|
|
|
|
|
|
Shares
|
Market
Value
($000)
|
|
Common Stocks (65.8%)
|
||||||
|
Communication Services (6.5%)
|
||||||
|
|
Alphabet Inc. Class A
|
12,758,972
|
4,329,757
|
|||
|
|
Meta Platforms Inc. Class A
|
4,174,967
|
2,389,501
|
|||
|
|
Walt Disney Co.
|
5,963,570
|
641,382
|
|||
|
*
|
Spotify Technology SA
|
1,165,627
|
633,658
|
|||
|
|
|
|
|
|
|
7,994,298
|
|
Consumer Discretionary (6.5%)
|
||||||
|
*
|
Amazon.com Inc.
|
16,297,352
|
4,233,563
|
|||
|
|
Home Depot Inc.
|
2,404,984
|
788,426
|
|||
|
|
Marriott International Inc. Class A
|
2,182,739
|
745,973
|
|||
|
|
Yum! Brands Inc.
|
4,820,760
|
739,071
|
|||
|
*
|
Tesla Inc.
|
1,730,696
|
636,809
|
|||
|
|
Ross Stores Inc.
|
2,449,878
|
559,895
|
|||
|
|
TJX Cos. Inc.
|
1,667,470
|
223,291
|
|||
|
|
|
|
|
|
|
7,927,028
|
|
Consumer Staples (2.7%)
|
||||||
|
|
Coca-Cola Co.
|
10,910,949
|
967,474
|
|||
|
*
|
US Foods Holding Corp.
|
8,427,566
|
883,546
|
|||
|
|
Philip Morris International Inc.
|
4,008,170
|
750,730
|
|||
|
|
British American Tobacco plc
|
9,562,435
|
531,325
|
|||
|
|
Archer-Daniels-Midland Co.
|
2,697,112
|
219,248
|
|||
|
|
|
|
|
|
|
3,352,323
|
|
Energy (2.4%)
|
||||||
|
|
Devon Energy Corp.
|
23,114,235
|
1,121,272
|
|||
|
|
Targa Resources Corp.
|
3,248,853
|
954,026
|
|||
|
|
Phillips 66
|
2,205,321
|
543,788
|
|||
|
|
Cheniere Energy Inc.
|
852,540
|
248,677
|
|||
|
|
|
|
|
|
|
2,867,763
|
|
Financials (7.5%)
|
||||||
|
|
Blackrock Inc.
|
1,613,066
|
1,864,075
|
|||
|
*
|
Berkshire Hathaway Inc. Class B
|
3,084,823
|
1,554,843
|
|||
|
|
Mastercard Inc. Class A
|
2,518,149
|
1,483,971
|
|||
|
|
UBS Group AG (Registered)
|
26,223,015
|
1,435,880
|
|||
|
|
Nasdaq Inc.
|
9,193,836
|
906,604
|
|||
|
|
Fifth Third Bancorp
|
11,190,159
|
601,695
|
|||
|
|
Bank of New York Mellon Corp.
|
3,503,821
|
565,096
|
|||
|
|
JPMorgan Chase & Co.
|
1,265,889
|
450,682
|
|||
|
|
American International Group Inc.
|
4,018,465
|
306,850
|
|||
|
|
|
|
|
|
|
9,169,696
|
|
Health Care (5.9%)
|
||||||
|
|
Merck & Co. Inc.
|
7,603,992
|
1,123,566
|
|||
|
|
Eli Lilly & Co.
|
825,468
|
954,844
|
|||
|
|
Stryker Corp.
|
2,106,505
|
682,086
|
|||
|
*
|
Mettler-Toledo International Inc.
|
455,118
|
639,505
|
|||
|
|
CVS Health Corp.
|
6,681,726
|
627,481
|
|||
|
|
UnitedHealth Group Inc.
|
1,539,597
|
599,534
|
|||
|
|
Cardinal Health Inc.
|
2,166,875
|
508,392
|
|||
|
|
Cencora Inc.
|
1,554,508
|
503,039
|
|||
|
|
GSK plc ADR
|
9,498,942
|
477,322
|
|||
|
|
HCA Healthcare Inc.
|
1,118,968
|
463,756
|
|||
|
*
|
Moderna Inc.
|
2,296,120
|
322,237
|
|||
|
*
|
Centene Corp.
|
4,396,372
|
282,863
|
|||
|
|
|
|
|
|
|
7,184,625
|
|
Industrials (4.7%)
|
||||||
|
|
GE Aerospace
|
2,938,160
|
986,370
|
|||
|
|
Eaton Corp. plc
|
2,160,374
|
868,211
|
|||
|
|
Johnson Controls International plc
|
6,259,588
|
865,325
|
|||
|
|
Northrop Grumman Corp.
|
1,360,801
|
734,424
|
|||
|
|
WW Grainger Inc.
|
451,953
|
591,828
|
|||
|
|
Ferguson Enterprises Inc.
|
2,586,429
|
580,679
|
|||
|
|
PACCAR Inc.
|
3,236,428
|
401,738
|
|||
|
|
|
|
|
|
Shares
|
Market
Value
($000)
|
|
|
Deere & Co.
|
593,955
|
388,987
|
|||
|
*
|
Honeywell Aerospace Inc.
|
1,737,282
|
274,682
|
|||
|
|
|
|
|
|
|
5,692,244
|
|
Information Technology (24.7%)
|
||||||
|
|
NVIDIA Corp.
|
29,897,060
|
6,600,673
|
|||
|
|
Microsoft Corp.
|
11,025,736
|
5,593,246
|
|||
|
|
Apple Inc.
|
16,662,952
|
5,279,656
|
|||
|
|
Broadcom Inc.
|
6,995,239
|
2,590,617
|
|||
|
*
|
Intel Corp.
|
14,475,681
|
1,295,718
|
|||
|
|
Micron Technology Inc.
|
1,344,103
|
1,288,632
|
|||
|
|
Amphenol Corp. Class A
|
5,866,941
|
930,203
|
|||
|
|
Texas Instruments Inc.
|
3,031,329
|
790,904
|
|||
|
*
|
Cadence Design Systems Inc.
|
2,137,621
|
724,183
|
|||
|
*
|
Advanced Micro Devices Inc.
|
1,423,864
|
670,241
|
|||
|
*
|
Snowflake Inc. Class A
|
1,833,685
|
607,738
|
|||
|
|
Corning Inc.
|
3,482,525
|
517,956
|
|||
|
|
ASML Holding NV (Registered) ADR
|
300,267
|
509,256
|
|||
|
|
Dell Technologies Inc. Class C
|
997,796
|
455,005
|
|||
|
|
Jabil Inc.
|
1,440,371
|
439,688
|
|||
|
|
Taiwan Semiconductor Manufacturing Co. Ltd. ADR
|
933,558
|
387,725
|
|||
|
|
Applied Materials Inc.
|
819,185
|
375,506
|
|||
|
*
|
Flex Ltd.
|
2,936,380
|
320,800
|
|||
|
|
Seagate Technology Holdings plc
|
282,817
|
234,280
|
|||
|
|
Intuit Inc.
|
562,417
|
202,076
|
|||
|
*,1
|
Cerebras Systems Inc. Class A
|
656,734
|
120,997
|
|||
|
*,1
|
Via Transportation Inc. Class A
|
3,027,791
|
84,566
|
|||
|
*
|
Coherent Corp.
|
221,209
|
61,459
|
|||
|
*,1
|
Bending Spoons SpA
|
715,953
|
29,605
|
|||
|
|
|
|
|
|
|
30,110,730
|
|
Materials (2.0%)
|
||||||
|
|
Anglo American plc
|
11,678,359
|
662,052
|
|||
|
|
Sherwin-Williams Co.
|
1,805,869
|
611,846
|
|||
|
|
Corteva Inc.
|
6,321,877
|
535,020
|
|||
|
|
Freeport-McMoRan Inc.
|
5,175,001
|
391,955
|
|||
|
|
Linde plc
|
533,500
|
261,191
|
|||
|
|
|
|
|
|
|
2,462,064
|
|
Real Estate (1.6%)
|
||||||
|
|
Simon Property Group Inc.
|
4,712,147
|
1,000,483
|
|||
|
|
Welltower Inc.
|
3,722,919
|
879,502
|
|||
|
|
Weyerhaeuser Co.
|
5,026,437
|
117,468
|
|||
|
|
|
|
|
|
|
1,997,453
|
|
Utilities (1.3%)
|
||||||
|
|
Sempra
|
11,249,347
|
919,072
|
|||
|
|
Dominion Energy Inc.
|
10,696,049
|
706,046
|
|||
|
|
|
|
|
|
|
1,625,118
|
|
Total Common Stocks (Cost $48,907,703)
|
80,383,342
|
|||||
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
|
|
U.S. Government and Agency Obligations (8.9%)
|
||||||
|
U.S. Government Securities (8.2%)
|
||||||
|
|
United States Treasury Inflation Indexed Bonds
|
1.250%
|
4/15/2031
|
211,365
|
202,905
|
|
|
|
United States Treasury Note/Bond
|
3.375%
|
11/30/2027
|
81,560
|
80,668
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
12/15/2027
|
138,136
|
137,661
|
|
|
|
United States Treasury Note/Bond
|
3.375%
|
12/31/2027
|
336,670
|
332,712
|
|
|
|
United States Treasury Note/Bond
|
4.250%
|
1/15/2028
|
56,098
|
56,059
|
|
|
|
United States Treasury Note/Bond
|
3.375%
|
2/29/2028
|
48,166
|
47,530
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
2/29/2028
|
55,525
|
55,275
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
3/15/2028
|
73,310
|
72,843
|
|
|
|
United States Treasury Note/Bond
|
3.625%
|
3/31/2028
|
19,195
|
18,993
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
3/31/2028
|
129,034
|
128,177
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
4/15/2028
|
195,121
|
193,376
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
4/30/2028
|
201,014
|
199,200
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
5/15/2028
|
96,884
|
95,972
|
|
|
|
United States Treasury Note/Bond
|
3.625%
|
5/31/2028
|
12,367
|
12,221
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
United States Treasury Note/Bond
|
3.875%
|
6/15/2028
|
39,749
|
39,438
|
|
|
|
United States Treasury Note/Bond
|
4.250%
|
7/31/2028
|
140,000
|
139,776
|
|
|
|
United States Treasury Note/Bond
|
3.625%
|
8/15/2028
|
120,000
|
118,406
|
|
|
|
United States Treasury Note/Bond
|
4.375%
|
8/31/2028
|
20,121
|
20,133
|
|
|
|
United States Treasury Note/Bond
|
3.375%
|
9/15/2028
|
26,118
|
25,624
|
|
|
|
United States Treasury Note/Bond
|
3.500%
|
11/15/2028
|
41,742
|
40,990
|
|
|
|
United States Treasury Note/Bond
|
4.375%
|
11/30/2028
|
101,214
|
101,226
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
12/31/2028
|
97,033
|
95,692
|
|
|
|
United States Treasury Note/Bond
|
3.500%
|
1/15/2029
|
74,107
|
72,657
|
|
|
|
United States Treasury Note/Bond
|
3.500%
|
2/15/2029
|
11,835
|
11,595
|
|
|
|
United States Treasury Note/Bond
|
4.250%
|
2/28/2029
|
93,215
|
92,938
|
|
|
|
United States Treasury Note/Bond
|
3.500%
|
3/15/2029
|
188,459
|
184,550
|
|
|
|
United States Treasury Note/Bond
|
4.125%
|
3/31/2029
|
176,856
|
175,750
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
4/15/2029
|
251,031
|
247,864
|
|
|
|
United States Treasury Note/Bond
|
4.625%
|
4/30/2029
|
126,505
|
127,231
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
5/15/2029
|
133,281
|
131,542
|
|
|
|
United States Treasury Note/Bond
|
4.500%
|
5/31/2029
|
144,467
|
144,839
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
7/31/2029
|
349,241
|
345,381
|
|
|
|
United States Treasury Note/Bond
|
3.625%
|
8/31/2029
|
25,059
|
24,510
|
|
|
|
United States Treasury Note/Bond
|
3.500%
|
9/30/2029
|
121,244
|
118,080
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
9/30/2029
|
4,297
|
4,230
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
10/31/2029
|
15,799
|
15,602
|
|
|
|
United States Treasury Note/Bond
|
4.125%
|
10/31/2029
|
89,094
|
88,314
|
|
|
|
United States Treasury Note/Bond
|
4.125%
|
11/30/2029
|
132,097
|
130,884
|
|
|
|
United States Treasury Note/Bond
|
4.375%
|
12/31/2029
|
2,311
|
2,307
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
2/28/2030
|
55,241
|
54,473
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
3/31/2030
|
116,959
|
115,264
|
|
|
|
United States Treasury Note/Bond
|
3.500%
|
4/30/2030
|
63,526
|
61,506
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
4/30/2030
|
121,919
|
119,576
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
5/31/2030
|
11,316
|
11,043
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
5/31/2030
|
141,743
|
139,556
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
6/30/2030
|
125,265
|
122,731
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
7/31/2030
|
85,000
|
83,237
|
|
|
|
United States Treasury Note/Bond
|
3.625%
|
8/31/2030
|
59,532
|
57,714
|
|
|
|
United States Treasury Note/Bond
|
4.875%
|
10/31/2030
|
4,088
|
4,150
|
|
|
|
United States Treasury Note/Bond
|
3.500%
|
11/30/2030
|
336,116
|
323,511
|
|
|
|
United States Treasury Note/Bond
|
3.625%
|
12/31/2030
|
52,480
|
50,731
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
12/31/2030
|
19,022
|
18,476
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
1/31/2031
|
186,985
|
181,551
|
|
|
|
United States Treasury Note/Bond
|
3.500%
|
2/28/2031
|
225,383
|
216,508
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
3/31/2031
|
179,130
|
174,652
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
4/30/2031
|
144,089
|
140,414
|
|
|
|
United States Treasury Note/Bond
|
4.125%
|
5/31/2031
|
212,711
|
209,412
|
|
|
|
United States Treasury Note/Bond
|
4.125%
|
6/30/2031
|
74,767
|
73,581
|
|
|
|
United States Treasury Note/Bond
|
4.125%
|
7/31/2031
|
32,163
|
31,629
|
|
|
|
United States Treasury Note/Bond
|
4.375%
|
7/31/2031
|
412,006
|
409,834
|
|
|
|
United States Treasury Note/Bond
|
4.375%
|
8/31/2031
|
184,905
|
183,908
|
|
|
|
United States Treasury Note/Bond
|
3.625%
|
9/30/2031
|
6,017
|
5,777
|
|
|
|
United States Treasury Note/Bond
|
4.125%
|
10/31/2031
|
15,405
|
15,130
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
4/30/2032
|
2,950
|
2,871
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
8/31/2032
|
3,517
|
3,392
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
9/30/2032
|
26,330
|
25,372
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
10/31/2032
|
56,599
|
54,121
|
|
|
|
United States Treasury Note/Bond
|
3.875%
|
12/31/2032
|
64,576
|
62,094
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
1/31/2033
|
37,552
|
36,339
|
|
|
|
United States Treasury Note/Bond
|
3.750%
|
2/28/2033
|
52,281
|
49,847
|
|
|
|
United States Treasury Note/Bond
|
4.250%
|
3/31/2033
|
17,094
|
16,766
|
|
|
|
United States Treasury Note/Bond
|
4.250%
|
5/31/2033
|
40,864
|
40,037
|
|
|
|
United States Treasury Note/Bond
|
4.250%
|
6/30/2033
|
511,680
|
501,106
|
|
|
|
United States Treasury Note/Bond
|
4.250%
|
11/15/2034
|
9,585
|
9,305
|
|
|
|
United States Treasury Note/Bond
|
4.250%
|
8/15/2035
|
27,736
|
26,804
|
|
|
|
United States Treasury Note/Bond
|
4.125%
|
2/15/2036
|
140,443
|
134,003
|
|
|
2,3
|
United States Treasury Note/Bond
|
4.375%
|
5/15/2036
|
647,180
|
628,953
|
|
|
|
United States Treasury Note/Bond
|
4.625%
|
8/15/2036
|
129,798
|
128,560
|
|
|
|
United States Treasury Note/Bond
|
1.750%
|
8/15/2041
|
12,610
|
8,192
|
|
|
|
United States Treasury Note/Bond
|
2.000%
|
11/15/2041
|
224,363
|
150,507
|
|
|
|
United States Treasury Note/Bond
|
2.375%
|
2/15/2042
|
8,898
|
6,281
|
|
|
|
United States Treasury Note/Bond
|
3.250%
|
5/15/2042
|
20,950
|
16,704
|
|
|
|
United States Treasury Note/Bond
|
3.375%
|
8/15/2042
|
120,104
|
96,947
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
11/15/2042
|
63,777
|
55,693
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
United States Treasury Note/Bond
|
3.875%
|
2/15/2043
|
85,497
|
73,223
|
|
|
|
United States Treasury Note/Bond
|
4.375%
|
8/15/2043
|
23,886
|
21,705
|
|
|
|
United States Treasury Note/Bond
|
4.750%
|
11/15/2043
|
43,742
|
41,562
|
|
|
|
United States Treasury Note/Bond
|
4.125%
|
8/15/2044
|
15,310
|
13,358
|
|
|
|
United States Treasury Note/Bond
|
4.625%
|
11/15/2044
|
3,260
|
3,031
|
|
|
|
United States Treasury Note/Bond
|
5.000%
|
5/15/2045
|
25,760
|
25,054
|
|
|
|
United States Treasury Note/Bond
|
2.500%
|
2/15/2046
|
25,073
|
16,619
|
|
|
|
United States Treasury Note/Bond
|
4.625%
|
2/15/2046
|
20,408
|
18,885
|
|
|
|
United States Treasury Note/Bond
|
5.000%
|
5/15/2046
|
242,141
|
235,009
|
|
|
|
United States Treasury Note/Bond
|
2.375%
|
5/15/2051
|
14,667
|
8,749
|
|
|
|
United States Treasury Note/Bond
|
3.000%
|
8/15/2052
|
109
|
74
|
|
|
|
United States Treasury Note/Bond
|
4.000%
|
11/15/2052
|
437
|
357
|
|
|
|
United States Treasury Note/Bond
|
3.625%
|
2/15/2053
|
28,411
|
21,696
|
|
|
|
United States Treasury Note/Bond
|
4.125%
|
8/15/2053
|
9,145
|
7,632
|
|
|
|
United States Treasury Note/Bond
|
4.625%
|
5/15/2054
|
20,167
|
18,293
|
|
|
|
United States Treasury Note/Bond
|
4.500%
|
11/15/2054
|
6,472
|
5,748
|
|
|
|
United States Treasury Note/Bond
|
4.625%
|
2/15/2055
|
66,223
|
60,062
|
|
|
|
United States Treasury Note/Bond
|
4.750%
|
8/15/2055
|
44,418
|
41,099
|
|
|
|
United States Treasury Note/Bond
|
4.625%
|
11/15/2055
|
67,650
|
61,345
|
|
|
|
United States Treasury Note/Bond
|
4.750%
|
2/15/2056
|
87,267
|
80,808
|
|
|
|
United States Treasury Note/Bond
|
5.000%
|
5/15/2056
|
243,007
|
234,283
|
|
|
|
United States Treasury Note/Bond
|
5.125%
|
8/15/2056
|
94,881
|
93,265
|
|
|
|
|
|
|
|
|
10,073,266
|
|
Agency Collateralized Mortgage Obligation Securities (0.2%)
|
||||||
|
4,5
|
Fannie Mae REMICS
|
1.500%
|
8/25/2041
|
562
|
551
|
|
|
4,5
|
Fannie Mae REMICS
|
2.500%
|
8/25/2046
|
11,846
|
9,904
|
|
|
4,5
|
Fannie Mae REMICS
|
3.000%
|
2/25/2049
|
461
|
447
|
|
|
4,5
|
Fannie Mae REMICS
|
3.500%
|
4/25/2031–11/25/2057
|
36,381
|
34,557
|
|
|
4,5
|
Fannie Mae REMICS
|
4.000%
|
7/25/2053
|
650
|
647
|
|
|
4,5
|
Freddie Mac REMICS
|
3.500%
|
3/15/2031–10/15/2045
|
4,844
|
4,516
|
|
|
4,5
|
Freddie Mac REMICS
|
4.000%
|
12/15/2030–2/15/2031
|
1,678
|
1,650
|
|
|
4,5
|
Freddie Mac REMICS
|
4.500%
|
6/25/2033
|
33,394
|
32,595
|
|
|
4,5
|
Freddie Mac REMICS
|
4.800%
|
7/25/2031–8/25/2031
|
59,836
|
59,581
|
|
|
4,5
|
Freddie Mac REMICS
|
4.850%
|
8/25/2031
|
19,268
|
19,147
|
|
|
4
|
Ginnie Mae REMICS
|
2.500%
|
10/20/2049
|
39,566
|
34,667
|
|
|
|
|
|
|
|
|
198,262
|
|
Agency Mortgage-Backed Securities (0.5%)
|
||||||
|
4,5
|
Fannie Mae Pool
|
3.000%
|
6/1/2043
|
4,619
|
4,143
|
|
|
4,5
|
Fannie Mae Pool
|
3.820%
|
12/1/2030
|
38,249
|
36,868
|
|
|
4,5
|
Fannie Mae Pool
|
4.050%
|
9/1/2030
|
39,285
|
38,265
|
|
|
4,5
|
Fannie Mae Pool
|
4.120%
|
10/1/2030
|
28,642
|
27,956
|
|
|
4,5
|
Fannie Mae Pool
|
4.190%
|
8/1/2030
|
18,123
|
17,756
|
|
|
4,5
|
Fannie Mae Pool
|
4.200%
|
10/1/2030
|
52,490
|
51,396
|
|
|
4,5
|
Fannie Mae Pool
|
4.220%
|
8/1/2030–9/1/2030
|
35,439
|
34,755
|
|
|
4,5
|
Fannie Mae Pool
|
4.240%
|
9/1/2030
|
62,807
|
61,615
|
|
|
4,5
|
Fannie Mae Pool
|
4.270%
|
10/1/2030
|
36,365
|
35,698
|
|
|
4,5
|
Fannie Mae Pool
|
4.295%
|
10/1/2030
|
24,450
|
24,025
|
|
|
4,5
|
Fannie Mae Pool
|
4.340%
|
4/1/2030–8/1/2030
|
129,269
|
127,474
|
|
|
4,5
|
Fannie Mae Pool
|
4.360%
|
7/1/2030
|
15,100
|
14,896
|
|
|
4,5
|
Fannie Mae Pool
|
4.380%
|
8/1/2030
|
12,790
|
12,618
|
|
|
4,5
|
Fannie Mae Pool
|
4.400%
|
9/1/2030
|
24,875
|
24,549
|
|
|
4,5
|
Fannie Mae Pool
|
4.420%
|
8/1/2030
|
14,820
|
14,641
|
|
|
4,5
|
Fannie Mae Pool
|
4.670%
|
8/1/2030
|
8,209
|
8,179
|
|
|
4
|
Ginnie Mae I Pool
|
7.000%
|
11/15/2031–11/15/2033
|
293
|
297
|
|
|
4,5
|
UMBS Pool
|
2.500%
|
9/1/2027–4/1/2038
|
15,811
|
14,479
|
|
|
4,5
|
UMBS Pool
|
3.000%
|
3/1/2033
|
10,953
|
10,650
|
|
|
4,5
|
UMBS Pool
|
3.500%
|
11/1/2045–6/1/2046
|
42
|
39
|
|
|
4,5
|
UMBS Pool
|
5.000%
|
12/1/2054–10/1/2055
|
75,359
|
73,050
|
|
|
|
|
|
|
|
|
633,349
|
|
Total U.S. Government and Agency Obligations (Cost $11,173,989)
|
10,904,877
|
|||||
|
Asset-Backed/Commercial Mortgage-Backed Securities (0.7%)
|
||||||
|
4
|
American Express Credit Account Master Trust Series 2023-4
|
5.150%
|
9/16/2030
|
43,970
|
44,477
|
|
|
4,6
|
American Tower Trust #1
|
5.490%
|
3/15/2028
|
66,310
|
66,526
|
|
|
4,6
|
Angel Oak Mortgage Trust Series 2019-5
|
2.593%
|
10/25/2049
|
177
|
176
|
|
|
4,6
|
Angel Oak Mortgage Trust Series 2019-6
|
2.620%
|
11/25/2059
|
49
|
49
|
|
|
4,6
|
BRAVO Residential Funding Trust Series 2026-NQMR1
|
5.395%
|
8/25/2062
|
32,507
|
32,198
|
|
|
4,6
|
BX Trust Series 2025-ARIA
|
5.031%
|
12/13/2042
|
6,115
|
6,050
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
4,6
|
Castlelake Aircraft Structured Trust Series 2019-1A
|
3.967%
|
4/15/2039
|
2,279
|
2,261
|
|
|
4,6
|
CENT Trust Series 2025-CITY
|
4.920%
|
7/10/2040
|
36,272
|
35,886
|
|
|
4,6
|
Chesapeake Funding II LLC Series 2024-1A
|
5.520%
|
5/15/2036
|
7,420
|
7,444
|
|
|
4,6
|
Domino's Pizza Master Issuer LLC Series 2021-1A
|
2.662%
|
4/25/2051
|
13,377
|
12,698
|
|
|
4,6
|
Domino's Pizza Master Issuer LLC Series 2021-1A
|
3.151%
|
4/25/2051
|
23,496
|
21,332
|
|
|
4,6
|
Enterprise Fleet Financing LLC Series 2023-3
|
6.400%
|
3/20/2030
|
7,689
|
7,736
|
|
|
4,6
|
Enterprise Fleet Financing LLC Series 2024-1
|
5.230%
|
3/20/2030
|
5,164
|
5,178
|
|
|
4,5
|
Freddie Mac Multifamily Structured Pass-Through Certificates Series K156
|
4.430%
|
2/25/2033
|
28,605
|
27,893
|
|
|
4,5
|
Freddie Mac Multifamily Structured Pass-Through Certificates Series K511
|
4.860%
|
10/25/2028
|
40,745
|
40,823
|
|
|
4,5
|
Freddie Mac Multifamily Structured Pass-Through Certificates Series K516
|
5.477%
|
1/25/2029
|
47,853
|
48,580
|
|
|
4,5
|
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3
|
3.500%
|
10/25/2058
|
14,445
|
13,834
|
|
|
4,6
|
GS Mortgage-Backed Securities Trust Series 2026-DSC1
|
4.725%
|
5/25/2066
|
26,079
|
25,483
|
|
|
4,6
|
Horizon Aircraft Finance II Ltd. Series 2019-1
|
3.721%
|
7/15/2039
|
1,904
|
1,890
|
|
|
4,6
|
Horizon Aircraft Finance III Ltd. Series 2019-2
|
3.425%
|
11/15/2039
|
3,160
|
3,135
|
|
|
4,6
|
MACH 1 Cayman Ltd. Series 2019-1
|
3.474%
|
10/15/2039
|
598
|
594
|
|
|
4,6
|
OBX Trust Series 2026-NQM12
|
5.538%
|
7/25/2056
|
41,371
|
41,223
|
|
|
4,6
|
PRET Trust Series 2025-RPL6
|
3.850%
|
9/25/2069
|
122,798
|
116,935
|
|
|
4,6
|
PRET Trust Series 2026-RPL1
|
4.150%
|
1/25/2070
|
21,571
|
20,711
|
|
|
4,6
|
PRET Trust Series 2026-RPL2
|
4.500%
|
6/25/2070
|
28,270
|
27,408
|
|
|
4,6
|
PRPM Trust Series 2026-RCF1
|
4.845%
|
1/25/2056
|
5,827
|
5,705
|
|
|
4,6
|
RFR Trust Series 2025-SGRM
|
5.379%
|
3/11/2041
|
34,650
|
34,641
|
|
|
4,6
|
Start II Ltd. Series 2019-1
|
4.089%
|
3/15/2044
|
4,805
|
4,816
|
|
|
4,6
|
Taco Bell Funding LLC Series 2021-1A
|
1.946%
|
8/25/2051
|
19,129
|
18,880
|
|
|
4,6
|
Taco Bell Funding LLC Series 2021-1A
|
2.294%
|
8/25/2051
|
35,385
|
32,956
|
|
|
4,6
|
Verus Securitization Trust Series 2025-R2
|
5.086%
|
7/25/2067
|
36,237
|
35,699
|
|
|
4,6
|
Verus Securitization Trust Series 2026-R1
|
4.832%
|
10/25/2067
|
8,127
|
7,975
|
|
|
4,6
|
Verus Securitization Trust Series 2026-R2
|
5.389%
|
10/25/2067
|
22,204
|
22,009
|
|
|
4
|
Volkswagen Auto Lease Trust Series 2024-A
|
5.210%
|
6/21/2027
|
6,132
|
6,136
|
|
|
4,6
|
Wheels Fleet Lease Funding LLC Series 2023-1A
|
5.800%
|
4/18/2038
|
3,009
|
3,014
|
|
|
4,6
|
Wheels Fleet Lease Funding LLC Series 2023-2A
|
6.460%
|
8/18/2038
|
16,687
|
16,775
|
|
|
4,6
|
Wheels Fleet Lease Funding LLC Series 2024-2A
|
4.870%
|
6/21/2039
|
11,963
|
12,002
|
|
|
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $823,711)
|
811,128
|
|||||
|
Corporate Bonds (21.6%)
|
||||||
|
Communications (1.2%)
|
||||||
|
|
Alphabet Inc.
|
4.375%
|
11/15/2032
|
13,050
|
12,558
|
|
|
|
Alphabet Inc.
|
4.400%
|
2/15/2033
|
30,080
|
28,797
|
|
|
|
Alphabet Inc.
|
5.200%
|
8/15/2033
|
16,075
|
16,018
|
|
|
|
Alphabet Inc.
|
4.700%
|
11/15/2035
|
40,060
|
37,959
|
|
|
|
Alphabet Inc.
|
4.800%
|
2/15/2036
|
8,245
|
7,855
|
|
|
|
Alphabet Inc.
|
6.250%
|
8/15/2046
|
35,315
|
35,478
|
|
|
|
Alphabet Inc.
|
5.250%
|
5/15/2055
|
3,230
|
2,791
|
|
|
|
Alphabet Inc.
|
5.650%
|
2/15/2056
|
5,083
|
4,647
|
|
|
|
Alphabet Inc.
|
6.375%
|
8/15/2056
|
18,350
|
18,470
|
|
|
|
Alphabet Inc.
|
5.750%
|
2/15/2066
|
15,745
|
14,125
|
|
|
|
Alphabet Inc.
|
6.500%
|
8/15/2066
|
18,795
|
18,794
|
|
|
|
America Movil SAB de CV
|
3.625%
|
4/22/2029
|
15,595
|
15,039
|
|
|
|
AT&T Inc.
|
3.500%
|
6/1/2041
|
56,803
|
42,141
|
|
|
|
AT&T Inc.
|
4.300%
|
12/15/2042
|
61,391
|
48,526
|
|
|
|
AT&T Inc.
|
5.550%
|
11/1/2045
|
26,495
|
23,625
|
|
|
|
AT&T Inc.
|
5.850%
|
4/30/2046
|
46,095
|
42,474
|
|
|
|
AT&T Inc.
|
3.500%
|
9/15/2053
|
10,710
|
6,532
|
|
|
|
AT&T Inc.
|
3.550%
|
9/15/2055
|
5,355
|
3,242
|
|
|
|
AT&T Inc.
|
6.050%
|
8/15/2056
|
9,700
|
8,909
|
|
|
|
AT&T Inc.
|
3.800%
|
12/1/2057
|
5,282
|
3,318
|
|
|
|
AT&T Inc.
|
3.650%
|
9/15/2059
|
11,780
|
7,099
|
|
|
|
AT&T Inc.
|
6.300%
|
10/30/2066
|
11,540
|
10,775
|
|
|
|
Charter Communications Operating LLC
|
6.100%
|
6/1/2029
|
4,675
|
4,754
|
|
|
|
Comcast Corp.
|
5.650%
|
6/15/2035
|
4,725
|
4,701
|
|
|
|
Comcast Corp.
|
6.500%
|
11/15/2035
|
945
|
995
|
|
|
|
Comcast Corp.
|
3.250%
|
11/1/2039
|
15,755
|
11,485
|
|
|
|
Comcast Corp.
|
3.750%
|
4/1/2040
|
8,140
|
6,267
|
|
|
|
Comcast Corp.
|
3.400%
|
7/15/2046
|
5,475
|
3,506
|
|
|
|
Comcast Corp.
|
3.969%
|
11/1/2047
|
56,219
|
38,565
|
|
|
|
Comcast Corp.
|
3.999%
|
11/1/2049
|
29,824
|
20,122
|
|
|
|
Comcast Corp.
|
2.800%
|
1/15/2051
|
68,495
|
36,392
|
|
|
|
Comcast Corp.
|
2.887%
|
11/1/2051
|
122,993
|
65,822
|
|
|
|
Comcast Corp.
|
2.450%
|
8/15/2052
|
20,070
|
9,731
|
|
|
|
Comcast Corp.
|
6.050%
|
5/15/2055
|
9,600
|
8,774
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Comcast Corp.
|
2.937%
|
11/1/2056
|
207,548
|
105,888
|
|
|
|
Comcast Corp.
|
2.987%
|
11/1/2063
|
84,251
|
41,053
|
|
|
|
Meta Platforms Inc.
|
5.500%
|
11/15/2045
|
98,110
|
85,134
|
|
|
|
Meta Platforms Inc.
|
6.200%
|
5/15/2046
|
117,830
|
110,641
|
|
|
|
Meta Platforms Inc.
|
5.600%
|
5/15/2053
|
13,422
|
11,266
|
|
|
|
Meta Platforms Inc.
|
5.400%
|
8/15/2054
|
53,145
|
43,072
|
|
|
4
|
Meta Platforms Inc.
|
5.625%
|
11/15/2055
|
21,990
|
18,362
|
|
|
|
Meta Platforms Inc.
|
6.300%
|
5/15/2056
|
49,015
|
45,165
|
|
|
|
Meta Platforms Inc.
|
5.750%
|
5/15/2063
|
15,440
|
12,746
|
|
|
|
Meta Platforms Inc.
|
5.550%
|
8/15/2064
|
17,300
|
13,792
|
|
|
6
|
NTT Finance Corp.
|
4.620%
|
7/16/2028
|
19,455
|
19,358
|
|
|
6
|
NTT Finance Corp.
|
4.876%
|
7/16/2030
|
22,805
|
22,500
|
|
|
6
|
NTT Finance Corp.
|
2.065%
|
4/3/2031
|
10,370
|
9,031
|
|
|
6
|
NTT Finance Corp.
|
5.259%
|
11/1/2033
|
48,060
|
47,054
|
|
|
6
|
Ooredoo International Finance Ltd.
|
2.625%
|
4/8/2031
|
23,430
|
21,135
|
|
|
|
Orange SA
|
9.000%
|
3/1/2031
|
20,280
|
23,287
|
|
|
6
|
Sopaipilla Investor LLC
|
7.534%
|
11/30/2048
|
22,655
|
23,185
|
|
|
|
T-Mobile USA Inc.
|
2.050%
|
2/15/2028
|
37,110
|
35,768
|
|
|
|
T-Mobile USA Inc.
|
4.850%
|
1/15/2029
|
8,160
|
8,173
|
|
|
|
T-Mobile USA Inc.
|
4.200%
|
10/1/2029
|
50,702
|
49,754
|
|
|
|
T-Mobile USA Inc.
|
4.375%
|
4/15/2040
|
9,700
|
8,195
|
|
|
|
TWDC Enterprises 18 Corp.
|
4.375%
|
8/16/2041
|
26,724
|
22,937
|
|
|
|
Uber Technologies Inc.
|
4.800%
|
9/15/2034
|
45,135
|
43,179
|
|
|
|
Walt Disney Co.
|
3.500%
|
5/13/2040
|
21,963
|
17,500
|
|
|
|
Walt Disney Co.
|
4.750%
|
9/15/2044
|
2,358
|
2,048
|
|
|
|
|
|
|
|
|
1,460,509
|
|
Consumer Discretionary (0.8%)
|
||||||
|
|
Amazon.com Inc.
|
3.600%
|
4/13/2032
|
84,875
|
79,097
|
|
|
|
Amazon.com Inc.
|
4.550%
|
3/13/2033
|
46,000
|
44,309
|
|
|
|
Amazon.com Inc.
|
5.100%
|
7/9/2033
|
57,387
|
56,762
|
|
|
|
Amazon.com Inc.
|
4.875%
|
3/13/2036
|
54,755
|
52,067
|
|
|
|
Amazon.com Inc.
|
5.300%
|
7/9/2036
|
108,500
|
106,236
|
|
|
|
Amazon.com Inc.
|
2.875%
|
5/12/2041
|
2,600
|
1,854
|
|
|
|
Amazon.com Inc.
|
5.650%
|
3/13/2046
|
23,235
|
21,788
|
|
|
|
Amazon.com Inc.
|
6.000%
|
7/9/2046
|
94,515
|
91,847
|
|
|
|
Amazon.com Inc.
|
5.800%
|
3/13/2056
|
38,535
|
35,547
|
|
|
|
Amazon.com Inc.
|
4.250%
|
8/22/2057
|
41,967
|
30,253
|
|
|
|
Amazon.com Inc.
|
4.100%
|
4/13/2062
|
8,245
|
5,658
|
|
|
|
Amazon.com Inc.
|
5.950%
|
3/13/2066
|
50,950
|
46,886
|
|
|
|
Amazon.com Inc.
|
6.250%
|
7/9/2066
|
28,694
|
27,628
|
|
|
|
Amazon.com Inc.
|
6.050%
|
3/13/2076
|
77,055
|
71,066
|
|
|
4
|
Brown University
|
2.924%
|
9/1/2050
|
5,150
|
3,267
|
|
|
4
|
Duke University
|
2.832%
|
10/1/2055
|
25,700
|
15,317
|
|
|
4
|
Georgetown University
|
4.315%
|
4/1/2049
|
2,732
|
2,171
|
|
|
4
|
Georgetown University
|
2.943%
|
4/1/2050
|
410
|
257
|
|
|
|
Home Depot Inc.
|
4.850%
|
6/25/2031
|
11,510
|
11,503
|
|
|
|
Home Depot Inc.
|
3.250%
|
4/15/2032
|
22,816
|
20,970
|
|
|
|
Home Depot Inc.
|
3.300%
|
4/15/2040
|
12,800
|
9,967
|
|
|
|
Home Depot Inc.
|
4.200%
|
4/1/2043
|
8,075
|
6,667
|
|
|
|
Home Depot Inc.
|
4.875%
|
2/15/2044
|
15,605
|
13,865
|
|
|
|
Home Depot Inc.
|
4.400%
|
3/15/2045
|
34,095
|
28,154
|
|
|
|
Home Depot Inc.
|
4.250%
|
4/1/2046
|
32,565
|
26,152
|
|
|
|
Home Depot Inc.
|
4.500%
|
12/6/2048
|
20,799
|
16,996
|
|
|
|
Home Depot Inc.
|
3.125%
|
12/15/2049
|
2,490
|
1,598
|
|
|
|
Home Depot Inc.
|
3.350%
|
4/15/2050
|
17,300
|
11,531
|
|
|
|
Home Depot Inc.
|
2.375%
|
3/15/2051
|
2,495
|
1,343
|
|
|
|
Home Depot Inc.
|
2.750%
|
9/15/2051
|
11,710
|
6,800
|
|
|
|
Home Depot Inc.
|
3.625%
|
4/15/2052
|
25,570
|
17,643
|
|
|
|
Home Depot Inc.
|
5.300%
|
6/25/2054
|
23,770
|
21,489
|
|
|
6
|
Hyundai Capital America
|
4.750%
|
6/18/2029
|
24,995
|
24,791
|
|
|
4
|
Johns Hopkins University
|
4.083%
|
7/1/2053
|
7,625
|
5,842
|
|
|
4
|
Northeastern University
|
2.894%
|
10/1/2050
|
6,995
|
4,460
|
|
|
4
|
Northwestern University
|
2.640%
|
12/1/2050
|
805
|
482
|
|
|
4
|
Trustees of Princeton University
|
2.516%
|
7/1/2050
|
1,997
|
1,196
|
|
|
|
Trustees of Princeton University
|
4.201%
|
3/1/2052
|
2,157
|
1,711
|
|
|
4
|
Trustees of the University of Pennsylvania
|
2.396%
|
10/1/2050
|
6,177
|
3,529
|
|
|
4
|
University of Chicago
|
2.761%
|
4/1/2045
|
5,825
|
4,531
|
|
|
|
University of Southern California
|
4.976%
|
10/1/2053
|
15,930
|
14,037
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
4
|
Yale University
|
2.402%
|
4/15/2050
|
1,366
|
780
|
|
|
|
|
|
|
|
|
948,047
|
|
Consumer Staples (1.7%)
|
||||||
|
|
Anheuser-Busch Cos. LLC
|
6.500%
|
1/1/2028
|
19,550
|
19,991
|
|
|
4
|
Anheuser-Busch Cos. LLC
|
4.700%
|
2/1/2036
|
60,550
|
57,348
|
|
|
4
|
Anheuser-Busch Cos. LLC
|
4.900%
|
2/1/2046
|
121,844
|
106,569
|
|
|
|
Anheuser-Busch InBev Worldwide Inc.
|
4.375%
|
4/15/2038
|
6,460
|
5,857
|
|
|
|
Anheuser-Busch InBev Worldwide Inc.
|
5.450%
|
1/23/2039
|
14,877
|
14,670
|
|
|
|
Anheuser-Busch InBev Worldwide Inc.
|
4.950%
|
1/15/2042
|
61,631
|
56,316
|
|
|
|
Anheuser-Busch InBev Worldwide Inc.
|
5.550%
|
1/23/2049
|
12,267
|
11,573
|
|
|
|
Anheuser-Busch InBev Worldwide Inc.
|
5.800%
|
1/23/2059
|
10,479
|
10,169
|
|
|
|
BAT Capital Corp.
|
6.343%
|
8/2/2030
|
10,115
|
10,566
|
|
|
|
BAT Capital Corp.
|
5.350%
|
8/15/2032
|
14,875
|
14,951
|
|
|
|
BAT Capital Corp.
|
5.300%
|
8/5/2033
|
4,730
|
4,705
|
|
|
|
BAT Capital Corp.
|
6.000%
|
2/20/2034
|
18,947
|
19,589
|
|
|
|
BAT Capital Corp.
|
5.625%
|
8/15/2035
|
44,866
|
45,138
|
|
|
|
BAT Capital Corp.
|
5.550%
|
8/5/2036
|
27,835
|
27,558
|
|
|
|
BAT Capital Corp.
|
4.390%
|
8/15/2037
|
36,480
|
32,419
|
|
|
|
BAT Capital Corp.
|
7.079%
|
8/2/2043
|
24,622
|
26,535
|
|
|
|
BAT Capital Corp.
|
4.540%
|
8/15/2047
|
26,739
|
21,153
|
|
|
6
|
Cargill Inc.
|
6.875%
|
5/1/2028
|
19,355
|
19,816
|
|
|
6
|
CK Hutchison International 20 Ltd.
|
3.375%
|
5/8/2050
|
22,015
|
15,129
|
|
|
|
Coca-Cola Consolidated Inc.
|
5.250%
|
6/1/2029
|
9,037
|
9,139
|
|
|
|
Diageo Capital plc
|
2.375%
|
10/24/2029
|
20,000
|
18,587
|
|
|
|
Diageo Capital plc
|
2.000%
|
4/29/2030
|
5,830
|
5,260
|
|
|
|
Diageo Capital plc
|
2.125%
|
4/29/2032
|
1,845
|
1,573
|
|
|
6
|
Imperial Brands Finance plc
|
4.500%
|
6/30/2028
|
20,830
|
20,712
|
|
|
6
|
Imperial Brands Finance plc
|
4.875%
|
2/7/2032
|
31,325
|
30,616
|
|
|
6
|
Imperial Brands Finance plc
|
5.500%
|
7/7/2036
|
41,260
|
40,018
|
|
|
|
JBS NV
|
3.000%
|
2/2/2029
|
4,275
|
4,088
|
|
|
|
JBS NV
|
3.000%
|
5/15/2032
|
15,975
|
14,079
|
|
|
|
JBS NV
|
5.750%
|
4/1/2033
|
11,790
|
11,962
|
|
|
|
JBS NV
|
5.950%
|
4/20/2035
|
8,380
|
8,470
|
|
|
|
JBS NV
|
5.500%
|
1/15/2036
|
20,165
|
19,650
|
|
|
6
|
JBS NV
|
5.625%
|
3/10/2037
|
28,290
|
27,505
|
|
|
|
JBS NV
|
6.375%
|
2/25/2055
|
8,202
|
7,819
|
|
|
|
JBS NV
|
6.250%
|
3/1/2056
|
79,461
|
74,837
|
|
|
6
|
JBS NV
|
6.400%
|
5/10/2057
|
91,734
|
88,009
|
|
|
|
JBS NV
|
6.375%
|
4/15/2066
|
32,765
|
30,761
|
|
|
|
Kenvue Inc.
|
5.000%
|
3/22/2030
|
32,560
|
32,674
|
|
|
|
Kenvue Inc.
|
4.850%
|
5/22/2032
|
37,460
|
37,128
|
|
|
|
Kenvue Inc.
|
4.900%
|
3/22/2033
|
39,019
|
38,483
|
|
|
|
Kenvue Inc.
|
5.100%
|
3/22/2043
|
29,017
|
26,617
|
|
|
6
|
Mars Inc.
|
4.800%
|
3/1/2030
|
41,665
|
41,453
|
|
|
6
|
Mars Inc.
|
5.200%
|
3/1/2035
|
117,725
|
115,996
|
|
|
6
|
Mars Inc.
|
5.650%
|
5/1/2045
|
66,112
|
63,469
|
|
|
6
|
Mars Inc.
|
5.700%
|
5/1/2055
|
38,105
|
35,975
|
|
|
6
|
Mars Inc.
|
5.800%
|
5/1/2065
|
26,483
|
25,084
|
|
|
|
Philip Morris International Inc.
|
5.625%
|
11/17/2029
|
44,150
|
45,124
|
|
|
|
Philip Morris International Inc.
|
5.125%
|
2/15/2030
|
107,792
|
108,476
|
|
|
|
Philip Morris International Inc.
|
4.000%
|
10/29/2030
|
13,725
|
13,261
|
|
|
|
Philip Morris International Inc.
|
5.125%
|
2/13/2031
|
28,130
|
28,260
|
|
|
|
Philip Morris International Inc.
|
4.750%
|
11/1/2031
|
21,770
|
21,491
|
|
|
|
Philip Morris International Inc.
|
4.250%
|
10/29/2032
|
98,320
|
93,726
|
|
|
|
Philip Morris International Inc.
|
5.750%
|
11/17/2032
|
50,815
|
52,328
|
|
|
|
Philip Morris International Inc.
|
5.375%
|
2/15/2033
|
98,706
|
99,623
|
|
|
|
Philip Morris International Inc.
|
5.250%
|
2/13/2034
|
104,740
|
104,364
|
|
|
|
Philip Morris International Inc.
|
4.625%
|
10/29/2035
|
48,600
|
45,703
|
|
|
|
Philip Morris International Inc.
|
4.875%
|
4/29/2036
|
40,860
|
39,074
|
|
|
|
Philip Morris International Inc.
|
4.375%
|
11/15/2041
|
3,744
|
3,169
|
|
|
|
Philip Morris International Inc.
|
4.500%
|
3/20/2042
|
3,294
|
2,815
|
|
|
|
Philip Morris International Inc.
|
4.125%
|
3/4/2043
|
3,565
|
2,885
|
|
|
|
Philip Morris International Inc.
|
4.875%
|
11/15/2043
|
17,539
|
15,436
|
|
|
|
Philip Morris International Inc.
|
4.250%
|
11/10/2044
|
23,295
|
18,883
|
|
|
|
Reynolds American Inc.
|
5.700%
|
8/15/2035
|
8,245
|
8,315
|
|
|
|
Reynolds American Inc.
|
5.850%
|
8/15/2045
|
35,797
|
33,942
|
|
|
|
Tyson Foods Inc.
|
5.100%
|
8/24/2031
|
15,440
|
15,377
|
|
|
|
Tyson Foods Inc.
|
5.600%
|
1/24/2037
|
24,685
|
24,492
|
|
|
|
|
|
|
|
|
2,126,760
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
Energy (1.2%)
|
||||||
|
|
BP Capital Markets America Inc.
|
1.749%
|
8/10/2030
|
12,780
|
11,371
|
|
|
|
BP Capital Markets America Inc.
|
2.721%
|
1/12/2032
|
38,165
|
34,044
|
|
|
|
BP Capital Markets America Inc.
|
4.893%
|
9/11/2033
|
39,975
|
39,240
|
|
|
|
BP Capital Markets America Inc.
|
5.227%
|
11/17/2034
|
26,000
|
25,917
|
|
|
|
BP Capital Markets America Inc.
|
3.060%
|
6/17/2041
|
20,000
|
14,654
|
|
|
|
Cheniere Energy Partners LP
|
5.950%
|
6/30/2033
|
9,045
|
9,310
|
|
|
6
|
Columbia Pipelines Holding Co. LLC
|
5.097%
|
10/1/2031
|
8,490
|
8,393
|
|
|
6
|
Columbia Pipelines Holding Co. LLC
|
4.999%
|
11/17/2032
|
25,130
|
24,455
|
|
|
6
|
Columbia Pipelines Holding Co. LLC
|
5.681%
|
1/15/2034
|
4,550
|
4,571
|
|
|
6
|
Columbia Pipelines Operating Co. LLC
|
5.927%
|
8/15/2030
|
11,830
|
12,176
|
|
|
6
|
Columbia Pipelines Operating Co. LLC
|
6.036%
|
11/15/2033
|
25,380
|
26,193
|
|
|
6
|
Columbia Pipelines Operating Co. LLC
|
5.507%
|
5/15/2036
|
18,670
|
18,359
|
|
|
6
|
Columbia Pipelines Operating Co. LLC
|
6.497%
|
8/15/2043
|
39,861
|
41,035
|
|
|
6
|
Columbia Pipelines Operating Co. LLC
|
6.714%
|
8/15/2063
|
8,253
|
8,586
|
|
|
|
Diamondback Energy Inc.
|
5.400%
|
4/18/2034
|
18,625
|
18,597
|
|
|
|
Diamondback Energy Inc.
|
5.550%
|
4/1/2035
|
22,625
|
22,748
|
|
|
|
Diamondback Energy Inc.
|
6.250%
|
3/15/2053
|
15,190
|
15,303
|
|
|
|
Eastern Gas Transmission & Storage Inc.
|
3.000%
|
11/15/2029
|
19,580
|
18,502
|
|
|
4
|
Eastern Gas Transmission & Storage Inc.
|
4.800%
|
11/1/2043
|
4,185
|
3,629
|
|
|
4
|
Eastern Gas Transmission & Storage Inc.
|
4.600%
|
12/15/2044
|
24,863
|
20,737
|
|
|
|
Enbridge Inc.
|
4.900%
|
6/20/2030
|
10,795
|
10,759
|
|
|
|
Enbridge Inc.
|
5.550%
|
6/20/2035
|
8,520
|
8,490
|
|
|
|
Enbridge Inc.
|
6.700%
|
11/15/2053
|
12,000
|
12,641
|
|
|
|
Enbridge Inc.
|
5.950%
|
4/5/2054
|
9,700
|
9,326
|
|
|
|
Energy Transfer LP
|
5.250%
|
4/15/2029
|
45,390
|
45,782
|
|
|
|
Energy Transfer LP
|
5.200%
|
4/1/2030
|
11,955
|
12,030
|
|
|
|
Energy Transfer LP
|
5.550%
|
5/15/2034
|
8,900
|
8,897
|
|
|
|
Energy Transfer LP
|
5.350%
|
1/15/2036
|
12,570
|
12,264
|
|
|
|
Energy Transfer LP
|
5.150%
|
2/1/2043
|
4,845
|
4,255
|
|
|
|
Energy Transfer LP
|
5.350%
|
5/15/2045
|
4,800
|
4,244
|
|
|
|
Energy Transfer LP
|
6.125%
|
12/15/2045
|
14,600
|
14,071
|
|
|
|
Energy Transfer LP
|
5.300%
|
4/15/2047
|
5,745
|
5,010
|
|
|
|
Energy Transfer LP
|
5.400%
|
10/1/2047
|
32,748
|
28,770
|
|
|
|
Energy Transfer LP
|
6.000%
|
6/15/2048
|
14,542
|
13,691
|
|
|
|
Energy Transfer LP
|
5.000%
|
5/15/2050
|
5,110
|
4,190
|
|
|
6
|
Eni SpA
|
5.250%
|
5/18/2036
|
20,045
|
19,368
|
|
|
6
|
Eni SpA
|
5.950%
|
5/15/2054
|
22,380
|
21,361
|
|
|
6
|
Eni SpA
|
6.000%
|
5/18/2056
|
35,385
|
33,780
|
|
|
|
Enterprise Products Operating LLC
|
5.200%
|
1/15/2036
|
13,410
|
13,166
|
|
|
|
Enterprise Products Operating LLC
|
5.950%
|
2/1/2041
|
3,000
|
3,036
|
|
|
|
Enterprise Products Operating LLC
|
5.100%
|
2/15/2045
|
38,900
|
35,022
|
|
|
|
Enterprise Products Operating LLC
|
4.900%
|
5/15/2046
|
7,125
|
6,199
|
|
|
|
Enterprise Products Operating LLC
|
4.800%
|
2/1/2049
|
19,387
|
16,419
|
|
|
|
Enterprise Products Operating LLC
|
3.300%
|
2/15/2053
|
9,600
|
6,159
|
|
|
|
Enterprise Products Operating LLC
|
5.550%
|
2/16/2055
|
7,600
|
7,092
|
|
|
|
EOG Resources Inc.
|
4.400%
|
1/15/2031
|
8,630
|
8,436
|
|
|
6
|
Galaxy Pipeline Assets Bidco Ltd.
|
2.160%
|
3/31/2034
|
33,946
|
30,197
|
|
|
6
|
Green Palm Bidco Sarl
|
6.462%
|
6/30/2046
|
36,680
|
35,806
|
|
|
6
|
Greensaif Pipelines Bidco Sarl
|
5.853%
|
2/23/2036
|
19,199
|
19,205
|
|
|
4
|
Greensaif Pipelines Bidco Sarl
|
6.129%
|
2/23/2038
|
8,075
|
8,149
|
|
|
6
|
Greensaif Pipelines Bidco Sarl
|
6.510%
|
2/23/2042
|
26,755
|
27,272
|
|
|
6
|
Greensaif Pipelines Bidco Sarl
|
6.103%
|
8/23/2042
|
31,210
|
30,908
|
|
|
|
ONEOK Inc.
|
5.650%
|
11/1/2028
|
10,995
|
11,177
|
|
|
|
ONEOK Inc.
|
4.750%
|
10/15/2031
|
17,015
|
16,655
|
|
|
|
ONEOK Inc.
|
4.950%
|
10/15/2032
|
19,625
|
19,209
|
|
|
|
ONEOK Inc.
|
6.050%
|
9/1/2033
|
359
|
370
|
|
|
|
ONEOK Inc.
|
5.400%
|
10/15/2035
|
4,845
|
4,755
|
|
|
|
ONEOK Inc.
|
6.625%
|
9/1/2053
|
16,620
|
17,027
|
|
|
6
|
Schlumberger Holdings Corp.
|
3.900%
|
5/17/2028
|
31,025
|
30,631
|
|
|
6
|
Schlumberger Holdings Corp.
|
5.000%
|
11/15/2029
|
14,400
|
14,457
|
|
|
4
|
Shell Finance US Inc.
|
4.125%
|
5/11/2035
|
43,465
|
40,260
|
|
|
4
|
Shell Finance US Inc.
|
5.500%
|
3/25/2040
|
21,235
|
20,919
|
|
|
4
|
Shell Finance US Inc.
|
4.550%
|
8/12/2043
|
2,650
|
2,266
|
|
|
4
|
Shell Finance US Inc.
|
4.375%
|
5/11/2045
|
112,149
|
92,149
|
|
|
4
|
Shell Finance US Inc.
|
4.000%
|
5/10/2046
|
10,000
|
7,740
|
|
|
4
|
Shell Finance US Inc.
|
3.750%
|
9/12/2046
|
6,460
|
4,813
|
|
|
4
|
Shell Finance US Inc.
|
3.000%
|
11/26/2051
|
39,345
|
24,342
|
|
|
|
Shell International Finance BV
|
2.875%
|
11/26/2041
|
15,000
|
10,620
|
|
|
|
Suncor Energy Inc.
|
5.950%
|
12/1/2034
|
15,090
|
15,478
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Targa Resources Corp.
|
4.350%
|
1/15/2029
|
28,965
|
28,686
|
|
|
|
Targa Resources Corp.
|
6.150%
|
3/1/2029
|
29,070
|
29,893
|
|
|
|
Targa Resources Corp.
|
5.550%
|
8/15/2035
|
43,355
|
42,926
|
|
|
|
Targa Resources Corp.
|
6.125%
|
5/15/2055
|
29,735
|
28,675
|
|
|
|
TotalEnergies Capital SA
|
5.150%
|
4/5/2034
|
25,180
|
25,098
|
|
|
|
TotalEnergies Capital SA
|
5.488%
|
4/5/2054
|
25,305
|
23,562
|
|
|
|
TotalEnergies Capital SA
|
5.275%
|
9/10/2054
|
24,174
|
21,803
|
|
|
|
TotalEnergies Capital SA
|
5.638%
|
4/5/2064
|
22,020
|
20,449
|
|
|
|
TotalEnergies Capital SA
|
5.425%
|
9/10/2064
|
38,337
|
34,368
|
|
|
6
|
Whistler Pipeline LLC
|
5.400%
|
9/30/2029
|
7,725
|
7,782
|
|
|
6
|
Whistler Pipeline LLC
|
5.700%
|
9/30/2031
|
5,790
|
5,860
|
|
|
|
|
|
|
|
|
1,495,785
|
|
Financials (8.2%)
|
||||||
|
|
ACE Capital Trust II
|
9.700%
|
4/1/2030
|
20,000
|
23,007
|
|
|
|
AerCap Ireland Capital DAC
|
3.000%
|
10/29/2028
|
6,985
|
6,711
|
|
|
|
AerCap Ireland Capital DAC
|
3.300%
|
1/30/2032
|
3,550
|
3,203
|
|
|
6
|
AIB Group plc
|
5.871%
|
3/28/2035
|
11,155
|
11,357
|
|
|
|
Allstate Corp.
|
5.250%
|
3/30/2033
|
10,000
|
10,007
|
|
|
|
Allstate Corp.
|
5.550%
|
5/9/2035
|
6,611
|
6,663
|
|
|
|
Allstate Corp.
|
3.850%
|
8/10/2049
|
4,741
|
3,422
|
|
|
|
American Express Co.
|
4.731%
|
4/25/2029
|
29,025
|
29,043
|
|
|
|
American Express Co.
|
4.351%
|
7/20/2029
|
120
|
119
|
|
|
|
American Express Co.
|
5.282%
|
7/27/2029
|
9,700
|
9,799
|
|
|
|
American Express Co.
|
6.489%
|
10/30/2031
|
3,295
|
3,469
|
|
|
|
American Express Co.
|
4.918%
|
7/20/2033
|
38,031
|
37,350
|
|
|
|
American Express Co.
|
4.420%
|
8/3/2033
|
8,245
|
7,888
|
|
|
|
American Express Co.
|
5.043%
|
5/1/2034
|
22,376
|
22,046
|
|
|
|
American Express Co.
|
5.625%
|
7/28/2034
|
6,675
|
6,695
|
|
|
|
American Express Co.
|
5.915%
|
4/25/2035
|
8,900
|
9,021
|
|
|
|
American Express Co.
|
5.284%
|
7/26/2035
|
39,245
|
38,848
|
|
|
|
American Express Co.
|
5.442%
|
1/30/2036
|
3,400
|
3,386
|
|
|
|
American Express Co.
|
5.667%
|
4/25/2036
|
29,880
|
30,207
|
|
|
|
American Express Co.
|
4.804%
|
10/24/2036
|
20,251
|
19,142
|
|
|
|
American International Group Inc.
|
4.850%
|
5/7/2030
|
8,615
|
8,589
|
|
|
|
American International Group Inc.
|
5.125%
|
3/27/2033
|
20,145
|
19,946
|
|
|
|
American International Group Inc.
|
4.750%
|
4/1/2048
|
4,675
|
3,937
|
|
|
6
|
American National Global Funding
|
5.000%
|
6/22/2029
|
9,695
|
9,607
|
|
|
|
Ameriprise Financial Inc.
|
5.700%
|
12/15/2028
|
16,748
|
17,103
|
|
|
|
Ameriprise Financial Inc.
|
4.500%
|
5/13/2032
|
11,845
|
11,521
|
|
|
|
Ameriprise Financial Inc.
|
5.150%
|
5/15/2033
|
16,715
|
16,652
|
|
|
|
Arthur J Gallagher & Co.
|
4.850%
|
12/15/2029
|
4,450
|
4,441
|
|
|
6
|
Athene Global Funding
|
2.717%
|
1/7/2029
|
33,350
|
31,439
|
|
|
6
|
Athene Global Funding
|
5.583%
|
1/9/2029
|
28,585
|
28,770
|
|
|
6
|
Athene Global Funding
|
4.721%
|
10/8/2029
|
39,962
|
39,217
|
|
|
6
|
Athene Global Funding
|
5.380%
|
1/7/2030
|
43,770
|
43,562
|
|
|
6
|
Athene Global Funding
|
5.033%
|
7/17/2030
|
8,202
|
8,066
|
|
|
6
|
Australia & New Zealand Banking Group Ltd.
|
2.570%
|
11/25/2035
|
22,135
|
19,664
|
|
|
6
|
Aviation Capital Group LLC
|
1.950%
|
9/20/2026
|
14,298
|
14,275
|
|
|
4
|
Banco Santander SA
|
5.365%
|
7/15/2028
|
25,400
|
25,548
|
|
|
|
Banco Santander SA
|
4.551%
|
11/6/2030
|
54,000
|
52,691
|
|
|
|
Banco Santander SA
|
2.749%
|
12/3/2030
|
8,400
|
7,564
|
|
|
4
|
Bank of America Corp.
|
4.948%
|
7/22/2028
|
8,415
|
8,439
|
|
|
|
Bank of America Corp.
|
6.204%
|
11/10/2028
|
9,700
|
9,872
|
|
|
4
|
Bank of America Corp.
|
3.419%
|
12/20/2028
|
8,681
|
8,543
|
|
|
|
Bank of America Corp.
|
5.202%
|
4/25/2029
|
18,685
|
18,810
|
|
|
4
|
Bank of America Corp.
|
4.271%
|
7/23/2029
|
65,865
|
65,261
|
|
|
|
Bank of America Corp.
|
5.819%
|
9/15/2029
|
14,175
|
14,441
|
|
|
4
|
Bank of America Corp.
|
3.974%
|
2/7/2030
|
80,000
|
78,333
|
|
|
4
|
Bank of America Corp.
|
3.194%
|
7/23/2030
|
31,085
|
29,619
|
|
|
|
Bank of America Corp.
|
5.162%
|
1/24/2031
|
11,022
|
11,062
|
|
|
4
|
Bank of America Corp.
|
2.496%
|
2/13/2031
|
50,870
|
46,789
|
|
|
4
|
Bank of America Corp.
|
2.592%
|
4/29/2031
|
12,445
|
11,425
|
|
|
|
Bank of America Corp.
|
4.571%
|
4/27/2033
|
29,200
|
28,185
|
|
|
4
|
Bank of America Corp.
|
5.015%
|
7/22/2033
|
29,430
|
29,067
|
|
|
|
Bank of America Corp.
|
5.288%
|
4/25/2034
|
9,695
|
9,654
|
|
|
|
Bank of America Corp.
|
5.872%
|
9/15/2034
|
75,105
|
77,224
|
|
|
|
Bank of America Corp.
|
5.511%
|
1/24/2036
|
74,137
|
74,050
|
|
|
|
Bank of America Corp.
|
5.464%
|
5/9/2036
|
9,695
|
9,660
|
|
|
|
Bank of America Corp.
|
3.846%
|
3/8/2037
|
40,872
|
37,551
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
4
|
Bank of America Corp.
|
5.875%
|
2/7/2042
|
9,965
|
10,017
|
|
|
|
Bank of America Corp.
|
3.311%
|
4/22/2042
|
55,635
|
41,536
|
|
|
4
|
Bank of America Corp.
|
5.000%
|
1/21/2044
|
39,433
|
35,521
|
|
|
4
|
Bank of America Corp.
|
3.946%
|
1/23/2049
|
5,380
|
4,028
|
|
|
4
|
Bank of America Corp.
|
4.330%
|
3/15/2050
|
51,211
|
40,338
|
|
|
|
Bank of America Corp.
|
2.972%
|
7/21/2052
|
65,950
|
40,548
|
|
|
4
|
Bank of Montreal
|
4.547%
|
6/2/2029
|
40,435
|
40,273
|
|
|
4
|
Bank of Montreal
|
4.879%
|
6/2/2032
|
12,665
|
12,490
|
|
|
4
|
Bank of Montreal
|
5.298%
|
6/2/2037
|
38,485
|
37,608
|
|
|
|
Bank of New York Mellon Corp.
|
4.729%
|
4/20/2029
|
10,395
|
10,408
|
|
|
|
Bank of New York Mellon Corp.
|
5.060%
|
7/22/2032
|
6,460
|
6,446
|
|
|
4
|
Bank of New York Mellon Corp.
|
5.834%
|
10/25/2033
|
37,940
|
39,152
|
|
|
|
Bank of New York Mellon Corp.
|
4.706%
|
2/1/2034
|
14,535
|
14,078
|
|
|
4
|
Bank of New York Mellon Corp.
|
4.967%
|
4/26/2034
|
34,820
|
34,172
|
|
|
4
|
Bank of New York Mellon Corp.
|
6.474%
|
10/25/2034
|
8,245
|
8,783
|
|
|
4
|
Bank of New York Mellon Corp.
|
5.188%
|
3/14/2035
|
1,615
|
1,598
|
|
|
6
|
Banque Federative du Credit Mutuel SA
|
4.591%
|
10/16/2028
|
40,490
|
40,230
|
|
|
6
|
Banque Federative du Credit Mutuel SA
|
4.786%
|
7/9/2029
|
53,080
|
52,654
|
|
|
6
|
Banque Federative du Credit Mutuel SA
|
5.538%
|
1/22/2030
|
41,177
|
41,576
|
|
|
|
Barclays plc
|
2.279%
|
11/24/2027
|
14,930
|
14,853
|
|
|
|
Barclays plc
|
5.086%
|
2/25/2029
|
24,695
|
24,762
|
|
|
|
Barclays plc
|
4.476%
|
11/11/2029
|
40,075
|
39,631
|
|
|
|
Barclays plc
|
5.367%
|
2/25/2031
|
12,925
|
12,977
|
|
|
|
Barclays plc
|
3.330%
|
11/24/2042
|
27,170
|
19,576
|
|
|
|
Blackrock Finance Inc.
|
2.100%
|
2/25/2032
|
24,849
|
21,419
|
|
|
|
Blackrock Inc.
|
4.750%
|
5/25/2033
|
49,120
|
48,284
|
|
|
|
Blackrock Inc.
|
5.250%
|
3/14/2054
|
21,680
|
19,486
|
|
|
6
|
Blackstone Holdings Finance Co. LLC
|
2.550%
|
3/30/2032
|
22,680
|
19,741
|
|
|
|
Blackstone Reg Finance Co. LLC
|
5.000%
|
12/6/2034
|
11,900
|
11,509
|
|
|
6
|
BNP Paribas SA
|
3.500%
|
11/16/2027
|
69,325
|
68,380
|
|
|
6
|
BNP Paribas SA
|
2.591%
|
1/20/2028
|
25,560
|
25,351
|
|
|
6
|
BNP Paribas SA
|
5.335%
|
6/12/2029
|
36,955
|
37,207
|
|
|
6
|
BNP Paribas SA
|
5.497%
|
5/20/2030
|
8,245
|
8,321
|
|
|
6
|
BNP Paribas SA
|
5.085%
|
5/9/2031
|
9,500
|
9,447
|
|
|
6
|
BNP Paribas SA
|
5.786%
|
1/13/2033
|
12,215
|
12,383
|
|
|
6
|
BPCE SA
|
2.045%
|
10/19/2027
|
25,245
|
25,153
|
|
|
6
|
BPCE SA
|
3.500%
|
10/23/2027
|
64,230
|
63,304
|
|
|
6
|
BPCE SA
|
5.281%
|
5/30/2029
|
19,230
|
19,426
|
|
|
6
|
BPCE SA
|
2.700%
|
10/1/2029
|
50,000
|
46,774
|
|
|
6
|
BPCE SA
|
5.876%
|
1/14/2031
|
51,825
|
52,647
|
|
|
6
|
BPCE SA
|
5.389%
|
5/28/2031
|
13,630
|
13,613
|
|
|
6
|
BPCE SA
|
7.003%
|
10/19/2034
|
6,675
|
7,091
|
|
|
6
|
BPCE SA
|
5.936%
|
5/30/2035
|
10,150
|
10,153
|
|
|
6
|
BPCE SA
|
5.417%
|
1/13/2037
|
54,000
|
51,294
|
|
|
6
|
BPCE SA
|
5.773%
|
6/2/2037
|
25,085
|
24,359
|
|
|
6
|
Brighthouse Financial Global Funding
|
2.000%
|
6/28/2028
|
16,275
|
15,338
|
|
|
6
|
Brighthouse Financial Global Funding
|
5.650%
|
6/10/2029
|
39,595
|
39,777
|
|
|
6
|
CaixaBank SA
|
4.634%
|
7/3/2029
|
41,295
|
41,111
|
|
|
6
|
CaixaBank SA
|
4.885%
|
7/3/2031
|
37,050
|
36,599
|
|
|
6
|
CaixaBank SA
|
4.818%
|
4/22/2032
|
9,985
|
9,767
|
|
|
6
|
CaixaBank SA
|
5.402%
|
4/22/2037
|
66,865
|
64,771
|
|
|
|
Canadian Imperial Bank of Commerce
|
4.723%
|
6/16/2029
|
40,984
|
40,907
|
|
|
|
Canadian Imperial Bank of Commerce
|
4.283%
|
1/29/2030
|
22,040
|
21,700
|
|
|
|
Canadian Imperial Bank of Commerce
|
4.631%
|
9/11/2030
|
30,565
|
30,227
|
|
|
|
Canadian Imperial Bank of Commerce
|
5.051%
|
6/16/2032
|
42,990
|
42,636
|
|
|
|
Capital One Financial Corp.
|
7.149%
|
10/29/2027
|
15,235
|
15,294
|
|
|
|
Capital One Financial Corp.
|
6.312%
|
6/8/2029
|
820
|
840
|
|
|
|
Capital One Financial Corp.
|
5.700%
|
2/1/2030
|
11,802
|
11,981
|
|
|
4
|
Capital One Financial Corp.
|
7.624%
|
10/30/2031
|
36,606
|
39,690
|
|
|
|
Charles Schwab Corp.
|
2.000%
|
3/20/2028
|
20,309
|
19,530
|
|
|
|
Chubb INA Holdings LLC
|
5.300%
|
5/20/2036
|
35,685
|
35,178
|
|
|
|
Chubb INA Holdings LLC
|
6.000%
|
5/11/2037
|
50,000
|
51,819
|
|
|
|
Citigroup Inc.
|
5.174%
|
9/11/2036
|
18,805
|
18,278
|
|
|
4
|
Citigroup Inc.
|
3.878%
|
1/24/2039
|
37,030
|
31,235
|
|
|
|
Citigroup Inc.
|
2.904%
|
11/3/2042
|
15,546
|
10,865
|
|
|
6
|
CNO Global Funding
|
5.875%
|
6/4/2027
|
34,533
|
34,856
|
|
|
6
|
CNO Global Funding
|
4.875%
|
12/10/2027
|
6,940
|
6,933
|
|
|
6
|
CNO Global Funding
|
2.650%
|
1/6/2029
|
12,585
|
11,899
|
|
|
6
|
Commonwealth Bank of Australia
|
5.071%
|
9/14/2028
|
36,585
|
36,956
|
|
|
6
|
Commonwealth Bank of Australia
|
2.688%
|
3/11/2031
|
74,015
|
66,187
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
6
|
Commonwealth Bank of Australia
|
3.784%
|
3/14/2032
|
9,885
|
9,090
|
|
|
6
|
Cooperatieve Rabobank UA
|
4.655%
|
8/22/2028
|
26,667
|
26,675
|
|
|
6
|
Corebridge Global Funding
|
5.900%
|
9/19/2028
|
8,525
|
8,678
|
|
|
6
|
Corebridge Global Funding
|
5.200%
|
1/12/2029
|
21,335
|
21,421
|
|
|
6
|
Corebridge Global Funding
|
5.200%
|
6/24/2029
|
14,205
|
14,276
|
|
|
6
|
Credit Agricole SA
|
4.631%
|
9/11/2028
|
32,140
|
32,123
|
|
|
6
|
Credit Agricole SA
|
6.316%
|
10/3/2029
|
16,442
|
16,863
|
|
|
6
|
Credit Agricole SA
|
4.656%
|
1/12/2032
|
36,405
|
35,361
|
|
|
6
|
Credit Agricole SA
|
5.862%
|
1/9/2036
|
7,600
|
7,631
|
|
|
6
|
Danske Bank A/S
|
5.705%
|
3/1/2030
|
1,915
|
1,945
|
|
|
|
Deutsche Bank AG
|
6.720%
|
1/18/2029
|
1,660
|
1,700
|
|
|
|
Deutsche Bank AG
|
6.819%
|
11/20/2029
|
1,765
|
1,832
|
|
|
|
Deutsche Bank AG
|
4.469%
|
12/10/2031
|
22,965
|
22,352
|
|
|
6
|
DNB Bank ASA
|
1.605%
|
3/30/2028
|
45,870
|
45,106
|
|
|
6
|
Equitable America Global Funding
|
3.950%
|
9/15/2027
|
5,380
|
5,334
|
|
|
6
|
Equitable Financial Life Global Funding
|
1.400%
|
8/27/2027
|
18,220
|
17,675
|
|
|
6
|
Equitable Financial Life Global Funding
|
4.875%
|
11/19/2027
|
8,245
|
8,255
|
|
|
6
|
Equitable Financial Life Global Funding
|
1.800%
|
3/8/2028
|
28,220
|
26,963
|
|
|
6
|
Farmers Exchange Capital
|
7.050%
|
7/15/2028
|
25,000
|
25,710
|
|
|
6
|
Federation des Caisses Desjardins du Quebec
|
5.147%
|
11/27/2028
|
35,825
|
36,286
|
|
|
6
|
Federation des Caisses Desjardins du Quebec
|
5.250%
|
4/26/2029
|
87,697
|
88,578
|
|
|
6
|
Federation des Caisses Desjardins du Quebec
|
4.565%
|
8/26/2030
|
29,580
|
29,101
|
|
|
|
Fifth Third Bancorp
|
4.055%
|
4/25/2028
|
15,040
|
14,971
|
|
|
6
|
GA Global Funding Trust
|
5.200%
|
12/9/2031
|
17,715
|
17,274
|
|
|
|
Globe Life Inc.
|
4.800%
|
6/15/2032
|
32,120
|
31,213
|
|
|
|
Goldman Sachs Bank USA
|
4.656%
|
6/3/2029
|
23,585
|
23,516
|
|
|
|
Goldman Sachs Group Inc.
|
4.148%
|
1/21/2029
|
57,342
|
56,842
|
|
|
4
|
Goldman Sachs Group Inc.
|
3.814%
|
4/23/2029
|
1,225
|
1,206
|
|
|
4
|
Goldman Sachs Group Inc.
|
4.223%
|
5/1/2029
|
62,140
|
61,521
|
|
|
|
Goldman Sachs Group Inc.
|
5.049%
|
7/23/2030
|
5,700
|
5,698
|
|
|
|
Goldman Sachs Group Inc.
|
4.692%
|
10/23/2030
|
4,145
|
4,095
|
|
|
|
Goldman Sachs Group Inc.
|
5.218%
|
4/23/2031
|
20,000
|
20,019
|
|
|
|
Goldman Sachs Group Inc.
|
4.516%
|
1/21/2032
|
94,243
|
91,322
|
|
|
|
Goldman Sachs Group Inc.
|
1.992%
|
1/27/2032
|
30,600
|
26,665
|
|
|
|
Goldman Sachs Group Inc.
|
2.615%
|
4/22/2032
|
88,125
|
78,303
|
|
|
|
Goldman Sachs Group Inc.
|
2.383%
|
7/21/2032
|
79,000
|
68,971
|
|
|
|
Goldman Sachs Group Inc.
|
2.650%
|
10/21/2032
|
14,050
|
12,335
|
|
|
|
Goldman Sachs Group Inc.
|
3.102%
|
2/24/2033
|
15,000
|
13,395
|
|
|
|
Goldman Sachs Group Inc.
|
5.094%
|
4/20/2034
|
64,000
|
62,448
|
|
|
|
Goldman Sachs Group Inc.
|
4.939%
|
10/21/2036
|
5,700
|
5,384
|
|
|
|
Goldman Sachs Group Inc.
|
5.065%
|
1/21/2037
|
39,400
|
37,417
|
|
|
|
Goldman Sachs Group Inc.
|
6.750%
|
10/1/2037
|
43,995
|
46,443
|
|
|
4
|
Goldman Sachs Group Inc.
|
4.800%
|
7/8/2044
|
25,675
|
21,950
|
|
|
|
Goldman Sachs Group Inc.
|
5.541%
|
1/21/2047
|
20,845
|
19,206
|
|
|
|
HSBC Holdings plc
|
5.597%
|
5/17/2028
|
22,929
|
23,073
|
|
|
|
HSBC Holdings plc
|
4.899%
|
3/3/2029
|
40,820
|
40,885
|
|
|
4
|
HSBC Holdings plc
|
4.583%
|
6/19/2029
|
38,602
|
38,450
|
|
|
|
HSBC Holdings plc
|
2.206%
|
8/17/2029
|
44,345
|
42,140
|
|
|
|
HSBC Holdings plc
|
4.711%
|
5/12/2030
|
66,870
|
66,210
|
|
|
|
HSBC Holdings plc
|
5.240%
|
5/13/2031
|
33,800
|
33,838
|
|
|
4
|
HSBC Holdings plc
|
2.357%
|
8/18/2031
|
48,710
|
43,761
|
|
|
|
HSBC Holdings plc
|
4.619%
|
11/6/2031
|
25,170
|
24,583
|
|
|
|
HSBC Holdings plc
|
4.675%
|
3/10/2032
|
33,770
|
32,897
|
|
|
|
HSBC Holdings plc
|
2.804%
|
5/24/2032
|
36,410
|
32,575
|
|
|
|
HSBC Holdings plc
|
6.254%
|
3/9/2034
|
9,700
|
10,085
|
|
|
|
HSBC Holdings plc
|
5.208%
|
5/12/2034
|
94,145
|
92,158
|
|
|
|
HSBC Holdings plc
|
5.279%
|
3/10/2037
|
33,730
|
32,436
|
|
|
|
HSBC Holdings plc
|
6.100%
|
1/14/2042
|
38,220
|
39,129
|
|
|
|
Intercontinental Exchange Inc.
|
4.350%
|
6/15/2029
|
8,575
|
8,481
|
|
|
|
Intercontinental Exchange Inc.
|
4.200%
|
3/15/2031
|
26,402
|
25,556
|
|
|
|
Intercontinental Exchange Inc.
|
4.900%
|
9/1/2031
|
12,655
|
12,603
|
|
|
|
Intercontinental Exchange Inc.
|
4.600%
|
3/15/2033
|
38,595
|
37,319
|
|
|
|
Intercontinental Exchange Inc.
|
5.150%
|
9/1/2033
|
10,490
|
10,445
|
|
|
|
Intercontinental Exchange Inc.
|
5.400%
|
9/1/2036
|
7,310
|
7,267
|
|
|
|
Intercontinental Exchange Inc.
|
2.650%
|
9/15/2040
|
38,055
|
26,782
|
|
|
|
Intercontinental Exchange Inc.
|
3.000%
|
6/15/2050
|
55,832
|
34,773
|
|
|
|
Intercontinental Exchange Inc.
|
4.950%
|
6/15/2052
|
84,901
|
73,258
|
|
|
6
|
Intesa Sanpaolo SpA
|
5.000%
|
6/29/2030
|
25,085
|
24,939
|
|
|
6
|
Intesa Sanpaolo SpA
|
5.200%
|
6/29/2032
|
19,440
|
19,189
|
|
|
|
JPMorgan Chase & Co.
|
2.069%
|
6/1/2029
|
21,231
|
20,272
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
4
|
JPMorgan Chase & Co.
|
4.452%
|
12/5/2029
|
84,735
|
84,068
|
|
|
|
JPMorgan Chase & Co.
|
5.012%
|
1/23/2030
|
24,600
|
24,674
|
|
|
4
|
JPMorgan Chase & Co.
|
3.702%
|
5/6/2030
|
16,000
|
15,510
|
|
|
|
JPMorgan Chase & Co.
|
4.603%
|
10/22/2030
|
77,025
|
76,191
|
|
|
|
JPMorgan Chase & Co.
|
5.140%
|
1/24/2031
|
36,085
|
36,202
|
|
|
|
JPMorgan Chase & Co.
|
5.103%
|
4/22/2031
|
56,665
|
56,754
|
|
|
|
JPMorgan Chase & Co.
|
2.580%
|
4/22/2032
|
58,675
|
52,397
|
|
|
|
JPMorgan Chase & Co.
|
4.586%
|
4/26/2033
|
30,000
|
29,056
|
|
|
|
JPMorgan Chase & Co.
|
4.912%
|
7/25/2033
|
24,540
|
24,121
|
|
|
|
JPMorgan Chase & Co.
|
5.350%
|
6/1/2034
|
49,830
|
49,863
|
|
|
|
JPMorgan Chase & Co.
|
5.336%
|
1/23/2035
|
19,350
|
19,252
|
|
|
|
JPMorgan Chase & Co.
|
5.294%
|
7/22/2035
|
18,000
|
17,811
|
|
|
|
JPMorgan Chase & Co.
|
5.572%
|
4/22/2036
|
45,963
|
46,108
|
|
|
|
JPMorgan Chase & Co.
|
5.576%
|
7/23/2036
|
10,580
|
10,493
|
|
|
4
|
JPMorgan Chase & Co.
|
3.109%
|
4/22/2041
|
19,440
|
14,560
|
|
|
|
JPMorgan Chase & Co.
|
5.600%
|
7/15/2041
|
96,000
|
94,380
|
|
|
|
JPMorgan Chase & Co.
|
5.400%
|
1/6/2042
|
18,035
|
17,371
|
|
|
|
JPMorgan Chase & Co.
|
3.157%
|
4/22/2042
|
50,000
|
36,753
|
|
|
|
JPMorgan Chase & Co.
|
5.625%
|
8/16/2043
|
16,100
|
15,663
|
|
|
|
JPMorgan Chase & Co.
|
5.534%
|
11/29/2045
|
15,000
|
14,300
|
|
|
4
|
JPMorgan Chase & Co.
|
3.964%
|
11/15/2048
|
170,535
|
128,641
|
|
|
4
|
JPMorgan Chase & Co.
|
3.109%
|
4/22/2051
|
19,885
|
12,646
|
|
|
6
|
KBC Group NV
|
5.796%
|
1/19/2029
|
3,602
|
3,651
|
|
|
6
|
KBC Group NV
|
6.324%
|
9/21/2034
|
24,055
|
25,148
|
|
|
6
|
Liberty Mutual Group Inc.
|
4.569%
|
2/1/2029
|
23,725
|
23,505
|
|
|
6
|
Liberty Mutual Group Inc.
|
5.500%
|
6/15/2052
|
26,870
|
24,143
|
|
|
6
|
Liberty Mutual Insurance Co.
|
7.875%
|
10/15/2026
|
31,210
|
31,325
|
|
|
6
|
Lincoln Financial Global Funding
|
4.625%
|
5/28/2028
|
10,065
|
10,019
|
|
|
4
|
Lloyds Banking Group plc
|
3.574%
|
11/7/2028
|
7,275
|
7,183
|
|
|
|
Lloyds Banking Group plc
|
5.087%
|
11/26/2028
|
23,710
|
23,815
|
|
|
|
Lloyds Banking Group plc
|
4.818%
|
6/13/2029
|
28,900
|
28,911
|
|
|
|
Lloyds Banking Group plc
|
5.721%
|
6/5/2030
|
9,275
|
9,435
|
|
|
|
Lloyds Banking Group plc
|
4.425%
|
11/4/2031
|
54,315
|
52,763
|
|
|
|
Lloyds Banking Group plc
|
5.679%
|
1/5/2035
|
13,300
|
13,413
|
|
|
6
|
LSEG Finance plc
|
2.000%
|
4/6/2028
|
24,615
|
23,586
|
|
|
6
|
LSEG Finance plc
|
2.500%
|
4/6/2031
|
8,604
|
7,686
|
|
|
6
|
Lseg US Fin Corp.
|
5.297%
|
3/28/2034
|
8,475
|
8,375
|
|
|
6
|
Lseg US Fin Corp.
|
5.250%
|
3/23/2036
|
17,455
|
16,956
|
|
|
6
|
Macquarie Group Ltd.
|
1.935%
|
4/14/2028
|
42,835
|
42,077
|
|
|
6
|
Macquarie Group Ltd.
|
2.871%
|
1/14/2033
|
50,277
|
44,321
|
|
|
|
Manufacturers & Traders Trust Co.
|
4.700%
|
1/27/2028
|
78,846
|
78,843
|
|
|
|
Marsh & McLennan Cos. Inc.
|
4.375%
|
3/15/2029
|
23,405
|
23,160
|
|
|
|
Marsh & McLennan Cos. Inc.
|
4.900%
|
3/15/2049
|
4,965
|
4,213
|
|
|
|
Marsh & McLennan Cos. Inc.
|
2.900%
|
12/15/2051
|
20,255
|
12,043
|
|
|
|
Marsh & McLennan Cos. Inc.
|
5.450%
|
3/15/2053
|
7,835
|
7,119
|
|
|
6
|
Met Tower Global Funding
|
5.250%
|
4/12/2029
|
11,205
|
11,312
|
|
|
|
MetLife Inc.
|
4.125%
|
8/13/2042
|
15,565
|
12,660
|
|
|
|
MetLife Inc.
|
4.875%
|
11/13/2043
|
17,000
|
15,063
|
|
|
|
MetLife Inc.
|
5.000%
|
7/15/2052
|
15,634
|
13,442
|
|
|
6
|
Metropolitan Life Global Funding I
|
3.000%
|
9/19/2027
|
21,455
|
21,116
|
|
|
6
|
Metropolitan Life Global Funding I
|
4.300%
|
8/25/2029
|
15,345
|
15,094
|
|
|
6
|
Metropolitan Life Global Funding I
|
2.400%
|
1/11/2032
|
53,825
|
47,063
|
|
|
6
|
Metropolitan Life Global Funding I
|
5.150%
|
3/28/2033
|
16,475
|
16,344
|
|
|
|
Mitsubishi UFJ Financial Group Inc.
|
5.017%
|
7/20/2028
|
31,915
|
31,998
|
|
|
4
|
Morgan Stanley
|
3.772%
|
1/24/2029
|
64,293
|
63,485
|
|
|
|
Morgan Stanley
|
4.238%
|
1/9/2030
|
31,020
|
30,510
|
|
|
|
Morgan Stanley
|
5.173%
|
1/16/2030
|
30,000
|
30,136
|
|
|
|
Morgan Stanley
|
5.042%
|
7/19/2030
|
5,700
|
5,708
|
|
|
|
Morgan Stanley
|
5.230%
|
1/15/2031
|
33,615
|
33,745
|
|
|
4
|
Morgan Stanley
|
2.699%
|
1/22/2031
|
74,290
|
68,680
|
|
|
|
Morgan Stanley
|
4.493%
|
1/16/2032
|
14,265
|
13,830
|
|
|
|
Morgan Stanley
|
4.809%
|
4/16/2032
|
124,670
|
122,092
|
|
|
4
|
Morgan Stanley
|
1.928%
|
4/28/2032
|
50,000
|
43,098
|
|
|
4
|
Morgan Stanley
|
2.239%
|
7/21/2032
|
81,175
|
70,455
|
|
|
4
|
Morgan Stanley
|
2.511%
|
10/20/2032
|
31,225
|
27,324
|
|
|
|
Morgan Stanley
|
2.943%
|
1/21/2033
|
31,555
|
27,987
|
|
|
|
Morgan Stanley
|
5.466%
|
1/18/2035
|
19,775
|
19,679
|
|
|
|
Morgan Stanley
|
5.587%
|
1/18/2036
|
15,950
|
15,925
|
|
|
|
Morgan Stanley
|
5.664%
|
4/17/2036
|
45,800
|
45,934
|
|
|
|
Morgan Stanley
|
4.300%
|
1/27/2045
|
18,360
|
14,882
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
4
|
Morgan Stanley Bank NA
|
4.788%
|
5/10/2030
|
17,625
|
17,533
|
|
|
4
|
Morgan Stanley Private Bank NA
|
4.466%
|
7/6/2028
|
58,125
|
58,068
|
|
|
|
Morgan Stanley Private Bank NA
|
4.204%
|
11/17/2028
|
41,000
|
40,762
|
|
|
|
Morgan Stanley Private Bank NA
|
4.734%
|
7/18/2031
|
31,310
|
30,847
|
|
|
|
Morgan Stanley Private Bank NA
|
4.465%
|
11/19/2031
|
45,735
|
44,482
|
|
|
6
|
Mutual of Omaha Cos. Global Funding
|
5.000%
|
4/1/2030
|
17,715
|
17,659
|
|
|
6
|
National Australia Bank Ltd.
|
5.134%
|
11/28/2028
|
51,330
|
51,962
|
|
|
6
|
National Australia Bank Ltd.
|
2.332%
|
8/21/2030
|
75,550
|
67,465
|
|
|
6
|
National Australia Bank Ltd.
|
5.902%
|
1/14/2036
|
17,200
|
17,241
|
|
|
4,7
|
National Bank of Canada
|
4.996%
|
9/8/2029
|
54,815
|
54,841
|
|
|
6
|
Nationwide Building Society
|
4.649%
|
7/14/2029
|
22,060
|
21,996
|
|
|
6
|
Nationwide Building Society
|
5.537%
|
7/14/2036
|
15,515
|
15,263
|
|
|
6
|
Nationwide Financial Services Inc.
|
3.900%
|
11/30/2049
|
48,905
|
34,761
|
|
|
6
|
Nationwide Mutual Insurance Co.
|
4.350%
|
4/30/2050
|
41,675
|
30,730
|
|
|
6
|
NBK SPC Ltd.
|
1.625%
|
9/15/2027
|
67,900
|
67,814
|
|
|
6
|
New York Life Global Funding
|
5.000%
|
1/9/2034
|
39,770
|
38,880
|
|
|
6
|
New York Life Insurance Co.
|
5.875%
|
5/15/2033
|
55,395
|
56,452
|
|
|
6
|
New York Life Insurance Co.
|
3.750%
|
5/15/2050
|
9,245
|
6,485
|
|
|
6
|
NLG Global Funding
|
4.350%
|
9/15/2030
|
21,250
|
20,625
|
|
|
6
|
Northwestern Mutual Global Funding
|
5.160%
|
5/28/2031
|
27,865
|
27,991
|
|
|
6
|
Northwestern Mutual Life Insurance Co.
|
3.850%
|
9/30/2047
|
30,684
|
22,404
|
|
|
6
|
Northwestern Mutual Life Insurance Co.
|
3.625%
|
9/30/2059
|
9,324
|
5,959
|
|
|
6
|
Penske Truck Leasing Co. LP
|
5.875%
|
11/15/2027
|
42,565
|
43,066
|
|
|
6
|
Penske Truck Leasing Co. LP
|
5.700%
|
2/1/2028
|
37,855
|
38,284
|
|
|
6
|
Penske Truck Leasing Co. LP
|
6.050%
|
8/1/2028
|
37,310
|
38,050
|
|
|
6
|
Penske Truck Leasing Co. LP
|
5.350%
|
3/30/2029
|
13,045
|
13,140
|
|
|
6
|
Penske Truck Leasing Co. LP
|
5.250%
|
7/1/2029
|
4,675
|
4,697
|
|
|
6
|
Penske Truck Leasing Co. LP
|
5.250%
|
2/1/2030
|
12,495
|
12,516
|
|
|
6
|
Penske Truck Leasing Co. LP
|
6.200%
|
6/15/2030
|
7,282
|
7,516
|
|
|
4
|
PNC Bank NA
|
3.100%
|
10/25/2027
|
41,975
|
41,341
|
|
|
6
|
Pricoa Global Funding I
|
5.100%
|
5/30/2028
|
33,975
|
34,181
|
|
|
6
|
Pricoa Global Funding I
|
4.700%
|
5/28/2030
|
6,975
|
6,901
|
|
|
6
|
Pricoa Global Funding I
|
4.650%
|
8/27/2031
|
17,999
|
17,622
|
|
|
6
|
Principal Life Global Funding II
|
2.500%
|
9/16/2029
|
19,510
|
18,137
|
|
|
|
Progressive Corp.
|
4.950%
|
6/15/2033
|
54,414
|
53,941
|
|
|
|
Progressive Corp.
|
5.150%
|
3/26/2036
|
24,785
|
24,203
|
|
|
6
|
Prologis Targeted US Logistics Fund LP
|
5.250%
|
1/15/2035
|
18,116
|
17,678
|
|
|
6
|
Protective Life Global Funding
|
4.803%
|
6/5/2030
|
10,855
|
10,741
|
|
|
6
|
Protective Life Global Funding
|
5.432%
|
1/14/2032
|
20,580
|
20,675
|
|
|
6
|
RGA Global Funding
|
4.350%
|
8/25/2028
|
16,520
|
16,341
|
|
|
6
|
RGA Global Funding
|
2.700%
|
1/18/2029
|
14,330
|
13,595
|
|
|
6
|
RGA Global Funding
|
5.448%
|
5/24/2029
|
19,510
|
19,761
|
|
|
6
|
RGA Global Funding
|
5.250%
|
1/9/2030
|
31,635
|
31,717
|
|
|
6
|
RGA Global Funding
|
5.500%
|
1/11/2031
|
16,515
|
16,659
|
|
|
6
|
RGA Global Funding
|
5.050%
|
12/6/2031
|
39,225
|
38,709
|
|
|
6
|
RGA Global Funding
|
5.000%
|
8/25/2032
|
8,585
|
8,390
|
|
|
|
Royal Bank of Canada
|
4.400%
|
4/17/2030
|
26,585
|
26,223
|
|
|
|
Royal Bank of Canada
|
4.612%
|
5/3/2032
|
53,470
|
52,309
|
|
|
4
|
Royal Bank of Canada
|
5.000%
|
2/1/2033
|
44,538
|
44,104
|
|
|
6
|
Sammons Financial Group Global Funding
|
5.100%
|
12/10/2029
|
14,950
|
14,829
|
|
|
6
|
Sammons Financial Group Global Funding
|
4.950%
|
6/12/2030
|
36,795
|
36,058
|
|
|
6
|
Societe Generale SA
|
5.400%
|
4/10/2037
|
39,385
|
37,442
|
|
|
6
|
Standard Chartered plc
|
6.301%
|
1/9/2029
|
32,130
|
32,693
|
|
|
6
|
Standard Chartered plc
|
5.545%
|
1/21/2029
|
45,955
|
46,311
|
|
|
6
|
Standard Chartered plc
|
5.005%
|
10/15/2030
|
10,150
|
10,107
|
|
|
|
State Street Corp.
|
4.834%
|
4/24/2030
|
20,975
|
21,003
|
|
|
|
State Street Corp.
|
4.821%
|
1/26/2034
|
14,655
|
14,324
|
|
|
|
State Street Corp.
|
5.146%
|
2/28/2036
|
22,055
|
21,619
|
|
|
6
|
Swedbank AB
|
4.998%
|
11/20/2029
|
43,980
|
44,319
|
|
|
6
|
Teachers Insurance & Annuity Association of America
|
4.270%
|
5/15/2047
|
42,390
|
32,580
|
|
|
4
|
Toronto-Dominion Bank
|
4.847%
|
7/27/2029
|
47,295
|
47,266
|
|
|
|
Toronto-Dominion Bank
|
4.456%
|
6/8/2032
|
13,271
|
12,831
|
|
|
|
Travelers Cos. Inc.
|
4.950%
|
7/24/2031
|
20,185
|
20,107
|
|
|
|
Travelers Cos. Inc.
|
5.050%
|
7/24/2035
|
5,495
|
5,352
|
|
|
|
UBS AG
|
5.650%
|
9/11/2028
|
52,280
|
53,308
|
|
|
6
|
UBS Group AG
|
3.869%
|
1/12/2029
|
15,905
|
15,721
|
|
|
6
|
UBS Group AG
|
5.428%
|
2/8/2030
|
11,550
|
11,658
|
|
|
6
|
UBS Group AG
|
5.617%
|
9/13/2030
|
20,930
|
21,232
|
|
|
6
|
UBS Group AG
|
2.095%
|
2/11/2032
|
23,650
|
20,669
|
|
|
6
|
UBS Group AG
|
3.091%
|
5/14/2032
|
68,085
|
61,788
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
6
|
UBS Group AG
|
6.301%
|
9/22/2034
|
33,335
|
34,760
|
|
|
6
|
UBS Group AG
|
5.580%
|
5/9/2036
|
27,325
|
27,175
|
|
|
6
|
UBS Group AG
|
3.179%
|
2/11/2043
|
36,770
|
26,424
|
|
|
6
|
UniCredit SpA
|
3.127%
|
6/3/2032
|
35,545
|
32,338
|
|
|
4
|
Wells Fargo & Co.
|
4.900%
|
1/24/2028
|
20,000
|
20,030
|
|
|
4
|
Wells Fargo & Co.
|
5.574%
|
7/25/2029
|
9,900
|
10,036
|
|
|
|
Wells Fargo & Co.
|
6.303%
|
10/23/2029
|
53,260
|
54,804
|
|
|
|
Wells Fargo & Co.
|
5.198%
|
1/23/2030
|
9,900
|
9,966
|
|
|
4
|
Wells Fargo & Co.
|
2.879%
|
10/30/2030
|
8,400
|
7,882
|
|
|
|
Wells Fargo & Co.
|
5.244%
|
1/24/2031
|
21,785
|
21,902
|
|
|
|
Wells Fargo & Co.
|
5.150%
|
4/23/2031
|
9,695
|
9,714
|
|
|
|
Wells Fargo & Co.
|
5.606%
|
1/15/2044
|
71,831
|
66,799
|
|
|
4
|
Wells Fargo & Co.
|
4.650%
|
11/4/2044
|
10,315
|
8,443
|
|
|
|
Wells Fargo & Co.
|
3.900%
|
5/1/2045
|
8,075
|
6,154
|
|
|
4
|
Wells Fargo & Co.
|
4.900%
|
11/17/2045
|
19,160
|
16,110
|
|
|
4
|
Wells Fargo & Co.
|
4.400%
|
6/14/2046
|
73,300
|
57,452
|
|
|
4
|
Wells Fargo & Co.
|
4.750%
|
12/7/2046
|
23,150
|
18,951
|
|
|
4
|
Wells Fargo & Co.
|
4.611%
|
4/25/2053
|
84,025
|
67,382
|
|
|
4
|
Westpac Banking Corp.
|
5.618%
|
11/20/2035
|
17,200
|
16,996
|
|
|
|
Willis North America Inc.
|
4.550%
|
3/15/2031
|
8,465
|
8,217
|
|
|
|
|
|
|
|
|
9,960,719
|
|
Health Care (2.3%)
|
||||||
|
|
Abbott Laboratories
|
4.650%
|
3/15/2036
|
50,954
|
48,300
|
|
|
|
AbbVie Inc.
|
4.950%
|
3/15/2031
|
28,120
|
28,139
|
|
|
|
AbbVie Inc.
|
4.400%
|
3/15/2033
|
54,960
|
52,706
|
|
|
|
AbbVie Inc.
|
5.200%
|
3/15/2035
|
18,300
|
18,150
|
|
|
|
AbbVie Inc.
|
4.500%
|
5/14/2035
|
65,475
|
61,646
|
|
|
|
AbbVie Inc.
|
4.750%
|
3/15/2036
|
37,165
|
35,395
|
|
|
|
AbbVie Inc.
|
5.350%
|
3/15/2044
|
18,173
|
17,144
|
|
|
|
AbbVie Inc.
|
4.850%
|
6/15/2044
|
5,100
|
4,489
|
|
|
|
AbbVie Inc.
|
4.700%
|
5/14/2045
|
29,271
|
25,178
|
|
|
|
AbbVie Inc.
|
4.450%
|
5/14/2046
|
22,929
|
18,911
|
|
|
|
AbbVie Inc.
|
4.875%
|
11/14/2048
|
27,896
|
24,043
|
|
|
|
AbbVie Inc.
|
6.000%
|
9/15/2056
|
14,755
|
14,673
|
|
|
|
AbbVie Inc.
|
6.100%
|
9/15/2066
|
9,875
|
9,809
|
|
|
4
|
AdventHealth Obligated Group
|
2.795%
|
11/15/2051
|
30,030
|
17,830
|
|
|
4
|
Advocate Health & Hospitals Corp.
|
2.211%
|
6/15/2030
|
7,210
|
6,546
|
|
|
4
|
Advocate Health & Hospitals Corp.
|
3.008%
|
6/15/2050
|
8,980
|
5,666
|
|
|
6
|
Alcon Finance Corp.
|
2.600%
|
5/27/2030
|
5,665
|
5,190
|
|
|
6
|
Alcon Finance Corp.
|
5.375%
|
12/6/2032
|
8,550
|
8,598
|
|
|
|
Amgen Inc.
|
5.600%
|
3/2/2043
|
93,375
|
89,832
|
|
|
4
|
Ascension Health
|
4.078%
|
11/15/2028
|
7,920
|
7,834
|
|
|
4
|
Ascension Health
|
2.532%
|
11/15/2029
|
22,515
|
20,982
|
|
|
4
|
Ascension Health
|
4.294%
|
11/15/2030
|
35,025
|
34,156
|
|
|
4
|
Ascension Health
|
4.923%
|
11/15/2035
|
15,090
|
14,592
|
|
|
4
|
Ascension Health
|
4.847%
|
11/15/2053
|
23,970
|
20,558
|
|
|
|
AstraZeneca plc
|
6.450%
|
9/15/2037
|
15,140
|
16,337
|
|
|
|
Banner Health
|
2.907%
|
1/1/2042
|
29,965
|
21,353
|
|
|
4
|
Beth Israel Lahey Health Inc.
|
3.080%
|
7/1/2051
|
7,920
|
4,936
|
|
|
4
|
Bon Secours Mercy Health Inc.
|
4.302%
|
7/1/2028
|
20,339
|
20,137
|
|
|
4
|
Bon Secours Mercy Health Inc.
|
3.464%
|
6/1/2030
|
17,085
|
16,330
|
|
|
|
Bristol-Myers Squibb Co.
|
4.125%
|
6/15/2039
|
8,245
|
7,129
|
|
|
|
Bristol-Myers Squibb Co.
|
2.350%
|
11/13/2040
|
9,697
|
6,559
|
|
|
|
Bristol-Myers Squibb Co.
|
3.550%
|
3/15/2042
|
63,155
|
48,483
|
|
|
|
Bristol-Myers Squibb Co.
|
4.550%
|
2/20/2048
|
5,703
|
4,677
|
|
|
|
Bristol-Myers Squibb Co.
|
4.250%
|
10/26/2049
|
55,913
|
43,437
|
|
|
|
Bristol-Myers Squibb Co.
|
3.900%
|
3/15/2062
|
7,600
|
5,185
|
|
|
4
|
Cedars-Sinai Health System
|
2.288%
|
8/15/2031
|
43,795
|
38,749
|
|
|
4
|
Children's Hospital Corp.
|
2.585%
|
2/1/2050
|
5,460
|
3,195
|
|
|
|
CommonSpirit Health
|
3.347%
|
10/1/2029
|
36,655
|
34,885
|
|
|
|
CommonSpirit Health
|
2.782%
|
10/1/2030
|
21,827
|
19,943
|
|
|
|
CommonSpirit Health
|
5.205%
|
12/1/2031
|
40,770
|
40,677
|
|
|
|
CommonSpirit Health
|
4.825%
|
9/1/2035
|
14,795
|
14,114
|
|
|
4
|
CommonSpirit Health
|
4.975%
|
9/1/2035
|
16,065
|
15,315
|
|
|
4
|
CommonSpirit Health
|
4.350%
|
11/1/2042
|
28,315
|
23,884
|
|
|
|
CommonSpirit Health
|
3.910%
|
10/1/2050
|
4,370
|
3,127
|
|
|
|
CommonSpirit Health
|
5.662%
|
9/1/2055
|
735
|
681
|
|
|
4
|
Cottage Health Obligated Group
|
3.304%
|
11/1/2049
|
9,875
|
6,588
|
|
|
6
|
CSL Finance plc
|
4.250%
|
4/27/2032
|
31,340
|
29,799
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
6
|
CSL Finance plc
|
4.750%
|
4/27/2052
|
1,160
|
950
|
|
|
|
CVS Health Corp.
|
5.400%
|
6/1/2029
|
4,125
|
4,182
|
|
|
|
CVS Health Corp.
|
5.300%
|
6/1/2033
|
17,945
|
17,833
|
|
|
|
CVS Health Corp.
|
5.700%
|
6/1/2034
|
9,700
|
9,810
|
|
|
|
CVS Health Corp.
|
5.300%
|
12/5/2043
|
2,074
|
1,868
|
|
|
|
Eli Lilly & Co.
|
4.875%
|
2/27/2053
|
8,710
|
7,495
|
|
|
|
Eli Lilly & Co.
|
5.050%
|
8/14/2054
|
13,505
|
11,905
|
|
|
|
Eli Lilly & Co.
|
5.500%
|
2/12/2055
|
27,945
|
26,346
|
|
|
|
Eli Lilly & Co.
|
4.950%
|
2/27/2063
|
7,570
|
6,386
|
|
|
|
Eli Lilly & Co.
|
5.200%
|
8/14/2064
|
4,570
|
4,015
|
|
|
|
Gilead Sciences Inc.
|
2.600%
|
10/1/2040
|
24,487
|
17,243
|
|
|
|
Gilead Sciences Inc.
|
4.150%
|
3/1/2047
|
14,930
|
11,745
|
|
|
|
HCA Inc.
|
5.450%
|
4/1/2031
|
10,175
|
10,281
|
|
|
|
HCA Inc.
|
5.500%
|
6/15/2047
|
16,415
|
14,718
|
|
|
|
HCA Inc.
|
5.250%
|
6/15/2049
|
16,830
|
14,461
|
|
|
|
HCA Inc.
|
6.000%
|
4/1/2054
|
26,905
|
25,370
|
|
|
|
HCA Inc.
|
5.950%
|
9/15/2054
|
18,490
|
17,274
|
|
|
|
HCA Inc.
|
6.200%
|
3/1/2055
|
35,248
|
34,072
|
|
|
|
HCA Inc.
|
5.700%
|
11/15/2055
|
15,758
|
14,225
|
|
|
6
|
Icon Investments Six DAC
|
5.421%
|
8/13/2031
|
24,335
|
24,222
|
|
|
6
|
Icon Investments Six DAC
|
5.995%
|
8/13/2036
|
36,370
|
36,296
|
|
|
4
|
Indiana University Health Inc. Obligated Group
|
2.852%
|
11/1/2051
|
12,370
|
7,438
|
|
|
|
Inova Health System Foundation
|
4.068%
|
5/15/2052
|
20,740
|
15,704
|
|
|
|
Kaiser Foundation Hospitals
|
3.150%
|
5/1/2027
|
10,731
|
10,630
|
|
|
4
|
Kaiser Foundation Hospitals
|
2.810%
|
6/1/2041
|
37,455
|
26,700
|
|
|
|
Kaiser Foundation Hospitals
|
4.150%
|
5/1/2047
|
14,000
|
11,064
|
|
|
4
|
Kaiser Foundation Hospitals
|
3.002%
|
6/1/2051
|
36,720
|
22,783
|
|
|
4
|
Mass General Brigham Inc.
|
3.192%
|
7/1/2049
|
12,361
|
8,114
|
|
|
4
|
Mass General Brigham Inc.
|
3.342%
|
7/1/2060
|
32,045
|
19,901
|
|
|
4
|
Memorial Sloan-Kettering Cancer Center
|
2.955%
|
1/1/2050
|
18,985
|
11,964
|
|
|
|
Memorial Sloan-Kettering Cancer Center
|
4.125%
|
7/1/2052
|
5,380
|
4,131
|
|
|
4
|
Memorial Sloan-Kettering Cancer Center
|
4.200%
|
7/1/2055
|
5,910
|
4,509
|
|
|
|
Merck & Co. Inc.
|
4.550%
|
9/15/2032
|
61,855
|
60,554
|
|
|
|
Merck & Co. Inc.
|
4.450%
|
12/4/2032
|
7,580
|
7,346
|
|
|
|
Merck & Co. Inc.
|
4.950%
|
9/15/2035
|
82,975
|
80,867
|
|
|
|
Merck & Co. Inc.
|
4.750%
|
12/4/2035
|
21,575
|
20,636
|
|
|
|
Merck & Co. Inc.
|
5.200%
|
5/22/2036
|
15,295
|
15,108
|
|
|
|
Merck & Co. Inc.
|
4.150%
|
5/18/2043
|
22,090
|
18,136
|
|
|
|
Merck & Co. Inc.
|
4.000%
|
3/7/2049
|
32,385
|
24,477
|
|
|
|
Merck & Co. Inc.
|
2.750%
|
12/10/2051
|
9,697
|
5,646
|
|
|
|
Merck & Co. Inc.
|
5.700%
|
9/15/2055
|
59,135
|
56,577
|
|
|
|
Merck & Co. Inc.
|
5.850%
|
5/22/2056
|
14,265
|
13,909
|
|
|
|
Merck & Co. Inc.
|
5.700%
|
12/4/2065
|
9,700
|
9,135
|
|
|
|
New York & Presbyterian Hospital
|
2.256%
|
8/1/2040
|
7,090
|
4,808
|
|
|
|
Novartis Capital Corp.
|
4.400%
|
5/6/2044
|
25,896
|
21,917
|
|
|
|
Novartis Capital Corp.
|
5.600%
|
3/18/2046
|
18,510
|
17,974
|
|
|
|
Novartis Capital Corp.
|
5.700%
|
3/18/2056
|
10,255
|
9,953
|
|
|
|
OhioHealth Corp.
|
2.297%
|
11/15/2031
|
26,665
|
23,444
|
|
|
|
OhioHealth Corp.
|
2.834%
|
11/15/2041
|
16,515
|
11,763
|
|
|
|
PeaceHealth Obligated Group
|
4.335%
|
11/15/2028
|
9,205
|
9,119
|
|
|
|
PeaceHealth Obligated Group
|
4.855%
|
11/15/2032
|
7,645
|
7,492
|
|
|
|
Pfizer Inc.
|
3.450%
|
3/15/2029
|
70,335
|
68,420
|
|
|
|
Pfizer Inc.
|
1.700%
|
5/28/2030
|
6,065
|
5,413
|
|
|
|
Pfizer Inc.
|
4.100%
|
9/15/2038
|
49,795
|
43,706
|
|
|
|
Pfizer Investment Enterprises Pte. Ltd.
|
4.750%
|
5/19/2033
|
9,100
|
8,874
|
|
|
|
Pfizer Investment Enterprises Pte. Ltd.
|
5.110%
|
5/19/2043
|
26,307
|
24,066
|
|
|
|
Pfizer Investment Enterprises Pte. Ltd.
|
5.300%
|
5/19/2053
|
36,489
|
32,682
|
|
|
4
|
Piedmont Healthcare Inc.
|
2.044%
|
1/1/2032
|
8,825
|
7,566
|
|
|
4
|
Piedmont Healthcare Inc.
|
2.719%
|
1/1/2042
|
8,830
|
6,068
|
|
|
|
Piedmont Healthcare Inc.
|
2.864%
|
1/1/2052
|
11,725
|
6,859
|
|
|
4
|
Providence St. Joseph Health Obligated Group
|
2.532%
|
10/1/2029
|
17,470
|
16,285
|
|
|
|
Providence St. Joseph Health Obligated Group
|
5.369%
|
10/1/2032
|
16,395
|
16,467
|
|
|
|
Providence St. Joseph Health Obligated Group
|
5.403%
|
10/1/2033
|
14,986
|
15,069
|
|
|
4
|
Providence St. Joseph Health Obligated Group
|
3.930%
|
10/1/2048
|
11,805
|
8,834
|
|
|
6
|
Roche Holdings Inc.
|
2.607%
|
12/13/2051
|
8,330
|
4,792
|
|
|
4
|
SSM Health Care Corp.
|
3.823%
|
6/1/2027
|
34,910
|
34,759
|
|
|
4
|
Sutter Health
|
2.294%
|
8/15/2030
|
9,670
|
8,749
|
|
|
4
|
Sutter Health
|
5.213%
|
8/15/2032
|
12,505
|
12,534
|
|
|
4
|
Sutter Health
|
5.537%
|
8/15/2035
|
41,027
|
41,383
|
|
|
|
Takeda Pharmaceutical Co. Ltd.
|
2.050%
|
3/31/2030
|
26,687
|
24,100
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Takeda Pharmaceutical Co. Ltd.
|
5.300%
|
7/5/2034
|
14,709
|
14,577
|
|
|
|
Takeda Pharmaceutical Co. Ltd.
|
3.025%
|
7/9/2040
|
13,665
|
9,995
|
|
|
|
Toledo Hospital
|
5.750%
|
11/15/2038
|
8,920
|
8,850
|
|
|
|
UnitedHealth Group Inc.
|
3.850%
|
6/15/2028
|
34,565
|
34,137
|
|
|
|
UnitedHealth Group Inc.
|
2.000%
|
5/15/2030
|
7,515
|
6,782
|
|
|
|
UnitedHealth Group Inc.
|
2.300%
|
5/15/2031
|
10,235
|
9,079
|
|
|
|
UnitedHealth Group Inc.
|
4.625%
|
7/15/2035
|
4,845
|
4,585
|
|
|
|
UnitedHealth Group Inc.
|
3.500%
|
8/15/2039
|
7,480
|
5,972
|
|
|
|
UnitedHealth Group Inc.
|
2.750%
|
5/15/2040
|
8,505
|
6,117
|
|
|
|
UnitedHealth Group Inc.
|
5.950%
|
2/15/2041
|
10,250
|
10,366
|
|
|
|
UnitedHealth Group Inc.
|
3.050%
|
5/15/2041
|
13,467
|
9,808
|
|
|
|
UnitedHealth Group Inc.
|
4.250%
|
3/15/2043
|
47,400
|
38,962
|
|
|
|
UnitedHealth Group Inc.
|
5.500%
|
7/15/2044
|
8,160
|
7,713
|
|
|
|
UnitedHealth Group Inc.
|
4.750%
|
7/15/2045
|
20,765
|
17,766
|
|
|
|
UnitedHealth Group Inc.
|
4.200%
|
1/15/2047
|
8,620
|
6,745
|
|
|
|
UnitedHealth Group Inc.
|
3.750%
|
10/15/2047
|
4,985
|
3,606
|
|
|
|
UnitedHealth Group Inc.
|
4.250%
|
6/15/2048
|
39,913
|
31,111
|
|
|
|
UnitedHealth Group Inc.
|
4.450%
|
12/15/2048
|
4,970
|
3,972
|
|
|
|
UnitedHealth Group Inc.
|
2.900%
|
5/15/2050
|
31,449
|
19,064
|
|
|
|
UnitedHealth Group Inc.
|
3.250%
|
5/15/2051
|
40,050
|
25,647
|
|
|
|
UnitedHealth Group Inc.
|
4.750%
|
5/15/2052
|
7,175
|
5,887
|
|
|
|
UnitedHealth Group Inc.
|
5.875%
|
2/15/2053
|
28,326
|
27,213
|
|
|
|
UnitedHealth Group Inc.
|
5.375%
|
4/15/2054
|
7,600
|
6,797
|
|
|
|
UnitedHealth Group Inc.
|
5.625%
|
7/15/2054
|
103,523
|
96,113
|
|
|
|
UnitedHealth Group Inc.
|
4.950%
|
5/15/2062
|
23,902
|
19,476
|
|
|
6
|
VSP Optical Group Inc.
|
5.400%
|
6/1/2033
|
14,120
|
13,957
|
|
|
6
|
VSP Optical Group Inc.
|
5.450%
|
12/1/2035
|
5,245
|
5,122
|
|
|
6
|
VSP Optical Group Inc.
|
5.650%
|
6/1/2036
|
14,120
|
13,990
|
|
|
|
Wyeth LLC
|
6.500%
|
2/1/2034
|
6,460
|
6,929
|
|
|
|
Wyeth LLC
|
5.950%
|
4/1/2037
|
25,000
|
25,785
|
|
|
|
|
|
|
|
|
2,771,132
|
|
Industrials (0.8%)
|
||||||
|
6
|
Ashtead Capital Inc.
|
2.450%
|
8/12/2031
|
17,915
|
15,678
|
|
|
6
|
Ashtead Capital Inc.
|
5.500%
|
8/11/2032
|
10,173
|
10,233
|
|
|
6
|
Ashtead Capital Inc.
|
5.550%
|
5/30/2033
|
4,400
|
4,378
|
|
|
6
|
Ashtead Capital Inc.
|
5.950%
|
10/15/2033
|
8,445
|
8,587
|
|
|
6
|
Ashtead Capital Inc.
|
5.800%
|
4/15/2034
|
32,455
|
32,571
|
|
|
6
|
BAE Systems plc
|
3.400%
|
4/15/2030
|
15,580
|
14,780
|
|
|
6
|
BAE Systems plc
|
5.250%
|
3/26/2031
|
6,175
|
6,228
|
|
|
6
|
BAE Systems plc
|
5.300%
|
3/26/2034
|
17,945
|
17,926
|
|
|
|
Boeing Co.
|
6.858%
|
5/1/2054
|
9,800
|
10,490
|
|
|
|
Boeing Co.
|
5.930%
|
5/1/2060
|
72,101
|
67,416
|
|
|
|
Burlington Northern Santa Fe LLC
|
5.750%
|
5/1/2040
|
14,790
|
14,967
|
|
|
|
Burlington Northern Santa Fe LLC
|
4.550%
|
9/1/2044
|
6,680
|
5,682
|
|
|
|
Burlington Northern Santa Fe LLC
|
4.150%
|
4/1/2045
|
13,365
|
10,723
|
|
|
|
Burlington Northern Santa Fe LLC
|
4.050%
|
6/15/2048
|
2,715
|
2,087
|
|
|
|
Burlington Northern Santa Fe LLC
|
3.050%
|
2/15/2051
|
9,950
|
6,226
|
|
|
|
Burlington Northern Santa Fe LLC
|
3.300%
|
9/15/2051
|
20,000
|
13,065
|
|
|
|
Burlington Northern Santa Fe LLC
|
2.875%
|
6/15/2052
|
17,935
|
10,655
|
|
|
|
Burlington Northern Santa Fe LLC
|
4.450%
|
1/15/2053
|
2,609
|
2,080
|
|
|
|
Burlington Northern Santa Fe LLC
|
5.550%
|
3/15/2056
|
5,035
|
4,716
|
|
|
|
Canadian National Railway Co.
|
2.450%
|
5/1/2050
|
6,870
|
3,857
|
|
|
|
Canadian Pacific Railway Co.
|
4.950%
|
8/15/2045
|
16,985
|
15,071
|
|
|
|
Caterpillar Inc.
|
5.200%
|
5/15/2035
|
25,685
|
25,631
|
|
|
6
|
Daimler Truck Finance North America LLC
|
5.125%
|
1/19/2028
|
4,630
|
4,652
|
|
|
6
|
Daimler Truck Finance North America LLC
|
4.650%
|
10/12/2030
|
14,965
|
14,730
|
|
|
6
|
Daimler Truck Finance North America LLC
|
5.375%
|
1/18/2034
|
11,760
|
11,645
|
|
|
|
Deere & Co.
|
7.125%
|
3/3/2031
|
17,500
|
19,071
|
|
|
|
Eaton Corp.
|
4.200%
|
3/6/2031
|
29,829
|
28,886
|
|
|
|
Eaton Corp.
|
4.500%
|
3/6/2033
|
7,575
|
7,295
|
|
|
|
Eaton Corp.
|
4.800%
|
3/6/2036
|
25,875
|
24,727
|
|
|
6
|
Element Fleet Management Corp.
|
5.643%
|
3/13/2027
|
14,900
|
14,959
|
|
|
6
|
ERAC USA Finance LLC
|
5.000%
|
2/15/2029
|
8,975
|
9,018
|
|
|
6
|
ERAC USA Finance LLC
|
4.700%
|
4/30/2031
|
15,430
|
15,215
|
|
|
6
|
ERAC USA Finance LLC
|
4.900%
|
5/1/2033
|
45,854
|
44,885
|
|
|
6
|
ERAC USA Finance LLC
|
5.200%
|
10/30/2034
|
22,750
|
22,420
|
|
|
6
|
ERAC USA Finance LLC
|
5.250%
|
4/30/2036
|
63,450
|
62,011
|
|
|
6
|
ERAC USA Finance LLC
|
5.625%
|
3/15/2042
|
21,787
|
21,173
|
|
|
6
|
ERAC USA Finance LLC
|
5.400%
|
5/1/2053
|
16,621
|
15,258
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Honeywell Aerospace Inc.
|
4.600%
|
3/16/2033
|
33,620
|
32,507
|
|
|
|
Honeywell Aerospace Inc.
|
4.950%
|
3/16/2036
|
29,495
|
28,323
|
|
|
|
Honeywell Aerospace Inc.
|
5.852%
|
3/16/2066
|
19,330
|
18,380
|
|
|
|
John Deere Capital Corp.
|
4.500%
|
1/16/2029
|
22,410
|
22,350
|
|
|
|
John Deere Capital Corp.
|
4.400%
|
9/8/2031
|
1,045
|
1,021
|
|
|
4
|
John Deere Capital Corp.
|
5.150%
|
9/8/2033
|
17,329
|
17,411
|
|
|
|
Lockheed Martin Corp.
|
4.700%
|
5/15/2046
|
11,905
|
10,230
|
|
|
|
Lockheed Martin Corp.
|
5.700%
|
11/15/2054
|
19,676
|
18,934
|
|
|
|
Northrop Grumman Corp.
|
4.650%
|
7/15/2030
|
7,535
|
7,469
|
|
|
|
Northrop Grumman Corp.
|
5.250%
|
7/15/2035
|
9,120
|
9,070
|
|
|
|
Northrop Grumman Corp.
|
4.030%
|
10/15/2047
|
7,900
|
6,026
|
|
|
|
Republic Services Inc.
|
2.375%
|
3/15/2033
|
29,945
|
25,567
|
|
|
|
Republic Services Inc.
|
5.000%
|
12/15/2033
|
8,415
|
8,347
|
|
|
|
Republic Services Inc.
|
5.200%
|
11/15/2034
|
4,845
|
4,827
|
|
|
|
RTX Corp.
|
4.125%
|
11/16/2028
|
3,840
|
3,794
|
|
|
|
RTX Corp.
|
4.450%
|
11/16/2038
|
1,210
|
1,092
|
|
|
6
|
Sunbelt Rentals Holdings Inc.
|
5.650%
|
8/12/2036
|
15,170
|
14,846
|
|
|
6
|
Sydney Airport Finance Co. Pty Ltd.
|
5.248%
|
3/26/2036
|
50,935
|
49,401
|
|
|
|
Trane Technologies Financing Ltd.
|
5.250%
|
3/3/2033
|
12,505
|
12,582
|
|
|
|
Union Pacific Corp.
|
2.800%
|
2/14/2032
|
357
|
321
|
|
|
|
Union Pacific Corp.
|
3.375%
|
2/14/2042
|
17,635
|
13,406
|
|
|
|
Union Pacific Corp.
|
3.250%
|
2/5/2050
|
1,409
|
926
|
|
|
|
Union Pacific Corp.
|
2.950%
|
3/10/2052
|
7,600
|
4,596
|
|
|
|
Union Pacific Corp.
|
3.750%
|
2/5/2070
|
13,510
|
8,745
|
|
|
|
Waste Connections Inc.
|
5.250%
|
9/1/2035
|
8,710
|
8,650
|
|
|
|
Westinghouse Air Brake Technologies Corp.
|
4.900%
|
5/29/2030
|
8,170
|
8,132
|
|
|
|
Westinghouse Air Brake Technologies Corp.
|
5.500%
|
5/29/2035
|
9,650
|
9,632
|
|
|
|
|
|
|
|
|
965,577
|
|
Materials (0.2%)
|
||||||
|
6
|
Anglo American Capital plc
|
2.625%
|
9/10/2030
|
7,250
|
6,595
|
|
|
|
CRH SMW Finance DAC
|
5.125%
|
1/9/2030
|
24,110
|
24,212
|
|
|
|
Glencore Canada Corp.
|
6.200%
|
6/15/2035
|
4,406
|
4,520
|
|
|
6
|
Glencore Finance Canada Ltd.
|
6.000%
|
11/15/2041
|
2,711
|
2,694
|
|
|
6
|
Glencore Funding LLC
|
4.875%
|
3/12/2029
|
6,929
|
6,922
|
|
|
6
|
Glencore Funding LLC
|
5.371%
|
4/4/2029
|
37,393
|
37,789
|
|
|
6
|
Glencore Funding LLC
|
2.625%
|
9/23/2031
|
8,527
|
7,531
|
|
|
6
|
Glencore Funding LLC
|
5.700%
|
5/8/2033
|
1,565
|
1,593
|
|
|
6
|
Glencore Funding LLC
|
6.500%
|
10/6/2033
|
9,140
|
9,668
|
|
|
6
|
Glencore Funding LLC
|
5.634%
|
4/4/2034
|
59,017
|
59,276
|
|
|
6
|
Glencore Funding LLC
|
3.875%
|
4/27/2051
|
2,360
|
1,654
|
|
|
6
|
Glencore Funding LLC
|
3.375%
|
9/23/2051
|
8,466
|
5,410
|
|
|
6
|
Glencore Funding LLC
|
5.893%
|
4/4/2054
|
8,085
|
7,665
|
|
|
|
Martin Marietta Materials Inc.
|
6.375%
|
8/15/2056
|
8,980
|
9,157
|
|
|
|
Rio Tinto Finance USA plc
|
5.000%
|
3/14/2032
|
4,940
|
4,920
|
|
|
|
Rio Tinto Finance USA plc
|
5.250%
|
3/14/2035
|
2,245
|
2,231
|
|
|
|
Rio Tinto Finance USA plc
|
5.750%
|
3/14/2055
|
14,655
|
14,189
|
|
|
|
Rio Tinto Finance USA plc
|
5.875%
|
3/14/2065
|
4,375
|
4,250
|
|
|
|
|
|
|
|
|
210,276
|
|
Real Estate (0.6%)
|
||||||
|
|
American Tower Corp.
|
3.800%
|
8/15/2029
|
51,672
|
50,139
|
|
|
|
CBRE Services Inc.
|
4.900%
|
1/15/2033
|
20
|
19
|
|
|
|
Cousins Properties LP
|
5.250%
|
7/15/2030
|
7,360
|
7,361
|
|
|
|
CubeSmart LP
|
2.250%
|
12/15/2028
|
12,135
|
11,463
|
|
|
|
CubeSmart LP
|
2.500%
|
2/15/2032
|
7,767
|
6,747
|
|
|
|
DOC DR LLC
|
2.625%
|
11/1/2031
|
6,460
|
5,704
|
|
|
|
Extra Space Storage LP
|
5.500%
|
7/1/2030
|
11,585
|
11,714
|
|
|
|
Extra Space Storage LP
|
5.900%
|
1/15/2031
|
38,946
|
39,950
|
|
|
|
Extra Space Storage LP
|
4.950%
|
1/15/2033
|
17,535
|
17,069
|
|
|
|
Extra Space Storage LP
|
5.350%
|
1/15/2035
|
26,445
|
26,049
|
|
|
|
GLP Capital LP
|
4.000%
|
1/15/2030
|
4,845
|
4,624
|
|
|
|
GLP Capital LP
|
5.250%
|
2/15/2033
|
20,135
|
19,390
|
|
|
|
GLP Capital LP
|
5.750%
|
11/1/2037
|
16,945
|
16,099
|
|
|
|
Healthpeak OP LLC
|
2.125%
|
12/1/2028
|
30,395
|
28,663
|
|
|
|
Healthpeak OP LLC
|
3.000%
|
1/15/2030
|
30,750
|
28,795
|
|
|
|
Healthpeak OP LLC
|
2.875%
|
1/15/2031
|
11,768
|
10,704
|
|
|
|
Healthpeak OP LLC
|
5.250%
|
12/15/2032
|
4,845
|
4,795
|
|
|
|
Healthpeak OP LLC
|
4.750%
|
1/15/2033
|
40,455
|
39,003
|
|
|
|
Healthpeak OP LLC
|
5.375%
|
2/15/2035
|
4,875
|
4,798
|
|
|
|
Kite Realty Group LP
|
5.200%
|
8/15/2032
|
3,215
|
3,186
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
NNN REIT Inc.
|
5.500%
|
6/15/2034
|
16,311
|
16,300
|
|
|
|
Prologis LP
|
4.750%
|
1/15/2031
|
10,118
|
10,063
|
|
|
|
Realty Income Corp.
|
2.200%
|
6/15/2028
|
24,400
|
23,372
|
|
|
|
Realty Income Corp.
|
4.700%
|
12/15/2028
|
27,200
|
27,184
|
|
|
|
Realty Income Corp.
|
3.250%
|
1/15/2031
|
12,940
|
12,041
|
|
|
|
Realty Income Corp.
|
2.850%
|
12/15/2032
|
25,860
|
22,625
|
|
|
|
Realty Income Corp.
|
4.900%
|
7/15/2033
|
26,434
|
25,777
|
|
|
|
Realty Income Corp.
|
5.125%
|
2/15/2034
|
25,644
|
25,205
|
|
|
|
Realty Income Corp.
|
5.125%
|
4/15/2035
|
18,345
|
17,892
|
|
|
6
|
SBA Tower Trust
|
1.631%
|
11/15/2026
|
34,975
|
34,774
|
|
|
6
|
SBA Tower Trust
|
1.840%
|
4/15/2027
|
54,190
|
53,225
|
|
|
6
|
SBA Tower Trust
|
2.593%
|
10/15/2031
|
51,750
|
45,588
|
|
|
|
Simon Property Group LP
|
2.450%
|
9/13/2029
|
19,865
|
18,562
|
|
|
|
Simon Property Group LP
|
4.750%
|
9/26/2034
|
11,390
|
10,884
|
|
|
|
Ventas Realty LP
|
5.000%
|
2/15/2036
|
28,000
|
26,785
|
|
|
|
VICI Properties LP
|
4.950%
|
2/15/2030
|
4,675
|
4,612
|
|
|
|
VICI Properties LP
|
5.125%
|
11/15/2031
|
16,100
|
15,754
|
|
|
|
VICI Properties LP
|
5.125%
|
5/15/2032
|
17,970
|
17,483
|
|
|
|
VICI Properties LP
|
6.125%
|
4/1/2054
|
8,990
|
8,429
|
|
|
|
Welltower OP LLC
|
3.100%
|
1/15/2030
|
4,275
|
4,034
|
|
|
|
Welltower OP LLC
|
5.125%
|
7/1/2035
|
42,295
|
41,495
|
|
|
|
|
|
|
|
|
798,356
|
|
Technology (0.9%)
|
||||||
|
|
Advanced Micro Devices Inc.
|
5.000%
|
8/17/2031
|
63,130
|
62,594
|
|
|
|
Advanced Micro Devices Inc.
|
5.250%
|
8/17/2033
|
58,175
|
57,529
|
|
|
|
Advanced Micro Devices Inc.
|
5.500%
|
8/17/2036
|
28,500
|
27,983
|
|
|
|
Apple Inc.
|
3.850%
|
5/4/2043
|
48,000
|
38,320
|
|
|
|
Apple Inc.
|
3.450%
|
2/9/2045
|
5,075
|
3,709
|
|
|
|
Apple Inc.
|
4.650%
|
2/23/2046
|
5,600
|
4,844
|
|
|
|
Apple Inc.
|
2.650%
|
5/11/2050
|
24,045
|
14,032
|
|
|
|
Apple Inc.
|
2.650%
|
2/8/2051
|
27,145
|
15,668
|
|
|
|
Apple Inc.
|
3.950%
|
8/8/2052
|
12,831
|
9,475
|
|
|
|
Broadcom Inc.
|
4.750%
|
4/15/2029
|
6,460
|
6,442
|
|
|
|
Broadcom Inc.
|
4.350%
|
2/15/2030
|
16,755
|
16,330
|
|
|
|
Broadcom Inc.
|
4.600%
|
7/15/2030
|
50,145
|
49,103
|
|
|
|
Broadcom Inc.
|
4.150%
|
11/15/2030
|
24,480
|
23,497
|
|
|
|
Broadcom Inc.
|
5.150%
|
11/15/2031
|
9,600
|
9,513
|
|
|
4
|
Broadcom Inc.
|
4.550%
|
2/15/2032
|
8,245
|
7,895
|
|
|
|
Broadcom Inc.
|
4.900%
|
7/15/2032
|
55,023
|
53,366
|
|
|
|
Broadcom Inc.
|
2.600%
|
2/15/2033
|
31,355
|
26,305
|
|
|
|
Broadcom Inc.
|
3.419%
|
4/15/2033
|
39,960
|
35,051
|
|
|
4
|
Broadcom Inc.
|
3.137%
|
11/15/2035
|
5,700
|
4,588
|
|
|
|
Broadcom Inc.
|
3.187%
|
11/15/2036
|
7,097
|
5,598
|
|
|
|
Broadcom Inc.
|
3.500%
|
2/15/2041
|
20,225
|
15,002
|
|
|
|
Cisco Systems Inc.
|
4.950%
|
2/26/2031
|
20,580
|
20,653
|
|
|
|
Cisco Systems Inc.
|
5.050%
|
2/26/2034
|
29,935
|
29,589
|
|
|
6
|
Foundry JV Holdco LLC
|
6.150%
|
1/25/2032
|
16,668
|
17,189
|
|
|
6
|
Foundry JV Holdco LLC
|
5.900%
|
1/25/2033
|
4,845
|
4,925
|
|
|
6
|
Foundry JV Holdco LLC
|
6.250%
|
1/25/2035
|
8,171
|
8,420
|
|
|
6
|
Foundry JV Holdco LLC
|
6.200%
|
1/25/2037
|
43,440
|
44,555
|
|
|
6
|
Foundry JV Holdco LLC
|
6.400%
|
1/25/2038
|
56,388
|
58,491
|
|
|
6
|
Foundry JV Holdco LLC
|
6.300%
|
1/25/2039
|
25,359
|
26,114
|
|
|
|
Intel Corp.
|
2.000%
|
8/12/2031
|
11,625
|
9,990
|
|
|
|
Intel Corp.
|
5.625%
|
2/10/2043
|
19,934
|
18,517
|
|
|
|
Intel Corp.
|
4.100%
|
5/19/2046
|
45,545
|
33,495
|
|
|
|
Intel Corp.
|
4.100%
|
5/11/2047
|
5,815
|
4,236
|
|
|
|
Intel Corp.
|
3.250%
|
11/15/2049
|
5,250
|
3,235
|
|
|
|
Intel Corp.
|
3.050%
|
8/12/2051
|
4,565
|
2,687
|
|
|
|
International Business Machines Corp.
|
1.950%
|
5/15/2030
|
8,245
|
7,401
|
|
|
|
International Business Machines Corp.
|
4.150%
|
5/15/2039
|
12,861
|
10,766
|
|
|
|
International Business Machines Corp.
|
4.250%
|
5/15/2049
|
26,888
|
19,670
|
|
|
|
J Paul Getty Trust
|
4.905%
|
4/1/2035
|
18,330
|
18,037
|
|
|
|
Microsoft Corp.
|
2.525%
|
6/1/2050
|
80,954
|
45,627
|
|
|
|
Microsoft Corp.
|
2.500%
|
9/15/2050
|
16,363
|
9,163
|
|
|
|
Oracle Corp.
|
4.550%
|
2/4/2029
|
29,515
|
28,845
|
|
|
|
Oracle Corp.
|
4.125%
|
5/15/2045
|
7,991
|
5,269
|
|
|
|
Oracle Corp.
|
5.875%
|
9/26/2045
|
11,629
|
9,605
|
|
|
|
Oracle Corp.
|
6.550%
|
2/4/2046
|
51,630
|
46,038
|
|
|
|
Oracle Corp.
|
4.000%
|
7/15/2046
|
2,860
|
1,831
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Oracle Corp.
|
4.000%
|
11/15/2047
|
2,860
|
1,793
|
|
|
|
Oracle Corp.
|
3.950%
|
3/25/2051
|
13,874
|
8,426
|
|
|
|
Oracle Corp.
|
6.700%
|
2/4/2056
|
28,083
|
24,734
|
|
|
|
QUALCOMM Inc.
|
2.150%
|
5/20/2030
|
29,475
|
26,767
|
|
|
|
QUALCOMM Inc.
|
4.500%
|
5/20/2030
|
12,495
|
12,380
|
|
|
|
QUALCOMM Inc.
|
5.000%
|
5/20/2035
|
23,510
|
22,834
|
|
|
|
QUALCOMM Inc.
|
4.800%
|
5/20/2045
|
12,860
|
10,975
|
|
|
|
QUALCOMM Inc.
|
4.300%
|
5/20/2047
|
1,255
|
982
|
|
|
|
QUALCOMM Inc.
|
4.500%
|
5/20/2052
|
16,672
|
13,069
|
|
|
|
Salesforce Inc.
|
4.900%
|
9/15/2031
|
55,150
|
54,447
|
|
|
|
UL Solutions Inc.
|
6.500%
|
10/20/2028
|
12,800
|
13,238
|
|
|
|
|
|
|
|
|
1,160,837
|
|
Utilities (3.7%)
|
||||||
|
4
|
AEP Texas Inc.
|
5.200%
|
4/15/2036
|
29,135
|
28,079
|
|
|
4
|
AEP Texas Inc.
|
4.150%
|
5/1/2049
|
5,065
|
3,758
|
|
|
4
|
AEP Texas Inc.
|
3.450%
|
1/15/2050
|
11,200
|
7,323
|
|
|
|
AEP Texas Inc.
|
3.450%
|
5/15/2051
|
9,600
|
6,171
|
|
|
|
AEP Texas Inc.
|
5.850%
|
10/15/2055
|
16,700
|
15,622
|
|
|
4
|
AEP Transmission Co. LLC
|
4.500%
|
6/15/2052
|
9,195
|
7,321
|
|
|
|
AEP Transmission Co. LLC
|
5.400%
|
3/15/2053
|
6,460
|
5,885
|
|
|
|
Alabama Power Co.
|
5.700%
|
2/15/2033
|
15,000
|
15,460
|
|
|
|
Alabama Power Co.
|
5.100%
|
4/2/2035
|
19,530
|
19,210
|
|
|
|
Alabama Power Co.
|
6.000%
|
3/1/2039
|
21,773
|
22,283
|
|
|
|
Alabama Power Co.
|
3.750%
|
3/1/2045
|
24,430
|
18,290
|
|
|
4
|
Alabama Power Co.
|
4.300%
|
7/15/2048
|
28,015
|
22,100
|
|
|
|
Ameren Illinois Co.
|
6.125%
|
12/15/2028
|
54,000
|
55,043
|
|
|
|
Ameren Illinois Co.
|
3.700%
|
12/1/2047
|
845
|
610
|
|
|
4
|
Ameren Missouri Securitization Funding I LLC
|
4.850%
|
10/1/2039
|
14,328
|
13,971
|
|
|
|
American Water Capital Corp.
|
4.450%
|
6/1/2032
|
22,115
|
21,454
|
|
|
|
American Water Capital Corp.
|
4.150%
|
6/1/2049
|
850
|
650
|
|
|
|
American Water Capital Corp.
|
3.450%
|
5/1/2050
|
2,280
|
1,536
|
|
|
4
|
Appalachian Power Recovery Funding LLC
|
4.961%
|
10/1/2035
|
35,570
|
35,309
|
|
|
4
|
Appalachian Power Recovery Funding LLC
|
5.836%
|
4/1/2046
|
31,170
|
30,965
|
|
|
|
Arizona Public Service Co.
|
6.350%
|
12/15/2032
|
6,080
|
6,378
|
|
|
|
Arizona Public Service Co.
|
5.550%
|
8/1/2033
|
8,253
|
8,319
|
|
|
|
Arizona Public Service Co.
|
5.900%
|
8/15/2055
|
14,025
|
13,356
|
|
|
|
Arizona Public Service Co.
|
6.250%
|
8/15/2056
|
25,025
|
24,868
|
|
|
|
Atmos Energy Corp.
|
5.000%
|
12/15/2054
|
14,100
|
12,143
|
|
|
|
Baltimore Gas & Electric Co.
|
5.450%
|
6/1/2035
|
645
|
642
|
|
|
|
Baltimore Gas & Electric Co.
|
4.250%
|
9/15/2048
|
5,000
|
3,879
|
|
|
|
Baltimore Gas & Electric Co.
|
2.900%
|
6/15/2050
|
6,549
|
3,928
|
|
|
|
Basin Electric Power Cooperative
|
5.850%
|
10/15/2055
|
23,275
|
21,791
|
|
|
|
Berkshire Hathaway Energy Co.
|
6.125%
|
4/1/2036
|
29,775
|
30,952
|
|
|
|
Berkshire Hathaway Energy Co.
|
5.950%
|
5/15/2037
|
830
|
855
|
|
|
|
Berkshire Hathaway Energy Co.
|
5.150%
|
11/15/2043
|
10,715
|
9,716
|
|
|
|
Berkshire Hathaway Energy Co.
|
3.800%
|
7/15/2048
|
20,000
|
14,336
|
|
|
|
Berkshire Hathaway Energy Co.
|
4.250%
|
10/15/2050
|
15,865
|
12,020
|
|
|
|
Berkshire Hathaway Energy Co.
|
4.600%
|
5/1/2053
|
27,777
|
21,983
|
|
|
6
|
Boston Gas Co.
|
3.150%
|
8/1/2027
|
5,385
|
5,316
|
|
|
6
|
Boston Gas Co.
|
3.001%
|
8/1/2029
|
5,970
|
5,645
|
|
|
6
|
Boston Gas Co.
|
3.757%
|
3/16/2032
|
4,225
|
3,894
|
|
|
6
|
Brooklyn Union Gas Co.
|
4.273%
|
3/15/2048
|
27,737
|
20,831
|
|
|
|
CenterPoint Energy Houston Electric LLC
|
5.150%
|
3/1/2034
|
15,365
|
15,202
|
|
|
|
CenterPoint Energy Houston Electric LLC
|
5.050%
|
3/1/2035
|
8,245
|
8,035
|
|
|
4
|
CenterPoint Energy Houston Electric LLC
|
4.850%
|
4/1/2036
|
28,235
|
26,943
|
|
|
|
CenterPoint Energy Resources Corp.
|
5.250%
|
3/1/2028
|
35,850
|
36,167
|
|
|
|
CenterPoint Energy Resources Corp.
|
4.000%
|
4/1/2028
|
8,068
|
7,985
|
|
|
|
CenterPoint Energy Resources Corp.
|
5.400%
|
3/1/2033
|
28,139
|
28,190
|
|
|
|
CenterPoint Energy Resources Corp.
|
5.400%
|
7/1/2034
|
6,560
|
6,541
|
|
|
6
|
Chpe LLC
|
4.875%
|
6/30/2031
|
9,125
|
8,991
|
|
|
6
|
Chpe LLC
|
5.100%
|
6/30/2033
|
25,435
|
24,911
|
|
|
6
|
Chpe LLC
|
5.350%
|
6/30/2036
|
25,475
|
24,765
|
|
|
6
|
Chpe LLC
|
5.875%
|
6/29/2046
|
17,430
|
16,819
|
|
|
|
Cleco Corporate Holdings LLC
|
3.375%
|
9/15/2029
|
9,180
|
8,635
|
|
|
4
|
Cleco Securitization I LLC
|
4.646%
|
9/1/2042
|
27,070
|
25,626
|
|
|
6
|
Cleveland Electric Illuminating Co.
|
5.000%
|
2/15/2030
|
4,945
|
4,940
|
|
|
|
Commonwealth Edison Co.
|
4.350%
|
11/15/2045
|
13,610
|
10,998
|
|
|
|
Commonwealth Edison Co.
|
3.650%
|
6/15/2046
|
2,165
|
1,568
|
|
|
4
|
Commonwealth Edison Co.
|
3.750%
|
8/15/2047
|
10,000
|
7,262
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Commonwealth Edison Co.
|
4.000%
|
3/1/2048
|
13,787
|
10,354
|
|
|
4
|
Commonwealth Edison Co.
|
3.850%
|
3/15/2052
|
3,755
|
2,671
|
|
|
|
Consolidated Edison Co. of New York Inc.
|
4.450%
|
3/15/2044
|
4,900
|
4,063
|
|
|
|
Consolidated Edison Co. of New York Inc.
|
4.500%
|
12/1/2045
|
36,735
|
30,171
|
|
|
|
Consolidated Edison Co. of New York Inc.
|
3.850%
|
6/15/2046
|
2,729
|
2,020
|
|
|
4
|
Consolidated Edison Co. of New York Inc.
|
4.125%
|
5/15/2049
|
4,105
|
3,091
|
|
|
4
|
Consolidated Edison Co. of New York Inc.
|
3.950%
|
4/1/2050
|
1,690
|
1,247
|
|
|
|
Consolidated Edison Co. of New York Inc.
|
3.200%
|
12/1/2051
|
27,865
|
17,446
|
|
|
|
Consolidated Edison Co. of New York Inc.
|
4.625%
|
12/1/2054
|
52,157
|
41,308
|
|
|
|
Consolidated Edison Co. of New York Inc.
|
5.750%
|
11/15/2055
|
20,020
|
18,836
|
|
|
4
|
Consolidated Edison Co. of New York Inc.
|
4.000%
|
11/15/2057
|
9,500
|
6,707
|
|
|
|
Consolidated Edison Co. of New York Inc.
|
4.500%
|
5/15/2058
|
48,966
|
37,533
|
|
|
|
Cumberland Combined Cycle Generation LLC
|
5.821%
|
5/15/2056
|
34,185
|
33,672
|
|
|
|
Dominion Energy Inc.
|
4.600%
|
5/15/2028
|
21,520
|
21,475
|
|
|
4
|
Dominion Energy Inc.
|
5.250%
|
8/1/2033
|
5,706
|
5,639
|
|
|
4
|
Dominion Energy Inc.
|
4.900%
|
8/1/2041
|
5,800
|
5,124
|
|
|
4
|
Dominion Energy Inc.
|
4.600%
|
3/15/2049
|
27,385
|
21,781
|
|
|
4
|
Dominion Energy Inc.
|
4.850%
|
8/15/2052
|
14,553
|
11,921
|
|
|
|
Dominion Energy South Carolina Inc.
|
6.625%
|
2/1/2032
|
4,886
|
5,237
|
|
|
|
Dominion Energy South Carolina Inc.
|
5.800%
|
1/15/2033
|
9,000
|
9,253
|
|
|
|
Dominion Energy South Carolina Inc.
|
5.300%
|
5/15/2033
|
1,438
|
1,443
|
|
|
|
Dominion Energy South Carolina Inc.
|
6.050%
|
1/15/2038
|
44,155
|
45,531
|
|
|
|
Dominion Energy South Carolina Inc.
|
5.450%
|
2/1/2041
|
2,945
|
2,839
|
|
|
|
Dominion Energy South Carolina Inc.
|
5.100%
|
6/1/2065
|
29,850
|
25,301
|
|
|
|
DTE Energy Co.
|
5.200%
|
4/1/2030
|
8,510
|
8,555
|
|
|
4
|
Duke Energy Carolinas LLC
|
6.000%
|
12/1/2028
|
2,190
|
2,248
|
|
|
|
Duke Energy Carolinas LLC
|
4.950%
|
1/15/2033
|
4,810
|
4,761
|
|
|
|
Duke Energy Carolinas LLC
|
6.100%
|
6/1/2037
|
3,404
|
3,528
|
|
|
|
Duke Energy Carolinas LLC
|
6.050%
|
4/15/2038
|
4,000
|
4,151
|
|
|
|
Duke Energy Carolinas LLC
|
3.700%
|
12/1/2047
|
17,085
|
12,287
|
|
|
|
Duke Energy Carolinas LLC
|
5.350%
|
1/15/2053
|
52,380
|
47,231
|
|
|
4
|
Duke Energy Carolinas NC Storm Funding II LLC
|
5.070%
|
1/1/2046
|
36,130
|
33,768
|
|
|
|
Duke Energy Corp.
|
3.400%
|
6/15/2029
|
12,030
|
11,575
|
|
|
|
Duke Energy Corp.
|
2.450%
|
6/1/2030
|
14,375
|
13,113
|
|
|
|
Duke Energy Corp.
|
4.500%
|
8/15/2032
|
8,695
|
8,379
|
|
|
|
Duke Energy Corp.
|
4.950%
|
9/15/2035
|
17,970
|
17,173
|
|
|
|
Duke Energy Corp.
|
3.300%
|
6/15/2041
|
33,905
|
24,959
|
|
|
|
Duke Energy Corp.
|
4.800%
|
12/15/2045
|
44,700
|
37,898
|
|
|
|
Duke Energy Corp.
|
3.750%
|
9/1/2046
|
22,085
|
15,825
|
|
|
|
Duke Energy Corp.
|
3.950%
|
8/15/2047
|
8,031
|
5,867
|
|
|
|
Duke Energy Corp.
|
3.500%
|
6/15/2051
|
38,835
|
25,241
|
|
|
|
Duke Energy Corp.
|
5.000%
|
8/15/2052
|
32,080
|
26,650
|
|
|
|
Duke Energy Corp.
|
6.100%
|
9/15/2053
|
8,475
|
8,256
|
|
|
|
Duke Energy Corp.
|
5.800%
|
6/15/2054
|
8,475
|
7,873
|
|
|
|
Duke Energy Corp.
|
5.700%
|
9/15/2055
|
14,940
|
13,707
|
|
|
|
Duke Energy Florida LLC
|
6.350%
|
9/15/2037
|
8,000
|
8,466
|
|
|
|
Duke Energy Florida LLC
|
6.400%
|
6/15/2038
|
27,055
|
28,686
|
|
|
|
Duke Energy Florida LLC
|
3.400%
|
10/1/2046
|
6,460
|
4,504
|
|
|
|
Duke Energy Florida LLC
|
5.950%
|
11/15/2052
|
11,250
|
10,990
|
|
|
4
|
Duke Energy Indiana LLC
|
4.950%
|
3/15/2036
|
1,055
|
1,012
|
|
|
|
Duke Energy Progress LLC
|
3.400%
|
4/1/2032
|
15,845
|
14,579
|
|
|
|
Duke Energy Progress LLC
|
5.050%
|
3/15/2035
|
43,780
|
42,741
|
|
|
|
Duke Energy Progress LLC
|
6.300%
|
4/1/2038
|
14,705
|
15,510
|
|
|
|
Duke Energy Progress LLC
|
4.100%
|
3/15/2043
|
615
|
495
|
|
|
|
Duke Energy Progress LLC
|
4.200%
|
8/15/2045
|
40,400
|
32,091
|
|
|
|
Duke Energy Progress LLC
|
2.500%
|
8/15/2050
|
2,475
|
1,369
|
|
|
|
Duke Energy Progress LLC
|
2.900%
|
8/15/2051
|
2,450
|
1,460
|
|
|
|
Duke Energy Progress LLC
|
4.000%
|
4/1/2052
|
4,185
|
3,053
|
|
|
4
|
Duke Energy Progress NC Storm Funding LLC
|
2.387%
|
7/1/2037
|
34,870
|
29,465
|
|
|
4
|
Duke Energy Progress NC Storm Funding II LLC
|
4.890%
|
1/1/2046
|
36,729
|
34,219
|
|
|
6
|
East Ohio Gas Co.
|
2.000%
|
6/15/2030
|
8,960
|
8,013
|
|
|
6
|
East Ohio Gas Co.
|
3.000%
|
6/15/2050
|
13,050
|
7,898
|
|
|
|
Emera US Finance LP
|
4.750%
|
6/15/2046
|
5,700
|
4,705
|
|
|
6
|
ENEL Finance International NV
|
4.125%
|
9/30/2028
|
12,425
|
12,260
|
|
|
6
|
ENEL Finance International NV
|
4.375%
|
9/30/2030
|
32,450
|
31,552
|
|
|
|
Evergy Kansas Central Inc.
|
3.250%
|
9/1/2049
|
5,062
|
3,313
|
|
|
4
|
Evergy Metro Inc.
|
2.250%
|
6/1/2030
|
5,680
|
5,167
|
|
|
|
Evergy Metro Inc.
|
4.200%
|
3/15/2048
|
3,419
|
2,641
|
|
|
4
|
Eversource Energy
|
3.300%
|
1/15/2028
|
12,335
|
12,098
|
|
|
|
Eversource Energy
|
5.450%
|
3/1/2028
|
24,675
|
24,906
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Eversource Energy
|
5.950%
|
2/1/2029
|
2,500
|
2,559
|
|
|
4
|
Eversource Energy
|
4.250%
|
4/1/2029
|
2,182
|
2,150
|
|
|
4
|
Eversource Energy
|
1.650%
|
8/15/2030
|
2,500
|
2,195
|
|
|
|
Eversource Energy
|
4.450%
|
12/15/2030
|
12,360
|
12,033
|
|
|
|
Eversource Energy
|
3.375%
|
3/1/2032
|
5,495
|
5,000
|
|
|
|
Eversource Energy
|
5.125%
|
5/15/2033
|
1,170
|
1,149
|
|
|
|
Exelon Corp.
|
3.350%
|
3/15/2032
|
18,315
|
16,713
|
|
|
|
FirstEnergy Corp.
|
2.650%
|
3/1/2030
|
4,675
|
4,309
|
|
|
4
|
FirstEnergy Corp.
|
2.250%
|
9/1/2030
|
33,816
|
30,206
|
|
|
4
|
FirstEnergy Corp.
|
4.850%
|
7/15/2047
|
2,290
|
1,899
|
|
|
4
|
FirstEnergy Corp.
|
3.400%
|
3/1/2050
|
33,760
|
21,949
|
|
|
6
|
FirstEnergy Pennsylvania Electric Co.
|
5.200%
|
4/1/2028
|
1,910
|
1,923
|
|
|
6
|
FirstEnergy Pennsylvania Electric Co.
|
4.300%
|
1/15/2029
|
6,572
|
6,483
|
|
|
|
FirstEnergy Transmission LLC
|
5.000%
|
1/15/2035
|
15,477
|
14,926
|
|
|
|
Florida Power & Light Co.
|
5.650%
|
2/1/2035
|
50,000
|
50,315
|
|
|
|
Florida Power & Light Co.
|
4.950%
|
6/1/2035
|
10,000
|
9,706
|
|
|
|
Florida Power & Light Co.
|
5.650%
|
2/1/2037
|
5,000
|
5,086
|
|
|
|
Florida Power & Light Co.
|
5.950%
|
2/1/2038
|
21,188
|
21,798
|
|
|
|
Florida Power & Light Co.
|
3.700%
|
12/1/2047
|
13,702
|
9,898
|
|
|
|
Florida Power & Light Co.
|
5.300%
|
4/1/2053
|
17,250
|
15,439
|
|
|
|
Florida Power & Light Co.
|
5.900%
|
6/1/2066
|
106,500
|
101,474
|
|
|
|
Fortis Inc.
|
3.055%
|
10/4/2026
|
28,565
|
28,513
|
|
|
|
Georgia Power Co.
|
4.850%
|
3/15/2031
|
14,715
|
14,622
|
|
|
|
Georgia Power Co.
|
4.700%
|
5/15/2032
|
29,820
|
29,288
|
|
|
|
Georgia Power Co.
|
4.950%
|
5/17/2033
|
26,485
|
26,145
|
|
|
|
Georgia Power Co.
|
5.250%
|
3/15/2034
|
15,025
|
14,967
|
|
|
|
Georgia Power Co.
|
5.200%
|
3/15/2035
|
30,165
|
29,819
|
|
|
|
Georgia Power Co.
|
5.400%
|
6/1/2040
|
6,665
|
6,530
|
|
|
4
|
Georgia Power Co.
|
4.750%
|
9/1/2040
|
34,703
|
31,404
|
|
|
|
Georgia Power Co.
|
4.300%
|
3/15/2042
|
24,434
|
20,518
|
|
|
|
Georgia Power Co.
|
5.125%
|
5/15/2052
|
19,840
|
17,485
|
|
|
|
Indiana Michigan Power Co.
|
4.250%
|
8/15/2048
|
14,980
|
11,633
|
|
|
|
Jersey Central Power & Light Co.
|
5.100%
|
1/15/2035
|
30,370
|
29,701
|
|
|
|
Johnsonville Aeroderivative Combustion Turbine Generation LLC
|
5.078%
|
10/1/2054
|
20,602
|
18,751
|
|
|
6
|
Massachusetts Electric Co.
|
1.729%
|
11/24/2030
|
990
|
863
|
|
|
6
|
Massachusetts Electric Co.
|
5.900%
|
11/15/2039
|
21,565
|
21,434
|
|
|
6
|
Massachusetts Electric Co.
|
6.236%
|
7/20/2056
|
8,385
|
8,215
|
|
|
|
MidAmerican Energy Co.
|
4.400%
|
10/15/2044
|
1,050
|
866
|
|
|
|
MidAmerican Energy Co.
|
4.250%
|
5/1/2046
|
5,485
|
4,367
|
|
|
|
MidAmerican Energy Co.
|
4.250%
|
7/15/2049
|
6,595
|
5,137
|
|
|
|
MidAmerican Energy Co.
|
3.150%
|
4/15/2050
|
38,026
|
24,374
|
|
|
6
|
Mid-Atlantic Interstate Transmission LLC
|
4.100%
|
5/15/2028
|
3,170
|
3,138
|
|
|
4
|
Mississippi Power Co.
|
4.250%
|
3/15/2042
|
7,024
|
5,763
|
|
|
6
|
Monongahela Power Co.
|
5.400%
|
12/15/2043
|
4,570
|
4,222
|
|
|
4
|
Nevada Power Co.
|
3.125%
|
8/1/2050
|
15,345
|
9,725
|
|
|
6
|
Niagara Mohawk Power Corp.
|
4.278%
|
12/15/2028
|
38,470
|
37,935
|
|
|
6
|
Niagara Mohawk Power Corp.
|
4.647%
|
10/3/2030
|
2,500
|
2,455
|
|
|
6
|
Niagara Mohawk Power Corp.
|
3.025%
|
6/27/2050
|
14,840
|
8,935
|
|
|
|
NiSource Inc.
|
5.250%
|
3/30/2028
|
19,368
|
19,530
|
|
|
|
NiSource Inc.
|
5.200%
|
7/1/2029
|
7,275
|
7,346
|
|
|
|
NiSource Inc.
|
5.250%
|
2/15/2043
|
22,833
|
20,844
|
|
|
|
NiSource Inc.
|
4.800%
|
2/15/2044
|
12,750
|
10,963
|
|
|
|
NiSource Inc.
|
5.000%
|
6/15/2052
|
19,985
|
16,844
|
|
|
|
NiSource Inc.
|
5.850%
|
4/1/2055
|
17,425
|
16,392
|
|
|
|
Northern States Power Co.
|
2.250%
|
4/1/2031
|
4,940
|
4,404
|
|
|
|
Northern States Power Co.
|
4.850%
|
5/15/2036
|
16,260
|
15,550
|
|
|
|
Northern States Power Co.
|
6.250%
|
6/1/2036
|
41,755
|
44,120
|
|
|
6
|
Oglethorpe Power Corp.
|
6.191%
|
1/1/2031
|
22,853
|
23,545
|
|
|
|
Oglethorpe Power Corp.
|
5.950%
|
11/1/2039
|
6,075
|
6,121
|
|
|
|
Oglethorpe Power Corp.
|
4.250%
|
4/1/2046
|
19,060
|
14,686
|
|
|
|
Oglethorpe Power Corp.
|
4.500%
|
4/1/2047
|
4,095
|
3,274
|
|
|
|
Oglethorpe Power Corp.
|
5.050%
|
10/1/2048
|
4,690
|
4,026
|
|
|
|
Oglethorpe Power Corp.
|
5.800%
|
6/1/2054
|
5,525
|
5,158
|
|
|
6
|
Ohio Edison Co.
|
4.950%
|
12/15/2029
|
6,710
|
6,701
|
|
|
|
Oncor Electric Delivery Co. LLC
|
4.150%
|
6/1/2032
|
4,425
|
4,207
|
|
|
|
Oncor Electric Delivery Co. LLC
|
4.550%
|
9/15/2032
|
19,394
|
18,762
|
|
|
|
Oncor Electric Delivery Co. LLC
|
5.650%
|
11/15/2033
|
37,160
|
37,939
|
|
|
|
Oncor Electric Delivery Co. LLC
|
4.550%
|
12/1/2041
|
10,735
|
9,250
|
|
|
|
Oncor Electric Delivery Co. LLC
|
2.700%
|
11/15/2051
|
23,120
|
12,997
|
|
|
|
Oncor Electric Delivery Co. LLC
|
4.600%
|
6/1/2052
|
26,115
|
20,833
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Oncor Electric Delivery Co. LLC
|
4.950%
|
9/15/2052
|
3,788
|
3,201
|
|
|
|
Pacific Gas & Electric Co.
|
6.950%
|
3/15/2034
|
22,565
|
24,278
|
|
|
|
Pacific Gas & Electric Co.
|
5.800%
|
5/15/2034
|
10,810
|
10,850
|
|
|
|
Pacific Gas & Electric Co.
|
5.200%
|
5/1/2036
|
11,155
|
10,562
|
|
|
|
Pacific Gas & Electric Co.
|
4.600%
|
6/15/2043
|
6,546
|
5,311
|
|
|
|
Pacific Gas & Electric Co.
|
4.750%
|
2/15/2044
|
16,421
|
13,486
|
|
|
|
Pacific Gas & Electric Co.
|
4.300%
|
3/15/2045
|
15,679
|
12,018
|
|
|
|
Pacific Gas & Electric Co.
|
4.250%
|
3/15/2046
|
4,166
|
3,151
|
|
|
|
Pacific Gas & Electric Co.
|
4.000%
|
12/1/2046
|
11,310
|
8,176
|
|
|
|
Pacific Gas & Electric Co.
|
4.950%
|
7/1/2050
|
76,964
|
61,355
|
|
|
|
Pacific Gas & Electric Co.
|
5.250%
|
3/1/2052
|
3,010
|
2,530
|
|
|
|
Pacific Gas & Electric Co.
|
6.750%
|
1/15/2053
|
16,680
|
16,722
|
|
|
|
Pacific Gas & Electric Co.
|
6.700%
|
4/1/2053
|
2,633
|
2,665
|
|
|
|
Pacific Gas & Electric Co.
|
6.150%
|
3/1/2055
|
5,310
|
4,995
|
|
|
|
Pacific Gas & Electric Co.
|
6.100%
|
10/15/2055
|
9,113
|
8,436
|
|
|
|
Pacific Gas & Electric Co.
|
6.000%
|
5/1/2056
|
40,976
|
37,384
|
|
|
|
PECO Energy Co.
|
2.850%
|
9/15/2051
|
8,000
|
4,713
|
|
|
|
PECO Energy Co.
|
4.600%
|
5/15/2052
|
12,845
|
10,330
|
|
|
4
|
PG&E Energy Recovery Funding LLC
|
2.280%
|
1/15/2036
|
3,775
|
3,076
|
|
|
4
|
PG&E Energy Recovery Funding LLC
|
2.822%
|
7/15/2046
|
16,989
|
12,053
|
|
|
4
|
PG&E Wildfire Recovery Funding LLC
|
4.451%
|
12/1/2047
|
12,150
|
10,188
|
|
|
4
|
PG&E Wildfire Recovery Funding LLC
|
5.212%
|
12/1/2047
|
25,815
|
23,685
|
|
|
4
|
PG&E Wildfire Recovery Funding LLC
|
5.099%
|
6/1/2052
|
23,500
|
20,684
|
|
|
|
Piedmont Natural Gas Co. Inc.
|
5.050%
|
5/15/2052
|
9,130
|
7,893
|
|
|
|
Potomac Electric Power Co.
|
6.500%
|
11/15/2037
|
25,000
|
26,733
|
|
|
|
Public Service Co. of Colorado
|
4.150%
|
3/13/2029
|
16,640
|
16,389
|
|
|
|
Public Service Co. of Colorado
|
6.200%
|
8/15/2056
|
9,445
|
9,435
|
|
|
|
Public Service Co. of New Hampshire
|
5.350%
|
10/1/2033
|
6,460
|
6,484
|
|
|
4
|
Public Service Co. of Oklahoma
|
5.400%
|
2/15/2034
|
9,445
|
9,409
|
|
|
|
Public Service Co. of Oklahoma
|
5.200%
|
1/15/2035
|
16,692
|
16,248
|
|
|
|
Public Service Co. of Oklahoma
|
5.450%
|
1/15/2036
|
46,418
|
45,732
|
|
|
4
|
Public Service Co. of Oklahoma
|
6.300%
|
8/15/2056
|
22,680
|
22,558
|
|
|
4
|
Public Service Electric & Gas Co.
|
5.050%
|
3/1/2035
|
25,502
|
24,942
|
|
|
4
|
Public Service Electric & Gas Co.
|
5.500%
|
3/1/2055
|
17,167
|
15,871
|
|
|
4
|
Public Service Electric & Gas Co.
|
5.625%
|
1/1/2056
|
22,040
|
20,745
|
|
|
|
Public Service Enterprise Group Inc.
|
5.200%
|
4/1/2029
|
25,755
|
25,949
|
|
|
|
Public Service Enterprise Group Inc.
|
5.450%
|
4/1/2034
|
18,345
|
18,300
|
|
|
|
Public Service Enterprise Group Inc.
|
5.400%
|
3/15/2035
|
23,120
|
22,859
|
|
|
4
|
San Diego Gas & Electric Co.
|
1.700%
|
10/1/2030
|
4,940
|
4,345
|
|
|
4
|
San Diego Gas & Electric Co.
|
3.750%
|
6/1/2047
|
5,390
|
3,926
|
|
|
|
San Diego Gas & Electric Co.
|
4.150%
|
5/15/2048
|
5,940
|
4,520
|
|
|
4
|
San Diego Gas & Electric Co.
|
2.950%
|
8/15/2051
|
714
|
433
|
|
|
|
San Diego Gas & Electric Co.
|
3.700%
|
3/15/2052
|
10,790
|
7,447
|
|
|
|
San Diego Gas & Electric Co.
|
5.350%
|
4/1/2053
|
34,130
|
30,241
|
|
|
4
|
SCE Recovery Funding LLC
|
0.861%
|
11/15/2031
|
5,376
|
4,868
|
|
|
4
|
SCE Recovery Funding LLC
|
1.942%
|
5/15/2038
|
3,655
|
2,777
|
|
|
4
|
SCE Recovery Funding LLC
|
2.510%
|
11/15/2043
|
3,310
|
2,231
|
|
|
4
|
SCE Recovery Funding LLC
|
6.036%
|
12/15/2052
|
28,550
|
28,770
|
|
|
|
Sempra
|
3.250%
|
6/15/2027
|
80,765
|
79,955
|
|
|
|
Sempra
|
3.700%
|
4/1/2029
|
2,295
|
2,227
|
|
|
|
Sempra
|
6.000%
|
10/15/2039
|
14,800
|
14,726
|
|
|
|
Southern California Edison Co.
|
5.150%
|
6/1/2029
|
32,950
|
33,013
|
|
|
|
Southern California Edison Co.
|
5.450%
|
6/1/2031
|
26,005
|
26,120
|
|
|
|
Southern California Edison Co.
|
4.800%
|
3/15/2033
|
27,215
|
26,129
|
|
|
|
Southern California Edison Co.
|
6.000%
|
1/15/2034
|
7,695
|
7,807
|
|
|
4
|
Southern California Edison Co.
|
5.350%
|
7/15/2035
|
4,320
|
4,162
|
|
|
4
|
Southern California Edison Co.
|
5.550%
|
1/15/2037
|
50,475
|
49,063
|
|
|
4
|
Southern California Edison Co.
|
5.950%
|
2/1/2038
|
40,000
|
39,508
|
|
|
|
Southern California Edison Co.
|
6.050%
|
3/15/2039
|
1,980
|
1,957
|
|
|
|
Southern California Edison Co.
|
4.650%
|
10/1/2043
|
3,255
|
2,652
|
|
|
|
Southern California Edison Co.
|
4.000%
|
4/1/2047
|
10,179
|
7,236
|
|
|
4
|
Southern California Edison Co.
|
4.125%
|
3/1/2048
|
6,098
|
4,397
|
|
|
|
Southern California Edison Co.
|
3.650%
|
2/1/2050
|
5,405
|
3,563
|
|
|
4
|
Southern California Edison Co.
|
3.650%
|
6/1/2051
|
1,950
|
1,282
|
|
|
|
Southern California Edison Co.
|
5.700%
|
3/1/2053
|
7,085
|
6,280
|
|
|
|
Southern California Edison Co.
|
5.875%
|
12/1/2053
|
5,680
|
5,148
|
|
|
|
Southern California Edison Co.
|
5.900%
|
3/1/2055
|
18,643
|
17,006
|
|
|
|
Southern California Edison Co.
|
6.200%
|
9/15/2055
|
16,492
|
15,556
|
|
|
|
Southern California Gas Co.
|
6.350%
|
11/15/2052
|
17,580
|
17,850
|
|
|
|
Southern Co.
|
4.400%
|
7/1/2046
|
76,642
|
61,944
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Southern Co. Gas Capital Corp.
|
5.750%
|
9/15/2033
|
6,670
|
6,807
|
|
|
4
|
Southern Co. Gas Capital Corp.
|
5.100%
|
9/15/2035
|
6,105
|
5,902
|
|
|
|
Southern Co. Gas Capital Corp.
|
3.950%
|
10/1/2046
|
4,800
|
3,588
|
|
|
|
Southwest Gas Corp.
|
2.200%
|
6/15/2030
|
6,310
|
5,689
|
|
|
|
Southwestern Electric Power Co.
|
5.300%
|
4/1/2033
|
11,390
|
11,308
|
|
|
|
Southwestern Electric Power Co.
|
5.200%
|
4/1/2036
|
14,155
|
13,650
|
|
|
|
Southwestern Electric Power Co.
|
6.200%
|
3/15/2040
|
9,800
|
10,011
|
|
|
4
|
Southwestern Electric Power Co.
|
3.850%
|
2/1/2048
|
5,075
|
3,612
|
|
|
|
Southwestern Electric Power Co.
|
5.900%
|
4/1/2056
|
55,555
|
52,219
|
|
|
|
Southwestern Public Service Co.
|
5.300%
|
8/15/2036
|
33,410
|
32,589
|
|
|
|
Southwestern Public Service Co.
|
3.700%
|
8/15/2047
|
3,756
|
2,710
|
|
|
|
Tampa Electric Co.
|
4.900%
|
3/1/2029
|
8,065
|
8,074
|
|
|
6
|
Texas Electric Market Stabilization Funding N LLC
|
4.966%
|
2/1/2042
|
39,235
|
37,062
|
|
|
6
|
Texas Electric Market Stabilization Funding N LLC
|
5.057%
|
8/1/2046
|
18,860
|
17,111
|
|
|
6
|
Texas Electric Market Stabilization Funding N LLC
|
5.167%
|
2/1/2050
|
17,640
|
15,954
|
|
|
6
|
Trans-Allegheny Interstate Line Co.
|
5.000%
|
1/15/2031
|
9,125
|
9,087
|
|
|
|
Tucson Electric Power Co.
|
5.500%
|
4/15/2053
|
2,625
|
2,411
|
|
|
|
Tucson Electric Power Co.
|
5.900%
|
4/15/2055
|
6,740
|
6,521
|
|
|
|
Union Electric Co.
|
4.000%
|
4/1/2048
|
14,316
|
10,798
|
|
|
|
Union Electric Co.
|
3.900%
|
4/1/2052
|
8,575
|
6,209
|
|
|
|
Union Electric Co.
|
5.450%
|
3/15/2053
|
8,045
|
7,377
|
|
|
|
Virginia Electric & Power Co.
|
5.150%
|
3/15/2035
|
6,565
|
6,397
|
|
|
4
|
Virginia Electric & Power Co.
|
4.900%
|
9/15/2035
|
16,620
|
15,862
|
|
|
4
|
Virginia Electric & Power Co.
|
6.000%
|
5/15/2037
|
1,740
|
1,779
|
|
|
|
Virginia Electric & Power Co.
|
4.600%
|
12/1/2048
|
11,210
|
9,135
|
|
|
|
Virginia Electric & Power Co.
|
5.450%
|
4/1/2053
|
8,100
|
7,311
|
|
|
|
Virginia Electric & Power Co.
|
5.550%
|
8/15/2054
|
8,100
|
7,388
|
|
|
|
Virginia Electric & Power Co.
|
5.650%
|
3/15/2055
|
17,575
|
16,303
|
|
|
4
|
Virginia Electric & Power Co.
|
5.600%
|
9/15/2055
|
53,380
|
49,152
|
|
|
|
Wisconsin Electric Power Co.
|
5.700%
|
12/1/2036
|
17,280
|
17,752
|
|
|
|
Wisconsin Public Service Corp.
|
6.080%
|
12/1/2028
|
45,000
|
45,168
|
|
|
|
|
|
|
|
|
4,493,349
|
|
Total Corporate Bonds (Cost $28,258,631)
|
26,391,347
|
|||||
|
Sovereign Bonds (0.6%)
|
||||||
|
4,6
|
Bermuda
|
2.375%
|
8/20/2030
|
18,130
|
16,284
|
|
|
4,6
|
Bermuda
|
3.375%
|
8/20/2050
|
6,835
|
4,513
|
|
|
4,6
|
Corp. Nacional del Cobre de Chile
|
3.700%
|
1/30/2050
|
20,705
|
13,846
|
|
|
|
Equinor ASA
|
3.125%
|
4/6/2030
|
53,605
|
50,707
|
|
|
|
Equinor ASA
|
4.500%
|
9/3/2030
|
8,515
|
8,432
|
|
|
|
Equinor ASA
|
5.125%
|
6/3/2035
|
73,102
|
72,603
|
|
|
|
Equinor ASA
|
4.750%
|
11/14/2035
|
27,890
|
26,720
|
|
|
4,6
|
Kingdom of Saudi Arabia
|
4.125%
|
1/12/2029
|
55,375
|
54,426
|
|
|
4,6
|
NBN Co. Ltd.
|
2.625%
|
5/5/2031
|
37,954
|
34,229
|
|
|
4,6
|
NBN Co. Ltd.
|
2.500%
|
1/8/2032
|
77,087
|
67,889
|
|
|
6
|
OMERS Finance Trust
|
4.000%
|
4/20/2028
|
18,090
|
17,961
|
|
|
4
|
Republic of Chile
|
2.550%
|
7/27/2033
|
36,780
|
31,113
|
|
|
4
|
Republic of Chile
|
3.500%
|
1/31/2034
|
20,300
|
18,107
|
|
|
|
Republic of Chile
|
3.500%
|
4/15/2053
|
20,175
|
13,598
|
|
|
4,6
|
Saudi Arabian Oil Co.
|
4.375%
|
2/2/2031
|
61,030
|
58,988
|
|
|
4,6
|
Saudi Arabian Oil Co.
|
5.375%
|
6/2/2035
|
10,970
|
10,880
|
|
|
4,6
|
Saudi Arabian Oil Co.
|
6.375%
|
6/2/2055
|
26,705
|
26,077
|
|
|
|
State of Israel
|
5.375%
|
3/12/2029
|
36,740
|
37,065
|
|
|
4
|
State of Israel
|
4.500%
|
1/13/2031
|
47,990
|
46,729
|
|
|
|
State of Israel
|
5.500%
|
3/12/2034
|
17,400
|
17,444
|
|
|
|
United Mexican States
|
6.125%
|
2/9/2038
|
36,525
|
35,186
|
|
|
Total Sovereign Bonds (Cost $708,557)
|
662,797
|
|||||
|
Taxable Municipal Bonds (1.3%)
|
||||||
|
|
Alabama Federal AID Highway Finance Authority SO Revenue
|
2.650%
|
9/1/2037
|
1,510
|
1,210
|
|
|
|
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay
Area)
|
6.263%
|
4/1/2049
|
1,965
|
1,978
|
|
|
|
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay
Area)
|
7.043%
|
4/1/2050
|
19,582
|
21,436
|
|
|
|
Broward County FL Airport System Revenue
|
3.477%
|
10/1/2043
|
10,370
|
8,353
|
|
|
|
California GO
|
7.550%
|
4/1/2039
|
12,375
|
14,264
|
|
|
|
California GO
|
7.300%
|
10/1/2039
|
48,825
|
54,282
|
|
|
|
California GO
|
5.875%
|
10/1/2041
|
29,515
|
30,192
|
|
|
|
California Health Facilities Financing Authority Revenue
|
4.190%
|
6/1/2037
|
4,380
|
4,025
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
California State University Systemwide Revenue
|
2.719%
|
11/1/2052
|
12,090
|
7,660
|
|
|
|
California State University Systemwide Revenue
|
2.939%
|
11/1/2052
|
15,225
|
9,816
|
|
|
|
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue
|
6.899%
|
12/1/2040
|
29,812
|
32,569
|
|
|
|
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue
|
6.899%
|
12/1/2040
|
50,907
|
55,616
|
|
|
|
Dallas-Fort Worth TX International Airport Revenue
|
3.089%
|
11/1/2040
|
7,405
|
5,843
|
|
|
|
Dallas-Fort Worth TX International Airport Revenue
|
2.843%
|
11/1/2046
|
18,860
|
13,195
|
|
|
|
Dallas-Fort Worth TX International Airport Revenue
|
4.087%
|
11/1/2051
|
2,695
|
2,136
|
|
|
|
Dallas-Fort Worth TX International Airport Revenue
|
4.507%
|
11/1/2051
|
7,635
|
6,355
|
|
|
|
Florida State Board of Administration Finance Corp. Revenue
|
1.705%
|
7/1/2027
|
29,555
|
28,917
|
|
|
8
|
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue
|
3.924%
|
1/15/2053
|
11,545
|
8,568
|
|
|
|
Georgia Municipal Electric Power Authority Revenue
|
6.637%
|
4/1/2057
|
66,252
|
68,872
|
|
|
|
Golden State Tobacco Securitization Corp. California Revenue
|
2.746%
|
6/1/2034
|
1,585
|
1,373
|
|
|
|
Golden State Tobacco Securitization Corp. California Revenue
|
3.293%
|
6/1/2042
|
1,165
|
864
|
|
|
|
Golden State Tobacco Securitization Corp. California Revenue
|
3.000%
|
6/1/2046
|
6,095
|
5,627
|
|
|
|
Grand Parkway Transportation Corp. Texas System Toll Revenue
|
5.184%
|
10/1/2042
|
5,645
|
5,503
|
|
|
|
Grand Parkway Transportation Corp. Texas System Toll Revenue
|
3.236%
|
10/1/2052
|
28,900
|
19,059
|
|
|
|
Houston TX GO
|
6.290%
|
3/1/2032
|
9,980
|
10,375
|
|
|
|
Illinois GO
|
5.100%
|
6/1/2033
|
295,822
|
295,579
|
|
|
|
Illinois Toll Highway Authority Revenue
|
6.184%
|
1/1/2034
|
29,200
|
30,184
|
|
|
|
JobsOhio Beverage System OH Statewide Liquor Profits Revenue
|
2.833%
|
1/1/2038
|
95
|
77
|
|
|
|
JobsOhio Beverage System OH Statewide Liquor Profits Revenue ETM
|
2.833%
|
1/1/2038
|
5,385
|
4,421
|
|
|
|
Kansas Development Finance Authority Revenue
|
4.927%
|
4/15/2045
|
7,745
|
7,227
|
|
|
9
|
Kansas Development Finance Authority Revenue
|
2.774%
|
5/1/2051
|
15,140
|
10,178
|
|
|
8
|
Kansas Development Finance Authority Revenue (Employees Retirement
System)
|
5.501%
|
5/1/2034
|
50,000
|
51,100
|
|
|
|
Louisiana Local Government Environmental Facilities & Community
Development Authority System Restoration Taxable Bonds Revenue
|
5.198%
|
12/1/2039
|
21,505
|
21,715
|
|
|
|
Louisville & Jefferson County KY Metropolitan Sewer District Sewer &
Drainage System Revenue
|
6.250%
|
5/15/2043
|
19,000
|
19,291
|
|
|
|
Maryland Economic Development Corp. Revenue (Prince George's County
Public Schools)
|
5.433%
|
5/31/2056
|
12,445
|
11,641
|
|
|
|
Massachusetts School Building Authority Dedicated Sales Tax Revenue
|
5.715%
|
8/15/2039
|
22,105
|
22,376
|
|
|
|
Massachusetts SO Revenue
|
4.110%
|
7/15/2031
|
2,154
|
2,111
|
|
|
|
Michigan Finance Authority Revenue (Trinity Health Credit Group)
|
3.084%
|
12/1/2034
|
11,320
|
10,089
|
|
|
|
New Jersey Turnpike Authority Revenue
|
7.414%
|
1/1/2040
|
30,285
|
34,552
|
|
|
|
New York City NY GO
|
4.610%
|
9/1/2037
|
15,303
|
14,421
|
|
|
|
New York City NY GO
|
5.650%
|
2/1/2046
|
18,115
|
17,495
|
|
|
|
New York City NY GO
|
5.094%
|
10/1/2049
|
19,215
|
17,110
|
|
|
|
New York City NY GO
|
5.796%
|
2/1/2052
|
37,115
|
36,100
|
|
|
|
New York City NY GO
|
5.114%
|
10/1/2054
|
9,070
|
8,015
|
|
|
|
New York City NY GO
|
5.935%
|
2/1/2055
|
4,840
|
4,768
|
|
|
|
New York Metropolitan Transportation Authority Revenue
|
6.814%
|
11/15/2040
|
13,630
|
14,568
|
|
|
|
New York Metropolitan Transportation Authority Revenue (Dedicated Tax
Fund)
|
7.336%
|
11/15/2039
|
9,530
|
10,747
|
|
|
|
New York Metropolitan Transportation Authority Revenue (Green Bond)
|
5.175%
|
11/15/2049
|
2,425
|
2,150
|
|
|
|
North Texas Tollway Authority System Revenue
|
6.718%
|
1/1/2049
|
11,035
|
11,646
|
|
|
8
|
Oregon School Boards Association GO
|
5.528%
|
6/30/2028
|
16,261
|
16,426
|
|
|
9
|
Oregon State University General Revenue
|
3.424%
|
3/1/2060
|
28,000
|
18,439
|
|
|
10
|
Philadelphia PA Authority for Industrial Development Revenue
|
6.550%
|
10/15/2028
|
66,810
|
69,173
|
|
|
|
Port Authority of New York & New Jersey Revenue
|
5.647%
|
11/1/2040
|
40
|
41
|
|
|
|
Port Authority of New York & New Jersey Revenue
|
5.072%
|
7/15/2053
|
34,900
|
31,791
|
|
|
|
Port Authority of New York & New Jersey Revenue
|
4.458%
|
10/1/2062
|
44,055
|
35,402
|
|
|
|
Port Authority of New York & New Jersey Revenue
|
4.810%
|
10/15/2065
|
21,985
|
18,921
|
|
|
|
Riverside CA Pension Obligation Bonds Revenue
|
3.857%
|
6/1/2045
|
15,540
|
13,495
|
|
|
|
Riverside County CA Pension Obligation Bonds Revenue
|
3.818%
|
2/15/2038
|
29,635
|
27,811
|
|
|
|
Rutgers State University New Jersey Revenue
|
3.270%
|
5/1/2043
|
9,510
|
7,527
|
|
|
|
Sales Tax Securitization Corp. Illinois Revenue
|
3.238%
|
1/1/2042
|
34,905
|
28,376
|
|
|
|
San Antonio TX Electric & Gas Systems Revenue
|
5.469%
|
2/1/2045
|
15,060
|
14,736
|
|
|
|
San Antonio TX Electric & Gas Systems Revenue
|
5.569%
|
2/1/2050
|
33,435
|
32,493
|
|
|
|
Texas Natural Gas Securitization Finance Corp. Revenue (Winter Storm Uri)
|
5.169%
|
4/1/2041
|
10,694
|
10,614
|
|
|
|
University of California Regents Medical Center Pooled Revenue
|
4.132%
|
5/15/2032
|
17,265
|
16,631
|
|
|
|
University of California Regents Medical Center Pooled Revenue
|
6.548%
|
5/15/2048
|
9,465
|
9,762
|
|
|
|
University of California Regents Medical Center Pooled Revenue
|
6.583%
|
5/15/2049
|
15,150
|
15,648
|
|
|
|
University of California Regents Medical Center Pooled Revenue
|
3.006%
|
5/15/2050
|
15,445
|
9,772
|
|
|
|
University of California Regents Medical Center Pooled Revenue
|
4.563%
|
5/15/2053
|
46,830
|
38,554
|
|
|
|
University of California Regents Medical Center Pooled Revenue
|
3.256%
|
5/15/2060
|
26,520
|
16,162
|
|
|
|
University of California Revenue
|
1.316%
|
5/15/2027
|
7,470
|
7,318
|
|
|
|
University of California Revenue
|
1.614%
|
5/15/2030
|
16,140
|
14,513
|
|
|
|
University of California Revenue
|
3.931%
|
5/15/2045
|
22,370
|
20,086
|
|
|
|
University of Michigan Revenue
|
2.562%
|
4/1/2050
|
32,056
|
19,209
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
University of Michigan Revenue
|
3.504%
|
4/1/2052
|
7,445
|
5,275
|
|
|
|
University of Minnesota Revenue
|
4.048%
|
4/1/2052
|
25,160
|
19,324
|
|
|
Total Taxable Municipal Bonds (Cost $1,748,131)
|
1,593,148
|
|||||
|
|
|
|
|
|
Shares
|
|
|
Temporary Cash Investments (1.0%)
|
||||||
|
Money Market Fund (0.0%)
|
||||||
|
11,12
|
Vanguard Market Liquidity Fund
|
3.731%
|
|
409,783
|
40,974
|
|
|
|
|
|
|
Maturity
Date
|
Face
Amount
($000)
|
|
|
Repurchase Agreements (1.0%)
|
||||||
|
|
Bank of America Securities, LLC
(Dated 8/31/2026, Repurchase Value $115,012, collateralized by
U.S. Treasury Obligations 0.500%–4.500%, 1/31/2027–5/15/2043, with a
value of $117,300)
|
3.670%
|
9/1/2026
|
115,000
|
115,000
|
|
|
|
Bank of America Securities, LLC
(Dated 8/31/2026, Repurchase Value $32,003, collateralized by
U.S. Government Agency Obligations 2.500%–6.500%,
4/20/2030–1/20/2076, with a value of $32,640)
|
3.670%
|
9/1/2026
|
32,000
|
32,000
|
|
|
|
Bank of America Securities, LLC
(Dated 8/31/2026, Repurchase Value $180,018, collateralized by
U.S. Government Agency Obligations 1.500%–7.500%,
10/1/2026–8/1/2056, with a value of $183,600)
|
3.680%
|
9/1/2026
|
180,000
|
180,000
|
|
|
|
Citigroup Global Markets Inc.
(Dated 8/31/2026, Repurchase Value $68,707, collateralized by
U.S. Treasury Obligations 1.250%–5.000%, 10/15/2026–5/15/2050, with a
value of $70,074)
|
3.660%
|
9/1/2026
|
68,700
|
68,700
|
|
|
|
Credit Agricole Securities
(Dated 8/31/2026, Repurchase Value $151,315, collateralized by
U.S. Treasury and Government Agency Obligations 0.125%–5.800%,
10/15/2026–11/3/2055, with a value of $154,326)
|
3.660%
|
9/1/2026
|
151,300
|
151,300
|
|
|
|
Deutsche Bank Securities, Inc.
(Dated 8/31/2026, Repurchase Value $49,305, collateralized by
U.S. Treasury Obligations 4.500%–5.125%, 8/15/2039–8/15/2056, with a
value of $50,286)
|
3.680%
|
9/1/2026
|
49,300
|
49,300
|
|
|
|
HSBC Bank USA
(Dated 8/31/2026, Repurchase Value $29,603, collateralized by
U.S. Treasury Obligations 0.375%–3.875%, 1/15/2027–7/15/2028, with a
value of $30,192)
|
3.660%
|
9/1/2026
|
29,600
|
29,600
|
|
|
|
HSBC Bank USA
(Dated 8/31/2026, Repurchase Value $19,202, collateralized by
U.S. Government Agency Obligations 6.000%–6.500%, 5/1/2039–4/1/2056,
with a value of $19,584)
|
3.670%
|
9/1/2026
|
19,200
|
19,200
|
|
|
|
JP Morgan Securities, LLC
(Dated 8/31/2026, Repurchase Value $150,015, collateralized by
U.S. Treasury Obligations 0.000%–4.375%, 10/22/2026–1/7/2027, with a
value of $153,000)
|
3.660%
|
9/1/2026
|
150,000
|
150,000
|
|
|
|
Nomura International plc
(Dated 8/31/2026, Repurchase Value $190,019, collateralized by
U.S. Treasury Obligations 1.250%–1.375%, 4/30/2028–10/31/2028, with a
value of $193,800)
|
3.660%
|
9/1/2026
|
190,000
|
190,000
|
|
|
|
Nomura International plc
(Dated 8/31/2026, Repurchase Value $2,300, collateralized by
U.S. Treasury Obligations 0.125%–4.375%, 1/15/2031–5/15/2043, with a
value of $2,346)
|
3.660%
|
9/1/2026
|
2,300
|
2,300
|
|
|
|
RBC Capital Markets LLC
(Dated 8/31/2026, Repurchase Value $33,603, collateralized by
U.S. Treasury and Government Agency Obligations 2.750%–6.000%,
11/15/2042–8/1/2054, with a value of $34,272)
|
3.670%
|
9/1/2026
|
33,600
|
33,600
|
|
|
|
Societe Generale
(Dated 8/31/2026, Repurchase Value $48,205, collateralized by
U.S. Treasury Obligations 5.000%, 5/15/2046, with a value of $49,164)
|
3.660%
|
9/1/2026
|
48,200
|
48,200
|
|
|
|
TD Securities (USA) LLC
(Dated 8/31/2026, Repurchase Value $72,207, collateralized by
U.S. Government Agency Obligations 2.500%–6.000%,
5/20/2041–8/20/2056, with a value of $73,644)
|
3.680%
|
9/1/2026
|
72,200
|
72,200
|
|
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
Wells Fargo & Co.
(Dated 8/31/2026, Repurchase Value $70,507, collateralized by
U.S. Government Agency Obligations 3.000%–6.500%, 2/1/2045–8/1/2056,
with a value of $71,910)
|
3.670%
|
9/1/2026
|
70,500
|
70,500
|
|
|
|
|
|
|
|
|
1,211,900
|
|
Total Temporary Cash Investments (Cost $1,252,872)
|
1,252,874
|
|||||
|
Total Investments (99.9%) (Cost $92,873,594)
|
|
121,999,513
|
||||
|
Other Assets and Liabilities—Net (0.1%)
|
|
134,327
|
||||
|
Net Assets (100%)
|
|
122,133,840
|
||||
|
Cost is in $000.
|
|
*
|
Non-income-producing security.
|
|
1
|
Includes partial security positions on loan to broker-dealers. The total value of
securities on loan is $38,042.
|
|
2
|
Securities with a value of $2,550 have been segregated as initial margin for open
futures contracts.
|
|
3
|
Securities with a value of $26,946 have been segregated as collateral for open over-the-counter
swap contracts.
|
|
4
|
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.
|
|
5
|
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.
|
|
6
|
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 August 31, 2026, the aggregate value was $6,947,811,
representing 5.7% of net assets.
|
|
7
|
Includes securities purchased on a when-issued or delayed-delivery basis for which
the fund has not taken delivery as of August 31, 2026.
|
|
8
|
Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc.
|
|
9
|
Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance
Co.
|
|
10
|
Scheduled principal and interest payments are guaranteed by National Public Finance
Guarantee Corp.
|
|
11
|
Affiliated money market fund available only to Vanguard funds and certain trusts and
accounts managed by Vanguard. Rate shown is the 7-day yield.
|
|
12
|
Collateral of $40,888 was received for securities on loan.
|
|
|
ADR—American Depositary Receipt.
|
|
|
DAC—Designated Activity Company.
|
|
|
ETM—Escrowed to Maturity.
|
|
|
GO—General Obligation Bond.
|
|
|
REIT—Real Estate Investment Trust.
|
|
|
REMICS—Real Estate Mortgage Investment Conduits.
|
|
|
SO—Special Obligation.
|
|
|
UMBS—Uniform Mortgage-Backed Securities.
|
|
Futures Contracts
|
||||
|
|
|
|
($000)
|
|
|
|
Expiration
|
Number of
Long (Short)
Contracts
|
Notional
Amount
|
Value and
Unrealized
Appreciation
(Depreciation)
|
|
Long Futures Contracts
|
||||
|
10-Year U.S. Treasury Note
|
December 2026
|
1,289
|
138,769
|
(1,109
)
|
|
10-Year U.S. Treasury Note
|
September 2026
|
1
|
108
|
(1
)
|
|
|
|
|
|
(1,110
)
|
|
Over-the-Counter Total Return Swaps
|
||||||
|
Reference Entity
|
Termination
Date
|
Counterparty
|
Notional
Amount
($000)
|
Floating
Interest
Rate
Received
(Paid)1
(%)
|
Value and
Unrealized
Appreciation
($000)
|
Value and
Unrealized
(Depreciation)
($000)
|
|
Elevance Health Inc.
|
12/10/2029
|
CITNA
|
593,602
|
(3.635
)
|
—
|
(8,900
)
|
|
Goldman Sachs Group Inc.
|
5/5/2028
|
JPMC
|
676,188
|
(3.886
)
|
—
|
(23,811
)
|
|
Goldman Sachs Group Inc.
|
12/10/2029
|
CITNA
|
163,529
|
(3.886
)
|
—
|
(1,712
)
|
|
JPMorgan Chase & Co.
|
12/10/2029
|
CITNA
|
35,770
|
(3.635
)
|
—
|
(446
)
|
|
|
|
|
|
|
—
|
(34,869
)
|
|
1
|
Based on Overnight Bank Funding Rate as of the most recent reset date. Floating interest
payment received/(paid) monthly.
|
|
|
CITNA—Citibank, N.A.
|
|
|
JPMC—JPMorgan Chase Bank, N.A.
|
|
|
Level 1
($000)
|
Level 2
($000)
|
Level 3
($000)
|
Total
($000)
|
|
Investments
|
|
|
|
|
|
Assets
|
|
|
|
|
|
Common Stocks
|
77,754,085
|
2,629,257
|
—
|
80,383,342
|
|
U.S. Government and Agency Obligations
|
—
|
10,904,877
|
—
|
10,904,877
|
|
Asset-Backed/Commercial Mortgage-Backed Securities
|
—
|
811,128
|
—
|
811,128
|
|
Corporate Bonds
|
—
|
26,391,347
|
—
|
26,391,347
|
|
Sovereign Bonds
|
—
|
662,797
|
—
|
662,797
|
|
Taxable Municipal Bonds
|
—
|
1,593,148
|
—
|
1,593,148
|
|
Temporary Cash Investments
|
40,974
|
1,211,900
|
—
|
1,252,874
|
|
Total
|
77,795,059
|
44,204,454
|
—
|
121,999,513
|
|
|
|
|
|
|
|
Derivative Financial Instruments
|
|
|
|
|
|
Liabilities
|
|
|
|
|
|
Futures Contracts1
|
(1,110)
|
—
|
—
|
(1,110)
|
|
Swap Contracts
|
—
|
(34,869)
|
—
|
(34,869)
|
|
Total
|
(1,110)
|
(34,869)
|
—
|
(35,979)
|
|
1
|
Includes cumulative appreciation (depreciation) on futures contracts and centrally
cleared swaps, if any, as reported in the Schedule of Investments.
|
|||