Cassa Depositi e Prestiti SpA
|
4.375%
|
10/1/2030
|
32,908
|
32,216
|
|
|
11
|
City of Madrid Spain
|
3.360%
|
10/31/2035
|
31,900
|
35,613
|
|
|
5
|
Comision Federal de Electricidad
|
5.700%
|
1/24/2030
|
1,854
|
1,850
|
|
|
11
|
Comunidad Autonoma de Canarias
|
3.500%
|
4/30/2036
|
15,375
|
17,438
|
|
|
|
Corp. Andina de Fomento
|
4.625%
|
1/15/2036
|
31,194
|
30,085
|
|
|
5
|
Corp. Financiera de Desarrollo SA
|
2.400%
|
9/28/2027
|
1,306
|
1,270
|
|
|
5
|
Corp. Nacional del Cobre de Chile
|
3.625%
|
8/1/2027
|
14,039
|
13,836
|
|
|
5
|
Corp. Nacional del Cobre de Chile
|
3.000%
|
9/30/2029
|
8,588
|
8,046
|
|
|
5
|
Corp. Nacional del Cobre de Chile
|
5.950%
|
1/8/2034
|
3,789
|
3,827
|
|
|
5
|
Corp. Nacional del Cobre de Chile
|
6.330%
|
1/13/2035
|
7,616
|
7,838
|
|
|
5
|
Development Bank of Kazakhstan JSC
|
5.500%
|
4/15/2027
|
10,564
|
10,581
|
|
|
5
|
Dominican Republic
|
5.950%
|
1/25/2027
|
38,691
|
38,835
|
|
|
5
|
Dominican Republic
|
5.500%
|
2/22/2029
|
43,760
|
43,534
|
|
|
5
|
Dominican Republic
|
4.500%
|
1/30/2030
|
12,634
|
12,099
|
|
|
5
|
Dominican Republic
|
7.050%
|
2/3/2031
|
5,000
|
5,204
|
|
|
5
|
Dominican Republic
|
4.875%
|
9/23/2032
|
1,585
|
1,485
|
|
|
5
|
Dominican Republic
|
5.750%
|
3/17/2034
|
150
|
145
|
|
|
|
Ecopetrol SA
|
8.625%
|
1/19/2029
|
80
|
85
|
|
|
|
Ecopetrol SA
|
7.750%
|
2/1/2032
|
7,938
|
8,187
|
|
|
|
Ecopetrol SA
|
8.875%
|
1/13/2033
|
17,986
|
19,409
|
|
|
5,9
|
Electricite de France SA
|
5.700%
|
5/23/2028
|
415
|
422
|
|
|
5,9
|
Electricite de France SA
|
4.500%
|
9/21/2028
|
815
|
811
|
|
|
5
|
Empresa Nacional del Petroleo
|
5.250%
|
11/6/2029
|
906
|
908
|
|
|
16
|
Eskom Holdings
|
4.314%
|
7/23/2027
|
41,430
|
40,978
|
|
|
5,11
|
European Union
|
2.875%
|
10/13/2031
|
15,600
|
17,749
|
|
|
5,11
|
European Union
|
4.000%
|
10/12/2046
|
6,400
|
7,234
|
|
|
5,11
|
European Union
|
0.300%
|
11/4/2050
|
5,442
|
2,711
|
|
|
5,11
|
European Union
|
0.700%
|
7/6/2051
|
36,263
|
19,499
|
|
|
|
Federative Republic of Brazil
|
6.125%
|
1/22/2032
|
2,027
|
2,052
|
|
|
5
|
Hashemite Kingdom of Jordan
|
7.750%
|
1/15/2028
|
1,700
|
1,746
|
|
|
5
|
Hazine Mustesarligi Varlik Kiralama A/S
|
6.750%
|
9/1/2030
|
990
|
996
|
|
|
5,9
|
Hazine Mustesarligi Varlik Kiralama A/S
|
6.700%
|
7/2/2032
|
14,453
|
14,389
|
|
|
9,11
|
Hellenic Republic
|
4.125%
|
6/15/2054
|
11,750
|
12,587
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
5
|
Islamic Republic of Pakistan
|
6.975%
|
4/24/2029
|
3,952
|
3,911
|
|
|
5
|
Ivory Coast Government Bond
|
6.125%
|
6/15/2033
|
1,295
|
1,256
|
|
|
5
|
Ivory Coast Government Bond
|
8.075%
|
4/1/2036
|
823
|
877
|
|
|
5
|
Ivory Coast Government Bond
|
6.750%
|
2/25/2041
|
2,303
|
2,164
|
|
|
5,17
|
Japan
|
0.400%
|
3/20/2050
|
621,300
|
1,791
|
|
|
5,17
|
Japan
|
0.700%
|
6/20/2051
|
3,400,000
|
10,262
|
|
|
11
|
Junta de Castilla y Leon
|
3.330%
|
4/30/2034
|
15,442
|
17,572
|
|
|
5
|
Kingdom of Bahrain
|
7.000%
|
10/12/2028
|
2,789
|
2,763
|
|
|
5,9
|
Kingdom of Bahrain
|
7.125%
|
6/10/2036
|
2,969
|
2,814
|
|
|
5
|
Kingdom of Morocco
|
2.375%
|
12/15/2027
|
8,168
|
7,879
|
|
|
5
|
Kingdom of Morocco
|
5.950%
|
3/8/2028
|
25,390
|
25,672
|
|
|
5,11
|
Kingdom of Morocco
|
4.750%
|
5/26/2034
|
15,855
|
18,242
|
|
|
5
|
Kingdom of Saudi Arabia
|
5.875%
|
1/12/2056
|
20,643
|
18,936
|
|
|
5
|
Kingdom of Saudi Arabia
|
3.450%
|
2/2/2061
|
960
|
567
|
|
|
9,11
|
Kingdom of Spain
|
3.400%
|
10/31/2036
|
10,862
|
12,274
|
|
|
9,11
|
Kingdom of Spain
|
3.950%
|
10/31/2056
|
15,086
|
16,303
|
|
|
5
|
Korea National Oil Corp.
|
4.125%
|
9/30/2027
|
1,561
|
1,553
|
|
|
|
KSA Sukuk Ltd.
|
5.250%
|
6/4/2027
|
8,531
|
8,582
|
|
|
5
|
KSA Sukuk Ltd.
|
4.303%
|
1/19/2029
|
6,416
|
6,322
|
|
|
5,18
|
Magyar Export-Import Bank Zrt.
|
6.125%
|
12/4/2027
|
958
|
969
|
|
|
5,11,18
|
Magyar Export-Import Bank Zrt.
|
6.000%
|
5/16/2029
|
4,434
|
5,397
|
|
|
18
|
MFB Magyar Fejlesztesi Bank Zrt.
|
6.500%
|
6/29/2028
|
487
|
498
|
|
|
5
|
OCP SA
|
6.100%
|
4/30/2030
|
1,853
|
1,870
|
|
|
5
|
OCP SA
|
6.700%
|
3/1/2036
|
1,073
|
1,086
|
|
|
5
|
Oman Government Bond
|
5.375%
|
3/8/2027
|
25,890
|
25,954
|
|
|
5
|
Oman Government Bond
|
5.625%
|
1/17/2028
|
4,321
|
4,350
|
|
|
5
|
Paraguay Government Bond
|
4.950%
|
4/28/2031
|
34,406
|
34,032
|
|
|
5
|
Paraguay Government Bond
|
6.650%
|
3/4/2055
|
308
|
315
|
|
|
5
|
Perusahaan Penerbit SBSN Indonesia III
|
5.000%
|
5/25/2030
|
1,219
|
1,220
|
|
|
5
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
|
4.125%
|
5/15/2027
|
2,715
|
2,696
|
|
|
5
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
|
5.450%
|
5/21/2028
|
8,245
|
8,275
|
|
|
|
Petroleos Mexicanos
|
6.490%
|
1/23/2027
|
3,533
|
3,555
|
|
|
|
Petroleos Mexicanos
|
6.500%
|
3/13/2027
|
5,506
|
5,561
|
|
|
|
Petroleos Mexicanos
|
5.350%
|
2/12/2028
|
7,340
|
7,309
|
|
|
|
Petroleos Mexicanos
|
6.500%
|
1/23/2029
|
12,014
|
12,194
|
|
|
|
Petroleos Mexicanos
|
8.750%
|
6/2/2029
|
40,353
|
42,910
|
|
|
|
Petroleos Mexicanos
|
6.840%
|
1/23/2030
|
5,315
|
5,398
|
|
|
|
Petroleos Mexicanos
|
6.750%
|
9/21/2047
|
1,010
|
828
|
|
|
|
Petroleos Mexicanos
|
6.350%
|
2/12/2048
|
594
|
468
|
|
|
5,9
|
Provincia de Neuquen Argentina
|
7.350%
|
8/25/2034
|
8,510
|
8,384
|
|
|
5
|
Qatar Energy
|
4.625%
|
6/23/2029
|
32,713
|
32,320
|
|
|
5
|
Republic of Azerbaijan
|
5.125%
|
9/1/2029
|
1,988
|
2,003
|
|
|
5,11
|
Republic of Bulgaria
|
4.125%
|
5/7/2038
|
5,344
|
6,002
|
|
|
5,11
|
Republic of Chile
|
0.100%
|
1/26/2027
|
146
|
166
|
|
|
5
|
Republic of Chile
|
2.450%
|
1/31/2031
|
5,719
|
5,125
|
|
|
5
|
Republic of Chile
|
4.350%
|
4/13/2031
|
269
|
261
|
|
|
5,11
|
Republic of Chile
|
3.875%
|
7/9/2031
|
15,000
|
17,318
|
|
|
5,7,11
|
Republic of Chile
|
4.000%
|
8/3/2034
|
9,658
|
11,004
|
|
|
|
Republic of Costa Rica
|
7.300%
|
11/13/2054
|
473
|
512
|
|
|
5,11
|
Republic of Cyprus
|
3.250%
|
6/27/2031
|
2,746
|
3,167
|
|
|
5,11
|
Republic of Cyprus
|
3.250%
|
1/28/2036
|
23,760
|
26,544
|
|
|
5
|
Republic of Ecuador
|
0.000%
|
7/31/2030
|
17,380
|
14,740
|
|
|
5
|
Republic of Ecuador
|
6.900%
|
7/31/2035
|
10,926
|
9,848
|
|
|
5
|
Republic of Ecuador
|
5.500%
|
7/31/2040
|
2,709
|
2,190
|
|
|
5
|
Republic of El Salvador
|
8.625%
|
2/28/2029
|
1,227
|
1,292
|
|
|
5
|
Republic of El Salvador
|
9.250%
|
4/17/2030
|
10,938
|
11,713
|
|
|
5,9
|
Republic of Finland
|
4.500%
|
6/3/2036
|
15,752
|
15,373
|
|
|
5
|
Republic of Ghana
|
5.000%
|
7/3/2029
|
5,696
|
5,577
|
|
|
5
|
Republic of Guatemala
|
4.375%
|
6/5/2027
|
4,000
|
3,970
|
|
|
5
|
Republic of Guatemala
|
4.875%
|
2/13/2028
|
5,275
|
5,235
|
|
|
5
|
Republic of Guatemala
|
5.250%
|
8/10/2029
|
6,914
|
6,869
|
|
|
5
|
Republic of Guatemala
|
4.900%
|
6/1/2030
|
6,046
|
5,933
|
|
|
5
|
Republic of Honduras
|
8.625%
|
11/27/2034
|
792
|
904
|
|
|
5
|
Republic of Hungary
|
6.125%
|
5/22/2028
|
6,011
|
6,126
|
|
|
5
|
Republic of Hungary
|
5.375%
|
9/26/2030
|
13,062
|
13,148
|
|
|
5,11
|
Republic of Hungary
|
4.250%
|
5/26/2033
|
6,490
|
7,545
|
|
|
5,11
|
Republic of Hungary
|
5.375%
|
9/12/2033
|
11,087
|
13,745
|
|
|
5,11
|
Republic of Hungary
|
4.875%
|
3/25/2038
|
650
|
761
|
|
|
5
|
Republic of Hungary
|
6.750%
|
9/23/2055
|
4,281
|
4,414
|
|
|
11
|
Republic of Iceland
|
2.625%
|
5/27/2030
|
21,077
|
23,714
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
11
|
Republic of Iceland
|
3.250%
|
5/27/2031
|
9,776
|
11,211
|
|
|
5
|
Republic of Indonesia
|
5.250%
|
1/15/2030
|
25,577
|
25,709
|
|
|
5
|
Republic of Indonesia
|
5.030%
|
5/29/2031
|
13,900
|
13,813
|
|
|
11
|
Republic of Indonesia
|
1.100%
|
3/12/2033
|
732
|
680
|
|
|
5,11
|
Republic of Indonesia
|
4.500%
|
5/29/2033
|
6,370
|
7,295
|
|
|
11
|
Republic of Indonesia
|
4.100%
|
3/4/2034
|
2,704
|
2,994
|
|
|
5
|
Republic of Indonesia
|
5.690%
|
5/29/2036
|
2,800
|
2,790
|
|
|
5,9,11
|
Republic of Italy
|
4.650%
|
10/1/2055
|
13,277
|
15,089
|
|
|
5,9
|
Republic of Italy
|
6.000%
|
7/14/2056
|
23,053
|
22,066
|
|
|
5
|
Republic of Kenya
|
7.875%
|
2/26/2034
|
4,890
|
4,724
|
|
|
5
|
Republic of Kenya
|
9.500%
|
3/5/2036
|
917
|
948
|
|
|
11
|
Republic of Korea
|
0.000%
|
10/15/2026
|
444
|
509
|
|
|
5,11
|
Republic of Lithuania
|
3.625%
|
3/10/2036
|
9,266
|
10,452
|
|
|
5
|
Republic of Panama
|
2.252%
|
9/29/2032
|
3,386
|
2,797
|
|
|
5
|
Republic of Panama
|
5.227%
|
2/23/2034
|
2,168
|
2,094
|
|
|
5
|
Republic of Peru
|
2.783%
|
1/23/2031
|
2,314
|
2,118
|
|
|
|
Republic of Peru
|
8.750%
|
11/21/2033
|
2,495
|
2,979
|
|
|
9,19
|
Republic of Peru
|
6.850%
|
8/12/2035
|
7,186
|
2,224
|
|
|
9,19
|
Republic of Peru
|
7.600%
|
8/12/2039
|
5,988
|
1,890
|
|
|
19
|
Republic of Peru
|
5.350%
|
8/12/2040
|
4,790
|
1,230
|
|
|
5
|
Republic of Poland
|
6.125%
|
4/14/2056
|
4,030
|
3,877
|
|
|
5,11
|
Republic of Romania
|
5.875%
|
7/11/2032
|
280
|
334
|
|
|
5,11
|
Republic of Romania
|
4.625%
|
3/4/2033
|
391
|
431
|
|
|
5,11
|
Republic of Romania
|
5.375%
|
6/7/2033
|
580
|
665
|
|
|
5
|
Republic of Romania
|
6.375%
|
1/30/2034
|
988
|
988
|
|
|
5,9
|
Republic of Romania
|
5.750%
|
7/4/2036
|
5,924
|
5,582
|
|
|
5,11
|
Republic of Romania
|
3.375%
|
1/28/2050
|
4,349
|
3,143
|
|
|
5
|
Republic of South Africa
|
4.850%
|
9/27/2027
|
4,795
|
4,792
|
|
|
5
|
Republic of South Africa
|
4.850%
|
9/30/2029
|
1,837
|
1,813
|
|
|
5,20
|
Republic of South Africa
|
6.250%
|
3/31/2036
|
237,985
|
12,069
|
|
|
5
|
Republic of Sri Lanka
|
3.100%
|
1/15/2030
|
580
|
589
|
|
|
5
|
Republic of Sri Lanka
|
3.350%
|
3/15/2033
|
270
|
256
|
|
|
5
|
Republic of Sri Lanka
|
3.600%
|
2/15/2038
|
483
|
487
|
|
|
|
Republic of the Philippines
|
5.325%
|
6/24/2036
|
9,000
|
8,812
|
|
|
5,9
|
Republic of Trinidad & Tobago
|
6.500%
|
1/28/2036
|
5,441
|
5,494
|
|
|
|
Republic of Turkiye
|
6.375%
|
5/22/2031
|
20,491
|
20,105
|
|
|
5
|
Republic of Turkiye
|
7.125%
|
2/12/2032
|
5,449
|
5,480
|
|
|
|
Republic of Turkiye
|
6.300%
|
3/14/2033
|
27,590
|
26,477
|
|
|
5
|
Republic of Uzbekistan International Bond
|
7.850%
|
10/12/2028
|
2,653
|
2,781
|
|
|
5,11
|
Republic of Uzbekistan International Bond
|
5.100%
|
2/25/2029
|
8,160
|
9,542
|
|
|
5
|
Republic of Zambia
|
5.750%
|
6/30/2033
|
8,545
|
8,353
|
|
|
5
|
Saudi Arabian Oil Co.
|
3.500%
|
4/16/2029
|
2,112
|
2,029
|
|
|
5
|
Saudi Arabian Oil Co.
|
4.375%
|
2/2/2031
|
4,079
|
3,936
|
|
|
5,11
|
Serbia International Bond
|
1.500%
|
6/26/2029
|
1,877
|
2,003
|
|
|
5
|
Serbia International Bond
|
2.125%
|
12/1/2030
|
2,500
|
2,171
|
|
|
|
Sharjah Sukuk Program Ltd.
|
2.942%
|
6/10/2027
|
8,477
|
8,313
|
|
|
11
|
Slovakia Government Bond
|
3.750%
|
2/27/2040
|
17,414
|
19,272
|
|
|
11
|
Slovakia Government Bond
|
4.125%
|
2/19/2046
|
13,190
|
14,648
|
|
|
5
|
State of Israel
|
5.375%
|
3/12/2029
|
3,604
|
3,622
|
|
|
5
|
State of Israel
|
5.375%
|
2/19/2030
|
2,089
|
2,100
|
|
|
5
|
State of Israel
|
4.500%
|
1/13/2031
|
7,749
|
7,513
|
|
|
|
State Oil Co. of the Azerbaijan Republic
|
6.570%
|
7/7/2056
|
16,100
|
15,962
|
|
|
11
|
Treasury Corp. of Victoria
|
3.625%
|
9/29/2040
|
6,890
|
7,655
|
|
|
5,9
|
Turkiye Ihracat Kredi Bankasi A/S
|
6.125%
|
5/2/2029
|
1,960
|
1,930
|
|
|
5
|
Ukraine Government Bond
|
4.000%
|
2/1/2032
|
4,117
|
3,417
|
|
|
5
|
Ukraine Government Bond
|
4.500%
|
2/1/2034
|
5,589
|
3,890
|
|
|
5
|
Ukraine Government Bond
|
0.000%
|
2/1/2036
|
688
|
410
|
|
|
5,12
|
United Kingdom Gilt Inflation Linked
|
1.750%
|
9/22/2038
|
5,217
|
6,750
|
|
|
5
|
United Mexican States
|
4.750%
|
4/27/2032
|
2,952
|
2,807
|
|
|
5
|
United Mexican States
|
5.850%
|
7/2/2032
|
42,908
|
43,006
|
|
|
5
|
United Mexican States
|
5.375%
|
3/22/2033
|
5,924
|
5,719
|
|
|
5,21
|
United Mexican States
|
7.750%
|
11/23/2034
|
781,800
|
41,692
|
|
|
5
|
United Mexican States
|
3.771%
|
5/24/2061
|
279
|
158
|
|
|
5,9
|
Uzbekneftegaz JSC
|
8.750%
|
5/7/2030
|
21,850
|
23,285
|
|
|
11
|
Xunta de Galicia
|
3.290%
|
4/30/2033
|
10,656
|
12,212
|
|
|
Total Sovereign Bonds (Cost $1,632,333)
|
1,613,462
|
|||||
|
Taxable Municipal Bonds (0.6%)
|
||||||
|
|
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects)
|
6.270%
|
2/15/2050
|
2,905
|
2,897
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay
Area)
|
6.263%
|
4/1/2049
|
2,650
|
2,695
|
|
|
|
California GO
|
7.300%
|
10/1/2039
|
4,400
|
4,892
|
|
|
|
California State University Systemwide Revenue
|
2.975%
|
11/1/2051
|
3,580
|
2,295
|
|
|
|
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue
|
6.899%
|
12/1/2040
|
5,821
|
6,358
|
|
|
|
Dallas TX Area Rapid Transit Sales Tax Revenue
|
2.613%
|
12/1/2048
|
5,065
|
3,319
|
|
|
|
Duke University NC Revenue
|
5.850%
|
4/1/2037
|
7,505
|
7,837
|
|
|
|
Golden State Tobacco Securitization Corp. California Revenue
|
4.214%
|
6/1/2050
|
6,655
|
4,513
|
|
|
|
New York State Dormitory Authority Revenue (Personal Income Tax)
|
5.628%
|
3/15/2039
|
3,255
|
3,258
|
|
|
|
New York Transportation Development Corp. Lease Revenue
(Nanotechnology Facilities Project)
|
4.248%
|
9/1/2035
|
120
|
117
|
|
|
|
North Texas Tollway Authority System Revenue
|
6.718%
|
1/1/2049
|
2,549
|
2,705
|
|
|
|
Ohio State University General Receipts Revenue
|
4.800%
|
6/1/2111
|
2,051
|
1,622
|
|
|
|
Rutgers State University New Jersey GO
|
3.915%
|
5/1/2119
|
8,660
|
5,393
|
|
|
|
University of California Regents Medical Center Pooled Revenue
|
6.548%
|
5/15/2048
|
1,705
|
1,744
|
|
|
|
University of Texas Financing System Revenue
|
4.794%
|
8/15/2046
|
2,270
|
2,114
|
|
|
|
University of Virginia Revenue
|
2.256%
|
9/1/2050
|
3,890
|
2,137
|
|
|
Total Taxable Municipal Bonds (Cost $56,615)
|
53,896
|
|||||
|
|
|
|
|
|
Shares
|
|
|
Temporary Cash Investments (0.8%)
|
||||||
|
Money Market Fund (0.8%)
|
||||||
|
22
|
Vanguard Market Liquidity Fund (Cost $70,562)
|
3.718%
|
|
705,691
|
70,562
|
|
|
|
|
Expiration
Date
|
Contracts
|
Exercise
Price
|
Notional
Amount
($000)
|
|
|
Options Purchased (0.1%)
|
||||||
|
Exchange-Traded Options (0.0%)
|
||||||
|
Call Options
|
||||||
|
|
1-Year Mid-Curve on 3-Month SOFR Futures Contracts
|
8/14/2026
|
315
|
$96.13
|
75,702
|
6
|
|
|
5-Year U.S. Treasury Note Futures Contracts
|
8/21/2026
|
96
|
106.00
|
10,176
|
37
|
|
|
5-Year U.S. Treasury Note Futures Contracts
|
8/21/2026
|
192
|
106.50
|
20,448
|
31
|
|
|
10-Year U.S. Treasury Note Futures Contracts
|
8/21/2026
|
73
|
109.00
|
7,957
|
14
|
|
|
10-Year U.S. Treasury Note Futures Contracts
|
10/23/2026
|
96
|
109.00
|
10,464
|
55
|
|
|
|
|
|
|
|
143
|
|
Put Options
|
||||||
|
|
5-Year U.S. Treasury Note Futures Contracts
|
8/21/2026
|
96
|
106.00
|
10,176
|
39
|
|
|
5-Year U.S. Treasury Note Futures Contracts
|
8/21/2026
|
192
|
106.50
|
20,448
|
132
|
|
|
5-Year U.S. Treasury Note Futures Contracts
|
11/20/2026
|
203
|
104.25
|
21,163
|
73
|
|
|
10-Year U.S. Treasury Note Futures Contracts
|
8/21/2026
|
73
|
109.00
|
7,957
|
87
|
|
|
Long U.S. Treasury Bond Futures Contracts
|
8/7/2026
|
67
|
109.00
|
7,303
|
71
|
|
|
|
|
|
|
|
402
|
|
|
|
Counterparty
|
Expiration
Date
|
Exercise
Rate
|
Notional
Amount
on
Underlying
Swap
($000)
|
|
|
Over-the-Counter Swaptions (0.1%)
|
||||||
|
Call Swaptions
|
||||||
|
|
2-Year Interest Rate Swap, Pays SOFR Annually,
Receives 2.500% Annually
|
BANA
|
3/10/2028
|
2.500%
|
71,390
|
110
|
|
|
2-Year Interest Rate Swap, Pays SOFR Annually,
Receives 3.910% Annually
|
JPMC
|
6/24/2027
|
3.910%
|
48,530
|
247
|
|
|
10-Year Interest Rate Swap, Pays SOFR Annually,
Receives 3.350% Annually
|
NGFP
|
10/16/2030
|
3.350%
|
45,900
|
952
|
|
|
10-Year Interest Rate Swap, Pays SOFR Annually,
Receives 4.048% Annually
|
BANA
|
1/29/2027
|
4.048%
|
106,380
|
925
|
|
|
30-Year Interest Rate Swap, Pays SOFR Annually,
Receives 4.338% Annually
|
BMO
|
7/14/2027
|
4.338%
|
12,690
|
463
|
|
|
|
|
|
|
|
2,697
|
|
|
|
Counterparty
|
Expiration
Date
|
Exercise
Rate
|
Notional
Amount
on
Underlying
Swap
($000)
|
Market
Value
($000)
|
|
Put Swaptions
|
||||||
|
|
2-Year Interest Rate Swap, Receives SOFR Annually,
Pays 3.450% Annually
|
JPMC
|
2/5/2027
|
3.450%
|
45,700
|
685
|
|
|
2-Year Interest Rate Swap, Receives SOFR Annually,
Pays 3.500% Annually
|
WFB
|
1/21/2027
|
3.500%
|
46,290
|
651
|
|
|
2-Year Interest Rate Swap, Receives SOFR Annually,
Pays 3.600% Annually
|
JPMC
|
1/20/2028
|
3.600%
|
48,880
|
711
|
|
|
2-Year Interest Rate Swap, Receives SOFR Annually,
Pays 3.910% Annually
|
JPMC
|
6/24/2027
|
3.910%
|
48,530
|
468
|
|
|
2-Year Interest Rate Swap, Receives SOFR Annually,
Pays 4.110% Annually
|
MSBNA
|
8/31/2026
|
4.110%
|
44,840
|
108
|
|
|
10-Year Interest Rate Swap, Receives SOFR Annually,
Pays 4.856% Annually
|
BARC
|
5/22/2028
|
4.856%
|
17,390
|
399
|
|
|
|
Counterparty
|
Expiration
Date
|
Exercise
Rate
|
Notional
Amount
on
Underlying
Swap
($000)
|
Market
Value
($000)
|
|
|
30-Year Interest Rate Swap, Receives SOFR Annually,
Pays 4.338% Annually
|
BMO
|
7/14/2027
|
4.338%
|
12,690
|
804
|
|
|
|
|
|
|
|
3,826
|
|
Total Options Purchased (Cost $6,509)
|
7,068
|
|||||
|
Total Investments (99.6%) (Cost $8,687,644)
|
|
8,551,456
|
||||
|
Other Assets and Liabilities—Net (0.4%)
|
|
31,819
|
||||
|
Net Assets (100%)
|
|
8,583,275
|
||||
|
Cost is in $000.
|
|
1
|
Securities with a value of $523 have been segregated as collateral for open forward
currency contracts and over-the-counter swap contracts.
|
|
2
|
Securities with a value of $39,804 have been segregated as initial margin for open
futures contracts.
|
|
3
|
Securities with a value of $24,046 have been segregated as initial margin for open
centrally cleared swap contracts.
|
|
4
|
Securities with a value of $521 have been segregated as collateral for certain open
To Be Announced (TBA) transactions.
|
|
5
|
The average or expected maturity is shorter than the final maturity shown because
of the possibility of interim principal payments and prepayments or the possibility
of the
issue being called.
|
|
6
|
The issuer was placed under federal conservatorship in September 2008; since that
time, its daily operations have been managed by the Federal Housing Finance Agency
and it receives capital from the U.S. Treasury, as needed to maintain a positive net
worth, in exchange for senior preferred stock.
|
|
7
|
Includes securities purchased on a when-issued or delayed-delivery basis for which
the fund has not taken delivery as of July 31, 2026.
|
|
8
|
Variable-rate security; rate shown is effective rate at period end. Certain variable-rate
securities are not based on a published reference rate and spread but are
determined by the issuer or agent based on current market conditions.
|
|
9
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. Such
securities may be sold in transactions exempt from registration, normally to
qualified institutional buyers. At July 31, 2026, the aggregate value was $2,009,154,
representing 23.4% of net assets.
|
|
10
|
Security value determined using significant unobservable inputs.
|
|
11
|
Face amount denominated in euro.
|
|
12
|
Face amount denominated in British pounds.
|
|
13
|
Face amount denominated in Canadian dollars.
|
|
14
|
Payment-in-kind (PIK) security which may pay interest as additional principal.
|
|
15
|
Face amount denominated in Australian dollars.
|
|
16
|
Guaranteed by the Republic of South Africa.
|
|
17
|
Face amount denominated in Japanese yen.
|
|
18
|
Guaranteed by the Republic of Hungary.
|
|
19
|
Face amount denominated in Peruvian sol.
|
|
20
|
Face amount denominated in South African rand.
|
|
21
|
Face amount denominated in Mexican pesos.
|
|
22
|
Affiliated money market fund available only to Vanguard funds and certain trusts and
accounts managed by Vanguard. Rate shown is the 7-day yield.
|
|
|
1YR—1-year.
|
|
|
3M—3-month.
|
|
|
ARM—Adjustable Rate Mortgage.
|
|
|
BANA—Bank of America, N.A.
|
|
|
BARC—Barclays Bank plc.
|
|
|
BMO—Bank of Montreal.
|
|
|
CDO—Collateralized Debt Obligation.
|
|
|
CLO—Collateralized Loan Obligation.
|
|
|
CMT—Constant Maturing Treasury Rate.
|
|
|
DAC—Designated Activity Company.
|
|
|
EURIBOR12M—Euro Interbank Offered Rate 12-Month.
|
|
|
GO—General Obligation Bond.
|
|
|
JPMC—JPMorgan Chase Bank, N.A.
|
|
|
MSBNA—Morgan Stanley Bank, N.A.
|
|
|
NGFP—Normura Global Financial Products Inc.
|
|
|
REIT—Real Estate Investment Trust.
|
|
|
REMICS—Real Estate Mortgage Investment Conduits.
|
|
|
RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year.
|
|
|
SOFR—Secured Overnight Financing Rate.
|
|
|
SOFR30A—30 Day Average Secured Overnight Financing Rate.
|
|
|
TSFR12M—CME Term Secured Overnight Financing Rate 12-Month.
|
|
|
TSFR1M—CME Term Secured Overnight Financing Rate 1-Month.
|
|
|
TSFR3M—CME Term Secured Overnight Financing Rate 3-Month.
|
|
|
TSFR6M—CME Term Secured Overnight Financing Rate 6-Month.
|
|
|
UMBS—Uniform Mortgage-Backed Securities.
|
|
|
WFB—Wells Fargo Bank N.A.
|
|
Options Written
|
|
|
Expiration
Date
|
Contracts
|
Exercise
Price
|
Notional
Amount
($000)
|
Market
Value
($000)
|
|
Exchange-Traded Options
|
|
|
|
|
|
|
Call Options
|
|
|
|
|
|
|
2-Year Mid-Curve on 3-Month SOFR Futures Contracts
|
8/14/2026
|
(315
)
|
$96.31
|
(75,844
)
|
(2
)
|
|
10-Year U.S. Treasury Note Futures Contracts
|
10/23/2026
|
(96
)
|
111.00
|
(10,656
)
|
(16
)
|
|
|
|
|
|
|
(18
)
|
|
Put Options
|
|
|
|
|
|
|
5-Year U.S. Treasury Note Futures Contracts
|
11/20/2026
|
(102
)
|
106.00
|
(10,812
)
|
(95
)
|
|
Long U.S. Treasury Bond Futures Contracts
|
8/7/2026
|
(67
)
|
107.50
|
(7,203
)
|
(31
)
|
|
|
|
|
|
|
(126
)
|
|
|
Counterparty
|
Expiration
Date
|
Exercise
Rate
|
Notional
Amount on
Underlying
Swap
($000)
|
Market
Value
($000)
|
|
Over-the-Counter Swaptions
|
|||||
|
Call Swaptions
|
|||||
|
2-Year Interest Rate Swap, Receives SOFR Annually, Pays 1.500% Annually
|
BANA
|
3/10/2028
|
1.500%
|
114,224
|
(50
)
|
|
2-Year Interest Rate Swap, Receives SOFR Annually, Pays 2.910% Annually
|
JPMC
|
6/24/2027
|
2.910%
|
82,500
|
(97
)
|
|
10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.608% Annually
|
NGFP
|
10/16/2035
|
3.608%
|
38,700
|
(1,564
)
|
|
10-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.200% Annually
|
BMO
|
7/14/2027
|
4.200%
|
24,370
|
(498
)
|
|
|
|
|
|
|
(2,209
)
|
|
Put Swaptions
|
|||||
|
2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually
|
JPMC
|
2/5/2027
|
3.750%
|
91,400
|
(947
)
|
|
2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually
|
WFB
|
1/21/2027
|
3.750%
|
92,580
|
(943
)
|
|
2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.850% Annually
|
JPMC
|
1/20/2028
|
3.850%
|
48,880
|
(564
)
|
|
2-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.100% Annually
|
JPMC
|
1/20/2028
|
4.100%
|
48,880
|
(439
)
|
|
2-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.910% Annually
|
JPMC
|
6/24/2027
|
4.910%
|
82,500
|
(208
)
|
|
5-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.110% Annually
|
MSBNA
|
8/31/2026
|
4.110%
|
19,140
|
(107
)
|
|
10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.200% Annually
|
BMO
|
7/14/2027
|
4.200%
|
24,370
|
(798
)
|
|
10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.648% Annually
|
BANA
|
1/29/2027
|
4.648%
|
106,380
|
(1,024
)
|
|
10-Year Interest Rate Swap, Pays SOFR Annually, Receives 5.327% Annually
|
BARC
|
5/21/2036
|
5.327%
|
17,390
|
(1,207
)
|
|
|
|
|
|
|
(6,237
)
|
|
|
|
|
|
|
(8,446
)
|
|
Total Options Written (Premiums Received $7,116)
|
(8,590
)
|
||||
|
BANA—Bank of America, N.A.
|
|
BARC—Barclays Bank plc.
|
|
BMO—Bank of Montreal.
|
|
JPMC—JPMorgan Chase Bank, N.A.
|
|
MSBNA—Morgan Stanley Bank, N.A.
|
|
NGFP—Normura Global Financial Products Inc.
|
|
WFB—Wells Fargo Bank N.A.
|
|
Futures Contracts
|
||||
|
|
|
|
($000)
|
|
|
|
Expiration
|
Number of
Long (Short)
Contracts
|
Notional
Amount
|
Value and
Unrealized
Appreciation
(Depreciation)
|
|
Long Futures Contracts
|
||||
|
2-Year U.S. Treasury Note
|
September 2026
|
3,300
|
678,511
|
(1,357
)
|
|
5-Year U.S. Treasury Note
|
September 2026
|
5,133
|
543,978
|
(3,864
)
|
|
10-Year U.S. Treasury Note
|
September 2026
|
1,977
|
213,516
|
(929
)
|
|
Long U.S. Treasury Bond
|
September 2026
|
1,335
|
144,597
|
(4,969
)
|
|
Ultra Long U.S. Treasury Bond
|
September 2026
|
1,442
|
158,170
|
(7,366
)
|
|
|
|
|
|
(18,485
)
|
|
|
||||
|
Short Futures Contracts
|
||||
|
10-Year Government of Canada Bond
|
September 2026
|
(384
)
|
(32,537
)
|
305
|
|
10-Year Japanese Government Bond
|
September 2026
|
(137
)
|
(109,416
)
|
251
|
|
Euro-Bobl
|
September 2026
|
(1,119
)
|
(146,896
)
|
970
|
|
Euro-BTP
|
September 2026
|
(988
)
|
(132,411
)
|
1,354
|
|
Euro-Buxl
|
September 2026
|
(836
)
|
(102,014
)
|
1,883
|
|
Euro-OAT
|
September 2026
|
(587
)
|
(79,285
)
|
1,243
|
|
Euro-Schatz
|
September 2026
|
(851
)
|
(103,486
)
|
173
|
|
Long Gilt
|
September 2026
|
(204
)
|
(23,780
)
|
221
|
|
Ultra 10-Year U.S. Treasury Note
|
September 2026
|
(155
)
|
(17,004
)
|
132
|
|
|
|
|
|
6,532
|
|
|
|
|
|
(11,953
)
|
|
Forward Currency Contracts
|
|||||||
|
|
Contract
Settlement
Date
|
Contract Amount (000)
|
Unrealized
Appreciation
($000)
|
Unrealized
(Depreciation)
($000)
|
|||
|
Counterparty
|
|
Receive
|
|
Deliver
|
|||
|
Toronto-Dominion Bank
|
9/16/2026
|
AUD
|
948
|
USD
|
667
|
—
|
—
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
EUR
|
79,763
|
USD
|
91,460
|
681
|
—
|
|
Wells Fargo Bank N.A.
|
9/16/2026
|
EUR
|
29,700
|
USD
|
34,022
|
286
|
—
|
|
HSBC Bank plc
|
9/16/2026
|
EUR
|
10,340
|
USD
|
11,826
|
119
|
—
|
|
State Street Bank & Trust Co.
|
9/17/2026
|
EUR
|
8,595
|
USD
|
10,000
|
—
|
(71
)
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
EUR
|
7,406
|
USD
|
8,588
|
—
|
(33
)
|
|
Royal Bank of Canada
|
9/17/2026
|
EUR
|
4,413
|
USD
|
5,040
|
58
|
—
|
|
Royal Bank of Canada
|
9/16/2026
|
EUR
|
4,035
|
USD
|
4,613
|
48
|
—
|
|
JPMorgan Chase Bank, N.A.
|
9/16/2026
|
EUR
|
1,452
|
USD
|
1,680
|
—
|
(3
)
|
|
JPMorgan Chase Bank, N.A.
|
9/16/2026
|
EUR
|
985
|
USD
|
1,130
|
9
|
—
|
|
Wells Fargo Bank N.A.
|
9/16/2026
|
GBP
|
8,948
|
USD
|
12,019
|
41
|
—
|
|
Bank of Montreal
|
9/16/2026
|
GBP
|
8,441
|
USD
|
11,171
|
204
|
—
|
|
UBS AG
|
9/17/2026
|
MXN
|
644
|
USD
|
37
|
—
|
—
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
USD
|
11,407
|
AUD
|
16,274
|
—
|
(35
)
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
USD
|
3,325
|
CAD
|
4,639
|
10
|
—
|
|
Toronto-Dominion Bank
|
9/16/2026
|
USD
|
499
|
CAD
|
691
|
5
|
—
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
USD
|
72
|
CAD
|
102
|
—
|
—
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
USD
|
2,520
|
CZK
|
52,570
|
16
|
—
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
EUR
|
502
|
CZK
|
12,186
|
—
|
—
|
|
Wells Fargo Bank N.A.
|
9/16/2026
|
USD
|
569,139
|
EUR
|
491,274
|
1,631
|
—
|
|
Wells Fargo Bank N.A.
|
9/16/2026
|
USD
|
43,824
|
EUR
|
38,247
|
—
|
(359
)
|
|
Royal Bank of Canada
|
9/16/2026
|
USD
|
19,210
|
EUR
|
16,841
|
—
|
(244
)
|
|
HSBC Bank plc
|
9/16/2026
|
USD
|
14,554
|
EUR
|
12,584
|
17
|
—
|
|
Forward Currency Contracts (continued)
|
|||||||
|
|
Contract
Settlement
Date
|
Contract Amount (000)
|
Unrealized
Appreciation
($000)
|
Unrealized
(Depreciation)
($000)
|
|||
|
Counterparty
|
|
Receive
|
|
Deliver
|
|||
|
Royal Bank of Canada
|
9/16/2026
|
USD
|
13,950
|
EUR
|
11,981
|
110
|
—
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
USD
|
13,448
|
EUR
|
11,686
|
—
|
(51
)
|
|
JPMorgan Chase Bank, N.A.
|
9/16/2026
|
USD
|
11,099
|
EUR
|
9,739
|
—
|
(152
)
|
|
JPMorgan Chase Bank, N.A.
|
9/16/2026
|
USD
|
10,038
|
EUR
|
8,627
|
73
|
—
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
USD
|
4,823
|
EUR
|
4,163
|
14
|
—
|
|
Toronto-Dominion Bank
|
9/17/2026
|
USD
|
2,482
|
EUR
|
2,172
|
—
|
(29
)
|
|
State Street Bank & Trust Co.
|
9/17/2026
|
USD
|
1,009
|
EUR
|
867
|
7
|
—
|
|
Toronto-Dominion Bank
|
9/16/2026
|
USD
|
414
|
EUR
|
363
|
—
|
(5
)
|
|
State Street Bank & Trust Co.
|
9/17/2026
|
USD
|
343
|
EUR
|
300
|
—
|
(4
)
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
USD
|
39,437
|
GBP
|
29,450
|
—
|
(252
)
|
|
Wells Fargo Bank N.A.
|
9/16/2026
|
USD
|
25,645
|
GBP
|
19,188
|
—
|
(214
)
|
|
Royal Bank of Canada
|
9/16/2026
|
USD
|
7,583
|
GBP
|
5,662
|
—
|
(48
)
|
|
Toronto-Dominion Bank
|
9/16/2026
|
USD
|
722
|
GBP
|
535
|
—
|
—
|
|
JPMorgan Chase Bank, N.A.
|
9/16/2026
|
USD
|
372
|
GBP
|
279
|
—
|
(4
)
|
|
Bank of Montreal
|
9/16/2026
|
USD
|
122
|
HUF
|
37,663
|
3
|
—
|
|
Wells Fargo Bank N.A.
|
9/16/2026
|
USD
|
16,794
|
JPY
|
2,665,312
|
—
|
(16
)
|
|
Wells Fargo Bank N.A.
|
9/17/2026
|
USD
|
41,728
|
MXN
|
731,614
|
—
|
(353
)
|
|
Toronto-Dominion Bank
|
9/17/2026
|
USD
|
15,390
|
MXN
|
267,011
|
31
|
—
|
|
State Street Bank & Trust Co.
|
9/17/2026
|
USD
|
621
|
MXN
|
10,756
|
2
|
—
|
|
HSBC Bank plc
|
9/17/2026
|
USD
|
193
|
MXN
|
3,338
|
1
|
—
|
|
Wells Fargo Bank N.A.
|
9/17/2026
|
USD
|
116
|
MXN
|
2,014
|
—
|
—
|
|
State Street Bank & Trust Co.
|
9/17/2026
|
USD
|
56
|
MXN
|
974
|
—
|
—
|
|
Wells Fargo Bank N.A.
|
9/16/2026
|
USD
|
5,145
|
PEN
|
17,820
|
—
|
(90
)
|
|
Royal Bank of Canada
|
9/16/2026
|
USD
|
1,558
|
PLN
|
5,701
|
32
|
—
|
|
HSBC Bank plc
|
9/16/2026
|
AUD
|
234
|
PLN
|
607
|
2
|
—
|
|
State Street Bank & Trust Co.
|
9/16/2026
|
USD
|
12,410
|
ZAR
|
207,310
|
—
|
(95
)
|
|
|
|
|
|
|
|
3,400
|
(2,058
)
|
|
AUD—Australian dollar.
|
|
CAD—Canadian dollar.
|
|
CZK—Czech koruna.
|
|
EUR—euro.
|
|
GBP—British pound.
|
|
HUF—Hungarian forint.
|
|
JPY—Japanese yen.
|
|
MXN—Mexican peso.
|
|
PEN—Peruvian sol.
|
|
PLN—Polish zloty.
|
|
USD—U.S. dollar.
|
|
ZAR—South African rand.
|
|
Centrally Cleared Credit Default Swaps
|
||||||
|
Reference Entity
|
Termination
Date
|
|
Notional
Amount
($000)
|
Periodic
Premium
Received
(Paid)1
(%)
|
Value
($000)
|
Unrealized
Appreciation
(Depreciation)
($000)
|
|
Credit Protection Sold
|
|
|
|
|
|
|
|
Republic of Indonesia
|
6/20/2031
|
USD
|
15,845
|
1.000
|
63
|
49
|
|
Republic of the Philippines
|
6/20/2031
|
USD
|
11,212
|
1.000
|
168
|
37
|
|
Republic of Turkiye
|
6/20/2031
|
USD
|
12,686
|
1.000
|
(710
)
|
265
|
|
|
|
|
|
|
|
351
|
|
|
||||||
|
Credit Protection Purchased
|
|
|
|
|
|
|
|
CDX-NA-IG-S46-V1
|
6/20/2031
|
USD
|
409,640
|
(1.000
)
|
(8,933
)
|
(645
)
|
|
Republic of Colombia
|
6/20/2031
|
USD
|
8,467
|
(1.000
)
|
157
|
(274
)
|
|
|
|
|
|
|
|
(919
)
|
|
|
|
|
|
|
|
(568
)
|
|
1Periodic premium received/(paid) quarterly.
|
|
USD—U.S. dollar.
|
|
Over-the-Counter Credit Default Swaps
|
||||||||
|
Reference
Entity
|
Termination
Date
|
Counterparty
|
Notional
Amount
($000)
|
Periodic
Premium
Received
(Paid)1
(%)
|
Value
($000)
|
Remaining
Up-Front
Premium
Paid
(Received)
($000)
|
Unrealized
Appreciation
($000)
|
Unrealized
(Depreciation)
($000)
|
|
Credit Protection Sold/Moody's Rating
|
|
|
|
|
|
|
||
|
Republic of Turkiye/Ba3
|
6/20/2027
|
BANA
|
6,920
|
1.000
|
12
|
(73
)
|
85
|
—
|
|
Credit Protection Purchased
|
|
|
|
|
|
|
||
|
Telefonica Europe BV
|
12/20/2030
|
MSBNA
|
4,300
2
|
(1.000
)
|
(89
)
|
(72
)
|
—
|
(17
)
|
|
|
|
|
|
|
(77
)
|
(145
)
|
85
|
(17
)
|
|
1Periodic premium received/(paid) quarterly.
|
|
2Notional amount denominated in euro.
|
|
BANA—Bank of America, N.A.
|
|
MSBNA—Morgan Stanley Bank, N.A.
|
|
Centrally Cleared Interest Rate Swaps
|
||||||
|
Termination Date
|
Future
Effective
Date
|
Notional
Amount
(000)
|
Interest
Rate
Received
(%)
|
Interest
Rate
(Paid)
(%)
|
Value
($000)
|
Unrealized
Appreciation
(Depreciation)
($000)
|
|
4/29/2027
|
N/A
|
20,319
1
|
0.000
2
|
(3.455
)3
|
(29
)
|
(29
)
|
|
4/30/2027
|
N/A
|
40,639
1
|
0.000
2
|
(3.480
)3
|
(69
)
|
(69
)
|
|
4/30/2027
|
N/A
|
20,319
1
|
0.000
2
|
(3.535
)3
|
(45
)
|
(45
)
|
|
5/5/2027
|
N/A
|
30,479
1
|
0.000
2
|
(3.425
)3
|
(59
)
|
(59
)
|
|
5/5/2027
|
N/A
|
20,319
1
|
0.000
2
|
(3.424
)3
|
(39
)
|
(39
)
|
|
5/6/2027
|
N/A
|
20,319
1
|
0.000
2
|
(3.412
)3
|
(41
)
|
(41
)
|
|
5/8/2027
|
N/A
|
21,335
1
|
0.000
2
|
(3.282
)3
|
(24
)
|
(24
)
|
|
5/8/2027
|
N/A
|
20,319
1
|
0.000
2
|
(3.300
)3
|
(27
)
|
(27
)
|
|
5/8/2027
|
N/A
|
20,319
1
|
0.000
2
|
(3.294
)3
|
(25
)
|
(25
)
|
|
6/15/2027
|
N/A
|
170,000
1
|
3.935
4
|
(3.660
)5
|
(102
)
|
(121
)
|
|
5/3/2028
|
N/A
|
1,248,170
6
|
6.500
7
|
(7.355
)8
|
(385
)
|
(385
)
|
|
Centrally Cleared Interest Rate Swaps (continued)
|
||||||
|
Termination Date
|
Future
Effective
Date
|
Notional
Amount
(000)
|
Interest
Rate
Received
(%)
|
Interest
Rate
(Paid)
(%)
|
Value
($000)
|
Unrealized
Appreciation
(Depreciation)
($000)
|
|
5/8/2028
|
N/A
|
1,248,170
6
|
7.167
8
|
(6.512
)7
|
186
|
186
|
|
6/15/2028
|
N/A
|
90,000
1
|
3.660
5
|
(4.012
)4
|
144
|
185
|
|
6/16/2028
|
6/16/2027
9
|
88,514,270
10
|
0.000
11
|
(4.910
)3
|
91
|
91
|
|
6/30/2028
|
10/5/2026
9
|
101,200
1
|
0.000
5
|
(4.012
)4
|
236
|
236
|
|
10/8/2028
|
10/8/2026
9
|
17,874,900
12
|
0.000
13
|
(1.546
)4
|
313
|
313
|
|
1/2/2029
|
N/A
|
113,672
14
|
12.804
3
|
(14.150
)15
|
(897
)
|
(896
)
|
|
1/2/2029
|
N/A
|
72,509
14
|
14.171
3
|
(14.150
)15
|
42
|
42
|
|
1/2/2029
|
N/A
|
56,709
14
|
14.150
15
|
(14.175
)3
|
(34
)
|
(34
)
|
|
6/10/2029
|
N/A
|
60,000
1
|
3.994
4
|
(3.660
)5
|
(183
)
|
(183
)
|
|
6/10/2029
|
N/A
|
5,145
1
|
3.660
5
|
(4.005
)4
|
14
|
14
|
|
6/10/2029
|
N/A
|
5,145
1
|
3.660
5
|
(4.000
)4
|
15
|
15
|
|
6/10/2029
|
N/A
|
5,145
1
|
3.660
5
|
(3.988
)4
|
16
|
16
|
|
6/12/2029
|
N/A
|
10,290
1
|
3.660
5
|
(3.975
)4
|
37
|
37
|
|
9/19/2029
|
9/16/2026
9
|
105,570
16
|
2.940
17
|
(0.000
)18
|
(167
)
|
(173
)
|
|
9/18/2030
|
N/A
|
1,000,000
19
|
3.589
4
|
(3.590
)20
|
(744
)
|
(728
)
|
|
11/30/2030
|
10/5/2026
9
|
101,500
1
|
0.000
5
|
(3.896
)4
|
937
|
925
|
|
11/30/2030
|
10/5/2026
9
|
22,700
1
|
0.000
5
|
(3.895
)4
|
211
|
211
|
|
4/24/2031
|
N/A
|
115,520
21
|
7.000
22
|
(7.508
)23
|
49
|
49
|
|
4/28/2031
|
N/A
|
35,850
24
|
3.900
25
|
(4.425
)4
|
(31
)
|
(31
)
|
|
4/29/2031
|
N/A
|
209,650
21
|
6.992
22
|
(7.705
)23
|
(9
)
|
(9
)
|
|
4/30/2031
|
N/A
|
390,052
6
|
6.500
7
|
(7.975
)8
|
(204
)
|
(204
)
|
|
5/1/2031
|
N/A
|
184,728
6
|
6.500
7
|
(7.945
)8
|
(84
)
|
(84
)
|
|
6/5/2031
|
N/A
|
24,846,110
10
|
4.440
26
|
(5.005
)17
|
174
|
174
|
|
6/10/2031
|
N/A
|
38,000
1
|
3.660
5
|
(3.991
)4
|
224
|
224
|
|
6/29/2031
|
6/29/2029
9
|
85,500
1
|
3.795
4
|
(0.000
)5
|
(525
)
|
(525
)
|
|
9/17/2031
|
9/16/2026
9
|
40,110
27
|
2.690
4
|
(0.000
)28
|
(272
)
|
(250
)
|
|
4/2/2032
|
4/2/2027
9
|
21,350
1
|
3.650
4
|
(0.000
)5
|
(495
)
|
(495
)
|
|
5/31/2033
|
9/30/2026
9
|
30,500
1
|
3.956
4
|
(0.000
)5
|
(422
)
|
(422
)
|
|
5/31/2033
|
9/30/2026
9
|
29,600
1
|
4.020
4
|
(0.000
)5
|
(300
)
|
(300
)
|
|
5/31/2033
|
9/30/2026
9
|
28,000
1
|
4.050
4
|
(0.000
)5
|
(236
)
|
(236
)
|
|
7/13/2033
|
7/13/2031
9
|
5,507
1
|
4.160
4
|
(0.000
)5
|
(16
)
|
(16
)
|
|
7/29/2033
|
7/29/2031
9
|
11,029
1
|
4.244
4
|
(0.000
)5
|
(18
)
|
(18
)
|
|
9/19/2035
|
N/A
|
68,920
24
|
3.820
25
|
(4.400
)4
|
(65
)
|
(56
)
|
|
2/15/2036
|
9/30/2026
9
|
60,500
1
|
0.000
5
|
(4.073
)4
|
982
|
991
|
|
2/15/2036
|
9/30/2026
9
|
11,600
1
|
4.227
4
|
(0.000
)5
|
(51
)
|
(51
)
|
|
2/15/2036
|
9/30/2026
9
|
11,300
1
|
0.000
5
|
(4.048
)4
|
205
|
205
|
|
4/28/2036
|
N/A
|
340,120
6
|
6.512
7
|
(8.180
)8
|
98
|
98
|
|
6/30/2036
|
6/30/2031
9
|
77,900
1
|
0.000
5
|
(4.091
)4
|
1,094
|
1,094
|
|
7/13/2036
|
7/13/2033
9
|
8,118
1
|
0.000
5
|
(4.385
)4
|
33
|
33
|
|
7/29/2036
|
7/29/2033
9
|
16,288
1
|
0.000
5
|
(4.449
)4
|
45
|
45
|
|
2/2/2037
|
2/2/2027
9
|
58,690
1
|
0.000
5
|
(4.348
)4
|
—
|
—
|
|
2/2/2037
|
2/2/2027
9
|
29,345
1
|
4.344
4
|
(0.000
)5
|
—
|
—
|
|
4/2/2037
|
4/2/2027
9
|
11,790
1
|
0.000
5
|
(3.924
)4
|
392
|
392
|
|
10/18/2040
|
10/18/2030
9
|
18,400
1
|
0.000
5
|
(4.100
)4
|
638
|
638
|
|
1/22/2041
|
1/22/2031
9
|
3,240
1
|
4.517
4
|
(0.000
)5
|
(26
)
|
(26
)
|
|
5/27/2041
|
5/27/2031
9
|
2,800
1
|
4.588
4
|
(0.000
)5
|
(14
)
|
(14
)
|
|
7/9/2041
|
7/9/2036
9
|
15,000
1
|
0.000
5
|
(4.703
)4
|
94
|
94
|
|
7/10/2041
|
7/10/2036
9
|
15,000
1
|
0.000
5
|
(4.710
)4
|
91
|
91
|
|
7/13/2041
|
7/13/2036
9
|
2,863
1
|
4.711
4
|
(0.000
)5
|
(17
)
|
(17
)
|
|
7/29/2041
|
7/29/2036
9
|
5,766
1
|
4.758
4
|
(0.000
)5
|
(27
)
|
(27
)
|
|
Centrally Cleared Interest Rate Swaps (continued)
|
||||||
|
Termination Date
|
Future
Effective
Date
|
Notional
Amount
(000)
|
Interest
Rate
Received
(%)
|
Interest
Rate
(Paid)
(%)
|
Value
($000)
|
Unrealized
Appreciation
(Depreciation)
($000)
|
|
5/15/2044
|
9/30/2026
9
|
15,500
1
|
4.444
4
|
(0.000
)5
|
(145
)
|
(145
)
|
|
10/18/2045
|
10/18/2035
9
|
20,400
1
|
4.358
4
|
(0.000
)5
|
(596
)
|
(596
)
|
|
1/22/2046
|
1/22/2036
9
|
3,990
1
|
0.000
5
|
(4.781
)4
|
27
|
27
|
|
6/25/2046
|
6/25/2036
9
|
26,230
1
|
4.470
4
|
(0.000
)5
|
(606
)
|
(606
)
|
|
7/9/2046
|
7/9/2041
9
|
17,500
1
|
4.691
4
|
(0.000
)5
|
(88
)
|
(88
)
|
|
7/9/2046
|
N/A
|
5,956
27
|
2.184
28
|
(3.094
)4
|
147
|
147
|
|
7/10/2046
|
7/10/2041
9
|
17,500
1
|
4.698
4
|
(0.000
)5
|
(85
)
|
(85
)
|
|
7/20/2056
|
N/A
|
1,650
1
|
3.660
5
|
(4.235
)4
|
70
|
70
|
|
|
|
|
|
|
(597
)
|
(536
)
|
|
1Notional amount denominated in U.S. dollar.
|
|
2Zero-coupon. Based on the return of US Consumer Price Index for All Urban Consumers
(USCPIU). Interest payment received/(paid) at maturity.
|
|
3Interest payment received/(paid) at maturity.
|
|
4Interest payment received/(paid) annually.
|
|
5Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date.
Interest payment received/(paid) annually.
|
|
6Notional amount denominated in Mexican pesos.
|
|
7Based on Mexican Interbank Equilibrium Interest Rate Overnight Index Swap (TIIEOIS)
as of the most recent reset date. Interest payment received/(paid) every 28 days.
|
|
8Interest payment received/(paid) every 28 days.
|
|
9Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty
agree to make periodic net payments beginning on a specified future effective
date.
|
|
10Notional amount denominated in Chilean peso.
|
|
11Based on Sinacofi Chile Interbank Rate Average (CLICP) as of the most recent reset
date. Interest payment received/(paid) at maturity.
|
|
12Notional amount denominated in Japanese yen.
|
|
13Based on Tokyo Overnight Average Rate (TONAR) as of the most recent reset date. Interest
payment received/(paid) annually.
|
|
14Notional amount denominated in Brazilian real.
|
|
15Based on Overnight Brazil CETIP Interbank Deposit Rate as of the most recent reset
date. Interest payment received/(paid) at maturity.
|
|
16Notional amount denominated in Canadian dollar.
|
|
17Interest payment received/(paid) semi-annually.
|
|
18Based on Canadian Overnight Repo Rate Average (CORRA) as of the most recent reset
date. Interest payment received/(paid) semi-annually.
|
|
19Notional amount denominated in Czech koruna.
|
|
20Based on 6-month Prague Interbank Offered Rate (PRIBOR) as of the most recent reset
date. Interest payment received/(paid) semi-annually.
|
|
21Notional amount denominated in South African rand.
|
|
22Based on Johannesburg Interbank Agreed Rate (JIBAR) as of the most recent reset date.
Interest payment received/(paid) quarterly.
|
|
23Interest payment received/(paid) quarterly.
|
|
24Notional amount denominated in Polish zloty.
|
|
25Based on 6-month Warsaw Interbank Offered Rate (WIBOR) as of the most recent reset
date. Interest payment received/(paid) semi-annually.
|
|
26Based on Sinacofi Chile Interbank Rate Average (CLICP) as of the most recent reset
date. Interest payment received/(paid) semi-annually.
|
|
27Notional amount denominated in euro.
|
|
28Based on Euro Short Term Rate (ESTR) as of the most recent reset date. Interest payment
received/(paid) annually.
|
|
|
Level 1
($000)
|
Level 2
($000)
|
Level 3
($000)
|
Total
($000)
|
|
Investments
|
|
|
|
|
|
Assets
|
|
|
|
|
|
U.S. Government and Agency Obligations
|
—
|
2,939,513
|
—
|
2,939,513
|
|
Asset-Backed/Commercial Mortgage-Backed Securities
|
—
|
1,285,660
|
1,630
|
1,287,290
|
|
Corporate Bonds
|
—
|
2,544,327
|
—
|
2,544,327
|
|
Floating Rate Loan Interests
|
—
|
35,338
|
—
|
35,338
|
|
Sovereign Bonds
|
—
|
1,613,462
|
—
|
1,613,462
|
|
Taxable Municipal Bonds
|
—
|
53,896
|
—
|
53,896
|
|
Temporary Cash Investments
|
70,562
|
—
|
—
|
70,562
|
|
Options Purchased
|
545
|
6,523
|
—
|
7,068
|
|
Total
|
71,107
|
8,478,719
|
1,630
|
8,551,456
|
|
|
|
|
|
|
|
Derivative Financial Instruments
|
|
|
|
|
|
Assets
|
|
|
|
|
|
Futures Contracts1
|
6,532
|
—
|
—
|
6,532
|
|
Forward Currency Contracts
|
—
|
3,400
|
—
|
3,400
|
|
Swap Contracts1
|
—
|
7,079
|
—
|
7,079
|
|
Total
|
6,532
|
10,479
|
—
|
17,011
|
|
Liabilities
|
|
|
|
|
|
Options Written
|
(144)
|
(8,446)
|
—
|
(8,590)
|
|
Futures Contracts1
|
(18,485)
|
—
|
—
|
(18,485)
|
|
Forward Currency Contracts
|
—
|
(2,058)
|
—
|
(2,058)
|
|
Swap Contracts1
|
—
|
(8,115)
|
—
|
(8,115)
|
|
Total
|
(18,629)
|
(18,619)
|
—
|
(37,248)
|
|
1
|
Includes cumulative appreciation (depreciation) on futures contracts and centrally
cleared swaps, if any, as reported in the Schedule of Investments.
|
|||