SPDR Portfolio Aggregate Bond ETF |
SPDR Portfolio Intermediate Term Corporate Bond ETF |
SPDR Portfolio Long Term Corporate Bond ETF |
SPDR Portfolio Long Term Treasury ETF |
SPDR Portfolio Short Term Corporate Bond ETF |
SPDR Portfolio Short Term Treasury ETF |
SPDR Portfolio TIPS ETF |
SPDR Portfolio Intermediate Term Treasury ETF |
SPDR Portfolio High Yield Bond ETF |
SPDR Portfolio Corporate Bond ETF |
SPDR Portfolio Mortgage Backed Bond ETF |
Portfolio Statistics (Unaudited) | |
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1 |
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2 |
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3 |
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4 |
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5 |
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6 |
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7 |
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8 |
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9 |
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10 |
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11 |
Schedules of Investments (Unaudited) | |
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12 |
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100 |
|
159 |
|
196 |
|
198 |
|
218 |
|
220 |
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222 |
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224 |
|
259 |
|
295 |
|
308 |
|
321 |
|
332 |
|
342 |
Description | % of Net Assets | ||
Treasury
Notes 1.13% 8/31/2028 |
1.5% | ||
Treasury
Bonds 4.63% 2/15/2040 |
1.1 | ||
Federal
National Mortgage Association TBA 2.00% 1/1/2052 |
1.1 | ||
Treasury
Notes 0.75% 8/31/2026 |
0.9 | ||
Federal
National Mortgage Association TBA 2.50% 1/1/2052 |
0.8 | ||
TOTAL | 5.4% |
% of Net Assets | |||
U.S. Treasury Obligations | 38.7% | ||
U.S. Government Agency Obligations | 29.6 | ||
Corporate Bonds & Notes | 26.1 | ||
Foreign Government Obligations | 3.2 | ||
Mortgage-Backed Securities | 1.1 | ||
Municipal Bonds & Notes | 0.5 | ||
Asset-Backed Securities | 0.3 | ||
Commercial Mortgage Backed Securities | 0.0 * | ||
Short-Term Investments | 6.6 | ||
Liabilities in Excess of Other Assets | (6.1) | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
Description | % of Net Assets | ||
Bank
of America Corp. 2.69% 4/22/2032 |
0.2% | ||
Morgan
Stanley 2.51% 10/20/2032 |
0.2 | ||
Goldman
Sachs Group, Inc. 4.22% 5/1/2029 |
0.2 | ||
T-Mobile
USA, Inc. 3.88% 4/15/2030 |
0.2 | ||
Bank
of America Corp. 1.73% 7/22/2027 |
0.2 | ||
TOTAL | 1.0% |
% of Net Assets | |||
Corporate Bonds & Notes | 98.9% | ||
Short-Term Investments | 2.4 | ||
Liabilities in Excess of Other Assets | (1.3) | ||
TOTAL | 100.0% |
% of Total Investments | |||
Financial | 41.1% | ||
Consumer, Non-cyclical | 13.6 | ||
Industrial | 7.6 | ||
Technology | 7.5 | ||
Communications | 6.7 | ||
Consumer, Cyclical | 6.6 | ||
Energy | 6.3 | ||
Utilities | 6.2 | ||
Basic Materials | 2.0 | ||
Short-Term Investments | 2.4 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Verizon
Communications, Inc. 2.36% 3/15/2032 |
0.4% | ||
GE
Capital International Funding Co. Unlimited Co. 4.42% 11/15/2035 |
0.4 | ||
CVS
Health Corp. 5.05% 3/25/2048 |
0.4 | ||
Anheuser-Busch
Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90% 2/1/2046 |
0.4 | ||
Goldman
Sachs Group, Inc. 6.75% 10/1/2037 |
0.3 | ||
TOTAL | 1.9% |
% of Net Assets | |||
Corporate Bonds & Notes | 98.9% | ||
Short-Term Investments | 1.2 | ||
Liabilities in Excess of Other Assets | (0.1) | ||
TOTAL | 100.0% |
% of Total Investments | |||
Consumer, Non-cyclical | 22.1% | ||
Financial | 16.2 | ||
Communications | 14.9 | ||
Utilities | 12.0 | ||
Industrial | 9.1 | ||
Energy | 8.8 | ||
Technology | 8.2 | ||
Consumer, Cyclical | 4.0 | ||
Basic Materials | 3.5 | ||
Short-Term Investments | 1.2 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Treasury
Bonds 2.38% 5/15/2051 |
4.0% | ||
Treasury
Bonds 3.00% 8/15/2048 |
3.6 | ||
Treasury
Bonds 1.88% 2/15/2051 |
3.4 | ||
Treasury
Bonds 2.00% 8/15/2051 |
3.2 | ||
Treasury
Bonds 1.88% 2/15/2041 |
3.1 | ||
TOTAL | 17.3% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.4% | ||
Short-Term Investments | 0.3 | ||
Other Assets in Excess of Liabilities | 0.3 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
JPMorgan
Chase & Co. 1.51% 6/1/2024 |
0.6% | ||
Boeing
Co. 4.51% 5/1/2023 |
0.6 | ||
HSBC
Holdings PLC 3.95% 5/18/2024 |
0.6 | ||
Morgan
Stanley 3.74% 4/24/2024 |
0.5 | ||
Wells
Fargo & Co. 1.65% 6/2/2024 |
0.5 | ||
TOTAL | 2.8% |
% of Net Assets | |||
Corporate Bonds & Notes | 97.7% | ||
Short-Term Investments | 4.1 | ||
Liabilities in Excess of Other Assets | (1.8) | ||
TOTAL | 100.0% |
% of Net Assets | |||
Financial | 45.9% | ||
Consumer, Non-cyclical | 12.9 | ||
Energy | 7.6 | ||
Consumer, Cyclical | 7.1 | ||
Technology | 7.0 | ||
Industrial | 6.9 | ||
Utilities | 4.9 | ||
Communications | 4.1 | ||
Basic Materials | 1.3 | ||
Short-Term Investments | 4.1 | ||
Liabilities in Excess of Other Assets | (1.8) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Treasury
Notes 2.38% 8/15/2024 |
1.9% | ||
Treasury
Notes 0.25% 3/15/2024 |
1.9 | ||
Treasury
Notes 0.25% 6/15/2024 |
1.8 | ||
Treasury
Notes 0.25% 5/15/2024 |
1.8 | ||
Treasury
Notes 0.38% 4/15/2024 |
1.8 | ||
TOTAL | 9.2% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.7% | ||
Short-Term Investments | 2.6 | ||
Liabilities in Excess of Other Assets | (2.3) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Treasury
Inflation Protected Indexed Notes 0.63% 1/15/2026 |
3.4% | ||
Treasury
Inflation Protected Indexed Notes 0.63% 4/15/2023 |
3.2 | ||
Treasury
Inflation Protected Indexed Notes 0.63% 1/15/2024 |
3.2 | ||
Treasury
Inflation Protected Indexed Notes 0.13% 7/15/2030 |
3.0 | ||
Treasury
Inflation Protected Indexed Notes 0.38% 1/15/2027 |
2.9 | ||
TOTAL | 15.7% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.7% | ||
Short-Term Investments | 1.4 | ||
Liabilities in Excess of Other Assets | (1.1) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Treasury
Notes 1.63% 5/15/2031 |
2.3% | ||
Treasury
Notes 1.13% 2/15/2031 |
2.3 | ||
Treasury
Notes 0.88% 11/15/2030 |
2.2 | ||
Treasury
Notes 1.25% 11/30/2026 |
2.1 | ||
Treasury
Notes 1.25% 8/15/2031 |
1.9 | ||
TOTAL | 10.8% |
% of Net Assets | |||
U.S. Treasury Obligations | 99.6% | ||
Short-Term Investments | 2.5 | ||
Liabilities in Excess of Other Assets | (2.1) | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Mozart
Debt Merger Sub, Inc. 3.88% 4/1/2029 |
0.3% | ||
TransDigm,
Inc. 6.25% 3/15/2026 |
0.3 | ||
Sprint
Corp. 7.88% 9/15/2023 |
0.3 | ||
American
Airlines, Inc./AAdvantage Loyalty IP, Ltd. 5.50% 4/20/2026 |
0.3 | ||
Directv
Financing LLC/Directv Financing Co-Obligor, Inc. 5.88% 8/15/2027 |
0.3 | ||
TOTAL | 1.5% |
% of Net Assets | |||
Corporate Bonds & Notes | 98.0% | ||
U.S. Treasury Obligations | 0.1 | ||
Common Stocks | 0.0 * | ||
Senior Floating Rate Loans | 0.0 * | ||
Preferred Stocks | 0.0 * | ||
Short-Term Investments | 3.8 | ||
Liabilities in Excess of Other Assets | (1.9) | ||
TOTAL | 100.0% |
* | Amount shown represents less than 0.05% of net assets. |
% of Total Investments | |||
Consumer, Cyclical | 19.9% | ||
Consumer, Non-cyclical | 16.6 | ||
Communications | 16.2 | ||
Energy | 12.9 | ||
Financial | 10.6 | ||
Industrial | 8.9 | ||
Basic Materials | 4.7 | ||
Technology | 3.7 | ||
Utilities | 2.5 | ||
Diversified | 0.1 | ||
Government | 0.1 | ||
Short-Term Investments | 3.8 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Citigroup,
Inc. 3.67% 7/24/2028 |
0.3% | ||
Citigroup,
Inc. 3.20% 10/21/2026 |
0.3 | ||
Owl
Rock Capital Corp. 5.25% 4/15/2024 |
0.3 | ||
GE
Capital International Funding Co. Unlimited Co. 4.42% 11/15/2035 |
0.2 | ||
Wells
Fargo & Co. 4.65% 11/4/2044 |
0.2 | ||
TOTAL | 1.3% |
% of Net Assets | |||
Corporate Bonds & Notes | 99.0% | ||
Short-Term Investments | 2.4 | ||
Liabilities in Excess of Other Assets | (1.4) | ||
TOTAL | 100.0% |
% of Total Investments | |||
Financial | 30.9% | ||
Consumer, Non-cyclical | 17.4 | ||
Communications | 10.2 | ||
Utilities | 8.2 | ||
Industrial | 7.9 | ||
Technology | 7.4 | ||
Energy | 7.2 | ||
Consumer, Cyclical | 5.7 | ||
Basic Materials | 2.7 | ||
Short-Term Investments | 2.4 | ||
TOTAL | 100.0% |
Description | % of Net Assets | ||
Federal
National Mortgage Association TBA 2.00% 1/1/2052 |
1.7% | ||
Federal
National Mortgage Association 2.00% 10/1/2051 |
1.2 | ||
Federal
Home Loan Mortgage Corp. 2.00% 11/1/2051 |
1.2 | ||
Federal
Home Loan Mortgage Corp. 2.50% 9/1/2051 |
1.2 | ||
Federal
National Mortgage Association 2.00% 7/1/2051 |
1.0 | ||
TOTAL | 6.3% |
Description | % of Total Investments | ||
Federal National Mortgage Association | 51.3% | ||
Federal Home Loan Mortgage Corp. | 22.7 | ||
Government National Mortgage Association | 20.2 | ||
TOTAL | 94.2% |
Security Description | Principal
Amount |
Value | ||||
CORPORATE BONDS & NOTES — 26.1% | ||||||
ADVERTISING — 0.0% (a) | ||||||
Interpublic Group of Cos., Inc.: | ||||||
2.40%,
3/1/2031 |
$ 200,000 | $ 199,982 | ||||
3.38%,
3/1/2041 |
232,000 | 237,684 | ||||
Omnicom Group, Inc. 2.45%,
4/30/2030 |
372,000 | 372,253 | ||||
Omnicom Group, Inc./Omnicom Capital, Inc.: | ||||||
3.60%,
4/15/2026 |
517,000 | 555,501 | ||||
3.65%,
11/1/2024 |
131,000 | 138,809 | ||||
WPP Finance 2010 3.75%,
9/19/2024 |
191,000 | 202,177 | ||||
1,706,406 | ||||||
AEROSPACE & DEFENSE — 0.5% | ||||||
Boeing Co.: | ||||||
1.17%,
2/4/2023 |
220,000 | 220,037 | ||||
1.43%,
2/4/2024 |
335,000 | 334,642 | ||||
1.95%,
2/1/2024 |
246,000 | 249,264 | ||||
2.20%,
2/4/2026 |
1,091,000 | 1,090,825 | ||||
2.25%,
6/15/2026 |
210,000 | 211,184 | ||||
2.70%,
2/1/2027 |
244,000 | 248,756 | ||||
2.75%,
2/1/2026 |
357,000 | 367,721 | ||||
2.80%,
3/1/2023 |
320,000 | 325,990 | ||||
2.80%,
3/1/2024 |
147,000 | 151,164 | ||||
2.85%,
10/30/2024 |
100,000 | 103,283 | ||||
3.10%,
5/1/2026 |
235,000 | 244,997 | ||||
3.20%,
3/1/2029 |
234,000 | 241,942 | ||||
3.25%,
2/1/2028 |
350,000 | 364,955 | ||||
3.25%,
2/1/2035 |
137,000 | 138,073 | ||||
3.45%,
11/1/2028 |
175,000 | 183,680 | ||||
3.60%,
5/1/2034 |
421,000 | 440,021 | ||||
3.63%,
2/1/2031 |
205,000 | 218,727 | ||||
3.63%,
3/1/2048 |
215,000 | 213,598 | ||||
3.83%,
3/1/2059 |
250,000 | 250,577 | ||||
3.85%,
11/1/2048 |
232,000 | 239,002 | ||||
4.51%,
5/1/2023 |
620,000 | 646,796 | ||||
4.88%,
5/1/2025 |
902,000 | 987,753 | ||||
5.04%,
5/1/2027 |
775,000 | 875,215 | ||||
5.15%,
5/1/2030 |
1,089,000 | 1,270,602 | ||||
5.71%,
5/1/2040 |
575,000 | 738,875 | ||||
5.81%,
5/1/2050 |
1,356,000 | 1,835,644 | ||||
5.88%,
2/15/2040 |
50,000 | 64,175 | ||||
5.93%,
5/1/2060 |
1,355,000 | 1,878,613 | ||||
6.13%,
2/15/2033 |
365,000 | 462,240 | ||||
6.88%,
3/15/2039 |
415,000 | 577,352 | ||||
General Dynamics Corp.: | ||||||
1.88%,
8/15/2023 |
175,000 | 177,807 | ||||
2.13%,
8/15/2026 |
121,000 | 124,473 | ||||
2.38%, 11/15/2024
(b) |
125,000 | 129,282 | ||||
3.38%,
5/15/2023 |
332,000 | 343,593 | ||||
3.50%,
5/15/2025 |
309,000 | 330,692 | ||||
3.63%, 4/1/2030
(b) |
245,000 | 272,597 |
Security Description | Principal
Amount |
Value | |||
3.75%,
5/15/2028 |
$ 415,000 | $ 459,509 | |||
4.25%,
4/1/2040 |
761,000 | 930,292 | |||
4.25%,
4/1/2050 |
17,000 | 21,779 | |||
L3Harris Technologies, Inc.: | |||||
1.80%,
1/15/2031 |
180,000 | 171,713 | |||
3.85%,
6/15/2023 |
173,000 | 179,756 | |||
3.85%,
12/15/2026 |
345,000 | 375,343 | |||
3.95%,
5/28/2024 |
124,000 | 130,876 | |||
4.40%,
6/15/2028 |
442,000 | 496,401 | |||
5.05%,
4/27/2045 |
220,000 | 289,439 | |||
6.15%,
12/15/2040 |
100,000 | 142,770 | |||
Lockheed Martin Corp.: | |||||
1.85%, 6/15/2030
(b) |
640,000 | 629,843 | |||
2.80%, 6/15/2050
(b) |
245,000 | 244,608 | |||
2.90%,
3/1/2025 |
372,000 | 389,670 | |||
3.10%,
1/15/2023 |
135,000 | 137,897 | |||
3.55%,
1/15/2026 |
195,000 | 211,366 | |||
3.60%,
3/1/2035 |
220,000 | 245,626 | |||
3.80%,
3/1/2045 |
681,000 | 780,120 | |||
4.07%,
12/15/2042 |
300,000 | 355,422 | |||
4.70%,
5/15/2046 |
452,000 | 586,823 | |||
Northrop Grumman Corp.: | |||||
2.93%,
1/15/2025 |
330,000 | 344,421 | |||
3.20%,
2/1/2027 |
257,000 | 273,096 | |||
3.25%,
8/1/2023 |
119,000 | 123,303 | |||
3.25%,
1/15/2028 |
259,000 | 276,941 | |||
3.85%,
4/15/2045 |
400,000 | 453,256 | |||
4.40%,
5/1/2030 |
495,000 | 571,824 | |||
4.75%,
6/1/2043 |
254,000 | 320,871 | |||
5.05%,
11/15/2040 |
242,000 | 312,270 | |||
5.15%,
5/1/2040 |
10,000 | 12,943 | |||
5.25%,
5/1/2050 |
512,000 | 718,628 | |||
Raytheon Technologies Corp.: | |||||
1.90%,
9/1/2031 |
255,000 | 245,917 | |||
2.25%,
7/1/2030 |
817,000 | 814,819 | |||
2.38%,
3/15/2032 |
400,000 | 399,848 | |||
2.82%,
9/1/2051 |
400,000 | 386,624 | |||
3.03%,
3/15/2052 |
330,000 | 331,554 | |||
3.13%,
7/1/2050 |
269,000 | 274,748 | |||
3.50%,
3/15/2027 |
385,000 | 415,161 | |||
3.75%,
11/1/2046 |
441,000 | 492,416 | |||
3.95%,
8/16/2025 |
667,000 | 723,115 | |||
4.05%,
5/4/2047 |
196,000 | 228,062 | |||
4.13%,
11/16/2028 |
128,000 | 143,241 | |||
4.15%,
5/15/2045 |
200,000 | 233,770 | |||
4.35%,
4/15/2047 |
180,000 | 219,211 | |||
4.45%,
11/16/2038 |
580,000 | 698,569 | |||
4.50%,
6/1/2042 |
818,000 | 1,011,138 | |||
4.63%,
11/16/2048 |
303,000 | 387,970 | |||
Teledyne Technologies, Inc.: | |||||
0.65%,
4/1/2023 |
250,000 | 248,807 | |||
0.95%,
4/1/2024 |
200,000 | 198,022 | |||
1.60%,
4/1/2026 |
250,000 | 247,610 | |||
2.25%,
4/1/2028 |
250,000 | 250,935 |
Security Description | Principal
Amount |
Value | ||||
2.75%,
4/1/2031 |
$ 240,000 | $ 243,919 | ||||
34,936,409 | ||||||
AGRICULTURE — 0.3% | ||||||
Altria Group, Inc.: | ||||||
2.35%,
5/6/2025 |
400,000 | 409,800 | ||||
2.45%,
2/4/2032 |
515,000 | 488,900 | ||||
3.40%, 5/6/2030
(b) |
193,000 | 200,421 | ||||
3.40%,
2/4/2041 |
415,000 | 382,651 | ||||
3.70%,
2/4/2051 |
548,000 | 510,944 | ||||
3.88%,
9/16/2046 |
16,000 | 15,508 | ||||
4.00%, 2/4/2061
(b) |
158,000 | 151,535 | ||||
4.25%,
8/9/2042 |
250,000 | 253,985 | ||||
4.40%,
2/14/2026 |
362,000 | 397,534 | ||||
4.45%,
5/6/2050 |
210,000 | 218,599 | ||||
4.50%,
5/2/2043 |
508,000 | 529,763 | ||||
4.80%,
2/14/2029 |
831,000 | 938,506 | ||||
5.38%,
1/31/2044 |
444,000 | 513,402 | ||||
5.95%,
2/14/2049 |
611,000 | 765,265 | ||||
6.20%,
2/14/2059 |
1,000 | 1,306 | ||||
Archer-Daniels-Midland Co.: | ||||||
2.50%,
8/11/2026 |
435,000 | 453,570 | ||||
2.70%,
9/15/2051 |
725,000 | 728,306 | ||||
BAT Capital Corp.: | ||||||
2.26%,
3/25/2028 |
279,000 | 272,176 | ||||
2.73%,
3/25/2031 |
844,000 | 819,760 | ||||
2.79%,
9/6/2024 |
184,000 | 189,606 | ||||
3.22%,
8/15/2024 |
150,000 | 156,021 | ||||
3.22%,
9/6/2026 |
216,000 | 224,847 | ||||
3.46%,
9/6/2029 |
267,000 | 276,639 | ||||
3.73%,
9/25/2040 |
350,000 | 335,972 | ||||
3.98%,
9/25/2050 |
590,000 | 570,559 | ||||
4.39%,
8/15/2037 |
557,000 | 587,769 | ||||
4.54%,
8/15/2047 |
547,000 | 571,867 | ||||
4.70%,
4/2/2027 |
1,006,000 | 1,108,542 | ||||
4.76%,
9/6/2049 |
422,000 | 451,937 | ||||
5.28%,
4/2/2050 |
225,000 | 255,368 | ||||
BAT International Finance PLC 1.67%,
3/25/2026 |
400,000 | 393,112 | ||||
Bunge, Ltd. Finance Corp.: | ||||||
1.63%,
8/17/2025 |
143,000 | 142,810 | ||||
3.25%,
8/15/2026 |
217,000 | 229,159 | ||||
3.75%, 9/25/2027
(b) |
238,000 | 259,034 | ||||
Philip Morris International, Inc.: | ||||||
0.88%,
5/1/2026 |
200,000 | 193,248 | ||||
1.13%,
5/1/2023 |
109,000 | 109,507 | ||||
1.50%,
5/1/2025 |
207,000 | 207,683 | ||||
1.75%,
11/1/2030 |
100,000 | 95,295 | ||||
2.10%,
5/1/2030 |
370,000 | 363,270 | ||||
2.13%,
5/10/2023 |
354,000 | 359,349 | ||||
2.63%,
3/6/2023 |
130,000 | 132,775 | ||||
2.75%,
2/25/2026 |
140,000 | 145,989 | ||||
2.88%,
5/1/2024 |
106,000 | 110,240 | ||||
3.13%,
3/2/2028 |
265,000 | 280,958 |
Security Description | Principal
Amount |
Value | ||||
3.38%,
8/11/2025 |
$ 515,000 | $ 547,363 | ||||
3.38%,
8/15/2029 |
349,000 | 376,487 | ||||
3.60%,
11/15/2023 |
775,000 | 813,021 | ||||
4.13%,
3/4/2043 |
249,000 | 275,514 | ||||
4.38%,
11/15/2041 |
250,000 | 285,395 | ||||
4.88%,
11/15/2043 |
340,000 | 412,964 | ||||
Reynolds American, Inc.: | ||||||
4.45%,
6/12/2025 |
587,000 | 633,854 | ||||
5.85%,
8/15/2045 |
596,000 | 724,390 | ||||
6.15%,
9/15/2043 |
345,000 | 425,451 | ||||
20,297,926 | ||||||
AIRLINES — 0.1% | ||||||
American Airlines 2015-2 Pass Through Trust Series 2015-2, Class AA, 3.60%,
3/22/2029 |
110,182 | 112,906 | ||||
American Airlines 2016-1 Pass Through Trust Series AA, Class AA, 3.58%,
7/15/2029 |
47,998 | 48,656 | ||||
American Airlines 2016-2 Pass Through Trust Series AA, Class AA, 3.20%,
12/15/2029 |
205,651 | 206,101 | ||||
American Airlines 2016-3 Pass Through Trust Series 2016-3, Class AA, 3.00%,
4/15/2030 |
274,000 | 273,559 | ||||
American Airlines 2019-1 Pass Through Trust Series AA, Class AA, 3.15%,
8/15/2033 |
82,684 | 83,514 | ||||
American Airlines 2021-1 Class A Pass Through Trust Series A, Class A, 2.88%,
1/11/2036 |
200,000 | 196,024 | ||||
Continental Airlines 2012-2 Pass Through Trust Series 2-A, Class A, 4.00%,
4/29/2026 |
25,250 | 26,229 | ||||
Delta Air Lines 2019-1 Class AA Pass Through Trust Series AA, 3.20%,
10/25/2025 |
243,000 | 250,628 | ||||
JetBlue 2019-1 Pass Through Trust Series 2019, Class AA, 2.75%,
11/15/2033 |
196,650 | 196,528 | ||||
JetBlue 2020-1 Pass Through Trust Series 1A, 4.00%,
5/15/2034 |
336,443 | 361,339 | ||||
Southwest Airlines Co.: | ||||||
2.63%,
2/10/2030 |
272,000 | 271,973 | ||||
3.00%,
11/15/2026 |
105,000 | 110,096 | ||||
4.75%,
5/4/2023 |
662,000 | 693,505 |
Security Description | Principal
Amount |
Value | ||||
5.13%,
6/15/2027 |
$ 410,000 | $ 469,278 | ||||
5.25%,
5/4/2025 |
155,000 | 172,188 | ||||
Spirit Airlines Pass Through Trust Series A, Class A, 4.10%,
10/1/2029 |
239,509 | 248,112 | ||||
United Airlines 2012-1 Pass Through Trust Series A, Class A, 4.15%,
10/11/2025 |
58,164 | 60,173 | ||||
United Airlines 2013-1 Pass Through Trust Series A, Class A, 4.30%,
2/15/2027 |
81,620 | 85,498 | ||||
United Airlines 2014-2 Pass Through Trust Series A, Class A, 3.75%,
3/3/2028 |
331,434 | 344,506 | ||||
United Airlines 2016-1 Pass Through Trust Series AA, Class AA, 3.10%,
1/7/2030 |
284,017 | 291,023 | ||||
United Airlines 2018-1 Pass Through Trust Series AA, Class AA, 3.50%,
9/1/2031 |
38,641 | 40,139 | ||||
United Airlines 2019-1 Pass Through Trust Series AA, Class AA, 4.15%,
2/25/2033 |
98,335 | 106,505 | ||||
United Airlines 2019-2 Pass Through Trust Series AA, Class AA, 2.70%,
11/1/2033 |
294,707 | 292,302 | ||||
United Airlines 2020-1 Class B Pass Through Trust Series 2020-1, Class B, 4.88%,
7/15/2027 |
107,760 | 112,190 | ||||
United Airlines 2020-1 Pass Through Trust Series 20-1, Class A, 5.88%,
4/15/2029 |
527,527 | 576,624 | ||||
5,629,596 | ||||||
APPAREL — 0.1% | ||||||
NIKE, Inc.: | ||||||
2.25%, 5/1/2023
(b) |
541,000 | 551,068 | ||||
2.38%,
11/1/2026 |
540,000 | 565,364 | ||||
2.75%,
3/27/2027 |
175,000 | 185,402 | ||||
2.85%,
3/27/2030 |
348,000 | 369,816 | ||||
3.25%,
3/27/2040 |
254,000 | 276,520 | ||||
3.38%,
3/27/2050 |
153,000 | 173,159 | ||||
3.63%,
5/1/2043 |
105,000 | 119,814 | ||||
3.88%,
11/1/2045 |
217,000 | 260,825 | ||||
PVH Corp. 4.63%,
7/10/2025 |
335,000 | 365,267 |
Security Description | Principal
Amount |
Value | ||||
Ralph Lauren Corp.: | ||||||
2.95%, 6/15/2030
(b) |
$ 457,000 | $ 476,592 | ||||
3.75%, 9/15/2025
(b) |
189,000 | 203,578 | ||||
VF Corp. 2.40%,
4/23/2025 |
137,000 | 140,858 | ||||
3,688,263 | ||||||
AUTO MANUFACTURERS — 0.4% | ||||||
American Honda Finance Corp.: | ||||||
Series GMTN, 3.50%,
2/15/2028 |
334,000 | 365,446 | ||||
Series GMTN, 3.55%,
1/12/2024 |
36,000 | 37,807 | ||||
Series MTN, 0.55%,
7/12/2024 |
350,000 | 345,128 | ||||
Series MTN, 0.65%,
9/8/2023 |
200,000 | 199,518 | ||||
Series MTN, 0.75%,
8/9/2024 |
165,000 | 163,246 | ||||
Series MTN, 0.88%,
7/7/2023 |
165,000 | 165,177 | ||||
Series MTN, 1.00%,
9/10/2025 |
250,000 | 246,130 | ||||
Series MTN, 1.20%,
7/8/2025 |
250,000 | 249,242 | ||||
Series MTN, 1.30%,
9/9/2026 |
210,000 | 207,549 | ||||
Series MTN, 1.80%, 1/13/2031
(b) |
143,000 | 139,690 | ||||
Series MTN, 1.95%,
5/10/2023 |
164,000 | 166,650 | ||||
Series MTN, 2.00%,
3/24/2028 |
115,000 | 116,337 | ||||
Series MTN, 2.05%,
1/10/2023 |
320,000 | 324,557 | ||||
Series MTN, 2.15%,
9/10/2024 |
509,000 | 521,618 | ||||
Series MTN, 2.35%,
1/8/2027 |
181,000 | 186,282 | ||||
Series MTN, 2.90%,
2/16/2024 |
412,000 | 427,310 | ||||
Cummins, Inc.: | ||||||
0.75%, 9/1/2025
(b) |
134,000 | 131,576 | ||||
1.50%,
9/1/2030 |
220,000 | 208,507 | ||||
2.60%, 9/1/2050
(b) |
350,000 | 328,776 | ||||
3.65%,
10/1/2023 |
260,000 | 271,040 | ||||
Daimler Finance North America LLC 8.50%,
1/18/2031 |
219,000 | 326,078 | ||||
General Motors Co.: | ||||||
4.20%, 10/1/2027
(b) |
323,000 | 354,651 | ||||
4.88%,
10/2/2023 |
275,000 | 292,143 | ||||
5.00%,
10/1/2028 |
200,000 | 228,828 | ||||
5.00%,
4/1/2035 |
324,000 | 384,795 | ||||
5.15%,
4/1/2038 |
224,000 | 269,613 | ||||
5.40%,
10/2/2023 |
288,000 | 308,439 |
Security Description | Principal
Amount |
Value | |||
5.40%,
4/1/2048 |
$ 100,000 | $ 127,734 | |||
5.95%,
4/1/2049 |
270,000 | 369,247 | |||
6.13%,
10/1/2025 |
656,000 | 754,243 | |||
6.25%,
10/2/2043 |
439,000 | 600,451 | |||
6.75%,
4/1/2046 |
327,000 | 473,153 | |||
6.80%,
10/1/2027 |
262,000 | 322,179 | |||
General Motors Financial Co., Inc.: | |||||
1.05%,
3/8/2024 |
165,000 | 164,122 | |||
1.25%,
1/8/2026 |
239,000 | 233,685 | |||
1.50%,
6/10/2026 |
300,000 | 295,356 | |||
1.70%,
8/18/2023 |
170,000 | 171,612 | |||
2.35%,
1/8/2031 |
250,000 | 242,777 | |||
2.40%,
4/10/2028 |
250,000 | 249,992 | |||
2.70%,
8/20/2027 |
250,000 | 255,722 | |||
2.75%,
6/20/2025 |
470,000 | 485,317 | |||
3.25%,
1/5/2023 |
139,000 | 142,039 | |||
3.50%,
11/7/2024 |
178,000 | 187,037 | |||
3.60%,
6/21/2030 |
760,000 | 810,312 | |||
3.70%,
5/9/2023 |
433,000 | 446,007 | |||
3.85%,
1/5/2028 |
564,000 | 608,945 | |||
4.00%,
1/15/2025 |
452,000 | 481,683 | |||
4.00%,
10/6/2026 |
278,000 | 300,713 | |||
4.25%,
5/15/2023 |
150,000 | 156,164 | |||
4.30%,
7/13/2025 |
411,000 | 443,066 | |||
4.35%,
4/9/2025 |
85,000 | 91,580 | |||
4.35%,
1/17/2027 |
333,000 | 366,786 | |||
5.10%,
1/17/2024 |
688,000 | 737,749 | |||
5.25%,
3/1/2026 |
433,000 | 485,644 | |||
PACCAR Financial Corp.: | |||||
Series MTN, 0.35%,
8/11/2023 |
225,000 | 223,279 | |||
Series MTN, 0.35%,
2/2/2024 |
200,000 | 197,396 | |||
Series MTN, 0.90%,
11/8/2024 |
125,000 | 124,148 | |||
Series MTN, 1.10%,
5/11/2026 |
222,000 | 219,398 | |||
Series MTN, 1.90%, 2/7/2023
(b) |
125,000 | 126,588 | |||
Toyota Motor Corp.: | |||||
0.68%,
3/25/2024 |
200,000 | 198,248 | |||
1.34%,
3/25/2026 |
351,000 | 348,894 | |||
2.36%, 3/25/2031
(b) |
325,000 | 334,695 | |||
2.76%,
7/2/2029 |
56,000 | 58,664 | |||
3.42%, 7/20/2023
(b) |
150,000 | 156,036 | |||
3.67%,
7/20/2028 |
155,000 | 171,678 | |||
Toyota Motor Credit Corp.: | |||||
0.63%,
9/13/2024 |
185,000 | 182,630 | |||
1.13%,
6/18/2026 |
175,000 | 172,494 | |||
1.90%,
9/12/2031 |
250,000 | 244,402 | |||
3.65%, 1/8/2029
(b) |
124,000 | 138,141 | |||
Series GMTN, 2.70%,
1/11/2023 |
204,000 | 208,402 | |||
Series GMTN, 3.05%,
1/11/2028 |
85,000 | 91,203 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 0.40%,
4/6/2023 |
$ 236,000 | $ 235,110 | ||||
Series MTN, 0.45%,
1/11/2024 |
237,000 | 234,943 | ||||
Series MTN, 0.50%,
8/14/2023 |
310,000 | 308,853 | ||||
Series MTN, 0.80%,
10/16/2025 |
235,000 | 229,539 | ||||
Series MTN, 0.80%, 1/9/2026
(b) |
282,000 | 274,894 | ||||
Series MTN, 1.15%,
8/13/2027 |
418,000 | 405,109 | ||||
Series MTN, 1.35%,
8/25/2023 |
545,000 | 550,014 | ||||
Series MTN, 1.65%,
1/10/2031 |
270,000 | 260,912 | ||||
Series MTN, 1.80%,
2/13/2025 |
781,000 | 793,644 | ||||
Series MTN, 1.90%,
4/6/2028 |
235,000 | 235,345 | ||||
Series MTN, 2.00%, 10/7/2024
(b) |
289,000 | 295,728 | ||||
Series MTN, 2.25%,
10/18/2023 |
293,000 | 300,469 | ||||
Series MTN, 2.63%,
1/10/2023 |
310,000 | 316,215 | ||||
Series MTN, 2.90%,
4/17/2024 |
150,000 | 155,978 | ||||
Series MTN, 3.00%,
4/1/2025 |
400,000 | 420,284 | ||||
Series MTN, 3.38%,
4/1/2030 |
233,000 | 255,436 | ||||
Series MTN, 3.40%,
4/14/2025 |
151,000 | 160,662 | ||||
25,598,879 | ||||||
AUTO PARTS & EQUIPMENT — 0.0% (a) | ||||||
Aptiv PLC 3.10%,
12/1/2051 |
500,000 | 476,440 | ||||
Aptiv PLC 5.40%,
3/15/2049 |
150,000 | 198,975 | ||||
Lear Corp.: | ||||||
4.25%,
5/15/2029 |
386,000 | 426,646 | ||||
5.25%, 5/15/2049
(b) |
100,000 | 126,437 | ||||
Magna International, Inc. 3.63%,
6/15/2024 |
100,000 | 105,318 | ||||
1,333,816 | ||||||
BANKS — 5.3% | ||||||
Banco Bilbao Vizcaya Argentaria SA: | ||||||
0.88%,
9/18/2023 |
540,000 | 537,802 | ||||
1.13%,
9/18/2025 |
383,000 | 374,991 | ||||
Banco Santander SA: | ||||||
1.85%,
3/25/2026 |
450,000 | 447,457 | ||||
2.71%,
6/27/2024 |
400,000 | 413,820 | ||||
2.75%,
5/28/2025 |
820,000 | 848,216 | ||||
2.75%,
12/3/2030 |
460,000 | 449,857 |
Security Description | Principal
Amount |
Value | |||
2.96%,
3/25/2031 |
$ 780,000 | $ 795,538 | |||
3.31%,
6/27/2029 |
365,000 | 387,911 | |||
3.49%,
5/28/2030 |
295,000 | 312,319 | |||
3.80%,
2/23/2028 |
285,000 | 308,715 | |||
3.85%,
4/12/2023 |
447,000 | 462,672 | |||
4.25%,
4/11/2027 |
291,000 | 319,902 | |||
1 year CMT + 0.90%, 1.72%, 9/14/2027
(c) |
300,000 | 294,435 | |||
Bank of America Corp.: | |||||
4.10%,
7/24/2023 |
736,000 | 773,462 | |||
6.11%,
1/29/2037 |
639,000 | 860,094 | |||
6.22%,
9/15/2026 |
200,000 | 236,676 | |||
7.75%,
5/14/2038 |
363,000 | 569,242 | |||
3 Month USD LIBOR + 0.78%, 3.55%, 3/5/2024
(c) |
722,000 | 743,559 | |||
3 Month USD LIBOR + 0.81%, 3.37%, 1/23/2026
(c) |
378,000 | 397,917 | |||
3 Month USD LIBOR + 1.04%, 3.42%, 12/20/2028
(c) |
1,312,000 | 1,402,082 | |||
3 Month USD LIBOR + 1.51%, 3.71%, 4/24/2028
(c) |
228,000 | 247,581 | |||
3 Month USD LIBOR + 1.81%, 4.24%, 4/24/2038
(c) |
453,000 | 530,757 | |||
5 year CMT + 1.20%, 2.48%, 9/21/2036
(c) |
500,000 | 483,930 | |||
SOFR + 0.65%, 1.53%, 12/6/2025
(c) |
500,000 | 501,275 | |||
SOFR + 0.69%, 0.98%, 4/22/2025
(b)
(c) |
1,179,000 | 1,169,509 | |||
SOFR + 0.96%, 1.73%, 7/22/2027
(c) |
1,430,000 | 1,419,203 | |||
SOFR + 1.21%, 2.57%, 10/20/2032
(c) |
500,000 | 502,420 | |||
SOFR + 1.22%, 2.30%, 7/21/2032
(c) |
600,000 | 589,218 | |||
SOFR + 1.32%, 2.69%, 4/22/2032
(c) |
750,000 | 761,812 | |||
SOFR + 1.56%, 2.97%, 7/21/2052
(c) |
400,000 | 401,696 | |||
SOFR + 1.58%, 3.31%, 4/22/2042
(c) |
800,000 | 840,696 | |||
SOFR + 2.15%, 2.59%, 4/29/2031
(c) |
806,000 | 813,818 | |||
Series GMTN, 3.30%,
1/11/2023 |
1,987,000 | 2,040,987 | |||
Series GMTN, 3.50%,
4/19/2026 |
708,000 | 762,849 | |||
Series GMTN, 3 Month USD LIBOR + 1.37%, 3.59%, 7/21/2028
(c) |
459,000 | 494,035 | |||
Series L, 3.95%,
4/21/2025 |
229,000 | 244,854 |
Security Description | Principal
Amount |
Value | |||
Series L, 4.18%,
11/25/2027 |
$ 523,000 | $ 572,518 | |||
Series MTN, 3.25%,
10/21/2027 |
617,000 | 657,784 | |||
Series MTN, 3.88%,
8/1/2025 |
482,000 | 523,076 | |||
Series MTN, 4.00%,
4/1/2024 |
908,000 | 965,159 | |||
Series MTN, 4.00%,
1/22/2025 |
510,000 | 545,379 | |||
Series MTN, 4.13%,
1/22/2024 |
568,000 | 603,648 | |||
Series MTN, 4.20%,
8/26/2024 |
983,000 | 1,053,343 | |||
Series MTN, 4.25%,
10/22/2026 |
628,000 | 693,337 | |||
Series MTN, 4.88%,
4/1/2044 |
537,000 | 699,485 | |||
Series MTN, 5.00%,
1/21/2044 |
275,000 | 361,377 | |||
Series MTN, 5.88%,
2/7/2042 |
460,000 | 651,599 | |||
Series MTN, 3 Month USD LIBOR + 0.64%, 2.02%, 2/13/2026
(c) |
430,000 | 435,693 | |||
Series MTN, 3 Month USD LIBOR + 0.87%, 2.46%, 10/22/2025
(c) |
571,000 | 586,371 | |||
Series MTN, 3 Month USD LIBOR + 0.94%, 3.86%, 7/23/2024
(c) |
971,000 | 1,011,840 | |||
Series MTN, 3 Month USD LIBOR + 0.97%, 3.46%, 3/15/2025
(c) |
675,000 | 706,050 | |||
Series MTN, 3 Month USD LIBOR + 0.99%, 2.50%, 2/13/2031
(c) |
909,000 | 912,291 | |||
Series MTN, 3 Month USD LIBOR + 1.06%, 3.56%, 4/23/2027
(c) |
607,000 | 649,496 | |||
Series MTN, 3 Month USD LIBOR + 1.07%, 3.97%, 3/5/2029
(c) |
696,000 | 762,092 | |||
Series MTN, 3 Month USD LIBOR + 1.09%, 3.09%, 10/1/2025
(c) |
62,000 | 64,551 | |||
Series MTN, 3 Month USD LIBOR + 1.18%, 3.19%, 7/23/2030
(c) |
699,000 | 737,102 | |||
Series MTN, 3 Month USD LIBOR + 1.19%, 2.88%, 10/22/2030
(c) |
476,000 | 491,275 | |||
Series MTN, 3 Month USD LIBOR + 1.21%, 3.97%, 2/7/2030
(c) |
742,000 | 818,367 | |||
Series MTN, 3 Month USD LIBOR + 1.31%, 4.27%, 7/23/2029
(c) |
829,000 | 924,153 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 3 Month USD LIBOR + 1.32%, 4.08%, 4/23/2040
(c) |
$ 401,000 | $ 459,947 | |||
Series MTN, 3 Month USD LIBOR + 1.52%, 4.33%, 3/15/2050
(c) |
565,000 | 699,436 | |||
Series MTN, 3 Month USD LIBOR + 1.58%, 3.82%, 1/20/2028
(c) |
549,000 | 594,924 | |||
Series MTN, 3 Month USD LIBOR + 1.99%, 4.44%, 1/20/2048
(c) |
465,000 | 577,330 | |||
Series MTN, 3 Month USD LIBOR + 3.15%, 4.08%, 3/20/2051
(c) |
1,234,000 | 1,483,120 | |||
Series MTN, SOFR + 0.41%, 0.52%, 6/14/2024
(c) |
150,000 | 148,985 | |||
Series MTN, SOFR + 0.74%, 0.81%, 10/24/2024
(c) |
600,000 | 595,938 | |||
Series MTN, SOFR + 0.91%, 0.98%, 9/25/2025
(c) |
550,000 | 543,554 | |||
Series MTN, SOFR + 1.01%, 1.20%, 10/24/2026
(c) |
580,000 | 568,626 | |||
Series MTN, SOFR + 1.15%, 1.32%, 6/19/2026
(c) |
514,000 | 508,649 | |||
Series MTN, SOFR + 1.37%, 1.92%, 10/24/2031
(c) |
515,000 | 493,566 | |||
Series MTN, SOFR + 1.46%, 1.49%, 5/19/2024
(c) |
469,000 | 472,438 | |||
Series MTN, SOFR + 1.53%, 1.90%, 7/23/2031
(c) |
536,000 | 513,954 | |||
Series MTN, SOFR + 1.93%, 2.68%, 6/19/2041
(c) |
1,320,000 | 1,269,008 | |||
Series N, SOFR + 0.91%, 1.66%, 3/11/2027
(c) |
696,000 | 691,121 | |||
Series N, SOFR + 1.22%, 2.65%, 3/11/2032
(c) |
705,000 | 714,024 | |||
Series N, SOFR + 1.65%, 3.48%, 3/13/2052
(c) |
595,000 | 655,785 | |||
Bank of America NA Series BKNT, 6.00%,
10/15/2036 |
726,000 | 992,137 | |||
Bank of Montreal: | |||||
0.45%,
12/8/2023 |
455,000 | 450,623 | |||
USD 5 Year Swap Rate + 1.28%, 4.34%, 10/5/2028
(c) |
489,000 | 513,523 | |||
Series E, 3.30%,
2/5/2024 |
717,000 | 749,803 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 0.40%,
9/15/2023 |
$ 170,000 | $ 168,849 | |||
Series MTN, 0.63%,
7/9/2024 |
145,000 | 143,008 | |||
Series MTN, 1.25%,
9/15/2026 |
565,000 | 552,960 | |||
Series MTN, 1.85%,
5/1/2025 |
119,000 | 120,856 | |||
Series MTN, 2.50%,
6/28/2024 |
655,000 | 675,888 | |||
Series MTN, SOFR + 0.60%, 0.95%, 1/22/2027
(c) |
503,000 | 488,172 | |||
Bank of New York Mellon Corp.: | |||||
3.40%,
5/15/2024 |
272,000 | 286,337 | |||
Series 0012, 3.65%,
2/4/2024 |
125,000 | 131,650 | |||
Series MTN, 0.35%,
12/7/2023 |
305,000 | 302,578 | |||
Series MTN, 0.75%,
1/28/2026 |
250,000 | 243,373 | |||
Series MTN, 1.05%, 10/15/2026
(b) |
400,000 | 390,844 | |||
Series MTN, 1.60%,
4/24/2025 |
700,000 | 705,257 | |||
Series MTN, 1.65%,
7/14/2028 |
225,000 | 223,387 | |||
Series MTN, 1.65%,
1/28/2031 |
230,000 | 223,698 | |||
Series MTN, 1.85%,
1/27/2023 |
190,000 | 192,369 | |||
Series MTN, 2.80%,
5/4/2026 |
299,000 | 313,986 | |||
Series MTN, 2.95%,
1/29/2023 |
215,000 | 219,773 | |||
Series MTN, 3.00%,
10/30/2028 |
174,000 | 184,428 | |||
Series MTN, 3.25%,
9/11/2024 |
212,000 | 223,293 | |||
Series MTN, 3.25%,
5/16/2027 |
187,000 | 201,678 | |||
Series MTN, 3.30%,
8/23/2029 |
1,035,000 | 1,114,529 | |||
Series MTN, 3.40%,
1/29/2028 |
131,000 | 142,228 | |||
Series MTN, 3.95%,
11/18/2025 |
494,000 | 539,092 | |||
Series MTN, 3 Month USD LIBOR + 1.07%, 3.44%, 2/7/2028
(c) |
300,000 | 323,850 | |||
Bank of Nova Scotia: | |||||
0.40%,
9/15/2023 |
200,000 | 198,516 | |||
0.55%,
9/15/2023 |
100,000 | 99,440 | |||
0.65%,
7/31/2024 |
205,000 | 202,208 | |||
0.70%,
4/15/2024 |
280,000 | 277,320 | |||
1.05%,
3/2/2026 |
269,000 | 262,746 |
Security Description | Principal
Amount |
Value | |||
1.30%,
6/11/2025 |
$ 607,000 | $ 603,995 | |||
1.30%,
9/15/2026 |
230,000 | 225,922 | |||
1.35%,
6/24/2026 |
100,000 | 98,884 | |||
1.95%,
2/1/2023 |
304,000 | 308,058 | |||
2.15%,
8/1/2031 |
175,000 | 173,541 | |||
2.20%,
2/3/2025 |
427,000 | 437,355 | |||
2.38%,
1/18/2023 |
106,000 | 107,902 | |||
2.70%,
8/3/2026 |
311,000 | 324,538 | |||
3.40%,
2/11/2024 |
212,000 | 222,278 | |||
4.50%,
12/16/2025 |
226,000 | 248,749 | |||
BankUnited, Inc.: | |||||
4.88%,
11/17/2025 |
185,000 | 203,494 | |||
5.13%,
6/11/2030 |
199,000 | 226,335 | |||
Barclays PLC: | |||||
3.65%,
3/16/2025 |
100,000 | 105,734 | |||
3.68%,
1/10/2023 |
208,000 | 208,100 | |||
4.34%,
1/10/2028 |
181,000 | 198,115 | |||
4.38%,
9/11/2024 |
418,000 | 446,198 | |||
4.38%,
1/12/2026 |
330,000 | 360,532 | |||
4.84%,
5/9/2028 |
858,000 | 943,208 | |||
4.95%,
1/10/2047 |
140,000 | 181,374 | |||
5.20%,
5/12/2026 |
355,000 | 397,231 | |||
5.25%,
8/17/2045 |
393,500 | 522,285 | |||
1 year CMT + 0.80%, 1.01%, 12/10/2024
(c) |
249,000 | 247,167 | |||
1 year CMT + 1.20%, 2.67%, 3/10/2032
(c) |
600,000 | 595,152 | |||
1 year CMT + 1.90%, 2.65%, 6/24/2031
(c) |
200,000 | 199,576 | |||
3 Month USD LIBOR + 1.36%, 4.34%, 5/16/2024
(c) |
673,000 | 700,963 | |||
3 Month USD LIBOR + 1.61%, 3.93%, 5/7/2025
(c) |
1,024,000 | 1,077,801 | |||
3 Month USD LIBOR + 1.90%, 4.97%, 5/16/2029
(c) |
404,000 | 462,285 | |||
3 Month USD LIBOR + 3.05%, 5.09%, 6/20/2030
(c) |
590,000 | 667,839 | |||
SOFR + 2.71%, 2.85%, 5/7/2026
(c) |
235,000 | 242,243 | |||
5 year CMT +2.90%, 3.56%, 9/23/2035
(c) |
407,000 | 416,731 | |||
BNP Paribas SA: | |||||
Series MTN, 3.25%,
3/3/2023 |
100,000 | 102,955 | |||
Series MTN, 4.25%,
10/15/2024 |
293,000 | 315,918 | |||
BPCE SA: | |||||
4.00%,
4/15/2024 |
534,000 | 568,523 | |||
Series MTN, 3.38%, 12/2/2026
(b) |
241,000 | 258,518 | |||
Canadian Imperial Bank of Commerce: | |||||
0.50%,
12/14/2023 |
248,000 | 245,012 |
Security Description | Principal
Amount |
Value | |||
0.95%,
6/23/2023 |
$ 520,000 | $ 520,416 | |||
0.95%,
10/23/2025 |
375,000 | 367,102 | |||
1.00%,
10/18/2024 |
150,000 | 148,647 | |||
2.25%,
1/28/2025 |
127,000 | 129,912 | |||
3.10%,
4/2/2024 |
348,000 | 363,030 | |||
Series BKNT, 3.50%,
9/13/2023 |
285,000 | 297,953 | |||
Citibank NA Series BKNT, 3.65%,
1/23/2024 |
1,183,000 | 1,246,539 | |||
Citigroup, Inc.: | |||||
3.20%,
10/21/2026 |
1,206,000 | 1,278,336 | |||
3.40%,
5/1/2026 |
428,000 | 459,051 | |||
3.50%,
5/15/2023 |
303,000 | 313,338 | |||
3.70%,
1/12/2026 |
501,000 | 541,636 | |||
3.75%, 6/16/2024
(b) |
128,000 | 135,871 | |||
3.88%,
10/25/2023 |
151,000 | 159,149 | |||
3.88%,
3/26/2025 |
216,000 | 230,265 | |||
4.00%,
8/5/2024 |
192,000 | 204,394 | |||
4.13%,
7/25/2028 |
600,000 | 659,484 | |||
4.30%,
11/20/2026 |
328,000 | 362,958 | |||
4.40%,
6/10/2025 |
901,000 | 981,784 | |||
4.45%,
9/29/2027 |
848,500 | 946,086 | |||
4.60%,
3/9/2026 |
752,000 | 830,351 | |||
4.65%,
7/30/2045 |
241,000 | 304,516 | |||
4.65%,
7/23/2048 |
623,000 | 802,617 | |||
4.75%,
5/18/2046 |
448,000 | 554,530 | |||
5.30%,
5/6/2044 |
250,000 | 326,962 | |||
5.50%,
9/13/2025 |
368,000 | 416,072 | |||
5.88%,
2/22/2033 |
107,000 | 135,835 | |||
5.88%,
1/30/2042 |
237,000 | 335,180 | |||
6.00%,
10/31/2033 |
287,000 | 371,708 | |||
6.68%,
9/13/2043 |
486,000 | 730,803 | |||
3 Month USD LIBOR + 0.90%, 3.35%, 4/24/2025
(c) |
989,000 | 1,033,109 | |||
3 Month USD LIBOR + 1.02%, 4.04%, 6/1/2024
(c) |
475,000 | 495,425 | |||
3 Month USD LIBOR + 1.15%, 3.52%, 10/27/2028
(c) |
404,000 | 433,205 | |||
3 Month USD LIBOR + 1.17%, 3.88%, 1/24/2039
(b)
(c) |
420,000 | 476,356 | |||
3 Month USD LIBOR + 1.19%, 4.08%, 4/23/2029
(c) |
595,000 | 656,059 | |||
3 Month USD LIBOR + 1.34%, 3.98%, 3/20/2030
(c) |
888,000 | 979,571 | |||
3 Month USD LIBOR + 1.39%, 3.67%, 7/24/2028
(c) |
1,145,000 | 1,234,951 | |||
3 Month USD LIBOR + 1.56%, 3.89%, 1/10/2028
(c) |
372,000 | 403,360 |
Security Description | Principal
Amount |
Value | |||
3 Month USD LIBOR + 1.84%, 4.28%, 4/24/2048
(c) |
$ 235,000 | $ 287,492 | |||
SOFR + 0.53%, 1.28%, 11/3/2025
(b)
(c) |
150,000 | 149,684 | |||
SOFR + 0.67%, 0.98%, 5/1/2025
(c) |
590,000 | 585,764 | |||
SOFR + 0.69%, 0.78%, 10/30/2024
(c) |
565,000 | 561,390 | |||
SOFR + 0.77%, 1.46%, 6/9/2027
(b)
(c) |
831,000 | 815,834 | |||
SOFR + 1.15%, 2.67%, 1/29/2031
(c) |
768,000 | 779,804 | |||
SOFR + 1.17%, 2.56%, 5/1/2032
(c) |
300,000 | 301,710 | |||
SOFR + 1.18%, 2.52%, 11/3/2032
(b)
(c) |
355,000 | 355,121 | |||
SOFR + 1.38%, 2.90%, 11/3/2042
(c) |
250,000 | 247,085 | |||
SOFR + 1.42%, 2.98%, 11/5/2030
(c) |
408,000 | 423,941 | |||
SOFR + 1.67%, 1.68%, 5/15/2024
(c) |
392,000 | 396,273 | |||
SOFR + 2.11%, 2.57%, 6/3/2031
(c) |
901,000 | 908,442 | |||
SOFR + 2.84%, 3.11%, 4/8/2026
(c) |
1,268,000 | 1,329,409 | |||
SOFR + 3.91%, 4.41%, 3/31/2031
(c) |
828,000 | 946,081 | |||
SOFR + 4.55%, 5.32%, 3/26/2041
(c) |
390,000 | 513,681 | |||
Citizens Bank NA/Providence RI: | |||||
Series BKNT, 2.25%,
4/28/2025 |
350,000 | 358,526 | |||
Series BKNT, 3.70%,
3/29/2023 |
165,000 | 170,277 | |||
Series BKNT, 3.75%,
2/18/2026 |
418,000 | 450,654 | |||
Citizens Financial Group, Inc.: | |||||
2.85%,
7/27/2026 |
250,000 | 260,645 | |||
3.25%, 4/30/2030
(b) |
141,000 | 149,459 | |||
Comerica Bank Series BKNT, 2.50%,
7/23/2024 |
500,000 | 516,505 | |||
Comerica, Inc. 4.00%,
2/1/2029 |
214,000 | 239,353 | |||
Cooperatieve Rabobank UA: | |||||
0.38%,
1/12/2024 |
250,000 | 246,910 | |||
2.75%,
1/10/2023 |
135,000 | 138,012 | |||
5.25%,
8/4/2045 |
391,000 | 521,477 | |||
5.75%,
12/1/2043 |
409,000 | 570,301 | |||
Series BKNT, 3.75%,
7/21/2026 |
440,000 | 473,603 | |||
Series BKNT, 5.25%,
5/24/2041 |
593,000 | 828,142 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 3.38%,
5/21/2025 |
$ 271,000 | $ 289,043 | |||
Credit Suisse AG: | |||||
0.50%,
2/2/2024 |
285,000 | 281,569 | |||
1.00%,
5/5/2023 |
785,000 | 787,041 | |||
1.25%,
8/7/2026 |
422,000 | 411,509 | |||
2.95%,
4/9/2025 |
763,000 | 799,036 | |||
Series FXD, 0.52%,
8/9/2023 |
250,000 | 248,343 | |||
Series MTN, 3.63%,
9/9/2024 |
672,000 | 712,837 | |||
Credit Suisse Group AG 4.88%,
5/15/2045 |
534,000 | 675,393 | |||
Credit Suisse Group Funding Guernsey, Ltd.: | |||||
3.80%,
6/9/2023 |
552,000 | 572,165 | |||
4.55%,
4/17/2026 |
342,000 | 376,627 | |||
Deutsche Bank AG: | |||||
0.90%,
5/28/2024 |
300,000 | 297,438 | |||
1.69%,
3/19/2026 |
202,000 | 201,455 | |||
3.70%,
5/30/2024 |
150,000 | 157,349 | |||
3.95%,
2/27/2023 |
100,000 | 103,143 | |||
4.10%,
1/13/2026 |
200,000 | 214,188 | |||
SOFR + 1.13%, 1.45%, 4/1/2025
(c) |
675,000 | 671,098 | |||
SOFR + 1.22%, 2.31%, 11/16/2027
(c) |
340,000 | 339,929 | |||
SOFR + 1.72%, 3.04%, 5/28/2032
(c) |
307,000 | 309,192 | |||
SOFR + 1.87%, 2.13%, 11/24/2026
(c) |
590,000 | 589,257 | |||
SOFR + 2.16%, 2.22%, 9/18/2024
(c) |
200,000 | 202,636 | |||
SOFR + 2.58%, 3.96%, 11/26/2025
(c) |
700,000 | 740,376 | |||
SOFR + 3.04%, 3.55%, 9/18/2031
(c) |
440,000 | 463,914 | |||
Discover Bank: | |||||
Series BKNT, 2.70%,
2/6/2030 |
125,000 | 126,645 | |||
Series BKNT, 3.35%,
2/6/2023 |
417,000 | 427,050 | |||
Series BKNT, 3.45%,
7/27/2026 |
252,000 | 266,951 | |||
Series BKNT, 4.20%,
8/8/2023 |
469,000 | 492,183 | |||
Series BKNT, 4.25%,
3/13/2026 |
100,000 | 109,210 | |||
Series BKNT, 4.65%,
9/13/2028 |
255,000 | 289,703 | |||
Fifth Third Bancorp: | |||||
1.63%,
5/5/2023 |
118,000 | 119,108 | |||
2.38%,
1/28/2025 |
166,000 | 170,371 | |||
2.55%,
5/5/2027 |
375,000 | 387,690 | |||
3.95%,
3/14/2028 |
217,000 | 239,607 | |||
4.30%,
1/16/2024 |
295,000 | 312,042 | |||
8.25%,
3/1/2038 |
312,000 | 511,983 |
Security Description | Principal
Amount |
Value | |||
Fifth Third Bank Class BKNT, 2.25%,
2/1/2027 |
$ 150,000 | $ 153,506 | |||
Fifth Third Bank NA: | |||||
Series BKNT, 3.85%,
3/15/2026 |
285,000 | 307,760 | |||
Series BKNT, 3.95%,
7/28/2025 |
292,000 | 317,775 | |||
First Horizon Bank Series BKNT, 5.75%,
5/1/2030 |
145,000 | 174,017 | |||
First Horizon Corp. 3.55%,
5/26/2023 |
150,000 | 154,610 | |||
First Republic Bank: | |||||
Series BKNT, 4.63%,
2/13/2047 |
178,000 | 224,266 | |||
Series BKNT, SOFR + 0.62%, 1.91%, 2/12/2024
(c) |
150,000 | 151,634 | |||
FNB Corp. 2.20%,
2/24/2023 |
35,000 | 35,334 | |||
Goldman Sachs Capital I 6.35%,
2/15/2034 |
160,000 | 220,880 | |||
Goldman Sachs Group, Inc.: | |||||
0.52%,
3/8/2023 |
365,000 | 363,934 | |||
1.22%,
12/6/2023 |
500,000 | 501,160 | |||
2.60%,
2/7/2030 |
537,000 | 545,952 | |||
3.20%,
2/23/2023 |
321,000 | 329,169 | |||
3.50%,
1/23/2025 |
726,000 | 765,799 | |||
3.50%,
11/16/2026 |
1,535,000 | 1,636,955 | |||
3.63%,
1/22/2023 |
503,000 | 517,617 | |||
3.63%,
2/20/2024 |
685,000 | 718,490 | |||
3.75%,
5/22/2025 |
247,000 | 263,658 | |||
3.75%,
2/25/2026 |
399,000 | 429,312 | |||
3.80%,
3/15/2030 |
305,000 | 335,442 | |||
3.85%,
1/26/2027 |
794,000 | 854,868 | |||
4.00%,
3/3/2024 |
928,000 | 984,441 | |||
4.25%,
10/21/2025 |
492,000 | 536,831 | |||
4.75%,
10/21/2045 |
359,000 | 462,579 | |||
5.15%,
5/22/2045 |
445,000 | 577,499 | |||
5.95%,
1/15/2027 |
396,000 | 466,951 | |||
6.13%,
2/15/2033 |
328,000 | 431,523 | |||
6.25%,
2/1/2041 |
735,000 | 1,067,602 | |||
6.45%,
5/1/2036 |
23,000 | 31,409 | |||
6.75%,
10/1/2037 |
1,712,000 | 2,427,479 | |||
3 Month USD LIBOR + 1.30%, 4.22%, 5/1/2029
(c) |
744,000 | 826,770 | |||
3 Month USD LIBOR + 1.37%, 4.02%, 10/31/2038
(c) |
333,000 | 380,832 | |||
3 Month USD LIBOR + 1.43%, 4.41%, 4/23/2039
(c) |
662,500 | 790,111 | |||
3 Month USD LIBOR + 1.51%, 3.69%, 6/5/2028
(c) |
836,000 | 902,261 |
Security Description | Principal
Amount |
Value | |||
SOFR + 0.49%, 0.93%, 10/21/2024
(c) |
$ 525,000 | $ 522,763 | |||
SOFR + 0.51%, 0.66%, 9/10/2024
(c) |
250,000 | 248,055 | |||
SOFR + 0.57%, 0.67%, 3/8/2024
(c) |
500,000 | 497,985 | |||
SOFR + 0.61%, 0.86%, 2/12/2026
(c) |
619,000 | 606,942 | |||
SOFR + 0.80%, 1.43%, 3/9/2027
(c) |
950,000 | 930,477 | |||
SOFR + 0.91%, 1.95%, 10/21/2027
(c) |
730,000 | 727,576 | |||
SOFR + 1.09%, 1.99%, 1/27/2032
(c) |
780,000 | 746,546 | |||
SOFR + 1.26%, 2.65%, 10/21/2032
(c) |
825,000 | 830,470 | |||
SOFR + 1.28%, 2.62%, 4/22/2032
(c) |
988,000 | 993,019 | |||
SOFR + 1.51%, 3.21%, 4/22/2042
(c) |
610,000 | 631,539 | |||
SOFR + 1.25%, 2.38%, 7/21/2032
(c) |
750,000 | 738,532 | |||
Series FXD, 0.48%,
1/27/2023 |
940,000 | 937,415 | |||
Series MTN, 3.85%,
7/8/2024 |
724,000 | 765,753 | |||
Series MTN, 4.80%,
7/8/2044 |
654,000 | 834,340 | |||
Series VAR, SOFR + 0.79%, 1.09%, 12/9/2026
(c) |
510,000 | 496,893 | |||
HSBC Bank USA NA: | |||||
Series BKNT, 5.63%,
8/15/2035 |
386,000 | 488,579 | |||
Series BKNT, 5.88%,
11/1/2034 |
200,000 | 256,416 | |||
HSBC Holdings PLC: | |||||
3.60%,
5/25/2023 |
267,000 | 276,951 | |||
3.90%,
5/25/2026 |
216,000 | 233,323 | |||
4.25%,
3/14/2024 |
808,000 | 853,604 | |||
4.25%,
8/18/2025 |
692,000 | 743,353 | |||
4.38%,
11/23/2026 |
490,000 | 534,894 | |||
4.95%,
3/31/2030 |
400,000 | 469,040 | |||
5.25%,
3/14/2044 |
664,000 | 864,999 | |||
6.10%,
1/14/2042 |
174,000 | 249,203 | |||
6.50%,
5/2/2036 |
560,000 | 761,701 | |||
6.50%,
9/15/2037 |
1,059,000 | 1,458,942 | |||
6.80%,
6/1/2038 |
857,000 | 1,219,588 | |||
7.63%,
5/17/2032 |
100,000 | 138,028 | |||
3 Month USD LIBOR + 0.99%, 3.95%, 5/18/2024
(c) |
290,000 | 300,866 | |||
3 Month USD LIBOR + 1.21%, 3.80%, 3/11/2025
(c) |
711,000 | 746,586 |
Security Description | Principal
Amount |
Value | |||
3 Month USD LIBOR + 1.35%, 4.29%, 9/12/2026
(c) |
$ 722,000 | $ 779,644 | |||
3 Month USD LIBOR + 1.53%, 4.58%, 6/19/2029
(c) |
1,109,000 | 1,242,435 | |||
3 Month USD LIBOR + 1.55%, 4.04%, 3/13/2028
(c) |
1,011,000 | 1,092,901 | |||
3 Month USD LIBOR + 1.61%, 3.97%, 5/22/2030
(c) |
712,000 | 774,094 | |||
SOFR + 0.53%, 0.73%, 8/17/2024
(c) |
405,000 | 401,351 | |||
SOFR + 0.71%, 0.98%, 5/24/2025
(c) |
583,000 | 575,905 | |||
SOFR + 1.29%, 1.59%, 5/24/2027
(c) |
405,000 | 395,713 | |||
SOFR + 1.29%, 2.21%, 8/17/2029
(c) |
235,000 | 230,516 | |||
SOFR + 1.40%, 2.63%, 11/7/2025
(c) |
612,000 | 628,451 | |||
SOFR + 1.41%, 2.87%, 11/22/2032
(c) |
250,000 | 252,275 | |||
SOFR + 1.54%, 1.65%, 4/18/2026
(c) |
175,000 | 173,784 | |||
SOFR + 1.73%, 2.01%, 9/22/2028
(c) |
528,000 | 516,960 | |||
SOFR + 1.93%, 2.10%, 6/4/2026
(c) |
854,000 | 859,252 | |||
SOFR + 1.95%, 2.36%, 8/18/2031
(c) |
200,000 | 195,396 | |||
SOFR + 2.39%, 2.85%, 6/4/2031
(c) |
266,000 | 269,908 | |||
Huntington Bancshares, Inc.: | |||||
2.55%,
2/4/2030 |
186,000 | 189,009 | |||
2.63%,
8/6/2024 |
273,000 | 281,329 | |||
4.00%,
5/15/2025 |
150,000 | 161,427 | |||
5 year CMT + 1.17%, 2.49%, 8/15/2036
(c)
(d) |
250,000 | 239,483 | |||
Huntington National Bank Series BKNT, 3.55%,
10/6/2023 |
220,000 | 229,669 | |||
Industrial & Commercial Bank of China, Ltd. 3.54%,
11/8/2027 |
190,000 | 205,842 | |||
ING Groep NV: | |||||
3.55%,
4/9/2024 |
243,000 | 254,849 | |||
3.95%,
3/29/2027 |
401,000 | 439,580 | |||
4.05%,
4/9/2029 |
181,000 | 202,115 | |||
4.10%,
10/2/2023 |
546,000 | 574,556 | |||
4.55%,
10/2/2028 |
255,000 | 292,569 | |||
SOFR + 1.32%, 2.73%, 4/1/2032
(c) |
200,000 | 203,830 | |||
Series VAR, SOFR + 1.01%, 1.73%, 4/1/2027
(c) |
200,000 | 198,666 |
Security Description | Principal
Amount |
Value | |||
Intesa Sanpaolo SpA 5.25%,
1/12/2024 |
$ 120,000 | $ 128,844 | |||
JPMorgan Chase & Co.: | |||||
2.70%,
5/18/2023 |
445,000 | 455,150 | |||
2.95%,
10/1/2026 |
1,023,000 | 1,080,472 | |||
2.97%,
1/15/2023 |
311,000 | 318,411 | |||
3.13%,
1/23/2025 |
448,000 | 470,996 | |||
3.20%,
1/25/2023 |
814,000 | 835,954 | |||
3.20%,
6/15/2026 |
867,000 | 920,546 | |||
3.30%,
4/1/2026 |
757,000 | 807,590 | |||
3.38%,
5/1/2023 |
108,000 | 111,457 | |||
3.63%,
5/13/2024 |
663,000 | 701,666 | |||
3.63%,
12/1/2027 |
437,000 | 471,117 | |||
3.88%,
2/1/2024 |
300,000 | 317,565 | |||
3.88%,
9/10/2024 |
986,000 | 1,049,341 | |||
3.90%,
7/15/2025 |
698,000 | 755,264 | |||
4.13%,
12/15/2026 |
447,000 | 493,081 | |||
4.25%,
10/1/2027 |
139,000 | 155,677 | |||
4.95%,
6/1/2045 |
209,000 | 272,858 | |||
5.40%,
1/6/2042 |
782,000 | 1,063,606 | |||
5.63%,
8/16/2043 |
350,000 | 486,748 | |||
6.40%,
5/15/2038 |
633,000 | 921,699 | |||
7.63%,
10/15/2026 |
1,000,000 | 1,259,090 | |||
8.00%,
4/29/2027 |
500,000 | 647,345 | |||
8.75%,
9/1/2030 |
328,000 | 492,686 | |||
3 Month USD LIBOR + 0.73%, 3.56%, 4/23/2024
(c) |
618,000 | 638,320 | |||
3 Month USD LIBOR + 0.89%, 3.80%, 7/23/2024
(c) |
885,000 | 922,356 | |||
3 Month USD LIBOR + 0.95%, 3.51%, 1/23/2029
(c) |
441,000 | 472,942 | |||
3 Month USD LIBOR + 1.00%, 4.02%, 12/5/2024
(c) |
654,000 | 688,878 | |||
3 Month USD LIBOR + 1.12%, 4.01%, 4/23/2029
(c) |
255,000 | 281,724 | |||
3 Month USD LIBOR + 1.16%, 3.22%, 3/1/2025
(c) |
528,000 | 549,273 | |||
3 Month USD LIBOR + 1.16%, 3.70%, 5/6/2030
(c) |
490,000 | 534,487 | |||
3 Month USD LIBOR + 1.22%, 3.90%, 1/23/2049
(c) |
528,000 | 611,868 | |||
3 Month USD LIBOR + 1.25%, 3.96%, 1/29/2027
(c) |
428,000 | 463,344 | |||
3 Month USD LIBOR + 1.26%, 4.20%, 7/23/2029
(c) |
805,000 | 899,056 |
Security Description | Principal
Amount |
Value | |||
3 Month USD LIBOR + 1.33%, 4.45%, 12/5/2029
(c) |
$ 731,000 | $ 829,583 | |||
3 Month USD LIBOR + 1.34%, 3.78%, 2/1/2028
(c) |
322,000 | 348,839 | |||
3 Month USD LIBOR + 1.36%, 3.88%, 7/24/2038
(c) |
234,000 | 265,089 | |||
3 Month USD LIBOR + 1.38%, 3.54%, 5/1/2028
(c) |
306,000 | 329,314 | |||
3 Month USD LIBOR + 1.38%, 3.96%, 11/15/2048
(c) |
643,000 | 752,792 | |||
3 Month USD LIBOR + 1.58%, 4.26%, 2/22/2048
(c) |
426,000 | 519,077 | |||
SOFR + 0.42%, 0.56%, 2/16/2025
(c) |
160,000 | 157,824 | |||
SOFR + 0.49%, 0.77%, 8/9/2025
(c) |
335,000 | 330,039 | |||
SOFR + 0.54%, 0.82%, 6/1/2025
(c) |
585,000 | 578,202 | |||
SOFR + 0.58%, 0.70%, 3/16/2024
(c) |
757,000 | 755,509 | |||
SOFR + 0.58%, 0.97%, 6/23/2025
(c) |
350,000 | 346,780 | |||
SOFR + 0.60%, 0.65%, 9/16/2024
(c) |
446,000 | 443,703 | |||
SOFR + 0.61%, 1.56%, 12/10/2025
(c) |
800,000 | 801,424 | |||
SOFR + 0.70%, 1.04%, 2/4/2027
(c) |
537,000 | 519,483 | |||
SOFR + 0.77%, 1.47%, 9/22/2027
(c) |
385,000 | 377,387 | |||
SOFR + 0.80%, 1.05%, 11/19/2026
(c) |
749,000 | 729,623 | |||
SOFR + 1.02%, 2.07%, 6/1/2029
(c) |
580,000 | 575,163 | |||
SOFR + 1.07%, 1.95%, 2/4/2032
(c) |
234,000 | 225,321 | |||
SOFR + 1.11%, 1.76%, 11/19/2031
(c) |
625,000 | 592,894 | |||
SOFR + 1.16%, 2.30%, 10/15/2025
(c) |
474,000 | 484,532 | |||
SOFR + 1.18%, 2.55%, 11/8/2032
(c) |
525,000 | 528,554 | |||
SOFR + 1.25%, 2.58%, 4/22/2032
(c) |
771,000 | 780,607 | |||
SOFR + 1.46%, 1.51%, 6/1/2024
(c) |
976,000 | 982,969 | |||
SOFR + 1.46%, 3.16%, 4/22/2042
(c) |
250,000 | 260,313 | |||
SOFR + 1.51%, 2.53%, 11/19/2041
(c) |
392,000 | 373,102 | |||
SOFR + 1.51%, 2.74%, 10/15/2030
(c) |
993,000 | 1,018,868 |
Security Description | Principal
Amount |
Value | |||
SOFR + 1.58%, 3.33%, 4/22/2052
(c) |
$ 690,000 | $ 743,965 | |||
SOFR + 1.59%, 2.01%, 3/13/2026
(c) |
244,000 | 247,026 | |||
SOFR + 1.85%, 2.08%, 4/22/2026
(c) |
646,000 | 655,819 | |||
SOFR + 1.89%, 2.18%, 6/1/2028
(c) |
875,000 | 880,959 | |||
SOFR + 2.04%, 2.52%, 4/22/2031
(c) |
275,000 | 278,187 | |||
SOFR + 2.44%, 3.11%, 4/22/2051
(c) |
390,000 | 402,402 | |||
SOFR + 2.46%, 3.11%, 4/22/2041
(c) |
985,000 | 1,020,805 | |||
SOFR + 2.52%, 2.96%, 5/13/2031
(c) |
515,000 | 532,968 | |||
SOFR + 3.79%, 4.49%, 3/24/2031
(c) |
1,321,000 | 1,529,282 | |||
KeyBank NA: | |||||
Series BKNT, 3.38%,
3/7/2023 |
100,000 | 103,010 | |||
Series BKNT, 3.40%,
5/20/2026 |
80,000 | 84,995 | |||
Series BKNT, 3.90%,
4/13/2029 |
116,000 | 127,711 | |||
Series BKNT, SOFR + 0.34%, 0.42%, 1/3/2024
(c) |
250,000 | 249,068 | |||
KeyCorp.: | |||||
Series MTN, 2.25%,
4/6/2027 |
581,000 | 590,761 | |||
Series MTN, 2.55%,
10/1/2029 |
309,000 | 316,228 | |||
Series MTN, 4.10%,
4/30/2028 |
229,000 | 256,540 | |||
Series MTN, 4.15%,
10/29/2025 |
320,000 | 350,118 | |||
Landwirtschaftliche Rentenbank: | |||||
2.00%,
1/13/2025 |
755,000 | 776,080 | |||
Series GMTN, 1.75%, 7/27/2026
(b) |
242,000 | 246,574 | |||
Lloyds Banking Group PLC: | |||||
3.75%,
1/11/2027 |
409,000 | 442,174 | |||
3.90%,
3/12/2024 |
258,000 | 272,342 | |||
4.05%,
8/16/2023 |
383,000 | 401,158 | |||
4.38%,
3/22/2028 |
299,000 | 336,211 | |||
4.45%,
5/8/2025 |
108,000 | 117,418 | |||
4.50%,
11/4/2024 |
305,000 | 328,598 | |||
4.58%,
12/10/2025 |
569,000 | 620,881 | |||
5.30%,
12/1/2045 |
350,000 | 462,682 | |||
1 year CMT + 0.55%, 0.70%, 5/11/2024
(c) |
325,000 | 323,589 | |||
1 year CMT + 0.85%, 1.63%, 5/11/2027
(c) |
205,000 | 201,624 | |||
1 year CMT + 3.50%, 3.87%, 7/9/2025
(c) |
996,000 | 1,052,852 |
Security Description | Principal
Amount |
Value | |||
3 Month USD LIBOR + 1.21%, 3.57%, 11/7/2028
(c) |
$ 485,000 | $ 518,446 | |||
M&T Bank Corp. 3.55%,
7/26/2023 |
169,000 | 175,461 | |||
Manufacturers & Traders Trust Co. Series BKNT, 3.40%,
8/17/2027 |
200,000 | 214,044 | |||
Mitsubishi UFJ Financial Group, Inc.: | |||||
1.41%,
7/17/2025 |
263,000 | 261,312 | |||
2.05%,
7/17/2030 |
230,000 | 223,489 | |||
2.19%,
2/25/2025 |
665,000 | 678,739 | |||
2.53%,
9/13/2023 |
100,000 | 102,597 | |||
2.56%,
2/25/2030 |
453,000 | 457,693 | |||
2.76%,
9/13/2026 |
168,000 | 174,443 | |||
2.80%,
7/18/2024 |
505,000 | 523,337 | |||
3.20%,
7/18/2029 |
529,000 | 558,460 | |||
3.29%,
7/25/2027 |
225,000 | 240,347 | |||
3.41%,
3/7/2024 |
211,000 | 220,947 | |||
3.46%,
3/2/2023 |
175,000 | 180,194 | |||
3.68%, 2/22/2027
(b) |
215,000 | 233,849 | |||
3.74%,
3/7/2029 |
613,000 | 671,351 | |||
3.75%,
7/18/2039 |
310,000 | 350,861 | |||
3.76%,
7/26/2023 |
610,000 | 636,645 | |||
3.78%, 3/2/2025
(b) |
221,000 | 236,673 | |||
3.85%,
3/1/2026 |
99,000 | 107,257 | |||
3.96%, 3/2/2028
(b) |
118,000 | 130,827 | |||
4.05%,
9/11/2028 |
224,000 | 250,186 | |||
4.15%, 3/7/2039
(b) |
93,000 | 110,131 | |||
4.29%,
7/26/2038 |
315,000 | 379,714 | |||
1 year CMT + 0.45%, 0.96%, 10/11/2025
(c) |
410,000 | 404,358 | |||
1 year CMT + 0.55%, 0.95%, 7/19/2025
(c) |
250,000 | 247,145 | |||
1 year CMT + 0.67%, 1.64%, 10/13/2027
(c) |
500,000 | 493,035 | |||
1 year CMT + 0.68%, 0.85%, 9/15/2024
(c) |
765,000 | 761,244 | |||
1 year CMT + 0.75%, 1.54%, 7/20/2027
(c) |
250,000 | 245,738 | |||
1 year CMT + 0.95%, 2.31%, 7/20/2032
(c) |
372,000 | 367,227 | |||
1 year CMT + 0.970%, 2.49%, 10/13/2032
(c) |
350,000 | 349,842 | |||
Mizuho Financial Group, Inc.: | |||||
2.56%,
9/13/2031 |
200,000 | 195,178 | |||
2.84%,
9/13/2026 |
397,000 | 413,813 | |||
3.17%,
9/11/2027 |
272,000 | 287,072 | |||
3.55%,
3/5/2023 |
267,000 | 275,250 | |||
4.02%,
3/5/2028 |
210,000 | 233,321 | |||
1 year CMT + 0.67%, 1.23%, 5/22/2027
(c) |
195,000 | 188,941 | |||
3 Month USD LIBOR + 0.83%, 2.23%, 5/25/2026
(c) |
175,000 | 177,317 |
Security Description | Principal
Amount |
Value | |||
3 Month USD LIBOR + 1.00%, 3.92%, 9/11/2024
(c) |
$ 220,000 | $ 229,838 | |||
3 Month USD LIBOR + 1.07%, 2.59%, 5/25/2031
(c) |
275,000 | 277,040 | |||
3 Month USD LIBOR + 1.13%, 3.15%, 7/16/2030
(c) |
200,000 | 209,994 | |||
3 Month USD LIBOR + 1.27%, 4.25%, 9/11/2029
(c) |
254,000 | 283,284 | |||
SOFR - 0.87%, 0.85%, 9/8/2024
(c) |
215,000 | 214,078 | |||
SOFR - 1.25%, 1.24%, 7/10/2024
(c) |
245,000 | 245,593 | |||
SOFR + 1.24%, 2.84%, 7/16/2025
(c) |
207,000 | 214,052 | |||
SOFR + 1.36%, 2.56%, 9/13/2025
(c) |
100,000 | 102,690 | |||
SOFR + 1.53%, 1.98%, 9/8/2031
(c) |
225,000 | 216,110 | |||
SOFR + 1.77%, 2.20%, 7/10/2031
(c) |
288,000 | 281,399 | |||
1 year CMT + 0.75%, 1.55%, 7/9/2027
(c) |
200,000 | 196,418 | |||
1 year CMT + 0.870%, 2.17%, 5/22/2032
(b)
(c) |
600,000 | 582,870 | |||
1 year CMT + 0.90%, 2.26%, 7/9/2032
(b)
(c) |
200,000 | 195,758 | |||
Morgan Stanley: | |||||
3.95%,
4/23/2027 |
697,000 | 766,477 | |||
4.30%,
1/27/2045 |
578,000 | 710,524 | |||
4.38%,
1/22/2047 |
140,000 | 175,574 | |||
5.00%,
11/24/2025 |
553,000 | 619,017 | |||
6.38%,
7/24/2042 |
1,350,000 | 2,044,089 | |||
7.25%,
4/1/2032 |
233,000 | 334,192 | |||
3 Month USD LIBOR + 0.85%, 3.74%, 4/24/2024
(c) |
822,000 | 850,754 | |||
3 Month USD LIBOR + 1.34%, 3.59%, 7/22/2028
(c) |
739,000 | 797,159 | |||
3 Month USD LIBOR + 1.43%, 4.46%, 4/22/2039
(c) |
262,000 | 314,164 | |||
3 Month USD LIBOR + 1.46%, 3.97%, 7/22/2038
(c) |
417,000 | 474,625 | |||
SOFR + 0.53%, 0.79%, 5/30/2025
(c) |
492,000 | 485,506 | |||
SOFR + 0.62%, 0.73%, 4/5/2024
(c) |
1,062,000 | 1,058,612 | |||
SOFR + 0.72%, 0.99%, 12/10/2026
(c) |
1,008,000 | 977,831 | |||
SOFR + 0.88%, 1.59%, 5/4/2027
(c) |
1,164,000 | 1,152,069 |
Security Description | Principal
Amount |
Value | |||
SOFR + 1.36%, 2.48%, 9/16/2036
(c) |
$ 750,000 | $ 721,927 | |||
SOFR + 1.49%, 3.22%, 4/22/2042
(c) |
520,000 | 545,366 | |||
Series F, 3.88%,
4/29/2024 |
701,000 | 743,754 | |||
Series GMTN, 3.13%,
1/23/2023 |
691,000 | 708,012 | |||
Series GMTN, 3.70%,
10/23/2024 |
620,000 | 660,449 | |||
Series GMTN, 3.75%,
2/25/2023 |
400,000 | 413,824 | |||
Series GMTN, 3.88%,
1/27/2026 |
803,000 | 870,556 | |||
Series GMTN, 4.00%,
7/23/2025 |
791,000 | 857,934 | |||
Series GMTN, 4.35%,
9/8/2026 |
653,000 | 723,276 | |||
Series GMTN, 3 Month USD LIBOR + 1.14%, 3.77%, 1/24/2029
(c) |
972,000 | 1,058,352 | |||
Series GMTN, 3 Month USD LIBOR + 1.63%, 4.43%, 1/23/2030
(c) |
275,000 | 313,151 | |||
Series GMTN, SOFR + 1.14%, 2.70%, 1/22/2031
(c) |
1,157,000 | 1,185,173 | |||
Series GMTN, SOFR + 4.84%, 5.60%, 3/24/2051
(c) |
120,000 | 179,183 | |||
Series I, SOFR + 0.75%, 0.86%, 10/21/2025
(c) |
244,000 | 240,665 | |||
Series MTN, 3.13%,
7/27/2026 |
1,026,000 | 1,087,693 | |||
Series MTN, 6.25%,
8/9/2026 |
200,000 | 238,746 | |||
Series MTN, SOFR + 0.46%, 0.53%, 1/25/2024
(c) |
1,730,000 | 1,724,118 | |||
Series MTN, SOFR + 0.51%, 0.79%, 1/22/2025
(c) |
750,000 | 742,837 | |||
Series MTN, SOFR + 0.56%, 1.16%, 10/21/2025
(c) |
555,000 | 550,149 | |||
Series MTN, SOFR + 0.86%, 1.51%, 7/20/2027
(c) |
1,000,000 | 984,210 | |||
Series MTN, SOFR + 1.02%, 1.93%, 4/28/2032
(c) |
720,000 | 687,938 | |||
Series MTN, SOFR + 1.03%, 1.79%, 2/13/2032
(c) |
355,000 | 336,402 | |||
Series MTN, SOFR + 1.15%, 2.72%, 7/22/2025
(c) |
385,000 | 396,858 |
Security Description | Principal
Amount |
Value | |||
Series MTN, SOFR + 1.18%, 2.24%, 7/21/2032
(c) |
$ 750,000 | $ 734,797 | |||
Series MTN, SOFR + 1.20%, 2.51%, 10/20/2032
(c) |
530,000 | 529,486 | |||
Series MTN, SOFR + 1.43%, 2.80%, 1/25/2052
(c) |
132,000 | 129,598 | |||
National Australia Bank, Ltd.: | |||||
2.88%,
4/12/2023 |
243,000 | 249,488 | |||
3.00%,
1/20/2023 |
206,000 | 211,026 | |||
Series BKNT, 2.50%, 7/12/2026
(b) |
542,000 | 565,133 | |||
National Bank of Canada: | |||||
Series FXD, 0.75%,
8/6/2024 |
250,000 | 246,560 | |||
Series MTN, 2.10%,
2/1/2023 |
430,000 | 435,728 | |||
Series MTN, 1 year CMT + 0.40%, 0.55%, 11/15/2024
(c) |
250,000 | 247,195 | |||
Natwest Group PLC: | |||||
3.88%,
9/12/2023 |
593,000 | 618,339 | |||
4.80%,
4/5/2026 |
301,000 | 335,609 | |||
5.13%,
5/28/2024 |
150,000 | 161,793 | |||
6.00%,
12/19/2023 |
100,000 | 108,609 | |||
6.10%,
6/10/2023 |
100,000 | 106,625 | |||
1 year CMT + 0.90%, 1.64%, 6/14/2027
(c) |
507,000 | 499,319 | |||
1 year CMT + 2.15%, 2.36%, 5/22/2024
(c) |
280,000 | 284,477 | |||
1 year CMT + 2.55%, 3.07%, 5/22/2028
(c) |
1,203,000 | 1,253,610 | |||
3 Month USD LIBOR + 1.55%, 4.52%, 6/25/2024
(c) |
350,000 | 366,254 | |||
3 Month USD LIBOR + 1.75%, 4.89%, 5/18/2029
(c) |
600,000 | 686,346 | |||
3 Month USD LIBOR + 1.87%, 4.45%, 5/8/2030
(c) |
341,000 | 383,700 | |||
5 year CMT + 2.10%, 3.75%, 11/1/2029
(c) |
427,000 | 445,600 | |||
5 year CMT + 2.35%, 3.03%, 11/28/2035
(c) |
359,000 | 353,902 | |||
Northern Trust Corp.: | |||||
1.95%,
5/1/2030 |
341,000 | 337,911 | |||
3.15%, 5/3/2029
(b) |
122,000 | 131,301 | |||
3 Month USD LIBOR + 1.13%, 3.38%, 5/8/2032
(c) |
511,000 | 537,925 | |||
PNC Bank NA: | |||||
2.50%,
8/27/2024 |
247,000 | 255,235 | |||
3.80%,
7/25/2023 |
163,000 | 169,800 |
Security Description | Principal
Amount |
Value | |||
Series BKNT, 2.70%,
10/22/2029 |
$ 610,000 | $ 629,654 | |||
Series BKNT, 2.95%,
2/23/2025 |
159,000 | 166,961 | |||
Series BKNT, 3.10%, 10/25/2027
(b) |
195,000 | 208,761 | |||
Series BKNT, 3.25%,
6/1/2025 |
210,000 | 223,169 | |||
Series BKNT, 3.25%,
1/22/2028 |
225,000 | 241,531 | |||
Series BKNT, 3.88%,
4/10/2025 |
164,000 | 175,772 | |||
Series BKNT, 4.05%,
7/26/2028 |
443,000 | 497,245 | |||
PNC Financial Services Group Inc 1.15%,
8/13/2026 |
250,000 | 247,010 | |||
PNC Financial Services Group, Inc.: | |||||
2.20%,
11/1/2024 |
459,000 | 471,090 | |||
2.55%,
1/22/2030 |
490,000 | 505,293 | |||
3.15%,
5/19/2027 |
243,000 | 261,546 | |||
3.45%,
4/23/2029 |
406,000 | 441,874 | |||
3.50%,
1/23/2024 |
637,000 | 667,060 | |||
3.90%,
4/29/2024 |
257,000 | 272,063 | |||
SOFR + 0.98%, 2.31%, 4/23/2032
(c) |
176,000 | 177,452 | |||
Regions Bank Series BKNT, 6.45%,
6/26/2037 |
250,000 | 349,652 | |||
Regions Financial Corp.: | |||||
1.80%,
8/12/2028 |
250,000 | 244,785 | |||
2.25%,
5/18/2025 |
120,000 | 122,604 | |||
Royal Bank of Canada: | |||||
0.65%,
7/29/2024 |
425,000 | 419,216 | |||
1.40%,
11/2/2026 |
200,000 | 197,266 | |||
Series GMTN, 0.43%,
1/19/2024 |
215,000 | 212,407 | |||
Series GMTN, 0.88%,
1/20/2026 |
402,000 | 391,339 | |||
Series GMTN, 1.15%,
7/14/2026 |
572,000 | 560,211 | |||
Series GMTN, 1.60%,
4/17/2023 |
75,000 | 75,835 | |||
Series GMTN, 1.95%,
1/17/2023 |
207,000 | 209,857 | |||
Series GMTN, 2.25%,
11/1/2024 |
362,000 | 372,114 | |||
Series GMTN, 2.55%,
7/16/2024 |
399,000 | 412,506 | |||
Series GMTN, 3.70%,
10/5/2023 |
562,000 | 589,369 | |||
Series MTN, 0.50%,
10/26/2023 |
325,000 | 322,787 | |||
Series MTN, 1.15%,
6/10/2025 |
672,000 | 666,107 |
Security Description | Principal
Amount |
Value | |||
Santander Holdings USA, Inc.: | |||||
3.40%,
1/18/2023 |
$ 100,000 | $ 102,205 | |||
3.45%,
6/2/2025 |
387,000 | 406,427 | |||
4.40%,
7/13/2027 |
397,000 | 436,271 | |||
4.50%,
7/17/2025 |
433,000 | 468,787 | |||
3.50%,
6/7/2024 |
440,000 | 458,823 | |||
Santander UK Group Holdings PLC: | |||||
3.57%,
1/10/2023 |
248,000 | 248,109 | |||
3 Month USD LIBOR + 1.08%, 3.37%, 1/5/2024
(c) |
645,000 | 659,009 | |||
3 Month USD LIBOR + 1.40%, 3.82%, 11/3/2028
(c) |
197,000 | 211,359 | |||
3 Month USD LIBOR + 1.57%, 4.80%, 11/15/2024
(c) |
247,000 | 262,190 | |||
SOFR + 0.79%, 1.09%, 3/15/2025
(c) |
550,000 | 545,088 | |||
SOFR + 1.47%, 2.90%, 3/15/2032
(c) |
245,000 | 247,573 | |||
1 year CMT + 1.25%, 1.53%, 8/21/2026
(c) |
250,000 | 246,090 | |||
Santander UK PLC 4.00%,
3/13/2024 |
300,000 | 317,643 | |||
Sumitomo Mitsui Banking Corp.: | |||||
3.00%,
1/18/2023 |
250,000 | 255,643 | |||
3.95%,
7/19/2023 |
328,000 | 342,908 | |||
3.95%,
1/10/2024 |
300,000 | 316,616 | |||
Series GMTN, 3.65%,
7/23/2025 |
150,000 | 160,845 | |||
Sumitomo Mitsui Financial Group, Inc.: | |||||
0.95%,
1/12/2026 |
400,000 | 387,956 | |||
1.40%,
9/17/2026 |
250,000 | 244,143 | |||
1.47%,
7/8/2025 |
895,000 | 890,131 | |||
1.71%,
1/12/2031 |
250,000 | 235,555 | |||
1.90%,
9/17/2028 |
350,000 | 343,346 | |||
2.14%,
9/23/2030 |
404,000 | 388,434 | |||
2.22%,
9/17/2031 |
450,000 | 440,784 | |||
2.30%,
1/12/2041 |
330,000 | 305,105 | |||
2.35%,
1/15/2025 |
255,000 | 261,202 | |||
2.45%,
9/27/2024 |
164,000 | 168,576 | |||
2.63%,
7/14/2026 |
406,000 | 421,038 | |||
2.70%,
7/16/2024 |
521,000 | 538,355 | |||
2.72%,
9/27/2029 |
295,000 | 301,938 | |||
2.75%,
1/15/2030 |
500,000 | 511,770 | |||
2.93%,
9/17/2041 |
125,000 | 122,365 | |||
3.01%,
10/19/2026 |
108,000 | 113,594 | |||
3.04%,
7/16/2029 |
808,000 | 843,762 | |||
3.10%,
1/17/2023 |
471,000 | 481,866 | |||
3.20%,
9/17/2029 |
275,000 | 286,014 | |||
3.36%,
7/12/2027 |
139,000 | 149,161 |
Security Description | Principal
Amount |
Value | |||
3.45%,
1/11/2027 |
$ 360,000 | $ 386,287 | |||
3.54%, 1/17/2028
(b) |
229,000 | 247,922 | |||
3.75%,
7/19/2023 |
127,000 | 132,380 | |||
3.78%,
3/9/2026 |
594,000 | 640,950 | |||
3.94%,
7/19/2028 |
77,000 | 85,294 | |||
SVB Financial Group: | |||||
1.80%,
10/28/2026 |
300,000 | 299,034 | |||
1.80%,
2/2/2031 |
70,000 | 66,334 | |||
3.13%,
6/5/2030 |
251,000 | 263,540 | |||
Svenska Handelsbanken AB Series BKNT, 3.90%,
11/20/2023 |
365,000 | 385,476 | |||
Toronto-Dominion Bank: | |||||
0.55%,
3/4/2024 |
250,000 | 247,298 | |||
1.25%,
12/13/2024 |
65,000 | 65,049 | |||
USD 5 Year swap Rate + 2.21%, 3.63%, 9/15/2031
(c) |
100,000 | 107,412 | |||
Series GMTN, 3.25%,
3/11/2024 |
206,000 | 215,719 | |||
Series MTN, 0.25%,
1/6/2023 |
435,000 | 433,669 | |||
Series MTN, 0.30%,
6/2/2023 |
368,000 | 365,792 | |||
Series MTN, 0.45%,
9/11/2023 |
625,000 | 620,850 | |||
Series MTN, 0.70%, 9/10/2024
(b) |
250,000 | 247,013 | |||
Series MTN, 0.75%,
6/12/2023 |
430,000 | 430,056 | |||
Series MTN, 0.75%,
9/11/2025 |
629,000 | 612,866 | |||
Series MTN, 0.75%,
1/6/2026 |
250,000 | 242,508 | |||
Series MTN, 1.15%,
6/12/2025 |
460,000 | 456,486 | |||
Series MTN, 1.20%,
6/3/2026 |
250,000 | 245,805 | |||
Series MTN, 1.25%,
9/10/2026 |
250,000 | 245,690 | |||
Series MTN, 2.00%,
9/10/2031 |
287,000 | 282,833 | |||
Series MTN, 2.65%,
6/12/2024 |
302,000 | 313,201 | |||
Truist Bank: | |||||
Series BKNT, 2.25%,
3/11/2030 |
115,000 | 114,796 | |||
Series BKNT, 1.50%,
3/10/2025 |
246,000 | 247,567 | |||
Series BKNT, 2.15%, 12/6/2024
(b) |
462,000 | 476,220 | |||
Series BKNT, 2.75%,
5/1/2023 |
245,000 | 251,191 | |||
Series BKNT, 3.00%,
2/2/2023 |
403,000 | 412,039 | |||
Series BKNT, 3.30%, 5/15/2026
(b) |
171,000 | 181,999 |
Security Description | Principal
Amount |
Value | |||
Series BKNT, 3.63%,
9/16/2025 |
$ 268,000 | $ 286,800 | |||
Series BKNT, 5 year CMT + 1.15%, 2.64%, 9/17/2029
(c) |
485,000 | 498,924 | |||
Series BNKT, 3.20%,
4/1/2024 |
216,000 | 226,137 | |||
Truist Financial Corp.: | |||||
4.00%,
5/1/2025 |
185,000 | 199,757 | |||
Series MTN, 1.13%,
8/3/2027 |
372,000 | 360,025 | |||
Series MTN, 1.20%,
8/5/2025 |
228,000 | 226,520 | |||
Series MTN, 1.95%, 6/5/2030
(b) |
198,000 | 195,545 | |||
Series MTN, 2.20%,
3/16/2023 |
314,000 | 319,077 | |||
Series MTN, 2.50%,
8/1/2024 |
195,000 | 201,392 | |||
Series MTN, 2.85%,
10/26/2024 |
648,000 | 677,445 | |||
Series MTN, 3.70%, 6/5/2025
(b) |
390,000 | 419,180 | |||
Series MTN, 3.75%,
12/6/2023 |
149,000 | 156,611 | |||
Series MTN, 3.88%,
3/19/2029 |
208,000 | 229,249 | |||
Series MTN, SOFR + 0.61%, 1.27%, 3/2/2027
(c) |
268,000 | 262,669 | |||
US Bancorp: | |||||
1.45%,
5/12/2025 |
375,000 | 376,781 | |||
2.40%,
7/30/2024 |
393,000 | 406,142 | |||
3.38%,
2/5/2024 |
263,000 | 275,782 | |||
5 year CMT + 0.95%, 2.49%, 11/3/2036
(c) |
480,000 | 478,642 | |||
Series DMTN, 3.00%,
7/30/2029 |
151,000 | 159,399 | |||
Series MTN, 1.38%, 7/22/2030
(b) |
130,000 | 122,467 | |||
Series MTN, 3.10%,
4/27/2026 |
422,000 | 446,755 | |||
Series MTN, 3.60%,
9/11/2024 |
209,000 | 222,046 | |||
Series MTN, 3.70%,
1/30/2024 |
354,000 | 373,601 | |||
Series MTN, 3.90%,
4/26/2028 |
200,000 | 224,616 | |||
Series MTN, 3.95%,
11/17/2025 |
200,000 | 218,668 | |||
Series V, 2.38%, 7/22/2026
(b) |
410,000 | 426,174 | |||
Series X, 3.15%,
4/27/2027 |
338,000 | 362,505 | |||
US Bank NA: | |||||
Series BKNT, 2.80%,
1/27/2025 |
100,000 | 104,378 |
Security Description | Principal
Amount |
Value | |||
Series BKNT, 2.85%,
1/23/2023 |
$ 699,000 | $ 714,175 | |||
Series BKNT, 3.40%,
7/24/2023 |
265,000 | 275,460 | |||
Valley National Bancorp. SOFR + 2.36%, 3.00%, 6/15/2031
(c) |
105,000 | 105,878 | |||
Wachovia Corp. 7.57%, 8/1/2026
(e) |
943,000 | 1,168,603 | |||
Webster Financial Corp. 4.10%,
3/25/2029 |
272,000 | 298,732 | |||
Wells Fargo & Co.: | |||||
3.00%,
4/22/2026 |
578,000 | 607,507 | |||
3.00%,
10/23/2026 |
842,000 | 885,590 | |||
3.90%,
5/1/2045 |
539,000 | 617,511 | |||
4.48%,
1/16/2024 |
243,000 | 258,766 | |||
5.38%,
11/2/2043 |
513,000 | 673,805 | |||
5.61%,
1/15/2044 |
596,000 | 804,594 | |||
SOFR + 2.00%, 2.19%, 4/30/2026
(c) |
417,000 | 424,877 | |||
SOFR + 2.53%, 3.07%, 4/30/2041
(c) |
821,000 | 839,949 | |||
Series GMTN, 4.30%,
7/22/2027 |
636,000 | 710,914 | |||
Series GMTN, 4.90%,
11/17/2045 |
346,000 | 436,102 | |||
Series M, 3.45%,
2/13/2023 |
463,000 | 476,163 | |||
Series MTN, 3.00%,
2/19/2025 |
690,000 | 721,029 | |||
Series MTN, 3.30%,
9/9/2024 |
613,000 | 645,262 | |||
Series MTN, 3.55%,
9/29/2025 |
415,000 | 443,120 | |||
Series MTN, 4.10%,
6/3/2026 |
1,112,000 | 1,212,647 | |||
Series MTN, 4.15%,
1/24/2029 |
645,000 | 721,181 | |||
Series MTN, 4.40%,
6/14/2046 |
888,000 | 1,051,099 | |||
Series MTN, 4.65%,
11/4/2044 |
434,000 | 525,843 | |||
Series MTN, 4.75%,
12/7/2046 |
459,000 | 570,913 | |||
Series MTN, 3 Month USD LIBOR + 0.75%, 2.16%, 2/11/2026
(c) |
783,000 | 795,943 | |||
Series MTN, 3 Month USD LIBOR + 1.17%, 3.20%, 6/17/2027
(c) |
843,000 | 890,301 | |||
Series MTN, 3 Month USD LIBOR + 1.31%, 3.58%, 5/22/2028
(c) |
1,105,000 | 1,188,251 | |||
Series MTN, SOFR + 0.51%, 0.81%, 5/19/2025
(c) |
209,000 | 206,659 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, SOFR + 1.09%, 2.41%, 10/30/2025
(c) |
$ 961,000 | $ 984,746 | ||||
Series MTN, SOFR + 1.26%, 2.57%, 2/11/2031
(c) |
575,000 | 586,908 | ||||
Series MTN, SOFR + 1.43%, 2.88%, 10/30/2030
(c) |
690,000 | 717,372 | ||||
Series MTN, SOFR + 1.60%, 1.65%, 6/2/2024
(c) |
1,042,000 | 1,050,742 | ||||
Series MTN, SOFR + 2.10%, 2.39%, 6/2/2028
(c) |
1,260,000 | 1,280,891 | ||||
Series MTN, SOFR + 4.03%, 4.48%, 4/4/2031
(b)
(c) |
645,000 | 747,884 | ||||
Series MTN, SOFR + 4.50%, 5.01%, 4/4/2051
(c) |
659,000 | 900,622 | ||||
Wells Fargo Bank NA: | ||||||
5.95%,
8/26/2036 |
165,000 | 221,880 | ||||
Series BKNT, 5.85%,
2/1/2037 |
386,000 | 520,139 | ||||
Series BKNT, 6.60%,
1/15/2038 |
404,000 | 587,424 | ||||
Westpac Banking Corp.: | ||||||
1.15%,
6/3/2026 |
500,000 | 491,935 | ||||
2.00%,
1/13/2023 |
348,000 | 352,809 | ||||
2.15%, 6/3/2031
(b) |
500,000 | 500,630 | ||||
2.35%,
2/19/2025 |
450,000 | 464,580 | ||||
2.70%, 8/19/2026
(b) |
419,000 | 440,407 | ||||
2.75%,
1/11/2023 |
689,000 | 703,655 | ||||
2.96%,
11/16/2040 |
117,000 | 114,477 | ||||
3.30%,
2/26/2024 |
237,000 | 248,765 | ||||
3.35%,
3/8/2027 |
357,000 | 385,467 | ||||
3.40%,
1/25/2028 |
162,000 | 176,402 | ||||
3.65%, 5/15/2023
(b) |
382,000 | 397,207 | ||||
4.42%,
7/24/2039 |
300,000 | 351,831 | ||||
5 year CMT + 1.53%, 3.02%, 11/18/2036
(c) |
150,000 | 148,380 | ||||
5 year CMT + 2.00%, 4.11%, 7/24/2034
(c) |
335,000 | 361,358 | ||||
5 year CMT + 1.75%, 2.67%, 11/15/2035
(c) |
283,000 | 275,900 | ||||
Wintrust Financial Corp. 4.85%,
6/6/2029 |
155,000 | 167,718 | ||||
Zions Bancorp NA 3.25%,
10/29/2029 |
157,000 | 162,329 | ||||
344,430,819 | ||||||
BEVERAGES — 0.6% | ||||||
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.: | ||||||
3.65%,
2/1/2026 |
700,000 | 755,111 |
Security Description | Principal
Amount |
Value | |||
4.70%,
2/1/2036 |
$ 1,439,000 | $ 1,738,226 | |||
4.90%,
2/1/2046 |
2,052,000 | 2,599,207 | |||
Anheuser-Busch InBev Finance, Inc.: | |||||
3.65%,
2/1/2026 |
116,000 | 124,968 | |||
4.70%,
2/1/2036 |
250,000 | 300,117 | |||
4.90%,
2/1/2046 |
557,000 | 700,444 | |||
Anheuser-Busch InBev Worldwide, Inc.: | |||||
3.75%,
7/15/2042 |
510,000 | 554,467 | |||
4.00%,
4/13/2028 |
436,000 | 484,767 | |||
4.35%,
6/1/2040 |
648,000 | 762,067 | |||
4.38%,
4/15/2038 |
314,000 | 367,022 | |||
4.44%,
10/6/2048 |
943,000 | 1,128,630 | |||
4.50%,
6/1/2050 |
208,000 | 256,878 | |||
4.60%,
4/15/2048 |
595,500 | 728,815 | |||
4.60%,
6/1/2060 |
171,000 | 213,333 | |||
4.75%,
1/23/2029 |
1,173,000 | 1,365,783 | |||
4.90%,
1/23/2031 |
653,000 | 786,108 | |||
4.95%,
1/15/2042 |
345,000 | 432,978 | |||
5.45%,
1/23/2039 |
282,000 | 369,792 | |||
5.55%,
1/23/2049 |
1,286,000 | 1,778,679 | |||
5.80%,
1/23/2059 |
350,000 | 506,677 | |||
8.20%,
1/15/2039 |
355,000 | 577,461 | |||
Brown-Forman Corp.: | |||||
4.00%,
4/15/2038 |
180,000 | 209,304 | |||
4.50%,
7/15/2045 |
40,000 | 50,833 | |||
Coca-Cola Co 1.45%, 6/1/2027
(b) |
118,000 | 117,429 | |||
Coca-Cola Co.: | |||||
1.00%,
3/15/2028 |
595,000 | 572,146 | |||
1.38%, 3/15/2031
(b) |
846,000 | 798,302 | |||
1.50%, 3/5/2028
(b) |
145,000 | 142,958 | |||
1.65%,
6/1/2030 |
222,000 | 215,085 | |||
1.75%,
9/6/2024 |
647,000 | 659,811 | |||
2.00%, 3/5/2031
(b) |
165,000 | 164,515 | |||
2.13%, 9/6/2029
(b) |
100,000 | 101,589 | |||
2.50%,
3/15/2051 |
224,000 | 215,524 | |||
2.60%,
6/1/2050 |
414,000 | 407,152 | |||
2.90%,
5/25/2027 |
174,000 | 185,693 | |||
3.00%,
3/5/2051 |
141,000 | 149,595 | |||
3.38%,
3/25/2027 |
670,000 | 728,752 | |||
3.45%,
3/25/2030 |
709,000 | 784,877 | |||
Coca-Cola Femsa SAB de CV: | |||||
1.85%,
9/1/2032 |
380,000 | 358,769 | |||
2.75%,
1/22/2030 |
200,000 | 204,164 | |||
5.25%,
11/26/2043 |
399,000 | 521,665 | |||
Constellation Brands, Inc.: | |||||
2.25%,
8/1/2031 |
160,000 | 156,389 | |||
3.15%,
8/1/2029 |
250,000 | 263,370 | |||
3.60%,
2/15/2028 |
367,000 | 396,217 | |||
4.25%,
5/1/2023 |
470,000 | 490,201 | |||
4.40%,
11/15/2025 |
97,000 | 106,782 | |||
4.50%,
5/9/2047 |
486,000 | 580,571 |
Security Description | Principal
Amount |
Value | |||
4.65%,
11/15/2028 |
$ 223,000 | $ 255,832 | |||
4.75%,
11/15/2024 |
356,000 | 389,090 | |||
5.25%,
11/15/2048 |
400,000 | 524,892 | |||
Diageo Capital PLC: | |||||
1.38%,
9/29/2025 |
200,000 | 199,632 | |||
2.00%,
4/29/2030 |
237,000 | 234,132 | |||
2.13%,
4/29/2032 |
193,000 | 191,529 | |||
2.63%,
4/29/2023 |
211,000 | 215,406 | |||
3.50%,
9/18/2023 |
33,000 | 34,363 | |||
3.88%, 5/18/2028
(b) |
285,000 | 318,704 | |||
Diageo Captial PLC: | |||||
2.13%, 10/24/2024
(b) |
580,000 | 594,535 | |||
2.38%,
10/24/2029 |
118,000 | 120,504 | |||
Diageo Investment Corp.: | |||||
4.25%, 5/11/2042
(b) |
103,000 | 125,919 | |||
7.45%,
4/15/2035 |
221,000 | 338,479 | |||
Fomento Economico Mexicano SAB de CV: | |||||
3.50%,
1/16/2050 |
774,000 | 812,863 | |||
4.38%,
5/10/2043 |
475,000 | 562,485 | |||
Keurig Dr Pepper, Inc.: | |||||
2.25%,
3/15/2031 |
240,000 | 237,010 | |||
2.55%,
9/15/2026 |
272,000 | 280,748 | |||
3.20%,
5/1/2030 |
308,000 | 325,941 | |||
3.35%,
3/15/2051 |
130,000 | 135,312 | |||
3.43%,
6/15/2027 |
288,000 | 308,906 | |||
3.80%,
5/1/2050 |
165,000 | 182,650 | |||
4.06%,
5/25/2023 |
166,000 | 173,000 | |||
4.42%,
5/25/2025 |
257,000 | 280,097 | |||
4.42%,
12/15/2046 |
287,000 | 340,738 | |||
4.50%,
11/15/2045 |
383,000 | 456,195 | |||
4.60%,
5/25/2028 |
200,000 | 227,726 | |||
4.99%,
5/25/2038 |
151,000 | 186,633 | |||
5.09%,
5/25/2048 |
131,000 | 171,210 | |||
Molson Coors Beverage Co.: | |||||
4.20%,
7/15/2046 |
330,000 | 366,353 | |||
5.00%,
5/1/2042 |
367,000 | 442,514 | |||
Molson Coors Brewing Co. 3.00%,
7/15/2026 |
390,000 | 409,219 | |||
PepsiCo, Inc.: | |||||
0.40%,
10/7/2023 |
455,000 | 453,266 | |||
0.75%,
5/1/2023 |
277,000 | 277,579 | |||
1.40%, 2/25/2031
(b) |
172,000 | 164,239 | |||
1.63%,
5/1/2030 |
181,000 | 176,269 | |||
1.95%,
10/21/2031 |
300,000 | 299,937 | |||
2.25%,
3/19/2025 |
494,000 | 511,073 | |||
2.63%,
10/21/2041 |
500,000 | 505,250 | |||
2.75%,
3/1/2023 |
243,000 | 248,951 | |||
2.75%,
4/30/2025 |
524,000 | 548,198 | |||
2.75%,
3/19/2030 |
948,000 | 1,002,301 | |||
2.75%,
10/21/2051 |
340,000 | 350,078 | |||
2.88%,
10/15/2049 |
233,000 | 244,273 | |||
3.00%, 10/15/2027
(b) |
353,000 | 379,344 | |||
3.38%,
7/29/2049 |
176,000 | 198,507 | |||
3.45%,
10/6/2046 |
605,000 | 683,293 |
Security Description | Principal
Amount |
Value | ||||
3.60%,
3/1/2024 |
$ 117,000 | $ 123,242 | ||||
40,721,640 | ||||||
BIOTECHNOLOGY — 0.3% | ||||||
Amgen, Inc.: | ||||||
1.65%,
8/15/2028 |
400,000 | 392,080 | ||||
2.00%,
1/15/2032 |
400,000 | 386,812 | ||||
2.20%,
2/21/2027 |
520,000 | 532,038 | ||||
2.25%,
8/19/2023 |
230,000 | 234,706 | ||||
2.30%,
2/25/2031 |
260,000 | 261,136 | ||||
2.45%,
2/21/2030 |
200,000 | 203,554 | ||||
2.60%,
8/19/2026 |
219,000 | 228,279 | ||||
2.77%,
9/1/2053 |
488,000 | 457,349 | ||||
2.80%,
8/15/2041 |
330,000 | 319,232 | ||||
3.00%,
1/15/2052 |
400,000 | 389,964 | ||||
3.13%,
5/1/2025 |
272,000 | 286,351 | ||||
3.15%,
2/21/2040 |
539,000 | 551,596 | ||||
3.20%,
11/2/2027 |
358,000 | 385,258 | ||||
3.38%,
2/21/2050 |
916,000 | 951,449 | ||||
3.63%,
5/22/2024 |
500,000 | 526,950 | ||||
4.40%,
5/1/2045 |
454,000 | 541,817 | ||||
4.56%,
6/15/2048 |
294,000 | 364,060 | ||||
4.66%,
6/15/2051 |
556,000 | 707,810 | ||||
4.95%,
10/1/2041 |
232,000 | 290,564 | ||||
5.15%,
11/15/2041 |
299,000 | 382,660 | ||||
Baxalta, Inc.: | ||||||
4.00%,
6/23/2025 |
139,000 | 149,739 | ||||
5.25%,
6/23/2045 |
137,000 | 182,172 | ||||
Biogen, Inc.: | ||||||
2.25%,
5/1/2030 |
474,000 | 467,108 | ||||
3.15%,
5/1/2050 |
433,000 | 421,976 | ||||
3.25%, 2/15/2051
(d) |
273,000 | 270,559 | ||||
4.05%,
9/15/2025 |
540,000 | 586,327 | ||||
Gilead Sciences, Inc.: | ||||||
0.75%,
9/29/2023 |
404,000 | 402,154 | ||||
1.20%, 10/1/2027
(b) |
275,000 | 265,796 | ||||
1.65%,
10/1/2030 |
229,000 | 219,563 | ||||
2.60%,
10/1/2040 |
477,000 | 457,328 | ||||
2.80%,
10/1/2050 |
315,000 | 304,964 | ||||
2.95%, 3/1/2027
(b) |
400,000 | 421,364 | ||||
3.50%,
2/1/2025 |
429,000 | 453,942 | ||||
3.65%,
3/1/2026 |
937,000 | 1,010,508 | ||||
3.70%,
4/1/2024 |
681,000 | 715,445 | ||||
4.00%, 9/1/2036
(b) |
220,000 | 253,090 | ||||
4.50%,
2/1/2045 |
537,000 | 656,386 | ||||
4.60%,
9/1/2035 |
209,000 | 253,191 | ||||
4.75%,
3/1/2046 |
605,000 | 766,716 | ||||
4.80%,
4/1/2044 |
487,000 | 615,583 | ||||
Illumina, Inc.: | ||||||
0.55%,
3/23/2023 |
186,000 | 185,072 | ||||
2.55%,
3/23/2031 |
150,000 | 150,234 | ||||
Regeneron Pharmaceuticals, Inc.: | ||||||
1.75%,
9/15/2030 |
184,000 | 174,125 | ||||
2.80%,
9/15/2050 |
370,000 | 347,604 |
Security Description | Principal
Amount |
Value | ||||
Royalty Pharma PLC: | ||||||
1.20%,
9/2/2025 |
$ 180,000 | $ 176,803 | ||||
1.75%,
9/2/2027 |
260,000 | 255,658 | ||||
2.15%,
9/2/2031 |
140,000 | 133,577 | ||||
2.20%,
9/2/2030 |
105,000 | 101,686 | ||||
3.30%,
9/2/2040 |
640,000 | 638,061 | ||||
3.35%,
9/2/2051 |
145,000 | 139,393 | ||||
3.55%, 9/2/2050
(b) |
175,000 | 173,771 | ||||
19,743,560 | ||||||
BUILDING MATERIALS — 0.1% | ||||||
Carrier Global Corp.: | ||||||
2.24%,
2/15/2025 |
685,000 | 701,803 | ||||
2.49%,
2/15/2027 |
215,000 | 220,723 | ||||
2.70%,
2/15/2031 |
500,000 | 508,670 | ||||
2.72%,
2/15/2030 |
682,000 | 696,765 | ||||
3.38%,
4/5/2040 |
317,000 | 330,656 | ||||
3.58%,
4/5/2050 |
477,000 | 507,428 | ||||
Fortune Brands Home & Security, Inc. 4.00%,
9/21/2023 |
311,000 | 325,720 | ||||
Johnson Controls International PLC: | ||||||
3.90%,
2/14/2026 |
99,000 | 107,161 | ||||
4.50%,
2/15/2047 |
253,000 | 307,893 | ||||
4.63%,
7/2/2044 |
370,000 | 451,422 | ||||
5.13%,
9/14/2045 |
240,000 | 314,674 | ||||
Johnson Controls International PLC/Tyco Fire & Security Finance SCA 1.75%,
9/15/2030 |
160,000 | 153,470 | ||||
Lennox International, Inc.: | ||||||
1.35%,
8/1/2025 |
180,000 | 177,928 | ||||
1.70%,
8/1/2027 |
100,000 | 98,396 | ||||
3.00%,
11/15/2023 |
150,000 | 154,394 | ||||
Martin Marietta Materials, Inc.: | ||||||
3.50%, 12/15/2027
(b) |
291,000 | 313,401 | ||||
4.25%,
7/2/2024 |
142,000 | 151,484 | ||||
Series CB, 2.50%,
3/15/2030 |
347,000 | 349,363 | ||||
Masco Corp.: | ||||||
1.50%,
2/15/2028 |
125,000 | 121,063 | ||||
2.00%,
10/1/2030 |
220,000 | 210,907 | ||||
2.00%, 2/15/2031
(b) |
260,000 | 249,831 | ||||
3.13%,
2/15/2051 |
90,000 | 89,915 | ||||
3.50%,
11/15/2027 |
45,000 | 48,353 | ||||
4.50%,
5/15/2047 |
325,000 | 392,125 | ||||
Owens Corning: | ||||||
3.40%,
8/15/2026 |
86,000 | 91,059 | ||||
3.88%,
6/1/2030 |
201,000 | 219,609 | ||||
3.95%,
8/15/2029 |
176,000 | 192,646 | ||||
4.30%,
7/15/2047 |
186,000 | 213,738 | ||||
4.40%,
1/30/2048 |
360,000 | 421,859 | ||||
Vulcan Materials Co.: | ||||||
3.50%,
6/1/2030 |
375,000 | 404,265 | ||||
3.90%,
4/1/2027 |
255,000 | 279,215 |
Security Description | Principal
Amount |
Value | ||||
4.50%,
4/1/2025 |
$ 135,000 | $ 146,391 | ||||
4.50%,
6/15/2047 |
299,000 | 366,795 | ||||
9,319,122 | ||||||
CHEMICALS — 0.4% | ||||||
Air Products & Chemicals, Inc.: | ||||||
1.50%,
10/15/2025 |
130,000 | 130,645 | ||||
1.85%, 5/15/2027
(b) |
548,000 | 557,036 | ||||
2.05%,
5/15/2030 |
323,000 | 324,957 | ||||
2.70%,
5/15/2040 |
213,500 | 215,221 | ||||
2.75%,
2/3/2023 |
100,000 | 102,177 | ||||
2.80%,
5/15/2050 |
165,000 | 168,125 | ||||
Cabot Corp. 4.00%,
7/1/2029 |
135,000 | 146,453 | ||||
Celanese US Holdings LLC: | ||||||
1.40%,
8/5/2026 |
125,000 | 121,930 | ||||
3.50%,
5/8/2024 |
7,000 | 7,313 | ||||
CF Industries, Inc. 4.95%,
6/1/2043 |
205,000 | 246,722 | ||||
Dow Chemical Co.: | ||||||
2.10%, 11/15/2030
(b) |
225,000 | 221,314 | ||||
3.60%,
11/15/2050 |
175,000 | 189,751 | ||||
4.38%,
11/15/2042 |
400,000 | 477,064 | ||||
4.63%,
10/1/2044 |
190,000 | 232,900 | ||||
4.80%,
11/30/2028 |
81,000 | 94,502 | ||||
4.80%,
5/15/2049 |
550,000 | 702,933 | ||||
5.25%,
11/15/2041 |
392,000 | 506,468 | ||||
7.38%,
11/1/2029 |
118,000 | 158,573 | ||||
9.40%,
5/15/2039 |
90,000 | 161,761 | ||||
DuPont de Nemours, Inc.: | ||||||
4.21%,
11/15/2023 |
837,000 | 885,094 | ||||
4.49%,
11/15/2025 |
312,000 | 344,747 | ||||
4.73%,
11/15/2028 |
446,000 | 516,959 | ||||
5.32%,
11/15/2038 |
446,000 | 573,578 | ||||
5.42%,
11/15/2048 |
510,000 | 713,031 | ||||
Eastman Chemical Co.: | ||||||
4.65%,
10/15/2044 |
314,000 | 374,260 | ||||
4.80%,
9/1/2042 |
237,000 | 285,561 | ||||
Ecolab, Inc.: | ||||||
1.30%, 1/30/2031
(b) |
225,000 | 210,499 | ||||
2.13%,
8/15/2050 |
135,000 | 119,132 | ||||
2.70%,
11/1/2026 |
200,000 | 210,424 | ||||
2.75%,
8/18/2055 |
228,000 | 224,031 | ||||
3.25%,
12/1/2027 |
153,000 | 165,849 | ||||
4.80%, 3/24/2030
(b) |
248,000 | 297,568 | ||||
EI du Pont de Nemours & Co. 2.30%,
7/15/2030 |
210,000 | 211,075 | ||||
EI du Pont de Nemours & Co. 1.70%,
7/15/2025 |
115,000 | 116,060 | ||||
FMC Corp.: | ||||||
3.20%,
10/1/2026 |
220,000 | 232,837 | ||||
3.45%,
10/1/2029 |
150,000 | 159,805 | ||||
4.50%,
10/1/2049 |
215,000 | 258,232 | ||||
Huntsman International LLC: | ||||||
2.95%, 6/15/2031
(b) |
75,000 | 76,225 |
Security Description | Principal
Amount |
Value | |||
4.50%,
5/1/2029 |
$ 150,000 | $ 166,585 | |||
International Flavors & Fragrances, Inc. 4.38%,
6/1/2047 |
540,000 | 633,490 | |||
Linde, Inc.: | |||||
2.00%,
8/10/2050 |
80,000 | 69,806 | |||
3.20%,
1/30/2026 |
261,000 | 278,336 | |||
3.55%,
11/7/2042 |
326,000 | 370,577 | |||
Lubrizol Corp. 6.50%,
10/1/2034 |
70,000 | 100,877 | |||
LYB International Finance B.V. 4.88%,
3/15/2044 |
176,000 | 218,654 | |||
LYB International Finance III LLC: | |||||
1.25%,
10/1/2025 |
157,000 | 154,702 | |||
2.25%,
10/1/2030 |
383,000 | 381,162 | |||
3.38%,
10/1/2040 |
200,000 | 208,160 | |||
3.63%,
4/1/2051 |
241,000 | 255,995 | |||
3.80%,
10/1/2060 |
300,000 | 317,145 | |||
4.20%,
10/15/2049 |
222,000 | 256,019 | |||
LyondellBasell Industries NV: | |||||
4.63%,
2/26/2055 |
224,000 | 275,159 | |||
5.75%,
4/15/2024 |
571,000 | 621,836 | |||
Mosaic Co.: | |||||
4.05%,
11/15/2027 |
216,000 | 238,099 | |||
4.25%,
11/15/2023 |
121,000 | 127,222 | |||
4.88%,
11/15/2041 |
335,000 | 394,067 | |||
NewMarket Corp. 2.70%,
3/18/2031 |
315,000 | 314,027 | |||
Nutrien, Ltd.: | |||||
1.90%,
5/13/2023 |
70,000 | 70,890 | |||
2.95%,
5/13/2030 |
200,000 | 210,944 | |||
3.00%,
4/1/2025 |
110,000 | 114,700 | |||
3.95%,
5/13/2050 |
200,000 | 234,122 | |||
4.00%, 12/15/2026
(b) |
158,000 | 173,239 | |||
4.13%,
3/15/2035 |
160,000 | 181,842 | |||
4.90%,
6/1/2043 |
190,000 | 241,536 | |||
5.00%,
4/1/2049 |
115,000 | 154,658 | |||
5.63%,
12/1/2040 |
200,000 | 272,772 | |||
5.88%,
12/1/2036 |
260,000 | 349,981 | |||
PPG Industries, Inc.: | |||||
1.20%,
3/15/2026 |
310,000 | 303,536 | |||
2.40%,
8/15/2024 |
168,000 | 172,998 | |||
2.80%,
8/15/2029 |
140,000 | 146,569 | |||
3.20%,
3/15/2023 |
100,000 | 102,556 | |||
3.75%,
3/15/2028 |
163,000 | 180,981 | |||
Praxair, Inc. 1.10%,
8/10/2030 |
121,000 | 112,985 | |||
RPM International, Inc.: | |||||
3.75%,
3/15/2027 |
231,000 | 251,744 | |||
4.25%,
1/15/2048 |
100,000 | 115,118 | |||
5.25%,
6/1/2045 |
265,000 | 342,836 | |||
Sherwin-Williams Co.: | |||||
2.20%,
3/15/2032 |
155,000 | 153,270 | |||
2.30%,
5/15/2030 |
175,000 | 175,299 |
Security Description | Principal
Amount |
Value | ||||
2.90%,
3/15/2052 |
$ 155,000 | $ 151,550 | ||||
2.95%,
8/15/2029 |
400,000 | 421,372 | ||||
3.30%,
5/15/2050 |
200,000 | 210,814 | ||||
3.45%,
8/1/2025 |
98,000 | 104,308 | ||||
3.45%, 6/1/2027
(b) |
369,000 | 399,871 | ||||
3.80%,
8/15/2049 |
200,000 | 226,214 | ||||
3.95%,
1/15/2026 |
100,000 | 108,698 | ||||
4.00%,
12/15/2042 |
108,000 | 122,758 | ||||
Westlake Chemical Corp.: | ||||||
0.88%,
8/15/2024 |
65,000 | 64,022 | ||||
2.88%,
8/15/2041 |
60,000 | 57,956 | ||||
3.13%,
8/15/2051 |
100,000 | 96,505 | ||||
3.38%,
8/15/2061 |
200,000 | 192,360 | ||||
3.60%,
8/15/2026 |
100,000 | 107,327 | ||||
4.38%,
11/15/2047 |
410,000 | 483,041 | ||||
22,932,102 | ||||||
COMMERCIAL SERVICES — 0.3% | ||||||
American University Series 2019, 3.67%,
4/1/2049 |
149,000 | 172,102 | ||||
Automatic Data Processing, Inc.: | ||||||
1.25%,
9/1/2030 |
262,000 | 247,472 | ||||
1.70%,
5/15/2028 |
125,000 | 124,725 | ||||
3.38%, 9/15/2025
(b) |
241,000 | 258,815 | ||||
Block Financial LLC 3.88%,
8/15/2030 |
442,000 | 473,258 | ||||
Brown University in Providence in the State of Rhode Island and Providence Plant Series A, 2.92%,
9/1/2050 |
130,000 | 141,158 | ||||
California Endowment Series 2021, 2.50%,
4/1/2051 |
125,000 | 123,454 | ||||
California Institute of Technology 3.65%, 9/1/2119
(b) |
105,000 | 122,894 | ||||
Cintas Corp. No. 2 3.70%,
4/1/2027 |
100,000 | 109,519 | ||||
Duke University: | ||||||
Series 2020, 2.68%,
10/1/2044 |
106,000 | 106,474 | ||||
Series 2020, 2.83%,
10/1/2055 |
188,000 | 194,700 | ||||
Emory University: | ||||||
Series 2020, 2.14%,
9/1/2030 |
115,000 | 116,421 | ||||
Series 2020, 2.97%,
9/1/2050 |
132,000 | 139,268 | ||||
Equifax, Inc.: | ||||||
2.35%,
9/15/2031 |
250,000 | 246,670 | ||||
2.60%,
12/1/2024 |
110,000 | 113,835 | ||||
2.60%,
12/15/2025 |
394,000 | 407,952 | ||||
3.95%,
6/15/2023 |
250,000 | 259,955 |
Security Description | Principal
Amount |
Value | |||
Ford Foundation: | |||||
Series 2020, 2.42%,
6/1/2050 |
$ 25,000 | $ 24,292 | |||
Series 2020, 2.82%,
6/1/2070 |
65,000 | 66,988 | |||
George Washington University Series 2014, 4.30%,
9/15/2044 |
110,000 | 139,777 | |||
Georgetown University: | |||||
Series A, 5.22%,
10/1/2118 |
180,000 | 257,391 | |||
Series B, 4.32%,
4/1/2049 |
135,000 | 167,848 | |||
Global Payments, Inc.: | |||||
1.20%,
3/1/2026 |
375,000 | 364,879 | |||
2.65%,
2/15/2025 |
161,000 | 165,582 | |||
2.90%,
5/15/2030 |
261,000 | 265,789 | |||
3.20%,
8/15/2029 |
287,000 | 298,827 | |||
4.00%,
6/1/2023 |
305,000 | 316,980 | |||
4.15%,
8/15/2049 |
182,000 | 209,063 | |||
Johns Hopkins University Series 2013, 4.08%,
7/1/2053 |
350,000 | 462,857 | |||
Leland Stanford Junior University: | |||||
1.29%,
6/1/2027 |
170,000 | 168,060 | |||
2.41%,
6/1/2050 |
120,000 | 116,893 | |||
3.65%,
5/1/2048 |
125,000 | 151,235 | |||
Massachusetts Institute of Technology: | |||||
3.89%,
7/1/2116 |
194,000 | 243,195 | |||
4.68%,
7/1/2114 |
130,000 | 194,223 | |||
5.60%,
7/1/2111 |
249,000 | 440,852 | |||
Series F, 2.99%, 7/1/2050
(b) |
285,000 | 313,899 | |||
Moody's Corp.: | |||||
2.00%, 8/19/2031
(b) |
250,000 | 243,510 | |||
2.55%,
8/18/2060 |
153,000 | 134,443 | |||
2.63%,
1/15/2023 |
130,000 | 132,176 | |||
2.75%,
8/19/2041 |
300,000 | 292,137 | |||
4.88%,
2/15/2024 |
123,000 | 131,584 | |||
4.88%,
12/17/2048 |
222,000 | 294,563 | |||
5.25%,
7/15/2044 |
269,000 | 363,736 | |||
Northeastern University Series 2020, 2.89%,
10/1/2050 |
165,000 | 164,622 | |||
Northwestern University Series 2017, 3.66%,
12/1/2057 |
185,000 | 230,915 | |||
Novant Health, Inc.: | |||||
2.64%,
11/1/2036 |
75,000 | 75,621 | |||
3.32%,
11/1/2061 |
70,000 | 75,403 | |||
PayPal Holdings, Inc.: | |||||
1.35%,
6/1/2023 |
210,000 | 211,764 | |||
1.65%,
6/1/2025 |
189,000 | 191,334 | |||
2.30%,
6/1/2030 |
200,000 | 202,932 | |||
2.40%,
10/1/2024 |
478,000 | 494,620 |
Security Description | Principal
Amount |
Value | |||
2.65%, 10/1/2026
(b) |
$ 380,000 | $ 399,692 | |||
2.85%,
10/1/2029 |
356,000 | 375,021 | |||
3.25%, 6/1/2050
(b) |
247,000 | 264,786 | |||
President and Fellows of Harvard College: | |||||
3.15%,
7/15/2046 |
175,000 | 198,800 | |||
3.30%, 7/15/2056
(b) |
237,500 | 273,199 | |||
Quanta Services, Inc.: | |||||
0.95%,
10/1/2024 |
65,000 | 64,246 | |||
2.35%,
1/15/2032 |
110,000 | 107,014 | |||
2.90%,
10/1/2030 |
324,000 | 331,053 | |||
3.05%,
10/1/2041 |
115,000 | 112,516 | |||
RELX Capital, Inc.: | |||||
3.00%,
5/22/2030 |
188,000 | 197,456 | |||
3.50%,
3/16/2023 |
227,000 | 233,731 | |||
Rockefeller Foundation Series 2020, 2.49%,
10/1/2050 |
235,000 | 232,077 | |||
S&P Global, Inc.: | |||||
1.25%,
8/15/2030 |
91,000 | 85,037 | |||
2.30%,
8/15/2060 |
65,000 | 56,419 | |||
3.25%,
12/1/2049 |
346,000 | 376,313 | |||
4.00%, 6/15/2025
(b) |
468,000 | 507,214 | |||
Total System Services, Inc.: | |||||
4.45%,
6/1/2028 |
179,000 | 199,658 | |||
4.80%,
4/1/2026 |
160,000 | 177,661 | |||
Trustees of Boston College 3.13%,
7/1/2052 |
160,000 | 171,557 | |||
Trustees of Boston University Series CC, 4.06%,
10/1/2048 |
205,000 | 251,137 | |||
Trustees of the University of Pennsylvania: | |||||
3.61%,
2/15/2119 |
300,000 | 349,854 | |||
Series 2020, 2.40%,
10/1/2050 |
210,000 | 200,913 | |||
University of Chicago: | |||||
3.00%,
10/1/2052 |
210,000 | 220,792 | |||
Series 20B, 2.76%,
4/1/2045 |
30,000 | 30,325 | |||
Series C, 2.55%,
4/1/2050 |
230,000 | 222,366 | |||
University of Notre Dame du Lac Series 2017, 3.39%,
2/15/2048 |
432,000 | 503,505 | |||
University of Southern California: | |||||
2.81%,
10/1/2050 |
118,000 | 119,539 | |||
3.03%,
10/1/2039 |
100,000 | 105,762 | |||
Series 21A, 2.95%,
10/1/2051 |
325,000 | 332,940 | |||
Series A, 3.23%,
10/1/2120 |
225,000 | 230,407 | |||
Verisk Analytics, Inc.: | |||||
3.63%,
5/15/2050 |
100,000 | 109,106 | |||
4.00%,
6/15/2025 |
143,000 | 153,952 |
Security Description | Principal
Amount |
Value | ||||
4.13%,
3/15/2029 |
$ 299,000 | $ 333,397 | ||||
5.50%,
6/15/2045 |
235,000 | 316,679 | ||||
William Marsh Rice University 3.77%,
5/15/2055 |
95,000 | 120,786 | ||||
Yale University: | ||||||
Series 2020, 0.87%,
4/15/2025 |
200,000 | 198,904 | ||||
Series 2020, 1.48%,
4/15/2030 |
170,000 | 165,886 | ||||
Series 2020, 2.40%,
4/15/2050 |
245,000 | 240,987 | ||||
19,537,349 | ||||||
COMPUTERS — 0.7% | ||||||
Amdocs, Ltd. 2.54%,
6/15/2030 |
230,000 | 228,763 | ||||
Apple, Inc.: | ||||||
0.55%, 8/20/2025
(b) |
213,000 | 207,899 | ||||
0.70%, 2/8/2026
(b) |
500,000 | 488,410 | ||||
0.75%,
5/11/2023 |
375,000 | 376,361 | ||||
1.13%,
5/11/2025 |
482,000 | 480,959 | ||||
1.20%,
2/8/2028 |
450,000 | 437,058 | ||||
1.25%,
8/20/2030 |
330,000 | 311,629 | ||||
1.40%,
8/5/2028 |
600,000 | 587,784 | ||||
1.65%,
5/11/2030 |
647,000 | 632,132 | ||||
1.65%, 2/8/2031
(b) |
660,000 | 643,064 | ||||
1.70%, 8/5/2031
(b) |
350,000 | 341,796 | ||||
1.80%,
9/11/2024 |
200,000 | 204,282 | ||||
2.05%,
9/11/2026 |
647,000 | 665,252 | ||||
2.20%,
9/11/2029 |
437,000 | 447,392 | ||||
2.38%,
2/8/2041 |
265,000 | 257,108 | ||||
2.40%,
1/13/2023 |
622,000 | 632,736 | ||||
2.40%,
5/3/2023 |
871,000 | 891,434 | ||||
2.40%, 8/20/2050
(b) |
155,000 | 145,534 | ||||
2.45%,
8/4/2026 |
903,000 | 943,247 | ||||
2.55%,
8/20/2060 |
249,000 | 234,416 | ||||
2.65%,
5/11/2050 |
367,000 | 360,504 | ||||
2.65%,
2/8/2051 |
500,000 | 491,215 | ||||
2.70%,
8/5/2051 |
535,000 | 530,875 | ||||
2.75%,
1/13/2025 |
427,000 | 446,424 | ||||
2.80%,
2/8/2061 |
400,000 | 395,376 | ||||
2.85%,
2/23/2023 |
463,000 | 473,274 | ||||
2.85%,
5/11/2024 |
326,000 | 339,764 | ||||
2.85%,
8/5/2061 |
400,000 | 402,228 | ||||
2.95%,
9/11/2049 |
422,000 | 436,293 | ||||
3.00%,
2/9/2024 |
624,000 | 650,121 | ||||
3.00%,
6/20/2027 |
502,000 | 538,209 | ||||
3.00%,
11/13/2027 |
1,048,000 | 1,125,259 | ||||
3.20%,
5/13/2025 |
502,000 | 534,253 | ||||
3.20%,
5/11/2027 |
831,000 | 896,533 | ||||
3.25%,
2/23/2026 |
229,000 | 245,023 | ||||
3.35%,
2/9/2027 |
550,000 | 597,729 | ||||
3.45%,
5/6/2024 |
609,000 | 644,139 | ||||
3.75%,
9/12/2047 |
718,000 | 839,600 | ||||
3.75%,
11/13/2047 |
652,000 | 766,322 | ||||
3.85%,
5/4/2043 |
735,000 | 868,270 |
Security Description | Principal
Amount |
Value | |||
3.85%,
8/4/2046 |
$ 404,000 | $ 478,619 | |||
4.25%,
2/9/2047 |
385,000 | 482,909 | |||
4.38%,
5/13/2045 |
924,000 | 1,168,869 | |||
4.45%,
5/6/2044 |
200,000 | 255,248 | |||
4.50%,
2/23/2036 |
370,000 | 464,350 | |||
4.65%,
2/23/2046 |
486,000 | 638,453 | |||
CGI, Inc.: | |||||
1.45%, 9/14/2026
(d) |
210,000 | 205,535 | |||
2.30%, 9/14/2031
(d) |
250,000 | 240,650 | |||
Dell International LLC/EMC Corp.: | |||||
3.38%, 12/15/2041
(d) |
250,000 | 247,527 | |||
3.45%, 12/15/2051
(d) |
500,000 | 480,070 | |||
4.00%,
7/15/2024 |
259,000 | 275,014 | |||
4.90%,
10/1/2026 |
353,000 | 397,933 | |||
5.30%,
10/1/2029 |
336,000 | 394,696 | |||
5.45%,
6/15/2023 |
251,000 | 265,079 | |||
5.85%,
7/15/2025 |
590,000 | 669,231 | |||
6.02%,
6/15/2026 |
850,000 | 984,937 | |||
6.10%,
7/15/2027 |
435,000 | 521,265 | |||
8.10%,
7/15/2036 |
158,000 | 241,160 | |||
8.35%,
7/15/2046 |
106,000 | 177,524 | |||
DXC Technology Co.: | |||||
1.80%,
9/15/2026 |
250,000 | 247,585 | |||
2.38%,
9/15/2028 |
250,000 | 245,070 | |||
Fortinet, Inc. 1.00%,
3/15/2026 |
95,000 | 92,083 | |||
Genpact Luxembourg Sarl 3.38%,
12/1/2024 |
165,000 | 173,836 | |||
Genpact Luxembourg SARL/Genpact USA, Inc. 1.75%,
4/10/2026 |
250,000 | 249,335 | |||
Hewlett Packard Enterprise Co.: | |||||
1.45%,
4/1/2024 |
320,000 | 321,926 | |||
1.75%,
4/1/2026 |
315,000 | 315,047 | |||
2.25%,
4/1/2023 |
384,000 | 390,010 | |||
4.45%,
10/2/2023 |
485,000 | 511,966 | |||
4.90%,
10/15/2025 |
790,000 | 876,702 | |||
HP, Inc.: | |||||
3.00%, 6/17/2027
(b) |
350,000 | 368,340 | |||
3.40%, 6/17/2030
(b) |
300,000 | 316,890 | |||
6.00%,
9/15/2041 |
652,000 | 868,523 | |||
International Business Machines Corp.: | |||||
1.95%,
5/15/2030 |
278,000 | 271,803 | |||
2.85%,
5/15/2040 |
310,000 | 305,145 | |||
2.95%, 5/15/2050
(b) |
471,000 | 460,393 | |||
3.00%,
5/15/2024 |
1,045,000 | 1,091,492 | |||
3.30%,
5/15/2026 |
1,594,000 | 1,706,154 | |||
3.45%,
2/19/2026 |
351,000 | 376,444 | |||
3.50%,
5/15/2029 |
271,000 | 294,401 | |||
3.63%,
2/12/2024 |
759,000 | 799,857 | |||
4.00%,
6/20/2042 |
258,000 | 296,496 | |||
4.15%,
5/15/2039 |
589,000 | 680,878 | |||
4.25%, 5/15/2049
(b) |
728,000 | 882,977 |
Security Description | Principal
Amount |
Value | ||||
7.13%, 12/1/2096
(b) |
$ 150,000 | $ 279,757 | ||||
Kyndryl Holdings, Inc. 2.70%, 10/15/2028
(d) |
400,000 | 387,588 | ||||
Leidos, Inc.: | ||||||
2.30%,
2/15/2031 |
140,000 | 134,382 | ||||
2.95%,
5/15/2023 |
131,000 | 134,140 | ||||
3.63%,
5/15/2025 |
309,000 | 328,050 | ||||
4.38%,
5/15/2030 |
122,000 | 136,095 | ||||
NetApp, Inc.: | ||||||
1.88%,
6/22/2025 |
387,000 | 391,234 | ||||
2.38%,
6/22/2027 |
150,000 | 153,909 | ||||
2.70%,
6/22/2030 |
245,000 | 246,470 | ||||
3.30%,
9/29/2024 |
363,000 | 380,482 | ||||
Teledyne FLIR LLC 2.50%,
8/1/2030 |
85,000 | 85,331 | ||||
Western Digital Corp.: | ||||||
2.85%,
2/1/2029 |
125,000 | 126,183 | ||||
3.10%,
2/1/2032 |
220,000 | 221,584 | ||||
4.75%,
2/15/2026 |
200,000 | 218,642 | ||||
44,694,936 | ||||||
COSMETICS/PERSONAL CARE — 0.1% | ||||||
Colgate-Palmolive Co.: | ||||||
Series MTN, 3.25%,
3/15/2024 |
251,000 | 263,964 | ||||
Series MTN, 3.70%,
8/1/2047 |
248,000 | 301,764 | ||||
Estee Lauder Cos., Inc.: | ||||||
1.95%,
3/15/2031 |
115,000 | 113,468 | ||||
2.00%,
12/1/2024 |
112,000 | 114,840 | ||||
2.38%,
12/1/2029 |
135,000 | 138,220 | ||||
3.13%, 12/1/2049
(b) |
445,000 | 486,091 | ||||
3.15%,
3/15/2027 |
190,000 | 203,792 | ||||
4.15%,
3/15/2047 |
427,000 | 534,177 | ||||
Procter & Gamble Co.: | ||||||
0.55%,
10/29/2025 |
205,000 | 200,158 | ||||
1.20%, 10/29/2030
(b) |
150,000 | 141,954 | ||||
1.95%, 4/23/2031
(b) |
250,000 | 252,290 | ||||
2.45%,
11/3/2026 |
234,000 | 245,417 | ||||
2.80%,
3/25/2027 |
100,000 | 106,067 | ||||
3.00%,
3/25/2030 |
1,995,000 | 2,167,547 | ||||
3.10%, 8/15/2023
(b) |
227,000 | 235,869 | ||||
Unilever Capital Corp.: | ||||||
0.38%,
9/14/2023 |
140,000 | 139,107 | ||||
0.63%, 8/12/2024
(b) |
120,000 | 119,256 | ||||
1.38%,
9/14/2030 |
210,000 | 198,736 | ||||
1.75%,
8/12/2031 |
175,000 | 170,151 | ||||
2.00%,
7/28/2026 |
187,000 | 191,396 | ||||
2.60%,
5/5/2024 |
194,000 | 200,679 | ||||
2.90%,
5/5/2027 |
151,000 | 160,225 | ||||
3.38%,
3/22/2025 |
236,000 | 251,194 | ||||
3.50%, 3/22/2028
(b) |
287,000 | 314,070 | ||||
5.90%,
11/15/2032 |
753,000 | 1,012,469 | ||||
Series 30Y, 2.63%, 8/12/2051
(b) |
250,000 | 247,735 | ||||
8,510,636 |
Security Description | Principal
Amount |
Value | ||||
DISTRIBUTION & WHOLESALE — 0.0% (a) | ||||||
WW Grainger, Inc.: | ||||||
3.75%,
5/15/2046 |
$ 100,000 | $ 114,279 | ||||
4.20%,
5/15/2047 |
250,000 | 307,023 | ||||
4.60%,
6/15/2045 |
302,000 | 386,611 | ||||
807,913 | ||||||
DIVERSIFIED FINANCIAL SERVICES — 0.9% | ||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust: | ||||||
1.15%,
10/29/2023 |
360,000 | 358,492 | ||||
1.65%,
10/29/2024 |
630,000 | 629,168 | ||||
1.75%,
1/30/2026 |
230,000 | 225,943 | ||||
2.45%,
10/29/2026 |
390,000 | 392,929 | ||||
2.88%,
8/14/2024 |
175,000 | 179,993 | ||||
3.00%,
10/29/2028 |
215,000 | 218,223 | ||||
3.15%,
2/15/2024 |
585,000 | 603,012 | ||||
3.30%,
1/30/2032 |
460,000 | 469,108 | ||||
3.40%,
10/29/2033 |
335,000 | 340,943 | ||||
3.85%,
10/29/2041 |
200,000 | 207,590 | ||||
3.88%, 1/23/2028
(b) |
293,000 | 311,679 | ||||
4.45%,
10/1/2025 |
267,000 | 287,519 | ||||
4.45%, 4/3/2026
(b) |
195,000 | 211,799 | ||||
4.50%,
9/15/2023 |
249,000 | 261,325 | ||||
4.63%,
10/15/2027 |
180,000 | 198,812 | ||||
6.50%,
7/15/2025 |
505,000 | 577,493 | ||||
Series 3NC1, 1.75%,
10/29/2024 |
385,000 | 384,515 | ||||
Affiliated Managers Group, Inc. 3.50%,
8/1/2025 |
100,000 | 106,501 | ||||
Air Lease Corp.: | ||||||
0.80%,
8/18/2024 |
165,000 | 161,718 | ||||
1.88%,
8/15/2026 |
350,000 | 344,659 | ||||
2.10%,
9/1/2028 |
175,000 | 169,236 | ||||
2.25%,
1/15/2023 |
172,000 | 174,186 | ||||
2.75%,
1/15/2023 |
102,000 | 103,661 | ||||
3.00%,
9/15/2023 |
228,000 | 234,101 | ||||
3.13%,
12/1/2030 |
150,000 | 153,165 | ||||
3.25%,
3/1/2025 |
248,000 | 257,784 | ||||
3.25%,
10/1/2029 |
193,000 | 198,026 | ||||
3.38%,
7/1/2025 |
155,000 | 162,014 | ||||
4.63%,
10/1/2028 |
375,000 | 414,101 | ||||
Series GMTN, 3.75%,
6/1/2026 |
321,000 | 342,119 | ||||
Series MTN, 0.70%,
2/15/2024 |
270,000 | 265,974 | ||||
Series MTN, 2.30%,
2/1/2025 |
245,000 | 248,665 | ||||
Series MTN, 2.88%,
1/15/2026 |
213,000 | 219,678 | ||||
Series MTN, 3.00%,
2/1/2030 |
244,000 | 244,600 | ||||
Aircastle, Ltd.: | ||||||
4.13%,
5/1/2024 |
120,000 | 125,530 |
Security Description | Principal
Amount |
Value | |||
4.25%,
6/15/2026 |
$ 292,000 | $ 313,077 | |||
4.40%,
9/25/2023 |
40,000 | 41,902 | |||
5.00%,
4/1/2023 |
198,000 | 206,815 | |||
Ally Financial, Inc.: | |||||
1.45%,
10/2/2023 |
605,000 | 607,099 | |||
3.88%,
5/21/2024 |
150,000 | 158,102 | |||
4.63%,
3/30/2025 |
217,000 | 236,181 | |||
5.13%,
9/30/2024 |
376,000 | 411,487 | |||
5.80%, 5/1/2025
(b) |
280,000 | 316,039 | |||
8.00%,
11/1/2031 |
250,000 | 345,745 | |||
8.00%,
11/1/2031 |
539,000 | 762,642 | |||
American Express Co.: | |||||
2.50%,
7/30/2024 |
408,000 | 421,435 | |||
3.00%,
10/30/2024 |
327,000 | 342,774 | |||
3.13%,
5/20/2026 |
366,000 | 388,150 | |||
3.30%, 5/3/2027
(d) |
482,000 | 517,032 | |||
3.40%,
2/22/2024 |
328,000 | 343,534 | |||
3.63%, 12/5/2024
(b) |
148,000 | 158,166 | |||
3.70%,
8/3/2023 |
1,165,000 | 1,214,478 | |||
4.05%,
12/3/2042 |
133,000 | 157,931 | |||
4.20%,
11/6/2025 |
253,000 | 278,510 | |||
Ameriprise Financial, Inc.: | |||||
2.88%,
9/15/2026 |
273,000 | 287,600 | |||
3.00%,
4/2/2025 |
200,000 | 208,932 | |||
Andrew W Mellon Foundation Series 2020, 0.95%,
8/1/2027 |
150,000 | 145,197 | |||
Aptiv PLC 4.35%,
3/15/2029 |
191,000 | 216,838 | |||
BGC Partners, Inc.: | |||||
3.75%,
10/1/2024 |
50,000 | 52,141 | |||
5.38%,
7/24/2023 |
210,000 | 221,733 | |||
BlackRock, Inc.: | |||||
1.90%,
1/28/2031 |
135,000 | 133,101 | |||
2.40%,
4/30/2030 |
367,000 | 376,982 | |||
3.20%, 3/15/2027
(b) |
518,000 | 559,378 | |||
3.25%,
4/30/2029 |
543,000 | 591,170 | |||
3.50%,
3/18/2024 |
483,000 | 510,690 | |||
Blackstone Private Credit Fund: | |||||
1.75%, 9/15/2024
(d) |
145,000 | 142,738 | |||
2.63%, 12/15/2026
(d) |
350,000 | 341,519 | |||
BorgWarner, Inc. 2.65%, 7/1/2027
(b) |
197,000 | 203,686 | |||
Brookfield Finance I UK PLC 2.34%,
1/30/2032 |
250,000 | 243,477 | |||
Brookfield Finance LLC 3.45%,
4/15/2050 |
269,000 | 278,687 | |||
Brookfield Finance, Inc.: | |||||
2.72%,
4/15/2031 |
80,000 | 80,768 | |||
3.50%,
3/30/2051 |
472,000 | 497,597 | |||
3.90%,
1/25/2028 |
394,000 | 432,561 | |||
4.25%,
6/2/2026 |
185,000 | 203,705 | |||
4.35%,
4/15/2030 |
423,000 | 476,763 | |||
4.70%,
9/20/2047 |
196,000 | 241,092 | |||
4.85%,
3/29/2029 |
125,000 | 144,089 |
Security Description | Principal
Amount |
Value | |||
Capital One Bank USA NA 3.38%,
2/15/2023 |
$ 556,000 | $ 571,240 | |||
Capital One Financial Corp.: | |||||
2.60%,
5/11/2023 |
358,000 | 365,568 | |||
3.20%,
1/30/2023 |
361,000 | 369,884 | |||
3.30%,
10/30/2024 |
367,000 | 386,866 | |||
3.50%,
6/15/2023 |
102,000 | 105,707 | |||
3.65%,
5/11/2027 |
302,000 | 326,018 | |||
3.75%,
7/28/2026 |
108,000 | 115,712 | |||
3.75%,
3/9/2027 |
571,000 | 619,090 | |||
3.80%,
1/31/2028 |
378,000 | 411,646 | |||
3.90%,
1/29/2024 |
218,000 | 229,630 | |||
4.20%,
10/29/2025 |
295,000 | 320,762 | |||
4.25%,
4/30/2025 |
34,000 | 36,799 | |||
SOFR + 0.86%, 1.88%, 11/2/2027
(c) |
425,000 | 423,189 | |||
SOFR + 1.27%, 2.62%, 11/2/2032
(c) |
450,000 | 448,141 | |||
SOFR + 1.34%, 2.36%, 7/29/2032
(c) |
534,000 | 506,622 | |||
Cboe Global Markets, Inc. 1.63%,
12/15/2030 |
600,000 | 570,054 | |||
Charles Schwab Corp: | |||||
2.75%,
10/1/2029 |
194,000 | 202,943 | |||
3.30%,
4/1/2027 |
331,000 | 355,256 | |||
Charles Schwab Corp.: | |||||
0.75%,
3/18/2024 |
208,000 | 207,064 | |||
0.90%,
3/11/2026 |
431,000 | 421,178 | |||
1.15%,
5/13/2026 |
189,000 | 186,579 | |||
1.65%,
3/11/2031 |
410,000 | 393,858 | |||
2.00%, 3/20/2028
(b) |
200,000 | 202,398 | |||
2.65%,
1/25/2023 |
715,000 | 728,842 | |||
3.00%,
3/10/2025 |
118,000 | 123,625 | |||
3.20%,
3/2/2027 |
311,000 | 332,910 | |||
3.20%,
1/25/2028 |
223,000 | 239,703 | |||
3.25%,
5/22/2029 |
147,000 | 157,979 | |||
3.45%,
2/13/2026 |
198,000 | 212,563 | |||
4.63%,
3/22/2030 |
247,000 | 292,490 | |||
CI Financial Corp. 3.20%,
12/17/2030 |
475,000 | 488,219 | |||
CME Group, Inc.: | |||||
3.00%,
3/15/2025 |
321,000 | 337,461 | |||
3.75%,
6/15/2028 |
274,000 | 304,244 | |||
4.15%,
6/15/2048 |
226,000 | 292,037 | |||
5.30%,
9/15/2043 |
512,000 | 713,047 | |||
Credit Suisse USA, Inc. 7.13%,
7/15/2032 |
249,000 | 354,322 | |||
Discover Financial Services: | |||||
3.75%,
3/4/2025 |
124,000 | 131,305 | |||
4.10%,
2/9/2027 |
239,000 | 260,216 | |||
4.50%,
1/30/2026 |
325,000 | 355,953 | |||
Eaton Vance Corp. 3.50%,
4/6/2027 |
169,000 | 181,124 | |||
Franklin Resources, Inc.: | |||||
1.60%,
10/30/2030 |
200,000 | 188,782 | |||
2.85%,
3/30/2025 |
317,000 | 331,633 |
Security Description | Principal
Amount |
Value | |||
Intercontinental Exchange, Inc.: | |||||
0.70%,
6/15/2023 |
$ 252,000 | $ 251,786 | |||
2.10%,
6/15/2030 |
179,000 | 177,552 | |||
2.65%,
9/15/2040 |
238,000 | 231,257 | |||
3.00%,
6/15/2050 |
259,000 | 261,709 | |||
3.00%,
9/15/2060 |
230,000 | 227,396 | |||
3.10%,
9/15/2027 |
476,000 | 507,045 | |||
3.45%,
9/21/2023 |
165,000 | 171,585 | |||
3.75%, 12/1/2025
(b) |
375,000 | 405,199 | |||
3.75%, 9/21/2028
(b) |
417,000 | 461,423 | |||
4.00%,
10/15/2023 |
185,000 | 195,062 | |||
4.25%,
9/21/2048 |
296,000 | 369,592 | |||
Invesco Finance PLC: | |||||
3.75%,
1/15/2026 |
100,000 | 108,130 | |||
4.00%,
1/30/2024 |
240,000 | 253,212 | |||
5.38%,
11/30/2043 |
105,000 | 138,593 | |||
Janus Capital Group, Inc. 4.88%,
8/1/2025 |
202,000 | 221,218 | |||
Jefferies Group LLC: | |||||
2.75%,
10/15/2032 |
210,000 | 208,612 | |||
6.25%,
1/15/2036 |
20,000 | 26,573 | |||
6.45%,
6/8/2027 |
150,000 | 183,392 | |||
6.50%,
1/20/2043 |
173,000 | 239,897 | |||
Jefferies Group LLC/Jefferies Group Capital Finance, Inc.: | |||||
2.63%,
10/15/2031 |
500,000 | 493,710 | |||
4.15%,
1/23/2030 |
263,000 | 291,972 | |||
4.85%,
1/15/2027 |
164,000 | 186,396 | |||
Lazard Group LLC: | |||||
3.63%,
3/1/2027 |
225,000 | 241,411 | |||
3.75%,
2/13/2025 |
76,000 | 80,752 | |||
Legg Mason, Inc. 5.63%,
1/15/2044 |
399,000 | 546,051 | |||
Magna International, Inc. 2.45%,
6/15/2030 |
300,000 | 304,296 | |||
Mastercard, Inc.: | |||||
1.90%, 3/15/2031
(b) |
123,000 | 122,937 | |||
2.00%,
3/3/2025 |
247,000 | 253,170 | |||
2.00%, 11/18/2031
(b) |
250,000 | 249,110 | |||
2.95%,
11/21/2026 |
391,000 | 416,298 | |||
2.95%,
3/15/2051 |
100,000 | 104,158 | |||
3.35%,
3/26/2030 |
284,000 | 312,315 | |||
3.38%,
4/1/2024 |
211,000 | 222,495 | |||
3.50%,
2/26/2028 |
215,000 | 235,483 | |||
3.65%,
6/1/2049 |
289,000 | 334,737 | |||
3.80%,
11/21/2046 |
197,000 | 233,073 | |||
3.85%,
3/26/2050 |
409,000 | 491,696 | |||
3.95%,
2/26/2048 |
265,000 | 319,298 | |||
Nasdaq, Inc.: | |||||
1.65%, 1/15/2031
(b) |
250,000 | 232,688 | |||
4.25%,
6/1/2024 |
100,000 | 106,377 | |||
Nomura Holdings, Inc.: | |||||
1.65%,
7/14/2026 |
300,000 | 295,029 | |||
1.85%,
7/16/2025 |
203,000 | 203,144 |
Security Description | Principal
Amount |
Value | ||||
2.17%,
7/14/2028 |
$ 340,000 | $ 333,125 | ||||
2.61%,
7/14/2031 |
270,000 | 266,174 | ||||
2.65%,
1/16/2025 |
246,000 | 253,102 | ||||
2.68%,
7/16/2030 |
426,000 | 424,999 | ||||
3.10%,
1/16/2030 |
334,000 | 344,240 | ||||
ORIX Corp.: | ||||||
2.25%, 3/9/2031
(b) |
215,000 | 215,290 | ||||
3.25%,
12/4/2024 |
191,000 | 201,155 | ||||
3.70%,
7/18/2027 |
56,000 | 60,878 | ||||
4.05%,
1/16/2024 |
98,000 | 103,370 | ||||
Raymond James Financial, Inc.: | ||||||
3.75%,
4/1/2051 |
295,000 | 326,173 | ||||
4.95%,
7/15/2046 |
241,000 | 309,029 | ||||
Stifel Financial Corp. 4.00%,
5/15/2030 |
214,000 | 235,663 | ||||
Synchrony Financial: | ||||||
3.70%,
8/4/2026 |
363,000 | 385,960 | ||||
4.25%,
8/15/2024 |
258,000 | 273,434 | ||||
4.38%,
3/19/2024 |
260,000 | 274,693 | ||||
4.50%,
7/23/2025 |
412,000 | 445,409 | ||||
5.15%,
3/19/2029 |
234,000 | 269,114 | ||||
Visa, Inc.: | ||||||
0.75%,
8/15/2027 |
235,000 | 226,129 | ||||
1.10%,
2/15/2031 |
293,000 | 273,574 | ||||
1.90%,
4/15/2027 |
456,000 | 463,446 | ||||
2.05%,
4/15/2030 |
888,000 | 897,706 | ||||
2.75%,
9/15/2027 |
801,000 | 847,114 | ||||
3.15%,
12/14/2025 |
411,000 | 438,669 | ||||
3.65%,
9/15/2047 |
195,000 | 226,949 | ||||
4.15%,
12/14/2035 |
377,000 | 451,375 | ||||
4.30%,
12/14/2045 |
107,000 | 134,668 | ||||
Western Union Co.: | ||||||
1.35%,
3/15/2026 |
184,000 | 180,636 | ||||
2.75%,
3/15/2031 |
100,000 | 99,036 | ||||
2.85%,
1/10/2025 |
223,000 | 230,990 | ||||
4.25%,
6/9/2023 |
150,000 | 156,261 | ||||
6.20%,
11/17/2036 |
196,000 | 240,764 | ||||
57,903,417 | ||||||
ELECTRIC — 2.0% | ||||||
AEP Texas, Inc.: | ||||||
3.95%,
6/1/2028 |
300,000 | 329,661 | ||||
Series I, 2.10%,
7/1/2030 |
380,000 | 366,278 | ||||
AEP Transmission Co. LLC: | ||||||
3.80%,
6/15/2049 |
248,000 | 282,569 | ||||
4.00%,
12/1/2046 |
527,000 | 612,279 | ||||
Series M, 3.65%,
4/1/2050 |
173,000 | 191,620 | ||||
Series N, 2.75%,
8/15/2051 |
120,000 | 114,923 | ||||
AES Corp.: | ||||||
1.38%,
1/15/2026 |
390,000 | 379,010 | ||||
2.45%,
1/15/2031 |
268,000 | 261,356 | ||||
Alabama Power Co.: | ||||||
3.45%,
10/1/2049 |
350,000 | 373,670 | ||||
3.85%,
12/1/2042 |
69,000 | 77,743 |
Security Description | Principal
Amount |
Value | |||
Series 20-A, 1.45%,
9/15/2030 |
$ 200,000 | $ 188,312 | |||
Series A, 4.30%,
7/15/2048 |
47,000 | 56,963 | |||
Ameren Corp.: | |||||
1.75%,
3/15/2028 |
125,000 | 121,123 | |||
2.50%,
9/15/2024 |
474,000 | 487,059 | |||
3.50%, 1/15/2031
(b) |
145,000 | 156,970 | |||
Ameren Illinois Co.: | |||||
1.55%,
11/15/2030 |
110,000 | 104,205 | |||
3.70%,
12/1/2047 |
219,000 | 250,172 | |||
American Electric Power Co., Inc.: | |||||
2.30%,
3/1/2030 |
385,000 | 378,678 | |||
3.20%,
11/13/2027 |
239,000 | 253,342 | |||
Series J, 4.30%,
12/1/2028 |
253,000 | 282,672 | |||
Series M, 0.75%,
11/1/2023 |
135,000 | 134,259 | |||
Series N, 1.00%,
11/1/2025 |
100,000 | 97,870 | |||
Appalachian Power Co.: | |||||
Series AA, 2.70%,
4/1/2031 |
265,000 | 271,206 | |||
Series Y, 4.50%,
3/1/2049 |
150,000 | 182,097 | |||
Arizona Public Service Co.: | |||||
2.20%,
12/15/2031 |
100,000 | 97,087 | |||
2.60%,
8/15/2029 |
200,000 | 204,078 | |||
2.65%,
9/15/2050 |
260,000 | 236,785 | |||
2.95%, 9/15/2027
(b) |
108,000 | 113,468 | |||
3.15%,
5/15/2025 |
310,000 | 323,355 | |||
3.35%,
5/15/2050 |
235,000 | 240,386 | |||
3.50%,
12/1/2049 |
175,000 | 182,135 | |||
3.75%,
5/15/2046 |
135,000 | 147,722 | |||
4.25%,
3/1/2049 |
260,000 | 303,727 | |||
Atlantic City Electric Co. 2.30%,
3/15/2031 |
125,000 | 125,769 | |||
Avangrid, Inc.: | |||||
3.15%,
12/1/2024 |
547,000 | 572,982 | |||
3.20%,
4/15/2025 |
175,000 | 184,121 | |||
3.80%,
6/1/2029 |
227,000 | 248,150 | |||
Baltimore Gas & Electric Co.: | |||||
2.90%,
6/15/2050 |
128,000 | 127,702 | |||
3.20%,
9/15/2049 |
350,000 | 362,460 | |||
3.50%,
8/15/2046 |
196,000 | 213,969 | |||
3.75%,
8/15/2047 |
100,000 | 113,720 | |||
Berkshire Hathaway Energy Co.: | |||||
1.65%,
5/15/2031 |
105,000 | 99,582 | |||
2.85%,
5/15/2051 |
179,000 | 172,159 | |||
3.25%,
4/15/2028 |
175,000 | 187,731 | |||
3.70%,
7/15/2030 |
500,000 | 555,150 | |||
3.75%,
11/15/2023 |
239,000 | 250,056 | |||
3.80%,
7/15/2048 |
377,000 | 420,834 | |||
4.25%,
10/15/2050 |
220,000 | 268,624 | |||
4.45%,
1/15/2049 |
200,000 | 248,154 | |||
5.15%,
11/15/2043 |
200,000 | 257,574 |
Security Description | Principal
Amount |
Value | |||
6.13%,
4/1/2036 |
$ 526,000 | $ 717,843 | |||
Black Hills Corp.: | |||||
1.04%,
8/23/2024 |
135,000 | 133,661 | |||
2.50%,
6/15/2030 |
323,000 | 320,891 | |||
3.15%,
1/15/2027 |
50,000 | 52,285 | |||
4.25%,
11/30/2023 |
287,000 | 301,798 | |||
4.35%,
5/1/2033 |
196,000 | 222,607 | |||
CenterPoint Energy Houston Electric LLC: | |||||
3.95%,
3/1/2048 |
290,000 | 345,271 | |||
4.50%,
4/1/2044 |
230,000 | 289,439 | |||
Series AA, 3.00%,
2/1/2027 |
354,000 | 374,012 | |||
Series AD, 2.90%,
7/1/2050 |
120,000 | 121,300 | |||
Series AE, 2.35%,
4/1/2031 |
140,000 | 142,555 | |||
Series AF, 3.35%,
4/1/2051 |
110,000 | 121,672 | |||
Series K2, 6.95%,
3/15/2033 |
276,000 | 379,086 | |||
CenterPoint Energy, Inc.: | |||||
2.50%,
9/1/2024 |
100,000 | 102,818 | |||
2.95%,
3/1/2030 |
150,000 | 154,965 | |||
4.25%,
11/1/2028 |
318,000 | 355,006 | |||
Cleco Corporate Holdings LLC 3.74%,
5/1/2026 |
257,000 | 274,335 | |||
Cleveland Electric Illuminating Co.: | |||||
5.50%,
8/15/2024 |
155,000 | 171,053 | |||
5.95%,
12/15/2036 |
215,000 | 289,685 | |||
CMS Energy Corp.: | |||||
3.45%,
8/15/2027 |
105,000 | 112,910 | |||
4.88%,
3/1/2044 |
395,000 | 497,277 | |||
5 year CMT + 4.12%, 4.75%, 6/1/2050
(c) |
234,000 | 253,944 | |||
Commonwealth Edison Co.: | |||||
2.55%,
6/15/2026 |
100,000 | 104,563 | |||
3.65%,
6/15/2046 |
214,000 | 238,631 | |||
4.00%,
3/1/2048 |
155,000 | 182,471 | |||
4.00%,
3/1/2049 |
413,000 | 490,941 | |||
4.70%,
1/15/2044 |
88,000 | 111,268 | |||
5.90%,
3/15/2036 |
160,000 | 220,584 | |||
6.45%,
1/15/2038 |
170,000 | 247,290 | |||
Series 123, 3.75%,
8/15/2047 |
470,000 | 533,906 | |||
Series 127, 3.20%,
11/15/2049 |
395,000 | 412,017 | |||
Series 130, 3.13%,
3/15/2051 |
260,000 | 270,405 | |||
Series 131, 2.75%,
9/1/2051 |
145,000 | 141,536 | |||
Connecticut Light & Power Co.: | |||||
4.00%,
4/1/2048 |
98,000 | 117,819 |
Security Description | Principal
Amount |
Value | |||
Series A, 0.75%,
12/1/2025 |
$ 380,000 | $ 369,558 | |||
Series A, 3.20%,
3/15/2027 |
211,000 | 225,247 | |||
Consolidated Edison Co. of New York, Inc.: | |||||
3.80%,
5/15/2028 |
100,000 | 109,977 | |||
3.85%,
6/15/2046 |
575,000 | 623,817 | |||
3.95%,
3/1/2043 |
100,000 | 108,663 | |||
4.45%,
3/15/2044 |
317,000 | 372,830 | |||
4.50%,
12/1/2045 |
275,000 | 324,387 | |||
4.50%,
5/15/2058 |
205,000 | 252,074 | |||
Series 06-A, 5.85%,
3/15/2036 |
248,000 | 325,626 | |||
Series 09-C, 5.50%,
12/1/2039 |
458,000 | 590,925 | |||
Series 2017, 3.88%,
6/15/2047 |
255,000 | 280,005 | |||
Series 20A, 3.35%,
4/1/2030 |
390,000 | 419,468 | |||
Series A, 4.13%,
5/15/2049 |
390,000 | 448,816 | |||
Series B, 3.13%,
11/15/2027 |
467,000 | 492,750 | |||
Series C, 3.00%,
12/1/2060 |
160,000 | 149,704 | |||
Series C, 4.30%,
12/1/2056 |
325,000 | 387,159 | |||
Series E, 4.65%,
12/1/2048 |
150,000 | 185,707 | |||
Consumers Energy Co.: | |||||
0.35%,
6/1/2023 |
69,000 | 68,580 | |||
2.50%,
5/1/2060 |
240,000 | 211,942 | |||
3.10%,
8/15/2050 |
207,000 | 216,290 | |||
3.50%,
8/1/2051 |
342,000 | 385,509 | |||
3.95%,
5/15/2043 |
75,000 | 86,143 | |||
4.05%,
5/15/2048 |
105,000 | 125,841 | |||
Dayton Power & Light Co. 3.95%,
6/15/2049 |
225,000 | 256,684 | |||
Delmarva Power & Light Co. 3.50%,
11/15/2023 |
428,000 | 445,732 | |||
Dominion Energy South Carolina, Inc.: | |||||
4.60%,
6/15/2043 |
125,000 | 152,874 | |||
6.05%,
1/15/2038 |
100,000 | 140,813 | |||
Dominion Energy, Inc.: | |||||
3.07%, 8/15/2024
(e) |
671,000 | 695,297 | |||
3.90%,
10/1/2025 |
335,000 | 362,205 | |||
4.25%,
6/1/2028 |
322,000 | 360,192 | |||
4.70%,
12/1/2044 |
100,000 | 123,935 | |||
3 Month USD LIBOR + 3.06%, 5.75%, 10/1/2054
(c) |
105,000 | 111,984 | |||
Series A, 1.45%,
4/15/2026 |
155,000 | 153,444 | |||
Series A, 3.30%,
3/15/2025 |
320,000 | 335,715 |
Security Description | Principal
Amount |
Value | |||
Series B, 3.30%,
4/15/2041 |
$ 109,000 | $ 113,062 | |||
Series B, 5.95%,
6/15/2035 |
277,000 | 363,615 | |||
Series C, 2.25%,
8/15/2031 |
160,000 | 156,726 | |||
Series C, 4.90%,
8/1/2041 |
220,000 | 271,456 | |||
Series D, 2.85%,
8/15/2026 |
341,000 | 355,895 | |||
Series F, 5.25%,
8/1/2033 |
309,000 | 379,817 | |||
DTE Electric Co.: | |||||
2.25%,
3/1/2030 |
450,000 | 451,908 | |||
3.70%,
3/15/2045 |
275,000 | 306,446 | |||
3.70%,
6/1/2046 |
200,000 | 225,734 | |||
3.75%,
8/15/2047 |
100,000 | 113,705 | |||
3.95%,
3/1/2049 |
142,000 | 168,889 | |||
4.30%,
7/1/2044 |
112,000 | 136,062 | |||
Series A, 1.90%,
4/1/2028 |
210,000 | 208,776 | |||
Series A, 4.05%,
5/15/2048 |
207,000 | 249,180 | |||
DTE Energy Co.: | |||||
2.85%,
10/1/2026 |
200,000 | 208,764 | |||
Series C, 2.53%,
10/1/2024 |
465,000 | 479,359 | |||
Duke Energy Carolinas LLC: | |||||
2.45%,
8/15/2029 |
150,000 | 153,426 | |||
2.50%,
3/15/2023 |
74,000 | 75,266 | |||
2.55%,
4/15/2031 |
135,000 | 138,301 | |||
2.95%,
12/1/2026 |
472,000 | 500,126 | |||
3.75%,
6/1/2045 |
461,000 | 515,615 | |||
3.88%,
3/15/2046 |
350,000 | 396,865 | |||
4.00%,
9/30/2042 |
396,000 | 455,147 | |||
4.25%,
12/15/2041 |
297,000 | 349,703 | |||
5.30%,
2/15/2040 |
100,000 | 131,612 | |||
6.05%,
4/15/2038 |
120,000 | 166,258 | |||
6.10%,
6/1/2037 |
8,000 | 10,894 | |||
Duke Energy Corp.: | |||||
0.90%,
9/15/2025 |
105,000 | 102,079 | |||
2.45%,
6/1/2030 |
586,000 | 583,351 | |||
3.15%,
8/15/2027 |
228,000 | 240,994 | |||
3.40%,
6/15/2029 |
310,000 | 329,989 | |||
3.75%,
4/15/2024 |
506,000 | 531,710 | |||
3.75%,
9/1/2046 |
348,500 | 373,400 | |||
3.95%,
8/15/2047 |
305,000 | 335,991 | |||
4.20%,
6/15/2049 |
195,000 | 222,975 | |||
4.80%,
12/15/2045 |
374,000 | 460,566 | |||
Duke Energy Florida LLC: | |||||
1.75%,
6/15/2030 |
135,000 | 129,898 | |||
2.50%,
12/1/2029 |
115,000 | 117,703 | |||
3.20%,
1/15/2027 |
175,000 | 186,567 | |||
3.80%,
7/15/2028 |
339,000 | 373,988 | |||
3.85%,
11/15/2042 |
327,000 | 366,384 | |||
4.20%,
7/15/2048 |
263,000 | 314,748 | |||
Duke Energy Indiana LLC: | |||||
2.75%,
4/1/2050 |
215,000 | 202,814 | |||
6.12%,
10/15/2035 |
137,000 | 182,573 |
Security Description | Principal
Amount |
Value | |||
6.35%,
8/15/2038 |
$ 221,000 | $ 310,934 | |||
Series WWW, 4.90%,
7/15/2043 |
327,000 | 412,373 | |||
Series YYY, 3.25%,
10/1/2049 |
150,000 | 155,197 | |||
Duke Energy Ohio, Inc.: | |||||
2.13%,
6/1/2030 |
375,000 | 369,652 | |||
3.70%,
6/15/2046 |
558,000 | 613,063 | |||
3.80%,
9/1/2023 |
158,000 | 164,266 | |||
4.30%,
2/1/2049 |
195,000 | 234,950 | |||
Duke Energy Progress LLC: | |||||
2.00%,
8/15/2031 |
250,000 | 244,422 | |||
2.50%,
8/15/2050 |
100,000 | 93,036 | |||
2.90%,
8/15/2051 |
150,000 | 150,372 | |||
3.60%,
9/15/2047 |
319,000 | 353,235 | |||
4.10%,
3/15/2043 |
125,000 | 144,795 | |||
4.15%,
12/1/2044 |
235,000 | 276,548 | |||
4.20%,
8/15/2045 |
222,000 | 265,641 | |||
Edison International: | |||||
2.95%,
3/15/2023 |
367,000 | 374,769 | |||
3.55%,
11/15/2024 |
376,000 | 394,597 | |||
Emera US Finance L.P.: | |||||
3.55%,
6/15/2026 |
391,000 | 415,907 | |||
4.75%,
6/15/2046 |
430,000 | 510,758 | |||
Enel Chile SA 4.88%,
6/12/2028 |
301,000 | 331,831 | |||
Enel Generacion Chile SA 4.25%,
4/15/2024 |
130,000 | 135,863 | |||
Entergy Arkansas LLC: | |||||
2.65%,
6/15/2051 |
450,000 | 421,114 | |||
3.35%,
6/15/2052 |
115,000 | 121,818 | |||
3.50%,
4/1/2026 |
207,000 | 221,811 | |||
Entergy Corp.: | |||||
0.90%,
9/15/2025 |
177,000 | 171,807 | |||
1.90%,
6/15/2028 |
130,000 | 127,482 | |||
2.40%,
6/15/2031 |
180,000 | 177,863 | |||
2.80%,
6/15/2030 |
201,000 | 203,766 | |||
2.95%,
9/1/2026 |
57,000 | 59,625 | |||
Entergy Louisiana LLC: | |||||
0.62%,
11/17/2023 |
200,000 | 198,436 | |||
1.60%,
12/15/2030 |
203,000 | 191,695 | |||
2.35%,
6/15/2032 |
100,000 | 99,544 | |||
2.90%,
3/15/2051 |
160,000 | 156,466 | |||
3.10%, 6/15/2041
(b) |
100,000 | 102,743 | |||
3.12%,
9/1/2027 |
377,000 | 398,082 | |||
4.00%,
3/15/2033 |
210,000 | 240,110 | |||
4.05%,
9/1/2023 |
228,000 | 237,239 | |||
4.20%,
4/1/2050 |
100,000 | 120,396 | |||
4.95%,
1/15/2045 |
97,000 | 104,318 | |||
Entergy Mississippi LLC: | |||||
2.85%,
6/1/2028 |
595,000 | 622,424 | |||
3.50%,
6/1/2051 |
145,000 | 159,652 | |||
3.85%,
6/1/2049 |
215,000 | 247,749 | |||
Entergy Texas, Inc.: | |||||
1.75%,
3/15/2031 |
210,000 | 197,572 |
Security Description | Principal
Amount |
Value | |||
3.55%,
9/30/2049 |
$ 205,000 | $ 217,310 | |||
4.00%,
3/30/2029 |
153,000 | 169,227 | |||
4.50%,
3/30/2039 |
250,000 | 293,567 | |||
Evergy Kansas Central, Inc.: | |||||
3.10%,
4/1/2027 |
250,000 | 263,715 | |||
3.25%,
9/1/2049 |
370,000 | 385,033 | |||
4.10%,
4/1/2043 |
300,000 | 350,994 | |||
4.13%,
3/1/2042 |
195,000 | 226,296 | |||
4.25%,
12/1/2045 |
125,000 | 149,300 | |||
Evergy Metro, Inc.: | |||||
4.20%,
6/15/2047 |
160,000 | 190,842 | |||
Series 2019, 4.13%, 4/1/2049
(b) |
300,000 | 357,564 | |||
Evergy, Inc. 2.90%,
9/15/2029 |
329,000 | 337,738 | |||
Eversource Energy: | |||||
2.55%,
3/15/2031 |
250,000 | 251,225 | |||
2.80%,
5/1/2023 |
152,000 | 154,800 | |||
3.45%,
1/15/2050 |
135,000 | 142,973 | |||
Series M, 3.30%,
1/15/2028 |
145,000 | 154,339 | |||
Series N, 3.80%,
12/1/2023 |
108,000 | 113,348 | |||
Series O, 4.25%,
4/1/2029 |
275,000 | 307,037 | |||
Series Q, 0.80%,
8/15/2025 |
80,000 | 77,650 | |||
Series R, 1.65%,
8/15/2030 |
95,000 | 88,950 | |||
Exelon Corp.: | |||||
3.95%,
6/15/2025 |
480,000 | 514,214 | |||
4.45%,
4/15/2046 |
298,000 | 359,632 | |||
5.10%,
6/15/2045 |
421,000 | 545,153 | |||
5.63%,
6/15/2035 |
245,000 | 311,973 | |||
Exelon Generation Co. LLC: | |||||
3.25%,
6/1/2025 |
265,000 | 278,295 | |||
5.60%,
6/15/2042 |
249,000 | 295,551 | |||
6.25%,
10/1/2039 |
404,000 | 508,046 | |||
Florida Power & Light Co.: | |||||
2.85%,
4/1/2025 |
390,000 | 408,119 | |||
3.13%,
12/1/2025 |
267,000 | 283,463 | |||
3.15%,
10/1/2049 |
200,000 | 214,242 | |||
3.25%,
6/1/2024 |
222,000 | 231,508 | |||
3.95%,
3/1/2048 |
415,000 | 498,440 | |||
3.99%,
3/1/2049 |
379,000 | 460,940 | |||
4.05%,
10/1/2044 |
510,000 | 608,721 | |||
5.65%,
2/1/2037 |
193,000 | 259,218 | |||
5.69%,
3/1/2040 |
115,000 | 162,969 | |||
5.95%,
2/1/2038 |
200,000 | 279,568 | |||
5.96%,
4/1/2039 |
113,000 | 161,561 | |||
Georgia Power Co.: | |||||
3.25%,
3/30/2027 |
129,000 | 136,521 | |||
4.30%,
3/15/2042 |
356,000 | 407,527 | |||
Series A, 2.10%,
7/30/2023 |
612,000 | 623,206 | |||
Series A, 3.25%,
3/15/2051 |
227,000 | 228,882 |
Security Description | Principal
Amount |
Value | |||
Series B, 2.65%,
9/15/2029 |
$ 150,000 | $ 152,773 | |||
Series B, 3.70%,
1/30/2050 |
268,000 | 286,291 | |||
Gulf Power Co. Series A, 3.30%,
5/30/2027 |
245,000 | 262,831 | |||
Iberdrola International B.V. 6.75%,
7/15/2036 |
143,000 | 210,951 | |||
Indiana Michigan Power Co.: | |||||
4.25%,
8/15/2048 |
66,000 | 78,386 | |||
Series K, 4.55%,
3/15/2046 |
320,000 | 394,550 | |||
Interstate Power & Light Co.: | |||||
2.30%,
6/1/2030 |
185,000 | 184,049 | |||
3.50%,
9/30/2049 |
200,000 | 216,612 | |||
3.70%,
9/15/2046 |
110,000 | 124,086 | |||
4.10%,
9/26/2028 |
230,000 | 256,289 | |||
ITC Holdings Corp.: | |||||
3.25%,
6/30/2026 |
115,000 | 121,656 | |||
3.35%,
11/15/2027 |
206,000 | 218,585 | |||
3.65%,
6/15/2024 |
30,000 | 31,473 | |||
John Sevier Combined Cycle Generation LLC 4.63%,
1/15/2042 |
144,926 | 175,965 | |||
Kentucky Utilities Co.: | |||||
3.30%,
6/1/2050 |
201,000 | 211,643 | |||
4.38%,
10/1/2045 |
286,000 | 340,709 | |||
5.13%,
11/1/2040 |
465,000 | 596,256 | |||
Louisville Gas & Electric Co. 4.25%,
4/1/2049 |
290,000 | 354,421 | |||
MidAmerican Energy Co.: | |||||
3.10%,
5/1/2027 |
180,000 | 191,878 | |||
3.15%,
4/15/2050 |
148,000 | 155,409 | |||
3.50%,
10/15/2024 |
472,000 | 498,980 | |||
3.65%,
8/1/2048 |
217,000 | 244,960 | |||
4.80%,
9/15/2043 |
250,000 | 317,640 | |||
6.75%,
12/30/2031 |
248,000 | 342,146 | |||
Mississippi Power Co. Series 12-A, 4.25%,
3/15/2042 |
391,000 | 453,451 | |||
National Rural Utilities Cooperative Finance Corp.: | |||||
1.00%,
6/15/2026 |
190,000 | 185,520 | |||
1.35%,
3/15/2031 |
150,000 | 138,524 | |||
2.40%,
3/15/2030 |
167,000 | 168,680 | |||
2.95%,
2/7/2024 |
337,000 | 349,149 | |||
3.40%,
2/7/2028 |
167,000 | 180,153 | |||
3.70%,
3/15/2029 |
310,000 | 340,219 | |||
4.30%,
3/15/2049 |
412,000 | 514,061 | |||
4.40%,
11/1/2048 |
70,000 | 87,588 | |||
3 Month USD LIBOR + 2.91%, 4.75%, 4/30/2043
(c) |
116,000 | 118,390 | |||
Series C, 8.00%,
3/1/2032 |
240,000 | 352,579 |
Security Description | Principal
Amount |
Value | |||
Nevada Power Co.: | |||||
Series CC, 3.70%,
5/1/2029 |
$ 317,000 | $ 348,694 | |||
Series DD, 2.40%,
5/1/2030 |
100,000 | 100,790 | |||
Series EE, 3.13%,
8/1/2050 |
65,000 | 66,017 | |||
Series N, 6.65%,
4/1/2036 |
110,000 | 157,841 | |||
Series R, 6.75%,
7/1/2037 |
505,000 | 733,518 | |||
NextEra Energy Capital Holdings, Inc.: | |||||
0.65%,
3/1/2023 |
525,000 | 523,913 | |||
1.88%,
1/15/2027 |
200,000 | 201,250 | |||
2.25%,
6/1/2030 |
999,000 | 996,463 | |||
2.44%,
1/15/2032 |
200,000 | 200,528 | |||
2.75%,
11/1/2029 |
191,000 | 196,982 | |||
3.00%,
1/15/2052 |
200,000 | 200,062 | |||
3.55%,
5/1/2027 |
292,000 | 316,887 | |||
3 Month USD LIBOR + 2.41%, 4.80%, 12/1/2077
(b)
(c) |
376,000 | 401,391 | |||
Northern States Power Co.: | |||||
2.25%,
4/1/2031 |
199,000 | 200,502 | |||
2.60%,
6/1/2051 |
225,000 | 216,785 | |||
2.90%,
3/1/2050 |
312,500 | 315,472 | |||
3.20%,
4/1/2052 |
85,000 | 91,200 | |||
3.40%,
8/15/2042 |
155,000 | 168,234 | |||
6.25%,
6/1/2036 |
180,000 | 257,101 | |||
NorthWestern Corp. 4.18%,
11/15/2044 |
250,000 | 293,310 | |||
NSTAR Electric Co.: | |||||
1.95%,
8/15/2031 |
250,000 | 243,782 | |||
3.20%,
5/15/2027 |
370,000 | 395,363 | |||
3.25%, 5/15/2029
(b) |
379,000 | 407,027 | |||
5.50%,
3/15/2040 |
200,000 | 273,324 | |||
OGE Energy Corp. 0.70%,
5/26/2023 |
105,000 | 104,596 | |||
Oglethorpe Power Corp.: | |||||
5.05%,
10/1/2048 |
185,000 | 233,241 | |||
5.38%,
11/1/2040 |
190,000 | 242,772 | |||
5.95%,
11/1/2039 |
400,000 | 533,972 | |||
Ohio Power Co.: | |||||
4.00%,
6/1/2049 |
357,000 | 411,032 | |||
4.15%,
4/1/2048 |
147,000 | 172,334 | |||
Series Q, 1.63%,
1/15/2031 |
65,000 | 61,250 | |||
Series R, 2.90%,
10/1/2051 |
250,000 | 243,055 | |||
Oklahoma Gas & Electric Co.: | |||||
0.55%,
5/26/2023 |
145,000 | 144,255 | |||
3.30%,
3/15/2030 |
110,000 | 117,436 | |||
3.85%,
8/15/2047 |
286,000 | 328,025 | |||
4.15%,
4/1/2047 |
230,000 | 271,842 | |||
Oncor Electric Delivery Co. LLC: | |||||
0.55%,
10/1/2025 |
650,000 | 626,158 |
Security Description | Principal
Amount |
Value | |||
2.75%,
6/1/2024 |
$ 595,000 | $ 616,795 | |||
3.10%,
9/15/2049 |
335,000 | 350,802 | |||
3.75%,
4/1/2045 |
175,000 | 199,458 | |||
3.80%,
9/30/2047 |
320,000 | 371,347 | |||
3.80%,
6/1/2049 |
470,000 | 546,760 | |||
4.10%,
11/15/2048 |
155,000 | 188,458 | |||
5.25%,
9/30/2040 |
230,000 | 305,403 | |||
5.30%,
6/1/2042 |
165,000 | 221,123 | |||
Pacific Gas & Electric Co.: | |||||
2.10%,
8/1/2027 |
504,000 | 487,393 | |||
2.50%,
2/1/2031 |
860,000 | 819,288 | |||
2.95%,
3/1/2026 |
100,000 | 101,670 | |||
3.15%,
1/1/2026 |
150,000 | 153,612 | |||
3.25%,
6/1/2031 |
785,000 | 788,564 | |||
3.30%,
12/1/2027 |
466,000 | 473,754 | |||
3.30%,
8/1/2040 |
609,000 | 566,662 | |||
3.45%,
7/1/2025 |
1,000,000 | 1,037,410 | |||
3.50%,
8/1/2050 |
305,000 | 285,129 | |||
3.75%,
7/1/2028 |
460,000 | 478,736 | |||
4.00%,
12/1/2046 |
200,000 | 195,426 | |||
4.20%,
6/1/2041 |
510,000 | 518,175 | |||
4.25%,
3/15/2046 |
125,000 | 125,884 | |||
4.30%,
3/15/2045 |
200,000 | 202,238 | |||
4.55%,
7/1/2030 |
215,000 | 233,202 | |||
4.75%,
2/15/2044 |
340,000 | 354,722 | |||
4.95%,
7/1/2050 |
743,000 | 813,867 | |||
Pacific Gas and Electric Co. 4.65%,
8/1/2028 |
150,000 | 162,346 | |||
PacifiCorp: | |||||
2.90%,
6/15/2052 |
405,000 | 399,707 | |||
4.10%,
2/1/2042 |
100,000 | 114,672 | |||
4.13%,
1/15/2049 |
370,000 | 427,254 | |||
4.15%,
2/15/2050 |
210,000 | 249,022 | |||
6.00%,
1/15/2039 |
258,000 | 353,875 | |||
6.25%,
10/15/2037 |
422,000 | 586,863 | |||
6.35%,
7/15/2038 |
330,000 | 463,086 | |||
7.70%,
11/15/2031 |
100,000 | 143,868 | |||
PECO Energy Co.: | |||||
2.80%,
6/15/2050 |
270,000 | 265,102 | |||
2.85%,
9/15/2051 |
155,000 | 154,611 | |||
3.05%,
3/15/2051 |
115,000 | 118,130 | |||
3.70%,
9/15/2047 |
115,000 | 130,077 | |||
3.90%,
3/1/2048 |
140,000 | 164,629 | |||
4.15%,
10/1/2044 |
115,000 | 136,607 | |||
Pinnacle West Capital Corp. 1.30%,
6/15/2025 |
195,000 | 191,935 | |||
Potomac Electric Power Co.: | |||||
3.60%,
3/15/2024 |
147,000 | 153,913 | |||
4.15%,
3/15/2043 |
280,000 | 329,034 | |||
PPL Capital Funding, Inc. 3.10%,
5/15/2026 |
116,000 | 121,667 | |||
PPL Electric Utilities Corp.: | |||||
3.95%,
6/1/2047 |
185,000 | 217,186 | |||
4.13%,
6/15/2044 |
230,000 | 269,974 | |||
4.15%,
10/1/2045 |
100,000 | 119,687 |
Security Description | Principal
Amount |
Value | |||
4.15%,
6/15/2048 |
$ 222,000 | $ 269,284 | |||
Progress Energy, Inc. 7.75%,
3/1/2031 |
250,000 | 348,587 | |||
Public Service Co. of Colorado: | |||||
3.70%,
6/15/2028 |
229,000 | 251,822 | |||
3.80%,
6/15/2047 |
140,000 | 158,752 | |||
4.05%,
9/15/2049 |
330,000 | 394,634 | |||
Series 35, 1.90%,
1/15/2031 |
289,000 | 282,419 | |||
Series 36, 2.70%,
1/15/2051 |
285,000 | 277,787 | |||
Public Service Co. of New Hampshire: | |||||
3.60%,
7/1/2049 |
100,000 | 113,168 | |||
Series V, 2.20%,
6/15/2031 |
325,000 | 325,848 | |||
Public Service Co. of Oklahoma: | |||||
Series J, 2.20%, 8/15/2031
(b) |
250,000 | 246,832 | |||
Series K, 3.15%,
8/15/2051 |
250,000 | 253,575 | |||
Public Service Electric & Gas Co.: | |||||
Series MTN, 0.95%,
3/15/2026 |
150,000 | 147,092 | |||
Series MTN, 1.90%,
8/15/2031 |
115,000 | 112,640 | |||
Series MTN, 2.05%,
8/1/2050 |
200,000 | 170,206 | |||
Series MTN, 2.25%,
9/15/2026 |
230,000 | 236,350 | |||
Series MTN, 2.38%,
5/15/2023 |
100,000 | 101,773 | |||
Series MTN, 2.45%,
1/15/2030 |
135,000 | 137,695 | |||
Series MTN, 2.70%,
5/1/2050 |
203,000 | 196,896 | |||
Series MTN, 3.00%,
3/1/2051 |
100,000 | 102,994 | |||
Series MTN, 3.15%,
1/1/2050 |
135,000 | 142,066 | |||
Series MTN, 3.20%,
5/15/2029 |
100,000 | 107,782 | |||
Series MTN, 3.20%,
8/1/2049 |
175,000 | 185,619 | |||
Series MTN, 3.60%,
12/1/2047 |
185,000 | 208,021 | |||
Series MTN, 3.80%,
3/1/2046 |
350,000 | 405,478 | |||
Series MTN, 3.95%,
5/1/2042 |
140,000 | 162,334 | |||
Public Service Enterprise Group, Inc.: | |||||
0.80%,
8/15/2025 |
340,000 | 331,004 | |||
1.60%,
8/15/2030 |
570,000 | 528,931 | |||
2.88%,
6/15/2024 |
203,000 | 210,184 |
Security Description | Principal
Amount |
Value | |||
Puget Energy, Inc. 4.10%,
6/15/2030 |
$ 189,000 | $ 204,838 | |||
Puget Sound Energy, Inc.: | |||||
2.89%,
9/15/2051 |
315,000 | 310,892 | |||
3.25%,
9/15/2049 |
256,000 | 268,995 | |||
4.22%,
6/15/2048 |
165,000 | 197,304 | |||
5.64%,
4/15/2041 |
106,000 | 141,725 | |||
6.27%,
3/15/2037 |
136,000 | 187,518 | |||
San Diego Gas & Electric Co.: | |||||
4.15%,
5/15/2048 |
316,000 | 377,494 | |||
4.50%,
8/15/2040 |
128,000 | 155,416 | |||
6.00%,
6/1/2039 |
150,000 | 211,179 | |||
Series RRR, 3.75%,
6/1/2047 |
517,000 | 575,767 | |||
Series VVV, 1.70%,
10/1/2030 |
196,500 | 188,518 | |||
Sempra Energy: | |||||
3.40%,
2/1/2028 |
357,000 | 380,366 | |||
3.80%,
2/1/2038 |
233,000 | 256,286 | |||
4.00%,
2/1/2048 |
215,000 | 240,387 | |||
6.00%,
10/15/2039 |
169,000 | 232,799 | |||
Sierra Pacific Power Co. 2.60%,
5/1/2026 |
225,000 | 234,099 | |||
South Carolina Electric & Gas Co. 5.45%, 2/1/2041
(b) |
256,000 | 346,220 | |||
Southern California Edison Co.: | |||||
0.70%,
4/3/2023 |
75,000 | 74,767 | |||
1.10%,
4/1/2024 |
190,000 | 189,343 | |||
2.25%, 6/1/2030
(b) |
415,000 | 410,983 | |||
2.85%,
8/1/2029 |
230,000 | 238,071 | |||
3.65%,
2/1/2050 |
208,000 | 222,288 | |||
4.00%,
4/1/2047 |
190,000 | 209,823 | |||
4.50%,
9/1/2040 |
350,000 | 398,419 | |||
4.65%,
10/1/2043 |
248,000 | 291,663 | |||
5.50%,
3/15/2040 |
275,000 | 345,620 | |||
5.63%,
2/1/2036 |
211,000 | 264,497 | |||
6.05%,
3/15/2039 |
543,000 | 714,707 | |||
Series 05-E, 5.35%,
7/15/2035 |
340,000 | 421,444 | |||
Series 06-E, 5.55%,
1/15/2037 |
100,000 | 124,412 | |||
Series 13-A, 3.90%,
3/15/2043 |
533,000 | 567,496 | |||
Series B, 3.65%,
3/1/2028 |
133,000 | 143,608 | |||
Series B, 4.88%,
3/1/2049 |
110,000 | 134,940 | |||
Series C, 4.13%,
3/1/2048 |
316,000 | 355,137 | |||
Series D, 3.40%,
6/1/2023 |
195,000 | 200,540 | |||
Series E, 3.70%,
8/1/2025 |
110,000 | 117,480 | |||
Series G, 2.50%,
6/1/2031 |
221,000 | 222,386 | |||
Series J, 0.70%,
8/1/2023 |
125,000 | 124,410 | |||
Series K, 0.98%,
8/1/2024 |
125,000 | 123,938 | |||
Southern Co.: | |||||
3.25%,
7/1/2026 |
1,012,000 | 1,072,396 | |||
4.25%,
7/1/2036 |
1,318,000 | 1,489,406 |
Security Description | Principal
Amount |
Value | |||
4.40%,
7/1/2046 |
$ 299,000 | $ 353,155 | |||
Series 21-A, 0.60%,
2/26/2024 |
306,000 | 302,310 | |||
Series 21-A, 5 year CMT + 2.92%, 3.75%, 9/15/2051
(c) |
175,000 | 175,019 | |||
Series 21-B, 1.75%,
3/15/2028 |
260,000 | 252,993 | |||
Southern Power Co.: | |||||
0.90%,
1/15/2026 |
80,000 | 77,414 | |||
4.15%,
12/1/2025 |
194,000 | 211,313 | |||
5.15%,
9/15/2041 |
200,000 | 245,526 | |||
Southwestern Electric Power Co.: | |||||
6.20%,
3/15/2040 |
260,000 | 364,094 | |||
Series L, 3.85%,
2/1/2048 |
100,000 | 108,165 | |||
Series N, 1.65%, 3/15/2026
(b) |
250,000 | 248,425 | |||
Southwestern Public Service Co.: | |||||
3.40%,
8/15/2046 |
165,000 | 177,050 | |||
3.75%,
6/15/2049 |
300,000 | 341,400 | |||
4.50%,
8/15/2041 |
300,000 | 363,282 | |||
Series 6, 4.40%,
11/15/2048 |
190,000 | 235,450 | |||
Series 8, 3.15%,
5/1/2050 |
350,000 | 365,785 | |||
Tampa Electric Co.: | |||||
2.40%,
3/15/2031 |
55,000 | 55,615 | |||
3.45%,
3/15/2051 |
160,000 | 175,891 | |||
3.63%,
6/15/2050 |
15,000 | 16,928 | |||
4.10%,
6/15/2042 |
125,000 | 143,824 | |||
4.30%,
6/15/2048 |
130,000 | 159,758 | |||
4.45%,
6/15/2049 |
303,000 | 384,555 | |||
Tucson Electric Power Co.: | |||||
1.50%,
8/1/2030 |
356,000 | 333,611 | |||
3.25%,
5/1/2051 |
150,000 | 156,208 | |||
4.00%,
6/15/2050 |
200,000 | 232,872 | |||
4.85%,
12/1/2048 |
145,000 | 187,733 | |||
Union Electric Co.: | |||||
2.95%,
6/15/2027 |
218,000 | 229,829 | |||
3.25%,
10/1/2049 |
500,000 | 531,795 | |||
3.50%,
3/15/2029 |
114,000 | 123,932 | |||
3.65%,
4/15/2045 |
90,000 | 100,355 | |||
3.90%,
9/15/2042 |
310,000 | 352,039 | |||
Virginia Electric & Power Co.: | |||||
2.45%,
12/15/2050 |
236,000 | 217,196 | |||
Series A, 2.88%,
7/15/2029 |
169,000 | 178,317 | |||
Series A, 3.15%,
1/15/2026 |
606,000 | 640,342 | |||
Series A, 3.80%,
4/1/2028 |
550,000 | 602,657 | |||
Series B, 3.80%,
9/15/2047 |
220,000 | 249,278 | |||
Series B, 4.20%,
5/15/2045 |
150,000 | 178,647 |
Security Description | Principal
Amount |
Value | ||||
Series B, 6.00%,
1/15/2036 |
$ 284,000 | $ 387,464 | ||||
Series C, 2.75%,
3/15/2023 |
270,000 | 275,170 | ||||
Series C, 4.00%,
11/15/2046 |
110,000 | 127,993 | ||||
WEC Energy Group, Inc.: | ||||||
0.55%,
9/15/2023 |
200,000 | 198,468 | ||||
0.80%,
3/15/2024 |
225,000 | 222,815 | ||||
1.38%,
10/15/2027 |
215,000 | 207,561 | ||||
1.80%,
10/15/2030 |
115,000 | 108,463 | ||||
2.20%,
12/15/2028 |
400,000 | 399,952 | ||||
Wisconsin Electric Power Co. 2.05%,
12/15/2024 |
395,000 | 404,725 | ||||
Wisconsin Power & Light Co.: | ||||||
3.05%,
10/15/2027 |
246,000 | 258,834 | ||||
3.65%,
4/1/2050 |
335,000 | 381,253 | ||||
Wisconsin Public Service Corp. 3.67%,
12/1/2042 |
121,000 | 135,099 | ||||
Xcel Energy, Inc.: | ||||||
0.50%,
10/15/2023 |
200,000 | 198,634 | ||||
2.60%,
12/1/2029 |
220,000 | 224,778 | ||||
3.40%,
6/1/2030 |
150,000 | 161,496 | ||||
3.50%,
12/1/2049 |
160,000 | 171,797 | ||||
4.00%,
6/15/2028 |
110,000 | 121,359 | ||||
6.50%,
7/1/2036 |
5,000 | 7,035 | ||||
133,404,558 | ||||||
ELECTRICAL COMPONENTS & EQUIPMENT — 0.0% (a) | ||||||
Acuity Brands Lighting, Inc. 2.15%,
12/15/2030 |
101,000 | 98,424 | ||||
Emerson Electric Co.: | ||||||
0.88%,
10/15/2026 |
411,000 | 399,977 | ||||
1.80%,
10/15/2027 |
123,000 | 123,465 | ||||
1.95%, 10/15/2030
(b) |
355,000 | 349,984 | ||||
2.00%, 12/21/2028
(b) |
200,000 | 199,900 | ||||
2.20%,
12/21/2031 |
200,000 | 199,170 | ||||
2.75%,
10/15/2050 |
110,000 | 106,164 | ||||
2.80%,
12/21/2051 |
200,000 | 196,082 | ||||
1,673,166 | ||||||
ELECTRONICS — 0.2% | ||||||
Agilent Technologies, Inc.: | ||||||
2.10%,
6/4/2030 |
195,000 | 190,940 | ||||
2.30%,
3/12/2031 |
350,000 | 346,493 | ||||
2.75%,
9/15/2029 |
155,000 | 160,244 | ||||
3.05%,
9/22/2026 |
198,000 | 209,157 | ||||
Allegion PLC 3.50%,
10/1/2029 |
100,000 | 106,428 | ||||
Allegion US Holding Co., Inc.: | ||||||
3.20%,
10/1/2024 |
107,000 | 111,261 | ||||
3.55%,
10/1/2027 |
92,000 | 97,544 | ||||
Amphenol Corp.: | ||||||
2.20%,
9/15/2031 |
145,000 | 142,113 | ||||
2.80%,
2/15/2030 |
112,000 | 115,809 | ||||
3.20%,
4/1/2024 |
100,000 | 104,039 |
Security Description | Principal
Amount |
Value | ||||
4.35%,
6/1/2029 |
$ 443,000 | $ 503,345 | ||||
Arrow Electronics, Inc.: | ||||||
3.25%,
9/8/2024 |
227,000 | 236,747 | ||||
3.88%,
1/12/2028 |
184,000 | 199,443 | ||||
Flex, Ltd.: | ||||||
3.75%,
2/1/2026 |
225,000 | 240,496 | ||||
4.88%,
6/15/2029 |
203,000 | 230,801 | ||||
4.88%,
5/12/2030 |
310,000 | 353,446 | ||||
Fortive Corp.: | ||||||
3.15%,
6/15/2026 |
180,000 | 190,894 | ||||
4.30%,
6/15/2046 |
180,000 | 214,682 | ||||
Honeywell International, Inc.: | ||||||
1.10%,
3/1/2027 |
400,000 | 390,192 | ||||
1.35%,
6/1/2025 |
205,000 | 205,773 | ||||
1.75%, 9/1/2031
(b) |
270,000 | 262,856 | ||||
1.95%,
6/1/2030 |
345,000 | 343,306 | ||||
2.30%,
8/15/2024 |
200,000 | 206,406 | ||||
2.50%, 11/1/2026
(b) |
209,000 | 218,743 | ||||
2.70%,
8/15/2029 |
196,000 | 205,357 | ||||
3.81%,
11/21/2047 |
450,000 | 537,561 | ||||
5.70%,
3/15/2037 |
227,000 | 313,367 | ||||
Hubbell, Inc.: | ||||||
2.30%,
3/15/2031 |
290,000 | 290,197 | ||||
3.15%,
8/15/2027 |
100,000 | 105,429 | ||||
Jabil, Inc.: | ||||||
3.00%,
1/15/2031 |
240,000 | 246,907 | ||||
3.60%,
1/15/2030 |
268,000 | 290,070 | ||||
3.95%,
1/12/2028 |
109,000 | 119,086 | ||||
Keysight Technologies, Inc. 3.00%,
10/30/2029 |
268,000 | 278,991 | ||||
TD SYNNEX Corp.: | ||||||
1.25%, 8/9/2024
(d) |
190,000 | 187,815 | ||||
1.75%, 8/9/2026
(d) |
250,000 | 244,175 | ||||
2.38%, 8/9/2028
(d) |
275,000 | 266,981 | ||||
2.65%, 8/9/2031
(d) |
150,000 | 144,391 | ||||
Trimble, Inc. 4.75%,
12/1/2024 |
267,000 | 289,300 | ||||
Tyco Electronics Group SA: | ||||||
3.13%,
8/15/2027 |
339,000 | 361,886 | ||||
3.70%,
2/15/2026 |
198,000 | 213,074 | ||||
Vontier Corp.: | ||||||
1.80%, 4/1/2026
(d) |
273,000 | 268,291 | ||||
2.40%, 4/1/2028
(d) |
202,000 | 196,853 | ||||
2.95%, 4/1/2031
(d) |
274,000 | 269,893 | ||||
10,210,782 | ||||||
ENVIRONMENTAL CONTROL — 0.1% | ||||||
Republic Services, Inc.: | ||||||
0.88%,
11/15/2025 |
110,000 | 106,875 | ||||
1.45%,
2/15/2031 |
270,000 | 251,348 | ||||
1.75%,
2/15/2032 |
226,000 | 213,170 | ||||
2.30%,
3/1/2030 |
227,000 | 227,406 | ||||
2.50%,
8/15/2024 |
237,000 | 243,916 | ||||
2.90%,
7/1/2026 |
112,000 | 117,224 | ||||
3.05%,
3/1/2050 |
222,000 | 227,426 | ||||
3.20%,
3/15/2025 |
125,000 | 131,030 |
Security Description | Principal
Amount |
Value | ||||
3.38%,
11/15/2027 |
$ 285,000 | $ 306,597 | ||||
3.95%,
5/15/2028 |
47,000 | 52,107 | ||||
4.75%,
5/15/2023 |
163,000 | 170,011 | ||||
Waste Connections, Inc.: | ||||||
2.20%,
1/15/2032 |
115,000 | 112,795 | ||||
2.60%,
2/1/2030 |
195,000 | 198,649 | ||||
2.95%,
1/15/2052 |
115,000 | 113,109 | ||||
3.50%,
5/1/2029 |
210,000 | 227,333 | ||||
4.25%,
12/1/2028 |
270,000 | 303,623 | ||||
Waste Management, Inc.: | ||||||
0.75%, 11/15/2025
(b) |
275,000 | 268,161 | ||||
1.15%, 3/15/2028
(b) |
227,000 | 216,447 | ||||
1.50%,
3/15/2031 |
284,000 | 267,414 | ||||
2.00%,
6/1/2029 |
204,000 | 202,874 | ||||
2.50%,
11/15/2050 |
52,000 | 49,498 | ||||
3.15%, 11/15/2027
(b) |
229,000 | 244,744 | ||||
4.15%,
7/15/2049 |
100,000 | 126,212 | ||||
4,377,969 | ||||||
FOOD — 0.3% | ||||||
Campbell Soup Co.: | ||||||
3.30%,
3/19/2025 |
304,000 | 320,632 | ||||
3.95%,
3/15/2025 |
330,000 | 353,179 | ||||
4.80%,
3/15/2048 |
367,000 | 458,805 | ||||
Conagra Brands, Inc.: | ||||||
0.50%,
8/11/2023 |
50,000 | 49,601 | ||||
3.20%,
1/25/2023 |
90,000 | 91,679 | ||||
4.30%,
5/1/2024 |
553,000 | 589,028 | ||||
4.60%,
11/1/2025 |
302,000 | 332,218 | ||||
4.85%,
11/1/2028 |
242,000 | 278,431 | ||||
5.30%,
11/1/2038 |
676,000 | 854,721 | ||||
5.40%, 11/1/2048
(b) |
200,000 | 270,406 | ||||
7.00%,
10/1/2028 |
133,000 | 172,129 | ||||
8.25%,
9/15/2030 |
200,000 | 283,392 | ||||
Flowers Foods, Inc.: | ||||||
2.40%,
3/15/2031 |
110,000 | 108,398 | ||||
3.50%,
10/1/2026 |
156,000 | 167,237 | ||||
General Mills, Inc.: | ||||||
2.88%,
4/15/2030 |
146,000 | 152,233 | ||||
3.20%,
2/10/2027 |
275,000 | 292,440 | ||||
3.65%,
2/15/2024 |
100,000 | 104,789 | ||||
3.70%,
10/17/2023 |
311,000 | 325,483 | ||||
4.00%,
4/17/2025 |
674,000 | 724,833 | ||||
4.20%,
4/17/2028 |
336,000 | 375,020 | ||||
Hershey Co.: | ||||||
0.90%,
6/1/2025 |
160,000 | 157,957 | ||||
1.70%,
6/1/2030 |
175,000 | 171,266 | ||||
2.05%,
11/15/2024 |
255,000 | 261,594 | ||||
2.30%,
8/15/2026 |
20,000 | 20,747 | ||||
2.65%,
6/1/2050 |
120,000 | 120,432 | ||||
3.13%,
11/15/2049 |
350,000 | 377,639 | ||||
3.38%,
8/15/2046 |
75,000 | 83,985 | ||||
Hormel Foods Corp.: | ||||||
0.65%,
6/3/2024 |
85,000 | 84,360 | ||||
1.70%, 6/3/2028
(b) |
180,000 | 179,485 | ||||
1.80%,
6/11/2030 |
140,000 | 137,305 |
Security Description | Principal
Amount |
Value | |||
3.05%, 6/3/2051
(b) |
$ 265,000 | $ 282,024 | |||
Ingredion, Inc.: | |||||
2.90%,
6/1/2030 |
270,000 | 278,373 | |||
3.90%,
6/1/2050 |
175,000 | 199,332 | |||
JM Smucker Co.: | |||||
2.38%,
3/15/2030 |
115,000 | 115,335 | |||
2.75%,
9/15/2041 |
250,000 | 241,880 | |||
3.38%, 12/15/2027
(b) |
195,000 | 209,974 | |||
3.50%,
3/15/2025 |
217,000 | 231,285 | |||
3.55%,
3/15/2050 |
75,000 | 80,944 | |||
4.25%,
3/15/2035 |
165,000 | 193,164 | |||
4.38%,
3/15/2045 |
25,000 | 30,391 | |||
Kellogg Co.: | |||||
2.10%,
6/1/2030 |
125,000 | 122,680 | |||
2.65%,
12/1/2023 |
272,000 | 280,424 | |||
3.25%,
4/1/2026 |
113,000 | 119,877 | |||
3.40%,
11/15/2027 |
522,000 | 562,653 | |||
Series B, 7.45%,
4/1/2031 |
234,000 | 329,753 | |||
Koninklijke Ahold Delhaize NV 5.70%,
10/1/2040 |
196,000 | 269,819 | |||
Kroger Co.: | |||||
1.70%, 1/15/2031
(b) |
280,000 | 265,969 | |||
2.20%,
5/1/2030 |
349,000 | 347,440 | |||
2.65%,
10/15/2026 |
331,000 | 344,180 | |||
3.70%, 8/1/2027
(b) |
293,000 | 319,306 | |||
3.88%,
10/15/2046 |
510,000 | 569,083 | |||
4.45%,
2/1/2047 |
164,000 | 199,331 | |||
4.65%,
1/15/2048 |
240,000 | 298,188 | |||
5.40%,
7/15/2040 |
129,000 | 168,772 | |||
5.40%,
1/15/2049 |
219,000 | 305,562 | |||
6.90%,
4/15/2038 |
149,000 | 219,236 | |||
McCormick & Co., Inc.: | |||||
0.90%,
2/15/2026 |
215,000 | 207,580 | |||
1.85%, 2/15/2031
(b) |
135,000 | 129,280 | |||
2.50%,
4/15/2030 |
390,000 | 394,220 | |||
3.15%,
8/15/2024 |
100,000 | 104,474 | |||
3.40%,
8/15/2027 |
123,000 | 132,933 | |||
4.20%,
8/15/2047 |
200,000 | 240,184 | |||
Mondelez International, Inc.: | |||||
1.50%,
5/4/2025 |
386,000 | 386,780 | |||
1.50%, 2/4/2031
(b) |
155,000 | 145,120 | |||
1.88%, 10/15/2032
(b) |
155,000 | 147,862 | |||
2.63%,
9/4/2050 |
247,000 | 231,071 | |||
2.75%,
4/13/2030 |
575,000 | 595,780 | |||
Sysco Corp.: | |||||
2.40%,
2/15/2030 |
100,000 | 100,323 | |||
3.25%,
7/15/2027 |
104,000 | 110,525 | |||
3.30%,
2/15/2050 |
185,000 | 187,623 | |||
3.75%,
10/1/2025 |
284,000 | 304,508 | |||
4.45%,
3/15/2048 |
300,000 | 352,941 | |||
4.50%,
4/1/2046 |
338,000 | 394,794 | |||
4.85%,
10/1/2045 |
264,000 | 322,817 | |||
5.38%,
9/21/2035 |
399,000 | 503,079 | |||
6.60%,
4/1/2050 |
232,000 | 362,273 |
Security Description | Principal
Amount |
Value | ||||
Tyson Foods, Inc.: | ||||||
3.55%,
6/2/2027 |
$ 790,000 | $ 850,972 | ||||
3.90%,
9/28/2023 |
225,000 | 235,235 | ||||
3.95%,
8/15/2024 |
150,000 | 159,549 | ||||
4.00%,
3/1/2026 |
182,000 | 197,465 | ||||
4.55%,
6/2/2047 |
222,000 | 275,158 | ||||
4.88%,
8/15/2034 |
185,000 | 225,126 | ||||
5.10%,
9/28/2048 |
293,000 | 394,147 | ||||
5.15%,
8/15/2044 |
152,000 | 197,521 | ||||
22,373,739 | ||||||
FOREST PRODUCTS & PAPER — 0.1% | ||||||
Celulosa Arauco y Constitucion SA: | ||||||
3.88%,
11/2/2027 |
471,000 | 500,475 | ||||
4.50%,
8/1/2024 |
392,000 | 416,512 | ||||
Fibria Overseas Finance, Ltd. 5.50%,
1/17/2027 |
307,000 | 344,482 | ||||
Georgia-Pacific LLC 8.00%,
1/15/2024 |
250,000 | 284,395 | ||||
International Paper Co.: | ||||||
4.35%,
8/15/2048 |
201,000 | 247,037 | ||||
4.80%,
6/15/2044 |
528,000 | 667,138 | ||||
6.00%,
11/15/2041 |
189,000 | 261,610 | ||||
Suzano Austria GmbH: | ||||||
2.50%,
9/15/2028 |
305,000 | 294,423 | ||||
3.75%,
1/15/2031 |
250,000 | 254,305 | ||||
5.00%,
1/15/2030 |
433,000 | 475,763 | ||||
6.00%,
1/15/2029 |
595,000 | 688,647 | ||||
4,434,787 | ||||||
GAS — 0.2% | ||||||
Atmos Energy Corp.: | ||||||
1.50%,
1/15/2031 |
400,000 | 375,072 | ||||
3.00%,
6/15/2027 |
251,000 | 266,093 | ||||
3.38%,
9/15/2049 |
201,000 | 215,265 | ||||
4.13%,
10/15/2044 |
291,000 | 340,514 | ||||
4.13%,
3/15/2049 |
228,000 | 272,961 | ||||
4.15%,
1/15/2043 |
108,000 | 125,078 | ||||
5.50%,
6/15/2041 |
200,000 | 265,036 | ||||
CenterPoint Energy Resources Corp. 0.70%,
3/2/2023 |
425,000 | 423,126 | ||||
National Fuel Gas Co.: | ||||||
2.95%,
3/1/2031 |
171,000 | 171,788 | ||||
3.75%,
3/1/2023 |
147,000 | 150,194 | ||||
5.20%,
7/15/2025 |
50,000 | 54,853 | ||||
5.50%,
1/15/2026 |
360,000 | 403,589 | ||||
NiSource, Inc.: | ||||||
0.95%,
8/15/2025 |
321,000 | 312,834 | ||||
1.70%, 2/15/2031
(b) |
200,000 | 187,154 | ||||
3.49%,
5/15/2027 |
246,000 | 264,556 | ||||
3.60%,
5/1/2030 |
258,000 | 278,715 | ||||
4.38%,
5/15/2047 |
167,000 | 198,720 | ||||
4.80%,
2/15/2044 |
560,000 | 685,249 | ||||
5.65%,
2/1/2045 |
270,000 | 366,179 |
Security Description | Principal
Amount |
Value | ||||
5.95%,
6/15/2041 |
$ 67,000 | $ 92,736 | ||||
ONE Gas, Inc.: | ||||||
0.85%,
3/11/2023 |
113,000 | 112,764 | ||||
1.10%,
3/11/2024 |
450,000 | 446,418 | ||||
Piedmont Natural Gas Co., Inc.: | ||||||
2.50%,
3/15/2031 |
190,000 | 189,610 | ||||
3.50%,
6/1/2029 |
283,000 | 302,909 | ||||
3.64%,
11/1/2046 |
458,000 | 486,291 | ||||
Southern California Gas Co.: | ||||||
3.75%,
9/15/2042 |
250,000 | 279,355 | ||||
Series UU, 4.13%,
6/1/2048 |
560,000 | 672,325 | ||||
Series VV, 4.30%,
1/15/2049 |
300,000 | 371,775 | ||||
Series WW, 3.95%,
2/15/2050 |
263,000 | 311,324 | ||||
Southern Co. Gas Capital Corp.: | ||||||
2.45%,
10/1/2023 |
230,000 | 235,157 | ||||
5.88%,
3/15/2041 |
125,000 | 171,215 | ||||
Series 20-A, 1.75%,
1/15/2031 |
125,000 | 117,469 | ||||
Series 21A, 3.15%,
9/30/2051 |
125,000 | 125,671 | ||||
Southwest Gas Corp.: | ||||||
2.20%,
6/15/2030 |
205,000 | 201,572 | ||||
3.18%,
8/15/2051 |
175,000 | 169,370 | ||||
3.70%,
4/1/2028 |
200,000 | 216,644 | ||||
3.80%,
9/29/2046 |
100,000 | 108,343 | ||||
Washington Gas Light Co.: | ||||||
Series K, 3.80%,
9/15/2046 |
225,000 | 256,511 | ||||
Series MTN, 3.65%,
9/15/2049 |
300,000 | 336,723 | ||||
10,561,158 | ||||||
HAND & MACHINE TOOLS — 0.0% (a) | ||||||
Kennametal, Inc.: | ||||||
2.80%,
3/1/2031 |
155,000 | 154,360 | ||||
4.63%,
6/15/2028 |
314,000 | 352,628 | ||||
Snap-on, Inc.: | ||||||
3.10%,
5/1/2050 |
225,000 | 237,330 | ||||
4.10%,
3/1/2048 |
270,000 | 327,224 | ||||
Stanley Black & Decker, Inc.: | ||||||
2.30%,
3/15/2030 |
304,000 | 307,365 | ||||
2.75%,
11/15/2050 |
265,000 | 255,150 | ||||
3.40%,
3/1/2026 |
410,000 | 437,187 | ||||
2,071,244 | ||||||
HEALTH CARE PRODUCTS — 0.3% | ||||||
Abbott Laboratories: | ||||||
1.15%, 1/30/2028
(b) |
368,000 | 357,777 | ||||
1.40%, 6/30/2030
(b) |
126,000 | 121,590 | ||||
2.95%,
3/15/2025 |
514,000 | 540,065 | ||||
3.40%,
11/30/2023 |
243,000 | 253,918 | ||||
3.75%,
11/30/2026 |
349,000 | 385,607 |
Security Description | Principal
Amount |
Value | |||
3.88%,
9/15/2025 |
$ 67,000 | $ 72,747 | |||
4.75%,
11/30/2036 |
341,000 | 435,348 | |||
4.75%,
4/15/2043 |
400,000 | 520,204 | |||
4.90%,
11/30/2046 |
882,000 | 1,210,598 | |||
6.00%,
4/1/2039 |
219,000 | 317,151 | |||
Baxter International, Inc.: | |||||
1.73%,
4/1/2031 |
90,000 | 86,056 | |||
2.60%,
8/15/2026 |
288,000 | 299,048 | |||
3.50%,
8/15/2046 |
155,000 | 168,749 | |||
Boston Scientific Corp.: | |||||
1.90%,
6/1/2025 |
103,000 | 104,299 | |||
2.65%,
6/1/2030 |
520,000 | 529,750 | |||
3.45%,
3/1/2024 |
258,000 | 269,868 | |||
3.75%,
3/1/2026 |
506,000 | 544,805 | |||
4.00%,
3/1/2029 |
161,000 | 178,797 | |||
4.55%,
3/1/2039 |
243,000 | 290,570 | |||
Danaher Corp.: | |||||
2.80%,
12/10/2051 |
250,000 | 247,332 | |||
3.35%,
9/15/2025 |
75,000 | 79,958 | |||
4.38%,
9/15/2045 |
126,000 | 155,689 | |||
Dentsply Sirona, Inc. 3.25%,
6/1/2030 |
120,000 | 126,704 | |||
DH Europe Finance II Sarl: | |||||
2.20%,
11/15/2024 |
228,000 | 233,151 | |||
2.60%,
11/15/2029 |
583,000 | 601,860 | |||
3.25%,
11/15/2039 |
215,000 | 228,973 | |||
Edwards Lifesciences Corp. 4.30%,
6/15/2028 |
195,000 | 219,266 | |||
Koninklijke Philips NV: | |||||
5.00%,
3/15/2042 |
139,000 | 176,337 | |||
6.88%,
3/11/2038 |
120,000 | 175,124 | |||
Medtronic Global Holdings SCA 3.35%, 4/1/2027
(b) |
297,000 | 320,677 | |||
Medtronic, Inc.: | |||||
4.38%,
3/15/2035 |
550,000 | 677,341 | |||
4.63%, 3/15/2045
(b) |
520,000 | 682,115 | |||
PerkinElmer, Inc.: | |||||
0.55%,
9/15/2023 |
160,000 | 158,744 | |||
0.85%,
9/15/2024 |
145,000 | 142,961 | |||
1.90%,
9/15/2028 |
250,000 | 245,733 | |||
2.25%,
9/15/2031 |
230,000 | 224,015 | |||
2.55%,
3/15/2031 |
210,000 | 211,789 | |||
3.30%,
9/15/2029 |
213,000 | 226,732 | |||
Smith & Nephew PLC 2.03%,
10/14/2030 |
230,000 | 222,189 | |||
STERIS Irish FinCo UnLtd Co.: | |||||
2.70%,
3/15/2031 |
300,000 | 303,516 | |||
3.75%,
3/15/2051 |
160,000 | 174,382 | |||
Stryker Corp.: | |||||
0.60%,
12/1/2023 |
460,000 | 457,162 | |||
1.15%,
6/15/2025 |
225,000 | 223,259 | |||
1.95%,
6/15/2030 |
178,000 | 173,999 | |||
2.90%,
6/15/2050 |
100,000 | 100,963 | |||
3.38%,
5/15/2024 |
500,000 | 522,920 |
Security Description | Principal
Amount |
Value | ||||
4.10%,
4/1/2043 |
$ 250,000 | $ 293,140 | ||||
Thermo Fisher Scientific, Inc.: | ||||||
0.80%,
10/18/2023 |
590,000 | 588,094 | ||||
1.22%,
10/18/2024 |
560,000 | 559,574 | ||||
1.75%,
10/15/2028 |
140,000 | 139,114 | ||||
2.00%,
10/15/2031 |
175,000 | 172,506 | ||||
2.60%,
10/1/2029 |
448,000 | 464,822 | ||||
2.80%,
10/15/2041 |
90,000 | 90,883 | ||||
4.10%,
8/15/2047 |
300,000 | 373,563 | ||||
5.30%,
2/1/2044 |
175,000 | 242,765 | ||||
Zimmer Biomet Holdings, Inc.: | ||||||
4.45%,
8/15/2045 |
220,000 | 262,218 | ||||
5.75%,
11/30/2039 |
190,000 | 253,610 | ||||
17,440,127 | ||||||
HEALTH CARE SERVICES — 0.8% | ||||||
Adventist Health System: | ||||||
2.95%,
3/1/2029 |
100,000 | 104,601 | ||||
3.63%,
3/1/2049 |
310,000 | 344,308 | ||||
Advocate Health & Hospitals Corp.: | ||||||
3.39%,
10/15/2049 |
209,000 | 231,670 | ||||
4.27%,
8/15/2048 |
120,000 | 150,882 | ||||
Series 2020, 3.01%,
6/15/2050 |
162,000 | 168,819 | ||||
Aetna, Inc.: | ||||||
2.80%,
6/15/2023 |
450,000 | 461,079 | ||||
3.88%,
8/15/2047 |
317,000 | 354,156 | ||||
4.13%,
11/15/2042 |
147,000 | 166,444 | ||||
4.50%,
5/15/2042 |
221,000 | 260,510 | ||||
4.75%,
3/15/2044 |
155,000 | 190,720 | ||||
6.63%,
6/15/2036 |
241,000 | 344,023 | ||||
AHS Hospital Corp.: | ||||||
5.02%,
7/1/2045 |
75,000 | 102,165 | ||||
Series 2021, 2.78%,
7/1/2051 |
150,000 | 148,542 | ||||
Allina Health System: | ||||||
Series 2019, 3.89%,
4/15/2049 |
200,000 | 234,786 | ||||
Series 2021, 2.90%,
11/15/2051 |
250,000 | 250,075 | ||||
Anthem, Inc.: | ||||||
0.45%,
3/15/2023 |
290,000 | 289,078 | ||||
1.50%,
3/15/2026 |
481,000 | 480,307 | ||||
2.25%,
5/15/2030 |
253,000 | 252,459 | ||||
2.55%,
3/15/2031 |
415,000 | 424,483 | ||||
2.88%,
9/15/2029 |
343,000 | 358,754 | ||||
3.13%,
5/15/2050 |
225,000 | 231,667 | ||||
3.30%,
1/15/2023 |
400,000 | 410,820 | ||||
3.50%,
8/15/2024 |
241,000 | 254,523 | ||||
3.60%,
3/15/2051 |
235,000 | 261,282 | ||||
3.65%,
12/1/2027 |
469,000 | 514,760 | ||||
4.10%,
3/1/2028 |
220,000 | 245,137 | ||||
4.55%,
3/1/2048 |
260,000 | 325,224 | ||||
4.63%,
5/15/2042 |
361,000 | 449,542 | ||||
4.65%,
1/15/2043 |
190,000 | 237,236 |
Security Description | Principal
Amount |
Value | |||
4.65%,
8/15/2044 |
$ 244,000 | $ 305,588 | |||
5.10%,
1/15/2044 |
100,000 | 132,005 | |||
Ascension Health: | |||||
3.95%,
11/15/2046 |
348,000 | 428,719 | |||
Series B, 2.53%,
11/15/2029 |
217,000 | 226,064 | |||
Series B, 3.11%,
11/15/2039 |
300,000 | 319,620 | |||
Banner Health: | |||||
1.90%,
1/1/2031 |
75,000 | 72,668 | |||
2.34%,
1/1/2030 |
150,000 | 151,884 | |||
2.91%,
1/1/2042 |
100,000 | 101,515 | |||
2.91%,
1/1/2051 |
200,000 | 203,204 | |||
Series 2020, 3.18%, 1/1/2050
(b) |
298,000 | 316,148 | |||
Baylor Scott & White Holdings: | |||||
4.19%,
11/15/2045 |
365,000 | 447,037 | |||
Series 2021, 1.78%,
11/15/2030 |
25,000 | 24,121 | |||
Series 2021, 2.84%,
11/15/2050 |
205,000 | 204,539 | |||
Bon Secours Mercy Health, Inc.: | |||||
3.46%,
6/1/2030 |
50,000 | 54,233 | |||
Series 20-2, 2.10%,
6/1/2031 |
125,000 | 122,471 | |||
Series 20-2, 3.21%,
6/1/2050 |
60,000 | 62,689 | |||
Catholic Health Services of Long Island Obligated Group Series 2020, 3.37%,
7/1/2050 |
250,000 | 256,172 | |||
Children's Health System of Texas 2.51%,
8/15/2050 |
362,000 | 340,356 | |||
Children's Hospital Corp.: | |||||
Series 2020, 2.59%,
2/1/2050 |
105,000 | 100,736 | |||
Series 2020, 2.93%,
7/15/2050 |
135,000 | 132,642 | |||
Children's Hospital Medical Center 4.27%,
5/15/2044 |
250,000 | 314,055 | |||
Cigna Holding Co. 5.38%,
2/15/2042 |
125,000 | 153,295 | |||
CommonSpirit Health: | |||||
1.55%,
10/1/2025 |
104,000 | 103,122 | |||
2.78%,
10/1/2030 |
85,000 | 87,163 | |||
3.35%,
10/1/2029 |
598,000 | 635,704 | |||
3.91%,
10/1/2050 |
175,000 | 195,162 | |||
4.19%,
10/1/2049 |
308,000 | 359,174 | |||
4.35%,
11/1/2042 |
197,000 | 225,335 |
Security Description | Principal
Amount |
Value | |||
Community Health Network, Inc. Series 20-A, 3.10%,
5/1/2050 |
$ 250,000 | $ 249,345 | |||
Cottage Health Obligated Group Series 2020, 3.30%,
11/1/2049 |
135,000 | 144,563 | |||
Dartmouth-Hitchcock Health Series B, 4.18%,
8/1/2048 |
100,000 | 120,652 | |||
Dignity Health 4.50%,
11/1/2042 |
117,000 | 138,599 | |||
Franciscan Missionaries of Our Lady Health System, Inc. Series B, 3.91%,
7/1/2049 |
250,000 | 289,762 | |||
Hackensack Meridian Health, Inc.: | |||||
4.21%,
7/1/2048 |
240,000 | 296,671 | |||
Series 2020, 2.68%,
9/1/2041 |
275,000 | 269,417 | |||
Series 2020, 2.88%,
9/1/2050 |
150,000 | 150,926 | |||
Hartford HealthCare Corp. 3.45%,
7/1/2054 |
170,000 | 179,214 | |||
HCA, Inc.: | |||||
3.50%,
7/15/2051 |
150,000 | 153,772 | |||
4.13%,
6/15/2029 |
588,000 | 648,323 | |||
4.50%,
2/15/2027 |
261,000 | 288,045 | |||
4.75%,
5/1/2023 |
554,000 | 580,514 | |||
5.00%,
3/15/2024 |
363,000 | 390,515 | |||
5.13%,
6/15/2039 |
357,000 | 441,516 | |||
5.25%,
6/15/2026 |
336,700 | 378,747 | |||
5.25%,
6/15/2049 |
580,000 | 747,690 | |||
5.50%,
6/15/2047 |
580,000 | 761,192 | |||
Humana, Inc.: | |||||
0.65%,
8/3/2023 |
65,000 | 64,696 | |||
1.35%,
2/3/2027 |
135,000 | 131,337 | |||
2.15%,
2/3/2032 |
335,000 | 324,488 | |||
3.13%,
8/15/2029 |
173,000 | 181,003 | |||
3.85%,
10/1/2024 |
125,000 | 132,709 | |||
3.95%,
3/15/2027 |
291,000 | 318,206 | |||
3.95%,
8/15/2049 |
145,000 | 165,997 | |||
4.80%,
3/15/2047 |
100,000 | 126,732 | |||
IHC Health Services, Inc. 4.13%,
5/15/2048 |
85,000 | 106,267 | |||
Indiana University Health, Inc. Obligated Group 3.97%,
11/1/2048 |
356,000 | 431,842 | |||
Integris Baptist Medical Center, Inc. Series A, 3.88%,
8/15/2050 |
205,000 | 234,409 | |||
Iowa Health System Series 2020, 3.67%,
2/15/2050 |
123,000 | 139,809 |
Security Description | Principal
Amount |
Value | |||
Johns Hopkins Health System Corp. 3.84%,
5/15/2046 |
$ 205,000 | $ 245,176 | |||
Kaiser Foundation Hospitals: | |||||
3.15%,
5/1/2027 |
155,000 | 165,238 | |||
4.15%,
5/1/2047 |
217,000 | 268,522 | |||
Series 2019, 3.27%,
11/1/2049 |
319,000 | 343,920 | |||
Laboratory Corp. of America Holdings: | |||||
1.55%,
6/1/2026 |
215,000 | 212,768 | |||
2.30%,
12/1/2024 |
318,000 | 326,185 | |||
3.25%,
9/1/2024 |
240,000 | 251,227 | |||
3.60%,
2/1/2025 |
475,000 | 501,662 | |||
4.70%,
2/1/2045 |
215,000 | 262,541 | |||
Mass General Brigham, Inc.: | |||||
Series 2015, 4.12%,
7/1/2055 |
250,000 | 311,085 | |||
Series 2017, 3.77%,
7/1/2048 |
70,000 | 80,778 | |||
Series 2020, 3.19%, 7/1/2049
(b) |
150,000 | 158,526 | |||
Series 2020, 3.34%,
7/1/2060 |
295,000 | 322,084 | |||
Mayo Clinic Series 2016, 4.13%,
11/15/2052 |
173,000 | 219,419 | |||
McLaren Health Care Corp. Series A, 4.39%,
5/15/2048 |
295,000 | 366,880 | |||
Memorial Sloan-Kettering Cancer Center: | |||||
5.00%,
7/1/2042 |
100,000 | 133,652 | |||
Series 2015, 4.20%,
7/1/2055 |
364,000 | 466,408 | |||
Series 2020, 2.96%,
1/1/2050 |
160,000 | 163,542 | |||
Methodist Hospital Series 20A, 2.71%,
12/1/2050 |
160,000 | 155,451 | |||
Montefiore Obligated Group Series 18-C, 5.25%,
11/1/2048 |
262,000 | 283,639 | |||
Mount Sinai Hospitals Group, Inc. Series 2017, 3.98%,
7/1/2048 |
135,000 | 155,428 | |||
MultiCare Health System 2.80%,
8/15/2050 |
165,000 | 161,388 | |||
New York and Presbyterian Hospital: | |||||
2.26%,
8/1/2040 |
125,000 | 118,423 | |||
2.61%,
8/1/2060 |
155,000 | 148,072 | |||
4.02%, 8/1/2045
(b) |
135,000 | 165,197 | |||
4.06%,
8/1/2056 |
100,000 | 129,868 | |||
Series 2019, 3.95%,
8/1/2119 |
220,000 | 265,727 |
Security Description | Principal
Amount |
Value | |||
Northwell Healthcare, Inc.: | |||||
3.81%,
11/1/2049 |
$ 132,000 | $ 145,963 | |||
4.26%,
11/1/2047 |
350,000 | 416,696 | |||
Northwestern Memorial Healthcare Obligated Group Series 2021, 2.63%,
7/15/2051 |
130,000 | 124,826 | |||
Novant Health, Inc. 3.17%,
11/1/2051 |
219,000 | 230,235 | |||
NYU Langone Hospitals: | |||||
4.37%,
7/1/2047 |
365,000 | 433,244 | |||
4.78%,
7/1/2044 |
243,000 | 307,507 | |||
Series 2020, 3.38%,
7/1/2055 |
195,000 | 201,090 | |||
Ochsner LSU Health System of North Louisiana Series 2021, 2.51%, 5/15/2031
(b) |
175,000 | 171,208 | |||
OhioHealth Corp. Series 2020, 3.04%,
11/15/2050 |
225,000 | 235,233 | |||
Orlando Health Obligated Group: | |||||
3.33%,
10/1/2050 |
100,000 | 104,468 | |||
4.09%,
10/1/2048 |
251,000 | 302,048 | |||
PeaceHealth Obligated Group: | |||||
Series 2018, 4.79%,
11/15/2048 |
324,000 | 430,509 | |||
Series 2020, 1.38%,
11/15/2025 |
65,000 | 64,663 | |||
Series 2020, 3.22%,
11/15/2050 |
65,000 | 67,181 | |||
Piedmont Healthcare, Inc.: | |||||
2.86%,
1/1/2052 |
135,000 | 131,948 | |||
Series 2032, 2.04%,
1/1/2032 |
100,000 | 97,134 | |||
Series 2042, 2.72%,
1/1/2042 |
100,000 | 97,422 | |||
Providence St Joseph Health Obligated Group Series 21A, 2.70%,
10/1/2051 |
185,000 | 179,507 | |||
Providence St. Joseph Health Obligated Group: | |||||
Series 19A, 2.53%,
10/1/2029 |
244,000 | 251,835 | |||
Series A, 3.93%,
10/1/2048 |
70,000 | 82,492 | |||
Series H, 2.75%,
10/1/2026 |
55,000 | 57,662 | |||
Series I, 3.74%,
10/1/2047 |
50,000 | 57,036 | |||
Quest Diagnostics, Inc.: | |||||
2.80%,
6/30/2031 |
550,000 | 568,029 | |||
3.45%,
6/1/2026 |
207,000 | 221,513 | |||
4.20%,
6/30/2029 |
126,000 | 142,385 |
Security Description | Principal
Amount |
Value | |||
RWJ Barnabas Health, Inc.: | |||||
3.48%,
7/1/2049 |
$ 100,000 | $ 111,479 | |||
3.95%,
7/1/2046 |
90,000 | 106,568 | |||
Seattle Children's Hospital Series 2021, 2.72%, 10/1/2050
(b) |
425,000 | 414,651 | |||
Sharp HealthCare Series 20B, 2.68%,
8/1/2050 |
250,000 | 239,910 | |||
Spectrum Health System Obligated Group Series 19A, 3.49%,
7/15/2049 |
100,000 | 110,574 | |||
SSM Health Care Corp. Series 2018, 3.69%,
6/1/2023 |
136,000 | 140,284 | |||
Stanford Health Care Series 2018, 3.80%,
11/15/2048 |
135,000 | 160,065 | |||
Sutter Health: | |||||
Series 20A, 1.32%,
8/15/2025 |
273,000 | 271,957 | |||
Series 20A, 2.29%,
8/15/2030 |
155,000 | 154,972 | |||
Series 20A, 3.16%,
8/15/2040 |
200,000 | 204,050 | |||
Series 20A, 3.36%,
8/15/2050 |
210,000 | 220,034 | |||
Texas Health Resources 2.33%,
11/15/2050 |
205,000 | 184,387 | |||
Toledo Hospital: | |||||
5.75%, 11/15/2038
(f) |
221,000 | 257,284 | |||
Series B, 5.33%,
11/15/2028 |
120,000 | 134,862 | |||
Trinity Health Corp.: | |||||
4.13%,
12/1/2045 |
137,000 | 165,043 | |||
Series 2019, 3.43%,
12/1/2048 |
35,000 | 38,024 | |||
Series 2021, 2.63%,
12/1/2040 |
60,000 | 58,775 | |||
UnitedHealth Group, Inc.: | |||||
1.15%,
5/15/2026 |
500,000 | 494,860 | |||
1.25%,
1/15/2026 |
189,000 | 188,242 | |||
2.00%, 5/15/2030
(b) |
240,000 | 238,219 | |||
2.30%, 5/15/2031
(b) |
432,000 | 438,908 | |||
2.75%,
5/15/2040 |
536,000 | 540,722 | |||
2.88%,
3/15/2023 |
428,000 | 439,385 | |||
2.88%,
8/15/2029 |
541,000 | 572,627 | |||
2.90%,
5/15/2050 |
300,000 | 306,114 | |||
2.95%,
10/15/2027 |
269,000 | 287,566 | |||
3.10%,
3/15/2026 |
822,000 | 878,726 | |||
3.25%,
5/15/2051 |
450,000 | 487,332 | |||
3.38%,
4/15/2027 |
408,000 | 442,908 | |||
3.45%,
1/15/2027 |
508,000 | 553,573 | |||
3.50%,
8/15/2039 |
722,000 | 798,185 | |||
3.70%,
12/15/2025 |
178,000 | 193,888 | |||
3.70%,
8/15/2049 |
283,000 | 326,690 |
Security Description | Principal
Amount |
Value | ||||
3.75%,
10/15/2047 |
$ 365,000 | $ 419,593 | ||||
3.85%,
6/15/2028 |
551,000 | 614,740 | ||||
3.88%,
12/15/2028 |
239,000 | 268,177 | ||||
3.88%,
8/15/2059 |
315,000 | 377,383 | ||||
4.20%,
1/15/2047 |
181,000 | 220,516 | ||||
4.25%,
3/15/2043 |
192,000 | 232,721 | ||||
4.25%,
4/15/2047 |
406,000 | 496,964 | ||||
4.25%,
6/15/2048 |
125,000 | 154,782 | ||||
4.45%,
12/15/2048 |
580,000 | 741,466 | ||||
4.63%,
7/15/2035 |
371,000 | 461,476 | ||||
5.80%,
3/15/2036 |
258,000 | 355,524 | ||||
6.88%,
2/15/2038 |
312,000 | 478,858 | ||||
Universal Health Services, Inc.: | ||||||
1.65%, 9/1/2026
(d) |
155,000 | 152,404 | ||||
2.65%, 10/15/2030
(d) |
210,000 | 208,486 | ||||
2.65%, 1/15/2032
(d) |
225,000 | 220,997 | ||||
West Virginia United Health System Obligated Group Series 2020, 3.13%,
6/1/2050 |
100,000 | 99,352 | ||||
Willis-Knighton Medical Center: | ||||||
Series 2018, 4.81%,
9/1/2048 |
190,000 | 243,523 | ||||
Series 2021, 3.07%,
3/1/2051 |
205,000 | 199,666 | ||||
Yale-New Haven Health Services Corp. Series 2020, 2.50%,
7/1/2050 |
115,000 | 106,671 | ||||
50,629,234 | ||||||
HOME BUILDERS — 0.0% (a) | ||||||
D.R.Horton, Inc. 1.40%,
10/15/2027 |
378,000 | 365,832 | ||||
DR Horton, Inc.: | ||||||
1.30%,
10/15/2026 |
140,000 | 136,647 | ||||
2.50%,
10/15/2024 |
424,000 | 437,356 | ||||
4.75%,
2/15/2023 |
230,000 | 237,567 | ||||
Lennar Corp.: | ||||||
4.50%,
4/30/2024 |
243,000 | 258,370 | ||||
4.75%, 11/29/2027
(b) |
202,000 | 228,923 | ||||
5.00%,
6/15/2027 |
150,000 | 170,106 | ||||
5.88%,
11/15/2024 |
130,000 | 143,798 | ||||
MDC Holdings, Inc. 6.00%,
1/15/2043 |
299,000 | 377,242 | ||||
NVR, Inc. 3.00%,
5/15/2030 |
420,000 | 436,338 | ||||
PulteGroup, Inc.: | ||||||
5.00%, 1/15/2027
(b) |
50,000 | 57,154 | ||||
6.00%,
2/15/2035 |
376,000 | 484,720 | ||||
3,334,053 | ||||||
HOME FURNISHINGS — 0.0% (a) | ||||||
Leggett & Platt, Inc.: | ||||||
3.50%,
11/15/2027 |
262,000 | 279,614 |
Security Description | Principal
Amount |
Value | ||||
4.40%,
3/15/2029 |
$ 195,000 | $ 218,187 | ||||
Whirlpool Corp.: | ||||||
3.70%,
5/1/2025 |
207,000 | 221,838 | ||||
4.00%,
3/1/2024 |
60,000 | 63,555 | ||||
4.60%,
5/15/2050 |
200,000 | 247,370 | ||||
4.75%,
2/26/2029 |
218,000 | 251,657 | ||||
1,282,221 | ||||||
HOUSEHOLD PRODUCTS & WARES — 0.1% | ||||||
Avery Dennison Corp.: | ||||||
0.85%,
8/15/2024 |
95,000 | 93,618 | ||||
2.25%,
2/15/2032 |
280,000 | 272,031 | ||||
2.65%,
4/30/2030 |
151,000 | 152,995 | ||||
4.88%,
12/6/2028 |
151,000 | 176,129 | ||||
Church & Dwight Co., Inc.: | ||||||
3.15%,
8/1/2027 |
181,000 | 192,265 | ||||
3.95%, 8/1/2047
(b) |
200,000 | 236,356 | ||||
Clorox Co.: | ||||||
1.80%,
5/15/2030 |
140,000 | 135,820 | ||||
3.50%,
12/15/2024 |
166,000 | 176,858 | ||||
3.90%,
5/15/2028 |
100,000 | 111,954 | ||||
Kimberly-Clark Corp.: | ||||||
1.05%, 9/15/2027
(b) |
208,000 | 201,606 | ||||
2.75%,
2/15/2026 |
69,000 | 72,962 | ||||
2.88%,
2/7/2050 |
105,000 | 108,209 | ||||
3.05%, 8/15/2025
(b) |
200,000 | 212,318 | ||||
3.20%,
4/25/2029 |
281,000 | 303,165 | ||||
3.90%,
5/4/2047 |
129,000 | 154,897 | ||||
3.95%,
11/1/2028 |
90,000 | 101,790 | ||||
6.63%,
8/1/2037 |
436,000 | 659,062 | ||||
3,362,035 | ||||||
INSURANCE — 0.8% | ||||||
Aflac, Inc.: | ||||||
1.13%,
3/15/2026 |
205,000 | 201,831 | ||||
3.25%,
3/17/2025 |
135,000 | 142,780 | ||||
4.75%,
1/15/2049 |
270,000 | 359,113 | ||||
Alleghany Corp.: | ||||||
3.25%,
8/15/2051 |
90,000 | 89,523 | ||||
3.63%,
5/15/2030 |
178,000 | 193,093 | ||||
4.90%,
9/15/2044 |
100,000 | 125,934 | ||||
Allstate Corp.: | ||||||
0.75%,
12/15/2025 |
266,000 | 259,358 | ||||
1.45%,
12/15/2030 |
200,000 | 189,390 | ||||
3.28%, 12/15/2026
(b) |
230,000 | 247,528 | ||||
3.85%,
8/10/2049 |
100,000 | 117,108 | ||||
4.50%,
6/15/2043 |
250,000 | 306,102 | ||||
3 Month USD LIBOR + 2.12%, 6.50%, 5/15/2067
(c) |
305,000 | 400,395 | ||||
Series B, 3 Month USD LIBOR + 2.94%, 5.75%, 8/15/2053
(c) |
247,000 | 256,902 | ||||
American Financial Group, Inc. 4.50%,
6/15/2047 |
155,000 | 184,210 |
Security Description | Principal
Amount |
Value | |||
American International Group, Inc.: | |||||
2.50%,
6/30/2025 |
$ 350,000 | $ 361,214 | |||
3.40%,
6/30/2030 |
593,000 | 642,942 | |||
3.75%,
7/10/2025 |
224,000 | 240,188 | |||
3.88%,
1/15/2035 |
455,000 | 505,814 | |||
4.13%,
2/15/2024 |
581,000 | 616,976 | |||
4.20%,
4/1/2028 |
265,000 | 296,445 | |||
4.25%, 3/15/2029
(b) |
383,000 | 437,378 | |||
4.38%,
6/30/2050 |
193,000 | 240,356 | |||
4.38%,
1/15/2055 |
412,000 | 507,036 | |||
4.50%,
7/16/2044 |
345,000 | 425,223 | |||
4.70%,
7/10/2035 |
258,000 | 308,300 | |||
4.75%,
4/1/2048 |
252,000 | 322,983 | |||
Aon Corp.: | |||||
2.80%,
5/15/2030 |
334,000 | 344,244 | |||
3.75%,
5/2/2029 |
229,000 | 251,078 | |||
4.50%,
12/15/2028 |
361,000 | 411,612 | |||
8.21%,
1/1/2027 |
120,000 | 151,018 | |||
Aon Corp./Aon Global Holdings PLC: | |||||
2.05%,
8/23/2031 |
250,000 | 243,068 | |||
2.90%,
8/23/2051 |
250,000 | 241,095 | |||
Aon PLC: | |||||
3.50%,
6/14/2024 |
170,000 | 178,728 | |||
4.00%,
11/27/2023 |
105,000 | 110,020 | |||
4.60%,
6/14/2044 |
166,000 | 204,429 | |||
Arch Capital Finance LLC 4.01%,
12/15/2026 |
148,000 | 162,571 | |||
Arch Capital Group US, Inc. 5.14%,
11/1/2043 |
325,000 | 423,316 | |||
Arch Capital Group, Ltd. 3.64%,
6/30/2050 |
185,000 | 198,141 | |||
Arthur J Gallagher & Co.: | |||||
2.40%,
11/9/2031 |
250,000 | 246,448 | |||
3.05%,
3/9/2052 |
250,000 | 242,515 | |||
Assurant, Inc.: | |||||
3.70%,
2/22/2030 |
121,000 | 128,404 | |||
4.20%,
9/27/2023 |
120,000 | 126,073 | |||
4.90%, 3/27/2028
(b) |
208,000 | 237,898 | |||
Assured Guaranty US Holdings, Inc.: | |||||
3.15%,
6/15/2031 |
275,000 | 287,433 | |||
3.60%,
9/15/2051 |
105,000 | 109,367 | |||
Athene Holding, Ltd.: | |||||
3.45%,
5/15/2052 |
100,000 | 100,623 | |||
3.50%,
1/15/2031 |
216,000 | 227,973 | |||
3.95%,
5/25/2051 |
225,000 | 246,436 | |||
4.13%,
1/12/2028 |
177,000 | 193,774 | |||
AXA SA 8.60%,
12/15/2030 |
231,000 | 334,668 | |||
AXIS Specialty Finance LLC: | |||||
3.90%,
7/15/2029 |
139,000 | 151,606 | |||
5 year CMT + 3.19%, 4.90%, 1/15/2040
(b)
(c) |
100,000 | 104,924 |
Security Description | Principal
Amount |
Value | |||
AXIS Specialty Finance PLC 4.00%,
12/6/2027 |
$ 174,000 | $ 189,570 | |||
Berkshire Hathaway Finance Corp.: | |||||
1.85%, 3/12/2030
(b) |
276,000 | 273,858 | |||
2.50%,
1/15/2051 |
321,000 | 298,739 | |||
2.85%,
10/15/2050 |
455,000 | 449,476 | |||
4.20%,
8/15/2048 |
487,000 | 591,457 | |||
4.25%,
1/15/2049 |
645,000 | 791,518 | |||
4.40%,
5/15/2042 |
479,000 | 586,933 | |||
Berkshire Hathaway, Inc.: | |||||
2.75%,
3/15/2023 |
241,000 | 246,230 | |||
3.13%,
3/15/2026 |
610,000 | 651,675 | |||
4.50%,
2/11/2043 |
485,000 | 599,436 | |||
Brighthouse Financial, Inc.: | |||||
3.70%, 6/22/2027
(b) |
324,000 | 349,149 | |||
4.70%,
6/22/2047 |
220,000 | 241,575 | |||
5.63%,
5/15/2030 |
445,000 | 531,228 | |||
Brown & Brown, Inc.: | |||||
2.38%,
3/15/2031 |
395,000 | 387,187 | |||
4.50%,
3/15/2029 |
144,000 | 163,009 | |||
Chubb Corp.: | |||||
6.00%,
5/11/2037 |
362,000 | 514,753 | |||
Series 1, 6.50%,
5/15/2038 |
100,000 | 149,331 | |||
Chubb INA Holdings, Inc.: | |||||
1.38%,
9/15/2030 |
415,000 | 390,826 | |||
2.70%,
3/13/2023 |
368,000 | 376,858 | |||
3.15%,
3/15/2025 |
216,000 | 228,398 | |||
3.35%,
5/15/2024 |
5,000 | 5,277 | |||
3.35%,
5/3/2026 |
580,000 | 622,874 | |||
4.35%,
11/3/2045 |
550,000 | 683,496 | |||
Cincinnati Financial Corp. 6.13%,
11/1/2034 |
183,000 | 248,816 | |||
CNA Financial Corp.: | |||||
2.05%,
8/15/2030 |
85,000 | 82,394 | |||
3.45%,
8/15/2027 |
228,000 | 245,622 | |||
CNO Financial Group, Inc. 5.25%,
5/30/2025 |
124,000 | 137,093 | |||
Enstar Group, Ltd. 3.10%,
9/1/2031 |
240,000 | 234,950 | |||
Equitable Holdings, Inc.: | |||||
3.90%,
4/20/2023 |
215,000 | 222,729 | |||
4.35%,
4/20/2028 |
517,000 | 579,205 | |||
5.00%,
4/20/2048 |
282,000 | 352,923 | |||
Everest Reinsurance Holdings, Inc. 3.50%,
10/15/2050 |
120,000 | 126,131 | |||
Fairfax Financial Holdings, Ltd.: | |||||
3.38%,
3/3/2031 |
300,000 | 309,030 | |||
4.63%,
4/29/2030 |
185,000 | 207,304 | |||
Fidelity National Financial, Inc.: | |||||
3.40%,
6/15/2030 |
150,000 | 158,652 | |||
4.50%,
8/15/2028 |
212,000 | 239,795 |
Security Description | Principal
Amount |
Value | |||
First American Financial Corp.: | |||||
2.40%,
8/15/2031 |
$ 203,000 | $ 198,808 | |||
4.00%,
5/15/2030 |
130,000 | 142,312 | |||
Globe Life, Inc.: | |||||
2.15%,
8/15/2030 |
200,000 | 197,270 | |||
4.55%,
9/15/2028 |
172,000 | 195,466 | |||
Hanover Insurance Group, Inc.: | |||||
2.50%,
9/1/2030 |
71,000 | 70,799 | |||
4.50%,
4/15/2026 |
50,000 | 54,757 | |||
Hartford Financial Services Group, Inc.: | |||||
2.80%, 8/19/2029
(b) |
735,000 | 761,894 | |||
4.30%,
4/15/2043 |
100,000 | 117,145 | |||
4.40%,
3/15/2048 |
72,000 | 88,569 | |||
Kemper Corp. 4.35%,
2/15/2025 |
120,000 | 128,293 | |||
Lincoln National Corp.: | |||||
3.40%,
1/15/2031 |
299,000 | 321,595 | |||
3.63%, 12/12/2026
(b) |
197,000 | 213,918 | |||
3.80%,
3/1/2028 |
195,000 | 214,040 | |||
4.00%,
9/1/2023 |
259,000 | 271,593 | |||
4.38%,
6/15/2050 |
60,000 | 72,706 | |||
Loews Corp.: | |||||
3.20%,
5/15/2030 |
69,000 | 73,432 | |||
3.75%,
4/1/2026 |
302,000 | 327,154 | |||
4.13%,
5/15/2043 |
125,000 | 144,200 | |||
6.00%,
2/1/2035 |
106,000 | 141,306 | |||
Manulife Financial Corp.: | |||||
2.48%,
5/19/2027 |
205,000 | 210,500 | |||
4.15%,
3/4/2026 |
648,000 | 709,988 | |||
5.38%,
3/4/2046 |
260,000 | 365,173 | |||
5 Year US ISDA + 1.65%, 4.06%, 2/24/2032
(c) |
264,000 | 284,423 | |||
Markel Corp.: | |||||
3.50%,
11/1/2027 |
124,000 | 133,041 | |||
4.30%,
11/1/2047 |
125,000 | 145,505 | |||
5.00%,
4/5/2046 |
275,000 | 349,374 | |||
5.00%,
5/20/2049 |
155,000 | 198,093 | |||
Marsh & McLennan Cos., Inc.: | |||||
2.25%, 11/15/2030
(b) |
132,000 | 131,828 | |||
3.30%,
3/14/2023 |
200,000 | 205,158 | |||
3.50%,
6/3/2024 |
422,000 | 445,265 | |||
3.50%,
3/10/2025 |
117,000 | 124,034 | |||
3.75%,
3/14/2026 |
281,000 | 305,107 | |||
4.20%,
3/1/2048 |
310,000 | 379,056 | |||
4.35%,
1/30/2047 |
380,000 | 475,289 | |||
4.38%,
3/15/2029 |
206,000 | 235,268 | |||
4.75%,
3/15/2039 |
150,000 | 187,571 | |||
4.90%,
3/15/2049 |
315,000 | 424,248 | |||
Mercury General Corp. 4.40%,
3/15/2027 |
273,000 | 301,122 | |||
MetLife, Inc.: | |||||
3.60%,
4/10/2024 |
247,000 | 261,262 | |||
3.60%,
11/13/2025 |
212,000 | 228,850 |
Security Description | Principal
Amount |
Value | |||
4.05%,
3/1/2045 |
$ 152,000 | $ 181,021 | |||
4.55%,
3/23/2030 |
22,000 | 26,023 | |||
4.60%,
5/13/2046 |
178,000 | 227,924 | |||
4.72%,
12/15/2044 |
695,000 | 900,908 | |||
4.88%,
11/13/2043 |
265,000 | 345,374 | |||
5.70%,
6/15/2035 |
566,000 | 761,745 | |||
5.88%,
2/6/2041 |
289,000 | 408,536 | |||
6.40%,
12/15/2066 |
316,000 | 389,129 | |||
6.50%,
12/15/2032 |
100,000 | 139,111 | |||
Series D, 4.37%,
9/15/2023 |
230,000 | 243,354 | |||
Nationwide Financial Services, Inc. Series JR, 6.75%,
5/15/2087 |
210,000 | 258,300 | |||
Old Republic International Corp.: | |||||
3.85%,
6/11/2051 |
132,000 | 142,270 | |||
3.88%,
8/26/2026 |
200,000 | 216,852 | |||
4.88%,
10/1/2024 |
165,000 | 179,525 | |||
PartnerRe Finance B LLC 3.70%,
7/2/2029 |
293,000 | 321,740 | |||
Principal Financial Group, Inc.: | |||||
3.10%,
11/15/2026 |
213,000 | 225,066 | |||
3.40%,
5/15/2025 |
91,000 | 96,175 | |||
3.70%,
5/15/2029 |
120,000 | 132,541 | |||
4.30%,
11/15/2046 |
176,000 | 216,913 | |||
4.35%,
5/15/2043 |
100,000 | 120,982 | |||
Progressive Corp.: | |||||
3.70%,
1/26/2045 |
140,000 | 156,934 | |||
4.00%,
3/1/2029 |
170,000 | 191,898 | |||
4.13%,
4/15/2047 |
355,000 | 431,329 | |||
4.35%,
4/25/2044 |
573,000 | 702,693 | |||
Prudential Financial, Inc.: | |||||
3.91%,
12/7/2047 |
438,000 | 509,236 | |||
3.94%,
12/7/2049 |
200,000 | 234,194 | |||
3 Month USD LIBOR + 2.38%, 4.50%, 9/15/2047
(c) |
111,000 | 116,021 | |||
3 Month USD LIBOR + 2.67%, 5.70%, 9/15/2048
(c) |
264,000 | 297,026 | |||
3 Month USD LIBOR + 3.03%, 5.38%, 5/15/2045
(c) |
343,000 | 368,077 | |||
3 Month USD LIBOR + 3.92%, 5.63%, 6/15/2043
(c) |
316,000 | 328,940 | |||
5 year CMT + 3.04%, 3.70%, 10/1/2050
(c) |
215,000 | 217,503 | |||
Series MTN, 2.10%, 3/10/2030
(b) |
151,000 | 151,719 | |||
Series MTN, 3.00%,
3/10/2040 |
245,000 | 252,847 | |||
Series MTN, 3.70%,
3/13/2051 |
274,000 | 311,637 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 3.88%,
3/27/2028 |
$ 120,000 | $ 133,406 | ||||
Series MTN, 4.35%,
2/25/2050 |
455,000 | 568,240 | ||||
Series MTN, 4.42%,
3/27/2048 |
230,000 | 286,306 | ||||
Series MTN, 4.60%,
5/15/2044 |
137,000 | 170,991 | ||||
Series MTN, 6.63%,
12/1/2037 |
110,000 | 159,653 | ||||
Reinsurance Group of America, Inc.: | ||||||
3.15%,
6/15/2030 |
257,000 | 269,069 | ||||
3.90%,
5/15/2029 |
145,000 | 159,113 | ||||
Series MTN, 4.70%,
9/15/2023 |
115,000 | 121,587 | ||||
RenaissanceRe Holdings, Ltd. 3.60%,
4/15/2029 |
322,000 | 349,463 | ||||
Stewart Information Services Corp. 3.60%,
11/15/2031 |
100,000 | 101,316 | ||||
Travelers Cos., Inc.: | ||||||
2.55%,
4/27/2050 |
205,000 | 195,496 | ||||
4.05%,
3/7/2048 |
221,000 | 268,451 | ||||
4.10%,
3/4/2049 |
221,000 | 269,876 | ||||
4.30%,
8/25/2045 |
325,000 | 401,830 | ||||
4.60%,
8/1/2043 |
200,000 | 254,554 | ||||
5.35%,
11/1/2040 |
307,000 | 415,893 | ||||
Series MTN, 6.25%,
6/15/2037 |
280,000 | 401,621 | ||||
Unum Group: | ||||||
4.00%,
6/15/2029 |
287,000 | 317,330 | ||||
4.13%,
6/15/2051 |
30,000 | 30,549 | ||||
4.50%,
12/15/2049 |
100,000 | 107,112 | ||||
Voya Financial, Inc.: | ||||||
3.65%,
6/15/2026 |
224,000 | 241,535 | ||||
4.80%,
6/15/2046 |
150,000 | 188,016 | ||||
5.70%,
7/15/2043 |
250,000 | 342,382 | ||||
3 Month USD LIBOR + 2.08%, 4.70%, 1/23/2048
(c) |
200,000 | 202,162 | ||||
W R Berkley Corp.: | ||||||
3.15%,
9/30/2061 |
145,000 | 139,155 | ||||
3.55%,
3/30/2052 |
250,000 | 272,777 | ||||
Willis North America, Inc.: | ||||||
2.95%,
9/15/2029 |
238,000 | 244,312 | ||||
3.60%,
5/15/2024 |
396,000 | 415,016 | ||||
4.50%,
9/15/2028 |
270,000 | 302,027 | ||||
5.05%,
9/15/2048 |
100,000 | 127,047 | ||||
XLIT, Ltd.: | ||||||
4.45%,
3/31/2025 |
133,000 | 144,358 | ||||
5.50%,
3/31/2045 |
270,000 | 370,278 | ||||
53,712,957 | ||||||
INTERNET — 0.5% | ||||||
Alibaba Group Holding, Ltd.: | ||||||
2.13%, 2/9/2031
(b) |
245,000 | 236,653 |
Security Description | Principal
Amount |
Value | |||
2.70%, 2/9/2041
(b) |
$ 275,000 | $ 251,103 | |||
3.15%,
2/9/2051 |
485,000 | 451,884 | |||
3.25%,
2/9/2061 |
315,000 | 292,018 | |||
3.40%, 12/6/2027
(b) |
760,000 | 804,772 | |||
3.60%,
11/28/2024 |
551,000 | 580,016 | |||
4.00%,
12/6/2037 |
410,000 | 444,407 | |||
4.20%, 12/6/2047
(b) |
213,000 | 235,352 | |||
4.40%,
12/6/2057 |
408,000 | 464,610 | |||
4.50%,
11/28/2034 |
340,000 | 387,739 | |||
Alphabet, Inc.: | |||||
0.45%,
8/15/2025 |
210,000 | 205,218 | |||
0.80%, 8/15/2027
(b) |
294,000 | 283,425 | |||
1.10%, 8/15/2030
(b) |
521,000 | 490,850 | |||
1.90%,
8/15/2040 |
300,000 | 273,429 | |||
2.05%,
8/15/2050 |
500,000 | 448,350 | |||
2.25%,
8/15/2060 |
675,000 | 603,301 | |||
3.38%,
2/25/2024 |
671,000 | 708,106 | |||
Amazon.com, Inc.: | |||||
0.25%,
5/12/2023 |
1,200,000 | 1,195,116 | |||
0.40%,
6/3/2023 |
428,000 | 426,699 | |||
0.45%,
5/12/2024 |
510,000 | 504,915 | |||
0.80%,
6/3/2025 |
355,000 | 350,846 | |||
1.00%,
5/12/2026 |
400,000 | 395,884 | |||
1.20%,
6/3/2027 |
194,000 | 191,395 | |||
1.50%, 6/3/2030
(b) |
261,000 | 253,248 | |||
1.65%,
5/12/2028 |
450,000 | 449,653 | |||
2.10%, 5/12/2031
(b) |
510,000 | 515,651 | |||
2.40%,
2/22/2023 |
755,000 | 769,254 | |||
2.50%,
6/3/2050 |
261,000 | 248,402 | |||
2.70%,
6/3/2060 |
325,000 | 312,835 | |||
2.80%,
8/22/2024 |
836,000 | 874,933 | |||
2.88%,
5/12/2041 |
450,000 | 464,773 | |||
3.10%,
5/12/2051 |
688,000 | 734,963 | |||
3.15%,
8/22/2027 |
856,000 | 925,225 | |||
3.25%,
5/12/2061 |
350,000 | 377,429 | |||
3.80%,
12/5/2024 |
486,000 | 520,788 | |||
3.88%,
8/22/2037 |
762,000 | 895,121 | |||
4.05%,
8/22/2047 |
671,000 | 816,869 | |||
4.25%,
8/22/2057 |
1,029,000 | 1,319,837 | |||
4.95%,
12/5/2044 |
182,000 | 248,435 | |||
Baidu, Inc.: | |||||
1.63%,
2/23/2027 |
200,000 | 194,564 | |||
2.38%, 8/23/2031
(b) |
250,000 | 240,990 | |||
3.08%, 4/7/2025
(b) |
122,000 | 126,587 | |||
3.43%,
4/7/2030 |
150,000 | 157,433 | |||
3.88%,
9/29/2023 |
561,000 | 583,900 | |||
4.13%,
6/30/2025 |
332,000 | 357,046 | |||
4.38%,
5/14/2024 |
170,000 | 180,926 | |||
4.38%,
3/29/2028 |
350,000 | 387,894 | |||
Booking Holdings, Inc.: | |||||
2.75%,
3/15/2023 |
350,000 | 357,640 | |||
3.55%,
3/15/2028 |
366,000 | 399,152 | |||
3.60%,
6/1/2026 |
737,000 | 797,766 | |||
E*TRADE Financial Corp. 4.50%,
6/20/2028 |
375,000 | 422,430 |
Security Description | Principal
Amount |
Value | ||||
eBay, Inc.: | ||||||
1.40%,
5/10/2026 |
$ 102,000 | $ 100,471 | ||||
1.90%,
3/11/2025 |
176,000 | 178,089 | ||||
2.60%, 5/10/2031
(b) |
130,000 | 131,634 | ||||
2.70%,
3/11/2030 |
200,000 | 204,732 | ||||
2.75%,
1/30/2023 |
253,000 | 257,759 | ||||
3.60%,
6/5/2027 |
420,000 | 455,906 | ||||
4.00%,
7/15/2042 |
603,000 | 678,435 | ||||
Expedia Group, Inc.: | ||||||
2.95%,
3/15/2031 |
185,000 | 185,054 | ||||
3.25%,
2/15/2030 |
408,000 | 417,054 | ||||
3.80%,
2/15/2028 |
248,000 | 264,787 | ||||
4.50%,
8/15/2024 |
107,000 | 114,256 | ||||
4.63%,
8/1/2027 |
115,000 | 128,516 | ||||
5.00%,
2/15/2026 |
270,000 | 301,161 | ||||
JD.com, Inc.: | ||||||
3.38%,
1/14/2030 |
365,000 | 380,940 | ||||
3.88%,
4/29/2026 |
213,000 | 227,637 | ||||
TD Ameritrade Holding Corp. 3.30%,
4/1/2027 |
5,000 | 5,326 | ||||
Tencent Music Entertainment Group: | ||||||
1.38%,
9/3/2025 |
225,000 | 219,002 | ||||
2.00%,
9/3/2030 |
285,000 | 266,905 | ||||
VeriSign, Inc.: | ||||||
2.70%,
6/15/2031 |
250,000 | 251,692 | ||||
5.25%,
4/1/2025 |
178,000 | 196,485 | ||||
Weibo Corp.: | ||||||
3.38%,
7/8/2030 |
165,000 | 163,367 | ||||
3.50%,
7/5/2024 |
635,000 | 652,399 | ||||
29,941,439 | ||||||
INVESTMENT COMPANY SECURITY — 0.1% | ||||||
Ares Capital Corp.: | ||||||
2.15%, 7/15/2026
(b) |
417,000 | 411,996 | ||||
3.25%,
7/15/2025 |
175,000 | 181,545 | ||||
3.50%, 2/10/2023
(b) |
150,000 | 153,488 | ||||
3.88%, 1/15/2026
(b) |
422,000 | 445,349 | ||||
4.20%,
6/10/2024 |
438,000 | 462,857 | ||||
Bain Capital Specialty Finance, Inc. 2.95%,
3/10/2026 |
235,000 | 234,460 | ||||
BlackRock TCP Capital Corp. 2.85%,
2/9/2026 |
145,000 | 146,269 | ||||
Blackstone Secured Lending Fund: | ||||||
2.13%, 2/15/2027
(d) |
280,000 | 272,812 | ||||
2.75%,
9/16/2026 |
240,000 | 239,870 | ||||
3.63%,
1/15/2026 |
100,000 | 105,374 | ||||
3.65%,
7/14/2023 |
247,000 | 254,581 | ||||
FS KKR Capital Corp.: | ||||||
3.40%,
1/15/2026 |
246,000 | 250,748 | ||||
4.13%,
2/1/2025 |
300,000 | 314,205 | ||||
Goldman Sachs BDC, Inc. 2.88%,
1/15/2026 |
209,000 | 214,185 |
Security Description | Principal
Amount |
Value | ||||
Golub Capital BDC, Inc.: | ||||||
2.05%,
2/15/2027 |
$ 300,000 | $ 289,104 | ||||
2.50%,
8/24/2026 |
180,000 | 177,039 | ||||
3.38%,
4/15/2024 |
300,000 | 307,848 | ||||
Main Street Capital Corp. 3.00%,
7/14/2026 |
160,000 | 160,498 | ||||
Oaktree Specialty Lending Corp.: | ||||||
2.70%,
1/15/2027 |
175,000 | 173,451 | ||||
3.50%,
2/25/2025 |
55,000 | 57,306 | ||||
Owl Rock Capital Corp.: | ||||||
2.63%,
1/15/2027 |
180,000 | 176,155 | ||||
2.88%,
6/11/2028 |
252,000 | 248,026 | ||||
3.40%,
7/15/2026 |
242,000 | 246,513 | ||||
3.75%,
7/22/2025 |
100,000 | 103,680 | ||||
4.00%, 3/30/2025
(b) |
300,000 | 312,390 | ||||
4.25%,
1/15/2026 |
228,000 | 239,856 | ||||
Owl Rock Technology Finance Corp. 2.50%,
1/15/2027 |
150,000 | 147,060 | ||||
Prospect Capital Corp. 3.71%,
1/22/2026 |
315,000 | 320,708 | ||||
Sixth Street Specialty Lending, Inc.: | ||||||
2.50%,
8/1/2026 |
185,000 | 183,812 | ||||
3.88%,
11/1/2024 |
185,000 | 193,408 | ||||
7,024,593 | ||||||
IRON/STEEL — 0.1% | ||||||
ArcelorMittal SA: | ||||||
4.25%, 7/16/2029
(b) |
431,000 | 472,410 | ||||
4.55%,
3/11/2026 |
455,000 | 498,994 | ||||
Nucor Corp.: | ||||||
2.00%,
6/1/2025 |
90,000 | 91,841 | ||||
2.70%, 6/1/2030
(b) |
80,000 | 82,369 | ||||
2.98%,
12/15/2055 |
377,000 | 374,188 | ||||
3.95%,
5/1/2028 |
195,000 | 215,319 | ||||
Reliance Steel & Aluminum Co.: | ||||||
1.30%,
8/15/2025 |
205,000 | 202,101 | ||||
4.50%,
4/15/2023 |
191,000 | 197,950 | ||||
Steel Dynamics, Inc.: | ||||||
1.65%,
10/15/2027 |
25,000 | 24,511 | ||||
2.40%,
6/15/2025 |
85,000 | 87,201 | ||||
2.80%,
12/15/2024 |
197,000 | 204,488 | ||||
3.25%,
1/15/2031 |
160,000 | 168,782 | ||||
3.25%,
10/15/2050 |
84,000 | 84,803 | ||||
3.45%,
4/15/2030 |
309,000 | 330,148 | ||||
Vale Overseas, Ltd.: | ||||||
3.75%,
7/8/2030 |
490,000 | 507,944 | ||||
6.25%,
8/10/2026 |
600,000 | 696,570 | ||||
6.88%,
11/21/2036 |
526,000 | 699,022 | ||||
8.25%,
1/17/2034 |
309,000 | 434,908 | ||||
Vale SA 5.63%,
9/11/2042 |
250,000 | 298,655 | ||||
5,672,204 |
Security Description | Principal
Amount |
Value | ||||
LEISURE TIME — 0.0% (a) | ||||||
Brunswick Corp. 2.40%,
8/18/2031 |
$ 155,000 | $ 149,418 | ||||
Harley-Davidson, Inc. 4.63%,
7/28/2045 |
235,000 | 250,038 | ||||
399,456 | ||||||
LODGING — 0.1% | ||||||
Choice Hotels International, Inc.: | ||||||
3.70%,
12/1/2029 |
175,000 | 185,801 | ||||
3.70%,
1/15/2031 |
195,000 | 206,497 | ||||
Hyatt Hotels Corp.: | ||||||
4.38%,
9/15/2028 |
281,000 | 303,396 | ||||
4.85%,
3/15/2026 |
40,000 | 43,554 | ||||
Las Vegas Sands Corp.: | ||||||
2.90%,
6/25/2025 |
325,000 | 325,397 | ||||
3.20%,
8/8/2024 |
605,000 | 614,807 | ||||
Marriott International, Inc.: | ||||||
3.60%,
4/15/2024 |
603,000 | 631,504 | ||||
Series FF, 4.63%,
6/15/2030 |
470,000 | 531,034 | ||||
Series HH, 2.85%,
4/15/2031 |
184,000 | 183,562 | ||||
Series II, 2.75%,
10/15/2033 |
450,000 | 437,360 | ||||
Series R, 3.13%,
6/15/2026 |
164,000 | 171,208 | ||||
Series X, 4.00%,
4/15/2028 |
315,000 | 341,586 | ||||
Series Z, 4.15%, 12/1/2023
(b) |
170,000 | 178,311 | ||||
Sands China, Ltd.: | ||||||
2.85%, 3/8/2029
(b)
(d) |
200,000 | 187,700 | ||||
3.25%, 8/8/2031
(d) |
200,000 | 187,082 | ||||
4.38%, 6/18/2030
(b) |
500,000 | 510,275 | ||||
5.13%,
8/8/2025 |
658,000 | 687,215 | ||||
5.40%,
8/8/2028 |
472,000 | 509,736 | ||||
6,236,025 | ||||||
MACHINERY, CONSTRUCTION & MINING — 0.1% | ||||||
Caterpillar Financial Services Corp.: | ||||||
0.25%,
3/1/2023 |
648,000 | 644,475 | ||||
0.65%,
7/7/2023 |
548,000 | 547,836 | ||||
0.90%,
3/2/2026 |
200,000 | 195,738 | ||||
Series MTN, 0.45%,
9/14/2023 |
355,000 | 353,204 | ||||
Series MTN, 0.45%,
5/17/2024 |
150,000 | 148,089 | ||||
Series MTN, 0.60%,
9/13/2024 |
200,000 | 197,566 | ||||
Series MTN, 0.80%, 11/13/2025
(b) |
550,000 | 539,451 | ||||
Series MTN, 1.10%,
9/14/2027 |
475,000 | 461,220 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 1.15%,
9/14/2026 |
$ 200,000 | $ 197,406 | ||||
Series MTN, 1.45%,
5/15/2025 |
300,000 | 301,314 | ||||
Series MTN, 2.85%,
5/17/2024 |
200,000 | 208,734 | ||||
Series MTN, 3.30%,
6/9/2024 |
122,000 | 128,460 | ||||
Caterpillar, Inc.: | ||||||
1.90%, 3/12/2031
(b) |
300,000 | 298,176 | ||||
2.60%,
9/19/2029 |
175,000 | 183,391 | ||||
2.60%,
4/9/2030 |
174,000 | 181,602 | ||||
3.25%,
9/19/2049 |
200,000 | 220,080 | ||||
3.40%,
5/15/2024 |
205,000 | 215,541 | ||||
3.80%,
8/15/2042 |
344,000 | 402,483 | ||||
4.75%,
5/15/2064 |
584,000 | 838,279 | ||||
Oshkosh Corp. 4.60%,
5/15/2028 |
210,000 | 236,729 | ||||
6,499,774 | ||||||
MACHINERY-DIVERSIFIED — 0.2% | ||||||
CNH Industrial Capital LLC: | ||||||
1.88%,
1/15/2026 |
455,000 | 456,602 | ||||
1.95%,
7/2/2023 |
80,000 | 81,046 | ||||
CNH Industrial NV Series MTN, 3.85%, 11/15/2027
(b) |
238,000 | 259,758 | ||||
Crane Co. 4.20%,
3/15/2048 |
115,000 | 127,510 | ||||
Deere & Co.: | ||||||
2.75%,
4/15/2025 |
144,000 | 150,532 | ||||
3.90%,
6/9/2042 |
168,000 | 199,713 | ||||
Dover Corp.: | ||||||
2.95%,
11/4/2029 |
62,000 | 65,466 | ||||
3.15%,
11/15/2025 |
280,000 | 296,008 | ||||
Flowserve Corp.: | ||||||
2.80%,
1/15/2032 |
190,000 | 185,087 | ||||
3.50%,
10/1/2030 |
170,000 | 176,130 | ||||
IDEX Corp.: | ||||||
2.63%,
6/15/2031 |
250,000 | 252,357 | ||||
3.00%,
5/1/2030 |
125,000 | 130,152 | ||||
John Deere Capital Corp.: | ||||||
1.45%, 1/15/2031
(b) |
420,000 | 399,781 | ||||
3.65%,
10/12/2023 |
300,000 | 314,925 | ||||
Series MTN, 0.25%,
1/17/2023 |
250,000 | 249,315 | ||||
Series MTN, 0.40%,
10/10/2023 |
160,000 | 159,110 | ||||
Series MTN, 0.45%,
1/17/2024 |
215,000 | 212,856 | ||||
Series MTN, 0.63%,
9/10/2024 |
140,000 | 138,578 | ||||
Series MTN, 0.70%,
7/5/2023 |
426,000 | 425,864 | ||||
Series MTN, 0.70%,
1/15/2026 |
217,000 | 211,059 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 1.20%,
4/6/2023 |
$ 70,000 | $ 70,403 | ||||
Series MTN, 1.30%,
10/13/2026 |
500,000 | 494,730 | ||||
Series MTN, 1.50%,
3/6/2028 |
391,000 | 384,975 | ||||
Series MTN, 1.75%,
3/9/2027 |
325,000 | 327,486 | ||||
Series MTN, 2.05%,
1/9/2025 |
205,000 | 210,916 | ||||
Series MTN, 2.25%,
9/14/2026 |
200,000 | 207,076 | ||||
Series MTN, 2.60%,
3/7/2024 |
127,000 | 131,415 | ||||
Series MTN, 2.65%,
6/24/2024 |
350,000 | 363,387 | ||||
Series MTN, 2.65%,
6/10/2026 |
275,000 | 288,282 | ||||
Series MTN, 2.70%,
1/6/2023 |
218,000 | 222,462 | ||||
Series MTN, 2.80%,
3/6/2023 |
125,000 | 128,185 | ||||
Series MTN, 2.80%,
9/8/2027 |
104,000 | 110,740 | ||||
Series MTN, 2.80%,
7/18/2029 |
360,000 | 379,624 | ||||
Series MTN, 3.05%, 1/6/2028
(b) |
231,000 | 247,512 | ||||
Series MTN, 3.45%,
1/10/2024 |
105,000 | 110,266 | ||||
Otis Worldwide Corp.: | ||||||
2.06%,
4/5/2025 |
651,000 | 663,441 | ||||
3.11%,
2/15/2040 |
445,000 | 455,778 | ||||
Rockwell Automation, Inc.: | ||||||
0.35%, 8/15/2023
(b) |
120,000 | 119,303 | ||||
1.75%,
8/15/2031 |
100,000 | 97,496 | ||||
2.80%,
8/15/2061 |
45,000 | 44,210 | ||||
2.88%,
3/1/2025 |
450,000 | 470,835 | ||||
Westinghouse Air Brake Technologies Corp.: | ||||||
3.20%,
6/15/2025 |
385,000 | 401,824 | ||||
4.95%,
9/15/2028 |
246,000 | 279,621 | ||||
Xylem, Inc.: | ||||||
2.25%,
1/30/2031 |
266,000 | 263,404 | ||||
3.25%,
11/1/2026 |
195,000 | 208,872 | ||||
11,174,092 | ||||||
MEDIA — 0.9% | ||||||
Charter Communications Operating LLC/Charter Communications Operating Capital: | ||||||
2.25%,
1/15/2029 |
235,000 | 229,839 | ||||
2.30%,
2/1/2032 |
183,000 | 173,896 | ||||
2.80%,
4/1/2031 |
256,000 | 253,827 | ||||
3.50%,
3/1/2042 |
270,000 | 261,978 | ||||
3.70%,
4/1/2051 |
179,000 | 173,023 |
Security Description | Principal
Amount |
Value | |||
3.75%,
2/15/2028 |
$ 84,000 | $ 90,051 | |||
3.85%,
4/1/2061 |
330,000 | 311,302 | |||
3.90%,
6/1/2052 |
580,000 | 580,377 | |||
3.95%,
6/30/2062 |
500,000 | 483,105 | |||
4.20%,
3/15/2028 |
214,000 | 233,979 | |||
4.40%,
12/1/2061 |
200,000 | 206,864 | |||
4.80%,
3/1/2050 |
660,000 | 739,847 | |||
4.91%,
7/23/2025 |
1,114,000 | 1,227,004 | |||
5.05%,
3/30/2029 |
281,000 | 322,970 | |||
5.13%,
7/1/2049 |
298,000 | 345,117 | |||
5.38%,
4/1/2038 |
228,000 | 271,728 | |||
5.38%,
5/1/2047 |
797,000 | 951,889 | |||
5.75%,
4/1/2048 |
549,000 | 685,514 | |||
6.38%,
10/23/2035 |
530,000 | 686,530 | |||
6.48%,
10/23/2045 |
742,000 | 1,014,425 | |||
6.83%,
10/23/2055 |
680,000 | 974,012 | |||
Class USD, 4.50%,
2/1/2024 |
686,000 | 729,259 | |||
Comcast Corp.: | |||||
1.95%, 1/15/2031
(b) |
275,000 | 268,912 | |||
2.35%,
1/15/2027 |
545,000 | 563,579 | |||
2.45%,
8/15/2052 |
230,000 | 206,016 | |||
2.65%,
2/1/2030 |
734,000 | 760,270 | |||
2.65%,
8/15/2062 |
175,000 | 155,400 | |||
2.80%,
1/15/2051 |
344,000 | 327,918 | |||
2.89%, 11/1/2051
(d) |
1,087,000 | 1,051,618 | |||
2.94%, 11/1/2056
(d) |
1,066,000 | 1,015,418 | |||
2.99%, 11/1/2063
(d) |
618,000 | 587,372 | |||
3.15%, 3/1/2026
(b) |
690,000 | 735,947 | |||
3.15%,
2/15/2028 |
554,000 | 594,819 | |||
3.20%,
7/15/2036 |
711,000 | 756,923 | |||
3.25%,
11/1/2039 |
80,000 | 84,259 | |||
3.30%, 2/1/2027
(b) |
436,000 | 468,744 | |||
3.30%,
4/1/2027 |
182,000 | 196,034 | |||
3.38%,
2/15/2025 |
408,000 | 433,235 | |||
3.38%,
8/15/2025 |
572,000 | 610,375 | |||
3.40%,
7/15/2046 |
413,000 | 435,166 | |||
3.45%,
2/1/2050 |
520,000 | 555,563 | |||
3.55%,
5/1/2028 |
11,000 | 12,043 | |||
3.70%,
4/15/2024 |
736,000 | 782,162 | |||
3.75%,
4/1/2040 |
375,000 | 419,494 | |||
3.90%,
3/1/2038 |
514,000 | 579,746 | |||
3.95%,
10/15/2025 |
500,000 | 546,640 | |||
3.97%,
11/1/2047 |
525,000 | 601,183 | |||
4.00%,
8/15/2047 |
320,000 | 366,819 | |||
4.00%,
3/1/2048 |
713,000 | 819,758 | |||
4.00%,
11/1/2049 |
668,000 | 774,092 | |||
4.05%,
11/1/2052 |
722,000 | 848,415 | |||
4.15%,
10/15/2028 |
215,000 | 243,982 | |||
4.20%,
8/15/2034 |
354,000 | 416,619 | |||
4.25%,
10/15/2030 |
532,000 | 614,018 | |||
4.25%,
1/15/2033 |
394,000 | 461,752 | |||
4.40%,
8/15/2035 |
423,000 | 503,065 | |||
4.65%,
7/15/2042 |
273,000 | 335,899 | |||
4.70%,
10/15/2048 |
310,000 | 396,732 |
Security Description | Principal
Amount |
Value | |||
4.75%,
3/1/2044 |
$ 169,000 | $ 210,288 | |||
4.95%,
10/15/2058 |
380,000 | 524,643 | |||
5.65%,
6/15/2035 |
310,000 | 409,972 | |||
6.50%,
11/15/2035 |
196,000 | 280,880 | |||
7.05%,
3/15/2033 |
400,000 | 574,028 | |||
Discovery Communications LLC: | |||||
2.95%,
3/20/2023 |
541,000 | 553,367 | |||
3.63%, 5/15/2030
(b) |
311,000 | 332,540 | |||
4.00%,
9/15/2055 |
835,000 | 879,263 | |||
4.13%,
5/15/2029 |
158,000 | 174,276 | |||
4.65%,
5/15/2050 |
534,000 | 628,368 | |||
4.90%,
3/11/2026 |
193,000 | 215,320 | |||
5.20%,
9/20/2047 |
231,000 | 285,638 | |||
5.30%,
5/15/2049 |
140,000 | 177,012 | |||
Fox Corp.: | |||||
3.05%,
4/7/2025 |
265,000 | 277,951 | |||
4.03%,
1/25/2024 |
460,000 | 485,880 | |||
4.71%,
1/25/2029 |
627,000 | 716,736 | |||
5.48%,
1/25/2039 |
588,000 | 756,509 | |||
5.58%,
1/25/2049 |
148,000 | 201,825 | |||
FOX Corp. 3.50%,
4/8/2030 |
100,000 | 107,862 | |||
Grupo Televisa SAB: | |||||
5.00%,
5/13/2045 |
560,000 | 659,680 | |||
6.13%,
1/31/2046 |
200,000 | 270,926 | |||
6.63%,
3/18/2025 |
544,000 | 621,308 | |||
6.63%,
1/15/2040 |
445,000 | 605,164 | |||
NBCUniversal Media LLC 4.45%,
1/15/2043 |
485,000 | 584,425 | |||
TCI Communications, Inc.: | |||||
7.13%,
2/15/2028 |
107,000 | 138,054 | |||
7.88%,
2/15/2026 |
195,000 | 242,980 | |||
Thomson Reuters Corp. 5.85%,
4/15/2040 |
475,000 | 667,689 | |||
Time Warner Cable LLC: | |||||
4.50%,
9/15/2042 |
557,000 | 605,476 | |||
5.50%,
9/1/2041 |
343,500 | 416,112 | |||
5.88%,
11/15/2040 |
505,000 | 627,725 | |||
6.55%,
5/1/2037 |
345,000 | 451,936 | |||
6.75%,
6/15/2039 |
410,000 | 558,945 | |||
7.30%,
7/1/2038 |
285,000 | 403,563 | |||
TWDC Enterprises 18 Corp.: | |||||
3.00%,
2/13/2026 |
64,000 | 67,711 | |||
4.38%,
8/16/2041 |
225,000 | 273,278 | |||
Series GMTN, 3.15%,
9/17/2025 |
134,000 | 142,165 | |||
Series GMTN, 4.13%,
6/1/2044 |
408,000 | 484,427 | |||
Series MTN, 1.85%,
7/30/2026 |
219,000 | 222,011 | |||
Series MTN, 2.95%,
6/15/2027 |
187,000 | 200,544 | |||
Series MTN, 3.70%,
12/1/2042 |
419,000 | 470,462 |
Security Description | Principal
Amount |
Value | ||||
ViacomCBS, Inc.: | ||||||
2.90%, 1/15/2027
(b) |
$ 122,000 | $ 127,339 | ||||
3.70%,
6/1/2028 |
493,000 | 534,023 | ||||
3.88%,
4/1/2024 |
222,000 | 233,457 | ||||
4.00%,
1/15/2026 |
291,000 | 314,551 | ||||
4.20%,
6/1/2029 |
419,000 | 465,333 | ||||
4.20%,
5/19/2032 |
245,000 | 276,661 | ||||
4.38%,
3/15/2043 |
351,000 | 399,224 | ||||
4.85%,
7/1/2042 |
530,000 | 634,898 | ||||
4.90%,
8/15/2044 |
170,000 | 206,504 | ||||
4.95%, 5/19/2050
(b) |
241,000 | 306,113 | ||||
5.25%,
4/1/2044 |
252,000 | 314,685 | ||||
7.88%,
7/30/2030 |
228,000 | 316,040 | ||||
Walt Disney Co.: | ||||||
1.75%,
8/30/2024 |
506,000 | 514,784 | ||||
1.75%,
1/13/2026 |
667,000 | 674,857 | ||||
2.00%,
9/1/2029 |
646,000 | 642,479 | ||||
2.20%, 1/13/2028
(b) |
294,000 | 299,551 | ||||
2.65%, 1/13/2031
(b) |
1,130,000 | 1,174,590 | ||||
2.75%,
9/1/2049 |
375,000 | 363,019 | ||||
3.38%,
11/15/2026 |
348,000 | 374,364 | ||||
3.50%,
5/13/2040 |
375,000 | 411,049 | ||||
3.60%,
1/13/2051 |
208,000 | 235,348 | ||||
3.70%,
9/15/2024 |
129,000 | 136,645 | ||||
3.80%,
3/22/2030 |
570,000 | 640,612 | ||||
3.80%,
5/13/2060 |
326,000 | 378,652 | ||||
4.70%,
3/23/2050 |
354,000 | 466,699 | ||||
4.75%,
11/15/2046 |
235,000 | 302,513 | ||||
5.40%,
10/1/2043 |
300,000 | 413,010 | ||||
6.15%,
3/1/2037 |
215,000 | 301,185 | ||||
6.20%,
12/15/2034 |
250,000 | 349,963 | ||||
6.40%,
12/15/2035 |
324,000 | 464,059 | ||||
6.55%,
3/15/2033 |
205,000 | 284,948 | ||||
6.65%,
11/15/2037 |
164,000 | 243,100 | ||||
58,783,717 | ||||||
METAL FABRICATE & HARDWARE — 0.0% (a) | ||||||
Precision Castparts Corp.: | ||||||
2.50%,
1/15/2023 |
801,000 | 813,480 | ||||
4.38%,
6/15/2045 |
180,000 | 222,680 | ||||
Timken Co. 3.88%,
9/1/2024 |
95,000 | 99,839 | ||||
Valmont Industries, Inc. 5.25%,
10/1/2054 |
111,000 | 141,766 | ||||
1,277,765 | ||||||
MINING — 0.1% | ||||||
AngloGold Ashanti Holdings PLC 3.75%,
10/1/2030 |
325,000 | 326,804 | ||||
Barrick Gold Corp. 5.25%,
4/1/2042 |
204,000 | 264,245 | ||||
Barrick North America Finance LLC: | ||||||
5.70%,
5/30/2041 |
221,000 | 299,928 | ||||
5.75%,
5/1/2043 |
350,000 | 476,315 |
Security Description | Principal
Amount |
Value | ||||
Barrick PD Australia Finance Pty, Ltd. 5.95%,
10/15/2039 |
$ 163,000 | $ 222,314 | ||||
BHP Billiton Finance USA, Ltd. 5.00%, 9/30/2043
(b) |
874,000 | 1,156,040 | ||||
Kinross Gold Corp. 5.95%,
3/15/2024 |
143,000 | 155,169 | ||||
Newmont Corp.: | ||||||
2.25%,
10/1/2030 |
565,000 | 557,570 | ||||
4.88%,
3/15/2042 |
170,000 | 213,076 | ||||
5.45%,
6/9/2044 |
165,000 | 219,504 | ||||
5.88%,
4/1/2035 |
215,000 | 280,455 | ||||
6.25%,
10/1/2039 |
176,000 | 246,495 | ||||
Rio Tinto Finance USA PLC 4.13%,
8/21/2042 |
315,000 | 377,550 | ||||
Rio Tinto Finance USA, Ltd.: | ||||||
2.75%,
11/2/2051 |
750,000 | 744,473 | ||||
7.13%,
7/15/2028 |
141,000 | 184,115 | ||||
Southern Copper Corp.: | ||||||
3.88%,
4/23/2025 |
100,000 | 107,065 | ||||
5.25%,
11/8/2042 |
560,000 | 707,717 | ||||
6.75%,
4/16/2040 |
280,000 | 392,728 | ||||
7.50%,
7/27/2035 |
630,000 | 902,349 | ||||
Teck Resources, Ltd.: | ||||||
5.40%,
2/1/2043 |
100,000 | 122,606 | ||||
6.00%,
8/15/2040 |
173,000 | 220,544 | ||||
6.13%,
10/1/2035 |
212,000 | 275,119 | ||||
6.25%,
7/15/2041 |
268,000 | 356,863 | ||||
8,809,044 | ||||||
MISCELLANEOUS MANUFACTURER — 0.2% | ||||||
3M Co.: | ||||||
1.75%,
2/14/2023 |
368,000 | 371,805 | ||||
2.00%, 2/14/2025
(b) |
142,000 | 145,472 | ||||
2.88%, 10/15/2027
(b) |
364,000 | 388,039 | ||||
3.05%,
4/15/2030 |
582,000 | 624,148 | ||||
3.25%,
8/26/2049 |
214,000 | 233,641 | ||||
Series MTN, 3.00%,
8/7/2025 |
303,000 | 321,031 | ||||
Series MTN, 3.25%,
2/14/2024 |
254,000 | 265,646 | ||||
Series MTN, 3.38%,
3/1/2029 |
513,000 | 559,709 | ||||
Series MTN, 3.63%,
9/14/2028 |
200,000 | 222,426 | ||||
Series MTN, 3.63%,
10/15/2047 |
250,000 | 285,722 | ||||
Carlisle Cos., Inc.: | ||||||
2.75%,
3/1/2030 |
180,000 | 183,892 | ||||
3.75%,
12/1/2027 |
320,000 | 345,930 | ||||
Eaton Corp.: | ||||||
3.10%,
9/15/2027 |
198,000 | 211,704 | ||||
3.92%,
9/15/2047 |
50,000 | 58,099 | ||||
4.00%,
11/2/2032 |
270,000 | 310,646 | ||||
4.15%,
11/2/2042 |
242,000 | 284,667 |
Security Description | Principal
Amount |
Value | ||||
GE Capital Funding LLC 4.55%,
5/15/2032 |
$ 295,000 | $ 348,684 | ||||
GE Capital International Funding Co. Unlimited Co. 4.42%,
11/15/2035 |
2,957,000 | 3,546,478 | ||||
General Electric Co. Series A, 6.75%,
3/15/2032 |
792,000 | 1,079,646 | ||||
Illinois Tool Works, Inc.: | ||||||
2.65%,
11/15/2026 |
531,000 | 558,362 | ||||
3.50%,
3/1/2024 |
225,000 | 235,737 | ||||
3.90%,
9/1/2042 |
149,000 | 174,309 | ||||
4.88%, 9/15/2041
(b) |
200,000 | 263,992 | ||||
Parker-Hannifin Corp.: | ||||||
2.70%,
6/14/2024 |
200,000 | 206,680 | ||||
3.25%, 3/1/2027
(b) |
190,000 | 203,306 | ||||
3.25%,
6/14/2029 |
139,000 | 147,222 | ||||
Series MTN, 4.20%,
11/21/2034 |
395,000 | 452,149 | ||||
Series MTN, 6.25%,
5/15/2038 |
200,000 | 278,238 | ||||
Pentair Finance Sarl 4.50%,
7/1/2029 |
125,000 | 141,351 | ||||
Textron, Inc.: | ||||||
2.45%,
3/15/2031 |
205,000 | 202,788 | ||||
3.65%,
3/15/2027 |
394,000 | 423,349 | ||||
3.88%,
3/1/2025 |
55,000 | 58,659 | ||||
3.90%,
9/17/2029 |
536,000 | 588,335 | ||||
Trane Technologies Global Holding Co., Ltd.: | ||||||
3.75%,
8/21/2028 |
133,000 | 145,221 | ||||
4.30%,
2/21/2048 |
120,000 | 145,656 | ||||
5.75%,
6/15/2043 |
215,000 | 302,462 | ||||
Trane Technologies Luxembourg Finance SA: | ||||||
3.80%, 3/21/2029
(b) |
188,000 | 205,414 | ||||
4.50%,
3/21/2049 |
421,000 | 522,735 | ||||
15,043,350 | ||||||
OFFICE FURNISHINGS — 0.0% (a) | ||||||
Steelcase, Inc. 5.13%,
1/18/2029 |
136,000 | 154,297 | ||||
OIL & GAS — 1.2% | ||||||
BP Capital Markets America, Inc.: | ||||||
1.75%, 8/10/2030
(b) |
323,000 | 311,152 | ||||
2.75%,
5/10/2023 |
572,000 | 586,506 | ||||
2.77%,
11/10/2050 |
420,000 | 395,333 | ||||
2.94%,
6/4/2051 |
393,000 | 379,654 | ||||
3.00%,
2/24/2050 |
472,000 | 464,915 | ||||
3.00%,
3/17/2052 |
200,000 | 196,066 | ||||
3.02%,
1/16/2027 |
269,000 | 284,080 | ||||
3.12%,
5/4/2026 |
206,000 | 218,074 | ||||
3.38%,
2/8/2061 |
510,000 | 526,376 | ||||
3.41%,
2/11/2026 |
853,000 | 912,437 | ||||
3.59%,
4/14/2027 |
101,000 | 109,292 |
Security Description | Principal
Amount |
Value | |||
3.63%, 4/6/2030
(b) |
$ 350,000 | $ 386,012 | |||
3.79%,
2/6/2024 |
197,000 | 207,930 | |||
3.80%,
9/21/2025 |
24,000 | 25,882 | |||
4.23%,
11/6/2028 |
976,000 | 1,106,052 | |||
BP Capital Markets PLC: | |||||
3.28%,
9/19/2027 |
884,000 | 950,777 | |||
3.51%,
3/17/2025 |
581,000 | 619,009 | |||
3.54%, 11/4/2024
(b) |
288,000 | 306,567 | |||
3.81%,
2/10/2024 |
272,000 | 287,042 | |||
3.99%,
9/26/2023 |
189,000 | 198,958 | |||
Burlington Resources LLC 5.95%,
10/15/2036 |
374,000 | 506,418 | |||
Canadian Natural Resources, Ltd.: | |||||
2.05%,
7/15/2025 |
267,000 | 269,838 | |||
2.95%,
1/15/2023 |
220,000 | 224,074 | |||
2.95%,
7/15/2030 |
276,000 | 282,047 | |||
3.85%,
6/1/2027 |
311,000 | 334,375 | |||
6.25%,
3/15/2038 |
190,000 | 250,110 | |||
6.45%,
6/30/2033 |
111,000 | 143,250 | |||
6.50%,
2/15/2037 |
255,000 | 336,123 | |||
6.75%,
2/1/2039 |
320,000 | 442,842 | |||
7.20%,
1/15/2032 |
190,000 | 253,215 | |||
Series GMTN, 4.95%,
6/1/2047 |
250,000 | 309,860 | |||
Cenovus Energy, Inc.: | |||||
2.65%,
1/15/2032 |
85,000 | 83,246 | |||
3.75%,
2/15/2052 |
145,000 | 146,088 | |||
4.40%,
4/15/2029 |
444,000 | 491,361 | |||
5.40%,
6/15/2047 |
260,000 | 323,601 | |||
6.75%,
11/15/2039 |
520,000 | 706,737 | |||
6.80%,
9/15/2037 |
197,000 | 267,183 | |||
Chevron Corp.: | |||||
1.14%,
5/11/2023 |
405,000 | 407,612 | |||
1.55%,
5/11/2025 |
1,053,000 | 1,063,435 | |||
2.00%,
5/11/2027 |
176,000 | 179,025 | |||
2.24%,
5/11/2030 |
983,000 | 997,735 | |||
2.57%,
5/16/2023 |
209,000 | 213,552 | |||
2.90%,
3/3/2024 |
205,000 | 213,333 | |||
3.08%,
5/11/2050 |
280,000 | 297,514 | |||
3.19%,
6/24/2023 |
732,000 | 755,256 | |||
3.33%,
11/17/2025 |
150,000 | 160,520 | |||
Chevron USA, Inc.: | |||||
0.43%, 8/11/2023
(b) |
75,000 | 74,802 | |||
0.69%, 8/12/2025
(b) |
165,000 | 161,712 | |||
1.02%, 8/12/2027
(b) |
514,000 | 496,041 | |||
2.34%,
8/12/2050 |
221,000 | 204,094 | |||
3.25%,
10/15/2029 |
293,000 | 317,964 | |||
3.85%,
1/15/2028 |
5,000 | 5,555 | |||
CNOOC Finance 2013, Ltd.: | |||||
2.88%,
9/30/2029 |
240,000 | 247,450 | |||
3.30%,
9/30/2049 |
200,000 | 187,458 | |||
4.25%, 5/9/2043
(b) |
285,000 | 311,508 | |||
CNOOC Finance 2015 Australia Pty, Ltd. 4.20%,
5/5/2045 |
150,000 | 161,949 |
Security Description | Principal
Amount |
Value | |||
CNOOC Finance 2015 USA LLC: | |||||
3.50%,
5/5/2025 |
$ 500,000 | $ 526,950 | |||
3.75%,
5/2/2023 |
200,000 | 206,516 | |||
CNOOC Finance, Ltd. 3.00%,
5/9/2023 |
870,000 | 890,393 | |||
CNOOC Nexen Finance 2014 ULC: | |||||
4.25%,
4/30/2024 |
586,000 | 622,771 | |||
4.88%,
4/30/2044 |
255,000 | 301,527 | |||
ConocoPhillips: | |||||
2.40%, 2/15/2031
(b)
(d) |
251,000 | 252,448 | |||
3.75%, 10/1/2027
(d) |
587,000 | 642,425 | |||
4.30%, 8/15/2028
(b)
(d) |
602,000 | 677,503 | |||
4.85%, 8/15/2048
(d) |
115,000 | 151,430 | |||
5.90%,
10/15/2032 |
227,000 | 297,395 | |||
5.90%,
5/15/2038 |
355,000 | 488,114 | |||
6.50%,
2/1/2039 |
587,000 | 854,449 | |||
ConocoPhillips Co.: | |||||
4.30%,
11/15/2044 |
267,000 | 321,553 | |||
4.95%, 3/15/2026
(b) |
234,000 | 264,516 | |||
6.95%,
4/15/2029 |
571,000 | 751,128 | |||
Continental Resources, Inc. 4.90%,
6/1/2044 |
375,000 | 417,776 | |||
Coterra Energy, Inc.: | |||||
3.90%, 5/15/2027
(d) |
199,000 | 214,375 | |||
4.38%, 3/15/2029
(d) |
418,000 | 469,757 | |||
Devon Energy Corp.: | |||||
4.75%,
5/15/2042 |
642,000 | 742,865 | |||
5.00%,
6/15/2045 |
265,000 | 322,115 | |||
5.60%,
7/15/2041 |
358,000 | 450,683 | |||
7.95%,
4/15/2032 |
100,000 | 140,505 | |||
Diamondback Energy, Inc.: | |||||
3.25%,
12/1/2026 |
994,000 | 1,049,266 | |||
3.50%,
12/1/2029 |
297,000 | 314,799 | |||
4.40%,
3/24/2051 |
107,000 | 122,810 | |||
Eni USA, Inc. 7.30%,
11/15/2027 |
316,000 | 400,821 | |||
EOG Resources, Inc.: | |||||
3.90%,
4/1/2035 |
580,000 | 657,813 | |||
4.15%,
1/15/2026 |
100,000 | 109,405 | |||
4.38%, 4/15/2030
(b) |
290,000 | 335,260 | |||
Equinor ASA: | |||||
1.75%,
1/22/2026 |
565,000 | 569,701 | |||
2.45%,
1/17/2023 |
806,000 | 820,153 | |||
2.65%,
1/15/2024 |
575,000 | 593,411 | |||
3.13%, 4/6/2030
(b) |
397,000 | 426,517 | |||
3.25%, 11/10/2024
(b) |
140,000 | 147,756 | |||
3.25%,
11/18/2049 |
361,000 | 383,754 | |||
3.63%,
9/10/2028 |
300,000 | 330,231 | |||
3.70%,
3/1/2024 |
676,000 | 714,390 | |||
3.95%,
5/15/2043 |
217,000 | 253,048 | |||
4.80%,
11/8/2043 |
193,000 | 250,163 | |||
Exxon Mobil Corp.: | |||||
1.57%,
4/15/2023 |
107,000 | 108,225 | |||
2.02%,
8/16/2024 |
350,000 | 358,810 |
Security Description | Principal
Amount |
Value | |||
2.28%, 8/16/2026
(b) |
$ 184,000 | $ 190,247 | |||
2.44%, 8/16/2029
(b) |
300,000 | 307,725 | |||
2.61%, 10/15/2030
(b) |
1,395,000 | 1,447,703 | |||
2.71%,
3/6/2025 |
743,000 | 774,496 | |||
2.73%,
3/1/2023 |
361,000 | 368,657 | |||
3.00%,
8/16/2039 |
200,000 | 204,524 | |||
3.04%,
3/1/2026 |
305,000 | 323,026 | |||
3.10%,
8/16/2049 |
308,000 | 312,521 | |||
3.18%, 3/15/2024
(b) |
258,000 | 269,798 | |||
3.45%,
4/15/2051 |
715,000 | 775,889 | |||
3.48%,
3/19/2030 |
269,000 | 295,198 | |||
3.57%,
3/6/2045 |
100,000 | 109,784 | |||
4.11%,
3/1/2046 |
666,000 | 778,894 | |||
4.23%,
3/19/2040 |
207,000 | 244,506 | |||
4.33%,
3/19/2050 |
2,131,000 | 2,622,622 | |||
Helmerich & Payne, Inc. 2.90%, 9/29/2031
(d) |
355,000 | 350,403 | |||
Hess Corp.: | |||||
3.50%,
7/15/2024 |
100,000 | 104,406 | |||
5.60%,
2/15/2041 |
380,000 | 469,262 | |||
5.80%,
4/1/2047 |
127,000 | 163,339 | |||
6.00%,
1/15/2040 |
138,000 | 175,460 | |||
7.13%,
3/15/2033 |
460,000 | 613,208 | |||
7.30%,
8/15/2031 |
185,000 | 247,299 | |||
7.88%,
10/1/2029 |
120,000 | 161,455 | |||
HollyFrontier Corp.: | |||||
2.63%,
10/1/2023 |
150,000 | 152,957 | |||
4.50%,
10/1/2030 |
401,000 | 433,569 | |||
5.88%,
4/1/2026 |
350,000 | 392,469 | |||
Marathon Oil Corp. 6.80%,
3/15/2032 |
430,000 | 554,975 | |||
Marathon Petroleum Corp.: | |||||
3.63%,
9/15/2024 |
138,000 | 145,307 | |||
3.80%,
4/1/2028 |
300,000 | 322,962 | |||
4.50%,
4/1/2048 |
5,000 | 5,687 | |||
4.70%,
5/1/2025 |
324,000 | 353,782 | |||
4.75%,
9/15/2044 |
295,000 | 347,885 | |||
5.00%,
9/15/2054 |
159,000 | 187,684 | |||
5.13%,
12/15/2026 |
278,000 | 317,012 | |||
6.50%,
3/1/2041 |
468,000 | 645,489 | |||
Nexen, Inc.: | |||||
6.40%,
5/15/2037 |
621,000 | 819,788 | |||
7.50%,
7/30/2039 |
250,000 | 372,703 | |||
7.88%,
3/15/2032 |
277,000 | 388,999 | |||
Phillips 66: | |||||
0.90%,
2/15/2024 |
450,000 | 447,080 | |||
1.30%,
2/15/2026 |
40,000 | 39,269 | |||
2.15%,
12/15/2030 |
370,000 | 356,273 | |||
3.85%,
4/9/2025 |
425,000 | 453,501 | |||
3.90%,
3/15/2028 |
532,000 | 576,731 | |||
4.88%, 11/15/2044
(b) |
492,000 | 622,154 | |||
5.88%,
5/1/2042 |
332,000 | 456,965 | |||
Pioneer Natural Resources Co.: | |||||
0.55%,
5/15/2023 |
100,000 | 99,633 |
Security Description | Principal
Amount |
Value | |||
0.75%,
1/15/2024 |
$ 185,000 | $ 182,891 | |||
1.90%,
8/15/2030 |
508,000 | 482,295 | |||
2.15%,
1/15/2031 |
190,000 | 183,458 | |||
4.45%, 1/15/2026
(b) |
68,000 | 74,353 | |||
Shell International Finance B.V.: | |||||
0.38%,
9/15/2023 |
500,000 | 497,325 | |||
2.00%,
11/7/2024 |
411,000 | 421,402 | |||
2.38%,
11/7/2029 |
384,000 | 392,844 | |||
2.50%,
9/12/2026 |
491,000 | 514,165 | |||
2.75%,
4/6/2030 |
205,000 | 214,432 | |||
2.88%, 5/10/2026
(b) |
390,000 | 414,761 | |||
2.88%,
11/26/2041 |
200,000 | 200,728 | |||
3.00%,
11/26/2051 |
200,000 | 203,154 | |||
3.13%,
11/7/2049 |
446,000 | 459,857 | |||
3.25%,
5/11/2025 |
721,000 | 768,218 | |||
3.25%, 4/6/2050
(b) |
420,000 | 447,682 | |||
3.50%,
11/13/2023 |
515,000 | 539,766 | |||
3.63%,
8/21/2042 |
285,000 | 314,495 | |||
3.88%,
11/13/2028 |
327,000 | 366,041 | |||
4.00%,
5/10/2046 |
719,000 | 838,426 | |||
4.13%,
5/11/2035 |
536,000 | 626,959 | |||
4.38%,
5/11/2045 |
950,000 | 1,157,670 | |||
4.55%,
8/12/2043 |
352,000 | 440,035 | |||
6.38%,
12/15/2038 |
350,000 | 511,927 | |||
Suncor Energy, Inc.: | |||||
2.80%,
5/15/2023 |
287,000 | 293,753 | |||
3.10%,
5/15/2025 |
280,000 | 293,017 | |||
4.00%,
11/15/2047 |
308,000 | 345,022 | |||
5.95%,
12/1/2034 |
400,000 | 516,812 | |||
6.80%,
5/15/2038 |
240,000 | 337,164 | |||
7.15%,
2/1/2032 |
205,000 | 279,679 | |||
TotalEnergies Capital International SA: | |||||
2.43%,
1/10/2025 |
284,000 | 293,824 | |||
2.70%,
1/25/2023 |
331,000 | 338,212 | |||
2.83%,
1/10/2030 |
419,000 | 440,193 | |||
2.99%,
6/29/2041 |
90,000 | 91,454 | |||
3.13%,
5/29/2050 |
617,000 | 633,980 | |||
3.39%,
6/29/2060 |
207,000 | 220,621 | |||
3.46%,
2/19/2029 |
410,000 | 445,891 | |||
3.70%,
1/15/2024 |
285,000 | 300,515 | |||
3.75%,
4/10/2024 |
593,000 | 629,487 | |||
TotalEnergies Capital SA 3.88%,
10/11/2028 |
302,000 | 337,301 | |||
Valero Energy Corp.: | |||||
2.15%,
9/15/2027 |
265,000 | 264,616 | |||
2.85%,
4/15/2025 |
337,000 | 350,103 | |||
4.90%,
3/15/2045 |
245,000 | 290,783 | |||
6.63%,
6/15/2037 |
317,000 | 428,758 | |||
7.50%,
4/15/2032 |
516,000 | 710,604 | |||
76,150,493 |
Security Description | Principal
Amount |
Value | ||||
OIL & GAS SERVICES — 0.1% | ||||||
Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc.: | ||||||
2.77%,
12/15/2022 |
$ 477,000 | $ 486,411 | ||||
3.14%,
11/7/2029 |
290,000 | 306,368 | ||||
3.34%,
12/15/2027 |
46,000 | 49,074 | ||||
4.08%, 12/15/2047
(b) |
373,500 | 425,828 | ||||
4.49%,
5/1/2030 |
645,000 | 742,756 | ||||
Halliburton Co.: | ||||||
2.92%, 3/1/2030
(b) |
254,000 | 262,326 | ||||
3.50%,
8/1/2023 |
152,000 | 157,019 | ||||
4.50%,
11/15/2041 |
195,000 | 217,203 | ||||
5.00%,
11/15/2045 |
494,000 | 595,764 | ||||
6.70%,
9/15/2038 |
620,000 | 852,971 | ||||
7.45%,
9/15/2039 |
320,000 | 471,683 | ||||
NOV, Inc. 3.95%,
12/1/2042 |
235,000 | 230,904 | ||||
Schlumberger Finance Canada, Ltd. 1.40%,
9/17/2025 |
240,000 | 239,412 | ||||
Schlumberger Investment SA: | ||||||
2.65%,
6/26/2030 |
153,000 | 156,736 | ||||
3.65%,
12/1/2023 |
374,000 | 390,669 | ||||
5,585,124 | ||||||
PACKAGING & CONTAINERS — 0.1% | ||||||
Amcor Finance USA, Inc. 4.50%,
5/15/2028 |
125,000 | 142,000 | ||||
Amcor Flexibles North America, Inc.: | ||||||
2.63%,
6/19/2030 |
324,000 | 327,778 | ||||
2.69%,
5/25/2031 |
165,000 | 166,955 | ||||
Berry Global, Inc.: | ||||||
0.95%,
2/15/2024 |
250,000 | 247,460 | ||||
1.57%,
1/15/2026 |
465,000 | 455,119 | ||||
Packaging Corp. of America: | ||||||
3.00%,
12/15/2029 |
124,000 | 129,714 | ||||
3.05%,
10/1/2051 |
110,000 | 109,471 | ||||
3.40%,
12/15/2027 |
197,000 | 212,384 | ||||
4.05%,
12/15/2049 |
65,000 | 75,991 | ||||
WestRock RKT LLC 4.00%,
3/1/2023 |
100,000 | 102,717 | ||||
WRKCo, Inc.: | ||||||
3.00%,
6/15/2033 |
350,000 | 360,958 | ||||
3.38%,
9/15/2027 |
70,000 | 74,418 | ||||
3.90%,
6/1/2028 |
607,000 | 665,320 | ||||
4.00%, 3/15/2028
(b) |
196,000 | 216,321 | ||||
4.20%,
6/1/2032 |
60,000 | 68,268 | ||||
4.65%,
3/15/2026 |
16,000 | 17,859 | ||||
4.90%,
3/15/2029 |
200,000 | 232,760 | ||||
3,605,493 | ||||||
PHARMACEUTICALS — 1.5% | ||||||
AbbVie, Inc.: | ||||||
2.60%,
11/21/2024 |
975,000 | 1,011,241 | ||||
2.85%,
5/14/2023 |
150,000 | 153,403 |
Security Description | Principal
Amount |
Value | |||
2.95%,
11/21/2026 |
$ 653,000 | $ 687,857 | |||
3.20%,
11/21/2029 |
1,394,000 | 1,492,333 | |||
3.60%,
5/14/2025 |
701,000 | 744,974 | |||
3.75%,
11/14/2023 |
268,000 | 280,899 | |||
3.80%,
3/15/2025 |
851,000 | 907,813 | |||
3.85%,
6/15/2024 |
616,000 | 651,278 | |||
4.05%,
11/21/2039 |
1,022,000 | 1,171,529 | |||
4.25%,
11/14/2028 |
647,000 | 730,748 | |||
4.25%,
11/21/2049 |
1,210,000 | 1,452,714 | |||
4.30%,
5/14/2036 |
133,000 | 156,307 | |||
4.40%,
11/6/2042 |
701,000 | 841,004 | |||
4.50%,
5/14/2035 |
783,000 | 935,983 | |||
4.55%,
3/15/2035 |
1,133,000 | 1,354,581 | |||
4.63%,
10/1/2042 |
132,000 | 160,973 | |||
4.70%,
5/14/2045 |
446,000 | 551,497 | |||
4.75%,
3/15/2045 |
654,000 | 812,798 | |||
4.85%,
6/15/2044 |
212,000 | 265,753 | |||
4.88%,
11/14/2048 |
145,000 | 187,698 | |||
AmerisourceBergen Corp.: | |||||
0.74%,
3/15/2023 |
325,000 | 324,197 | |||
2.70%,
3/15/2031 |
172,000 | 174,000 | |||
2.80%, 5/15/2030
(b) |
150,000 | 154,218 | |||
3.45%,
12/15/2027 |
173,000 | 186,392 | |||
4.30%,
12/15/2047 |
375,500 | 440,702 | |||
Astrazeneca Finance LLC: | |||||
0.70%,
5/28/2024 |
300,000 | 297,678 | |||
1.20%,
5/28/2026 |
435,000 | 429,680 | |||
1.75%,
5/28/2028 |
430,000 | 427,235 | |||
2.25%, 5/28/2031
(b) |
370,000 | 373,959 | |||
AstraZeneca PLC: | |||||
0.70%,
4/8/2026 |
250,000 | 241,805 | |||
1.38%,
8/6/2030 |
570,000 | 537,994 | |||
2.13%,
8/6/2050 |
115,000 | 102,224 | |||
3.00%, 5/28/2051
(b) |
200,000 | 210,398 | |||
3.38%,
11/16/2025 |
756,000 | 811,188 | |||
3.50%, 8/17/2023
(b) |
263,000 | 274,343 | |||
4.00%,
1/17/2029 |
100,000 | 112,737 | |||
4.00%,
9/18/2042 |
312,000 | 372,007 | |||
4.38%,
11/16/2045 |
225,000 | 287,599 | |||
4.38%,
8/17/2048 |
130,000 | 167,693 | |||
6.45%,
9/15/2037 |
684,000 | 1,008,496 | |||
Becton Dickinson & Co.: | |||||
1.96%,
2/11/2031 |
225,000 | 216,864 | |||
3.36%,
6/6/2024 |
227,000 | 237,676 | |||
3.70%,
6/6/2027 |
838,000 | 913,780 | |||
3.79%,
5/20/2050 |
120,000 | 135,077 | |||
Becton Dickinson and Co. 4.67%,
6/6/2047 |
384,000 | 483,928 | |||
Bristol-Myers Squibb Co.: | |||||
0.54%,
11/13/2023 |
549,000 | 546,206 | |||
0.75%,
11/13/2025 |
690,000 | 674,634 | |||
1.13%,
11/13/2027 |
239,000 | 232,776 | |||
1.45%,
11/13/2030 |
182,000 | 173,291 | |||
2.35%,
11/13/2040 |
160,000 | 151,480 | |||
2.55%,
11/13/2050 |
160,000 | 151,738 |
Security Description | Principal
Amount |
Value | |||
2.75%,
2/15/2023 |
$ 489,000 | $ 499,406 | |||
2.90%,
7/26/2024 |
514,000 | 537,336 | |||
3.20%,
6/15/2026 |
608,000 | 652,804 | |||
3.25%,
2/20/2023 |
196,000 | 201,251 | |||
3.25%,
2/27/2027 |
301,000 | 325,553 | |||
3.25%,
8/1/2042 |
409,000 | 436,432 | |||
3.40%,
7/26/2029 |
1,064,000 | 1,163,793 | |||
3.45%,
11/15/2027 |
555,000 | 606,909 | |||
3.88%,
8/15/2025 |
400,000 | 433,048 | |||
3.90%,
2/20/2028 |
431,000 | 480,591 | |||
4.13%,
6/15/2039 |
642,000 | 759,364 | |||
4.25%,
10/26/2049 |
343,000 | 424,270 | |||
4.35%,
11/15/2047 |
141,000 | 174,817 | |||
4.55%,
2/20/2048 |
316,000 | 403,914 | |||
5.00%,
8/15/2045 |
384,000 | 511,369 | |||
Cardinal Health, Inc.: | |||||
3.08%,
6/15/2024 |
416,000 | 431,421 | |||
4.37%,
6/15/2047 |
489,000 | 552,169 | |||
4.90%,
9/15/2045 |
264,000 | 317,230 | |||
Cigna Corp.: | |||||
1.25%,
3/15/2026 |
335,000 | 330,668 | |||
2.38%,
3/15/2031 |
555,000 | 557,287 | |||
2.40%,
3/15/2030 |
679,000 | 683,685 | |||
3.00%,
7/15/2023 |
215,000 | 221,235 | |||
3.05%,
10/15/2027 |
555,000 | 589,549 | |||
3.20%,
3/15/2040 |
240,000 | 247,879 | |||
3.40%,
3/1/2027 |
372,000 | 400,291 | |||
3.40%,
3/15/2051 |
410,000 | 431,033 | |||
3.75%,
7/15/2023 |
252,000 | 262,287 | |||
3.88%,
10/15/2047 |
190,000 | 210,938 | |||
4.13%,
11/15/2025 |
552,000 | 604,352 | |||
4.38%,
10/15/2028 |
541,000 | 615,009 | |||
4.50%,
2/25/2026 |
285,000 | 315,791 | |||
4.80%,
8/15/2038 |
423,000 | 519,926 | |||
4.80%,
7/15/2046 |
290,000 | 366,061 | |||
4.90%,
12/15/2048 |
545,000 | 703,726 | |||
6.13%,
11/15/2041 |
235,000 | 336,525 | |||
CVS Health Corp.: | |||||
1.30%,
8/21/2027 |
397,000 | 385,328 | |||
1.75%,
8/21/2030 |
300,000 | 286,323 | |||
1.88%,
2/28/2031 |
285,000 | 273,463 | |||
2.13%, 9/15/2031
(b) |
625,000 | 612,612 | |||
2.63%,
8/15/2024 |
655,000 | 678,469 | |||
2.70%,
8/21/2040 |
135,000 | 129,659 | |||
2.88%,
6/1/2026 |
914,000 | 957,442 | |||
3.00%,
8/15/2026 |
460,000 | 484,509 | |||
3.25%,
8/15/2029 |
528,000 | 562,906 | |||
3.38%,
8/12/2024 |
376,000 | 395,184 | |||
3.75%,
4/1/2030 |
1,410,000 | 1,548,391 | |||
3.88%,
7/20/2025 |
681,000 | 732,490 | |||
4.10%,
3/25/2025 |
393,000 | 423,642 | |||
4.30%,
3/25/2028 |
569,000 | 638,959 | |||
4.78%,
3/25/2038 |
1,402,000 | 1,708,295 | |||
5.05%,
3/25/2048 |
1,628,000 | 2,130,157 | |||
5.13%,
7/20/2045 |
820,000 | 1,066,205 |
Security Description | Principal
Amount |
Value | |||
Eli Lilly & Co.: | |||||
2.25%,
5/15/2050 |
$ 400,000 | $ 368,068 | |||
2.50%,
9/15/2060 |
500,000 | 468,955 | |||
2.75%,
6/1/2025 |
321,000 | 336,119 | |||
3.38%, 3/15/2029
(b) |
222,000 | 243,563 | |||
GlaxoSmithKline Capital PLC: | |||||
0.53%,
10/1/2023 |
370,000 | 368,435 | |||
3.00%,
6/1/2024 |
548,000 | 572,386 | |||
3.38%, 6/1/2029
(b) |
385,000 | 419,484 | |||
GlaxoSmithKline Capital, Inc.: | |||||
3.38%,
5/15/2023 |
217,000 | 224,743 | |||
3.63%,
5/15/2025 |
379,000 | 407,891 | |||
4.20%,
3/18/2043 |
391,000 | 476,109 | |||
6.38%,
5/15/2038 |
648,000 | 954,627 | |||
Johnson & Johnson: | |||||
0.55%,
9/1/2025 |
490,000 | 477,936 | |||
0.95%,
9/1/2027 |
465,000 | 454,863 | |||
1.30%, 9/1/2030
(b) |
361,000 | 347,585 | |||
2.10%,
9/1/2040 |
265,000 | 251,032 | |||
2.25%,
9/1/2050 |
220,000 | 205,183 | |||
2.45%,
3/1/2026 |
455,000 | 474,306 | |||
2.45%,
9/1/2060 |
335,000 | 316,689 | |||
2.63%,
1/15/2025 |
367,000 | 383,298 | |||
2.90%,
1/15/2028 |
1,138,000 | 1,213,802 | |||
2.95%,
3/3/2027 |
315,000 | 337,116 | |||
3.40%,
1/15/2038 |
461,000 | 515,997 | |||
3.63%,
3/3/2037 |
361,000 | 415,630 | |||
3.70%,
3/1/2046 |
658,000 | 775,065 | |||
4.38%,
12/5/2033 |
329,000 | 404,407 | |||
4.50%,
12/5/2043 |
152,000 | 193,490 | |||
4.85%,
5/15/2041 |
100,000 | 133,418 | |||
4.95%,
5/15/2033 |
144,000 | 185,004 | |||
5.85%,
7/15/2038 |
250,000 | 361,800 | |||
5.95%,
8/15/2037 |
50,000 | 72,118 | |||
McKesson Corp.: | |||||
0.90%,
12/3/2025 |
320,000 | 310,349 | |||
1.30%,
8/15/2026 |
415,000 | 406,036 | |||
Mead Johnson Nutrition Co. 5.90%,
11/1/2039 |
500,000 | 713,030 | |||
Merck & Co., Inc.: | |||||
0.75%,
2/24/2026 |
238,000 | 233,138 | |||
1.45%, 6/24/2030
(b) |
210,000 | 200,875 | |||
1.70%,
6/10/2027 |
200,000 | 201,332 | |||
1.90%, 12/10/2028
(b) |
100,000 | 100,436 | |||
2.15%,
12/10/2031 |
190,000 | 190,572 | |||
2.35%,
6/24/2040 |
357,000 | 341,221 | |||
2.45%, 6/24/2050
(b) |
40,000 | 37,764 | |||
2.75%,
12/10/2051 |
200,000 | 198,996 | |||
2.80%,
5/18/2023 |
415,000 | 427,346 | |||
2.90%,
3/7/2024 |
136,000 | 141,681 | |||
2.90%,
12/10/2061 |
110,000 | 109,739 | |||
3.40%,
3/7/2029 |
536,000 | 584,417 | |||
3.60%,
9/15/2042 |
185,000 | 208,745 | |||
3.70%,
2/10/2045 |
788,000 | 905,908 | |||
3.90%,
3/7/2039 |
602,000 | 705,616 |
Security Description | Principal
Amount |
Value | |||
4.00%,
3/7/2049 |
$ 430,000 | $ 523,306 | |||
4.15%,
5/18/2043 |
420,000 | 509,977 | |||
6.55%,
9/15/2037 |
207,000 | 308,836 | |||
Mylan, Inc.: | |||||
4.55%,
4/15/2028 |
148,000 | 165,785 | |||
5.20%,
4/15/2048 |
154,000 | 190,709 | |||
5.40%,
11/29/2043 |
315,000 | 390,017 | |||
Novartis Capital Corp.: | |||||
1.75%,
2/14/2025 |
348,000 | 353,415 | |||
2.00%,
2/14/2027 |
336,000 | 342,229 | |||
2.20%,
8/14/2030 |
635,000 | 644,671 | |||
2.75%,
8/14/2050 |
265,000 | 268,373 | |||
3.00%, 11/20/2025
(b) |
170,000 | 180,178 | |||
3.40%,
5/6/2024 |
821,000 | 866,311 | |||
4.00%,
11/20/2045 |
138,000 | 167,460 | |||
4.40%,
5/6/2044 |
354,000 | 453,644 | |||
Pfizer, Inc.: | |||||
0.80%,
5/28/2025 |
225,000 | 222,223 | |||
1.70%, 5/28/2030
(b) |
900,000 | 880,335 | |||
1.75%, 8/18/2031
(b) |
165,000 | 161,380 | |||
2.55%,
5/28/2040 |
227,000 | 225,747 | |||
2.75%, 6/3/2026
(b) |
322,000 | 341,536 | |||
2.95%,
3/15/2024 |
200,000 | 208,196 | |||
3.00%, 12/15/2026
(b) |
158,000 | 170,229 | |||
3.20%,
9/15/2023 |
236,000 | 245,428 | |||
3.40%,
5/15/2024 |
541,000 | 572,805 | |||
3.45%,
3/15/2029 |
227,000 | 250,336 | |||
3.90%,
3/15/2039 |
763,000 | 892,588 | |||
4.00%,
12/15/2036 |
510,000 | 604,651 | |||
4.00%,
3/15/2049 |
250,000 | 306,472 | |||
4.10%,
9/15/2038 |
277,000 | 329,494 | |||
4.13%,
12/15/2046 |
325,000 | 401,697 | |||
4.20%,
9/15/2048 |
204,000 | 256,483 | |||
4.30%,
6/15/2043 |
160,000 | 196,778 | |||
4.40%,
5/15/2044 |
266,000 | 333,008 | |||
5.60%,
9/15/2040 |
85,000 | 118,916 | |||
7.20%,
3/15/2039 |
707,000 | 1,138,263 | |||
Pharmacia LLC 6.60%,
12/1/2028 |
180,000 | 233,667 | |||
Sanofi: | |||||
3.38%,
6/19/2023 |
419,000 | 434,218 | |||
3.63%, 6/19/2028
(b) |
231,000 | 259,949 | |||
Shire Acquisitions Investments Ireland DAC: | |||||
2.88%,
9/23/2023 |
464,000 | 477,108 | |||
3.20%,
9/23/2026 |
353,000 | 374,551 | |||
Takeda Pharmaceutical Co., Ltd.: | |||||
2.05%,
3/31/2030 |
877,000 | 854,987 | |||
3.03%,
7/9/2040 |
355,000 | 357,474 | |||
3.18%,
7/9/2050 |
243,000 | 246,351 | |||
3.38%,
7/9/2060 |
115,000 | 119,492 | |||
4.40%,
11/26/2023 |
1,013,000 | 1,072,028 | |||
5.00%,
11/26/2028 |
637,000 | 748,386 |
Security Description | Principal
Amount |
Value | ||||
Utah Acquisition Sub, Inc.: | ||||||
3.95%,
6/15/2026 |
$ 1,136,000 | $ 1,225,267 | ||||
5.25%,
6/15/2046 |
514,000 | 630,179 | ||||
Viatris, Inc.: | ||||||
1.65%,
6/22/2025 |
150,000 | 149,560 | ||||
2.30%,
6/22/2027 |
182,000 | 183,611 | ||||
2.70%, 6/22/2030
(b) |
205,000 | 205,771 | ||||
3.85%,
6/22/2040 |
8,000 | 8,533 | ||||
4.00%,
6/22/2050 |
235,000 | 251,238 | ||||
Wyeth LLC: | ||||||
5.95%,
4/1/2037 |
427,000 | 600,879 | ||||
6.00%,
2/15/2036 |
229,000 | 322,022 | ||||
6.45%,
2/1/2024 |
135,000 | 149,770 | ||||
Zoetis, Inc.: | ||||||
2.00%,
5/15/2030 |
246,000 | 242,428 | ||||
3.00%,
9/12/2027 |
169,000 | 178,714 | ||||
3.00%,
5/15/2050 |
280,000 | 292,544 | ||||
3.25%,
2/1/2023 |
100,000 | 101,925 | ||||
3.90%,
8/20/2028 |
163,000 | 181,258 | ||||
3.95%,
9/12/2047 |
102,000 | 121,049 | ||||
4.45%,
8/20/2048 |
305,000 | 390,086 | ||||
4.50%,
11/13/2025 |
438,000 | 482,549 | ||||
4.70%,
2/1/2043 |
369,000 | 470,150 | ||||
97,688,871 | ||||||
PIPELINES — 0.9% | ||||||
Andeavor Logistics L.P./Tesoro Logistics Finance Corp. 4.25%,
12/1/2027 |
5,000 | 4,919 | ||||
Boardwalk Pipelines L.P.: | ||||||
3.38%,
2/1/2023 |
99,000 | 100,799 | ||||
3.40%,
2/15/2031 |
105,000 | 108,331 | ||||
4.45%,
7/15/2027 |
193,000 | 211,659 | ||||
5.95%,
6/1/2026 |
185,000 | 212,223 | ||||
Cheniere Corpus Christi Holdings LLC: | ||||||
2.74%, 12/31/2039
(d) |
140,000 | 136,970 | ||||
3.70%,
11/15/2029 |
340,000 | 363,861 | ||||
5.13%,
6/30/2027 |
575,000 | 649,790 | ||||
5.88%,
3/31/2025 |
190,000 | 210,854 | ||||
7.00%,
6/30/2024 |
545,000 | 603,250 | ||||
Columbia Pipeline Group, Inc.: | ||||||
4.50%,
6/1/2025 |
329,000 | 359,005 | ||||
5.80%,
6/1/2045 |
138,000 | 183,025 | ||||
Eastern Gas Transmission & Storage, Inc. 3.00%, 11/15/2029
(d) |
195,000 | 200,524 | ||||
Enable Midstream Partners L.P.: | ||||||
3.90%,
5/15/2024 |
165,000 | 172,408 | ||||
4.15%, 9/15/2029
(b) |
197,000 | 211,663 | ||||
4.40%,
3/15/2027 |
418,000 | 451,745 | ||||
5.00%,
5/15/2044 |
100,000 | 108,452 |
Security Description | Principal
Amount |
Value | |||
Enbridge Energy Partners L.P.: | |||||
5.50%,
9/15/2040 |
$ 182,000 | $ 233,486 | |||
5.88%,
10/15/2025 |
320,000 | 365,005 | |||
Series B, 7.50%,
4/15/2038 |
130,000 | 195,192 | |||
Enbridge, Inc.: | |||||
2.50%, 1/15/2025
(b) |
150,000 | 154,431 | |||
3.13%, 11/15/2029
(b) |
583,000 | 611,783 | |||
3.70%, 7/15/2027
(b) |
234,000 | 252,835 | |||
4.00%,
10/1/2023 |
337,000 | 351,990 | |||
4.25%,
12/1/2026 |
295,000 | 325,456 | |||
Energy Transfer L.P.: | |||||
2.90%,
5/15/2025 |
340,000 | 351,315 | |||
3.60%,
2/1/2023 |
115,000 | 117,371 | |||
3.90%,
7/15/2026 |
130,000 | 140,096 | |||
4.00%,
10/1/2027 |
128,000 | 137,523 | |||
4.20%,
4/15/2027 |
297,000 | 321,609 | |||
4.25%,
4/1/2024 |
100,000 | 105,156 | |||
4.50%,
4/15/2024 |
404,000 | 428,745 | |||
4.75%,
1/15/2026 |
660,000 | 721,862 | |||
4.95%,
1/15/2043 |
140,000 | 152,999 | |||
5.00%,
5/15/2050 |
397,000 | 457,122 | |||
5.15%,
2/1/2043 |
161,000 | 178,531 | |||
5.15%,
3/15/2045 |
207,000 | 234,893 | |||
5.30%,
4/1/2044 |
150,000 | 171,779 | |||
5.30%,
4/15/2047 |
345,000 | 397,564 | |||
5.35%,
5/15/2045 |
965,000 | 1,115,202 | |||
5.40%,
10/1/2047 |
483,000 | 569,660 | |||
5.50%,
6/1/2027 |
278,000 | 317,743 | |||
5.95%,
10/1/2043 |
230,000 | 279,441 | |||
6.05%,
6/1/2041 |
120,000 | 147,264 | |||
6.10%,
2/15/2042 |
231,000 | 283,086 | |||
6.25%,
4/15/2049 |
200,000 | 261,546 | |||
6.50%,
2/1/2042 |
208,000 | 267,089 | |||
7.50%,
7/1/2038 |
175,000 | 241,575 | |||
Series 20Y, 5.80%,
6/15/2038 |
115,000 | 139,711 | |||
Series 30Y, 6.00%,
6/15/2048 |
200,000 | 250,124 | |||
Energy Transfer L.P./Regency Energy Finance Corp. 4.50%,
11/1/2023 |
300,000 | 314,715 | |||
Energy Transfer Operating L.P.: | |||||
3.75%,
5/15/2030 |
210,000 | 223,190 | |||
4.05%,
3/15/2025 |
307,000 | 325,239 | |||
Energy Transfer Partners L.P. 4.95%, 6/15/2028
(b) |
100,000 | 112,764 | |||
Enterprise Products Operating LLC: | |||||
3.13%, 7/31/2029
(b) |
350,000 | 371,794 | |||
3.20%,
2/15/2052 |
235,000 | 230,899 | |||
3.30%,
2/15/2053 |
105,000 | 104,669 | |||
3.70%,
2/15/2026 |
256,000 | 275,021 | |||
3.70%,
1/31/2051 |
150,000 | 157,889 |
Security Description | Principal
Amount |
Value | |||
3.75%,
2/15/2025 |
$ 305,000 | $ 324,761 | |||
3.95%,
2/15/2027 |
141,000 | 154,171 | |||
3.95%,
1/31/2060 |
425,000 | 458,745 | |||
4.15%,
10/16/2028 |
332,000 | 372,477 | |||
4.20%,
1/31/2050 |
505,000 | 571,039 | |||
4.25%,
2/15/2048 |
339,000 | 386,307 | |||
4.45%,
2/15/2043 |
380,000 | 436,278 | |||
4.85%,
8/15/2042 |
300,000 | 360,129 | |||
4.85%,
3/15/2044 |
338,000 | 406,888 | |||
4.90%,
5/15/2046 |
509,000 | 619,168 | |||
4.95%,
10/15/2054 |
429,000 | 541,325 | |||
5.95%,
2/1/2041 |
326,000 | 433,818 | |||
7.55%,
4/15/2038 |
15,000 | 22,242 | |||
3 Month USD LIBOR + 2.57%, 5.38%, 2/15/2078
(c) |
587,000 | 590,733 | |||
Series E, 3 Month USD LIBOR + 3.03%, 5.25%, 8/16/2077
(c) |
664,000 | 679,152 | |||
Kinder Morgan Energy Partners L.P.: | |||||
3.50%,
9/1/2023 |
399,000 | 412,682 | |||
4.15%,
2/1/2024 |
280,000 | 294,630 | |||
4.25%,
9/1/2024 |
438,000 | 467,289 | |||
4.30%,
5/1/2024 |
299,000 | 317,353 | |||
4.70%,
11/1/2042 |
208,000 | 234,483 | |||
5.00%,
3/1/2043 |
445,000 | 517,686 | |||
5.50%,
3/1/2044 |
475,000 | 583,476 | |||
5.63%,
9/1/2041 |
100,000 | 124,693 | |||
5.80%,
3/15/2035 |
316,000 | 397,203 | |||
6.38%,
3/1/2041 |
463,000 | 612,503 | |||
6.50%,
9/1/2039 |
183,000 | 244,186 | |||
7.50%,
11/15/2040 |
103,000 | 150,545 | |||
7.75%,
3/15/2032 |
100,000 | 140,013 | |||
Kinder Morgan, Inc.: | |||||
2.00%, 2/15/2031
(b) |
210,000 | 200,365 | |||
3.15%,
1/15/2023 |
260,000 | 265,962 | |||
3.25%,
8/1/2050 |
90,000 | 85,676 | |||
3.60%,
2/15/2051 |
229,000 | 231,572 | |||
4.30%,
6/1/2025 |
392,000 | 424,199 | |||
4.30%,
3/1/2028 |
538,000 | 598,950 | |||
5.20%,
3/1/2048 |
197,000 | 243,986 | |||
5.30%,
12/1/2034 |
373,000 | 449,637 | |||
5.55%,
6/1/2045 |
195,000 | 246,788 | |||
Magellan Midstream Partners L.P.: | |||||
3.25%,
6/1/2030 |
125,000 | 131,428 | |||
3.95%,
3/1/2050 |
247,000 | 262,744 | |||
4.20%,
10/3/2047 |
278,000 | 303,726 | |||
4.25%,
9/15/2046 |
135,000 | 149,928 | |||
4.85%,
2/1/2049 |
200,000 | 240,612 | |||
5.00%,
3/1/2026 |
63,000 | 70,399 | |||
MPLX L.P.: | |||||
1.75%,
3/1/2026 |
417,000 | 414,131 | |||
2.65%,
8/15/2030 |
251,000 | 250,563 | |||
3.38%,
3/15/2023 |
351,000 | 359,996 |
Security Description | Principal
Amount |
Value | |||
4.00%,
2/15/2025 |
$ 100,000 | $ 106,611 | |||
4.00%,
3/15/2028 |
427,000 | 464,175 | |||
4.25%,
12/1/2027 |
135,000 | 149,556 | |||
4.50%,
4/15/2038 |
432,000 | 486,082 | |||
4.70%,
4/15/2048 |
243,000 | 282,981 | |||
4.80%,
2/15/2029 |
100,000 | 114,325 | |||
4.88%,
12/1/2024 |
200,000 | 217,348 | |||
4.88%,
6/1/2025 |
224,000 | 245,125 | |||
4.90%,
4/15/2058 |
409,000 | 476,865 | |||
5.20%,
3/1/2047 |
565,000 | 691,458 | |||
5.20%,
12/1/2047 |
200,000 | 244,850 | |||
5.50%,
2/15/2049 |
288,000 | 368,309 | |||
ONEOK Partners L.P.: | |||||
6.13%,
2/1/2041 |
260,000 | 329,316 | |||
6.85%,
10/15/2037 |
202,000 | 270,662 | |||
ONEOK, Inc.: | |||||
2.20%,
9/15/2025 |
150,000 | 151,841 | |||
2.75%,
9/1/2024 |
185,000 | 190,585 | |||
3.10%,
3/15/2030 |
370,000 | 377,748 | |||
4.00%,
7/13/2027 |
189,000 | 204,413 | |||
4.35%,
3/15/2029 |
456,000 | 500,291 | |||
4.45%,
9/1/2049 |
80,000 | 88,396 | |||
4.50%,
3/15/2050 |
470,000 | 521,597 | |||
4.55%,
7/15/2028 |
363,000 | 401,747 | |||
4.95%,
7/13/2047 |
182,000 | 212,068 | |||
5.85%,
1/15/2026 |
148,000 | 170,141 | |||
6.00%,
6/15/2035 |
150,000 | 184,725 | |||
6.35%,
1/15/2031 |
165,000 | 208,001 | |||
7.15%,
1/15/2051 |
165,000 | 241,096 | |||
Phillips 66 Partners L.P.: | |||||
2.45%,
12/15/2024 |
100,000 | 102,430 | |||
3.15%,
12/15/2029 |
306,000 | 316,753 | |||
3.55%,
10/1/2026 |
343,000 | 365,611 | |||
3.75%,
3/1/2028 |
296,000 | 318,028 | |||
Plains All American Pipeline L.P./PAA Finance Corp.: | |||||
2.85%,
1/31/2023 |
255,000 | 258,675 | |||
3.55%,
12/15/2029 |
425,000 | 441,987 | |||
3.80%,
9/15/2030 |
193,000 | 203,165 | |||
3.85%,
10/15/2023 |
125,000 | 129,794 | |||
4.30%,
1/31/2043 |
144,000 | 146,984 | |||
4.65%,
10/15/2025 |
365,000 | 398,157 | |||
4.90%,
2/15/2045 |
200,000 | 218,624 | |||
5.15%,
6/1/2042 |
195,000 | 217,158 | |||
6.65%,
1/15/2037 |
276,000 | 357,464 | |||
Sabine Pass Liquefaction LLC: | |||||
4.20%,
3/15/2028 |
366,000 | 401,791 | |||
5.00%,
3/15/2027 |
603,000 | 678,670 | |||
5.63%,
4/15/2023 |
319,000 | 333,900 | |||
5.63%,
3/1/2025 |
581,000 | 645,276 | |||
5.75%,
5/15/2024 |
652,000 | 709,220 | |||
5.88%,
6/30/2026 |
321,000 | 368,357 | |||
4.50%,
5/15/2030 |
115,000 | 129,956 |
Security Description | Principal
Amount |
Value | ||||
Spectra Energy Partners L.P.: | ||||||
3.38%,
10/15/2026 |
$ 263,000 | $ 279,140 | ||||
5.95%,
9/25/2043 |
200,000 | 278,952 | ||||
TC PipeLines L.P. 4.38%,
3/13/2025 |
85,000 | 91,203 | ||||
Texas Eastern Transmission L.P. 7.00%,
7/15/2032 |
150,000 | 202,405 | ||||
TransCanada PipeLines, Ltd.: | ||||||
3.75%,
10/16/2023 |
132,000 | 137,504 | ||||
4.25%,
5/15/2028 |
300,000 | 335,028 | ||||
4.63%,
3/1/2034 |
246,000 | 289,667 | ||||
4.75%,
5/15/2038 |
255,000 | 304,314 | ||||
4.88%,
1/15/2026 |
302,000 | 336,920 | ||||
5.00%,
10/16/2043 |
500,000 | 624,860 | ||||
5.10%,
3/15/2049 |
250,000 | 331,700 | ||||
5.85%,
3/15/2036 |
89,000 | 115,834 | ||||
6.10%,
6/1/2040 |
440,000 | 610,518 | ||||
6.20%,
10/15/2037 |
158,000 | 215,156 | ||||
7.25%,
8/15/2038 |
420,000 | 630,164 | ||||
7.63%,
1/15/2039 |
566,000 | 881,234 | ||||
Transcontinental Gas Pipe Line Co. LLC: | ||||||
3.25%,
5/15/2030 |
235,000 | 247,798 | ||||
3.95%,
5/15/2050 |
445,000 | 499,846 | ||||
4.00%,
3/15/2028 |
304,000 | 333,187 | ||||
7.85%,
2/1/2026 |
377,000 | 460,543 | ||||
Valero Energy Partners L.P.: | ||||||
4.38%,
12/15/2026 |
130,000 | 143,473 | ||||
4.50%,
3/15/2028 |
115,000 | 127,488 | ||||
Williams Cos., Inc.: | ||||||
2.60%,
3/15/2031 |
385,000 | 383,860 | ||||
3.50%,
11/15/2030 |
334,000 | 356,752 | ||||
3.70%,
1/15/2023 |
140,000 | 143,039 | ||||
3.90%,
1/15/2025 |
94,000 | 100,152 | ||||
4.00%,
9/15/2025 |
236,000 | 254,996 | ||||
4.30%,
3/4/2024 |
334,000 | 353,142 | ||||
4.55%,
6/24/2024 |
308,000 | 330,062 | ||||
4.85%,
3/1/2048 |
395,000 | 480,857 | ||||
4.90%,
1/15/2045 |
228,000 | 272,948 | ||||
5.75%,
6/24/2044 |
254,000 | 330,718 | ||||
6.30%,
4/15/2040 |
512,000 | 692,823 | ||||
58,288,074 | ||||||
REAL ESTATE — 0.0% (a) | ||||||
CBRE Services, Inc. 2.50%,
4/1/2031 |
297,000 | 298,613 | ||||
REAL ESTATE INVESTMENT TRUSTS — 1.0% | ||||||
Agree L.P.: | ||||||
2.00%,
6/15/2028 |
300,000 | 294,867 | ||||
2.60%,
6/15/2033 |
5,000 | 4,921 | ||||
2.90%,
10/1/2030 |
125,000 | 126,973 | ||||
Alexandria Real Estate Equities, Inc.: | ||||||
1.88%,
2/1/2033 |
260,000 | 244,262 | ||||
3.00%,
5/18/2051 |
350,000 | 347,567 |
Security Description | Principal
Amount |
Value | |||
3.38%,
8/15/2031 |
$ 260,000 | $ 281,221 | |||
3.45%,
4/30/2025 |
197,000 | 209,429 | |||
3.95%,
1/15/2027 |
65,000 | 71,297 | |||
4.00%,
2/1/2050 |
239,000 | 278,543 | |||
4.50%,
7/30/2029 |
255,000 | 293,158 | |||
4.70%,
7/1/2030 |
185,000 | 216,681 | |||
4.85%,
4/15/2049 |
175,000 | 226,558 | |||
4.90%,
12/15/2030 |
308,000 | 369,720 | |||
American Assets Trust L.P. 3.38%,
2/1/2031 |
95,000 | 97,342 | |||
American Campus Communities Operating Partnership L.P.: | |||||
2.85%,
2/1/2030 |
150,000 | 153,347 | |||
3.30%,
7/15/2026 |
301,000 | 319,162 | |||
3.63%,
11/15/2027 |
40,000 | 42,786 | |||
3.75%,
4/15/2023 |
100,000 | 102,762 | |||
3.88%,
1/30/2031 |
80,000 | 88,534 | |||
American Homes 4 Rent L.P.: | |||||
2.38%,
7/15/2031 |
130,000 | 127,791 | |||
3.38%,
7/15/2051 |
200,000 | 202,294 | |||
4.25%,
2/15/2028 |
250,000 | 277,145 | |||
American Tower Corp.: | |||||
0.60%,
1/15/2024 |
135,000 | 133,620 | |||
1.30%,
9/15/2025 |
71,000 | 69,957 | |||
1.50%,
1/31/2028 |
100,000 | 95,766 | |||
1.60%,
4/15/2026 |
215,000 | 213,342 | |||
1.88%,
10/15/2030 |
500,000 | 472,920 | |||
2.10%,
6/15/2030 |
126,000 | 121,593 | |||
2.40%,
3/15/2025 |
200,000 | 205,444 | |||
2.70%,
4/15/2031 |
100,000 | 100,729 | |||
2.75%,
1/15/2027 |
181,000 | 186,678 | |||
2.90%,
1/15/2030 |
153,000 | 156,958 | |||
2.95%,
1/15/2025 |
186,000 | 193,416 | |||
2.95%,
1/15/2051 |
125,000 | 118,523 | |||
3.00%,
6/15/2023 |
475,000 | 488,395 | |||
3.13%,
1/15/2027 |
115,000 | 120,488 | |||
3.38%,
5/15/2024 |
202,000 | 211,122 | |||
3.50%,
1/31/2023 |
180,000 | 184,878 | |||
3.70%,
10/15/2049 |
335,000 | 359,177 | |||
3.95%,
3/15/2029 |
652,000 | 711,938 | |||
4.00%,
6/1/2025 |
322,000 | 344,695 | |||
4.40%,
2/15/2026 |
600,000 | 656,040 | |||
5.00%,
2/15/2024 |
269,000 | 289,573 | |||
AvalonBay Communities, Inc.: | |||||
2.05%,
1/15/2032 |
175,000 | 172,827 | |||
Series GMTN, 2.95%,
5/11/2026 |
393,000 | 415,287 | |||
Series GMTN, 3.45%,
6/1/2025 |
107,000 | 113,727 | |||
Series GMTN, 3.50%,
11/15/2024 |
164,000 | 173,505 | |||
Series MTN, 2.45%,
1/15/2031 |
125,000 | 128,260 | |||
Series MTN, 3.20%,
1/15/2028 |
396,000 | 423,918 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 3.30%,
6/1/2029 |
$ 165,000 | $ 178,167 | |||
Series MTN, 3.35%,
5/15/2027 |
101,000 | 108,541 | |||
Series MTN, 4.15%,
7/1/2047 |
520,000 | 638,253 | |||
Boston Properties L.P.: | |||||
2.45%,
10/1/2033 |
180,000 | 174,375 | |||
2.55%,
4/1/2032 |
165,000 | 164,192 | |||
2.75%,
10/1/2026 |
164,000 | 170,783 | |||
2.90%,
3/15/2030 |
157,000 | 160,248 | |||
3.20%,
1/15/2025 |
250,000 | 261,877 | |||
3.25%,
1/30/2031 |
275,000 | 287,845 | |||
3.40%,
6/21/2029 |
594,000 | 630,739 | |||
3.65%,
2/1/2026 |
363,000 | 389,053 | |||
4.50%,
12/1/2028 |
364,000 | 412,135 | |||
Brandywine Operating Partnership L.P.: | |||||
4.10%,
10/1/2024 |
211,000 | 222,856 | |||
4.55%,
10/1/2029 |
163,000 | 181,652 | |||
Brixmor Operating Partnership L.P.: | |||||
2.50%,
8/16/2031 |
108,000 | 105,660 | |||
4.05%,
7/1/2030 |
545,000 | 598,443 | |||
4.13%,
6/15/2026 |
211,000 | 228,863 | |||
4.13%,
5/15/2029 |
100,000 | 110,714 | |||
Broadstone Net Lease LLC 2.60%,
9/15/2031 |
350,000 | 341,260 | |||
Camden Property Trust: | |||||
2.80%,
5/15/2030 |
17,000 | 17,731 | |||
3.15%,
7/1/2029 |
187,000 | 199,020 | |||
3.35%,
11/1/2049 |
425,000 | 467,215 | |||
Columbia Property Trust Operating Partnership L.P. 4.15%,
4/1/2025 |
101,000 | 109,574 | |||
Corporate Office Properties L.P.: | |||||
2.25%,
3/15/2026 |
100,000 | 101,038 | |||
2.75%,
4/15/2031 |
200,000 | 198,924 | |||
Crown Castle International Corp.: | |||||
1.05%,
7/15/2026 |
200,000 | 193,446 | |||
2.10%,
4/1/2031 |
344,000 | 330,044 | |||
2.25%,
1/15/2031 |
309,000 | 300,710 | |||
2.90%,
4/1/2041 |
450,000 | 437,247 | |||
3.15%,
7/15/2023 |
135,000 | 139,100 | |||
3.20%,
9/1/2024 |
180,000 | 188,138 | |||
3.65%,
9/1/2027 |
639,000 | 687,992 | |||
3.70%,
6/15/2026 |
257,000 | 275,712 | |||
3.80%,
2/15/2028 |
644,000 | 699,996 | |||
4.00%,
3/1/2027 |
113,000 | 123,128 | |||
4.45%,
2/15/2026 |
193,000 | 211,343 | |||
4.75%,
5/15/2047 |
318,000 | 390,011 | |||
5.20%,
2/15/2049 |
106,000 | 136,332 | |||
REIT, 1.35%,
7/15/2025 |
65,000 | 64,276 |
Security Description | Principal
Amount |
Value | |||
CubeSmart L.P.: | |||||
2.00%,
2/15/2031 |
$ 100,000 | $ 96,744 | |||
3.00%,
2/15/2030 |
200,000 | 208,672 | |||
CyrusOne L.P./CyrusOne Finance Corp.: | |||||
2.15%,
11/1/2030 |
215,000 | 212,497 | |||
2.90%,
11/15/2024 |
123,000 | 127,229 | |||
3.45%,
11/15/2029 |
125,000 | 135,694 | |||
Digital Realty Trust L.P.: | |||||
3.60%, 7/1/2029
(b) |
370,000 | 401,979 | |||
3.70%,
8/15/2027 |
233,000 | 252,980 | |||
4.45%, 7/15/2028
(b) |
229,000 | 258,946 | |||
Duke Realty L.P.: | |||||
1.75%,
7/1/2030 |
180,000 | 171,585 | |||
1.75%,
2/1/2031 |
305,000 | 289,039 | |||
3.25%,
6/30/2026 |
287,000 | 305,511 | |||
3.38%,
12/15/2027 |
176,000 | 187,984 | |||
3.75%,
12/1/2024 |
75,000 | 79,517 | |||
Equinix, Inc.: | |||||
1.00%,
9/15/2025 |
270,000 | 262,772 | |||
1.25%, 7/15/2025
(b) |
280,000 | 275,206 | |||
1.45%,
5/15/2026 |
278,000 | 272,829 | |||
1.55%,
3/15/2028 |
125,000 | 120,446 | |||
1.80%,
7/15/2027 |
166,000 | 163,825 | |||
2.15%,
7/15/2030 |
425,000 | 412,994 | |||
2.63%,
11/18/2024 |
212,000 | 218,703 | |||
2.90%,
11/18/2026 |
270,000 | 280,708 | |||
3.00%,
7/15/2050 |
195,000 | 186,545 | |||
3.20%,
11/18/2029 |
278,000 | 292,031 | |||
ERP Operating L.P.: | |||||
2.50%, 2/15/2030
(b) |
100,000 | 102,699 | |||
2.85%,
11/1/2026 |
191,000 | 200,487 | |||
3.00%,
4/15/2023 |
339,000 | 346,990 | |||
3.00%,
7/1/2029 |
139,000 | 147,300 | |||
3.38%,
6/1/2025 |
175,000 | 185,469 | |||
4.15%,
12/1/2028 |
254,000 | 287,617 | |||
4.50%,
6/1/2045 |
160,000 | 202,168 | |||
Essex Portfolio L.P.: | |||||
1.65%, 1/15/2031
(b) |
211,000 | 197,293 | |||
1.70%,
3/1/2028 |
187,000 | 182,505 | |||
2.55%,
6/15/2031 |
115,000 | 115,352 | |||
2.65%,
3/15/2032 |
250,000 | 251,495 | |||
2.65%,
9/1/2050 |
140,000 | 126,606 | |||
3.00%,
1/15/2030 |
127,000 | 133,074 | |||
3.25%,
5/1/2023 |
100,000 | 102,440 | |||
3.50%,
4/1/2025 |
100,000 | 105,635 | |||
3.63%,
5/1/2027 |
100,000 | 107,787 | |||
4.00%,
3/1/2029 |
121,000 | 134,314 | |||
Extra Space Storage L.P. 2.35%,
3/15/2032 |
180,000 | 175,720 | |||
Federal Realty Investment Trust: | |||||
1.25%,
2/15/2026 |
100,000 | 98,197 | |||
3.20%,
6/15/2029 |
200,000 | 211,576 | |||
3.50%, 6/1/2030
(b) |
351,000 | 375,338 |
Security Description | Principal
Amount |
Value | |||
3.95%,
1/15/2024 |
$ 95,000 | $ 99,543 | |||
GLP Capital L.P./GLP Financing II, Inc.: | |||||
3.25%,
1/15/2032 |
50,000 | 50,256 | |||
3.35%,
9/1/2024 |
255,000 | 264,422 | |||
4.00%,
1/15/2030 |
357,000 | 378,370 | |||
4.00%,
1/15/2031 |
214,000 | 228,409 | |||
5.25%,
6/1/2025 |
232,000 | 254,922 | |||
5.38%,
11/1/2023 |
384,000 | 407,820 | |||
Healthcare Realty Trust, Inc.: | |||||
2.05%,
3/15/2031 |
215,000 | 206,879 | |||
3.63%,
1/15/2028 |
308,000 | 332,135 | |||
Healthcare Trust of America Holdings L.P.: | |||||
2.00%,
3/15/2031 |
325,000 | 308,487 | |||
3.10%,
2/15/2030 |
176,000 | 182,600 | |||
3.50%,
8/1/2026 |
135,000 | 144,249 | |||
Healthpeak Properties, Inc.: | |||||
2.88%,
1/15/2031 |
200,000 | 207,990 | |||
3.00%,
1/15/2030 |
463,000 | 485,590 | |||
3.50%,
7/15/2029 |
133,000 | 144,304 | |||
6.75%,
2/1/2041 |
345,000 | 516,168 | |||
Highwoods Realty L.P.: | |||||
3.05%,
2/15/2030 |
126,000 | 130,056 | |||
3.88%,
3/1/2027 |
60,000 | 65,324 | |||
4.13%,
3/15/2028 |
178,000 | 196,425 | |||
4.20%,
4/15/2029 |
82,000 | 90,799 | |||
Host Hotels & Resorts L.P.: | |||||
Series E, 4.00%,
6/15/2025 |
179,000 | 189,948 | |||
Series F, 4.50%,
2/1/2026 |
30,000 | 32,268 | |||
Series H, 3.38%,
12/15/2029 |
365,000 | 373,351 | |||
Series I, 3.50%,
9/15/2030 |
186,000 | 191,005 | |||
Hudson Pacific Properties L.P.: | |||||
3.25%,
1/15/2030 |
100,000 | 104,194 | |||
4.65%,
4/1/2029 |
184,000 | 208,658 | |||
Invitation Homes Operating Partnership L.P. 2.00%,
8/15/2031 |
269,000 | 253,003 | |||
Kilroy Realty L.P.: | |||||
2.50%,
11/15/2032 |
340,000 | 330,738 | |||
2.65%,
11/15/2033 |
200,000 | 194,346 | |||
3.05%,
2/15/2030 |
125,000 | 129,499 | |||
Kimco Realty Corp.: | |||||
1.90%,
3/1/2028 |
250,000 | 246,630 | |||
2.25%,
12/1/2031 |
180,000 | 175,428 | |||
2.70%,
10/1/2030 |
239,000 | 243,252 | |||
3.30%,
2/1/2025 |
324,000 | 340,569 | |||
3.70%,
10/1/2049 |
254,000 | 272,224 | |||
3.80%,
4/1/2027 |
188,000 | 204,008 | |||
4.45%,
9/1/2047 |
175,000 | 208,464 | |||
Kite Realty Group L.P. 4.00%,
10/1/2026 |
188,000 | 200,323 |
Security Description | Principal
Amount |
Value | |||
Kite Realty Group Trust 4.75%,
9/15/2030 |
$ 317,000 | $ 350,951 | |||
Life Storage L.P.: | |||||
3.50%,
7/1/2026 |
57,000 | 61,032 | |||
3.88%,
12/15/2027 |
151,000 | 165,883 | |||
4.00%,
6/15/2029 |
81,000 | 89,805 | |||
LXP Industrial Trust: | |||||
2.38%,
10/1/2031 |
175,000 | 167,788 | |||
2.70%,
9/15/2030 |
100,000 | 99,566 | |||
Mid-America Apartments L.P.: | |||||
1.10%,
9/15/2026 |
165,000 | 159,629 | |||
1.70%,
2/15/2031 |
220,000 | 210,054 | |||
2.75%,
3/15/2030 |
125,000 | 129,406 | |||
2.88%,
9/15/2051 |
135,000 | 133,036 | |||
3.60%,
6/1/2027 |
161,000 | 174,216 | |||
3.95%,
3/15/2029 |
245,000 | 273,841 | |||
National Health Investors, Inc. 3.00%,
2/1/2031 |
145,000 | 140,022 | |||
National Retail Properties, Inc.: | |||||
3.00%,
4/15/2052 |
100,000 | 94,874 | |||
3.10%,
4/15/2050 |
215,000 | 209,698 | |||
3.50%,
10/15/2027 |
284,000 | 304,877 | |||
3.50%,
4/15/2051 |
145,000 | 150,365 | |||
4.00%,
11/15/2025 |
124,000 | 134,536 | |||
4.80%,
10/15/2048 |
275,000 | 346,162 | |||
Office Properties Income Trust: | |||||
2.40%,
2/1/2027 |
460,000 | 446,384 | |||
4.25%,
5/15/2024 |
129,000 | 134,619 | |||
4.50%,
2/1/2025 |
200,000 | 211,028 | |||
Omega Healthcare Investors, Inc.: | |||||
3.25%, 4/15/2033
(b) |
311,000 | 304,724 | |||
3.38%,
2/1/2031 |
510,000 | 514,156 | |||
3.63%,
10/1/2029 |
290,000 | 301,304 | |||
5.25%,
1/15/2026 |
210,000 | 234,473 | |||
Physicians Realty L.P.: | |||||
2.63%,
11/1/2031 |
200,000 | 199,602 | |||
3.95%,
1/15/2028 |
200,000 | 219,132 | |||
4.30%, 3/15/2027
(b) |
58,000 | 64,406 | |||
Piedmont Operating Partnership L.P.: | |||||
2.75%,
4/1/2032 |
80,000 | 78,493 | |||
3.15%,
8/15/2030 |
204,000 | 209,216 | |||
3.40%,
6/1/2023 |
100,000 | 102,513 | |||
Prologis L.P.: | |||||
1.25%, 10/15/2030
(b) |
443,000 | 412,592 | |||
1.63%, 3/15/2031
(b) |
500,000 | 476,920 | |||
2.13%,
4/15/2027 |
100,000 | 101,726 | |||
2.13%,
10/15/2050 |
195,000 | 169,350 | |||
3.00%, 4/15/2050
(b) |
150,000 | 155,310 | |||
3.25%,
10/1/2026 |
50,000 | 53,446 | |||
4.38%,
2/1/2029 |
220,000 | 252,545 | |||
Public Storage: | |||||
0.88%,
2/15/2026 |
275,000 | 268,499 |
Security Description | Principal
Amount |
Value | |||
1.85%,
5/1/2028 |
$ 390,000 | $ 389,333 | |||
2.30%,
5/1/2031 |
100,000 | 101,038 | |||
3.09%,
9/15/2027 |
118,000 | 126,390 | |||
3.39%,
5/1/2029 |
155,000 | 169,071 | |||
Realty Income Corp.: | |||||
0.75%, 3/15/2026
(b) |
249,000 | 240,014 | |||
1.80%,
3/15/2033 |
125,000 | 117,833 | |||
2.20%,
6/15/2028 |
150,000 | 151,514 | |||
2.85%,
12/15/2032 |
95,000 | 98,810 | |||
3.25%,
6/15/2029 |
130,000 | 140,383 | |||
3.25%,
1/15/2031 |
375,000 | 402,919 | |||
3.40%,
1/15/2028 |
225,000 | 242,849 | |||
3.65%,
1/15/2028 |
155,000 | 168,792 | |||
3.88%,
7/15/2024 |
85,000 | 90,080 | |||
3.95%,
8/15/2027 |
111,000 | 123,197 | |||
4.13%,
10/15/2026 |
718,000 | 793,390 | |||
4.60%,
2/6/2024 |
335,000 | 356,209 | |||
4.63%,
11/1/2025 |
301,000 | 333,875 | |||
4.88%,
6/1/2026 |
135,000 | 152,196 | |||
Regency Centers L.P.: | |||||
2.95%,
9/15/2029 |
170,000 | 176,336 | |||
3.60%,
2/1/2027 |
204,000 | 219,732 | |||
3.70%,
6/15/2030 |
125,000 | 136,249 | |||
4.13%,
3/15/2028 |
107,000 | 119,052 | |||
Rexford Industrial Realty L.P. 2.13%,
12/1/2030 |
175,000 | 166,856 | |||
Sabra Health Care L.P. 5.13%,
8/15/2026 |
165,000 | 181,777 | |||
Simon Property Group L.P.: | |||||
1.38%, 1/15/2027
(b) |
200,000 | 195,916 | |||
1.75%,
2/1/2028 |
230,000 | 226,122 | |||
2.20%, 2/1/2031
(b) |
200,000 | 195,994 | |||
2.25%,
1/15/2032 |
180,000 | 175,682 | |||
2.45%,
9/13/2029 |
195,000 | 197,785 | |||
2.65%, 7/15/2030
(b) |
225,000 | 229,531 | |||
2.75%,
6/1/2023 |
218,000 | 222,713 | |||
3.25%,
9/13/2049 |
310,000 | 318,652 | |||
3.30%,
1/15/2026 |
146,000 | 154,929 | |||
3.38%,
10/1/2024 |
422,000 | 444,003 | |||
3.38%,
6/15/2027 |
132,000 | 141,751 | |||
3.38%, 12/1/2027
(b) |
312,000 | 335,185 | |||
3.50%,
9/1/2025 |
326,000 | 347,744 | |||
3.80%, 7/15/2050
(b) |
302,000 | 338,995 | |||
4.25%, 10/1/2044
(b) |
400,000 | 469,744 | |||
REIT, 2.00%,
9/13/2024 |
316,000 | 321,770 | |||
SITE Centers Corp. 3.63%,
2/1/2025 |
83,000 | 86,933 | |||
Spirit Realty L.P.: | |||||
2.10%,
3/15/2028 |
255,000 | 249,400 | |||
2.70%,
2/15/2032 |
255,000 | 252,957 | |||
3.20%,
1/15/2027 |
150,000 | 157,056 | |||
3.20%,
2/15/2031 |
250,000 | 258,837 | |||
3.40%,
1/15/2030 |
50,000 | 52,516 | |||
STORE Capital Corp.: | |||||
2.75%,
11/18/2030 |
100,000 | 99,783 |
Security Description | Principal
Amount |
Value | ||||
4.50%,
3/15/2028 |
$ 176,000 | $ 195,247 | ||||
4.63%,
3/15/2029 |
165,000 | 184,993 | ||||
Sun Communities Operating L.P. 2.70%,
7/15/2031 |
90,000 | 89,641 | ||||
Tanger Properties L.P. 2.75%,
9/1/2031 |
200,000 | 193,336 | ||||
UDR, Inc.: | ||||||
3.00%,
8/15/2031 |
170,000 | 177,200 | ||||
3.10%,
11/1/2034 |
65,000 | 67,277 | ||||
Series GMTN, 3.50%,
1/15/2028 |
158,000 | 169,109 | ||||
Series MTN, 1.90%,
3/15/2033 |
100,000 | 92,624 | ||||
Series MTN, 2.10%, 6/15/2033
(b) |
250,000 | 236,827 | ||||
Series MTN, 2.95%,
9/1/2026 |
249,000 | 259,070 | ||||
Series MTN, 3.20%,
1/15/2030 |
288,000 | 303,497 | ||||
Series MTN, 4.40%,
1/26/2029 |
282,000 | 318,840 | ||||
Ventas Realty L.P.: | ||||||
2.50%,
9/1/2031 |
210,000 | 207,873 | ||||
2.65%,
1/15/2025 |
544,000 | 562,017 | ||||
3.25%,
10/15/2026 |
121,000 | 128,128 | ||||
3.50%,
4/15/2024 |
16,000 | 16,759 | ||||
3.75%,
5/1/2024 |
323,000 | 338,262 | ||||
3.85%,
4/1/2027 |
209,000 | 227,823 | ||||
4.88%,
4/15/2049 |
258,000 | 323,754 | ||||
Welltower, Inc.: | ||||||
2.70%,
2/15/2027 |
200,000 | 208,502 | ||||
2.75%,
1/15/2031 |
423,000 | 432,226 | ||||
2.80%,
6/1/2031 |
100,000 | 102,234 | ||||
4.00%,
6/1/2025 |
740,000 | 797,498 | ||||
4.25%,
4/15/2028 |
213,000 | 238,897 | ||||
4.95%,
9/1/2048 |
195,000 | 255,296 | ||||
REIT, 3.63%,
3/15/2024 |
271,000 | 285,013 | ||||
Weyerhaeuser Co.: | ||||||
4.00%,
11/15/2029 |
308,000 | 343,614 | ||||
7.38%,
3/15/2032 |
200,000 | 281,320 | ||||
8.50%,
1/15/2025 |
129,000 | 155,455 | ||||
WP Carey, Inc.: | ||||||
2.25%,
4/1/2033 |
135,000 | 128,482 | ||||
2.40%,
2/1/2031 |
100,000 | 99,157 | ||||
3.85%,
7/15/2029 |
350,000 | 386,925 | ||||
4.25%,
10/1/2026 |
100,000 | 109,581 | ||||
66,367,472 | ||||||
RETAIL — 0.7% | ||||||
Advance Auto Parts, Inc. 1.75%,
10/1/2027 |
340,000 | 331,979 | ||||
AutoNation, Inc.: | ||||||
1.95%,
8/1/2028 |
175,000 | 171,008 | ||||
3.80%,
11/15/2027 |
228,000 | 245,798 | ||||
4.50%,
10/1/2025 |
187,000 | 203,467 |
Security Description | Principal
Amount |
Value | |||
4.75%,
6/1/2030 |
$ 140,000 | $ 160,104 | |||
AutoZone, Inc.: | |||||
1.65%,
1/15/2031 |
49,000 | 46,148 | |||
3.13%,
4/18/2024 |
108,000 | 112,518 | |||
3.13%, 4/21/2026
(b) |
81,000 | 85,433 | |||
3.75%,
4/18/2029 |
539,000 | 589,860 | |||
Best Buy Co., Inc.: | |||||
1.95%,
10/1/2030 |
200,000 | 192,294 | |||
4.45%,
10/1/2028 |
225,000 | 255,418 | |||
Costco Wholesale Corp.: | |||||
1.38%,
6/20/2027 |
125,000 | 124,100 | |||
1.60%,
4/20/2030 |
1,104,000 | 1,069,754 | |||
1.75%,
4/20/2032 |
209,000 | 202,446 | |||
2.75%,
5/18/2024 |
507,000 | 526,930 | |||
Darden Restaurants, Inc.: | |||||
3.85%,
5/1/2027 |
199,000 | 216,200 | |||
4.55%,
2/15/2048 |
100,000 | 115,684 | |||
Dollar General Corp.: | |||||
3.50%,
4/3/2030 |
295,000 | 319,214 | |||
3.88%,
4/15/2027 |
648,000 | 710,260 | |||
Dollar Tree, Inc.: | |||||
4.00%,
5/15/2025 |
242,000 | 260,089 | |||
4.20%, 5/15/2028
(b) |
306,000 | 341,631 | |||
Genuine Parts Co. 1.88%,
11/1/2030 |
145,000 | 136,272 | |||
Home Depot, Inc.: | |||||
0.90%,
3/15/2028 |
534,000 | 509,954 | |||
1.38%, 3/15/2031
(b) |
800,000 | 754,184 | |||
1.50%, 9/15/2028
(b) |
400,000 | 394,248 | |||
2.13%,
9/15/2026 |
761,000 | 785,603 | |||
2.38%,
3/15/2051 |
260,000 | 239,590 | |||
2.50%,
4/15/2027 |
350,000 | 365,995 | |||
2.70%,
4/1/2023 |
180,000 | 183,794 | |||
2.70%,
4/15/2030 |
936,000 | 983,062 | |||
2.75%,
9/15/2051 |
250,000 | 248,178 | |||
2.80%, 9/14/2027
(b) |
125,000 | 132,668 | |||
2.95%,
6/15/2029 |
383,000 | 408,071 | |||
3.00%,
4/1/2026 |
363,000 | 385,923 | |||
3.13%,
12/15/2049 |
255,000 | 268,801 | |||
3.35%,
9/15/2025 |
480,000 | 512,645 | |||
3.50%,
9/15/2056 |
211,000 | 238,177 | |||
3.90%,
12/6/2028 |
243,000 | 274,323 | |||
3.90%,
6/15/2047 |
496,000 | 582,547 | |||
4.20%,
4/1/2043 |
225,000 | 271,082 | |||
4.25%,
4/1/2046 |
599,000 | 736,417 | |||
4.50%,
12/6/2048 |
114,000 | 147,792 | |||
4.88%,
2/15/2044 |
300,000 | 395,130 | |||
5.88%,
12/16/2036 |
300,000 | 424,755 | |||
5.95%,
4/1/2041 |
253,000 | 362,630 | |||
Kohl's Corp.: | |||||
3.38%, 5/1/2031
(b) |
139,000 | 141,495 | |||
5.55%, 7/17/2045
(b) |
230,000 | 266,395 | |||
Lowe's Companies, Inc. 3.00%,
10/15/2050 |
150,000 | 148,146 |
Security Description | Principal
Amount |
Value | |||
Lowe's Cos., Inc.: | |||||
1.30%,
4/15/2028 |
$ 738,000 | $ 707,875 | |||
1.70%,
9/15/2028 |
257,000 | 251,775 | |||
1.70%,
10/15/2030 |
970,000 | 921,510 | |||
2.50%,
4/15/2026 |
498,000 | 518,752 | |||
2.63%,
4/1/2031 |
583,000 | 596,596 | |||
2.80%,
9/15/2041 |
200,000 | 195,446 | |||
3.10%, 5/3/2027
(b) |
320,000 | 341,520 | |||
3.38%,
9/15/2025 |
142,000 | 151,463 | |||
3.50%,
4/1/2051 |
300,000 | 323,250 | |||
3.65%,
4/5/2029 |
234,000 | 256,462 | |||
4.00%,
4/15/2025 |
635,000 | 688,213 | |||
4.05%,
5/3/2047 |
236,000 | 272,474 | |||
4.50%,
4/15/2030 |
159,000 | 184,589 | |||
McDonald's Corp.: | |||||
Series MTN, 3.38%, 5/26/2025
(b) |
285,000 | 302,929 | |||
Series MTN, 3.50%,
3/1/2027 |
333,000 | 360,736 | |||
Series MTN, 3.60%, 7/1/2030
(b) |
1,883,000 | 2,082,259 | |||
Series MTN, 3.70%,
1/30/2026 |
320,000 | 345,872 | |||
Series MTN, 3.70%,
2/15/2042 |
315,000 | 349,203 | |||
Series MTN, 4.45%,
3/1/2047 |
280,000 | 342,199 | |||
Series MTN, 4.45%,
9/1/2048 |
280,000 | 345,201 | |||
Series MTN, 4.70%,
12/9/2035 |
195,000 | 238,657 | |||
Series MTN, 4.88%,
7/15/2040 |
315,000 | 395,766 | |||
Series MTN, 5.70%,
2/1/2039 |
300,000 | 408,720 | |||
Series MTN, 6.30%,
10/15/2037 |
188,000 | 265,565 | |||
Series MTN, 6.30%,
3/1/2038 |
320,000 | 455,997 | |||
O'Reilly Automotive, Inc.: | |||||
1.75%, 3/15/2031
(b) |
245,000 | 232,456 | |||
3.55%,
3/15/2026 |
104,000 | 111,617 | |||
3.60%,
9/1/2027 |
181,000 | 196,479 | |||
4.20%,
4/1/2030 |
327,000 | 369,595 | |||
Ross Stores, Inc. 0.88%,
4/15/2026 |
496,000 | 481,522 | |||
Starbucks Corp.: | |||||
2.00%,
3/12/2027 |
211,000 | 213,251 | |||
2.25%,
3/12/2030 |
230,000 | 229,800 | |||
2.45%,
6/15/2026 |
214,000 | 222,215 | |||
2.55%,
11/15/2030 |
235,000 | 239,829 | |||
3.10%,
3/1/2023 |
192,000 | 196,869 | |||
3.35%,
3/12/2050 |
125,000 | 130,359 | |||
3.50%,
3/1/2028 |
189,000 | 204,715 | |||
3.50%,
11/15/2050 |
240,000 | 258,689 | |||
3.55%,
8/15/2029 |
267,000 | 291,820 |
Security Description | Principal
Amount |
Value | ||||
3.75%,
12/1/2047 |
$ 302,000 | $ 332,209 | ||||
3.80%,
8/15/2025 |
533,000 | 575,805 | ||||
4.00%,
11/15/2028 |
126,000 | 140,985 | ||||
4.30%,
6/15/2045 |
35,000 | 41,174 | ||||
4.45%,
8/15/2049 |
186,000 | 229,180 | ||||
4.50%,
11/15/2048 |
270,000 | 334,120 | ||||
Target Corp.: | ||||||
2.50%, 4/15/2026
(b) |
250,000 | 262,165 | ||||
3.50%,
7/1/2024 |
315,000 | 333,664 | ||||
3.63%,
4/15/2046 |
575,000 | 676,706 | ||||
3.90%,
11/15/2047 |
100,000 | 123,692 | ||||
4.00%, 7/1/2042
(b) |
685,000 | 837,926 | ||||
6.50%,
10/15/2037 |
100,000 | 149,887 | ||||
TJX Cos., Inc.: | ||||||
1.15%,
5/15/2028 |
100,000 | 96,371 | ||||
1.60%, 5/15/2031
(b) |
281,000 | 268,675 | ||||
2.25%,
9/15/2026 |
318,000 | 328,831 | ||||
2.50%,
5/15/2023 |
380,000 | 387,079 | ||||
Tractor Supply Co. 1.75%,
11/1/2030 |
82,000 | 77,046 | ||||
Walgreens Boots Alliance, Inc.: | ||||||
3.45%,
6/1/2026 |
799,000 | 850,887 | ||||
3.80%,
11/18/2024 |
446,000 | 474,910 | ||||
4.10%,
4/15/2050 |
100,000 | 112,210 | ||||
Walmart, Inc.: | ||||||
1.05%, 9/17/2026
(b) |
335,000 | 331,804 | ||||
1.50%,
9/22/2028 |
160,000 | 159,102 | ||||
1.80%,
9/22/2031 |
140,000 | 138,639 | ||||
2.38%,
9/24/2029 |
43,000 | 44,743 | ||||
2.50%,
9/22/2041 |
1,940,000 | 1,959,846 | ||||
2.55%,
4/11/2023 |
459,000 | 469,121 | ||||
2.65%,
12/15/2024 |
241,000 | 252,344 | ||||
2.85%,
7/8/2024 |
663,000 | 693,551 | ||||
3.05%,
7/8/2026 |
576,000 | 617,535 | ||||
3.25%, 7/8/2029
(b) |
563,000 | 620,567 | ||||
3.30%,
4/22/2024 |
1,050,000 | 1,101,523 | ||||
3.40%,
6/26/2023 |
693,000 | 721,330 | ||||
3.55%, 6/26/2025
(b) |
402,000 | 433,750 | ||||
45,437,834 | ||||||
SEMICONDUCTORS — 0.6% | ||||||
Analog Devices, Inc.: | ||||||
1.70%,
10/1/2028 |
525,000 | 521,803 | ||||
2.10%, 10/1/2031
(b) |
290,000 | 290,397 | ||||
2.80%,
10/1/2041 |
250,000 | 253,255 | ||||
2.95%,
4/1/2025 |
100,000 | 105,002 | ||||
2.95%, 10/1/2051
(b) |
230,000 | 236,224 | ||||
3.50%, 12/5/2026
(b) |
383,000 | 417,914 | ||||
Applied Materials, Inc.: | ||||||
1.75%,
6/1/2030 |
475,000 | 465,999 | ||||
2.75%,
6/1/2050 |
499,000 | 502,034 | ||||
3.90%, 10/1/2025
(b) |
170,000 | 184,895 | ||||
4.35%,
4/1/2047 |
322,000 | 410,360 | ||||
5.10%,
10/1/2035 |
174,000 | 225,932 | ||||
5.85%,
6/15/2041 |
194,000 | 283,056 |
Security Description | Principal
Amount |
Value | |||
Broadcom Corp./Broadcom Cayman Finance, Ltd.: | |||||
3.50%,
1/15/2028 |
$ 310,000 | $ 331,281 | |||
3.88%, 1/15/2027
(b) |
1,170,000 | 1,268,619 | |||
Broadcom, Inc.: | |||||
1.95%, 2/15/2028
(d) |
168,000 | 165,493 | |||
2.45%, 2/15/2031
(d) |
615,000 | 600,910 | |||
2.60%, 2/15/2033
(d) |
500,000 | 484,945 | |||
3.15%,
11/15/2025 |
265,000 | 278,237 | |||
3.42%, 4/15/2033
(d) |
1,391,000 | 1,452,162 | |||
3.46%,
9/15/2026 |
516,000 | 549,695 | |||
3.47%, 4/15/2034
(d) |
634,000 | 661,471 | |||
3.50%, 2/15/2041
(d) |
245,000 | 249,476 | |||
3.63%,
10/15/2024 |
100,000 | 105,790 | |||
3.75%, 2/15/2051
(d) |
420,000 | 438,791 | |||
4.11%,
9/15/2028 |
967,000 | 1,061,060 | |||
4.15%,
11/15/2030 |
894,000 | 991,446 | |||
4.30%,
11/15/2032 |
100,000 | 112,624 | |||
4.70%,
4/15/2025 |
269,000 | 294,181 | |||
4.75%,
4/15/2029 |
657,000 | 748,422 | |||
5.00%,
4/15/2030 |
411,000 | 478,470 | |||
Intel Corp.: | |||||
1.60%,
8/12/2028 |
135,000 | 133,371 | |||
2.00%, 8/12/2031
(b) |
250,000 | 248,392 | |||
2.80%,
8/12/2041 |
190,000 | 189,449 | |||
3.05%,
8/12/2051 |
110,000 | 112,822 | |||
3.15%,
5/11/2027 |
36,000 | 38,615 | |||
3.20%,
8/12/2061 |
135,000 | 138,155 | |||
3.25%,
11/15/2049 |
386,000 | 407,844 | |||
3.40%,
3/25/2025 |
769,000 | 818,662 | |||
3.70%,
7/29/2025 |
734,000 | 791,634 | |||
3.73%,
12/8/2047 |
498,000 | 564,787 | |||
3.75%, 3/25/2027
(b) |
309,000 | 340,132 | |||
3.90%, 3/25/2030
(b) |
820,000 | 932,094 | |||
4.00%,
12/15/2032 |
255,000 | 298,312 | |||
4.10%,
5/11/2047 |
236,000 | 282,879 | |||
4.75%,
3/25/2050 |
1,751,000 | 2,329,075 | |||
4.90%,
7/29/2045 |
300,000 | 397,890 | |||
KLA Corp.: | |||||
3.30%,
3/1/2050 |
531,000 | 567,522 | |||
4.10%,
3/15/2029 |
141,000 | 159,539 | |||
4.65%,
11/1/2024 |
103,000 | 111,679 | |||
Lam Research Corp.: | |||||
1.90%,
6/15/2030 |
543,000 | 533,796 | |||
2.88%,
6/15/2050 |
348,000 | 347,704 | |||
3.13%,
6/15/2060 |
205,000 | 209,555 | |||
3.75%,
3/15/2026 |
243,000 | 264,960 | |||
4.00%,
3/15/2029 |
204,000 | 228,798 | |||
4.88%,
3/15/2049 |
262,000 | 356,197 | |||
Marvell Technology, Inc.: | |||||
1.65%,
4/15/2026 |
500,000 | 494,535 | |||
2.45%,
4/15/2028 |
285,000 | 289,335 | |||
2.95%,
4/15/2031 |
130,000 | 132,967 | |||
4.88%,
6/22/2028 |
227,000 | 259,105 |
Security Description | Principal
Amount |
Value | |||
Maxim Integrated Products, Inc. 3.45%,
6/15/2027 |
$ 114,000 | $ 122,992 | |||
Micron Technology, Inc.: | |||||
4.19%,
2/15/2027 |
669,000 | 734,502 | |||
4.66%,
2/15/2030 |
163,000 | 187,484 | |||
4.98%,
2/6/2026 |
235,000 | 262,027 | |||
NVIDIA Corp.: | |||||
0.58%, 6/14/2024
(b) |
300,000 | 297,327 | |||
2.00%, 6/15/2031
(b) |
200,000 | 198,610 | |||
2.85%,
4/1/2030 |
581,000 | 616,453 | |||
3.20%,
9/16/2026 |
910,000 | 979,451 | |||
3.50%,
4/1/2040 |
387,000 | 434,392 | |||
NXP B.V./NXP Funding LLC: | |||||
4.88%, 3/1/2024
(d) |
648,000 | 696,023 | |||
5.35%, 3/1/2026
(d) |
156,000 | 176,269 | |||
5.55%, 12/1/2028
(d) |
198,000 | 237,052 | |||
NXP B.V./NXP Funding LLC/NXP USA, Inc.: | |||||
2.70%, 5/1/2025
(d) |
50,000 | 51,656 | |||
3.15%, 5/1/2027
(d) |
100,000 | 105,202 | |||
3.25%, 5/11/2041
(d) |
545,000 | 560,287 | |||
3.40%, 5/1/2030
(d) |
246,000 | 262,315 | |||
3.88%, 6/18/2026
(d) |
152,000 | 163,949 | |||
QUALCOMM, Inc.: | |||||
2.15%,
5/20/2030 |
439,000 | 442,683 | |||
2.60%,
1/30/2023 |
244,000 | 248,753 | |||
2.90%,
5/20/2024 |
384,000 | 400,166 | |||
3.25%,
5/20/2027 |
586,000 | 632,751 | |||
3.25%, 5/20/2050
(b) |
208,000 | 228,486 | |||
3.45%,
5/20/2025 |
237,000 | 252,441 | |||
4.30%,
5/20/2047 |
463,000 | 581,616 | |||
4.65%,
5/20/2035 |
254,000 | 315,859 | |||
4.80%,
5/20/2045 |
578,000 | 767,318 | |||
Skyworks Solutions, Inc. 1.80%,
6/1/2026 |
100,000 | 99,052 | |||
Texas Instruments, Inc.: | |||||
1.13%, 9/15/2026
(b) |
110,000 | 108,902 | |||
1.38%,
3/12/2025 |
615,000 | 618,180 | |||
1.75%,
5/4/2030 |
190,000 | 186,443 | |||
1.90%, 9/15/2031
(b) |
200,000 | 197,404 | |||
2.25%,
9/4/2029 |
274,000 | 280,412 | |||
2.70%, 9/15/2051
(b) |
200,000 | 201,544 | |||
2.90%, 11/3/2027
(b) |
191,000 | 204,762 | |||
3.88%,
3/15/2039 |
100,000 | 118,055 | |||
4.15%,
5/15/2048 |
342,000 | 429,596 | |||
TSMC Arizona Corp.: | |||||
1.75%,
10/25/2026 |
285,000 | 285,142 | |||
2.50%,
10/25/2031 |
215,000 | 217,653 | |||
3.13%,
10/25/2041 |
479,000 | 499,252 | |||
3.25%,
10/25/2051 |
200,000 | 210,388 | |||
Xilinx, Inc.: | |||||
2.38%,
6/1/2030 |
245,000 | 248,205 |
Security Description | Principal
Amount |
Value | ||||
2.95%,
6/1/2024 |
$ 350,000 | $ 363,534 | ||||
40,374,337 | ||||||
SHIPBUILDING — 0.0% (a) | ||||||
Huntington Ingalls Industries, Inc.: | ||||||
0.67%, 8/16/2023
(d) |
75,000 | 74,360 | ||||
2.04%, 8/16/2028
(d) |
250,000 | 244,907 | ||||
3.48%,
12/1/2027 |
167,000 | 177,142 | ||||
496,409 | ||||||
SOFTWARE — 0.8% | ||||||
Activision Blizzard, Inc.: | ||||||
1.35%,
9/15/2030 |
364,000 | 336,260 | ||||
2.50%,
9/15/2050 |
301,000 | 264,212 | ||||
3.40%,
9/15/2026 |
375,000 | 401,700 | ||||
Adobe, Inc.: | ||||||
1.70%,
2/1/2023 |
295,000 | 298,322 | ||||
1.90%, 2/1/2025
(b) |
209,000 | 214,114 | ||||
2.15%,
2/1/2027 |
175,000 | 179,889 | ||||
2.30%,
2/1/2030 |
314,000 | 321,005 | ||||
3.25%, 2/1/2025
(b) |
367,000 | 388,389 | ||||
Autodesk, Inc.: | ||||||
2.40%,
12/15/2031 |
200,000 | 199,706 | ||||
3.50%,
6/15/2027 |
320,000 | 344,342 | ||||
Broadridge Financial Solutions, Inc.: | ||||||
2.60%,
5/1/2031 |
144,000 | 145,315 | ||||
2.90%,
12/1/2029 |
223,000 | 230,421 | ||||
Citrix Systems, Inc.: | ||||||
1.25%,
3/1/2026 |
155,000 | 150,795 | ||||
3.30%,
3/1/2030 |
355,000 | 360,187 | ||||
Electronic Arts, Inc.: | ||||||
1.85%,
2/15/2031 |
270,000 | 258,382 | ||||
4.80%,
3/1/2026 |
166,000 | 185,326 | ||||
Fidelity National Information Services, Inc.: | ||||||
0.38%,
3/1/2023 |
250,000 | 248,792 | ||||
0.60%,
3/1/2024 |
85,000 | 83,762 | ||||
1.15%,
3/1/2026 |
200,000 | 195,138 | ||||
1.65%,
3/1/2028 |
90,000 | 87,144 | ||||
2.25%,
3/1/2031 |
358,000 | 350,221 | ||||
3.10%,
3/1/2041 |
160,000 | 161,238 | ||||
3.75%,
5/21/2029 |
265,000 | 289,004 | ||||
Fiserv, Inc.: | ||||||
2.25%,
6/1/2027 |
479,000 | 487,220 | ||||
2.65%,
6/1/2030 |
309,000 | 313,706 | ||||
2.75%,
7/1/2024 |
452,000 | 467,485 | ||||
3.20%,
7/1/2026 |
258,000 | 273,090 | ||||
3.50%,
7/1/2029 |
700,000 | 752,857 | ||||
3.80%,
10/1/2023 |
408,000 | 426,699 | ||||
3.85%,
6/1/2025 |
248,000 | 265,132 | ||||
4.20%, 10/1/2028
(b) |
234,000 | 262,279 | ||||
4.40%,
7/1/2049 |
475,000 | 566,466 | ||||
Intuit, Inc.: | ||||||
0.65%,
7/15/2023 |
325,000 | 324,178 |
Security Description | Principal
Amount |
Value | |||
0.95%,
7/15/2025 |
$ 280,000 | $ 276,231 | |||
1.35%,
7/15/2027 |
85,000 | 83,291 | |||
1.65%,
7/15/2030 |
85,000 | 82,102 | |||
Microsoft Corp.: | |||||
2.00%,
8/8/2023 |
652,000 | 664,375 | |||
2.38%,
5/1/2023 |
523,000 | 532,859 | |||
2.40%,
8/8/2026 |
1,243,000 | 1,300,862 | |||
2.53%,
6/1/2050 |
2,161,000 | 2,120,762 | |||
2.68%,
6/1/2060 |
761,000 | 757,750 | |||
2.70%,
2/12/2025 |
375,000 | 392,201 | |||
2.88%,
2/6/2024 |
202,000 | 210,167 | |||
2.92%,
3/17/2052 |
1,669,000 | 1,767,321 | |||
3.04%,
3/17/2062 |
558,000 | 600,776 | |||
3.13%,
11/3/2025 |
976,000 | 1,040,533 | |||
3.30%,
2/6/2027 |
1,323,000 | 1,440,310 | |||
3.45%,
8/8/2036 |
209,000 | 239,713 | |||
3.50%, 2/12/2035
(b) |
343,000 | 392,807 | |||
3.63%,
12/15/2023 |
576,000 | 605,549 | |||
3.70%,
8/8/2046 |
484,000 | 580,781 | |||
3.75%,
2/12/2045 |
116,000 | 137,281 | |||
3.95%,
8/8/2056 |
40,000 | 50,244 | |||
4.10%,
2/6/2037 |
225,000 | 273,877 | |||
4.20%,
11/3/2035 |
149,000 | 182,737 | |||
4.25%,
2/6/2047 |
100,000 | 129,525 | |||
Oracle Corp.: | |||||
1.65%,
3/25/2026 |
340,000 | 337,175 | |||
2.30%,
3/25/2028 |
382,000 | 380,304 | |||
2.40%,
9/15/2023 |
527,000 | 537,435 | |||
2.50%,
4/1/2025 |
1,318,000 | 1,350,027 | |||
2.63%,
2/15/2023 |
239,000 | 243,230 | |||
2.65%,
7/15/2026 |
997,000 | 1,025,684 | |||
2.80%,
4/1/2027 |
220,000 | 226,970 | |||
2.88%,
3/25/2031 |
705,000 | 708,532 | |||
2.95%,
11/15/2024 |
516,000 | 536,748 | |||
2.95%,
5/15/2025 |
535,000 | 555,250 | |||
3.25%,
11/15/2027 |
878,000 | 926,869 | |||
3.25%,
5/15/2030 |
260,000 | 268,619 | |||
3.40%,
7/8/2024 |
423,000 | 442,653 | |||
3.60%,
4/1/2040 |
693,000 | 696,631 | |||
3.60%,
4/1/2050 |
1,239,000 | 1,213,377 | |||
3.63%,
7/15/2023 |
250,000 | 259,475 | |||
3.65%,
3/25/2041 |
850,000 | 860,633 | |||
3.80%,
11/15/2037 |
483,000 | 503,267 | |||
3.85%,
7/15/2036 |
696,000 | 732,728 | |||
3.90%,
5/15/2035 |
335,000 | 358,366 | |||
3.95%,
3/25/2051 |
700,000 | 728,392 | |||
4.00%,
7/15/2046 |
940,000 | 977,403 | |||
4.00%,
11/15/2047 |
873,000 | 905,414 | |||
4.10%,
3/25/2061 |
420,000 | 438,497 | |||
4.13%,
5/15/2045 |
454,000 | 481,885 | |||
4.30%,
7/8/2034 |
384,000 | 425,841 | |||
4.38%,
5/15/2055 |
159,000 | 174,059 | |||
4.50%,
7/8/2044 |
786,000 | 879,282 | |||
5.38%,
7/15/2040 |
661,000 | 803,743 | |||
6.13%,
7/8/2039 |
100,000 | 131,843 |
Security Description | Principal
Amount |
Value | ||||
6.50%,
4/15/2038 |
$ 350,000 | $ 471,495 | ||||
Roper Technologies, Inc.: | ||||||
1.00%,
9/15/2025 |
159,000 | 155,429 | ||||
1.40%, 9/15/2027
(b) |
275,000 | 267,025 | ||||
1.75%,
2/15/2031 |
250,000 | 235,037 | ||||
2.00%,
6/30/2030 |
193,000 | 185,834 | ||||
2.95%,
9/15/2029 |
434,000 | 449,589 | ||||
3.65%,
9/15/2023 |
180,000 | 187,596 | ||||
3.80%,
12/15/2026 |
312,000 | 342,373 | ||||
salesforce.com, Inc.: | ||||||
0.63%,
7/15/2024 |
240,000 | 237,898 | ||||
1.50%, 7/15/2028
(b) |
165,000 | 163,106 | ||||
1.95%, 7/15/2031
(b) |
450,000 | 445,698 | ||||
2.70%,
7/15/2041 |
170,000 | 169,548 | ||||
2.90%,
7/15/2051 |
385,000 | 392,523 | ||||
3.05%, 7/15/2061
(b) |
125,000 | 128,725 | ||||
3.25%,
4/11/2023 |
570,000 | 587,938 | ||||
3.70%,
4/11/2028 |
443,000 | 491,190 | ||||
ServiceNow, Inc. 1.40%,
9/1/2030 |
509,000 | 474,607 | ||||
VMware, Inc.: | ||||||
0.60%,
8/15/2023 |
270,000 | 268,204 | ||||
1.00%,
8/15/2024 |
155,000 | 153,617 | ||||
1.40%,
8/15/2026 |
505,000 | 496,693 | ||||
1.80%,
8/15/2028 |
135,000 | 131,478 | ||||
2.20%,
8/15/2031 |
165,000 | 162,180 | ||||
3.90%,
8/21/2027 |
298,000 | 325,511 | ||||
4.50%,
5/15/2025 |
600,000 | 654,132 | ||||
49,382,588 | ||||||
TELECOMMUNICATIONS — 1.3% | ||||||
America Movil SAB de CV: | ||||||
2.88%,
5/7/2030 |
765,000 | 791,660 | ||||
3.63%, 4/22/2029
(b) |
365,000 | 394,835 | ||||
4.38%,
7/16/2042 |
250,000 | 295,790 | ||||
4.38%, 4/22/2049
(b) |
263,000 | 319,882 | ||||
6.13%,
11/15/2037 |
108,000 | 146,584 | ||||
6.13%,
3/30/2040 |
743,000 | 1,027,918 | ||||
AT&T, Inc.: | ||||||
0.90%,
3/25/2024 |
880,000 | 876,498 | ||||
1.65%,
2/1/2028 |
371,000 | 363,328 | ||||
1.70%,
3/25/2026 |
355,000 | 353,537 | ||||
2.25%,
2/1/2032 |
668,000 | 646,337 | ||||
2.30%,
6/1/2027 |
347,000 | 353,649 | ||||
2.55%,
12/1/2033 |
925,000 | 905,871 | ||||
2.75%,
6/1/2031 |
719,000 | 733,200 | ||||
2.95%,
7/15/2026 |
288,000 | 301,311 | ||||
3.10%,
2/1/2043 |
628,000 | 608,199 | ||||
3.30%,
2/1/2052 |
400,000 | 391,844 | ||||
3.40%,
5/15/2025 |
515,000 | 544,927 | ||||
3.50%,
6/1/2041 |
752,000 | 773,816 | ||||
3.50%,
9/15/2053 |
1,489,000 | 1,505,007 | ||||
3.50%,
2/1/2061 |
228,000 | 225,052 | ||||
3.55%,
9/15/2055 |
3,338,000 | 3,344,175 | ||||
3.65%,
6/1/2051 |
807,000 | 837,497 | ||||
3.65%,
9/15/2059 |
1,452,000 | 1,465,707 |
Security Description | Principal
Amount |
Value | |||
3.80%,
2/15/2027 |
$ 365,000 | $ 396,828 | |||
3.80%,
12/1/2057 |
1,285,000 | 1,338,919 | |||
3.85%,
6/1/2060 |
305,000 | 318,573 | |||
4.05%,
12/15/2023 |
306,000 | 323,733 | |||
4.10%,
2/15/2028 |
555,000 | 616,888 | |||
4.25%,
3/1/2027 |
1,017,000 | 1,128,606 | |||
4.30%,
2/15/2030 |
1,071,000 | 1,206,631 | |||
4.30%,
12/15/2042 |
268,000 | 302,245 | |||
4.35%,
3/1/2029 |
793,000 | 892,244 | |||
4.35%,
6/15/2045 |
609,000 | 689,163 | |||
4.45%,
4/1/2024 |
1,072,000 | 1,144,767 | |||
4.50%,
5/15/2035 |
1,296,000 | 1,495,727 | |||
4.50%,
3/9/2048 |
5,000 | 5,836 | |||
4.55%,
3/9/2049 |
100,000 | 117,875 | |||
4.75%,
5/15/2046 |
715,000 | 864,321 | |||
4.85%,
3/1/2039 |
767,000 | 916,343 | |||
4.90%,
6/15/2042 |
270,000 | 324,173 | |||
5.15%,
3/15/2042 |
211,000 | 261,349 | |||
5.15%,
2/15/2050 |
250,000 | 320,680 | |||
5.25%,
3/1/2037 |
521,000 | 644,529 | |||
5.35%,
9/1/2040 |
152,000 | 192,189 | |||
5.55%,
8/15/2041 |
1,000 | 1,305 | |||
Bell Telephone Co. of Canada or Bell Canada: | |||||
4.46%,
4/1/2048 |
154,000 | 190,926 | |||
Series US-3, 0.75%,
3/17/2024 |
495,000 | 490,169 | |||
Series US-4, 3.65%,
3/17/2051 |
275,000 | 300,176 | |||
Series US-5, 2.15%,
2/15/2032 |
165,000 | 161,149 | |||
Series US-6, 3.20%,
2/15/2052 |
75,000 | 76,552 | |||
British Telecommunications PLC: | |||||
4.50%,
12/4/2023 |
126,000 | 133,382 | |||
5.13%,
12/4/2028 |
150,000 | 169,452 | |||
9.63%,
12/15/2030 |
768,000 | 1,129,329 | |||
Cisco Systems, Inc.: | |||||
2.20%,
9/20/2023 |
110,000 | 112,605 | |||
2.60%,
2/28/2023 |
186,000 | 190,200 | |||
2.95%,
2/28/2026 |
258,000 | 274,827 | |||
3.50%,
6/15/2025 |
281,000 | 302,415 | |||
3.63%,
3/4/2024 |
160,000 | 169,747 | |||
5.50%,
1/15/2040 |
551,000 | 770,276 | |||
5.90%,
2/15/2039 |
606,000 | 872,010 | |||
Corning, Inc.: | |||||
5.35%,
11/15/2048 |
128,000 | 177,092 | |||
5.45%,
11/15/2079 |
478,000 | 629,043 | |||
5.85%,
11/15/2068 |
300,000 | 442,350 | |||
Deutsche Telekom International Finance B.V.: | |||||
8.75%,
6/15/2030 |
784,000 | 1,139,920 | |||
9.25%, 6/1/2032
(b) |
249,000 | 396,682 | |||
Juniper Networks, Inc.: | |||||
1.20%,
12/10/2025 |
185,000 | 182,205 |
Security Description | Principal
Amount |
Value | |||
2.00%,
12/10/2030 |
$ 173,000 | $ 163,810 | |||
3.75%,
8/15/2029 |
100,000 | 108,360 | |||
Koninklijke KPN NV 8.38%,
10/1/2030 |
350,000 | 499,118 | |||
Motorola Solutions, Inc.: | |||||
2.30%,
11/15/2030 |
413,000 | 401,151 | |||
2.75%,
5/24/2031 |
185,000 | 185,461 | |||
4.00%,
9/1/2024 |
122,000 | 130,078 | |||
4.60%,
2/23/2028 |
166,000 | 187,593 | |||
4.60%,
5/23/2029 |
197,000 | 225,011 | |||
5.50%,
9/1/2044 |
156,000 | 204,319 | |||
Orange SA: | |||||
5.38%,
1/13/2042 |
354,000 | 465,691 | |||
9.00%,
3/1/2031 |
666,000 | 1,020,185 | |||
Rogers Communications, Inc.: | |||||
2.90%,
11/15/2026 |
140,000 | 146,346 | |||
3.63%,
12/15/2025 |
215,000 | 228,943 | |||
3.70%,
11/15/2049 |
160,000 | 168,398 | |||
4.10%,
10/1/2023 |
292,000 | 304,854 | |||
4.35%,
5/1/2049 |
404,000 | 469,565 | |||
4.50%,
3/15/2043 |
233,000 | 267,964 | |||
5.00%,
3/15/2044 |
168,000 | 207,090 | |||
5.45%,
10/1/2043 |
187,000 | 244,330 | |||
7.50%,
8/15/2038 |
194,000 | 293,056 | |||
Telefonica Emisiones SA: | |||||
4.67%,
3/6/2038 |
220,000 | 253,928 | |||
5.21%,
3/8/2047 |
998,000 | 1,238,558 | |||
5.52%,
3/1/2049 |
500,000 | 652,290 | |||
7.05%,
6/20/2036 |
535,000 | 766,211 | |||
TELUS Corp.: | |||||
3.70%,
9/15/2027 |
117,000 | 127,023 | |||
4.60%,
11/16/2048 |
236,000 | 301,530 | |||
T-Mobile USA, Inc.: | |||||
1.50%,
2/15/2026 |
395,000 | 390,860 | |||
2.05%,
2/15/2028 |
346,000 | 344,135 | |||
2.25%, 11/15/2031
(b) |
400,000 | 388,088 | |||
2.55%,
2/15/2031 |
374,000 | 372,257 | |||
3.00%,
2/15/2041 |
460,000 | 448,229 | |||
3.30%,
2/15/2051 |
478,000 | 466,657 | |||
3.40%, 10/15/2052
(d) |
250,000 | 249,283 | |||
3.50%,
4/15/2025 |
566,000 | 599,807 | |||
3.60%,
11/15/2060 |
155,000 | 154,400 | |||
3.60%, 11/15/2060
(d) |
350,000 | 347,659 | |||
3.75%,
4/15/2027 |
608,000 | 658,336 | |||
3.88%,
4/15/2030 |
2,416,000 | 2,643,756 | |||
4.38%,
4/15/2040 |
999,000 | 1,138,950 | |||
4.50%,
4/15/2050 |
569,000 | 666,669 | |||
Verizon Communications, Inc.: | |||||
0.75%,
3/22/2024 |
721,000 | 718,729 | |||
0.85%, 11/20/2025
(b) |
1,074,000 | 1,048,095 | |||
1.45%,
3/20/2026 |
388,000 | 386,207 | |||
1.68%,
10/30/2030 |
595,000 | 565,910 | |||
1.75%,
1/20/2031 |
684,000 | 647,392 | |||
2.10%,
3/22/2028 |
340,000 | 341,037 |
Security Description | Principal
Amount |
Value | ||||
2.36%, 3/15/2032
(d) |
$ 92,000 | $ 90,739 | ||||
2.55%,
3/21/2031 |
1,722,000 | 1,739,513 | ||||
2.65%,
11/20/2040 |
746,000 | 708,066 | ||||
2.85%,
9/3/2041 |
465,000 | 459,127 | ||||
2.99%,
10/30/2056 |
2,410,000 | 2,285,620 | ||||
3.00%,
3/22/2027 |
1,532,000 | 1,616,459 | ||||
3.00%,
11/20/2060 |
380,000 | 359,697 | ||||
3.15%,
3/22/2030 |
853,000 | 901,638 | ||||
3.38%,
2/15/2025 |
218,000 | 231,708 | ||||
3.40%,
3/22/2041 |
455,000 | 477,504 | ||||
3.55%,
3/22/2051 |
1,050,000 | 1,131,459 | ||||
3.70%,
3/22/2061 |
800,000 | 865,992 | ||||
3.85%,
11/1/2042 |
350,000 | 390,338 | ||||
3.88%,
2/8/2029 |
686,000 | 760,952 | ||||
4.00%,
3/22/2050 |
304,000 | 349,597 | ||||
4.13%,
3/16/2027 |
284,000 | 315,782 | ||||
4.13%,
8/15/2046 |
667,000 | 774,007 | ||||
4.27%,
1/15/2036 |
1,161,000 | 1,364,465 | ||||
4.33%,
9/21/2028 |
1,042,000 | 1,185,087 | ||||
4.40%,
11/1/2034 |
607,000 | 706,682 | ||||
4.50%,
8/10/2033 |
937,500 | 1,104,534 | ||||
4.75%,
11/1/2041 |
623,000 | 770,931 | ||||
4.81%,
3/15/2039 |
410,000 | 514,652 | ||||
4.86%,
8/21/2046 |
400,000 | 515,260 | ||||
5.50%,
3/16/2047 |
250,000 | 351,798 | ||||
Vodafone Group PLC: | ||||||
4.13%,
5/30/2025 |
425,000 | 459,982 | ||||
4.25%,
9/17/2050 |
345,000 | 401,235 | ||||
4.38%,
5/30/2028 |
911,000 | 1,026,405 | ||||
4.38%,
2/19/2043 |
560,000 | 652,086 | ||||
4.88%,
6/19/2049 |
430,000 | 542,522 | ||||
5.00%,
5/30/2038 |
159,000 | 197,777 | ||||
5.25%,
5/30/2048 |
559,000 | 730,009 | ||||
6.15%,
2/27/2037 |
661,000 | 898,140 | ||||
7.88%,
2/15/2030 |
187,000 | 261,606 | ||||
85,998,743 | ||||||
TEXTILES — 0.0% (a) | ||||||
Mohawk Industries, Inc.: | ||||||
3.63%,
5/15/2030 |
256,000 | 275,216 | ||||
3.85%,
2/1/2023 |
335,000 | 343,110 | ||||
618,326 | ||||||
TOYS/GAMES/HOBBIES — 0.0% (a) | ||||||
Hasbro, Inc.: | ||||||
3.00%,
11/19/2024 |
304,000 | 316,886 | ||||
3.90%,
11/19/2029 |
179,000 | 197,337 | ||||
5.10%,
5/15/2044 |
266,000 | 330,718 | ||||
844,941 | ||||||
TRANSPORTATION — 0.6% | ||||||
Burlington Northern Santa Fe LLC: | ||||||
3.00%,
3/15/2023 |
284,000 | 290,205 | ||||
3.00%, 4/1/2025
(b) |
413,000 | 434,150 | ||||
3.25%, 6/15/2027
(b) |
189,000 | 204,799 |
Security Description | Principal
Amount |
Value | |||
3.30%,
9/15/2051 |
$ 250,000 | $ 272,200 | |||
3.40%,
9/1/2024 |
225,000 | 237,449 | |||
3.55%,
2/15/2050 |
240,000 | 270,101 | |||
3.65%,
9/1/2025 |
328,000 | 353,230 | |||
3.75%,
4/1/2024 |
130,000 | 136,916 | |||
3.85%,
9/1/2023 |
200,000 | 208,292 | |||
3.90%,
8/1/2046 |
190,000 | 221,817 | |||
4.05%,
6/15/2048 |
95,000 | 114,268 | |||
4.15%,
12/15/2048 |
388,000 | 475,525 | |||
4.38%,
9/1/2042 |
195,000 | 237,664 | |||
4.40%,
3/15/2042 |
326,000 | 398,476 | |||
4.45%,
3/15/2043 |
202,000 | 249,220 | |||
4.55%,
9/1/2044 |
605,000 | 760,818 | |||
4.70%,
9/1/2045 |
470,000 | 604,448 | |||
4.95%,
9/15/2041 |
100,000 | 129,133 | |||
5.40%,
6/1/2041 |
225,000 | 304,272 | |||
Canadian National Railway Co.: | |||||
2.45%,
5/1/2050 |
392,000 | 365,250 | |||
2.75%,
3/1/2026 |
50,000 | 52,377 | |||
3.20%,
8/2/2046 |
367,000 | 387,402 | |||
3.65%,
2/3/2048 |
383,000 | 434,334 | |||
6.90%,
7/15/2028 |
125,000 | 162,860 | |||
Canadian Pacific Railway Co.: | |||||
1.75%,
12/2/2026 |
190,000 | 190,849 | |||
2.05%,
3/5/2030 |
90,000 | 88,945 | |||
2.45%,
12/2/2031 |
165,000 | 167,932 | |||
3.00%,
12/2/2041 |
75,000 | 76,685 | |||
3.10%,
12/2/2051 |
75,000 | 76,706 | |||
4.00%,
6/1/2028 |
206,000 | 229,772 | |||
4.80%,
9/15/2035 |
570,000 | 703,813 | |||
4.80%,
8/1/2045 |
200,000 | 256,928 | |||
6.13%,
9/15/2115 |
255,000 | 378,813 | |||
CH Robinson Worldwide, Inc. 4.20%,
4/15/2028 |
152,000 | 170,964 | |||
CSX Corp.: | |||||
2.40%, 2/15/2030
(b) |
153,000 | 155,555 | |||
2.50%,
5/15/2051 |
690,000 | 638,843 | |||
2.60%,
11/1/2026 |
156,000 | 162,597 | |||
3.25%,
6/1/2027 |
312,000 | 334,820 | |||
3.35%,
9/15/2049 |
357,000 | 379,777 | |||
3.80%,
3/1/2028 |
194,000 | 213,206 | |||
3.80%,
11/1/2046 |
235,000 | 266,081 | |||
3.80%,
4/15/2050 |
300,000 | 343,224 | |||
4.25%,
3/15/2029 |
214,000 | 241,839 | |||
4.25%,
11/1/2066 |
135,000 | 165,301 | |||
4.30%,
3/1/2048 |
323,000 | 393,369 | |||
4.40%,
3/1/2043 |
15,000 | 17,834 | |||
4.50%,
8/1/2054 |
125,000 | 158,079 | |||
4.65%,
3/1/2068 |
200,000 | 260,848 | |||
4.75%,
11/15/2048 |
249,000 | 323,185 | |||
6.00%,
10/1/2036 |
150,000 | 205,191 | |||
6.15%,
5/1/2037 |
244,000 | 340,827 | |||
FedEx Corp.: | |||||
3.10%,
8/5/2029 |
187,000 | 197,711 |
Security Description | Principal
Amount |
Value | |||
3.25%,
4/1/2026 |
$ 773,000 | $ 827,040 | |||
3.40%,
2/15/2028 |
191,000 | 206,255 | |||
4.05%,
2/15/2048 |
481,000 | 543,270 | |||
4.10%,
2/1/2045 |
243,000 | 272,043 | |||
4.25%,
5/15/2030 |
301,000 | 342,384 | |||
4.40%,
1/15/2047 |
142,000 | 167,539 | |||
4.55%,
4/1/2046 |
589,000 | 705,404 | |||
4.90%,
1/15/2034 |
387,000 | 468,928 | |||
5.25%,
5/15/2050 |
500,000 | 670,050 | |||
FedEx Corp. Pass Through Trust Series 2020-1, Class AA , Class AA, 1.88%,
8/20/2035 |
94,653 | 92,518 | |||
JB Hunt Transport Services, Inc. 3.88%,
3/1/2026 |
256,000 | 278,638 | |||
Kansas City Southern: | |||||
2.88%,
11/15/2029 |
174,000 | 180,584 | |||
3.00%,
5/15/2023 |
225,000 | 230,310 | |||
4.20%,
11/15/2069 |
145,000 | 170,991 | |||
4.30%,
5/15/2043 |
265,000 | 307,670 | |||
4.95%,
8/15/2045 |
349,000 | 445,816 | |||
Kirby Corp. 4.20%, 3/1/2028
(b) |
451,000 | 486,431 | |||
Norfolk Southern Corp.: | |||||
2.30%, 5/15/2031
(b) |
205,000 | 206,300 | |||
2.55%,
11/1/2029 |
200,000 | 205,626 | |||
2.90%,
2/15/2023 |
199,000 | 202,371 | |||
2.90%,
6/15/2026 |
450,000 | 474,647 | |||
2.90%,
8/25/2051 |
250,000 | 246,620 | |||
3.05%,
5/15/2050 |
245,000 | 248,597 | |||
3.15%,
6/1/2027 |
345,000 | 366,801 | |||
3.16%,
5/15/2055 |
176,000 | 179,728 | |||
3.40%,
11/1/2049 |
165,000 | 175,963 | |||
3.80%,
8/1/2028 |
70,000 | 77,277 | |||
3.94%,
11/1/2047 |
45,000 | 52,045 | |||
4.05%,
8/15/2052 |
166,000 | 199,389 | |||
4.10%,
5/15/2121 |
100,000 | 113,930 | |||
4.45%,
6/15/2045 |
466,000 | 574,229 | |||
4.65%,
1/15/2046 |
164,000 | 206,050 | |||
5.10%,
8/1/2118 |
100,000 | 132,924 | |||
Ryder System, Inc.: | |||||
Series MTN, 2.50%,
9/1/2024 |
194,000 | 199,713 | |||
Series MTN, 2.90%,
12/1/2026 |
177,000 | 185,163 | |||
Series MTN, 3.35%,
9/1/2025 |
200,000 | 211,724 | |||
Series MTN, 3.40%,
3/1/2023 |
167,000 | 171,504 | |||
Series MTN, 3.65%,
3/18/2024 |
107,000 | 112,625 | |||
Series MTN, 3.75%, 6/9/2023
(b) |
147,000 | 152,476 |
Security Description | Principal
Amount |
Value | ||||
Union Pacific Corp.: | ||||||
2.15%,
2/5/2027 |
$ 145,000 | $ 148,974 | ||||
2.38%,
5/20/2031 |
155,000 | 158,272 | ||||
2.40%,
2/5/2030 |
232,000 | 237,118 | ||||
2.75%,
4/15/2023 |
250,000 | 255,155 | ||||
2.75%,
3/1/2026 |
237,000 | 248,653 | ||||
2.89%,
4/6/2036 |
507,000 | 530,611 | ||||
2.95%,
3/10/2052 |
180,000 | 182,576 | ||||
2.97%,
9/16/2062 |
496,000 | 489,944 | ||||
3.00%, 4/15/2027
(b) |
200,000 | 212,500 | ||||
3.15%,
3/1/2024 |
280,000 | 292,639 | ||||
3.25%,
2/5/2050 |
240,000 | 257,750 | ||||
3.35%,
8/15/2046 |
50,000 | 53,529 | ||||
3.50%,
6/8/2023 |
433,000 | 448,588 | ||||
3.65%,
2/15/2024 |
225,000 | 235,721 | ||||
3.70%, 3/1/2029
(b) |
75,000 | 83,090 | ||||
3.75%,
7/15/2025 |
407,000 | 439,320 | ||||
3.75%,
2/5/2070 |
90,000 | 102,958 | ||||
3.80%,
10/1/2051 |
184,000 | 215,401 | ||||
3.80%,
4/6/2071 |
326,000 | 377,919 | ||||
3.84%,
3/20/2060 |
209,000 | 245,740 | ||||
3.88%,
2/1/2055 |
292,000 | 341,488 | ||||
3.95%,
9/10/2028 |
319,000 | 358,090 | ||||
3.95%,
8/15/2059 |
390,000 | 462,961 | ||||
4.05%,
11/15/2045 |
155,000 | 183,320 | ||||
4.10%,
9/15/2067 |
150,000 | 182,535 | ||||
Series MTN, 3.55%,
8/15/2039 |
115,000 | 127,289 | ||||
United Parcel Service, Inc.: | ||||||
2.20%,
9/1/2024 |
175,000 | 180,163 | ||||
2.40%,
11/15/2026 |
605,000 | 630,114 | ||||
2.50%,
4/1/2023 |
731,000 | 746,146 | ||||
2.50%,
9/1/2029 |
313,000 | 324,321 | ||||
2.80%,
11/15/2024 |
280,000 | 292,914 | ||||
3.05%,
11/15/2027 |
100,000 | 107,812 | ||||
3.40%,
3/15/2029 |
248,000 | 271,111 | ||||
3.40%,
11/15/2046 |
100,000 | 112,236 | ||||
3.63%,
10/1/2042 |
309,000 | 354,760 | ||||
3.75%,
11/15/2047 |
412,000 | 490,119 | ||||
3.90%,
4/1/2025 |
349,000 | 377,021 | ||||
4.45%,
4/1/2030 |
110,000 | 129,540 | ||||
4.88%,
11/15/2040 |
70,000 | 91,516 | ||||
6.20%,
1/15/2038 |
181,000 | 260,817 | ||||
36,777,204 | ||||||
TRUCKING & LEASING — 0.0% (a) | ||||||
GATX Corp.: | ||||||
3.10%,
6/1/2051 |
100,000 | 97,478 | ||||
3.50%,
3/15/2028 |
237,000 | 253,882 | ||||
3.85%,
3/30/2027 |
260,000 | 281,276 | ||||
4.00%,
6/30/2030 |
155,000 | 171,611 | ||||
4.35%,
2/15/2024 |
200,000 | 212,414 | ||||
4.55%,
11/7/2028 |
19,000 | 21,669 | ||||
1,038,330 |
Security Description | Principal
Amount |
Value | ||||
VENTURE CAPITAL — 0.0% (a) | ||||||
Hercules Capital, Inc. 2.63%, 9/16/2026
(b) |
$ 250,000 | $ 247,998 | ||||
WATER — 0.0% (a) | ||||||
American Water Capital Corp.: | ||||||
2.30%,
6/1/2031 |
140,000 | 140,080 | ||||
2.80%,
5/1/2030 |
292,000 | 302,626 | ||||
2.95%,
9/1/2027 |
155,000 | 163,796 | ||||
3.40%,
3/1/2025 |
314,000 | 332,360 | ||||
3.45%,
6/1/2029 |
211,000 | 227,753 | ||||
3.75%,
9/1/2028 |
215,000 | 236,304 | ||||
3.75%,
9/1/2047 |
536,000 | 600,245 | ||||
4.20%,
9/1/2048 |
200,000 | 240,312 | ||||
4.30%,
12/1/2042 |
140,000 | 167,952 | ||||
Aqua America, Inc. 3.57%,
5/1/2029 |
320,000 | 344,544 | ||||
Essential Utilities, Inc. 4.28%,
5/1/2049 |
100,000 | 119,244 | ||||
United Utilities PLC 6.88%,
8/15/2028 |
144,000 | 184,699 | ||||
3,059,915 | ||||||
TOTAL CORPORATE BONDS & NOTES (Cost
$1,670,156,841) |
1,703,937,340 | |||||
ASSET-BACKED SECURITIES — 0.3% | ||||||
ASSET-BACKED - OTHER — 0.0% (a) | ||||||
Ford Credit Floorplan Master Owner Trust Series 2020-1, Class A1, 0.70%,
9/15/2025 |
625,000 | 622,379 | ||||
AUTOMOBILE — 0.2% | ||||||
AmeriCredit Automobile Receivables Trust Series 2021-2, Class A3, 0.34%,
12/18/2026 |
562,000 | 557,323 | ||||
BMW Vehicle Lease Trust 2021-2 Series 2021-2, Class A3, 0.33%,
12/26/2024 |
276,000 | 273,792 | ||||
Capital One Prime Auto Receivables Trust 2021-1 Series 2021-1, Class A3, 0.77%,
9/15/2026 |
250,000 | 248,145 | ||||
CarMax Auto Owner Trust: | ||||||
Series 2020-4, Class A3, 0.50%,
8/15/2025 |
425,000 | 423,285 | ||||
Series 2020-2, Class D, 5.75%,
5/17/2027 |
1,000,000 | 1,073,609 | ||||
Carvana Auto Receivables Trust Series 2021-P4, Class A3, 1.31%,
1/11/2027 |
292,000 | 291,968 |
Security Description | Principal
Amount |
Value | |||
Drive Auto Receivables Trust Series 2021-3, Class A3, 0.79%,
10/15/2025 |
$ 303,000 | $ 302,090 | |||
Exeter Automobile Receivables Trust Series 2021-2A, Class C, 0.98%,
6/15/2026 |
750,000 | 747,337 | |||
Ford Credit Auto Lease Trust Series 2021-B, Class A3, 0.37%,
10/15/2024 |
312,000 | 309,793 | |||
Ford Credit Auto Owner Trust Series 2020-C, Class A3, 0.41%,
7/15/2025 |
350,000 | 348,347 | |||
GM Financial Automobile Leasing Trust Series 2021-2, Class A3, 0.34%,
5/20/2024 |
233,000 | 231,883 | |||
GM Financial Automobile Leasing Trust 2021-3 Series 2021-3, Class A3, 0.39%,
10/21/2024 |
500,000 | 495,448 | |||
GM Financial Consumer Automobile Receivables Trust: | |||||
Series 2020-4, Class A3, 0.38%,
8/18/2025 |
143,000 | 142,450 | |||
Series 2021-2, Class A3, 0.51%,
4/16/2026 |
110,000 | 109,271 | |||
GM Financial Consumer Automobile Receivables Trust 2021-3 Series 2021-3, Class A3, 0.48%,
6/16/2026 |
262,000 | 258,914 | |||
GM Financial Consumer Automobile Receivables Trust 2021-4 Series 2021-4, Class A3, 0.68%,
9/16/2026 |
300,000 | 297,517 | |||
Harley-Davidson Motorcycle Trust 2021-B Series 2021-B, Class A3, 0.56%,
11/16/2026 |
500,000 | 494,957 | |||
Honda Auto Receivables 2021-3 Owner Trust Series 2021-3, Class A3, 0.41%,
11/18/2025 |
250,000 | 246,990 | |||
Honda Auto Receivables Owner Trust: | |||||
Series 2021-1, Class A3, 0.27%,
4/21/2025 |
500,000 | 497,342 | |||
Series 2021-4, Class A3, 0.88%,
1/21/2026 |
400,000 | 398,140 | |||
Hyundai Auto Receivables Trust: | |||||
Series 2020-C, Class A3, 0.38%,
5/15/2025 |
94,000 | 93,574 | |||
Series 2021-A, Class A3, 0.38%,
9/15/2025 |
125,000 | 123,885 |
Security Description | Principal
Amount |
Value | |||
Hyundai Auto Receivables Trust 2021-B Series 2021-B, Class A3, 0.38%,
1/15/2026 |
$ 600,000 | $ 592,856 | |||
Mercedes-Benz Auto Receivables Trust 2021-1 Series 2021-1, Class A3, 0.46%,
6/15/2026 |
210,000 | 207,514 | |||
Mercedes-Benz Auto Trust Series 2021-B, Class A3, 0.40%,
11/15/2024 |
286,000 | 283,999 | |||
Nissan Auto Lease Trust 2021-A Series 2021-A, Class A3, 0.52%,
8/15/2024 |
300,000 | 298,531 | |||
Santander Drive Auto Receivables Trust 2021-3 Series 2021-3, Class C, 0.95%,
9/15/2027 |
454,000 | 452,404 | |||
Santander Drive Auto Receivables Trust 2021-4 Series 2021-4, Class A3, 0.51%,
8/15/2025 |
185,000 | 183,882 | |||
Toyota Auto Receivables Owner Trust Series 2020-D, Class A4, 0.47%,
1/15/2026 |
488,000 | 482,891 | |||
Volkswagen Auto Loan Enhanced Trust Series 2021-1, Class A3, 1.02%,
6/22/2026 |
121,000 | 121,065 | |||
World Omni Auto Receivables Trust Series 2021-A, Class A3, 0.30%,
1/15/2026 |
350,000 | 347,965 | |||
World Omni Auto Receivables Trust 2021-C Series 2021-C, Class A3, 0.44%,
8/17/2026 |
450,000 | 443,772 | |||
11,380,939 | |||||
CREDIT CARD — 0.1% | |||||
American Express Credit Account Master Trust Series 2021-1, Class A, 0.90%,
11/15/2026 |
1,103,000 | 1,094,872 | |||
BA Credit Card Trust Series 2021-A1, Class A1, 0.44%,
9/15/2026 |
32,000 | 31,585 | |||
Barclays Dryrock Issuance Trust Series 2021-1, Class A, 0.63%,
7/15/2027 |
500,000 | 493,153 | |||
Capital One Multi-Asset Execution Trust Series 2021-A3, Class A3, 1.04%,
11/16/2026 |
1,600,000 | 1,592,658 |
Security Description | Principal
Amount |
Value | |||
Citibank Credit Card Issuance Trust Series 2007-A3, Class A3, Class A3, 6.15%,
6/15/2039 |
$ 250,000 | $ 341,566 | |||
Discover Card Execution Note Trust Series 2021-A2, Class A2, 1.03%,
9/15/2028 |
544,000 | 532,960 | |||
Synchrony Credit Card Master Note Trust Series 2018-2, Class A, Class A, 3.47%,
5/15/2026 |
250,000 | 259,044 | |||
4,345,838 | |||||
OTHER ABS — 0.0% (a) | |||||
CNH Equipment Trust Series 2021-B, Class A3, 0.44%,
8/17/2026 |
500,000 | 492,897 | |||
John Deere Owner Trust Series 2021-B, Class A3, 0.52%,
3/16/2026 |
172,000 | 169,656 | |||
Verizon Master Trust Series 2021-2, Class A, 0.99%,
4/20/2028 |
350,000 | 347,818 | |||
Verizon Owner Trust Series 2020-B, Class A, 0.47%,
2/20/2025 |
1,700,000 | 1,695,388 | |||
2,705,759 | |||||
TOTAL ASSET-BACKED SECURITIES (Cost
$19,229,695) |
19,054,915 | ||||
FOREIGN GOVERNMENT OBLIGATIONS — 3.2% | |||||
AUSTRIA — 0.0% (a) | |||||
Oesterreichische Kontrollbank AG: | |||||
0.38%,
09/17/2025 |
545,000 | 528,274 | |||
1.50%,
02/12/2025 |
265,000 | 268,323 | |||
Series GMTN, 0.50%,
02/02/2026 |
450,000 | 436,509 | |||
1,233,106 | |||||
CANADA — 0.3% | |||||
Canada Government International Bond: | |||||
0.75%,
05/19/2026 |
550,000 | 537,894 | |||
1.63%,
01/22/2025 |
1,095,000 | 1,113,976 | |||
Export Development Canada: | |||||
1.38%,
02/24/2023 |
625,000 | 630,750 | |||
2.50%,
01/24/2023 |
350,000 | 357,284 | |||
2.63%,
02/21/2024 |
430,000 | 446,344 | |||
2.75%,
03/15/2023 |
250,000 | 256,433 | |||
Hydro-Quebec Series HH, 8.50%,
12/1/2029 |
100,000 | 147,671 |
Security Description | Principal
Amount |
Value | |||
Province of Alberta Canada: | |||||
1.30%,
07/22/2030 |
$ 600,000 | $ 573,150 | |||
1.88%,
11/13/2024 |
750,000 | 766,402 | |||
2.95%,
01/23/2024 |
300,000 | 312,621 | |||
3.30%,
03/15/2028 |
400,000 | 438,108 | |||
3.35%,
11/01/2023 |
400,000 | 418,236 | |||
Province of British Columbia Canada: | |||||
1.30%,
01/29/2031 |
500,000 | 482,045 | |||
2.25%,
06/02/2026 |
284,000 | 295,116 | |||
Series 10, 1.75%,
09/27/2024 |
450,000 | 458,960 | |||
Province of Manitoba Canada: | |||||
3.05%,
05/14/2024 |
670,000 | 702,059 | |||
Series GX, 2.60%,
04/16/2024 |
200,000 | 207,482 | |||
Province of New Brunswick Canada 3.63%,
2/24/2028 |
150,000 | 167,952 | |||
Province of Ontario Canada: | |||||
0.63%,
01/21/2026 |
425,000 | 413,245 | |||
1.05%,
04/14/2026 |
550,000 | 542,261 | |||
1.13%,
10/07/2030 |
3,500,000 | 3,312,680 | |||
1.60%,
02/25/2031 |
500,000 | 490,070 | |||
1.75%,
01/24/2023 |
290,000 | 293,576 | |||
2.00%,
10/02/2029 |
500,000 | 508,720 | |||
2.30%,
06/15/2026 |
200,000 | 207,570 | |||
2.50%,
04/27/2026 |
345,000 | 360,929 | |||
3.05%,
01/29/2024 |
350,000 | 365,677 | |||
Province of Quebec Canada: | |||||
0.60%,
07/23/2025 |
500,000 | 489,060 | |||
1.35%,
05/28/2030 |
500,000 | 485,640 | |||
2.50%,
04/20/2026 |
100,000 | 104,809 | |||
2.75%,
04/12/2027 |
325,000 | 345,540 | |||
Series PD, 7.50%,
09/15/2029 |
405,000 | 566,384 | |||
Series QO, 2.88%,
10/16/2024 |
1,210,000 | 1,271,057 | |||
Series QX, 1.50%,
02/11/2025 |
1,180,000 | 1,193,133 | |||
19,262,834 | |||||
CHILE — 0.1% | |||||
Chile Government International Bond: | |||||
2.45%,
01/31/2031 |
268,000 | 266,279 | |||
2.55%,
01/27/2032 |
275,000 | 274,436 | |||
2.55%,
07/27/2033 |
500,000 | 486,795 | |||
3.10%,
05/07/2041 |
750,000 | 736,875 | |||
3.10%,
01/22/2061 |
650,000 | 605,371 | |||
3.13%,
03/27/2025 |
440,000 | 461,019 | |||
3.24%,
02/06/2028 |
680,000 | 716,734 | |||
3.50%,
01/25/2050 |
828,000 | 862,925 | |||
3.50%,
04/15/2053 |
200,000 | 206,410 | |||
3.86%,
06/21/2047 |
290,000 | 322,205 | |||
4,939,049 |
Security Description | Principal
Amount |
Value | |||
GERMANY — 0.3% | |||||
FMS Wertmanagement: | |||||
2.75%,
03/06/2023 |
$ 369,000 | $ 378,336 | |||
2.75%,
01/30/2024 |
350,000 | 363,895 | |||
Kreditanstalt fuer Wiederaufbau: | |||||
Zero Coupon, 04/18/2036
(b) |
1,365,000 | 1,054,326 | |||
0.25%,
04/25/2023 |
1,170,000 | 1,165,262 | |||
0.25%,
10/19/2023 |
2,000,000 | 1,983,420 | |||
0.25%,
03/08/2024 |
575,000 | 568,106 | |||
0.38%,
07/18/2025 |
350,000 | 340,774 | |||
0.63%,
01/22/2026 |
850,000 | 829,175 | |||
0.75%, 09/30/2030
(b) |
576,000 | 538,491 | |||
1.63%,
02/15/2023 |
850,000 | 860,472 | |||
1.75%,
09/14/2029 |
773,000 | 785,468 | |||
2.00%,
05/02/2025 |
1,832,000 | 1,885,861 | |||
2.13%,
01/17/2023 |
1,768,000 | 1,797,879 | |||
2.50%,
11/20/2024 |
588,000 | 613,066 | |||
2.63%,
02/28/2024 |
1,295,000 | 1,345,466 | |||
2.88%, 04/03/2028
(b) |
294,000 | 319,181 | |||
Landwirtschaftliche Rentenbank: | |||||
0.88%,
03/30/2026 |
400,000 | 393,352 | |||
0.88%,
09/03/2030 |
567,000 | 534,732 | |||
2.38%,
06/10/2025 |
450,000 | 468,572 | |||
Series 37, 2.50%, 11/15/2027
(b) |
477,000 | 504,265 | |||
Series 40, 0.50%,
05/27/2025 |
370,000 | 362,082 | |||
17,092,181 | |||||
HUNGARY — 0.0% (a) | |||||
Hungary Government International Bond: | |||||
5.38%,
02/21/2023 |
758,000 | 796,529 | |||
5.75%,
11/22/2023 |
495,000 | 537,238 | |||
7.63%,
03/29/2041 |
400,000 | 656,432 | |||
1,990,199 | |||||
INDONESIA — 0.1% | |||||
Indonesia Government International Bond: | |||||
1.85%,
03/12/2031 |
385,000 | 375,575 | |||
2.15%,
07/28/2031 |
500,000 | 497,375 | |||
2.85%,
02/14/2030 |
306,000 | 319,550 | |||
2.95%,
01/11/2023 |
785,000 | 801,611 | |||
3.05%,
03/12/2051 |
479,000 | 475,000 | |||
3.20%,
09/23/2061 |
250,000 | 241,670 | |||
3.35%,
03/12/2071 |
395,000 | 385,544 | |||
3.40%,
09/18/2029 |
255,000 | 275,693 | |||
3.50%,
01/11/2028 |
415,000 | 448,042 | |||
3.50%,
02/14/2050 |
235,000 | 244,430 | |||
3.70%,
10/30/2049 |
205,000 | 217,827 | |||
4.10%,
04/24/2028 |
246,000 | 274,438 | |||
4.35%,
01/11/2048 |
430,000 | 496,100 |
Security Description | Principal
Amount |
Value | |||
5.35%,
02/11/2049 |
$ 347,000 | $ 456,957 | |||
5,509,812 | |||||
ISRAEL — 0.1% | |||||
Israel Government AID Bond 5.50%,
9/18/2033 |
850,000 | 1,171,376 | |||
Israel Government International Bond: | |||||
2.75%,
07/03/2030 |
990,000 | 1,053,291 | |||
2.88%,
03/16/2026 |
230,000 | 243,296 | |||
3.15%,
06/30/2023 |
250,000 | 258,670 | |||
3.25%,
01/17/2028 |
400,000 | 433,764 | |||
3.88%,
07/03/2050 |
943,000 | 1,105,847 | |||
4.13%,
01/17/2048 |
355,000 | 436,799 | |||
4.50%,
01/30/2043 |
230,000 | 295,378 | |||
State of Israel: | |||||
2.50%,
01/15/2030 |
600,000 | 625,038 | |||
3.38%,
01/15/2050 |
375,000 | 407,235 | |||
6,030,694 | |||||
ITALY — 0.1% | |||||
Italy Government International Bond 6.88%,
9/27/2023 |
447,000 | 491,003 | |||
Republic of Italy Government International Bond: | |||||
0.88%,
05/06/2024 |
575,000 | 568,669 | |||
1.25%,
02/17/2026 |
465,000 | 452,915 | |||
2.38%,
10/17/2024 |
1,215,000 | 1,245,047 | |||
2.88%,
10/17/2029 |
750,000 | 766,597 | |||
3.88%,
05/06/2051 |
710,000 | 762,135 | |||
4.00%,
10/17/2049 |
665,000 | 735,337 | |||
5,021,703 | |||||
JAPAN — 0.2% | |||||
Japan Bank for International Cooperation: | |||||
0.38%,
09/15/2023 |
350,000 | 347,508 | |||
0.63%,
05/22/2023 |
200,000 | 199,894 | |||
0.63%,
07/15/2025 |
440,000 | 430,043 | |||
1.25%,
01/21/2031 |
200,000 | 192,230 | |||
1.88%,
07/21/2026 |
200,000 | 203,818 | |||
1.88%,
04/15/2031 |
1,450,000 | 1,467,066 | |||
2.00%,
10/17/2029 |
410,000 | 418,778 | |||
2.75%,
11/16/2027 |
200,000 | 212,560 | |||
2.88%,
06/01/2027 |
1,189,000 | 1,268,497 | |||
2.88%,
07/21/2027 |
602,000 | 642,785 | |||
3.25%,
07/20/2023 |
965,000 | 1,001,641 | |||
3.25%,
07/20/2028 |
250,000 | 275,518 | |||
3.38%,
10/31/2023 |
400,000 | 418,264 | |||
Series DTC, 1.75%,
10/17/2024 |
368,000 | 374,635 | |||
Series DTC, 2.13%,
02/10/2025 |
225,000 | 231,471 | |||
Series DTC, 2.25%,
11/04/2026 |
967,000 | 1,000,845 |
Security Description | Principal
Amount |
Value | |||
Series DTC, 2.38%,
04/20/2026 |
$ 160,000 | $ 166,405 | |||
Series DTC, 2.50%,
05/23/2024 |
335,000 | 346,919 | |||
Series DTC, 2.50%,
05/28/2025 |
500,000 | 520,780 | |||
Series DTC, 3.38%,
07/31/2023 |
200,000 | 208,156 | |||
Japan International Cooperation Agency: | |||||
2.75%,
04/27/2027 |
239,000 | 253,402 | |||
3.38%,
06/12/2028 |
200,000 | 221,008 | |||
10,402,223 | |||||
MEXICO — 0.2% | |||||
Mexico Government International Bond: | |||||
2.66%,
05/24/2031 |
1,221,000 | 1,191,623 | |||
3.25%,
04/16/2030 |
741,000 | 762,444 | |||
3.60%,
01/30/2025 |
445,000 | 472,181 | |||
3.75%,
01/11/2028 |
1,245,000 | 1,339,881 | |||
3.77%,
05/24/2061 |
580,000 | 534,679 | |||
3.90%,
04/27/2025 |
250,000 | 267,955 | |||
4.13%,
01/21/2026 |
480,000 | 527,170 | |||
4.15%,
03/28/2027 |
865,000 | 955,877 | |||
4.28%,
08/14/2041 |
815,000 | 846,891 | |||
4.35%,
01/15/2047 |
520,000 | 541,221 | |||
4.50%,
04/22/2029 |
883,000 | 983,892 | |||
4.50%,
01/31/2050 |
1,082,000 | 1,150,523 | |||
4.60%,
01/23/2046 |
720,000 | 771,674 | |||
4.60%,
02/10/2048 |
537,000 | 574,284 | |||
4.75%,
04/27/2032 |
479,000 | 542,032 | |||
5.00%,
04/27/2051 |
335,000 | 382,278 | |||
6.05%,
01/11/2040 |
547,000 | 682,700 | |||
Series GMTN, 5.75%,
10/12/2110 |
606,000 | 699,427 | |||
Series MTN, 4.75%,
03/08/2044 |
1,832,000 | 2,002,669 | |||
15,229,401 | |||||
PANAMA — 0.1% | |||||
Panama Government International Bond: | |||||
2.25%,
09/29/2032 |
932,000 | 887,292 | |||
3.16%,
01/23/2030 |
510,000 | 529,054 | |||
3.75%,
03/16/2025 |
400,000 | 423,812 | |||
3.87%,
07/23/2060 |
720,000 | 720,194 | |||
3.88%,
03/17/2028 |
425,000 | 459,030 | |||
4.00%,
09/22/2024 |
600,000 | 637,440 | |||
4.30%,
04/29/2053 |
345,000 | 372,296 | |||
6.70%,
01/26/2036 |
790,000 | 1,058,379 | |||
7.13%,
01/29/2026 |
180,000 | 216,043 | |||
8.88%,
09/30/2027 |
470,000 | 632,352 | |||
9.38%,
04/01/2029 |
214,000 | 306,947 | |||
6,242,839 |
Security Description | Principal
Amount |
Value | |||
PERU — 0.1% | |||||
Peruvian Government International Bond: | |||||
1.86%,
12/01/2032 |
$ 110,000 | $ 100,459 | |||
2.39%,
01/23/2026 |
539,000 | 547,133 | |||
2.78%,
01/23/2031 |
1,025,000 | 1,021,105 | |||
2.84%,
06/20/2030 |
715,000 | 725,854 | |||
3.00%,
01/15/2034 |
292,000 | 291,413 | |||
3.23%,
07/28/2121 |
310,000 | 268,215 | |||
3.55%,
03/10/2051 |
740,000 | 773,122 | |||
3.60%,
01/15/2072 |
500,000 | 490,890 | |||
4.13%,
08/25/2027 |
511,000 | 561,395 | |||
5.63%,
11/18/2050 |
490,000 | 689,886 | |||
6.55%,
03/14/2037 |
251,000 | 342,118 | |||
7.35%,
07/21/2025 |
810,000 | 964,945 | |||
6,776,535 | |||||
PHILIPPINES — 0.1% | |||||
Philippine Government International Bond: | |||||
1.65%,
06/10/2031 |
300,000 | 290,433 | |||
1.95%,
01/06/2032 |
288,000 | 283,426 | |||
2.46%,
05/05/2030 |
442,000 | 456,215 | |||
2.65%,
12/10/2045 |
300,000 | 285,645 | |||
2.95%,
05/05/2045 |
395,000 | 391,449 | |||
3.00%,
02/01/2028 |
664,000 | 712,691 | |||
3.70%,
02/02/2042 |
625,000 | 685,812 | |||
3.75%,
01/14/2029 |
340,000 | 382,813 | |||
3.95%,
01/20/2040 |
572,000 | 642,402 | |||
4.20%,
01/21/2024 |
710,000 | 756,335 | |||
5.00%,
01/13/2037 |
476,000 | 593,705 | |||
5.50%,
03/30/2026 |
200,000 | 233,180 | |||
6.38%,
10/23/2034 |
523,000 | 728,581 | |||
7.50%,
09/25/2024 |
175,000 | 196,364 | |||
7.75%,
01/14/2031 |
385,000 | 561,126 | |||
9.50%,
02/02/2030 |
281,000 | 435,952 | |||
9.50%,
02/02/2030 |
71,000 | 110,440 | |||
10.63%,
03/16/2025 |
269,000 | 350,381 | |||
Republic of Philippines 3.20%,
7/6/2046 |
550,000 | 562,325 | |||
8,659,275 | |||||
POLAND — 0.0% (a) | |||||
Poland Government International Bond: | |||||
3.00%,
03/17/2023 |
1,065,000 | 1,094,181 | |||
3.25%,
04/06/2026 |
430,000 | 461,270 | |||
4.00%,
01/22/2024 |
580,000 | 614,626 | |||
2,170,077 | |||||
SOUTH KOREA — 0.1% | |||||
Export-Import Bank of Korea: | |||||
0.38%,
02/09/2024 |
200,000 | 197,634 | |||
0.63%,
06/29/2024 |
450,000 | 445,491 | |||
0.63%,
02/09/2026 |
355,000 | 343,722 | |||
1.13%,
12/29/2026 |
500,000 | 490,240 | |||
1.25%,
09/21/2030 |
500,000 | 476,250 |
Security Description | Principal
Amount |
Value | |||
1.38%,
02/09/2031 |
$ 350,000 | $ 335,275 | |||
2.38%,
06/25/2024 |
200,000 | 206,814 | |||
2.38%,
04/21/2027 |
425,000 | 440,886 | |||
2.63%,
05/26/2026 |
177,000 | 185,792 | |||
2.88%,
01/21/2025 |
495,000 | 518,181 | |||
3.25%,
11/10/2025 |
185,000 | 198,165 | |||
4.00%,
01/14/2024 |
340,000 | 361,005 | |||
Korea Development Bank: | |||||
0.40%,
03/09/2024 |
200,000 | 197,626 | |||
0.40%,
06/19/2024 |
215,000 | 212,072 | |||
0.75%,
01/25/2025 |
195,000 | 192,196 | |||
0.80%,
04/27/2026 |
450,000 | 437,670 | |||
0.80%,
07/19/2026 |
265,000 | 257,143 | |||
1.00%,
09/09/2026 |
550,000 | 538,037 | |||
1.63%,
01/19/2031 |
525,000 | 515,130 | |||
2.00%,
09/12/2026 |
425,000 | 434,970 | |||
2.00%,
10/25/2031 |
240,000 | 240,614 | |||
3.25%,
02/19/2024 |
500,000 | 524,150 | |||
3.75%,
01/22/2024 |
250,000 | 264,223 | |||
Korea International Bond: | |||||
1.00%,
09/16/2030 |
230,000 | 217,996 | |||
2.00%,
06/19/2024 |
615,000 | 630,369 | |||
2.75%,
01/19/2027 |
450,000 | 476,235 | |||
3.88%,
09/11/2023 |
200,000 | 210,230 | |||
4.13%,
06/10/2044 |
201,000 | 263,350 | |||
5.63%,
11/03/2025 |
100,000 | 115,878 | |||
9,927,344 | |||||
SUPRANATIONAL — 1.3% | |||||
African Development Bank: | |||||
0.88%, 03/23/2026
(b) |
1,400,000 | 1,377,796 | |||
0.88%,
07/22/2026 |
1,080,000 | 1,059,880 | |||
Asian Development Bank: | |||||
0.63%,
10/08/2024 |
100,000 | 99,068 | |||
0.63%,
04/29/2025 |
1,375,000 | 1,354,017 | |||
1.50%,
10/18/2024 |
828,000 | 839,832 | |||
1.63%,
01/24/2023 |
350,000 | 354,183 | |||
2.63%,
01/30/2024 |
405,000 | 420,406 | |||
5.82%,
06/16/2028 |
471,000 | 595,127 | |||
6.22%,
08/15/2027 |
140,000 | 174,401 | |||
Series GMTN, 0.25%,
07/14/2023 |
1,655,000 | 1,645,202 | |||
Series GMTN, 0.25%,
10/06/2023 |
650,000 | 644,917 | |||
Series GMTN, 0.38%,
06/11/2024 |
875,000 | 864,447 | |||
Series GMTN, 0.38%,
09/03/2025 |
1,000,000 | 971,590 | |||
Series GMTN, 0.50%,
02/04/2026 |
1,000,000 | 971,170 | |||
Series GMTN, 0.75%,
10/08/2030 |
550,000 | 513,832 | |||
Series GMTN, 1.00%,
04/14/2026 |
1,035,000 | 1,024,205 | |||
Series GMTN, 1.25%,
06/09/2028 |
125,000 | 123,476 |
Security Description | Principal
Amount |
Value | |||
Series GMTN, 1.50%,
03/04/2031 |
$ 265,000 | $ 263,410 | |||
Series GMTN, 1.75%,
08/14/2026 |
50,000 | 51,007 | |||
Series GMTN, 1.75%,
09/19/2029 |
423,000 | 429,544 | |||
Series GMTN, 1.88%,
01/24/2030 |
800,000 | 821,368 | |||
Series GMTN, 2.00%,
01/22/2025 |
150,000 | 154,335 | |||
Series GMTN, 2.00%,
04/24/2026 |
390,000 | 401,977 | |||
Series GMTN, 2.50%,
11/02/2027 |
488,000 | 516,655 | |||
Series GMTN, 2.75%,
03/17/2023 |
890,000 | 913,514 | |||
Series GMTN, 2.75%,
01/19/2028 |
165,000 | 177,710 | |||
Series GMTN, 3.13%,
09/26/2028 |
350,000 | 386,694 | |||
Asian Infrastructure Investment Bank: | |||||
0.25%,
09/29/2023 |
1,850,000 | 1,834,497 | |||
0.50%,
05/28/2025 |
1,000,000 | 978,310 | |||
2.25%,
05/16/2024 |
490,000 | 505,626 | |||
Corp. Andina de Fomento: | |||||
1.63%,
09/23/2025 |
200,000 | 199,612 | |||
2.38%,
05/12/2023 |
600,000 | 611,106 | |||
2.75%,
01/06/2023 |
237,000 | 241,498 | |||
3.75%,
11/23/2023 |
175,000 | 183,297 | |||
Council Of Europe Development Bank: | |||||
0.25%,
10/20/2023 |
535,000 | 530,222 | |||
1.38%,
02/27/2025 |
850,000 | 857,828 | |||
2.50%, 02/27/2024
(b) |
240,000 | 248,532 | |||
2.63%,
02/13/2023 |
374,000 | 382,479 | |||
European Bank for Reconstruction & Development: | |||||
0.50%,
05/19/2025 |
200,000 | 195,814 | |||
1.63%,
09/27/2024 |
200,000 | 203,562 | |||
Series GMTN, 0.25%,
07/10/2023 |
250,000 | 248,515 | |||
Series GMTN, 0.50%,
11/25/2025 |
375,000 | 364,733 | |||
Series GMTN, 0.50%,
01/28/2026 |
300,000 | 291,210 | |||
Series GMTN, 1.50%,
02/13/2025 |
210,000 | 212,822 | |||
Series GMTN, 2.75%,
03/07/2023 |
615,000 | 630,824 | |||
European Investment Bank: | |||||
0.25%,
09/15/2023 |
1,217,000 | 1,207,641 | |||
0.38%,
12/15/2025 |
950,000 | 919,296 | |||
0.38%,
03/26/2026 |
615,000 | 592,952 | |||
0.63%,
10/21/2027 |
390,000 | 372,415 | |||
0.75%, 10/26/2026
(b) |
592,000 | 576,401 |
Security Description | Principal
Amount |
Value | |||
0.75%, 09/23/2030
(b) |
$ 480,000 | $ 449,026 | |||
0.88%,
05/17/2030 |
300,000 | 284,463 | |||
1.25%, 02/14/2031
(b) |
695,000 | 676,541 | |||
1.38%,
05/15/2023 |
550,000 | 555,962 | |||
1.63%,
03/14/2025 |
1,480,000 | 1,505,456 | |||
1.63%, 10/09/2029
(b) |
305,000 | 306,803 | |||
1.63%, 05/13/2031
(b) |
250,000 | 251,203 | |||
1.88%,
02/10/2025 |
1,391,000 | 1,426,276 | |||
2.13%,
04/13/2026 |
567,000 | 587,730 | |||
2.25%,
06/24/2024 |
515,000 | 532,273 | |||
2.50%,
03/15/2023 |
794,000 | 812,556 | |||
2.50%, 10/15/2024
(b) |
1,240,000 | 1,291,993 | |||
2.63%,
03/15/2024 |
1,075,000 | 1,117,344 | |||
3.25%,
01/29/2024 |
1,121,000 | 1,177,846 | |||
4.88%,
02/15/2036 |
165,000 | 227,886 | |||
Series GMTN, 2.88%,
08/15/2023 |
1,685,000 | 1,744,346 | |||
Series GMTN, 3.13%,
12/14/2023 |
215,000 | 224,727 | |||
Inter-American Development Bank: | |||||
0.25%,
11/15/2023 |
800,000 | 792,952 | |||
0.50%,
05/24/2023 |
400,000 | 399,500 | |||
0.63%,
07/15/2025 |
150,000 | 147,342 | |||
0.63%,
09/16/2027 |
475,000 | 453,692 | |||
1.13%,
07/20/2028 |
1,600,000 | 1,563,472 | |||
2.00%,
07/23/2026 |
870,000 | 896,709 | |||
2.13%,
01/15/2025 |
841,000 | 868,736 | |||
2.25%,
06/18/2029 |
500,000 | 525,125 | |||
2.38%,
07/07/2027 |
440,000 | 462,334 | |||
2.50%,
01/18/2023 |
287,000 | 292,944 | |||
2.63%,
01/16/2024 |
850,000 | 881,798 | |||
3.00%,
10/04/2023 |
525,000 | 545,869 | |||
3.00%,
02/21/2024 |
754,000 | 789,099 | |||
4.38%,
01/24/2044 |
422,000 | 586,622 | |||
Series GMTN, 0.88%,
04/20/2026 |
300,000 | 295,185 | |||
Series GMTN, 1.13%,
01/13/2031 |
500,000 | 481,685 | |||
Series GMTN, 1.75%,
03/14/2025 |
2,885,000 | 2,946,133 | |||
Series GMTN, 3.88%,
10/28/2041 |
694,000 | 888,091 | |||
International Bank for Reconstruction & Development: | |||||
0.25%,
11/24/2023 |
773,000 | 766,089 | |||
0.38%,
07/28/2025 |
2,000,000 | 1,946,560 | |||
0.50%,
10/28/2025 |
550,000 | 535,980 | |||
0.63%,
04/22/2025 |
2,480,000 | 2,443,147 | |||
0.75%,
03/11/2025 |
1,205,000 | 1,193,324 | |||
0.75%,
11/24/2027 |
1,020,000 | 979,894 | |||
0.75%,
08/26/2030 |
570,000 | 534,050 | |||
1.13%,
09/13/2028 |
1,150,000 | 1,123,400 | |||
1.25%,
02/10/2031 |
1,000,000 | 973,110 | |||
1.63%,
01/15/2025 |
831,000 | 846,166 |
Security Description | Principal
Amount |
Value | |||
1.63%,
11/03/2031 |
$ 1,379,000 | $ 1,379,648 | |||
1.75%,
04/19/2023 |
300,000 | 304,578 | |||
2.13%,
02/13/2023 |
850,000 | 865,096 | |||
2.50%,
03/19/2024 |
663,000 | 687,491 | |||
3.00%,
09/27/2023 |
271,000 | 281,702 | |||
Series GDIF, 1.38%,
04/20/2028 |
625,000 | 622,512 | |||
Series GDIF, 1.50%,
08/28/2024 |
1,445,000 | 1,466,848 | |||
Series GDIF, 1.75%,
10/23/2029 |
610,000 | 619,498 | |||
Series GDIF, 1.88%, 06/19/2023
(b) |
1,140,000 | 1,161,033 | |||
Series GDIF, 2.13%, 03/03/2025
(b) |
530,000 | 547,612 | |||
Series GDIF, 2.50%,
11/25/2024 |
165,000 | 172,046 | |||
Series GDIF, 2.50%,
07/29/2025 |
1,720,000 | 1,800,909 | |||
Series GDIF, 3.13%,
11/20/2025 |
1,080,000 | 1,159,196 | |||
Series GMTN, 4.75%, 02/15/2035
(b) |
1,250,000 | 1,661,412 | |||
International Finance Corp.: | |||||
0.50%,
03/20/2023 |
288,000 | 287,571 | |||
Series GMTN, 0.38%,
07/16/2025 |
610,000 | 593,945 | |||
Series GMTN, 1.38%,
10/16/2024 |
599,000 | 605,589 | |||
Series GMTN, 2.88%,
07/31/2023 |
185,000 | 191,364 | |||
International Finance Corp. Series GMTN, 0.75%,
10/8/2026 |
800,000 | 779,392 | |||
Nordic Investment Bank: | |||||
0.38%,
05/19/2023 |
250,000 | 249,193 | |||
0.38%,
09/20/2024 |
200,000 | 196,934 | |||
0.38%,
09/11/2025 |
250,000 | 242,795 | |||
2.25%,
05/21/2024 |
585,000 | 603,849 | |||
2.88%,
07/19/2023 |
200,000 | 206,724 | |||
Series GMTN, 0.50%, 01/21/2026
(b) |
500,000 | 485,825 | |||
85,043,156 | |||||
SWEDEN — 0.0% (a) | |||||
Svensk Exportkredit AB: | |||||
0.50%,
08/26/2025 |
250,000 | 243,718 | |||
Series GMTN, 0.25%,
09/29/2023 |
450,000 | 445,932 | |||
Series GMTN, 0.38%,
07/30/2024 |
1,600,000 | 1,575,680 | |||
Series GMTN, 2.88%,
03/14/2023 |
200,000 | 205,388 | |||
Series USMT, 0.38%,
03/11/2024 |
495,000 | 489,753 | |||
2,960,471 |
Security Description | Principal
Amount |
Value | |||
URUGUAY — 0.1% | |||||
Uruguay Government International Bond: | |||||
4.38%,
10/27/2027 |
$ 440,000 | $ 494,428 | |||
4.38%,
01/23/2031 |
652,000 | 751,084 | |||
4.50%,
08/14/2024 |
450,000 | 476,609 | |||
4.98%,
04/20/2055 |
480,000 | 630,331 | |||
5.10%,
06/18/2050 |
752,000 | 997,415 | |||
8.00%,
11/18/2022 |
93,000 | 98,298 | |||
3,448,165 | |||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost
$210,206,750) |
211,939,064 | ||||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 29.6% | |||||
Federal Farm Credit Banks Funding Corp.: | |||||
0.13%,
4/13/2023 |
7,000,000 | 6,966,400 | |||
0.25%,
2/26/2024 |
3,985,000 | 3,940,288 | |||
Federal Home Loan Bank: | |||||
0.13%,
3/17/2023 |
2,560,000 | 2,548,224 | |||
0.50%,
4/14/2025 |
4,130,000 | 4,055,288 | |||
1.38%,
2/17/2023 |
3,200,000 | 3,234,944 | |||
2.13%,
6/9/2023 |
1,000,000 | 1,021,860 | |||
2.50%, 2/13/2024
(b) |
1,955,000 | 2,025,282 | |||
3.25%,
11/16/2028 |
2,355,000 | 2,629,640 | |||
5.50%,
7/15/2036 |
1,290,000 | 1,866,643 | |||
Federal Home Loan Mortgage Corp.: | |||||
0.13%,
10/16/2023 |
2,275,000 | 2,252,864 | |||
0.25%,
6/26/2023 |
5,000,000 | 4,978,050 | |||
0.25%,
8/24/2023 |
1,155,000 | 1,147,562 | |||
0.25%,
9/8/2023 |
905,000 | 898,810 | |||
0.25%,
12/4/2023 |
1,180,000 | 1,169,710 | |||
0.38%,
4/20/2023 |
1,995,000 | 1,991,070 | |||
0.38%,
5/5/2023 |
1,000,000 | 997,910 | |||
0.38%, 9/23/2025
(b) |
1,125,000 | 1,094,468 | |||
1.50%,
2/12/2025 |
3,000,000 | 3,045,690 | |||
1.50%,
5/1/2041 |
4,745,768 | 4,678,939 | |||
1.50%,
2/1/2051 |
6,540,300 | 6,344,644 | |||
1.50%,
10/1/2051 |
6,492,592 | 6,285,925 | |||
1.50%,
11/1/2051 |
5,931,330 | 5,742,528 | |||
2.00%,
7/1/2035 |
4,206,001 | 4,310,979 | |||
2.00%,
6/1/2036 |
14,154,937 | 14,511,903 | |||
2.00%,
10/1/2050 |
10,841,858 | 10,837,772 | |||
2.00%,
11/1/2050 |
15,482,023 | 15,476,188 | |||
2.00%,
12/1/2050 |
9,288,848 | 9,285,347 | |||
2.00%,
1/1/2051 |
11,814,395 | 11,809,943 | |||
2.00%,
2/1/2051 |
36,111,487 | 36,097,877 | |||
2.00%,
9/1/2051 |
21,584,960 | 21,543,897 | |||
2.00%,
11/1/2051 |
25,858,732 | 25,809,539 | |||
2.50%,
9/1/2028 |
98,333 | 101,841 | |||
2.50%,
10/1/2029 |
244,928 | 253,634 |
Security Description | Principal
Amount |
Value | |||
2.50%,
1/1/2031 |
$ 307,570 | $ 318,957 | |||
2.50%,
5/1/2031 |
906,536 | 940,333 | |||
2.50%,
6/1/2031 |
355,977 | 369,248 | |||
2.50%,
11/1/2032 |
786,593 | 815,813 | |||
2.50%,
12/1/2032 |
632,517 | 656,013 | |||
2.50%,
2/1/2033 |
1,189,519 | 1,233,706 | |||
2.50%,
3/1/2033 |
2,155,044 | 2,234,579 | |||
2.50%,
8/1/2035 |
3,051,407 | 3,157,505 | |||
2.50%,
9/1/2035 |
2,252,114 | 2,330,420 | |||
2.50%,
9/1/2046 |
763,721 | 785,800 | |||
2.50%,
8/1/2050 |
15,987,003 | 16,326,800 | |||
2.50%,
10/1/2050 |
9,378,521 | 9,577,857 | |||
2.50%,
11/1/2050 |
7,337,970 | 7,493,935 | |||
2.50%,
9/1/2051 |
18,599,883 | 19,002,725 | |||
2.50%,
10/1/2051 |
15,443,219 | 15,778,890 | |||
2.50%,
11/1/2051 |
18,718,420 | 19,126,728 | |||
2.50%,
12/1/2051 |
15,794,016 | 16,139,757 | |||
3.00%,
11/1/2027 |
877,761 | 918,717 | |||
3.00%,
2/1/2029 |
194,327 | 203,431 | |||
3.00%,
7/1/2029 |
168,845 | 177,081 | |||
3.00%,
9/1/2029 |
260,639 | 273,353 | |||
3.00%,
4/1/2030 |
257,412 | 270,007 | |||
3.00%,
12/1/2030 |
660,185 | 692,487 | |||
3.00%,
2/1/2031 |
1,409,870 | 1,477,723 | |||
3.00%,
5/1/2031 |
503,702 | 528,085 | |||
3.00%,
9/1/2032 |
1,322,546 | 1,387,031 | |||
3.00%,
4/1/2033 |
4,481,574 | 4,699,867 | |||
3.00%,
5/1/2033 |
2,523,608 | 2,641,706 | |||
3.00%,
7/1/2035 |
246,789 | 259,159 | |||
3.00%,
4/1/2036 |
493,497 | 517,948 | |||
3.00%,
8/1/2036 |
876,830 | 921,745 | |||
3.00%,
3/1/2043 |
500,035 | 526,770 | |||
3.00%
4/1/2043 |
853,957 | 899,613 | |||
3.00%
7/1/2043 |
309,905 | 326,474 | |||
3.00%,
8/1/2043 |
139,612 | 147,076 | |||
3.00%,
9/1/2043 |
207,159 | 218,235 | |||
3.00%,
10/1/2043 |
153,589 | 161,800 | |||
3.00%,
6/1/2045 |
491,146 | 516,203 | |||
3.00%
8/1/2045 |
1,553,569 | 1,635,505 | |||
3.00%,
4/1/2046 |
723,434 | 757,802 | |||
3.00%,
9/1/2046 |
538,156 | 563,721 | |||
3.00%,
10/1/2046 |
2,945,055 | 3,084,961 | |||
3.00%,
11/1/2046 |
581,554 | 609,181 | |||
3.00%,
12/1/2046 |
1,761,070 | 1,844,730 | |||
3.00%,
2/1/2047 |
1,701,087 | 1,781,898 | |||
3.00%,
7/1/2047 |
3,721,012 | 3,896,150 | |||
3.00%,
12/1/2047 |
3,215,306 | 3,355,199 | |||
3.00%,
1/1/2048 |
860,101 | 897,522 | |||
3.00%,
2/1/2048 |
1,810,109 | 1,888,864 | |||
3.00%,
3/1/2048 |
90,789 | 94,739 | |||
3.00%,
10/1/2049 |
2,126,469 | 2,205,611 | |||
3.00%,
12/1/2049 |
1,588,948 | 1,648,085 | |||
3.00%,
1/1/2050 |
4,467,897 | 4,634,182 | |||
3.00%,
2/1/2050 |
4,903,559 | 5,086,059 | |||
3.00%,
4/1/2050 |
7,507,819 | 7,778,052 |
Security Description | Principal
Amount |
Value | |||
3.00%,
6/1/2051 |
$ 5,454,704 | $ 5,655,485 | |||
3.50%,
5/1/2026 |
252,942 | 266,567 | |||
3.50%,
1/1/2029 |
60,093 | 63,405 | |||
3.50%,
11/1/2029 |
199,485 | 210,552 | |||
3.50%,
2/1/2030 |
110,093 | 116,489 | |||
3.50%,
3/1/2032 |
181,473 | 193,631 | |||
3.50%,
6/1/2033 |
439,685 | 465,005 | |||
3.50%,
1/1/2034 |
1,030,295 | 1,089,624 | |||
3.50%,
3/1/2038 |
830,593 | 885,038 | |||
3.50%,
10/1/2041 |
108,122 | 115,972 | |||
3.50%,
4/1/2043 |
193,501 | 208,159 | |||
3.50%
5/1/2043 |
341,664 | 367,116 | |||
3.50%
8/1/2043 |
552,466 | 592,671 | |||
3.50%,
6/1/2044 |
119,049 | 127,384 | |||
3.50%,
8/1/2044 |
235,780 | 252,287 | |||
3.50%,
10/1/2044 |
134,052 | 143,437 | |||
3.50%,
11/1/2044 |
209,210 | 223,857 | |||
3.50%,
12/1/2044 |
234,797 | 251,244 | |||
3.50%,
1/1/2045 |
224,576 | 240,299 | |||
3.50%,
2/1/2045 |
309,532 | 331,202 | |||
3.50%
7/1/2045 |
3,962,746 | 4,250,263 | |||
3.50%,
10/1/2045 |
281,460 | 300,576 | |||
3.50%
12/1/2045 |
541,456 | 579,581 | |||
3.50%,
3/1/2046 |
600,236 | 639,694 | |||
3.50%,
5/1/2046 |
272,224 | 290,119 | |||
3.50%,
8/1/2046 |
1,597,384 | 1,705,841 | |||
3.50%,
9/1/2046 |
3,437,383 | 3,663,348 | |||
3.50%,
12/1/2046 |
440,407 | 469,359 | |||
3.50%,
4/1/2047 |
49,881 | 52,869 | |||
3.50%,
9/1/2047 |
2,350,368 | 2,491,121 | |||
3.50%,
10/1/2047 |
324,795 | 344,246 | |||
3.50%,
11/1/2047 |
175,143 | 185,631 | |||
3.50%,
12/1/2047 |
455,390 | 482,661 | |||
3.50%,
1/1/2048 |
840,152 | 890,465 | |||
3.50%,
2/1/2048 |
2,321,342 | 2,460,357 | |||
3.50%,
5/1/2048 |
1,487,995 | 1,570,926 | |||
3.50%,
7/1/2048 |
482,866 | 509,778 | |||
3.50%,
11/1/2048 |
1,299,491 | 1,371,915 | |||
3.50%,
6/1/2049 |
1,697,344 | 1,790,192 | |||
3.50%,
7/1/2049 |
1,012,985 | 1,068,397 | |||
3.50%,
3/1/2050 |
4,286,024 | 4,520,479 | |||
4.00%,
4/1/2024 |
12,061 | 12,693 | |||
4.00%,
5/1/2025 |
12,719 | 13,400 | |||
4.00%,
6/1/2025 |
29,713 | 31,305 | |||
4.00%,
8/1/2025 |
6,655 | 7,012 | |||
4.00%,
9/1/2025 |
10,040 | 10,578 | |||
4.00%,
6/1/2026 |
82,496 | 86,914 | |||
4.00%,
7/1/2029 |
2,096,528 | 2,208,378 | |||
4.00%,
10/1/2040 |
97,921 | 106,772 | |||
4.00%,
12/1/2041 |
302,812 | 330,269 | |||
4.00%,
4/1/2042 |
207,048 | 225,822 | |||
4.00%,
6/1/2042 |
439,031 | 478,733 | |||
4.00%,
12/1/2043 |
104,483 | 113,621 | |||
4.00%
5/1/2044 |
229,457 | 249,707 | |||
4.00%,
7/1/2044 |
344,867 | 375,302 |
Security Description | Principal
Amount |
Value | |||
4.00%,
12/1/2044 |
$ 123,771 | $ 134,694 | |||
4.00%,
4/1/2045 |
267,364 | 289,105 | |||
4.00%,
5/1/2045 |
1,346,922 | 1,469,006 | |||
4.00%,
10/1/2045 |
381,898 | 412,953 | |||
4.00%,
11/1/2045 |
1,808,658 | 1,955,110 | |||
4.00%,
1/1/2046 |
289,084 | 312,592 | |||
4.00%,
3/1/2046 |
233,369 | 253,728 | |||
4.00%,
1/1/2047 |
4,686,102 | 5,058,262 | |||
4.00%,
9/1/2047 |
195,423 | 209,335 | |||
4.00%,
11/1/2047 |
1,171,858 | 1,255,283 | |||
4.00%,
12/1/2047 |
450,555 | 482,631 | |||
4.00%,
1/1/2048 |
686,199 | 735,049 | |||
4.00%,
4/1/2048 |
999,554 | 1,064,561 | |||
4.00%
5/1/2048 |
1,617,820 | 1,723,037 | |||
4.00%,
7/1/2048 |
1,140,393 | 1,214,559 | |||
4.00%,
10/1/2048 |
1,969,823 | 2,097,933 | |||
4.00%,
12/1/2048 |
968,649 | 1,031,646 | |||
4.00%,
9/1/2049 |
1,016,700 | 1,083,470 | |||
4.00%,
6/1/2050 |
1,409,742 | 1,498,669 | |||
4.00%,
2/1/2051 |
2,294,739 | 2,462,016 | |||
4.50%,
10/1/2024 |
6,286 | 6,366 | |||
4.50%,
2/1/2039 |
1,558 | 1,717 | |||
4.50%,
6/1/2039 |
89,597 | 98,724 | |||
4.50%,
12/1/2039 |
50,383 | 55,516 | |||
4.50%,
6/1/2040 |
1,108 | 1,221 | |||
4.50%,
12/1/2040 |
256,275 | 282,466 | |||
4.50%,
4/1/2041 |
3,718 | 4,099 | |||
4.50%,
7/1/2041 |
160,232 | 176,647 | |||
4.50%,
8/1/2041 |
13,586 | 14,978 | |||
4.50%,
9/1/2041 |
56,531 | 62,321 | |||
4.50%,
10/1/2041 |
420,000 | 462,917 | |||
4.50%,
10/1/2043 |
5,780 | 6,438 | |||
4.50%,
8/1/2044 |
8,359 | 9,210 | |||
4.50%,
9/1/2044 |
201,506 | 222,008 | |||
4.50%,
4/1/2047 |
66,693 | 72,169 | |||
4.50%,
10/1/2047 |
65,979 | 71,396 | |||
4.50%,
12/1/2047 |
208,159 | 225,250 | |||
4.50%
1/1/2048 |
710,991 | 769,359 | |||
4.50%,
5/1/2048 |
722,213 | 773,517 | |||
4.50%,
6/1/2048 |
329,131 | 352,511 | |||
4.50%,
7/1/2048 |
732,043 | 784,167 | |||
4.50%,
12/1/2048 |
466,910 | 500,155 | |||
4.50%,
3/1/2049 |
698,663 | 748,411 | |||
4.50%,
7/1/2049 |
3,841,457 | 4,117,563 | |||
5.00%,
11/1/2035 |
8,555 | 9,625 | |||
5.00%
12/1/2036 |
1,949 | 2,192 | |||
5.00%
2/1/2038 |
161,773 | 182,160 | |||
5.00%
3/1/2038 |
97,859 | 110,195 | |||
5.00%,
6/1/2038 |
24,961 | 28,104 | |||
5.00%
11/1/2038 |
208,202 | 234,450 | |||
5.00%,
1/1/2039 |
31,188 | 35,114 | |||
5.00%,
2/1/2039 |
67,873 | 76,414 | |||
5.00%,
3/1/2039 |
209,484 | 235,654 | |||
5.00%,
10/1/2039 |
19,897 | 22,401 | |||
5.00%,
7/1/2048 |
974,528 | 1,061,163 |
Security Description | Principal
Amount |
Value | |||
5.00%,
9/1/2048 |
$ 224,401 | $ 244,350 | |||
5.00%,
11/1/2048 |
999,453 | 1,088,462 | |||
5.00%,
3/1/2049 |
364,550 | 396,958 | |||
5.00%,
3/1/2050 |
1,116,743 | 1,215,711 | |||
5.50%,
2/1/2022 |
23 | 23 | |||
5.50%,
11/1/2026 |
19,518 | 21,079 | |||
5.50%,
6/1/2027 |
5,351 | 5,810 | |||
5.50%,
4/1/2028 |
8,847 | 9,669 | |||
5.50%,
7/1/2028 |
13,689 | 15,026 | |||
5.50%,
7/1/2033 |
652 | 696 | |||
5.50%
1/1/2037 |
66,100 | 74,974 | |||
5.50%,
9/1/2037 |
576 | 648 | |||
5.50%,
11/1/2037 |
3,798 | 4,314 | |||
5.50%,
1/1/2038 |
36,356 | 41,362 | |||
5.50%,
4/1/2038 |
126,731 | 144,366 | |||
5.50%
7/1/2038 |
158,920 | 180,929 | |||
5.50%,
10/1/2038 |
3,176 | 3,621 | |||
5.50%,
11/1/2038 |
1,268 | 1,349 | |||
6.00%,
8/1/2031 |
4,334 | 4,905 | |||
6.00%,
3/1/2036 |
6,393 | 7,363 | |||
6.00%,
8/1/2036 |
32,380 | 37,359 | |||
6.00%,
1/1/2037 |
3,285 | 3,788 | |||
6.00%,
12/1/2037 |
2,999 | 3,470 | |||
6.00%,
10/1/2038 |
3,652 | 4,083 | |||
6.00%,
3/1/2040 |
1,700 | 1,977 | |||
6.00%,
5/1/2040 |
330,443 | 381,627 | |||
6.25%, 7/15/2032
(b) |
2,930,000 | 4,223,741 | |||
6.50%,
11/1/2037 |
25,439 | 29,604 | |||
6.50%,
2/1/2038 |
4,970 | 5,457 | |||
6.50%,
9/1/2038 |
93,909 | 110,223 | |||
6.50%,
9/1/2039 |
43,205 | 50,510 | |||
6.75%, 3/15/2031
(b) |
601,000 | 862,675 | |||
Series *, 2.75%,
6/19/2023 |
765,000 | 788,960 | |||
Series K037, Class A2, Class A2, 3.49%,
1/25/2024 |
1,000,000 | 1,038,531 | |||
Series K041, Class A2, Class A2, 3.17%,
10/25/2024 |
750,000 | 788,515 | |||
Series K049, Class A2, 3.01%,
7/25/2025 |
350,000 | 369,271 | |||
Series K053, Class A2, Class A2, 3.00%,
12/25/2025 |
350,000 | 370,543 | |||
Series K055, Class A2, Class A2, 2.67%,
3/25/2026 |
1,000,000 | 1,049,060 | |||
Series K064, Class A2, Class A2, 3.22%,
3/25/2027 |
800,000 | 865,298 | |||
Series K067, Class AM, Class AM, 3.28%,
8/25/2027 |
500,000 | 543,438 | |||
Series K069, Class A2, Class A2, 3.19%, 9/25/2027
(c) |
1,500,000 | 1,630,726 |
Security Description | Principal
Amount |
Value | |||
Series K070, Class A2, Class A2, 3.30%, 11/25/2027
(c) |
$ 1,500,000 | $ 1,640,731 | |||
Series K072, Class A2, Class A2, 3.44%,
12/25/2027 |
2,010,000 | 2,217,568 | |||
Series K079, Class A2, Class A2, 3.93%,
6/25/2028 |
1,150,000 | 1,309,691 | |||
Series K083, Class A2, 4.05%, 9/25/2028
(c) |
525,000 | 603,595 | |||
Series K085, Class A2, 4.06%, 10/25/2028
(c) |
2,200,000 | 2,513,786 | |||
Series K086, Class A2, 3.86%, 11/25/2028
(c) |
799,999 | 909,272 | |||
Series K087, Class A2, Class A2, 3.77%,
12/25/2028 |
270,000 | 305,534 | |||
Series K089, Class A2, Class A2, 3.56%,
1/25/2029 |
2,500,000 | 2,800,044 | |||
Series K092, Class A2, 3.30%,
4/25/2029 |
500,000 | 552,934 | |||
Series K093, Class A2, 2.98%,
5/25/2029 |
500,000 | 542,348 | |||
Series K094, Class A2, 2.90%,
6/25/2029 |
531,291 | 574,064 | |||
Series K101, Class A2, 2.52%,
10/25/2029 |
500,000 | 528,691 | |||
Series K108, Class A2, Class A2, 1.52%,
3/25/2030 |
888,889 | 875,052 | |||
Series K109, Class A2, 1.56%,
4/25/2030 |
600,000 | 592,178 | |||
Series K110, Class A2, Class A2, 1.48%,
4/25/2030 |
160,714 | 157,550 | |||
Series K114, Class A2, 1.37%,
6/25/2030 |
250,000 | 242,572 | |||
Series K115, Class A2, 1.38%,
6/25/2030 |
500,000 | 485,837 | |||
Series K118, Class A2, 1.49%,
9/25/2030 |
2,350,000 | 2,301,102 | |||
Series K121, Class A2, 1.55%,
10/25/2030 |
340,000 | 333,931 | |||
Series K123, Class A2, 1.62%,
12/25/2030 |
233,333 | 230,490 | |||
Series K128, Class A2, 2.02%,
3/25/2031 |
650,000 | 662,596 | |||
Series K131, Class A2, 1.85%,
7/25/2031 |
1,000,000 | 1,004,831 | |||
Series K-1520, Class A2, 2.44%,
2/25/2036 |
650,000 | 668,360 | |||
Series K1522, Class A2, 2.36%,
10/25/2036 |
500,000 | 509,255 | |||
Series K723, Class A2, Class A2, 2.45%,
8/25/2023 |
625,673 | 637,349 |
Security Description | Principal
Amount |
Value | |||
Series K730, Class A2, Class A2, 3.59%, 1/25/2025
(c) |
$ 1,000,000 | $ 1,058,732 | |||
Series K735, Class A2, 2.86%,
5/25/2026 |
500,000 | 528,976 | |||
Series K736, Class A2, 2.28%,
7/25/2026 |
5,000,000 | 5,180,060 | |||
Series K737, Class A2, Class A2, 2.53%,
10/25/2026 |
1,250,000 | 1,311,146 | |||
Series K743, Class A2, 1.77%,
5/25/2028 |
500,000 | 505,460 | |||
Series K030, Class A2, Class A2, VRN, 3.25%, 4/25/2023
(c) |
996,201 | 1,020,171 | |||
Series K159, Class A3, Class A3, VRN, 3.95%, 11/25/2033
(c) |
1,616,667 | 1,900,897 | |||
Federal National Mortgage Association: | |||||
0.25%,
5/22/2023 |
1,575,000 | 1,568,417 | |||
0.25%,
7/10/2023 |
910,000 | 905,213 | |||
0.25%,
11/27/2023 |
2,045,000 | 2,027,045 | |||
0.30%,
8/3/2023 |
750,000 | 744,945 | |||
0.38%,
8/25/2025 |
3,560,000 | 3,462,349 | |||
0.63%,
4/22/2025 |
1,055,000 | 1,040,378 | |||
0.75%,
10/8/2027 |
2,400,000 | 2,320,920 | |||
0.88%,
8/5/2030 |
7,280,000 | 6,871,301 | |||
1.50%,
7/1/2036 |
13,738,675 | 13,790,864 | |||
1.50%,
1/1/2042 |
4,000,000 | 3,943,605 | |||
1.50%,
10/1/2051 |
16,235,181 | 15,718,352 | |||
1.50%,
11/1/2051 |
17,277,057 | 16,727,061 | |||
1.63%,
10/15/2024 |
550,000 | 560,181 | |||
1.63%,
1/7/2025 |
900,000 | 916,227 | |||
1.75%,
7/2/2024 |
500,000 | 510,945 | |||
1.88%, 9/24/2026
(b) |
1,366,000 | 1,403,879 | |||
2.00%,
9/1/2035 |
6,648,683 | 6,814,666 | |||
2.00%,
11/1/2035 |
6,155,526 | 6,309,197 | |||
2.00%,
12/1/2035 |
4,230,397 | 4,336,008 | |||
2.00%,
2/1/2036 |
6,764,737 | 6,933,616 | |||
2.00%
6/1/2036 |
13,218,568 | 13,552,721 | |||
2.00%,
12/1/2036 |
12,584,919 | 12,900,662 | |||
2.00%,
8/1/2040 |
720,299 | 728,595 | |||
2.00%,
10/1/2040 |
1,594,982 | 1,613,369 | |||
2.00%,
11/1/2040 |
4,100,364 | 4,147,550 | |||
2.00%,
12/1/2040 |
3,382,632 | 3,421,520 | |||
2.00%,
2/1/2041 |
4,466,989 | 4,518,026 | |||
2.00%,
10/1/2041 |
6,892,395 | 6,972,821 | |||
2.00%,
11/1/2041 |
7,941,988 | 8,034,276 | |||
2.00%,
6/1/2050 |
711,775 | 711,506 | |||
2.00%,
8/1/2050 |
14,301,696 | 14,296,308 | |||
2.00%
1/1/2051 |
21,704,493 | 21,696,315 | |||
2.00%,
2/1/2051 |
12,124,459 | 12,119,891 | |||
2.00%,
3/1/2051 |
9,205,431 | 9,187,915 | |||
2.00%,
4/1/2051 |
23,442,239 | 23,397,634 | |||
2.00%,
5/1/2051 |
13,212,506 | 13,187,365 |
Security Description | Principal
Amount |
Value | |||
2.00%,
7/1/2051 |
$ 19,229,128 | $ 19,192,539 | |||
2.00%,
11/1/2051 |
14,902,209 | 14,873,853 | |||
2.00%,
1/1/2052 |
16,425,000 | 16,393,747 | |||
2.13%, 4/24/2026
(b) |
475,000 | 492,813 | |||
2.50%,
2/5/2024 |
300,000 | 310,749 | |||
2.50%,
7/1/2028 |
294,206 | 304,621 | |||
2.50%
8/1/2028 |
844,180 | 874,064 | |||
2.50%,
10/1/2028 |
206,331 | 213,635 | |||
2.50%,
3/1/2029 |
738,013 | 764,635 | |||
2.50%,
2/1/2030 |
316,200 | 327,594 | |||
2.50%,
5/1/2030 |
519,129 | 538,161 | |||
2.50%
7/1/2030 |
2,680,536 | 2,775,640 | |||
2.50%,
2/1/2031 |
613,328 | 635,814 | |||
2.50%,
8/1/2031 |
1,424,408 | 1,477,002 | |||
2.50%,
6/1/2032 |
12,312,716 | 12,767,345 | |||
2.50%,
12/1/2032 |
957,665 | 992,879 | |||
2.50%,
1/1/2033 |
1,464,395 | 1,518,243 | |||
2.50%,
12/1/2033 |
2,875,198 | 2,980,607 | |||
2.50%
2/1/2035 |
6,564,587 | 6,801,182 | |||
2.50%,
8/1/2035 |
2,273,469 | 2,352,682 | |||
2.50%,
5/1/2036 |
1,753,703 | 1,815,633 | |||
2.50%,
4/1/2038 |
1,272,245 | 1,322,882 | |||
2.50%,
2/1/2040 |
550,860 | 564,149 | |||
2.50%,
5/1/2040 |
1,734,493 | 1,783,150 | |||
2.50%,
7/1/2041 |
5,741,341 | 5,923,363 | |||
2.50%,
10/1/2042 |
224,014 | 231,131 | |||
2.50%
11/1/2049 |
8,559,025 | 8,739,299 | |||
2.50%,
1/1/2050 |
2,930,973 | 2,992,707 | |||
2.50%,
7/1/2050 |
7,441,413 | 7,599,426 | |||
2.50%,
8/1/2050 |
7,736,473 | 7,900,750 | |||
2.50%,
10/1/2050 |
18,190,450 | 18,576,709 | |||
2.50%,
4/1/2051 |
11,851,904 | 12,107,456 | |||
2.50%,
7/1/2051 |
18,503,271 | 18,902,240 | |||
2.50%,
8/1/2051 |
14,781,037 | 15,099,856 | |||
2.50%,
9/1/2051 |
21,236,554 | 21,696,259 | |||
2.63%, 9/6/2024
(b) |
2,135,000 | 2,232,505 | |||
2.88%,
9/12/2023 |
1,384,000 | 1,435,194 | |||
3.00%,
8/1/2027 |
149,972 | 156,808 | |||
3.00%,
11/1/2028 |
367,265 | 384,382 | |||
3.00%,
6/1/2029 |
105,410 | 110,510 | |||
3.00%
8/1/2029 |
450,098 | 471,875 | |||
3.00%,
9/1/2029 |
144,917 | 151,928 | |||
3.00%,
6/1/2030 |
229,081 | 240,194 | |||
3.00%,
9/1/2030 |
46,029 | 48,262 | |||
3.00%,
11/1/2030 |
108,014 | 113,254 | |||
3.00%,
12/1/2030 |
385,281 | 403,972 | |||
3.00%,
6/1/2032 |
2,007,085 | 2,104,216 | |||
3.00%,
10/1/2032 |
563,082 | 590,332 | |||
3.00%,
1/1/2033 |
401,956 | 421,408 | |||
3.00%,
2/1/2033 |
861,917 | 903,628 | |||
3.00%,
2/1/2034 |
987,875 | 1,033,732 | |||
3.00%,
8/1/2034 |
5,352,426 | 5,596,972 | |||
3.00%,
2/1/2035 |
165,303 | 173,698 | |||
3.00%,
3/1/2035 |
134,358 | 141,027 | |||
3.00%,
2/1/2036 |
358,517 | 376,312 |
Security Description | Principal
Amount |
Value | |||
3.00%,
11/1/2036 |
$ 3,829,461 | $ 4,017,080 | |||
3.00%,
1/1/2037 |
993,729 | 1,042,416 | |||
3.00%,
9/1/2037 |
760,639 | 796,538 | |||
3.00%,
1/1/2038 |
1,358,214 | 1,422,316 | |||
3.00%,
12/1/2042 |
243,470 | 256,539 | |||
3.00%,
1/1/2043 |
537,060 | 565,890 | |||
3.00%,
3/1/2043 |
524,197 | 551,971 | |||
3.00%,
4/1/2043 |
128,015 | 134,797 | |||
3.00%
5/1/2043 |
1,370,656 | 1,443,278 | |||
3.00%
6/1/2043 |
1,000,078 | 1,053,066 | |||
3.00%
7/1/2043 |
1,029,212 | 1,083,743 | |||
3.00%,
8/1/2043 |
531,838 | 561,199 | |||
3.00%,
2/1/2044 |
4,020,860 | 4,233,901 | |||
3.00%,
5/1/2045 |
3,809,663 | 4,011,514 | |||
3.00%,
8/1/2045 |
5,751,393 | 6,056,124 | |||
3.00%,
9/1/2045 |
379,303 | 398,488 | |||
3.00%
11/1/2045 |
804,807 | 845,515 | |||
3.00%,
5/1/2046 |
745,469 | 780,575 | |||
3.00%,
8/1/2046 |
820,015 | 858,631 | |||
3.00%,
9/1/2046 |
822,517 | 861,252 | |||
3.00%,
10/1/2046 |
319,561 | 334,610 | |||
3.00%
11/1/2046 |
3,269,516 | 3,438,416 | |||
3.00%
1/1/2047 |
2,899,138 | 3,035,666 | |||
3.00%
3/1/2047 |
2,925,783 | 3,073,122 | |||
3.00%,
7/1/2047 |
2,552,142 | 2,672,329 | |||
3.00%,
10/1/2047 |
3,034,911 | 3,177,832 | |||
3.00%,
12/1/2047 |
4,441,177 | 4,650,323 | |||
3.00%
2/1/2048 |
3,289,953 | 3,435,102 | |||
3.00%
12/1/2049 |
11,561,614 | 11,991,466 | |||
3.00%,
1/1/2050 |
2,352,577 | 2,440,044 | |||
3.00%,
7/1/2050 |
4,951,692 | 5,130,049 | |||
3.00%,
9/1/2050 |
8,935,186 | 9,257,026 | |||
3.00%,
9/1/2051 |
9,404,539 | 9,761,809 | |||
3.50%,
10/1/2025 |
43,122 | 45,421 | |||
3.50%,
11/1/2025 |
57,536 | 60,603 | |||
3.50%,
3/1/2026 |
37,505 | 39,513 | |||
3.50%,
1/1/2027 |
183,915 | 193,718 | |||
3.50%,
5/1/2029 |
90,903 | 95,903 | |||
3.50%,
1/1/2030 |
134,680 | 142,087 | |||
3.50%,
3/1/2031 |
450,046 | 475,570 | |||
3.50%,
6/1/2033 |
872,802 | 922,754 | |||
3.50%,
6/1/2034 |
352,847 | 375,530 | |||
3.50%,
7/1/2034 |
626,053 | 666,298 | |||
3.50%,
11/1/2034 |
2,102,804 | 2,237,981 | |||
3.50%,
2/1/2037 |
301,042 | 320,580 | |||
3.50%,
2/1/2038 |
193,203 | 208,730 | |||
3.50%,
4/1/2038 |
910,768 | 963,387 | |||
3.50%,
5/1/2038 |
339,238 | 358,838 | |||
3.50%,
12/1/2040 |
305,952 | 328,136 | |||
3.50%,
1/1/2042 |
126,992 | 137,926 | |||
3.50%,
3/1/2042 |
239,655 | 258,660 | |||
3.50%,
5/1/2042 |
677,037 | 726,287 | |||
3.50%,
8/1/2042 |
282,684 | 303,247 | |||
3.50%,
10/1/2042 |
287,016 | 307,895 | |||
3.50%,
1/1/2043 |
111,413 | 119,517 |
Security Description | Principal
Amount |
Value | |||
3.50%,
5/1/2043 |
$ 86,531 | $ 92,798 | |||
3.50%,
7/1/2043 |
340,071 | 364,699 | |||
3.50%
1/1/2044 |
11,460,827 | 12,294,418 | |||
3.50%,
10/1/2044 |
213,533 | 228,372 | |||
3.50%
1/1/2045 |
330,771 | 353,758 | |||
3.50%
2/1/2045 |
8,520,063 | 9,139,839 | |||
3.50%,
4/1/2045 |
352,188 | 376,000 | |||
3.50%
8/1/2045 |
794,814 | 849,347 | |||
3.50%
11/1/2045 |
2,155,540 | 2,301,283 | |||
3.50%
12/1/2045 |
1,776,433 | 1,896,542 | |||
3.50%,
1/1/2046 |
608,897 | 650,067 | |||
3.50%
2/1/2046 |
3,421,630 | 3,651,848 | |||
3.50%,
10/1/2046 |
820,653 | 874,366 | |||
3.50%,
2/1/2047 |
240,641 | 256,392 | |||
3.50%
5/1/2047 |
4,055,879 | 4,324,983 | |||
3.50%
7/1/2047 |
1,927,049 | 2,067,081 | |||
3.50%,
10/1/2047 |
212,183 | 224,814 | |||
3.50%
11/1/2047 |
10,812,797 | 11,496,850 | |||
3.50%
1/1/2048 |
2,783,535 | 2,949,237 | |||
3.50%
2/1/2048 |
3,594,521 | 3,812,347 | |||
3.50%,
6/1/2048 |
1,343,512 | 1,417,979 | |||
3.50%,
8/1/2048 |
170,888 | 180,360 | |||
3.50%,
9/1/2048 |
451,333 | 476,350 | |||
3.50%,
10/1/2048 |
2,644,969 | 2,802,422 | |||
3.50%,
11/1/2048 |
797,085 | 849,255 | |||
3.50%,
7/1/2049 |
2,324,620 | 2,451,568 | |||
3.50%,
8/1/2049 |
1,757,735 | 1,853,725 | |||
3.50%,
6/1/2050 |
2,371,306 | 2,495,321 | |||
3.50%,
12/1/2051 |
7,506,489 | 7,935,709 | |||
4.00%,
4/1/2024 |
16,019 | 16,852 | |||
4.00%,
1/1/2025 |
22,530 | 23,703 | |||
4.00%,
3/1/2026 |
20,525 | 21,626 | |||
4.00%,
12/1/2034 |
196,085 | 211,721 | |||
4.00%,
3/1/2037 |
487,538 | 524,160 | |||
4.00%,
3/1/2038 |
541,275 | 580,637 | |||
4.00%,
6/1/2038 |
311,044 | 333,663 | |||
4.00%,
8/1/2039 |
246,389 | 268,583 | |||
4.00%,
9/1/2040 |
2,218,890 | 2,418,667 | |||
4.00%
12/1/2040 |
471,227 | 513,655 | |||
4.00%,
3/1/2041 |
269,721 | 294,041 | |||
4.00%,
12/1/2041 |
332,135 | 362,082 | |||
4.00%,
1/1/2042 |
137,466 | 149,861 | |||
4.00%,
2/1/2042 |
78,651 | 85,743 | |||
4.00%,
10/1/2043 |
292,594 | 318,053 | |||
4.00%,
12/1/2043 |
39,705 | 43,160 | |||
4.00%,
5/1/2044 |
844,697 | 920,749 | |||
4.00%,
6/1/2044 |
194,257 | 211,314 | |||
4.00%
7/1/2044 |
1,179,616 | 1,282,399 | |||
4.00%,
9/1/2044 |
130,379 | 141,827 | |||
4.00%
10/1/2044 |
222,175 | 241,683 | |||
4.00%,
12/1/2044 |
197,509 | 214,852 | |||
4.00%,
1/1/2045 |
607,740 | 662,489 | |||
4.00%,
3/1/2045 |
212,250 | 229,437 | |||
4.00%,
5/1/2045 |
380,338 | 411,135 | |||
4.00%,
6/1/2045 |
519,873 | 565,523 |
Security Description | Principal
Amount |
Value | |||
4.00%,
7/1/2045 |
$ 285,675 | $ 308,808 | |||
4.00%,
9/1/2045 |
375,511 | 405,918 | |||
4.00%,
12/1/2045 |
223,101 | 241,167 | |||
4.00%,
2/1/2046 |
85,683 | 92,622 | |||
4.00%,
4/1/2046 |
267,728 | 288,954 | |||
4.00%,
10/1/2046 |
1,473,600 | 1,606,471 | |||
4.00%,
11/1/2046 |
306,142 | 330,414 | |||
4.00%
4/1/2047 |
3,879,101 | 4,162,654 | |||
4.00%,
7/1/2047 |
89,458 | 95,796 | |||
4.00%,
8/1/2047 |
387,001 | 414,424 | |||
4.00%,
9/1/2047 |
2,099,819 | 2,248,610 | |||
4.00%,
12/1/2047 |
4,173,212 | 4,468,923 | |||
4.00%,
1/1/2048 |
1,605,565 | 1,719,334 | |||
4.00%,
2/1/2048 |
673,253 | 720,959 | |||
4.00%,
5/1/2048 |
84,325 | 89,786 | |||
4.00%
6/1/2048 |
3,174,635 | 3,380,242 | |||
4.00%,
7/1/2048 |
610,073 | 650,378 | |||
4.00%,
8/1/2048 |
1,035,814 | 1,102,900 | |||
4.00%,
9/1/2048 |
1,435,407 | 1,528,373 | |||
4.00%,
10/1/2048 |
4,105,356 | 4,437,786 | |||
4.00%
11/1/2048 |
3,288,844 | 3,510,338 | |||
4.00%,
1/1/2049 |
2,507,450 | 2,733,334 | |||
4.00%,
3/1/2049 |
349,896 | 372,774 | |||
4.00%,
5/1/2049 |
1,056,856 | 1,125,958 | |||
4.00%,
6/1/2049 |
7,518,110 | 8,114,177 | |||
4.00%,
7/1/2049 |
1,232,390 | 1,312,968 | |||
4.00%,
8/1/2049 |
1,840,851 | 1,962,467 | |||
4.00%,
2/1/2050 |
792,882 | 844,724 | |||
4.00%,
7/1/2050 |
1,370,705 | 1,459,479 | |||
4.50%
4/1/2023 |
25,162 | 25,646 | |||
4.50%,
8/1/2023 |
34 | 34 | |||
4.50%,
4/1/2031 |
117,942 | 127,761 | |||
4.50%,
4/1/2039 |
221,734 | 244,241 | |||
4.50%,
4/1/2040 |
243,931 | 268,786 | |||
4.50%,
10/1/2040 |
126,463 | 139,348 | |||
4.50%,
2/1/2041 |
303,429 | 334,388 | |||
4.50%,
5/1/2041 |
137,818 | 151,861 | |||
4.50%,
1/1/2042 |
505,499 | 557,076 | |||
4.50%,
9/1/2043 |
114,569 | 126,083 | |||
4.50%
12/1/2043 |
337,147 | 371,031 | |||
4.50%,
1/1/2044 |
55,748 | 61,351 | |||
4.50%,
2/1/2044 |
164,849 | 181,417 | |||
4.50%
6/1/2044 |
332,868 | 366,691 | |||
4.50%,
3/1/2046 |
538,718 | 593,610 | |||
4.50%,
9/1/2047 |
128,850 | 139,385 | |||
4.50%,
11/1/2047 |
957,803 | 1,036,117 | |||
4.50%,
2/1/2048 |
4,029,808 | 4,359,300 | |||
4.50%
4/1/2048 |
5,135,329 | 5,644,664 | |||
4.50%,
6/1/2048 |
3,857,928 | 4,173,365 | |||
4.50%
8/1/2048 |
2,526,225 | 2,705,973 | |||
4.50%,
11/1/2048 |
2,076,214 | 2,223,239 | |||
4.50%,
12/1/2048 |
562,701 | 602,548 | |||
4.50%
1/1/2049 |
1,245,265 | 1,333,448 | |||
4.50%,
5/1/2049 |
1,171,022 | 1,253,947 | |||
4.50%,
3/1/2050 |
3,386,516 | 3,626,107 |
Security Description | Principal
Amount |
Value | |||
5.00%,
7/1/2035 |
$ 251,628 | $ 283,020 | |||
5.00%,
7/1/2040 |
86,349 | 97,014 | |||
5.00%,
1/1/2042 |
346,938 | 389,786 | |||
5.00%,
3/1/2042 |
282,897 | 317,836 | |||
5.00%,
12/1/2043 |
74,021 | 83,317 | |||
5.00%,
7/1/2044 |
220,066 | 245,102 | |||
5.00%,
6/1/2048 |
555,772 | 605,063 | |||
5.00%,
9/1/2048 |
1,309,438 | 1,425,571 | |||
5.00%,
8/1/2049 |
895,626 | 975,059 | |||
5.00%,
10/1/2049 |
1,232,889 | 1,342,351 | |||
5.50%,
7/1/2035 |
113,813 | 128,547 | |||
5.50%
6/1/2038 |
26,686 | 29,803 | |||
5.50%,
12/1/2038 |
118,605 | 134,836 | |||
5.50%,
12/1/2039 |
177,577 | 201,977 | |||
5.50%,
9/1/2040 |
15,520 | 17,658 | |||
5.50%,
7/1/2041 |
205,105 | 232,043 | |||
5.50%,
5/1/2044 |
2,532,609 | 2,864,419 | |||
5.63%,
7/15/2037 |
568,000 | 847,558 | |||
6.00%,
2/1/2037 |
106,365 | 121,782 | |||
6.00%,
10/1/2039 |
150,306 | 173,298 | |||
6.00%,
4/1/2040 |
203,547 | 235,588 | |||
6.25%,
5/15/2029 |
80,000 | 106,330 | |||
6.63%,
11/15/2030 |
1,852,000 | 2,615,969 | |||
7.13%,
1/15/2030 |
325,000 | 461,211 | |||
7.25%,
5/15/2030 |
1,125,000 | 1,623,364 | |||
2.00%,
10/1/2051 |
31,859,796 | 31,799,174 | |||
Series 2016-M4, Class AL, Class AL, 3.27%,
1/25/2039 |
141,435 | 146,658 | |||
Series 2017-M13, Class A2, 2.93%, 9/25/2027
(c) |
441,041 | 472,671 | |||
Series 2017-M14, Class A2, Class A2, 2.87%, 11/25/2027
(c) |
596,299 | 638,683 | |||
Series 2017-M8, Class A2, Class A2, 3.06%, 5/25/2027
(c) |
598,978 | 642,588 | |||
Series 2018-M2, Class A2, 2.90%, 1/25/2028
(c) |
750,000 | 805,234 | |||
Series 2019-M1, Class A2, Class A2, 3.55%, 9/25/2028
(c) |
861,702 | 964,720 | |||
Series 2019-M18, Class A2, Class A2, 2.47%,
8/25/2029 |
2,000,000 | 2,097,175 | |||
Series 2019-M22, Class A2, Class A2, 2.52%,
8/25/2029 |
600,000 | 634,352 | |||
Series 2019-M5, Class A2, Class A2, 3.27%,
2/25/2029 |
500,000 | 549,125 | |||
Series 2019-M9, Class A2, Class A2, 2.94%,
6/25/2029 |
750,000 | 811,093 |
Security Description | Principal
Amount |
Value | |||
Series 2020-M14, Class A2, 1.78%,
5/25/2030 |
$ 500,000 | $ 501,343 | |||
Series 2020-M20, Class A2, Class A2, 1.44%,
10/25/2029 |
1,500,000 | 1,471,409 | |||
Series 2020-M42, Class A2, 1.27%,
7/25/2030 |
200,000 | 191,590 | |||
Series 2020-M8, Class A2, 1.82%,
2/25/2030 |
964,300 | 969,435 | |||
Series 2021-M11, Class A2, 1.46%, 3/25/2031
(c) |
1,455,000 | 1,412,217 | |||
Series 2021-M19, Class A2, 1.74%, 10/25/2031
(c) |
350,000 | 347,426 | |||
TBA, 1.50%,
1/1/2037 |
34,500,000 | 34,608,675 | |||
TBA, 2.00%,
1/1/2037 |
9,644,207 | 9,879,140 | |||
TBA, 2.00%,
1/1/2052 |
69,850,000 | 69,670,206 | |||
TBA, 2.50%,
1/1/2052 |
50,150,000 | 51,201,645 | |||
TBA, 3.00%,
1/1/2052 |
29,935,000 | 31,019,246 | |||
TBA, 3.50%,
2/25/2049 |
8,250,000 | 8,686,425 | |||
Series 2017-M15, Class ATS2, Class ATS2, VRN, 3.14%, 11/25/2027
(c) |
700,000 | 729,035 | |||
Series 2018-M1, Class A2, Class A2, VRN, 2.99%, 12/25/2027
(c) |
119,205 | 127,552 | |||
Series 2020-M53, Class A2, VRN, 1.68%, 11/25/2032
(c) |
750,000 | 736,885 | |||
Series 2021-M1, Class A2, VRN, 1.39%, 11/25/2030
(c) |
61,250 | 59,157 | |||
Series 2021-M17, Class A2, VRN, 1.71%, 7/25/2031
(c) |
3,500,000 | 3,463,672 | |||
Government National Mortgage Association: | |||||
2.00%,
1/20/2051 |
6,715,182 | 6,786,663 | |||
2.00%,
4/20/2051 |
12,607,458 | 12,738,907 | |||
2.00%,
5/20/2051 |
13,069,537 | 13,205,804 | |||
2.00%,
6/20/2051 |
13,960,801 | 14,106,360 | |||
2.00%,
9/20/2051 |
15,672,795 | 15,836,204 | |||
2.00%,
12/20/2051 |
10,250,000 | 10,356,870 | |||
2.50%,
2/20/2043 |
1,268,982 | 1,312,889 | |||
2.50%,
12/20/2049 |
837,293 | 858,101 | |||
2.50%,
7/20/2050 |
2,989,309 | 3,064,724 | |||
2.50%,
8/20/2050 |
5,976,435 | 6,127,210 | |||
2.50%,
10/20/2050 |
9,529,469 | 9,769,882 | |||
2.50%,
4/20/2051 |
13,951,923 | 14,310,853 | |||
2.50%,
7/20/2051 |
14,603,352 | 14,979,041 | |||
2.50%,
8/20/2051 |
9,308,184 | 9,547,648 | |||
2.50%,
10/20/2051 |
12,655,368 | 12,980,942 | |||
3.00%
12/15/2042 |
410,221 | 433,564 | |||
3.00%
12/20/2042 |
687,807 | 727,766 |
Security Description | Principal
Amount |
Value | |||
3.00%,
2/20/2043 |
$ 733,340 | $ 776,905 | |||
3.00%,
4/20/2043 |
561,728 | 592,926 | |||
3.00%,
6/20/2043 |
384,324 | 405,669 | |||
3.00%,
11/20/2044 |
386,955 | 406,839 | |||
3.00%,
12/20/2044 |
148,086 | 155,696 | |||
3.00%,
3/20/2045 |
156,776 | 164,481 | |||
3.00%,
4/20/2045 |
250,519 | 262,831 | |||
3.00%,
8/20/2045 |
408,040 | 428,093 | |||
3.00%,
1/20/2046 |
210,708 | 221,063 | |||
3.00%,
2/20/2046 |
3,106,071 | 3,278,579 | |||
3.00%,
4/20/2046 |
374,939 | 391,946 | |||
3.00%,
5/20/2046 |
848,797 | 887,296 | |||
3.00%,
6/20/2046 |
2,421,165 | 2,530,982 | |||
3.00%,
9/20/2046 |
769,811 | 804,727 | |||
3.00%,
10/20/2046 |
2,742,541 | 2,866,935 | |||
3.00%,
11/20/2046 |
437,884 | 457,745 | |||
3.00%,
1/20/2047 |
769,725 | 804,638 | |||
3.00%,
6/20/2047 |
258,204 | 269,261 | |||
3.00%,
7/20/2047 |
2,200,322 | 2,294,543 | |||
3.00%,
10/20/2047 |
1,503,083 | 1,567,448 | |||
3.00%,
11/20/2047 |
970,835 | 1,012,408 | |||
3.00%,
12/20/2047 |
899,090 | 937,590 | |||
3.00%,
1/20/2048 |
807,270 | 841,839 | |||
3.00%,
2/20/2048 |
931,535 | 971,424 | |||
3.00%,
3/20/2048 |
3,637,893 | 3,793,673 | |||
3.00%,
11/20/2049 |
5,858,418 | 6,078,118 | |||
3.00%,
12/20/2049 |
1,687,826 | 1,751,122 | |||
3.00%,
6/20/2050 |
7,070,369 | 7,351,423 | |||
3.00%,
7/20/2050 |
11,071,571 | 11,512,265 | |||
3.00%,
12/20/2050 |
6,949,124 | 7,226,838 | |||
3.50%,
12/20/2041 |
618,307 | 663,449 | |||
3.50%,
2/15/2042 |
362,428 | 387,063 | |||
3.50%,
6/20/2042 |
333,540 | 357,970 | |||
3.50%,
1/20/2043 |
1,459,553 | 1,566,459 | |||
3.50%,
4/15/2043 |
82,366 | 87,978 | |||
3.50%,
4/20/2043 |
351,045 | 376,758 | |||
3.50%,
7/20/2043 |
891,125 | 957,724 | |||
3.50%,
10/20/2043 |
165,911 | 178,311 | |||
3.50%,
12/20/2043 |
65,907 | 70,832 | |||
3.50%,
1/20/2044 |
135,424 | 145,545 | |||
3.50%,
3/20/2044 |
130,232 | 139,965 | |||
3.50%,
6/20/2044 |
5,292,315 | 5,603,850 | |||
3.50%,
9/20/2044 |
1,936,593 | 2,050,592 | |||
3.50%,
10/20/2044 |
228,929 | 242,405 | |||
3.50%,
12/20/2044 |
170,496 | 180,532 | |||
3.50%,
2/20/2045 |
128,935 | 136,525 | |||
3.50%,
3/20/2045 |
149,132 | 157,989 | |||
3.50%
4/20/2045 |
962,839 | 1,020,176 | |||
3.50%,
6/20/2045 |
898,246 | 951,594 | |||
3.50%,
10/20/2045 |
3,703,809 | 3,923,783 | |||
3.50%,
11/20/2045 |
89,548 | 94,867 | |||
3.50%,
1/20/2046 |
1,136,947 | 1,204,471 | |||
3.50%,
3/20/2046 |
720,580 | 760,565 | |||
3.50%,
4/20/2046 |
4,123,195 | 4,351,996 | |||
3.50%,
5/20/2046 |
636,083 | 671,380 |
Security Description | Principal
Amount |
Value | |||
3.50%,
10/20/2046 |
$ 399,002 | $ 421,143 | |||
3.50%,
11/20/2046 |
2,472,164 | 2,609,348 | |||
3.50%,
2/20/2047 |
1,817,623 | 1,918,485 | |||
3.50%,
3/20/2047 |
374,949 | 393,635 | |||
3.50%,
5/20/2047 |
369,532 | 387,947 | |||
3.50%,
6/20/2047 |
224,620 | 235,814 | |||
3.50%,
8/20/2047 |
330,962 | 347,455 | |||
3.50%,
9/20/2047 |
340,051 | 356,997 | |||
3.50%,
10/20/2047 |
285,431 | 299,656 | |||
3.50%,
11/20/2047 |
1,140,878 | 1,197,734 | |||
3.50%,
12/20/2047 |
4,379,065 | 4,597,295 | |||
3.50%,
1/20/2048 |
5,355,083 | 5,621,953 | |||
3.50%,
2/20/2048 |
1,385,170 | 1,454,200 | |||
3.50%,
3/20/2048 |
2,363,830 | 2,481,631 | |||
3.50%,
4/20/2048 |
1,390,358 | 1,459,646 | |||
3.50%,
6/20/2048 |
828,367 | 869,649 | |||
3.50%,
2/20/2049 |
341,306 | 358,160 | |||
3.50%,
5/20/2049 |
241,037 | 252,088 | |||
3.50%,
7/20/2049 |
79,552 | 83,130 | |||
3.50%,
9/20/2049 |
1,171,495 | 1,222,655 | |||
3.50%,
12/20/2049 |
514,678 | 536,706 | |||
3.50%,
3/20/2050 |
3,517,372 | 3,666,385 | |||
3.50%,
10/20/2050 |
2,059,821 | 2,148,878 | |||
3.50%,
2/20/2051 |
2,584,170 | 2,691,397 | |||
4.00%,
4/15/2040 |
314,153 | 341,874 | |||
4.00%,
6/15/2040 |
18,096 | 19,693 | |||
4.00%,
3/20/2044 |
48,974 | 53,054 | |||
4.00%,
4/20/2044 |
248,097 | 268,765 | |||
4.00%,
6/20/2044 |
233,841 | 253,321 | |||
4.00%,
8/20/2044 |
249,028 | 269,773 | |||
4.00%,
9/20/2044 |
200,434 | 217,131 | |||
4.00%,
10/20/2044 |
295,000 | 319,576 | |||
4.00%,
12/20/2044 |
257,596 | 279,055 | |||
4.00%,
2/20/2045 |
183,894 | 199,214 | |||
4.00%,
5/15/2045 |
129,604 | 139,402 | |||
4.00%,
7/20/2045 |
1,218,661 | 1,315,299 | |||
4.00%,
8/20/2045 |
151,724 | 163,755 | |||
4.00%,
9/20/2045 |
2,759,048 | 2,977,835 | |||
4.00%,
10/20/2045 |
218,927 | 236,288 | |||
4.00%,
11/20/2045 |
800,642 | 864,131 | |||
4.00%,
4/20/2046 |
136,867 | 147,720 | |||
4.00%,
5/20/2046 |
50,293 | 54,282 | |||
4.00%,
10/20/2046 |
96,630 | 103,737 | |||
4.00%,
3/20/2047 |
398,628 | 427,946 | |||
4.00%,
4/20/2047 |
157,767 | 168,513 | |||
4.00%,
6/20/2047 |
1,115,335 | 1,189,549 | |||
4.00%,
7/20/2047 |
307,133 | 327,328 | |||
4.00%,
8/20/2047 |
504,355 | 537,121 | |||
4.00%,
9/20/2047 |
206,579 | 219,837 | |||
4.00%,
2/20/2048 |
1,542,810 | 1,636,966 | |||
4.00%,
3/20/2048 |
1,180,985 | 1,252,129 | |||
4.00%,
4/20/2048 |
4,153,934 | 4,407,830 | |||
4.00%,
6/20/2048 |
526,502 | 558,329 | |||
4.00%,
7/20/2048 |
265,312 | 281,172 | |||
4.00%,
8/20/2048 |
2,154,576 | 2,282,648 |
Security Description | Principal
Amount |
Value | |||
4.00%,
9/20/2048 |
$ 562,280 | $ 595,703 | |||
4.00%,
5/20/2049 |
848,639 | 893,726 | |||
4.00%,
7/20/2049 |
3,592,192 | 3,785,109 | |||
4.00%,
5/20/2050 |
1,644,141 | 1,732,439 | |||
4.50%,
6/15/2039 |
24,635 | 27,276 | |||
4.50%,
7/15/2039 |
51,790 | 57,342 | |||
4.50%,
4/15/2040 |
226,428 | 250,842 | |||
4.50%
6/15/2040 |
155,090 | 171,812 | |||
4.50%,
3/15/2041 |
86,913 | 96,284 | |||
4.50%,
6/15/2041 |
70,896 | 78,605 | |||
4.50%,
9/20/2041 |
76,242 | 84,782 | |||
4.50%,
12/15/2041 |
31,926 | 35,398 | |||
4.50%,
1/15/2042 |
56,720 | 62,801 | |||
4.50%,
10/20/2043 |
45,820 | 50,809 | |||
4.50%,
4/20/2044 |
122,541 | 135,883 | |||
4.50%,
6/20/2044 |
102,689 | 113,869 | |||
4.50%,
11/20/2044 |
262,974 | 290,354 | |||
4.50%,
12/20/2044 |
82,167 | 90,722 | |||
4.50%,
7/20/2045 |
1,520,170 | 1,678,444 | |||
4.50%,
8/20/2045 |
129,874 | 143,396 | |||
4.50%,
9/20/2045 |
65,420 | 72,231 | |||
4.50%,
10/20/2045 |
248,419 | 274,283 | |||
4.50%,
4/20/2046 |
135,096 | 149,162 | |||
4.50%,
9/20/2047 |
103,244 | 111,113 | |||
4.50%,
11/20/2047 |
465,309 | 500,325 | |||
4.50%,
12/20/2047 |
391,898 | 421,012 | |||
4.50%,
1/20/2048 |
366,764 | 394,011 | |||
4.50%,
6/20/2048 |
871,656 | 924,524 | |||
4.50%,
7/20/2048 |
501,248 | 531,355 | |||
4.50%,
8/20/2048 |
1,434,168 | 1,519,888 | |||
4.50%,
10/20/2048 |
715,773 | 758,133 | |||
4.50%,
1/20/2049 |
1,353,151 | 1,432,036 | |||
4.50%,
7/20/2049 |
1,345,848 | 1,423,516 | |||
5.00%,
12/15/2038 |
80,200 | 89,502 | |||
5.00%
4/15/2039 |
173,306 | 193,786 | |||
5.00%,
5/15/2039 |
16,655 | 18,319 | |||
5.00%,
11/20/2041 |
473,934 | 537,900 | |||
5.00%,
5/20/2044 |
90,301 | 102,489 | |||
5.00%,
11/20/2044 |
85,497 | 97,017 | |||
5.00%,
1/20/2048 |
502,916 | 543,329 | |||
5.00%,
5/20/2048 |
559,473 | 603,098 | |||
5.00%,
7/20/2048 |
72,313 | 77,364 | |||
5.00%,
9/20/2048 |
405,923 | 434,278 | |||
5.00%,
11/20/2048 |
404,782 | 433,057 | |||
5.00%,
1/20/2049 |
949,970 | 1,016,328 | |||
5.00%,
7/20/2049 |
182,993 | 195,775 | |||
5.50%,
6/15/2038 |
177,573 | 198,625 | |||
5.50%,
7/15/2038 |
111,955 | 126,931 | |||
5.50%,
2/15/2039 |
26,654 | 30,435 | |||
5.50%,
5/20/2044 |
121,853 | 140,305 | |||
6.00%,
1/15/2038 |
9,582 | 10,755 | |||
6.00%,
4/15/2038 |
51,210 | 58,865 | |||
6.00%,
6/15/2041 |
66,494 | 76,597 | |||
TBA, 2.00%,
1/1/2052 |
21,575,000 | 21,780,825 | |||
TBA, 2.50%,
1/1/2052 |
22,575,000 | 23,134,408 |
Security Description | Principal
Amount |
Value | |||
TBA, 3.00%,
1/1/2052 |
$ 15,600,000 | $ 16,146,624 | |||
Tennessee Valley Authority: | |||||
0.75%, 5/15/2025
(b) |
335,000 | 330,910 | |||
2.88%,
9/15/2024 |
675,000 | 709,000 | |||
5.25%,
9/15/2039 |
1,575,000 | 2,237,130 | |||
5.88%,
4/1/2036 |
128,000 | 187,249 | |||
7.13%,
5/1/2030 |
66,000 | 94,257 | |||
Series A, 2.88%,
2/1/2027 |
286,000 | 306,266 | |||
Series B, 4.70%,
7/15/2033 |
1,236,000 | 1,580,708 | |||
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS (Cost
$1,927,561,583) |
1,929,595,251 | ||||
U.S. TREASURY OBLIGATIONS — 38.7% | |||||
Treasury Bonds: | |||||
1.13%,
5/15/2040 |
9,900,000 | 8,707,359 | |||
1.13%,
8/15/2040 |
10,300,000 | 9,020,547 | |||
1.25%,
5/15/2050 |
12,906,000 | 11,014,464 | |||
1.38%,
11/15/2040 |
16,015,000 | 14,641,213 | |||
1.38%,
8/15/2050 |
14,150,000 | 12,458,633 | |||
1.63%,
11/15/2050 |
19,235,000 | 18,002,758 | |||
1.75%,
8/15/2041 |
11,800,000 | 11,477,344 | |||
1.88%,
2/15/2041 |
18,500,000 | 18,367,031 | |||
1.88%,
2/15/2051 |
25,800,000 | 25,650,844 | |||
1.88%,
11/15/2051 |
10,500,000 | 10,468,828 | |||
2.00%,
11/15/2041 |
5,800,000 | 5,885,188 | |||
2.00%,
2/15/2050 |
10,550,000 | 10,765,945 | |||
2.00%,
8/15/2051 |
20,400,000 | 20,897,250 | |||
2.25%,
5/15/2041 |
36,000,000 | 37,923,750 | |||
2.25%,
8/15/2049 |
10,370,000 | 11,147,750 | |||
2.38%,
11/15/2049 |
7,967,000 | 8,789,842 | |||
2.38%,
5/15/2051 |
18,200,000 | 20,196,312 | |||
2.50%,
2/15/2045 |
3,399,000 | 3,754,302 | |||
2.50%,
2/15/2046 |
3,681,800 | 4,083,346 | |||
2.50%,
5/15/2046 |
2,850,000 | 3,162,609 | |||
2.75%,
8/15/2042 |
5,251,000 | 6,007,472 | |||
2.75%,
11/15/2042 |
15,482,000 | 17,709,957 | |||
2.75%,
8/15/2047 |
7,400,000 | 8,647,594 | |||
2.75%,
11/15/2047 |
12,200,000 | 14,264,469 | |||
2.88%,
5/15/2043 |
1,900,000 | 2,216,172 | |||
2.88%,
8/15/2045 |
3,740,000 | 4,409,694 | |||
2.88%,
11/15/2046 |
5,109,700 | 6,070,164 | |||
2.88%,
5/15/2049 |
12,436,000 | 15,043,674 | |||
3.00%,
11/15/2044 |
1,464,000 | 1,753,369 | |||
3.00%,
5/15/2045 |
2,100,000 | 2,522,625 | |||
3.00%,
11/15/2045 |
2,900,000 | 3,499,031 | |||
3.00%,
5/15/2047 |
10,200,000 | 12,429,656 | |||
3.00%,
2/15/2048 |
13,150,000 | 16,116,969 | |||
3.00%,
8/15/2048 |
16,450,000 | 20,212,937 | |||
3.00%,
2/15/2049 |
11,425,000 | 14,104,520 | |||
3.13%,
11/15/2041 |
2,518,000 | 3,036,944 | |||
3.13%,
2/15/2042 |
2,197,000 | 2,656,310 | |||
3.13%,
2/15/2043 |
1,240,000 | 1,500,206 | |||
3.13%,
8/15/2044 |
2,078,000 | 2,534,186 |
Security Description | Principal
Amount |
Value | |||
3.13%,
5/15/2048 |
$ 13,150,000 | $ 16,501,195 | |||
3.38%,
5/15/2044 |
2,164,000 | 2,735,093 | |||
3.38%,
11/15/2048 |
9,310,000 | 12,231,013 | |||
3.50%,
2/15/2039 |
700,000 | 879,703 | |||
3.63%,
8/15/2043 |
3,950,000 | 5,142,406 | |||
3.75%,
8/15/2041 |
150,000 | 196,523 | |||
3.75%,
11/15/2043 |
3,762,000 | 4,993,467 | |||
3.88%,
8/15/2040 |
150,000 | 198,094 | |||
4.25%,
11/15/2040 |
400,000 | 554,125 | |||
4.38%,
2/15/2038 |
2,235,000 | 3,083,602 | |||
4.38%,
11/15/2039 |
375,000 | 523,652 | |||
4.38%,
5/15/2040 |
5,350,000 | 7,502,539 | |||
4.50%, 2/15/2036
(b) |
502,000 | 690,721 | |||
4.63%,
2/15/2040 |
48,970,000 | 70,470,891 | |||
4.75%,
2/15/2037 |
546,000 | 775,661 | |||
4.75%,
2/15/2041 |
5,400,000 | 7,959,938 | |||
5.25%,
11/15/2028 |
262,000 | 327,828 | |||
5.25%,
2/15/2029 |
250,000 | 314,766 | |||
5.50%, 8/15/2028
(b) |
452,000 | 568,178 | |||
6.13%,
11/15/2027 |
686,000 | 871,381 | |||
6.25%,
8/15/2023 |
300,000 | 327,023 | |||
6.50%, 11/15/2026
(b) |
1,054,000 | 1,314,371 | |||
6.88%,
8/15/2025 |
50,000 | 60,199 | |||
7.13%,
2/15/2023 |
524,000 | 562,358 | |||
7.50%,
11/15/2024 |
6,100,000 | 7,235,648 | |||
Treasury Notes: | |||||
0.13%,
1/31/2023 |
16,000,000 | 15,945,000 | |||
0.13%,
2/28/2023 |
22,775,000 | 22,683,366 | |||
0.13%,
3/31/2023 |
20,450,000 | 20,353,342 | |||
0.13%,
4/30/2023 |
19,750,000 | 19,642,764 | |||
0.13%,
5/15/2023 |
9,637,000 | 9,582,039 | |||
0.13%,
5/31/2023 |
21,450,000 | 21,317,613 | |||
0.13%,
6/30/2023 |
14,900,000 | 14,799,891 | |||
0.13%,
7/15/2023 |
10,800,000 | 10,721,953 | |||
0.13%,
7/31/2023 |
35,450,000 | 35,173,047 | |||
0.13%,
8/15/2023 |
15,500,000 | 15,373,457 | |||
0.13%,
8/31/2023 |
14,700,000 | 14,571,949 | |||
0.13%,
9/15/2023 |
10,500,000 | 10,404,023 | |||
0.13%,
10/15/2023 |
4,800,000 | 4,752,187 | |||
0.13%,
1/15/2024 |
9,000,000 | 8,886,797 | |||
0.13%,
2/15/2024 |
23,100,000 | 22,802,227 | |||
0.25%,
4/15/2023 |
12,265,000 | 12,223,797 | |||
0.25%,
6/15/2023 |
9,060,000 | 9,017,885 | |||
0.25%, 9/30/2023
(b) |
7,750,000 | 7,696,113 | |||
0.25%,
11/15/2023 |
3,650,000 | 3,620,059 | |||
0.25%,
3/15/2024 |
27,900,000 | 27,568,687 | |||
0.25%,
5/15/2024 |
24,200,000 | 23,874,812 | |||
0.25%,
6/15/2024 |
19,200,000 | 18,921,000 | |||
0.25%,
5/31/2025 |
20,675,000 | 20,117,744 | |||
0.25%,
6/30/2025 |
5,675,000 | 5,515,834 | |||
0.25%,
7/31/2025 |
14,935,000 | 14,491,617 | |||
0.25%,
8/31/2025 |
26,900,000 | 26,067,781 | |||
0.25%,
9/30/2025 |
12,000,000 | 11,625,000 | |||
0.38%,
10/31/2023 |
7,500,000 | 7,457,227 | |||
0.38%,
4/15/2024 |
15,315,000 | 15,163,047 |
Security Description | Principal
Amount |
Value | |||
0.38%,
7/15/2024 |
$ 8,300,000 | $ 8,198,195 | |||
0.38%,
8/15/2024 |
9,400,000 | 9,277,359 | |||
0.38%,
9/15/2024 |
11,800,000 | 11,635,906 | |||
0.38%,
4/30/2025 |
17,250,000 | 16,874,004 | |||
0.38%,
11/30/2025 |
6,850,000 | 6,646,641 | |||
0.38%, 12/31/2025
(b) |
21,831,000 | 21,169,248 | |||
0.38%,
1/31/2026 |
15,750,000 | 15,246,738 | |||
0.38%,
9/30/2027 |
18,950,000 | 17,950,684 | |||
0.50%, 11/30/2023
(b) |
15,400,000 | 15,342,852 | |||
0.50%,
3/31/2025 |
1,250,000 | 1,229,688 | |||
0.50%,
4/30/2027 |
5,322,000 | 5,108,704 | |||
0.50%,
6/30/2027 |
15,450,000 | 14,793,375 | |||
0.50%,
10/31/2027 |
23,600,000 | 22,479,000 | |||
0.63%,
7/31/2026 |
15,600,000 | 15,178,312 | |||
0.63%,
11/30/2027 |
5,600,000 | 5,368,125 | |||
0.63%,
12/31/2027 |
4,700,000 | 4,500,250 | |||
0.63%,
5/15/2030 |
14,800,000 | 13,856,500 | |||
0.63%,
8/15/2030 |
23,150,000 | 21,619,930 | |||
0.75%,
12/31/2023 |
10,000,000 | 10,003,516 | |||
0.75%,
11/15/2024 |
11,300,000 | 11,239,969 | |||
0.75%,
3/31/2026 |
25,601,000 | 25,126,982 | |||
0.75%,
4/30/2026 |
40,000,000 | 39,228,125 | |||
0.75%,
5/31/2026 |
16,500,000 | 16,171,289 | |||
0.75%,
8/31/2026 |
59,250,000 | 57,958,535 | |||
0.75%,
1/31/2028 |
21,000,000 | 20,238,750 | |||
0.88%,
6/30/2026 |
39,420,000 | 38,816,381 | |||
0.88%,
11/15/2030 |
19,200,000 | 18,279,000 | |||
1.13%,
2/28/2025 |
31,323,000 | 31,445,355 | |||
1.13%,
2/28/2027 |
8,500,000 | 8,439,570 | |||
1.13%,
2/29/2028 |
11,000,000 | 10,848,750 | |||
1.13%, 8/31/2028
(b) |
99,600,000 | 97,763,625 | |||
1.13%, 2/15/2031
(b) |
35,000,000 | 34,015,625 | |||
1.25%,
8/31/2024 |
11,000,000 | 11,103,125 | |||
1.25%,
12/31/2026 |
20,000,000 | 19,992,188 | |||
1.25%,
3/31/2028 |
30,000,000 | 29,756,250 | |||
1.25%,
4/30/2028 |
14,000,000 | 13,884,063 | |||
1.25%,
6/30/2028 |
10,700,000 | 10,599,688 | |||
1.25%,
8/15/2031 |
19,250,000 | 18,849,961 | |||
1.38%,
2/15/2023 |
10,447,000 | 10,555,959 | |||
1.38%,
6/30/2023 |
5,000,000 | 5,059,180 | |||
1.38%,
1/31/2025 |
34,175,000 | 34,572,819 | |||
1.38%,
8/31/2026 |
3,000,000 | 3,019,688 | |||
1.50%,
1/15/2023 |
12,900,000 | 13,040,590 | |||
1.50%,
3/31/2023 |
1,796,000 | 1,817,819 | |||
1.50%,
9/30/2024 |
10,000,000 | 10,160,156 | |||
1.50%,
10/31/2024 |
11,250,000 | 11,428,418 | |||
1.50%,
11/30/2024 |
11,300,000 | 11,480,977 | |||
1.50%,
8/15/2026 |
2,392,000 | 2,420,592 | |||
1.50%,
1/31/2027 |
13,400,000 | 13,557,031 | |||
1.50%,
11/30/2028 |
30,000,000 | 30,145,312 | |||
1.50%,
2/15/2030 |
13,950,000 | 14,039,367 | |||
1.63%,
4/30/2023 |
1,100,000 | 1,115,770 | |||
1.63%,
5/31/2023 |
884,000 | 897,329 | |||
1.63%,
10/31/2023 |
4,730,000 | 4,809,634 | |||
1.63%,
5/15/2026 |
300,000 | 305,227 |
Security Description | Principal
Amount |
Value | |||
1.63%,
10/31/2026 |
$ 11,125,000 | $ 11,321,426 | |||
1.63%,
11/30/2026 |
11,700,000 | 11,906,578 | |||
1.63%, 8/15/2029
(b) |
11,927,000 | 12,109,632 | |||
1.63%,
5/15/2031 |
41,506,000 | 42,089,678 | |||
1.75%,
1/31/2023 |
2,100,000 | 2,129,367 | |||
1.75%,
6/30/2024 |
18,200,000 | 18,599,547 | |||
1.75%,
7/31/2024 |
2,500,000 | 2,556,445 | |||
1.75%,
12/31/2026 |
8,150,000 | 8,346,746 | |||
1.75%, 11/15/2029
(b) |
7,000,000 | 7,183,750 | |||
1.88%,
8/31/2024 |
2,150,000 | 2,205,094 | |||
1.88%,
6/30/2026 |
10,500,000 | 10,799,414 | |||
2.00%,
2/15/2023 |
9,040,000 | 9,194,669 | |||
2.00%,
5/31/2024 |
2,500,000 | 2,568,945 | |||
2.00%,
6/30/2024 |
1,125,000 | 1,156,465 | |||
2.00%,
2/15/2025 |
3,206,000 | 3,303,182 | |||
2.00%,
8/15/2025 |
200,000 | 206,344 | |||
2.13%,
11/30/2023 |
2,000,000 | 2,053,594 | |||
2.13%,
2/29/2024 |
4,000,000 | 4,114,688 | |||
2.13%,
3/31/2024 |
1,200,000 | 1,235,063 | |||
2.13%,
7/31/2024 |
2,600,000 | 2,682,875 | |||
2.13%,
9/30/2024 |
1,550,000 | 1,600,859 | |||
2.13%,
11/30/2024 |
7,000,000 | 7,235,156 | |||
2.13%,
5/15/2025 |
4,549,000 | 4,711,058 | |||
2.13%,
5/31/2026 |
11,415,000 | 11,862,682 | |||
2.25%,
12/31/2023 |
1,854,000 | 1,909,692 | |||
2.25%,
1/31/2024 |
3,600,000 | 3,710,531 | |||
2.25%,
4/30/2024 |
20,850,000 | 21,534,141 | |||
2.25%,
10/31/2024 |
10,000,000 | 10,365,625 | |||
2.25%,
11/15/2024 |
12,344,000 | 12,800,149 | |||
2.25%,
12/31/2024 |
12,350,000 | 12,817,949 | |||
2.25%,
11/15/2025 |
1,400,000 | 1,458,953 | |||
2.25%,
3/31/2026 |
550,000 | 573,891 | |||
2.25%,
8/15/2027 |
6,600,000 | 6,927,422 | |||
2.25%,
11/15/2027 |
19,050,000 | 20,012,918 | |||
2.38%,
1/31/2023 |
14,900,000 | 15,207,894 | |||
2.38%,
8/15/2024 |
2,955,000 | 3,068,814 | |||
2.38%,
4/30/2026 |
13,300,000 | 13,956,688 | |||
2.38%,
5/15/2027 |
12,600,000 | 13,306,781 | |||
2.38%,
5/15/2029 |
13,250,000 | 14,134,023 | |||
2.50%,
8/15/2023 |
2,308,000 | 2,376,970 | |||
2.50%,
1/31/2024 |
20,700,000 | 21,442,289 | |||
2.50%,
5/15/2024 |
9,694,000 | 10,071,157 | |||
2.50%,
1/31/2025 |
11,150,000 | 11,660,461 | |||
2.50%,
2/28/2026 |
14,838,000 | 15,627,428 | |||
2.63%,
2/28/2023 |
13,298,000 | 13,626,294 | |||
2.63%,
12/31/2023 |
7,800,000 | 8,090,977 | |||
2.63%,
3/31/2025 |
3,210,000 | 3,374,513 | |||
2.63%,
12/31/2025 |
11,000,000 | 11,635,938 | |||
2.63%,
2/15/2029 |
9,650,000 | 10,440,094 | |||
2.75%,
7/31/2023 |
4,250,000 | 4,392,441 | |||
2.75%,
8/31/2023 |
10,500,000 | 10,861,348 | |||
2.75%,
11/15/2023 |
10,383,000 | 10,775,607 | |||
2.75%,
2/15/2024 |
4,618,000 | 4,809,936 | |||
2.75%,
6/30/2025 |
10,500,000 | 11,102,109 | |||
2.75%,
8/31/2025 |
6,600,000 | 6,984,656 |
Security Description | Principal
Amount |
Value | ||||
2.75%,
2/15/2028 |
$ 5,550,000 | $ 6,002,238 | ||||
2.88%,
10/31/2023 |
7,750,000 | 8,055,459 | ||||
2.88%,
11/30/2023 |
11,651,000 | 12,128,418 | ||||
2.88%,
4/30/2025 |
7,100,000 | 7,524,336 | ||||
2.88%,
5/31/2025 |
10,200,000 | 10,819,172 | ||||
2.88%,
7/31/2025 |
7,050,000 | 7,495,031 | ||||
2.88%,
11/30/2025 |
6,925,000 | 7,383,781 | ||||
2.88%,
5/15/2028 |
12,950,000 | 14,118,535 | ||||
2.88%,
8/15/2028 |
12,300,000 | 13,441,594 | ||||
3.00%,
9/30/2025 |
5,200,000 | 5,557,906 | ||||
3.00%,
10/31/2025 |
2,300,000 | 2,460,641 | ||||
3.13%,
11/15/2028 |
6,800,000 | 7,563,938 | ||||
TOTAL U.S. TREASURY OBLIGATIONS (Cost
$2,492,876,073) |
2,528,986,018 | |||||
MUNICIPAL BONDS & NOTES — 0.5% | ||||||
CALIFORNIA — 0.2% | ||||||
Bay Area Toll Authority Series F-3, 3.13%,
4/1/2055 |
570,000 | 571,504 | ||||
California State University Series B, 2.94%,
11/1/2052 |
625,000 | 626,387 | ||||
California, Bay Area Toll Authority Revenue: | ||||||
2.57%,
4/1/2031 |
100,000 | 103,026 | ||||
Series S1-SUB, 7.04%,
4/1/2050 |
100,000 | 174,920 | ||||
California, State General Obligation: | ||||||
3.38%,
4/1/2025 |
155,000 | 166,310 | ||||
3.50%,
4/1/2028 |
200,000 | 221,188 | ||||
4.50%,
4/1/2033 |
250,000 | 289,990 | ||||
4.60%,
4/1/2038 |
150,000 | 172,673 | ||||
7.30%,
10/1/2039 |
1,395,000 | 2,188,497 | ||||
7.35%,
11/1/2039 |
110,000 | 173,609 | ||||
7.50%,
4/1/2034 |
275,000 | 420,836 | ||||
7.55%,
4/1/2039 |
297,000 | 495,650 | ||||
7.63%,
3/1/2040 |
90,000 | 149,064 | ||||
California, State University, Revenue: | ||||||
Series B, 2.98%,
11/1/2051 |
250,000 | 254,990 | ||||
Series B, 3.90%,
11/1/2047 |
100,000 | 115,084 | ||||
City of San Francisco CA Public Utilities Commission Water Revenue Series A, 3.30%,
11/1/2039 |
55,000 | 56,864 | ||||
Los Angeles Community College District: | ||||||
1.61%,
8/1/2028 |
250,000 | 248,950 | ||||
1.81%,
8/1/2030 |
250,000 | 248,120 | ||||
2.11%,
8/1/2032 |
250,000 | 244,968 | ||||
Los Angeles, CA, Department of Water & Power Revenue: | ||||||
6.57%,
7/1/2045 |
150,000 | 243,374 | ||||
6.60%,
7/1/2050 |
260,000 | 441,450 |
Security Description | Principal
Amount |
Value | |||
Los Angeles, CA, Unified School District, General Obligation: | |||||
5.75%,
7/1/2034 |
$ 150,000 | $ 195,247 | |||
Series RY, 6.76%,
7/1/2034 |
250,000 | 348,171 | |||
Regents, University of California Medical Center Pooled, Revenue: | |||||
Series N, 3.01%,
5/15/2050 |
150,000 | 154,334 | |||
Series N, 3.26%,
5/15/2060 |
150,000 | 161,405 | |||
Series N, 3.71%,
5/15/2120 |
150,000 | 165,668 | |||
Riverside, CA, Taxable Pension Obligation, Revenue Series A, 3.86%,
6/1/2045 |
50,000 | 54,423 | |||
San Diego County Regional Transportation Commission Series A, 3.25%,
4/1/2048 |
100,000 | 101,743 | |||
San Francisco, CA, Bay Area Toll Authority, Toll Bridge Revenue Series F-2, 6.26%,
4/1/2049 |
235,000 | 375,567 | |||
State of California Department of Water Res. Power Supply Revenue Series P, 2.00%,
5/1/2022 |
4,000 | 4,021 | |||
University of California, Revenue: | |||||
Series AD, 4.86%,
5/15/2112 |
450,000 | 661,913 | |||
Series AQ, 4.77%,
5/15/2115 |
75,000 | 107,290 | |||
Series AX, 3.06%,
7/1/2025 |
100,000 | 106,327 | |||
Series BD, 3.35%,
7/1/2029 |
300,000 | 329,602 | |||
10,373,165 | |||||
CONNECTICUT — 0.0% (a) | |||||
Connecticut, State General Obligation 5.09%,
10/1/2030 |
100,000 | 115,656 | |||
FLORIDA — 0.0% (a) | |||||
County of Broward FL Airport System Revenue Series C, 3.48%,
10/1/2043 |
200,000 | 205,237 | |||
State Board of Administration Finance Corp.: | |||||
Series A, 1.26%,
7/1/2025 |
150,000 | 149,269 | |||
Series A, 1.71%,
7/1/2027 |
150,000 | 149,625 | |||
Series A, 2.15%,
7/1/2030 |
150,000 | 149,646 | |||
653,777 | |||||
GEORGIA — 0.0% (a) | |||||
City of Atlanta GA Water & Wastewater Revenue 2.26%,
11/1/2035 |
150,000 | 149,816 | |||
Georgia, Municipal Electric Authority Revenue: | |||||
6.64%,
4/1/2057 |
170,000 | 258,816 | |||
6.66%,
4/1/2057 |
96,000 | 148,509 | |||
7.06%,
4/1/2057 |
293,000 | 434,802 | |||
991,943 |
Security Description | Principal
Amount |
Value | |||
IDAHO — 0.0% (a) | |||||
Idaho Energy Res. Authority 2.86%,
9/1/2046 |
$ 85,000 | $ 86,158 | |||
ILLINOIS — 0.1% | |||||
Chicago O'Hare International Airport, Revenue Series C, 4.47%,
1/1/2049 |
500,000 | 657,954 | |||
Chicago Transit Authority, Revenue Series B, 6.90%,
12/1/2040 |
70,000 | 98,589 | |||
Chicago, IL, Metropolitan Water Reclamation District, General Obligation 5.72%,
12/1/2038 |
75,000 | 103,299 | |||
City of Chicago IL Series B, 7.75%,
1/1/2042 |
41,000 | 48,987 | |||
Sales Tax Securitization Corp., Revenue: | |||||
Series A, 4.64%,
1/1/2040 |
100,000 | 120,295 | |||
Series A, 4.79%,
1/1/2048 |
100,000 | 127,398 | |||
Series B, 3.82%,
1/1/2048 |
100,000 | 112,263 | |||
State of Illinois: | |||||
4.95%,
6/1/2023 |
152,727 | 158,579 | |||
5.10%,
6/1/2033 |
670,000 | 774,443 | |||
7.35%,
7/1/2035 |
500,000 | 629,400 | |||
2,831,207 | |||||
INDIANA — 0.0% (a) | |||||
Indiana Finance Authority 3.05%,
1/1/2051 |
125,000 | 128,486 | |||
KANSAS — 0.0% (a) | |||||
Kansas Development Finance Authority Series K, 2.77%,
5/1/2051 |
100,000 | 99,268 | |||
Kansas Development Finance Authority, Revenue Series H, 4.93%,
4/15/2045 |
50,000 | 65,096 | |||
164,364 | |||||
MARYLAND — 0.0% (a) | |||||
Maryland Health & Higher Educational Facilities Authority, Revenue: | |||||
Series D, 3.05%,
7/1/2040 |
200,000 | 208,079 | |||
Series D, 3.20%,
7/1/2050 |
200,000 | 208,592 | |||
416,671 | |||||
MASSACHUSETTS — 0.0% (a) | |||||
Commonwealth of Massachusetts: | |||||
4.91%,
5/1/2029 |
100,000 | 119,676 | |||
5.46%,
12/1/2039 |
400,000 | 545,304 | |||
Series H, 2.90%,
9/1/2049 |
65,000 | 67,766 | |||
Commonwealth of Massachusetts Transportation Fund Revenue 5.73%,
6/1/2040 |
50,000 | 68,573 |
Security Description | Principal
Amount |
Value | |||
Massachusetts School Building Authority: | |||||
Series B, 3.40%,
10/15/2040 |
$ 85,000 | $ 88,953 | |||
Series C, 2.95%,
5/15/2043 |
400,000 | 406,590 | |||
1,296,862 | |||||
MICHIGAN — 0.0% (a) | |||||
Michigan Finance Authority 3.38%,
12/1/2040 |
35,000 | 38,105 | |||
Michigan State Building Authority Series II, 2.71%,
10/15/2040 |
300,000 | 291,338 | |||
Michigan Strategic Fund 3.23%,
9/1/2047 |
25,000 | 25,167 | |||
University of Michigan, Revenue: | |||||
Series B, 2.44%,
4/1/2040 |
200,000 | 200,050 | |||
Series B, 2.56%,
4/1/2050 |
500,000 | 502,472 | |||
1,057,132 | |||||
MISSISSIPPI — 0.0% (a) | |||||
Mississippi, State General Obligation 5.25%,
11/1/2034 |
100,000 | 126,480 | |||
MISSOURI — 0.0% (a) | |||||
Health & Educational Facilities Authority of the State of Missouri, Revenue 3.65%,
8/15/2057 |
285,000 | 349,063 | |||
NEBRASKA — 0.0% (a) | |||||
University of Nebraska Facilities Corp. Series A, 3.04%,
10/1/2049 |
100,000 | 108,002 | |||
NEW JERSEY — 0.0% (a) | |||||
New Jersey Economic Development Authority, Revenue Series A, 7.43%, 2/15/2029
(g) |
275,000 | 345,629 | |||
New Jersey Transportation Trust Fund Authority: | |||||
4.08%,
6/15/2039 |
400,000 | 443,470 | |||
4.13%,
6/15/2042 |
320,000 | 358,326 | |||
New Jersey Turnpike Authority Revenue Series A, 7.10%,
1/1/2041 |
325,000 | 509,899 | |||
Rutgers, State University of New Jersey, Revenue: | |||||
5.67%,
5/1/2040 |
205,000 | 276,632 | |||
Series P, 3.92%,
5/1/2119 |
100,000 | 118,780 | |||
Series R, 3.27%,
5/1/2043 |
35,000 | 36,970 | |||
2,089,706 | |||||
NEW YORK — 0.1% | |||||
New York State Dormitory Authority: | |||||
5.63%,
3/15/2039 |
105,000 | 135,545 | |||
Series B, 3.14%,
7/1/2043 |
250,000 | 258,167 | |||
Series F, 3.11%,
2/15/2039 |
135,000 | 143,340 |
Security Description | Principal
Amount |
Value | |||
Series F, 3.19%,
2/15/2043 |
$ 135,000 | $ 142,411 | |||
New York State Thruway Authority: | |||||
Series M, 2.90%,
1/1/2035 |
50,000 | 52,185 | |||
Series M, 3.50%,
1/1/2042 |
50,000 | 52,025 | |||
New York, NY, City Municipal Water Finance Authority, Water & Sewer System Revenue 5.72%,
6/15/2042 |
215,000 | 316,647 | |||
New York, NY, City Transitional Finance Authority Revenue 5.51%,
8/1/2037 |
100,000 | 131,447 | |||
New York, NY, General Obligation: | |||||
5.52%,
10/1/2037 |
85,000 | 113,219 | |||
Series A2, 5.21%,
10/1/2031 |
100,000 | 119,244 | |||
New York, NY, Metropolitan Transportation Authority Revenue 6.67%,
11/15/2039 |
150,000 | 213,055 | |||
New York, State Urban Development Corp., Revenue Series B, 3.90%,
3/15/2033 |
250,000 | 274,706 | |||
Port Authority of New York & New Jersey 3.14%,
2/15/2051 |
210,000 | 208,860 | |||
Port Authority of New York & New Jersey, Revenue: | |||||
3.18%,
7/15/2060 |
395,000 | 391,791 | |||
4.03%,
9/1/2048 |
350,000 | 426,198 | |||
4.93%,
10/1/2051 |
220,000 | 304,930 | |||
Series 192, 4.81%,
10/15/2065 |
150,000 | 205,803 | |||
Series 20, 4.23%,
10/15/2057 |
125,000 | 156,751 | |||
Series 21, 3.29%,
8/1/2069 |
500,000 | 524,936 | |||
Series AAA, 1.09%,
7/1/2023 |
250,000 | 251,332 | |||
Westchester County Local Development Corp. 3.85%, 11/1/2050
(f) |
180,000 | 190,767 | |||
4,613,359 | |||||
NORTH CAROLINA — 0.0% (a) | |||||
Charlotte-Mecklenburg Hospital Authority/The 3.20%,
1/15/2051 |
125,000 | 135,961 | |||
OHIO — 0.0% (a) | |||||
JobsOhio Beverage System Series A, 2.83%,
1/1/2038 |
50,000 | 51,546 | |||
Ohio State University, General Receipts Revenue 4.91%,
6/1/2040 |
100,000 | 136,234 | |||
Ohio, American Municipal Power, Inc. Revenue Series B, 8.08%,
2/15/2050 |
200,000 | 378,839 | |||
566,619 |
Security Description | Principal
Amount |
Value | |||
OREGON — 0.0% (a) | |||||
Oregon School Boards Association Series B, 5.68%, 6/30/2028
(g) |
$ 100,000 | $ 117,987 | |||
Port of Morrow, OR, Oregon Transmission Facilities, Revenue 2.54%,
9/1/2040 |
200,000 | 195,105 | |||
313,092 | |||||
PENNSYLVANIA — 0.0% (a) | |||||
Pennsylvania State University, Revenue: | |||||
Series D, 2.79%,
9/1/2043 |
250,000 | 252,415 | |||
Series D, 2.84%,
9/1/2050 |
250,000 | 248,649 | |||
Pennsylvania, Turnpike Commission Revenue Series B, 5.51%,
12/1/2045 |
75,000 | 106,558 | |||
State Public School Building Authority, Revenue 5.00%,
9/15/2027 |
95,000 | 109,308 | |||
University of Pittsburgh-of the Commonwealth System of Higher Education 3.56%,
9/15/2119 |
200,000 | 227,009 | |||
943,939 | |||||
TENNESSEE — 0.0% (a) | |||||
Metropolitan Government Nashville & Davidson County, TN, Health & Educational Facilities Revenue Series B, 4.05%,
7/1/2026 |
10,000 | 10,934 | |||
TEXAS — 0.1% | |||||
City of Houston TX: | |||||
3.96%,
3/1/2047 |
700,000 | 844,767 | |||
6.29%,
3/1/2032 |
90,000 | 113,527 | |||
Dallas Area Rapid Transit Series A, 2.61%,
12/1/2048 |
165,000 | 161,784 | |||
Dallas Fort Worth International Airport 2.84%,
11/1/2046 |
200,000 | 201,057 | |||
Dallas, TX, Convention Center Hotel Development Corp. Revenue 7.09%,
1/1/2042 |
165,000 | 232,831 | |||
Dallas/Fort Worth TX International Airport Revenue: | |||||
Series A, 2.99%,
11/1/2038 |
100,000 | 104,418 | |||
Series A, 3.14%,
11/1/2045 |
100,000 | 105,832 | |||
Series C, 2.92%,
11/1/2050 |
40,000 | 40,906 | |||
Series C, 3.09%,
11/1/2040 |
60,000 | 61,493 | |||
Grand Parkway Transportation Corp. 3.24%,
10/1/2052 |
185,000 | 187,181 | |||
North Texas Tollway Authority 3.01%,
1/1/2043 |
70,000 | 71,606 |
Security Description | Principal
Amount |
Value | ||||
North Texas, Tollway Authority Revenue 6.72%,
1/1/2049 |
$ 50,000 | $ 84,482 | ||||
San Antonio, TX, Public Service Board, Revenue 5.99%,
2/1/2039 |
75,000 | 105,830 | ||||
State of Texas 3.21%,
4/1/2044 |
150,000 | 156,625 | ||||
Texas Private Activity Bond Surface Transportation Corp. 3.92%,
12/31/2049 |
300,000 | 335,621 | ||||
Texas, State General Obligation 5.52%,
4/1/2039 |
100,000 | 140,706 | ||||
Texas, State Transportation Commission Revenue Series B-BUILD, 5.18%,
4/1/2030 |
110,000 | 132,054 | ||||
Texas, StateTransportation Commission General Obligation: | ||||||
2.47%,
10/1/2044 |
200,000 | 195,538 | ||||
2.56%,
4/1/2042 |
120,000 | 118,991 | ||||
University of Texas System, Revenue: | ||||||
Series A, 3.35%,
8/15/2047 |
100,000 | 116,381 | ||||
Series B, 2.44%,
8/15/2049 |
50,000 | 49,427 | ||||
3,561,057 | ||||||
VIRGINIA — 0.0% (a) | ||||||
University of Virginia, Revenue: | ||||||
2.26%,
9/1/2050 |
90,000 | 85,176 | ||||
Series A, 3.23%,
9/1/2119 |
350,000 | 380,634 | ||||
465,810 | ||||||
WASHINGTON — 0.0% (a) | ||||||
Washington, State General Obligation 5.14%,
8/1/2040 |
200,000 | 273,741 | ||||
WISCONSIN — 0.0% (a) | ||||||
State of Wisconsin, Revenue Series C, 3.15%,
5/1/2027 |
160,000 | 171,919 | ||||
TOTAL MUNICIPAL BONDS & NOTES (Cost
$28,614,958) |
31,845,103 | |||||
MORTGAGE-BACKED SECURITIES — 1.1% | ||||||
BANK 2017-BNK4 Series 2017-BNK4, Class A3, Class A3, 3.36%,
5/15/2050 |
200,000 | 212,946 | ||||
BANK 2017-BNK6 Series 2017-BNK6, Class ASB, Class ASB, 3.29%,
7/15/2060 |
430,000 | 448,920 | ||||
BANK 2017-BNK7 Series 2017-BNK7, Class A4, Class A4, 3.18%,
9/15/2060 |
300,000 | 317,831 |
Security Description | Principal
Amount |
Value | |||
BANK 2017-BNK9 Series 2017-BNK9, Class A4, 3.54%,
11/15/2054 |
$ 255,000 | $ 276,958 | |||
BANK 2018-BNK13 Series 2018-BN13, Class A5, Class A5, 4.22%, 8/15/2061
(c) |
390,000 | 440,143 | |||
BANK 2018-BNK14 Series 2018-BN14, Class A4, 4.23%, 9/15/2060
(c) |
286,660 | 323,856 | |||
BANK 2018-BNK15 Series 2018-BN15, Class A4, 4.41%, 11/15/2061
(c) |
400,000 | 456,816 | |||
BANK 2019-BNK18 Series 2019-BN18, Class A4, 3.58%,
5/15/2062 |
500,000 | 548,545 | |||
BANK 2019-BNK24 Series 2019-BN24, Class A3, 2.96%,
11/15/2062 |
1,000,000 | 1,061,027 | |||
BANK 2020-BNK25 Series 2020-BN25, Class A5, Class A5, 2.65%,
1/15/2063 |
600,000 | 623,163 | |||
BANK 2020-BNK28 Series 2020-BN28, Class A4, 1.84%,
3/15/2063 |
300,000 | 293,045 | |||
BANK 2020-BNK29 Series 2020-BN29, Class A4, 2.00%,
11/15/2053 |
1,000,000 | 987,993 | |||
BANK 2021-BNK32 Series 2021-BN32, Class A5, 2.64%,
4/15/2054 |
500,000 | 519,262 | |||
BANK 2021-BNK36 Series 2021-BN36, Class A5, 2.47%,
9/15/2064 |
1,000,000 | 1,024,086 | |||
Barclays Commercial Mortgage Trust: | |||||
Series 2019-C3, Class A4, 3.58%,
5/15/2052 |
500,000 | 547,343 | |||
Series 2019-C5, Class A4, Class A4, 3.06%,
11/15/2052 |
500,000 | 530,645 | |||
BBCMS Mortgage Trust Series 2020-C8, Class A5, 2.04%,
10/15/2053 |
750,000 | 740,507 | |||
BBCMS Trust Series 2021-C10, Class A5, 2.49%,
7/15/2054 |
500,000 | 510,550 | |||
Benchmark Mortgage Trust: | |||||
Series 2018-B2, Class A5, 3.88%, 2/15/2051
(c) |
695,000 | 766,210 | |||
Series 2018-B3, Class A5, 4.03%,
4/10/2051 |
350,000 | 389,053 | |||
Series 2020-B16, Class A5, 2.73%,
2/15/2053 |
400,000 | 416,974 | |||
Series 2020-B18, Class A5, 1.93%,
7/15/2053 |
366,146 | 359,884 |
Security Description | Principal
Amount |
Value | |||
Series 2020-B21, Class A5, 1.98%,
12/17/2053 |
$ 500,000 | $ 492,767 | |||
Series 2021-B24, Class A5, 2.58%,
3/15/2054 |
600,000 | 620,218 | |||
Series 2021-B25, Class A5, 2.58%,
4/15/2054 |
500,000 | 516,541 | |||
Series 2021-B28, Class A5, VRN, 2.22%,
8/15/2054 |
950,000 | 952,557 | |||
BENCHMARK Mortgage Trust: | |||||
Series 2018-B6, Class A4, Class A4, 4.26%,
10/10/2051 |
300,000 | 339,680 | |||
Series 2019-B13, Class A4, Class A4, 2.95%,
8/15/2057 |
1,000,000 | 1,057,292 | |||
Series 2019-B9, Class A5, Class A5, 4.02%,
3/15/2052 |
342,857 | 384,625 | |||
Series 2020-B19, Class A5, 1.85%,
9/15/2053 |
500,000 | 488,441 | |||
CD Mortgage Trust Series 2019-CD8, Class A4, 2.91%,
8/15/2057 |
1,500,000 | 1,576,726 | |||
CFCRE Commercial Mortgage Trust Series 2016-C3, Class A3, Class A3, 3.87%,
1/10/2048 |
350,000 | 376,557 | |||
Citigroup Commercial Mortgage Trust: | |||||
Series 2014-GC25, Class A3, Class A3, 3.37%,
10/10/2047 |
447,189 | 465,989 | |||
Series 2015-GC33, Class A4, 3.78%,
9/10/2058 |
1,200,000 | 1,285,694 | |||
Series 2017-P8, Class A4, Class A4, 3.47%,
9/15/2050 |
500,000 | 537,463 | |||
Series 2019-GC41, Class A5, 2.87%,
8/10/2056 |
1,500,000 | 1,572,684 | |||
Series 2019-GC43, Class A4, 3.04%,
11/10/2052 |
750,000 | 796,156 | |||
Series 2020-GC46, Class A5, 2.72%,
2/15/2053 |
300,000 | 311,740 | |||
COMM Mortgage Trust: | |||||
Series 2014-CR14, Class A3, 3.96%,
2/10/2047 |
500,000 | 521,209 | |||
Series 2014-UBS3, Class A4, Class A4, 3.82%,
6/10/2047 |
500,000 | 525,230 |
Security Description | Principal
Amount |
Value | |||
Series 2015-CR24, Class A5, Class A5, 3.70%,
8/10/2048 |
$ 500,000 | $ 531,378 | |||
Series 2015-LC21, Class A3, Class A3, 3.45%,
7/10/2048 |
450,564 | 471,796 | |||
Series 2016-CR28, Class A4, Class A4, 3.76%,
2/10/2049 |
616,000 | 659,060 | |||
Series 2017-COR2, Class A2, 3.24%,
9/10/2050 |
240,000 | 250,684 | |||
Series 2017-COR2, Class A3, Class A3, 3.51%,
9/10/2050 |
650,000 | 694,835 | |||
Series 2018-COR3, Class A3, 4.23%,
5/10/2051 |
1,000,000 | 1,123,745 | |||
Series 2019-GC44, Class A5, Class A5, 2.95%,
8/15/2057 |
500,000 | 527,468 | |||
CSAIL Commercial Mortgage Trust: | |||||
Series 2017-C8, Class A4, Class A4, 3.39%,
6/15/2050 |
500,000 | 533,667 | |||
Series 2017-CX10, Class A5, 3.46%, 11/15/2050
(c) |
500,000 | 537,529 | |||
Series 2018-C14, Class A4, 4.42%, 11/15/2051
(c) |
500,000 | 570,205 | |||
Series 2018-CX12, Class A4, Class A4, 4.22%, 8/15/2051
(c) |
500,000 | 557,304 | |||
Series 2019-C17, Class A5, 3.02%,
9/15/2052 |
1,000,000 | 1,056,890 | |||
GS Mortgage Securities Trust: | |||||
Series 2015-GC30, Class A4, Class A4, 3.38%,
5/10/2050 |
1,600,000 | 1,684,505 | |||
Series 2017-GS5, Class A3, Class A3, 3.41%,
3/10/2050 |
1,000,000 | 1,066,389 | |||
Series 2017-GS6, Class A3, Class A3, 3.43%,
5/10/2050 |
500,000 | 537,865 | |||
Series 2017-GS7, Class A4, Class A4, 3.43%,
8/10/2050 |
500,000 | 536,269 | |||
Series 2019-GC42, Class A4, 3.00%,
9/1/2052 |
1,000,000 | 1,058,637 | |||
Series 2019-GC38, Class A4, Class A4, VRN, 3.97%,
2/10/2052 |
750,000 | 838,573 |
Security Description | Principal
Amount |
Value | |||
JP Morgan Chase Commercial Mortgage Securities Trust: | |||||
Series 2013-C10, Class A5, Class A5, 3.14%,
12/15/2047 |
$ 491,190 | $ 499,972 | |||
Series 2013-C16, Class AS, Class AS, 4.52%,
12/15/2046 |
1,000,000 | 1,045,366 | |||
Series 2015-JP1, Class AS, Class AS, VRN, 4.12%, 1/15/2049
(c) |
1,250,000 | 1,339,461 | |||
JPMBB Commercial Mortgage Securities Trust: | |||||
Series 2014-C22, Class A3A1, Class A3A1, 3.54%,
9/15/2047 |
442,553 | 457,861 | |||
Series 2014-C22, Class A4, Class A4, 3.80%,
9/15/2047 |
1,500,000 | 1,581,115 | |||
Series 2015-C29, Class A4, 3.61%,
5/15/2048 |
220,000 | 232,538 | |||
Series 2017-C7, Class A5, Class A5, 3.41%,
10/15/2050 |
500,000 | 537,988 | |||
Series 2015-C29, Class B, Class B, VRN, 4.12%, 5/15/2048
(c) |
500,000 | 520,975 | |||
JPMDB Commercial Mortgage Securities Trust: | |||||
Series 2017-C5, Class ASB, Class ASB, 3.49%,
3/15/2050 |
500,000 | 523,998 | |||
Series 2020-COR7, Class A5, 2.18%,
5/13/2053 |
650,000 | 651,397 | |||
Morgan Stanley Bank of America Merrill Lynch Trust: | |||||
Series 2013-C10, Class A4, 4.07%, 7/15/2046
(c) |
614,000 | 634,182 | |||
Series 2013-C11, Class A3, Class A3, 3.96%,
8/15/2046 |
479,162 | 488,165 | |||
Series 2013-C7, Class B, Class B, 3.77%,
2/15/2046 |
500,000 | 498,831 | |||
Series 2015-C20, Class A4, 3.25%,
2/15/2048 |
500,000 | 522,579 | |||
Series 2015-C23, Class A3, Class A3, 3.45%,
7/15/2050 |
486,368 | 508,262 | |||
Series 2015-C23, Class A4, Class A4, 3.72%,
7/15/2050 |
800,000 | 849,254 | |||
Series 2015-C26, Class A5, Class A5, 3.53%,
10/15/2048 |
1,000,000 | 1,057,842 |
Security Description | Principal
Amount |
Value | |||
Series 2013-C10, Class A3, Class A3, VRN, 3.96%, 7/15/2046
(c) |
$ 411,477 | $ 422,201 | |||
Morgan Stanley Capital I Series 2017-HR2, Class A4, Class A4, 3.59%,
12/15/2050 |
750,000 | 814,243 | |||
Morgan Stanley Capital I Trust: | |||||
Series 2015-UBS8, Class A3, Class A3, 3.54%,
12/15/2048 |
500,000 | 530,890 | |||
Series 2018-H3, Class A5, Class A5, 4.18%,
7/15/2051 |
742,000 | 833,397 | |||
Series 2019-L3, Class A4, Class A4, 3.13%,
11/15/2052 |
500,000 | 534,646 | |||
Series 2020-HR8, Class A4, 2.04%,
7/15/2053 |
500,000 | 493,924 | |||
Series 2021-L6, Class A4, 2.44%,
6/15/2054 |
500,000 | 508,254 | |||
UBS Commercial Mortgage Trust: | |||||
Series 2017-C4, Class A4, Class A4, 3.56%,
10/15/2050 |
325,000 | 349,777 | |||
Series 2017-C7, Class A4, Class A4, 3.68%,
12/15/2050 |
500,000 | 540,929 | |||
Series 2018-C14, Class A3, Class A3, 4.18%,
12/15/2051 |
1,000,000 | 1,086,846 | |||
Series 2018-C8, Class A4, 3.98%,
2/15/2051 |
300,000 | 331,215 | |||
Series 2019-C17, Class ASB, 2.87%,
10/15/2052 |
400,000 | 418,054 | |||
UBS-Barclays Commercial Mortgage Trust Series 2013-C5, Class A4, 3.18%,
3/10/2046 |
400,000 | 405,948 | |||
Wells Fargo Commercial Mortgage Trust: | |||||
Series 2014-LC16, Class AS, Class AS, 4.02%,
8/15/2050 |
500,000 | 509,749 | |||
Series 2015-LC22, Class ASB, Class ASB, 3.57%,
9/15/2058 |
404,073 | 419,339 | |||
Series 2015-P2, Class A4, Class A4, 3.81%,
12/15/2048 |
1,335,000 | 1,422,317 | |||
Series 2016-C36, Class A4, 3.07%,
11/15/2059 |
500,000 | 524,411 |
Security Description | Principal
Amount |
Value | |||
Series 2017-C38, Class A5, Class A5, 3.45%,
7/15/2050 |
$ 500,000 | $ 539,294 | |||
Series 2017-C41, Class A4, Class A4, 3.47%,
11/15/2050 |
300,000 | 323,382 | |||
Series 2017-C42, Class A3, Class A3, 3.33%,
12/15/2050 |
500,000 | 533,978 | |||
Series 2018-C45, Class A4, Class A4, 4.18%,
6/15/2051 |
500,000 | 561,255 | |||
Series 2019-C49, Class A5, Class A5, 4.02%,
3/15/2052 |
800,000 | 897,258 | |||
Series 2019-C52, Class A5, 2.89%,
8/15/2052 |
1,000,000 | 1,051,078 | |||
Series 2019-C53, Class A4, 3.04%,
10/15/2052 |
800,000 | 850,429 | |||
Series 2020-C56, Class A5, Class A5, 2.45%,
6/15/2053 |
148,500 | 151,510 | |||
Series 2021-C59, Class A5, 2.63%,
4/15/2054 |
700,000 | 723,682 | |||
WFRBS Commercial Mortgage Trust: | |||||
Series 2014-C19, Class AS, Class AS, 4.27%,
3/15/2047 |
638,000 | 668,403 | |||
Series 2013-C16, Class B, Class B, VRN, 5.00%, 9/15/2046
(c) |
2,000,000 | 2,037,757 | |||
Series 2014-LC14, Class B, Class B, VRN, 4.91%, 3/15/2047
(c) |
500,000 | 528,589 | |||
TOTAL MORTGAGE-BACKED SECURITIES (Cost
$66,719,156) |
68,816,666 | ||||
COMMERCIAL MORTGAGE BACKED SECURITIES — 0.0% (a) | |||||
Benchmark 2021-B30 Mortgage Trust Series 2021-B30, Class A5, 2.58%,
11/15/2054 |
500,000 | 516,481 | |||
Wells Fargo Commercial Mortgage Trust 2019-C50 Series 2019-C50, Class A5, 3.73%,
5/15/2052 |
175,000 | 193,244 | |||
TOTAL COMMERCIAL MORTGAGE BACKED SECURITIES (Cost
$709,721) |
709,725 |
Security Description | Shares | Value | ||||
SHORT-TERM INVESTMENTS — 6.6% | ||||||
State Street Institutional Liquid Reserves Fund, Premier Class 0.04%
(h)
(i) |
303,237,322 | $ 303,267,646 | ||||
State Street Navigator Securities Lending Portfolio II
(j)
(k) |
123,404,458 | 123,404,458 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$426,699,055) |
426,672,104 | |||||
TOTAL INVESTMENTS — 106.1% (Cost
$6,842,773,832) |
6,921,556,186 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (6.1)%
|
(395,039,810) | |||||
NET ASSETS —
100.0% |
$ 6,526,516,376 |
(a) | Amount is less than 0.05% of net assets. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | Variable Rate Security - Interest rate shown is rate in effect at December 31, 2021. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(d) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 0.3% of net assets as of December 31, 2021, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(e) | Step-up bond - Coupon rate increases in increments to maturity. Rate shown as of December 31, 2021. Maturity date shown is the final maturity. |
(f) | Bond is insured by Assured Guaranty Municipal Corp., representing less than 0.05% of net assets. |
(g) | Bond is insured by National Public Finance Guaranty Corp., representing less than 0.05% of net assets. |
(h) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(i) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(j) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(k) | Investment of cash collateral for securities loaned. |
ABS | Asset-Backed Security |
BKNT | Bank Notes |
CMT | Constant Maturity Treasury |
DMTN | Domestic Medium - Term Note |
GDIF | Global Debt Issuance Facility |
GMTN | Global Medium Term Note |
ISDA | International Swaps and Derivatives Association |
LIBOR | London Interbank Offered Rate |
MTN | Medium Term Note |
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced |
VRN | Variable Rate Note |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds &
Notes |
$ — | $1,703,937,340 | $— | $1,703,937,340 | ||||
Asset-Backed
Securities |
— | 19,054,915 | — | 19,054,915 | ||||
Foreign Government
Obligations |
— | 211,939,064 | — | 211,939,064 | ||||
U.S. Government Agency
Obligations |
— | 1,929,595,251 | — | 1,929,595,251 | ||||
U.S. Treasury
Obligations |
— | 2,528,986,018 | — | 2,528,986,018 | ||||
Municipal Bonds &
Notes |
— | 31,845,103 | — | 31,845,103 | ||||
Mortgage-Backed
Securities |
— | 68,816,666 | — | 68,816,666 | ||||
Commercial Mortgage Backed
Securities |
— | 709,725 | — | 709,725 | ||||
Short-Term
Investments |
426,672,104 | — | — | 426,672,104 | ||||
TOTAL
INVESTMENTS |
$426,672,104 | $6,494,884,082 | $— | $6,921,556,186 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
413,342,891 | $413,466,894 | $ 709,177,646 | $ 819,304,704 | $(28,616) | $(43,574) | 303,237,322 | $303,267,646 | $ 73,066 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
207,198,249 | 207,198,249 | 647,683,256 | 731,477,047 | — | — | 123,404,458 | 123,404,458 | 114,557 | ||||||||
Total |
$620,665,143 | $1,356,860,902 | $1,550,781,751 | $(28,616) | $(43,574) | $426,672,104 | $187,623 |
Security Description | Principal
Amount |
Value | ||||
CORPORATE BONDS & NOTES — 98.9% | ||||||
ADVERTISING — 0.2% | ||||||
Interpublic Group of Cos., Inc.: | ||||||
2.40%,
3/1/2031 |
$ 1,100,000 | $ 1,099,901 | ||||
4.65%,
10/1/2028 |
1,128,000 | 1,295,440 | ||||
4.75%,
3/30/2030 |
953,000 | 1,109,073 | ||||
Omnicom Group, Inc.: | ||||||
2.45%,
4/30/2030 |
1,029,000 | 1,029,700 | ||||
2.60%,
8/1/2031 |
1,119,000 | 1,134,297 | ||||
4.20%,
6/1/2030 |
488,000 | 549,327 | ||||
Omnicom Group, Inc./Omnicom Capital, Inc.: | ||||||
3.60%,
4/15/2026 |
1,533,000 | 1,647,162 | ||||
3.65%,
11/1/2024 |
946,000 | 1,002,391 | ||||
WPP Finance 2010 3.75%,
9/19/2024 |
1,069,500 | 1,132,087 | ||||
9,999,378 | ||||||
AEROSPACE & DEFENSE — 1.7% | ||||||
Boeing Co.: | ||||||
1.17%,
2/4/2023 |
1,476,000 | 1,476,251 | ||||
1.43%,
2/4/2024 |
3,430,000 | 3,426,330 | ||||
1.88%,
6/15/2023 |
1,133,000 | 1,142,075 | ||||
1.95%,
2/1/2024 |
1,153,000 | 1,168,300 | ||||
2.20%,
2/4/2026 |
8,705,000 | 8,703,607 | ||||
2.25%,
6/15/2026 |
1,144,000 | 1,150,452 | ||||
2.70%,
2/1/2027 |
524,000 | 534,213 | ||||
2.75%,
2/1/2026 |
1,038,000 | 1,069,171 | ||||
2.80%,
3/1/2023 |
729,000 | 742,647 | ||||
2.80%,
3/1/2024 |
868,000 | 892,590 | ||||
2.80%,
3/1/2027 |
989,000 | 1,008,434 | ||||
2.85%,
10/30/2024 |
347,000 | 358,392 | ||||
2.95%,
2/1/2030 |
1,062,000 | 1,075,466 | ||||
3.10%,
5/1/2026 |
689,000 | 718,310 | ||||
3.20%,
3/1/2029 |
1,135,000 | 1,173,522 | ||||
3.25%,
2/1/2028 |
820,000 | 855,039 | ||||
3.25%,
3/1/2028 |
477,000 | 493,094 | ||||
3.45%,
11/1/2028 |
857,000 | 899,507 | ||||
3.63%,
2/1/2031 |
1,445,000 | 1,541,757 | ||||
4.51%,
5/1/2023 |
3,456,000 | 3,605,368 | ||||
4.88%,
5/1/2025 |
4,175,000 | 4,571,917 | ||||
5.04%,
5/1/2027 |
3,060,000 | 3,455,689 | ||||
5.15%,
5/1/2030 |
5,579,000 | 6,509,354 | ||||
General Dynamics Corp.: | ||||||
1.15%,
6/1/2026 |
619,000 | 611,170 | ||||
1.88%,
8/15/2023 |
829,000 | 842,297 | ||||
2.13%,
8/15/2026 |
455,000 | 468,059 | ||||
2.25%,
6/1/2031 |
986,000 | 1,000,356 | ||||
2.38%,
11/15/2024 |
1,044,000 | 1,079,767 | ||||
2.63%, 11/15/2027
(a) |
956,000 | 1,001,047 | ||||
3.25%,
4/1/2025 |
249,000 | 263,751 | ||||
3.38%,
5/15/2023 |
1,160,000 | 1,200,507 | ||||
3.50%,
5/15/2025 |
1,041,000 | 1,114,078 | ||||
3.50%,
4/1/2027 |
731,000 | 796,351 |
Security Description | Principal
Amount |
Value | |||
3.63%, 4/1/2030
(a) |
$ 1,094,000 | $ 1,217,228 | |||
3.75%,
5/15/2028 |
1,022,000 | 1,131,609 | |||
Howmet Aerospace, Inc. 3.00%,
1/15/2029 |
1,109,000 | 1,110,952 | |||
L3 Technologies, Inc. 4.40%,
6/15/2028 |
24,000 | 26,331 | |||
L3Harris Technologies, Inc.: | |||||
1.80%,
1/15/2031 |
578,000 | 551,389 | |||
2.90%,
12/15/2029 |
878,000 | 907,176 | |||
3.83%,
4/27/2025 |
1,137,000 | 1,213,770 | |||
3.85%,
6/15/2023 |
476,000 | 494,588 | |||
3.85%,
12/15/2026 |
929,000 | 1,010,706 | |||
3.95%,
5/28/2024 |
761,000 | 803,197 | |||
4.40%,
6/15/2028 |
1,134,000 | 1,276,873 | |||
4.40%,
6/15/2028 |
998,000 | 1,120,834 | |||
Lockheed Martin Corp.: | |||||
1.85%, 6/15/2030
(a) |
657,000 | 646,573 | |||
2.90%,
3/1/2025 |
1,157,000 | 1,211,957 | |||
3.10%,
1/15/2023 |
25,000 | 25,537 | |||
3.55%,
1/15/2026 |
2,505,001 | 2,715,246 | |||
Northrop Grumman Corp.: | |||||
2.93%,
1/15/2025 |
1,124,000 | 1,173,119 | |||
3.20%,
2/1/2027 |
1,159,000 | 1,231,588 | |||
3.25%,
8/1/2023 |
1,042,000 | 1,079,679 | |||
3.25%,
1/15/2028 |
2,288,000 | 2,446,490 | |||
4.40%,
5/1/2030 |
1,151,000 | 1,329,635 | |||
7.75%, 2/15/2031
(b) |
480,000 | 684,149 | |||
Northrop Grumman Systems Corp. 7.75%,
2/15/2031 |
2,000 | 2,863 | |||
Raytheon Technologies Corp.: | |||||
1.90%,
9/1/2031 |
853,000 | 822,616 | |||
2.25%,
7/1/2030 |
996,000 | 993,341 | |||
2.38%,
3/15/2032 |
1,035,000 | 1,034,607 | |||
3.13%,
5/4/2027 |
1,412,000 | 1,503,865 | |||
3.20%,
3/15/2024 |
1,052,000 | 1,095,037 | |||
3.50%,
3/15/2027 |
1,256,000 | 1,354,395 | |||
3.70%,
12/15/2023 |
951,000 | 994,118 | |||
3.95%,
8/16/2025 |
1,421,000 | 1,540,549 | |||
4.13%,
11/16/2028 |
3,728,000 | 4,171,893 | |||
7.20%,
8/15/2027 |
225,000 | 285,820 | |||
7.50%,
9/15/2029 |
992,000 | 1,349,795 | |||
Rockwell Collins, Inc. 3.50%,
3/15/2027 |
50,142 | 52,645 | |||
Teledyne Technologies, Inc.: | |||||
0.65%,
4/1/2023 |
822,000 | 818,079 | |||
0.95%,
4/1/2024 |
1,158,000 | 1,146,547 | |||
1.60%,
4/1/2026 |
947,000 | 937,947 | |||
2.25%,
4/1/2028 |
668,000 | 670,498 | |||
2.75%,
4/1/2031 |
1,004,000 | 1,020,395 | |||
United Technologies Corp. 2.65%,
11/1/2026 |
272,000 | 284,591 | |||
98,437,095 |
Security Description | Principal
Amount |
Value | ||||
AGRICULTURE — 1.0% | ||||||
Altria Group, Inc.: | ||||||
2.35%,
5/6/2025 |
$ 1,029,000 | $ 1,054,211 | ||||
2.63%,
9/16/2026 |
1,146,000 | 1,185,010 | ||||
3.40%, 5/6/2030
(a) |
1,090,000 | 1,131,910 | ||||
3.80%,
2/14/2024 |
1,092,000 | 1,146,666 | ||||
4.00%,
1/31/2024 |
860,000 | 907,807 | ||||
4.40%,
2/14/2026 |
882,000 | 968,577 | ||||
4.80%,
2/14/2029 |
2,036,000 | 2,299,397 | ||||
Archer-Daniels-Midland Co.: | ||||||
2.50%,
8/11/2026 |
1,122,000 | 1,169,898 | ||||
3.25%,
3/27/2030 |
1,314,000 | 1,426,978 | ||||
BAT Capital Corp.: | ||||||
2.26%,
3/25/2028 |
3,856,000 | 3,761,682 | ||||
2.73%,
3/25/2031 |
1,282,000 | 1,245,181 | ||||
2.79%,
9/6/2024 |
1,287,000 | 1,326,215 | ||||
3.22%,
8/15/2024 |
3,118,000 | 3,243,157 | ||||
3.22%,
9/6/2026 |
1,136,000 | 1,182,531 | ||||
3.46%,
9/6/2029 |
924,000 | 957,356 | ||||
3.56%,
8/15/2027 |
4,485,000 | 4,707,904 | ||||
4.70%,
4/2/2027 |
1,080,000 | 1,190,084 | ||||
4.91%,
4/2/2030 |
1,105,000 | 1,243,081 | ||||
BAT International Finance PLC 1.67%,
3/25/2026 |
1,457,000 | 1,431,910 | ||||
Bunge, Ltd. Finance Corp.: | ||||||
1.63%,
8/17/2025 |
1,089,000 | 1,087,552 | ||||
2.75%,
5/14/2031 |
1,183,000 | 1,201,041 | ||||
3.25%,
8/15/2026 |
974,000 | 1,028,573 | ||||
3.75%,
9/25/2027 |
500,000 | 544,190 | ||||
4.35%,
3/15/2024 |
974,000 | 1,035,508 | ||||
Philip Morris International, Inc.: | ||||||
0.88%,
5/1/2026 |
1,180,000 | 1,140,163 | ||||
1.13%,
5/1/2023 |
1,099,000 | 1,104,110 | ||||
1.50%,
5/1/2025 |
1,104,000 | 1,107,643 | ||||
1.75%,
11/1/2030 |
619,000 | 589,876 | ||||
2.10%,
5/1/2030 |
819,000 | 804,102 | ||||
2.13%,
5/10/2023 |
989,000 | 1,003,944 | ||||
2.63%,
3/6/2023 |
1,100,000 | 1,123,485 | ||||
2.75%,
2/25/2026 |
982,000 | 1,024,010 | ||||
2.88%,
5/1/2024 |
1,017,000 | 1,057,680 | ||||
3.13%,
8/17/2027 |
649,000 | 692,451 | ||||
3.13%,
3/2/2028 |
985,000 | 1,044,317 | ||||
3.25%,
11/10/2024 |
1,153,000 | 1,220,808 | ||||
3.38%,
8/11/2025 |
1,032,000 | 1,096,851 | ||||
3.38%,
8/15/2029 |
950,000 | 1,024,822 | ||||
3.60%,
11/15/2023 |
37,000 | 38,815 | ||||
Reynolds American, Inc.: | ||||||
4.45%,
6/12/2025 |
2,752,000 | 2,971,665 | ||||
4.85%,
9/15/2023 |
893,000 | 948,384 | ||||
54,469,545 |
Security Description | Principal
Amount |
Value | ||||
AIRLINES — 0.4% | ||||||
American Airlines 2015-2 Pass Through Trust Series 2015-2, Class AA, 3.60%,
3/22/2029 |
$ 808,989 | $ 828,988 | ||||
American Airlines 2016-1 Pass Through Trust Series AA, Class AA, 3.58%,
7/15/2029 |
553,881 | 561,480 | ||||
American Airlines 2016-2 Pass Through Trust Series AA, Class AA, 3.20%,
12/15/2029 |
676,583 | 678,064 | ||||
American Airlines 2016-3 Pass Through Trust Series 2016-3, Class AA, 3.00%,
4/15/2030 |
879,115 | 877,700 | ||||
American Airlines 2017-1 Pass Through Trust Series AA, Class AA, 3.65%,
2/15/2029 |
446,875 | 463,762 | ||||
American Airlines 2017-2 Pass Through Trust Series AA, Class AA, 3.35%,
4/15/2031 |
483,101 | 490,492 | ||||
Continental Airlines 2012-2 Pass Through Trust Series 2-A, Class A, 4.00%,
4/29/2026 |
779,147 | 809,339 | ||||
Delta Air Lines 2019-1 Class AA Pass Through Trust Series AA, 3.20%,
10/25/2025 |
1,041,000 | 1,073,677 | ||||
Delta Air Lines 2020-1 Pass Through Trust Series AA, Class AA, 2.00%,
12/10/2029 |
782,865 | 767,787 | ||||
Southwest Airlines Co.: | ||||||
2.63%,
2/10/2030 |
744,000 | 743,926 | ||||
3.00%,
11/15/2026 |
1,050,000 | 1,100,957 | ||||
3.45%,
11/16/2027 |
811,000 | 867,162 | ||||
4.75%,
5/4/2023 |
1,305,000 | 1,367,105 | ||||
5.13%,
6/15/2027 |
2,254,000 | 2,579,883 | ||||
5.25%,
5/4/2025 |
1,444,000 | 1,604,125 | ||||
Spirit Airlines Pass Through Trust Series A, Class A, 4.10%,
10/1/2029 |
459,884 | 476,403 | ||||
United Airlines 2012-1 Pass Through Trust Series A, Class A, 4.15%,
10/11/2025 |
487,415 | 504,250 | ||||
United Airlines 2013-1 Pass Through Trust Series A, Class A, 4.30%,
2/15/2027 |
852,111 | 892,595 |
Security Description | Principal
Amount |
Value | ||||
United Airlines 2014-2 Pass Through Trust Series A, Class A, 3.75%,
3/3/2028 |
$ 798,094 | $ 829,571 | ||||
United Airlines 2016-1 Pass Through Trust Series AA, Class AA, 3.10%,
1/7/2030 |
784,202 | 803,548 | ||||
United Airlines 2016-2 Pass Through Trust Series AA, 2.88%,
4/7/2030 |
671,846 | 681,272 | ||||
United Airlines 2018-1 Pass Through Trust Series AA, Class AA, 3.50%,
9/1/2031 |
855,245 | 888,420 | ||||
United Airlines 2020-1 Class B Pass Through Trust Series 2020-1, Class B, 4.88%,
7/15/2027 |
885,428 | 921,828 | ||||
United Airlines 2020-1 Pass Through Trust Series 20-1, Class A, 5.88%,
4/15/2029 |
3,036,895 | 3,319,538 | ||||
United Airlines Pass Through Trust Series A, Class A, 4.00%,
10/11/2027 |
642,510 | 672,426 | ||||
24,804,298 | ||||||
APPAREL — 0.2% | ||||||
NIKE, Inc.: | ||||||
2.25%,
5/1/2023 |
1,231,000 | 1,253,909 | ||||
2.38%,
11/1/2026 |
896,000 | 938,085 | ||||
2.40%,
3/27/2025 |
1,222,000 | 1,265,613 | ||||
2.75%,
3/27/2027 |
1,106,000 | 1,171,741 | ||||
2.85%,
3/27/2030 |
1,876,000 | 1,993,606 | ||||
Ralph Lauren Corp.: | ||||||
2.95%, 6/15/2030
(a) |
1,265,000 | 1,319,231 | ||||
3.75%,
9/15/2025 |
125,000 | 134,641 | ||||
Tapestry, Inc.: | ||||||
4.13%, 7/15/2027
(a) |
469,000 | 507,421 | ||||
4.25%,
4/1/2025 |
100,000 | 106,091 | ||||
VF Corp.: | ||||||
2.40%,
4/23/2025 |
1,114,000 | 1,145,370 | ||||
2.80%, 4/23/2027
(a) |
1,122,000 | 1,174,050 | ||||
2.95%,
4/23/2030 |
977,000 | 1,013,989 | ||||
12,023,747 | ||||||
AUTO MANUFACTURERS — 2.2% | ||||||
American Honda Finance Corp.: | ||||||
Series GMTN, 2.30%,
9/9/2026 |
797,000 | 823,173 | ||||
Series GMTN, 3.45%,
7/14/2023 |
683,000 | 710,552 |
Security Description | Principal
Amount |
Value | |||
Series GMTN, 3.50%,
2/15/2028 |
$ 138,000 | $ 150,993 | |||
Series GMTN, 3.55%,
1/12/2024 |
1,085,000 | 1,139,467 | |||
Series MTN, 0.35%,
4/20/2023 |
1,104,000 | 1,097,928 | |||
Series MTN, 0.55%,
7/12/2024 |
764,000 | 753,365 | |||
Series MTN, 0.65%,
9/8/2023 |
875,000 | 872,891 | |||
Series MTN, 0.75%,
8/9/2024 |
1,034,000 | 1,023,009 | |||
Series MTN, 0.88%,
7/7/2023 |
1,265,000 | 1,266,354 | |||
Series MTN, 1.00%,
9/10/2025 |
562,000 | 553,300 | |||
Series MTN, 1.20%,
7/8/2025 |
727,000 | 724,797 | |||
Series MTN, 1.30%,
9/9/2026 |
1,151,000 | 1,137,568 | |||
Series MTN, 1.80%, 1/13/2031
(a) |
1,120,000 | 1,094,072 | |||
Series MTN, 1.95%,
5/10/2023 |
530,000 | 538,565 | |||
Series MTN, 2.00%,
3/24/2028 |
966,000 | 977,235 | |||
Series MTN, 2.05%,
1/10/2023 |
690,000 | 699,826 | |||
Series MTN, 2.15%,
9/10/2024 |
996,000 | 1,020,691 | |||
Series MTN, 2.35%,
1/8/2027 |
1,123,000 | 1,155,769 | |||
Series MTN, 2.40%,
6/27/2024 |
1,253,000 | 1,291,492 | |||
Series MTN, 2.90%,
2/16/2024 |
698,000 | 723,938 | |||
Series MTN, 3.63%,
10/10/2023 |
871,000 | 913,278 | |||
Cummins, Inc.: | |||||
0.75%, 9/1/2025
(a) |
592,000 | 581,291 | |||
1.50%,
9/1/2030 |
890,000 | 843,506 | |||
3.65%,
10/1/2023 |
877,000 | 914,237 | |||
Daimler Finance North America LLC 8.50%,
1/18/2031 |
1,645,000 | 2,449,306 | |||
General Motors Co.: | |||||
4.00%,
4/1/2025 |
752,000 | 805,031 | |||
4.20%, 10/1/2027
(a) |
1,151,000 | 1,263,786 | |||
4.88%,
10/2/2023 |
1,840,000 | 1,954,706 | |||
5.00%,
10/1/2028 |
1,333,000 | 1,525,139 | |||
5.40%,
10/2/2023 |
1,399,000 | 1,498,287 | |||
6.13%,
10/1/2025 |
2,439,000 | 2,804,265 | |||
6.80%,
10/1/2027 |
1,151,000 | 1,415,373 | |||
General Motors Financial Co., Inc.: | |||||
1.05%,
3/8/2024 |
1,182,000 | 1,175,712 | |||
1.20%,
10/15/2024 |
921,000 | 914,148 |
Security Description | Principal
Amount |
Value | |||
1.25%,
1/8/2026 |
$ 1,499,000 | $ 1,465,662 | |||
1.50%,
6/10/2026 |
1,345,000 | 1,324,179 | |||
1.70%,
8/18/2023 |
1,467,000 | 1,480,907 | |||
2.35%,
1/8/2031 |
1,351,000 | 1,311,970 | |||
2.40%,
4/10/2028 |
1,207,000 | 1,206,964 | |||
2.40%,
10/15/2028 |
1,291,000 | 1,287,372 | |||
2.70%,
8/20/2027 |
1,150,000 | 1,176,323 | |||
2.70%,
6/10/2031 |
1,099,000 | 1,094,912 | |||
2.75%,
6/20/2025 |
1,157,000 | 1,194,707 | |||
2.90%,
2/26/2025 |
1,400,000 | 1,449,896 | |||
3.25%,
1/5/2023 |
1,034,000 | 1,056,603 | |||
3.50%,
11/7/2024 |
1,652,000 | 1,735,872 | |||
3.60%,
6/21/2030 |
778,000 | 829,504 | |||
3.70%,
5/9/2023 |
1,275,000 | 1,313,301 | |||
3.85%,
1/5/2028 |
1,225,000 | 1,322,620 | |||
3.95%,
4/13/2024 |
1,596,000 | 1,680,764 | |||
4.00%,
1/15/2025 |
1,079,000 | 1,149,858 | |||
4.00%,
10/6/2026 |
1,314,000 | 1,421,354 | |||
4.15%,
6/19/2023 |
1,303,000 | 1,355,433 | |||
4.25%,
5/15/2023 |
1,566,000 | 1,630,347 | |||
4.30%,
7/13/2025 |
1,177,000 | 1,268,829 | |||
4.35%,
4/9/2025 |
1,747,000 | 1,882,235 | |||
4.35%,
1/17/2027 |
1,543,000 | 1,699,553 | |||
5.10%,
1/17/2024 |
1,812,000 | 1,943,026 | |||
5.25%,
3/1/2026 |
1,280,000 | 1,435,622 | |||
5.65%,
1/17/2029 |
1,063,000 | 1,261,909 | |||
PACCAR Financial Corp.: | |||||
3.40%,
8/9/2023 |
698,000 | 726,457 | |||
Series DM#N, 0.50%,
8/9/2024 |
636,000 | 625,379 | |||
Series MTN, 0.35%,
8/11/2023 |
250,000 | 248,087 | |||
Series MTN, 0.35%,
2/2/2024 |
833,000 | 822,154 | |||
Series MTN, 0.80%,
6/8/2023 |
1,048,000 | 1,047,906 | |||
Series MTN, 0.90%,
11/8/2024 |
864,000 | 858,107 | |||
Series MTN, 1.10%,
5/11/2026 |
955,000 | 943,807 | |||
Series MTN, 1.80%,
2/6/2025 |
902,000 | 916,143 | |||
Series MTN, 1.90%, 2/7/2023
(a) |
1,063,000 | 1,076,500 | |||
Series MTN, 2.15%,
8/15/2024 |
790,000 | 809,837 | |||
Series MTN, 2.65%,
4/6/2023 |
995,000 | 1,018,482 | |||
Stellantis NV 5.25%,
4/15/2023 |
1,578,000 | 1,658,036 | |||
Toyota Motor Corp.: | |||||
0.68%,
3/25/2024 |
1,027,000 | 1,018,003 | |||
1.34%,
3/25/2026 |
712,000 | 707,728 | |||
2.36%,
7/2/2024 |
2,677,000 | 2,761,245 | |||
2.36%,
3/25/2031 |
925,000 | 952,593 | |||
2.76%,
7/2/2029 |
623,000 | 652,636 |
Security Description | Principal
Amount |
Value | |||
3.42%, 7/20/2023
(a) |
$ 354,000 | $ 368,245 | |||
3.67%, 7/20/2028
(a) |
824,000 | 912,662 | |||
Toyota Motor Credit Corp.: | |||||
0.50%,
6/18/2024 |
1,174,000 | 1,157,000 | |||
0.63%,
9/13/2024 |
1,172,000 | 1,156,987 | |||
1.13%,
6/18/2026 |
1,225,000 | 1,207,458 | |||
1.90%,
9/12/2031 |
906,000 | 885,715 | |||
3.35%,
1/8/2024 |
1,118,000 | 1,169,909 | |||
3.65%,
1/8/2029 |
595,000 | 662,854 | |||
Series GMTN, 2.70%,
1/11/2023 |
1,083,000 | 1,106,371 | |||
Series GMTN, 3.05%,
1/11/2028 |
1,128,000 | 1,210,321 | |||
Series GMTN, 3.45%,
9/20/2023 |
1,805,000 | 1,884,691 | |||
Series MTN, 0.40%,
4/6/2023 |
1,156,000 | 1,151,642 | |||
Series MTN, 0.45%,
1/11/2024 |
1,114,000 | 1,104,330 | |||
Series MTN, 0.50%,
8/14/2023 |
992,000 | 988,330 | |||
Series MTN, 0.80%,
10/16/2025 |
1,177,000 | 1,149,646 | |||
Series MTN, 0.80%, 1/9/2026
(a) |
599,000 | 583,905 | |||
Series MTN, 1.15%,
8/13/2027 |
916,000 | 887,751 | |||
Series MTN, 1.35%,
8/25/2023 |
1,149,000 | 1,159,571 | |||
Series MTN, 1.65%,
1/10/2031 |
960,000 | 927,686 | |||
Series MTN, 1.80%,
2/13/2025 |
1,809,000 | 1,838,288 | |||
Series MTN, 1.90%,
4/6/2028 |
1,077,000 | 1,078,583 | |||
Series MTN, 2.00%, 10/7/2024
(a) |
1,117,000 | 1,143,004 | |||
Series MTN, 2.15%, 2/13/2030
(a) |
741,000 | 744,772 | |||
Series MTN, 2.25%,
10/18/2023 |
893,000 | 915,763 | |||
Series MTN, 2.63%,
1/10/2023 |
1,031,000 | 1,051,672 | |||
Series MTN, 2.90%,
3/30/2023 |
1,137,000 | 1,168,756 | |||
Series MTN, 2.90%,
4/17/2024 |
781,000 | 812,123 | |||
Series MTN, 3.00%,
4/1/2025 |
1,494,000 | 1,569,761 | |||
Series MTN, 3.20%, 1/11/2027
(a) |
865,000 | 929,910 | |||
Series MTN, 3.38%,
4/1/2030 |
1,003,000 | 1,099,579 | |||
Series MTN, 3.40%,
4/14/2025 |
967,000 | 1,028,878 | |||
122,692,035 |
Security Description | Principal
Amount |
Value | ||||
AUTO PARTS & EQUIPMENT — 0.1% | ||||||
Lear Corp.: | ||||||
3.80%,
9/15/2027 |
$ 913,000 | $ 995,161 | ||||
4.25%,
5/15/2029 |
1,152,000 | 1,273,306 | ||||
Magna International, Inc.: | ||||||
3.63%,
6/15/2024 |
547,000 | 576,089 | ||||
4.15%,
10/1/2025 |
536,000 | 582,702 | ||||
3,427,258 | ||||||
BANKS — 27.6% | ||||||
Australia & New Zealand Banking Group, Ltd. Series MTN, 3.70%,
11/16/2025 |
1,086,000 | 1,179,483 | ||||
Banco Bilbao Vizcaya Argentaria SA: | ||||||
0.88%,
9/18/2023 |
1,034,000 | 1,029,792 | ||||
1.13%,
9/18/2025 |
1,030,000 | 1,008,463 | ||||
Banco Santander SA: | ||||||
1.85%,
3/25/2026 |
1,888,000 | 1,877,333 | ||||
2.71%,
6/27/2024 |
1,733,000 | 1,792,875 | ||||
2.75%,
5/28/2025 |
1,624,000 | 1,679,882 | ||||
2.75%,
12/3/2030 |
2,008,000 | 1,963,724 | ||||
2.96%,
3/25/2031 |
652,000 | 664,988 | ||||
3.13%,
2/23/2023 |
852,000 | 872,295 | ||||
3.31%,
6/27/2029 |
1,304,000 | 1,385,852 | ||||
3.49%,
5/28/2030 |
1,218,000 | 1,289,509 | ||||
3.80%,
2/23/2028 |
1,772,000 | 1,919,448 | ||||
3.85%,
4/12/2023 |
1,369,000 | 1,416,997 | ||||
4.25%,
4/11/2027 |
1,192,000 | 1,310,389 | ||||
4.38%,
4/12/2028 |
1,444,000 | 1,617,150 | ||||
5.18%,
11/19/2025 |
1,358,000 | 1,509,336 | ||||
1 year CMT + 0.90%, 1.72%, 9/14/2027
(c) |
1,495,000 | 1,467,268 | ||||
1 year CMT + 1.60%, 3.23%, 11/22/2032
(c) |
2,882,000 | 2,887,793 | ||||
1 year CMT + 0.45%, 0.70%, 6/30/2024
(c) |
1,624,000 | 1,614,370 | ||||
Bank of America Corp.: | ||||||
4.10%,
7/24/2023 |
1,847,000 | 1,941,012 | ||||
6.22%,
9/15/2026 |
2,855,000 | 3,378,550 | ||||
3 Month USD LIBOR + 0.78%, 3.55%, 3/5/2024
(c) |
3,789,000 | 3,902,140 | ||||
3 Month USD LIBOR + 0.81%, 3.37%, 1/23/2026
(c) |
5,832,000 | 6,139,288 | ||||
3 Month USD LIBOR + 1.04%, 3.42%, 12/20/2028
(c) |
7,267,000 | 7,765,952 | ||||
3 Month USD LIBOR + 1.51%, 3.71%, 4/24/2028
(c) |
2,978,000 | 3,233,751 | ||||
5 year CMT + 1.20%, 2.48%, 9/21/2036
(c) |
2,874,000 | 2,781,630 | ||||
SOFR + 0.65%, 1.53%, 12/6/2025
(c) |
5,936,000 | 5,951,137 |
Security Description | Principal
Amount |
Value | |||
SOFR + 0.69%, 0.98%, 4/22/2025
(c) |
$ 2,863,000 | $ 2,839,953 | |||
SOFR + 0.96%, 1.73%, 7/22/2027
(c) |
9,010,000 | 8,941,974 | |||
SOFR + 1.21%, 2.57%, 10/20/2032
(c) |
3,956,000 | 3,975,147 | |||
SOFR + 1.22%, 2.30%, 7/21/2032
(c) |
4,684,000 | 4,599,829 | |||
SOFR + 1.32%, 2.69%, 4/22/2032
(c) |
12,296,000 | 12,489,662 | |||
SOFR + 2.15%, 2.59%, 4/29/2031
(c) |
3,595,000 | 3,629,871 | |||
Series GMTN, 3.30%,
1/11/2023 |
171,000 | 175,646 | |||
Series GMTN, 3.50%,
4/19/2026 |
2,661,000 | 2,867,148 | |||
Series GMTN, 3 Month USD LIBOR + 1.37%, 3.59%, 7/21/2028
(c) |
2,194,000 | 2,361,468 | |||
Series L, 3.95%,
4/21/2025 |
3,143,000 | 3,360,590 | |||
Series L, 4.18%,
11/25/2027 |
2,603,000 | 2,849,452 | |||
Series MTN, 3.25%,
10/21/2027 |
2,696,000 | 2,874,206 | |||
Series MTN, 3.88%,
8/1/2025 |
2,251,000 | 2,442,830 | |||
Series MTN, 4.00%,
4/1/2024 |
2,896,000 | 3,078,303 | |||
Series MTN, 4.00%,
1/22/2025 |
3,702,000 | 3,958,808 | |||
Series MTN, 4.13%,
1/22/2024 |
2,991,000 | 3,178,715 | |||
Series MTN, 4.20%,
8/26/2024 |
3,555,000 | 3,809,396 | |||
Series MTN, 4.25%,
10/22/2026 |
2,450,000 | 2,704,898 | |||
Series MTN, 4.45%,
3/3/2026 |
2,514,000 | 2,770,252 | |||
Series MTN, 3 Month USD LIBOR + 0.64%, 2.02%, 2/13/2026
(c) |
2,747,000 | 2,783,370 | |||
Series MTN, 3 Month USD LIBOR + 0.87%, 2.46%, 10/22/2025
(c) |
2,751,000 | 2,825,057 | |||
Series MTN, 3 Month USD LIBOR + 0.94%, 3.86%, 7/23/2024
(c) |
2,737,000 | 2,852,118 | |||
Series MTN, 3 Month USD LIBOR + 0.97%, 3.46%, 3/15/2025
(c) |
2,453,000 | 2,565,838 | |||
Series MTN, 3 Month USD LIBOR + 0.99%, 2.50%, 2/13/2031
(c) |
4,405,000 | 4,420,946 | |||
Series MTN, 3 Month USD LIBOR + 1.06%, 3.56%, 4/23/2027
(c) |
3,513,000 | 3,758,945 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 3 Month USD LIBOR + 1.07%, 3.97%, 3/5/2029
(c) |
$ 3,356,000 | $ 3,674,686 | |||
Series MTN, 3 Month USD LIBOR + 1.09%, 3.09%, 10/1/2025
(c) |
6,081,000 | 6,331,233 | |||
Series MTN, 3 Month USD LIBOR + 1.18%, 3.19%, 7/23/2030
(c) |
3,725,000 | 3,928,050 | |||
Series MTN, 3 Month USD LIBOR + 1.19%, 2.88%, 10/22/2030
(c) |
2,900,000 | 2,993,061 | |||
Series MTN, 3 Month USD LIBOR + 1.21%, 3.97%, 2/7/2030
(c) |
3,811,000 | 4,203,228 | |||
Series MTN, 3 Month USD LIBOR + 1.31%, 4.27%, 7/23/2029
(c) |
3,432,000 | 3,825,925 | |||
Series MTN, 3 Month USD LIBOR + 1.58%, 3.82%, 1/20/2028
(c) |
3,068,000 | 3,324,638 | |||
Series MTN, SOFR + 0.41%, 0.52%, 6/14/2024
(c) |
2,763,000 | 2,744,294 | |||
Series MTN, SOFR + 0.74%, 0.81%, 10/24/2024
(c) |
2,497,000 | 2,480,095 | |||
Series MTN, SOFR + 0.91%, 0.98%, 9/25/2025
(c) |
2,477,000 | 2,447,970 | |||
Series MTN, SOFR + 1.01%, 1.20%, 10/24/2026
(c) |
2,883,000 | 2,826,464 | |||
Series MTN, SOFR + 1.06%, 2.09%, 6/14/2029
(a)
(c) |
3,778,000 | 3,755,936 | |||
Series MTN, SOFR + 1.15%, 1.32%, 6/19/2026
(c) |
3,991,000 | 3,949,454 | |||
Series MTN, SOFR + 1.37%, 1.92%, 10/24/2031
(c) |
2,322,000 | 2,225,358 | |||
Series MTN, SOFR + 1.46%, 1.49%, 5/19/2024
(c) |
2,843,000 | 2,863,839 | |||
Series MTN, SOFR + 1.53%, 1.90%, 7/23/2031
(c) |
3,145,000 | 3,015,646 | |||
Series N, SOFR + 0.91%, 1.66%, 3/11/2027
(c) |
3,509,000 | 3,484,402 | |||
Series N, SOFR + 1.22%, 2.65%, 3/11/2032
(c) |
1,941,000 | 1,965,845 | |||
Bank of Montreal: | |||||
0.45%,
12/8/2023 |
1,207,000 | 1,195,389 | |||
USD 5 Year Swap Rate + 1.28%, 4.34%, 10/5/2028
(c) |
1,030,000 | 1,081,655 | |||
Series E, 3.30%,
2/5/2024 |
1,786,000 | 1,867,709 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 0.40%,
9/15/2023 |
$ 1,136,000 | $ 1,128,309 | |||
Series MTN, 0.63%,
7/9/2024 |
1,420,000 | 1,400,489 | |||
Series MTN, 1.25%,
9/15/2026 |
4,045,000 | 3,958,801 | |||
Series MTN, 1.85%,
5/1/2025 |
1,946,000 | 1,976,358 | |||
Series MTN, 2.50%,
6/28/2024 |
1,377,000 | 1,420,913 | |||
Series MTN, SOFR + 0.60%, 0.95%, 1/22/2027
(c) |
1,012,000 | 982,166 | |||
Bank of New York Mellon Corp Series MTN, 1.80%,
7/28/2031 |
401,000 | 391,777 | |||
Bank of New York Mellon Corp.: | |||||
3.40%,
5/15/2024 |
1,121,000 | 1,180,088 | |||
Series 0012, 3.65%,
2/4/2024 |
1,135,000 | 1,195,382 | |||
Series G, 3.00%,
2/24/2025 |
699,000 | 734,300 | |||
Series J, 0.85%,
10/25/2024 |
1,096,000 | 1,087,835 | |||
Series J, 1.90%,
1/25/2029 |
1,194,000 | 1,188,078 | |||
Series MTN, 0.35%,
12/7/2023 |
699,000 | 693,450 | |||
Series MTN, 0.50%,
4/26/2024 |
983,000 | 971,469 | |||
Series MTN, 0.75%,
1/28/2026 |
886,000 | 862,512 | |||
Series MTN, 1.05%, 10/15/2026
(a) |
1,144,000 | 1,117,814 | |||
Series MTN, 1.60%,
4/24/2025 |
1,305,000 | 1,314,801 | |||
Series MTN, 1.65%,
7/14/2028 |
1,049,000 | 1,041,479 | |||
Series MTN, 1.65%,
1/28/2031 |
1,026,000 | 997,888 | |||
Series MTN, 1.85%,
1/27/2023 |
672,000 | 680,380 | |||
Series MTN, 2.10%,
10/24/2024 |
831,000 | 853,395 | |||
Series MTN, 2.20%,
8/16/2023 |
1,834,000 | 1,874,110 | |||
Series MTN, 2.45%,
8/17/2026 |
1,108,000 | 1,151,057 | |||
Series MTN, 2.80%,
5/4/2026 |
1,116,000 | 1,171,934 | |||
Series MTN, 2.95%,
1/29/2023 |
760,000 | 776,872 | |||
Series MTN, 3.00%,
10/30/2028 |
589,000 | 624,299 | |||
Series MTN, 3.25%,
9/11/2024 |
1,107,000 | 1,165,970 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 3.25%,
5/16/2027 |
$ 718,000 | $ 774,356 | |||
Series MTN, 3.30%,
8/23/2029 |
920,000 | 990,693 | |||
Series MTN, 3.40%,
1/29/2028 |
876,000 | 951,082 | |||
Series MTN, 3.45%,
8/11/2023 |
1,052,000 | 1,097,026 | |||
Series MTN, 3.50%,
4/28/2023 |
928,000 | 961,751 | |||
Series MTN, 3.85%, 4/28/2028
(a) |
1,167,000 | 1,310,354 | |||
Series MTN, 3.95%,
11/18/2025 |
1,071,000 | 1,168,761 | |||
Series MTN, 3 Month USD LIBOR + 1.07%, 3.44%, 2/7/2028
(c) |
1,217,000 | 1,313,751 | |||
Bank of Nova Scotia: | |||||
0.40%,
9/15/2023 |
1,210,000 | 1,201,022 | |||
0.55%,
9/15/2023 |
1,010,000 | 1,004,344 | |||
0.65%,
7/31/2024 |
671,000 | 661,861 | |||
0.70%,
4/15/2024 |
1,418,000 | 1,404,430 | |||
0.80%,
6/15/2023 |
408,000 | 407,837 | |||
1.05%,
3/2/2026 |
823,000 | 803,865 | |||
1.30%,
6/11/2025 |
1,192,000 | 1,186,100 | |||
1.30%,
9/15/2026 |
1,331,000 | 1,307,401 | |||
1.35%,
6/24/2026 |
976,000 | 965,108 | |||
1.63%,
5/1/2023 |
1,093,000 | 1,105,526 | |||
1.95%,
2/1/2023 |
605,000 | 613,077 | |||
2.15%,
8/1/2031 |
957,000 | 949,019 | |||
2.20%,
2/3/2025 |
1,174,000 | 1,202,469 | |||
2.38%,
1/18/2023 |
997,000 | 1,014,886 | |||
2.70%,
8/3/2026 |
1,523,000 | 1,589,296 | |||
3.40%,
2/11/2024 |
1,300,000 | 1,363,024 | |||
4.50%,
12/16/2025 |
1,115,000 | 1,227,236 | |||
Series 2, 5 year CMT + 2.61%, 3.63%, 10/27/2081
(c) |
4,826,000 | 4,661,337 | |||
BankUnited, Inc.: | |||||
4.88%,
11/17/2025 |
949,000 | 1,043,872 | |||
5.13%,
6/11/2030 |
784,000 | 891,690 | |||
Barclays Bank PLC Series BKNT, 3.75%,
5/15/2024 |
1,734,000 | 1,839,878 | |||
Barclays PLC: | |||||
3.65%,
3/16/2025 |
2,459,000 | 2,599,999 | |||
3.68%,
1/10/2023 |
1,758,000 | 1,758,844 | |||
4.34%,
1/10/2028 |
1,608,000 | 1,760,052 | |||
4.38%,
9/11/2024 |
1,922,000 | 2,051,658 | |||
4.38%,
1/12/2026 |
2,967,000 | 3,241,507 | |||
4.84%,
5/9/2028 |
2,644,000 | 2,906,576 | |||
5.20%,
5/12/2026 |
2,614,000 | 2,924,961 | |||
1 year CMT + 0.80%, 1.01%, 12/10/2024
(c) |
1,916,000 | 1,901,898 | |||
1 year CMT + 1.05%, 2.28%, 11/24/2027
(c) |
2,069,000 | 2,074,214 |
Security Description | Principal
Amount |
Value | |||
1 year CMT + 1.20%, 2.67%, 3/10/2032
(c) |
$ 1,191,000 | $ 1,181,377 | |||
1 year CMT + 1.30%, 2.89%, 11/24/2032
(c) |
1,586,000 | 1,593,914 | |||
1 year CMT + 1.90%, 2.65%, 6/24/2031
(c) |
1,082,000 | 1,079,706 | |||
3 Month USD LIBOR + 1.36%, 4.34%, 5/16/2024
(c) |
2,015,000 | 2,098,723 | |||
3 Month USD LIBOR + 1.61%, 3.93%, 5/7/2025
(c) |
2,424,000 | 2,551,357 | |||
3 Month USD LIBOR + 1.90%, 4.97%, 5/16/2029
(c) |
2,097,000 | 2,399,534 | |||
3 Month USD LIBOR + 3.05%, 5.09%, 6/20/2030
(c) |
3,546,000 | 4,013,824 | |||
SOFR + 2.71%, 2.85%, 5/7/2026
(c) |
1,714,000 | 1,766,825 | |||
BNP Paribas SA: | |||||
Series MTN, 3.25%,
3/3/2023 |
1,091,000 | 1,123,239 | |||
Series MTN, 4.25%, 10/15/2024
(a) |
1,128,000 | 1,216,232 | |||
BPCE SA: | |||||
4.00%,
4/15/2024 |
1,794,000 | 1,909,982 | |||
Series MTN, 3.38%,
12/2/2026 |
1,158,000 | 1,242,175 | |||
Branch Banking & Trust Co. Series BKNT, 3.80%,
10/30/2026 |
1,173,000 | 1,276,412 | |||
Canadian Imperial Bank of Commerce: | |||||
0.45%,
6/22/2023 |
1,545,000 | 1,534,401 | |||
0.50%,
12/14/2023 |
2,370,000 | 2,341,441 | |||
0.95%,
6/23/2023 |
1,655,000 | 1,656,324 | |||
0.95%,
10/23/2025 |
821,000 | 803,710 | |||
1.00%,
10/18/2024 |
2,254,000 | 2,233,669 | |||
1.25%,
6/22/2026 |
1,041,000 | 1,015,350 | |||
2.25%,
1/28/2025 |
1,036,000 | 1,059,755 | |||
3.10%,
4/2/2024 |
1,042,000 | 1,087,004 | |||
Series BKNT, 3.50%,
9/13/2023 |
660,000 | 689,997 | |||
CIT Bank NA Series BKNT, SOFR + 1.72%, 2.97%, 9/27/2025
(c) |
435,000 | 447,819 | |||
Citibank NA Series BKNT, 3.65%,
1/23/2024 |
50,000 | 52,686 | |||
Citigroup, Inc.: | |||||
3.20%,
10/21/2026 |
3,573,000 | 3,787,309 | |||
3.30%,
4/27/2025 |
1,838,000 | 1,953,371 | |||
3.38%,
3/1/2023 |
1,642,000 | 1,689,946 | |||
3.40%,
5/1/2026 |
2,474,000 | 2,653,489 | |||
3.50%,
5/15/2023 |
2,604,000 | 2,692,848 |
Security Description | Principal
Amount |
Value | |||
3.70%,
1/12/2026 |
$ 2,380,000 | $ 2,573,042 | |||
3.75%,
6/16/2024 |
2,412,000 | 2,560,314 | |||
3.88%,
10/25/2023 |
1,652,000 | 1,741,158 | |||
3.88%,
3/26/2025 |
1,274,000 | 1,358,135 | |||
4.00%,
8/5/2024 |
964,000 | 1,026,226 | |||
4.13%,
7/25/2028 |
3,929,000 | 4,318,521 | |||
4.30%,
11/20/2026 |
1,053,000 | 1,165,229 | |||
4.40%,
6/10/2025 |
3,170,000 | 3,454,222 | |||
4.45%,
9/29/2027 |
6,546,000 | 7,298,855 | |||
4.60%,
3/9/2026 |
2,770,000 | 3,058,606 | |||
5.50%,
9/13/2025 |
2,892,000 | 3,269,782 | |||
6.63%,
1/15/2028 |
188,000 | 234,846 | |||
3 Month USD LIBOR + 0.90%, 3.35%, 4/24/2025
(c) |
2,820,000 | 2,945,772 | |||
3 Month USD LIBOR + 1.02%, 4.04%, 6/1/2024
(c) |
2,627,000 | 2,739,961 | |||
3 Month USD LIBOR + 1.15%, 3.52%, 10/27/2028
(c) |
2,729,000 | 2,926,279 | |||
3 Month USD LIBOR + 1.19%, 4.08%, 4/23/2029
(c) |
3,804,000 | 4,194,366 | |||
3 Month USD LIBOR + 1.34%, 3.98%, 3/20/2030
(c) |
4,248,000 | 4,686,054 | |||
3 Month USD LIBOR + 1.39%, 3.67%, 7/24/2028
(c) |
2,961,000 | 3,193,616 | |||
3 Month USD LIBOR + 1.56%, 3.89%, 1/10/2028
(c) |
3,388,000 | 3,673,608 | |||
SOFR + 0.53%, 1.28%, 11/3/2025
(c) |
2,456,000 | 2,450,818 | |||
SOFR + 0.67%, 0.98%, 5/1/2025
(c) |
2,214,000 | 2,198,103 | |||
SOFR + 0.69%, 0.78%, 10/30/2024
(c) |
3,079,000 | 3,059,325 | |||
SOFR + 0.77%, 1.12%, 1/28/2027
(c) |
2,959,000 | 2,883,368 | |||
SOFR + 0.77%, 1.46%, 6/9/2027
(a)
(c) |
3,414,000 | 3,351,694 | |||
SOFR + 1.15%, 2.67%, 1/29/2031
(c) |
2,236,000 | 2,270,367 | |||
SOFR + 1.17%, 2.56%, 5/1/2032
(c) |
3,616,000 | 3,636,611 | |||
SOFR + 1.18%, 2.52%, 11/3/2032
(c) |
1,886,000 | 1,886,641 | |||
SOFR + 1.42%, 2.98%, 11/5/2030
(c) |
2,806,000 | 2,915,630 | |||
SOFR + 1.67%, 1.68%, 5/15/2024
(c) |
2,452,000 | 2,478,727 | |||
SOFR + 2.11%, 2.57%, 6/3/2031
(c) |
4,384,000 | 4,420,212 | |||
SOFR + 2.84%, 3.11%, 4/8/2026
(c) |
4,124,000 | 4,323,725 |
Security Description | Principal
Amount |
Value | |||
SOFR + 3.91%, 4.41%, 3/31/2031
(c) |
$ 4,601,000 | $ 5,257,149 | |||
Citizens Bank NA/Providence RI: | |||||
Series BKNT, 2.25%,
4/28/2025 |
2,575,000 | 2,637,727 | |||
Series BKNT, 3.70%,
3/29/2023 |
1,033,000 | 1,066,035 | |||
Series BKNT, 3.75%,
2/18/2026 |
847,000 | 913,168 | |||
Citizens Financial Group, Inc.: | |||||
2.50%,
2/6/2030 |
997,000 | 1,002,294 | |||
2.85%,
7/27/2026 |
673,000 | 701,656 | |||
3.25%,
4/30/2030 |
328,000 | 347,677 | |||
Comerica Bank: | |||||
Series BKNT, 2.50%,
7/23/2024 |
1,072,000 | 1,107,387 | |||
Series BKNT, 4.00%,
7/27/2025 |
463,000 | 500,156 | |||
Comerica, Inc.: | |||||
3.70%,
7/31/2023 |
925,000 | 962,601 | |||
4.00%,
2/1/2029 |
1,066,000 | 1,192,289 | |||
Cooperatieve Rabobank UA: | |||||
0.38%,
1/12/2024 |
866,000 | 855,296 | |||
2.75%,
1/10/2023 |
1,043,000 | 1,066,269 | |||
4.38%,
8/4/2025 |
2,372,000 | 2,573,549 | |||
Series BKNT, 3.75%,
7/21/2026 |
2,126,000 | 2,288,363 | |||
Series MTN, 3.38%,
5/21/2025 |
1,341,000 | 1,430,284 | |||
Credit Suisse AG: | |||||
0.50%,
2/2/2024 |
1,225,000 | 1,210,251 | |||
1.00%,
5/5/2023 |
2,391,000 | 2,397,217 | |||
1.25%,
8/7/2026 |
1,857,000 | 1,810,835 | |||
2.95%,
4/9/2025 |
1,150,000 | 1,204,314 | |||
Series FXD, 0.52%,
8/9/2023 |
2,249,000 | 2,234,089 | |||
Series MTN, 3.63%,
9/9/2024 |
5,462,000 | 5,793,926 | |||
Credit Suisse Group AG 3.75%,
3/26/2025 |
4,073,000 | 4,326,341 | |||
Credit Suisse Group Funding Guernsey, Ltd.: | |||||
3.80%,
6/9/2023 |
2,156,000 | 2,234,759 | |||
4.55%,
4/17/2026 |
2,454,000 | 2,702,467 | |||
Deutsche Bank AG: | |||||
0.90%,
5/28/2024 |
590,000 | 584,961 | |||
1.69%,
3/19/2026 |
1,464,000 | 1,460,047 | |||
3.70%,
5/30/2024 |
1,077,000 | 1,129,762 | |||
3.70%,
5/30/2024 |
1,028,000 | 1,077,488 | |||
3.95%,
2/27/2023 |
1,020,000 | 1,052,059 | |||
4.10%,
1/13/2026 |
1,163,000 | 1,250,620 | |||
4.10%,
1/13/2026 |
1,154,000 | 1,235,865 | |||
SOFR + 1.13%, 1.45%, 4/1/2025
(c) |
1,247,000 | 1,239,792 |
Security Description | Principal
Amount |
Value | |||
SOFR + 1.22%, 2.31%, 11/16/2027
(c) |
$ 1,693,000 | $ 1,692,644 | |||
SOFR + 1.72%, 3.04%, 5/28/2032
(c) |
1,830,000 | 1,843,066 | |||
SOFR + 1.87%, 2.13%, 11/24/2026
(c) |
2,331,000 | 2,328,063 | |||
SOFR + 2.16%, 2.22%, 9/18/2024
(c) |
1,881,000 | 1,905,792 | |||
SOFR + 2.58%, 3.96%, 11/26/2025
(c) |
2,071,000 | 2,190,455 | |||
SOFR + 3.04%, 3.55%, 9/18/2031
(c) |
1,842,000 | 1,942,113 | |||
Series E, 0.96%,
11/8/2023 |
1,772,000 | 1,767,588 | |||
Discover Bank: | |||||
2.45%,
9/12/2024 |
1,011,000 | 1,034,637 | |||
Series BKNT, 2.70%,
2/6/2030 |
620,000 | 628,159 | |||
Series BKNT, 3.45%,
7/27/2026 |
1,224,000 | 1,296,620 | |||
Series BKNT, 4.20%,
8/8/2023 |
1,857,000 | 1,948,792 | |||
Series BKNT, 4.25%,
3/13/2026 |
1,134,000 | 1,238,441 | |||
Series BKNT, 4.65%,
9/13/2028 |
1,007,000 | 1,144,043 | |||
Series BKNT, USD 5 Year Swap Rate + 1.73%, 4.68%, 8/9/2028
(c) |
1,158,000 | 1,210,793 | |||
Fifth Third Bancorp: | |||||
1.63%,
5/5/2023 |
839,000 | 846,878 | |||
2.38%,
1/28/2025 |
968,000 | 993,487 | |||
2.55%,
5/5/2027 |
632,000 | 653,387 | |||
3.65%,
1/25/2024 |
1,313,000 | 1,376,523 | |||
3.95%,
3/14/2028 |
1,161,000 | 1,281,953 | |||
4.30%,
1/16/2024 |
346,000 | 365,988 | |||
SOFR + 0.69%, 1.71%, 11/1/2027
(c) |
921,000 | 910,805 | |||
Fifth Third Bank Class BKNT, 2.25%,
2/1/2027 |
300,000 | 307,011 | |||
Fifth Third Bank NA: | |||||
Series BKNT, 1.80%,
1/30/2023 |
100,000 | 101,013 | |||
Series BKNT, 3.85%,
3/15/2026 |
953,000 | 1,029,107 | |||
Series BKNT, 3.95%,
7/28/2025 |
1,489,000 | 1,620,434 | |||
First Horizon Bank Series BKNT, 5.75%,
5/1/2030 |
1,065,000 | 1,278,128 | |||
First Horizon Corp. 3.55%,
5/26/2023 |
712,000 | 733,880 | |||
First Horizon National Corp. 4.00%,
5/26/2025 |
1,130,000 | 1,209,055 |
Security Description | Principal
Amount |
Value | |||
First Republic Bank Series BKNT, SOFR + 0.62%, 1.91%, 2/12/2024
(c) |
$ 725,000 | $ 732,895 | |||
FNB Corp. 2.20%,
2/24/2023 |
827,000 | 834,898 | |||
Goldman Sachs Group, Inc.: | |||||
0.52%,
3/8/2023 |
2,514,000 | 2,506,659 | |||
1.22%,
12/6/2023 |
4,552,000 | 4,562,561 | |||
2.60%,
2/7/2030 |
2,152,000 | 2,187,874 | |||
3.20%,
2/23/2023 |
2,465,000 | 2,527,734 | |||
3.50%,
1/23/2025 |
3,606,000 | 3,803,681 | |||
3.50%,
4/1/2025 |
5,185,000 | 5,487,804 | |||
3.50%,
11/16/2026 |
5,940,000 | 6,334,535 | |||
3.63%,
1/22/2023 |
2,447,000 | 2,518,110 | |||
3.63%,
2/20/2024 |
2,459,000 | 2,579,221 | |||
3.75%,
5/22/2025 |
2,635,000 | 2,812,704 | |||
3.75%,
2/25/2026 |
2,937,000 | 3,160,124 | |||
3.80%,
3/15/2030 |
3,144,000 | 3,457,803 | |||
3.85%,
1/26/2027 |
3,330,000 | 3,585,278 | |||
4.00%,
3/3/2024 |
3,205,000 | 3,399,928 | |||
4.25%,
10/21/2025 |
2,342,000 | 2,555,403 | |||
5.95%,
1/15/2027 |
370,000 | 436,293 | |||
3 Month USD LIBOR + 1.16%, 3.81%, 4/23/2029
(c) |
2,878,000 | 3,132,444 | |||
3 Month USD LIBOR + 1.30%, 4.22%, 5/1/2029
(c) |
8,665,000 | 9,628,981 | |||
3 Month USD LIBOR + 1.51%, 3.69%, 6/5/2028
(c) |
2,517,000 | 2,716,497 | |||
SOFR + 0.49%, 0.93%, 10/21/2024
(c) |
2,470,000 | 2,459,478 | |||
SOFR + 0.51%, 0.66%, 9/10/2024
(c) |
1,966,000 | 1,950,705 | |||
SOFR + 0.57%, 0.67%, 3/8/2024
(c) |
2,184,000 | 2,175,198 | |||
SOFR + 0.61%, 0.86%, 2/12/2026
(c) |
2,295,000 | 2,250,293 | |||
SOFR + 0.80%, 1.43%, 3/9/2027
(c) |
3,885,000 | 3,805,163 | |||
SOFR + 0.82%, 1.54%, 9/10/2027
(c) |
3,393,000 | 3,326,124 | |||
SOFR + 0.91%, 1.95%, 10/21/2027
(c) |
6,678,000 | 6,655,829 | |||
SOFR + 1.09%, 1.99%, 1/27/2032
(c) |
1,550,000 | 1,483,520 | |||
SOFR + 1.26%, 2.65%, 10/21/2032
(c) |
3,134,000 | 3,154,778 | |||
SOFR + 1.28%, 2.62%, 4/22/2032
(c) |
4,461,000 | 4,483,662 | |||
3 Month USD LIBOR + 1.20%, 3.27%, 9/29/2025
(c) |
3,450,000 | 3,618,946 | |||
SOFR + 1.25%, 2.38%, 7/21/2032
(c) |
4,945,000 | 4,869,391 |
Security Description | Principal
Amount |
Value | |||
Series FXD, 0.48%,
1/27/2023 |
$ 2,168,000 | $ 2,162,038 | |||
Series MTN, 3.85%,
7/8/2024 |
2,787,000 | 2,947,726 | |||
Series VAR, SOFR + 0.79%, 1.09%, 12/9/2026
(c) |
2,796,000 | 2,724,143 | |||
HSBC Holdings PLC: | |||||
3.60%,
5/25/2023 |
2,658,000 | 2,757,064 | |||
3.90%,
5/25/2026 |
2,824,000 | 3,050,485 | |||
4.25%,
3/14/2024 |
2,730,000 | 2,884,081 | |||
4.25%,
8/18/2025 |
2,033,000 | 2,183,869 | |||
4.30%,
3/8/2026 |
3,617,000 | 3,958,698 | |||
4.38%,
11/23/2026 |
2,107,000 | 2,300,043 | |||
4.95%,
3/31/2030 |
3,010,000 | 3,529,526 | |||
3 Month USD LIBOR + 0.99%, 3.95%, 5/18/2024
(c) |
3,297,000 | 3,420,539 | |||
3 Month USD LIBOR + 1.21%, 3.80%, 3/11/2025
(c) |
3,135,000 | 3,291,907 | |||
3 Month USD LIBOR + 1.35%, 4.29%, 9/12/2026
(c) |
2,799,000 | 3,022,472 | |||
3 Month USD LIBOR + 1.53%, 4.58%, 6/19/2029
(c) |
2,660,000 | 2,980,051 | |||
3 Month USD LIBOR + 1.55%, 4.04%, 3/13/2028
(c) |
2,931,000 | 3,168,440 | |||
3 Month USD LIBOR + 1.61%, 3.97%, 5/22/2030
(c) |
3,676,000 | 3,996,584 | |||
SOFR + 0.53%, 0.73%, 8/17/2024
(c) |
2,462,000 | 2,439,817 | |||
SOFR + 0.58%, 1.16%, 11/22/2024
(c) |
3,188,000 | 3,178,595 | |||
SOFR + 0.71%, 0.98%, 5/24/2025
(c) |
2,900,000 | 2,864,707 | |||
SOFR + 1.10%, 2.25%, 11/22/2027
(c) |
3,138,000 | 3,147,947 | |||
SOFR + 1.19%, 2.80%, 5/24/2032
(c) |
2,832,000 | 2,845,848 | |||
SOFR + 1.29%, 1.59%, 5/24/2027
(c) |
3,388,000 | 3,310,313 | |||
SOFR + 1.29%, 2.21%, 8/17/2029
(c) |
2,362,000 | 2,316,933 | |||
SOFR + 1.40%, 2.63%, 11/7/2025
(c) |
2,054,000 | 2,109,212 | |||
SOFR + 1.41%, 2.87%, 11/22/2032
(c) |
2,584,000 | 2,607,514 | |||
SOFR + 1.54%, 1.65%, 4/18/2026
(c) |
2,724,000 | 2,705,068 | |||
SOFR + 1.73%, 2.01%, 9/22/2028
(c) |
2,599,000 | 2,544,655 | |||
SOFR + 1.93%, 2.10%, 6/4/2026
(c) |
2,987,000 | 3,005,370 |
Security Description | Principal
Amount |
Value | |||
SOFR + 1.95%, 2.36%, 8/18/2031
(c) |
$ 1,575,000 | $ 1,538,743 | |||
SOFR + 2.39%, 2.85%, 6/4/2031
(c) |
1,521,000 | 1,543,343 | |||
HSBC USA, Inc. 3.50%,
6/23/2024 |
1,048,000 | 1,103,460 | |||
Huntington Bancshares, Inc.: | |||||
2.55%,
2/4/2030 |
394,000 | 400,375 | |||
2.63%,
8/6/2024 |
1,079,000 | 1,111,920 | |||
4.00%,
5/15/2025 |
1,101,000 | 1,184,874 | |||
5 year CMT + 1.17%, 2.49%, 8/15/2036
(b)
(c) |
889,000 | 851,600 | |||
Huntington National Bank: | |||||
1.80%,
2/3/2023 |
827,000 | 834,435 | |||
Series BKNT, 3.55%,
10/6/2023 |
1,185,000 | 1,237,081 | |||
ING Groep NV: | |||||
3.55%,
4/9/2024 |
1,271,000 | 1,332,974 | |||
3.95%,
3/29/2027 |
1,809,000 | 1,983,044 | |||
4.05%,
4/9/2029 |
1,306,000 | 1,458,358 | |||
4.10%,
10/2/2023 |
4,394,000 | 4,623,806 | |||
4.55%,
10/2/2028 |
1,683,000 | 1,930,956 | |||
SOFR + 1.32%, 2.73%, 4/1/2032
(c) |
740,000 | 754,171 | |||
Series VAR, SOFR + 1.01%, 1.73%, 4/1/2027
(c) |
629,000 | 624,805 | |||
Intesa Sanpaolo SpA 5.25%,
1/12/2024 |
1,156,000 | 1,241,197 | |||
JPMorgan Chase & Co.: | |||||
2.70%,
5/18/2023 |
2,529,000 | 2,586,686 | |||
2.95%,
10/1/2026 |
3,470,000 | 3,664,945 | |||
2.97%,
1/15/2023 |
1,348,000 | 1,380,123 | |||
3.13%,
1/23/2025 |
2,940,000 | 3,090,910 | |||
3.20%,
1/25/2023 |
1,516,000 | 1,556,887 | |||
3.20%,
6/15/2026 |
2,335,000 | 2,479,210 | |||
3.30%,
4/1/2026 |
2,877,000 | 3,069,270 | |||
3.38%,
5/1/2023 |
2,284,000 | 2,357,111 | |||
3.63%,
5/13/2024 |
2,501,000 | 2,646,858 | |||
3.63%,
12/1/2027 |
2,001,000 | 2,157,218 | |||
3.88%,
2/1/2024 |
1,775,000 | 1,878,926 | |||
3.88%,
9/10/2024 |
5,062,000 | 5,387,183 | |||
3.90%,
7/15/2025 |
2,723,000 | 2,946,395 | |||
4.13%,
12/15/2026 |
2,358,000 | 2,601,086 | |||
4.25%,
10/1/2027 |
1,892,000 | 2,119,002 | |||
7.63%,
10/15/2026 |
1,157,000 | 1,456,767 | |||
7.75%,
7/15/2025 |
130,000 | 156,640 | |||
8.00%,
4/29/2027 |
1,406,000 | 1,820,334 | |||
8.75%,
9/1/2030 |
2,131,000 | 3,200,954 | |||
3 Month USD LIBOR + 0.73%, 3.56%, 4/23/2024
(c) |
1,969,000 | 2,033,741 | |||
3 Month USD LIBOR + 0.89%, 3.80%, 7/23/2024
(c) |
3,289,000 | 3,427,829 |
Security Description | Principal
Amount |
Value | |||
3 Month USD LIBOR + 0.94%, 2.78%, 4/25/2023
(c) |
$ 8,470,000 | $ 8,523,530 | |||
3 Month USD LIBOR + 0.95%, 3.51%, 1/23/2029
(c) |
2,823,000 | 3,027,470 | |||
3 Month USD LIBOR + 1.00%, 4.02%, 12/5/2024
(c) |
3,132,000 | 3,299,030 | |||
3 Month USD LIBOR + 1.12%, 4.01%, 4/23/2029
(c) |
2,833,000 | 3,129,898 | |||
3 Month USD LIBOR + 1.16%, 3.22%, 3/1/2025
(c) |
2,336,000 | 2,430,117 | |||
3 Month USD LIBOR + 1.16%, 3.70%, 5/6/2030
(c) |
2,930,000 | 3,196,015 | |||
3 Month USD LIBOR + 1.25%, 3.96%, 1/29/2027
(c) |
2,190,000 | 2,370,850 | |||
3 Month USD LIBOR + 1.26%, 4.20%, 7/23/2029
(c) |
2,942,000 | 3,285,743 | |||
3 Month USD LIBOR + 1.33%, 4.45%, 12/5/2029
(c) |
3,090,000 | 3,506,717 | |||
3 Month USD LIBOR + 1.34%, 3.78%, 2/1/2028
(c) |
3,348,000 | 3,627,056 | |||
3 Month USD LIBOR + 1.38%, 3.54%, 5/1/2028
(c) |
2,796,000 | 3,009,027 | |||
SOFR + 0.42%, 0.56%, 2/16/2025
(c) |
2,137,000 | 2,107,937 | |||
SOFR + 0.49%, 0.77%, 8/9/2025
(c) |
2,622,000 | 2,583,168 | |||
SOFR + 0.54%, 0.82%, 6/1/2025
(c) |
2,736,000 | 2,704,208 | |||
SOFR + 0.58%, 0.70%, 3/16/2024
(c) |
2,349,000 | 2,344,372 | |||
SOFR + 0.58%, 0.97%, 6/23/2025
(c) |
2,664,000 | 2,639,491 | |||
SOFR + 0.60%, 0.65%, 9/16/2024
(c) |
1,898,000 | 1,888,225 | |||
SOFR + 0.61%, 1.56%, 12/10/2025
(c) |
8,312,000 | 8,326,795 | |||
SOFR + 0.70%, 1.04%, 2/4/2027
(c) |
3,261,000 | 3,154,626 | |||
SOFR + 0.77%, 1.47%, 9/22/2027
(c) |
4,792,000 | 4,697,246 | |||
SOFR + 0.80%, 1.05%, 11/19/2026
(c) |
3,153,000 | 3,071,432 | |||
SOFR + 0.89%, 1.58%, 4/22/2027
(c) |
4,178,000 | 4,129,285 | |||
SOFR + 1.02%, 2.07%, 6/1/2029
(c) |
2,744,000 | 2,721,115 |
Security Description | Principal
Amount |
Value | |||
SOFR + 1.07%, 1.95%, 2/4/2032
(c) |
$ 3,218,000 | $ 3,098,644 | |||
SOFR + 1.11%, 1.76%, 11/19/2031
(c) |
1,513,000 | 1,435,277 | |||
SOFR + 1.16%, 2.30%, 10/15/2025
(c) |
2,344,000 | 2,396,084 | |||
SOFR + 1.18%, 2.55%, 11/8/2032
(c) |
8,328,000 | 8,384,381 | |||
SOFR + 1.25%, 2.58%, 4/22/2032
(c) |
3,975,000 | 4,024,528 | |||
SOFR + 1.46%, 1.51%, 6/1/2024
(c) |
3,152,000 | 3,174,505 | |||
SOFR + 1.51%, 2.74%, 10/15/2030
(c) |
4,670,000 | 4,791,653 | |||
SOFR + 1.59%, 2.01%, 3/13/2026
(c) |
5,479,000 | 5,546,940 | |||
SOFR + 1.85%, 2.08%, 4/22/2026
(c) |
4,562,000 | 4,631,342 | |||
SOFR + 1.89%, 2.18%, 6/1/2028
(c) |
1,924,000 | 1,937,102 | |||
SOFR + 2.04%, 2.52%, 4/22/2031
(c) |
1,742,000 | 1,762,190 | |||
SOFR + 2.52%, 2.96%, 5/13/2031
(c) |
3,794,000 | 3,926,373 | |||
SOFR + 3.79%, 4.49%, 3/24/2031
(c) |
3,723,000 | 4,310,005 | |||
KeyBank NA: | |||||
SOFR + 0.32%, 0.43%, 6/14/2024
(c) |
1,126,000 | 1,117,746 | |||
Series BKNT, 1.25%,
3/10/2023 |
310,000 | 311,900 | |||
Series BKNT, 3.30%,
6/1/2025 |
1,103,000 | 1,172,555 | |||
Series BKNT, 3.38%,
3/7/2023 |
1,013,000 | 1,043,491 | |||
Series BKNT, 3.40%,
5/20/2026 |
1,088,000 | 1,155,935 | |||
Series BKNT, 3.90%,
4/13/2029 |
936,000 | 1,030,499 | |||
Series BKNT, 6.95%,
2/1/2028 |
720,000 | 910,850 | |||
Series BKNT, SOFR + 0.34%, 0.42%, 1/3/2024
(c) |
521,000 | 519,057 | |||
KeyCorp.: | |||||
Series MTN, 2.25%,
4/6/2027 |
1,171,000 | 1,190,673 | |||
Series MTN, 2.55%,
10/1/2029 |
506,000 | 517,835 | |||
Series MTN, 4.10%,
4/30/2028 |
1,197,000 | 1,340,951 | |||
Series MTN, 4.15%,
10/29/2025 |
1,191,000 | 1,303,097 | |||
Lloyds Bank PLC 3.50%,
5/14/2025 |
785,000 | 830,577 | |||
Lloyds Banking Group PLC: | |||||
3.75%,
1/11/2027 |
1,501,000 | 1,622,746 |
Security Description | Principal
Amount |
Value | |||
3.90%,
3/12/2024 |
$ 1,091,000 | $ 1,151,649 | |||
4.05%,
8/16/2023 |
2,811,000 | 2,944,270 | |||
4.38%,
3/22/2028 |
1,724,000 | 1,938,552 | |||
4.45%,
5/8/2025 |
1,917,000 | 2,084,162 | |||
4.50%,
11/4/2024 |
1,534,000 | 1,652,686 | |||
4.55%,
8/16/2028 |
2,494,000 | 2,843,235 | |||
4.58%,
12/10/2025 |
1,998,000 | 2,180,178 | |||
4.65%,
3/24/2026 |
1,723,000 | 1,898,074 | |||
1 year CMT + 0.55%, 0.70%, 5/11/2024
(c) |
1,143,000 | 1,138,039 | |||
1 year CMT + 0.85%, 1.63%, 5/11/2027
(c) |
1,247,000 | 1,226,462 | |||
1 year CMT + 1.00%, 2.44%, 2/5/2026
(c) |
1,372,000 | 1,400,935 | |||
1 year CMT + 3.50%, 3.87%, 7/9/2025
(c) |
1,561,000 | 1,650,102 | |||
3 Month USD LIBOR + 1.21%, 3.57%, 11/7/2028
(c) |
1,791,000 | 1,914,507 | |||
M&T Bank Corp. 3.55%,
7/26/2023 |
765,000 | 794,246 | |||
Manufacturers & Traders Trust Co.: | |||||
Series BKNT, 2.90%, 2/6/2025
(a) |
1,091,000 | 1,140,095 | |||
Series BKNT, 3.40%,
8/17/2027 |
402,000 | 430,228 | |||
Mitsubishi UFJ Financial Group, Inc.: | |||||
1.41%,
7/17/2025 |
2,128,000 | 2,114,338 | |||
2.05%,
7/17/2030 |
1,565,000 | 1,520,695 | |||
2.19%,
2/25/2025 |
3,058,000 | 3,121,178 | |||
2.53%,
9/13/2023 |
1,074,000 | 1,101,892 | |||
2.56%,
2/25/2030 |
1,308,000 | 1,321,551 | |||
2.76%,
9/13/2026 |
936,000 | 971,896 | |||
2.80%,
7/18/2024 |
1,262,000 | 1,307,823 | |||
3.20%,
7/18/2029 |
1,846,000 | 1,948,804 | |||
3.29%,
7/25/2027 |
1,076,000 | 1,149,394 | |||
3.41%,
3/7/2024 |
1,575,000 | 1,649,245 | |||
3.46%,
3/2/2023 |
1,862,000 | 1,917,264 | |||
3.68%,
2/22/2027 |
975,000 | 1,060,478 | |||
3.74%,
3/7/2029 |
2,009,000 | 2,200,237 | |||
3.76%,
7/26/2023 |
5,400,000 | 5,635,872 | |||
3.78%, 3/2/2025
(a) |
836,000 | 895,289 | |||
3.85%,
3/1/2026 |
2,923,000 | 3,166,778 | |||
3.96%,
3/2/2028 |
1,252,000 | 1,388,092 | |||
4.05%,
9/11/2028 |
1,112,000 | 1,241,993 | |||
1 year CMT + 0.45%, 0.96%, 10/11/2025
(c) |
2,310,000 | 2,278,214 | |||
1 year CMT + 0.55%, 0.95%, 7/19/2025
(c) |
4,743,000 | 4,688,835 | |||
1 year CMT + 0.67%, 1.64%, 10/13/2027
(c) |
1,322,000 | 1,303,585 | |||
1 year CMT + 0.68%, 0.85%, 9/15/2024
(c) |
1,726,000 | 1,717,525 |
Security Description | Principal
Amount |
Value | |||
1 year CMT + 0.75%, 1.54%, 7/20/2027
(c) |
$ 4,201,000 | $ 4,129,373 | |||
1 year CMT + 0.95%, 2.31%, 7/20/2032
(c) |
169,000 | 166,832 | |||
Mizuho Financial Group, Inc.: | |||||
2.56%,
9/13/2031 |
1,297,000 | 1,265,729 | |||
2.84%,
9/13/2026 |
1,566,000 | 1,632,320 | |||
3.17%,
9/11/2027 |
1,022,000 | 1,078,629 | |||
3.55%,
3/5/2023 |
1,155,000 | 1,190,690 | |||
3.66%, 2/28/2027
(a) |
956,000 | 1,032,298 | |||
4.02%,
3/5/2028 |
1,434,000 | 1,593,246 | |||
1 year CMT + 0.67%, 1.23%, 5/22/2027
(c) |
1,384,000 | 1,340,999 | |||
3 Month USD LIBOR + 0.83%, 2.23%, 5/25/2026
(c) |
791,000 | 801,473 | |||
3 Month USD LIBOR + 1.00%, 3.92%, 9/11/2024
(c) |
1,117,000 | 1,166,952 | |||
3 Month USD LIBOR + 1.07%, 2.59%, 5/25/2031
(c) |
959,000 | 966,116 | |||
3 Month USD LIBOR + 1.13%, 3.15%, 7/16/2030
(c) |
1,100,000 | 1,154,967 | |||
3 Month USD LIBOR + 1.27%, 4.25%, 9/11/2029
(c) |
1,813,000 | 2,022,021 | |||
SOFR - 0.87%, 0.85%, 9/8/2024
(c) |
789,000 | 785,615 | |||
SOFR - 1.25%, 1.24%, 7/10/2024
(c) |
1,921,000 | 1,925,649 | |||
SOFR + 1.24%, 2.84%, 7/16/2025
(c) |
1,039,000 | 1,074,399 | |||
SOFR + 1.36%, 2.56%, 9/13/2025
(c) |
975,000 | 1,001,228 | |||
SOFR + 1.53%, 1.98%, 9/8/2031
(c) |
1,133,000 | 1,088,235 | |||
SOFR + 1.57%, 2.87%, 9/13/2030
(c) |
1,034,000 | 1,065,092 | |||
SOFR + 1.77%, 2.20%, 7/10/2031
(c) |
1,018,000 | 994,667 | |||
1 year CMT + 0.75%, 1.55%, 7/9/2027
(c) |
1,300,000 | 1,276,717 | |||
Morgan Stanley: | |||||
3.63%,
1/20/2027 |
4,070,000 | 4,416,723 | |||
3.95%,
4/23/2027 |
2,306,000 | 2,535,862 | |||
5.00%,
11/24/2025 |
3,262,000 | 3,651,418 | |||
3 Month USD LIBOR + 0.85%, 3.74%, 4/24/2024
(c) |
4,056,000 | 4,197,879 | |||
3 Month USD LIBOR + 1.34%, 3.59%, 7/22/2028
(c) |
3,372,000 | 3,637,376 | |||
SOFR + 0.53%, 0.79%, 5/30/2025
(c) |
3,692,000 | 3,643,266 |
Security Description | Principal
Amount |
Value | |||
SOFR + 0.62%, 0.73%, 4/5/2024
(c) |
$ 3,883,000 | $ 3,870,613 | |||
SOFR + 0.72%, 0.99%, 12/10/2026
(c) |
3,458,000 | 3,354,502 | |||
SOFR + 0.88%, 1.59%, 5/4/2027
(c) |
4,446,000 | 4,400,428 | |||
SOFR + 1.36%, 2.48%, 9/16/2036
(c) |
3,463,000 | 3,333,380 | |||
SOFR + 1.99%, 2.19%, 4/28/2026
(c) |
4,916,000 | 5,012,108 | |||
Series F, 3.88%,
4/29/2024 |
3,854,000 | 4,089,055 | |||
Series GMTN, 3.13%,
1/23/2023 |
3,173,000 | 3,251,119 | |||
Series GMTN, 3.70%,
10/23/2024 |
3,596,000 | 3,830,603 | |||
Series GMTN, 3.75%,
2/25/2023 |
3,277,000 | 3,390,253 | |||
Series GMTN, 3.88%,
1/27/2026 |
3,611,000 | 3,914,793 | |||
Series GMTN, 4.00%,
7/23/2025 |
3,781,000 | 4,100,948 | |||
Series GMTN, 4.35%,
9/8/2026 |
3,371,000 | 3,733,787 | |||
Series GMTN, 3 Month USD LIBOR + 1.14%, 3.77%, 1/24/2029
(c) |
3,980,000 | 4,333,583 | |||
Series GMTN, 3 Month USD LIBOR + 1.63%, 4.43%, 1/23/2030
(c) |
4,253,000 | 4,843,019 | |||
Series GMTN, SOFR + 1.14%, 2.70%, 1/22/2031
(c) |
4,305,000 | 4,409,827 | |||
Series I, SOFR + 0.75%, 0.86%, 10/21/2025
(c) |
2,038,000 | 2,010,141 | |||
Series MTN, 3.13%,
7/27/2026 |
6,036,000 | 6,398,945 | |||
Series MTN, 4.10%,
5/22/2023 |
2,913,000 | 3,034,676 | |||
Series MTN, 6.25%,
8/9/2026 |
1,552,000 | 1,852,669 | |||
Series MTN, SOFR + 0.46%, 0.53%, 1/25/2024
(c) |
3,933,000 | 3,919,628 | |||
Series MTN, SOFR + 0.51%, 0.79%, 1/22/2025
(c) |
3,411,000 | 3,378,425 | |||
Series MTN, SOFR + 0.56%, 1.16%, 10/21/2025
(c) |
3,152,000 | 3,124,452 | |||
Series MTN, SOFR + 0.86%, 1.51%, 7/20/2027
(c) |
3,653,000 | 3,595,319 | |||
Series MTN, SOFR + 1.02%, 1.93%, 4/28/2032
(c) |
489,000 | 467,225 | |||
Series MTN, SOFR + 1.03%, 1.79%, 2/13/2032
(c) |
557,000 | 527,819 |
Security Description | Principal
Amount |
Value | |||
Series MTN, SOFR + 1.15%, 2.72%, 7/22/2025
(c) |
$ 4,453,000 | $ 4,590,152 | |||
Series MTN, SOFR + 1.18%, 2.24%, 7/21/2032
(c) |
4,225,000 | 4,139,359 | |||
Series MTN, SOFR + 1.20%, 2.51%, 10/20/2032
(c) |
10,039,000 | 10,029,262 | |||
Series MTN, SOFR + 3.12%, 3.62%, 4/1/2031
(c) |
3,805,000 | 4,150,684 | |||
National Australia Bank, Ltd.: | |||||
2.88%,
4/12/2023 |
1,068,000 | 1,096,516 | |||
3.00%,
1/20/2023 |
697,000 | 714,007 | |||
3.38%,
1/14/2026 |
854,000 | 920,416 | |||
3.63%,
6/20/2023 |
1,011,000 | 1,052,421 | |||
Series BKNT, 2.50%, 7/12/2026
(a) |
1,447,000 | 1,508,758 | |||
National Bank of Canada: | |||||
Series FXD, 0.75%,
8/6/2024 |
1,182,000 | 1,165,736 | |||
Series MTN, 2.10%,
2/1/2023 |
565,000 | 572,526 | |||
Series MTN, 1 year CMT + 0.40%, 0.55%, 11/15/2024
(c) |
1,033,000 | 1,021,410 | |||
Natwest Group PLC: | |||||
3.88%,
9/12/2023 |
3,858,000 | 4,022,852 | |||
4.80%,
4/5/2026 |
1,715,000 | 1,912,191 | |||
5.13%,
5/28/2024 |
1,231,000 | 1,327,781 | |||
6.00%,
12/19/2023 |
1,476,000 | 1,603,069 | |||
6.10%,
6/10/2023 |
60,000 | 63,975 | |||
1 year CMT + 0.90%, 1.64%, 6/14/2027
(c) |
2,261,000 | 2,226,746 | |||
1 year CMT + 2.15%, 2.36%, 5/22/2024
(c) |
793,000 | 805,680 | |||
1 year CMT + 2.55%, 3.07%, 5/22/2028
(c) |
301,000 | 313,663 | |||
3 Month USD LIBOR + 1.55%, 4.52%, 6/25/2024
(c) |
3,130,000 | 3,275,357 | |||
3 Month USD LIBOR + 1.75%, 4.89%, 5/18/2029
(c) |
2,182,000 | 2,496,012 | |||
3 Month USD LIBOR + 1.76%, 4.27%, 3/22/2025
(c) |
3,366,000 | 3,564,830 | |||
3 Month USD LIBOR + 1.87%, 4.45%, 5/8/2030
(c) |
1,160,000 | 1,305,255 | |||
3 Month USD LIBOR + 1.91%, 5.08%, 1/27/2030
(c) |
2,025,000 | 2,349,283 | |||
5 year CMT + 2.10%, 3.75%, 11/1/2029
(c) |
1,414,000 | 1,475,594 |
Security Description | Principal
Amount |
Value | |||
5 year CMT + 2.35%, 3.03%, 11/28/2035
(c) |
$ 56,000 | $ 55,205 | |||
Northern Trust Corp.: | |||||
1.95%,
5/1/2030 |
1,025,000 | 1,015,714 | |||
3.15%, 5/3/2029
(a) |
524,000 | 563,950 | |||
3.65%,
8/3/2028 |
1,065,000 | 1,185,036 | |||
3.95%,
10/30/2025 |
1,093,000 | 1,197,491 | |||
People's United Bank NA 4.00%,
7/15/2024 |
615,000 | 646,242 | |||
PNC Bank NA: | |||||
2.50%,
8/27/2024 |
1,410,000 | 1,457,009 | |||
3.80%,
7/25/2023 |
1,069,000 | 1,113,599 | |||
Series BKNT, 2.70%,
10/22/2029 |
954,000 | 984,738 | |||
Series BKNT, 2.95%,
1/30/2023 |
868,000 | 887,547 | |||
Series BKNT, 2.95%,
2/23/2025 |
1,045,000 | 1,097,323 | |||
Series BKNT, 3.10%, 10/25/2027
(a) |
1,073,000 | 1,148,722 | |||
Series BKNT, 3.25%,
1/22/2028 |
1,189,000 | 1,276,356 | |||
Series BKNT, 3.30%, 10/30/2024
(a) |
1,187,000 | 1,254,303 | |||
Series BKNT, 3.50%,
6/8/2023 |
1,136,000 | 1,178,532 | |||
Series BKNT, 3.88%,
4/10/2025 |
1,089,000 | 1,167,168 | |||
Series BKNT, 4.05%,
7/26/2028 |
1,215,000 | 1,363,777 | |||
Series BKNT, 4.20%,
11/1/2025 |
832,000 | 912,355 | |||
PNC Financial Services Group Inc 1.15%,
8/13/2026 |
1,138,000 | 1,124,390 | |||
PNC Financial Services Group, Inc.: | |||||
2.20%,
11/1/2024 |
984,000 | 1,009,919 | |||
2.55%,
1/22/2030 |
2,422,000 | 2,497,591 | |||
2.60%,
7/23/2026 |
1,155,000 | 1,211,052 | |||
3.15%,
5/19/2027 |
960,000 | 1,033,267 | |||
3.45%,
4/23/2029 |
1,888,000 | 2,054,824 | |||
3.50%,
1/23/2024 |
1,212,000 | 1,269,194 | |||
3.90%,
4/29/2024 |
1,477,000 | 1,563,567 | |||
SOFR + 0.98%, 2.31%, 4/23/2032
(c) |
330,000 | 332,723 | |||
Regions Financial Corp.: | |||||
1.80%,
8/12/2028 |
963,000 | 942,912 | |||
2.25%,
5/18/2025 |
1,124,000 | 1,148,391 | |||
Royal Bank of Canada: | |||||
0.65%,
7/29/2024 |
296,000 | 291,971 | |||
0.75%,
10/7/2024 |
2,848,000 | 2,819,292 | |||
1.20%,
4/27/2026 |
2,081,000 | 2,045,706 | |||
1.40%,
11/2/2026 |
1,241,000 | 1,224,036 | |||
Series GMTN, 0.43%,
1/19/2024 |
891,000 | 880,255 |
Security Description | Principal
Amount |
Value | |||
Series GMTN, 0.88%,
1/20/2026 |
$ 1,405,000 | $ 1,367,739 | |||
Series GMTN, 1.15%,
7/14/2026 |
1,163,000 | 1,139,031 | |||
Series GMTN, 1.60%,
4/17/2023 |
823,000 | 832,160 | |||
Series GMTN, 1.95%,
1/17/2023 |
943,000 | 956,013 | |||
Series GMTN, 2.25%,
11/1/2024 |
1,618,000 | 1,663,207 | |||
Series GMTN, 2.55%,
7/16/2024 |
1,162,000 | 1,201,334 | |||
Series GMTN, 3.70%,
10/5/2023 |
1,675,000 | 1,756,572 | |||
Series GMTN, 4.65%,
1/27/2026 |
3,210,000 | 3,567,947 | |||
Series MTN, 0.50%,
10/26/2023 |
1,251,000 | 1,242,481 | |||
Series MTN, 1.15%,
6/10/2025 |
1,923,000 | 1,906,135 | |||
Series MTN, 2.30%,
11/3/2031 |
2,369,000 | 2,378,689 | |||
Santander Holdings USA, Inc.: | |||||
3.24%,
10/5/2026 |
1,612,000 | 1,690,198 | |||
3.40%,
1/18/2023 |
613,000 | 626,517 | |||
3.45%,
6/2/2025 |
1,166,000 | 1,224,533 | |||
4.40%,
7/13/2027 |
1,662,000 | 1,826,405 | |||
4.50%,
7/17/2025 |
1,050,000 | 1,136,783 | |||
3.50%,
6/7/2024 |
1,229,000 | 1,281,577 | |||
Santander UK Group Holdings PLC: | |||||
3.57%,
1/10/2023 |
1,152,000 | 1,152,507 | |||
3 Month USD LIBOR + 1.08%, 3.37%, 1/5/2024
(c) |
2,024,000 | 2,067,961 | |||
3 Month USD LIBOR + 1.40%, 3.82%, 11/3/2028
(c) |
1,234,000 | 1,323,946 | |||
3 Month USD LIBOR + 1.57%, 4.80%, 11/15/2024
(c) |
708,000 | 751,542 | |||
SOFR + 0.79%, 1.09%, 3/15/2025
(c) |
1,694,000 | 1,678,873 | |||
SOFR + 0.99%, 1.67%, 6/14/2027
(c) |
943,000 | 924,404 | |||
SOFR + 1.47%, 2.90%, 3/15/2032
(c) |
895,000 | 904,398 | |||
1 year CMT + 1.25%, 1.53%, 8/21/2026
(c) |
2,987,000 | 2,940,283 | |||
Santander UK PLC: | |||||
2.10%,
1/13/2023 |
1,078,000 | 1,093,157 | |||
2.88%,
6/18/2024 |
180,000 | 186,340 | |||
4.00%,
3/13/2024 |
977,000 | 1,034,457 | |||
Signature Bank 4.00%, 10/15/2030
(c) |
1,066,000 | 1,131,207 |
Security Description | Principal
Amount |
Value | |||
Sumitomo Mitsui Banking Corp.: | |||||
3.00%,
1/18/2023 |
$ 1,004,000 | $ 1,026,660 | |||
3.95%,
1/10/2024 |
1,062,000 | 1,121,132 | |||
Series GMTN, 3.40%,
7/11/2024 |
630,000 | 662,861 | |||
Series GMTN, 3.65%,
7/23/2025 |
733,000 | 785,996 | |||
Sumitomo Mitsui Financial Group, Inc.: | |||||
0.51%,
1/12/2024 |
875,000 | 864,658 | |||
0.95%,
1/12/2026 |
1,075,000 | 1,042,632 | |||
1.40%,
9/17/2026 |
2,336,000 | 2,281,268 | |||
1.47%,
7/8/2025 |
2,562,000 | 2,548,063 | |||
1.71%,
1/12/2031 |
1,375,000 | 1,295,552 | |||
1.90%,
9/17/2028 |
1,938,000 | 1,901,159 | |||
2.13%,
7/8/2030 |
780,000 | 761,857 | |||
2.14%,
9/23/2030 |
978,000 | 940,318 | |||
2.22%,
9/17/2031 |
1,179,000 | 1,154,854 | |||
2.35%,
1/15/2025 |
1,570,000 | 1,608,182 | |||
2.45%,
9/27/2024 |
1,126,000 | 1,157,415 | |||
2.63%,
7/14/2026 |
2,333,000 | 2,419,414 | |||
2.70%,
7/16/2024 |
2,205,000 | 2,278,449 | |||
2.72%,
9/27/2029 |
1,085,000 | 1,110,519 | |||
2.75%,
1/15/2030 |
715,000 | 731,831 | |||
3.01%,
10/19/2026 |
1,816,000 | 1,910,069 | |||
3.04%,
7/16/2029 |
4,584,000 | 4,786,888 | |||
3.10%,
1/17/2023 |
1,704,000 | 1,743,311 | |||
3.20%,
9/17/2029 |
2,804,000 | 2,916,300 | |||
3.35%,
10/18/2027 |
962,000 | 1,031,726 | |||
3.36%,
7/12/2027 |
1,922,000 | 2,062,498 | |||
3.45%,
1/11/2027 |
737,000 | 790,816 | |||
3.54%, 1/17/2028
(a) |
846,000 | 915,905 | |||
3.75%,
7/19/2023 |
1,062,000 | 1,106,986 | |||
3.78%,
3/9/2026 |
1,631,000 | 1,759,914 | |||
3.94%,
10/16/2023 |
2,856,000 | 3,000,714 | |||
3.94%,
7/19/2028 |
832,000 | 921,615 | |||
4.31%, 10/16/2028
(a) |
997,000 | 1,128,265 | |||
SunTrust Bank Series BKNT, 4.05%,
11/3/2025 |
801,000 | 875,934 | |||
SVB Financial Group: | |||||
1.80%,
10/28/2026 |
551,000 | 549,226 | |||
1.80%,
2/2/2031 |
611,000 | 579,002 | |||
2.10%,
5/15/2028 |
605,000 | 605,514 | |||
3.13%,
6/5/2030 |
1,155,000 | 1,212,704 | |||
3.50%,
1/29/2025 |
167,000 | 176,405 | |||
Svenska Handelsbanken AB Series BKNT, 3.90%,
11/20/2023 |
1,761,000 | 1,859,792 | |||
Toronto-Dominion Bank: | |||||
0.55%,
3/4/2024 |
1,345,000 | 1,330,461 | |||
1.25%,
12/13/2024 |
3,233,000 | 3,235,425 | |||
USD 5 Year swap Rate + 2.21%, 3.63%, 9/15/2031
(c) |
2,418,000 | 2,597,222 |
Security Description | Principal
Amount |
Value | |||
Series GMTN, 3.25%,
3/11/2024 |
$ 1,421,000 | $ 1,488,043 | |||
Series GMTN, 3.50%,
7/19/2023 |
1,629,000 | 1,697,630 | |||
Series MTN, 0.30%,
6/2/2023 |
1,057,000 | 1,050,658 | |||
Series MTN, 0.45%,
9/11/2023 |
2,563,000 | 2,545,982 | |||
Series MTN, 0.70%,
9/10/2024 |
1,182,000 | 1,167,875 | |||
Series MTN, 0.75%,
6/12/2023 |
3,775,000 | 3,775,491 | |||
Series MTN, 0.75%,
9/11/2025 |
1,029,000 | 1,002,606 | |||
Series MTN, 0.75%,
1/6/2026 |
1,527,000 | 1,481,236 | |||
Series MTN, 1.15%,
6/12/2025 |
933,000 | 925,872 | |||
Series MTN, 1.20%,
6/3/2026 |
1,576,000 | 1,549,555 | |||
Series MTN, 1.25%,
9/10/2026 |
1,747,000 | 1,716,882 | |||
Series MTN, 2.00%,
9/10/2031 |
1,039,000 | 1,023,914 | |||
Series MTN, 2.65%,
6/12/2024 |
1,812,000 | 1,879,207 | |||
Truist Bank: | |||||
Series BKNT, 2.25%,
3/11/2030 |
987,000 | 985,253 | |||
Series BKNT, 1.25%,
3/9/2023 |
1,003,000 | 1,008,707 | |||
Series BKNT, 1.50%,
3/10/2025 |
1,750,000 | 1,761,147 | |||
Series BKNT, 2.15%, 12/6/2024
(a) |
1,555,000 | 1,602,863 | |||
Series BKNT, 2.75%,
5/1/2023 |
1,196,000 | 1,226,223 | |||
Series BKNT, 3.00%,
2/2/2023 |
2,204,000 | 2,253,436 | |||
Series BKNT, 3.30%,
5/15/2026 |
1,259,000 | 1,339,979 | |||
Series BKNT, 3.63%,
9/16/2025 |
1,409,000 | 1,507,841 | |||
Series BKNT, 3 Month USD LIBOR + 0.74%, 3.69%, 8/2/2024
(c) |
903,000 | 941,838 | |||
Series BKNT, 5 year CMT + 1.15%, 2.64%, 9/17/2029
(c) |
983,000 | 1,011,222 | |||
Series BNKT, 3.20%,
4/1/2024 |
1,392,000 | 1,457,327 | |||
Truist Financial Corp.: | |||||
4.00%,
5/1/2025 |
1,835,000 | 1,981,378 | |||
Series MTN, 1.13%,
8/3/2027 |
849,000 | 821,671 | |||
Series MTN, 1.20%,
8/5/2025 |
1,203,000 | 1,195,193 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 1.95%, 6/5/2030
(a) |
$ 563,000 | $ 556,019 | |||
Series MTN, 2.20%,
3/16/2023 |
1,150,000 | 1,168,596 | |||
Series MTN, 2.50%,
8/1/2024 |
1,327,000 | 1,370,499 | |||
Series MTN, 2.85%,
10/26/2024 |
739,000 | 772,580 | |||
Series MTN, 3.70%,
6/5/2025 |
1,114,000 | 1,197,349 | |||
Series MTN, 3.75%,
12/6/2023 |
1,065,000 | 1,119,400 | |||
Series MTN, 3.88%,
3/19/2029 |
1,061,000 | 1,169,392 | |||
Series MTN, SOFR + 0.61%, 1.27%, 3/2/2027
(c) |
1,517,000 | 1,486,827 | |||
Series MTN, SOFR + 0.86%, 1.89%, 6/7/2029
(c) |
1,795,000 | 1,766,675 | |||
US Bancorp: | |||||
1.45%,
5/12/2025 |
1,876,000 | 1,884,911 | |||
2.40%,
7/30/2024 |
3,146,000 | 3,251,202 | |||
3.38%,
2/5/2024 |
920,000 | 964,712 | |||
5 year CMT + 0.95%, 2.49%, 11/3/2036
(c) |
1,917,000 | 1,911,575 | |||
Series DMTN, 3.00%,
7/30/2029 |
1,119,000 | 1,181,239 | |||
Series MTN, 1.38%, 7/22/2030
(a) |
1,546,000 | 1,456,409 | |||
Series MTN, 3.10%,
4/27/2026 |
1,255,000 | 1,328,618 | |||
Series MTN, 3.60%,
9/11/2024 |
1,057,000 | 1,122,978 | |||
Series MTN, 3.70%,
1/30/2024 |
1,329,000 | 1,402,587 | |||
Series MTN, 3.90%,
4/26/2028 |
1,188,000 | 1,334,219 | |||
Series MTN, 3.95%,
11/17/2025 |
679,000 | 742,378 | |||
Series V, 2.38%,
7/22/2026 |
1,605,000 | 1,668,317 | |||
Series X, 3.15%, 4/27/2027
(a) |
1,479,000 | 1,586,227 | |||
US Bank NA: | |||||
Series BKNT, 2.05%,
1/21/2025 |
2,025,000 | 2,072,142 | |||
Series BKNT, 2.80%,
1/27/2025 |
1,136,000 | 1,185,734 | |||
Series BKNT, 2.85%,
1/23/2023 |
300,000 | 306,513 | |||
Series BKNT, 3.40%,
7/24/2023 |
1,582,000 | 1,644,442 | |||
Valley National Bancorp. SOFR + 2.36%, 3.00%, 6/15/2031
(c) |
459,000 | 462,837 | |||
Wachovia Corp. 7.57%, 8/1/2026
(c)
(d) |
1,052,000 | 1,303,680 |
Security Description | Principal
Amount |
Value | |||
Webster Financial Corp. 4.10%,
3/25/2029 |
$ 715,000 | $ 785,270 | |||
Wells Fargo & Co.: | |||||
3.00%,
4/22/2026 |
4,835,000 | 5,081,827 | |||
3.00%,
10/23/2026 |
4,373,000 | 4,599,390 | |||
3.07%,
1/24/2023 |
2,078,000 | 2,080,494 | |||
4.13%,
8/15/2023 |
1,713,000 | 1,797,074 | |||
4.48%,
1/16/2024 |
783,000 | 833,801 | |||
SOFR + 2.00%, 2.19%, 4/30/2026
(c) |
3,721,000 | 3,791,290 | |||
Series B, 7.95%,
11/15/2029 |
171,000 | 236,442 | |||
Series GMTN, 4.30%,
7/22/2027 |
3,055,000 | 3,414,848 | |||
Series M, 3.45%,
2/13/2023 |
2,515,000 | 2,586,501 | |||
Series MTN, 3.00%,
2/19/2025 |
3,828,000 | 4,000,145 | |||
Series MTN, 3.30%,
9/9/2024 |
3,306,000 | 3,479,995 | |||
Series MTN, 3.55%,
9/29/2025 |
3,369,000 | 3,597,283 | |||
Series MTN, 3.75%,
1/24/2024 |
4,958,000 | 5,209,172 | |||
Series MTN, 4.10%,
6/3/2026 |
3,594,000 | 3,919,293 | |||
Series MTN, 4.15%,
1/24/2029 |
3,081,000 | 3,444,897 | |||
Series MTN, 3 Month USD LIBOR + 0.75%, 2.16%, 2/11/2026
(c) |
3,671,000 | 3,731,682 | |||
Series MTN, 3 Month USD LIBOR + 1.17%, 3.20%, 6/17/2027
(c) |
3,405,000 | 3,596,055 | |||
Series MTN, 3 Month USD LIBOR + 1.31%, 3.58%, 5/22/2028
(c) |
3,784,000 | 4,069,087 | |||
Series MTN, SOFR + 0.51%, 0.81%, 5/19/2025
(c) |
1,402,000 | 1,386,298 | |||
Series MTN, SOFR + 1.09%, 2.41%, 10/30/2025
(c) |
3,613,000 | 3,702,277 | |||
Series MTN, SOFR + 1.26%, 2.57%, 2/11/2031
(c) |
3,363,000 | 3,432,648 | |||
Series MTN, SOFR + 1.43%, 2.88%, 10/30/2030
(c) |
4,417,000 | 4,592,222 | |||
Series MTN, SOFR + 1.60%, 1.65%, 6/2/2024
(c) |
3,369,000 | 3,397,266 | |||
Series MTN, SOFR + 2.10%, 2.39%, 6/2/2028
(c) |
3,781,000 | 3,843,689 | |||
Series MTN, SOFR + 4.03%, 4.48%, 4/4/2031
(a)
(c) |
2,997,000 | 3,475,051 |
Security Description | Principal
Amount |
Value | ||||
Western Alliance Bancorp SOFR + 2.25%, 3.00%, 6/15/2031
(c) |
$ 1,035,000 | $ 1,052,419 | ||||
Westpac Banking Corp.: | ||||||
1.02%, 11/18/2024
(a) |
2,945,000 | 2,934,103 | ||||
1.15%,
6/3/2026 |
1,286,000 | 1,265,257 | ||||
1.95%,
11/20/2028 |
4,591,000 | 4,573,646 | ||||
2.00%,
1/13/2023 |
1,118,000 | 1,133,451 | ||||
2.15%,
6/3/2031 |
1,228,000 | 1,229,547 | ||||
2.35%,
2/19/2025 |
1,230,000 | 1,269,852 | ||||
2.65%,
1/16/2030 |
1,202,000 | 1,251,595 | ||||
2.70%,
8/19/2026 |
1,821,000 | 1,914,035 | ||||
2.75%,
1/11/2023 |
1,264,000 | 1,290,885 | ||||
2.85%,
5/13/2026 |
2,097,000 | 2,212,188 | ||||
3.30%,
2/26/2024 |
1,235,000 | 1,296,305 | ||||
3.35%,
3/8/2027 |
1,284,000 | 1,386,386 | ||||
3.40%,
1/25/2028 |
1,145,000 | 1,246,790 | ||||
3.65%,
5/15/2023 |
2,567,000 | 2,669,192 | ||||
5 year CMT + 2.00%, 4.11%, 7/24/2034
(c) |
1,093,000 | 1,178,997 | ||||
5 year CMT + 1.35%, 2.89%, 2/4/2030
(c) |
1,763,000 | 1,800,094 | ||||
Series GMTN, 5 Year US ISDA + 2.24%, 4.32%, 11/23/2031
(c) |
1,203,000 | 1,301,502 | ||||
Wintrust Financial Corp. 4.85%,
6/6/2029 |
580,000 | 627,589 | ||||
Zions Bancorp NA 3.25%,
10/29/2029 |
1,161,000 | 1,200,404 | ||||
1,556,176,244 | ||||||
BEVERAGES — 1.6% | ||||||
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 3.65%,
2/1/2026 |
4,237,000 | 4,570,579 | ||||
Anheuser-Busch InBev Finance, Inc. 3.65%,
2/1/2026 |
2,835,000 | 3,054,174 | ||||
Anheuser-Busch InBev Worldwide, Inc.: | ||||||
3.50%,
6/1/2030 |
2,169,000 | 2,376,552 | ||||
4.00%,
4/13/2028 |
3,038,000 | 3,377,800 | ||||
4.75%,
1/23/2029 |
5,447,000 | 6,342,214 | ||||
4.90%,
1/23/2031 |
672,000 | 808,980 | ||||
Brown-Forman Corp. 3.50%,
4/15/2025 |
406,000 | 432,552 | ||||
Coca-Cola Co 1.45%, 6/1/2027
(a) |
1,368,000 | 1,361,379 | ||||
Coca-Cola Co.: | ||||||
1.00%,
3/15/2028 |
1,108,000 | 1,065,442 | ||||
1.38%, 3/15/2031
(a) |
1,540,000 | 1,453,175 | ||||
1.50%, 3/5/2028
(a) |
1,110,000 | 1,094,371 | ||||
1.65%,
6/1/2030 |
1,545,000 | 1,496,873 | ||||
1.75%,
9/6/2024 |
927,000 | 945,355 | ||||
2.00%, 3/5/2031
(a) |
1,180,000 | 1,176,531 | ||||
2.13%, 9/6/2029
(a) |
1,433,000 | 1,455,770 |
Security Description | Principal
Amount |
Value | |||
2.90%,
5/25/2027 |
$ 1,371,000 | $ 1,463,131 | |||
3.38%,
3/25/2027 |
1,187,000 | 1,291,088 | |||
3.45%,
3/25/2030 |
1,318,000 | 1,459,052 | |||
Coca-Cola Consolidated, Inc. 3.80%,
11/25/2025 |
1,000,000 | 1,079,440 | |||
Coca-Cola Femsa SAB de CV 2.75%,
1/22/2030 |
1,521,000 | 1,552,667 | |||
Constellation Brands, Inc.: | |||||
2.25%,
8/1/2031 |
1,065,000 | 1,040,963 | |||
2.88%,
5/1/2030 |
907,000 | 929,802 | |||
3.15%,
8/1/2029 |
12,000 | 12,642 | |||
3.20%,
2/15/2023 |
509,000 | 520,676 | |||
3.50%,
5/9/2027 |
965,000 | 1,040,231 | |||
3.60%,
2/15/2028 |
522,000 | 563,556 | |||
4.25%,
5/1/2023 |
1,189,000 | 1,240,103 | |||
4.40%,
11/15/2025 |
517,000 | 569,139 | |||
4.65%,
11/15/2028 |
952,000 | 1,092,163 | |||
4.75%,
11/15/2024 |
1,241,000 | 1,356,351 | |||
Diageo Capital PLC: | |||||
1.38%,
9/29/2025 |
1,010,000 | 1,008,142 | |||
2.00%,
4/29/2030 |
1,073,000 | 1,060,017 | |||
2.63%,
4/29/2023 |
1,705,000 | 1,740,600 | |||
3.50%,
9/18/2023 |
1,099,000 | 1,144,400 | |||
3.88%, 5/18/2028
(a) |
421,000 | 470,787 | |||
Diageo Captial PLC: | |||||
2.13%,
10/24/2024 |
1,161,000 | 1,190,095 | |||
2.38%,
10/24/2029 |
1,240,000 | 1,266,313 | |||
Fomento Economico Mexicano SAB de CV 2.88%, 5/10/2023
(a) |
411,000 | 420,893 | |||
Keurig Dr Pepper, Inc.: | |||||
0.75%,
3/15/2024 |
358,000 | 355,526 | |||
2.25%,
3/15/2031 |
1,054,000 | 1,040,867 | |||
2.55%,
9/15/2026 |
1,139,000 | 1,175,630 | |||
3.13%,
12/15/2023 |
772,000 | 801,081 | |||
3.20%,
5/1/2030 |
868,000 | 918,561 | |||
3.40%,
11/15/2025 |
1,143,000 | 1,213,169 | |||
3.43%,
6/15/2027 |
645,000 | 691,821 | |||
4.06%,
5/25/2023 |
1,309,000 | 1,364,201 | |||
4.42%,
5/25/2025 |
1,132,000 | 1,233,733 | |||
4.60%,
5/25/2028 |
2,534,000 | 2,885,288 | |||
Molson Coors Brewing Co. 3.00%,
7/15/2026 |
2,370,000 | 2,486,794 | |||
PepsiCo, Inc.: | |||||
0.40%,
10/7/2023 |
938,000 | 934,426 | |||
0.75%,
5/1/2023 |
2,285,000 | 2,289,776 | |||
1.40%, 2/25/2031
(a) |
842,000 | 804,009 | |||
1.63%,
5/1/2030 |
659,000 | 641,774 | |||
1.95%,
10/21/2031 |
1,631,000 | 1,630,658 | |||
2.25%,
3/19/2025 |
1,155,000 | 1,194,917 | |||
2.38%,
10/6/2026 |
739,000 | 772,218 | |||
2.63%,
3/19/2027 |
1,196,000 | 1,255,250 | |||
2.63%,
7/29/2029 |
613,000 | 644,680 | |||
2.75%,
3/1/2023 |
1,464,000 | 1,499,853 | |||
2.75%,
4/30/2025 |
538,000 | 562,845 | |||
2.75%,
3/19/2030 |
1,871,000 | 1,978,171 |
Security Description | Principal
Amount |
Value | ||||
2.85%, 2/24/2026
(a) |
$ 1,021,000 | $ 1,079,483 | ||||
3.00%, 10/15/2027
(a) |
1,597,000 | 1,716,184 | ||||
3.50%,
7/17/2025 |
970,000 | 1,039,578 | ||||
3.60%,
3/1/2024 |
1,430,000 | 1,506,291 | ||||
7.00%, 3/1/2029
(a) |
1,083,000 | 1,475,598 | ||||
89,716,380 | ||||||
BIOTECHNOLOGY — 0.7% | ||||||
Amgen, Inc.: | ||||||
1.65%,
8/15/2028 |
1,487,000 | 1,457,557 | ||||
1.90%, 2/21/2025
(a) |
658,000 | 669,041 | ||||
2.20%,
2/21/2027 |
2,503,000 | 2,560,944 | ||||
2.25%,
8/19/2023 |
1,310,000 | 1,336,803 | ||||
2.30%,
2/25/2031 |
1,334,000 | 1,339,830 | ||||
2.45%,
2/21/2030 |
489,000 | 497,689 | ||||
2.60%,
8/19/2026 |
484,000 | 504,507 | ||||
3.13%,
5/1/2025 |
1,272,000 | 1,339,111 | ||||
3.20%,
11/2/2027 |
1,706,000 | 1,835,895 | ||||
3.63%,
5/22/2024 |
957,000 | 1,008,582 | ||||
Baxalta, Inc. 4.00%,
6/23/2025 |
1,195,000 | 1,287,326 | ||||
Biogen, Inc.: | ||||||
2.25%,
5/1/2030 |
1,897,000 | 1,869,418 | ||||
4.05%,
9/15/2025 |
2,095,000 | 2,274,730 | ||||
Gilead Sciences, Inc.: | ||||||
0.75%,
9/29/2023 |
2,912,000 | 2,898,692 | ||||
1.20%, 10/1/2027
(a) |
653,000 | 631,144 | ||||
1.65%,
10/1/2030 |
1,220,000 | 1,169,724 | ||||
2.50%,
9/1/2023 |
604,000 | 618,659 | ||||
2.95%,
3/1/2027 |
1,728,000 | 1,820,292 | ||||
3.50%,
2/1/2025 |
2,168,000 | 2,294,047 | ||||
3.65%,
3/1/2026 |
3,433,000 | 3,702,319 | ||||
3.70%,
4/1/2024 |
1,941,000 | 2,039,176 | ||||
Illumina, Inc.: | ||||||
0.55%,
3/23/2023 |
762,000 | 758,198 | ||||
2.55%,
3/23/2031 |
707,000 | 708,103 | ||||
Regeneron Pharmaceuticals, Inc. 1.75%,
9/15/2030 |
1,595,000 | 1,509,396 | ||||
Royalty Pharma PLC: | ||||||
0.75%,
9/2/2023 |
1,154,000 | 1,146,580 | ||||
1.20%,
9/2/2025 |
846,000 | 830,975 | ||||
1.75%,
9/2/2027 |
630,000 | 619,479 | ||||
2.15%,
9/2/2031 |
1,190,000 | 1,135,403 | ||||
2.20%,
9/2/2030 |
1,306,000 | 1,264,783 | ||||
41,128,403 | ||||||
BUILDING MATERIALS — 0.6% | ||||||
Carrier Global Corp.: | ||||||
2.24%,
2/15/2025 |
3,105,000 | 3,181,166 | ||||
2.49%,
2/15/2027 |
1,867,000 | 1,916,700 | ||||
2.70%,
2/15/2031 |
460,000 | 467,976 | ||||
2.72%,
2/15/2030 |
2,368,000 | 2,419,267 | ||||
Eagle Materials, Inc. 2.50%,
7/1/2031 |
1,148,000 | 1,132,950 |
Security Description | Principal
Amount |
Value | ||||
Fortune Brands Home & Security, Inc.: | ||||||
3.25%,
9/15/2029 |
$ 1,089,000 | $ 1,151,400 | ||||
4.00%,
9/21/2023 |
1,035,000 | 1,083,987 | ||||
4.00%,
6/15/2025 |
1,154,000 | 1,238,104 | ||||
Johnson Controls International PLC: | ||||||
3.90%,
2/14/2026 |
200,000 | 216,486 | ||||
3.63%, 7/2/2024
(c)
(d) |
412,000 | 433,626 | ||||
Johnson Controls International PLC/Tyco Fire & Security Finance SCA: | ||||||
1.75%,
9/15/2030 |
301,000 | 288,716 | ||||
2.00%,
9/16/2031 |
1,054,000 | 1,017,995 | ||||
Lennox International, Inc.: | ||||||
1.35%,
8/1/2025 |
796,000 | 786,838 | ||||
1.70%,
8/1/2027 |
986,000 | 970,185 | ||||
3.00%,
11/15/2023 |
2,000 | 2,059 | ||||
Martin Marietta Materials, Inc.: | ||||||
0.65%,
7/15/2023 |
1,148,000 | 1,143,948 | ||||
2.40%,
7/15/2031 |
903,000 | 897,058 | ||||
3.45%,
6/1/2027 |
577,000 | 617,707 | ||||
3.50%,
12/15/2027 |
859,000 | 925,126 | ||||
4.25%,
7/2/2024 |
418,000 | 445,918 | ||||
Series CB, 2.50%,
3/15/2030 |
1,130,000 | 1,137,695 | ||||
Masco Corp.: | ||||||
1.50%,
2/15/2028 |
640,000 | 619,840 | ||||
2.00%,
10/1/2030 |
705,000 | 675,862 | ||||
2.00%, 2/15/2031
(a) |
915,000 | 879,214 | ||||
3.50%,
11/15/2027 |
1,124,000 | 1,207,738 | ||||
Owens Corning: | ||||||
3.40%,
8/15/2026 |
833,000 | 881,997 | ||||
3.88%,
6/1/2030 |
1,106,000 | 1,208,393 | ||||
3.95%,
8/15/2029 |
929,000 | 1,016,865 | ||||
4.20%,
12/1/2024 |
941,000 | 1,005,901 | ||||
Vulcan Materials Co.: | ||||||
3.50%,
6/1/2030 |
1,181,000 | 1,273,165 | ||||
3.90%,
4/1/2027 |
592,000 | 648,216 | ||||
4.50%,
4/1/2025 |
388,000 | 420,739 | ||||
31,312,837 | ||||||
CHEMICALS — 1.2% | ||||||
Air Products & Chemicals, Inc.: | ||||||
1.50%,
10/15/2025 |
158,000 | 158,784 | ||||
1.85%, 5/15/2027
(a) |
526,000 | 534,674 | ||||
2.05%,
5/15/2030 |
160,000 | 160,970 | ||||
2.75%,
2/3/2023 |
573,000 | 585,474 | ||||
3.35%,
7/31/2024 |
666,000 | 700,832 | ||||
Albemarle Corp. 4.15%,
12/1/2024 |
1,088,000 | 1,165,618 | ||||
Cabot Corp. 4.00%,
7/1/2029 |
623,000 | 675,855 | ||||
Celanese US Holdings LLC: | ||||||
1.40%,
8/5/2026 |
740,000 | 721,826 |
Security Description | Principal
Amount |
Value | |||
3.50%,
5/8/2024 |
$ 656,000 | $ 685,349 | |||
CF Industries, Inc. 3.45%,
6/1/2023 |
300,000 | 309,231 | |||
Dow Chemical Co.: | |||||
2.10%, 11/15/2030
(a) |
1,163,000 | 1,143,950 | |||
3.63%,
5/15/2026 |
613,000 | 660,599 | |||
4.80%,
11/30/2028 |
938,000 | 1,094,355 | |||
7.38%,
11/1/2029 |
1,123,000 | 1,509,132 | |||
DuPont de Nemours, Inc.: | |||||
4.21%,
11/15/2023 |
3,165,000 | 3,346,861 | |||
4.49%,
11/15/2025 |
1,924,000 | 2,125,943 | |||
4.73%,
11/15/2028 |
2,745,000 | 3,181,729 | |||
Eastman Chemical Co.: | |||||
3.80%,
3/15/2025 |
1,116,000 | 1,192,078 | |||
4.50%,
12/1/2028 |
1,120,000 | 1,272,298 | |||
Ecolab, Inc.: | |||||
0.90%,
12/15/2023 |
657,000 | 657,920 | |||
1.30%, 1/30/2031
(a) |
1,145,000 | 1,071,205 | |||
1.65%,
2/1/2027 |
2,376,000 | 2,388,070 | |||
2.70%,
11/1/2026 |
924,000 | 972,159 | |||
3.25%,
12/1/2027 |
1,083,000 | 1,173,950 | |||
4.80%, 3/24/2030
(a) |
953,000 | 1,143,476 | |||
EI du Pont de Nemours & Co. 2.30%,
7/15/2030 |
463,000 | 465,371 | |||
EI du Pont de Nemours & Co. 1.70%,
7/15/2025 |
1,031,000 | 1,040,506 | |||
FMC Corp.: | |||||
3.20%,
10/1/2026 |
1,015,000 | 1,074,225 | |||
3.45%,
10/1/2029 |
1,150,000 | 1,225,175 | |||
4.10%,
2/1/2024 |
642,000 | 673,997 | |||
Huntsman International LLC: | |||||
2.95%, 6/15/2031
(a) |
1,065,000 | 1,082,391 | |||
4.50%,
5/1/2029 |
1,037,000 | 1,151,661 | |||
International Flavors & Fragrances, Inc.: | |||||
3.20%,
5/1/2023 |
300,000 | 306,651 | |||
4.45%,
9/26/2028 |
392,000 | 444,152 | |||
Linde, Inc.: | |||||
2.65%,
2/5/2025 |
781,000 | 811,584 | |||
2.70%,
2/21/2023 |
709,000 | 721,627 | |||
3.20%,
1/30/2026 |
351,000 | 374,313 | |||
LYB International Finance B.V. 4.00%,
7/15/2023 |
1,001,000 | 1,045,885 | |||
LYB International Finance III LLC: | |||||
1.25%,
10/1/2025 |
1,171,000 | 1,153,857 | |||
2.25%,
10/1/2030 |
839,000 | 834,973 | |||
LyondellBasell Industries NV 5.75%,
4/15/2024 |
1,119,000 | 1,218,625 | |||
Mosaic Co.: | |||||
4.05%,
11/15/2027 |
716,000 | 789,254 | |||
4.25%,
11/15/2023 |
1,181,000 | 1,241,727 | |||
NewMarket Corp. 2.70%,
3/18/2031 |
827,000 | 824,445 |
Security Description | Principal
Amount |
Value | ||||
Nutrien, Ltd.: | ||||||
1.90%,
5/13/2023 |
$ 1,215,000 | $ 1,230,443 | ||||
2.95%,
5/13/2030 |
1,153,000 | 1,216,092 | ||||
3.00%,
4/1/2025 |
999,000 | 1,041,687 | ||||
4.00%,
12/15/2026 |
1,178,000 | 1,291,618 | ||||
4.20%,
4/1/2029 |
850,000 | 958,451 | ||||
PPG Industries, Inc.: | ||||||
1.20%,
3/15/2026 |
917,000 | 897,880 | ||||
2.40%,
8/15/2024 |
843,000 | 868,079 | ||||
2.55%,
6/15/2030 |
888,000 | 905,467 | ||||
2.80%,
8/15/2029 |
86,000 | 90,035 | ||||
3.20%,
3/15/2023 |
671,000 | 688,151 | ||||
3.75%,
3/15/2028 |
973,000 | 1,080,332 | ||||
Praxair, Inc. 1.10%,
8/10/2030 |
812,000 | 758,213 | ||||
Rohm & Haas Co. 7.85%,
7/15/2029 |
949,000 | 1,287,157 | ||||
RPM International, Inc.: | ||||||
3.75%,
3/15/2027 |
769,000 | 838,056 | ||||
4.55%,
3/1/2029 |
883,000 | 1,001,702 | ||||
Sherwin-Williams Co.: | ||||||
2.30%,
5/15/2030 |
723,000 | 724,236 | ||||
2.95%,
8/15/2029 |
779,000 | 820,622 | ||||
3.13%,
6/1/2024 |
844,000 | 881,938 | ||||
3.45%,
8/1/2025 |
988,000 | 1,051,598 | ||||
3.45%,
6/1/2027 |
1,707,000 | 1,849,808 | ||||
3.95%,
1/15/2026 |
449,000 | 488,054 | ||||
Westlake Chemical Corp.: | ||||||
0.88%,
8/15/2024 |
1,051,000 | 1,035,193 | ||||
3.38%,
6/15/2030 |
1,088,000 | 1,154,977 | ||||
3.60%,
8/15/2026 |
873,000 | 936,965 | ||||
68,209,511 | ||||||
COMMERCIAL SERVICES — 1.0% | ||||||
Automatic Data Processing, Inc.: | ||||||
1.25%,
9/1/2030 |
1,287,000 | 1,215,636 | ||||
1.70%,
5/15/2028 |
1,460,000 | 1,456,788 | ||||
3.38%, 9/15/2025
(a) |
271,000 | 291,032 | ||||
Block Financial LLC: | ||||||
2.50%,
7/15/2028 |
1,173,000 | 1,175,592 | ||||
3.88%,
8/15/2030 |
91,000 | 97,435 | ||||
5.25%,
10/1/2025 |
100,000 | 111,047 | ||||
Cintas Corp. No. 2 3.70%,
4/1/2027 |
604,000 | 661,495 | ||||
Emory University Series 2020, 2.14%,
9/1/2030 |
62,000 | 62,766 | ||||
Equifax, Inc.: | ||||||
2.35%,
9/15/2031 |
1,206,000 | 1,189,936 | ||||
2.60%,
12/1/2024 |
1,144,000 | 1,183,880 | ||||
2.60%,
12/15/2025 |
458,000 | 474,218 | ||||
3.10%,
5/15/2030 |
766,000 | 802,822 | ||||
3.95%,
6/15/2023 |
1,131,000 | 1,176,036 | ||||
Global Payments, Inc.: | ||||||
1.20%,
3/1/2026 |
1,153,000 | 1,121,880 |
Security Description | Principal
Amount |
Value | |||
1.50%,
11/15/2024 |
$ 511,000 | $ 511,153 | |||
2.15%,
1/15/2027 |
1,080,000 | 1,085,108 | |||
2.65%,
2/15/2025 |
1,221,000 | 1,255,750 | |||
2.90%,
5/15/2030 |
933,000 | 950,121 | |||
2.90%,
11/15/2031 |
1,030,000 | 1,046,398 | |||
3.20%,
8/15/2029 |
1,458,000 | 1,518,084 | |||
3.75%,
6/1/2023 |
1,034,000 | 1,065,620 | |||
4.00%,
6/1/2023 |
1,152,000 | 1,197,251 | |||
GXO Logistics, Inc.: | |||||
1.65%, 7/15/2026
(b) |
1,163,000 | 1,138,251 | |||
2.65%, 7/15/2031
(b) |
985,000 | 971,496 | |||
IHS Markit, Ltd.: | |||||
3.63%,
5/1/2024 |
548,000 | 574,490 | |||
4.13%,
8/1/2023 |
709,000 | 740,260 | |||
4.25%,
5/1/2029 |
443,000 | 501,866 | |||
4.75%,
8/1/2028 |
704,000 | 813,993 | |||
Leland Stanford Junior University 1.29%,
6/1/2027 |
852,000 | 842,279 | |||
Moody's Corp.: | |||||
2.00%,
8/19/2031 |
858,000 | 835,726 | |||
3.25%,
1/15/2028 |
704,000 | 755,779 | |||
3.75%,
3/24/2025 |
1,158,000 | 1,237,497 | |||
4.25%,
2/1/2029 |
574,000 | 649,005 | |||
4.88%,
2/15/2024 |
1,079,000 | 1,154,303 | |||
PayPal Holdings, Inc.: | |||||
1.35%,
6/1/2023 |
1,324,000 | 1,335,122 | |||
1.65%,
6/1/2025 |
1,873,000 | 1,896,131 | |||
2.30%,
6/1/2030 |
715,000 | 725,482 | |||
2.40%,
10/1/2024 |
1,409,000 | 1,457,991 | |||
2.65%, 10/1/2026
(a) |
1,434,000 | 1,508,310 | |||
2.85%,
10/1/2029 |
2,188,000 | 2,304,905 | |||
Quanta Services, Inc.: | |||||
0.95%,
10/1/2024 |
1,035,000 | 1,022,994 | |||
2.35%,
1/15/2032 |
541,000 | 526,312 | |||
2.90%,
10/1/2030 |
1,250,000 | 1,277,212 | |||
RELX Capital, Inc.: | |||||
3.00%,
5/22/2030 |
1,152,000 | 1,209,946 | |||
3.50%,
3/16/2023 |
865,000 | 890,647 | |||
4.00%,
3/18/2029 |
33,000 | 36,594 | |||
S&P Global, Inc.: | |||||
1.25%,
8/15/2030 |
1,058,000 | 988,669 | |||
2.50%,
12/1/2029 |
1,137,000 | 1,175,840 | |||
2.95%,
1/22/2027 |
1,147,000 | 1,213,285 | |||
4.00%,
6/15/2025 |
1,041,000 | 1,128,225 | |||
Total System Services, Inc.: | |||||
4.45%,
6/1/2028 |
780,000 | 870,020 | |||
4.80%,
4/1/2026 |
902,000 | 1,001,563 | |||
United Rentals North America, Inc. 3.88%,
11/15/2027 |
92,000 | 95,466 | |||
Verisk Analytics, Inc.: | |||||
4.00%,
6/15/2025 |
1,052,000 | 1,132,573 | |||
4.13%,
3/15/2029 |
968,000 | 1,079,359 |
Security Description | Principal
Amount |
Value | ||||
Yale University Series 2020, 1.48%,
4/15/2030 |
$ 958,000 | $ 934,816 | ||||
53,676,455 | ||||||
COMPUTERS — 2.8% | ||||||
Amdocs, Ltd. 2.54%,
6/15/2030 |
534,000 | 531,127 | ||||
Apple, Inc.: | ||||||
0.55%, 8/20/2025
(a) |
1,743,000 | 1,701,255 | ||||
0.70%, 2/8/2026
(a) |
2,709,000 | 2,646,205 | ||||
0.75%,
5/11/2023 |
2,845,000 | 2,855,327 | ||||
1.13%,
5/11/2025 |
2,677,000 | 2,671,218 | ||||
1.20%,
2/8/2028 |
5,479,000 | 5,321,424 | ||||
1.25%,
8/20/2030 |
1,617,000 | 1,526,982 | ||||
1.40%,
8/5/2028 |
2,622,000 | 2,568,616 | ||||
1.65%,
5/11/2030 |
2,589,000 | 2,529,505 | ||||
1.65%, 2/8/2031
(a) |
2,603,000 | 2,536,207 | ||||
1.70%, 8/5/2031
(a) |
768,000 | 749,998 | ||||
1.80%,
9/11/2024 |
1,384,000 | 1,413,631 | ||||
2.05%,
9/11/2026 |
2,741,000 | 2,818,324 | ||||
2.20%,
9/11/2029 |
2,305,000 | 2,359,813 | ||||
2.40%,
1/13/2023 |
1,025,000 | 1,042,691 | ||||
2.40%,
5/3/2023 |
6,191,000 | 6,336,241 | ||||
2.45%,
8/4/2026 |
2,842,000 | 2,968,668 | ||||
2.50%,
2/9/2025 |
1,738,000 | 1,808,702 | ||||
2.75%,
1/13/2025 |
1,388,000 | 1,451,140 | ||||
2.85%,
2/23/2023 |
1,731,000 | 1,769,411 | ||||
2.85%,
5/11/2024 |
5,330,000 | 5,555,033 | ||||
2.90%,
9/12/2027 |
2,953,000 | 3,147,485 | ||||
3.00%,
2/9/2024 |
1,646,000 | 1,714,902 | ||||
3.00%,
6/20/2027 |
1,242,000 | 1,331,585 | ||||
3.00%,
11/13/2027 |
1,646,000 | 1,767,343 | ||||
3.20%,
5/13/2025 |
1,995,000 | 2,123,179 | ||||
3.20%,
5/11/2027 |
2,476,000 | 2,671,257 | ||||
3.25%,
2/23/2026 |
4,012,000 | 4,292,720 | ||||
3.35%,
2/9/2027 |
2,354,000 | 2,558,280 | ||||
3.45%,
5/6/2024 |
3,073,000 | 3,250,312 | ||||
CGI, Inc.: | ||||||
1.45%, 9/14/2026
(b) |
757,000 | 740,906 | ||||
2.30%, 9/14/2031
(b) |
749,000 | 720,987 | ||||
Dell International LLC/EMC Corp.: | ||||||
4.00%,
7/15/2024 |
1,199,000 | 1,273,134 | ||||
4.90%,
10/1/2026 |
1,929,000 | 2,174,542 | ||||
5.30%,
10/1/2029 |
2,160,000 | 2,537,330 | ||||
5.45%,
6/15/2023 |
702,000 | 741,375 | ||||
5.85%,
7/15/2025 |
1,122,000 | 1,272,673 | ||||
6.02%,
6/15/2026 |
5,747,000 | 6,659,336 | ||||
6.10%,
7/15/2027 |
968,000 | 1,159,964 | ||||
6.20%,
7/15/2030 |
2,489,000 | 3,146,270 | ||||
Dell, Inc. 7.10%,
4/15/2028 |
100,000 | 124,761 | ||||
DXC Technology Co.: | ||||||
1.80%,
9/15/2026 |
1,170,000 | 1,158,698 | ||||
2.38%,
9/15/2028 |
658,000 | 645,024 |
Security Description | Principal
Amount |
Value | |||
Fortinet, Inc.: | |||||
1.00%,
3/15/2026 |
$ 1,037,000 | $ 1,005,154 | |||
2.20%,
3/15/2031 |
978,000 | 957,217 | |||
Genpact Luxembourg Sarl 3.38%,
12/1/2024 |
753,000 | 793,323 | |||
Genpact Luxembourg SARL/Genpact USA, Inc. 1.75%,
4/10/2026 |
1,025,000 | 1,022,273 | |||
Hewlett Packard Enterprise Co.: | |||||
1.45%,
4/1/2024 |
1,329,000 | 1,337,001 | |||
1.75%,
4/1/2026 |
952,000 | 952,143 | |||
2.25%,
4/1/2023 |
878,000 | 891,741 | |||
4.45%,
10/2/2023 |
1,948,000 | 2,056,309 | |||
4.90%,
10/15/2025 |
3,134,000 | 3,477,956 | |||
HP, Inc.: | |||||
1.45%, 6/17/2026
(b) |
1,161,000 | 1,142,389 | |||
2.20%,
6/17/2025 |
1,569,000 | 1,603,863 | |||
2.65%, 6/17/2031
(b) |
951,000 | 938,922 | |||
3.00%,
6/17/2027 |
1,232,000 | 1,296,557 | |||
3.40%, 6/17/2030
(a) |
959,000 | 1,012,992 | |||
International Business Machines Corp.: | |||||
1.70%,
5/15/2027 |
1,635,000 | 1,629,981 | |||
1.95%,
5/15/2030 |
1,517,000 | 1,483,186 | |||
3.00%,
5/15/2024 |
3,336,000 | 3,484,419 | |||
3.30%,
5/15/2026 |
3,350,000 | 3,585,706 | |||
3.30%,
1/27/2027 |
1,230,000 | 1,319,987 | |||
3.38%,
8/1/2023 |
1,342,000 | 1,395,157 | |||
3.45%,
2/19/2026 |
1,427,000 | 1,530,443 | |||
3.50%,
5/15/2029 |
4,019,000 | 4,366,041 | |||
3.63%,
2/12/2024 |
2,354,000 | 2,480,716 | |||
6.22%,
8/1/2027 |
1,152,000 | 1,411,868 | |||
6.50%,
1/15/2028 |
1,029,000 | 1,296,283 | |||
7.00%,
10/30/2025 |
1,074,000 | 1,294,739 | |||
Kyndryl Holdings, Inc.: | |||||
2.05%, 10/15/2026
(b) |
1,152,000 | 1,123,384 | |||
2.70%, 10/15/2028
(b) |
982,000 | 951,529 | |||
3.15%, 10/15/2031
(a)
(b) |
1,157,000 | 1,120,069 | |||
Leidos, Inc.: | |||||
2.30%,
2/15/2031 |
1,152,000 | 1,105,770 | |||
2.95%,
5/15/2023 |
997,000 | 1,020,898 | |||
3.63%,
5/15/2025 |
1,002,000 | 1,063,773 | |||
4.38%,
5/15/2030 |
1,801,000 | 2,009,069 | |||
NetApp, Inc.: | |||||
1.88%,
6/22/2025 |
1,114,000 | 1,126,187 | |||
2.38%,
6/22/2027 |
1,130,000 | 1,159,448 | |||
2.70%,
6/22/2030 |
1,130,000 | 1,136,780 | |||
3.30%,
9/29/2024 |
881,000 | 923,429 | |||
Teledyne FLIR LLC 2.50%,
8/1/2030 |
1,013,000 | 1,016,941 | |||
Western Digital Corp.: | |||||
2.85%,
2/1/2029 |
1,199,000 | 1,210,343 | |||
4.75%,
2/15/2026 |
260,000 | 284,235 | |||
157,391,802 |
Security Description | Principal
Amount |
Value | ||||
COSMETICS/PERSONAL CARE — 0.6% | ||||||
Colgate-Palmolive Co.: | ||||||
Series MTN, 1.95%,
2/1/2023 |
$ 821,000 | $ 832,042 | ||||
Series MTN, 2.10%,
5/1/2023 |
981,000 | 998,697 | ||||
Series MTN, 3.25%,
3/15/2024 |
971,000 | 1,021,152 | ||||
Estee Lauder Cos., Inc 2.60%,
4/15/2030 |
990,000 | 1,026,333 | ||||
Estee Lauder Cos., Inc.: | ||||||
1.95%,
3/15/2031 |
915,000 | 902,812 | ||||
2.00%,
12/1/2024 |
955,000 | 979,219 | ||||
2.38%, 12/1/2029
(a) |
1,170,000 | 1,197,905 | ||||
3.15%,
3/15/2027 |
670,000 | 718,635 | ||||
Procter & Gamble Co.: | ||||||
0.55%,
10/29/2025 |
517,000 | 504,789 | ||||
1.00%, 4/23/2026
(a) |
1,113,000 | 1,102,471 | ||||
1.20%, 10/29/2030
(a) |
1,412,000 | 1,336,260 | ||||
1.95%, 4/23/2031
(a) |
1,250,000 | 1,261,450 | ||||
2.45%,
11/3/2026 |
803,000 | 842,178 | ||||
2.70%, 2/2/2026
(a) |
107,000 | 113,113 | ||||
2.80%,
3/25/2027 |
3,446,000 | 3,655,069 | ||||
2.85%,
8/11/2027 |
2,052,000 | 2,193,321 | ||||
3.00%,
3/25/2030 |
1,820,000 | 1,977,412 | ||||
3.10%, 8/15/2023
(a) |
1,176,000 | 1,221,946 | ||||
Unilever Capital Corp.: | ||||||
0.38%,
9/14/2023 |
916,000 | 910,156 | ||||
0.63%, 8/12/2024
(a) |
1,152,000 | 1,144,858 | ||||
1.38%,
9/14/2030 |
1,079,000 | 1,021,122 | ||||
1.75%, 8/12/2031
(a) |
1,102,000 | 1,071,464 | ||||
2.00%, 7/28/2026
(a) |
995,000 | 1,018,393 | ||||
2.13%,
9/6/2029 |
855,000 | 862,344 | ||||
2.60%,
5/5/2024 |
987,000 | 1,020,982 | ||||
2.90%,
5/5/2027 |
1,048,000 | 1,112,022 | ||||
3.10%,
7/30/2025 |
786,000 | 833,514 | ||||
3.13%,
3/22/2023 |
1,022,000 | 1,049,584 | ||||
3.25%,
3/7/2024 |
1,164,000 | 1,218,592 | ||||
3.38%,
3/22/2025 |
1,020,000 | 1,085,668 | ||||
3.50%, 3/22/2028
(a) |
1,090,000 | 1,192,809 | ||||
35,426,312 | ||||||
DISTRIBUTION & WHOLESALE — 0.0% (e) | ||||||
WW Grainger, Inc. 1.85%,
2/15/2025 |
1,056,000 | 1,074,512 | ||||
DIVERSIFIED FINANCIAL SERVICES — 4.6% | ||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust: | ||||||
1.15%,
10/29/2023 |
2,123,000 | 2,114,105 | ||||
1.75%,
1/30/2026 |
954,000 | 937,171 | ||||
2.45%,
10/29/2026 |
3,959,000 | 3,988,732 | ||||
2.88%,
8/14/2024 |
1,863,000 | 1,916,151 | ||||
3.00%,
10/29/2028 |
1,085,000 | 1,101,264 | ||||
3.15%,
2/15/2024 |
1,717,000 | 1,769,866 | ||||
3.30%,
1/23/2023 |
849,000 | 867,084 |
Security Description | Principal
Amount |
Value | |||
3.50%,
1/15/2025 |
$ 3,604,000 | $ 3,768,415 | |||
3.65%,
7/21/2027 |
700,000 | 738,521 | |||
3.88%, 1/23/2028
(a) |
1,781,000 | 1,894,539 | |||
4.13%,
7/3/2023 |
1,091,000 | 1,134,258 | |||
4.45%,
10/1/2025 |
1,965,000 | 2,116,010 | |||
4.45%,
4/3/2026 |
1,242,000 | 1,348,998 | |||
4.50%,
9/15/2023 |
2,039,000 | 2,139,931 | |||
4.63%,
10/15/2027 |
1,698,000 | 1,875,458 | |||
4.88%,
1/16/2024 |
1,335,000 | 1,420,106 | |||
6.50%,
7/15/2025 |
3,324,000 | 3,801,160 | |||
Series 3NC1, 1.75%,
10/29/2024 |
2,048,000 | 2,045,420 | |||
Affiliated Managers Group, Inc.: | |||||
3.30%,
6/15/2030 |
916,000 | 969,302 | |||
3.50%,
8/1/2025 |
988,000 | 1,052,230 | |||
4.25%,
2/15/2024 |
306,000 | 325,370 | |||
Air Lease Corp.: | |||||
0.80%,
8/18/2024 |
966,000 | 946,786 | |||
1.88%,
8/15/2026 |
1,395,000 | 1,373,712 | |||
2.10%,
9/1/2028 |
1,129,000 | 1,091,811 | |||
2.25%,
1/15/2023 |
816,000 | 826,371 | |||
2.75%,
1/15/2023 |
1,130,000 | 1,148,396 | |||
3.00%,
9/15/2023 |
1,161,000 | 1,192,068 | |||
3.13%,
12/1/2030 |
578,000 | 590,196 | |||
3.25%,
3/1/2025 |
768,000 | 798,298 | |||
3.25%,
10/1/2029 |
1,182,000 | 1,212,779 | |||
3.38%,
7/1/2025 |
1,136,000 | 1,187,404 | |||
3.63%,
4/1/2027 |
967,000 | 1,017,777 | |||
3.63%, 12/1/2027
(a) |
588,000 | 621,934 | |||
3.88%,
7/3/2023 |
1,257,000 | 1,302,654 | |||
4.25%,
9/15/2024 |
983,000 | 1,046,384 | |||
4.63%,
10/1/2028 |
321,000 | 354,471 | |||
Series GMTN, 3.75%,
6/1/2026 |
533,000 | 568,066 | |||
Series MTN, 0.70%,
2/15/2024 |
807,000 | 794,968 | |||
Series MTN, 2.30%,
2/1/2025 |
226,000 | 229,381 | |||
Series MTN, 2.88%,
1/15/2026 |
1,638,000 | 1,689,351 | |||
Series MTN, 3.00%,
2/1/2030 |
959,000 | 961,359 | |||
Series MTN, 4.25%,
2/1/2024 |
423,000 | 445,863 | |||
Aircastle, Ltd.: | |||||
4.13%,
5/1/2024 |
1,158,000 | 1,211,361 | |||
4.25%,
6/15/2026 |
739,000 | 792,341 | |||
4.40%,
9/25/2023 |
1,060,000 | 1,110,403 | |||
5.00%,
4/1/2023 |
1,091,000 | 1,139,571 | |||
Ally Financial, Inc.: | |||||
1.45%,
10/2/2023 |
2,271,000 | 2,278,880 | |||
2.20%,
11/2/2028 |
804,000 | 798,975 | |||
3.05%,
6/5/2023 |
1,229,000 | 1,259,700 | |||
3.88%,
5/21/2024 |
926,000 | 976,013 | |||
4.63%,
3/30/2025 |
902,000 | 981,728 |
Security Description | Principal
Amount |
Value | |||
5.13%,
9/30/2024 |
$ 964,000 | $ 1,054,982 | |||
8.00%,
11/1/2031 |
1,086,000 | 1,501,916 | |||
8.00%,
11/1/2031 |
2,420,000 | 3,424,106 | |||
American Express Co.: | |||||
0.75%,
11/3/2023 |
1,135,000 | 1,132,707 | |||
1.65%,
11/4/2026 |
1,226,000 | 1,229,237 | |||
2.50%,
7/30/2024 |
1,707,000 | 1,763,212 | |||
3.00%,
10/30/2024 |
1,791,000 | 1,877,398 | |||
3.13%,
5/20/2026 |
721,000 | 764,635 | |||
3.30%, 5/3/2027
(b) |
3,846,000 | 4,125,527 | |||
3.40%,
2/27/2023 |
1,979,000 | 2,036,134 | |||
3.40%,
2/22/2024 |
1,055,000 | 1,104,965 | |||
3.63%, 12/5/2024
(a) |
960,000 | 1,025,942 | |||
3.70%,
8/3/2023 |
2,331,000 | 2,429,998 | |||
4.20%,
11/6/2025 |
1,227,000 | 1,350,718 | |||
Ameriprise Financial, Inc.: | |||||
2.88%,
9/15/2026 |
813,000 | 856,479 | |||
3.00%,
4/2/2025 |
1,094,000 | 1,142,858 | |||
3.70%,
10/15/2024 |
995,000 | 1,062,182 | |||
4.00%,
10/15/2023 |
1,249,000 | 1,316,171 | |||
Andrew W Mellon Foundation Series 2020, 0.95%,
8/1/2027 |
1,140,000 | 1,103,497 | |||
Aptiv PLC 4.35%,
3/15/2029 |
733,000 | 832,160 | |||
BGC Partners, Inc.: | |||||
3.75%,
10/1/2024 |
835,000 | 870,755 | |||
5.38%,
7/24/2023 |
1,143,000 | 1,206,859 | |||
BlackRock, Inc.: | |||||
1.90%,
1/28/2031 |
1,178,000 | 1,161,426 | |||
2.10%,
2/25/2032 |
2,251,000 | 2,233,847 | |||
2.40%,
4/30/2030 |
1,101,000 | 1,130,947 | |||
3.20%,
3/15/2027 |
705,000 | 761,315 | |||
3.25%,
4/30/2029 |
916,000 | 997,258 | |||
3.50%,
3/18/2024 |
905,000 | 956,884 | |||
Blackstone Private Credit Fund: | |||||
1.75%, 9/15/2024
(b) |
764,000 | 752,082 | |||
2.35%, 11/22/2024
(b) |
984,000 | 984,157 | |||
2.63%, 12/15/2026
(b) |
1,552,000 | 1,514,395 | |||
3.25%, 3/15/2027
(b) |
799,000 | 799,983 | |||
BorgWarner, Inc.: | |||||
2.65%, 7/1/2027
(a) |
912,000 | 942,953 | |||
3.38%, 3/15/2025
(a) |
822,000 | 867,999 | |||
Brookfield Asset Management, Inc. 4.00%,
1/15/2025 |
964,000 | 1,031,895 | |||
Brookfield Finance, Inc.: | |||||
2.72%,
4/15/2031 |
757,000 | 764,267 | |||
3.90%,
1/25/2028 |
528,000 | 579,675 | |||
4.00%,
4/1/2024 |
932,000 | 984,369 | |||
4.25%,
6/2/2026 |
974,000 | 1,072,481 | |||
4.35%,
4/15/2030 |
1,020,000 | 1,149,642 | |||
4.85%,
3/29/2029 |
1,017,000 | 1,172,306 | |||
Capital One Bank USA NA: | |||||
3.38%,
2/15/2023 |
1,909,000 | 1,961,326 |
Security Description | Principal
Amount |
Value | |||
SOFR + 0.91%, 2.28%, 1/28/2026
(c) |
$ 1,199,000 | $ 1,222,596 | |||
Capital One Financial Corp.: | |||||
2.60%,
5/11/2023 |
1,199,000 | 1,224,347 | |||
3.20%,
1/30/2023 |
1,033,000 | 1,058,422 | |||
3.20%,
2/5/2025 |
1,264,000 | 1,327,491 | |||
3.30%,
10/30/2024 |
1,915,000 | 2,018,659 | |||
3.50%,
6/15/2023 |
1,756,000 | 1,819,813 | |||
3.65%,
5/11/2027 |
1,074,000 | 1,159,415 | |||
3.75%,
4/24/2024 |
714,000 | 752,949 | |||
3.75%,
7/28/2026 |
3,552,000 | 3,805,648 | |||
3.75%,
3/9/2027 |
2,005,000 | 2,173,861 | |||
3.80%,
1/31/2028 |
1,817,000 | 1,978,731 | |||
3.90%,
1/29/2024 |
1,355,000 | 1,427,289 | |||
4.20%,
10/29/2025 |
1,973,000 | 2,145,302 | |||
4.25%,
4/30/2025 |
1,084,000 | 1,173,246 | |||
SOFR + 0.69%, 1.34%, 12/6/2024
(c) |
3,328,000 | 3,348,933 | |||
SOFR + 0.86%, 1.88%, 11/2/2027
(c) |
855,000 | 851,358 | |||
SOFR + 1.27%, 2.62%, 11/2/2032
(c) |
310,000 | 308,720 | |||
SOFR + 1.34%, 2.36%, 7/29/2032
(c) |
672,000 | 637,547 | |||
Cboe Global Markets, Inc.: | |||||
1.63%,
12/15/2030 |
1,123,000 | 1,066,951 | |||
3.65%,
1/12/2027 |
756,000 | 819,874 | |||
Charles Schwab Corp: | |||||
2.75%,
10/1/2029 |
816,000 | 853,618 | |||
3.30%,
4/1/2027 |
1,136,000 | 1,219,246 | |||
3.63%,
4/1/2025 |
1,110,000 | 1,182,883 | |||
3.75%,
4/1/2024 |
1,077,000 | 1,136,558 | |||
Charles Schwab Corp.: | |||||
0.75%,
3/18/2024 |
1,946,000 | 1,937,243 | |||
0.90%,
3/11/2026 |
1,767,000 | 1,726,730 | |||
1.15%,
5/13/2026 |
1,125,000 | 1,110,589 | |||
1.65%,
3/11/2031 |
638,000 | 612,882 | |||
1.95%,
12/1/2031 |
1,078,000 | 1,058,822 | |||
2.00%,
3/20/2028 |
1,455,000 | 1,472,445 | |||
2.30%, 5/13/2031
(a) |
551,000 | 556,400 | |||
3.00%,
3/10/2025 |
751,000 | 786,800 | |||
3.20%,
3/2/2027 |
936,000 | 1,001,941 | |||
3.20%,
1/25/2028 |
1,270,000 | 1,365,123 | |||
3.25%,
5/22/2029 |
295,000 | 317,034 | |||
3.45%,
2/13/2026 |
222,000 | 238,328 | |||
3.55%,
2/1/2024 |
1,005,000 | 1,055,310 | |||
3.85%,
5/21/2025 |
335,000 | 361,040 | |||
4.00%,
2/1/2029 |
564,000 | 632,718 | |||
4.20%,
3/24/2025 |
1,000,000 | 1,087,700 | |||
4.63%,
3/22/2030 |
1,004,000 | 1,188,907 | |||
CI Financial Corp. 3.20%,
12/17/2030 |
767,000 | 788,346 | |||
Citigroup Global Markets Holdings, Inc. 0.75%,
6/7/2024 |
976,000 | 965,098 |
Security Description | Principal
Amount |
Value | |||
CME Group, Inc. 3.75%,
6/15/2028 |
$ 1,052,000 | $ 1,168,120 | |||
Discover Financial Services: | |||||
3.75%,
3/4/2025 |
1,176,000 | 1,245,278 | |||
3.95%,
11/6/2024 |
754,000 | 802,543 | |||
4.10%,
2/9/2027 |
1,170,000 | 1,273,861 | |||
4.50%,
1/30/2026 |
1,102,000 | 1,206,955 | |||
Eaton Vance Corp.: | |||||
3.50%,
4/6/2027 |
943,000 | 1,010,651 | |||
3.63%,
6/15/2023 |
759,000 | 787,493 | |||
Franklin Resources, Inc.: | |||||
1.60%,
10/30/2030 |
1,198,000 | 1,130,804 | |||
2.85%,
3/30/2025 |
150,000 | 156,924 | |||
Intercontinental Exchange, Inc.: | |||||
0.70%,
6/15/2023 |
1,004,000 | 1,003,147 | |||
2.10%,
6/15/2030 |
1,252,000 | 1,241,871 | |||
3.10%,
9/15/2027 |
384,000 | 409,044 | |||
3.45%,
9/21/2023 |
818,000 | 850,646 | |||
3.75%,
12/1/2025 |
1,492,000 | 1,612,151 | |||
3.75%,
9/21/2028 |
800,000 | 885,224 | |||
4.00%,
10/15/2023 |
875,000 | 922,591 | |||
Invesco Finance PLC: | |||||
3.75%,
1/15/2026 |
667,000 | 721,227 | |||
4.00%,
1/30/2024 |
1,122,000 | 1,183,766 | |||
Janus Capital Group, Inc. 4.88%,
8/1/2025 |
1,108,000 | 1,213,415 | |||
Jefferies Group LLC 6.45%,
6/8/2027 |
953,000 | 1,165,147 | |||
Jefferies Group LLC/Jefferies Group Capital Finance, Inc.: | |||||
2.63%,
10/15/2031 |
1,287,000 | 1,270,810 | |||
4.15%,
1/23/2030 |
1,120,000 | 1,243,379 | |||
4.85%,
1/15/2027 |
879,000 | 999,036 | |||
Lazard Group LLC: | |||||
3.63%,
3/1/2027 |
838,000 | 899,124 | |||
3.75%,
2/13/2025 |
524,000 | 556,766 | |||
4.38%,
3/11/2029 |
776,000 | 877,780 | |||
4.50%,
9/19/2028 |
732,000 | 836,317 | |||
Lear Corp.: | |||||
2.60%,
1/15/2032 |
780,000 | 768,370 | |||
3.50%,
5/30/2030 |
728,000 | 775,131 | |||
Legg Mason, Inc. 4.75%,
3/15/2026 |
1,160,000 | 1,297,680 | |||
Magna International, Inc. 2.45%,
6/15/2030 |
1,194,000 | 1,211,098 | |||
Mastercard, Inc.: | |||||
1.90%,
3/15/2031 |
864,000 | 863,559 | |||
2.00%, 3/3/2025
(a) |
1,057,000 | 1,083,404 | |||
2.00%, 11/18/2031
(a) |
1,140,000 | 1,135,942 | |||
2.95%,
11/21/2026 |
1,049,000 | 1,116,870 | |||
2.95%,
6/1/2029 |
1,246,000 | 1,332,983 | |||
3.30%,
3/26/2027 |
1,042,000 | 1,126,861 | |||
3.35%, 3/26/2030
(a) |
1,535,000 | 1,688,040 | |||
3.38%,
4/1/2024 |
1,218,000 | 1,284,357 |
Security Description | Principal
Amount |
Value | ||||
3.50%,
2/26/2028 |
$ 713,000 | $ 780,928 | ||||
Nasdaq, Inc.: | ||||||
1.65%, 1/15/2031
(a) |
1,117,000 | 1,039,648 | ||||
3.85%,
6/30/2026 |
943,000 | 1,027,182 | ||||
4.25%,
6/1/2024 |
1,109,000 | 1,179,721 | ||||
Nomura Holdings, Inc.: | ||||||
1.65%,
7/14/2026 |
1,310,000 | 1,288,293 | ||||
1.85%,
7/16/2025 |
361,000 | 361,256 | ||||
2.17%,
7/14/2028 |
1,213,000 | 1,188,473 | ||||
2.61%,
7/14/2031 |
1,332,000 | 1,313,126 | ||||
2.65%,
1/16/2025 |
301,000 | 309,690 | ||||
3.10%,
1/16/2030 |
1,313,000 | 1,353,257 | ||||
ORIX Corp.: | ||||||
2.25%, 3/9/2031
(a) |
1,085,000 | 1,086,465 | ||||
3.25%,
12/4/2024 |
684,000 | 720,368 | ||||
3.70%,
7/18/2027 |
913,000 | 992,531 | ||||
4.05%,
1/16/2024 |
831,000 | 876,539 | ||||
Raymond James Financial, Inc. 4.65%,
4/1/2030 |
727,000 | 842,419 | ||||
Stifel Financial Corp.: | ||||||
4.00%,
5/15/2030 |
916,000 | 1,008,727 | ||||
4.25%,
7/18/2024 |
1,104,000 | 1,175,705 | ||||
Synchrony Financial: | ||||||
3.70%,
8/4/2026 |
1,091,000 | 1,160,006 | ||||
3.95%,
12/1/2027 |
3,196,000 | 3,436,307 | ||||
4.25%,
8/15/2024 |
1,366,000 | 1,447,714 | ||||
4.38%,
3/19/2024 |
1,174,000 | 1,240,343 | ||||
4.50%,
7/23/2025 |
1,059,000 | 1,144,874 | ||||
5.15%,
3/19/2029 |
950,000 | 1,092,557 | ||||
Visa, Inc.: | ||||||
0.75%,
8/15/2027 |
1,150,000 | 1,106,588 | ||||
1.10%,
2/15/2031 |
603,000 | 563,021 | ||||
1.90%,
4/15/2027 |
1,777,000 | 1,806,018 | ||||
2.05%,
4/15/2030 |
1,814,000 | 1,833,827 | ||||
2.75%,
9/15/2027 |
924,000 | 977,195 | ||||
3.15%,
12/14/2025 |
5,046,500 | 5,386,230 | ||||
Western Union Co.: | ||||||
1.35%,
3/15/2026 |
809,000 | 794,212 | ||||
2.75%,
3/15/2031 |
878,000 | 869,536 | ||||
2.85%,
1/10/2025 |
690,000 | 714,723 | ||||
4.25%,
6/9/2023 |
819,000 | 853,185 | ||||
256,610,679 | ||||||
ELECTRIC — 5.6% | ||||||
AEP Texas, Inc.: | ||||||
3.95%,
6/1/2028 |
1,031,000 | 1,132,935 | ||||
Series I, 2.10%,
7/1/2030 |
1,040,000 | 1,002,446 | ||||
AEP Transmission Co. LLC 3.10%,
12/1/2026 |
1,041,000 | 1,100,139 | ||||
AES Corp.: | ||||||
1.38%,
1/15/2026 |
505,000 | 490,769 | ||||
2.45%,
1/15/2031 |
1,148,000 | 1,119,541 | ||||
Alabama Power Co.: | ||||||
Series 13-A, 3.55%,
12/1/2023 |
432,000 | 452,805 |
Security Description | Principal
Amount |
Value | |||
Series 17A, 2.45%,
3/30/2022 |
$ 526 | $ 528 | |||
Series 20-A, 1.45%,
9/15/2030 |
588,000 | 553,637 | |||
Ameren Corp.: | |||||
1.75%,
3/15/2028 |
814,000 | 788,750 | |||
1.95%,
3/15/2027 |
209,000 | 209,815 | |||
2.50%,
9/15/2024 |
850,000 | 873,417 | |||
3.50%,
1/15/2031 |
644,000 | 697,162 | |||
3.65%,
2/15/2026 |
1,008,000 | 1,074,226 | |||
Ameren Illinois Co.: | |||||
1.55%,
11/15/2030 |
412,000 | 390,296 | |||
3.25%,
3/1/2025 |
546,000 | 573,824 | |||
3.80%,
5/15/2028 |
517,000 | 570,525 | |||
American Electric Power Co., Inc.: | |||||
2.30%,
3/1/2030 |
1,211,000 | 1,191,115 | |||
Series J, 4.30%,
12/1/2028 |
503,000 | 561,992 | |||
Series M, 0.75%,
11/1/2023 |
366,000 | 363,991 | |||
Series N, 1.00%,
11/1/2025 |
368,000 | 360,162 | |||
Appalachian Power Co.: | |||||
3.40%,
6/1/2025 |
983,000 | 1,040,427 | |||
Series AA, 2.70%,
4/1/2031 |
1,296,000 | 1,326,352 | |||
Series X, 3.30%,
6/1/2027 |
767,000 | 820,567 | |||
Arizona Public Service Co.: | |||||
2.60%,
8/15/2029 |
858,000 | 875,495 | |||
2.95%,
9/15/2027 |
67,000 | 70,392 | |||
3.15%,
5/15/2025 |
660,000 | 688,433 | |||
Atlantic City Electric Co. 4.00%,
10/15/2028 |
746,000 | 832,133 | |||
Avangrid, Inc.: | |||||
3.15%,
12/1/2024 |
1,051,000 | 1,100,922 | |||
3.20%,
4/15/2025 |
884,000 | 930,074 | |||
3.80%,
6/1/2029 |
1,020,000 | 1,115,033 | |||
Baltimore Gas & Electric Co.: | |||||
2.25%,
6/15/2031 |
1,129,000 | 1,133,110 | |||
2.40%,
8/15/2026 |
636,000 | 653,713 | |||
3.35%,
7/1/2023 |
154,000 | 158,680 | |||
Berkshire Hathaway Energy Co.: | |||||
1.65%,
5/15/2031 |
814,000 | 771,998 | |||
2.80%,
1/15/2023 |
783,000 | 798,973 | |||
3.25%,
4/15/2028 |
903,000 | 968,693 | |||
3.50%, 2/1/2025
(a) |
709,000 | 752,405 | |||
3.70%,
7/15/2030 |
1,316,000 | 1,461,155 | |||
3.75%,
11/15/2023 |
699,000 | 731,336 | |||
4.05%, 4/15/2025
(a) |
1,872,000 | 2,027,432 | |||
Black Hills Corp.: | |||||
1.04%,
8/23/2024 |
1,152,000 | 1,140,572 | |||
2.50%,
6/15/2030 |
914,000 | 908,032 | |||
3.05%,
10/15/2029 |
238,000 | 248,865 | |||
3.15%,
1/15/2027 |
557,000 | 582,449 | |||
3.95%,
1/15/2026 |
1,028,000 | 1,102,273 |
Security Description | Principal
Amount |
Value | |||
4.25%,
11/30/2023 |
$ 1,026,000 | $ 1,078,901 | |||
CenterPoint Energy Houston Electric LLC: | |||||
Series AA, 3.00%,
2/1/2027 |
915,000 | 966,725 | |||
Series Z, 2.40%,
9/1/2026 |
557,000 | 574,551 | |||
CenterPoint Energy, Inc.: | |||||
1.45%,
6/1/2026 |
1,244,000 | 1,223,263 | |||
2.50%,
9/1/2024 |
120,000 | 123,382 | |||
2.65%,
6/1/2031 |
1,075,000 | 1,087,878 | |||
2.95%,
3/1/2030 |
516,000 | 533,080 | |||
4.25%,
11/1/2028 |
899,000 | 1,003,617 | |||
Cleco Corporate Holdings LLC 3.74%,
5/1/2026 |
1,163,000 | 1,241,444 | |||
Cleveland Electric Illuminating Co. 5.50%,
8/15/2024 |
1,081,000 | 1,192,959 | |||
CMS Energy Corp.: | |||||
3.00%,
5/15/2026 |
1,051,000 | 1,096,971 | |||
3.45%,
8/15/2027 |
1,150,000 | 1,236,629 | |||
5 year CMT + 4.12%, 4.75%, 6/1/2050
(c) |
682,000 | 740,127 | |||
Commonwealth Edison Co.: | |||||
2.20%,
3/1/2030 |
963,000 | 965,176 | |||
2.55%,
6/15/2026 |
1,116,000 | 1,166,923 | |||
3.70%,
8/15/2028 |
921,000 | 1,012,750 | |||
Series 122, 2.95%,
8/15/2027 |
1,168,000 | 1,237,087 | |||
Connecticut Light & Power Co.: | |||||
Series A, 0.75%,
12/1/2025 |
605,000 | 588,375 | |||
Series A, 2.05%,
7/1/2031 |
963,000 | 952,388 | |||
Series A, 3.20%,
3/15/2027 |
405,000 | 432,346 | |||
Consolidated Edison Co. of New York, Inc.: | |||||
2.40%,
6/15/2031 |
978,000 | 984,494 | |||
3.80%,
5/15/2028 |
589,000 | 647,765 | |||
Series 20A, 3.35%,
4/1/2030 |
571,000 | 614,145 | |||
Series B, 3.13%,
11/15/2027 |
775,000 | 817,733 | |||
Series D, 4.00%,
12/1/2028 |
858,000 | 961,260 | |||
Consolidated Edison, Inc. Series A, 0.65%,
12/1/2023 |
1,090,000 | 1,081,727 | |||
Consumers Energy Co.: | |||||
0.35%,
6/1/2023 |
708,000 | 703,695 | |||
3.38%,
8/15/2023 |
126,000 | 130,230 | |||
3.80%,
11/15/2028 |
564,000 | 628,042 | |||
Delmarva Power & Light Co. 3.50%,
11/15/2023 |
420,000 | 437,401 |
Security Description | Principal
Amount |
Value | |||
Dominion Energy South Carolina, Inc. Series A, 2.30%,
12/1/2031 |
$ 1,000,000 | $ 1,008,550 | |||
Dominion Energy, Inc.: | |||||
3.07%, 8/15/2024
(c)
(d) |
964,000 | 998,906 | |||
3.90%,
10/1/2025 |
1,014,000 | 1,096,347 | |||
4.25%,
6/1/2028 |
1,019,000 | 1,139,864 | |||
3 Month USD LIBOR + 3.06%, 5.75%, 10/1/2054
(c) |
568,000 | 605,778 | |||
Series A, 1.45%,
4/15/2026 |
457,000 | 452,412 | |||
Series A, 3.30%,
3/15/2025 |
774,000 | 812,011 | |||
Series B, 3.60%,
3/15/2027 |
62,000 | 66,786 | |||
Series C, 2.25%,
8/15/2031 |
1,154,000 | 1,130,389 | |||
Series C, 3.38%,
4/1/2030 |
1,658,000 | 1,766,002 | |||
Series D, 2.85%,
8/15/2026 |
382,000 | 398,686 | |||
DTE Electric Co.: | |||||
2.25%,
3/1/2030 |
1,000,000 | 1,004,240 | |||
3.38%, 3/1/2025
(a) |
402,000 | 424,669 | |||
Series A, 1.90%,
4/1/2028 |
818,000 | 813,231 | |||
Series C, 2.63%,
3/1/2031 |
454,000 | 468,760 | |||
DTE Energy Co.: | |||||
2.85%,
10/1/2026 |
1,172,000 | 1,223,357 | |||
2.95%,
3/1/2030 |
699,000 | 722,165 | |||
Series C, 2.53%,
10/1/2024 |
1,132,000 | 1,166,956 | |||
Series C, 3.40%,
6/15/2029 |
461,000 | 487,941 | |||
Series F, 1.05%,
6/1/2025 |
1,072,000 | 1,052,050 | |||
Duke Energy Carolinas LLC: | |||||
2.45%,
8/15/2029 |
217,000 | 221,956 | |||
2.45%,
2/1/2030 |
1,031,000 | 1,046,166 | |||
2.50%,
3/15/2023 |
583,000 | 592,975 | |||
2.55%,
4/15/2031 |
1,300,000 | 1,331,785 | |||
2.95%,
12/1/2026 |
999,000 | 1,058,530 | |||
3.05%,
3/15/2023 |
1,029,000 | 1,055,301 | |||
3.95%,
11/15/2028 |
1,240,000 | 1,380,777 | |||
Series A, 6.00%,
12/1/2028 |
1,174,000 | 1,448,822 | |||
Duke Energy Corp.: | |||||
0.90%,
9/15/2025 |
681,000 | 662,055 | |||
2.45%,
6/1/2030 |
1,109,000 | 1,103,987 | |||
2.55%,
6/15/2031 |
1,230,000 | 1,229,287 | |||
2.65%,
9/1/2026 |
1,155,000 | 1,198,821 | |||
3.15%,
8/15/2027 |
1,185,000 | 1,252,533 | |||
3.40%,
6/15/2029 |
677,000 | 720,653 | |||
3.75%,
4/15/2024 |
1,237,000 | 1,299,852 | |||
3.95%,
10/15/2023 |
592,000 | 618,409 | |||
5 year CMT + 2.32%, 3.25%, 1/15/2082
(c) |
1,347,000 | 1,314,793 |
Security Description | Principal
Amount |
Value | |||
Duke Energy Florida LLC: | |||||
1.75%,
6/15/2030 |
$ 1,000,000 | $ 962,210 | |||
2.40%,
12/15/2031 |
2,754,000 | 2,788,508 | |||
2.50%,
12/1/2029 |
742,000 | 759,437 | |||
3.20%,
1/15/2027 |
882,000 | 940,300 | |||
3.80%,
7/15/2028 |
760,000 | 838,440 | |||
Duke Energy Florida Project Finance LLC Series 2026, 2.54%,
9/1/2031 |
549,000 | 565,146 | |||
Duke Energy Ohio, Inc.: | |||||
2.13%,
6/1/2030 |
810,000 | 798,449 | |||
3.65%,
2/1/2029 |
1,100,000 | 1,196,085 | |||
3.80%,
9/1/2023 |
909,000 | 945,051 | |||
Duke Energy Progress LLC: | |||||
3.38%,
9/1/2023 |
145,000 | 150,620 | |||
3.45%,
3/15/2029 |
808,000 | 873,933 | |||
3.70%,
9/1/2028 |
1,048,000 | 1,150,966 | |||
Edison International: | |||||
2.95%,
3/15/2023 |
1,098,000 | 1,121,245 | |||
3.55%,
11/15/2024 |
967,000 | 1,014,828 | |||
4.13%,
3/15/2028 |
1,172,000 | 1,244,863 | |||
4.95%,
4/15/2025 |
1,082,000 | 1,179,824 | |||
5.75%,
6/15/2027 |
457,000 | 522,675 | |||
Emera US Finance L.P.: | |||||
0.83%,
6/15/2024 |
1,166,000 | 1,143,461 | |||
2.64%, 6/15/2031
(a) |
566,000 | 560,917 | |||
3.55%,
6/15/2026 |
833,000 | 886,062 | |||
Enel Americas SA 4.00%, 10/25/2026
(a) |
1,062,000 | 1,134,694 | |||
Enel Chile SA 4.88%,
6/12/2028 |
907,000 | 999,904 | |||
Enel Generacion Chile SA 4.25%,
4/15/2024 |
592,000 | 618,699 | |||
Entergy Arkansas LLC: | |||||
3.50%,
4/1/2026 |
564,000 | 604,354 | |||
3.70%,
6/1/2024 |
66,000 | 69,414 | |||
4.00%,
6/1/2028 |
1,198,000 | 1,331,218 | |||
Entergy Corp.: | |||||
0.90%,
9/15/2025 |
78,000 | 75,711 | |||
1.90%,
6/15/2028 |
748,000 | 733,511 | |||
2.40%,
6/15/2031 |
987,000 | 975,284 | |||
2.80%,
6/15/2030 |
1,181,000 | 1,197,251 | |||
2.95%,
9/1/2026 |
1,009,000 | 1,055,464 | |||
Entergy Gulf States Louisiana LLC 5.59%,
10/1/2024 |
403,000 | 444,670 | |||
Entergy Louisiana LLC: | |||||
0.62%,
11/17/2023 |
429,000 | 425,645 | |||
0.95%,
10/1/2024 |
1,243,000 | 1,232,932 | |||
1.60%,
12/15/2030 |
100,000 | 94,431 | |||
3.05%,
6/1/2031 |
140,000 | 148,274 | |||
3.12%,
9/1/2027 |
967,000 | 1,021,075 | |||
3.25%,
4/1/2028 |
1,338,000 | 1,423,619 | |||
4.05%,
9/1/2023 |
1,102,000 | 1,146,653 | |||
5.40%,
11/1/2024 |
803,000 | 893,241 |
Security Description | Principal
Amount |
Value | |||
Entergy Mississippi LLC 2.85%,
6/1/2028 |
$ 973,000 | $ 1,017,846 | |||
Entergy Texas, Inc. 4.00%,
3/30/2029 |
715,000 | 790,833 | |||
Evergy Kansas Central, Inc. 3.10%,
4/1/2027 |
369,000 | 389,243 | |||
Evergy Metro, Inc.: | |||||
3.15%,
3/15/2023 |
609,000 | 621,460 | |||
Series 2020, 2.25%,
6/1/2030 |
1,000,000 | 997,680 | |||
Evergy, Inc.: | |||||
2.45%,
9/15/2024 |
1,101,000 | 1,128,844 | |||
2.90%,
9/15/2029 |
1,019,000 | 1,046,065 | |||
Eversource Energy: | |||||
2.55%,
3/15/2031 |
1,078,000 | 1,083,282 | |||
Series H, 3.15%,
1/15/2025 |
1,060,000 | 1,107,085 | |||
Series L, 2.90%,
10/1/2024 |
306,000 | 317,389 | |||
Series M, 3.30%,
1/15/2028 |
858,000 | 913,264 | |||
Series N, 3.80%,
12/1/2023 |
735,000 | 771,397 | |||
Series O, 4.25%,
4/1/2029 |
1,038,000 | 1,158,927 | |||
Series Q, 0.80%,
8/15/2025 |
229,000 | 222,274 | |||
Series R, 1.65%,
8/15/2030 |
579,000 | 542,129 | |||
Series U, 1.40%,
8/15/2026 |
250,000 | 245,423 | |||
Exelon Corp.: | |||||
3.40%,
4/15/2026 |
1,083,000 | 1,154,911 | |||
3.95%,
6/15/2025 |
840,000 | 899,875 | |||
4.05%,
4/15/2030 |
1,027,000 | 1,144,437 | |||
Exelon Generation Co. LLC 3.25%,
6/1/2025 |
1,048,000 | 1,100,578 | |||
Florida Power & Light Co.: | |||||
2.75%,
6/1/2023 |
754,000 | 768,416 | |||
2.85%,
4/1/2025 |
951,000 | 995,183 | |||
3.13%,
12/1/2025 |
1,671,000 | 1,774,034 | |||
3.25%,
6/1/2024 |
945,000 | 985,474 | |||
Fortis, Inc. 3.06%,
10/4/2026 |
1,394,000 | 1,454,695 | |||
Georgia Power Co.: | |||||
3.25%,
4/1/2026 |
1,030,000 | 1,086,537 | |||
3.25%,
3/30/2027 |
1,131,000 | 1,196,937 | |||
Series A, 2.10%,
7/30/2023 |
677,000 | 689,396 | |||
Series A, 2.20%,
9/15/2024 |
1,103,000 | 1,127,652 | |||
Series B, 2.65%,
9/15/2029 |
1,040,000 | 1,059,230 | |||
Gulf Power Co. Series A, 3.30%,
5/30/2027 |
843,000 | 904,354 | |||
Iberdrola International B.V. 5.81%,
3/15/2025 |
499,000 | 569,319 |
Security Description | Principal
Amount |
Value | |||
Indiana Michigan Power Co. 3.85%,
5/15/2028 |
$ 271,000 | $ 299,574 | |||
Interstate Power & Light Co.: | |||||
2.30%,
6/1/2030 |
123,000 | 122,368 | |||
3.25%,
12/1/2024 |
417,000 | 437,696 | |||
3.60%,
4/1/2029 |
964,000 | 1,048,630 | |||
4.10%,
9/26/2028 |
1,065,000 | 1,186,729 | |||
IPALCO Enterprises, Inc.: | |||||
3.70%,
9/1/2024 |
1,006,000 | 1,054,097 | |||
4.25%,
5/1/2030 |
1,024,000 | 1,123,123 | |||
ITC Holdings Corp.: | |||||
3.25%,
6/30/2026 |
871,000 | 921,413 | |||
3.35%,
11/15/2027 |
1,146,000 | 1,216,009 | |||
3.65%,
6/15/2024 |
658,000 | 690,301 | |||
Kansas City Power & Light Co. 3.65%,
8/15/2025 |
416,000 | 444,105 | |||
Louisville Gas & Electric Co. Series 25, 3.30%,
10/1/2025 |
589,000 | 623,215 | |||
MidAmerican Energy Co.: | |||||
3.10%,
5/1/2027 |
854,000 | 910,355 | |||
3.50%,
10/15/2024 |
837,000 | 884,843 | |||
3.65%,
4/15/2029 |
854,000 | 941,236 | |||
Mississippi Power Co. 3.95%,
3/30/2028 |
1,086,000 | 1,191,168 | |||
National Rural Utilities Cooperative Finance Corp.: | |||||
0.35%,
2/8/2024 |
701,000 | 690,085 | |||
1.00%,
6/15/2026 |
500,000 | 488,210 | |||
1.35%,
3/15/2031 |
128,000 | 118,207 | |||
2.40%,
3/15/2030 |
1,013,000 | 1,023,191 | |||
2.70%,
2/15/2023 |
4,000 | 4,074 | |||
2.95%,
2/7/2024 |
407,000 | 421,672 | |||
3.05%,
4/25/2027 |
151,000 | 159,772 | |||
3.40%,
11/15/2023 |
346,000 | 360,065 | |||
3.40%,
2/7/2028 |
815,000 | 879,189 | |||
3.70%,
3/15/2029 |
1,151,000 | 1,263,199 | |||
3.90%,
11/1/2028 |
1,169,000 | 1,299,998 | |||
3 Month USD LIBOR + 2.91%, 4.75%, 4/30/2043
(c) |
558,000 | 569,495 | |||
3 Month USD LIBOR + 3.63%, 5.25%, 4/20/2046
(c) |
430,000 | 465,690 | |||
Series D, 1.00%,
10/18/2024 |
621,000 | 617,889 | |||
Series MTN, 1.65%,
6/15/2031 |
1,007,000 | 951,806 | |||
Series MTN, 3.25%,
11/1/2025 |
936,000 | 995,838 | |||
Nevada Power Co.: | |||||
Series CC, 3.70%,
5/1/2029 |
1,159,000 | 1,274,877 | |||
Series DD, 2.40%,
5/1/2030 |
18,000 | 18,142 |
Security Description | Principal
Amount |
Value | |||
NextEra Energy Capital Holdings, Inc.: | |||||
0.65%,
3/1/2023 |
$ 2,492,000 | $ 2,486,842 | |||
1.88%,
1/15/2027 |
992,000 | 998,200 | |||
1.90%,
6/15/2028 |
1,213,000 | 1,203,866 | |||
2.25%,
6/1/2030 |
1,923,000 | 1,918,116 | |||
2.44%,
1/15/2032 |
1,184,000 | 1,187,126 | |||
2.75%,
11/1/2029 |
1,332,000 | 1,373,718 | |||
3.50%,
4/1/2029 |
1,208,000 | 1,301,197 | |||
3.55%,
5/1/2027 |
1,725,000 | 1,872,022 | |||
3 Month USD LIBOR + 2.41%, 4.80%, 12/1/2077
(a)
(c) |
541,000 | 577,534 | |||
3 Month USD LIBOR + 3.16%, 5.65%, 5/1/2079
(a)
(c) |
557,000 | 631,939 | |||
Northern States Power Co. 2.60%,
5/15/2023 |
711,000 | 721,629 | |||
NSTAR Electric Co.: | |||||
1.95%,
8/15/2031 |
483,000 | 470,988 | |||
3.20%,
5/15/2027 |
624,000 | 666,775 | |||
3.25%, 5/15/2029
(a) |
1,103,000 | 1,184,567 | |||
3.95%,
4/1/2030 |
739,000 | 833,045 | |||
OGE Energy Corp. 0.70%,
5/26/2023 |
368,000 | 366,583 | |||
Ohio Power Co.: | |||||
Series P, 2.60%,
4/1/2030 |
929,000 | 955,439 | |||
Series Q, 1.63%,
1/15/2031 |
594,000 | 559,732 | |||
Oklahoma Gas & Electric Co.: | |||||
0.55%,
5/26/2023 |
40,000 | 39,794 | |||
3.25%,
4/1/2030 |
930,000 | 989,529 | |||
3.30%,
3/15/2030 |
215,000 | 229,534 | |||
3.80%,
8/15/2028 |
889,000 | 977,731 | |||
Oncor Electric Delivery Co. LLC: | |||||
0.55%,
10/1/2025 |
822,000 | 791,849 | |||
2.75%,
6/1/2024 |
1,007,000 | 1,043,886 | |||
2.75%,
5/15/2030 |
10,000 | 10,424 | |||
2.75%, 5/15/2030
(b) |
826,000 | 861,047 | |||
2.95%,
4/1/2025 |
350,000 | 365,656 | |||
3.70%,
11/15/2028 |
551,000 | 606,629 | |||
5.75%,
3/15/2029 |
525,000 | 643,534 | |||
Pacific Gas & Electric Co.: | |||||
1.37%,
3/10/2023 |
1,598,000 | 1,588,540 | |||
1.70%,
11/15/2023 |
636,000 | 635,657 | |||
2.10%,
8/1/2027 |
888,000 | 858,740 | |||
2.50%,
2/1/2031 |
2,147,000 | 2,045,361 | |||
2.95%,
3/1/2026 |
1,128,000 | 1,146,838 | |||
3.00%,
6/15/2028 |
1,097,000 | 1,099,161 | |||
3.15%,
1/1/2026 |
2,294,000 | 2,349,240 | |||
3.25%,
6/15/2023 |
969,000 | 984,562 | |||
3.25%,
6/1/2031 |
976,000 | 980,431 | |||
3.30%, 3/15/2027
(a) |
1,063,000 | 1,083,707 | |||
3.30%,
12/1/2027 |
1,052,000 | 1,069,505 | |||
3.40%,
8/15/2024 |
667,000 | 687,977 |
Security Description | Principal
Amount |
Value | |||
3.45%,
7/1/2025 |
$ 951,000 | $ 986,577 | |||
3.50%,
6/15/2025 |
1,174,000 | 1,216,100 | |||
3.75%,
2/15/2024 |
845,000 | 872,750 | |||
3.75%,
7/1/2028 |
1,203,000 | 1,251,998 | |||
3.85%,
11/15/2023 |
927,000 | 953,188 | |||
4.25%,
8/1/2023 |
859,000 | 888,567 | |||
4.55%,
7/1/2030 |
3,498,500 | 3,794,683 | |||
Pacific Gas and Electric Co. 4.65%,
8/1/2028 |
870,000 | 941,610 | |||
PacifiCorp: | |||||
2.70%,
9/15/2030 |
173,000 | 178,623 | |||
2.95%, 6/1/2023
(a) |
315,000 | 322,604 | |||
3.50%,
6/15/2029 |
1,109,000 | 1,204,441 | |||
3.60%,
4/1/2024 |
4,000 | 4,194 | |||
PECO Energy Co. 3.15%,
10/15/2025 |
282,000 | 298,133 | |||
Potomac Electric Power Co. 3.60%,
3/15/2024 |
534,000 | 559,114 | |||
PPL Capital Funding, Inc.: | |||||
3.10%,
5/15/2026 |
1,069,000 | 1,121,221 | |||
4.13%,
4/15/2030 |
486,000 | 550,623 | |||
Progress Energy, Inc.: | |||||
7.00%,
10/30/2031 |
309,000 | 419,091 | |||
7.75%,
3/1/2031 |
365,000 | 508,938 | |||
Public Service Co. of Colorado: | |||||
3.70%,
6/15/2028 |
2,000 | 2,199 | |||
Series 35, 1.90%,
1/15/2031 |
586,000 | 572,657 | |||
Public Service Co. of New Hampshire 3.50%,
11/1/2023 |
321,000 | 333,696 | |||
Public Service Electric & Gas Co.: | |||||
Series MTN, 0.95%,
3/15/2026 |
1,121,000 | 1,099,264 | |||
Series MTN, 1.90%,
8/15/2031 |
75,000 | 73,461 | |||
Series MTN, 2.25%,
9/15/2026 |
943,000 | 969,036 | |||
Series MTN, 2.38%,
5/15/2023 |
897,000 | 912,904 | |||
Series MTN, 2.45%,
1/15/2030 |
1,206,000 | 1,230,072 | |||
Series MTN, 3.00%,
5/15/2025 |
630,000 | 658,325 | |||
Series MTN, 3.00%,
5/15/2027 |
489,000 | 517,235 | |||
Series MTN, 3.20%,
5/15/2029 |
314,000 | 338,435 | |||
Series MTN, 3.25%,
9/1/2023 |
582,000 | 602,894 | |||
Series MTN, 3.65%,
9/1/2028 |
746,000 | 820,443 | |||
Series MTN, 3.70%,
5/1/2028 |
530,000 | 585,952 |
Security Description | Principal
Amount |
Value | |||
Public Service Enterprise Group, Inc.: | |||||
0.80%,
8/15/2025 |
$ 1,153,000 | $ 1,122,492 | |||
1.60%,
8/15/2030 |
711,000 | 659,772 | |||
2.45%,
11/15/2031 |
1,124,000 | 1,114,918 | |||
2.88%,
6/15/2024 |
1,051,000 | 1,088,195 | |||
Puget Energy, Inc.: | |||||
2.38%,
6/15/2028 |
805,000 | 792,885 | |||
3.65%,
5/15/2025 |
1,041,000 | 1,100,649 | |||
4.10%,
6/15/2030 |
898,000 | 973,252 | |||
San Diego Gas & Electric Co.: | |||||
2.50%,
5/15/2026 |
1,008,000 | 1,043,411 | |||
Series NNN, 3.60%,
9/1/2023 |
674,000 | 698,574 | |||
Series VVV, 1.70%,
10/1/2030 |
1,143,000 | 1,096,571 | |||
Sempra Energy: | |||||
3.25%,
6/15/2027 |
814,000 | 860,357 | |||
3.40%,
2/1/2028 |
1,203,000 | 1,281,736 | |||
5 year CMT + 2.87%, 4.13%, 4/1/2052
(c) |
1,732,000 | 1,750,238 | |||
Sierra Pacific Power Co. 2.60%,
5/1/2026 |
1,171,000 | 1,218,355 | |||
Southern California Edison Co.: | |||||
0.70%,
4/3/2023 |
773,000 | 770,596 | |||
1.10%,
4/1/2024 |
923,000 | 919,806 | |||
2.25%, 6/1/2030
(a) |
138,000 | 136,664 | |||
2.85%, 8/1/2029
(a) |
412,000 | 426,457 | |||
6.65%,
4/1/2029 |
1,542,000 | 1,884,864 | |||
Series 20C, 1.20%,
2/1/2026 |
250,000 | 245,388 | |||
Series A, 4.20%,
3/1/2029 |
1,045,000 | 1,167,046 | |||
Series B, 3.65%,
3/1/2028 |
244,000 | 263,461 | |||
Series C, 3.50%,
10/1/2023 |
1,119,000 | 1,160,448 | |||
Series D, 3.40%,
6/1/2023 |
724,000 | 744,569 | |||
Series E, 3.70%,
8/1/2025 |
1,210,000 | 1,292,280 | |||
Series G, 2.50%,
6/1/2031 |
2,000 | 2,013 | |||
Series J, 0.70%,
8/1/2023 |
1,802,000 | 1,793,495 | |||
Series K, 0.98%,
8/1/2024 |
1,158,000 | 1,148,157 | |||
Southern Co.: | |||||
2.95%,
7/1/2023 |
1,438,000 | 1,473,720 | |||
3.25%,
7/1/2026 |
1,413,000 | 1,497,328 | |||
Series 21-A, 0.60%,
2/26/2024 |
976,000 | 964,229 | |||
Series 21-A, 5 year CMT + 2.92%, 3.75%, 9/15/2051
(c) |
1,630,000 | 1,630,179 | |||
Series 21-B, 1.75%,
3/15/2028 |
1,480,000 | 1,440,114 | |||
Series A, 3.70%,
4/30/2030 |
457,000 | 496,732 | |||
Southern Power Co.: | |||||
0.90%,
1/15/2026 |
1,159,000 | 1,121,541 | |||
4.15%,
12/1/2025 |
1,033,000 | 1,125,185 |
Security Description | Principal
Amount |
Value | |||
Southwestern Electric Power Co.: | |||||
Series K, 2.75%,
10/1/2026 |
$ 1,102,000 | $ 1,140,978 | |||
Series M, 4.10%,
9/15/2028 |
778,000 | 861,495 | |||
Series N, 1.65%, 3/15/2026
(a) |
870,000 | 864,519 | |||
Southwestern Public Service Co. 3.30%,
6/15/2024 |
1,092,000 | 1,137,624 | |||
Tucson Electric Power Co.: | |||||
1.50%,
8/1/2030 |
1,135,000 | 1,063,620 | |||
3.05%,
3/15/2025 |
918,000 | 957,300 | |||
Union Electric Co.: | |||||
2.95%,
6/15/2027 |
788,000 | 830,757 | |||
2.95%,
3/15/2030 |
994,000 | 1,047,338 | |||
3.50%,
4/15/2024 |
373,000 | 390,412 | |||
Virginia Electric & Power Co.: | |||||
2.30%,
11/15/2031 |
1,127,000 | 1,136,771 | |||
3.45%,
2/15/2024 |
342,000 | 356,453 | |||
Series A, 2.88%,
7/15/2029 |
417,000 | 439,989 | |||
Series A, 3.10%,
5/15/2025 |
472,000 | 495,694 | |||
Series A, 3.15%,
1/15/2026 |
715,000 | 755,519 | |||
Series A, 3.50%, 3/15/2027
(a) |
1,094,000 | 1,182,745 | |||
Series A, 3.80%,
4/1/2028 |
1,021,000 | 1,118,751 | |||
Series B, 2.95%,
11/15/2026 |
915,000 | 965,737 | |||
Series C, 2.75%,
3/15/2023 |
490,000 | 499,384 | |||
WEC Energy Group, Inc.: | |||||
0.55%,
9/15/2023 |
396,000 | 392,967 | |||
0.80%,
3/15/2024 |
578,000 | 572,388 | |||
1.38%,
10/15/2027 |
883,000 | 852,448 | |||
1.80%,
10/15/2030 |
1,155,000 | 1,089,350 | |||
2.20%,
12/15/2028 |
2,101,000 | 2,100,748 | |||
Westar Energy, Inc. 2.55%,
7/1/2026 |
281,000 | 291,136 | |||
Wisconsin Electric Power Co.: | |||||
1.70%,
6/15/2028 |
1,179,000 | 1,157,471 | |||
2.05%,
12/15/2024 |
545,000 | 558,418 | |||
Wisconsin Power & Light Co.: | |||||
3.00%,
7/1/2029 |
694,000 | 729,908 | |||
3.05%,
10/15/2027 |
473,000 | 497,676 | |||
Wisconsin Power and Light Co. 1.95%,
9/16/2031 |
661,000 | 646,881 | |||
Xcel Energy, Inc.: | |||||
0.50%,
10/15/2023 |
931,000 | 924,641 | |||
1.75%,
3/15/2027 |
520,000 | 516,308 | |||
2.35%,
11/15/2031 |
830,000 | 829,029 | |||
2.60%,
12/1/2029 |
632,000 | 645,727 |
Security Description | Principal
Amount |
Value | ||||
3.30%,
6/1/2025 |
$ 724,000 | $ 760,692 | ||||
3.35%,
12/1/2026 |
1,159,000 | 1,235,482 | ||||
3.40%,
6/1/2030 |
864,000 | 930,217 | ||||
4.00%,
6/15/2028 |
962,000 | 1,061,336 | ||||
317,545,213 | ||||||
ELECTRICAL COMPONENTS & EQUIPMENT — 0.1% | ||||||
Acuity Brands Lighting, Inc. 2.15%,
12/15/2030 |
760,000 | 740,612 | ||||
Emerson Electric Co.: | ||||||
0.88%,
10/15/2026 |
1,181,000 | 1,149,326 | ||||
1.80%,
10/15/2027 |
1,111,000 | 1,115,200 | ||||
1.95%,
10/15/2030 |
829,000 | 817,286 | ||||
2.00%,
12/21/2028 |
1,384,000 | 1,383,308 | ||||
2.20%,
12/21/2031 |
1,384,000 | 1,378,256 | ||||
3.15%,
6/1/2025 |
735,000 | 775,918 | ||||
7,359,906 | ||||||
ELECTRONICS — 1.0% | ||||||
Agilent Technologies, Inc.: | ||||||
2.10%,
6/4/2030 |
1,153,000 | 1,128,995 | ||||
2.30%,
3/12/2031 |
1,100,000 | 1,088,978 | ||||
2.75%,
9/15/2029 |
1,175,000 | 1,214,750 | ||||
3.05%,
9/22/2026 |
768,000 | 811,277 | ||||
3.88%,
7/15/2023 |
949,000 | 983,553 | ||||
Allegion PLC 3.50%,
10/1/2029 |
676,000 | 719,453 | ||||
Allegion US Holding Co., Inc.: | ||||||
3.20%,
10/1/2024 |
778,000 | 808,980 | ||||
3.55%,
10/1/2027 |
975,000 | 1,033,753 | ||||
Amphenol Corp.: | ||||||
2.05%,
3/1/2025 |
660,000 | 672,890 | ||||
2.20%,
9/15/2031 |
1,128,000 | 1,105,541 | ||||
2.80%,
2/15/2030 |
506,000 | 523,209 | ||||
3.20%,
4/1/2024 |
1,125,000 | 1,170,439 | ||||
4.35%,
6/1/2029 |
1,027,000 | 1,166,898 | ||||
Arrow Electronics, Inc.: | ||||||
3.25%,
9/8/2024 |
918,000 | 957,419 | ||||
3.88%, 1/12/2028
(a) |
1,056,000 | 1,144,630 | ||||
4.00%,
4/1/2025 |
1,105,000 | 1,178,250 | ||||
4.50%,
3/1/2023 |
1,108,000 | 1,140,298 | ||||
Avnet, Inc.: | ||||||
3.00%,
5/15/2031 |
925,000 | 915,297 | ||||
4.63%, 4/15/2026
(a) |
706,000 | 773,974 | ||||
Flex, Ltd.: | ||||||
3.75%,
2/1/2026 |
294,000 | 314,248 | ||||
4.75%,
6/15/2025 |
570,000 | 621,625 | ||||
4.88%,
6/15/2029 |
1,072,000 | 1,218,810 | ||||
4.88%,
5/12/2030 |
993,000 | 1,132,169 | ||||
5.00%,
2/15/2023 |
1,050,000 | 1,095,097 | ||||
Fortive Corp. 3.15%,
6/15/2026 |
763,000 | 809,177 | ||||
Honeywell International, Inc.: | ||||||
1.10%,
3/1/2027 |
487,000 | 475,059 | ||||
1.35%,
6/1/2025 |
1,217,000 | 1,221,588 | ||||
1.75%,
9/1/2031 |
1,844,000 | 1,795,208 |
Security Description | Principal
Amount |
Value | ||||
1.95%,
6/1/2030 |
$ 1,198,000 | $ 1,192,118 | ||||
2.30%,
8/15/2024 |
1,247,000 | 1,286,941 | ||||
2.50%, 11/1/2026
(a) |
2,111,000 | 2,209,415 | ||||
2.70%,
8/15/2029 |
579,000 | 606,641 | ||||
3.35%,
12/1/2023 |
1,396,000 | 1,460,663 | ||||
Hubbell, Inc.: | ||||||
2.30%,
3/15/2031 |
984,000 | 984,669 | ||||
3.15%,
8/15/2027 |
438,000 | 461,779 | ||||
3.35%,
3/1/2026 |
956,000 | 1,012,041 | ||||
3.50%,
2/15/2028 |
335,000 | 360,741 | ||||
Jabil, Inc.: | ||||||
1.70%,
4/15/2026 |
738,000 | 732,886 | ||||
3.00%,
1/15/2031 |
1,004,000 | 1,032,895 | ||||
3.60%,
1/15/2030 |
1,106,000 | 1,197,079 | ||||
3.95%,
1/12/2028 |
738,000 | 806,287 | ||||
Keysight Technologies, Inc.: | ||||||
3.00%,
10/30/2029 |
658,000 | 684,985 | ||||
4.55%,
10/30/2024 |
1,096,000 | 1,185,993 | ||||
4.60%,
4/6/2027 |
426,000 | 480,656 | ||||
Legrand France SA 8.50%,
2/15/2025 |
468,000 | 564,539 | ||||
TD SYNNEX Corp.: | ||||||
1.25%, 8/9/2024
(b) |
979,000 | 967,741 | ||||
1.75%, 8/9/2026
(b) |
1,155,000 | 1,128,088 | ||||
2.38%, 8/9/2028
(b) |
1,117,000 | 1,084,428 | ||||
2.65%, 8/9/2031
(b) |
806,000 | 775,864 | ||||
Trimble, Inc.: | ||||||
4.15%,
6/15/2023 |
766,000 | 796,916 | ||||
4.75%,
12/1/2024 |
960,000 | 1,040,179 | ||||
4.90%,
6/15/2028 |
979,000 | 1,115,277 | ||||
Tyco Electronics Group SA: | ||||||
3.13%,
8/15/2027 |
876,000 | 935,139 | ||||
3.45%,
8/1/2024 |
798,000 | 836,615 | ||||
3.70%,
2/15/2026 |
397,000 | 427,224 | ||||
Vontier Corp.: | ||||||
1.80%, 4/1/2026
(b) |
1,230,000 | 1,208,782 | ||||
2.40%, 4/1/2028
(b) |
953,000 | 928,718 | ||||
2.95%, 4/1/2031
(b) |
816,000 | 803,768 | ||||
55,530,632 | ||||||
ENVIRONMENTAL CONTROL — 0.3% | ||||||
Republic Services, Inc.: | ||||||
0.88%,
11/15/2025 |
765,000 | 743,266 | ||||
1.45%,
2/15/2031 |
1,054,000 | 981,190 | ||||
2.30%,
3/1/2030 |
1,070,000 | 1,071,915 | ||||
2.50%,
8/15/2024 |
644,000 | 662,792 | ||||
2.90%,
7/1/2026 |
904,000 | 946,163 | ||||
3.20%,
3/15/2025 |
1,035,000 | 1,084,928 | ||||
3.38%,
11/15/2027 |
782,000 | 841,260 | ||||
3.95%,
5/15/2028 |
572,000 | 634,154 | ||||
4.75%,
5/15/2023 |
576,000 | 600,774 | ||||
Waste Connections, Inc.: | ||||||
2.60%,
2/1/2030 |
1,152,000 | 1,173,554 | ||||
3.50%,
5/1/2029 |
1,204,000 | 1,303,378 | ||||
4.25%,
12/1/2028 |
1,139,000 | 1,280,840 |
Security Description | Principal
Amount |
Value | ||||
Waste Management, Inc.: | ||||||
0.75%,
11/15/2025 |
$ 65,000 | $ 63,383 | ||||
1.15%, 3/15/2028
(a) |
787,000 | 750,412 | ||||
1.50%,
3/15/2031 |
970,000 | 913,352 | ||||
2.00%,
6/1/2029 |
1,094,000 | 1,087,961 | ||||
2.40%,
5/15/2023 |
1,013,000 | 1,031,042 | ||||
3.13%,
3/1/2025 |
1,050,000 | 1,103,161 | ||||
3.15%, 11/15/2027
(a) |
953,000 | 1,018,519 | ||||
17,292,044 | ||||||
FOOD — 1.3% | ||||||
Ahold Finance USA LLC 6.88%,
5/1/2029 |
942,000 | 1,225,259 | ||||
Bestfoods Series E, 7.25%,
12/15/2026 |
853,000 | 1,075,633 | ||||
Campbell Soup Co.: | ||||||
2.38%,
4/24/2030 |
680,000 | 675,852 | ||||
3.30%,
3/19/2025 |
716,000 | 755,172 | ||||
3.65%,
3/15/2023 |
974,000 | 1,004,077 | ||||
3.95%,
3/15/2025 |
901,000 | 964,286 | ||||
4.15%,
3/15/2028 |
1,158,000 | 1,285,994 | ||||
Conagra Brands, Inc.: | ||||||
0.50%,
8/11/2023 |
870,000 | 863,057 | ||||
1.38%,
11/1/2027 |
1,239,000 | 1,190,444 | ||||
3.20%,
1/25/2023 |
5,000 | 5,093 | ||||
4.30%,
5/1/2024 |
1,258,000 | 1,339,959 | ||||
4.60%,
11/1/2025 |
660,000 | 726,040 | ||||
4.85%,
11/1/2028 |
1,402,000 | 1,613,057 | ||||
7.00%,
10/1/2028 |
908,000 | 1,175,134 | ||||
8.25%,
9/15/2030 |
1,061,000 | 1,503,395 | ||||
Flowers Foods, Inc.: | ||||||
2.40%, 3/15/2031
(a) |
892,000 | 879,012 | ||||
3.50%,
10/1/2026 |
509,000 | 545,663 | ||||
General Mills, Inc.: | ||||||
2.25%,
10/14/2031 |
1,040,000 | 1,028,799 | ||||
2.88%, 4/15/2030
(a) |
1,057,000 | 1,102,123 | ||||
3.20%,
2/10/2027 |
1,073,000 | 1,141,050 | ||||
3.65%,
2/15/2024 |
577,000 | 604,633 | ||||
3.70%,
10/17/2023 |
1,152,000 | 1,205,649 | ||||
4.00%,
4/17/2025 |
561,000 | 603,311 | ||||
4.20%,
4/17/2028 |
1,673,000 | 1,867,286 | ||||
Hershey Co.: | ||||||
0.90%,
6/1/2025 |
1,010,000 | 997,102 | ||||
1.70%,
6/1/2030 |
1,167,000 | 1,142,096 | ||||
2.05%,
11/15/2024 |
1,144,000 | 1,173,584 | ||||
2.30%,
8/15/2026 |
605,000 | 627,603 | ||||
2.45%,
11/15/2029 |
450,000 | 467,861 | ||||
3.38%,
5/15/2023 |
1,015,000 | 1,049,459 | ||||
Hormel Foods Corp.: | ||||||
0.65%,
6/3/2024 |
1,161,000 | 1,152,258 | ||||
1.70%, 6/3/2028
(a) |
1,544,000 | 1,539,584 | ||||
1.80%,
6/11/2030 |
537,000 | 526,663 | ||||
Ingredion, Inc.: | ||||||
2.90%,
6/1/2030 |
1,018,000 | 1,049,568 | ||||
3.20%, 10/1/2026
(a) |
1,116,000 | 1,184,924 |
Security Description | Principal
Amount |
Value | ||||
JM Smucker Co.: | ||||||
2.38%,
3/15/2030 |
$ 649,000 | $ 650,889 | ||||
3.38%, 12/15/2027
(a) |
1,034,000 | 1,113,401 | ||||
3.50%,
3/15/2025 |
584,000 | 622,445 | ||||
Kellogg Co.: | ||||||
2.10%,
6/1/2030 |
431,000 | 423,001 | ||||
2.65%,
12/1/2023 |
1,205,000 | 1,242,319 | ||||
3.25%,
4/1/2026 |
1,032,000 | 1,094,808 | ||||
3.40%,
11/15/2027 |
664,000 | 715,712 | ||||
4.30%,
5/15/2028 |
882,000 | 997,727 | ||||
Series B, 7.45%,
4/1/2031 |
1,037,000 | 1,461,340 | ||||
Kroger Co.: | ||||||
2.20%,
5/1/2030 |
391,000 | 389,252 | ||||
2.65%,
10/15/2026 |
956,000 | 994,068 | ||||
3.50%,
2/1/2026 |
861,000 | 922,570 | ||||
3.70%, 8/1/2027
(a) |
626,000 | 682,202 | ||||
3.85%,
8/1/2023 |
1,203,000 | 1,250,013 | ||||
4.00%,
2/1/2024 |
1,061,000 | 1,116,384 | ||||
4.50%, 1/15/2029
(a) |
1,032,000 | 1,187,543 | ||||
McCormick & Co., Inc.: | ||||||
0.90%,
2/15/2026 |
301,000 | 290,613 | ||||
1.85%, 2/15/2031
(a) |
894,000 | 856,121 | ||||
2.50%,
4/15/2030 |
866,000 | 875,370 | ||||
3.15%,
8/15/2024 |
881,000 | 920,416 | ||||
3.40%,
8/15/2027 |
1,047,000 | 1,131,556 | ||||
Mondelez International, Inc.: | ||||||
1.50%,
5/4/2025 |
2,218,000 | 2,222,480 | ||||
1.50%,
2/4/2031 |
255,000 | 238,746 | ||||
2.75%,
4/13/2030 |
1,260,000 | 1,305,536 | ||||
3.63%,
2/13/2026 |
546,000 | 588,168 | ||||
4.13%,
5/7/2028 |
5,000 | 5,717 | ||||
Sysco Corp.: | ||||||
2.40%,
2/15/2030 |
719,000 | 721,322 | ||||
2.45%, 12/14/2031
(a) |
1,609,000 | 1,613,505 | ||||
3.25%,
7/15/2027 |
1,156,000 | 1,228,527 | ||||
3.30%,
7/15/2026 |
1,095,000 | 1,164,620 | ||||
3.75%,
10/1/2025 |
1,019,000 | 1,092,582 | ||||
5.95%,
4/1/2030 |
842,000 | 1,052,458 | ||||
Tyson Foods, Inc.: | ||||||
3.55%,
6/2/2027 |
1,307,000 | 1,407,874 | ||||
3.90%,
9/28/2023 |
1,006,000 | 1,051,763 | ||||
3.95%,
8/15/2024 |
1,209,000 | 1,285,965 | ||||
4.00%,
3/1/2026 |
1,171,000 | 1,270,500 | ||||
4.35%,
3/1/2029 |
1,106,000 | 1,251,207 | ||||
Whole Foods Market, Inc. 5.20%,
12/3/2025 |
39,000 | 43,975 | ||||
71,773,375 | ||||||
FOREST PRODUCTS & PAPER — 0.2% | ||||||
Celulosa Arauco y Constitucion SA: | ||||||
3.88%,
11/2/2027 |
700,000 | 743,806 | ||||
4.50%,
8/1/2024 |
1,035,000 | 1,099,719 | ||||
Fibria Overseas Finance, Ltd.: | ||||||
4.00%,
1/14/2025 |
332,000 | 348,676 | ||||
5.50%,
1/17/2027 |
1,122,000 | 1,258,985 |
Security Description | Principal
Amount |
Value | ||||
Georgia-Pacific LLC: | ||||||
7.75%,
11/15/2029 |
$ 801,000 | $ 1,120,735 | ||||
8.00%,
1/15/2024 |
1,023,000 | 1,163,744 | ||||
8.88%, 5/15/2031
(a) |
523,000 | 810,122 | ||||
Suzano Austria GmbH: | ||||||
2.50%,
9/15/2028 |
796,000 | 768,395 | ||||
3.75%,
1/15/2031 |
1,200,000 | 1,220,664 | ||||
5.00%,
1/15/2030 |
936,000 | 1,028,439 | ||||
6.00%,
1/15/2029 |
1,933,000 | 2,237,235 | ||||
Series DM3N, 3.13%,
1/15/2032 |
1,060,000 | 1,025,561 | ||||
12,826,081 | ||||||
GAS — 0.5% | ||||||
Atmos Energy Corp.: | ||||||
0.63%,
3/9/2023 |
1,056,000 | 1,053,233 | ||||
1.50%,
1/15/2031 |
421,000 | 394,763 | ||||
2.63%,
9/15/2029 |
777,000 | 802,703 | ||||
3.00%,
6/15/2027 |
967,000 | 1,025,146 | ||||
CenterPoint Energy Resources Corp.: | ||||||
0.70%,
3/2/2023 |
799,000 | 795,476 | ||||
1.75%,
10/1/2030 |
354,000 | 336,420 | ||||
4.00%,
4/1/2028 |
530,000 | 581,415 | ||||
Eastern Energy Gas Holdings LLC: | ||||||
3.55%,
11/1/2023 |
2,000 | 2,082 | ||||
3.60%,
12/15/2024 |
458,000 | 486,465 | ||||
Series A, 2.50%,
11/15/2024 |
1,087,000 | 1,123,969 | ||||
Series B, 3.00%,
11/15/2029 |
391,000 | 405,225 | ||||
National Fuel Gas Co.: | ||||||
2.95%,
3/1/2031 |
940,000 | 944,333 | ||||
3.75%,
3/1/2023 |
940,000 | 960,426 | ||||
3.95%,
9/15/2027 |
630,000 | 668,726 | ||||
4.75%,
9/1/2028 |
736,000 | 811,440 | ||||
5.20%,
7/15/2025 |
449,000 | 492,580 | ||||
5.50%,
1/15/2026 |
1,120,000 | 1,255,610 | ||||
NiSource, Inc.: | ||||||
0.95%,
8/15/2025 |
1,036,000 | 1,009,644 | ||||
1.70%,
2/15/2031 |
1,109,000 | 1,037,769 | ||||
2.95%,
9/1/2029 |
1,056,000 | 1,091,323 | ||||
3.49%,
5/15/2027 |
1,285,000 | 1,381,928 | ||||
3.60%,
5/1/2030 |
1,101,000 | 1,189,399 | ||||
ONE Gas, Inc.: | ||||||
0.85%,
3/11/2023 |
444,000 | 443,072 | ||||
1.10%,
3/11/2024 |
1,166,000 | 1,156,719 | ||||
3.61%,
2/1/2024 |
1,161,000 | 1,209,042 | ||||
Piedmont Natural Gas Co., Inc.: | ||||||
2.50%,
3/15/2031 |
937,000 | 935,079 | ||||
3.50%,
6/1/2029 |
156,000 | 166,975 | ||||
Southern California Gas Co.: | ||||||
3.15%,
9/15/2024 |
738,000 | 772,103 | ||||
3.20%,
6/15/2025 |
529,000 | 555,334 |
Security Description | Principal
Amount |
Value | ||||
Series TT, 2.60%,
6/15/2026 |
$ 819,000 | $ 852,342 | ||||
Series XX, 2.55%,
2/1/2030 |
604,000 | 620,598 | ||||
Southern Co. Gas Capital Corp.: | ||||||
2.45%,
10/1/2023 |
891,000 | 910,976 | ||||
3.25%,
6/15/2026 |
1,135,000 | 1,204,700 | ||||
Series 20-A, 1.75%,
1/15/2031 |
975,000 | 916,256 | ||||
Southwest Gas Corp.: | ||||||
2.20%,
6/15/2030 |
948,000 | 932,150 | ||||
3.70%,
4/1/2028 |
573,000 | 620,685 | ||||
29,146,106 | ||||||
HAND & MACHINE TOOLS — 0.1% | ||||||
Kennametal, Inc.: | ||||||
2.80%,
3/1/2031 |
928,000 | 924,167 | ||||
4.63%,
6/15/2028 |
1,083,000 | 1,216,231 | ||||
Snap-on, Inc. 3.25%,
3/1/2027 |
895,000 | 961,472 | ||||
Stanley Black & Decker, Inc.: | ||||||
2.30%,
3/15/2030 |
1,119,000 | 1,131,387 | ||||
3.40%,
3/1/2026 |
951,000 | 1,014,061 | ||||
4.25%,
11/15/2028 |
1,114,000 | 1,266,406 | ||||
5 year CMT + 2.66%, 4.00%, 3/15/2060
(c) |
252,000 | 258,512 | ||||
6,772,236 | ||||||
HEALTH CARE PRODUCTS — 1.0% | ||||||
Abbott Laboratories: | ||||||
1.15%, 1/30/2028
(a) |
711,000 | 691,248 | ||||
1.40%,
6/30/2030 |
889,000 | 857,885 | ||||
2.95%,
3/15/2025 |
895,000 | 940,386 | ||||
3.40%,
11/30/2023 |
1,593,000 | 1,664,574 | ||||
3.75%,
11/30/2026 |
2,111,000 | 2,332,423 | ||||
3.88%,
9/15/2025 |
537,000 | 583,059 | ||||
Baxter International, Inc.: | ||||||
0.87%, 12/1/2023
(b) |
1,053,000 | 1,048,725 | ||||
1.32%, 11/29/2024
(b) |
1,819,000 | 1,817,490 | ||||
1.73%,
4/1/2031 |
100,000 | 95,618 | ||||
1.92%, 2/1/2027
(b) |
1,768,000 | 1,774,948 | ||||
2.27%, 12/1/2028
(b) |
1,467,000 | 1,478,721 | ||||
2.60%,
8/15/2026 |
503,000 | 522,295 | ||||
3.95%,
4/1/2030 |
1,205,000 | 1,344,708 | ||||
Boston Scientific Corp.: | ||||||
1.90%,
6/1/2025 |
1,144,000 | 1,158,426 | ||||
2.65%,
6/1/2030 |
1,295,000 | 1,319,281 | ||||
3.45%,
3/1/2024 |
982,000 | 1,027,172 | ||||
3.75%,
3/1/2026 |
1,029,000 | 1,107,914 | ||||
3.85%,
5/15/2025 |
569,000 | 611,777 | ||||
4.00%, 3/1/2028
(a) |
253,000 | 283,433 | ||||
4.00%,
3/1/2029 |
1,312,000 | 1,457,029 | ||||
Dentsply Sirona, Inc. 3.25%,
6/1/2030 |
1,128,000 | 1,191,021 |
Security Description | Principal
Amount |
Value | ||||
DH Europe Finance II Sarl: | ||||||
2.20%,
11/15/2024 |
$ 1,228,000 | $ 1,255,741 | ||||
2.60%,
11/15/2029 |
1,349,000 | 1,392,640 | ||||
Edwards Lifesciences Corp. 4.30%,
6/15/2028 |
869,000 | 977,138 | ||||
Medtronic Global Holdings SCA 3.35%, 4/1/2027
(a) |
987,000 | 1,065,684 | ||||
Medtronic, Inc. 3.50%,
3/15/2025 |
1,943,000 | 2,070,539 | ||||
PerkinElmer, Inc.: | ||||||
0.55%,
9/15/2023 |
1,176,000 | 1,166,768 | ||||
0.85%,
9/15/2024 |
1,151,000 | 1,134,817 | ||||
1.90%,
9/15/2028 |
495,000 | 486,550 | ||||
2.25%,
9/15/2031 |
1,086,000 | 1,057,742 | ||||
2.55%,
3/15/2031 |
780,000 | 786,646 | ||||
3.30%,
9/15/2029 |
702,000 | 747,258 | ||||
Smith & Nephew PLC 2.03%,
10/14/2030 |
887,000 | 856,878 | ||||
STERIS Irish FinCo UnLtd Co. 2.70%,
3/15/2031 |
892,000 | 902,454 | ||||
Stryker Corp.: | ||||||
0.60%,
12/1/2023 |
781,000 | 776,181 | ||||
1.15%,
6/15/2025 |
1,235,000 | 1,225,441 | ||||
1.95%,
6/15/2030 |
660,000 | 645,163 | ||||
3.38%,
5/15/2024 |
723,000 | 756,142 | ||||
3.38%,
11/1/2025 |
919,000 | 979,130 | ||||
3.50%,
3/15/2026 |
496,000 | 531,409 | ||||
3.65%,
3/7/2028 |
1,167,000 | 1,269,019 | ||||
Thermo Fisher Scientific, Inc.: | ||||||
0.80%,
10/18/2023 |
1,422,000 | 1,417,407 | ||||
1.22%,
10/18/2024 |
3,101,000 | 3,098,643 | ||||
1.75%,
10/15/2028 |
815,000 | 809,841 | ||||
2.00%,
10/15/2031 |
976,000 | 962,092 | ||||
2.60%,
10/1/2029 |
1,050,000 | 1,089,428 | ||||
3.65%,
12/15/2025 |
171,000 | 183,622 | ||||
Zimmer Biomet Holdings, Inc.: | ||||||
1.45%,
11/22/2024 |
705,000 | 703,484 | ||||
2.60%, 11/24/2031
(a) |
1,416,000 | 1,424,567 | ||||
3.05%,
1/15/2026 |
1,399,000 | 1,465,089 | ||||
54,545,646 | ||||||
HEALTH CARE SERVICES — 1.8% | ||||||
Adventist Health System 2.95%,
3/1/2029 |
944,000 | 987,433 | ||||
Advocate Health & Hospitals Corp.: | ||||||
3.83%,
8/15/2028 |
352,000 | 392,628 | ||||
Series 2020, 2.21%,
6/15/2030 |
614,000 | 614,209 | ||||
Aetna, Inc.: | ||||||
2.80%,
6/15/2023 |
1,923,000 | 1,970,344 | ||||
3.50%,
11/15/2024 |
410,000 | 433,116 | ||||
Anthem, Inc.: | ||||||
0.45%,
3/15/2023 |
1,678,000 | 1,672,664 |
Security Description | Principal
Amount |
Value | |||
1.50%,
3/15/2026 |
$ 1,042,000 | $ 1,040,499 | |||
2.25%,
5/15/2030 |
1,387,000 | 1,384,032 | |||
2.38%,
1/15/2025 |
1,412,000 | 1,453,174 | |||
2.55%,
3/15/2031 |
1,269,000 | 1,297,997 | |||
2.88%,
9/15/2029 |
963,000 | 1,007,231 | |||
3.30%,
1/15/2023 |
1,098,000 | 1,127,701 | |||
3.35%,
12/1/2024 |
928,000 | 980,525 | |||
3.50%,
8/15/2024 |
844,000 | 891,357 | |||
3.65%,
12/1/2027 |
1,954,000 | 2,144,652 | |||
4.10%,
3/1/2028 |
1,553,000 | 1,730,446 | |||
Ascension Health Series B, 2.53%,
11/15/2029 |
528,000 | 550,055 | |||
Banner Health: | |||||
1.90%,
1/1/2031 |
74,000 | 71,699 | |||
2.34%,
1/1/2030 |
1,026,000 | 1,038,887 | |||
Baylor Scott & White Holdings Series 2021, 1.78%,
11/15/2030 |
145,000 | 139,903 | |||
Bon Secours Mercy Health, Inc.: | |||||
3.46%,
6/1/2030 |
930,000 | 1,008,734 | |||
Series 20-2, 2.10%,
6/1/2031 |
65,000 | 63,685 | |||
Cedars-Sinai Health System Series 2021, 2.29%,
8/15/2031 |
686,000 | 685,245 | |||
CHRISTUS Health Series C, 4.34%,
7/1/2028 |
650,000 | 732,725 | |||
CommonSpirit Health: | |||||
1.55%,
10/1/2025 |
941,000 | 933,058 | |||
2.76%,
10/1/2024 |
1,040,000 | 1,074,060 | |||
2.78%,
10/1/2030 |
820,000 | 840,869 | |||
3.35%,
10/1/2029 |
1,112,000 | 1,182,112 | |||
HCA, Inc.: | |||||
2.38%,
7/15/2031 |
1,180,000 | 1,161,085 | |||
4.13%,
6/15/2029 |
2,192,000 | 2,416,877 | |||
4.50%,
2/15/2027 |
1,979,000 | 2,184,064 | |||
4.75%,
5/1/2023 |
1,565,000 | 1,639,901 | |||
5.00%,
3/15/2024 |
2,600,000 | 2,797,080 | |||
5.25%,
4/15/2025 |
1,421,000 | 1,574,312 | |||
5.25%,
6/15/2026 |
1,836,000 | 2,065,280 | |||
Humana, Inc.: | |||||
0.65%,
8/3/2023 |
1,821,000 | 1,812,496 | |||
1.35%,
2/3/2027 |
1,137,000 | 1,106,153 | |||
3.13%,
8/15/2029 |
1,455,000 | 1,522,308 | |||
3.85%,
10/1/2024 |
1,152,000 | 1,223,044 | |||
3.95%,
3/15/2027 |
777,000 | 849,642 | |||
4.50%,
4/1/2025 |
909,000 | 991,983 | |||
4.88%,
4/1/2030 |
1,105,000 | 1,296,264 | |||
Kaiser Foundation Hospitals 3.15%,
5/1/2027 |
1,071,000 | 1,141,740 | |||
Laboratory Corp. of America Holdings: | |||||
1.55%,
6/1/2026 |
946,000 | 936,181 | |||
2.30%,
12/1/2024 |
1,091,000 | 1,119,082 |
Security Description | Principal
Amount |
Value | |||
2.70%,
6/1/2031 |
$ 845,000 | $ 861,232 | |||
2.95%,
12/1/2029 |
960,000 | 998,899 | |||
3.25%,
9/1/2024 |
1,100,000 | 1,151,458 | |||
3.60%,
2/1/2025 |
1,005,000 | 1,061,411 | |||
3.60%,
9/1/2027 |
616,000 | 667,381 | |||
4.00%,
11/1/2023 |
22,000 | 23,005 | |||
Mercy Health Series 2018, 4.30%, 7/1/2028
(a) |
633,000 | 711,536 | |||
Ochsner LSU Health System of North Louisiana Series 2021, 2.51%,
5/15/2031 |
715,000 | 699,506 | |||
OhioHealth Corp. 2.30%,
11/15/2031 |
1,158,000 | 1,164,381 | |||
PeaceHealth Obligated Group Series 2020, 1.38%,
11/15/2025 |
1,081,000 | 1,075,400 | |||
Piedmont Healthcare, Inc. Series 2032, 2.04%,
1/1/2032 |
496,000 | 481,785 | |||
Providence St. Joseph Health Obligated Group: | |||||
Series 19A, 2.53%,
10/1/2029 |
1,072,000 | 1,106,422 | |||
Series H, 2.75%,
10/1/2026 |
396,000 | 415,166 | |||
Quest Diagnostics, Inc.: | |||||
2.95%,
6/30/2030 |
711,000 | 741,189 | |||
3.45%,
6/1/2026 |
1,095,000 | 1,171,770 | |||
3.50%,
3/30/2025 |
899,000 | 950,621 | |||
4.20%,
6/30/2029 |
704,000 | 795,548 | |||
4.25%,
4/1/2024 |
770,000 | 814,414 | |||
Rush Obligated Group Series 2020, 3.92%,
11/15/2029 |
433,000 | 484,085 | |||
SSM Health Care Corp.: | |||||
Series 2018, 3.69%,
6/1/2023 |
1,149,000 | 1,185,193 | |||
Series A, 3.82%,
6/1/2027 |
987,000 | 1,083,400 | |||
Stanford Health Care Series 2020, 3.31%,
8/15/2030 |
553,000 | 600,940 | |||
Sutter Health: | |||||
Series 2018, 3.70%,
8/15/2028 |
363,000 | 399,746 | |||
Series 20A, 1.32%,
8/15/2025 |
942,000 | 938,402 | |||
Series 20A, 2.29%,
8/15/2030 |
971,000 | 970,825 | |||
Toledo Hospital Series B, 5.33%,
11/15/2028 |
854,000 | 959,768 | |||
UnitedHealth Group, Inc.: | |||||
0.55%,
5/15/2024 |
1,170,000 | 1,160,593 | |||
1.15%,
5/15/2026 |
831,000 | 822,457 | |||
1.25%,
1/15/2026 |
849,000 | 845,595 |
Security Description | Principal
Amount |
Value | ||||
2.00%, 5/15/2030
(a) |
$ 1,282,000 | $ 1,272,488 | ||||
2.30%, 5/15/2031
(a) |
1,721,000 | 1,748,519 | ||||
2.38%,
8/15/2024 |
1,178,000 | 1,219,760 | ||||
2.75%,
2/15/2023 |
1,179,000 | 1,200,198 | ||||
2.88%,
3/15/2023 |
1,180,500 | 1,211,901 | ||||
2.88%,
8/15/2029 |
959,000 | 1,015,063 | ||||
2.95%,
10/15/2027 |
842,000 | 900,115 | ||||
3.10%,
3/15/2026 |
1,014,000 | 1,083,976 | ||||
3.38%,
4/15/2027 |
1,038,000 | 1,126,811 | ||||
3.45%,
1/15/2027 |
1,068,000 | 1,163,810 | ||||
3.50%,
6/15/2023 |
896,000 | 930,828 | ||||
3.50%,
2/15/2024 |
1,742,000 | 1,834,413 | ||||
3.70%,
12/15/2025 |
1,564,000 | 1,703,603 | ||||
3.75%,
7/15/2025 |
2,480,000 | 2,690,428 | ||||
3.85%,
6/15/2028 |
611,000 | 681,680 | ||||
3.88%,
12/15/2028 |
989,000 | 1,109,737 | ||||
Universal Health Services, Inc.: | ||||||
1.65%, 9/1/2026
(b) |
1,012,000 | 995,049 | ||||
2.65%, 10/15/2030
(b) |
793,000 | 787,282 | ||||
UPMC Series D-1, 3.60%,
4/3/2025 |
275,000 | 290,903 | ||||
100,595,224 | ||||||
HOME BUILDERS — 0.3% | ||||||
D.R.Horton, Inc. 1.40%,
10/15/2027 |
1,085,000 | 1,050,074 | ||||
DR Horton, Inc.: | ||||||
1.30%,
10/15/2026 |
818,000 | 798,409 | ||||
2.50%,
10/15/2024 |
1,012,000 | 1,043,878 | ||||
2.60%,
10/15/2025 |
998,000 | 1,031,163 | ||||
4.75%,
2/15/2023 |
102,000 | 105,356 | ||||
5.75%,
8/15/2023 |
696,000 | 740,683 | ||||
Lennar Corp.: | ||||||
4.50%,
4/30/2024 |
1,031,000 | 1,096,211 | ||||
4.75%,
5/30/2025 |
1,110,000 | 1,208,646 | ||||
4.75%, 11/29/2027
(a) |
1,135,000 | 1,286,273 | ||||
4.88%,
12/15/2023 |
1,171,000 | 1,243,567 | ||||
5.00%,
6/15/2027 |
557,000 | 631,660 | ||||
5.25%,
6/1/2026 |
679,000 | 763,434 | ||||
5.88%,
11/15/2024 |
631,000 | 697,974 | ||||
MDC Holdings, Inc.: | ||||||
2.50%,
1/15/2031 |
534,000 | 517,788 | ||||
3.85%,
1/15/2030 |
1,164,000 | 1,236,599 | ||||
NVR, Inc. 3.00%,
5/15/2030 |
955,000 | 992,149 | ||||
PulteGroup, Inc.: | ||||||
5.00%, 1/15/2027
(a) |
684,000 | 781,860 | ||||
5.50%,
3/1/2026 |
919,000 | 1,045,638 | ||||
16,271,362 | ||||||
HOME FURNISHINGS — 0.1% | ||||||
Harman International Industries, Inc. 4.15%,
5/15/2025 |
593,000 | 637,617 |
Security Description | Principal
Amount |
Value | ||||
Leggett & Platt, Inc.: | ||||||
3.50%,
11/15/2027 |
$ 885,000 | $ 944,498 | ||||
3.80%,
11/15/2024 |
357,000 | 375,846 | ||||
4.40%,
3/15/2029 |
965,000 | 1,079,748 | ||||
Whirlpool Corp.: | ||||||
2.40%, 5/15/2031
(a) |
745,000 | 746,393 | ||||
3.70%,
5/1/2025 |
482,000 | 516,550 | ||||
4.00%,
3/1/2024 |
655,000 | 693,809 | ||||
4.75%,
2/26/2029 |
558,000 | 644,150 | ||||
5,638,611 | ||||||
HOUSEHOLD PRODUCTS & WARES — 0.2% | ||||||
Avery Dennison Corp.: | ||||||
0.85%,
8/15/2024 |
526,000 | 518,347 | ||||
2.65%,
4/30/2030 |
897,000 | 908,849 | ||||
4.88%,
12/6/2028 |
988,000 | 1,152,423 | ||||
Church & Dwight Co., Inc.: | ||||||
2.30%,
12/15/2031 |
937,000 | 943,596 | ||||
3.15%,
8/1/2027 |
640,000 | 679,834 | ||||
Clorox Co.: | ||||||
1.80%,
5/15/2030 |
1,049,000 | 1,017,677 | ||||
3.10%,
10/1/2027 |
1,154,000 | 1,228,087 | ||||
3.50%,
12/15/2024 |
26,000 | 27,701 | ||||
3.90%,
5/15/2028 |
858,000 | 960,565 | ||||
Kimberly-Clark Corp.: | ||||||
1.05%, 9/15/2027
(a) |
940,000 | 911,104 | ||||
2.00%,
11/2/2031 |
769,000 | 766,678 | ||||
2.40%,
6/1/2023 |
393,000 | 402,346 | ||||
2.75%,
2/15/2026 |
883,000 | 933,702 | ||||
3.05%, 8/15/2025
(a) |
558,000 | 592,367 | ||||
3.10%,
3/26/2030 |
1,050,000 | 1,133,107 | ||||
3.20%,
4/25/2029 |
853,000 | 920,285 | ||||
3.95%,
11/1/2028 |
964,000 | 1,090,284 | ||||
14,186,952 | ||||||
INSURANCE — 2.8% | ||||||
ACE Capital Trust II 9.70%,
4/1/2030 |
1,171,000 | 1,720,597 | ||||
Aegon NV 6 Month USD LIBOR + 3.54%, 5.50%, 4/11/2048
(c) |
2,000 | 2,293 | ||||
Aflac, Inc.: | ||||||
1.13%,
3/15/2026 |
1,067,000 | 1,050,504 | ||||
2.88%,
10/15/2026 |
198,000 | 208,743 | ||||
3.25%,
3/17/2025 |
1,068,000 | 1,129,549 | ||||
3.60%,
4/1/2030 |
824,000 | 908,567 | ||||
3.63%,
11/15/2024 |
1,181,000 | 1,262,028 | ||||
Alleghany Corp. 3.63%,
5/15/2030 |
863,000 | 936,174 | ||||
Allstate Corp.: | ||||||
0.75%,
12/15/2025 |
800,000 | 780,024 | ||||
1.45%,
12/15/2030 |
1,040,000 | 984,828 | ||||
3.15%,
6/15/2023 |
971,000 | 1,004,169 | ||||
3.28%, 12/15/2026
(a) |
1,081,000 | 1,163,383 |
Security Description | Principal
Amount |
Value | |||
Series B, 3 Month USD LIBOR + 2.94%, 5.75%, 8/15/2053
(c) |
$ 350,000 | $ 364,032 | |||
American Equity Investment Life Holding Co. 5.00%,
6/15/2027 |
995,000 | 1,131,673 | |||
American Financial Group, Inc.: | |||||
3.50%,
8/15/2026 |
639,000 | 682,599 | |||
5.25%,
4/2/2030 |
782,000 | 934,990 | |||
American International Group, Inc.: | |||||
2.50%,
6/30/2025 |
852,000 | 879,298 | |||
3.40%,
6/30/2030 |
1,995,000 | 2,163,019 | |||
3.75%,
7/10/2025 |
2,546,000 | 2,729,999 | |||
3.90%,
4/1/2026 |
1,960,000 | 2,127,776 | |||
4.13%,
2/15/2024 |
1,227,000 | 1,302,976 | |||
4.20%,
4/1/2028 |
1,194,000 | 1,335,680 | |||
4.25%, 3/15/2029
(a) |
2,211,000 | 2,524,918 | |||
Series A-9, 3 Month USD LIBOR + 2.87%, 5.75%, 4/1/2048
(c) |
2,000 | 2,250 | |||
Aon Corp.: | |||||
2.80%,
5/15/2030 |
663,000 | 683,334 | |||
4.50%,
12/15/2028 |
881,000 | 1,004,516 | |||
8.21%,
1/1/2027 |
627,000 | 789,067 | |||
Aon Corp./Aon Global Holdings PLC: | |||||
2.05%,
8/23/2031 |
988,000 | 960,603 | |||
2.60%,
12/2/2031 |
1,769,000 | 1,800,417 | |||
Aon PLC: | |||||
3.50%,
6/14/2024 |
787,000 | 827,405 | |||
3.88%,
12/15/2025 |
1,164,000 | 1,259,564 | |||
4.00%,
11/27/2023 |
1,154,000 | 1,209,173 | |||
Arch Capital Finance LLC 4.01%,
12/15/2026 |
758,000 | 832,625 | |||
Arthur J Gallagher & Co. 2.40%,
11/9/2031 |
1,190,000 | 1,173,090 | |||
Aspen Insurance Holdings, Ltd. 4.65%,
11/15/2023 |
486,000 | 515,539 | |||
Assurant, Inc.: | |||||
2.65%,
1/15/2032 |
1,070,000 | 1,050,323 | |||
3.70%,
2/22/2030 |
910,000 | 965,683 | |||
4.20%,
9/27/2023 |
1,063,000 | 1,116,798 | |||
4.90%,
3/27/2028 |
1,120,000 | 1,280,989 | |||
Assured Guaranty US Holdings, Inc.: | |||||
3.15%,
6/15/2031 |
659,000 | 688,793 | |||
5.00%, 7/1/2024
(a) |
623,000 | 675,899 | |||
Athene Holding, Ltd.: | |||||
3.50%,
1/15/2031 |
911,000 | 961,497 | |||
4.13%,
1/12/2028 |
1,201,000 | 1,314,819 | |||
6.15%,
4/3/2030 |
830,000 | 1,026,793 | |||
AXA Equitable Holdings, Inc. 7.00%,
4/1/2028 |
441,000 | 555,761 |
Security Description | Principal
Amount |
Value | |||
AXA SA 8.60%,
12/15/2030 |
$ 1,497,000 | $ 2,168,824 | |||
AXIS Specialty Finance LLC: | |||||
3.90%,
7/15/2029 |
528,000 | 575,884 | |||
5 year CMT + 3.19%, 4.90%, 1/15/2040
(a)
(c) |
392,000 | 411,302 | |||
Berkshire Hathaway Finance Corp.: | |||||
1.45%, 10/15/2030
(a) |
580,000 | 555,785 | |||
1.85%, 3/12/2030
(a) |
1,047,000 | 1,038,875 | |||
Berkshire Hathaway, Inc.: | |||||
2.75%,
3/15/2023 |
2,404,000 | 2,456,167 | |||
3.00%,
2/11/2023 |
497,000 | 509,738 | |||
3.13%,
3/15/2026 |
3,410,000 | 3,642,971 | |||
Brighthouse Financial, Inc.: | |||||
3.70%, 6/22/2027
(a) |
1,197,000 | 1,289,911 | |||
5.63%,
5/15/2030 |
95,000 | 113,408 | |||
Brown & Brown, Inc.: | |||||
2.38%,
3/15/2031 |
1,038,000 | 1,017,468 | |||
4.20%,
9/15/2024 |
1,022,000 | 1,090,811 | |||
4.50%,
3/15/2029 |
792,000 | 896,552 | |||
Chubb INA Holdings, Inc.: | |||||
1.38%,
9/15/2030 |
1,124,000 | 1,058,527 | |||
2.70%,
3/13/2023 |
1,054,000 | 1,079,370 | |||
3.15%,
3/15/2025 |
645,000 | 682,023 | |||
3.35%,
5/15/2024 |
797,000 | 841,106 | |||
3.35%,
5/3/2026 |
1,673,000 | 1,796,668 | |||
Cincinnati Financial Corp. 6.92%,
5/15/2028 |
519,000 | 665,804 | |||
CNA Financial Corp.: | |||||
2.05%,
8/15/2030 |
1,014,000 | 982,911 | |||
3.45%,
8/15/2027 |
200,000 | 215,458 | |||
3.90%,
5/1/2029 |
277,000 | 306,789 | |||
3.95%,
5/15/2024 |
841,000 | 887,684 | |||
4.50%,
3/1/2026 |
502,000 | 553,350 | |||
CNO Financial Group, Inc.: | |||||
5.25%,
5/30/2025 |
1,156,000 | 1,278,062 | |||
5.25%,
5/30/2029 |
921,000 | 1,057,897 | |||
Enstar Group, Ltd.: | |||||
3.10%,
9/1/2031 |
855,000 | 837,011 | |||
4.95%,
6/1/2029 |
875,000 | 977,673 | |||
Equitable Holdings, Inc.: | |||||
3.90%,
4/20/2023 |
1,047,000 | 1,084,640 | |||
4.35%,
4/20/2028 |
150,000 | 168,048 | |||
Fairfax Financial Holdings, Ltd.: | |||||
3.38%,
3/3/2031 |
852,000 | 877,645 | |||
4.63%,
4/29/2030 |
1,160,000 | 1,299,850 | |||
4.85%,
4/17/2028 |
859,000 | 958,378 | |||
Fidelity National Financial, Inc.: | |||||
2.45%,
3/15/2031 |
503,000 | 496,255 | |||
4.50%,
8/15/2028 |
768,000 | 868,692 | |||
First American Financial Corp.: | |||||
2.40%,
8/15/2031 |
742,000 | 726,678 |
Security Description | Principal
Amount |
Value | |||
4.00%,
5/15/2030 |
$ 1,024,000 | $ 1,120,983 | |||
4.60%,
11/15/2024 |
384,000 | 416,310 | |||
Globe Life, Inc.: | |||||
2.15%,
8/15/2030 |
1,050,000 | 1,035,668 | |||
4.55%,
9/15/2028 |
662,000 | 752,317 | |||
Hanover Insurance Group, Inc.: | |||||
2.50%,
9/1/2030 |
726,000 | 723,945 | |||
4.50%,
4/15/2026 |
795,000 | 870,628 | |||
Hartford Financial Services Group, Inc. 2.80%, 8/19/2029
(a) |
952,000 | 986,834 | |||
Jackson Financial, Inc.: | |||||
1.13%, 11/22/2023
(b) |
1,153,000 | 1,151,247 | |||
3.13%, 11/23/2031
(b) |
1,124,000 | 1,133,824 | |||
Kemper Corp.: | |||||
2.40%,
9/30/2030 |
1,070,000 | 1,034,487 | |||
4.35%,
2/15/2025 |
388,000 | 414,815 | |||
Lincoln National Corp.: | |||||
3.05%,
1/15/2030 |
914,000 | 953,631 | |||
3.35%,
3/9/2025 |
541,000 | 572,616 | |||
3.40%,
1/15/2031 |
879,000 | 945,426 | |||
3.63%, 12/12/2026
(a) |
797,000 | 865,446 | |||
3.80%,
3/1/2028 |
797,000 | 874,819 | |||
4.00%,
9/1/2023 |
1,131,000 | 1,185,989 | |||
Loews Corp.: | |||||
2.63%,
5/15/2023 |
675,000 | 688,946 | |||
3.20%,
5/15/2030 |
759,000 | 807,751 | |||
3.75%,
4/1/2026 |
888,000 | 961,962 | |||
Manulife Financial Corp.: | |||||
2.48%,
5/19/2027 |
1,132,000 | 1,162,372 | |||
4.15%,
3/4/2026 |
1,496,000 | 1,639,107 | |||
Markel Corp.: | |||||
3.35%,
9/17/2029 |
774,000 | 836,191 | |||
3.50%,
11/1/2027 |
469,000 | 503,195 | |||
Marsh & McLennan Cos., Inc.: | |||||
2.25%, 11/15/2030
(a) |
452,000 | 451,412 | |||
2.38%,
12/15/2031 |
867,000 | 875,184 | |||
3.30%,
3/14/2023 |
853,000 | 874,999 | |||
3.50%,
6/3/2024 |
1,083,000 | 1,142,706 | |||
3.50%,
3/10/2025 |
1,069,000 | 1,133,268 | |||
3.75%,
3/14/2026 |
522,000 | 566,782 | |||
3.88%,
3/15/2024 |
887,000 | 938,730 | |||
4.38%,
3/15/2029 |
795,000 | 907,954 | |||
Mercury General Corp. 4.40%,
3/15/2027 |
969,000 | 1,068,817 | |||
MetLife, Inc.: | |||||
3.00%,
3/1/2025 |
956,000 | 1,006,066 | |||
3.60%,
4/10/2024 |
1,221,000 | 1,291,501 | |||
3.60%,
11/13/2025 |
1,035,000 | 1,117,262 | |||
4.55%,
3/23/2030 |
969,000 | 1,146,201 | |||
Series D, 4.37%,
9/15/2023 |
2,054,000 | 2,173,255 | |||
Munich Re America Corp. Series B, 7.45%,
12/15/2026 |
10,000 | 12,566 |
Security Description | Principal
Amount |
Value | |||
Old Republic International Corp.: | |||||
3.88%,
8/26/2026 |
$ 919,000 | $ 996,435 | |||
4.88%,
10/1/2024 |
1,046,000 | 1,138,079 | |||
PartnerRe Finance B LLC 3.70%,
7/2/2029 |
991,000 | 1,088,207 | |||
Primerica, Inc. 2.80%,
11/19/2031 |
980,000 | 991,152 | |||
Principal Financial Group, Inc.: | |||||
2.13%,
6/15/2030 |
708,000 | 700,170 | |||
3.10%,
11/15/2026 |
1,117,000 | 1,180,278 | |||
3.13%,
5/15/2023 |
559,000 | 575,636 | |||
3.40%,
5/15/2025 |
1,117,000 | 1,180,524 | |||
3.70%,
5/15/2029 |
1,147,000 | 1,266,873 | |||
Progressive Corp.: | |||||
2.45%,
1/15/2027 |
771,000 | 802,264 | |||
3.20%,
3/26/2030 |
976,000 | 1,056,637 | |||
4.00%,
3/1/2029 |
97,000 | 109,495 | |||
6.63%,
3/1/2029 |
47,000 | 60,893 | |||
Prudential Financial, Inc.: | |||||
3 Month USD LIBOR + 2.38%, 4.50%, 9/15/2047
(c) |
546,000 | 570,696 | |||
3 Month USD LIBOR + 2.67%, 5.70%, 9/15/2048
(c) |
966,000 | 1,086,847 | |||
3 Month USD LIBOR + 3.03%, 5.38%, 5/15/2045
(c) |
555,000 | 595,576 | |||
3 Month USD LIBOR + 3.04%, 5.20%, 3/15/2044
(c) |
446,000 | 469,326 | |||
3 Month USD LIBOR + 3.92%, 5.63%, 6/15/2043
(c) |
1,816,000 | 1,890,365 | |||
5 year CMT + 3.04%, 3.70%, 10/1/2050
(a)
(c) |
2,570,000 | 2,599,915 | |||
Series MTN, 1.50%,
3/10/2026 |
1,115,000 | 1,116,795 | |||
Series MTN, 2.10%, 3/10/2030
(a) |
795,000 | 798,784 | |||
Series MTN, 3.88%,
3/27/2028 |
702,000 | 780,427 | |||
Prudential PLC 3.13%,
4/14/2030 |
1,146,000 | 1,222,988 | |||
Reinsurance Group of America, Inc.: | |||||
3.15%,
6/15/2030 |
492,000 | 515,104 | |||
3.90%,
5/15/2029 |
1,040,000 | 1,141,223 | |||
3.95%,
9/15/2026 |
521,000 | 566,124 | |||
Series MTN, 4.70%,
9/15/2023 |
272,000 | 287,580 | |||
RenaissanceRe Finance, Inc.: | |||||
3.45%,
7/1/2027 |
423,000 | 454,065 | |||
3.70%,
4/1/2025 |
199,000 | 211,322 |
Security Description | Principal
Amount |
Value | ||||
RenaissanceRe Holdings, Ltd. 3.60%,
4/15/2029 |
$ 1,073,000 | $ 1,164,516 | ||||
Stewart Information Services Corp. 3.60%,
11/15/2031 |
1,197,000 | 1,212,753 | ||||
Swiss Re America Holding Corp. 7.00%,
2/15/2026 |
426,000 | 513,952 | ||||
Trinity Acquisition PLC 4.40%,
3/15/2026 |
944,000 | 1,034,426 | ||||
Unum Group 4.00%,
3/15/2024 |
1,167,000 | 1,232,025 | ||||
Voya Financial, Inc. 3.65%,
6/15/2026 |
916,000 | 987,704 | ||||
Willis North America, Inc.: | ||||||
2.95%,
9/15/2029 |
1,013,000 | 1,039,865 | ||||
3.60%,
5/15/2024 |
923,000 | 967,322 | ||||
4.50%,
9/15/2028 |
812,000 | 908,319 | ||||
XLIT, Ltd. 4.45%,
3/31/2025 |
972,000 | 1,055,009 | ||||
155,405,855 | ||||||
INTERNET — 1.6% | ||||||
Alibaba Group Holding, Ltd.: | ||||||
2.13%, 2/9/2031
(a) |
1,723,000 | 1,664,297 | ||||
2.80%,
6/6/2023 |
719,000 | 734,933 | ||||
3.40%, 12/6/2027
(a) |
3,642,000 | 3,856,550 | ||||
3.60%,
11/28/2024 |
2,783,000 | 2,929,553 | ||||
Alphabet, Inc.: | ||||||
0.45%,
8/15/2025 |
461,000 | 450,503 | ||||
0.80%, 8/15/2027
(a) |
1,261,000 | 1,215,642 | ||||
1.10%, 8/15/2030
(a) |
3,321,000 | 3,128,814 | ||||
2.00%,
8/15/2026 |
2,524,000 | 2,604,692 | ||||
3.38%,
2/25/2024 |
1,230,000 | 1,298,019 | ||||
Amazon.com, Inc.: | ||||||
0.25%,
5/12/2023 |
995,000 | 990,950 | ||||
0.40%,
6/3/2023 |
1,203,000 | 1,199,343 | ||||
0.45%,
5/12/2024 |
2,983,000 | 2,953,259 | ||||
0.80%,
6/3/2025 |
1,371,000 | 1,354,959 | ||||
1.00%,
5/12/2026 |
3,425,000 | 3,389,757 | ||||
1.20%,
6/3/2027 |
1,774,000 | 1,750,175 | ||||
1.50%, 6/3/2030
(a) |
1,988,000 | 1,928,956 | ||||
1.65%,
5/12/2028 |
2,107,000 | 2,105,378 | ||||
2.10%, 5/12/2031
(a) |
3,525,000 | 3,564,057 | ||||
2.40%,
2/22/2023 |
1,375,000 | 1,400,960 | ||||
2.80%,
8/22/2024 |
2,610,000 | 2,731,548 | ||||
3.15%,
8/22/2027 |
5,200,000 | 5,620,524 | ||||
3.80%,
12/5/2024 |
1,334,000 | 1,429,488 | ||||
5.20%,
12/3/2025 |
1,604,000 | 1,827,181 | ||||
Baidu, Inc.: | ||||||
1.63%,
2/23/2027 |
1,116,000 | 1,085,667 | ||||
1.72%,
4/9/2026 |
860,000 | 848,889 | ||||
2.38%, 10/9/2030
(a) |
695,000 | 675,338 | ||||
2.38%, 8/23/2031
(a) |
773,000 | 745,141 | ||||
3.08%, 4/7/2025
(a) |
795,000 | 824,892 | ||||
3.43%,
4/7/2030 |
1,013,000 | 1,063,194 |
Security Description | Principal
Amount |
Value | ||||
3.63%,
7/6/2027 |
$ 936,000 | $ 1,004,721 | ||||
3.88%,
9/29/2023 |
1,100,000 | 1,144,902 | ||||
4.13%,
6/30/2025 |
929,000 | 999,084 | ||||
4.38%,
5/14/2024 |
1,192,000 | 1,268,610 | ||||
4.38%,
3/29/2028 |
575,000 | 637,255 | ||||
4.88%,
11/14/2028 |
582,000 | 667,199 | ||||
Booking Holdings, Inc.: | ||||||
2.75%,
3/15/2023 |
1,155,000 | 1,180,214 | ||||
3.55%,
3/15/2028 |
596,000 | 649,986 | ||||
3.60%,
6/1/2026 |
326,000 | 352,879 | ||||
3.65%,
3/15/2025 |
1,100,000 | 1,169,685 | ||||
4.63%,
4/13/2030 |
1,768,000 | 2,061,081 | ||||
E*TRADE Financial Corp.: | ||||||
3.80%,
8/24/2027 |
928,000 | 1,007,827 | ||||
4.50%,
6/20/2028 |
1,079,000 | 1,215,472 | ||||
eBay, Inc.: | ||||||
1.40%,
5/10/2026 |
1,152,000 | 1,134,731 | ||||
1.90%,
3/11/2025 |
759,000 | 768,009 | ||||
2.60%, 5/10/2031
(a) |
1,110,000 | 1,123,953 | ||||
2.70%,
3/11/2030 |
1,461,000 | 1,495,567 | ||||
2.75%,
1/30/2023 |
1,055,000 | 1,074,844 | ||||
3.45%,
8/1/2024 |
1,213,000 | 1,274,099 | ||||
3.60%,
6/5/2027 |
724,000 | 785,895 | ||||
Expedia Group, Inc.: | ||||||
2.95%,
3/15/2031 |
1,008,000 | 1,008,292 | ||||
3.25%,
2/15/2030 |
1,304,000 | 1,332,936 | ||||
3.60%,
12/15/2023 |
983,000 | 1,021,927 | ||||
3.80%,
2/15/2028 |
794,000 | 847,746 | ||||
4.50%,
8/15/2024 |
984,000 | 1,050,725 | ||||
4.63%,
8/1/2027 |
830,000 | 927,550 | ||||
5.00%,
2/15/2026 |
1,002,000 | 1,117,641 | ||||
JD.com, Inc.: | ||||||
3.38%,
1/14/2030 |
999,000 | 1,042,626 | ||||
3.88%, 4/29/2026
(a) |
1,225,000 | 1,309,182 | ||||
TD Ameritrade Holding Corp. 3.63%,
4/1/2025 |
264,000 | 281,456 | ||||
Tencent Music Entertainment Group: | ||||||
1.38%,
9/3/2025 |
396,000 | 385,443 | ||||
2.00%,
9/3/2030 |
1,237,000 | 1,158,463 | ||||
VeriSign, Inc.: | ||||||
2.70%,
6/15/2031 |
812,000 | 817,497 | ||||
4.75%,
7/15/2027 |
1,093,000 | 1,139,769 | ||||
5.25%,
4/1/2025 |
556,000 | 613,741 | ||||
Weibo Corp.: | ||||||
3.38%,
7/8/2030 |
1,290,000 | 1,277,229 | ||||
3.50%,
7/5/2024 |
955,000 | 981,167 | ||||
92,702,062 | ||||||
INVESTMENT COMPANY SECURITY — 0.9% | ||||||
Ares Capital Corp.: | ||||||
2.15%, 7/15/2026
(a) |
1,130,000 | 1,116,440 | ||||
2.88%, 6/15/2028
(a) |
1,497,000 | 1,493,198 | ||||
3.20%,
11/15/2031 |
978,000 | 960,895 | ||||
3.25%,
7/15/2025 |
1,255,000 | 1,301,937 | ||||
3.88%,
1/15/2026 |
1,901,000 | 2,006,182 |
Security Description | Principal
Amount |
Value | |||
4.20%,
6/10/2024 |
$ 1,071,000 | $ 1,131,779 | |||
4.25%,
3/1/2025 |
1,763,000 | 1,866,999 | |||
Bain Capital Specialty Finance, Inc.: | |||||
2.55%,
10/13/2026 |
1,050,000 | 1,019,991 | |||
2.95%,
3/10/2026 |
855,000 | 853,034 | |||
Barings BDC, Inc. 3.30%, 11/23/2026
(b) |
1,921,000 | 1,902,808 | |||
BlackRock TCP Capital Corp. 2.85%,
2/9/2026 |
1,044,000 | 1,053,135 | |||
Blackstone Secured Lending Fund: | |||||
2.13%, 2/15/2027
(b) |
1,017,000 | 990,894 | |||
2.75%,
9/16/2026 |
472,000 | 471,745 | |||
2.85%, 9/30/2028
(b) |
1,008,000 | 983,294 | |||
3.63%,
1/15/2026 |
814,000 | 857,744 | |||
3.65%,
7/14/2023 |
949,000 | 978,125 | |||
FS KKR Capital Corp.: | |||||
1.65%,
10/12/2024 |
1,055,000 | 1,036,094 | |||
2.63%,
1/15/2027 |
687,000 | 679,793 | |||
3.13%,
10/12/2028 |
1,163,000 | 1,159,220 | |||
3.40%,
1/15/2026 |
1,260,000 | 1,284,318 | |||
4.13%,
2/1/2025 |
721,000 | 755,139 | |||
4.63%,
7/15/2024 |
722,000 | 761,147 | |||
Goldman Sachs BDC, Inc.: | |||||
2.88%,
1/15/2026 |
600,000 | 614,886 | |||
3.75%,
2/10/2025 |
1,113,000 | 1,166,680 | |||
Golub Capital BDC, Inc.: | |||||
2.05%,
2/15/2027 |
1,196,000 | 1,152,561 | |||
2.50%,
8/24/2026 |
1,205,000 | 1,185,178 | |||
3.38%,
4/15/2024 |
1,818,000 | 1,865,559 | |||
Main Street Capital Corp.: | |||||
3.00%,
7/14/2026 |
1,155,000 | 1,158,592 | |||
5.20%,
5/1/2024 |
1,165,000 | 1,244,162 | |||
Oaktree Specialty Lending Corp.: | |||||
2.70%,
1/15/2027 |
823,000 | 815,717 | |||
3.50%,
2/25/2025 |
760,000 | 791,867 | |||
Owl Rock Capital Corp.: | |||||
2.63%,
1/15/2027 |
1,000,000 | 978,640 | |||
2.88%,
6/11/2028 |
560,000 | 551,169 | |||
3.40%,
7/15/2026 |
1,025,000 | 1,044,116 | |||
3.75%,
7/22/2025 |
1,191,000 | 1,234,829 | |||
4.00%,
3/30/2025 |
938,000 | 976,739 | |||
4.25%,
1/15/2026 |
937,000 | 985,724 | |||
5.25%,
4/15/2024 |
920,000 | 982,072 | |||
Owl Rock Capital Corp. III 3.13%, 4/13/2027
(b) |
2,177,000 | 2,124,273 | |||
OWL Rock Core Income Corp. 3.13%, 9/23/2026
(b) |
2,558,000 | 2,468,035 | |||
Owl Rock Technology Finance Corp. 2.50%,
1/15/2027 |
917,000 | 899,027 | |||
Prospect Capital Corp.: | |||||
3.36%,
11/15/2026 |
963,000 | 958,609 |
Security Description | Principal
Amount |
Value | ||||
3.44%,
10/15/2028 |
$ 1,074,000 | $ 1,031,878 | ||||
3.71%,
1/22/2026 |
939,000 | 956,015 | ||||
Sixth Street Specialty Lending, Inc.: | ||||||
2.50%,
8/1/2026 |
1,003,000 | 996,561 | ||||
3.88%,
11/1/2024 |
1,014,000 | 1,060,086 | ||||
51,906,886 | ||||||
IRON/STEEL — 0.3% | ||||||
ArcelorMittal SA: | ||||||
4.25%, 7/16/2029
(a) |
965,000 | 1,057,717 | ||||
4.55%,
3/11/2026 |
1,173,000 | 1,286,417 | ||||
Nucor Corp.: | ||||||
2.00%,
6/1/2025 |
907,000 | 925,548 | ||||
2.70%,
6/1/2030 |
330,000 | 339,771 | ||||
3.95%,
5/1/2028 |
818,000 | 903,236 | ||||
4.00%,
8/1/2023 |
724,000 | 755,009 | ||||
Reliance Steel & Aluminum Co.: | ||||||
1.30%,
8/15/2025 |
704,000 | 694,046 | ||||
2.15%,
8/15/2030 |
965,000 | 941,029 | ||||
4.50%,
4/15/2023 |
878,000 | 909,950 | ||||
Steel Dynamics, Inc.: | ||||||
1.65%,
10/15/2027 |
1,079,000 | 1,057,884 | ||||
2.40%,
6/15/2025 |
931,000 | 955,104 | ||||
2.80%,
12/15/2024 |
1,180,000 | 1,224,852 | ||||
3.25%,
1/15/2031 |
1,169,000 | 1,233,166 | ||||
3.45%,
4/15/2030 |
354,000 | 378,228 | ||||
5.00%,
12/15/2026 |
998,000 | 1,025,934 | ||||
Vale Overseas, Ltd.: | ||||||
3.75%,
7/8/2030 |
1,541,000 | 1,597,431 | ||||
6.25%,
8/10/2026 |
2,507,000 | 2,910,502 | ||||
18,195,824 | ||||||
LEISURE TIME — 0.0% (e) | ||||||
Brunswick Corp.: | ||||||
0.85%,
8/18/2024 |
1,598,000 | 1,575,868 | ||||
2.40%,
8/18/2031 |
1,176,000 | 1,133,652 | ||||
Harley-Davidson, Inc. 3.50%,
7/28/2025 |
63,000 | 66,434 | ||||
2,775,954 | ||||||
LODGING — 0.6% | ||||||
Choice Hotels International, Inc.: | ||||||
3.70%,
12/1/2029 |
799,000 | 848,314 | ||||
3.70%,
1/15/2031 |
275,000 | 291,214 | ||||
Hyatt Hotels Corp.: | ||||||
1.30%,
10/1/2023 |
956,000 | 956,468 | ||||
1.80%,
10/1/2024 |
1,041,000 | 1,042,249 | ||||
3.38%,
7/15/2023 |
890,000 | 911,565 | ||||
4.38%,
9/15/2028 |
1,166,000 | 1,258,930 | ||||
4.85%,
3/15/2026 |
958,000 | 1,043,118 | ||||
5.38%,
4/23/2025 |
798,000 | 887,536 | ||||
5.75%,
4/23/2030 |
1,115,000 | 1,332,369 | ||||
Las Vegas Sands Corp.: | ||||||
2.90%,
6/25/2025 |
581,000 | 581,709 |
Security Description | Principal
Amount |
Value | ||||
3.20%,
8/8/2024 |
$ 1,470,000 | $ 1,493,829 | ||||
3.50%,
8/18/2026 |
1,143,000 | 1,157,002 | ||||
3.90%, 8/8/2029
(a) |
1,756,000 | 1,766,079 | ||||
Marriott International, Inc.: | ||||||
3.60%,
4/15/2024 |
1,115,000 | 1,167,706 | ||||
3.75%,
3/15/2025 |
1,007,000 | 1,063,060 | ||||
3.75%,
10/1/2025 |
1,011,000 | 1,072,560 | ||||
Series AA, 4.65%,
12/1/2028 |
511,000 | 573,373 | ||||
Series EE, 5.75%,
5/1/2025 |
1,148,000 | 1,292,820 | ||||
Series FF, 4.63%,
6/15/2030 |
920,000 | 1,039,471 | ||||
Series HH, 2.85%,
4/15/2031 |
808,000 | 806,077 | ||||
Series R, 3.13%,
6/15/2026 |
1,025,000 | 1,070,049 | ||||
Series X, 4.00%,
4/15/2028 |
886,000 | 960,778 | ||||
Series Z, 4.15%, 12/1/2023
(a) |
886,000 | 929,316 | ||||
Sands China, Ltd.: | ||||||
2.30%, 3/8/2027
(b) |
1,075,000 | 1,012,360 | ||||
2.85%, 3/8/2029
(a)
(b) |
1,036,000 | 972,286 | ||||
3.25%, 8/8/2031
(b) |
919,000 | 859,642 | ||||
3.80%,
1/8/2026 |
1,197,000 | 1,200,363 | ||||
4.38%, 6/18/2030
(a) |
1,209,000 | 1,233,845 | ||||
5.13%,
8/8/2025 |
2,247,000 | 2,346,767 | ||||
5.40%,
8/8/2028 |
2,247,000 | 2,426,648 | ||||
33,597,503 | ||||||
MACHINERY, CONSTRUCTION & MINING — 0.4% | ||||||
Caterpillar Financial Services Corp.: | ||||||
0.25%,
3/1/2023 |
1,159,000 | 1,152,695 | ||||
0.65%,
7/7/2023 |
812,000 | 811,756 | ||||
0.90%,
3/2/2026 |
661,000 | 646,914 | ||||
2.40%,
8/9/2026 |
578,000 | 599,502 | ||||
Series MTN, 0.45%,
9/14/2023 |
992,000 | 986,981 | ||||
Series MTN, 0.45%,
5/17/2024 |
1,178,000 | 1,162,992 | ||||
Series MTN, 0.60%,
9/13/2024 |
1,147,000 | 1,133,041 | ||||
Series MTN, 0.80%, 11/13/2025
(a) |
1,020,000 | 1,000,436 | ||||
Series MTN, 1.10%,
9/14/2027 |
795,000 | 771,937 | ||||
Series MTN, 1.15%,
9/14/2026 |
1,256,000 | 1,239,710 | ||||
Series MTN, 1.45%,
5/15/2025 |
693,000 | 696,035 | ||||
Series MTN, 2.15%, 11/8/2024
(a) |
970,000 | 998,567 | ||||
Series MTN, 2.63%, 3/1/2023
(a) |
1,020,000 | 1,042,756 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 2.85%,
5/17/2024 |
$ 711,000 | $ 742,049 | ||||
Series MTN, 3.25%,
12/1/2024 |
1,027,000 | 1,089,750 | ||||
Series MTN, 3.30%,
6/9/2024 |
999,000 | 1,051,897 | ||||
Series MTN, 3.45%,
5/15/2023 |
1,092,000 | 1,131,880 | ||||
Series MTN, 3.65%,
12/7/2023 |
693,000 | 729,750 | ||||
Series MTN, 3.75%,
11/24/2023 |
2,000 | 2,110 | ||||
Caterpillar, Inc.: | ||||||
1.90%, 3/12/2031
(a) |
799,000 | 794,142 | ||||
2.60%,
9/19/2029 |
764,000 | 800,634 | ||||
2.60%,
4/9/2030 |
1,148,000 | 1,198,156 | ||||
3.40%,
5/15/2024 |
1,169,000 | 1,229,110 | ||||
Oshkosh Corp.: | ||||||
3.10%,
3/1/2030 |
32,000 | 33,222 | ||||
4.60%,
5/15/2028 |
482,000 | 543,349 | ||||
21,589,371 | ||||||
MACHINERY-DIVERSIFIED — 1.0% | ||||||
CNH Industrial Capital LLC: | ||||||
1.45%,
7/15/2026 |
1,153,000 | 1,130,148 | ||||
1.88%,
1/15/2026 |
1,134,000 | 1,137,992 | ||||
1.95%,
7/2/2023 |
454,000 | 459,934 | ||||
4.20%,
1/15/2024 |
1,181,000 | 1,248,140 | ||||
CNH Industrial NV: | ||||||
4.50%,
8/15/2023 |
1,229,000 | 1,292,318 | ||||
Series MTN, 3.85%, 11/15/2027
(a) |
761,000 | 830,571 | ||||
Crane Co. 4.45%,
12/15/2023 |
453,000 | 477,702 | ||||
Deere & Co.: | ||||||
2.75%,
4/15/2025 |
738,000 | 771,476 | ||||
3.10%, 4/15/2030
(a) |
1,038,000 | 1,118,424 | ||||
5.38%,
10/16/2029 |
788,000 | 977,498 | ||||
7.13%,
3/3/2031 |
397,000 | 554,823 | ||||
Dover Corp.: | ||||||
2.95%,
11/4/2029 |
1,180,000 | 1,245,962 | ||||
3.15%,
11/15/2025 |
576,000 | 608,930 | ||||
Flowserve Corp.: | ||||||
2.80%,
1/15/2032 |
731,000 | 712,096 | ||||
3.50%,
10/1/2030 |
916,000 | 949,031 | ||||
IDEX Corp.: | ||||||
2.63%,
6/15/2031 |
596,000 | 601,620 | ||||
3.00%,
5/1/2030 |
1,055,000 | 1,098,487 | ||||
John Deere Capital Corp.: | ||||||
1.05%,
6/17/2026 |
728,000 | 715,777 | ||||
1.45%, 1/15/2031
(a) |
660,000 | 628,228 | ||||
2.00%, 6/17/2031
(a) |
578,000 | 576,919 | ||||
2.80%,
1/27/2023 |
1,123,000 | 1,148,200 | ||||
3.65%,
10/12/2023 |
1,003,000 | 1,052,899 | ||||
Series GMTN, 3.45%,
6/7/2023 |
1,151,000 | 1,194,232 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 0.25%,
1/17/2023 |
$ 688,000 | $ 686,115 | |||
Series MTN, 0.40%,
10/10/2023 |
1,139,000 | 1,132,667 | |||
Series MTN, 0.45%,
1/17/2024 |
474,000 | 469,274 | |||
Series MTN, 0.45%,
6/7/2024 |
1,150,000 | 1,135,096 | |||
Series MTN, 0.63%,
9/10/2024 |
766,000 | 758,217 | |||
Series MTN, 0.70%,
7/5/2023 |
120,000 | 119,962 | |||
Series MTN, 0.70%,
1/15/2026 |
480,000 | 466,858 | |||
Series MTN, 1.20%,
4/6/2023 |
887,000 | 892,109 | |||
Series MTN, 1.30%,
10/13/2026 |
931,000 | 921,187 | |||
Series MTN, 1.50%,
3/6/2028 |
873,000 | 859,547 | |||
Series MTN, 1.75%,
3/9/2027 |
1,629,000 | 1,641,462 | |||
Series MTN, 2.05%,
1/9/2025 |
795,000 | 817,944 | |||
Series MTN, 2.25%,
9/14/2026 |
1,144,000 | 1,184,475 | |||
Series MTN, 2.45%,
1/9/2030 |
1,104,000 | 1,137,782 | |||
Series MTN, 2.60%,
3/7/2024 |
544,000 | 562,909 | |||
Series MTN, 2.65%,
6/24/2024 |
1,012,000 | 1,050,709 | |||
Series MTN, 2.65%,
6/10/2026 |
957,000 | 1,003,223 | |||
Series MTN, 2.80%,
3/6/2023 |
684,000 | 701,428 | |||
Series MTN, 2.80%,
9/8/2027 |
939,000 | 999,857 | |||
Series MTN, 2.80%,
7/18/2029 |
963,000 | 1,015,493 | |||
Series MTN, 3.05%, 1/6/2028
(a) |
1,035,000 | 1,108,982 | |||
Series MTN, 3.35%,
6/12/2024 |
1,139,000 | 1,203,866 | |||
Series MTN, 3.40%,
9/11/2025 |
372,000 | 398,814 | |||
Series MTN, 3.45%,
1/10/2024 |
634,000 | 665,795 | |||
Series MTN, 3.45%,
3/13/2025 |
565,000 | 603,137 | |||
Series MTN, 3.45%,
3/7/2029 |
404,000 | 445,018 | |||
nVent Finance Sarl: | |||||
2.75%,
11/15/2031 |
1,166,000 | 1,160,800 | |||
4.55%,
4/15/2028 |
913,000 | 1,013,686 | |||
Otis Worldwide Corp.: | |||||
2.06%,
4/5/2025 |
1,444,000 | 1,471,595 |
Security Description | Principal
Amount |
Value | ||||
2.29%,
4/5/2027 |
$ 1,032,000 | $ 1,052,268 | ||||
2.57%,
2/15/2030 |
1,859,000 | 1,885,212 | ||||
Rockwell Automation, Inc.: | ||||||
0.35%,
8/15/2023 |
746,000 | 741,666 | ||||
1.75%,
8/15/2031 |
997,000 | 972,035 | ||||
2.88%,
3/1/2025 |
125,000 | 130,787 | ||||
3.50%,
3/1/2029 |
619,000 | 679,309 | ||||
Wabtec Corp. 3.45%,
11/15/2026 |
1,186,000 | 1,258,168 | ||||
Westinghouse Air Brake Technologies Corp.: | ||||||
3.20%,
6/15/2025 |
1,161,000 | 1,211,736 | ||||
4.40%,
3/15/2024 |
866,000 | 918,021 | ||||
4.95%,
9/15/2028 |
1,418,000 | 1,611,798 | ||||
Xylem, Inc.: | ||||||
1.95%,
1/30/2028 |
1,095,000 | 1,087,390 | ||||
2.25%,
1/30/2031 |
252,000 | 249,540 | ||||
3.25%,
11/1/2026 |
1,044,000 | 1,118,270 | ||||
59,075,614 | ||||||
MEDIA — 2.0% | ||||||
CBS Corp. 3.50%,
1/15/2025 |
1,147,000 | 1,209,385 | ||||
Charter Communications Operating LLC/Charter Communications Operating Capital: | ||||||
2.25%,
1/15/2029 |
2,865,000 | 2,802,085 | ||||
2.80%,
4/1/2031 |
704,000 | 698,023 | ||||
3.75%,
2/15/2028 |
3,154,000 | 3,381,214 | ||||
4.20%,
3/15/2028 |
1,977,000 | 2,161,573 | ||||
4.91%,
7/23/2025 |
842,000 | 927,412 | ||||
5.05%,
3/30/2029 |
5,852,000 | 6,726,055 | ||||
Class USD, 4.50%,
2/1/2024 |
858,000 | 912,105 | ||||
Comcast Corp.: | ||||||
1.50%,
2/15/2031 |
2,543,000 | 2,395,760 | ||||
1.95%, 1/15/2031
(a) |
1,868,000 | 1,826,643 | ||||
2.35%,
1/15/2027 |
1,007,000 | 1,041,329 | ||||
2.65%,
2/1/2030 |
2,457,000 | 2,544,936 | ||||
3.15%, 3/1/2026
(a) |
2,883,000 | 3,074,979 | ||||
3.15%,
2/15/2028 |
2,314,000 | 2,484,496 | ||||
3.30%,
2/1/2027 |
549,000 | 590,230 | ||||
3.30%,
4/1/2027 |
1,226,000 | 1,320,537 | ||||
3.38%,
2/15/2025 |
1,273,000 | 1,351,735 | ||||
3.38%,
8/15/2025 |
1,349,000 | 1,439,504 | ||||
3.40%,
4/1/2030 |
1,847,000 | 2,013,101 | ||||
3.55%,
5/1/2028 |
1,458,000 | 1,596,291 | ||||
3.70%,
4/15/2024 |
2,938,000 | 3,122,271 | ||||
3.95%,
10/15/2025 |
3,747,000 | 4,096,520 | ||||
4.15%,
10/15/2028 |
4,667,000 | 5,296,112 | ||||
4.25%,
10/15/2030 |
1,601,000 | 1,847,826 | ||||
Discovery Communications LLC: | ||||||
2.95%,
3/20/2023 |
759,000 | 776,351 | ||||
3.45%,
3/15/2025 |
1,131,000 | 1,186,657 |
Security Description | Principal
Amount |
Value | |||
3.63%,
5/15/2030 |
$ 924,000 | $ 987,996 | |||
3.80%,
3/13/2024 |
260,000 | 272,948 | |||
3.90%,
11/15/2024 |
1,153,000 | 1,225,408 | |||
3.95%,
6/15/2025 |
1,013,000 | 1,079,524 | |||
3.95%,
3/20/2028 |
1,425,000 | 1,547,735 | |||
4.13%,
5/15/2029 |
1,086,000 | 1,197,869 | |||
4.90%,
3/11/2026 |
1,000,000 | 1,115,650 | |||
Fox Corp.: | |||||
3.05%,
4/7/2025 |
905,000 | 949,227 | |||
4.03%,
1/25/2024 |
1,202,000 | 1,269,625 | |||
4.71%,
1/25/2029 |
3,198,000 | 3,655,698 | |||
FOX Corp. 3.50%,
4/8/2030 |
1,181,000 | 1,273,850 | |||
Grupo Televisa SAB: | |||||
4.63%,
1/30/2026 |
849,000 | 921,657 | |||
6.63%,
3/18/2025 |
719,000 | 821,177 | |||
TCI Communications, Inc.: | |||||
7.13%,
2/15/2028 |
1,658,000 | 2,139,185 | |||
7.88%,
2/15/2026 |
1,159,000 | 1,444,172 | |||
Thomson Reuters Corp.: | |||||
3.35%,
5/15/2026 |
630,000 | 670,181 | |||
4.30%,
11/23/2023 |
947,000 | 996,055 | |||
Time Warner Entertainment Co. L.P. 8.38%,
3/15/2023 |
1,239,000 | 1,346,074 | |||
TWDC Enterprises 18 Corp.: | |||||
3.00%,
2/13/2026 |
860,000 | 909,871 | |||
Series GMTN, 3.15%,
9/17/2025 |
1,111,000 | 1,178,693 | |||
Series MTN, 1.85%,
7/30/2026 |
980,000 | 993,475 | |||
Series MTN, 2.95%,
6/15/2027 |
46,000 | 49,332 | |||
ViacomCBS, Inc.: | |||||
2.90%, 1/15/2027
(a) |
364,000 | 379,929 | |||
3.38%,
2/15/2028 |
967,000 | 1,030,774 | |||
3.70%,
8/15/2024 |
700,000 | 741,713 | |||
3.70%,
6/1/2028 |
1,046,000 | 1,133,038 | |||
3.88%,
4/1/2024 |
981,000 | 1,031,629 | |||
4.00%,
1/15/2026 |
987,000 | 1,066,878 | |||
4.20%,
6/1/2029 |
891,000 | 989,527 | |||
4.75%,
5/15/2025 |
1,126,000 | 1,236,044 | |||
4.95%, 1/15/2031
(a) |
1,679,000 | 1,984,377 | |||
7.88%,
7/30/2030 |
376,000 | 521,189 | |||
Walt Disney Co.: | |||||
1.75%,
8/30/2024 |
1,319,000 | 1,341,898 | |||
1.75%,
1/13/2026 |
1,489,000 | 1,506,540 | |||
2.00%,
9/1/2029 |
2,240,000 | 2,227,792 | |||
2.20%,
1/13/2028 |
1,295,000 | 1,319,450 | |||
2.65%, 1/13/2031
(a) |
2,693,000 | 2,799,266 | |||
3.35%, 3/24/2025
(a) |
1,972,000 | 2,101,422 | |||
3.38%,
11/15/2026 |
1,058,000 | 1,138,154 | |||
3.70%,
9/15/2024 |
998,000 | 1,057,141 | |||
3.70%,
10/15/2025 |
606,000 | 652,589 | |||
3.70%,
3/23/2027 |
917,000 | 1,007,664 | |||
3.80%,
3/22/2030 |
2,456,000 | 2,760,249 |
Security Description | Principal
Amount |
Value | ||||
4.00%,
10/1/2023 |
$ 375,000 | $ 395,036 | ||||
111,290,831 | ||||||
METAL FABRICATE & HARDWARE — 0.1% | ||||||
Precision Castparts Corp.: | ||||||
2.50%,
1/15/2023 |
561,000 | 569,740 | ||||
3.25%,
6/15/2025 |
1,290,000 | 1,370,664 | ||||
Timken Co.: | ||||||
3.88%,
9/1/2024 |
713,000 | 749,320 | ||||
4.50%,
12/15/2028 |
245,000 | 273,511 | ||||
2,963,235 | ||||||
MINING — 0.2% | ||||||
AngloGold Ashanti Holdings PLC: | ||||||
3.38%,
11/1/2028 |
1,131,000 | 1,120,120 | ||||
3.75%,
10/1/2030 |
1,212,000 | 1,218,727 | ||||
BHP Billiton Finance USA, Ltd.: | ||||||
3.85%,
9/30/2023 |
947,000 | 995,922 | ||||
6.42%,
3/1/2026 |
843,000 | 1,003,988 | ||||
Kinross Gold Corp.: | ||||||
4.50%,
7/15/2027 |
1,164,000 | 1,301,282 | ||||
5.95%,
3/15/2024 |
875,000 | 949,462 | ||||
Newmont Corp.: | ||||||
2.25%,
10/1/2030 |
1,207,000 | 1,191,128 | ||||
2.80%,
10/1/2029 |
869,000 | 893,445 | ||||
Rio Tinto Alcan, Inc. 7.25%,
3/15/2031 |
118,000 | 164,421 | ||||
Rio Tinto Finance USA, Ltd. 7.13%,
7/15/2028 |
1,309,000 | 1,709,266 | ||||
Southern Copper Corp. 3.88%,
4/23/2025 |
1,093,000 | 1,170,220 | ||||
Teck Resources, Ltd. 3.90%, 7/15/2030
(a) |
1,083,000 | 1,165,254 | ||||
Yamana Gold, Inc. 2.63%, 8/15/2031
(b) |
560,000 | 540,579 | ||||
13,423,814 | ||||||
MISCELLANEOUS MANUFACTURER — 0.6% | ||||||
3M Co.: | ||||||
2.00%, 2/14/2025
(a) |
1,095,000 | 1,121,773 | ||||
2.38%, 8/26/2029
(a) |
1,248,000 | 1,280,535 | ||||
2.65%,
4/15/2025 |
1,236,000 | 1,289,914 | ||||
2.88%,
10/15/2027 |
450,000 | 479,718 | ||||
3.05%,
4/15/2030 |
824,000 | 883,674 | ||||
Series MTN, 2.25%,
3/15/2023 |
1,045,000 | 1,062,671 | ||||
Series MTN, 2.25%, 9/19/2026
(a) |
928,000 | 960,749 | ||||
Series MTN, 3.00%,
8/7/2025 |
4,000 | 4,238 | ||||
Series MTN, 3.25%,
2/14/2024 |
1,065,000 | 1,113,830 | ||||
Series MTN, 3.38%,
3/1/2029 |
1,380,000 | 1,505,649 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 3.63%,
9/14/2028 |
$ 1,046,000 | $ 1,163,288 | ||||
Carlisle Cos., Inc.: | ||||||
0.55%, 9/1/2023
(a) |
390,000 | 386,997 | ||||
2.75%,
3/1/2030 |
1,110,000 | 1,133,998 | ||||
3.50%,
12/1/2024 |
492,000 | 518,942 | ||||
3.75%,
12/1/2027 |
716,000 | 774,017 | ||||
Eaton Corp. 3.10%,
9/15/2027 |
919,000 | 982,604 | ||||
General Electric Co. 3.45%,
5/1/2027 |
500 | 528 | ||||
Illinois Tool Works, Inc.: | ||||||
2.65%,
11/15/2026 |
1,238,000 | 1,301,794 | ||||
3.50%,
3/1/2024 |
604,000 | 632,823 | ||||
Parker-Hannifin Corp.: | ||||||
2.70%,
6/14/2024 |
488,000 | 504,299 | ||||
3.25%,
3/1/2027 |
1,005,000 | 1,075,380 | ||||
3.25%,
6/14/2029 |
711,000 | 753,056 | ||||
Series MTN, 3.30%,
11/21/2024 |
1,170,000 | 1,227,447 | ||||
Pentair Finance Sarl 4.50%,
7/1/2029 |
1,097,000 | 1,240,499 | ||||
Textron, Inc.: | ||||||
2.45%,
3/15/2031 |
1,128,000 | 1,115,829 | ||||
3.00%,
6/1/2030 |
180,000 | 186,489 | ||||
3.38%,
3/1/2028 |
962,000 | 1,016,440 | ||||
3.65%,
3/15/2027 |
822,000 | 883,231 | ||||
3.88%,
3/1/2025 |
1,132,000 | 1,207,312 | ||||
3.90%,
9/17/2029 |
1,072,000 | 1,176,670 | ||||
4.00%,
3/15/2026 |
393,000 | 425,088 | ||||
4.30%,
3/1/2024 |
1,022,000 | 1,079,477 | ||||
Trane Technologies Global Holding Co. Ltd. 4.25%,
6/15/2023 |
1,188,000 | 1,243,468 | ||||
Trane Technologies Global Holding Co., Ltd. 3.75%,
8/21/2028 |
590,000 | 644,215 | ||||
Trane Technologies Luxembourg Finance SA: | ||||||
3.50%,
3/21/2026 |
1,146,000 | 1,221,109 | ||||
3.55%,
11/1/2024 |
1,118,000 | 1,183,146 | ||||
32,780,897 | ||||||
OFFICE & BUSINESS EQUIPMENT — 0.1% | ||||||
CDW LLC/CDW Finance Corp.: | ||||||
2.67%,
12/1/2026 |
1,105,000 | 1,133,907 | ||||
3.25%,
2/15/2029 |
300,000 | 302,289 | ||||
3.28%,
12/1/2028 |
1,709,000 | 1,752,067 | ||||
3.57%,
12/1/2031 |
992,000 | 1,033,237 | ||||
4.25%,
4/1/2028 |
405,000 | 419,082 | ||||
Xerox Corp. 4.07%,
3/17/2022 |
158,000 | 159,202 | ||||
4,799,784 |
Security Description | Principal
Amount |
Value | ||||
OFFICE FURNISHINGS — 0.0% (e) | ||||||
Steelcase, Inc. 5.13%,
1/18/2029 |
$ 976,000 | $ 1,107,311 | ||||
OIL & GAS — 3.2% | ||||||
BP Capital Markets America, Inc.: | ||||||
1.75%, 8/10/2030
(a) |
1,330,000 | 1,281,216 | ||||
2.75%,
5/10/2023 |
771,000 | 790,553 | ||||
3.02%,
1/16/2027 |
888,000 | 937,781 | ||||
3.12%,
5/4/2026 |
1,055,000 | 1,116,834 | ||||
3.19%,
4/6/2025 |
1,050,000 | 1,106,826 | ||||
3.41%,
2/11/2026 |
1,673,000 | 1,789,575 | ||||
3.54%,
4/6/2027 |
729,000 | 789,011 | ||||
3.59%,
4/14/2027 |
978,000 | 1,058,294 | ||||
3.63%, 4/6/2030
(a) |
1,109,000 | 1,223,105 | ||||
3.79%,
2/6/2024 |
1,222,000 | 1,289,797 | ||||
3.80%,
9/21/2025 |
1,170,000 | 1,261,740 | ||||
3.94%,
9/21/2028 |
1,047,000 | 1,162,180 | ||||
4.23%,
11/6/2028 |
2,118,000 | 2,400,224 | ||||
BP Capital Markets PLC: | ||||||
2.75%,
5/10/2023 |
1,061,000 | 1,087,652 | ||||
3.28%,
9/19/2027 |
1,632,000 | 1,755,281 | ||||
3.51%,
3/17/2025 |
907,000 | 966,336 | ||||
3.54%, 11/4/2024
(a) |
1,043,000 | 1,110,242 | ||||
3.72%,
11/28/2028 |
981,000 | 1,079,640 | ||||
3.81%,
2/10/2024 |
1,770,000 | 1,867,881 | ||||
3.99%,
9/26/2023 |
1,051,000 | 1,106,377 | ||||
Burlington Resources LLC 7.20%,
8/15/2031 |
1,182,000 | 1,663,523 | ||||
Canadian Natural Resources, Ltd.: | ||||||
2.05%,
7/15/2025 |
125,000 | 126,329 | ||||
2.95%,
1/15/2023 |
203,000 | 206,760 | ||||
2.95%,
7/15/2030 |
869,000 | 888,040 | ||||
3.80%, 4/15/2024
(a) |
1,068,000 | 1,119,915 | ||||
3.85%,
6/1/2027 |
1,744,000 | 1,875,079 | ||||
3.90%,
2/1/2025 |
1,094,000 | 1,164,705 | ||||
Cenovus Energy, Inc.: | ||||||
2.65%,
1/15/2032 |
626,000 | 613,086 | ||||
3.80%,
9/15/2023 |
6,000 | 6,211 | ||||
4.25%,
4/15/2027 |
1,200,000 | 1,309,536 | ||||
4.40%,
4/15/2029 |
1,154,000 | 1,277,097 | ||||
5.38%,
7/15/2025 |
945,000 | 1,045,132 | ||||
Chevron Corp.: | ||||||
1.14%,
5/11/2023 |
1,307,000 | 1,315,430 | ||||
1.55%,
5/11/2025 |
2,584,000 | 2,609,607 | ||||
2.00%,
5/11/2027 |
1,041,000 | 1,058,895 | ||||
2.24%,
5/11/2030 |
1,768,000 | 1,794,502 | ||||
2.57%,
5/16/2023 |
769,000 | 785,749 | ||||
2.90%,
3/3/2024 |
779,000 | 810,666 | ||||
2.95%, 5/16/2026
(a) |
2,693,000 | 2,854,930 | ||||
3.19%,
6/24/2023 |
2,493,000 | 2,572,203 | ||||
3.33%,
11/17/2025 |
859,000 | 919,242 | ||||
Chevron USA, Inc.: | ||||||
0.43%,
8/11/2023 |
1,231,000 | 1,227,750 |
Security Description | Principal
Amount |
Value | |||
0.69%, 8/12/2025
(a) |
$ 640,000 | $ 627,245 | |||
1.02%,
8/12/2027 |
1,361,000 | 1,313,447 | |||
3.25%,
10/15/2029 |
2,072,000 | 2,248,534 | |||
3.85%,
1/15/2028 |
774,000 | 859,968 | |||
3.90%,
11/15/2024 |
710,000 | 761,631 | |||
Cimarex Energy Co. 4.38%,
6/1/2024 |
150,000 | 155,423 | |||
Concho Resources, Inc. 3.75%,
10/1/2027 |
379,000 | 395,824 | |||
ConocoPhillips: | |||||
2.40%, 2/15/2031
(a)
(b) |
1,135,000 | 1,141,549 | |||
3.75%, 10/1/2027
(b) |
1,174,000 | 1,284,849 | |||
4.30%, 8/15/2028
(a)
(b) |
3,005,000 | 3,381,887 | |||
ConocoPhillips Co.: | |||||
3.35%,
11/15/2024 |
1,132,000 | 1,192,222 | |||
4.95%, 3/15/2026
(a) |
1,289,000 | 1,457,098 | |||
6.95%,
4/15/2029 |
2,275,000 | 2,992,671 | |||
Continental Resources, Inc.: | |||||
3.80%,
6/1/2024 |
250,000 | 260,960 | |||
4.38%,
1/15/2028 |
2,918,000 | 3,157,685 | |||
Coterra Energy, Inc.: | |||||
3.90%, 5/15/2027
(b) |
1,154,000 | 1,243,158 | |||
4.38%, 6/1/2024
(b) |
1,095,000 | 1,159,550 | |||
4.38%, 3/15/2029
(b) |
1,135,000 | 1,275,536 | |||
Devon Energy Corp.: | |||||
4.50%,
1/15/2030 |
1,084,000 | 1,163,501 | |||
5.25%,
9/15/2024 |
1,213,000 | 1,310,962 | |||
5.25%,
10/15/2027 |
1,085,000 | 1,142,809 | |||
5.88%,
6/15/2028 |
1,053,000 | 1,141,831 | |||
Diamondback Energy, Inc.: | |||||
2.88%,
12/1/2024 |
618,000 | 641,595 | |||
3.13%,
3/24/2031 |
1,148,000 | 1,183,714 | |||
3.25%,
12/1/2026 |
1,006,000 | 1,061,934 | |||
3.50%,
12/1/2029 |
1,446,000 | 1,532,659 | |||
4.75%,
5/31/2025 |
1,116,000 | 1,222,690 | |||
Eni USA, Inc. 7.30%,
11/15/2027 |
1,082,000 | 1,372,430 | |||
EOG Resources, Inc.: | |||||
2.63%,
3/15/2023 |
815,000 | 829,075 | |||
3.15%,
4/1/2025 |
944,000 | 992,257 | |||
4.15%,
1/15/2026 |
1,417,000 | 1,550,269 | |||
4.38%, 4/15/2030
(a) |
719,000 | 831,214 | |||
Exxon Mobil Corp.: | |||||
1.57%,
4/15/2023 |
3,272,000 | 3,309,464 | |||
2.02%,
8/16/2024 |
1,478,000 | 1,515,201 | |||
2.28%, 8/16/2026
(a) |
994,000 | 1,027,746 | |||
2.44%, 8/16/2029
(a) |
2,123,000 | 2,177,667 | |||
2.61%, 10/15/2030
(a) |
2,189,000 | 2,271,700 | |||
2.71%,
3/6/2025 |
2,406,000 | 2,507,990 | |||
2.73%,
3/1/2023 |
1,174,000 | 1,198,901 | |||
2.99%,
3/19/2025 |
3,298,000 | 3,469,067 | |||
3.04%,
3/1/2026 |
3,512,000 | 3,719,559 | |||
3.18%,
3/15/2024 |
980,000 | 1,024,815 | |||
3.29%,
3/19/2027 |
1,845,000 | 1,989,740 | |||
3.48%,
3/19/2030 |
2,428,000 | 2,664,463 |
Security Description | Principal
Amount |
Value | |||
Helmerich & Payne, Inc. 2.90%, 9/29/2031
(b) |
$ 407,000 | $ 401,729 | |||
Hess Corp.: | |||||
3.50%,
7/15/2024 |
1,092,000 | 1,140,114 | |||
4.30%,
4/1/2027 |
126,000 | 137,445 | |||
7.30%,
8/15/2031 |
490,000 | 655,008 | |||
7.88%,
10/1/2029 |
818,000 | 1,100,586 | |||
HollyFrontier Corp.: | |||||
2.63%,
10/1/2023 |
343,000 | 349,761 | |||
4.50%,
10/1/2030 |
1,174,000 | 1,269,352 | |||
5.88%,
4/1/2026 |
698,000 | 782,695 | |||
Marathon Oil Corp. 4.40%,
7/15/2027 |
1,249,000 | 1,370,390 | |||
Marathon Petroleum Corp.: | |||||
3.63%,
9/15/2024 |
1,018,000 | 1,071,903 | |||
3.80%,
4/1/2028 |
952,000 | 1,024,866 | |||
4.70%,
5/1/2025 |
841,000 | 918,305 | |||
5.13%,
12/15/2026 |
785,000 | 895,159 | |||
Newfield Exploration Co. 5.38%,
1/1/2026 |
250,000 | 277,425 | |||
Ovintiv, Inc.: | |||||
7.20%,
11/1/2031 |
100,000 | 130,061 | |||
7.38%,
11/1/2031 |
200,000 | 263,314 | |||
8.13%,
9/15/2030 |
205,000 | 273,874 | |||
Phillips 66: | |||||
0.90%,
2/15/2024 |
592,000 | 588,158 | |||
1.30%,
2/15/2026 |
938,000 | 920,863 | |||
2.15%, 12/15/2030
(a) |
827,000 | 796,318 | |||
3.70%,
4/6/2023 |
1,086,000 | 1,123,228 | |||
3.85%,
4/9/2025 |
978,000 | 1,043,585 | |||
3.90%,
3/15/2028 |
716,000 | 776,201 | |||
Pioneer Natural Resources Co.: | |||||
0.55%,
5/15/2023 |
1,012,000 | 1,008,286 | |||
0.75%,
1/15/2024 |
1,180,000 | 1,166,548 | |||
1.13%,
1/15/2026 |
1,101,000 | 1,070,910 | |||
1.90%,
8/15/2030 |
752,000 | 713,949 | |||
2.15%,
1/15/2031 |
802,000 | 774,387 | |||
4.45%, 1/15/2026
(a) |
906,000 | 990,648 | |||
Shell International Finance B.V.: | |||||
0.38%,
9/15/2023 |
1,637,000 | 1,628,242 | |||
2.00%,
11/7/2024 |
1,528,000 | 1,566,674 | |||
2.38%,
11/7/2029 |
2,332,000 | 2,385,706 | |||
2.50%,
9/12/2026 |
777,000 | 813,659 | |||
2.75%, 4/6/2030
(a) |
2,105,000 | 2,201,851 | |||
2.88%,
5/10/2026 |
1,631,000 | 1,734,552 | |||
3.25%,
5/11/2025 |
3,230,000 | 3,441,533 | |||
3.50%,
11/13/2023 |
1,231,000 | 1,290,199 | |||
3.88%,
11/13/2028 |
1,420,000 | 1,589,534 | |||
Suncor Energy, Inc.: | |||||
2.80%,
5/15/2023 |
1,003,000 | 1,026,601 | |||
3.10%,
5/15/2025 |
749,000 | 783,821 | |||
Tosco Corp. 8.13%,
2/15/2030 |
256,000 | 359,608 |
Security Description | Principal
Amount |
Value | ||||
TotalEnergies Capital International SA: | ||||||
2.43%,
1/10/2025 |
$ 1,334,000 | $ 1,380,143 | ||||
2.70%,
1/25/2023 |
1,016,000 | 1,038,139 | ||||
2.83%,
1/10/2030 |
1,542,000 | 1,619,994 | ||||
3.46%,
2/19/2029 |
1,389,000 | 1,510,593 | ||||
3.70%,
1/15/2024 |
1,369,000 | 1,443,528 | ||||
3.75%,
4/10/2024 |
891,000 | 945,823 | ||||
TotalEnergies Capital SA: | ||||||
2.75%,
7/15/2023 |
1,195,000 | 1,229,990 | ||||
3.88%,
10/11/2028 |
1,372,000 | 1,532,373 | ||||
Valero Energy Corp.: | ||||||
2.15%,
9/15/2027 |
991,000 | 989,563 | ||||
2.80%,
12/1/2031 |
1,180,000 | 1,176,767 | ||||
2.85%,
4/15/2025 |
1,345,000 | 1,397,294 | ||||
3.40%,
9/15/2026 |
1,192,000 | 1,273,914 | ||||
4.00%,
4/1/2029 |
1,259,000 | 1,372,927 | ||||
4.35%,
6/1/2028 |
823,000 | 907,497 | ||||
WPX Energy, Inc. 4.50%,
1/15/2030 |
113,000 | 120,148 | ||||
179,983,163 | ||||||
OIL & GAS SERVICES — 0.3% | ||||||
Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc.: | ||||||
1.23%,
12/15/2023 |
817,000 | 820,619 | ||||
2.06%,
12/15/2026 |
2,968,000 | 2,996,938 | ||||
2.77%,
12/15/2022 |
839,000 | 855,553 | ||||
3.14%,
11/7/2029 |
1,115,000 | 1,177,931 | ||||
3.34%,
12/15/2027 |
1,365,000 | 1,456,209 | ||||
4.49%,
5/1/2030 |
1,092,000 | 1,257,504 | ||||
Halliburton Co.: | ||||||
2.92%, 3/1/2030
(a) |
1,268,000 | 1,309,565 | ||||
3.50%,
8/1/2023 |
1,056,000 | 1,090,869 | ||||
3.80%,
11/15/2025 |
767,000 | 827,831 | ||||
NOV, Inc. 3.60%, 12/1/2029
(a) |
991,000 | 1,038,003 | ||||
Schlumberger Finance Canada, Ltd. 1.40%,
9/17/2025 |
1,005,000 | 1,002,538 | ||||
Schlumberger Investment SA: | ||||||
2.65%, 6/26/2030
(a) |
1,590,000 | 1,628,828 | ||||
3.65%,
12/1/2023 |
1,688,000 | 1,763,234 | ||||
17,225,622 | ||||||
PACKAGING & CONTAINERS — 0.3% | ||||||
Amcor Finance USA, Inc.: | ||||||
3.63%,
4/28/2026 |
365,000 | 389,203 | ||||
4.50%,
5/15/2028 |
527,000 | 598,672 | ||||
Amcor Flexibles North America, Inc.: | ||||||
2.63%,
6/19/2030 |
1,051,000 | 1,063,255 | ||||
2.69%,
5/25/2031 |
1,007,000 | 1,018,933 | ||||
3.10%,
9/15/2026 |
421,000 | 437,949 | ||||
Berry Global, Inc.: | ||||||
0.95%,
2/15/2024 |
890,000 | 880,958 |
Security Description | Principal
Amount |
Value | ||||
1.57%,
1/15/2026 |
$ 1,830,000 | $ 1,791,113 | ||||
1.65%,
1/15/2027 |
927,000 | 903,148 | ||||
Packaging Corp. of America: | ||||||
3.00%,
12/15/2029 |
1,139,000 | 1,191,485 | ||||
3.40%,
12/15/2027 |
1,105,000 | 1,191,289 | ||||
3.65%,
9/15/2024 |
606,000 | 640,488 | ||||
Sonoco Products Co. 3.13%,
5/1/2030 |
1,090,000 | 1,139,388 | ||||
WestRock MWV LLC: | ||||||
7.95%,
2/15/2031 |
8,000 | 11,254 | ||||
8.20%,
1/15/2030 |
403,000 | 556,055 | ||||
WestRock RKT LLC 4.00%,
3/1/2023 |
3,000 | 3,082 | ||||
WRKCo, Inc.: | ||||||
3.00%,
9/15/2024 |
1,140,000 | 1,189,077 | ||||
3.38%,
9/15/2027 |
941,000 | 1,000,387 | ||||
3.75%,
3/15/2025 |
1,104,000 | 1,178,078 | ||||
3.90%,
6/1/2028 |
1,026,000 | 1,124,578 | ||||
4.00%, 3/15/2028
(a) |
587,000 | 647,860 | ||||
4.65%,
3/15/2026 |
901,000 | 1,005,669 | ||||
4.90%, 3/15/2029
(a) |
569,000 | 662,202 | ||||
18,624,123 | ||||||
PHARMACEUTICALS — 4.6% | ||||||
AbbVie, Inc.: | ||||||
2.60%,
11/21/2024 |
4,598,000 | 4,768,908 | ||||
2.80%,
3/15/2023 |
683,000 | 695,233 | ||||
2.85%,
5/14/2023 |
1,252,000 | 1,280,408 | ||||
2.95%,
11/21/2026 |
5,595,000 | 5,893,661 | ||||
3.20%,
5/14/2026 |
2,387,000 | 2,525,303 | ||||
3.20%,
11/21/2029 |
6,817,000 | 7,297,871 | ||||
3.60%,
5/14/2025 |
4,492,000 | 4,773,783 | ||||
3.75%,
11/14/2023 |
1,940,000 | 2,033,372 | ||||
3.80%,
3/15/2025 |
3,951,000 | 4,214,769 | ||||
3.85%,
6/15/2024 |
1,133,000 | 1,197,887 | ||||
4.25%,
11/14/2028 |
1,998,000 | 2,256,621 | ||||
AmerisourceBergen Corp.: | ||||||
0.74%,
3/15/2023 |
542,000 | 540,661 | ||||
2.70%,
3/15/2031 |
1,519,000 | 1,536,666 | ||||
2.80%, 5/15/2030
(a) |
1,074,000 | 1,104,201 | ||||
3.25%,
3/1/2025 |
958,000 | 1,005,919 | ||||
3.40%,
5/15/2024 |
497,000 | 519,773 | ||||
3.45%,
12/15/2027 |
1,178,000 | 1,269,189 | ||||
Astrazeneca Finance LLC: | ||||||
0.70%,
5/28/2024 |
2,597,000 | 2,576,899 | ||||
1.20%,
5/28/2026 |
1,455,000 | 1,437,205 | ||||
1.75%,
5/28/2028 |
930,000 | 924,020 | ||||
2.25%, 5/28/2031
(a) |
1,112,000 | 1,123,898 | ||||
AstraZeneca PLC: | ||||||
0.30%, 5/26/2023
(a) |
1,763,000 | 1,752,986 | ||||
0.70%,
4/8/2026 |
1,146,000 | 1,108,434 | ||||
1.38%,
8/6/2030 |
1,566,000 | 1,478,069 | ||||
3.13%,
6/12/2027 |
806,000 | 864,258 | ||||
3.38%,
11/16/2025 |
2,989,000 | 3,207,197 | ||||
3.50%, 8/17/2023
(a) |
898,000 | 936,731 | ||||
4.00%,
1/17/2029 |
1,319,000 | 1,487,001 |
Security Description | Principal
Amount |
Value | |||
Becton Dickinson & Co.: | |||||
1.96%,
2/11/2031 |
$ 1,020,000 | $ 983,117 | |||
3.36%,
6/6/2024 |
1,388,000 | 1,453,278 | |||
3.70%,
6/6/2027 |
1,925,000 | 2,099,078 | |||
3.73%,
12/15/2024 |
1,654,000 | 1,759,228 | |||
Becton Dickinson and Co. 2.82%,
5/20/2030 |
726,000 | 751,758 | |||
Bristol-Myers Squibb Co.: | |||||
0.54%,
11/13/2023 |
1,810,000 | 1,800,787 | |||
1.13%,
11/13/2027 |
1,407,000 | 1,370,362 | |||
1.45%,
11/13/2030 |
1,488,000 | 1,416,799 | |||
2.75%,
2/15/2023 |
1,090,000 | 1,113,195 | |||
2.90%,
7/26/2024 |
2,448,000 | 2,559,139 | |||
3.20%,
6/15/2026 |
3,756,000 | 4,032,780 | |||
3.25%,
2/20/2023 |
997,000 | 1,023,710 | |||
3.25%,
11/1/2023 |
1,306,000 | 1,363,386 | |||
3.25%,
2/27/2027 |
1,057,000 | 1,143,220 | |||
3.40%,
7/26/2029 |
5,350,000 | 5,851,777 | |||
3.45%,
11/15/2027 |
1,264,000 | 1,382,222 | |||
3.63%,
5/15/2024 |
764,000 | 805,623 | |||
3.88%,
8/15/2025 |
1,929,000 | 2,088,374 | |||
3.90%,
2/20/2028 |
1,589,000 | 1,771,830 | |||
7.15%,
6/15/2023 |
30,000 | 32,689 | |||
Cardinal Health, Inc.: | |||||
3.08%,
6/15/2024 |
908,000 | 941,660 | |||
3.20%,
3/15/2023 |
84,000 | 86,163 | |||
3.41%,
6/15/2027 |
1,309,000 | 1,405,133 | |||
3.50%,
11/15/2024 |
915,000 | 964,721 | |||
3.75%,
9/15/2025 |
973,000 | 1,043,796 | |||
Cigna Corp.: | |||||
0.61%,
3/15/2024 |
2,979,000 | 2,949,985 | |||
1.25%,
3/15/2026 |
1,192,000 | 1,176,587 | |||
2.38%,
3/15/2031 |
1,359,000 | 1,364,599 | |||
2.40%,
3/15/2030 |
1,599,000 | 1,610,033 | |||
3.00%,
7/15/2023 |
1,159,000 | 1,192,611 | |||
3.05%,
10/15/2027 |
849,000 | 901,850 | |||
3.25%,
4/15/2025 |
1,068,000 | 1,125,288 | |||
3.40%,
3/1/2027 |
1,352,000 | 1,454,820 | |||
3.50%,
6/15/2024 |
1,141,000 | 1,197,673 | |||
3.75%,
7/15/2023 |
854,000 | 888,860 | |||
4.13%,
11/15/2025 |
2,641,000 | 2,891,472 | |||
4.38%,
10/15/2028 |
4,789,000 | 5,444,135 | |||
4.50%,
2/25/2026 |
1,282,000 | 1,420,507 | |||
CVS Health Corp.: | |||||
1.30%,
8/21/2027 |
2,952,000 | 2,865,211 | |||
1.75%,
8/21/2030 |
1,215,000 | 1,159,608 | |||
1.88%,
2/28/2031 |
1,397,000 | 1,340,449 | |||
2.13%, 9/15/2031
(a) |
775,000 | 759,640 | |||
2.63%,
8/15/2024 |
1,063,000 | 1,101,087 | |||
2.88%,
6/1/2026 |
2,177,000 | 2,280,473 | |||
3.00%,
8/15/2026 |
953,000 | 1,003,776 | |||
3.25%,
8/15/2029 |
1,239,000 | 1,320,910 | |||
3.38%,
8/12/2024 |
1,118,000 | 1,175,040 | |||
3.63%,
4/1/2027 |
760,000 | 824,471 | |||
3.75%,
4/1/2030 |
1,919,000 | 2,107,350 |
Security Description | Principal
Amount |
Value | |||
3.88%,
7/20/2025 |
$ 3,281,000 | $ 3,529,076 | |||
4.00%,
12/5/2023 |
1,001,000 | 1,051,020 | |||
4.10%,
3/25/2025 |
1,034,000 | 1,114,621 | |||
4.30%,
3/25/2028 |
6,325,000 | 7,102,659 | |||
6.25%,
6/1/2027 |
1,306,000 | 1,579,476 | |||
Eli Lilly & Co.: | |||||
2.75%,
6/1/2025 |
565,000 | 591,612 | |||
3.10%,
5/15/2027 |
706,000 | 754,530 | |||
3.38%, 3/15/2029
(a) |
585,000 | 641,821 | |||
5.50%,
3/15/2027 |
801,000 | 952,453 | |||
GlaxoSmithKline Capital PLC: | |||||
0.53%,
10/1/2023 |
1,468,000 | 1,461,790 | |||
3.00%,
6/1/2024 |
896,000 | 935,872 | |||
3.38%, 6/1/2029
(a) |
1,293,000 | 1,408,814 | |||
GlaxoSmithKline Capital, Inc.: | |||||
2.80%,
3/18/2023 |
1,762,000 | 1,805,521 | |||
3.38%,
5/15/2023 |
1,390,000 | 1,439,595 | |||
3.63%,
5/15/2025 |
1,191,000 | 1,281,790 | |||
3.88%,
5/15/2028 |
1,838,000 | 2,054,167 | |||
Johnson & Johnson: | |||||
0.95%,
9/1/2027 |
2,135,000 | 2,088,457 | |||
1.30%, 9/1/2030
(a) |
2,048,000 | 1,971,896 | |||
2.05%,
3/1/2023 |
864,000 | 876,597 | |||
2.45%,
3/1/2026 |
2,335,000 | 2,434,074 | |||
2.63%,
1/15/2025 |
1,010,000 | 1,054,854 | |||
2.90%,
1/15/2028 |
2,240,000 | 2,389,206 | |||
2.95%,
3/3/2027 |
1,608,000 | 1,720,898 | |||
3.38%,
12/5/2023 |
1,191,000 | 1,250,479 | |||
6.95%,
9/1/2029 |
666,000 | 911,774 | |||
McKesson Corp.: | |||||
0.90%,
12/3/2025 |
644,000 | 624,577 | |||
1.30%,
8/15/2026 |
1,000,000 | 978,400 | |||
3.80%,
3/15/2024 |
785,000 | 824,643 | |||
3.95%,
2/16/2028 |
623,000 | 686,540 | |||
Mead Johnson Nutrition Co. 4.13%,
11/15/2025 |
634,000 | 692,569 | |||
Merck & Co., Inc.: | |||||
0.75%,
2/24/2026 |
144,000 | 141,058 | |||
1.45%, 6/24/2030
(a) |
899,000 | 859,938 | |||
1.70%,
6/10/2027 |
1,734,000 | 1,745,548 | |||
1.90%,
12/10/2028 |
792,000 | 795,453 | |||
2.15%,
12/10/2031 |
1,654,000 | 1,658,979 | |||
2.75%,
2/10/2025 |
2,878,000 | 3,012,719 | |||
2.80%,
5/18/2023 |
1,845,000 | 1,899,889 | |||
2.90%,
3/7/2024 |
1,299,000 | 1,353,259 | |||
3.40%,
3/7/2029 |
3,424,000 | 3,733,290 | |||
Merck Sharp & Dohme Corp. 5.95%,
12/1/2028 |
431,000 | 539,392 | |||
Mylan, Inc.: | |||||
4.20%,
11/29/2023 |
1,051,000 | 1,102,215 | |||
4.55%,
4/15/2028 |
723,000 | 809,883 | |||
Novartis Capital Corp.: | |||||
1.75%,
2/14/2025 |
1,353,000 | 1,374,053 | |||
2.00%,
2/14/2027 |
1,842,000 | 1,876,151 | |||
2.20%,
8/14/2030 |
1,228,000 | 1,246,702 |
Security Description | Principal
Amount |
Value | ||||
3.00%, 11/20/2025
(a) |
$ 1,036,000 | $ 1,098,025 | ||||
3.10%,
5/17/2027 |
1,277,000 | 1,365,930 | ||||
3.40%,
5/6/2024 |
3,954,000 | 4,172,221 | ||||
Pfizer, Inc.: | ||||||
0.80%,
5/28/2025 |
215,000 | 212,347 | ||||
1.70%, 5/28/2030
(a) |
822,000 | 804,039 | ||||
1.75%, 8/18/2031
(a) |
954,000 | 933,069 | ||||
2.63%,
4/1/2030 |
1,542,000 | 1,620,195 | ||||
2.75%, 6/3/2026
(a) |
1,365,000 | 1,447,815 | ||||
2.95%,
3/15/2024 |
971,000 | 1,010,792 | ||||
3.00%,
6/15/2023 |
1,731,000 | 1,790,010 | ||||
3.00%, 12/15/2026
(a) |
2,428,000 | 2,615,927 | ||||
3.20%,
9/15/2023 |
814,000 | 846,519 | ||||
3.40%,
5/15/2024 |
1,091,000 | 1,155,140 | ||||
3.45%,
3/15/2029 |
2,150,000 | 2,371,020 | ||||
3.60%,
9/15/2028 |
775,000 | 861,568 | ||||
Pharmacia LLC 6.60%,
12/1/2028 |
1,654,000 | 2,147,140 | ||||
Sanofi: | ||||||
3.38%,
6/19/2023 |
1,402,000 | 1,452,921 | ||||
3.63%, 6/19/2028
(a) |
705,000 | 793,351 | ||||
Shire Acquisitions Investments Ireland DAC: | ||||||
2.88%,
9/23/2023 |
3,254,000 | 3,345,926 | ||||
3.20%,
9/23/2026 |
3,604,000 | 3,824,024 | ||||
Takeda Pharmaceutical Co., Ltd.: | ||||||
2.05%,
3/31/2030 |
3,114,000 | 3,035,839 | ||||
4.40%,
11/26/2023 |
1,464,000 | 1,549,307 | ||||
5.00%,
11/26/2028 |
1,690,000 | 1,985,513 | ||||
Utah Acquisition Sub, Inc. 3.95%,
6/15/2026 |
2,836,000 | 3,058,853 | ||||
Viatris, Inc.: | ||||||
1.65%,
6/22/2025 |
783,000 | 780,706 | ||||
2.30%,
6/22/2027 |
956,000 | 964,461 | ||||
2.70%, 6/22/2030
(a) |
1,711,000 | 1,717,433 | ||||
Wyeth LLC 6.45%,
2/1/2024 |
1,408,000 | 1,562,049 | ||||
Zoetis, Inc.: | ||||||
2.00%,
5/15/2030 |
52,000 | 51,245 | ||||
3.00%,
9/12/2027 |
1,052,000 | 1,112,469 | ||||
3.25%,
2/1/2023 |
1,472,000 | 1,500,336 | ||||
3.90%,
8/20/2028 |
843,000 | 937,424 | ||||
4.50%,
11/13/2025 |
495,000 | 545,346 | ||||
259,638,453 | ||||||
PIPELINES — 2.9% | ||||||
Andeavor Logistics L.P./Tesoro Logistics Finance Corp. 4.25%,
12/1/2027 |
9,000 | 8,854 | ||||
Boardwalk Pipelines L.P.: | ||||||
3.38%,
2/1/2023 |
529,000 | 538,612 | ||||
3.40%,
2/15/2031 |
916,000 | 945,056 | ||||
4.45%,
7/15/2027 |
1,125,000 | 1,233,765 | ||||
4.80%,
5/3/2029 |
516,000 | 578,477 |
Security Description | Principal
Amount |
Value | |||
4.95%,
12/15/2024 |
$ 702,000 | $ 760,793 | |||
5.95%,
6/1/2026 |
1,102,000 | 1,264,159 | |||
Cheniere Corpus Christi Holdings LLC: | |||||
3.70%,
11/15/2029 |
2,858,000 | 3,058,574 | |||
5.13%,
6/30/2027 |
1,144,000 | 1,292,800 | |||
5.88%,
3/31/2025 |
1,840,000 | 2,041,958 | |||
7.00%,
6/30/2024 |
1,130,000 | 1,250,774 | |||
Columbia Pipeline Group, Inc. 4.50%,
6/1/2025 |
1,116,000 | 1,217,779 | |||
Eastern Gas Transmission & Storage, Inc. 3.00%, 11/15/2029
(b) |
783,000 | 805,182 | |||
Enable Midstream Partners L.P.: | |||||
3.90%,
5/15/2024 |
626,000 | 654,107 | |||
4.15%,
9/15/2029 |
923,000 | 991,699 | |||
4.40%,
3/15/2027 |
984,000 | 1,063,438 | |||
4.95%,
5/15/2028 |
886,000 | 985,329 | |||
Enbridge Energy Partners L.P. 5.88%,
10/15/2025 |
619,000 | 706,056 | |||
Enbridge, Inc.: | |||||
0.55%,
10/4/2023 |
980,000 | 973,610 | |||
1.60%,
10/4/2026 |
615,000 | 607,146 | |||
2.50%, 1/15/2025
(a) |
969,000 | 997,624 | |||
3.13%, 11/15/2029
(a) |
860,000 | 902,458 | |||
3.50%,
6/10/2024 |
909,000 | 951,505 | |||
3.70%, 7/15/2027
(a) |
919,000 | 992,970 | |||
4.00%,
10/1/2023 |
1,008,000 | 1,052,836 | |||
4.25%,
12/1/2026 |
879,000 | 969,748 | |||
Energy Transfer L.P.: | |||||
2.90%,
5/15/2025 |
1,046,000 | 1,080,811 | |||
3.45%,
1/15/2023 |
453,000 | 461,100 | |||
3.60%,
2/1/2023 |
1,118,000 | 1,141,053 | |||
3.90%,
7/15/2026 |
160,000 | 172,426 | |||
4.00%,
10/1/2027 |
1,258,000 | 1,351,595 | |||
4.20%,
4/15/2027 |
969,000 | 1,049,291 | |||
4.25%,
3/15/2023 |
1,107,000 | 1,138,826 | |||
4.25%,
4/1/2024 |
781,000 | 821,268 | |||
4.50%,
4/15/2024 |
794,000 | 842,633 | |||
4.75%,
1/15/2026 |
1,254,000 | 1,371,537 | |||
4.90%,
2/1/2024 |
904,000 | 958,032 | |||
5.25%,
4/15/2029 |
2,516,000 | 2,890,658 | |||
5.50%,
6/1/2027 |
737,000 | 842,362 | |||
5.88%,
1/15/2024 |
679,000 | 732,709 | |||
5.95%,
12/1/2025 |
1,142,000 | 1,301,195 | |||
Series 5Y, 4.20%,
9/15/2023 |
1,060,000 | 1,106,884 | |||
Energy Transfer L.P./Regency Energy Finance Corp. 4.50%,
11/1/2023 |
814,000 | 853,927 | |||
Energy Transfer Operating L.P.: | |||||
3.75%,
5/15/2030 |
1,567,000 | 1,665,423 | |||
4.05%,
3/15/2025 |
829,000 | 878,251 |
Security Description | Principal
Amount |
Value | |||
Energy Transfer Partners L.P. 4.95%, 6/15/2028
(a) |
$ 1,235,000 | $ 1,392,635 | |||
Enterprise Products Operating LLC: | |||||
2.80%, 1/31/2030
(a) |
1,151,000 | 1,200,412 | |||
3.13%, 7/31/2029
(a) |
1,437,000 | 1,526,482 | |||
3.35%,
3/15/2023 |
1,271,000 | 1,301,695 | |||
3.70%,
2/15/2026 |
2,416,000 | 2,595,509 | |||
3.75%,
2/15/2025 |
1,592,000 | 1,695,146 | |||
3.90%,
2/15/2024 |
1,193,000 | 1,254,070 | |||
3.95%,
2/15/2027 |
1,104,000 | 1,207,125 | |||
4.15%,
10/16/2028 |
1,282,000 | 1,438,301 | |||
3 Month USD LIBOR + 2.57%, 5.38%, 2/15/2078
(c) |
545,000 | 548,466 | |||
Series E, 3 Month USD LIBOR + 3.03%, 5.25%, 8/16/2077
(c) |
394,000 | 402,991 | |||
Kinder Morgan Energy Partners L.P.: | |||||
3.45%,
2/15/2023 |
1,175,000 | 1,200,627 | |||
3.50%,
9/1/2023 |
700,000 | 724,003 | |||
4.15%,
2/1/2024 |
947,000 | 996,481 | |||
4.25%,
9/1/2024 |
879,000 | 937,779 | |||
4.30%,
5/1/2024 |
493,000 | 523,260 | |||
7.40%,
3/15/2031 |
336,000 | 452,353 | |||
Kinder Morgan, Inc.: | |||||
1.75%,
11/15/2026 |
1,141,000 | 1,138,182 | |||
2.00%,
2/15/2031 |
1,063,000 | 1,014,230 | |||
3.15%,
1/15/2023 |
808,000 | 826,527 | |||
4.30%,
6/1/2025 |
1,217,000 | 1,316,964 | |||
4.30%,
3/1/2028 |
1,643,000 | 1,829,136 | |||
Magellan Midstream Partners L.P.: | |||||
3.25%,
6/1/2030 |
921,000 | 968,358 | |||
5.00%,
3/1/2026 |
1,091,000 | 1,219,138 | |||
MPLX L.P.: | |||||
1.75%,
3/1/2026 |
1,797,000 | 1,784,637 | |||
2.65%,
8/15/2030 |
1,139,000 | 1,137,018 | |||
3.38%,
3/15/2023 |
1,178,000 | 1,208,192 | |||
4.00%,
2/15/2025 |
1,226,000 | 1,307,051 | |||
4.00%,
3/15/2028 |
1,528,000 | 1,661,028 | |||
4.13%, 3/1/2027
(a) |
1,349,000 | 1,476,089 | |||
4.25%,
12/1/2027 |
1,041,000 | 1,153,241 | |||
4.50%,
7/15/2023 |
528,000 | 550,039 | |||
4.80%,
2/15/2029 |
725,000 | 828,856 | |||
4.88%,
12/1/2024 |
2,403,000 | 2,611,436 | |||
4.88%,
6/1/2025 |
1,481,000 | 1,620,673 | |||
Northwest Pipeline LLC 4.00%,
4/1/2027 |
820,000 | 893,390 | |||
ONEOK Partners L.P.: | |||||
4.90%,
3/15/2025 |
988,000 | 1,077,809 | |||
5.00%,
9/15/2023 |
932,000 | 982,030 | |||
ONEOK, Inc.: | |||||
2.20%,
9/15/2025 |
1,035,000 | 1,047,699 | |||
2.75%,
9/1/2024 |
850,000 | 875,662 |
Security Description | Principal
Amount |
Value | |||
3.10%,
3/15/2030 |
$ 678,000 | $ 692,197 | |||
3.40%,
9/1/2029 |
926,000 | 959,651 | |||
4.00%,
7/13/2027 |
115,000 | 124,378 | |||
4.35%,
3/15/2029 |
1,013,000 | 1,111,393 | |||
4.55%,
7/15/2028 |
954,000 | 1,055,830 | |||
5.85%,
1/15/2026 |
1,172,000 | 1,347,331 | |||
6.35%,
1/15/2031 |
1,120,000 | 1,411,883 | |||
7.50%,
9/1/2023 |
1,060,000 | 1,153,545 | |||
Phillips 66 Partners L.P.: | |||||
2.45%,
12/15/2024 |
386,000 | 395,380 | |||
3.15%,
12/15/2029 |
951,000 | 984,418 | |||
3.55%,
10/1/2026 |
948,000 | 1,010,492 | |||
3.61%,
2/15/2025 |
1,063,000 | 1,120,349 | |||
3.75%,
3/1/2028 |
721,000 | 774,657 | |||
Plains All American Pipeline L.P./PAA Finance Corp.: | |||||
2.85%,
1/31/2023 |
762,000 | 772,980 | |||
3.55%,
12/15/2029 |
1,686,000 | 1,753,389 | |||
3.60%,
11/1/2024 |
710,000 | 742,681 | |||
3.80%,
9/15/2030 |
713,000 | 750,554 | |||
3.85%,
10/15/2023 |
1,833,000 | 1,903,296 | |||
4.65%,
10/15/2025 |
770,000 | 839,947 | |||
Sabine Pass Liquefaction LLC: | |||||
4.20%,
3/15/2028 |
1,510,000 | 1,657,663 | |||
5.00%,
3/15/2027 |
1,785,000 | 2,009,000 | |||
5.63%,
4/15/2023 |
1,778,000 | 1,861,050 | |||
5.63%,
3/1/2025 |
2,442,000 | 2,712,159 | |||
5.75%,
5/15/2024 |
2,297,000 | 2,498,585 | |||
5.88%,
6/30/2026 |
1,573,000 | 1,805,065 | |||
4.50%,
5/15/2030 |
2,744,000 | 3,100,857 | |||
Spectra Energy Partners L.P.: | |||||
3.38%,
10/15/2026 |
1,144,000 | 1,214,207 | |||
3.50%,
3/15/2025 |
1,105,000 | 1,164,990 | |||
4.75%,
3/15/2024 |
992,000 | 1,058,355 | |||
TC PipeLines L.P.: | |||||
3.90%,
5/25/2027 |
845,000 | 926,610 | |||
4.38%,
3/13/2025 |
827,000 | 887,354 | |||
Tennessee Gas Pipeline Co. LLC: | |||||
7.00%,
3/15/2027 |
139,000 | 172,582 | |||
7.00%,
10/15/2028 |
1,036,000 | 1,325,490 | |||
TransCanada PipeLines, Ltd.: | |||||
1.00%,
10/12/2024 |
1,457,000 | 1,446,830 | |||
2.50%,
10/12/2031 |
1,100,000 | 1,093,950 | |||
3.75%,
10/16/2023 |
1,362,000 | 1,418,795 | |||
4.10%,
4/15/2030 |
1,436,000 | 1,602,835 | |||
4.25%,
5/15/2028 |
1,926,000 | 2,150,880 | |||
4.88%,
1/15/2026 |
717,000 | 799,907 | |||
Transcontinental Gas Pipe Line Co. LLC: | |||||
3.25%,
5/15/2030 |
1,055,000 | 1,112,455 | |||
4.00%,
3/15/2028 |
781,000 | 855,984 | |||
7.85%,
2/1/2026 |
1,022,000 | 1,248,475 |
Security Description | Principal
Amount |
Value | ||||
Valero Energy Partners L.P.: | ||||||
4.38%,
12/15/2026 |
$ 512,000 | $ 565,064 | ||||
4.50%,
3/15/2028 |
1,990,000 | 2,206,094 | ||||
Williams Cos., Inc.: | ||||||
2.60%,
3/15/2031 |
2,482,000 | 2,474,653 | ||||
3.50%,
11/15/2030 |
1,029,000 | 1,099,096 | ||||
3.70%,
1/15/2023 |
821,000 | 838,824 | ||||
3.75%,
6/15/2027 |
1,521,000 | 1,643,349 | ||||
3.90%,
1/15/2025 |
1,108,000 | 1,180,519 | ||||
4.00%,
9/15/2025 |
720,000 | 777,953 | ||||
4.30%,
3/4/2024 |
1,234,000 | 1,304,721 | ||||
4.50%,
11/15/2023 |
913,000 | 962,512 | ||||
4.55%,
6/24/2024 |
1,446,000 | 1,549,577 | ||||
Series A, 7.50%,
1/15/2031 |
204,000 | 277,322 | ||||
163,338,123 | ||||||
REAL ESTATE — 0.1% | ||||||
CBRE Services, Inc.: | ||||||
2.50%,
4/1/2031 |
891,000 | 895,838 | ||||
4.88%,
3/1/2026 |
975,000 | 1,091,356 | ||||
Essential Properties L.P. 2.95%,
7/15/2031 |
1,059,000 | 1,044,852 | ||||
3,032,046 | ||||||
REAL ESTATE INVESTMENT TRUSTS — 5.8% | ||||||
Agree L.P.: | ||||||
2.00%,
6/15/2028 |
567,000 | 557,299 | ||||
2.90%,
10/1/2030 |
398,000 | 404,280 | ||||
Alexandria Real Estate Equities, Inc.: | ||||||
2.75%,
12/15/2029 |
317,000 | 328,035 | ||||
3.38%,
8/15/2031 |
1,194,000 | 1,291,454 | ||||
3.45%,
4/30/2025 |
122,000 | 129,697 | ||||
3.80%,
4/15/2026 |
1,194,000 | 1,295,168 | ||||
3.95%,
1/15/2027 |
350,000 | 383,904 | ||||
3.95%,
1/15/2028 |
601,000 | 665,812 | ||||
4.30%,
1/15/2026 |
507,000 | 556,017 | ||||
4.50%,
7/30/2029 |
1,192,000 | 1,370,371 | ||||
4.70%,
7/1/2030 |
258,000 | 302,182 | ||||
4.90%,
12/15/2030 |
492,000 | 590,592 | ||||
American Assets Trust L.P. 3.38%,
2/1/2031 |
1,138,000 | 1,166,052 | ||||
American Campus Communities Operating Partnership L.P.: | ||||||
2.25%,
1/15/2029 |
413,000 | 408,564 | ||||
2.85%,
2/1/2030 |
778,000 | 795,357 | ||||
3.30%,
7/15/2026 |
715,000 | 758,143 | ||||
3.63%,
11/15/2027 |
686,000 | 733,780 | ||||
3.88%,
1/30/2031 |
93,000 | 102,920 | ||||
4.13%,
7/1/2024 |
432,000 | 461,786 | ||||
American Homes 4 Rent L.P.: | ||||||
2.38%,
7/15/2031 |
381,000 | 374,527 | ||||
4.25%,
2/15/2028 |
1,163,000 | 1,289,279 | ||||
4.90%,
2/15/2029 |
769,000 | 890,694 |
Security Description | Principal
Amount |
Value | |||
American Tower Corp.: | |||||
0.60%,
1/15/2024 |
$ 1,096,000 | $ 1,084,799 | |||
1.30%,
9/15/2025 |
750,000 | 738,982 | |||
1.45%,
9/15/2026 |
887,000 | 869,570 | |||
1.50%,
1/31/2028 |
1,022,000 | 978,729 | |||
1.60%,
4/15/2026 |
1,166,000 | 1,157,010 | |||
1.88%,
10/15/2030 |
1,189,000 | 1,124,604 | |||
2.10%,
6/15/2030 |
1,115,000 | 1,075,997 | |||
2.30%,
9/15/2031 |
652,000 | 633,887 | |||
2.40%,
3/15/2025 |
783,000 | 804,313 | |||
2.70%,
4/15/2031 |
1,031,000 | 1,038,516 | |||
2.75%,
1/15/2027 |
1,315,000 | 1,356,252 | |||
2.90%,
1/15/2030 |
1,125,000 | 1,154,104 | |||
2.95%,
1/15/2025 |
808,000 | 840,215 | |||
3.00%,
6/15/2023 |
1,139,000 | 1,171,120 | |||
3.13%,
1/15/2027 |
836,000 | 875,894 | |||
3.38%,
5/15/2024 |
893,000 | 933,328 | |||
3.38%,
10/15/2026 |
896,000 | 951,946 | |||
3.50%,
1/31/2023 |
1,026,000 | 1,053,805 | |||
3.55%,
7/15/2027 |
1,012,000 | 1,083,214 | |||
3.60%,
1/15/2028 |
679,000 | 729,171 | |||
3.80%,
8/15/2029 |
2,076,000 | 2,260,307 | |||
4.00%,
6/1/2025 |
1,124,000 | 1,203,220 | |||
4.40%,
2/15/2026 |
435,000 | 475,629 | |||
5.00%,
2/15/2024 |
1,110,000 | 1,194,893 | |||
AvalonBay Communities, Inc.: | |||||
1.90%,
12/1/2028 |
1,124,000 | 1,114,828 | |||
2.05%,
1/15/2032 |
661,000 | 652,790 | |||
Series GMTN, 2.95%,
5/11/2026 |
1,065,000 | 1,125,396 | |||
Series GMTN, 3.45%,
6/1/2025 |
691,000 | 734,443 | |||
Series GMTN, 3.50%,
11/15/2024 |
1,152,000 | 1,218,770 | |||
Series GMTN, 3.50%,
11/15/2025 |
214,000 | 229,496 | |||
Series GMTN, 4.20%,
12/15/2023 |
10,000 | 10,549 | |||
Series MTN, 2.30%, 3/1/2030
(a) |
1,022,000 | 1,037,494 | |||
Series MTN, 2.45%,
1/15/2031 |
963,000 | 988,115 | |||
Series MTN, 3.20%,
1/15/2028 |
660,000 | 706,530 | |||
Series MTN, 3.30%,
6/1/2029 |
1,117,000 | 1,206,137 | |||
Series MTN, 3.35%,
5/15/2027 |
429,000 | 461,029 | |||
Boston Properties L.P.: | |||||
2.75%,
10/1/2026 |
1,240,000 | 1,291,286 | |||
2.90%,
3/15/2030 |
1,115,000 | 1,138,069 | |||
3.13%,
9/1/2023 |
1,124,000 | 1,157,484 | |||
3.20%,
1/15/2025 |
988,000 | 1,034,940 | |||
3.25%,
1/30/2031 |
1,358,000 | 1,421,432 | |||
3.40%,
6/21/2029 |
724,000 | 768,779 | |||
3.65%,
2/1/2026 |
1,525,000 | 1,634,449 |
Security Description | Principal
Amount |
Value | |||
3.80%,
2/1/2024 |
$ 1,061,000 | $ 1,109,626 | |||
4.50%,
12/1/2028 |
1,231,000 | 1,393,787 | |||
Brandywine Operating Partnership L.P.: | |||||
3.95%,
2/15/2023 |
162,000 | 165,954 | |||
3.95%,
11/15/2027 |
310,000 | 332,990 | |||
4.10%,
10/1/2024 |
669,000 | 706,591 | |||
4.55%,
10/1/2029 |
1,046,000 | 1,165,694 | |||
Brixmor Operating Partnership L.P.: | |||||
2.25%,
4/1/2028 |
980,000 | 978,295 | |||
2.50%,
8/16/2031 |
259,000 | 253,387 | |||
3.65%,
6/15/2024 |
562,000 | 589,650 | |||
3.85%,
2/1/2025 |
1,159,000 | 1,226,303 | |||
3.90%,
3/15/2027 |
883,000 | 951,353 | |||
4.05%,
7/1/2030 |
1,172,000 | 1,286,926 | |||
4.13%,
6/15/2026 |
1,009,000 | 1,094,422 | |||
4.13%,
5/15/2029 |
505,000 | 559,106 | |||
Broadstone Net Lease LLC 2.60%,
9/15/2031 |
968,000 | 943,829 | |||
Camden Property Trust: | |||||
2.80%,
5/15/2030 |
1,211,000 | 1,263,097 | |||
3.15%,
7/1/2029 |
746,000 | 793,953 | |||
4.10%,
10/15/2028 |
1,223,000 | 1,379,458 | |||
CC Holdings GS V LLC/Crown Castle GS III Corp. 3.85%,
4/15/2023 |
932,000 | 964,536 | |||
Columbia Property Trust Operating Partnership L.P.: | |||||
3.65%,
8/15/2026 |
1,132,000 | 1,231,718 | |||
4.15%,
4/1/2025 |
737,000 | 799,564 | |||
Corporate Office Properties L.P.: | |||||
2.00%,
1/15/2029 |
620,000 | 596,930 | |||
2.25%,
3/15/2026 |
1,016,000 | 1,026,546 | |||
2.75%,
4/15/2031 |
894,000 | 889,190 | |||
Crown Castle International Corp.: | |||||
1.05%,
7/15/2026 |
844,000 | 816,342 | |||
2.10%,
4/1/2031 |
1,050,000 | 1,007,401 | |||
2.25%,
1/15/2031 |
1,277,000 | 1,242,738 | |||
2.50%,
7/15/2031 |
1,078,000 | 1,071,090 | |||
3.10%,
11/15/2029 |
999,000 | 1,042,027 | |||
3.15%,
7/15/2023 |
1,086,000 | 1,118,982 | |||
3.20%,
9/1/2024 |
717,000 | 749,416 | |||
3.30%,
7/1/2030 |
2,449,000 | 2,587,883 | |||
3.65%,
9/1/2027 |
1,243,000 | 1,338,301 | |||
3.70%,
6/15/2026 |
870,000 | 933,345 | |||
3.80%,
2/15/2028 |
1,239,000 | 1,346,731 | |||
4.00%,
3/1/2027 |
661,000 | 720,245 | |||
4.30%,
2/15/2029 |
1,128,000 | 1,259,062 | |||
4.45%,
2/15/2026 |
1,038,000 | 1,136,652 | |||
REIT, 1.35%,
7/15/2025 |
823,000 | 813,832 | |||
CubeSmart L.P.: | |||||
2.00%,
2/15/2031 |
298,000 | 288,297 |
Security Description | Principal
Amount |
Value | |||
2.25%,
12/15/2028 |
$ 1,052,000 | $ 1,055,408 | |||
3.00%,
2/15/2030 |
56,000 | 58,428 | |||
4.00%,
11/15/2025 |
599,000 | 644,440 | |||
4.38%,
2/15/2029 |
1,076,000 | 1,219,571 | |||
CyrusOne L.P./CyrusOne Finance Corp.: | |||||
2.15%,
11/1/2030 |
93,000 | 91,917 | |||
2.90%,
11/15/2024 |
1,195,000 | 1,236,084 | |||
3.45%,
11/15/2029 |
851,000 | 923,803 | |||
Digital Realty Trust L.P.: | |||||
3.60%,
7/1/2029 |
712,000 | 773,538 | |||
3.70%,
8/15/2027 |
922,000 | 1,001,061 | |||
4.45%, 7/15/2028
(a) |
2,128,000 | 2,406,279 | |||
Duke Realty L.P.: | |||||
1.75%,
7/1/2030 |
2,000 | 1,907 | |||
2.25%,
1/15/2032 |
856,000 | 838,187 | |||
2.88%,
11/15/2029 |
1,155,000 | 1,204,480 | |||
3.25%,
6/30/2026 |
1,016,000 | 1,081,532 | |||
3.38%,
12/15/2027 |
850,000 | 907,876 | |||
3.75%,
12/1/2024 |
473,000 | 501,484 | |||
4.00%,
9/15/2028 |
963,000 | 1,076,008 | |||
EPR Properties: | |||||
3.60%,
11/15/2031 |
1,173,000 | 1,166,771 | |||
3.75%,
8/15/2029 |
999,000 | 1,007,811 | |||
4.50%,
4/1/2025 |
486,000 | 517,639 | |||
4.50%,
6/1/2027 |
971,000 | 1,025,541 | |||
4.75%,
12/15/2026 |
202,000 | 216,027 | |||
4.95%,
4/15/2028 |
50,000 | 53,943 | |||
Equinix, Inc.: | |||||
1.00%,
9/15/2025 |
1,026,000 | 998,534 | |||
1.25%,
7/15/2025 |
1,186,000 | 1,165,696 | |||
1.45%,
5/15/2026 |
929,000 | 911,721 | |||
1.55%,
3/15/2028 |
1,176,000 | 1,133,158 | |||
1.80%,
7/15/2027 |
1,182,000 | 1,166,516 | |||
2.00%,
5/15/2028 |
986,000 | 968,045 | |||
2.15%,
7/15/2030 |
1,380,000 | 1,341,015 | |||
2.50%,
5/15/2031 |
1,155,000 | 1,155,670 | |||
2.63%,
11/18/2024 |
1,218,000 | 1,256,513 | |||
2.90%,
11/18/2026 |
985,000 | 1,024,065 | |||
3.20%,
11/18/2029 |
1,376,000 | 1,445,447 | |||
ERP Operating L.P.: | |||||
1.85%,
8/1/2031 |
625,000 | 606,194 | |||
2.85%,
11/1/2026 |
764,000 | 801,948 | |||
3.00%,
4/15/2023 |
1,166,000 | 1,193,483 | |||
3.00%,
7/1/2029 |
798,000 | 845,649 | |||
3.25%,
8/1/2027 |
1,077,000 | 1,152,207 | |||
3.38%,
6/1/2025 |
745,000 | 789,566 | |||
3.50%,
3/1/2028 |
1,142,000 | 1,243,718 | |||
4.15%,
12/1/2028 |
816,000 | 923,998 | |||
Essex Portfolio L.P.: | |||||
1.65%, 1/15/2031
(a) |
436,000 | 407,677 | |||
1.70%,
3/1/2028 |
758,000 | 739,778 | |||
2.55%,
6/15/2031 |
1,145,000 | 1,148,504 | |||
3.00%,
1/15/2030 |
667,000 | 698,903 | |||
3.25%,
5/1/2023 |
700,000 | 717,080 |
Security Description | Principal
Amount |
Value | |||
3.38%,
4/15/2026 |
$ 824,000 | $ 871,891 | |||
3.63%,
5/1/2027 |
367,000 | 395,578 | |||
4.00%,
3/1/2029 |
823,000 | 913,555 | |||
Federal Realty Investment Trust: | |||||
1.25%,
2/15/2026 |
1,112,000 | 1,091,951 | |||
3.20%,
6/15/2029 |
486,000 | 514,130 | |||
3.25%,
7/15/2027 |
309,000 | 327,259 | |||
3.50%, 6/1/2030
(a) |
1,056,000 | 1,129,223 | |||
3.95%,
1/15/2024 |
810,000 | 848,734 | |||
GLP Capital L.P./GLP Financing II, Inc.: | |||||
3.25%,
1/15/2032 |
350,000 | 351,788 | |||
3.35%,
9/1/2024 |
759,000 | 787,045 | |||
4.00%,
1/15/2030 |
1,030,000 | 1,091,656 | |||
4.00%,
1/15/2031 |
891,000 | 950,991 | |||
5.25%,
6/1/2025 |
949,000 | 1,042,761 | |||
5.30%,
1/15/2029 |
418,000 | 473,197 | |||
5.38%,
11/1/2023 |
907,000 | 963,261 | |||
5.38%,
4/15/2026 |
1,004,000 | 1,121,408 | |||
5.75%,
6/1/2028 |
1,129,000 | 1,305,045 | |||
HCP, Inc. 3.40%,
2/1/2025 |
121,000 | 127,206 | |||
Healthcare Realty Trust, Inc.: | |||||
2.05%,
3/15/2031 |
1,098,000 | 1,056,529 | |||
2.40%,
3/15/2030 |
71,000 | 70,879 | |||
3.63%,
1/15/2028 |
1,148,000 | 1,237,957 | |||
Healthcare Trust of America Holdings L.P.: | |||||
2.00%,
3/15/2031 |
1,104,000 | 1,047,906 | |||
3.10%,
2/15/2030 |
1,138,000 | 1,180,675 | |||
3.50%,
8/1/2026 |
1,135,000 | 1,212,759 | |||
3.75%,
7/1/2027 |
1,177,000 | 1,278,363 | |||
Healthpeak Properties, Inc.: | |||||
1.35%,
2/1/2027 |
1,035,000 | 1,009,922 | |||
2.13%,
12/1/2028 |
2,139,000 | 2,143,877 | |||
2.88%,
1/15/2031 |
130,000 | 135,194 | |||
3.00%,
1/15/2030 |
100,000 | 104,879 | |||
3.25%,
7/15/2026 |
200,000 | 212,566 | |||
3.50%,
7/15/2029 |
1,544,000 | 1,675,225 | |||
4.00%,
6/1/2025 |
1,089,000 | 1,172,396 | |||
Highwoods Realty L.P.: | |||||
2.60%,
2/1/2031 |
1,161,000 | 1,156,286 | |||
3.05%,
2/15/2030 |
422,000 | 435,584 | |||
3.88%,
3/1/2027 |
430,000 | 468,158 | |||
4.13%,
3/15/2028 |
1,155,000 | 1,274,554 | |||
4.20%,
4/15/2029 |
1,144,000 | 1,266,763 | |||
Host Hotels & Resorts L.P.: | |||||
3.88%,
4/1/2024 |
799,000 | 836,018 | |||
Series E, 4.00%,
6/15/2025 |
770,000 | 817,093 | |||
Series F, 4.50%,
2/1/2026 |
439,000 | 472,184 | |||
Series H, 3.38%,
12/15/2029 |
1,150,000 | 1,176,312 | |||
Series I, 3.50%,
9/15/2030 |
1,086,000 | 1,115,224 |
Security Description | Principal
Amount |
Value | |||
Series J, 2.90%,
12/15/2031 |
$ 1,321,000 | $ 1,277,632 | |||
Hudson Pacific Properties L.P.: | |||||
3.25%,
1/15/2030 |
851,000 | 886,691 | |||
3.95%,
11/1/2027 |
814,000 | 874,969 | |||
4.65%,
4/1/2029 |
1,000,000 | 1,134,010 | |||
Invitation Homes Operating Partnership L.P.: | |||||
2.00%,
8/15/2031 |
970,000 | 912,314 | |||
2.30%,
11/15/2028 |
616,000 | 609,797 | |||
Kilroy Realty L.P.: | |||||
3.05%,
2/15/2030 |
705,000 | 730,373 | |||
3.45%,
12/15/2024 |
838,000 | 879,406 | |||
4.25%,
8/15/2029 |
712,000 | 793,367 | |||
4.38%,
10/1/2025 |
170,000 | 185,043 | |||
4.75%,
12/15/2028 |
979,000 | 1,123,784 | |||
Kimco Realty Corp.: | |||||
1.90%,
3/1/2028 |
1,074,000 | 1,059,522 | |||
2.70%,
3/1/2024 |
516,000 | 530,211 | |||
2.80%,
10/1/2026 |
1,056,000 | 1,100,120 | |||
3.13%,
6/1/2023 |
508,000 | 520,857 | |||
3.30%,
2/1/2025 |
790,000 | 830,401 | |||
3.80%,
4/1/2027 |
949,000 | 1,029,807 | |||
Kite Realty Group L.P. 4.00%,
10/1/2026 |
1,191,000 | 1,269,070 | |||
Kite Realty Group Trust: | |||||
4.00%,
3/15/2025 |
5,000 | 5,241 | |||
4.75%,
9/15/2030 |
81,000 | 89,675 | |||
Life Storage L.P.: | |||||
2.20%,
10/15/2030 |
783,000 | 769,861 | |||
2.40%,
10/15/2031 |
1,156,000 | 1,137,018 | |||
3.50%,
7/1/2026 |
668,000 | 715,248 | |||
3.88%,
12/15/2027 |
1,021,000 | 1,121,630 | |||
4.00%,
6/15/2029 |
973,000 | 1,078,765 | |||
LXP Industrial Trust: | |||||
2.38%,
10/1/2031 |
842,000 | 807,301 | |||
2.70%,
9/15/2030 |
608,000 | 605,361 | |||
Mid-America Apartments L.P.: | |||||
1.10%,
9/15/2026 |
427,000 | 413,101 | |||
1.70%,
2/15/2031 |
975,000 | 930,920 | |||
2.75%,
3/15/2030 |
531,000 | 549,718 | |||
3.60%,
6/1/2027 |
999,000 | 1,081,008 | |||
3.75%,
6/15/2024 |
1,010,000 | 1,063,601 | |||
3.95%,
3/15/2029 |
930,000 | 1,039,480 | |||
4.00%,
11/15/2025 |
752,000 | 813,942 | |||
4.20%,
6/15/2028 |
1,059,000 | 1,193,091 | |||
4.30%,
10/15/2023 |
1,067,000 | 1,117,672 | |||
National Health Investors, Inc. 3.00%,
2/1/2031 |
536,000 | 517,599 | |||
National Retail Properties, Inc.: | |||||
2.50%,
4/15/2030 |
2,000 | 2,023 | |||
3.50%,
10/15/2027 |
396,000 | 425,110 | |||
3.60%,
12/15/2026 |
747,000 | 799,253 | |||
3.90%,
6/15/2024 |
399,000 | 421,699 |
Security Description | Principal
Amount |
Value | |||
4.00%,
11/15/2025 |
$ 755,000 | $ 819,152 | |||
4.30%,
10/15/2028 |
1,150,000 | 1,296,303 | |||
Office Properties Income Trust: | |||||
2.40%,
2/1/2027 |
1,055,000 | 1,023,772 | |||
2.65%,
6/15/2026 |
1,096,000 | 1,089,117 | |||
3.45%,
10/15/2031 |
1,133,000 | 1,100,347 | |||
4.25%,
5/15/2024 |
630,000 | 657,443 | |||
4.50%,
2/1/2025 |
1,081,000 | 1,140,606 | |||
Omega Healthcare Investors, Inc.: | |||||
3.38%,
2/1/2031 |
770,000 | 776,275 | |||
3.63%,
10/1/2029 |
375,000 | 389,617 | |||
4.38%,
8/1/2023 |
541,000 | 563,960 | |||
4.50%,
1/15/2025 |
944,000 | 1,009,617 | |||
4.50%,
4/1/2027 |
397,000 | 436,660 | |||
4.75%,
1/15/2028 |
1,173,000 | 1,296,728 | |||
4.95%,
4/1/2024 |
985,000 | 1,051,891 | |||
5.25%,
1/15/2026 |
1,169,000 | 1,305,235 | |||
Phillips Edison Grocery Center Oprating Part 2.63%,
11/15/2031 |
1,152,000 | 1,127,059 | |||
Physicians Realty L.P.: | |||||
2.63%,
11/1/2031 |
1,160,000 | 1,157,692 | |||
3.95%,
1/15/2028 |
733,000 | 803,119 | |||
4.30%, 3/15/2027
(a) |
573,000 | 636,282 | |||
Piedmont Operating Partnership L.P.: | |||||
3.15%,
8/15/2030 |
811,000 | 831,737 | |||
3.40%,
6/1/2023 |
947,000 | 970,798 | |||
4.45%,
3/15/2024 |
170,000 | 178,730 | |||
Prologis L.P.: | |||||
1.63%, 3/15/2031
(a) |
927,000 | 884,210 | |||
2.13%,
4/15/2027 |
1,215,000 | 1,235,971 | |||
3.25%,
10/1/2026 |
947,000 | 1,012,267 | |||
3.88%,
9/15/2028 |
1,172,000 | 1,314,914 | |||
4.38%,
2/1/2029 |
982,000 | 1,127,267 | |||
Public Storage: | |||||
0.88%,
2/15/2026 |
786,000 | 767,419 | |||
1.50%, 11/9/2026
(a) |
1,111,000 | 1,110,800 | |||
1.85%,
5/1/2028 |
1,154,000 | 1,152,027 | |||
1.95%,
11/9/2028 |
730,000 | 728,854 | |||
2.25%,
11/9/2031 |
1,061,000 | 1,064,353 | |||
2.30%,
5/1/2031 |
52,000 | 52,540 | |||
3.09%,
9/15/2027 |
630,000 | 674,793 | |||
3.39%,
5/1/2029 |
1,074,000 | 1,171,498 | |||
Rayonier L.P. 2.75%,
5/17/2031 |
1,028,000 | 1,024,721 | |||
Realty Income Corp.: | |||||
0.75%, 3/15/2026
(a) |
792,000 | 763,417 | |||
2.20%,
6/15/2028 |
751,000 | 758,578 | |||
3.00%,
1/15/2027 |
175,000 | 184,749 | |||
3.10%,
12/15/2029 |
1,967,000 | 2,089,052 | |||
3.25%,
6/15/2029 |
791,000 | 854,177 | |||
3.25%,
1/15/2031 |
1,118,000 | 1,201,235 | |||
3.40%,
1/15/2028 |
1,163,000 | 1,255,261 |
Security Description | Principal
Amount |
Value | |||
3.65%,
1/15/2028 |
$ 239,000 | $ 260,266 | |||
3.88%,
7/15/2024 |
373,000 | 395,290 | |||
3.88%,
4/15/2025 |
526,000 | 566,476 | |||
3.95%,
8/15/2027 |
909,000 | 1,008,881 | |||
4.13%,
10/15/2026 |
200,000 | 221,000 | |||
4.63%,
11/1/2025 |
1,057,000 | 1,172,446 | |||
4.88%,
6/1/2026 |
812,000 | 915,433 | |||
Regency Centers L.P.: | |||||
2.95%,
9/15/2029 |
150,000 | 155,591 | |||
3.60%,
2/1/2027 |
876,000 | 943,557 | |||
3.70%,
6/15/2030 |
829,000 | 903,602 | |||
4.13%,
3/15/2028 |
1,181,000 | 1,314,028 | |||
Rexford Industrial Realty L.P.: | |||||
2.13%,
12/1/2030 |
1,061,000 | 1,011,621 | |||
2.15%,
9/1/2031 |
446,000 | 424,472 | |||
Sabra Health Care L.P.: | |||||
3.90%,
10/15/2029 |
1,260,000 | 1,316,650 | |||
5.13%,
8/15/2026 |
777,000 | 856,005 | |||
Safehold Operating Partnership L.P.: | |||||
2.80%,
6/15/2031 |
2,000 | 1,977 | |||
2.85%,
1/15/2032 |
830,000 | 812,387 | |||
Simon Property Group L.P.: | |||||
1.38%,
1/15/2027 |
617,000 | 604,401 | |||
1.75%,
2/1/2028 |
1,100,000 | 1,081,454 | |||
2.20%, 2/1/2031
(a) |
645,000 | 632,081 | |||
2.45%,
9/13/2029 |
1,311,000 | 1,329,721 | |||
2.65%, 7/15/2030
(a) |
1,398,000 | 1,426,156 | |||
2.75%,
6/1/2023 |
1,112,000 | 1,136,041 | |||
3.25%,
11/30/2026 |
528,000 | 565,578 | |||
3.30%,
1/15/2026 |
1,130,000 | 1,199,111 | |||
3.38%,
10/1/2024 |
721,000 | 758,593 | |||
3.38%, 6/15/2027
(a) |
540,000 | 579,890 | |||
3.38%, 12/1/2027
(a) |
884,000 | 949,690 | |||
3.50%,
9/1/2025 |
2,590,000 | 2,762,753 | |||
3.75%,
2/1/2024 |
333,000 | 348,957 | |||
REIT, 2.00%,
9/13/2024 |
628,000 | 639,467 | |||
SITE Centers Corp.: | |||||
3.63%,
2/1/2025 |
723,000 | 757,256 | |||
4.25%, 2/1/2026
(a) |
583,000 | 622,615 | |||
4.70%,
6/1/2027 |
966,000 | 1,070,260 | |||
Spirit Realty L.P.: | |||||
2.10%,
3/15/2028 |
155,000 | 151,596 | |||
3.20%,
2/15/2031 |
317,000 | 328,206 | |||
3.40%,
1/15/2030 |
906,000 | 951,581 | |||
4.00%,
7/15/2029 |
1,149,000 | 1,262,154 | |||
4.45%,
9/15/2026 |
675,000 | 743,512 | |||
STORE Capital Corp.: | |||||
2.70%,
12/1/2031 |
1,032,000 | 1,010,369 | |||
2.75%,
11/18/2030 |
1,032,000 | 1,029,761 | |||
4.50%,
3/15/2028 |
1,170,000 | 1,297,951 | |||
4.63%,
3/15/2029 |
1,090,000 | 1,222,075 | |||
Sun Communities Operating L.P.: | |||||
2.30%,
11/1/2028 |
1,121,000 | 1,113,131 |
Security Description | Principal
Amount |
Value | |||
2.70%,
7/15/2031 |
$ 325,000 | $ 323,703 | |||
Tanger Properties L.P.: | |||||
2.75%,
9/1/2031 |
379,000 | 366,372 | |||
3.13%,
9/1/2026 |
504,000 | 520,652 | |||
3.88%, 7/15/2027
(a) |
743,000 | 795,025 | |||
UDR, Inc.: | |||||
3.00%,
8/15/2031 |
290,000 | 302,281 | |||
Series GMTN, 3.50%,
1/15/2028 |
201,000 | 215,132 | |||
Series MTN, 2.95%,
9/1/2026 |
397,000 | 413,055 | |||
Series MTN, 3.20%,
1/15/2030 |
1,131,000 | 1,191,859 | |||
Series MTN, 3.50%,
7/1/2027 |
1,049,000 | 1,122,157 | |||
Ventas Realty L.P.: | |||||
2.65%,
1/15/2025 |
809,000 | 835,794 | |||
3.00%,
1/15/2030 |
873,000 | 906,680 | |||
3.25%,
10/15/2026 |
910,000 | 963,608 | |||
3.50%,
4/15/2024 |
698,000 | 731,113 | |||
3.50%,
2/1/2025 |
205,000 | 216,267 | |||
3.75%,
5/1/2024 |
50,000 | 52,363 | |||
3.85%,
4/1/2027 |
745,000 | 812,095 | |||
4.00%,
3/1/2028 |
1,097,000 | 1,213,644 | |||
4.13%,
1/15/2026 |
1,121,000 | 1,217,204 | |||
4.40%,
1/15/2029 |
1,129,000 | 1,280,850 | |||
4.75%,
11/15/2030 |
857,000 | 1,000,865 | |||
VEREIT Operating Partnership L.P.: | |||||
3.10%,
12/15/2029 |
18,000 | 18,805 | |||
3.40%,
1/15/2028 |
81,000 | 86,233 | |||
3.95%, 8/15/2027
(a) |
250,000 | 272,453 | |||
4.63%,
11/1/2025 |
66,000 | 72,397 | |||
Vornado Realty L.P.: | |||||
2.15%, 6/1/2026
(a) |
265,000 | 265,567 | |||
3.40%,
6/1/2031 |
835,000 | 860,459 | |||
3.50%,
1/15/2025 |
1,054,000 | 1,105,456 | |||
Welltower, Inc.: | |||||
2.05%,
1/15/2029 |
996,000 | 982,395 | |||
2.70%,
2/15/2027 |
851,000 | 887,176 | |||
2.75%,
1/15/2031 |
1,002,000 | 1,023,854 | |||
2.80%,
6/1/2031 |
614,000 | 627,717 | |||
3.10%,
1/15/2030 |
1,140,000 | 1,196,920 | |||
4.00%,
6/1/2025 |
1,563,000 | 1,684,445 | |||
4.13%,
3/15/2029 |
1,053,000 | 1,177,717 | |||
4.25%,
4/1/2026 |
1,157,000 | 1,268,165 | |||
4.25%,
4/15/2028 |
904,000 | 1,013,908 | |||
4.50%,
1/15/2024 |
1,094,000 | 1,157,496 | |||
REIT, 3.63%,
3/15/2024 |
821,000 | 863,454 | |||
Weyerhaeuser Co.: | |||||
4.00%,
11/15/2029 |
969,000 | 1,081,045 | |||
4.00%,
4/15/2030 |
913,000 | 1,016,972 | |||
6.95%,
10/1/2027 |
955,000 | 1,206,423 | |||
8.50%,
1/15/2025 |
682,000 | 821,865 | |||
WP Carey, Inc.: | |||||
2.40%,
2/1/2031 |
1,048,000 | 1,039,165 |
Security Description | Principal
Amount |
Value | ||||
3.85%,
7/15/2029 |
$ 649,000 | $ 717,469 | ||||
4.00%,
2/1/2025 |
1,038,000 | 1,106,570 | ||||
4.25%,
10/1/2026 |
415,000 | 454,761 | ||||
4.60%,
4/1/2024 |
969,000 | 1,030,086 | ||||
324,371,153 | ||||||
RETAIL — 2.6% | ||||||
Advance Auto Parts, Inc.: | ||||||
1.75%,
10/1/2027 |
558,000 | 544,837 | ||||
3.90%,
4/15/2030 |
635,000 | 694,925 | ||||
AutoNation, Inc.: | ||||||
1.95%,
8/1/2028 |
951,000 | 929,308 | ||||
2.40%,
8/1/2031 |
823,000 | 796,615 | ||||
3.50%,
11/15/2024 |
1,055,000 | 1,108,341 | ||||
3.80%,
11/15/2027 |
1,127,000 | 1,214,974 | ||||
4.75%,
6/1/2030 |
977,000 | 1,117,297 | ||||
AutoZone, Inc.: | ||||||
2.88%,
1/15/2023 |
109,000 | 110,695 | ||||
3.13%,
7/15/2023 |
1,020,000 | 1,048,519 | ||||
3.13%,
4/18/2024 |
1,172,000 | 1,221,025 | ||||
3.13%, 4/21/2026
(a) |
859,000 | 906,013 | ||||
3.25%,
4/15/2025 |
1,064,000 | 1,118,626 | ||||
3.63%,
4/15/2025 |
570,000 | 607,546 | ||||
3.75%,
6/1/2027 |
746,000 | 816,176 | ||||
3.75%,
4/18/2029 |
956,000 | 1,046,208 | ||||
4.00%, 4/15/2030
(a) |
1,125,000 | 1,255,545 | ||||
Best Buy Co., Inc.: | ||||||
1.95%,
10/1/2030 |
1,089,000 | 1,047,041 | ||||
4.45%,
10/1/2028 |
823,000 | 934,261 | ||||
Costco Wholesale Corp.: | ||||||
1.38%,
6/20/2027 |
1,283,000 | 1,273,762 | ||||
1.60%,
4/20/2030 |
1,789,000 | 1,733,505 | ||||
2.75%,
5/18/2024 |
1,587,000 | 1,649,385 | ||||
3.00%,
5/18/2027 |
938,000 | 1,006,718 | ||||
Darden Restaurants, Inc. 3.85%,
5/1/2027 |
968,000 | 1,051,664 | ||||
Dollar General Corp.: | ||||||
3.25%,
4/15/2023 |
1,029,000 | 1,054,684 | ||||
3.50%,
4/3/2030 |
1,192,000 | 1,289,839 | ||||
3.88%,
4/15/2027 |
826,000 | 905,362 | ||||
4.13%,
5/1/2028 |
743,000 | 826,469 | ||||
4.15%,
11/1/2025 |
320,000 | 348,090 | ||||
Dollar Tree, Inc.: | ||||||
2.65%,
12/1/2031 |
4,248,000 | 4,256,708 | ||||
4.00%,
5/15/2025 |
1,138,000 | 1,223,066 | ||||
4.20%, 5/15/2028
(a) |
1,560,000 | 1,741,646 | ||||
Genuine Parts Co. 1.88%,
11/1/2030 |
522,000 | 490,581 | ||||
Home Depot, Inc.: | ||||||
0.90%,
3/15/2028 |
1,273,000 | 1,215,677 | ||||
1.38%, 3/15/2031
(a) |
1,383,000 | 1,303,796 | ||||
1.50%, 9/15/2028
(a) |
1,297,000 | 1,278,349 | ||||
1.88%, 9/15/2031
(a) |
1,267,000 | 1,246,551 | ||||
2.13%,
9/15/2026 |
1,261,000 | 1,301,768 | ||||
2.50%,
4/15/2027 |
954,000 | 997,598 | ||||
2.70%,
4/1/2023 |
649,000 | 662,681 |
Security Description | Principal
Amount |
Value | |||
2.70%,
4/15/2030 |
$ 1,458,000 | $ 1,531,308 | |||
2.80%, 9/14/2027
(a) |
1,146,000 | 1,216,296 | |||
2.95%,
6/15/2029 |
1,924,000 | 2,049,945 | |||
3.00%,
4/1/2026 |
493,000 | 524,133 | |||
3.35%,
9/15/2025 |
708,000 | 756,151 | |||
3.75%,
2/15/2024 |
1,096,000 | 1,153,452 | |||
3.90%,
12/6/2028 |
1,557,000 | 1,757,697 | |||
Kohl's Corp.: | |||||
3.25%,
2/1/2023 |
50,000 | 50,603 | |||
3.38%, 5/1/2031
(a) |
981,000 | 998,609 | |||
4.25%,
7/17/2025 |
451,000 | 483,093 | |||
Lowe's Cos., Inc.: | |||||
1.30%,
4/15/2028 |
479,000 | 459,447 | |||
1.70%,
9/15/2028 |
778,000 | 762,183 | |||
1.70%,
10/15/2030 |
1,374,000 | 1,305,314 | |||
2.50%,
4/15/2026 |
1,823,000 | 1,898,964 | |||
2.63%,
4/1/2031 |
2,856,000 | 2,922,602 | |||
3.10%,
5/3/2027 |
1,413,000 | 1,508,024 | |||
3.13%,
9/15/2024 |
1,132,000 | 1,186,019 | |||
3.38%,
9/15/2025 |
589,000 | 628,251 | |||
3.65%,
4/5/2029 |
2,111,000 | 2,313,635 | |||
3.88%,
9/15/2023 |
693,000 | 722,931 | |||
4.00%,
4/15/2025 |
1,160,000 | 1,257,208 | |||
4.50%,
4/15/2030 |
1,316,000 | 1,527,797 | |||
6.50%,
3/15/2029 |
866,000 | 1,105,016 | |||
McDonald's Corp.: | |||||
Class MTN, 3.30%,
7/1/2025 |
1,044,000 | 1,108,039 | |||
Class MTN, 3.50%,
7/1/2027 |
1,470,000 | 1,597,008 | |||
Series MTN, 1.45%,
9/1/2025 |
68,000 | 68,594 | |||
Series MTN, 2.13%, 3/1/2030
(a) |
1,304,000 | 1,300,897 | |||
Series MTN, 2.63%,
9/1/2029 |
1,805,000 | 1,859,962 | |||
Series MTN, 3.25%,
6/10/2024 |
1,188,000 | 1,248,992 | |||
Series MTN, 3.35%,
4/1/2023 |
802,000 | 825,811 | |||
Series MTN, 3.38%, 5/26/2025
(a) |
1,278,000 | 1,358,399 | |||
Series MTN, 3.50%,
3/1/2027 |
1,144,000 | 1,239,284 | |||
Series MTN, 3.70%,
1/30/2026 |
2,008,000 | 2,170,347 | |||
Series MTN, 3.80%,
4/1/2028 |
832,000 | 914,460 | |||
O'Reilly Automotive, Inc.: | |||||
1.75%,
3/15/2031 |
85,000 | 80,648 | |||
3.55%,
3/15/2026 |
456,000 | 489,397 | |||
3.60%,
9/1/2027 |
1,152,000 | 1,250,519 | |||
3.85%,
6/15/2023 |
1,068,000 | 1,104,376 | |||
3.90%,
6/1/2029 |
1,183,000 | 1,305,807 | |||
4.20%,
4/1/2030 |
1,140,000 | 1,288,496 | |||
4.35%,
6/1/2028 |
584,000 | 658,337 |
Security Description | Principal
Amount |
Value | |||
Ross Stores, Inc.: | |||||
0.88%,
4/15/2026 |
$ 910,000 | $ 883,437 | |||
1.88%,
4/15/2031 |
420,000 | 401,990 | |||
4.60%,
4/15/2025 |
727,000 | 795,956 | |||
Starbucks Corp.: | |||||
2.00%,
3/12/2027 |
1,227,000 | 1,240,092 | |||
2.25%,
3/12/2030 |
1,100,000 | 1,099,043 | |||
2.45%,
6/15/2026 |
1,119,000 | 1,161,958 | |||
2.55%,
11/15/2030 |
1,030,000 | 1,051,167 | |||
3.10%,
3/1/2023 |
791,000 | 811,060 | |||
3.50%,
3/1/2028 |
1,388,000 | 1,503,412 | |||
3.55%,
8/15/2029 |
541,000 | 591,291 | |||
3.80%,
8/15/2025 |
637,000 | 688,158 | |||
3.85%,
10/1/2023 |
810,000 | 845,389 | |||
4.00%,
11/15/2028 |
1,340,000 | 1,499,366 | |||
Target Corp.: | |||||
2.25%,
4/15/2025 |
1,825,000 | 1,883,090 | |||
2.35%,
2/15/2030 |
1,164,000 | 1,195,882 | |||
2.50%, 4/15/2026
(a) |
373,000 | 391,150 | |||
2.65%,
9/15/2030 |
695,000 | 729,917 | |||
3.38%, 4/15/2029
(a) |
1,901,000 | 2,091,290 | |||
3.50%,
7/1/2024 |
927,000 | 981,925 | |||
TJX Cos., Inc.: | |||||
1.15%,
5/15/2028 |
793,000 | 764,222 | |||
1.60%, 5/15/2031
(a) |
1,100,000 | 1,051,754 | |||
2.25%,
9/15/2026 |
856,000 | 885,155 | |||
2.50%,
5/15/2023 |
718,000 | 731,376 | |||
3.88%,
4/15/2030 |
551,000 | 618,564 | |||
Tractor Supply Co. 1.75%,
11/1/2030 |
1,140,000 | 1,071,133 | |||
Walgreens Boots Alliance, Inc.: | |||||
0.95%,
11/17/2023 |
1,454,000 | 1,452,764 | |||
3.20%, 4/15/2030
(a) |
597,000 | 632,522 | |||
3.45%,
6/1/2026 |
1,477,000 | 1,572,916 | |||
3.80%,
11/18/2024 |
1,422,000 | 1,514,174 | |||
Walmart, Inc.: | |||||
1.05%, 9/17/2026
(a) |
1,211,000 | 1,199,447 | |||
1.50%,
9/22/2028 |
1,126,000 | 1,119,683 | |||
1.80%,
9/22/2031 |
3,298,000 | 3,265,943 | |||
2.38%,
9/24/2029 |
400,000 | 416,216 | |||
2.55%,
4/11/2023 |
1,821,000 | 1,861,153 | |||
2.65%,
12/15/2024 |
1,071,000 | 1,121,412 | |||
2.85%,
7/8/2024 |
2,913,000 | 3,047,231 | |||
3.05%,
7/8/2026 |
922,000 | 988,485 | |||
3.25%,
7/8/2029 |
1,034,000 | 1,139,727 | |||
3.30%,
4/22/2024 |
1,524,000 | 1,598,783 | |||
3.40%,
6/26/2023 |
2,058,000 | 2,142,131 | |||
3.55%,
6/26/2025 |
1,193,000 | 1,287,223 | |||
3.70%,
6/26/2028 |
2,800,000 | 3,139,192 | |||
5.88%,
4/5/2027 |
5,000 | 6,054 | |||
7.55%,
2/15/2030 |
58,000 | 82,564 | |||
143,919,299 |
Security Description | Principal
Amount |
Value | ||||
SEMICONDUCTORS — 2.2% | ||||||
Altera Corp. 4.10%,
11/15/2023 |
$ 1,367,000 | $ 1,444,482 | ||||
Analog Devices, Inc.: | ||||||
1.70%,
10/1/2028 |
980,000 | 974,032 | ||||
2.10%, 10/1/2031
(a) |
939,000 | 940,286 | ||||
2.95%,
4/1/2025 |
773,000 | 811,665 | ||||
3.50%, 12/5/2026
(a) |
755,000 | 823,826 | ||||
Applied Materials, Inc.: | ||||||
1.75%,
6/1/2030 |
823,000 | 807,404 | ||||
3.30%,
4/1/2027 |
1,761,000 | 1,901,510 | ||||
3.90%, 10/1/2025
(a) |
362,000 | 393,718 | ||||
Broadcom Corp./Broadcom Cayman Finance, Ltd.: | ||||||
3.13%, 1/15/2025
(a) |
849,000 | 887,876 | ||||
3.50%,
1/15/2028 |
1,041,000 | 1,112,465 | ||||
3.63%,
1/15/2024 |
879,000 | 919,882 | ||||
3.88%,
1/15/2027 |
3,606,000 | 3,909,950 | ||||
Broadcom, Inc.: | ||||||
1.95%, 2/15/2028
(b) |
1,961,000 | 1,931,742 | ||||
2.45%, 2/15/2031
(b) |
3,274,000 | 3,198,993 | ||||
3.15%,
11/15/2025 |
1,362,000 | 1,430,032 | ||||
3.46%,
9/15/2026 |
944,000 | 1,005,643 | ||||
3.63%,
10/15/2024 |
1,072,000 | 1,134,069 | ||||
4.11%,
9/15/2028 |
2,000,000 | 2,194,540 | ||||
4.15%,
11/15/2030 |
3,000,000 | 3,327,000 | ||||
4.25%,
4/15/2026 |
1,283,000 | 1,402,691 | ||||
4.70%,
4/15/2025 |
854,000 | 933,943 | ||||
4.75%,
4/15/2029 |
2,403,000 | 2,737,377 | ||||
5.00%,
4/15/2030 |
1,601,000 | 1,863,820 | ||||
Intel Corp.: | ||||||
1.60%,
8/12/2028 |
1,718,000 | 1,697,264 | ||||
2.00%, 8/12/2031
(a) |
2,326,000 | 2,311,044 | ||||
2.45%,
11/15/2029 |
2,586,000 | 2,674,984 | ||||
2.60%,
5/19/2026 |
1,005,000 | 1,054,969 | ||||
2.88%,
5/11/2024 |
1,412,000 | 1,469,723 | ||||
3.15%,
5/11/2027 |
880,000 | 943,932 | ||||
3.40%,
3/25/2025 |
2,361,000 | 2,513,473 | ||||
3.70%,
7/29/2025 |
2,353,000 | 2,537,758 | ||||
3.75%, 3/25/2027
(a) |
1,652,000 | 1,818,439 | ||||
3.90%, 3/25/2030
(a) |
1,331,000 | 1,512,948 | ||||
KLA Corp.: | ||||||
4.10%,
3/15/2029 |
745,000 | 842,953 | ||||
4.65%,
11/1/2024 |
1,412,000 | 1,530,975 | ||||
Lam Research Corp.: | ||||||
1.90%,
6/15/2030 |
474,000 | 465,966 | ||||
3.75%,
3/15/2026 |
1,966,000 | 2,143,667 | ||||
3.80%,
3/15/2025 |
943,000 | 1,010,123 | ||||
4.00%,
3/15/2029 |
1,418,000 | 1,590,372 | ||||
Marvell Technology Group, Ltd. 4.88%,
6/22/2028 |
5,000 | 5,691 | ||||
Marvell Technology, Inc.: | ||||||
1.65%,
4/15/2026 |
653,000 | 645,863 | ||||
2.45%,
4/15/2028 |
952,000 | 966,480 |
Security Description | Principal
Amount |
Value | |||
2.95%,
4/15/2031 |
$ 668,000 | $ 683,244 | |||
4.20%,
6/22/2023 |
967,000 | 1,005,641 | |||
4.88%, 6/22/2028
(b) |
951,000 | 1,085,500 | |||
4.88%,
6/22/2028 |
1,157,000 | 1,320,635 | |||
Maxim Integrated Products, Inc. 3.45%,
6/15/2027 |
949,000 | 1,023,857 | |||
Microchip Technology, Inc.: | |||||
2.67%,
9/1/2023 |
1,438,000 | 1,469,679 | |||
4.33%,
6/1/2023 |
1,899,000 | 1,979,916 | |||
Micron Technology, Inc.: | |||||
2.70%,
4/15/2032 |
1,036,000 | 1,040,206 | |||
4.19%,
2/15/2027 |
1,090,000 | 1,196,722 | |||
4.66%,
2/15/2030 |
1,125,000 | 1,293,986 | |||
4.98%,
2/6/2026 |
963,000 | 1,073,755 | |||
5.33%,
2/6/2029 |
1,107,000 | 1,305,828 | |||
NVIDIA Corp.: | |||||
0.31%,
6/15/2023 |
1,339,000 | 1,331,046 | |||
0.58%,
6/14/2024 |
1,394,000 | 1,381,579 | |||
1.55%,
6/15/2028 |
1,353,000 | 1,335,655 | |||
2.00%, 6/15/2031
(a) |
1,726,000 | 1,714,004 | |||
2.85%,
4/1/2030 |
1,598,000 | 1,695,510 | |||
3.20%,
9/16/2026 |
1,151,000 | 1,238,844 | |||
NXP B.V./NXP Funding LLC: | |||||
4.88%, 3/1/2024
(b) |
1,083,000 | 1,163,261 | |||
5.35%, 3/1/2026
(b) |
484,000 | 546,886 | |||
5.55%, 12/1/2028
(b) |
1,377,000 | 1,648,586 | |||
NXP B.V./NXP Funding LLC/NXP USA, Inc.: | |||||
2.50%, 5/11/2031
(b) |
826,000 | 828,222 | |||
2.65%, 2/15/2032
(b) |
1,964,000 | 1,971,247 | |||
2.70%, 5/1/2025
(b) |
1,033,000 | 1,067,213 | |||
3.15%, 5/1/2027
(b) |
1,004,000 | 1,056,228 | |||
3.40%, 5/1/2030
(b) |
1,123,000 | 1,197,477 | |||
3.88%, 6/18/2026
(b) |
848,000 | 914,661 | |||
4.30%, 6/18/2029
(b) |
452,000 | 506,791 | |||
Qorvo, Inc.: | |||||
1.75%, 12/15/2024
(b) |
582,000 | 582,442 | |||
4.38%,
10/15/2029 |
947,000 | 1,011,415 | |||
QUALCOMM, Inc.: | |||||
1.30%,
5/20/2028 |
1,216,000 | 1,178,341 | |||
2.15%,
5/20/2030 |
3,030,000 | 3,055,422 | |||
2.60%,
1/30/2023 |
514,000 | 524,013 | |||
2.90%,
5/20/2024 |
1,042,000 | 1,085,868 | |||
3.25%,
5/20/2027 |
1,963,000 | 2,119,608 | |||
3.45%,
5/20/2025 |
1,561,000 | 1,662,699 | |||
Skyworks Solutions, Inc.: | |||||
0.90%,
6/1/2023 |
1,185,000 | 1,179,051 | |||
1.80%,
6/1/2026 |
1,022,000 | 1,012,311 | |||
3.00%,
6/1/2031 |
1,039,000 | 1,045,421 | |||
Texas Instruments, Inc.: | |||||
1.13%, 9/15/2026
(a) |
891,000 | 882,108 | |||
1.38%,
3/12/2025 |
1,016,000 | 1,021,253 | |||
1.75%,
5/4/2030 |
1,172,000 | 1,150,060 |
Security Description | Principal
Amount |
Value | ||||
1.90%,
9/15/2031 |
$ 1,168,000 | $ 1,152,839 | ||||
2.25%,
5/1/2023 |
546,000 | 554,873 | ||||
2.25%,
9/4/2029 |
1,141,000 | 1,167,699 | ||||
2.63%, 5/15/2024
(a) |
681,000 | 705,244 | ||||
2.90%, 11/3/2027
(a) |
442,000 | 473,846 | ||||
TSMC Arizona Corp.: | ||||||
1.75%,
10/25/2026 |
1,589,000 | 1,589,795 | ||||
2.50%,
10/25/2031 |
1,253,000 | 1,268,462 | ||||
Xilinx, Inc.: | ||||||
2.38%,
6/1/2030 |
737,000 | 746,640 | ||||
2.95%,
6/1/2024 |
940,000 | 976,350 | ||||
124,045,509 | ||||||
SHIPBUILDING — 0.1% | ||||||
Huntington Ingalls Industries, Inc.: | ||||||
0.67%, 8/16/2023
(b) |
1,127,000 | 1,117,376 | ||||
2.04%, 8/16/2028
(b) |
1,008,000 | 987,467 | ||||
3.48%,
12/1/2027 |
1,141,000 | 1,210,293 | ||||
3.84%,
5/1/2025 |
6,000 | 6,364 | ||||
Series WI, 4.20%,
5/1/2030 |
1,054,000 | 1,174,757 | ||||
4,496,257 | ||||||
SOFTWARE — 2.5% | ||||||
Activision Blizzard, Inc.: | ||||||
1.35%,
9/15/2030 |
801,000 | 739,956 | ||||
3.40%,
9/15/2026 |
328,000 | 351,354 | ||||
3.40%,
6/15/2027 |
984,000 | 1,057,249 | ||||
Adobe, Inc.: | ||||||
1.70%,
2/1/2023 |
1,085,000 | 1,097,217 | ||||
1.90%, 2/1/2025
(a) |
920,000 | 942,512 | ||||
2.15%,
2/1/2027 |
1,057,000 | 1,086,533 | ||||
2.30%,
2/1/2030 |
422,000 | 431,415 | ||||
3.25%,
2/1/2025 |
1,167,000 | 1,235,013 | ||||
Autodesk, Inc.: | ||||||
2.40%,
12/15/2031 |
491,000 | 490,278 | ||||
2.85%,
1/15/2030 |
1,165,000 | 1,206,276 | ||||
3.50%,
6/15/2027 |
394,000 | 423,972 | ||||
4.38%,
6/15/2025 |
796,000 | 866,144 | ||||
Broadridge Financial Solutions, Inc.: | ||||||
2.60%,
5/1/2031 |
1,138,000 | 1,148,390 | ||||
2.90%,
12/1/2029 |
352,000 | 363,715 | ||||
3.40%,
6/27/2026 |
903,000 | 962,914 | ||||
Cadence Design Systems, Inc. 4.38%,
10/15/2024 |
304,000 | 326,836 | ||||
Citrix Systems, Inc.: | ||||||
1.25%,
3/1/2026 |
1,157,000 | 1,125,611 | ||||
3.30%,
3/1/2030 |
926,000 | 939,529 | ||||
4.50%,
12/1/2027 |
1,035,000 | 1,123,161 | ||||
Electronic Arts, Inc.: | ||||||
1.85%,
2/15/2031 |
1,158,000 | 1,108,171 | ||||
4.80%,
3/1/2026 |
653,000 | 729,022 |
Security Description | Principal
Amount |
Value | |||
Fidelity National Information Services, Inc.: | |||||
0.38%,
3/1/2023 |
$ 1,130,000 | $ 1,124,542 | |||
0.60%,
3/1/2024 |
881,000 | 868,164 | |||
1.15%,
3/1/2026 |
1,085,000 | 1,058,624 | |||
1.65%,
3/1/2028 |
864,000 | 836,585 | |||
2.25%,
3/1/2031 |
1,320,000 | 1,291,316 | |||
3.75%,
5/21/2029 |
779,000 | 849,562 | |||
Fiserv, Inc.: | |||||
2.25%,
6/1/2027 |
948,000 | 964,268 | |||
2.65%,
6/1/2030 |
991,000 | 1,006,093 | |||
2.75%,
7/1/2024 |
2,204,000 | 2,279,509 | |||
3.20%,
7/1/2026 |
2,454,000 | 2,597,534 | |||
3.50%,
7/1/2029 |
4,171,000 | 4,485,952 | |||
3.80%,
10/1/2023 |
993,000 | 1,038,509 | |||
3.85%,
6/1/2025 |
2,312,000 | 2,471,713 | |||
4.20%,
10/1/2028 |
690,000 | 773,387 | |||
Intuit, Inc.: | |||||
0.65%,
7/15/2023 |
1,198,000 | 1,194,969 | |||
0.95%,
7/15/2025 |
206,000 | 203,227 | |||
1.35%,
7/15/2027 |
1,114,000 | 1,091,597 | |||
1.65%,
7/15/2030 |
100,000 | 96,591 | |||
Microsoft Corp.: | |||||
2.00%,
8/8/2023 |
2,325,000 | 2,369,128 | |||
2.38%,
5/1/2023 |
443,000 | 451,351 | |||
2.40%,
8/8/2026 |
4,752,000 | 4,973,206 | |||
2.70%,
2/12/2025 |
2,897,000 | 3,029,885 | |||
2.88%,
2/6/2024 |
3,111,000 | 3,236,778 | |||
3.13%,
11/3/2025 |
3,348,000 | 3,569,370 | |||
3.30%,
2/6/2027 |
4,737,000 | 5,157,030 | |||
3.63%,
12/15/2023 |
1,620,000 | 1,703,106 | |||
Oracle Corp.: | |||||
1.65%,
3/25/2026 |
3,206,000 | 3,179,358 | |||
2.30%,
3/25/2028 |
1,976,000 | 1,967,227 | |||
2.40%,
9/15/2023 |
2,854,000 | 2,910,509 | |||
2.50%,
4/1/2025 |
4,575,000 | 4,686,172 | |||
2.63%,
2/15/2023 |
1,196,000 | 1,217,169 | |||
2.65%,
7/15/2026 |
4,255,000 | 4,377,416 | |||
2.80%,
4/1/2027 |
2,643,000 | 2,726,730 | |||
2.88%,
3/25/2031 |
3,926,000 | 3,945,669 | |||
2.95%,
11/15/2024 |
3,019,000 | 3,140,394 | |||
2.95%,
5/15/2025 |
3,077,000 | 3,193,464 | |||
2.95%,
4/1/2030 |
2,966,000 | 2,997,825 | |||
3.25%,
11/15/2027 |
3,066,000 | 3,236,654 | |||
3.25%,
5/15/2030 |
1,952,000 | 2,016,709 | |||
3.40%,
7/8/2024 |
2,299,000 | 2,405,812 | |||
3.63%,
7/15/2023 |
1,088,000 | 1,129,235 | |||
Roper Technologies, Inc.: | |||||
1.00%,
9/15/2025 |
926,000 | 905,202 | |||
1.40%,
9/15/2027 |
977,000 | 948,667 | |||
1.75%,
2/15/2031 |
992,000 | 932,629 | |||
2.00%,
6/30/2030 |
1,049,000 | 1,010,051 | |||
2.35%,
9/15/2024 |
1,147,000 | 1,177,969 | |||
2.95%,
9/15/2029 |
917,000 | 949,939 | |||
3.65%,
9/15/2023 |
1,112,000 | 1,158,926 |
Security Description | Principal
Amount |
Value | ||||
3.80%,
12/15/2026 |
$ 580,000 | $ 636,463 | ||||
3.85%,
12/15/2025 |
720,000 | 775,310 | ||||
4.20%,
9/15/2028 |
1,075,000 | 1,207,548 | ||||
salesforce.com, Inc.: | ||||||
0.63%,
7/15/2024 |
1,691,000 | 1,676,187 | ||||
1.50%, 7/15/2028
(a) |
991,000 | 979,623 | ||||
1.95%, 7/15/2031
(a) |
1,719,000 | 1,702,566 | ||||
3.25%,
4/11/2023 |
1,199,000 | 1,236,733 | ||||
3.70%,
4/11/2028 |
2,060,000 | 2,284,087 | ||||
ServiceNow, Inc. 1.40%,
9/1/2030 |
1,566,000 | 1,460,185 | ||||
VMware, Inc.: | ||||||
0.60%,
8/15/2023 |
2,358,000 | 2,342,319 | ||||
1.00%,
8/15/2024 |
1,677,000 | 1,662,041 | ||||
1.40%,
8/15/2026 |
100,000 | 98,355 | ||||
1.80%,
8/15/2028 |
1,623,000 | 1,580,656 | ||||
3.90%,
8/21/2027 |
1,238,000 | 1,352,292 | ||||
4.50%,
5/15/2025 |
2,304,000 | 2,511,867 | ||||
4.65%,
5/15/2027 |
642,000 | 724,664 | ||||
4.70%,
5/15/2030 |
617,000 | 717,602 | ||||
139,639,488 | ||||||
TELECOMMUNICATIONS — 3.0% | ||||||
America Movil SAB de CV: | ||||||
2.88%,
5/7/2030 |
1,161,000 | 1,201,461 | ||||
3.63%,
4/22/2029 |
1,237,000 | 1,338,112 | ||||
AT&T, Inc.: | ||||||
0.90%,
3/25/2024 |
2,783,000 | 2,771,924 | ||||
1.65%,
2/1/2028 |
2,571,000 | 2,517,832 | ||||
1.70%,
3/25/2026 |
3,769,000 | 3,753,472 | ||||
2.30%,
6/1/2027 |
3,209,000 | 3,270,484 | ||||
2.75%,
6/1/2031 |
3,583,000 | 3,653,764 | ||||
2.95%,
7/15/2026 |
772,000 | 807,682 | ||||
3.40%,
5/15/2025 |
2,920,000 | 3,089,681 | ||||
3.60%,
7/15/2025 |
1,171,000 | 1,249,609 | ||||
3.80%,
3/1/2024 |
1,088,000 | 1,143,967 | ||||
3.80%,
2/15/2027 |
526,000 | 571,867 | ||||
3.88%,
1/15/2026 |
1,049,000 | 1,130,717 | ||||
3.90%,
3/11/2024 |
1,108,000 | 1,166,292 | ||||
3.95%,
1/15/2025 |
1,032,000 | 1,104,013 | ||||
4.05%,
12/15/2023 |
1,193,000 | 1,262,134 | ||||
4.10%,
2/15/2028 |
2,156,000 | 2,396,416 | ||||
4.13%,
2/17/2026 |
2,193,000 | 2,390,655 | ||||
4.25%,
3/1/2027 |
1,198,000 | 1,329,468 | ||||
4.30%,
2/15/2030 |
3,536,000 | 3,983,799 | ||||
4.35%,
3/1/2029 |
3,601,000 | 4,051,665 | ||||
4.45%,
4/1/2024 |
1,470,000 | 1,569,784 | ||||
7.13%,
3/15/2026 |
151,000 | 181,809 | ||||
Bell Telephone Co. of Canada or Bell Canada Series US-3, 0.75%,
3/17/2024 |
1,183,000 | 1,171,454 | ||||
British Telecommunications PLC: | ||||||
4.50%,
12/4/2023 |
1,153,000 | 1,220,554 | ||||
5.13%,
12/4/2028 |
646,000 | 729,773 |
Security Description | Principal
Amount |
Value | |||
9.63%,
12/15/2030 |
$ 3,077,000 | $ 4,524,667 | |||
Cisco Systems, Inc.: | |||||
2.20%,
9/20/2023 |
995,000 | 1,018,562 | |||
2.50%, 9/20/2026
(a) |
1,834,000 | 1,930,212 | |||
2.60%,
2/28/2023 |
1,070,000 | 1,094,161 | |||
2.95%,
2/28/2026 |
274,000 | 291,870 | |||
3.50%,
6/15/2025 |
201,000 | 216,318 | |||
3.63%,
3/4/2024 |
1,448,000 | 1,536,212 | |||
Deutsche Telekom International Finance B.V. 8.75%,
6/15/2030 |
4,384,000 | 6,374,248 | |||
Juniper Networks, Inc.: | |||||
1.20%,
12/10/2025 |
100,000 | 98,489 | |||
2.00%,
12/10/2030 |
1,137,000 | 1,076,603 | |||
3.75%,
8/15/2029 |
842,000 | 912,391 | |||
Koninklijke KPN NV 8.38%,
10/1/2030 |
698,000 | 995,383 | |||
Motorola Solutions, Inc.: | |||||
2.30%,
11/15/2030 |
1,314,000 | 1,276,301 | |||
2.75%,
5/24/2031 |
493,000 | 494,228 | |||
4.00%,
9/1/2024 |
19,000 | 20,258 | |||
4.60%,
2/23/2028 |
564,000 | 637,365 | |||
4.60%,
5/23/2029 |
1,158,000 | 1,322,656 | |||
Orange SA 9.00%,
3/1/2031 |
1,120,000 | 1,715,627 | |||
Rogers Communications, Inc.: | |||||
2.90%,
11/15/2026 |
1,142,000 | 1,193,767 | |||
3.00%,
3/15/2023 |
1,082,000 | 1,102,471 | |||
3.63%,
12/15/2025 |
1,115,000 | 1,187,308 | |||
4.10%,
10/1/2023 |
990,000 | 1,033,580 | |||
Telefonica Emisiones SA 4.10%,
3/8/2027 |
1,848,000 | 2,034,777 | |||
Telefonica Europe B.V. 8.25%,
9/15/2030 |
1,472,000 | 2,090,446 | |||
TELUS Corp.: | |||||
2.80%,
2/16/2027 |
1,218,000 | 1,267,341 | |||
3.70%,
9/15/2027 |
1,000 | 1,086 | |||
T-Mobile USA, Inc.: | |||||
1.50%,
2/15/2026 |
1,133,000 | 1,121,126 | |||
2.05%,
2/15/2028 |
2,104,000 | 2,092,659 | |||
2.25%,
11/15/2031 |
760,000 | 737,367 | |||
2.40%, 3/15/2029
(b) |
882,000 | 890,450 | |||
2.55%,
2/15/2031 |
2,767,000 | 2,754,106 | |||
2.70%, 3/15/2032
(b) |
602,000 | 606,238 | |||
3.50%,
4/15/2025 |
4,444,000 | 4,709,440 | |||
3.75%,
4/15/2027 |
5,087,000 | 5,508,153 | |||
3.88%,
4/15/2030 |
8,726,000 | 9,548,600 | |||
Verizon Communications, Inc.: | |||||
0.75%,
3/22/2024 |
895,000 | 892,181 | |||
0.85%,
11/20/2025 |
2,005,000 | 1,956,639 | |||
1.45%,
3/20/2026 |
2,152,000 | 2,142,058 | |||
1.50%,
9/18/2030 |
870,000 | 816,051 | |||
1.68%,
10/30/2030 |
1,418,000 | 1,348,674 | |||
1.75%,
1/20/2031 |
2,622,000 | 2,481,671 | |||
2.10%,
3/22/2028 |
4,321,000 | 4,334,179 |
Security Description | Principal
Amount |
Value | ||||
2.55%,
3/21/2031 |
$ 5,186,000 | $ 5,238,742 | ||||
2.63%,
8/15/2026 |
2,367,000 | 2,465,657 | ||||
3.00%,
3/22/2027 |
1,315,000 | 1,387,496 | ||||
3.15%,
3/22/2030 |
2,111,000 | 2,231,369 | ||||
3.38%,
2/15/2025 |
1,695,000 | 1,801,582 | ||||
3.50%,
11/1/2024 |
1,535,000 | 1,633,977 | ||||
3.88%,
2/8/2029 |
875,000 | 970,602 | ||||
4.02%,
12/3/2029 |
4,871,000 | 5,459,855 | ||||
4.13%,
3/16/2027 |
3,801,000 | 4,226,370 | ||||
4.33%,
9/21/2028 |
5,473,000 | 6,224,552 | ||||
7.75%,
12/1/2030 |
951,000 | 1,363,962 | ||||
Vodafone Group PLC: | ||||||
2.95%,
2/19/2023 |
1,093,000 | 1,117,297 | ||||
3.75%, 1/16/2024
(a) |
500,000 | 526,790 | ||||
4.13%,
5/30/2025 |
1,489,000 | 1,611,560 | ||||
4.38%,
5/30/2028 |
4,088,000 | 4,605,868 | ||||
7.88%,
2/15/2030 |
951,000 | 1,330,411 | ||||
168,640,397 | ||||||
TEXTILES — 0.0% (e) | ||||||
Mohawk Industries, Inc.: | ||||||
3.63%,
5/15/2030 |
1,140,000 | 1,225,569 | ||||
3.85%,
2/1/2023 |
849,000 | 869,554 | ||||
2,095,123 | ||||||
TOYS/GAMES/HOBBIES — 0.1% | ||||||
Hasbro, Inc.: | ||||||
3.00%,
11/19/2024 |
1,026,000 | 1,069,492 | ||||
3.50%,
9/15/2027 |
767,000 | 827,877 | ||||
3.55%,
11/19/2026 |
1,099,000 | 1,179,480 | ||||
3.90%,
11/19/2029 |
1,151,000 | 1,268,908 | ||||
4,345,757 | ||||||
TRANSPORTATION — 1.3% | ||||||
BNSF Funding Trust I 3 Month USD LIBOR + 2.35%, 6.61%, 12/15/2055
(a)
(c) |
393,000 | 444,051 | ||||
Burlington Northern Santa Fe LLC: | ||||||
3.00%,
3/15/2023 |
133,000 | 135,906 | ||||
3.00%,
4/1/2025 |
991,000 | 1,041,749 | ||||
3.25%,
6/15/2027 |
1,044,000 | 1,131,268 | ||||
3.40%,
9/1/2024 |
250,000 | 263,833 | ||||
3.65%,
9/1/2025 |
940,000 | 1,012,305 | ||||
3.75%,
4/1/2024 |
1,085,000 | 1,142,722 | ||||
3.85%,
9/1/2023 |
678,000 | 706,110 | ||||
7.00%,
12/15/2025 |
405,000 | 488,701 | ||||
Canadian National Railway Co.: | ||||||
2.75%,
3/1/2026 |
603,000 | 631,667 | ||||
2.95%,
11/21/2024 |
1,120,000 | 1,168,574 | ||||
6.90%,
7/15/2028 |
732,000 | 953,708 | ||||
Canadian Pacific Railway Co.: | ||||||
1.35%,
12/2/2024 |
1,867,000 | 1,869,222 | ||||
1.75%,
12/2/2026 |
1,390,000 | 1,396,213 | ||||
2.05%,
3/5/2030 |
340,000 | 336,015 |
Security Description | Principal
Amount |
Value | |||
2.45%,
12/2/2031 |
$ 1,151,000 | $ 1,171,453 | |||
2.90%,
2/1/2025 |
873,000 | 909,631 | |||
4.00%,
6/1/2028 |
1,004,000 | 1,119,862 | |||
4.45%,
3/15/2023 |
668,000 | 690,538 | |||
4.50%,
1/15/2022 |
60,000 | 60,070 | |||
7.13%,
10/15/2031 |
100,000 | 139,469 | |||
CH Robinson Worldwide, Inc. 4.20%,
4/15/2028 |
1,128,000 | 1,268,729 | |||
CSX Corp.: | |||||
2.40%, 2/15/2030
(a) |
1,065,000 | 1,082,786 | |||
2.60%,
11/1/2026 |
1,072,000 | 1,117,335 | |||
3.25%,
6/1/2027 |
819,000 | 878,902 | |||
3.35%,
11/1/2025 |
844,000 | 900,590 | |||
3.40%,
8/1/2024 |
709,000 | 746,329 | |||
3.80%,
3/1/2028 |
501,000 | 550,599 | |||
4.25%,
3/15/2029 |
1,157,000 | 1,307,514 | |||
FedEx Corp.: | |||||
2.40%,
5/15/2031 |
918,000 | 920,240 | |||
3.10%,
8/5/2029 |
921,000 | 973,755 | |||
3.25%,
4/1/2026 |
1,144,000 | 1,223,977 | |||
3.40%,
2/15/2028 |
1,052,000 | 1,136,023 | |||
4.20%,
10/17/2028 |
1,181,000 | 1,333,337 | |||
4.25%,
5/15/2030 |
1,166,000 | 1,326,313 | |||
JB Hunt Transport Services, Inc. 3.88%,
3/1/2026 |
1,044,000 | 1,136,321 | |||
Kansas City Southern: | |||||
2.88%,
11/15/2029 |
969,000 | 1,005,667 | |||
3.00%,
5/15/2023 |
1,027,000 | 1,051,237 | |||
Kirby Corp. 4.20%,
3/1/2028 |
1,185,000 | 1,278,094 | |||
Norfolk Southern Corp.: | |||||
2.30%, 5/15/2031
(a) |
515,000 | 518,265 | |||
2.55%,
11/1/2029 |
855,000 | 879,051 | |||
2.90%,
2/15/2023 |
332,000 | 337,624 | |||
2.90%,
6/15/2026 |
351,000 | 370,224 | |||
3.15%,
6/1/2027 |
727,000 | 772,939 | |||
3.65%,
8/1/2025 |
291,000 | 311,385 | |||
3.80%,
8/1/2028 |
897,000 | 990,252 | |||
3.85%,
1/15/2024 |
227,000 | 237,891 | |||
7.80%,
5/15/2027 |
1,084,000 | 1,404,983 | |||
Ryder System, Inc.: | |||||
Series MTN, 1.75%,
9/1/2026 |
1,204,000 | 1,199,232 | |||
Series MTN, 2.50%,
9/1/2024 |
925,000 | 952,241 | |||
Series MTN, 2.90%,
12/1/2026 |
1,128,000 | 1,180,023 | |||
Series MTN, 3.35%,
9/1/2025 |
922,000 | 976,048 | |||
Series MTN, 3.40%,
3/1/2023 |
385,000 | 395,383 | |||
Series MTN, 3.65%, 3/18/2024
(a) |
345,000 | 363,137 | |||
Series MTN, 3.75%, 6/9/2023
(a) |
880,000 | 912,780 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 3.88%,
12/1/2023 |
$ 796,000 | $ 836,206 | ||||
Series MTN, 4.63%,
6/1/2025 |
930,000 | 1,019,596 | ||||
Union Pacific Corp.: | ||||||
2.15%,
2/5/2027 |
1,370,000 | 1,407,552 | ||||
2.38%,
5/20/2031 |
1,151,000 | 1,175,298 | ||||
2.40%,
2/5/2030 |
788,000 | 805,383 | ||||
2.75%,
4/15/2023 |
354,000 | 361,299 | ||||
2.75%,
3/1/2026 |
978,000 | 1,026,088 | ||||
3.00%, 4/15/2027
(a) |
1,157,000 | 1,229,313 | ||||
3.15%,
3/1/2024 |
570,000 | 595,730 | ||||
3.25%,
1/15/2025 |
646,000 | 680,800 | ||||
3.25%,
8/15/2025 |
748,000 | 794,286 | ||||
3.50%,
6/8/2023 |
761,000 | 788,396 | ||||
3.65%,
2/15/2024 |
141,000 | 147,719 | ||||
3.70%, 3/1/2029
(a) |
780,000 | 864,139 | ||||
3.75%,
3/15/2024 |
966,000 | 1,015,730 | ||||
3.75%,
7/15/2025 |
167,000 | 180,261 | ||||
3.95%,
9/10/2028 |
1,062,000 | 1,192,137 | ||||
United Parcel Service, Inc.: | ||||||
2.20%,
9/1/2024 |
980,000 | 1,008,910 | ||||
2.40%,
11/15/2026 |
1,154,000 | 1,201,903 | ||||
2.50%,
4/1/2023 |
1,041,000 | 1,062,570 | ||||
2.50%,
9/1/2029 |
1,147,000 | 1,188,487 | ||||
2.80%,
11/15/2024 |
1,164,000 | 1,217,684 | ||||
3.05%,
11/15/2027 |
77,000 | 83,015 | ||||
3.40%,
3/15/2029 |
1,025,000 | 1,120,520 | ||||
3.90%,
4/1/2025 |
1,204,000 | 1,300,669 | ||||
4.45%,
4/1/2030 |
1,025,000 | 1,207,081 | ||||
71,363,045 | ||||||
TRUCKING & LEASING — 0.1% | ||||||
GATX Corp.: | ||||||
1.90%,
6/1/2031 |
980,000 | 931,313 | ||||
3.25%,
3/30/2025 |
262,000 | 274,178 | ||||
3.25%,
9/15/2026 |
538,000 | 566,202 | ||||
3.50%,
3/15/2028 |
729,000 | 780,927 | ||||
3.85%,
3/30/2027 |
649,000 | 702,108 | ||||
4.00%,
6/30/2030 |
722,000 | 799,377 | ||||
4.35%,
2/15/2024 |
962,000 | 1,021,711 | ||||
4.55%,
11/7/2028 |
685,000 | 781,222 | ||||
5,857,038 | ||||||
VENTURE CAPITAL — 0.0% (e) | ||||||
Hercules Capital, Inc. 2.63%, 9/16/2026
(a) |
962,000 | 954,294 | ||||
WATER — 0.2% | ||||||
American Water Capital Corp.: | ||||||
2.80%,
5/1/2030 |
848,000 | 878,859 | ||||
2.95%,
9/1/2027 |
984,000 | 1,039,842 | ||||
3.40%,
3/1/2025 |
760,000 | 804,437 | ||||
3.45%,
6/1/2029 |
997,000 | 1,076,162 | ||||
3.75%,
9/1/2028 |
1,026,000 | 1,127,666 | ||||
3.85%,
3/1/2024 |
818,000 | 861,755 |
Security Description | Principal
Amount |
Value | |||
Aqua America, Inc. 3.57%,
5/1/2029 |
$ 713,000 | $ 767,687 | |||
Essential Utilities, Inc.: | |||||
2.40%,
5/1/2031 |
1,107,000 | 1,099,727 | |||
2.70%,
4/15/2030 |
1,066,000 | 1,081,510 | |||
United Utilities PLC 6.88%,
8/15/2028 |
758,000 | 972,234 | |||
9,709,879 | |||||
TOTAL CORPORATE BONDS & NOTES (Cost
$5,637,243,727) |
5,568,953,589 |
Shares | |||
SHORT-TERM INVESTMENTS — 2.4% | |||
State Street Institutional Liquid Reserves Fund, Premier Class 0.04%
(f)
(g) |
39,618,047 | 39,622,009 | |
State Street Navigator Securities Lending Portfolio II
(h)
(i) |
95,988,923 | 95,988,923 | |
TOTAL SHORT-TERM INVESTMENTS (Cost
$135,610,932) |
135,610,932 | ||
TOTAL INVESTMENTS — 101.3% (Cost
$5,772,854,659) |
5,704,564,521 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (1.3)%
|
(72,777,608) | ||
NET ASSETS —
100.0% |
$ 5,631,786,913 |
(a) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(b) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 1.4% of net assets as of December 31, 2021, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(c) | Variable Rate Security - Interest rate shown is rate in effect at December 31, 2021. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(d) | Step-up bond - Coupon rate increases in increments to maturity. Rate shown as of December 31, 2021. Maturity date shown is the final maturity. |
(e) | Amount is less than 0.05% of net assets. |
(f) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(g) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(h) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(i) | Investment of cash collateral for securities loaned. |
BKNT | Bank Notes |
CMT | Constant Maturity Treasury |
DMTN | Domestic Medium - Term Note |
GMTN | Global Medium Term Note |
ISDA | International Swaps and Derivatives Association |
LIBOR | London Interbank Offered Rate |
MTN | Medium Term Note |
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds &
Notes |
$ — | $5,568,953,589 | $— | $5,568,953,589 | ||||
Short-Term
Investments |
135,610,932 | — | — | 135,610,932 | ||||
TOTAL
INVESTMENTS |
$135,610,932 | $5,568,953,589 | $— | $5,704,564,521 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
20,867,148 | $ 20,873,408 | $468,549,676 | $449,800,205 | $(870) | $— | 39,618,047 | $ 39,622,009 | $ 3,360 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
228,861,358 | 228,861,358 | 298,643,933 | 431,516,368 | — | — | 95,988,923 | 95,988,923 | 110,435 | ||||||||
Total |
$249,734,766 | $767,193,609 | $881,316,573 | $(870) | $— | $135,610,932 | $113,795 |
Security Description | Principal
Amount |
Value | ||||
CORPORATE BONDS & NOTES — 98.9% | ||||||
ADVERTISING — 0.0% (a) | ||||||
Interpublic Group of Cos., Inc.: | ||||||
3.38%,
3/1/2041 |
$ 170,000 | $ 174,165 | ||||
5.40%,
10/1/2048 |
157,000 | 213,393 | ||||
387,558 | ||||||
AEROSPACE & DEFENSE — 2.5% | ||||||
Boeing Co.: | ||||||
3.25%,
2/1/2035 |
275,000 | 277,153 | ||||
3.38%,
6/15/2046 |
115,000 | 110,834 | ||||
3.50%,
3/1/2039 |
171,000 | 172,040 | ||||
3.55%,
3/1/2038 |
177,000 | 179,379 | ||||
3.60%,
5/1/2034 |
243,000 | 253,979 | ||||
3.63%,
3/1/2048 |
144,000 | 143,061 | ||||
3.65%,
3/1/2047 |
155,000 | 154,509 | ||||
3.75%,
2/1/2050 |
431,000 | 446,606 | ||||
3.83%,
3/1/2059 |
135,000 | 135,312 | ||||
3.85%,
11/1/2048 |
154,000 | 158,648 | ||||
3.90%,
5/1/2049 |
329,000 | 344,664 | ||||
3.95%,
8/1/2059 |
384,000 | 399,103 | ||||
5.71%,
5/1/2040 |
1,043,000 | 1,340,255 | ||||
5.81%,
5/1/2050 |
2,034,000 | 2,753,466 | ||||
5.88%,
2/15/2040 |
169,000 | 216,913 | ||||
5.93%,
5/1/2060 |
1,357,000 | 1,881,385 | ||||
6.13%,
2/15/2033 |
145,000 | 183,629 | ||||
6.63%,
2/15/2038 |
166,000 | 222,750 | ||||
6.88%,
3/15/2039 |
192,000 | 267,112 | ||||
General Dynamics Corp.: | ||||||
2.85%,
6/1/2041 |
234,000 | 239,366 | ||||
3.60%,
11/15/2042 |
194,000 | 220,650 | ||||
4.25%,
4/1/2040 |
253,000 | 309,282 | ||||
4.25%,
4/1/2050 |
283,000 | 362,551 | ||||
L3Harris Technologies, Inc.: | ||||||
4.85%,
4/27/2035 |
421,000 | 512,281 | ||||
5.05%,
4/27/2045 |
199,000 | 261,810 | ||||
6.15%,
12/15/2040 |
153,000 | 218,438 | ||||
Lockheed Martin Corp.: | ||||||
2.80%,
6/15/2050 |
284,000 | 283,546 | ||||
3.60%,
3/1/2035 |
146,000 | 163,006 | ||||
3.80%,
3/1/2045 |
505,000 | 578,503 | ||||
4.07%,
12/15/2042 |
527,000 | 624,358 | ||||
4.09%,
9/15/2052 |
592,000 | 732,624 | ||||
4.50%,
5/15/2036 |
163,000 | 199,170 | ||||
4.70%,
5/15/2046 |
553,000 | 717,949 | ||||
5.72%,
6/1/2040 |
120,000 | 167,791 | ||||
Series B, 6.15%,
9/1/2036 |
159,000 | 223,761 | ||||
Northrop Grumman Corp.: | ||||||
3.85%,
4/15/2045 |
217,000 | 245,891 | ||||
4.03%,
10/15/2047 |
896,000 | 1,057,907 | ||||
4.75%,
6/1/2043 |
295,000 | 372,665 | ||||
5.05%,
11/15/2040 |
116,000 | 149,683 | ||||
5.15%,
5/1/2040 |
260,000 | 336,518 | ||||
5.25%,
5/1/2050 |
392,000 | 550,199 |
Security Description | Principal
Amount |
Value | ||||
Raytheon Technologies Corp.: | ||||||
2.82%,
9/1/2051 |
$ 407,000 | $ 393,390 | ||||
3.03%,
3/15/2052 |
702,000 | 705,306 | ||||
3.13%,
7/1/2050 |
496,000 | 506,600 | ||||
3.75%,
11/1/2046 |
564,000 | 629,757 | ||||
4.05%,
5/4/2047 |
332,000 | 386,309 | ||||
4.15%,
5/15/2045 |
296,000 | 345,980 | ||||
4.35%,
4/15/2047 |
452,000 | 550,464 | ||||
4.45%,
11/16/2038 |
334,000 | 402,280 | ||||
4.50%,
6/1/2042 |
1,265,000 | 1,563,679 | ||||
4.63%,
11/16/2048 |
531,000 | 679,908 | ||||
4.70%,
12/15/2041 |
294,000 | 363,440 | ||||
4.80%,
12/15/2043 |
121,000 | 152,854 | ||||
4.88%,
10/15/2040 |
354,000 | 447,127 | ||||
5.40%,
5/1/2035 |
70,000 | 91,026 | ||||
5.70%,
4/15/2040 |
120,000 | 166,682 | ||||
6.13%,
7/15/2038 |
90,000 | 126,996 | ||||
25,680,545 | ||||||
AGRICULTURE — 1.5% | ||||||
Altria Group, Inc.: | ||||||
2.45%,
2/4/2032 |
464,000 | 440,484 | ||||
3.40%,
2/4/2041 |
580,000 | 534,789 | ||||
3.70%,
2/4/2051 |
475,000 | 442,880 | ||||
3.88%,
9/16/2046 |
526,000 | 509,820 | ||||
4.00%,
2/4/2061 |
355,000 | 340,473 | ||||
4.25%,
8/9/2042 |
340,000 | 345,420 | ||||
4.45%,
5/6/2050 |
232,000 | 241,500 | ||||
4.50%,
5/2/2043 |
331,000 | 345,180 | ||||
5.38%,
1/31/2044 |
680,000 | 786,291 | ||||
5.80%,
2/14/2039 |
813,000 | 978,738 | ||||
5.95%,
2/14/2049 |
952,000 | 1,192,361 | ||||
6.20%,
2/14/2059 |
1,000 | 1,306 | ||||
Archer-Daniels-Midland Co.: | ||||||
2.70%,
9/15/2051 |
266,000 | 267,213 | ||||
3.75%,
9/15/2047 |
151,000 | 179,128 | ||||
4.02%,
4/16/2043 |
50,000 | 60,198 | ||||
4.50%,
3/15/2049 |
257,000 | 338,173 | ||||
4.54%,
3/26/2042 |
234,000 | 298,479 | ||||
5.94%,
10/1/2032 |
142,000 | 188,356 | ||||
BAT Capital Corp.: | ||||||
3.73%,
9/25/2040 |
312,000 | 299,495 | ||||
3.98%,
9/25/2050 |
466,000 | 450,645 | ||||
4.39%,
8/15/2037 |
853,000 | 900,120 | ||||
4.54%,
8/15/2047 |
978,000 | 1,022,460 | ||||
4.76%,
9/6/2049 |
379,000 | 405,886 | ||||
5.28%,
4/2/2050 |
136,000 | 154,356 | ||||
Philip Morris International, Inc.: | ||||||
3.88%,
8/21/2042 |
280,000 | 302,061 | ||||
4.13%,
3/4/2043 |
347,000 | 383,949 | ||||
4.25%,
11/10/2044 |
509,000 | 581,044 | ||||
4.38%,
11/15/2041 |
233,000 | 265,988 | ||||
4.50%,
3/20/2042 |
253,000 | 293,020 | ||||
4.88%,
11/15/2043 |
321,000 | 389,887 | ||||
6.38%,
5/16/2038 |
538,000 | 758,128 |
Security Description | Principal
Amount |
Value | ||||
Reynolds American, Inc.: | ||||||
5.70%,
8/15/2035 |
$ 158,000 | $ 187,669 | ||||
5.85%,
8/15/2045 |
739,000 | 898,195 | ||||
6.15%,
9/15/2043 |
398,000 | 490,810 | ||||
7.25%,
6/15/2037 |
250,000 | 334,268 | ||||
15,608,770 | ||||||
AIRLINES — 0.1% | ||||||
American Airlines 2014-1 Pass Through Trust Series A, Class A, 3.70%,
4/1/2028 |
2,501 | 2,533 | ||||
American Airlines 2015-2 Pass Through Trust Series 2015-2, Class AA, 3.60%,
3/22/2029 |
1,479 | 1,516 | ||||
American Airlines 2016-1 Pass Through Trust Series AA, Class AA, 3.58%,
7/15/2029 |
64,759 | 65,648 | ||||
American Airlines 2016-2 Pass Through Trust Series AA, Class AA, 3.20%,
12/15/2029 |
28,287 | 28,348 | ||||
American Airlines 2016-3 Pass Through Trust Series 2016-3, Class AA, 3.00%,
4/15/2030 |
5,403 | 5,394 | ||||
American Airlines 2017-1 Pass Through Trust Series AA, Class AA, 3.65%,
2/15/2029 |
64,062 | 66,483 | ||||
American Airlines 2017-2 Pass Through Trust Series AA, Class AA, 3.35%,
4/15/2031 |
72,141 | 73,245 | ||||
American Airlines 2019-1 Pass Through Trust Series AA, Class AA, 3.15%,
8/15/2033 |
133,214 | 134,550 | ||||
American Airlines 2021-1 Class A Pass Through Trust Series A, Class A, 2.88%,
1/11/2036 |
175,000 | 171,521 | ||||
JetBlue 2019-1 Pass Through Trust Series 2019, Class AA, 2.75%,
11/15/2033 |
269,822 | 269,654 | ||||
JetBlue 2020-1 Pass Through Trust Series 1A, 4.00%,
5/15/2034 |
51,401 | 55,205 | ||||
United Airlines 2014-2 Pass Through Trust Series A, Class A, 3.75%,
3/3/2028 |
18,560 | 19,292 | ||||
United Airlines 2018-1 Pass Through Trust Series AA, Class AA, 3.50%,
9/1/2031 |
80,716 | 83,847 |
Security Description | Principal
Amount |
Value | ||||
United Airlines 2019-1 Pass Through Trust Series AA, Class AA, 4.15%,
2/25/2033 |
$ 115,543 | $ 125,144 | ||||
United Airlines 2019-2 Pass Through Trust Series AA, Class AA, 2.70%,
11/1/2033 |
139,401 | 138,264 | ||||
United Airlines Pass Through Trust Series A, Class A, 4.00%,
10/11/2027 |
46,903 | 49,087 | ||||
US Airways 2013-1 Pass Through Trust Class A, 3.95%,
5/15/2027 |
4,587 | 4,604 | ||||
1,294,335 | ||||||
APPAREL — 0.2% | ||||||
NIKE, Inc.: | ||||||
3.25%,
3/27/2040 |
451,000 | 490,986 | ||||
3.38%,
11/1/2046 |
235,000 | 260,965 | ||||
3.38%,
3/27/2050 |
609,000 | 689,242 | ||||
3.63%,
5/1/2043 |
158,000 | 180,292 | ||||
3.88%,
11/1/2045 |
377,000 | 453,139 | ||||
Tapestry, Inc. 3.05%,
3/15/2032 |
125,000 | 125,510 | ||||
2,200,134 | ||||||
AUTO MANUFACTURERS — 0.4% | ||||||
Cummins, Inc.: | ||||||
2.60%,
9/1/2050 |
115,000 | 108,026 | ||||
4.88%,
10/1/2043 |
121,000 | 160,024 | ||||
General Motors Co.: | ||||||
5.00%,
4/1/2035 |
218,000 | 258,905 | ||||
5.15%,
4/1/2038 |
319,000 | 383,958 | ||||
5.20%,
4/1/2045 |
359,000 | 444,227 | ||||
5.40%,
4/1/2048 |
398,000 | 508,381 | ||||
5.95%,
4/1/2049 |
456,000 | 623,616 | ||||
6.25%,
10/2/2043 |
522,000 | 713,976 | ||||
6.60%,
4/1/2036 |
305,000 | 411,845 | ||||
6.75%,
4/1/2046 |
325,000 | 470,259 | ||||
4,083,217 | ||||||
AUTO PARTS & EQUIPMENT — 0.2% | ||||||
Aptiv PLC: | ||||||
3.10%,
12/1/2051 |
590,000 | 562,199 | ||||
4.40%,
10/1/2046 |
142,000 | 166,819 | ||||
Aptiv PLC 5.40%,
3/15/2049 |
217,000 | 287,851 | ||||
BorgWarner, Inc. 4.38%,
3/15/2045 |
190,000 | 221,152 | ||||
Lear Corp.: | ||||||
3.55%,
1/15/2052 |
235,000 | 232,302 | ||||
5.25%, 5/15/2049
(b) |
157,000 | 198,506 | ||||
1,668,829 |
Security Description | Principal
Amount |
Value | ||||
BANKS — 8.8% | ||||||
Bank of America Corp.: | ||||||
6.11%,
1/29/2037 |
$ 799,000 | $ 1,075,454 | ||||
7.75%,
5/14/2038 |
746,000 | 1,169,847 | ||||
3 Month USD LIBOR + 1.19%, 3.95%, 1/23/2049
(c) |
483,000 | 563,507 | ||||
3 Month USD LIBOR + 1.81%, 4.24%, 4/24/2038
(c) |
732,000 | 857,648 | ||||
SOFR + 1.56%, 2.97%, 7/21/2052
(c) |
864,000 | 867,663 | ||||
SOFR + 1.58%, 3.31%, 4/22/2042
(c) |
1,544,000 | 1,622,543 | ||||
Series L, 4.75%,
4/21/2045 |
50,000 | 62,318 | ||||
Series MTN, 4.88%,
4/1/2044 |
185,000 | 240,977 | ||||
Series MTN, 5.00%,
1/21/2044 |
690,000 | 906,729 | ||||
Series MTN, 5.88%,
2/7/2042 |
609,000 | 862,661 | ||||
Series MTN, 3 Month USD LIBOR + 1.32%, 4.08%, 4/23/2040
(c) |
692,000 | 793,724 | ||||
Series MTN, 3 Month USD LIBOR + 1.52%, 4.33%, 3/15/2050
(c) |
1,097,000 | 1,358,020 | ||||
Series MTN, 3 Month USD LIBOR + 1.99%, 4.44%, 1/20/2048
(c) |
709,000 | 880,273 | ||||
Series MTN, 3 Month USD LIBOR + 3.15%, 4.08%, 3/20/2051
(c) |
2,125,000 | 2,553,995 | ||||
Series MTN, SOFR + 1.88%, 2.83%, 10/24/2051
(c) |
418,000 | 409,874 | ||||
Series MTN, SOFR + 1.93%, 2.68%, 6/19/2041
(c) |
1,397,000 | 1,343,034 | ||||
Series N, SOFR + 1.65%, 3.48%, 3/13/2052
(c) |
409,000 | 450,783 | ||||
Bank of America NA Series BKNT, 6.00%,
10/15/2036 |
472,000 | 645,026 | ||||
Barclays PLC: | ||||||
4.95%,
1/10/2047 |
565,000 | 731,975 | ||||
5.25%,
8/17/2045 |
571,000 | 757,877 | ||||
1 year CMT + 1.30%, 3.33%, 11/24/2042
(c) |
520,000 | 528,086 | ||||
1 year CMT + 1.70%, 3.81%, 3/10/2042
(c) |
311,000 | 330,242 | ||||
Citigroup, Inc.: | ||||||
4.65%,
7/30/2045 |
391,000 | 494,048 | ||||
4.65%,
7/23/2048 |
911,000 | 1,173,650 | ||||
4.75%,
5/18/2046 |
729,000 | 902,349 | ||||
5.30%,
5/6/2044 |
432,000 | 564,991 | ||||
5.88%,
1/30/2042 |
478,000 | 676,016 | ||||
6.00%,
10/31/2033 |
107,000 | 138,581 | ||||
6.13%,
8/25/2036 |
204,000 | 277,697 |
Security Description | Principal
Amount |
Value | |||
6.63%,
6/15/2032 |
$ 228,000 | $ 302,323 | |||
6.68%,
9/13/2043 |
403,000 | 605,995 | |||
8.13%,
7/15/2039 |
732,000 | 1,241,992 | |||
3 Month USD LIBOR + 1.17%, 3.88%, 1/24/2039
(c) |
485,000 | 550,077 | |||
3 Month USD LIBOR + 1.84%, 4.28%, 4/24/2048
(c) |
409,000 | 500,358 | |||
SOFR + 1.38%, 2.90%, 11/3/2042
(c) |
500,000 | 494,170 | |||
SOFR + 4.55%, 5.32%, 3/26/2041
(c) |
533,000 | 702,030 | |||
Citizens Financial Group, Inc. 2.64%,
9/30/2032 |
145,000 | 143,708 | |||
Cooperatieve Rabobank UA: | |||||
5.25%,
8/4/2045 |
470,000 | 626,839 | |||
5.75%,
12/1/2043 |
484,000 | 674,880 | |||
Series BKNT, 5.25%,
5/24/2041 |
579,000 | 808,591 | |||
Credit Suisse Group AG 4.88%,
5/15/2045 |
849,000 | 1,073,798 | |||
Fifth Third Bancorp 8.25%,
3/1/2038 |
444,000 | 728,591 | |||
First Republic Bank: | |||||
Series BKNT, 4.38%,
8/1/2046 |
141,000 | 169,228 | |||
Series BKNT, 4.63%,
2/13/2047 |
340,000 | 428,373 | |||
Goldman Sachs Capital I 6.35%,
2/15/2034 |
262,000 | 361,691 | |||
Goldman Sachs Group, Inc.: | |||||
4.75%,
10/21/2045 |
621,000 | 800,171 | |||
5.15%,
5/22/2045 |
771,000 | 1,000,565 | |||
6.13%,
2/15/2033 |
321,000 | 422,314 | |||
6.25%,
2/1/2041 |
1,093,000 | 1,587,604 | |||
6.45%,
5/1/2036 |
444,000 | 606,340 | |||
6.75%,
10/1/2037 |
2,250,000 | 3,190,320 | |||
3 Month USD LIBOR + 1.37%, 4.02%, 10/31/2038
(c) |
1,102,000 | 1,260,291 | |||
3 Month USD LIBOR + 1.43%, 4.41%, 4/23/2039
(c) |
582,000 | 694,105 | |||
SOFR + 1.47%, 2.91%, 7/21/2042
(c) |
638,000 | 634,102 | |||
SOFR + 1.51%, 3.21%, 4/22/2042
(c) |
120,000 | 124,237 | |||
Series MTN, 4.80%,
7/8/2044 |
780,000 | 995,085 | |||
HSBC Bank USA NA: | |||||
Series BKNT, 5.63%,
8/15/2035 |
162,000 | 205,052 | |||
Series BKNT, 5.88%,
11/1/2034 |
81,000 | 103,849 | |||
Series BKNT, 7.00%,
1/15/2039 |
40,000 | 62,156 |
Security Description | Principal
Amount |
Value | |||
HSBC Holdings PLC: | |||||
5.25%,
3/14/2044 |
$ 574,000 | $ 747,756 | |||
6.10%,
1/14/2042 |
456,000 | 653,083 | |||
6.50%,
5/2/2036 |
823,000 | 1,119,428 | |||
6.50%,
9/15/2037 |
950,000 | 1,308,777 | |||
6.80%,
6/1/2038 |
649,000 | 923,585 | |||
7.63%,
5/17/2032 |
150,000 | 207,042 | |||
JPMorgan Chase & Co.: | |||||
4.85%,
2/1/2044 |
399,000 | 522,550 | |||
4.95%,
6/1/2045 |
743,000 | 970,016 | |||
5.40%,
1/6/2042 |
576,000 | 783,423 | |||
5.50%,
10/15/2040 |
635,000 | 864,800 | |||
5.60%,
7/15/2041 |
675,000 | 936,833 | |||
5.63%,
8/16/2043 |
554,000 | 770,453 | |||
6.40%,
5/15/2038 |
931,000 | 1,355,611 | |||
3 Month USD LIBOR + 1.22%, 3.90%, 1/23/2049
(c) |
877,000 | 1,016,303 | |||
3 Month USD LIBOR + 1.36%, 3.88%, 7/24/2038
(c) |
821,000 | 930,078 | |||
3 Month USD LIBOR + 1.38%, 3.96%, 11/15/2048
(c) |
1,364,000 | 1,596,903 | |||
3 Month USD LIBOR + 1.46%, 4.03%, 7/24/2048
(c) |
50,000 | 59,097 | |||
3 Month USD LIBOR + 1.58%, 4.26%, 2/22/2048
(c) |
806,000 | 982,103 | |||
SOFR + 1.46%, 3.16%, 4/22/2042
(c) |
709,000 | 738,246 | |||
SOFR + 1.51%, 2.53%, 11/19/2041
(c) |
662,000 | 630,085 | |||
SOFR + 1.58%, 3.33%, 4/22/2052
(c) |
1,415,000 | 1,525,667 | |||
SOFR + 2.44%, 3.11%, 4/22/2051
(c) |
855,000 | 882,189 | |||
SOFR + 2.46%, 3.11%, 4/22/2041
(c) |
627,000 | 649,792 | |||
Lloyds Banking Group PLC: | |||||
4.34%,
1/9/2048 |
605,000 | 708,249 | |||
5.30%,
12/1/2045 |
396,000 | 523,492 | |||
Mitsubishi UFJ Financial Group, Inc.: | |||||
3.75%,
7/18/2039 |
461,000 | 521,764 | |||
4.15%, 3/7/2039
(b) |
163,000 | 193,025 | |||
4.29%,
7/26/2038 |
183,000 | 220,596 | |||
1 year CMT + 0.970%, 2.49%, 10/13/2032
(c) |
155,000 | 154,930 | |||
Morgan Stanley: | |||||
4.30%,
1/27/2045 |
1,039,000 | 1,277,222 | |||
4.38%,
1/22/2047 |
884,000 | 1,108,624 | |||
6.38%,
7/24/2042 |
781,000 | 1,182,543 | |||
7.25%,
4/1/2032 |
163,000 | 233,791 |
Security Description | Principal
Amount |
Value | |||
3 Month USD LIBOR + 1.43%, 4.46%, 4/22/2039
(c) |
$ 385,000 | $ 461,654 | |||
3 Month USD LIBOR + 1.46%, 3.97%, 7/22/2038
(c) |
775,000 | 882,097 | |||
SOFR + 1.49%, 3.22%, 4/22/2042
(c) |
827,000 | 867,341 | |||
Series GMTN, SOFR + 4.84%, 5.60%, 3/24/2051
(c) |
829,000 | 1,237,855 | |||
Series MTN, SOFR + 1.43%, 2.80%, 1/25/2052
(c) |
839,000 | 823,730 | |||
Regions Bank Series BKNT, 6.45%,
6/26/2037 |
300,000 | 419,583 | |||
Regions Financial Corp. 7.38%, 12/10/2037
(b) |
150,000 | 225,897 | |||
Sumitomo Mitsui Financial Group, Inc.: | |||||
2.30%,
1/12/2041 |
196,000 | 181,214 | |||
2.93%, 9/17/2041
(b) |
315,000 | 308,360 | |||
Wachovia Corp. 5.50%,
8/1/2035 |
434,000 | 550,351 | |||
Wells Fargo & Co.: | |||||
3.90%,
5/1/2045 |
760,000 | 870,702 | |||
5.38%,
2/7/2035 |
146,000 | 189,349 | |||
5.38%,
11/2/2043 |
749,000 | 983,782 | |||
5.61%,
1/15/2044 |
1,044,000 | 1,409,390 | |||
SOFR + 2.53%, 3.07%, 4/30/2041
(c) |
1,303,000 | 1,333,073 | |||
Series GMTN, 4.90%,
11/17/2045 |
757,000 | 954,130 | |||
Series MTN, 4.40%,
6/14/2046 |
719,000 | 851,059 | |||
Series MTN, 4.65%,
11/4/2044 |
761,000 | 922,043 | |||
Series MTN, 4.75%,
12/7/2046 |
786,000 | 977,643 | |||
Series MTN, SOFR + 4.50%, 5.01%, 4/4/2051
(c) |
2,064,000 | 2,820,766 | |||
Wells Fargo Bank NA: | |||||
5.95%,
8/26/2036 |
228,000 | 306,598 | |||
Series BKNT, 5.85%,
2/1/2037 |
371,000 | 499,926 | |||
Series BKNT, 6.60%,
1/15/2038 |
518,000 | 753,182 | |||
Westpac Banking Corp.: | |||||
2.96%,
11/16/2040 |
449,000 | 439,320 | |||
3.13%,
11/18/2041 |
270,000 | 268,013 | |||
4.42%,
7/24/2039 |
456,000 | 534,783 | |||
90,708,320 |
Security Description | Principal
Amount |
Value | ||||
BEVERAGES — 3.4% | ||||||
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.: | ||||||
4.70%,
2/1/2036 |
$ 2,308,000 | $ 2,787,926 | ||||
4.90%,
2/1/2046 |
3,220,000 | 4,078,677 | ||||
Anheuser-Busch InBev Finance, Inc.: | ||||||
4.00%,
1/17/2043 |
400,000 | 445,648 | ||||
4.63%,
2/1/2044 |
332,000 | 401,544 | ||||
4.70%,
2/1/2036 |
348,000 | 417,764 | ||||
4.90%,
2/1/2046 |
567,000 | 713,020 | ||||
Anheuser-Busch InBev Worldwide, Inc.: | ||||||
3.75%,
7/15/2042 |
130,000 | 141,335 | ||||
4.35%,
6/1/2040 |
578,000 | 679,745 | ||||
4.38%,
4/15/2038 |
506,000 | 591,443 | ||||
4.44%,
10/6/2048 |
614,000 | 734,866 | ||||
4.50%,
6/1/2050 |
810,000 | 1,000,342 | ||||
4.60%,
4/15/2048 |
897,000 | 1,097,811 | ||||
4.60%,
6/1/2060 |
337,000 | 420,428 | ||||
4.75%,
4/15/2058 |
527,000 | 663,472 | ||||
4.95%,
1/15/2042 |
520,000 | 652,605 | ||||
5.45%,
1/23/2039 |
901,000 | 1,181,499 | ||||
5.55%,
1/23/2049 |
1,519,000 | 2,100,944 | ||||
5.80%,
1/23/2059 |
790,000 | 1,143,644 | ||||
5.88%,
6/15/2035 |
152,000 | 199,111 | ||||
8.00%,
11/15/2039 |
284,000 | 460,052 | ||||
8.20%,
1/15/2039 |
682,000 | 1,109,375 | ||||
Brown-Forman Corp.: | ||||||
4.00%,
4/15/2038 |
87,000 | 101,164 | ||||
4.50%,
7/15/2045 |
176,000 | 223,666 | ||||
Coca-Cola Co.: | ||||||
2.25%,
1/5/2032 |
443,000 | 450,044 | ||||
2.50%,
6/1/2040 |
261,000 | 262,336 | ||||
2.50%,
3/15/2051 |
618,000 | 594,615 | ||||
2.60%,
6/1/2050 |
621,000 | 610,729 | ||||
2.75%,
6/1/2060 |
336,000 | 333,772 | ||||
2.88%,
5/5/2041 |
328,000 | 340,441 | ||||
3.00%,
3/5/2051 |
658,000 | 698,112 | ||||
4.20%,
3/25/2050 |
315,000 | 400,535 | ||||
Coca-Cola Femsa SAB de CV: | ||||||
1.85%,
9/1/2032 |
229,000 | 216,206 | ||||
5.25%,
11/26/2043 |
276,000 | 360,851 | ||||
Constellation Brands, Inc.: | ||||||
3.75%,
5/1/2050 |
160,000 | 175,107 | ||||
4.10%,
2/15/2048 |
165,000 | 186,877 | ||||
4.50%,
5/9/2047 |
99,000 | 118,264 | ||||
5.25%,
11/15/2048 |
235,000 | 308,374 | ||||
Diageo Capital PLC: | ||||||
2.13%,
4/29/2032 |
172,000 | 170,689 | ||||
3.88%,
4/29/2043 |
92,000 | 108,035 | ||||
5.88%,
9/30/2036 |
196,000 | 274,529 | ||||
Diageo Investment Corp.: | ||||||
4.25%, 5/11/2042
(b) |
285,000 | 348,415 |
Security Description | Principal
Amount |
Value | ||||
7.45%,
4/15/2035 |
$ 137,000 | $ 209,827 | ||||
Fomento Economico Mexicano SAB de CV: | ||||||
3.50%,
1/16/2050 |
827,000 | 868,524 | ||||
4.38%,
5/10/2043 |
258,000 | 305,518 | ||||
Keurig Dr Pepper, Inc.: | ||||||
3.35%,
3/15/2051 |
210,000 | 218,581 | ||||
3.80%,
5/1/2050 |
290,000 | 321,021 | ||||
4.42%,
12/15/2046 |
216,000 | 256,444 | ||||
4.50%,
11/15/2045 |
203,000 | 241,795 | ||||
4.99%,
5/25/2038 |
151,000 | 186,633 | ||||
5.09%,
5/25/2048 |
267,000 | 348,956 | ||||
Molson Coors Beverage Co.: | ||||||
4.20%,
7/15/2046 |
652,000 | 723,824 | ||||
5.00%,
5/1/2042 |
399,000 | 481,098 | ||||
PepsiCo, Inc.: | ||||||
2.63%,
10/21/2041 |
510,000 | 515,355 | ||||
2.75%,
10/21/2051 |
453,000 | 466,427 | ||||
2.88%,
10/15/2049 |
353,000 | 370,078 | ||||
3.38%,
7/29/2049 |
299,000 | 337,236 | ||||
3.45%,
10/6/2046 |
445,000 | 502,587 | ||||
3.50%,
3/19/2040 |
150,000 | 169,434 | ||||
3.60%,
8/13/2042 |
40,000 | 45,516 | ||||
3.63%,
3/19/2050 |
427,000 | 506,085 | ||||
4.00%,
3/5/2042 |
169,000 | 202,073 | ||||
4.00%,
5/2/2047 |
317,000 | 391,913 | ||||
4.25%,
10/22/2044 |
90,000 | 112,071 | ||||
4.45%,
4/14/2046 |
247,000 | 324,296 | ||||
35,409,304 | ||||||
BIOTECHNOLOGY — 1.6% | ||||||
Amgen, Inc.: | ||||||
2.00%,
1/15/2032 |
356,000 | 344,263 | ||||
2.77%,
9/1/2053 |
397,000 | 372,064 | ||||
2.80%,
8/15/2041 |
423,000 | 409,198 | ||||
3.00%,
1/15/2052 |
533,000 | 519,627 | ||||
3.15%,
2/21/2040 |
716,000 | 732,733 | ||||
3.38%,
2/21/2050 |
812,000 | 843,424 | ||||
4.40%,
5/1/2045 |
877,000 | 1,046,638 | ||||
4.56%,
6/15/2048 |
457,000 | 565,903 | ||||
4.66%,
6/15/2051 |
1,305,000 | 1,661,317 | ||||
4.95%,
10/1/2041 |
326,000 | 408,292 | ||||
5.15%,
11/15/2041 |
380,000 | 486,324 | ||||
5.65%,
6/15/2042 |
235,000 | 319,196 | ||||
5.75%,
3/15/2040 |
109,000 | 147,278 | ||||
6.38%,
6/1/2037 |
73,000 | 103,545 | ||||
6.40%,
2/1/2039 |
37,000 | 52,820 | ||||
Baxalta, Inc. 5.25%,
6/23/2045 |
194,000 | 257,966 | ||||
Biogen, Inc.: | ||||||
3.15%,
5/1/2050 |
678,000 | 660,738 | ||||
3.25%, 2/15/2051
(d) |
274,000 | 271,550 | ||||
5.20%,
9/15/2045 |
412,000 | 541,014 | ||||
Gilead Sciences, Inc.: | ||||||
2.60%,
10/1/2040 |
344,000 | 329,813 | ||||
2.80%,
10/1/2050 |
555,000 | 537,318 |
Security Description | Principal
Amount |
Value | ||||
4.00%,
9/1/2036 |
$ 170,000 | $ 195,570 | ||||
4.15%,
3/1/2047 |
645,000 | 760,332 | ||||
4.50%,
2/1/2045 |
703,000 | 859,291 | ||||
4.60%,
9/1/2035 |
335,000 | 405,832 | ||||
4.75%,
3/1/2046 |
885,000 | 1,121,561 | ||||
4.80%,
4/1/2044 |
637,000 | 805,187 | ||||
5.65%,
12/1/2041 |
385,000 | 529,005 | ||||
Regeneron Pharmaceuticals, Inc. 2.80%,
9/15/2050 |
213,000 | 200,107 | ||||
Royalty Pharma PLC: | ||||||
2.15%,
9/2/2031 |
21,000 | 20,037 | ||||
3.30%,
9/2/2040 |
365,000 | 363,894 | ||||
3.35%,
9/2/2051 |
268,000 | 257,636 | ||||
3.55%,
9/2/2050 |
371,000 | 368,396 | ||||
16,497,869 | ||||||
BUILDING MATERIALS — 0.5% | ||||||
Carrier Global Corp.: | ||||||
3.38%,
4/5/2040 |
649,000 | 676,959 | ||||
3.58%,
4/5/2050 |
765,000 | 813,799 | ||||
Johnson Controls International PLC: | ||||||
4.50%,
2/15/2047 |
156,000 | 189,847 | ||||
4.63%,
7/2/2044 |
204,000 | 248,892 | ||||
4.95%, 7/2/2064
(e) |
183,000 | 237,834 | ||||
5.13%,
9/14/2045 |
179,000 | 234,694 | ||||
6.00%,
1/15/2036 |
151,000 | 207,580 | ||||
Lafarge SA 7.13%,
7/15/2036 |
191,000 | 278,474 | ||||
Martin Marietta Materials, Inc.: | ||||||
3.20%,
7/15/2051 |
345,000 | 349,433 | ||||
4.25%,
12/15/2047 |
232,000 | 271,918 | ||||
Masco Corp.: | ||||||
3.13%,
2/15/2051 |
159,000 | 158,849 | ||||
4.50%,
5/15/2047 |
152,000 | 183,394 | ||||
Owens Corning: | ||||||
4.30%,
7/15/2047 |
221,000 | 253,958 | ||||
4.40%,
1/30/2048 |
245,000 | 287,098 | ||||
7.00%,
12/1/2036 |
81,000 | 114,749 | ||||
Vulcan Materials Co.: | ||||||
4.50%,
6/15/2047 |
244,000 | 299,325 | ||||
4.70%,
3/1/2048 |
210,000 | 264,686 | ||||
5,071,489 | ||||||
CHEMICALS — 1.8% | ||||||
Air Products & Chemicals, Inc.: | ||||||
2.70%,
5/15/2040 |
279,000 | 281,249 | ||||
2.80%,
5/15/2050 |
369,000 | 375,989 | ||||
Albemarle Corp. 5.45%,
12/1/2044 |
3,000 | 3,913 | ||||
CF Industries, Inc.: | ||||||
4.95%,
6/1/2043 |
576,000 | 693,228 | ||||
5.38%,
3/15/2044 |
50,000 | 63,113 | ||||
Dow Chemical Co 5.55%,
11/30/2048 |
352,000 | 496,172 |
Security Description | Principal
Amount |
Value | |||
Dow Chemical Co.: | |||||
3.60%,
11/15/2050 |
$ 373,000 | $ 404,440 | |||
4.38%,
11/15/2042 |
585,000 | 697,706 | |||
4.63%,
10/1/2044 |
166,000 | 203,481 | |||
4.80%,
5/15/2049 |
319,000 | 407,701 | |||
5.25%,
11/15/2041 |
295,000 | 381,143 | |||
7.38%,
11/1/2029 |
22,000 | 29,564 | |||
9.40%,
5/15/2039 |
152,000 | 273,196 | |||
DuPont de Nemours, Inc.: | |||||
5.32%,
11/15/2038 |
665,000 | 855,223 | |||
5.42%,
11/15/2048 |
762,000 | 1,065,352 | |||
Eastman Chemical Co.: | |||||
4.65%,
10/15/2044 |
362,000 | 431,471 | |||
4.80%,
9/1/2042 |
165,000 | 198,809 | |||
Ecolab, Inc.: | |||||
2.13%,
2/1/2032 |
387,000 | 383,970 | |||
2.13%,
8/15/2050 |
166,000 | 146,488 | |||
2.70%,
12/15/2051 |
387,000 | 381,141 | |||
2.75%,
8/18/2055 |
351,000 | 344,889 | |||
3.95%,
12/1/2047 |
170,000 | 207,747 | |||
FMC Corp. 4.50%,
10/1/2049 |
153,000 | 183,765 | |||
International Flavors & Fragrances, Inc.: | |||||
4.38%,
6/1/2047 |
285,000 | 334,342 | |||
5.00%,
9/26/2048 |
282,000 | 362,525 | |||
Linde, Inc.: | |||||
2.00%,
8/10/2050 |
137,000 | 119,542 | |||
3.55%,
11/7/2042 |
248,000 | 281,912 | |||
Lubrizol Corp. 6.50%,
10/1/2034 |
145,000 | 208,960 | |||
LYB International Finance B.V.: | |||||
4.88%,
3/15/2044 |
367,000 | 455,942 | |||
5.25%,
7/15/2043 |
297,000 | 381,351 | |||
LYB International Finance III LLC: | |||||
3.38%,
10/1/2040 |
273,000 | 284,138 | |||
3.63%,
4/1/2051 |
396,000 | 420,639 | |||
3.80%,
10/1/2060 |
296,000 | 312,916 | |||
4.20%,
10/15/2049 |
390,000 | 449,764 | |||
4.20%,
5/1/2050 |
340,000 | 392,574 | |||
LyondellBasell Industries NV 4.63%,
2/26/2055 |
396,000 | 486,442 | |||
Mosaic Co.: | |||||
4.88%,
11/15/2041 |
178,000 | 209,385 | |||
5.45%,
11/15/2033 |
155,000 | 192,051 | |||
5.63%,
11/15/2043 |
256,000 | 340,365 | |||
Nutrien, Ltd.: | |||||
3.95%,
5/13/2050 |
176,000 | 206,027 | |||
4.13%,
3/15/2035 |
210,000 | 238,667 | |||
4.90%,
6/1/2043 |
173,000 | 219,925 | |||
5.00%,
4/1/2049 |
307,000 | 412,869 | |||
5.25%,
1/15/2045 |
289,000 | 388,260 | |||
5.63%,
12/1/2040 |
87,000 | 118,656 | |||
5.88%,
12/1/2036 |
124,000 | 166,914 |
Security Description | Principal
Amount |
Value | ||||
Sherwin-Williams Co.: | ||||||
2.20%,
3/15/2032 |
$ 165,000 | $ 163,159 | ||||
2.90%,
3/15/2052 |
269,000 | 263,012 | ||||
3.30%,
5/15/2050 |
200,000 | 210,814 | ||||
3.80%,
8/15/2049 |
281,000 | 317,831 | ||||
4.00%,
12/15/2042 |
172,000 | 195,504 | ||||
4.50%,
6/1/2047 |
443,000 | 552,731 | ||||
4.55%,
8/1/2045 |
30,000 | 36,918 | ||||
Westlake Chemical Corp.: | ||||||
2.88%,
8/15/2041 |
221,000 | 213,471 | ||||
3.13%, 8/15/2051
(b) |
236,000 | 227,752 | ||||
3.38%,
8/15/2061 |
304,000 | 292,387 | ||||
4.38%,
11/15/2047 |
168,000 | 197,929 | ||||
5.00%,
8/15/2046 |
201,000 | 254,327 | ||||
18,419,751 | ||||||
COMMERCIAL SERVICES — 1.5% | ||||||
American University Series 2019, 3.67%,
4/1/2049 |
123,000 | 142,071 | ||||
Brown University in Providence in the State of Rhode Island and Providence Plant Series A, 2.92%, 9/1/2050
(b) |
111,000 | 120,527 | ||||
California Endowment Series 2021, 2.50%,
4/1/2051 |
265,000 | 261,722 | ||||
California Institute of Technology: | ||||||
3.65%,
9/1/2119 |
250,000 | 292,605 | ||||
4.32%,
8/1/2045 |
60,000 | 78,068 | ||||
4.70%,
11/1/2111 |
148,000 | 216,712 | ||||
Cleveland Clinic Foundation 4.86%,
1/1/2114 |
156,000 | 231,858 | ||||
Duke University: | ||||||
Series 2020, 2.68%,
10/1/2044 |
175,000 | 175,782 | ||||
Series 2020, 2.76%,
10/1/2050 |
158,000 | 163,679 | ||||
Series 2020, 2.83%,
10/1/2055 |
225,000 | 233,019 | ||||
Emory University Series 2020, 2.97%,
9/1/2050 |
198,000 | 208,902 | ||||
Equifax, Inc. 2.35%,
9/15/2031 |
103,000 | 101,628 | ||||
Ford Foundation: | ||||||
Series 2020, 2.42%,
6/1/2050 |
145,000 | 140,894 | ||||
Series 2020, 2.82%,
6/1/2070 |
220,000 | 226,730 | ||||
George Washington University: | ||||||
4.87%,
9/15/2045 |
173,000 | 233,029 | ||||
Series 2014, 4.30%,
9/15/2044 |
189,000 | 240,162 |
Security Description | Principal
Amount |
Value | |||
Series 2018, 4.13%,
9/15/2048 |
$ 287,000 | $ 348,673 | |||
Georgetown University: | |||||
Series 20A, 2.94%,
4/1/2050 |
156,000 | 156,771 | |||
Series A, 5.22%,
10/1/2118 |
152,000 | 217,352 | |||
Series B, 4.32%,
4/1/2049 |
134,000 | 166,605 | |||
Global Payments, Inc. 4.15%,
8/15/2049 |
240,000 | 275,688 | |||
Johns Hopkins University: | |||||
Series 2013, 4.08%,
7/1/2053 |
173,000 | 228,784 | |||
Series A, 2.81%,
1/1/2060 |
197,000 | 200,518 | |||
Leland Stanford Junior University: | |||||
2.41%,
6/1/2050 |
266,000 | 259,113 | |||
3.65%,
5/1/2048 |
166,000 | 200,840 | |||
Massachusetts Institute of Technology: | |||||
3.89%,
7/1/2116 |
50,000 | 62,679 | |||
3.96%,
7/1/2038 |
4,000 | 4,868 | |||
4.68%,
7/1/2114 |
342,000 | 510,955 | |||
5.60%,
7/1/2111 |
197,000 | 348,787 | |||
Series F, 2.99%,
7/1/2050 |
224,000 | 246,714 | |||
Series G, 2.29%,
7/1/2051 |
155,000 | 148,194 | |||
Moody's Corp.: | |||||
2.55%,
8/18/2060 |
246,000 | 216,163 | |||
2.75%,
8/19/2041 |
190,000 | 185,020 | |||
3.10%,
11/29/2061 |
393,000 | 390,638 | |||
3.25%,
5/20/2050 |
135,000 | 141,552 | |||
4.88%,
12/17/2048 |
117,000 | 155,243 | |||
5.25%,
7/15/2044 |
164,000 | 221,757 | |||
Northeastern University Series 2020, 2.89%,
10/1/2050 |
170,000 | 169,611 | |||
Northwestern University: | |||||
4.64%,
12/1/2044 |
159,000 | 206,495 | |||
Series 2017, 3.66%,
12/1/2057 |
215,000 | 268,361 | |||
Series 2020, 2.64%,
12/1/2050 |
146,000 | 149,606 | |||
Novant Health, Inc.: | |||||
2.64%,
11/1/2036 |
150,000 | 151,242 | |||
3.32%,
11/1/2061 |
205,000 | 220,822 | |||
PayPal Holdings, Inc. 3.25%, 6/1/2050
(b) |
353,000 | 378,420 | |||
President & Fellows of Harvard College: | |||||
2.52%,
10/15/2050 |
175,000 | 176,423 | |||
4.88%,
10/15/2040 |
147,000 | 200,282 | |||
President and Fellows of Harvard College: | |||||
3.15%,
7/15/2046 |
196,000 | 222,656 | |||
3.30%, 7/15/2056
(b) |
177,000 | 203,605 | |||
Quanta Services, Inc.: | |||||
2.35%,
1/15/2032 |
135,000 | 131,335 | |||
3.05%,
10/1/2041 |
314,000 | 307,218 |
Security Description | Principal
Amount |
Value | ||||
Rockefeller Foundation Series 2020, 2.49%,
10/1/2050 |
$ 163,000 | $ 160,972 | ||||
S&P Global, Inc.: | ||||||
2.30%,
8/15/2060 |
188,000 | 163,180 | ||||
3.25%,
12/1/2049 |
242,000 | 263,202 | ||||
Trustees of Boston College 3.13%,
7/1/2052 |
163,000 | 174,773 | ||||
Trustees of Boston University Series CC, 4.06%,
10/1/2048 |
192,000 | 235,211 | ||||
Trustees of Princeton University: | ||||||
5.70%,
3/1/2039 |
129,000 | 186,170 | ||||
Series 2020, 2.52%,
7/1/2050 |
287,000 | 287,689 | ||||
Trustees of the University of Pennsylvania: | ||||||
4.67%,
9/1/2112 |
103,000 | 156,217 | ||||
Series 2020, 2.40%,
10/1/2050 |
239,000 | 228,658 | ||||
University of Chicago: | ||||||
3.00%,
10/1/2052 |
50,000 | 52,569 | ||||
4.00%,
10/1/2053 |
133,000 | 167,653 | ||||
Series 20B, 2.76%,
4/1/2045 |
183,000 | 184,982 | ||||
Series C, 2.55%,
4/1/2050 |
182,000 | 175,959 | ||||
University of Notre Dame du Lac: | ||||||
Series 2015, 3.44%,
2/15/2045 |
298,000 | 346,553 | ||||
Series 2017, 3.39%,
2/15/2048 |
262,000 | 305,366 | ||||
University of Southern California: | ||||||
2.81%,
10/1/2050 |
196,000 | 198,556 | ||||
3.03%,
10/1/2039 |
238,000 | 251,714 | ||||
5.25%,
10/1/2111 |
50,000 | 82,602 | ||||
Series 2017, 3.84%,
10/1/2047 |
107,000 | 125,889 | ||||
Series 21A, 2.95%,
10/1/2051 |
157,000 | 160,835 | ||||
Verisk Analytics, Inc.: | ||||||
3.63%,
5/15/2050 |
196,000 | 213,848 | ||||
5.50%,
6/15/2045 |
148,000 | 199,440 | ||||
William Marsh Rice University: | ||||||
3.57%,
5/15/2045 |
152,000 | 176,235 | ||||
3.77%,
5/15/2055 |
126,000 | 160,200 | ||||
Yale University Series 2020, 2.40%,
4/15/2050 |
148,000 | 145,576 | ||||
15,344,427 | ||||||
COMPUTERS — 2.3% | ||||||
Apple, Inc.: | ||||||
1.70%,
8/5/2031 |
140,000 | 136,718 | ||||
2.38%,
2/8/2041 |
707,000 | 685,946 | ||||
2.40%,
8/20/2050 |
669,000 | 628,144 |
Security Description | Principal
Amount |
Value | ||||
2.65%,
5/11/2050 |
$ 915,000 | $ 898,805 | ||||
2.65%,
2/8/2051 |
1,161,000 | 1,140,601 | ||||
2.70%,
8/5/2051 |
733,000 | 727,349 | ||||
2.80%,
2/8/2061 |
875,000 | 864,885 | ||||
2.85%,
8/5/2061 |
487,000 | 489,713 | ||||
2.95%,
9/11/2049 |
704,000 | 727,844 | ||||
3.45%,
2/9/2045 |
739,000 | 825,271 | ||||
3.75%,
9/12/2047 |
495,000 | 578,833 | ||||
3.75%,
11/13/2047 |
519,000 | 610,001 | ||||
3.85%,
5/4/2043 |
1,171,000 | 1,383,326 | ||||
3.85%,
8/4/2046 |
733,000 | 868,385 | ||||
4.25%,
2/9/2047 |
312,000 | 391,345 | ||||
4.38%,
5/13/2045 |
879,000 | 1,111,944 | ||||
4.45%,
5/6/2044 |
410,000 | 523,258 | ||||
4.50%,
2/23/2036 |
528,000 | 662,640 | ||||
4.65%,
2/23/2046 |
1,503,000 | 1,974,476 | ||||
Dell International LLC/EMC Corp.: | ||||||
3.38%, 12/15/2041
(d) |
237,000 | 234,656 | ||||
3.45%, 12/15/2051
(d) |
724,000 | 695,141 | ||||
8.10%,
7/15/2036 |
219,000 | 334,266 | ||||
8.35%,
7/15/2046 |
192,000 | 321,552 | ||||
Dell, Inc. 6.50%, 4/15/2038
(b) |
160,000 | 205,149 | ||||
Hewlett Packard Enterprise Co.: | ||||||
6.20%,
10/15/2035 |
161,000 | 211,143 | ||||
6.35%,
10/15/2045 |
696,000 | 932,034 | ||||
HP, Inc. 6.00%,
9/15/2041 |
458,000 | 610,097 | ||||
International Business Machines Corp.: | ||||||
2.85%,
5/15/2040 |
277,000 | 272,662 | ||||
2.95%, 5/15/2050
(b) |
287,000 | 280,537 | ||||
4.00%,
6/20/2042 |
424,000 | 487,265 | ||||
4.15%,
5/15/2039 |
805,000 | 930,572 | ||||
4.25%,
5/15/2049 |
1,167,000 | 1,415,431 | ||||
4.70%,
2/19/2046 |
164,000 | 211,509 | ||||
5.60%,
11/30/2039 |
290,000 | 396,236 | ||||
5.88%, 11/29/2032
(b) |
152,000 | 200,376 | ||||
6.50%,
1/15/2028 |
30,000 | 37,793 | ||||
7.13%, 12/1/2096
(b) |
71,000 | 132,419 | ||||
Kyndryl Holdings, Inc. 4.10%, 10/15/2041
(d) |
405,000 | 392,801 | ||||
Western Digital Corp. 3.10%,
2/1/2032 |
110,000 | 110,792 | ||||
23,641,915 | ||||||
COSMETICS/PERSONAL CARE — 0.3% | ||||||
Colgate-Palmolive Co.: | ||||||
Series MTN, 3.70%,
8/1/2047 |
217,000 | 264,044 | ||||
Series MTN, 4.00%,
8/15/2045 |
120,000 | 150,787 | ||||
Estee Lauder Cos., Inc.: | ||||||
3.13%,
12/1/2049 |
233,000 | 254,515 | ||||
4.15%,
3/15/2047 |
195,000 | 243,945 |
Security Description | Principal
Amount |
Value | ||||
4.38%,
6/15/2045 |
$ 136,000 | $ 170,495 | ||||
6.00%,
5/15/2037 |
68,000 | 97,043 | ||||
Procter & Gamble Co.: | ||||||
3.50%,
10/25/2047 |
389,000 | 468,753 | ||||
3.55%,
3/25/2040 |
240,000 | 280,085 | ||||
3.60%,
3/25/2050 |
181,000 | 225,198 | ||||
5.55%,
3/5/2037 |
30,000 | 42,841 | ||||
5.80%,
8/15/2034 |
70,000 | 97,331 | ||||
Unilever Capital Corp.: | ||||||
5.90%,
11/15/2032 |
283,000 | 380,516 | ||||
Series 30Y, 2.63%, 8/12/2051
(b) |
314,000 | 311,155 | ||||
2,986,708 | ||||||
DISTRIBUTION & WHOLESALE — 0.1% | ||||||
WW Grainger, Inc.: | ||||||
3.75%,
5/15/2046 |
99,000 | 113,136 | ||||
4.20%,
5/15/2047 |
251,000 | 308,251 | ||||
4.60%,
6/15/2045 |
308,000 | 394,292 | ||||
815,679 | ||||||
DIVERSIFIED FINANCIAL SERVICES — 1.7% | ||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust: | ||||||
3.30%,
1/30/2032 |
525,000 | 535,395 | ||||
3.40%,
10/29/2033 |
598,000 | 608,608 | ||||
3.85%,
10/29/2041 |
1,183,000 | 1,227,895 | ||||
Ally Financial, Inc.: | ||||||
8.00%,
11/1/2031 |
143,000 | 197,766 | ||||
8.00%,
11/1/2031 |
126,000 | 178,280 | ||||
American Express Co. 4.05%,
12/3/2042 |
397,000 | 471,418 | ||||
BlackRock, Inc. 2.10%,
2/25/2032 |
487,000 | 483,289 | ||||
Brookfield Finance I UK PLC 2.34%, 1/30/2032
(b) |
153,000 | 149,008 | ||||
Brookfield Finance LLC 3.45%,
4/15/2050 |
165,000 | 170,942 | ||||
Brookfield Finance, Inc.: | ||||||
3.50%,
3/30/2051 |
243,000 | 256,178 | ||||
4.70%,
9/20/2047 |
446,000 | 548,607 | ||||
Charles Schwab Corp. 1.95%,
12/1/2031 |
115,000 | 112,954 | ||||
CI Financial Corp. 4.10%,
6/15/2051 |
315,000 | 341,655 | ||||
CME Group, Inc.: | ||||||
4.15%,
6/15/2048 |
229,000 | 295,914 | ||||
5.30%,
9/15/2043 |
297,000 | 413,623 | ||||
Credit Suisse USA, Inc. 7.13%,
7/15/2032 |
179,000 | 254,713 | ||||
Franklin Resources, Inc. 2.95%,
8/12/2051 |
139,000 | 134,710 | ||||
Intercontinental Exchange, Inc.: | ||||||
1.85%,
9/15/2032 |
417,000 | 400,045 | ||||
2.65%,
9/15/2040 |
482,000 | 468,345 | ||||
3.00%,
6/15/2050 |
531,000 | 536,554 |
Security Description | Principal
Amount |
Value | ||||
3.00%,
9/15/2060 |
$ 525,000 | $ 519,057 | ||||
4.25%,
9/21/2048 |
454,000 | 566,873 | ||||
Invesco Finance PLC 5.38%,
11/30/2043 |
148,000 | 195,350 | ||||
Jefferies Group LLC: | ||||||
2.75%,
10/15/2032 |
145,000 | 144,042 | ||||
6.25%,
1/15/2036 |
110,000 | 146,150 | ||||
6.50%,
1/20/2043 |
275,000 | 381,340 | ||||
Lear Corp. 2.60%,
1/15/2032 |
225,000 | 221,645 | ||||
Legg Mason, Inc. 5.63%,
1/15/2044 |
198,000 | 270,973 | ||||
Mastercard, Inc.: | ||||||
2.95%,
3/15/2051 |
181,000 | 188,526 | ||||
3.65%,
6/1/2049 |
376,000 | 435,506 | ||||
3.80%,
11/21/2046 |
152,000 | 179,833 | ||||
3.85%,
3/26/2050 |
647,000 | 777,817 | ||||
3.95%,
2/26/2048 |
250,000 | 301,225 | ||||
Nasdaq, Inc.: | ||||||
2.50%,
12/21/2040 |
283,000 | 261,956 | ||||
3.25%,
4/28/2050 |
150,000 | 152,713 | ||||
Raymond James Financial, Inc.: | ||||||
3.75%,
4/1/2051 |
328,000 | 362,660 | ||||
4.95%,
7/15/2046 |
288,000 | 369,297 | ||||
Visa, Inc.: | ||||||
2.00%,
8/15/2050 |
674,000 | 592,520 | ||||
2.70%,
4/15/2040 |
406,000 | 414,522 | ||||
3.65%,
9/15/2047 |
290,000 | 337,514 | ||||
4.15%,
12/14/2035 |
566,000 | 677,660 | ||||
4.30%,
12/14/2045 |
1,379,000 | 1,735,582 | ||||
Western Union Co. 6.20%,
11/17/2036 |
143,000 | 175,660 | ||||
17,194,320 | ||||||
ELECTRIC — 11.0% | ||||||
AEP Texas, Inc.: | ||||||
3.45%,
5/15/2051 |
247,000 | 251,970 | ||||
Series H, 3.45%,
1/15/2050 |
271,000 | 277,214 | ||||
AEP Transmission Co. LLC: | ||||||
3.75%,
12/1/2047 |
259,000 | 291,461 | ||||
3.80%,
6/15/2049 |
148,000 | 168,630 | ||||
4.25%,
9/15/2048 |
101,000 | 122,023 | ||||
Series M, 3.65%,
4/1/2050 |
267,000 | 295,737 | ||||
Alabama Power Co.: | ||||||
3.00%,
3/15/2052 |
225,000 | 225,862 | ||||
3.13%,
7/15/2051 |
304,000 | 311,405 | ||||
3.45%,
10/1/2049 |
386,000 | 412,105 | ||||
3.75%,
3/1/2045 |
378,000 | 418,533 | ||||
3.85%,
12/1/2042 |
248,000 | 279,424 | ||||
4.15%,
8/15/2044 |
243,000 | 284,405 | ||||
6.00%,
3/1/2039 |
265,000 | 369,148 | ||||
6.13%,
5/15/2038 |
117,000 | 163,781 | ||||
Series A, 4.30%,
7/15/2048 |
231,000 | 279,965 | ||||
Ameren Illinois Co.: | ||||||
3.25%,
3/15/2050 |
145,000 | 154,041 | ||||
3.70%,
12/1/2047 |
227,000 | 259,311 |
Security Description | Principal
Amount |
Value | |||
4.15%,
3/15/2046 |
$ 208,000 | $ 251,287 | |||
4.50%,
3/15/2049 |
172,000 | 219,739 | |||
American Electric Power Co., Inc. 3.25%,
3/1/2050 |
131,000 | 130,004 | |||
Appalachian Power Co.: | |||||
4.40%,
5/15/2044 |
194,000 | 225,849 | |||
7.00%,
4/1/2038 |
238,000 | 344,291 | |||
Series Y, 4.50%,
3/1/2049 |
260,000 | 315,635 | |||
Series Z, 3.70%,
5/1/2050 |
317,000 | 344,189 | |||
Arizona Public Service Co.: | |||||
2.20%,
12/15/2031 |
84,000 | 81,553 | |||
3.35%,
5/15/2050 |
225,000 | 230,157 | |||
3.50%,
12/1/2049 |
150,000 | 156,116 | |||
3.75%,
5/15/2046 |
149,000 | 163,042 | |||
4.20%,
8/15/2048 |
185,000 | 213,081 | |||
4.25%,
3/1/2049 |
150,000 | 175,227 | |||
4.35%,
11/15/2045 |
272,000 | 319,363 | |||
4.50%,
4/1/2042 |
205,000 | 239,901 | |||
5.05%,
9/1/2041 |
140,000 | 171,832 | |||
Avista Corp. 4.35%,
6/1/2048 |
211,000 | 261,117 | |||
Baltimore Gas & Electric Co.: | |||||
2.90%,
6/15/2050 |
190,000 | 189,557 | |||
3.20%,
9/15/2049 |
50,000 | 51,780 | |||
3.50%,
8/15/2046 |
246,000 | 268,553 | |||
3.75%,
8/15/2047 |
165,000 | 187,638 | |||
4.25%,
9/15/2048 |
152,000 | 184,677 | |||
6.35%,
10/1/2036 |
169,000 | 239,336 | |||
Berkshire Hathaway Energy Co.: | |||||
2.85%,
5/15/2051 |
130,000 | 125,031 | |||
3.80%,
7/15/2048 |
360,000 | 401,857 | |||
4.25%,
10/15/2050 |
366,000 | 446,893 | |||
4.45%,
1/15/2049 |
453,000 | 562,069 | |||
4.50%,
2/1/2045 |
283,000 | 343,573 | |||
5.15%,
11/15/2043 |
291,000 | 374,770 | |||
5.95%,
5/15/2037 |
179,000 | 241,297 | |||
6.13%,
4/1/2036 |
699,000 | 953,939 | |||
Black Hills Corp.: | |||||
3.88%,
10/15/2049 |
135,000 | 149,461 | |||
4.20%,
9/15/2046 |
276,000 | 314,088 | |||
4.35%,
5/1/2033 |
138,000 | 156,734 | |||
CenterPoint Energy Houston Electric LLC: | |||||
3.55%,
8/1/2042 |
116,000 | 129,170 | |||
3.95%,
3/1/2048 |
240,000 | 285,742 | |||
4.50%,
4/1/2044 |
45,000 | 56,629 | |||
Series AC, 4.25%,
2/1/2049 |
407,000 | 506,756 | |||
Series AD, 2.90%,
7/1/2050 |
312,000 | 315,379 | |||
Series AF, 3.35%,
4/1/2051 |
203,000 | 224,540 | |||
Series K2, 6.95%,
3/15/2033 |
137,000 | 188,170 | |||
CenterPoint Energy, Inc. 3.70%, 9/1/2049
(b) |
215,000 | 234,617 | |||
Cleco Corporate Holdings LLC 4.97%,
5/1/2046 |
217,000 | 261,594 |
Security Description | Principal
Amount |
Value | |||
Cleveland Electric Illuminating Co. 5.95%,
12/15/2036 |
$ 141,000 | $ 189,979 | |||
CMS Energy Corp. 4.88%,
3/1/2044 |
86,000 | 108,268 | |||
Commonwealth Edison Co.: | |||||
3.00%,
3/1/2050 |
322,000 | 328,588 | |||
3.65%,
6/15/2046 |
331,000 | 369,098 | |||
3.70%,
3/1/2045 |
283,000 | 316,852 | |||
3.80%,
10/1/2042 |
173,000 | 195,198 | |||
4.00%,
3/1/2048 |
339,000 | 399,081 | |||
4.00%,
3/1/2049 |
314,000 | 373,258 | |||
4.35%,
11/15/2045 |
242,000 | 292,486 | |||
4.60%,
8/15/2043 |
109,000 | 135,793 | |||
4.70%,
1/15/2044 |
148,000 | 187,133 | |||
5.90%,
3/15/2036 |
284,000 | 391,537 | |||
6.45%,
1/15/2038 |
206,000 | 299,658 | |||
Series 123, 3.75%,
8/15/2047 |
476,000 | 540,722 | |||
Series 127, 3.20%,
11/15/2049 |
147,000 | 153,333 | |||
Series 131, 2.75%,
9/1/2051 |
194,000 | 189,365 | |||
Connecticut Light & Power Co.: | |||||
4.00%,
4/1/2048 |
374,000 | 449,634 | |||
4.30%,
4/15/2044 |
273,000 | 333,188 | |||
Consolidated Edison Co. of New York, Inc.: | |||||
3.20%,
12/1/2051 |
715,000 | 720,513 | |||
3.60%,
6/15/2061 |
256,000 | 271,910 | |||
3.85%,
6/15/2046 |
195,000 | 211,556 | |||
3.95%,
3/1/2043 |
386,000 | 419,439 | |||
4.45%,
3/15/2044 |
376,000 | 442,221 | |||
4.50%,
12/1/2045 |
214,000 | 252,432 | |||
4.50%,
5/15/2058 |
299,000 | 367,659 | |||
4.63%,
12/1/2054 |
364,000 | 453,118 | |||
5.70%,
6/15/2040 |
281,000 | 371,353 | |||
Series 05-A, 5.30%,
3/1/2035 |
151,000 | 186,940 | |||
Series 06-A, 5.85%,
3/15/2036 |
158,000 | 207,456 | |||
Series 07-A, 6.30%,
8/15/2037 |
146,000 | 203,994 | |||
Series 08-B, 6.75%,
4/1/2038 |
189,000 | 273,878 | |||
Series 09-C, 5.50%,
12/1/2039 |
479,000 | 618,020 | |||
Series 12-A, 4.20%,
3/15/2042 |
166,000 | 187,902 | |||
Series 2017, 3.88%,
6/15/2047 |
304,000 | 333,810 | |||
Series C, 4.00%,
11/15/2057 |
234,000 | 265,681 | |||
Series C, 4.30%,
12/1/2056 |
309,000 | 368,099 | |||
Series E, 4.65%,
12/1/2048 |
269,000 | 333,035 | |||
Consumers Energy Co.: | |||||
2.50%,
5/1/2060 |
217,000 | 191,631 | |||
2.65%,
8/15/2052 |
218,000 | 212,899 |
Security Description | Principal
Amount |
Value | |||
3.10%,
8/15/2050 |
$ 30,000 | $ 31,346 | |||
3.25%,
8/15/2046 |
138,000 | 147,285 | |||
3.50%,
8/1/2051 |
217,000 | 244,607 | |||
3.75%,
2/15/2050 |
166,000 | 191,342 | |||
3.95%,
5/15/2043 |
267,000 | 306,668 | |||
3.95%,
7/15/2047 |
171,000 | 201,771 | |||
4.35%,
4/15/2049 |
250,000 | 315,375 | |||
Dayton Power & Light Co. 3.95%,
6/15/2049 |
272,000 | 310,303 | |||
Delmarva Power & Light Co. 4.15%,
5/15/2045 |
274,000 | 321,117 | |||
Dominion Energy South Carolina, Inc.: | |||||
4.60%,
6/15/2043 |
13,000 | 15,899 | |||
5.10%,
6/1/2065 |
110,000 | 158,289 | |||
5.30%,
5/15/2033 |
124,000 | 158,426 | |||
6.05%,
1/15/2038 |
122,000 | 171,792 | |||
6.63%,
2/1/2032 |
141,000 | 191,774 | |||
Series A, 2.30%,
12/1/2031 |
275,000 | 277,351 | |||
Dominion Energy, Inc.: | |||||
4.70%,
12/1/2044 |
455,000 | 563,904 | |||
7.00%,
6/15/2038 |
89,000 | 128,857 | |||
Series B, 3.30%,
4/15/2041 |
267,000 | 276,951 | |||
Series B, 5.95%,
6/15/2035 |
167,000 | 219,219 | |||
Series C, 4.05%,
9/15/2042 |
168,000 | 189,234 | |||
Series C, 4.90%,
8/1/2041 |
269,000 | 331,916 | |||
Series E, 6.30%,
3/15/2033 |
135,000 | 177,587 | |||
Series F, 5.25%,
8/1/2033 |
29,000 | 35,646 | |||
DTE Electric Co.: | |||||
2.95%,
3/1/2050 |
130,000 | 131,920 | |||
3.70%,
3/15/2045 |
237,000 | 264,101 | |||
3.70%,
6/1/2046 |
216,000 | 243,793 | |||
3.75%,
8/15/2047 |
269,000 | 305,866 | |||
3.95%,
3/1/2049 |
258,000 | 306,855 | |||
4.30%,
7/1/2044 |
217,000 | 263,620 | |||
Series A, 4.00%,
4/1/2043 |
25,000 | 29,361 | |||
Series A, 4.05%,
5/15/2048 |
307,000 | 369,557 | |||
Series B, 3.25%,
4/1/2051 |
81,000 | 87,431 | |||
Duke Energy Carolinas LLC: | |||||
3.20%,
8/15/2049 |
30,000 | 31,174 | |||
3.45%,
4/15/2051 |
41,000 | 45,002 | |||
3.70%,
12/1/2047 |
50,000 | 55,801 | |||
3.75%,
6/1/2045 |
280,000 | 313,172 | |||
3.88%,
3/15/2046 |
286,000 | 324,295 | |||
3.95%,
3/15/2048 |
247,000 | 286,401 | |||
4.00%,
9/30/2042 |
252,000 | 289,639 | |||
4.25%,
12/15/2041 |
209,000 | 246,087 | |||
5.30%,
2/15/2040 |
352,000 | 463,274 | |||
6.00%,
1/15/2038 |
223,000 | 310,264 | |||
6.05%,
4/15/2038 |
254,000 | 351,912 | |||
6.10%,
6/1/2037 |
231,000 | 314,555 | |||
6.45%,
10/15/2032 |
147,000 | 196,139 | |||
Duke Energy Corp.: | |||||
3.30%,
6/15/2041 |
374,000 | 380,571 | |||
3.50%,
6/15/2051 |
341,000 | 354,480 |
Security Description | Principal
Amount |
Value | |||
3.75%,
9/1/2046 |
$ 666,000 | $ 713,586 | |||
3.95%,
8/15/2047 |
230,000 | 253,370 | |||
4.20%,
6/15/2049 |
224,000 | 256,135 | |||
4.80%,
12/15/2045 |
296,000 | 364,512 | |||
Duke Energy Florida LLC: | |||||
2.40%,
12/15/2031 |
182,000 | 184,280 | |||
3.00%,
12/15/2051 |
509,000 | 517,806 | |||
3.40%,
10/1/2046 |
301,000 | 316,655 | |||
3.85%,
11/15/2042 |
40,000 | 44,818 | |||
4.20%,
7/15/2048 |
231,000 | 276,452 | |||
5.65%,
4/1/2040 |
162,000 | 218,209 | |||
6.35%,
9/15/2037 |
210,000 | 300,651 | |||
6.40%,
6/15/2038 |
347,000 | 500,714 | |||
Duke Energy Indiana LLC: | |||||
2.75%,
4/1/2050 |
318,000 | 299,976 | |||
3.75%,
5/15/2046 |
154,000 | 172,706 | |||
6.12%,
10/15/2035 |
170,000 | 226,551 | |||
6.35%,
8/15/2038 |
204,000 | 287,016 | |||
6.45%,
4/1/2039 |
239,000 | 341,146 | |||
Series WWW, 4.90%,
7/15/2043 |
192,000 | 242,127 | |||
Series YYY, 3.25%,
10/1/2049 |
300,000 | 310,395 | |||
Duke Energy Ohio, Inc.: | |||||
3.70%,
6/15/2046 |
165,000 | 181,282 | |||
4.30%,
2/1/2049 |
125,000 | 150,609 | |||
Duke Energy Progress LLC: | |||||
3.70%,
10/15/2046 |
167,000 | 187,000 | |||
4.10%,
5/15/2042 |
248,000 | 287,675 | |||
4.10%,
3/15/2043 |
238,000 | 275,690 | |||
4.15%,
12/1/2044 |
142,000 | 167,106 | |||
4.20%,
8/15/2045 |
324,000 | 387,692 | |||
4.38%,
3/30/2044 |
207,000 | 248,998 | |||
6.30%,
4/1/2038 |
2,000 | 2,834 | |||
El Paso Electric Co.: | |||||
5.00%,
12/1/2044 |
154,000 | 187,570 | |||
6.00%,
5/15/2035 |
166,000 | 217,370 | |||
Emera US Finance L.P.: | |||||
2.64%, 6/15/2031
(b) |
26,000 | 25,767 | |||
4.75%,
6/15/2046 |
549,000 | 652,108 | |||
Entergy Arkansas LLC: | |||||
2.65%, 6/15/2051
(b) |
50,000 | 46,791 | |||
3.35%,
6/15/2052 |
230,000 | 243,637 | |||
4.20%,
4/1/2049 |
245,000 | 293,118 | |||
Entergy Corp. 3.75%,
6/15/2050 |
249,000 | 269,901 | |||
Entergy Louisiana LLC: | |||||
2.35%,
6/15/2032 |
80,000 | 79,635 | |||
2.90%,
3/15/2051 |
97,000 | 94,857 | |||
3.10%,
6/15/2041 |
201,000 | 206,513 | |||
4.00%,
3/15/2033 |
223,000 | 254,974 | |||
4.20%,
9/1/2048 |
378,000 | 452,678 | |||
4.20%,
4/1/2050 |
270,000 | 325,069 | |||
Entergy Mississippi LLC 3.85%,
6/1/2049 |
50,000 | 57,616 |
Security Description | Principal
Amount |
Value | |||
Entergy Texas, Inc.: | |||||
3.55%,
9/30/2049 |
$ 219,000 | $ 232,151 | |||
4.50%,
3/30/2039 |
13,000 | 15,266 | |||
Evergy Kansas Central, Inc.: | |||||
3.25%,
9/1/2049 |
167,000 | 173,785 | |||
3.45%,
4/15/2050 |
166,000 | 179,094 | |||
4.10%,
4/1/2043 |
40,000 | 46,799 | |||
4.13%,
3/1/2042 |
166,000 | 192,641 | |||
Evergy Metro, Inc.: | |||||
4.20%,
6/15/2047 |
207,000 | 246,901 | |||
4.20%,
3/15/2048 |
159,000 | 190,221 | |||
5.30%,
10/1/2041 |
153,000 | 201,862 | |||
Series 2019, 4.13%, 4/1/2049
(b) |
189,000 | 225,265 | |||
Series B, 6.05%,
11/15/2035 |
30,000 | 40,174 | |||
Eversource Energy 3.45%,
1/15/2050 |
214,000 | 226,639 | |||
Exelon Corp.: | |||||
4.45%,
4/15/2046 |
458,000 | 552,724 | |||
4.70%,
4/15/2050 |
201,000 | 253,427 | |||
4.95%,
6/15/2035 |
164,000 | 196,593 | |||
5.10%,
6/15/2045 |
93,000 | 120,426 | |||
5.63%,
6/15/2035 |
169,000 | 215,198 | |||
Exelon Generation Co. LLC: | |||||
5.60%,
6/15/2042 |
326,000 | 386,946 | |||
5.75%,
10/1/2041 |
206,000 | 246,498 | |||
6.25%,
10/1/2039 |
401,000 | 504,274 | |||
Florida Power & Light Co.: | |||||
2.88%,
12/4/2051 |
563,000 | 574,192 | |||
3.15%,
10/1/2049 |
400,000 | 428,484 | |||
3.70%,
12/1/2047 |
224,000 | 257,078 | |||
3.80%,
12/15/2042 |
155,000 | 178,816 | |||
3.95%,
3/1/2048 |
436,000 | 523,662 | |||
3.99%,
3/1/2049 |
254,000 | 308,915 | |||
4.05%,
6/1/2042 |
247,000 | 291,781 | |||
4.13%,
2/1/2042 |
255,000 | 304,628 | |||
4.13%,
6/1/2048 |
315,000 | 387,686 | |||
5.25%,
2/1/2041 |
145,000 | 192,573 | |||
5.63%,
4/1/2034 |
117,000 | 156,954 | |||
5.65%,
2/1/2037 |
155,000 | 208,181 | |||
5.69%,
3/1/2040 |
184,000 | 260,750 | |||
5.95%,
2/1/2038 |
210,000 | 293,546 | |||
5.96%,
4/1/2039 |
153,000 | 218,750 | |||
Georgia Power Co.: | |||||
4.30%,
3/15/2042 |
554,000 | 634,186 | |||
4.30%,
3/15/2043 |
222,000 | 251,981 | |||
Series 10-C, 4.75%,
9/1/2040 |
238,000 | 281,149 | |||
Series A, 3.25%,
3/15/2051 |
393,000 | 396,258 | |||
Series B, 3.70%,
1/30/2050 |
228,000 | 243,561 | |||
Iberdrola International B.V. 6.75%,
7/15/2036 |
249,000 | 367,320 | |||
Idaho Power Co. Series K, 4.20%,
3/1/2048 |
248,000 | 307,292 | |||
Indiana Michigan Power Co.: | |||||
4.25%,
8/15/2048 |
110,000 | 130,643 |
Security Description | Principal
Amount |
Value | |||
6.05%,
3/15/2037 |
$ 14,000 | $ 19,006 | |||
Series K, 4.55%,
3/15/2046 |
121,000 | 149,189 | |||
Series L, 3.75%,
7/1/2047 |
156,000 | 172,842 | |||
Interstate Power & Light Co.: | |||||
3.10%,
11/30/2051 |
150,000 | 151,401 | |||
3.50%,
9/30/2049 |
229,000 | 248,021 | |||
3.70%,
9/15/2046 |
70,000 | 78,964 | |||
6.25%,
7/15/2039 |
97,000 | 135,900 | |||
ITC Holdings Corp. 5.30%,
7/1/2043 |
168,000 | 220,376 | |||
Jersey Central Power & Light Co. 6.15%,
6/1/2037 |
21,000 | 27,884 | |||
John Sevier Combined Cycle Generation LLC 4.63%,
1/15/2042 |
120,204 | 145,948 | |||
Kentucky Utilities Co.: | |||||
3.30%,
6/1/2050 |
221,000 | 232,702 | |||
4.38%,
10/1/2045 |
278,000 | 331,179 | |||
5.13%,
11/1/2040 |
386,000 | 494,956 | |||
Louisville Gas & Electric Co. 4.25%,
4/1/2049 |
200,000 | 244,428 | |||
MidAmerican Energy Co.: | |||||
2.70%,
8/1/2052 |
60,000 | 58,803 | |||
3.65%,
8/1/2048 |
377,000 | 425,576 | |||
3.95%,
8/1/2047 |
220,000 | 258,190 | |||
4.25%,
5/1/2046 |
255,000 | 311,699 | |||
4.25%,
7/15/2049 |
391,000 | 483,155 | |||
4.40%,
10/15/2044 |
223,000 | 273,828 | |||
4.80%,
9/15/2043 |
145,000 | 184,231 | |||
6.75%,
12/30/2031 |
63,000 | 86,916 | |||
Series MTN, 5.80%,
10/15/2036 |
198,000 | 267,884 | |||
Mississippi Power Co. Series B, 3.10%,
7/30/2051 |
160,000 | 158,629 | |||
National Grid USA 5.80%,
4/1/2035 |
121,000 | 150,297 | |||
National Rural Utilities Cooperative Finance Corp.: | |||||
4.02%,
11/1/2032 |
184,000 | 208,991 | |||
4.30%,
3/15/2049 |
209,000 | 260,774 | |||
4.40%,
11/1/2048 |
270,000 | 337,838 | |||
Series C, 8.00%,
3/1/2032 |
122,000 | 179,228 | |||
Nevada Power Co.: | |||||
Series EE, 3.13%,
8/1/2050 |
50,000 | 50,782 | |||
Series N, 6.65%,
4/1/2036 |
168,000 | 241,067 | |||
Series R, 6.75%,
7/1/2037 |
79,000 | 114,748 | |||
NextEra Energy Capital Holdings, Inc. 3.00%,
1/15/2052 |
187,000 | 187,058 | |||
Northern States Power Co.: | |||||
2.90%,
3/1/2050 |
293,000 | 295,786 | |||
3.40%,
8/15/2042 |
340,000 | 369,029 | |||
3.60%,
5/15/2046 |
173,000 | 195,338 | |||
3.60%,
9/15/2047 |
300,000 | 335,418 | |||
4.00%,
8/15/2045 |
163,000 | 191,903 |
Security Description | Principal
Amount |
Value | |||
4.13%,
5/15/2044 |
$ 126,000 | $ 149,465 | |||
5.35%,
11/1/2039 |
169,000 | 230,999 | |||
6.20%,
7/1/2037 |
166,000 | 241,024 | |||
6.25%,
6/1/2036 |
114,000 | 162,831 | |||
NorthWestern Corp. 4.18%,
11/15/2044 |
78,000 | 91,513 | |||
NSTAR Electric Co.: | |||||
4.40%,
3/1/2044 |
146,000 | 178,454 | |||
5.50%,
3/15/2040 |
189,000 | 258,291 | |||
Oglethorpe Power Corp.: | |||||
5.05%,
10/1/2048 |
265,000 | 334,101 | |||
5.25%,
9/1/2050 |
166,000 | 213,408 | |||
5.38%,
11/1/2040 |
88,000 | 112,442 | |||
5.95%,
11/1/2039 |
168,000 | 224,268 | |||
Ohio Edison Co. 6.88%,
7/15/2036 |
159,000 | 227,403 | |||
Ohio Power Co.: | |||||
4.00%,
6/1/2049 |
409,000 | 470,902 | |||
4.15%,
4/1/2048 |
324,000 | 379,838 | |||
Series R, 2.90%,
10/1/2051 |
236,000 | 229,444 | |||
Oklahoma Gas & Electric Co.: | |||||
3.85%,
8/15/2047 |
50,000 | 57,347 | |||
4.15%,
4/1/2047 |
154,000 | 182,016 | |||
Oncor Electric Delivery Co. LLC: | |||||
2.70%, 11/15/2051
(d) |
305,000 | 296,954 | |||
3.10%,
9/15/2049 |
383,000 | 401,066 | |||
3.70%,
5/15/2050 |
328,000 | 377,758 | |||
3.75%,
4/1/2045 |
309,000 | 352,186 | |||
3.80%,
9/30/2047 |
233,000 | 270,387 | |||
3.80%,
6/1/2049 |
29,000 | 33,736 | |||
4.10%,
11/15/2048 |
244,000 | 296,670 | |||
5.25%,
9/30/2040 |
143,000 | 189,881 | |||
7.25%,
1/15/2033 |
56,000 | 81,474 | |||
7.50%,
9/1/2038 |
404,000 | 640,332 | |||
Pacific Gas & Electric Co.: | |||||
3.30%,
8/1/2040 |
373,000 | 347,069 | |||
3.50%,
8/1/2050 |
844,000 | 789,013 | |||
3.95%,
12/1/2047 |
465,000 | 452,459 | |||
4.00%,
12/1/2046 |
30,000 | 29,314 | |||
4.20%,
6/1/2041 |
303,000 | 307,857 | |||
4.25%,
3/15/2046 |
226,000 | 227,598 | |||
4.30%,
3/15/2045 |
349,000 | 352,905 | |||
4.45%,
4/15/2042 |
30,000 | 30,579 | |||
4.50%,
7/1/2040 |
860,000 | 901,701 | |||
4.60%,
6/15/2043 |
237,000 | 244,394 | |||
4.75%,
2/15/2044 |
390,000 | 406,887 | |||
4.95%,
7/1/2050 |
940,000 | 1,029,657 | |||
PacifiCorp: | |||||
2.90%,
6/15/2052 |
459,000 | 453,001 | |||
3.30%,
3/15/2051 |
299,000 | 312,829 | |||
4.10%,
2/1/2042 |
138,000 | 158,247 | |||
4.13%,
1/15/2049 |
278,000 | 321,018 | |||
4.15%,
2/15/2050 |
150,000 | 177,873 | |||
5.25%,
6/15/2035 |
109,000 | 136,988 |
Security Description | Principal
Amount |
Value | |||
5.75%,
4/1/2037 |
$ 281,000 | $ 370,192 | |||
6.00%,
1/15/2039 |
303,000 | 415,598 | |||
6.10%,
8/1/2036 |
152,000 | 205,639 | |||
6.25%,
10/15/2037 |
290,000 | 403,294 | |||
6.35%,
7/15/2038 |
70,000 | 98,230 | |||
7.70%,
11/15/2031 |
1,000 | 1,439 | |||
PECO Energy Co.: | |||||
2.85%,
9/15/2051 |
181,000 | 180,546 | |||
3.05%,
3/15/2051 |
120,000 | 123,266 | |||
3.70%,
9/15/2047 |
191,000 | 216,040 | |||
3.90%,
3/1/2048 |
167,000 | 196,379 | |||
4.15%,
10/1/2044 |
25,000 | 29,697 | |||
Potomac Electric Power Co. 4.15%,
3/15/2043 |
167,000 | 196,245 | |||
PPL Electric Utilities Corp.: | |||||
4.13%,
6/15/2044 |
258,000 | 302,840 | |||
4.15%,
10/1/2045 |
255,000 | 305,202 | |||
4.15%,
6/15/2048 |
215,000 | 260,793 | |||
Progress Energy, Inc.: | |||||
6.00%,
12/1/2039 |
183,000 | 252,158 | |||
7.00%,
10/30/2031 |
72,000 | 97,652 | |||
7.75%,
3/1/2031 |
68,000 | 94,816 | |||
Public Service Co. of Colorado: | |||||
3.60%,
9/15/2042 |
159,000 | 175,474 | |||
3.80%,
6/15/2047 |
238,000 | 269,878 | |||
4.05%,
9/15/2049 |
71,000 | 84,906 | |||
4.30%,
3/15/2044 |
147,000 | 176,625 | |||
6.50%,
8/1/2038 |
160,000 | 240,765 | |||
Series 17, 6.25%,
9/1/2037 |
150,000 | 219,054 | |||
Series 34, 3.20%,
3/1/2050 |
187,000 | 196,114 | |||
Series 36, 2.70%,
1/15/2051 |
70,000 | 68,228 | |||
Public Service Co. of New Hampshire 3.60%,
7/1/2049 |
209,000 | 236,521 | |||
Public Service Co. of Oklahoma Series K, 3.15%,
8/15/2051 |
236,000 | 239,375 | |||
Public Service Electric & Gas Co.: | |||||
Series MTN, 2.05%,
8/1/2050 |
242,000 | 205,949 | |||
Series MTN, 3.00%,
3/1/2051 |
217,000 | 223,497 | |||
Series MTN, 3.15%,
1/1/2050 |
192,000 | 202,049 | |||
Series MTN, 3.20%,
8/1/2049 |
196,000 | 207,893 | |||
Series MTN, 3.60%,
12/1/2047 |
224,000 | 251,875 | |||
Series MTN, 3.65%,
9/1/2042 |
67,000 | 74,965 | |||
Series MTN, 3.80%,
1/1/2043 |
174,000 | 197,890 | |||
Series MTN, 3.80%,
3/1/2046 |
312,000 | 361,455 | |||
Series MTN, 3.85%,
5/1/2049 |
350,000 | 409,882 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 4.15%,
11/1/2045 |
$ 73,000 | $ 85,957 | |||
Series MTN, 5.50%,
3/1/2040 |
105,000 | 141,582 | |||
Series MTN, 5.80%,
5/1/2037 |
33,000 | 44,840 | |||
Puget Sound Energy, Inc.: | |||||
2.89%, 9/15/2051
(b) |
173,000 | 170,744 | |||
3.25%,
9/15/2049 |
250,000 | 262,690 | |||
4.22%,
6/15/2048 |
286,000 | 341,993 | |||
4.30%,
5/20/2045 |
225,000 | 268,943 | |||
5.64%,
4/15/2041 |
107,000 | 143,062 | |||
5.80%,
3/15/2040 |
61,000 | 83,720 | |||
6.27%,
3/15/2037 |
142,000 | 195,791 | |||
San Diego Gas & Electric Co.: | |||||
4.15%,
5/15/2048 |
126,000 | 150,520 | |||
4.50%,
8/15/2040 |
219,000 | 265,908 | |||
6.00%,
6/1/2039 |
137,000 | 192,877 | |||
Series RRR, 3.75%,
6/1/2047 |
304,000 | 338,556 | |||
Series TTT, 4.10%,
6/15/2049 |
157,000 | 185,557 | |||
Series UUU, 3.32%,
4/15/2050 |
164,000 | 173,633 | |||
Series WWW, 2.95%,
8/15/2051 |
314,000 | 315,130 | |||
Sempra Energy: | |||||
3.80%,
2/1/2038 |
352,000 | 387,179 | |||
4.00%,
2/1/2048 |
270,000 | 301,882 | |||
6.00%,
10/15/2039 |
241,000 | 331,980 | |||
Southaven Combined Cycle Generation LLC 3.85%,
8/15/2033 |
564 | 620 | |||
Southern California Edison Co.: | |||||
3.65%,
2/1/2050 |
559,000 | 597,398 | |||
4.00%,
4/1/2047 |
603,000 | 665,911 | |||
4.05%,
3/15/2042 |
247,000 | 267,345 | |||
4.50%,
9/1/2040 |
182,000 | 207,178 | |||
4.65%,
10/1/2043 |
387,000 | 455,135 | |||
5.50%,
3/15/2040 |
308,000 | 387,094 | |||
5.63%,
2/1/2036 |
203,000 | 254,469 | |||
6.00%,
1/15/2034 |
172,000 | 222,673 | |||
6.05%,
3/15/2039 |
165,000 | 217,176 | |||
Series 04-G, 5.75%,
4/1/2035 |
137,000 | 174,923 | |||
Series 05-E, 5.35%,
7/15/2035 |
155,000 | 192,129 | |||
Series 08-A, 5.95%,
2/1/2038 |
204,000 | 264,649 | |||
Series 13-A, 3.90%,
3/15/2043 |
240,000 | 255,533 | |||
Series 20A, 2.95%,
2/1/2051 |
258,000 | 247,507 | |||
Series B, 4.88%,
3/1/2049 |
302,000 | 370,472 | |||
Series C, 4.13%,
3/1/2048 |
403,000 | 452,912 | |||
Series H, 3.65%,
6/1/2051 |
154,000 | 167,036 |
Security Description | Principal
Amount |
Value | |||
Southern Co.: | |||||
4.25%,
7/1/2036 |
$ 247,000 | $ 279,122 | |||
4.40%,
7/1/2046 |
788,000 | 930,723 | |||
Southern Power Co.: | |||||
5.15%,
9/15/2041 |
221,000 | 271,306 | |||
5.25%,
7/15/2043 |
50,000 | 62,772 | |||
Southwestern Electric Power Co.: | |||||
3.25%,
11/1/2051 |
375,000 | 373,661 | |||
6.20%,
3/15/2040 |
144,000 | 201,652 | |||
Series J, 3.90%,
4/1/2045 |
191,000 | 208,488 | |||
Series L, 3.85%,
2/1/2048 |
126,000 | 136,288 | |||
Southwestern Public Service Co.: | |||||
3.40%,
8/15/2046 |
167,000 | 179,196 | |||
3.70%,
8/15/2047 |
219,000 | 244,906 | |||
3.75%,
6/15/2049 |
159,000 | 180,942 | |||
Series 6, 4.40%,
11/15/2048 |
141,000 | 174,729 | |||
Tampa Electric Co.: | |||||
3.63%,
6/15/2050 |
60,000 | 67,714 | |||
4.10%,
6/15/2042 |
216,000 | 248,527 | |||
4.30%,
6/15/2048 |
165,000 | 202,770 | |||
4.45%,
6/15/2049 |
245,000 | 310,944 | |||
Toledo Edison Co. 6.15%,
5/15/2037 |
143,000 | 197,433 | |||
Tucson Electric Power Co.: | |||||
4.00%,
6/15/2050 |
256,000 | 298,076 | |||
4.85%,
12/1/2048 |
120,000 | 155,365 | |||
Union Electric Co.: | |||||
2.15%,
3/15/2032 |
149,000 | 146,899 | |||
2.63%, 3/15/2051
(b) |
224,000 | 214,516 | |||
3.25%,
10/1/2049 |
169,000 | 179,747 | |||
3.65%,
4/15/2045 |
150,000 | 167,259 | |||
3.90%,
9/15/2042 |
217,000 | 246,427 | |||
4.00%,
4/1/2048 |
197,000 | 232,954 | |||
5.30%, 8/1/2037
(b) |
313,000 | 399,945 | |||
8.45%,
3/15/2039 |
67,000 | 111,363 | |||
Virginia Electric & Power Co.: | |||||
2.45%,
12/15/2050 |
348,000 | 320,271 | |||
2.95%,
11/15/2051 |
608,000 | 615,655 | |||
3.30%, 12/1/2049
(b) |
196,000 | 210,020 | |||
4.00%,
1/15/2043 |
237,000 | 273,093 | |||
4.60%,
12/1/2048 |
279,000 | 357,304 | |||
8.88%,
11/15/2038 |
299,000 | 527,580 | |||
Series A, 6.00%,
5/15/2037 |
216,000 | 296,566 | |||
Series B, 3.80%,
9/15/2047 |
311,000 | 352,388 | |||
Series B, 4.20%,
5/15/2045 |
260,000 | 309,655 | |||
Series B, 6.00%,
1/15/2036 |
162,000 | 221,018 | |||
Series C, 4.00%,
11/15/2046 |
167,000 | 194,316 | |||
Series D, 4.65%,
8/15/2043 |
249,000 | 309,143 | |||
Wisconsin Electric Power Co.: | |||||
4.30%,
10/15/2048 |
117,000 | 143,303 | |||
5.70%,
12/1/2036 |
120,000 | 159,583 | |||
Wisconsin Power & Light Co.: | |||||
3.65%,
4/1/2050 |
259,000 | 294,760 |
Security Description | Principal
Amount |
Value | ||||
6.38%,
8/15/2037 |
$ 75,000 | $ 105,199 | ||||
Wisconsin Public Service Corp.: | ||||||
2.85%,
12/1/2051 |
145,000 | 143,327 | ||||
3.30%,
9/1/2049 |
358,000 | 384,936 | ||||
3.67%,
12/1/2042 |
114,000 | 127,283 | ||||
4.75%,
11/1/2044 |
193,000 | 246,791 | ||||
Xcel Energy, Inc.: | ||||||
2.35%,
11/15/2031 |
450,000 | 449,474 | ||||
3.50%,
12/1/2049 |
219,000 | 235,147 | ||||
6.50%,
7/1/2036 |
141,000 | 198,373 | ||||
113,766,336 | ||||||
ELECTRICAL COMPONENTS & EQUIPMENT — 0.1% | ||||||
Emerson Electric Co.: | ||||||
2.75%,
10/15/2050 |
199,000 | 192,061 | ||||
2.80%,
12/21/2051 |
387,000 | 379,419 | ||||
6.13%,
4/15/2039 |
62,000 | 89,099 | ||||
660,579 | ||||||
ELECTRONICS — 0.2% | ||||||
Arrow Electronics, Inc. 2.95%,
2/15/2032 |
153,000 | 154,242 | ||||
Fortive Corp. 4.30%,
6/15/2046 |
217,000 | 258,812 | ||||
Honeywell International, Inc.: | ||||||
2.80%, 6/1/2050
(b) |
330,000 | 344,071 | ||||
3.81%,
11/21/2047 |
270,000 | 322,537 | ||||
5.70%,
3/15/2036 |
159,000 | 217,332 | ||||
5.70%,
3/15/2037 |
65,000 | 89,730 | ||||
5.38%,
3/1/2041 |
146,000 | 202,270 | ||||
TD SYNNEX Corp. 2.65%, 8/9/2031
(d) |
11,000 | 10,589 | ||||
Tyco Electronics Group SA 7.13%,
10/1/2037 |
109,000 | 165,324 | ||||
1,764,907 | ||||||
ENVIRONMENTAL CONTROL — 0.3% | ||||||
Republic Services, Inc.: | ||||||
1.75%,
2/15/2032 |
247,000 | 232,978 | ||||
2.38%,
3/15/2033 |
275,000 | 273,598 | ||||
3.05%,
3/1/2050 |
171,000 | 175,179 | ||||
6.20%,
3/1/2040 |
303,000 | 433,132 | ||||
Waste Connections, Inc.: | ||||||
2.20%,
1/15/2032 |
115,000 | 112,795 | ||||
2.95%,
1/15/2052 |
577,000 | 567,514 | ||||
3.05%,
4/1/2050 |
185,000 | 184,062 | ||||
Waste Management, Inc.: | ||||||
2.50%, 11/15/2050
(b) |
169,000 | 160,868 | ||||
2.95%,
6/1/2041 |
140,000 | 145,348 | ||||
4.10%,
3/1/2045 |
110,000 | 131,759 | ||||
4.15%, 7/15/2049
(b) |
332,000 | 419,024 | ||||
2,836,257 | ||||||
FOOD — 1.1% | ||||||
Campbell Soup Co.: | ||||||
3.13%,
4/24/2050 |
193,000 | 189,740 | ||||
4.80%,
3/15/2048 |
236,000 | 295,035 |
Security Description | Principal
Amount |
Value | |||
Conagra Brands, Inc.: | |||||
5.30%,
11/1/2038 |
$ 362,000 | $ 457,706 | |||
5.40%,
11/1/2048 |
374,000 | 505,659 | |||
General Mills, Inc.: | |||||
3.00%, 2/1/2051
(b) |
300,000 | 300,480 | |||
4.15%,
2/15/2043 |
20,000 | 23,496 | |||
4.70%,
4/17/2048 |
51,000 | 65,571 | |||
5.40%,
6/15/2040 |
270,000 | 355,914 | |||
Hershey Co.: | |||||
2.65%,
6/1/2050 |
60,000 | 60,216 | |||
3.13%,
11/15/2049 |
44,000 | 47,475 | |||
3.38%,
8/15/2046 |
193,000 | 216,121 | |||
Hormel Foods Corp. 3.05%, 6/3/2051
(b) |
220,000 | 234,133 | |||
Ingredion, Inc. 3.90%,
6/1/2050 |
93,000 | 105,931 | |||
JM Smucker Co.: | |||||
2.13%, 3/15/2032
(b) |
171,000 | 165,644 | |||
2.75%,
9/15/2041 |
230,000 | 222,530 | |||
3.55%,
3/15/2050 |
107,000 | 115,480 | |||
4.25%,
3/15/2035 |
200,000 | 234,138 | |||
4.38%,
3/15/2045 |
183,000 | 222,462 | |||
Kellogg Co. 4.50%,
4/1/2046 |
170,000 | 210,300 | |||
Koninklijke Ahold Delhaize NV 5.70%,
10/1/2040 |
147,000 | 202,365 | |||
Kroger Co 3.95%,
1/15/2050 |
311,000 | 358,683 | |||
Kroger Co.: | |||||
3.88%,
10/15/2046 |
254,000 | 283,426 | |||
4.45%,
2/1/2047 |
365,000 | 443,632 | |||
4.65%,
1/15/2048 |
208,000 | 258,430 | |||
5.00%,
4/15/2042 |
110,000 | 139,418 | |||
5.15%,
8/1/2043 |
75,000 | 97,715 | |||
5.40%,
7/15/2040 |
88,000 | 115,131 | |||
5.40%,
1/15/2049 |
225,000 | 313,934 | |||
6.90%,
4/15/2038 |
124,000 | 182,451 | |||
McCormick & Co., Inc. 4.20%,
8/15/2047 |
143,000 | 171,732 | |||
Mondelez International, Inc.: | |||||
1.88%, 10/15/2032
(b) |
175,000 | 166,941 | |||
2.63%,
9/4/2050 |
493,000 | 461,206 | |||
Sysco Corp.: | |||||
3.15%,
12/14/2051 |
402,000 | 396,199 | |||
3.30%,
2/15/2050 |
163,000 | 165,311 | |||
4.45%,
3/15/2048 |
187,000 | 220,000 | |||
4.50%,
4/1/2046 |
33,000 | 38,545 | |||
4.85%,
10/1/2045 |
247,000 | 302,029 | |||
5.38%,
9/21/2035 |
193,000 | 243,344 | |||
6.60%,
4/1/2040 |
185,000 | 269,541 | |||
6.60%,
4/1/2050 |
365,000 | 569,955 | |||
Tyson Foods, Inc.: | |||||
4.55%,
6/2/2047 |
221,000 | 273,919 | |||
4.88%,
8/15/2034 |
127,000 | 154,546 | |||
5.10%,
9/28/2048 |
583,000 | 784,257 |
Security Description | Principal
Amount |
Value | ||||
5.15%,
8/15/2044 |
$ 232,000 | $ 301,479 | ||||
10,942,220 | ||||||
FOREST PRODUCTS & PAPER — 0.3% | ||||||
Celulosa Arauco y Constitucion SA 5.50%,
11/2/2047 |
161,000 | 186,963 | ||||
Georgia-Pacific LLC: | ||||||
7.75%,
11/15/2029 |
85,000 | 118,929 | ||||
8.88%,
5/15/2031 |
26,000 | 40,274 | ||||
International Paper Co.: | ||||||
4.35%,
8/15/2048 |
236,000 | 290,053 | ||||
4.40%,
8/15/2047 |
385,000 | 476,742 | ||||
4.80%,
6/15/2044 |
327,000 | 413,171 | ||||
5.15%,
5/15/2046 |
125,000 | 165,550 | ||||
6.00%,
11/15/2041 |
250,000 | 346,045 | ||||
7.30%,
11/15/2039 |
251,000 | 382,421 | ||||
Suzano Austria GmbH Series DM3N, 3.13%,
1/15/2032 |
314,000 | 303,798 | ||||
2,723,946 | ||||||
GAS — 0.7% | ||||||
Atmos Energy Corp.: | ||||||
2.85%,
2/15/2052 |
195,000 | 191,855 | ||||
3.38%,
9/15/2049 |
291,000 | 311,652 | ||||
4.13%,
10/15/2044 |
305,000 | 356,896 | ||||
4.13%,
3/15/2049 |
90,000 | 107,748 | ||||
4.15%,
1/15/2043 |
130,000 | 150,557 | ||||
4.30%,
10/1/2048 |
136,000 | 166,449 | ||||
5.50%,
6/15/2041 |
103,000 | 136,493 | ||||
CenterPoint Energy Resources Corp.: | ||||||
4.10%,
9/1/2047 |
81,000 | 93,526 | ||||
5.85%,
1/15/2041 |
35,000 | 47,742 | ||||
Eastern Energy Gas Holdings LLC Series C, 3.90%,
11/15/2049 |
199,000 | 218,922 | ||||
NiSource, Inc.: | ||||||
3.95%,
3/30/2048 |
155,000 | 174,677 | ||||
4.38%,
5/15/2047 |
471,000 | 560,462 | ||||
4.80%,
2/15/2044 |
179,000 | 219,035 | ||||
5.25%,
2/15/2043 |
329,000 | 423,397 | ||||
5.65%,
2/1/2045 |
113,000 | 153,253 | ||||
5.95%,
6/15/2041 |
154,000 | 213,154 | ||||
ONE Gas, Inc. 4.66%,
2/1/2044 |
246,000 | 304,821 | ||||
Piedmont Natural Gas Co., Inc.: | ||||||
3.35%,
6/1/2050 |
105,000 | 108,159 | ||||
3.64%,
11/1/2046 |
90,000 | 95,559 | ||||
4.65%,
8/1/2043 |
120,000 | 144,389 | ||||
Southern California Gas Co.: | ||||||
3.75%,
9/15/2042 |
149,000 | 166,496 | ||||
5.13%,
11/15/2040 |
122,000 | 158,131 | ||||
Series UU, 4.13%,
6/1/2048 |
148,000 | 177,686 | ||||
Series VV, 4.30%,
1/15/2049 |
158,000 | 195,801 |
Security Description | Principal
Amount |
Value | ||||
Series WW, 3.95%,
2/15/2050 |
$ 147,000 | $ 174,010 | ||||
Southern Co. Gas Capital Corp.: | ||||||
3.95%,
10/1/2046 |
113,000 | 125,020 | ||||
4.40%,
6/1/2043 |
82,000 | 93,901 | ||||
4.40%,
5/30/2047 |
136,000 | 158,367 | ||||
5.88%,
3/15/2041 |
166,000 | 227,373 | ||||
Series 21A, 3.15%,
9/30/2051 |
230,000 | 231,235 | ||||
Southwest Gas Corp.: | ||||||
3.18%,
8/15/2051 |
160,000 | 154,853 | ||||
3.80%,
9/29/2046 |
146,000 | 158,181 | ||||
4.15%,
6/1/2049 |
135,000 | 153,522 | ||||
Spire Missouri, Inc. 3.30%,
6/1/2051 |
82,000 | 87,609 | ||||
Washington Gas Light Co.: | ||||||
Series K, 3.80%,
9/15/2046 |
172,000 | 196,089 | ||||
Series MTN, 3.65%,
9/15/2049 |
148,000 | 166,117 | ||||
6,803,137 | ||||||
HAND & MACHINE TOOLS — 0.1% | ||||||
Snap-on, Inc.: | ||||||
3.10%,
5/1/2050 |
183,000 | 193,028 | ||||
4.10%,
3/1/2048 |
156,000 | 189,063 | ||||
Stanley Black & Decker, Inc.: | ||||||
2.75%,
11/15/2050 |
291,000 | 280,183 | ||||
4.85%,
11/15/2048 |
147,000 | 196,567 | ||||
5.20%,
9/1/2040 |
177,000 | 231,203 | ||||
1,090,044 | ||||||
HEALTH CARE PRODUCTS — 1.2% | ||||||
Abbott Laboratories: | ||||||
4.75%,
11/30/2036 |
623,000 | 795,372 | ||||
4.75%,
4/15/2043 |
249,000 | 323,827 | ||||
4.90%,
11/30/2046 |
1,192,000 | 1,636,092 | ||||
5.30%,
5/27/2040 |
261,000 | 359,212 | ||||
6.00%,
4/1/2039 |
197,000 | 285,291 | ||||
6.15%,
11/30/2037 |
200,000 | 294,842 | ||||
Baxter International, Inc.: | ||||||
2.54%, 2/1/2032
(d) |
375,000 | 378,855 | ||||
3.13%, 12/1/2051
(d) |
435,000 | 448,742 | ||||
3.50%,
8/15/2046 |
126,000 | 137,176 | ||||
Boston Scientific Corp.: | ||||||
4.55%,
3/1/2039 |
315,000 | 376,664 | ||||
4.70%,
3/1/2049 |
345,000 | 438,178 | ||||
6.75%,
11/15/2035 |
7,000 | 9,742 | ||||
7.38%,
1/15/2040 |
187,000 | 291,591 | ||||
Danaher Corp.: | ||||||
2.60%,
10/1/2050 |
357,000 | 340,067 | ||||
2.80%,
12/10/2051 |
487,000 | 481,804 | ||||
4.38%,
9/15/2045 |
122,000 | 150,747 | ||||
DH Europe Finance II Sarl: | ||||||
3.25%,
11/15/2039 |
302,000 | 321,627 | ||||
3.40%,
11/15/2049 |
201,000 | 219,016 |
Security Description | Principal
Amount |
Value | ||||
Koninklijke Philips NV: | ||||||
5.00%,
3/15/2042 |
$ 200,000 | $ 253,722 | ||||
6.88%,
3/11/2038 |
207,000 | 302,090 | ||||
Medtronic, Inc.: | ||||||
4.38%,
3/15/2035 |
607,000 | 747,539 | ||||
4.63%,
3/15/2045 |
894,000 | 1,172,713 | ||||
PerkinElmer, Inc. 3.63%, 3/15/2051
(b) |
116,000 | 125,732 | ||||
STERIS Irish FinCo UnLtd Co. 3.75%,
3/15/2051 |
369,000 | 402,169 | ||||
Stryker Corp.: | ||||||
2.90%,
6/15/2050 |
166,000 | 167,599 | ||||
4.10%,
4/1/2043 |
120,000 | 140,707 | ||||
4.38%,
5/15/2044 |
134,000 | 162,916 | ||||
4.63%,
3/15/2046 |
383,000 | 491,266 | ||||
Thermo Fisher Scientific, Inc.: | ||||||
2.00%,
10/15/2031 |
99,000 | 97,589 | ||||
2.80%,
10/15/2041 |
395,000 | 398,875 | ||||
4.10%,
8/15/2047 |
229,000 | 285,153 | ||||
5.30%,
2/1/2044 |
153,000 | 212,246 | ||||
Zimmer Biomet Holdings, Inc.: | ||||||
4.45%,
8/15/2045 |
10,000 | 11,919 | ||||
5.75%,
11/30/2039 |
215,000 | 286,980 | ||||
12,548,060 | ||||||
HEALTH CARE SERVICES — 4.6% | ||||||
AdventHealth Obligated Group Series E, 2.80%,
11/15/2051 |
195,000 | 192,689 | ||||
Adventist Health System 3.63%,
3/1/2049 |
38,000 | 42,205 | ||||
Advocate Health & Hospitals Corp.: | ||||||
3.39%,
10/15/2049 |
184,000 | 203,958 | ||||
4.27%,
8/15/2048 |
227,000 | 285,418 | ||||
Series 2020, 3.01%,
6/15/2050 |
20,000 | 20,842 | ||||
Aetna, Inc.: | ||||||
3.88%,
8/15/2047 |
318,000 | 355,273 | ||||
4.13%,
11/15/2042 |
206,000 | 233,248 | ||||
4.50%,
5/15/2042 |
198,000 | 233,398 | ||||
4.75%,
3/15/2044 |
221,000 | 271,929 | ||||
6.63%,
6/15/2036 |
253,000 | 361,152 | ||||
6.75%,
12/15/2037 |
260,000 | 377,317 | ||||
AHS Hospital Corp.: | ||||||
5.02%,
7/1/2045 |
219,000 | 298,322 | ||||
Series 2021, 2.78%,
7/1/2051 |
152,000 | 150,523 | ||||
Allina Health System: | ||||||
Series 2019, 3.89%,
4/15/2049 |
128,000 | 150,263 | ||||
Series 2021, 2.90%,
11/15/2051 |
175,000 | 175,053 | ||||
Anthem, Inc.: | ||||||
3.13%,
5/15/2050 |
431,000 | 443,771 | ||||
3.60%,
3/15/2051 |
533,000 | 592,611 | ||||
3.70%,
9/15/2049 |
425,000 | 474,627 |
Security Description | Principal
Amount |
Value | |||
4.38%,
12/1/2047 |
$ 446,000 | $ 546,640 | |||
4.55%,
3/1/2048 |
236,000 | 295,203 | |||
4.63%,
5/15/2042 |
406,000 | 505,580 | |||
4.65%,
1/15/2043 |
363,000 | 453,245 | |||
4.65%,
8/15/2044 |
281,000 | 351,927 | |||
5.10%,
1/15/2044 |
316,000 | 417,136 | |||
5.85%,
1/15/2036 |
75,000 | 100,420 | |||
5.95%,
12/15/2034 |
105,000 | 142,901 | |||
6.38%,
6/15/2037 |
105,000 | 148,846 | |||
Ascension Health: | |||||
3.95%,
11/15/2046 |
444,000 | 546,986 | |||
4.85%,
11/15/2053 |
220,000 | 312,862 | |||
Series B, 3.11%,
11/15/2039 |
228,000 | 242,911 | |||
Banner Health: | |||||
2.91%,
1/1/2042 |
100,000 | 101,515 | |||
2.91%,
1/1/2051 |
162,000 | 164,595 | |||
Series 2020, 3.18%,
1/1/2050 |
44,000 | 46,680 | |||
Baptist Health South Florida Obligated Group Series 2021, 3.12%,
11/15/2071 |
139,000 | 129,766 | |||
Baptist Healthcare System Obligated Group Series 20B, 3.54%,
8/15/2050 |
39,000 | 42,155 | |||
BayCare Health System, Inc. Series 2020, 3.83%,
11/15/2050 |
158,000 | 188,011 | |||
Baylor Scott & White Holdings: | |||||
3.97%,
11/15/2046 |
170,000 | 202,225 | |||
4.19%,
11/15/2045 |
194,000 | 237,603 | |||
Series 2021, 2.84%,
11/15/2050 |
300,000 | 299,325 | |||
Beth Israel Lahey Health, Inc. Series L, 3.08%,
7/1/2051 |
60,000 | 59,543 | |||
Bon Secours Mercy Health, Inc. Series 20-2, 3.21%,
6/1/2050 |
68,000 | 71,047 | |||
Catholic Health Services of Long Island Obligated Group Series 2020, 3.37%,
7/1/2050 |
131,000 | 134,234 | |||
Children's Hospital Corp.: | |||||
Series 2017, 4.12%,
1/1/2047 |
106,000 | 130,343 | |||
Series 2020, 2.59%,
2/1/2050 |
138,000 | 132,396 | |||
Series 2020, 2.93%,
7/15/2050 |
9,000 | 8,843 | |||
Children's Hospital Medical Center 4.27%,
5/15/2044 |
104,000 | 130,647 | |||
Children's Hospital of Philadelphia Series 2020, 2.70%,
7/1/2050 |
50,000 | 48,777 |
Security Description | Principal
Amount |
Value | |||
City of Hope: | |||||
Series 2013, 5.62%,
11/15/2043 |
$ 7,000 | $ 9,810 | |||
Series 2018, 4.38%,
8/15/2048 |
52,000 | 64,914 | |||
CommonSpirit Health: | |||||
3.82%,
10/1/2049 |
256,000 | 293,788 | |||
3.91%,
10/1/2050 |
240,000 | 267,650 | |||
4.19%,
10/1/2049 |
348,000 | 405,820 | |||
4.35%,
11/1/2042 |
315,000 | 360,306 | |||
Community Health Network, Inc. Series 20-A, 3.10%,
5/1/2050 |
62,000 | 61,838 | |||
Cottage Health Obligated Group Series 2020, 3.30%,
11/1/2049 |
120,000 | 128,501 | |||
Dartmouth-Hitchcock Health Series B, 4.18%,
8/1/2048 |
25,000 | 30,163 | |||
Dignity Health: | |||||
4.50%,
11/1/2042 |
151,000 | 178,876 | |||
5.27%,
11/1/2064 |
176,000 | 245,930 | |||
Duke University Health System, Inc. Series 2017, 3.92%,
6/1/2047 |
202,000 | 240,552 | |||
Franciscan Missionaries of Our Lady Health System, Inc. Series B, 3.91%,
7/1/2049 |
130,000 | 150,677 | |||
Hackensack Meridian Health, Inc.: | |||||
4.21%,
7/1/2048 |
101,000 | 124,849 | |||
4.50%,
7/1/2057 |
168,000 | 224,638 | |||
Series 2020, 2.68%,
9/1/2041 |
229,000 | 224,351 | |||
Series 2020, 2.88%,
9/1/2050 |
50,000 | 50,309 | |||
Hartford HealthCare Corp. 3.45%,
7/1/2054 |
193,000 | 203,461 | |||
HCA, Inc.: | |||||
3.50%,
7/15/2051 |
601,000 | 616,115 | |||
5.13%,
6/15/2039 |
325,000 | 401,941 | |||
5.25%,
6/15/2049 |
777,000 | 1,001,646 | |||
5.50%,
6/15/2047 |
586,000 | 769,066 | |||
Humana, Inc.: | |||||
2.15%,
2/3/2032 |
199,000 | 192,755 | |||
3.95%,
8/15/2049 |
162,000 | 185,459 | |||
4.63%,
12/1/2042 |
120,000 | 147,733 | |||
4.80%,
3/15/2047 |
168,000 | 212,910 | |||
4.95%,
10/1/2044 |
354,000 | 456,547 | |||
IHC Health Services, Inc. 4.13%,
5/15/2048 |
144,000 | 180,029 | |||
Indiana University Health, Inc. Obligated Group 3.97%,
11/1/2048 |
217,000 | 263,230 |
Security Description | Principal
Amount |
Value | |||
Integris Baptist Medical Center, Inc. Series A, 3.88%,
8/15/2050 |
$ 243,000 | $ 277,861 | |||
Iowa Health System Series 2020, 3.67%,
2/15/2050 |
146,000 | 165,952 | |||
Johns Hopkins Health System Corp. 3.84%,
5/15/2046 |
223,000 | 266,704 | |||
Kaiser Foundation Hospitals: | |||||
4.15%,
5/1/2047 |
550,000 | 680,586 | |||
4.88%,
4/1/2042 |
169,000 | 223,115 | |||
Series 2019, 3.27%,
11/1/2049 |
328,000 | 353,623 | |||
Series 2021, 2.81%,
6/1/2041 |
432,000 | 434,043 | |||
Series 2021, 3.00%,
6/1/2051 |
954,000 | 983,526 | |||
Laboratory Corp. of America Holdings 4.70%,
2/1/2045 |
346,000 | 422,508 | |||
Mass General Brigham, Inc.: | |||||
Series 2015, 4.12%,
7/1/2055 |
164,000 | 204,072 | |||
Series 2017, 3.77%,
7/1/2048 |
202,000 | 233,102 | |||
Series 2020, 3.19%,
7/1/2049 |
235,000 | 248,357 | |||
Series 2020, 3.34%,
7/1/2060 |
50,000 | 54,591 | |||
Mayo Clinic: | |||||
3.77%,
11/15/2043 |
120,000 | 139,120 | |||
Series 2013, 4.00%,
11/15/2047 |
126,000 | 152,649 | |||
Series 2016, 4.13%,
11/15/2052 |
50,000 | 63,416 | |||
Series 2021, 3.20%,
11/15/2061 |
167,000 | 178,369 | |||
McLaren Health Care Corp. Series A, 4.39%,
5/15/2048 |
150,000 | 186,549 | |||
MedStar Health, Inc. Series 20A, 3.63%,
8/15/2049 |
165,000 | 181,682 | |||
Memorial Health Services 3.45%,
11/1/2049 |
100,000 | 112,031 | |||
Memorial Sloan-Kettering Cancer Center: | |||||
4.13%,
7/1/2052 |
283,000 | 355,680 | |||
5.00%,
7/1/2042 |
42,000 | 56,134 | |||
Series 2015, 4.20%,
7/1/2055 |
216,000 | 276,769 | |||
Series 2020, 2.96%,
1/1/2050 |
139,000 | 142,077 | |||
Methodist Hospital Series 20A, 2.71%,
12/1/2050 |
102,000 | 99,100 |
Security Description | Principal
Amount |
Value | |||
MidMichigan Health Series 2020, 3.41%,
6/1/2050 |
$ 123,000 | $ 130,633 | |||
Montefiore Obligated Group: | |||||
4.29%,
9/1/2050 |
246,000 | 241,373 | |||
Series 18-C, 5.25%,
11/1/2048 |
114,000 | 123,415 | |||
Mount Sinai Hospitals Group, Inc.: | |||||
Series 2017, 3.98%,
7/1/2048 |
229,000 | 263,652 | |||
Series 2019, 3.74%,
7/1/2049 |
180,000 | 195,268 | |||
Series 2020, 3.39%,
7/1/2050 |
120,000 | 124,210 | |||
New York and Presbyterian Hospital: | |||||
2.26%,
8/1/2040 |
245,000 | 232,108 | |||
2.61%,
8/1/2060 |
43,000 | 41,078 | |||
4.02%,
8/1/2045 |
244,000 | 298,578 | |||
4.06%,
8/1/2056 |
146,000 | 189,607 | |||
Series 2019, 3.95%,
8/1/2119 |
311,000 | 375,641 | |||
Northwell Healthcare, Inc.: | |||||
3.81%,
11/1/2049 |
208,000 | 230,002 | |||
3.98%,
11/1/2046 |
238,000 | 272,167 | |||
4.26%,
11/1/2047 |
260,000 | 309,546 | |||
Northwestern Memorial Healthcare Obligated Group Series 2021, 2.63%,
7/15/2051 |
205,000 | 196,841 | |||
Novant Health, Inc. 3.17%,
11/1/2051 |
303,000 | 318,544 | |||
NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery Series 2020, 2.67%,
10/1/2050 |
181,000 | 169,112 | |||
NYU Langone Hospitals: | |||||
4.37%,
7/1/2047 |
197,000 | 233,833 | |||
4.78%,
7/1/2044 |
197,000 | 249,296 | |||
Series 13-A, 5.75%,
7/1/2043 |
201,000 | 287,814 | |||
Series 2020, 3.38%,
7/1/2055 |
177,000 | 182,528 | |||
OhioHealth Corp.: | |||||
2.83%,
11/15/2041 |
225,000 | 229,563 | |||
Series 2020, 3.04%,
11/15/2050 |
148,000 | 154,731 | |||
Orlando Health Obligated Group: | |||||
3.33%,
10/1/2050 |
29,000 | 30,296 | |||
4.09%,
10/1/2048 |
108,000 | 129,965 | |||
PeaceHealth Obligated Group: | |||||
Series 2018, 4.79%,
11/15/2048 |
114,000 | 151,475 |
Security Description | Principal
Amount |
Value | |||
Series 2020, 3.22%,
11/15/2050 |
$ 173,000 | $ 178,806 | |||
Piedmont Healthcare, Inc.: | |||||
2.86%,
1/1/2052 |
100,000 | 97,739 | |||
Series 2042, 2.72%,
1/1/2042 |
270,000 | 263,039 | |||
Providence St Joseph Health Obligated Group Series 21A, 2.70%,
10/1/2051 |
261,000 | 253,251 | |||
Providence St. Joseph Health Obligated Group: | |||||
Series A, 3.93%,
10/1/2048 |
166,000 | 195,623 | |||
Series I, 3.74%,
10/1/2047 |
87,000 | 99,242 | |||
Rady Children's Hospital-San Diego Series 21A, 3.15%,
8/15/2051 |
4,000 | 4,282 | |||
RWJ Barnabas Health, Inc.: | |||||
3.48%,
7/1/2049 |
50,000 | 55,740 | |||
3.95%,
7/1/2046 |
241,000 | 285,366 | |||
Sentara Healthcare Series 2021, 2.93%,
11/1/2051 |
195,000 | 198,424 | |||
Sharp HealthCare Series 20B, 2.68%,
8/1/2050 |
239,000 | 229,354 | |||
Spectrum Health System Obligated Group Series 19A, 3.49%,
7/15/2049 |
123,000 | 136,006 | |||
Stanford Health Care Series 2018, 3.80%,
11/15/2048 |
307,000 | 364,001 | |||
Summa Health 3.51%,
11/15/2051 |
145,000 | 152,784 | |||
Sutter Health: | |||||
Series 2018, 4.09%,
8/15/2048 |
221,000 | 259,856 | |||
Series 20A, 3.16%,
8/15/2040 |
169,000 | 172,422 | |||
Series 20A, 3.36%,
8/15/2050 |
150,000 | 157,167 | |||
Texas Health Resources: | |||||
2.33%,
11/15/2050 |
170,000 | 152,907 | |||
4.33%,
11/15/2055 |
18,000 | 23,919 | |||
Toledo Hospital: | |||||
5.75%,
11/15/2038 |
135,000 | 157,164 | |||
6.02%,
11/15/2048 |
252,000 | 307,977 | |||
Trinity Health Corp.: | |||||
4.13%,
12/1/2045 |
189,000 | 227,686 | |||
Series 2019, 3.43%,
12/1/2048 |
41,000 | 44,542 | |||
Series 2021, 2.63%,
12/1/2040 |
147,000 | 144,000 | |||
UnitedHealth Group, Inc.: | |||||
2.75%,
5/15/2040 |
352,000 | 355,101 | |||
2.90%,
5/15/2050 |
446,000 | 455,089 |
Security Description | Principal
Amount |
Value | ||||
3.05%,
5/15/2041 |
$ 599,000 | $ 625,506 | ||||
3.13%, 5/15/2060
(b) |
363,000 | 375,887 | ||||
3.25%,
5/15/2051 |
787,000 | 852,290 | ||||
3.50%,
8/15/2039 |
484,000 | 535,072 | ||||
3.70%,
8/15/2049 |
447,000 | 516,008 | ||||
3.75%,
10/15/2047 |
316,000 | 363,264 | ||||
3.88%,
8/15/2059 |
460,000 | 551,098 | ||||
3.95%,
10/15/2042 |
224,000 | 261,186 | ||||
4.20%,
1/15/2047 |
328,000 | 399,609 | ||||
4.25%,
3/15/2043 |
233,000 | 282,417 | ||||
4.25%,
4/15/2047 |
198,000 | 242,362 | ||||
4.25%,
6/15/2048 |
464,000 | 574,553 | ||||
4.38%,
3/15/2042 |
259,000 | 315,063 | ||||
4.45%,
12/15/2048 |
307,000 | 392,466 | ||||
4.63%,
7/15/2035 |
384,000 | 477,646 | ||||
4.63%,
11/15/2041 |
280,000 | 351,506 | ||||
4.75%,
7/15/2045 |
675,000 | 883,291 | ||||
5.70%,
10/15/2040 |
263,000 | 366,456 | ||||
5.80%,
3/15/2036 |
368,000 | 507,104 | ||||
5.95%,
2/15/2041 |
104,000 | 148,557 | ||||
6.50%,
6/15/2037 |
322,000 | 474,663 | ||||
6.63%,
11/15/2037 |
368,000 | 547,242 | ||||
6.88%,
2/15/2038 |
390,000 | 598,572 | ||||
Universal Health Services, Inc. 2.65%, 1/15/2032
(d) |
141,000 | 138,492 | ||||
West Virginia United Health System Obligated Group Series 2020, 3.13%,
6/1/2050 |
137,000 | 136,112 | ||||
Willis-Knighton Medical Center Series 2018, 4.81%,
9/1/2048 |
219,000 | 280,692 | ||||
Yale-New Haven Health Services Corp. Series 2020, 2.50%,
7/1/2050 |
150,000 | 139,136 | ||||
46,909,454 | ||||||
HOME BUILDERS — 0.1% | ||||||
MDC Holdings, Inc.: | ||||||
3.97%,
8/6/2061 |
144,000 | 138,073 | ||||
6.00%,
1/15/2043 |
145,000 | 182,944 | ||||
PulteGroup, Inc.: | ||||||
6.00%,
2/15/2035 |
27,000 | 34,807 | ||||
6.38%,
5/15/2033 |
29,000 | 37,776 | ||||
7.88%, 6/15/2032
(b) |
130,000 | 185,588 | ||||
579,188 | ||||||
HOME FURNISHINGS — 0.1% | ||||||
Leggett & Platt, Inc. 3.50%,
11/15/2051 |
492,000 | 494,676 | ||||
Whirlpool Corp.: | ||||||
4.50%,
6/1/2046 |
224,000 | 267,147 | ||||
4.60%,
5/15/2050 |
202,000 | 249,844 | ||||
1,011,667 |
Security Description | Principal
Amount |
Value | ||||
HOUSEHOLD PRODUCTS & WARES — 0.1% | ||||||
Avery Dennison Corp. 2.25%,
2/15/2032 |
$ 149,000 | $ 144,760 | ||||
Church & Dwight Co., Inc. 3.95%,
8/1/2047 |
118,000 | 139,450 | ||||
Kimberly-Clark Corp.: | ||||||
2.88%,
2/7/2050 |
213,000 | 219,509 | ||||
3.20%,
7/30/2046 |
239,000 | 261,406 | ||||
3.90%,
5/4/2047 |
82,000 | 98,462 | ||||
5.30%,
3/1/2041 |
121,000 | 164,693 | ||||
6.63%,
8/1/2037 |
299,000 | 451,971 | ||||
1,480,251 | ||||||
INSURANCE — 4.0% | ||||||
Aflac, Inc.: | ||||||
4.00%,
10/15/2046 |
151,000 | 177,511 | ||||
4.75%,
1/15/2049 |
189,000 | 251,379 | ||||
Alleghany Corp.: | ||||||
3.25%,
8/15/2051 |
341,000 | 339,193 | ||||
4.90%,
9/15/2044 |
8,000 | 10,075 | ||||
Allstate Corp.: | ||||||
3.85%,
8/10/2049 |
185,000 | 216,650 | ||||
4.20%,
12/15/2046 |
235,000 | 283,168 | ||||
4.50%,
6/15/2043 |
282,000 | 345,284 | ||||
5.35%,
6/1/2033 |
73,000 | 91,485 | ||||
5.55%,
5/9/2035 |
156,000 | 205,833 | ||||
5.95%,
4/1/2036 |
155,000 | 213,809 | ||||
3 Month USD LIBOR + 2.12%, 6.50%, 5/15/2067
(c) |
196,000 | 257,303 | ||||
American Financial Group, Inc. 4.50%,
6/15/2047 |
300,000 | 356,535 | ||||
American International Group, Inc.: | ||||||
3.88%,
1/15/2035 |
470,000 | 522,490 | ||||
4.38%,
6/30/2050 |
384,000 | 478,222 | ||||
4.38%,
1/15/2055 |
365,000 | 449,195 | ||||
4.50%,
7/16/2044 |
787,000 | 970,001 | ||||
4.70%,
7/10/2035 |
288,000 | 344,148 | ||||
4.75%,
4/1/2048 |
309,000 | 396,039 | ||||
4.80%,
7/10/2045 |
278,000 | 352,682 | ||||
6.25%,
5/1/2036 |
140,000 | 194,043 | ||||
Aon Corp. 6.25%,
9/30/2040 |
127,000 | 182,698 | ||||
Aon Corp./Aon Global Holdings PLC 2.90%,
8/23/2051 |
207,000 | 199,627 | ||||
Aon PLC: | ||||||
4.45%,
5/24/2043 |
51,000 | 59,988 | ||||
4.60%,
6/14/2044 |
199,000 | 245,068 | ||||
4.75%,
5/15/2045 |
220,000 | 274,320 | ||||
Arch Capital Finance LLC 5.03%,
12/15/2046 |
154,000 | 199,641 | ||||
Arch Capital Group US, Inc. 5.14%,
11/1/2043 |
192,000 | 250,082 |
Security Description | Principal
Amount |
Value | |||
Arch Capital Group, Ltd.: | |||||
3.64%,
6/30/2050 |
$ 388,000 | $ 415,560 | |||
7.35%,
5/1/2034 |
30,000 | 43,270 | |||
Arthur J Gallagher & Co.: | |||||
3.05%,
3/9/2052 |
148,000 | 143,569 | |||
3.50%,
5/20/2051 |
304,000 | 320,079 | |||
Assurant, Inc. 2.65%,
1/15/2032 |
47,000 | 46,136 | |||
Assured Guaranty US Holdings, Inc. 3.60%,
9/15/2051 |
393,000 | 409,345 | |||
Athene Holding, Ltd.: | |||||
3.45%,
5/15/2052 |
187,000 | 188,165 | |||
3.95%,
5/25/2051 |
118,000 | 129,242 | |||
Berkshire Hathaway Finance Corp.: | |||||
2.50%,
1/15/2051 |
280,000 | 260,582 | |||
2.85%,
10/15/2050 |
755,000 | 745,834 | |||
4.20%,
8/15/2048 |
866,000 | 1,051,748 | |||
4.25%,
1/15/2049 |
763,000 | 936,323 | |||
4.30%,
5/15/2043 |
170,000 | 204,454 | |||
4.40%,
5/15/2042 |
309,000 | 378,627 | |||
5.75%,
1/15/2040 |
200,000 | 283,880 | |||
Berkshire Hathaway, Inc. 4.50%,
2/11/2043 |
394,000 | 486,964 | |||
Brighthouse Financial, Inc.: | |||||
3.85%,
12/22/2051 |
175,000 | 173,633 | |||
4.70%,
6/22/2047 |
340,000 | 373,344 | |||
Chubb Corp.: | |||||
6.00%,
5/11/2037 |
284,000 | 403,839 | |||
Series 1, 6.50%,
5/15/2038 |
452,000 | 674,976 | |||
Chubb INA Holdings, Inc.: | |||||
2.85%,
12/15/2051 |
150,000 | 150,891 | |||
3.05%,
12/15/2061 |
85,000 | 86,749 | |||
4.15%,
3/13/2043 |
106,000 | 127,077 | |||
4.35%,
11/3/2045 |
732,000 | 909,671 | |||
6.70%,
5/15/2036 |
154,000 | 225,496 | |||
Cincinnati Financial Corp. 6.13%,
11/1/2034 |
40,000 | 54,386 | |||
Enstar Group, Ltd. 3.10%,
9/1/2031 |
115,000 | 112,580 | |||
Equitable Holdings, Inc. 5.00%,
4/20/2048 |
577,000 | 722,115 | |||
Everest Reinsurance Holdings, Inc.: | |||||
3.13%,
10/15/2052 |
443,000 | 434,171 | |||
3.50%,
10/15/2050 |
344,000 | 361,575 | |||
4.87%,
6/1/2044 |
130,000 | 163,193 | |||
Fidelity National Financial, Inc. 3.20%,
9/17/2051 |
139,000 | 133,390 | |||
Hartford Financial Services Group, Inc.: | |||||
2.90%,
9/15/2051 |
219,000 | 215,689 | |||
3.60%,
8/19/2049 |
224,000 | 245,155 | |||
4.30%,
4/15/2043 |
156,000 | 182,746 | |||
4.40%,
3/15/2048 |
173,000 | 212,811 |
Security Description | Principal
Amount |
Value | |||
5.95%,
10/15/2036 |
$ 139,000 | $ 187,733 | |||
6.10%,
10/1/2041 |
148,000 | 207,330 | |||
Jackson Financial, Inc. 4.00%, 11/23/2051
(d) |
188,000 | 189,728 | |||
Lincoln National Corp.: | |||||
4.35%,
3/1/2048 |
265,000 | 318,954 | |||
4.38%, 6/15/2050
(b) |
145,000 | 175,707 | |||
6.30%,
10/9/2037 |
128,000 | 178,660 | |||
7.00%,
6/15/2040 |
161,000 | 245,936 | |||
Loews Corp.: | |||||
4.13%,
5/15/2043 |
240,000 | 276,864 | |||
6.00%,
2/1/2035 |
141,000 | 187,964 | |||
Manulife Financial Corp. 5.38%,
3/4/2046 |
252,000 | 353,936 | |||
Markel Corp.: | |||||
3.45%,
5/7/2052 |
218,000 | 225,752 | |||
4.15%,
9/17/2050 |
228,000 | 265,175 | |||
4.30%,
11/1/2047 |
126,000 | 146,669 | |||
5.00%,
4/5/2046 |
232,000 | 294,744 | |||
5.00%,
5/20/2049 |
118,000 | 150,806 | |||
Marsh & McLennan Cos., Inc.: | |||||
2.90%,
12/15/2051 |
165,000 | 164,947 | |||
4.20%,
3/1/2048 |
206,000 | 251,889 | |||
4.35%,
1/30/2047 |
169,000 | 211,378 | |||
4.75%,
3/15/2039 |
164,000 | 205,077 | |||
4.90%,
3/15/2049 |
477,000 | 642,433 | |||
5.88%,
8/1/2033 |
121,000 | 161,247 | |||
MetLife, Inc.: | |||||
4.05%,
3/1/2045 |
459,000 | 546,637 | |||
4.13%,
8/13/2042 |
323,000 | 382,238 | |||
4.60%, 5/13/2046
(b) |
366,000 | 468,652 | |||
4.72%,
12/15/2044 |
300,000 | 388,881 | |||
4.88%,
11/13/2043 |
397,000 | 517,410 | |||
5.70%,
6/15/2035 |
289,000 | 388,948 | |||
5.88%,
2/6/2041 |
468,000 | 661,574 | |||
6.38%,
6/15/2034 |
157,000 | 218,307 | |||
6.40%,
12/15/2066 |
372,000 | 458,088 | |||
6.50%,
12/15/2032 |
146,000 | 203,102 | |||
10.75%,
8/1/2069 |
93,000 | 157,375 | |||
Nationwide Financial Services, Inc. Series JR, 6.75%,
5/15/2087 |
150,000 | 184,500 | |||
Old Republic International Corp. 3.85%,
6/11/2051 |
190,000 | 204,782 | |||
Principal Financial Group, Inc.: | |||||
4.30%,
11/15/2046 |
160,000 | 197,194 | |||
4.35%,
5/15/2043 |
189,000 | 228,656 | |||
4.63%,
9/15/2042 |
40,000 | 49,793 | |||
6.05%,
10/15/2036 |
118,000 | 165,611 | |||
Progressive Corp.: | |||||
3.70%,
1/26/2045 |
122,000 | 136,757 | |||
3.95%,
3/26/2050 |
170,000 | 205,489 | |||
4.13%,
4/15/2047 |
299,000 | 363,288 | |||
4.20%,
3/15/2048 |
200,000 | 247,322 | |||
4.35%,
4/25/2044 |
130,000 | 159,424 | |||
6.25%, 12/1/2032
(b) |
132,000 | 180,965 |
Security Description | Principal
Amount |
Value | |||
Prudential Financial, Inc.: | |||||
3.91%,
12/7/2047 |
$ 323,000 | $ 375,533 | |||
3.94%,
12/7/2049 |
398,000 | 466,046 | |||
Series B, 5.75%,
7/15/2033 |
139,000 | 180,678 | |||
Series MTN, 3.00%,
3/10/2040 |
172,000 | 177,509 | |||
Series MTN, 3.70%,
3/13/2051 |
533,000 | 606,213 | |||
Series MTN, 4.35%,
2/25/2050 |
300,000 | 374,664 | |||
Series MTN, 4.42%,
3/27/2048 |
306,000 | 380,912 | |||
Series MTN, 4.60%,
5/15/2044 |
296,000 | 369,441 | |||
Series MTN, 5.70%,
12/14/2036 |
314,000 | 423,548 | |||
Series MTN, 6.63%,
12/1/2037 |
150,000 | 217,708 | |||
Series MTN, 6.63%,
6/21/2040 |
143,000 | 214,160 | |||
Selective Insurance Group, Inc. 5.38%,
3/1/2049 |
92,000 | 121,940 | |||
Transatlantic Holdings, Inc. 8.00%,
11/30/2039 |
72,000 | 112,521 | |||
Travelers Cos., Inc.: | |||||
2.55%,
4/27/2050 |
157,000 | 149,721 | |||
3.05%,
6/8/2051 |
261,000 | 273,943 | |||
3.75%,
5/15/2046 |
251,000 | 289,649 | |||
4.00%,
5/30/2047 |
464,000 | 556,160 | |||
4.05%,
3/7/2048 |
140,000 | 170,059 | |||
4.10%,
3/4/2049 |
197,000 | 240,569 | |||
4.30%,
8/25/2045 |
132,000 | 163,205 | |||
4.60%,
8/1/2043 |
134,000 | 170,551 | |||
5.35%,
11/1/2040 |
290,000 | 392,863 | |||
6.75%,
6/20/2036 |
131,000 | 193,885 | |||
Series MTN, 6.25%,
6/15/2037 |
277,000 | 397,318 | |||
Travelers Property Casualty Corp. 6.38%,
3/15/2033 |
139,000 | 193,715 | |||
Unum Group: | |||||
4.13%,
6/15/2051 |
275,000 | 280,032 | |||
4.50%,
12/15/2049 |
138,000 | 147,815 | |||
5.75%,
8/15/2042 |
120,000 | 147,410 | |||
Voya Financial, Inc.: | |||||
4.80%,
6/15/2046 |
180,000 | 225,619 | |||
5.70%,
7/15/2043 |
150,000 | 205,429 | |||
W R Berkley Corp.: | |||||
3.15%,
9/30/2061 |
134,000 | 128,598 | |||
3.55%,
3/30/2052 |
169,000 | 184,398 | |||
Willis North America, Inc.: | |||||
3.88%,
9/15/2049 |
166,000 | 180,444 | |||
5.05%,
9/15/2048 |
348,000 | 442,124 | |||
WR Berkley Corp.: | |||||
4.00%,
5/12/2050 |
167,000 | 192,386 | |||
4.75%,
8/1/2044 |
144,000 | 179,870 |
Security Description | Principal
Amount |
Value | ||||
XLIT, Ltd.: | ||||||
5.25%,
12/15/2043 |
$ 143,000 | $ 196,778 | ||||
5.50%,
3/31/2045 |
142,000 | 194,739 | ||||
41,549,809 | ||||||
INTERNET — 1.5% | ||||||
Alibaba Group Holding, Ltd.: | ||||||
2.70%,
2/9/2041 |
342,000 | 312,280 | ||||
3.15%,
2/9/2051 |
462,000 | 430,455 | ||||
3.25%,
2/9/2061 |
497,000 | 460,739 | ||||
4.00%,
12/6/2037 |
404,000 | 437,904 | ||||
4.20%,
12/6/2047 |
792,000 | 875,112 | ||||
4.40%,
12/6/2057 |
388,000 | 441,835 | ||||
4.50%,
11/28/2034 |
163,000 | 185,887 | ||||
Alphabet, Inc.: | ||||||
1.90%,
8/15/2040 |
441,000 | 401,941 | ||||
2.05%,
8/15/2050 |
972,000 | 871,592 | ||||
2.25%,
8/15/2060 |
773,000 | 690,892 | ||||
Amazon.com, Inc.: | ||||||
2.50%,
6/3/2050 |
991,000 | 943,164 | ||||
2.70%,
6/3/2060 |
707,000 | 680,537 | ||||
2.88%,
5/12/2041 |
840,000 | 867,577 | ||||
3.10%,
5/12/2051 |
1,245,000 | 1,329,984 | ||||
3.25%,
5/12/2061 |
675,000 | 727,900 | ||||
3.88%,
8/22/2037 |
1,031,000 | 1,211,116 | ||||
4.05%,
8/22/2047 |
1,336,000 | 1,626,433 | ||||
4.25%,
8/22/2057 |
780,000 | 1,000,459 | ||||
4.80%,
12/5/2034 |
326,000 | 416,553 | ||||
4.95%,
12/5/2044 |
574,000 | 783,527 | ||||
eBay, Inc.: | ||||||
3.65%,
5/10/2051 |
370,000 | 402,356 | ||||
4.00%,
7/15/2042 |
223,000 | 250,897 | ||||
JD.com, Inc. 4.13%, 1/14/2050
(b) |
187,000 | 198,600 | ||||
15,547,740 | ||||||
IRON/STEEL — 0.4% | ||||||
ArcelorMittal SA: | ||||||
6.75%,
3/1/2041 |
190,000 | 256,737 | ||||
7.00%,
10/15/2039 |
264,000 | 365,315 | ||||
Nucor Corp.: | ||||||
2.98%,
12/15/2055 |
372,000 | 369,225 | ||||
4.40%,
5/1/2048 |
145,000 | 182,584 | ||||
5.20%,
8/1/2043 |
120,000 | 160,998 | ||||
6.40%,
12/1/2037 |
50,000 | 72,543 | ||||
Steel Dynamics, Inc. 3.25%,
10/15/2050 |
278,000 | 280,658 | ||||
Vale Overseas, Ltd.: | ||||||
6.88%,
11/21/2036 |
710,000 | 943,547 | ||||
6.88%, 11/10/2039
(b) |
366,000 | 491,483 | ||||
8.25%,
1/17/2034 |
159,000 | 223,788 | ||||
Vale SA 5.63%,
9/11/2042 |
198,000 | 236,535 | ||||
3,583,413 |
Security Description | Principal
Amount |
Value | ||||
LEISURE TIME — 0.0% (a) | ||||||
Harley-Davidson, Inc. 4.63%,
7/28/2045 |
$ 100,000 | $ 106,399 | ||||
LODGING — 0.0% (a) | ||||||
Marriott International, Inc.: | ||||||
Series GG, 3.50%,
10/15/2032 |
231,000 | 242,025 | ||||
Series II, 2.75%,
10/15/2033 |
169,000 | 164,253 | ||||
406,278 | ||||||
MACHINERY, CONSTRUCTION & MINING — 0.3% | ||||||
ABB Finance USA, Inc. 4.38%,
5/8/2042 |
10,000 | 12,492 | ||||
Caterpillar, Inc.: | ||||||
3.25%,
9/19/2049 |
388,000 | 426,955 | ||||
3.25%, 4/9/2050
(b) |
503,000 | 555,926 | ||||
3.80%,
8/15/2042 |
705,000 | 824,857 | ||||
4.30%,
5/15/2044 |
237,000 | 299,307 | ||||
4.75%,
5/15/2064 |
202,000 | 289,953 | ||||
5.20%,
5/27/2041 |
234,000 | 320,737 | ||||
5.30%,
9/15/2035 |
200,000 | 265,234 | ||||
2,995,461 | ||||||
MACHINERY-DIVERSIFIED — 0.3% | ||||||
Crane Co. 4.20%,
3/15/2048 |
138,000 | 153,012 | ||||
Deere & Co.: | ||||||
2.88%, 9/7/2049
(b) |
173,000 | 179,240 | ||||
3.75%,
4/15/2050 |
301,000 | 361,122 | ||||
3.90%,
6/9/2042 |
540,000 | 641,936 | ||||
Dover Corp.: | ||||||
5.38%,
10/15/2035 |
167,000 | 210,652 | ||||
5.38%,
3/1/2041 |
155,000 | 200,234 | ||||
Flowserve Corp. 2.80%,
1/15/2032 |
149,000 | 145,147 | ||||
Otis Worldwide Corp.: | ||||||
3.11%,
2/15/2040 |
246,000 | 251,958 | ||||
3.36%,
2/15/2050 |
285,000 | 301,185 | ||||
Rockwell Automation, Inc.: | ||||||
2.80%,
8/15/2061 |
165,000 | 162,104 | ||||
4.20%,
3/1/2049 |
206,000 | 258,398 | ||||
Xylem, Inc. 4.38%,
11/1/2046 |
163,000 | 195,080 | ||||
3,060,068 | ||||||
MEDIA — 5.6% | ||||||
CBS Corp.: | ||||||
4.60%,
1/15/2045 |
175,000 | 210,203 | ||||
5.90%,
10/15/2040 |
260,000 | 345,400 | ||||
Charter Communications Operating LLC/Charter Communications Operating Capital: | ||||||
2.30%,
2/1/2032 |
254,000 | 241,364 | ||||
3.50%,
6/1/2041 |
593,000 | 577,997 | ||||
3.50%,
3/1/2042 |
624,000 | 605,461 | ||||
3.70%,
4/1/2051 |
930,000 | 898,947 |
Security Description | Principal
Amount |
Value | |||
3.85%,
4/1/2061 |
$ 823,000 | $ 776,369 | |||
3.90%,
6/1/2052 |
814,000 | 814,529 | |||
3.95%,
6/30/2062 |
485,000 | 468,612 | |||
4.40%,
12/1/2061 |
488,000 | 504,748 | |||
4.80%,
3/1/2050 |
762,000 | 854,187 | |||
5.13%,
7/1/2049 |
543,000 | 628,854 | |||
5.38%,
4/1/2038 |
423,000 | 504,127 | |||
5.38%,
5/1/2047 |
975,000 | 1,164,481 | |||
5.75%,
4/1/2048 |
858,000 | 1,071,350 | |||
6.38%,
10/23/2035 |
503,000 | 651,556 | |||
6.48%,
10/23/2045 |
1,432,000 | 1,957,759 | |||
6.83%,
10/23/2055 |
255,000 | 365,254 | |||
Comcast Corp.: | |||||
2.45%,
8/15/2052 |
267,000 | 239,157 | |||
2.65%,
8/15/2062 |
430,000 | 381,840 | |||
2.80%,
1/15/2051 |
706,000 | 672,995 | |||
2.89%, 11/1/2051
(d) |
1,939,000 | 1,875,886 | |||
2.94%, 11/1/2056
(d) |
2,250,000 | 2,143,237 | |||
2.99%, 11/1/2063
(d) |
1,566,000 | 1,488,389 | |||
3.20%,
7/15/2036 |
423,000 | 450,322 | |||
3.25%,
11/1/2039 |
534,000 | 562,430 | |||
3.40%,
7/15/2046 |
610,000 | 642,739 | |||
3.45%,
2/1/2050 |
654,000 | 698,727 | |||
3.75%,
4/1/2040 |
669,000 | 748,377 | |||
3.90%,
3/1/2038 |
516,000 | 582,002 | |||
3.97%,
11/1/2047 |
747,000 | 855,397 | |||
4.00%,
8/15/2047 |
366,000 | 419,549 | |||
4.00%,
3/1/2048 |
495,000 | 569,116 | |||
4.00%,
11/1/2049 |
727,000 | 842,462 | |||
4.05%,
11/1/2052 |
493,000 | 579,319 | |||
4.20%,
8/15/2034 |
280,000 | 329,529 | |||
4.25%,
1/15/2033 |
174,000 | 203,921 | |||
4.40%,
8/15/2035 |
401,000 | 476,901 | |||
4.60%,
10/15/2038 |
418,000 | 507,849 | |||
4.60%,
8/15/2045 |
355,000 | 439,533 | |||
4.65%,
7/15/2042 |
281,000 | 345,742 | |||
4.70%,
10/15/2048 |
686,000 | 877,929 | |||
4.75%,
3/1/2044 |
247,000 | 307,345 | |||
4.95%, 10/15/2058
(b) |
366,000 | 505,314 | |||
5.65%,
6/15/2035 |
406,000 | 536,931 | |||
6.40%,
5/15/2038 |
53,000 | 74,635 | |||
6.45%,
3/15/2037 |
110,000 | 159,451 | |||
6.50%,
11/15/2035 |
486,000 | 696,467 | |||
6.55%,
7/1/2039 |
25,000 | 37,350 | |||
6.95%,
8/15/2037 |
240,000 | 361,723 | |||
7.05%,
3/15/2033 |
138,000 | 198,040 | |||
Discovery Communications LLC: | |||||
4.00%,
9/15/2055 |
525,000 | 552,830 | |||
4.65%,
5/15/2050 |
377,000 | 443,623 | |||
4.88%,
4/1/2043 |
172,000 | 203,522 | |||
5.00%,
9/20/2037 |
246,000 | 293,616 | |||
5.20%,
9/20/2047 |
479,000 | 592,298 | |||
5.30%,
5/15/2049 |
386,000 | 488,047 | |||
6.35%,
6/1/2040 |
261,000 | 359,334 |
Security Description | Principal
Amount |
Value | |||
Fox Corp.: | |||||
5.48%,
1/25/2039 |
$ 430,000 | $ 553,229 | |||
5.58%,
1/25/2049 |
564,000 | 769,116 | |||
Grupo Televisa SAB: | |||||
5.00%,
5/13/2045 |
453,000 | 533,634 | |||
5.25%, 5/24/2049
(b) |
391,000 | 491,964 | |||
6.13%,
1/31/2046 |
358,000 | 484,958 | |||
6.63%,
1/15/2040 |
173,000 | 235,266 | |||
8.50%,
3/11/2032 |
17,000 | 24,392 | |||
NBCUniversal Media LLC: | |||||
4.45%,
1/15/2043 |
264,000 | 318,120 | |||
5.95%,
4/1/2041 |
229,000 | 327,685 | |||
6.40%,
4/30/2040 |
147,000 | 217,378 | |||
Thomson Reuters Corp.: | |||||
5.50%,
8/15/2035 |
157,000 | 203,623 | |||
5.65%,
11/23/2043 |
132,000 | 182,726 | |||
5.85%,
4/15/2040 |
109,000 | 153,217 | |||
Time Warner Cable LLC: | |||||
4.50%,
9/15/2042 |
443,000 | 481,554 | |||
5.50%,
9/1/2041 |
569,500 | 689,887 | |||
5.88%,
11/15/2040 |
519,000 | 645,127 | |||
6.55%,
5/1/2037 |
539,000 | 706,068 | |||
6.75%,
6/15/2039 |
486,000 | 662,554 | |||
7.30%,
7/1/2038 |
724,000 | 1,025,191 | |||
Time Warner Entertainment Co. L.P. 8.38%,
7/15/2033 |
241,000 | 350,450 | |||
TWDC Enterprises 18 Corp.: | |||||
4.38%,
8/16/2041 |
179,000 | 217,408 | |||
Series B, 7.00%,
3/1/2032 |
148,000 | 209,043 | |||
Series E, 4.13%,
12/1/2041 |
352,000 | 415,800 | |||
Series GMTN, 4.13%,
6/1/2044 |
293,000 | 347,885 | |||
Series MTN, 3.00%,
7/30/2046 |
233,000 | 238,026 | |||
Series MTN, 3.70%,
12/1/2042 |
132,000 | 148,212 | |||
ViacomCBS, Inc.: | |||||
4.20%,
5/19/2032 |
233,000 | 263,111 | |||
4.38%,
3/15/2043 |
532,000 | 605,091 | |||
4.85%,
7/1/2042 |
224,000 | 268,334 | |||
4.90%,
8/15/2044 |
245,000 | 297,609 | |||
4.95%, 5/19/2050
(b) |
369,000 | 468,696 | |||
5.25%,
4/1/2044 |
156,000 | 194,805 | |||
5.50%,
5/15/2033 |
113,000 | 141,655 | |||
5.85%,
9/1/2043 |
497,000 | 671,760 | |||
6.88%,
4/30/2036 |
418,000 | 598,543 | |||
Walt Disney Co.: | |||||
2.75%,
9/1/2049 |
828,000 | 801,545 | |||
3.50%,
5/13/2040 |
467,000 | 511,893 | |||
3.60%,
1/13/2051 |
1,057,000 | 1,195,974 | |||
3.80%,
5/13/2060 |
427,000 | 495,965 | |||
4.63%,
3/23/2040 |
375,000 | 465,874 | |||
4.70%,
3/23/2050 |
753,000 | 992,725 | |||
4.75%,
9/15/2044 |
282,000 | 360,768 | |||
4.75%,
11/15/2046 |
275,000 | 354,005 |
Security Description | Principal
Amount |
Value | ||||
4.95%,
10/15/2045 |
$ 80,000 | $ 104,755 | ||||
5.40%,
10/1/2043 |
263,000 | 362,072 | ||||
6.15%,
2/15/2041 |
371,000 | 544,784 | ||||
6.20%,
12/15/2034 |
257,000 | 359,761 | ||||
6.40%,
12/15/2035 |
359,000 | 514,189 | ||||
6.55%,
3/15/2033 |
100,000 | 138,999 | ||||
6.65%,
11/15/2037 |
483,000 | 715,961 | ||||
7.75%,
12/1/2045 |
92,000 | 164,251 | ||||
57,610,710 | ||||||
METAL FABRICATE & HARDWARE — 0.1% | ||||||
Precision Castparts Corp.: | ||||||
3.90%,
1/15/2043 |
119,000 | 137,219 | ||||
4.38%,
6/15/2045 |
173,000 | 214,020 | ||||
Valmont Industries, Inc.: | ||||||
5.00%,
10/1/2044 |
172,000 | 211,565 | ||||
5.25%,
10/1/2054 |
120,000 | 153,261 | ||||
716,065 | ||||||
MINING — 1.1% | ||||||
Barrick Gold Corp.: | ||||||
5.25%,
4/1/2042 |
435,000 | 563,464 | ||||
6.45%,
10/15/2035 |
159,000 | 216,234 | ||||
Barrick North America Finance LLC: | ||||||
5.70%,
5/30/2041 |
296,000 | 401,713 | ||||
5.75%,
5/1/2043 |
300,000 | 408,270 | ||||
Barrick PD Australia Finance Pty, Ltd. 5.95%,
10/15/2039 |
281,000 | 383,253 | ||||
BHP Billiton Finance USA, Ltd.: | ||||||
4.13%,
2/24/2042 |
348,000 | 411,695 | ||||
5.00%,
9/30/2043 |
996,000 | 1,317,409 | ||||
Newmont Corp.: | ||||||
2.60%,
7/15/2032 |
487,000 | 488,291 | ||||
4.88%,
3/15/2042 |
318,000 | 398,578 | ||||
5.45%,
6/9/2044 |
174,000 | 231,477 | ||||
5.88%,
4/1/2035 |
170,000 | 221,755 | ||||
6.25%,
10/1/2039 |
277,000 | 387,950 | ||||
Rio Tinto Alcan, Inc.: | ||||||
6.13%,
12/15/2033 |
163,000 | 224,805 | ||||
7.25%,
3/15/2031 |
46,000 | 64,096 | ||||
Rio Tinto Finance USA PLC: | ||||||
4.13%,
8/21/2042 |
197,000 | 236,118 | ||||
4.75%,
3/22/2042 |
207,000 | 265,312 | ||||
Rio Tinto Finance USA, Ltd.: | ||||||
2.75%,
11/2/2051 |
610,000 | 605,504 | ||||
5.20%,
11/2/2040 |
556,000 | 739,997 | ||||
Southern Copper Corp.: | ||||||
5.25%,
11/8/2042 |
317,000 | 400,618 | ||||
5.88%, 4/23/2045
(b) |
676,000 | 926,931 | ||||
6.75%,
4/16/2040 |
464,000 | 650,806 | ||||
7.50%,
7/27/2035 |
397,000 | 568,623 | ||||
Teck Resources, Ltd.: | ||||||
5.20%,
3/1/2042 |
150,000 | 177,539 | ||||
5.40%,
2/1/2043 |
144,000 | 176,553 |
Security Description | Principal
Amount |
Value | ||||
6.00%,
8/15/2040 |
$ 219,000 | $ 279,186 | ||||
6.13%,
10/1/2035 |
188,000 | 243,973 | ||||
6.25%,
7/15/2041 |
303,000 | 403,469 | ||||
11,393,619 | ||||||
MISCELLANEOUS MANUFACTURER — 1.2% | ||||||
3M Co.: | ||||||
3.25%, 8/26/2049
(b) |
386,000 | 421,427 | ||||
3.70%, 4/15/2050
(b) |
177,000 | 209,448 | ||||
Series MTN, 3.13%,
9/19/2046 |
183,000 | 192,917 | ||||
Series MTN, 3.63%,
10/15/2047 |
172,000 | 196,577 | ||||
Series MTN, 3.88%,
6/15/2044 |
143,000 | 166,881 | ||||
Series MTN, 4.00%,
9/14/2048 |
493,000 | 595,209 | ||||
Series MTN, 5.70%,
3/15/2037 |
226,000 | 313,844 | ||||
Carlisle Cos., Inc. 2.20%,
3/1/2032 |
141,000 | 135,690 | ||||
Eaton Corp.: | ||||||
3.92%,
9/15/2047 |
166,000 | 192,889 | ||||
4.00%,
11/2/2032 |
184,000 | 211,699 | ||||
4.15%,
11/2/2042 |
375,000 | 441,116 | ||||
GE Capital Funding LLC 4.55%,
5/15/2032 |
109,000 | 128,836 | ||||
GE Capital International Funding Co. Unlimited Co. 4.42%,
11/15/2035 |
3,526,000 | 4,228,908 | ||||
General Electric Co.: | ||||||
4.35%,
5/1/2050 |
203,000 | 253,182 | ||||
4.50%,
3/11/2044 |
20,000 | 24,559 | ||||
Series A, 6.75%,
3/15/2032 |
877,000 | 1,195,518 | ||||
Series GMTN, 6.88%,
1/10/2039 |
85,000 | 126,586 | ||||
Series MTN, 5.88%,
1/14/2038 |
124,000 | 168,580 | ||||
Illinois Tool Works, Inc.: | ||||||
3.90%,
9/1/2042 |
432,000 | 505,379 | ||||
4.88%,
9/15/2041 |
210,000 | 277,192 | ||||
Parker-Hannifin Corp.: | ||||||
4.00%,
6/14/2049 |
266,000 | 311,031 | ||||
4.10%,
3/1/2047 |
184,000 | 215,181 | ||||
Series MTN, 4.20%,
11/21/2034 |
208,000 | 238,093 | ||||
Series MTN, 4.45%,
11/21/2044 |
198,000 | 238,596 | ||||
Series MTN, 6.25%,
5/15/2038 |
194,000 | 269,891 | ||||
Trane Technologies Global Holding Co., Ltd.: | ||||||
4.30%,
2/21/2048 |
144,000 | 174,787 | ||||
5.75%,
6/15/2043 |
188,000 | 264,478 | ||||
Trane Technologies Luxembourg Finance SA: | ||||||
4.50%,
3/21/2049 |
151,000 | 187,489 |
Security Description | Principal
Amount |
Value | ||||
4.65%,
11/1/2044 |
$ 166,000 | $ 205,754 | ||||
12,091,737 | ||||||
OFFICE & BUSINESS EQUIPMENT — 0.0% (a) | ||||||
CDW LLC/CDW Finance Corp. 3.57%,
12/1/2031 |
274,000 | 285,390 | ||||
OIL & GAS — 4.1% | ||||||
BP Capital Markets America, Inc.: | ||||||
2.77%,
11/10/2050 |
560,000 | 527,111 | ||||
2.94%,
6/4/2051 |
883,000 | 853,013 | ||||
3.00%,
2/24/2050 |
779,000 | 767,307 | ||||
3.00%,
3/17/2052 |
477,000 | 467,617 | ||||
3.06%,
6/17/2041 |
674,000 | 681,562 | ||||
3.38%,
2/8/2061 |
773,000 | 797,821 | ||||
Burlington Resources LLC: | ||||||
5.95%,
10/15/2036 |
132,000 | 178,736 | ||||
7.40%,
12/1/2031 |
80,000 | 114,687 | ||||
Canadian Natural Resources, Ltd.: | ||||||
5.85%,
2/1/2035 |
138,000 | 172,558 | ||||
6.25%,
3/15/2038 |
372,000 | 489,690 | ||||
6.45%,
6/30/2033 |
95,000 | 122,601 | ||||
6.50%,
2/15/2037 |
307,000 | 404,666 | ||||
6.75%,
2/1/2039 |
237,000 | 327,980 | ||||
Series GMTN, 4.95%,
6/1/2047 |
244,000 | 302,423 | ||||
Cenovus Energy, Inc.: | ||||||
2.65%, 1/15/2032
(b) |
135,000 | 132,215 | ||||
3.75%,
2/15/2052 |
346,000 | 348,595 | ||||
5.25%,
6/15/2037 |
199,000 | 235,914 | ||||
5.40%,
6/15/2047 |
336,000 | 418,192 | ||||
6.75%,
11/15/2039 |
559,000 | 759,742 | ||||
6.80%,
9/15/2037 |
104,000 | 141,051 | ||||
Chevron Corp. 3.08%, 5/11/2050
(b) |
507,000 | 538,713 | ||||
Chevron USA, Inc.: | ||||||
2.34%,
8/12/2050 |
292,000 | 269,662 | ||||
5.25%,
11/15/2043 |
60,000 | 82,441 | ||||
6.00%,
3/1/2041 |
75,000 | 111,604 | ||||
Concho Resources, Inc. 2.40%,
2/15/2031 |
21,000 | 20,548 | ||||
Conoco Funding Co. 7.25%,
10/15/2031 |
146,000 | 206,098 | ||||
ConocoPhillips: | ||||||
4.85%, 8/15/2048
(d) |
216,000 | 284,424 | ||||
4.88%, 10/1/2047
(d) |
250,000 | 330,072 | ||||
5.90%,
10/15/2032 |
143,000 | 187,346 | ||||
5.90%,
5/15/2038 |
263,000 | 361,617 | ||||
6.50%,
2/1/2039 |
1,052,000 | 1,531,312 | ||||
ConocoPhillips Co.: | ||||||
4.30%,
11/15/2044 |
197,000 | 237,251 | ||||
5.95%,
3/15/2046 |
113,000 | 168,265 | ||||
Continental Resources, Inc. 4.90%,
6/1/2044 |
90,000 | 100,266 |
Security Description | Principal
Amount |
Value | |||
Devon Energy Corp.: | |||||
4.75%,
5/15/2042 |
$ 262,000 | $ 303,163 | |||
5.00%,
6/15/2045 |
249,000 | 302,667 | |||
5.60%,
7/15/2041 |
511,000 | 643,293 | |||
7.88%,
9/30/2031 |
105,000 | 148,523 | |||
7.95%,
4/15/2032 |
112,000 | 157,366 | |||
Diamondback Energy, Inc. 4.40%,
3/24/2051 |
305,000 | 350,067 | |||
EOG Resources, Inc.: | |||||
3.90%,
4/1/2035 |
173,000 | 196,210 | |||
4.95%,
4/15/2050 |
291,000 | 395,219 | |||
Exxon Mobil Corp.: | |||||
3.00%,
8/16/2039 |
305,000 | 311,899 | |||
3.10%,
8/16/2049 |
574,000 | 582,426 | |||
3.45%,
4/15/2051 |
1,025,000 | 1,112,289 | |||
3.57%,
3/6/2045 |
397,000 | 435,842 | |||
4.11%,
3/1/2046 |
950,000 | 1,111,034 | |||
4.23%,
3/19/2040 |
783,000 | 924,872 | |||
4.33%,
3/19/2050 |
1,047,000 | 1,288,543 | |||
Hess Corp.: | |||||
5.60%,
2/15/2041 |
522,000 | 644,618 | |||
5.80%,
4/1/2047 |
277,000 | 356,258 | |||
6.00%,
1/15/2040 |
206,000 | 261,919 | |||
7.13%,
3/15/2033 |
99,000 | 131,973 | |||
Marathon Oil Corp.: | |||||
5.20%,
6/1/2045 |
193,000 | 232,474 | |||
6.60%,
10/1/2037 |
319,000 | 422,139 | |||
6.80%,
3/15/2032 |
145,000 | 187,143 | |||
Marathon Petroleum Corp.: | |||||
4.50%,
4/1/2048 |
128,000 | 145,594 | |||
4.75%,
9/15/2044 |
248,000 | 292,459 | |||
5.00%,
9/15/2054 |
169,000 | 199,488 | |||
6.50%,
3/1/2041 |
425,000 | 586,181 | |||
Ovintiv, Inc.: | |||||
6.50%,
2/1/2038 |
60,000 | 77,470 | |||
6.63%,
8/15/2037 |
160,000 | 209,046 | |||
8.13%,
9/15/2030 |
138,000 | 184,364 | |||
Phillips 66: | |||||
3.30%,
3/15/2052 |
540,000 | 541,345 | |||
4.65%,
11/15/2034 |
259,000 | 304,045 | |||
4.88%, 11/15/2044
(b) |
678,000 | 857,358 | |||
5.88%,
5/1/2042 |
501,000 | 689,576 | |||
Shell International Finance B.V.: | |||||
2.88%,
11/26/2041 |
297,000 | 298,081 | |||
3.00%,
11/26/2051 |
497,000 | 504,838 | |||
3.13%,
11/7/2049 |
502,000 | 517,597 | |||
3.25%, 4/6/2050
(b) |
746,000 | 795,169 | |||
3.63%,
8/21/2042 |
343,000 | 378,497 | |||
3.75%,
9/12/2046 |
580,000 | 652,889 | |||
4.00%,
5/10/2046 |
836,000 | 974,860 | |||
4.13%,
5/11/2035 |
522,000 | 610,583 | |||
4.38%,
5/11/2045 |
1,069,000 | 1,302,683 | |||
4.55%,
8/12/2043 |
444,000 | 555,044 | |||
5.50%,
3/25/2040 |
389,000 | 528,029 | |||
6.38%,
12/15/2038 |
987,000 | 1,443,636 |
Security Description | Principal
Amount |
Value | ||||
Suncor Energy, Inc.: | ||||||
3.75%,
3/4/2051 |
$ 235,000 | $ 254,691 | ||||
4.00%,
11/15/2047 |
265,000 | 296,853 | ||||
5.35%,
7/15/2033 |
137,000 | 165,908 | ||||
5.95%,
12/1/2034 |
71,000 | 91,734 | ||||
5.95%,
5/15/2035 |
163,000 | 210,813 | ||||
6.50%,
6/15/2038 |
533,000 | 730,588 | ||||
6.80%,
5/15/2038 |
514,000 | 722,093 | ||||
6.85%,
6/1/2039 |
253,000 | 364,419 | ||||
7.15%,
2/1/2032 |
74,000 | 100,957 | ||||
TotalEnergies Capital International SA: | ||||||
2.99%,
6/29/2041 |
262,000 | 266,231 | ||||
3.13%,
5/29/2050 |
1,036,000 | 1,064,511 | ||||
3.39%,
6/29/2060 |
210,000 | 223,818 | ||||
3.46%,
7/12/2049 |
385,000 | 416,751 | ||||
Valero Energy Corp.: | ||||||
2.80%,
12/1/2031 |
88,000 | 87,759 | ||||
3.65%,
12/1/2051 |
359,000 | 357,180 | ||||
4.90%,
3/15/2045 |
380,000 | 451,011 | ||||
6.63%,
6/15/2037 |
543,000 | 734,435 | ||||
7.50%,
4/15/2032 |
154,000 | 212,080 | ||||
42,573,701 | ||||||
OIL & GAS SERVICES — 0.4% | ||||||
Baker Hughes Holdings LLC 5.13%,
9/15/2040 |
404,000 | 506,725 | ||||
Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc. 4.08%, 12/15/2047
(b) |
631,000 | 719,403 | ||||
Halliburton Co.: | ||||||
4.50%,
11/15/2041 |
163,000 | 181,559 | ||||
4.75%,
8/1/2043 |
254,000 | 293,528 | ||||
4.85%,
11/15/2035 |
334,000 | 395,122 | ||||
5.00%,
11/15/2045 |
834,000 | 1,005,804 | ||||
6.70%,
9/15/2038 |
342,000 | 470,510 | ||||
7.45%,
9/15/2039 |
311,000 | 458,417 | ||||
NOV, Inc. 3.95%,
12/1/2042 |
393,000 | 386,150 | ||||
4,417,218 | ||||||
PACKAGING & CONTAINERS — 0.1% | ||||||
Packaging Corp. of America: | ||||||
3.05%,
10/1/2051 |
387,000 | 385,139 | ||||
4.05%,
12/15/2049 |
154,000 | 180,040 | ||||
WestRock MWV LLC 7.95%, 2/15/2031
(b) |
64,000 | 90,034 | ||||
WRKCo, Inc.: | ||||||
3.00%,
6/15/2033 |
172,000 | 177,385 | ||||
4.20%,
6/1/2032 |
134,000 | 152,465 | ||||
985,063 | ||||||
PHARMACEUTICALS — 6.8% | ||||||
AbbVie, Inc.: | ||||||
4.05%,
11/21/2039 |
1,477,000 | 1,693,100 | ||||
4.25%,
11/21/2049 |
2,299,000 | 2,760,156 |
Security Description | Principal
Amount |
Value | |||
4.30%,
5/14/2036 |
$ 454,000 | $ 533,559 | |||
4.40%,
11/6/2042 |
950,000 | 1,139,734 | |||
4.45%,
5/14/2046 |
727,000 | 878,441 | |||
4.50%,
5/14/2035 |
841,000 | 1,005,315 | |||
4.55%,
3/15/2035 |
653,000 | 780,707 | |||
4.63%,
10/1/2042 |
244,000 | 297,556 | |||
4.70%,
5/14/2045 |
999,000 | 1,235,303 | |||
4.75%,
3/15/2045 |
507,000 | 630,105 | |||
4.88%,
11/14/2048 |
792,000 | 1,025,220 | |||
AmerisourceBergen Corp.: | |||||
4.25%,
3/1/2045 |
273,000 | 311,092 | |||
4.30%,
12/15/2047 |
84,000 | 98,586 | |||
AstraZeneca PLC: | |||||
2.13%,
8/6/2050 |
261,000 | 232,003 | |||
3.00%, 5/28/2051
(b) |
427,000 | 449,200 | |||
4.00%,
9/18/2042 |
371,000 | 442,354 | |||
4.38%,
8/17/2048 |
300,000 | 386,985 | |||
6.45%,
9/15/2037 |
1,207,000 | 1,779,613 | |||
Becton Dickinson & Co.: | |||||
3.79%,
5/20/2050 |
219,000 | 246,515 | |||
4.69%,
12/15/2044 |
266,000 | 334,466 | |||
Becton Dickinson and Co. 4.67%,
6/6/2047 |
690,000 | 869,559 | |||
Bristol-Myers Squibb Co.: | |||||
2.35%,
11/13/2040 |
296,000 | 280,238 | |||
2.55%,
11/13/2050 |
574,000 | 544,359 | |||
3.25%,
8/1/2042 |
238,000 | 253,963 | |||
4.13%,
6/15/2039 |
738,000 | 872,914 | |||
4.25%,
10/26/2049 |
1,432,000 | 1,771,298 | |||
4.35%,
11/15/2047 |
408,000 | 505,855 | |||
4.50%,
3/1/2044 |
168,000 | 211,053 | |||
4.55%,
2/20/2048 |
525,000 | 671,060 | |||
4.63%,
5/15/2044 |
319,000 | 406,942 | |||
5.00%,
8/15/2045 |
670,000 | 892,232 | |||
Cardinal Health, Inc.: | |||||
4.37%,
6/15/2047 |
148,000 | 167,119 | |||
4.50%,
11/15/2044 |
147,000 | 166,264 | |||
4.60%,
3/15/2043 |
63,000 | 72,733 | |||
4.90%,
9/15/2045 |
201,000 | 241,528 | |||
Cigna Corp.: | |||||
3.20%,
3/15/2040 |
180,000 | 185,909 | |||
3.40%,
3/15/2051 |
1,460,000 | 1,534,898 | |||
3.88%,
10/15/2047 |
310,000 | 344,162 | |||
4.80%,
8/15/2038 |
793,000 | 974,708 | |||
4.80%,
7/15/2046 |
507,000 | 639,976 | |||
4.90%,
12/15/2048 |
1,159,000 | 1,496,547 | |||
6.13%,
11/15/2041 |
141,000 | 201,915 | |||
CVS Health Corp.: | |||||
2.13%, 9/15/2031
(b) |
79,000 | 77,434 | |||
2.70%,
8/21/2040 |
433,000 | 415,871 | |||
4.13%,
4/1/2040 |
364,000 | 416,740 | |||
4.25%,
4/1/2050 |
233,000 | 281,361 | |||
4.78%,
3/25/2038 |
1,962,000 | 2,390,638 | |||
4.88%,
7/20/2035 |
205,000 | 251,445 | |||
5.05%,
3/25/2048 |
3,131,000 | 4,096,757 |
Security Description | Principal
Amount |
Value | |||
5.13%,
7/20/2045 |
$ 1,357,000 | $ 1,764,439 | |||
5.30%,
12/5/2043 |
235,000 | 309,753 | |||
6.13%,
9/15/2039 |
99,000 | 137,795 | |||
Eli Lilly & Co.: | |||||
2.25%, 5/15/2050
(b) |
614,000 | 564,984 | |||
2.50%,
9/15/2060 |
321,000 | 301,069 | |||
3.70%,
3/1/2045 |
167,000 | 192,984 | |||
3.95%,
5/15/2047 |
120,000 | 145,870 | |||
3.95%,
3/15/2049 |
435,000 | 534,819 | |||
4.15%,
3/15/2059 |
211,000 | 272,447 | |||
GlaxoSmithKline Capital, Inc.: | |||||
4.20%,
3/18/2043 |
113,000 | 137,597 | |||
5.38%,
4/15/2034 |
134,000 | 177,464 | |||
6.38%,
5/15/2038 |
1,139,000 | 1,677,963 | |||
Johnson & Johnson: | |||||
2.10%,
9/1/2040 |
317,000 | 300,291 | |||
2.25%, 9/1/2050
(b) |
329,000 | 306,842 | |||
2.45%,
9/1/2060 |
477,000 | 450,927 | |||
3.40%,
1/15/2038 |
436,000 | 488,015 | |||
3.50%,
1/15/2048 |
238,000 | 273,576 | |||
3.55%,
3/1/2036 |
295,000 | 337,303 | |||
3.63%,
3/3/2037 |
581,000 | 668,923 | |||
3.70%,
3/1/2046 |
648,000 | 763,286 | |||
3.75%, 3/3/2047
(b) |
344,000 | 409,346 | |||
4.38%,
12/5/2033 |
244,000 | 299,925 | |||
4.50%,
9/1/2040 |
183,000 | 235,188 | |||
4.50%,
12/5/2043 |
161,000 | 204,947 | |||
4.85%,
5/15/2041 |
360,000 | 480,305 | |||
4.95%,
5/15/2033 |
155,000 | 199,136 | |||
5.85%,
7/15/2038 |
355,000 | 513,756 | |||
5.95%,
8/15/2037 |
471,000 | 679,347 | |||
Mead Johnson Nutrition Co.: | |||||
4.60%,
6/1/2044 |
85,000 | 109,651 | |||
5.90%,
11/1/2039 |
67,000 | 95,546 | |||
Merck & Co., Inc.: | |||||
2.35%,
6/24/2040 |
486,000 | 464,519 | |||
2.45%,
6/24/2050 |
409,000 | 386,141 | |||
2.75%,
12/10/2051 |
387,000 | 385,057 | |||
2.90%,
12/10/2061 |
207,000 | 206,509 | |||
3.60%,
9/15/2042 |
134,000 | 151,199 | |||
3.70%,
2/10/2045 |
901,000 | 1,035,817 | |||
3.90%,
3/7/2039 |
379,000 | 444,233 | |||
4.00%,
3/7/2049 |
598,000 | 727,760 | |||
4.15%,
5/18/2043 |
552,000 | 670,255 | |||
6.50%,
12/1/2033 |
167,000 | 241,253 | |||
Merck Sharp & Dohme Corp. 5.75%,
11/15/2036 |
141,000 | 193,325 | |||
Mylan, Inc.: | |||||
5.20%,
4/15/2048 |
177,000 | 219,191 | |||
5.40%,
11/29/2043 |
158,000 | 195,628 | |||
Novartis Capital Corp.: | |||||
2.75%,
8/14/2050 |
511,000 | 517,505 | |||
3.70%,
9/21/2042 |
134,000 | 154,613 | |||
4.00%,
11/20/2045 |
429,000 | 520,583 | |||
4.40%, 5/6/2044
(b) |
706,000 | 904,725 |
Security Description | Principal
Amount |
Value | ||||
Pfizer, Inc.: | ||||||
2.55%,
5/28/2040 |
$ 393,000 | $ 390,831 | ||||
2.70%,
5/28/2050 |
404,000 | 406,881 | ||||
3.90%,
3/15/2039 |
333,000 | 389,557 | ||||
4.00%,
12/15/2036 |
240,000 | 284,542 | ||||
4.00%,
3/15/2049 |
439,000 | 538,166 | ||||
4.10%,
9/15/2038 |
230,000 | 273,587 | ||||
4.13%,
12/15/2046 |
411,000 | 507,992 | ||||
4.20%,
9/15/2048 |
371,000 | 466,447 | ||||
4.30%,
6/15/2043 |
269,000 | 330,832 | ||||
4.40%,
5/15/2044 |
317,000 | 396,855 | ||||
5.60%,
9/15/2040 |
154,000 | 215,448 | ||||
7.20%,
3/15/2039 |
962,000 | 1,548,810 | ||||
Takeda Pharmaceutical Co., Ltd.: | ||||||
3.03%,
7/9/2040 |
630,000 | 634,391 | ||||
3.18%,
7/9/2050 |
771,000 | 781,632 | ||||
3.38%,
7/9/2060 |
362,000 | 376,140 | ||||
Utah Acquisition Sub, Inc. 5.25%,
6/15/2046 |
302,000 | 370,261 | ||||
Viatris, Inc.: | ||||||
3.85%,
6/22/2040 |
607,000 | 647,463 | ||||
4.00%,
6/22/2050 |
722,000 | 771,890 | ||||
Wyeth LLC: | ||||||
5.95%,
4/1/2037 |
789,000 | 1,110,289 | ||||
6.00%,
2/15/2036 |
188,000 | 264,367 | ||||
6.50%,
2/1/2034 |
211,000 | 301,072 | ||||
Zoetis, Inc.: | ||||||
3.00%,
5/15/2050 |
296,000 | 309,261 | ||||
3.95%,
9/12/2047 |
181,000 | 214,802 | ||||
4.45%,
8/20/2048 |
219,000 | 280,094 | ||||
4.70%,
2/1/2043 |
443,000 | 564,435 | ||||
70,323,340 | ||||||
PIPELINES — 4.2% | ||||||
Boardwalk Pipelines L.P. 3.40%,
2/15/2031 |
3,000 | 3,095 | ||||
Cheniere Corpus Christi Holdings LLC 2.74%, 12/31/2039
(d) |
282,000 | 275,898 | ||||
Columbia Pipeline Group, Inc. 5.80%,
6/1/2045 |
134,000 | 177,720 | ||||
Eastern Gas Transmission & Storage, Inc.: | ||||||
4.60%, 12/15/2044
(d) |
164,000 | 194,855 | ||||
4.80%, 11/1/2043
(d) |
149,000 | 182,266 | ||||
Enable Midstream Partners L.P. 5.00%,
5/15/2044 |
154,000 | 167,016 | ||||
Enbridge Energy Partners L.P.: | ||||||
5.50%,
9/15/2040 |
53,000 | 67,993 | ||||
7.38%,
10/15/2045 |
190,000 | 296,252 | ||||
Series B, 7.50%,
4/15/2038 |
167,000 | 250,747 | ||||
Enbridge, Inc.: | ||||||
2.50%,
8/1/2033 |
270,000 | 265,621 | ||||
3.40%,
8/1/2051 |
400,000 | 407,952 | ||||
4.00%, 11/15/2049
(b) |
155,000 | 174,181 |
Security Description | Principal
Amount |
Value | |||
4.50%,
6/10/2044 |
$ 235,000 | $ 274,955 | |||
5.50%,
12/1/2046 |
333,000 | 451,448 | |||
Energy Transfer L.P.: | |||||
4.90%,
3/15/2035 |
157,000 | 178,074 | |||
4.95%,
1/15/2043 |
196,000 | 214,199 | |||
5.00%,
5/15/2050 |
764,000 | 879,700 | |||
5.15%,
2/1/2043 |
206,000 | 228,431 | |||
5.15%,
3/15/2045 |
343,000 | 389,219 | |||
5.30%,
4/1/2044 |
201,000 | 230,183 | |||
5.30%,
4/15/2047 |
352,000 | 405,631 | |||
5.35%,
5/15/2045 |
445,000 | 514,264 | |||
5.40%,
10/1/2047 |
599,000 | 706,473 | |||
5.95%,
10/1/2043 |
290,000 | 352,338 | |||
6.05%,
6/1/2041 |
237,000 | 290,846 | |||
6.10%,
2/15/2042 |
116,000 | 142,156 | |||
6.13%,
12/15/2045 |
433,000 | 540,544 | |||
6.25%,
4/15/2049 |
630,000 | 823,870 | |||
6.50%,
2/1/2042 |
374,000 | 480,246 | |||
6.63%,
10/15/2036 |
107,000 | 136,520 | |||
7.50%,
7/1/2038 |
259,000 | 357,531 | |||
Series 20Y, 5.80%,
6/15/2038 |
163,000 | 198,025 | |||
Series 30Y, 6.00%,
6/15/2048 |
356,000 | 445,221 | |||
Enterprise Products Operating LLC: | |||||
3.20%,
2/15/2052 |
371,000 | 364,526 | |||
3.30%,
2/15/2053 |
434,000 | 432,633 | |||
3.70%,
1/31/2051 |
322,000 | 338,934 | |||
3.95%,
1/31/2060 |
351,000 | 378,869 | |||
4.20%,
1/31/2050 |
448,000 | 506,585 | |||
4.25%,
2/15/2048 |
470,000 | 535,588 | |||
4.45%,
2/15/2043 |
20,000 | 22,962 | |||
4.80%,
2/1/2049 |
411,000 | 501,482 | |||
4.85%,
8/15/2042 |
498,000 | 597,814 | |||
4.85%,
3/15/2044 |
538,000 | 647,650 | |||
4.90%,
5/15/2046 |
401,000 | 487,792 | |||
4.95%,
10/15/2054 |
123,000 | 155,205 | |||
5.10%,
2/15/2045 |
454,000 | 564,286 | |||
5.70%,
2/15/2042 |
265,000 | 344,985 | |||
5.95%,
2/1/2041 |
339,000 | 451,117 | |||
6.13%,
10/15/2039 |
438,000 | 596,057 | |||
6.45%,
9/1/2040 |
187,000 | 258,954 | |||
7.55%,
4/15/2038 |
147,000 | 217,969 | |||
Series D, 6.88%,
3/1/2033 |
128,000 | 173,292 | |||
Series H, 6.65%,
10/15/2034 |
140,000 | 190,155 | |||
Kinder Morgan Energy Partners L.P.: | |||||
4.70%,
11/1/2042 |
103,000 | 116,114 | |||
5.00%,
8/15/2042 |
50,000 | 58,180 | |||
5.00%,
3/1/2043 |
319,000 | 371,105 | |||
5.40%,
9/1/2044 |
320,000 | 392,211 | |||
5.50%,
3/1/2044 |
317,000 | 389,393 | |||
5.63%,
9/1/2041 |
175,000 | 218,213 | |||
5.80%,
3/15/2035 |
126,000 | 158,378 |
Security Description | Principal
Amount |
Value | |||
6.38%,
3/1/2041 |
$ 345,000 | $ 456,400 | |||
6.50%,
2/1/2037 |
204,000 | 271,822 | |||
6.50%,
9/1/2039 |
353,000 | 471,026 | |||
6.55%,
9/15/2040 |
314,000 | 422,277 | |||
7.30%,
8/15/2033 |
128,000 | 176,268 | |||
7.40%,
3/15/2031 |
77,000 | 103,664 | |||
7.50%,
11/15/2040 |
250,000 | 365,400 | |||
Series MTN, 6.95%,
1/15/2038 |
417,000 | 577,545 | |||
Kinder Morgan, Inc.: | |||||
3.25%,
8/1/2050 |
182,000 | 173,255 | |||
3.60%,
2/15/2051 |
359,000 | 363,032 | |||
5.05%,
2/15/2046 |
266,000 | 318,516 | |||
5.20%,
3/1/2048 |
229,000 | 283,619 | |||
5.30%,
12/1/2034 |
199,000 | 239,887 | |||
5.55%,
6/1/2045 |
661,000 | 836,548 | |||
Series GMTN, 7.75%,
1/15/2032 |
249,000 | 350,306 | |||
Magellan Midstream Partners L.P.: | |||||
3.95%,
3/1/2050 |
305,000 | 324,441 | |||
4.20%,
10/3/2047 |
259,000 | 282,968 | |||
4.25%,
9/15/2046 |
148,000 | 164,366 | |||
4.85%,
2/1/2049 |
120,000 | 144,367 | |||
5.15%,
10/15/2043 |
247,000 | 298,697 | |||
MPLX L.P.: | |||||
4.50%,
4/15/2038 |
649,000 | 730,248 | |||
4.70%,
4/15/2048 |
524,000 | 610,214 | |||
4.90%,
4/15/2058 |
170,000 | 198,208 | |||
5.20%,
3/1/2047 |
388,000 | 474,842 | |||
5.20%,
12/1/2047 |
191,000 | 233,832 | |||
5.50%,
2/15/2049 |
613,000 | 783,935 | |||
ONEOK Partners L.P.: | |||||
6.13%,
2/1/2041 |
414,000 | 524,372 | |||
6.65%,
10/1/2036 |
280,000 | 368,001 | |||
6.85%,
10/15/2037 |
208,000 | 278,701 | |||
ONEOK, Inc.: | |||||
4.45%,
9/1/2049 |
185,000 | 204,416 | |||
4.50%,
3/15/2050 |
476,000 | 528,255 | |||
4.95%,
7/13/2047 |
193,000 | 224,886 | |||
5.20%,
7/15/2048 |
369,000 | 447,221 | |||
6.00%,
6/15/2035 |
142,000 | 174,873 | |||
7.15%,
1/15/2051 |
108,000 | 157,809 | |||
Phillips 66 Partners L.P.: | |||||
4.68%,
2/15/2045 |
226,000 | 265,060 | |||
4.90%,
10/1/2046 |
195,000 | 237,765 | |||
Plains All American Pipeline L.P./PAA Finance Corp.: | |||||
4.30%,
1/31/2043 |
94,000 | 95,948 | |||
4.70%,
6/15/2044 |
249,000 | 265,586 | |||
4.90%,
2/15/2045 |
195,000 | 213,158 | |||
5.15%,
6/1/2042 |
275,000 | 306,248 | |||
6.65%,
1/15/2037 |
200,000 | 259,032 | |||
Spectra Energy Partners L.P.: | |||||
4.50%,
3/15/2045 |
346,000 | 398,633 |
Security Description | Principal
Amount |
Value | ||||
5.95%,
9/25/2043 |
$ 166,000 | $ 231,530 | ||||
Tennessee Gas Pipeline Co. LLC 7.63%,
4/1/2037 |
86,000 | 122,760 | ||||
Texas Eastern Transmission L.P. 7.00%,
7/15/2032 |
117,000 | 157,876 | ||||
TransCanada PipeLines, Ltd.: | ||||||
4.63%,
3/1/2034 |
281,000 | 330,880 | ||||
4.75%,
5/15/2038 |
167,000 | 199,296 | ||||
4.88%,
5/15/2048 |
334,000 | 426,044 | ||||
5.00%,
10/16/2043 |
284,000 | 354,920 | ||||
5.10%,
3/15/2049 |
391,000 | 518,779 | ||||
5.60%,
3/31/2034 |
110,000 | 137,873 | ||||
5.85%,
3/15/2036 |
164,000 | 213,446 | ||||
6.10%,
6/1/2040 |
289,000 | 400,999 | ||||
6.20%,
10/15/2037 |
355,000 | 483,421 | ||||
7.25%,
8/15/2038 |
287,000 | 430,612 | ||||
7.63%,
1/15/2039 |
527,000 | 820,513 | ||||
Transcontinental Gas Pipe Line Co. LLC: | ||||||
3.95%,
5/15/2050 |
151,000 | 169,611 | ||||
4.45%,
8/1/2042 |
110,000 | 128,410 | ||||
4.60%,
3/15/2048 |
298,000 | 361,879 | ||||
5.40%,
8/15/2041 |
140,000 | 179,945 | ||||
Williams Cos. Inc 3.50%,
10/15/2051 |
215,000 | 218,257 | ||||
Williams Cos., Inc.: | ||||||
4.85%,
3/1/2048 |
354,000 | 430,945 | ||||
4.90%,
1/15/2045 |
279,000 | 334,002 | ||||
5.10%,
9/15/2045 |
380,000 | 469,099 | ||||
5.40%,
3/4/2044 |
164,000 | 203,521 | ||||
5.75%,
6/24/2044 |
218,000 | 283,845 | ||||
5.80%,
11/15/2043 |
141,000 | 184,765 | ||||
6.30%,
4/15/2040 |
539,000 | 729,359 | ||||
8.75%,
3/15/2032 |
103,000 | 152,783 | ||||
43,454,936 | ||||||
REAL ESTATE INVESTMENT TRUSTS — 1.8% | ||||||
Agree L.P. 2.60%,
6/15/2033 |
145,000 | 142,712 | ||||
Alexandria Real Estate Equities, Inc.: | ||||||
1.88%,
2/1/2033 |
322,000 | 302,509 | ||||
2.00%,
5/18/2032 |
214,000 | 205,442 | ||||
3.00%,
5/18/2051 |
439,000 | 435,949 | ||||
4.00%,
2/1/2050 |
241,000 | 280,873 | ||||
4.85%,
4/15/2049 |
124,000 | 160,533 | ||||
American Homes 4 Rent L.P. 3.38%,
7/15/2051 |
135,000 | 136,548 | ||||
American Tower Corp.: | ||||||
2.70%,
4/15/2031 |
17,000 | 17,124 | ||||
2.95%,
1/15/2051 |
407,000 | 385,909 | ||||
3.10%,
6/15/2050 |
420,000 | 408,442 | ||||
3.70%,
10/15/2049 |
181,000 | 194,063 |
Security Description | Principal
Amount |
Value | |||
AvalonBay Communities, Inc.: | |||||
2.05%,
1/15/2032 |
$ 169,000 | $ 166,901 | |||
Series MTN, 3.90%,
10/15/2046 |
249,000 | 294,960 | |||
Series MTN, 4.15%,
7/1/2047 |
50,000 | 61,371 | |||
Series MTN, 4.35%,
4/15/2048 |
145,000 | 185,590 | |||
Boston Properties L.P.: | |||||
2.45%,
10/1/2033 |
402,000 | 389,438 | |||
2.55%,
4/1/2032 |
233,000 | 231,858 | |||
Camden Property Trust 3.35%,
11/1/2049 |
130,000 | 142,913 | |||
Corporate Office Properties L.P. 2.90%,
12/1/2033 |
375,000 | 369,135 | |||
Crown Castle International Corp.: | |||||
2.90%,
4/1/2041 |
534,000 | 518,866 | |||
3.25%,
1/15/2051 |
375,000 | 370,676 | |||
4.00%,
11/15/2049 |
128,000 | 140,520 | |||
4.15%,
7/1/2050 |
160,000 | 180,952 | |||
4.75%,
5/15/2047 |
84,000 | 103,022 | |||
5.20%,
2/15/2049 |
141,000 | 181,347 | |||
CubeSmart L.P. 2.50%,
2/15/2032 |
140,000 | 139,719 | |||
Duke Realty L.P. 3.05%,
3/1/2050 |
222,000 | 219,263 | |||
EPR Properties 3.60%,
11/15/2031 |
125,000 | 124,336 | |||
Equinix, Inc.: | |||||
2.95%,
9/15/2051 |
145,000 | 136,854 | |||
3.00%,
7/15/2050 |
191,000 | 182,718 | |||
3.40%,
2/15/2052 |
189,000 | 192,863 | |||
ERP Operating L.P.: | |||||
4.00%,
8/1/2047 |
102,000 | 122,810 | |||
4.50%,
7/1/2044 |
313,000 | 395,003 | |||
4.50%,
6/1/2045 |
136,000 | 171,843 | |||
Essex Portfolio L.P.: | |||||
2.65%,
3/15/2032 |
179,000 | 180,070 | |||
2.65%,
9/1/2050 |
196,000 | 177,249 | |||
4.50%, 3/15/2048
(b) |
95,000 | 116,962 | |||
Extra Space Storage L.P. 2.35%,
3/15/2032 |
151,000 | 147,409 | |||
Federal Realty Investment Trust 4.50%,
12/1/2044 |
128,000 | 152,206 | |||
Healthpeak Properties, Inc. 6.75%,
2/1/2041 |
74,000 | 110,714 | |||
Host Hotels & Resorts L.P. Series J, 2.90%,
12/15/2031 |
195,000 | 188,598 | |||
Invitation Homes Operating Partnership L.P. 2.70%,
1/15/2034 |
355,000 | 348,216 | |||
Kilroy Realty L.P.: | |||||
2.50%,
11/15/2032 |
113,000 | 109,922 | |||
2.65%,
11/15/2033 |
191,000 | 185,600 |
Security Description | Principal
Amount |
Value | |||
Kimco Realty Corp.: | |||||
2.25%,
12/1/2031 |
$ 145,000 | $ 141,317 | |||
3.70%,
10/1/2049 |
139,000 | 148,973 | |||
4.13%,
12/1/2046 |
85,000 | 96,764 | |||
4.25%,
4/1/2045 |
197,000 | 226,617 | |||
4.45%,
9/1/2047 |
131,000 | 156,050 | |||
LXP Industrial Trust 2.38%,
10/1/2031 |
116,000 | 111,220 | |||
Mid-America Apartments L.P. 2.88%,
9/15/2051 |
95,000 | 93,618 | |||
National Retail Properties, Inc.: | |||||
3.00%,
4/15/2052 |
169,000 | 160,337 | |||
3.10%,
4/15/2050 |
83,000 | 80,953 | |||
3.50%,
4/15/2051 |
338,000 | 350,506 | |||
4.80%,
10/15/2048 |
140,000 | 176,228 | |||
Office Properties Income Trust 3.45%,
10/15/2031 |
141,000 | 136,936 | |||
Omega Healthcare Investors, Inc. 3.25%,
4/15/2033 |
163,000 | 159,711 | |||
Phillips Edison Grocery Center Oprating Part 2.63%,
11/15/2031 |
145,000 | 141,861 | |||
Physicians Realty L.P. 2.63%,
11/1/2031 |
150,000 | 149,702 | |||
Piedmont Operating Partnership L.P. 2.75%,
4/1/2032 |
85,000 | 83,399 | |||
Prologis L.P.: | |||||
1.63%, 3/15/2031
(b) |
130,000 | 123,999 | |||
2.13%,
10/15/2050 |
137,000 | 118,979 | |||
3.00%,
4/15/2050 |
257,000 | 266,098 | |||
4.38%,
9/15/2048 |
150,000 | 189,159 | |||
Realty Income Corp.: | |||||
1.80%,
3/15/2033 |
207,000 | 195,131 | |||
2.85%,
12/15/2032 |
196,000 | 203,862 | |||
4.65%,
3/15/2047 |
174,000 | 225,340 | |||
Regency Centers L.P.: | |||||
4.40%,
2/1/2047 |
127,000 | 150,447 | |||
4.65%,
3/15/2049 |
120,000 | 149,341 | |||
Rexford Industrial Realty L.P. 2.15%,
9/1/2031 |
100,000 | 95,173 | |||
Sabra Health Care L.P. 3.20%,
12/1/2031 |
59,000 | 57,693 | |||
Safehold Operating Partnership L.P. 2.85%, 1/15/2032
(b) |
125,000 | 122,348 | |||
Simon Property Group L.P.: | |||||
2.25%,
1/15/2032 |
149,000 | 145,425 | |||
3.25%,
9/13/2049 |
497,000 | 510,871 | |||
3.80%,
7/15/2050 |
308,000 | 345,730 | |||
4.25%, 10/1/2044
(b) |
127,000 | 149,144 | |||
4.25%,
11/30/2046 |
170,000 | 202,229 | |||
4.75%,
3/15/2042 |
177,000 | 218,418 | |||
6.75%,
2/1/2040 |
317,000 | 467,895 |
Security Description | Principal
Amount |
Value | ||||
Spirit Realty L.P. 2.70%,
2/15/2032 |
$ 107,000 | $ 106,143 | ||||
Tanger Properties L.P. 2.75%,
9/1/2031 |
100,000 | 96,668 | ||||
UDR, Inc.: | ||||||
3.10%,
11/1/2034 |
80,000 | 82,802 | ||||
Series MTN, 1.90%,
3/15/2033 |
136,000 | 125,969 | ||||
Series MTN, 2.10%,
8/1/2032 |
134,000 | 128,143 | ||||
Series MTN, 2.10%, 6/15/2033
(b) |
133,000 | 125,992 | ||||
Ventas Realty L.P.: | ||||||
2.50%,
9/1/2031 |
133,000 | 131,653 | ||||
4.38%,
2/1/2045 |
62,000 | 72,691 | ||||
4.88%,
4/15/2049 |
50,000 | 62,743 | ||||
5.70%,
9/30/2043 |
172,000 | 231,818 | ||||
Vornado Realty L.P. 3.40%,
6/1/2031 |
25,000 | 25,762 | ||||
Welltower, Inc.: | ||||||
2.75%,
1/15/2032 |
250,000 | 253,015 | ||||
4.95%,
9/1/2048 |
148,000 | 193,763 | ||||
6.50%,
3/15/2041 |
118,000 | 171,817 | ||||
Weyerhaeuser Co. 7.38%,
3/15/2032 |
338,000 | 475,431 | ||||
WP Carey, Inc.: | ||||||
2.25%,
4/1/2033 |
114,000 | 108,496 | ||||
2.45%,
2/1/2032 |
130,000 | 127,884 | ||||
18,282,272 | ||||||
RETAIL — 2.7% | ||||||
Costco Wholesale Corp. 1.75%,
4/20/2032 |
230,000 | 222,787 | ||||
Darden Restaurants, Inc. 4.55%,
2/15/2048 |
89,000 | 102,959 | ||||
Dollar General Corp. 4.13%,
4/3/2050 |
166,000 | 191,793 | ||||
Dollar Tree, Inc. 3.38%,
12/1/2051 |
237,000 | 238,839 | ||||
Home Depot, Inc.: | ||||||
2.38%,
3/15/2051 |
503,000 | 463,514 | ||||
2.75%,
9/15/2051 |
387,000 | 384,179 | ||||
3.13%,
12/15/2049 |
357,000 | 376,321 | ||||
3.30%,
4/15/2040 |
509,000 | 551,339 | ||||
3.35%,
4/15/2050 |
535,000 | 584,878 | ||||
3.50%,
9/15/2056 |
335,000 | 378,148 | ||||
3.90%,
6/15/2047 |
507,000 | 595,466 | ||||
4.20%,
4/1/2043 |
100,000 | 120,481 | ||||
4.25%,
4/1/2046 |
725,000 | 891,322 | ||||
4.40%,
3/15/2045 |
401,000 | 500,063 | ||||
4.50%,
12/6/2048 |
483,000 | 626,171 | ||||
4.88%,
2/15/2044 |
337,000 | 443,863 | ||||
5.40%,
9/15/2040 |
292,000 | 397,108 | ||||
5.88%,
12/16/2036 |
1,172,000 | 1,659,376 | ||||
5.95%,
4/1/2041 |
410,000 | 587,661 |
Security Description | Principal
Amount |
Value | |||
Kohl's Corp. 5.55%, 7/17/2045
(b) |
$ 150,000 | $ 173,736 | |||
Lowe's Companies, Inc. 3.00%,
10/15/2050 |
646,000 | 638,015 | |||
Lowe's Cos., Inc.: | |||||
2.80%,
9/15/2041 |
320,000 | 312,714 | |||
3.50%,
4/1/2051 |
236,000 | 254,290 | |||
3.70%,
4/15/2046 |
639,000 | 700,152 | |||
4.05%,
5/3/2047 |
629,000 | 726,212 | |||
4.38%,
9/15/2045 |
135,000 | 161,779 | |||
4.55%,
4/5/2049 |
165,000 | 207,351 | |||
4.65%,
4/15/2042 |
151,000 | 184,496 | |||
5.00%,
4/15/2040 |
242,000 | 304,204 | |||
5.13%,
4/15/2050 |
40,000 | 54,304 | |||
5.50%,
10/15/2035 |
94,000 | 122,745 | |||
McDonald's Corp.: | |||||
Series MTN, 3.63%,
5/1/2043 |
245,000 | 266,259 | |||
Series MTN, 3.63%,
9/1/2049 |
661,000 | 730,967 | |||
Series MTN, 3.70%,
2/15/2042 |
117,000 | 129,704 | |||
Series MTN, 4.20%,
4/1/2050 |
282,000 | 342,365 | |||
Series MTN, 4.45%,
3/1/2047 |
327,000 | 399,640 | |||
Series MTN, 4.45%,
9/1/2048 |
262,000 | 323,009 | |||
Series MTN, 4.60%,
5/26/2045 |
174,000 | 215,214 | |||
Series MTN, 4.70%,
12/9/2035 |
319,000 | 390,418 | |||
Series MTN, 4.88%,
7/15/2040 |
176,000 | 221,126 | |||
Series MTN, 4.88%,
12/9/2045 |
609,000 | 784,246 | |||
Series MTN, 5.70%,
2/1/2039 |
292,000 | 397,821 | |||
Series MTN, 6.30%,
10/15/2037 |
281,000 | 396,935 | |||
Series MTN, 6.30%,
3/1/2038 |
220,000 | 313,498 | |||
Nordstrom, Inc. 4.25%, 8/1/2031
(b) |
24,000 | 23,590 | |||
Starbucks Corp.: | |||||
3.35%,
3/12/2050 |
169,000 | 176,245 | |||
3.50%,
11/15/2050 |
448,000 | 482,886 | |||
3.75%,
12/1/2047 |
189,000 | 207,906 | |||
4.30%,
6/15/2045 |
201,000 | 236,456 | |||
4.45%,
8/15/2049 |
297,000 | 365,949 | |||
4.50%,
11/15/2048 |
410,000 | 507,367 | |||
Target Corp.: | |||||
3.63%,
4/15/2046 |
198,000 | 233,022 | |||
3.90%,
11/15/2047 |
136,000 | 168,221 | |||
4.00%,
7/1/2042 |
166,000 | 203,059 | |||
6.35%,
11/1/2032 |
150,000 | 206,667 |
Security Description | Principal
Amount |
Value | ||||
6.50%,
10/15/2037 |
$ 282,000 | $ 422,681 | ||||
7.00%,
1/15/2038 |
281,000 | 442,859 | ||||
TJX Cos., Inc. 4.50%,
4/15/2050 |
92,000 | 123,654 | ||||
Walgreens Boots Alliance, Inc.: | ||||||
4.10%,
4/15/2050 |
353,000 | 396,101 | ||||
4.50%,
11/18/2034 |
18,000 | 20,623 | ||||
4.65%,
6/1/2046 |
71,000 | 84,043 | ||||
4.80%,
11/18/2044 |
309,000 | 372,679 | ||||
Walmart, Inc.: | ||||||
2.50%,
9/22/2041 |
1,814,000 | 1,832,557 | ||||
2.65%,
9/22/2051 |
715,000 | 730,787 | ||||
2.95%,
9/24/2049 |
175,000 | 187,758 | ||||
3.63%,
12/15/2047 |
135,000 | 160,160 | ||||
3.95%,
6/28/2038 |
110,000 | 132,336 | ||||
4.00%,
4/11/2043 |
150,000 | 183,404 | ||||
4.05%,
6/29/2048 |
632,000 | 802,905 | ||||
4.30%,
4/22/2044 |
169,000 | 213,259 | ||||
5.00%,
10/25/2040 |
120,000 | 162,162 | ||||
5.25%,
9/1/2035 |
120,000 | 163,331 | ||||
5.63%,
4/1/2040 |
366,000 | 525,023 | ||||
6.20%,
4/15/2038 |
99,000 | 150,739 | ||||
6.50%,
8/15/2037 |
150,000 | 231,394 | ||||
28,217,291 | ||||||
SEMICONDUCTORS — 2.6% | ||||||
Analog Devices, Inc.: | ||||||
2.80%,
10/1/2041 |
285,000 | 288,711 | ||||
2.95%,
10/1/2051 |
481,000 | 494,016 | ||||
5.30%,
12/15/2045 |
50,000 | 70,594 | ||||
Applied Materials, Inc.: | ||||||
2.75%,
6/1/2050 |
316,000 | 317,921 | ||||
4.35%,
4/1/2047 |
339,000 | 432,025 | ||||
5.10%,
10/1/2035 |
199,000 | 258,394 | ||||
5.85%,
6/15/2041 |
198,000 | 288,892 | ||||
Broadcom, Inc.: | ||||||
2.60%, 2/15/2033
(d) |
423,000 | 410,263 | ||||
3.14%, 11/15/2035
(d) |
527,000 | 529,746 | ||||
3.19%, 11/15/2036
(d) |
422,000 | 423,367 | ||||
3.42%, 4/15/2033
(d) |
2,259,000 | 2,358,328 | ||||
3.47%, 4/15/2034
(d) |
1,146,000 | 1,195,656 | ||||
3.50%, 2/15/2041
(d) |
1,247,000 | 1,269,783 | ||||
3.75%, 2/15/2051
(d) |
948,000 | 990,414 | ||||
4.30%,
11/15/2032 |
560,000 | 630,694 | ||||
Intel Corp.: | ||||||
2.80%,
8/12/2041 |
471,000 | 469,634 | ||||
3.05%, 8/12/2051
(b) |
470,000 | 482,055 | ||||
3.10%,
2/15/2060 |
220,000 | 221,665 | ||||
3.20%,
8/12/2061 |
219,000 | 224,118 | ||||
3.25%,
11/15/2049 |
698,000 | 737,500 | ||||
3.73%,
12/8/2047 |
738,000 | 836,973 | ||||
4.00%,
12/15/2032 |
131,000 | 153,250 | ||||
4.10%,
5/19/2046 |
585,000 | 693,541 | ||||
4.10%,
5/11/2047 |
428,000 | 513,018 | ||||
4.25%,
12/15/2042 |
183,000 | 221,820 | ||||
4.60%,
3/25/2040 |
417,000 | 519,002 |
Security Description | Principal
Amount |
Value | ||||
4.75%,
3/25/2050 |
$ 859,000 | $ 1,142,590 | ||||
4.80%,
10/1/2041 |
284,000 | 368,709 | ||||
4.90%,
7/29/2045 |
263,000 | 348,817 | ||||
4.95%,
3/25/2060 |
383,000 | 537,755 | ||||
KLA Corp.: | ||||||
3.30%,
3/1/2050 |
329,000 | 351,629 | ||||
5.00%,
3/15/2049 |
79,000 | 106,489 | ||||
Lam Research Corp.: | ||||||
2.88%,
6/15/2050 |
210,000 | 209,822 | ||||
3.13%,
6/15/2060 |
184,000 | 188,088 | ||||
4.88%,
3/15/2049 |
320,000 | 435,050 | ||||
Micron Technology, Inc.: | ||||||
3.37%,
11/1/2041 |
400,000 | 410,776 | ||||
3.48%,
11/1/2051 |
350,000 | 356,972 | ||||
NVIDIA Corp.: | ||||||
3.50%,
4/1/2040 |
482,000 | 541,026 | ||||
3.50%,
4/1/2050 |
733,000 | 836,807 | ||||
3.70%,
4/1/2060 |
190,000 | 227,037 | ||||
NXP B.V./NXP Funding LLC/NXP USA, Inc.: | ||||||
2.65%, 2/15/2032
(d) |
225,000 | 225,830 | ||||
3.13%, 2/15/2042
(d) |
172,000 | 172,932 | ||||
3.25%, 5/11/2041
(d) |
440,000 | 452,342 | ||||
3.25%, 11/30/2051
(d) |
220,000 | 220,088 | ||||
QUALCOMM, Inc.: | ||||||
1.65%,
5/20/2032 |
278,000 | 263,789 | ||||
3.25%, 5/20/2050
(b) |
337,000 | 370,191 | ||||
4.30%,
5/20/2047 |
646,000 | 811,499 | ||||
4.65%,
5/20/2035 |
340,000 | 422,804 | ||||
4.80%,
5/20/2045 |
601,000 | 797,852 | ||||
Texas Instruments, Inc.: | ||||||
2.70%, 9/15/2051
(b) |
139,000 | 140,073 | ||||
3.88%,
3/15/2039 |
285,000 | 336,457 | ||||
4.15%,
5/15/2048 |
600,000 | 753,678 | ||||
TSMC Arizona Corp.: | ||||||
3.13%,
10/25/2041 |
323,000 | 336,656 | ||||
3.25%,
10/25/2051 |
375,000 | 394,477 | ||||
26,791,615 | ||||||
SOFTWARE — 3.3% | ||||||
Activision Blizzard, Inc.: | ||||||
2.50%,
9/15/2050 |
581,000 | 509,990 | ||||
4.50%,
6/15/2047 |
161,000 | 193,554 | ||||
Autodesk, Inc. 2.40%,
12/15/2031 |
118,000 | 117,827 | ||||
Electronic Arts, Inc. 2.95%,
2/15/2051 |
276,000 | 261,938 | ||||
Fidelity National Information Services, Inc.: | ||||||
3.10%,
3/1/2041 |
275,000 | 277,128 | ||||
4.50%,
8/15/2046 |
147,000 | 178,384 | ||||
Fiserv, Inc. 4.40%,
7/1/2049 |
775,000 | 924,234 | ||||
Microsoft Corp.: | ||||||
2.53%,
6/1/2050 |
2,501,000 | 2,454,431 | ||||
2.68%,
6/1/2060 |
1,416,000 | 1,409,954 |
Security Description | Principal
Amount |
Value | ||||
2.92%,
3/17/2052 |
$ 2,365,000 | $ 2,504,322 | ||||
3.04%,
3/17/2062 |
711,000 | 765,505 | ||||
3.45%,
8/8/2036 |
681,000 | 781,073 | ||||
3.50%,
2/12/2035 |
651,000 | 745,532 | ||||
3.50%,
11/15/2042 |
226,000 | 259,215 | ||||
3.70%,
8/8/2046 |
627,000 | 752,375 | ||||
3.75%,
2/12/2045 |
260,000 | 307,700 | ||||
3.95%,
8/8/2056 |
72,000 | 90,440 | ||||
4.00%,
2/12/2055 |
80,000 | 101,857 | ||||
4.10%,
2/6/2037 |
365,000 | 444,289 | ||||
4.20%,
11/3/2035 |
402,000 | 493,021 | ||||
4.25%,
2/6/2047 |
422,000 | 546,595 | ||||
4.45%,
11/3/2045 |
303,000 | 399,948 | ||||
4.50%,
10/1/2040 |
55,000 | 71,038 | ||||
4.50%, 2/6/2057
(b) |
411,000 | 575,536 | ||||
5.20%,
6/1/2039 |
50,000 | 69,066 | ||||
5.30%, 2/8/2041
(b) |
423,000 | 593,270 | ||||
Oracle Corp.: | ||||||
3.60%,
4/1/2040 |
1,172,000 | 1,178,141 | ||||
3.60%,
4/1/2050 |
1,521,000 | 1,489,546 | ||||
3.65%,
3/25/2041 |
904,000 | 915,309 | ||||
3.80%,
11/15/2037 |
799,000 | 832,526 | ||||
3.85%,
7/15/2036 |
571,000 | 601,132 | ||||
3.85%,
4/1/2060 |
1,268,000 | 1,254,699 | ||||
3.90%,
5/15/2035 |
619,000 | 662,175 | ||||
3.95%,
3/25/2051 |
1,206,000 | 1,254,915 | ||||
4.00%,
7/15/2046 |
749,000 | 778,803 | ||||
4.00%,
11/15/2047 |
1,103,000 | 1,143,954 | ||||
4.10%,
3/25/2061 |
719,000 | 750,665 | ||||
4.13%,
5/15/2045 |
794,000 | 842,767 | ||||
4.30%,
7/8/2034 |
483,000 | 535,628 | ||||
4.38%,
5/15/2055 |
629,000 | 688,573 | ||||
4.50%,
7/8/2044 |
399,000 | 446,353 | ||||
5.38%,
7/15/2040 |
904,000 | 1,099,219 | ||||
6.13%,
7/8/2039 |
574,000 | 756,779 | ||||
6.50%,
4/15/2038 |
583,000 | 785,377 | ||||
salesforce.com, Inc.: | ||||||
2.70%,
7/15/2041 |
523,000 | 521,609 | ||||
2.90%,
7/15/2051 |
752,000 | 766,694 | ||||
3.05%,
7/15/2061 |
434,000 | 446,933 | ||||
VMware, Inc. 2.20%,
8/15/2031 |
65,000 | 63,889 | ||||
33,643,908 | ||||||
TELECOMMUNICATIONS — 7.8% | ||||||
America Movil SAB de CV: | ||||||
4.38%,
7/16/2042 |
142,000 | 168,009 | ||||
4.38%,
4/22/2049 |
534,000 | 649,493 | ||||
6.13%,
11/15/2037 |
199,000 | 270,095 | ||||
6.13%,
3/30/2040 |
789,000 | 1,091,558 | ||||
6.38%,
3/1/2035 |
351,000 | 485,107 | ||||
AT&T, Inc.: | ||||||
2.25%,
2/1/2032 |
679,000 | 656,980 | ||||
2.55%,
12/1/2033 |
1,306,000 | 1,278,992 | ||||
3.10%,
2/1/2043 |
672,000 | 650,812 | ||||
3.30%,
2/1/2052 |
826,000 | 809,158 |
Security Description | Principal
Amount |
Value | |||
3.50%,
6/1/2041 |
$ 990,000 | $ 1,018,720 | |||
3.50%,
9/15/2053 |
2,807,000 | 2,837,175 | |||
3.50%,
2/1/2061 |
510,000 | 503,406 | |||
3.55%,
9/15/2055 |
1,976,000 | 1,979,656 | |||
3.65%,
6/1/2051 |
1,160,000 | 1,203,836 | |||
3.65%,
9/15/2059 |
2,211,000 | 2,231,872 | |||
3.80%,
12/1/2057 |
2,239,000 | 2,332,948 | |||
3.85%,
6/1/2060 |
557,000 | 581,786 | |||
4.30%,
12/15/2042 |
452,000 | 509,757 | |||
4.35%,
6/15/2045 |
335,000 | 379,096 | |||
4.50%,
5/15/2035 |
1,842,000 | 2,125,871 | |||
4.50%,
3/9/2048 |
621,000 | 724,781 | |||
4.55%,
3/9/2049 |
433,000 | 510,399 | |||
4.65%,
6/1/2044 |
215,000 | 252,283 | |||
4.75%,
5/15/2046 |
715,000 | 864,321 | |||
4.80%,
6/15/2044 |
317,000 | 377,319 | |||
4.85%,
3/1/2039 |
435,000 | 519,699 | |||
4.85%,
7/15/2045 |
146,000 | 174,750 | |||
4.90%,
8/15/2037 |
371,000 | 446,450 | |||
4.90%,
6/15/2042 |
189,000 | 226,921 | |||
5.15%,
3/15/2042 |
319,000 | 395,120 | |||
5.15%,
11/15/2046 |
131,000 | 166,762 | |||
5.15%,
2/15/2050 |
442,000 | 566,962 | |||
5.25%,
3/1/2037 |
676,000 | 836,280 | |||
5.35%,
9/1/2040 |
457,000 | 577,831 | |||
5.45%,
3/1/2047 |
398,000 | 521,794 | |||
5.55%,
8/15/2041 |
222,000 | 289,750 | |||
5.65%,
2/15/2047 |
377,000 | 505,975 | |||
5.70%,
3/1/2057 |
229,000 | 315,006 | |||
6.00%,
8/15/2040 |
257,000 | 347,634 | |||
6.15%,
9/15/2034 |
44,000 | 57,418 | |||
6.25%,
3/29/2041 |
197,000 | 272,851 | |||
6.30%,
1/15/2038 |
332,000 | 452,961 | |||
6.38%,
3/1/2041 |
364,000 | 510,262 | |||
6.55%,
2/15/2039 |
365,000 | 507,865 | |||
Bell Telephone Co. of Canada or Bell Canada: | |||||
4.30%,
7/29/2049 |
143,000 | 173,965 | |||
4.46%,
4/1/2048 |
451,000 | 559,141 | |||
Series US-4, 3.65%,
3/17/2051 |
249,000 | 271,796 | |||
Series US-5, 2.15%,
2/15/2032 |
169,000 | 165,056 | |||
Series US-6, 3.20%, 2/15/2052
(b) |
306,000 | 312,331 | |||
Cisco Systems, Inc.: | |||||
5.50%,
1/15/2040 |
740,000 | 1,034,490 | |||
5.90%,
2/15/2039 |
749,000 | 1,077,781 | |||
Corning, Inc.: | |||||
3.90%,
11/15/2049 |
135,000 | 152,154 | |||
4.38%,
11/15/2057 |
288,000 | 344,825 | |||
4.70%,
3/15/2037 |
99,000 | 116,749 | |||
4.75%,
3/15/2042 |
60,000 | 75,403 | |||
5.35%,
11/15/2048 |
184,000 | 254,570 | |||
5.45%,
11/15/2079 |
389,000 | 511,920 |
Security Description | Principal
Amount |
Value | |||
5.75%,
8/15/2040 |
$ 160,000 | $ 217,235 | |||
5.85%,
11/15/2068 |
317,000 | 467,416 | |||
Deutsche Telekom International Finance B.V. 9.25%,
6/1/2032 |
148,000 | 235,779 | |||
Juniper Networks, Inc. 5.95%,
3/15/2041 |
124,000 | 163,917 | |||
Koninklijke KPN NV 8.38%,
10/1/2030 |
40,000 | 57,042 | |||
Motorola Solutions, Inc. 5.50%,
9/1/2044 |
163,000 | 213,488 | |||
Orange SA: | |||||
5.38%,
1/13/2042 |
308,000 | 405,177 | |||
5.50%,
2/6/2044 |
316,000 | 432,952 | |||
Rogers Communications, Inc.: | |||||
3.70%,
11/15/2049 |
467,000 | 491,513 | |||
4.30%,
2/15/2048 |
227,000 | 260,074 | |||
4.35%,
5/1/2049 |
485,000 | 563,711 | |||
4.50%,
3/15/2043 |
195,000 | 224,262 | |||
5.00%,
3/15/2044 |
411,000 | 506,631 | |||
5.45%,
10/1/2043 |
223,000 | 291,367 | |||
7.50%,
8/15/2038 |
88,000 | 132,933 | |||
Telefonica Emisiones SA: | |||||
4.67%,
3/6/2038 |
344,000 | 397,052 | |||
4.90%,
3/6/2048 |
482,000 | 579,239 | |||
5.21%,
3/8/2047 |
967,000 | 1,200,086 | |||
5.52%,
3/1/2049 |
546,000 | 712,301 | |||
7.05%,
6/20/2036 |
560,000 | 802,015 | |||
TELUS Corp.: | |||||
4.30%,
6/15/2049 |
174,000 | 214,420 | |||
4.60%,
11/16/2048 |
310,000 | 396,078 | |||
T-Mobile USA, Inc.: | |||||
2.25%, 11/15/2031
(b) |
155,000 | 150,384 | |||
2.70%, 3/15/2032
(d) |
322,000 | 324,267 | |||
3.00%,
2/15/2041 |
819,000 | 798,042 | |||
3.30%,
2/15/2051 |
1,013,000 | 988,961 | |||
3.40%, 10/15/2052
(d) |
819,000 | 816,649 | |||
3.60%,
11/15/2060 |
264,000 | 262,978 | |||
3.60%, 11/15/2060
(d) |
252,000 | 250,314 | |||
4.38%,
4/15/2040 |
759,000 | 865,328 | |||
4.50%,
4/15/2050 |
1,033,000 | 1,210,314 | |||
Verizon Communications, Inc.: | |||||
2.36%, 3/15/2032
(d) |
4,554,000 | 4,491,565 | |||
2.65%,
11/20/2040 |
1,197,000 | 1,136,133 | |||
2.85%,
9/3/2041 |
450,000 | 444,316 | |||
2.88%,
11/20/2050 |
1,166,000 | 1,107,513 | |||
2.99%,
10/30/2056 |
2,505,000 | 2,375,717 | |||
3.00%,
11/20/2060 |
750,000 | 709,927 | |||
3.40%,
3/22/2041 |
1,392,000 | 1,460,848 | |||
3.55%,
3/22/2051 |
1,750,000 | 1,885,765 | |||
3.70%,
3/22/2061 |
1,364,000 | 1,476,516 | |||
3.85%,
11/1/2042 |
353,000 | 393,683 | |||
4.00%,
3/22/2050 |
528,000 | 607,195 | |||
4.13%,
8/15/2046 |
493,000 | 572,092 | |||
4.27%,
1/15/2036 |
757,000 | 889,664 | |||
4.40%,
11/1/2034 |
766,000 | 891,792 |
Security Description | Principal
Amount |
Value | ||||
4.50%,
8/10/2033 |
$ 763,000 | $ 898,944 | ||||
4.52%,
9/15/2048 |
50,000 | 62,692 | ||||
4.75%,
11/1/2041 |
275,000 | 340,299 | ||||
4.81%,
3/15/2039 |
500,000 | 627,625 | ||||
4.86%,
8/21/2046 |
1,319,000 | 1,699,070 | ||||
5.01%,
4/15/2049 |
90,000 | 120,027 | ||||
5.25%,
3/16/2037 |
503,000 | 655,263 | ||||
5.50%,
3/16/2047 |
381,000 | 536,139 | ||||
5.85%,
9/15/2035 |
115,000 | 153,617 | ||||
Vodafone Group PLC: | ||||||
4.25%, 9/17/2050
(b) |
565,000 | 657,095 | ||||
4.38%,
2/19/2043 |
483,000 | 562,424 | ||||
4.88%,
6/19/2049 |
648,000 | 817,569 | ||||
5.00%,
5/30/2038 |
356,000 | 442,821 | ||||
5.13%,
6/19/2059 |
253,000 | 330,906 | ||||
5.25%,
5/30/2048 |
1,138,000 | 1,486,137 | ||||
6.15%,
2/27/2037 |
607,000 | 824,767 | ||||
6.25%,
11/30/2032 |
145,000 | 192,746 | ||||
80,718,694 | ||||||
TOYS/GAMES/HOBBIES — 0.0% (a) | ||||||
Hasbro, Inc.: | ||||||
5.10%,
5/15/2044 |
164,000 | 203,901 | ||||
6.35%,
3/15/2040 |
141,000 | 195,234 | ||||
399,135 | ||||||
TRANSPORTATION — 3.5% | ||||||
Burlington Northern Santa Fe LLC: | ||||||
2.88%,
6/15/2052 |
227,000 | 228,553 | ||||
3.05%,
2/15/2051 |
10,000 | 10,372 | ||||
3.30%,
9/15/2051 |
324,000 | 352,771 | ||||
3.55%,
2/15/2050 |
404,000 | 454,670 | ||||
3.90%,
8/1/2046 |
298,000 | 347,903 | ||||
4.05%,
6/15/2048 |
267,000 | 321,153 | ||||
4.13%,
6/15/2047 |
214,000 | 258,687 | ||||
4.15%,
4/1/2045 |
355,000 | 425,688 | ||||
4.15%,
12/15/2048 |
262,000 | 321,102 | ||||
4.38%,
9/1/2042 |
235,000 | 286,416 | ||||
4.40%,
3/15/2042 |
40,000 | 48,893 | ||||
4.45%,
3/15/2043 |
299,000 | 368,894 | ||||
4.55%,
9/1/2044 |
342,000 | 430,082 | ||||
4.70%,
9/1/2045 |
344,000 | 442,405 | ||||
4.90%,
4/1/2044 |
378,000 | 494,885 | ||||
4.95%,
9/15/2041 |
185,000 | 238,896 | ||||
5.05%,
3/1/2041 |
255,000 | 332,829 | ||||
5.15%,
9/1/2043 |
221,000 | 296,706 | ||||
5.40%,
6/1/2041 |
249,000 | 336,728 | ||||
5.75%,
5/1/2040 |
293,000 | 406,535 | ||||
6.15%,
5/1/2037 |
231,000 | 328,507 | ||||
6.20%,
8/15/2036 |
125,000 | 178,035 | ||||
Canadian National Railway Co.: | ||||||
2.45%,
5/1/2050 |
172,000 | 160,263 | ||||
3.20%,
8/2/2046 |
290,000 | 306,121 | ||||
3.65%,
2/3/2048 |
187,000 | 212,064 | ||||
4.45%,
1/20/2049 |
257,000 | 328,197 |
Security Description | Principal
Amount |
Value | |||
6.20%,
6/1/2036 |
$ 12,000 | $ 16,834 | |||
6.25%,
8/1/2034 |
131,000 | 181,624 | |||
6.38%,
11/15/2037 |
261,000 | 372,583 | |||
Canadian Pacific Railway Co.: | |||||
3.00%,
12/2/2041 |
503,000 | 514,297 | |||
3.10%,
12/2/2051 |
769,000 | 786,487 | |||
4.80%,
9/15/2035 |
152,000 | 187,684 | |||
4.80%,
8/1/2045 |
184,000 | 236,374 | |||
5.95%,
5/15/2037 |
168,000 | 230,326 | |||
6.13%,
9/15/2115 |
337,000 | 500,627 | |||
7.13%,
10/15/2031 |
140,000 | 195,257 | |||
CSX Corp.: | |||||
2.50%,
5/15/2051 |
50,000 | 46,293 | |||
3.35%,
9/15/2049 |
187,000 | 198,931 | |||
3.80%,
11/1/2046 |
374,000 | 423,465 | |||
3.80%,
4/15/2050 |
175,000 | 200,214 | |||
3.95%,
5/1/2050 |
209,000 | 247,042 | |||
4.25%,
11/1/2066 |
265,000 | 324,479 | |||
4.30%,
3/1/2048 |
277,000 | 337,347 | |||
4.40%,
3/1/2043 |
164,000 | 194,985 | |||
4.50%,
3/15/2049 |
224,000 | 280,078 | |||
4.50%,
8/1/2054 |
148,000 | 187,165 | |||
4.65%,
3/1/2068 |
204,000 | 266,065 | |||
4.75%,
5/30/2042 |
355,000 | 444,953 | |||
4.75%,
11/15/2048 |
172,000 | 223,244 | |||
5.50%,
4/15/2041 |
171,000 | 228,365 | |||
6.00%,
10/1/2036 |
265,000 | 362,504 | |||
6.15%,
5/1/2037 |
233,000 | 325,461 | |||
6.22%,
4/30/2040 |
288,000 | 413,896 | |||
FedEx Corp.: | |||||
3.25%,
5/15/2041 |
353,000 | 361,299 | |||
3.88%,
8/1/2042 |
100,000 | 109,587 | |||
3.90%,
2/1/2035 |
183,000 | 204,014 | |||
4.05%,
2/15/2048 |
358,000 | 404,347 | |||
4.10%,
4/15/2043 |
213,000 | 238,605 | |||
4.10%,
2/1/2045 |
238,000 | 266,446 | |||
4.40%,
1/15/2047 |
299,000 | 352,775 | |||
4.55%,
4/1/2046 |
530,000 | 634,744 | |||
4.75%,
11/15/2045 |
452,000 | 551,833 | |||
4.90%,
1/15/2034 |
138,000 | 167,215 | |||
4.95%,
10/17/2048 |
305,000 | 389,058 | |||
5.10%,
1/15/2044 |
310,000 | 395,070 | |||
5.25%,
5/15/2050 |
498,000 | 667,370 | |||
FedEx Corp. Pass Through Trust Series 2020-1, Class AA , Class AA, 1.88%,
8/20/2035 |
265,974 | 259,976 | |||
Kansas City Southern: | |||||
3.50%,
5/1/2050 |
177,000 | 189,082 | |||
4.20%,
11/15/2069 |
137,000 | 161,557 | |||
4.30%,
5/15/2043 |
296,000 | 343,662 | |||
4.70%,
5/1/2048 |
266,000 | 333,045 | |||
4.95%,
8/15/2045 |
179,000 | 228,656 | |||
Norfolk Southern Corp.: | |||||
2.90%,
8/25/2051 |
277,000 | 273,255 |
Security Description | Principal
Amount |
Value | ||||
3.05%,
5/15/2050 |
$ 383,000 | $ 388,622 | ||||
3.16%,
5/15/2055 |
281,000 | 286,952 | ||||
3.40%,
11/1/2049 |
168,000 | 179,162 | ||||
3.94%,
11/1/2047 |
215,000 | 248,660 | ||||
3.95%,
10/1/2042 |
166,000 | 189,899 | ||||
4.05%,
8/15/2052 |
278,000 | 333,917 | ||||
4.10%,
5/15/2049 |
50,000 | 59,432 | ||||
4.10%,
5/15/2121 |
221,000 | 251,785 | ||||
4.15%,
2/28/2048 |
453,000 | 539,908 | ||||
4.45%,
6/15/2045 |
169,000 | 208,250 | ||||
4.65%,
1/15/2046 |
156,000 | 195,998 | ||||
4.84%,
10/1/2041 |
347,000 | 438,337 | ||||
5.10%,
8/1/2118 |
50,000 | 66,462 | ||||
Union Pacific Corp.: | ||||||
2.89%,
4/6/2036 |
267,000 | 279,434 | ||||
2.95%,
3/10/2052 |
418,000 | 423,982 | ||||
2.97%, 9/16/2062
(d) |
50,000 | 49,390 | ||||
2.97%,
9/16/2062 |
40,000 | 39,512 | ||||
3.20%,
5/20/2041 |
357,000 | 379,980 | ||||
3.25%,
2/5/2050 |
648,000 | 695,926 | ||||
3.35%,
8/15/2046 |
208,000 | 222,681 | ||||
3.38%,
2/1/2035 |
184,000 | 201,495 | ||||
3.55%, 5/20/2061
(b) |
301,000 | 333,108 | ||||
3.60%,
9/15/2037 |
197,000 | 220,847 | ||||
3.75%,
2/5/2070 |
255,000 | 291,715 | ||||
3.80%,
10/1/2051 |
310,000 | 362,905 | ||||
3.80%,
4/6/2071 |
395,000 | 457,908 | ||||
3.84%,
3/20/2060 |
747,000 | 878,315 | ||||
3.88%,
2/1/2055 |
155,000 | 181,269 | ||||
3.95%,
8/15/2059 |
334,000 | 396,485 | ||||
4.00%,
4/15/2047 |
282,000 | 333,837 | ||||
4.05%,
11/15/2045 |
252,000 | 298,043 | ||||
4.05%,
3/1/2046 |
201,000 | 238,848 | ||||
4.10%,
9/15/2067 |
154,000 | 187,403 | ||||
4.30%,
3/1/2049 |
103,000 | 128,594 | ||||
4.50%,
9/10/2048 |
57,000 | 72,718 | ||||
Series MTN, 3.55%,
8/15/2039 |
242,000 | 267,860 | ||||
United Parcel Service, Inc.: | ||||||
3.40%,
9/1/2049 |
270,000 | 306,085 | ||||
3.63%,
10/1/2042 |
202,000 | 231,914 | ||||
3.75%,
11/15/2047 |
407,000 | 484,171 | ||||
4.25%, 3/15/2049
(b) |
279,000 | 357,650 | ||||
4.88%,
11/15/2040 |
204,000 | 266,703 | ||||
5.20%,
4/1/2040 |
210,000 | 283,057 | ||||
5.30%,
4/1/2050 |
560,000 | 828,391 | ||||
6.20%,
1/15/2038 |
602,000 | 867,470 | ||||
36,330,611 | ||||||
TRUCKING & LEASING — 0.0% (a) | ||||||
GATX Corp.: | ||||||
3.10%,
6/1/2051 |
183,000 | 178,385 | ||||
5.20%,
3/15/2044 |
143,000 | 181,018 | ||||
359,403 |
Security Description | Principal
Amount |
Value | ||||
WATER — 0.3% | ||||||
American Water Capital Corp.: | ||||||
3.25%,
6/1/2051 |
$ 209,000 | $ 218,252 | ||||
3.45%,
5/1/2050 |
232,000 | 249,061 | ||||
3.75%,
9/1/2047 |
273,000 | 305,722 | ||||
4.00%,
12/1/2046 |
184,000 | 213,078 | ||||
4.15%,
6/1/2049 |
275,000 | 325,124 | ||||
4.20%,
9/1/2048 |
258,000 | 310,002 | ||||
4.30%,
12/1/2042 |
205,000 | 245,930 | ||||
4.30%,
9/1/2045 |
116,000 | 139,398 | ||||
6.59%,
10/15/2037 |
264,000 | 383,389 | ||||
Essential Utilities, Inc.: | ||||||
3.35%,
4/15/2050 |
194,000 | 201,316 | ||||
4.28%,
5/1/2049 |
174,000 | 207,485 | ||||
Veolia Environnement SA 6.75%,
6/1/2038 |
50,000 | 75,118 | ||||
2,873,875 | ||||||
TOTAL CORPORATE BONDS & NOTES (Cost
$1,044,869,844) |
1,018,846,967 |
Shares | |||
SHORT-TERM INVESTMENTS — 1.2% | |||
State Street Institutional Liquid Reserves Fund, Premier Class 0.04%
(f)
(g) |
3,072,143 | 3,072,450 | |
State Street Navigator Securities Lending Portfolio II
(h)
(i) |
9,724,005 | 9,724,005 | |
TOTAL SHORT-TERM INVESTMENTS (Cost
$12,796,520) |
12,796,455 | ||
TOTAL INVESTMENTS — 100.1% (Cost
$1,057,666,364) |
1,031,643,422 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.1)%
|
(1,318,743) | ||
NET ASSETS —
100.0% |
$ 1,030,324,679 |
(a) | Amount is less than 0.05% of net assets. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | Variable Rate Security - Interest rate shown is rate in effect at December 31, 2021. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(d) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 2.3% of net assets as of December 31, 2021, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(e) | Step-up bond - Coupon rate increases in increments to maturity. Rate shown as of December 31, 2021. Maturity date shown is the final maturity. |
(f) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(g) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(h) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(i) | Investment of cash collateral for securities loaned. |
BKNT | Bank Notes |
CMT | Constant Maturity Treasury |
GMTN | Global Medium Term Note |
LIBOR | London Interbank Offered Rate |
MTN | Medium Term Note |
SOFR | Secured Overnight Financing Rate |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds &
Notes |
$ — | $1,018,846,967 | $— | $1,018,846,967 | ||||
Short-Term
Investments |
12,796,455 | — | — | 12,796,455 | ||||
TOTAL
INVESTMENTS |
$12,796,455 | $1,018,846,967 | $— | $1,031,643,422 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
1,474,271 | $ 1,474,713 | $ 72,733,352 | $ 71,135,282 | $(268) | $(65) | 3,072,143 | $ 3,072,450 | $ 890 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
21,154,948 | 21,154,948 | 47,655,395 | 59,086,338 | — | — | 9,724,005 | 9,724,005 | 15,402 | ||||||||
Total |
$22,629,661 | $120,388,747 | $130,221,620 | $(268) | $(65) | $12,796,455 | $16,292 |
Security Description | Principal
Amount |
Value | |||
U.S. TREASURY OBLIGATIONS — 99.4% | |||||
Treasury Bonds: | |||||
1.13%,
5/15/2040 |
$ 100,076,000 | $ 88,019,969 | |||
1.13%,
8/15/2040 |
129,646,500 | 113,541,974 | |||
1.25%,
5/15/2050 |
125,961,800 | 107,500,524 | |||
1.38%,
11/15/2040 |
127,561,800 | 116,619,389 | |||
1.38%,
8/15/2050 |
147,621,600 | 129,976,206 | |||
1.63%, 11/15/2050
(a) |
156,653,300 | 146,617,698 | |||
1.75%,
8/15/2041 |
149,500,300 | 145,412,401 | |||
1.88%,
2/15/2041 |
154,183,800 | 153,075,604 | |||
1.88%,
2/15/2051 |
165,029,900 | 164,075,821 | |||
1.88%,
11/15/2051 |
60,726,900 | 60,546,617 | |||
2.00%,
11/15/2041 |
25,530,300 | 25,905,276 | |||
2.00%,
2/15/2050 |
111,582,500 | 113,866,454 | |||
2.00%,
8/15/2051 |
152,815,400 | 156,540,275 | |||
2.25%,
5/15/2041 |
129,545,500 | 136,468,088 | |||
2.25%,
8/15/2046 |
68,634,900 | 72,849,512 | |||
2.25%,
8/15/2049 |
93,224,800 | 100,216,660 | |||
2.38%,
11/15/2049 |
78,232,700 | 86,312,671 | |||
2.38%,
5/15/2051 |
176,578,800 | 195,947,287 | |||
2.50%,
2/15/2045 |
65,397,800 | 72,233,914 | |||
2.50%,
2/15/2046 |
53,304,000 | 59,117,468 | |||
2.50%,
5/15/2046 |
58,802,400 | 65,252,288 | |||
2.75%,
8/15/2042 |
12,260,600 | 14,026,893 | |||
2.75%,
11/15/2042 |
31,462,400 | 35,990,036 | |||
2.75%,
8/15/2047 |
66,907,700 | 78,187,920 | |||
2.75%,
11/15/2047 |
78,257,900 | 91,500,604 | |||
2.88%,
5/15/2043 |
38,879,800 | 45,349,642 | |||
2.88%,
8/15/2045 |
33,470,700 | 39,464,047 | |||
2.88%,
11/15/2046 |
58,771,000 | 69,818,111 | |||
2.88%,
5/15/2049 |
82,795,400 | 100,156,560 | |||
3.00%,
5/15/2042 |
19,522,700 | 23,204,559 | |||
3.00%,
11/15/2044 |
55,589,600 | 66,577,232 | |||
3.00%,
5/15/2045 |
48,771,000 | 58,586,164 | |||
3.00%, 11/15/2045
(a) |
76,382,900 | 92,160,743 | |||
3.00%,
2/15/2047 |
98,328,500 | 119,515,219 | |||
3.00%,
5/15/2047 |
53,933,800 | 65,723,392 | |||
3.00%,
2/15/2048 |
76,021,000 | 93,173,238 | |||
3.00%,
8/15/2048 |
143,550,900 | 176,388,168 | |||
3.00%,
2/15/2049 |
98,096,000 | 121,102,578 | |||
3.13%,
11/15/2041 |
46,751,700 | 56,386,933 | |||
3.13%,
2/15/2042 |
24,313,700 | 29,396,783 | |||
3.13%,
2/15/2043 |
26,799,100 | 32,422,724 | |||
3.13%,
8/15/2044 |
56,119,200 | 68,439,118 | |||
3.13%,
5/15/2048 |
87,200,700 | 109,423,253 | |||
3.38%,
5/15/2044 |
61,819,500 | 78,134,052 | |||
3.38%,
11/15/2048 |
79,358,500 | 104,257,229 | |||
3.50%,
2/15/2039 |
10,643,600 | 13,376,012 | |||
3.63%,
8/15/2043 |
34,984,600 | 45,545,576 |
Security Description | Principal
Amount |
Value | |||
3.63%,
2/15/2044 |
$ 77,379,300 | $ 101,076,711 | |||
3.75%,
8/15/2041 |
26,538,300 | 34,769,320 | |||
3.75%,
11/15/2043 |
88,385,400 | 117,317,808 | |||
3.88%,
8/15/2040 |
54,327,100 | 71,745,726 | |||
4.25%,
5/15/2039 |
25,807,800 | 35,449,433 | |||
4.25%,
11/15/2040 |
27,641,500 | 38,292,115 | |||
4.38%,
2/15/2038 |
17,933,500 | 24,742,626 | |||
4.38%,
11/15/2039 |
25,460,100 | 35,552,643 | |||
4.38%,
5/15/2040 |
21,147,600 | 29,656,205 | |||
4.38%,
5/15/2041 |
31,489,000 | 44,497,893 | |||
4.50%, 2/15/2036
(a) |
4,659,300 | 6,410,906 | |||
4.50%,
5/15/2038 |
12,656,400 | 17,716,982 | |||
4.50%,
8/15/2039 |
20,901,400 | 29,575,481 | |||
4.63%,
2/15/2040 |
31,913,900 | 45,926,097 | |||
4.75%,
2/15/2037 |
7,228,400 | 10,268,846 | |||
4.75%,
2/15/2041 |
27,836,800 | 41,033,183 | |||
5.00%,
5/15/2037 |
16,326,300 | 23,805,786 | |||
TOTAL U.S. TREASURY OBLIGATIONS (Cost
$4,990,027,885) |
4,846,240,643 |
Shares | |||
SHORT-TERM INVESTMENTS — 0.3% | |||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 0.03%
(b)
(c) |
1,238,720 | 1,238,720 | |
State Street Navigator Securities Lending Portfolio II
(d)
(e) |
13,667,103 | 13,667,103 | |
TOTAL SHORT-TERM INVESTMENTS (Cost
$14,905,823) |
14,905,823 | ||
TOTAL INVESTMENTS — 99.7% (Cost
$5,004,933,708) |
4,861,146,466 | ||
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.3%
|
13,844,241 | ||
NET ASSETS —
100.0% |
$ 4,874,990,707 |
(a) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(d) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(e) | Investment of cash collateral for securities loaned. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury
Obligations |
$ — | $4,846,240,643 | $— | $4,846,240,643 | ||||
Short-Term
Investments |
14,905,823 | — | — | 14,905,823 | ||||
TOTAL
INVESTMENTS |
$14,905,823 | $4,846,240,643 | $— | $4,861,146,466 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money Market Fund, Class G
Shares |
512,076 | $ 512,076 | $ 81,802,217 | $ 81,075,573 | $— | $— | 1,238,720 | $ 1,238,720 | $ 821 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
259,298,958 | 259,298,958 | 2,301,174,073 | 2,546,805,928 | — | — | 13,667,103 | 13,667,103 | 35,232 | ||||||||
Total |
$ 259,811,034 | $2,382,976,290 | $2,627,881,501 | $— | $— | $14,905,823 | $36,053 |
Security Description | Principal
Amount |
Value | ||||
CORPORATE BONDS & NOTES — 97.7% | ||||||
ADVERTISING — 0.1% | ||||||
Omnicom Group, Inc./Omnicom Capital, Inc. 3.65%,
11/1/2024 |
$ 5,784,000 | $ 6,128,784 | ||||
WPP Finance 2010 3.75%,
9/19/2024 |
5,069,000 | 5,365,638 | ||||
11,494,422 | ||||||
AEROSPACE & DEFENSE — 1.7% | ||||||
Boeing Co.: | ||||||
1.17%,
2/4/2023 |
7,593,000 | 7,594,291 | ||||
1.43%,
2/4/2024 |
19,331,000 | 19,310,316 | ||||
1.88%,
6/15/2023 |
1,309,000 | 1,319,485 | ||||
1.95%,
2/1/2024 |
4,703,000 | 4,765,409 | ||||
2.80%,
3/1/2024 |
1,601,000 | 1,646,356 | ||||
4.51%,
5/1/2023 |
43,487,000 | 45,366,508 | ||||
General Dynamics Corp.: | ||||||
1.88%,
8/15/2023 |
2,997,000 | 3,045,072 | ||||
2.38%,
11/15/2024 |
2,779,000 | 2,874,208 | ||||
3.38%,
5/15/2023 |
5,979,000 | 6,187,787 | ||||
L3Harris Technologies, Inc.: | ||||||
3.85%,
6/15/2023 |
7,655,000 | 7,953,928 | ||||
3.95%,
5/28/2024 |
428,000 | 451,732 | ||||
Lockheed Martin Corp. 3.10%,
1/15/2023 |
3,903,000 | 3,986,758 | ||||
Northrop Grumman Corp. 3.25%,
8/1/2023 |
3,373,000 | 3,494,968 | ||||
Raytheon Technologies Corp.: | ||||||
3.20%,
3/15/2024 |
17,926,000 | 18,659,353 | ||||
3.70%,
12/15/2023 |
115,000 | 120,214 | ||||
Teledyne Technologies, Inc.: | ||||||
0.65%,
4/1/2023 |
4,821,000 | 4,798,004 | ||||
0.95%,
4/1/2024 |
6,400,000 | 6,336,704 | ||||
137,911,093 | ||||||
AGRICULTURE — 1.1% | ||||||
Altria Group, Inc.: | ||||||
3.80%,
2/14/2024 |
5,297,000 | 5,562,168 | ||||
4.00%,
1/31/2024 |
4,209,000 | 4,442,978 | ||||
BAT Capital Corp.: | ||||||
2.79%,
9/6/2024 |
4,156,000 | 4,282,633 | ||||
3.22%,
8/15/2024 |
26,350,000 | 27,407,689 | ||||
Bunge, Ltd. Finance Corp. 4.35%,
3/15/2024 |
4,302,000 | 4,573,671 | ||||
Philip Morris International, Inc.: | ||||||
1.13%,
5/1/2023 |
9,726,000 | 9,771,226 | ||||
2.13%,
5/10/2023 |
4,514,000 | 4,582,206 | ||||
2.63%,
3/6/2023 |
3,739,000 | 3,818,828 | ||||
2.88%,
5/1/2024 |
8,096,000 | 8,419,840 | ||||
3.25%,
11/10/2024 |
4,155,000 | 4,399,356 | ||||
3.60%,
11/15/2023 |
4,083,000 | 4,283,312 |
Security Description | Principal
Amount |
Value | ||||
Reynolds American, Inc. 4.85%,
9/15/2023 |
$ 6,800,000 | $ 7,221,736 | ||||
88,765,643 | ||||||
AIRLINES — 0.2% | ||||||
Delta Air Lines 2019-1 Class AA Pass Through Trust Series AA, 3.20%,
10/25/2025 |
1,193,000 | 1,230,448 | ||||
Southwest Airlines Co. 4.75%,
5/4/2023 |
10,753,000 | 11,264,736 | ||||
12,495,184 | ||||||
APPAREL — 0.0% (a) | ||||||
NIKE, Inc. 2.25%, 5/1/2023
(b) |
295,000 | 300,490 | ||||
AUTO MANUFACTURERS — 4.0% | ||||||
American Honda Finance Corp.: | ||||||
Series GMTN, 3.45%,
7/14/2023 |
170,000 | 176,858 | ||||
Series GMTN, 3.55%,
1/12/2024 |
3,871,000 | 4,065,324 | ||||
Series MTN, 0.35%,
4/20/2023 |
187,000 | 185,972 | ||||
Series MTN, 0.55%, 7/12/2024
(b) |
6,905,000 | 6,808,882 | ||||
Series MTN, 0.65%,
9/8/2023 |
7,641,000 | 7,622,585 | ||||
Series MTN, 0.75%,
8/9/2024 |
10,263,000 | 10,153,904 | ||||
Series MTN, 0.88%,
7/7/2023 |
18,098,000 | 18,117,365 | ||||
Series MTN, 1.95%,
5/10/2023 |
13,574,000 | 13,793,356 | ||||
Series MTN, 2.05%,
1/10/2023 |
3,111,000 | 3,155,301 | ||||
Series MTN, 2.15%,
9/10/2024 |
2,215,000 | 2,269,910 | ||||
Series MTN, 2.40%,
6/27/2024 |
2,159,000 | 2,225,325 | ||||
Series MTN, 2.90%,
2/16/2024 |
3,034,000 | 3,146,743 | ||||
Series MTN, 3.63%,
10/10/2023 |
2,150,000 | 2,254,361 | ||||
Cummins, Inc. 3.65%,
10/1/2023 |
3,007,000 | 3,134,677 | ||||
General Motors Co.: | ||||||
4.88%,
10/2/2023 |
18,936,000 | 20,116,470 | ||||
5.40%,
10/2/2023 |
16,581,000 | 17,757,754 | ||||
General Motors Financial Co., Inc.: | ||||||
1.05%,
3/8/2024 |
6,421,000 | 6,386,840 | ||||
1.20%,
10/15/2024 |
4,839,000 | 4,802,998 | ||||
1.70%,
8/18/2023 |
6,351,000 | 6,411,208 | ||||
3.25%,
1/5/2023 |
3,298,000 | 3,370,094 |
Security Description | Principal
Amount |
Value | |||
3.50%,
11/7/2024 |
$ 4,053,000 | $ 4,258,771 | |||
3.70%,
5/9/2023 |
3,072,000 | 3,164,283 | |||
3.95%,
4/13/2024 |
9,367,000 | 9,864,481 | |||
4.15%,
6/19/2023 |
10,550,000 | 10,974,532 | |||
4.25%,
5/15/2023 |
3,870,000 | 4,029,018 | |||
5.10%,
1/17/2024 |
8,025,000 | 8,605,288 | |||
PACCAR Financial Corp.: | |||||
3.40%,
8/9/2023 |
182,000 | 189,420 | |||
Series DM#N, 0.50%,
8/9/2024 |
2,800,000 | 2,753,240 | |||
Series MTN, 0.35%,
8/11/2023 |
3,823,000 | 3,793,754 | |||
Series MTN, 0.35%,
2/2/2024 |
3,610,000 | 3,562,998 | |||
Series MTN, 0.80%,
6/8/2023 |
2,231,000 | 2,230,799 | |||
Series MTN, 0.90%,
11/8/2024 |
3,750,000 | 3,724,425 | |||
Series MTN, 1.90%, 2/7/2023
(b) |
2,533,000 | 2,565,169 | |||
Series MTN, 2.65%,
4/6/2023 |
4,262,000 | 4,362,583 | |||
Stellantis NV 5.25%,
4/15/2023 |
6,019,000 | 6,324,284 | |||
Toyota Motor Corp.: | |||||
0.68%,
3/25/2024 |
16,632,000 | 16,486,304 | |||
2.36%,
7/2/2024 |
3,823,000 | 3,943,310 | |||
3.42%,
7/20/2023 |
416,000 | 432,740 | |||
Toyota Motor Credit Corp.: | |||||
0.50%,
6/18/2024 |
13,545,000 | 13,348,868 | |||
0.63%,
9/13/2024 |
6,255,000 | 6,174,873 | |||
3.35%,
1/8/2024 |
3,894,000 | 4,074,798 | |||
Series GMTN, 2.70%,
1/11/2023 |
3,787,000 | 3,868,723 | |||
Series GMTN, 3.45%,
9/20/2023 |
3,131,000 | 3,269,234 | |||
Series MTN, 0.40%,
4/6/2023 |
4,652,000 | 4,634,462 | |||
Series MTN, 0.45%,
1/11/2024 |
8,221,000 | 8,149,642 | |||
Series MTN, 0.50%,
8/14/2023 |
11,727,000 | 11,683,610 | |||
Series MTN, 1.35%,
8/25/2023 |
16,412,000 | 16,562,990 | |||
Series MTN, 2.00%,
10/7/2024 |
67,000 | 68,560 | |||
Series MTN, 2.25%,
10/18/2023 |
547,000 | 560,943 | |||
Series MTN, 2.63%,
1/10/2023 |
3,756,000 | 3,831,308 | |||
Series MTN, 2.90%,
3/30/2023 |
9,385,000 | 9,647,123 | |||
Series MTN, 2.90%,
4/17/2024 |
3,059,000 | 3,180,901 | |||
316,277,361 |
Security Description | Principal
Amount |
Value | ||||
AUTO PARTS & EQUIPMENT — 0.1% | ||||||
Magna International, Inc. 3.63%,
6/15/2024 |
$ 6,484,000 | $ 6,828,819 | ||||
BANKS — 36.1% | ||||||
Banco Bilbao Vizcaya Argentaria SA 0.88%,
9/18/2023 |
18,041,000 | 17,967,573 | ||||
Banco Santander SA: | ||||||
2.71%,
6/27/2024 |
11,430,000 | 11,824,906 | ||||
3.13%,
2/23/2023 |
13,809,000 | 14,137,930 | ||||
3.85%,
4/12/2023 |
10,335,000 | 10,697,345 | ||||
1 year CMT + 0.45%, 0.70%, 6/30/2024
(c) |
10,905,000 | 10,840,333 | ||||
Bank of America Corp.: | ||||||
4.10%,
7/24/2023 |
7,574,000 | 7,959,517 | ||||
3 Month USD LIBOR + 0.78%, 3.55%, 3/5/2024
(c) |
31,903,000 | 32,855,624 | ||||
SOFR + 0.65%, 1.53%, 12/6/2025
(c) |
21,450,000 | 21,504,697 | ||||
SOFR + 0.69%, 0.98%, 4/22/2025
(b)
(c) |
13,075,000 | 12,969,746 | ||||
Series MTN, 4.00%,
4/1/2024 |
20,430,000 | 21,716,068 | ||||
Series MTN, 4.13%,
1/22/2024 |
15,378,000 | 16,343,123 | ||||
Series MTN, 4.20%,
8/26/2024 |
28,085,000 | 30,094,763 | ||||
Series MTN, 3 Month USD LIBOR + 0.87%, 2.46%, 10/22/2025
(c) |
15,240,000 | 15,650,261 | ||||
Series MTN, 3 Month USD LIBOR + 0.94%, 3.86%, 7/23/2024
(c) |
23,577,000 | 24,568,649 | ||||
Series MTN, 3 Month USD LIBOR + 0.97%, 3.46%, 3/15/2025
(c) |
11,808,000 | 12,351,168 | ||||
Series MTN, 3 Month USD LIBOR + 1.09%, 3.09%, 10/1/2025
(c) |
12,925,000 | 13,456,864 | ||||
Series MTN, SOFR + 0.41%, 0.52%, 6/14/2024
(c) |
18,195,000 | 18,071,820 | ||||
Series MTN, SOFR + 0.74%, 0.81%, 10/24/2024
(c) |
17,043,000 | 16,927,619 | ||||
Series MTN, SOFR + 0.91%, 0.98%, 9/25/2025
(c) |
15,650,000 | 15,466,582 | ||||
Series MTN, SOFR + 1.46%, 1.49%, 5/19/2024
(c) |
9,158,000 | 9,225,128 | ||||
Bank of Montreal: | ||||||
0.45%,
12/8/2023 |
6,155,000 | 6,095,789 | ||||
USD 5 Year Swap Rate + 1.28%, 4.34%, 10/5/2028
(c) |
4,202,000 | 4,412,730 |
Security Description | Principal
Amount |
Value | |||
Series E, 3.30%,
2/5/2024 |
$ 15,328,000 | $ 16,029,256 | |||
Series MTN, 0.40%, 9/15/2023
(b) |
6,253,000 | 6,210,667 | |||
Series MTN, 0.63%,
7/9/2024 |
13,988,000 | 13,795,805 | |||
Series MTN, 2.50%,
6/28/2024 |
5,401,000 | 5,573,238 | |||
Bank of New York Mellon Corp.: | |||||
Series 0012, 3.65%,
2/4/2024 |
6,486,000 | 6,831,055 | |||
Series J, 0.85%,
10/25/2024 |
8,325,000 | 8,262,979 | |||
Series MTN, 0.35%,
12/7/2023 |
5,733,000 | 5,687,480 | |||
Series MTN, 0.50%,
4/26/2024 |
10,325,000 | 10,203,888 | |||
Series MTN, 1.60%,
4/24/2025 |
1,015,000 | 1,022,623 | |||
Series MTN, 1.85%,
1/27/2023 |
4,648,000 | 4,705,961 | |||
Series MTN, 2.10%,
10/24/2024 |
25,018,000 | 25,692,235 | |||
Series MTN, 2.20%, 8/16/2023
(b) |
2,549,000 | 2,604,747 | |||
Series MTN, 3.45%,
8/11/2023 |
353,000 | 368,108 | |||
Series MTN, 3.50%,
4/28/2023 |
3,642,000 | 3,774,460 | |||
Bank of Nova Scotia: | |||||
0.40%,
9/15/2023 |
6,385,000 | 6,337,623 | |||
0.55%,
9/15/2023 |
3,931,000 | 3,908,986 | |||
0.65%,
7/31/2024 |
4,590,000 | 4,527,484 | |||
0.70%,
4/15/2024 |
12,553,000 | 12,432,868 | |||
0.80%,
6/15/2023 |
375,000 | 374,850 | |||
1.63%,
5/1/2023 |
21,967,000 | 22,218,742 | |||
1.95%,
2/1/2023 |
5,009,000 | 5,075,870 | |||
2.38%,
1/18/2023 |
3,507,000 | 3,569,916 | |||
3.40%,
2/11/2024 |
6,461,000 | 6,774,229 | |||
Barclays Bank PLC Series BKNT, 3.75%,
5/15/2024 |
3,777,000 | 4,007,624 | |||
Barclays PLC: | |||||
3.68%,
1/10/2023 |
7,706,000 | 7,709,699 | |||
4.38%,
9/11/2024 |
4,145,000 | 4,424,622 | |||
1 year CMT + 0.80%, 1.01%, 12/10/2024
(c) |
4,985,000 | 4,948,310 | |||
3 Month USD LIBOR + 1.36%, 4.34%, 5/16/2024
(c) |
14,143,000 | 14,730,642 | |||
3 Month USD LIBOR + 1.61%, 3.93%, 5/7/2025
(c) |
27,669,000 | 29,122,729 | |||
BNP Paribas SA: | |||||
Series MTN, 3.25%,
3/3/2023 |
14,585,000 | 15,015,987 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 4.25%,
10/15/2024 |
$ 3,500,000 | $ 3,773,770 | |||
BPCE SA 4.00%,
4/15/2024 |
2,494,000 | 2,655,237 | |||
Canadian Imperial Bank of Commerce: | |||||
0.45%,
6/22/2023 |
6,701,000 | 6,655,031 | |||
0.50%,
12/14/2023 |
12,331,000 | 12,182,411 | |||
0.95%,
6/23/2023 |
9,688,000 | 9,695,750 | |||
1.00%,
10/18/2024 |
12,004,000 | 11,895,724 | |||
3.10%,
4/2/2024 |
6,116,000 | 6,380,150 | |||
Series BKNT, 3.50%, 9/13/2023
(b) |
3,850,000 | 4,024,982 | |||
Citibank NA Series BKNT, 3.65%,
1/23/2024 |
6,301,000 | 6,639,427 | |||
Citigroup, Inc.: | |||||
3.38%,
3/1/2023 |
1,105,000 | 1,137,266 | |||
3.75%, 6/16/2024
(b) |
3,667,000 | 3,892,484 | |||
3.88%,
10/25/2023 |
2,069,000 | 2,180,664 | |||
4.00%,
8/5/2024 |
3,661,000 | 3,897,318 | |||
3 Month USD LIBOR + 0.90%, 3.35%, 4/24/2025
(c) |
13,960,000 | 14,582,616 | |||
3 Month USD LIBOR + 1.02%, 4.04%, 6/1/2024
(c) |
29,007,000 | 30,254,301 | |||
SOFR + 0.53%, 1.28%, 11/3/2025
(b)
(c) |
6,150,000 | 6,137,023 | |||
SOFR + 0.67%, 0.98%, 5/1/2025
(c) |
11,490,000 | 11,407,502 | |||
SOFR + 0.69%, 0.78%, 10/30/2024
(c) |
26,430,000 | 26,261,112 | |||
SOFR + 1.67%, 1.68%, 5/15/2024
(c) |
27,100,000 | 27,395,390 | |||
Citizens Bank NA/Providence RI Series BKNT, 3.70%,
3/29/2023 |
3,125,000 | 3,224,937 | |||
Comerica Bank Series BKNT, 2.50%,
7/23/2024 |
4,484,000 | 4,632,017 | |||
Comerica, Inc. 3.70%,
7/31/2023 |
6,800,000 | 7,076,420 | |||
Cooperatieve Rabobank UA: | |||||
0.38%,
1/12/2024 |
7,637,000 | 7,542,607 | |||
2.75%,
1/10/2023 |
5,478,000 | 5,600,214 | |||
Credit Suisse AG: | |||||
0.50%,
2/2/2024 |
6,780,000 | 6,698,369 | |||
1.00%,
5/5/2023 |
14,183,000 | 14,219,876 | |||
Series FXD, 0.52%,
8/9/2023 |
7,670,000 | 7,619,148 | |||
Series MTN, 3.63%,
9/9/2024 |
32,827,000 | 34,821,897 | |||
Credit Suisse Group Funding Guernsey, Ltd. 3.80%,
6/9/2023 |
12,509,000 | 12,965,954 |
Security Description | Principal
Amount |
Value | |||
Deutsche Bank AG: | |||||
0.90%,
5/28/2024 |
$ 6,829,000 | $ 6,770,680 | |||
3.70%,
5/30/2024 |
3,775,000 | 3,959,937 | |||
3.70%,
5/30/2024 |
4,573,000 | 4,793,144 | |||
3.95%,
2/27/2023 |
5,376,000 | 5,544,968 | |||
SOFR + 1.13%, 1.45%, 4/1/2025
(c) |
7,594,000 | 7,550,107 | |||
SOFR + 2.16%, 2.22%, 9/18/2024
(c) |
26,070,000 | 26,413,603 | |||
SOFR + 2.58%, 3.96%, 11/26/2025
(c) |
5,150,000 | 5,447,052 | |||
Series E, 0.96%,
11/8/2023 |
5,529,000 | 5,515,233 | |||
Discover Bank: | |||||
2.45%,
9/12/2024 |
11,224,000 | 11,486,417 | |||
Series BKNT, 3.35%,
2/6/2023 |
3,980,000 | 4,075,918 | |||
Series BKNT, 4.20%,
8/8/2023 |
4,765,000 | 5,000,534 | |||
Fifth Third Bancorp: | |||||
1.63%,
5/5/2023 |
7,377,000 | 7,446,270 | |||
3.65%,
1/25/2024 |
8,691,000 | 9,111,471 | |||
4.30%,
1/16/2024 |
7,082,000 | 7,491,127 | |||
First Horizon Corp. 3.55%,
5/26/2023 |
4,167,000 | 4,295,052 | |||
First Republic Bank Series BKNT, SOFR + 0.62%, 1.91%, 2/12/2024
(c) |
4,008,000 | 4,051,647 | |||
FNB Corp. 2.20%,
2/24/2023 |
4,559,000 | 4,602,538 | |||
Goldman Sachs Group, Inc.: | |||||
1.22%,
12/6/2023 |
10,250,000 | 10,273,780 | |||
3.20%,
2/23/2023 |
10,917,000 | 11,194,838 | |||
3.63%,
1/22/2023 |
13,476,000 | 13,867,613 | |||
3.63%,
2/20/2024 |
10,268,000 | 10,770,003 | |||
4.00%,
3/3/2024 |
15,770,000 | 16,729,131 | |||
3 Month USD LIBOR + 1.05%, 2.91%, 6/5/2023
(c) |
14,234,000 | 14,353,281 | |||
SOFR + 0.49%, 0.93%, 10/21/2024
(c) |
25,145,000 | 25,037,882 | |||
SOFR + 0.51%, 0.66%, 9/10/2024
(c) |
29,403,000 | 29,174,245 | |||
SOFR + 0.57%, 0.67%, 3/8/2024
(c) |
24,597,000 | 24,497,874 | |||
3 Month USD LIBOR + 1.20%, 3.27%, 9/29/2025
(c) |
14,100,000 | 14,790,477 | |||
Series FXD, 0.48%,
1/27/2023 |
157,000 | 156,568 | |||
Series MTN, 3.85%,
7/8/2024 |
14,474,000 | 15,308,716 | |||
HSBC Holdings PLC: | |||||
4.25%,
3/14/2024 |
13,767,000 | 14,544,009 |
Security Description | Principal
Amount |
Value | |||
3 Month USD LIBOR + 0.92%, 3.03%, 11/22/2023
(c) |
$ 10,572,000 | $ 10,762,507 | |||
3 Month USD LIBOR + 0.99%, 3.95%, 5/18/2024
(c) |
42,842,000 | 44,447,290 | |||
3 Month USD LIBOR + 1.21%, 3.80%, 3/11/2025
(c) |
13,860,000 | 14,553,693 | |||
SOFR + 0.53%, 0.73%, 8/17/2024
(c) |
7,465,000 | 7,397,740 | |||
SOFR + 0.58%, 1.16%, 11/22/2024
(c) |
13,500,000 | 13,460,175 | |||
SOFR + 0.71%, 0.98%, 5/24/2025
(c) |
14,000,000 | 13,829,620 | |||
SOFR + 1.40%, 2.63%, 11/7/2025
(c) |
6,000,000 | 6,161,280 | |||
HSBC USA, Inc. 3.50%,
6/23/2024 |
3,776,000 | 3,975,826 | |||
Huntington Bancshares, Inc. 2.63%,
8/6/2024 |
1,692,000 | 1,743,623 | |||
Huntington National Bank: | |||||
1.80%,
2/3/2023 |
5,863,000 | 5,915,708 | |||
Series BKNT, 3.55%,
10/6/2023 |
3,256,000 | 3,399,101 | |||
ING Groep NV: | |||||
3.55%,
4/9/2024 |
5,053,000 | 5,299,384 | |||
4.10%,
10/2/2023 |
18,395,000 | 19,357,058 | |||
Intesa Sanpaolo SpA 5.25%,
1/12/2024 |
3,926,000 | 4,215,346 | |||
JPMorgan Chase & Co.: | |||||
2.97%,
1/15/2023 |
6,297,000 | 6,447,058 | |||
3.38%,
5/1/2023 |
16,331,000 | 16,853,755 | |||
3.63%,
5/13/2024 |
6,991,000 | 7,398,715 | |||
3.88%,
2/1/2024 |
7,966,000 | 8,432,409 | |||
3.88%,
9/10/2024 |
20,414,000 | 21,725,395 | |||
3 Month USD LIBOR + 0.73%, 3.56%, 4/23/2024
(c) |
13,244,000 | 13,679,463 | |||
3 Month USD LIBOR + 0.89%, 3.80%, 7/23/2024
(c) |
25,606,000 | 26,686,829 | |||
3 Month USD LIBOR + 1.00%, 4.02%, 12/5/2024
(c) |
22,006,000 | 23,179,580 | |||
3 Month USD LIBOR + 1.16%, 3.22%, 3/1/2025
(c) |
11,702,000 | 12,173,474 | |||
SOFR + 0.42%, 0.56%, 2/16/2025
(c) |
6,963,000 | 6,868,303 | |||
SOFR + 0.49%, 0.77%, 8/9/2025
(c) |
21,975,000 | 21,649,550 | |||
SOFR + 0.54%, 0.82%, 6/1/2025
(c) |
10,430,000 | 10,308,803 | |||
SOFR + 0.58%, 0.70%, 3/16/2024
(c) |
20,739,000 | 20,698,144 |
Security Description | Principal
Amount |
Value | |||
SOFR + 0.58%, 0.97%, 6/23/2025
(c) |
$ 17,789,000 | $ 17,625,341 | |||
SOFR + 0.60%, 0.65%, 9/16/2024
(c) |
5,965,000 | 5,934,280 | |||
SOFR + 0.61%, 1.56%, 12/10/2025
(b)
(c) |
26,000,000 | 26,046,280 | |||
SOFR + 1.16%, 2.30%, 10/15/2025
(c) |
2,700,000 | 2,759,994 | |||
SOFR + 1.46%, 1.51%, 6/1/2024
(c) |
45,680,000 | 46,006,155 | |||
KeyBank NA: | |||||
SOFR + 0.32%, 0.43%, 6/14/2024
(c) |
4,222,000 | 4,191,053 | |||
Series BKNT, 1.25%, 3/10/2023
(b) |
9,567,000 | 9,625,646 | |||
Series BKNT, 3.38%,
3/7/2023 |
456,000 | 469,726 | |||
Series BKNT, SOFR + 0.34%, 0.42%, 1/3/2024
(c) |
3,517,000 | 3,503,882 | |||
Lloyds Banking Group PLC: | |||||
3.90%,
3/12/2024 |
5,247,000 | 5,538,681 | |||
4.05%,
8/16/2023 |
11,462,000 | 12,005,413 | |||
4.50%,
11/4/2024 |
3,300,000 | 3,555,321 | |||
1 year CMT + 0.55%, 0.70%, 5/11/2024
(c) |
9,176,000 | 9,136,176 | |||
1 year CMT + 3.50%, 3.87%, 7/9/2025
(c) |
10,575,000 | 11,178,621 | |||
Series ., 3 Month USD LIBOR + 0.81%, 2.91%, 11/7/2023
(c) |
17,274,000 | 17,551,420 | |||
M&T Bank Corp. 3.55%,
7/26/2023 |
18,425,000 | 19,129,388 | |||
Mitsubishi UFJ Financial Group, Inc.: | |||||
2.53%,
9/13/2023 |
1,974,000 | 2,025,265 | |||
2.67%,
7/25/2022 |
14,906,000 | 15,075,630 | |||
2.80%,
7/18/2024 |
6,794,000 | 7,040,690 | |||
3.41%,
3/7/2024 |
6,374,000 | 6,674,470 | |||
3.46%,
3/2/2023 |
20,848,000 | 21,466,769 | |||
3.76%,
7/26/2023 |
20,001,000 | 20,874,644 | |||
1 year CMT + 0.45%, 0.96%, 10/11/2025
(c) |
1,455,000 | 1,434,979 | |||
1 year CMT + 0.68%, 0.85%, 9/15/2024
(c) |
10,186,000 | 10,135,987 | |||
Mizuho Financial Group, Inc.: | |||||
3.55%,
3/5/2023 |
4,271,000 | 4,402,974 | |||
3 Month USD LIBOR + 1.00%, 3.92%, 9/11/2024
(c) |
566,000 | 591,312 | |||
SOFR - 0.87%, 0.85%, 9/8/2024
(c) |
11,310,000 | 11,261,480 | |||
SOFR - 1.25%, 1.24%, 7/10/2024
(c) |
8,641,000 | 8,661,911 | |||
SOFR + 1.24%, 2.84%, 7/16/2025
(c) |
5,600,000 | 5,790,792 |
Security Description | Principal
Amount |
Value | |||
SOFR + 1.36%, 2.56%, 9/13/2025
(c) |
$ 1,800,000 | $ 1,848,420 | |||
Morgan Stanley: | |||||
3 Month USD LIBOR + 0.85%, 3.74%, 4/24/2024
(c) |
41,073,000 | 42,509,734 | |||
SOFR + 0.53%, 0.79%, 5/30/2025
(c) |
15,025,000 | 14,826,670 | |||
SOFR + 0.62%, 0.73%, 4/5/2024
(c) |
12,950,000 | 12,908,689 | |||
Series F, 3.88%,
4/29/2024 |
24,788,000 | 26,299,820 | |||
Series GMTN, 3.13%,
1/23/2023 |
17,089,000 | 17,509,731 | |||
Series GMTN, 3.70%,
10/23/2024 |
21,185,000 | 22,567,109 | |||
Series I, SOFR + 0.75%, 0.86%, 10/21/2025
(c) |
9,600,000 | 9,468,768 | |||
Series MTN, 4.10%,
5/22/2023 |
11,896,000 | 12,392,896 | |||
Series MTN, SOFR + 0.46%, 0.53%, 1/25/2024
(c) |
19,116,000 | 19,051,006 | |||
Series MTN, SOFR + 0.51%, 0.79%, 1/22/2025
(c) |
19,551,000 | 19,364,288 | |||
Series MTN, SOFR + 0.56%, 1.16%, 10/21/2025
(c) |
18,830,000 | 18,665,426 | |||
Series MTN, SOFR + 1.15%, 2.72%, 7/22/2025
(c) |
17,050,000 | 17,575,140 | |||
National Australia Bank, Ltd.: | |||||
2.88%, 4/12/2023
(b) |
3,884,000 | 3,987,703 | |||
3.00%,
1/20/2023 |
3,385,000 | 3,467,594 | |||
3.63%,
6/20/2023 |
3,960,000 | 4,122,241 | |||
National Bank of Canada: | |||||
Series FXD, 0.75%,
8/6/2024 |
5,589,000 | 5,512,095 | |||
Series MTN, 2.10%,
2/1/2023 |
12,178,000 | 12,340,211 | |||
Series MTN, 1 year CMT + 0.40%, 0.55%, 11/15/2024
(c) |
3,192,000 | 3,156,186 | |||
Natwest Group PLC: | |||||
3.88%,
9/12/2023 |
22,627,000 | 23,593,852 | |||
5.13%,
5/28/2024 |
8,943,000 | 9,646,099 | |||
6.00%,
12/19/2023 |
1,160,000 | 1,259,864 | |||
1 year CMT + 2.15%, 2.36%, 5/22/2024
(c) |
3,850,000 | 3,911,561 | |||
3 Month USD LIBOR + 1.55%, 4.52%, 6/25/2024
(c) |
8,454,000 | 8,846,604 | |||
3 Month USD LIBOR + 1.76%, 4.27%, 3/22/2025
(c) |
31,857,000 | 33,738,793 | |||
PNC Bank NA: | |||||
2.50%,
8/27/2024 |
10,078,000 | 10,414,001 |
Security Description | Principal
Amount |
Value | |||
3.80%,
7/25/2023 |
$ 937,000 | $ 976,092 | |||
Series BKNT, 2.95%,
1/30/2023 |
11,228,000 | 11,480,855 | |||
Series BKNT, 3.30%, 10/30/2024
(b) |
2,000,000 | 2,113,400 | |||
Series BKNT, 3.50%,
6/8/2023 |
1,147,000 | 1,189,944 | |||
PNC Financial Services Group, Inc.: | |||||
2.20%,
11/1/2024 |
3,150,000 | 3,232,971 | |||
3.50%,
1/23/2024 |
7,161,000 | 7,498,928 | |||
3.90%,
4/29/2024 |
4,199,000 | 4,445,103 | |||
Royal Bank of Canada: | |||||
0.65%,
7/29/2024 |
18,755,000 | 18,499,744 | |||
0.75%,
10/7/2024 |
9,000,000 | 8,909,280 | |||
Series GMTN, 0.43%,
1/19/2024 |
6,066,000 | 5,992,844 | |||
Series GMTN, 1.60%,
4/17/2023 |
6,486,000 | 6,558,189 | |||
Series GMTN, 1.95%,
1/17/2023 |
4,674,000 | 4,738,501 | |||
Series GMTN, 2.25%, 11/1/2024
(b) |
12,000,000 | 12,335,280 | |||
Series GMTN, 2.55%,
7/16/2024 |
13,663,000 | 14,125,493 | |||
Series GMTN, 3.70%,
10/5/2023 |
2,485,000 | 2,606,019 | |||
Series MTN, 0.50%,
10/26/2023 |
13,264,000 | 13,173,672 | |||
Santander Holdings USA, Inc.: | |||||
3.40%,
1/18/2023 |
4,659,000 | 4,761,731 | |||
3.50%,
6/7/2024 |
9,635,000 | 10,047,185 | |||
Santander UK Group Holdings PLC: | |||||
3.57%,
1/10/2023 |
5,553,000 | 5,555,443 | |||
3 Month USD LIBOR + 1.08%, 3.37%, 1/5/2024
(c) |
7,347,000 | 7,506,577 | |||
3 Month USD LIBOR + 1.57%, 4.80%, 11/15/2024
(c) |
2,219,000 | 2,355,469 | |||
SOFR + 0.79%, 1.09%, 3/15/2025
(c) |
20,264,000 | 20,083,042 | |||
Santander UK PLC: | |||||
2.10%,
1/13/2023 |
135,000 | 136,898 | |||
2.88%,
6/18/2024 |
1,650,000 | 1,708,113 | |||
4.00%,
3/13/2024 |
8,161,000 | 8,640,948 | |||
Sumitomo Mitsui Banking Corp.: | |||||
3.00%,
1/18/2023 |
11,000 | 11,248 | |||
3.95%,
7/19/2023 |
656,000 | 685,815 | |||
3.95%,
1/10/2024 |
2,516,000 | 2,656,091 | |||
Series GMTN, 3.40%,
7/11/2024 |
3,300,000 | 3,472,128 |
Security Description | Principal
Amount |
Value | |||
Sumitomo Mitsui Financial Group, Inc.: | |||||
0.51%,
1/12/2024 |
$ 3,881,000 | $ 3,835,127 | |||
2.45%,
9/27/2024 |
3,542,000 | 3,640,822 | |||
2.70%,
7/16/2024 |
19,999,000 | 20,665,167 | |||
3.10%,
1/17/2023 |
11,732,000 | 12,002,657 | |||
3.75%,
7/19/2023 |
10,390,000 | 10,830,120 | |||
3.94%,
10/16/2023 |
4,974,000 | 5,226,033 | |||
Svenska Handelsbanken AB Series BKNT, 3.90%,
11/20/2023 |
7,659,000 | 8,088,670 | |||
Synovus Bank SOFR + 0.95%, 2.29%, 2/10/2023
(c) |
7,292,000 | 7,298,782 | |||
Toronto-Dominion Bank: | |||||
0.55%,
3/4/2024 |
12,830,000 | 12,691,308 | |||
1.25%, 12/13/2024
(b) |
5,355,000 | 5,359,016 | |||
Series GMTN, 3.25%,
3/11/2024 |
6,872,000 | 7,196,221 | |||
Series GMTN, 3.50%, 7/19/2023
(b) |
654,000 | 681,553 | |||
Series MTN, 0.30%,
6/2/2023 |
10,759,000 | 10,694,446 | |||
Series MTN, 0.45%,
9/11/2023 |
7,171,000 | 7,123,385 | |||
Series MTN, 0.70%, 9/10/2024
(b) |
12,854,000 | 12,700,395 | |||
Series MTN, 2.65%,
6/12/2024 |
33,151,000 | 34,380,571 | |||
Truist Bank: | |||||
Series BKNT, 1.25%,
3/9/2023 |
13,869,000 | 13,947,915 | |||
Series BKNT, 2.15%,
12/6/2024 |
8,950,000 | 9,225,481 | |||
Series BKNT, 2.75%,
5/1/2023 |
539,000 | 552,621 | |||
Series BKNT, 3.00%,
2/2/2023 |
942,000 | 963,129 | |||
Series BKNT, 3 Month USD LIBOR + 0.74%, 3.69%, 8/2/2024
(c) |
517,000 | 539,236 | |||
Series BNKT, 3.20%,
4/1/2024 |
10,913,000 | 11,425,147 | |||
Truist Financial Corp.: | |||||
Series MTN, 2.20%,
3/16/2023 |
253,000 | 257,091 | |||
Series MTN, 2.50%,
8/1/2024 |
19,017,000 | 19,640,377 | |||
Series MTN, 2.85%,
10/26/2024 |
3,057,000 | 3,195,910 | |||
Series MTN, 3.75%,
12/6/2023 |
10,640,000 | 11,183,491 | |||
US Bancorp: | |||||
2.40%,
7/30/2024 |
7,204,000 | 7,444,902 | |||
3.38%,
2/5/2024 |
11,187,000 | 11,730,688 | |||
Series MTN, 3.60%,
9/11/2024 |
6,472,000 | 6,875,982 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 3.70%, 1/30/2024
(b) |
$ 3,293,000 | $ 3,475,333 | ||||
US Bank NA: | ||||||
1.95%, 1/9/2023
(b) |
4,300,000 | 4,354,782 | ||||
Series BKNT, 2.85%,
1/23/2023 |
2,394,000 | 2,445,974 | ||||
Series BKNT, 3.40%, 7/24/2023
(b) |
7,053,000 | 7,331,382 | ||||
Wells Fargo & Co.: | ||||||
4.13%,
8/15/2023 |
11,937,000 | 12,522,868 | ||||
4.48%,
1/16/2024 |
3,707,000 | 3,947,510 | ||||
Series M, 3.45%,
2/13/2023 |
9,351,000 | 9,616,849 | ||||
Series MTN, 3.30%,
9/9/2024 |
15,428,000 | 16,239,976 | ||||
Series MTN, 3.75%,
1/24/2024 |
31,566,000 | 33,165,134 | ||||
Series MTN, SOFR + 0.51%, 0.81%, 5/19/2025
(c) |
3,570,000 | 3,530,016 | ||||
Series MTN, SOFR + 1.09%, 2.41%, 10/30/2025
(c) |
9,500,000 | 9,734,745 | ||||
Series MTN, SOFR + 1.60%, 1.65%, 6/2/2024
(c) |
39,737,000 | 40,070,393 | ||||
Westpac Banking Corp.: | ||||||
1.02%, 11/18/2024
(b) |
9,500,000 | 9,464,850 | ||||
2.00%,
1/13/2023 |
3,778,000 | 3,830,212 | ||||
2.75%,
1/11/2023 |
6,935,000 | 7,082,507 | ||||
3.30%,
2/26/2024 |
13,128,000 | 13,779,674 | ||||
2,865,568,691 | ||||||
BEVERAGES — 1.0% | ||||||
Coca-Cola Co. 1.75%,
9/6/2024 |
583,000 | 594,544 | ||||
Constellation Brands, Inc.: | ||||||
3.20%,
2/15/2023 |
6,669,000 | 6,821,987 | ||||
4.25%,
5/1/2023 |
5,452,000 | 5,686,327 | ||||
4.75%,
11/15/2024 |
256,000 | 279,795 | ||||
Diageo Capital PLC: | ||||||
2.63%,
4/29/2023 |
6,682,000 | 6,821,520 | ||||
3.50%,
9/18/2023 |
5,484,000 | 5,710,544 | ||||
Diageo Captial PLC 2.13%,
10/24/2024 |
7,562,000 | 7,751,504 | ||||
Fomento Economico Mexicano SAB de CV 2.88%, 5/10/2023
(b) |
500,000 | 512,035 | ||||
Keurig Dr Pepper, Inc.: | ||||||
0.75%,
3/15/2024 |
5,312,000 | 5,275,294 | ||||
3.13%,
12/15/2023 |
4,387,000 | 4,552,258 | ||||
4.06%,
5/25/2023 |
9,357,000 | 9,751,585 | ||||
PepsiCo, Inc.: | ||||||
0.40%,
10/7/2023 |
8,007,000 | 7,976,493 | ||||
0.75%,
5/1/2023 |
5,404,000 | 5,415,294 | ||||
2.75%,
3/1/2023 |
8,051,000 | 8,248,169 |
Security Description | Principal
Amount |
Value | ||||
3.60%,
3/1/2024 |
$ 6,922,000 | $ 7,291,289 | ||||
82,688,638 | ||||||
BIOTECHNOLOGY — 0.7% | ||||||
Amgen, Inc.: | ||||||
2.25%,
8/19/2023 |
1,225,000 | 1,250,063 | ||||
3.63%,
5/22/2024 |
7,331,000 | 7,726,141 | ||||
Gilead Sciences, Inc.: | ||||||
0.75%,
9/29/2023 |
11,157,000 | 11,106,013 | ||||
2.50%,
9/1/2023 |
4,165,000 | 4,266,085 | ||||
3.70%,
4/1/2024 |
10,764,000 | 11,308,443 | ||||
Illumina, Inc. 0.55%,
3/23/2023 |
5,412,000 | 5,384,994 | ||||
Royalty Pharma PLC 0.75%,
9/2/2023 |
11,623,000 | 11,548,264 | ||||
52,590,003 | ||||||
BUILDING MATERIALS — 0.2% | ||||||
Fortune Brands Home & Security, Inc. 4.00%,
9/21/2023 |
4,528,000 | 4,742,310 | ||||
Lennox International, Inc. 3.00%,
11/15/2023 |
2,718,000 | 2,797,610 | ||||
Martin Marietta Materials, Inc.: | ||||||
0.65%,
7/15/2023 |
1,840,000 | 1,833,505 | ||||
4.25%,
7/2/2024 |
3,234,000 | 3,449,999 | ||||
12,823,424 | ||||||
CHEMICALS — 1.0% | ||||||
Air Products & Chemicals, Inc. 2.75%,
2/3/2023 |
10,000 | 10,218 | ||||
Celanese US Holdings LLC 3.50%,
5/8/2024 |
5,747,000 | 6,004,121 | ||||
DuPont de Nemours, Inc. 4.21%,
11/15/2023 |
27,268,000 | 28,834,819 | ||||
Ecolab, Inc. 0.90%,
12/15/2023 |
2,940,000 | 2,944,116 | ||||
FMC Corp. 4.10%,
2/1/2024 |
2,362,000 | 2,479,722 | ||||
International Flavors & Fragrances, Inc. 3.20%,
5/1/2023 |
16,000 | 16,355 | ||||
Linde, Inc. 2.70%,
2/21/2023 |
636,000 | 647,327 | ||||
LYB International Finance B.V. 4.00%,
7/15/2023 |
7,548,000 | 7,886,452 | ||||
LyondellBasell Industries NV 5.75%,
4/15/2024 |
8,113,000 | 8,835,300 | ||||
Mosaic Co. 4.25%,
11/15/2023 |
3,997,000 | 4,202,526 | ||||
Nutrien, Ltd. 1.90%,
5/13/2023 |
5,592,000 | 5,663,074 | ||||
PPG Industries, Inc. 3.20%,
3/15/2023 |
3,017,000 | 3,094,115 | ||||
Sherwin-Williams Co. 3.13%,
6/1/2024 |
5,934,000 | 6,200,733 |
Security Description | Principal
Amount |
Value | ||||
Westlake Chemical Corp. 0.88%,
8/15/2024 |
$ 2,251,000 | $ 2,217,145 | ||||
79,036,023 | ||||||
COMMERCIAL SERVICES — 0.6% | ||||||
Equifax, Inc.: | ||||||
2.60%,
12/1/2024 |
5,450,000 | 5,639,987 | ||||
3.95%,
6/15/2023 |
70,000 | 72,787 | ||||
Global Payments, Inc.: | ||||||
1.50%,
11/15/2024 |
5,460,000 | 5,461,638 | ||||
3.75%,
6/1/2023 |
849,000 | 874,962 | ||||
4.00%,
6/1/2023 |
4,680,000 | 4,863,830 | ||||
IHS Markit, Ltd. 4.13%,
8/1/2023 |
640,000 | 668,218 | ||||
J Paul Getty Trust Series 2021, 0.39%,
1/1/2024 |
100,000 | 98,950 | ||||
Moody's Corp.: | ||||||
2.63%,
1/15/2023 |
939,000 | 954,719 | ||||
4.88%,
2/15/2024 |
3,774,000 | 4,037,388 | ||||
PayPal Holdings, Inc.: | ||||||
1.35%,
6/1/2023 |
5,332,000 | 5,376,789 | ||||
2.40%,
10/1/2024 |
11,558,000 | 11,959,872 | ||||
Quanta Services, Inc. 0.95%,
10/1/2024 |
2,590,000 | 2,559,956 | ||||
RELX Capital, Inc. 3.50%,
3/16/2023 |
7,043,000 | 7,251,825 | ||||
49,820,921 | ||||||
COMPUTERS — 2.9% | ||||||
Apple, Inc.: | ||||||
0.75%,
5/11/2023 |
29,779,000 | 29,887,098 | ||||
1.80%,
9/11/2024 |
5,816,000 | 5,940,521 | ||||
2.10%,
9/12/2022 |
4,525,000 | 4,572,739 | ||||
2.40%,
1/13/2023 |
3,816,000 | 3,881,864 | ||||
2.40%,
5/3/2023 |
31,972,000 | 32,722,063 | ||||
2.85%,
2/23/2023 |
7,970,000 | 8,146,854 | ||||
2.85%,
5/11/2024 |
6,700,000 | 6,982,874 | ||||
3.00%,
2/9/2024 |
9,854,000 | 10,266,488 | ||||
3.45%,
5/6/2024 |
21,164,000 | 22,385,163 | ||||
Dell International LLC/EMC Corp.: | ||||||
4.00%,
7/15/2024 |
7,058,000 | 7,494,396 | ||||
5.45%,
6/15/2023 |
9,572,000 | 10,108,894 | ||||
Genpact Luxembourg Sarl 3.38%,
12/1/2024 |
300,000 | 316,065 | ||||
Hewlett Packard Enterprise Co.: | ||||||
1.45%,
4/1/2024 |
2,178,000 | 2,191,112 | ||||
2.25%,
4/1/2023 |
6,997,000 | 7,106,503 | ||||
4.45%,
10/2/2023 |
20,289,000 | 21,417,068 | ||||
International Business Machines Corp.: | ||||||
3.00%,
5/15/2024 |
22,525,000 | 23,527,137 | ||||
3.38%,
8/1/2023 |
4,385,000 | 4,558,690 | ||||
3.63%,
2/12/2024 |
17,317,000 | 18,249,174 |
Security Description | Principal
Amount |
Value | ||||
Leidos, Inc. 2.95%,
5/15/2023 |
$ 10,728,000 | $ 10,985,150 | ||||
230,739,853 | ||||||
COSMETICS/PERSONAL CARE — 0.3% | ||||||
Colgate-Palmolive Co.: | ||||||
Series MTN, 1.95%,
2/1/2023 |
75,000 | 76,009 | ||||
Series MTN, 2.10%,
5/1/2023 |
607,000 | 617,950 | ||||
Series MTN, 3.25%, 3/15/2024
(b) |
1,685,000 | 1,772,030 | ||||
Estee Lauder Cos., Inc. 2.00%,
12/1/2024 |
1,500,000 | 1,538,040 | ||||
Procter & Gamble Co. 3.10%, 8/15/2023
(b) |
1,298,000 | 1,348,713 | ||||
Unilever Capital Corp.: | ||||||
0.38%,
9/14/2023 |
3,950,000 | 3,924,799 | ||||
0.63%, 8/12/2024
(b) |
3,948,000 | 3,923,523 | ||||
2.60%,
5/5/2024 |
6,027,000 | 6,234,510 | ||||
3.13%,
3/22/2023 |
879,000 | 902,724 | ||||
3.25%,
3/7/2024 |
6,418,000 | 6,719,004 | ||||
27,057,302 | ||||||
DIVERSIFIED FINANCIAL SERVICES — 5.2% | ||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust: | ||||||
1.15%,
10/29/2023 |
12,610,000 | 12,557,164 | ||||
1.65%,
10/29/2024 |
16,188,000 | 16,166,632 | ||||
2.88%,
8/14/2024 |
9,049,000 | 9,307,168 | ||||
3.15%,
2/15/2024 |
5,621,000 | 5,794,071 | ||||
3.30%,
1/23/2023 |
5,498,000 | 5,615,107 | ||||
4.13%,
7/3/2023 |
4,357,000 | 4,529,755 | ||||
4.50%,
9/15/2023 |
9,081,000 | 9,530,509 | ||||
4.88%,
1/16/2024 |
9,288,000 | 9,880,110 | ||||
Series 3NC1, 1.75%,
10/29/2024 |
8,875,000 | 8,863,818 | ||||
Affiliated Managers Group, Inc. 4.25%,
2/15/2024 |
2,094,000 | 2,226,550 | ||||
Air Lease Corp.: | ||||||
0.80%,
8/18/2024 |
6,250,000 | 6,125,688 | ||||
2.25%, 1/15/2023
(b) |
3,864,000 | 3,913,111 | ||||
2.63%,
7/1/2022 |
3,393,000 | 3,420,008 | ||||
2.75%,
1/15/2023 |
1,320,000 | 1,341,490 | ||||
3.00%,
9/15/2023 |
1,466,000 | 1,505,230 | ||||
3.88%,
7/3/2023 |
7,658,000 | 7,936,139 | ||||
4.25%,
9/15/2024 |
3,050,000 | 3,246,664 | ||||
Series MTN, 0.70%,
2/15/2024 |
3,043,000 | 2,997,629 | ||||
Series MTN, 4.25%,
2/1/2024 |
3,522,000 | 3,712,364 | ||||
Aircastle, Ltd.: | ||||||
4.40%,
9/25/2023 |
1,505,000 | 1,576,563 | ||||
5.00%,
4/1/2023 |
6,422,000 | 6,707,907 |
Security Description | Principal
Amount |
Value | |||
Ally Financial, Inc.: | |||||
1.45%,
10/2/2023 |
$ 9,569,000 | $ 9,602,204 | |||
3.05%,
6/5/2023 |
4,991,000 | 5,115,675 | |||
3.88%,
5/21/2024 |
10,395,000 | 10,956,434 | |||
5.13%,
9/30/2024 |
175,000 | 191,517 | |||
American Express Co.: | |||||
0.75%,
11/3/2023 |
8,390,000 | 8,373,052 | |||
2.50%,
7/30/2024 |
19,009,000 | 19,634,966 | |||
3.00%,
10/30/2024 |
11,127,000 | 11,663,766 | |||
3.40%,
2/27/2023 |
17,377,000 | 17,878,674 | |||
3.40%,
2/22/2024 |
17,154,000 | 17,966,413 | |||
3.63%,
12/5/2024 |
3,000,000 | 3,206,070 | |||
3.70%,
8/3/2023 |
5,250,000 | 5,472,968 | |||
Ameriprise Financial, Inc. 4.00%,
10/15/2023 |
1,313,000 | 1,383,613 | |||
BGC Partners, Inc.: | |||||
3.75%,
10/1/2024 |
1,900,000 | 1,981,358 | |||
5.38%,
7/24/2023 |
5,701,000 | 6,019,515 | |||
BlackRock, Inc. 3.50%,
3/18/2024 |
4,570,000 | 4,831,998 | |||
Blackstone Private Credit Fund: | |||||
1.75%, 9/15/2024
(d) |
6,000,000 | 5,906,400 | |||
2.35%, 11/22/2024
(b)
(d) |
6,975,000 | 6,976,116 | |||
Brookfield Finance, Inc. 4.00%,
4/1/2024 |
5,498,000 | 5,806,933 | |||
Capital One Bank USA NA 3.38%,
2/15/2023 |
8,136,000 | 8,359,008 | |||
Capital One Financial Corp.: | |||||
2.60%,
5/11/2023 |
18,476,000 | 18,866,583 | |||
3.30%,
10/30/2024 |
8,598,000 | 9,063,410 | |||
3.50%,
6/15/2023 |
5,255,000 | 5,445,967 | |||
3.75%,
4/24/2024 |
3,738,000 | 3,941,908 | |||
3.90%,
1/29/2024 |
9,726,000 | 10,244,882 | |||
SOFR + 0.69%, 1.34%, 12/6/2024
(c) |
9,350,000 | 9,408,811 | |||
Charles Schwab Corp 3.75%,
4/1/2024 |
1,013,000 | 1,069,019 | |||
Charles Schwab Corp.: | |||||
0.75%,
3/18/2024 |
9,629,000 | 9,585,669 | |||
2.65%,
1/25/2023 |
5,699,000 | 5,809,333 | |||
3.55%,
2/1/2024 |
3,565,000 | 3,743,464 | |||
Discover Financial Services 3.95%,
11/6/2024 |
3,550,000 | 3,778,549 | |||
Eaton Vance Corp. 3.63%,
6/15/2023 |
851,000 | 882,947 | |||
Intercontinental Exchange, Inc.: | |||||
0.70%,
6/15/2023 |
8,283,000 | 8,275,959 | |||
3.45%,
9/21/2023 |
165,000 | 171,585 | |||
4.00%,
10/15/2023 |
5,238,000 | 5,522,895 | |||
Invesco Finance PLC 4.00%,
1/30/2024 |
6,342,000 | 6,691,127 | |||
Mastercard, Inc. 3.38%,
4/1/2024 |
7,139,000 | 7,527,933 |
Security Description | Principal
Amount |
Value | ||||
Nasdaq, Inc. 4.25%,
6/1/2024 |
$ 15,000 | $ 15,957 | ||||
ORIX Corp. 4.05%,
1/16/2024 |
4,485,000 | 4,730,778 | ||||
Synchrony Financial: | ||||||
4.25%,
8/15/2024 |
8,114,000 | 8,599,379 | ||||
4.38%,
3/19/2024 |
10,495,000 | 11,088,072 | ||||
Western Union Co. 4.25%,
6/9/2023 |
1,576,000 | 1,641,782 | ||||
414,386,366 | ||||||
ELECTRIC — 4.5% | ||||||
Alabama Power Co. Series 13-A, 3.55%,
12/1/2023 |
1,982,000 | 2,077,453 | ||||
Ameren Corp. 2.50%,
9/15/2024 |
7,721,000 | 7,933,714 | ||||
American Electric Power Co., Inc. Series M, 0.75%,
11/1/2023 |
5,219,000 | 5,190,348 | ||||
Avangrid, Inc. 3.15%,
12/1/2024 |
1,950,000 | 2,042,625 | ||||
Baltimore Gas & Electric Co. 3.35%,
7/1/2023 |
417,000 | 429,673 | ||||
Berkshire Hathaway Energy Co.: | ||||||
2.80%,
1/15/2023 |
4,070,000 | 4,153,028 | ||||
3.75%,
11/15/2023 |
6,341,000 | 6,634,335 | ||||
Black Hills Corp.: | ||||||
1.04%,
8/23/2024 |
4,255,000 | 4,212,790 | ||||
4.25%, 11/30/2023
(b) |
1,454,000 | 1,528,968 | ||||
CenterPoint Energy, Inc. 2.50%,
9/1/2024 |
9,565,000 | 9,834,542 | ||||
Connecticut Light & Power Co. 2.50%,
1/15/2023 |
98,000 | 99,429 | ||||
Consolidated Edison, Inc. Series A, 0.65%,
12/1/2023 |
3,769,000 | 3,740,393 | ||||
Consumers Energy Co.: | ||||||
0.35%,
6/1/2023 |
2,740,000 | 2,723,341 | ||||
3.38%,
8/15/2023 |
729,000 | 753,473 | ||||
Delmarva Power & Light Co. 3.50%,
11/15/2023 |
2,061,000 | 2,146,387 | ||||
Dominion Energy, Inc. 3.07%, 8/15/2024
(c)
(e) |
13,627,000 | 14,120,434 | ||||
DTE Electric Co. 3.65%,
3/15/2024 |
2,070,000 | 2,171,120 | ||||
DTE Energy Co.: | ||||||
2.25%,
11/1/2022 |
3,881,000 | 3,929,668 | ||||
Series C, 2.53%,
10/1/2024 |
1,967,000 | 2,027,741 | ||||
Duke Energy Carolinas LLC: | ||||||
2.50%,
3/15/2023 |
1,218,000 | 1,238,840 | ||||
3.05%,
3/15/2023 |
79,000 | 81,019 |
Security Description | Principal
Amount |
Value | |||
Duke Energy Corp.: | |||||
3.75%,
4/15/2024 |
$ 12,033,000 | $ 12,644,397 | |||
3.95%,
10/15/2023 |
3,343,000 | 3,492,131 | |||
Duke Energy Ohio, Inc. 3.80%,
9/1/2023 |
419,000 | 435,618 | |||
Duke Energy Progress LLC 3.38%,
9/1/2023 |
100,000 | 103,876 | |||
Edison International: | |||||
2.40%,
9/15/2022 |
3,786,000 | 3,818,370 | |||
2.95%,
3/15/2023 |
2,218,000 | 2,264,955 | |||
3.13%,
11/15/2022 |
4,526,000 | 4,593,211 | |||
3.55%,
11/15/2024 |
2,900,000 | 3,043,434 | |||
Emera US Finance L.P. 0.83%,
6/15/2024 |
5,022,000 | 4,924,925 | |||
Entergy Corp. 4.00%,
7/15/2022 |
4,258,000 | 4,308,372 | |||
Entergy Louisiana LLC: | |||||
0.62%,
11/17/2023 |
6,657,000 | 6,604,942 | |||
0.95%,
10/1/2024 |
5,280,000 | 5,237,232 | |||
4.05%,
9/1/2023 |
189,000 | 196,658 | |||
Evergy Metro, Inc. 3.15%,
3/15/2023 |
571,000 | 582,683 | |||
Evergy, Inc. 2.45%,
9/15/2024 |
7,404,000 | 7,591,247 | |||
Eversource Energy: | |||||
2.80%,
5/1/2023 |
201,000 | 204,702 | |||
Series L, 2.90%,
10/1/2024 |
4,052,000 | 4,202,815 | |||
Series N, 3.80%,
12/1/2023 |
5,823,000 | 6,111,355 | |||
Exelon Generation Co. LLC: | |||||
3.40%,
3/15/2022 |
4,535,000 | 4,550,056 | |||
4.25%,
6/15/2022 |
3,750,000 | 3,776,963 | |||
Florida Power & Light Co.: | |||||
2.75%,
6/1/2023 |
562,000 | 572,745 | |||
3.25%,
6/1/2024 |
2,393,000 | 2,495,492 | |||
Georgia Power Co.: | |||||
Series A, 2.10%,
7/30/2023 |
3,774,000 | 3,843,102 | |||
Series A, 2.20%,
9/15/2024 |
1,800,000 | 1,840,230 | |||
IPALCO Enterprises, Inc. 3.70%,
9/1/2024 |
6,000 | 6,287 | |||
ITC Holdings Corp. 3.65%,
6/15/2024 |
43,000 | 45,111 | |||
MidAmerican Energy Co. 3.50%,
10/15/2024 |
1,500,000 | 1,585,740 | |||
National Rural Utilities Cooperative Finance Corp.: | |||||
0.35%,
2/8/2024 |
8,163,000 | 8,035,902 | |||
2.70%,
2/15/2023 |
330,000 | 336,082 | |||
2.95%,
2/7/2024 |
5,321,000 | 5,512,822 | |||
3.40%,
11/15/2023 |
2,909,000 | 3,027,251 | |||
3 Month USD LIBOR + 2.91%, 4.75%, 4/30/2043
(c) |
6,000 | 6,124 |
Security Description | Principal
Amount |
Value | |||
Series D, 1.00%,
10/18/2024 |
$ 3,905,000 | $ 3,885,436 | |||
NextEra Energy Capital Holdings, Inc. 0.65%,
3/1/2023 |
13,436,000 | 13,408,187 | |||
Northern States Power Co. 2.60%,
5/15/2023 |
297,000 | 301,440 | |||
NSTAR Electric Co. 2.38%,
10/15/2022 |
3,073,000 | 3,099,090 | |||
OGE Energy Corp. 0.70%,
5/26/2023 |
2,671,000 | 2,660,717 | |||
Oklahoma Gas & Electric Co. 0.55%,
5/26/2023 |
3,803,000 | 3,783,453 | |||
Oncor Electric Delivery Co. LLC 4.10%,
6/1/2022 |
2,439,000 | 2,452,756 | |||
Pacific Gas & Electric Co.: | |||||
1.37%,
3/10/2023 |
9,078,000 | 9,024,258 | |||
1.70%,
11/15/2023 |
3,290,000 | 3,288,223 | |||
3.25%,
6/15/2023 |
2,253,000 | 2,289,183 | |||
3.40%,
8/15/2024 |
2,750,000 | 2,836,488 | |||
3.75%,
2/15/2024 |
6,042,000 | 6,240,419 | |||
3.85%,
11/15/2023 |
4,346,000 | 4,468,774 | |||
4.25%,
8/1/2023 |
4,353,000 | 4,502,830 | |||
PacifiCorp 2.95%, 6/1/2023
(b) |
456,000 | 467,008 | |||
Potomac Electric Power Co. 3.60%,
3/15/2024 |
91,000 | 95,280 | |||
Progress Energy, Inc. 3.15%,
4/1/2022 |
3,292,000 | 3,298,255 | |||
Public Service Co. of New Hampshire 3.50%,
11/1/2023 |
2,733,000 | 2,841,090 | |||
Public Service Electric & Gas Co.: | |||||
Series MTN, 2.38%,
5/15/2023 |
77,000 | 78,365 | |||
Series MTN, 3.25%,
9/1/2023 |
308,000 | 319,057 | |||
Public Service Enterprise Group, Inc.: | |||||
0.84%,
11/8/2023 |
3,843,000 | 3,827,935 | |||
2.88%,
6/15/2024 |
15,308,000 | 15,849,750 | |||
Southern California Edison Co.: | |||||
0.70%,
4/3/2023 |
4,209,000 | 4,195,910 | |||
1.10%,
4/1/2024 |
10,529,000 | 10,492,570 | |||
Series B, 2.40%, 2/1/2022
(b) |
2,268,000 | 2,271,062 | |||
Series C, 3.50%,
10/1/2023 |
839,000 | 870,077 | |||
Series D, 3.40%,
6/1/2023 |
864,000 | 888,546 | |||
Series J, 0.70%,
8/1/2023 |
3,765,000 | 3,747,229 | |||
Series K, 0.98%,
8/1/2024 |
3,316,000 | 3,287,814 | |||
Southern Co.: | |||||
2.95%,
7/1/2023 |
22,914,000 | 23,483,184 |
Security Description | Principal
Amount |
Value | ||||
Series 21-A, 0.60%,
2/26/2024 |
$ 4,362,000 | $ 4,309,394 | ||||
Southwestern Public Service Co. 3.30%,
6/15/2024 |
1,479,000 | 1,540,793 | ||||
Union Electric Co. 3.50%,
4/15/2024 |
5,000 | 5,233 | ||||
Virginia Electric & Power Co.: | ||||||
3.45%,
2/15/2024 |
1,003,000 | 1,045,387 | ||||
Series C, 2.75%,
3/15/2023 |
1,687,000 | 1,719,306 | ||||
WEC Energy Group, Inc.: | ||||||
0.55%,
9/15/2023 |
11,282,000 | 11,195,580 | ||||
0.80%,
3/15/2024 |
7,615,000 | 7,541,058 | ||||
Wisconsin Electric Power Co. 2.05%,
12/15/2024 |
2,400,000 | 2,459,088 | ||||
Xcel Energy, Inc. 0.50%,
10/15/2023 |
6,544,000 | 6,499,304 | ||||
357,633,680 | ||||||
ELECTRICAL COMPONENTS & EQUIPMENT — 0.0% (a) | ||||||
Emerson Electric Co. 2.63%,
2/15/2023 |
61,000 | 62,015 | ||||
ELECTRONICS — 0.4% | ||||||
Agilent Technologies, Inc. 3.88%,
7/15/2023 |
867,000 | 898,567 | ||||
Allegion US Holding Co., Inc. 3.20%,
10/1/2024 |
1,062,000 | 1,104,289 | ||||
Amphenol Corp. 3.20%,
4/1/2024 |
1,367,000 | 1,422,213 | ||||
Arrow Electronics, Inc.: | ||||||
3.25%,
9/8/2024 |
2,858,000 | 2,980,723 | ||||
4.50%,
3/1/2023 |
1,913,000 | 1,968,764 | ||||
Flex, Ltd. 5.00%,
2/15/2023 |
848,000 | 884,422 | ||||
Honeywell International, Inc.: | ||||||
2.30%,
8/15/2024 |
2,644,000 | 2,728,687 | ||||
3.35%,
12/1/2023 |
2,129,000 | 2,227,615 | ||||
Keysight Technologies, Inc. 4.55%,
10/30/2024 |
2,411,000 | 2,608,967 | ||||
TD SYNNEX Corp. 1.25%, 8/9/2024
(d) |
9,399,000 | 9,290,912 | ||||
Trimble, Inc. 4.15%,
6/15/2023 |
897,000 | 933,203 | ||||
Tyco Electronics Group SA 3.45%,
8/1/2024 |
1,511,000 | 1,584,117 | ||||
28,632,479 | ||||||
ENVIRONMENTAL CONTROL — 0.2% | ||||||
Republic Services, Inc.: | ||||||
2.50%,
8/15/2024 |
14,990,000 | 15,427,408 | ||||
4.75%,
5/15/2023 |
1,835,000 | 1,913,923 | ||||
Waste Management, Inc. 2.40%,
5/15/2023 |
554,000 | 563,867 | ||||
17,905,198 |
Security Description | Principal
Amount |
Value | ||||
FOOD — 0.8% | ||||||
Campbell Soup Co. 3.65%,
3/15/2023 |
$ 4,094,000 | $ 4,220,423 | ||||
Conagra Brands, Inc.: | ||||||
0.50%,
8/11/2023 |
2,260,000 | 2,241,965 | ||||
3.20%,
1/25/2023 |
3,744,000 | 3,813,863 | ||||
4.30%,
5/1/2024 |
7,832,000 | 8,342,255 | ||||
General Mills, Inc.: | ||||||
3.65%,
2/15/2024 |
3,996,000 | 4,187,368 | ||||
3.70%,
10/17/2023 |
5,554,000 | 5,812,650 | ||||
Hershey Co.: | ||||||
2.05%,
11/15/2024 |
61,000 | 62,577 | ||||
3.38%,
5/15/2023 |
705,000 | 728,935 | ||||
Hormel Foods Corp. 0.65%,
6/3/2024 |
4,150,000 | 4,118,750 | ||||
Kellogg Co. 2.65%,
12/1/2023 |
4,006,000 | 4,130,066 | ||||
Kroger Co.: | ||||||
3.85%,
8/1/2023 |
3,969,000 | 4,124,108 | ||||
4.00%,
2/1/2024 |
3,979,000 | 4,186,704 | ||||
McCormick & Co., Inc. 3.15%,
8/15/2024 |
6,189,000 | 6,465,896 | ||||
Tyson Foods, Inc.: | ||||||
3.90%,
9/28/2023 |
3,079,000 | 3,219,064 | ||||
3.95%,
8/15/2024 |
7,412,000 | 7,883,848 | ||||
63,538,472 | ||||||
FOREST PRODUCTS & PAPER — 0.2% | ||||||
Celulosa Arauco y Constitucion SA 4.50%,
8/1/2024 |
70,000 | 74,377 | ||||
Georgia-Pacific LLC 8.00%,
1/15/2024 |
15,757,000 | 17,924,848 | ||||
17,999,225 | ||||||
GAS — 0.4% | ||||||
Atmos Energy Corp. 0.63%,
3/9/2023 |
4,905,000 | 4,892,149 | ||||
CenterPoint Energy Resources Corp. 0.70%,
3/2/2023 |
3,830,000 | 3,813,110 | ||||
Eastern Energy Gas Holdings LLC: | ||||||
3.55%,
11/1/2023 |
971,000 | 1,011,025 | ||||
Series A, 2.50%,
11/15/2024 |
4,800,000 | 4,963,248 | ||||
National Fuel Gas Co. 3.75%,
3/1/2023 |
376,000 | 384,170 | ||||
ONE Gas, Inc.: | ||||||
0.85%,
3/11/2023 |
6,360,000 | 6,346,707 | ||||
1.10%,
3/11/2024 |
7,619,000 | 7,558,353 | ||||
3.61%,
2/1/2024 |
1,000,000 | 1,041,380 | ||||
Southern California Gas Co. 3.15%,
9/15/2024 |
503,000 | 526,244 |
Security Description | Principal
Amount |
Value | ||||
Southern Co. Gas Capital Corp. 2.45%,
10/1/2023 |
$ 1,000,000 | $ 1,022,420 | ||||
31,558,806 | ||||||
HEALTH CARE PRODUCTS — 1.2% | ||||||
Abbott Laboratories 3.40%,
11/30/2023 |
4,963,000 | 5,185,988 | ||||
Baxter International, Inc.: | ||||||
0.87%, 12/1/2023
(d) |
11,275,000 | 11,229,223 | ||||
1.32%, 11/29/2024
(d) |
10,585,000 | 10,576,214 | ||||
Boston Scientific Corp. 3.45%,
3/1/2024 |
10,481,000 | 10,963,126 | ||||
DH Europe Finance II Sarl 2.20%,
11/15/2024 |
10,420,000 | 10,655,388 | ||||
PerkinElmer, Inc.: | ||||||
0.55%,
9/15/2023 |
3,407,000 | 3,380,255 | ||||
0.85%,
9/15/2024 |
4,315,000 | 4,254,331 | ||||
Stryker Corp.: | ||||||
0.60%,
12/1/2023 |
3,718,000 | 3,695,060 | ||||
3.38%,
5/15/2024 |
3,645,000 | 3,812,087 | ||||
Thermo Fisher Scientific, Inc.: | ||||||
0.80%,
10/18/2023 |
11,776,000 | 11,737,964 | ||||
1.22%,
10/18/2024 |
10,815,000 | 10,806,781 | ||||
Zimmer Biomet Holdings, Inc. 1.45%,
11/22/2024 |
7,065,000 | 7,049,810 | ||||
93,346,227 | ||||||
HEALTH CARE SERVICES — 2.0% | ||||||
Aetna, Inc.: | ||||||
2.80%,
6/15/2023 |
10,598,000 | 10,858,923 | ||||
3.50%,
11/15/2024 |
6,000,000 | 6,338,280 | ||||
Anthem, Inc.: | ||||||
0.45%,
3/15/2023 |
6,591,000 | 6,570,041 | ||||
3.30%,
1/15/2023 |
5,745,000 | 5,900,402 | ||||
3.35%,
12/1/2024 |
23,113,000 | 24,421,196 | ||||
3.50%,
8/15/2024 |
8,649,000 | 9,134,295 | ||||
CommonSpirit Health: | ||||||
2.76%,
10/1/2024 |
4,227,000 | 4,365,434 | ||||
2.95%, 11/1/2022
(b) |
3,845,000 | 3,911,249 | ||||
Dignity Health 3.13%,
11/1/2022 |
501,000 | 509,687 | ||||
HCA, Inc.: | ||||||
4.75%,
5/1/2023 |
8,912,000 | 9,338,528 | ||||
5.00%,
3/15/2024 |
19,481,000 | 20,957,660 | ||||
Humana, Inc.: | ||||||
0.65%,
8/3/2023 |
2,750,000 | 2,737,158 | ||||
2.90%,
12/15/2022 |
5,919,000 | 6,033,947 | ||||
3.15%,
12/1/2022 |
3,850,000 | 3,912,793 | ||||
3.85%,
10/1/2024 |
724,000 | 768,649 | ||||
Laboratory Corp. of America Holdings: | ||||||
2.30%,
12/1/2024 |
1,700,000 | 1,743,758 | ||||
3.25%,
9/1/2024 |
7,605,000 | 7,960,762 | ||||
4.00%,
11/1/2023 |
3,910,000 | 4,088,570 | ||||
Quest Diagnostics, Inc. 4.25%,
4/1/2024 |
132,000 | 139,614 |
Security Description | Principal
Amount |
Value | ||||
SSM Health Care Corp. Series 2018, 3.69%,
6/1/2023 |
$ 4,025,000 | $ 4,151,787 | ||||
UnitedHealth Group, Inc.: | ||||||
0.55%,
5/15/2024 |
4,685,000 | 4,647,333 | ||||
2.38%,
8/15/2024 |
5,522,000 | 5,717,755 | ||||
2.75%,
2/15/2023 |
3,997,000 | 4,068,866 | ||||
2.88%,
3/15/2023 |
4,203,000 | 4,314,800 | ||||
3.50%,
6/15/2023 |
3,720,000 | 3,864,596 | ||||
3.50%,
2/15/2024 |
3,614,000 | 3,805,723 | ||||
160,261,806 | ||||||
HOME BUILDERS — 0.5% | ||||||
DR Horton, Inc.: | ||||||
2.50%,
10/15/2024 |
2,112,000 | 2,178,528 | ||||
4.38%,
9/15/2022 |
3,309,000 | 3,362,738 | ||||
4.75%,
2/15/2023 |
1,621,000 | 1,674,331 | ||||
5.75%,
8/15/2023 |
9,683,000 | 10,304,649 | ||||
Lennar Corp.: | ||||||
4.50%,
4/30/2024 |
14,321,000 | 15,226,803 | ||||
4.88%,
12/15/2023 |
2,337,000 | 2,481,824 | ||||
5.88%,
11/15/2024 |
3,103,000 | 3,432,352 | ||||
38,661,225 | ||||||
HOME FURNISHINGS — 0.0% (a) | ||||||
Whirlpool Corp. 4.00%,
3/1/2024 |
1,077,000 | 1,140,812 | ||||
HOUSEHOLD PRODUCTS & WARES — 0.1% | ||||||
Avery Dennison Corp. 0.85%,
8/15/2024 |
2,885,000 | 2,843,023 | ||||
Clorox Co. 3.50%,
12/15/2024 |
700,000 | 745,787 | ||||
Kimberly-Clark Corp. 2.40%,
6/1/2023 |
198,000 | 202,709 | ||||
3,791,519 | ||||||
INSURANCE — 1.4% | ||||||
Aflac, Inc. 3.63%,
11/15/2024 |
2,000,000 | 2,137,220 | ||||
Allstate Corp. 3.15%,
6/15/2023 |
7,051,000 | 7,291,862 | ||||
American International Group, Inc. 4.13%,
2/15/2024 |
6,169,000 | 6,550,985 | ||||
Aon Corp. 2.20%,
11/15/2022 |
3,854,000 | 3,904,102 | ||||
Aon PLC: | ||||||
3.50%,
6/14/2024 |
3,891,000 | 4,090,764 | ||||
4.00%,
11/27/2023 |
1,071,000 | 1,122,205 | ||||
Aspen Insurance Holdings, Ltd. 4.65%,
11/15/2023 |
1,996,000 | 2,117,317 | ||||
Assurant, Inc. 4.20%,
9/27/2023 |
351,000 | 368,764 | ||||
Assured Guaranty US Holdings, Inc. 5.00%, 7/1/2024
(b) |
3,918,000 | 4,250,677 |
Security Description | Principal
Amount |
Value | ||||
Berkshire Hathaway, Inc.: | ||||||
2.75%, 3/15/2023
(b) |
$ 11,756,000 | $ 12,011,105 | ||||
3.00%,
2/11/2023 |
3,789,000 | 3,886,112 | ||||
Chubb INA Holdings, Inc.: | ||||||
2.70%,
3/13/2023 |
3,979,000 | 4,074,775 | ||||
3.35%,
5/15/2024 |
3,644,000 | 3,845,659 | ||||
CNA Financial Corp. 3.95%,
5/15/2024 |
1,023,000 | 1,079,787 | ||||
Equitable Holdings, Inc. 3.90%,
4/20/2023 |
3,781,000 | 3,916,927 | ||||
Jackson Financial, Inc. 1.13%, 11/22/2023
(d) |
5,585,000 | 5,576,511 | ||||
Lincoln National Corp. 4.00%,
9/1/2023 |
565,000 | 592,470 | ||||
Loews Corp. 2.63%,
5/15/2023 |
745,000 | 760,392 | ||||
Marsh & McLennan Cos., Inc.: | ||||||
3.30%,
3/14/2023 |
2,436,000 | 2,498,824 | ||||
3.50%,
6/3/2024 |
4,569,000 | 4,820,889 | ||||
3.88%,
3/15/2024 |
10,788,000 | 11,417,156 | ||||
MetLife, Inc.: | ||||||
3.60%,
4/10/2024 |
4,987,000 | 5,274,949 | ||||
Series D, 4.37%,
9/15/2023 |
7,538,000 | 7,975,656 | ||||
Principal Financial Group, Inc. 3.13%,
5/15/2023 |
2,270,000 | 2,337,555 | ||||
Prudential Financial, Inc.: | ||||||
3 Month USD LIBOR + 3.04%, 5.20%, 3/15/2044
(c) |
58,000 | 61,033 | ||||
3 Month USD LIBOR + 3.92%, 5.63%, 6/15/2043
(c) |
11,000 | 11,450 | ||||
Reinsurance Group of America, Inc. Series MTN, 4.70%,
9/15/2023 |
199,000 | 210,399 | ||||
Unum Group 4.00%,
3/15/2024 |
4,469,000 | 4,718,013 | ||||
Voya Financial, Inc. 3 Month USD LIBOR + 3.58%, 5.65%, 5/15/2053
(c) |
380,000 | 395,132 | ||||
W R Berkley Corp. 4.63%,
3/15/2022 |
2,548,000 | 2,567,365 | ||||
Willis North America, Inc. 3.60%,
5/15/2024 |
3,912,000 | 4,099,854 | ||||
113,965,909 | ||||||
INTERNET — 1.4% | ||||||
Alibaba Group Holding, Ltd.: | ||||||
2.80%,
6/6/2023 |
428,000 | 437,484 | ||||
3.60%,
11/28/2024 |
4,100,000 | 4,315,906 | ||||
Alphabet, Inc. 3.38%,
2/25/2024 |
4,792,000 | 5,056,997 | ||||
Amazon.com, Inc.: | ||||||
0.25%,
5/12/2023 |
6,346,000 | 6,320,172 |
Security Description | Principal
Amount |
Value | ||||
0.40%,
6/3/2023 |
$ 7,288,000 | $ 7,265,844 | ||||
0.45%,
5/12/2024 |
15,691,000 | 15,534,561 | ||||
2.40%,
2/22/2023 |
8,265,000 | 8,421,043 | ||||
2.80%,
8/22/2024 |
11,389,000 | 11,919,386 | ||||
3.80%,
12/5/2024 |
7,050,000 | 7,554,639 | ||||
Baidu, Inc.: | ||||||
3.50%,
11/28/2022 |
5,328,000 | 5,439,941 | ||||
3.88%,
9/29/2023 |
5,962,000 | 6,205,369 | ||||
4.38%,
5/14/2024 |
1,482,000 | 1,577,248 | ||||
Booking Holdings, Inc. 2.75%,
3/15/2023 |
8,225,000 | 8,404,552 | ||||
eBay, Inc.: | ||||||
2.75%,
1/30/2023 |
5,027,000 | 5,121,558 | ||||
3.45%,
8/1/2024 |
4,318,000 | 4,535,498 | ||||
Expedia Group, Inc.: | ||||||
3.60%,
12/15/2023 |
4,910,000 | 5,104,436 | ||||
4.50%,
8/15/2024 |
3,826,000 | 4,085,441 | ||||
Weibo Corp. 3.50%,
7/5/2024 |
4,209,000 | 4,324,327 | ||||
111,624,402 | ||||||
INVESTMENT COMPANY SECURITY — 0.8% | ||||||
Ares Capital Corp.: | ||||||
3.50%, 2/10/2023
(b) |
7,327,000 | 7,497,353 | ||||
4.20%,
6/10/2024 |
9,645,000 | 10,192,354 | ||||
Blackstone Secured Lending Fund 3.65%,
7/14/2023 |
7,455,000 | 7,683,794 | ||||
FS KKR Capital Corp.: | ||||||
1.65%,
10/12/2024 |
12,835,000 | 12,604,997 | ||||
4.63%,
7/15/2024 |
1,110,000 | 1,170,184 | ||||
Golub Capital BDC, Inc. 3.38%,
4/15/2024 |
12,745,000 | 13,078,409 | ||||
Main Street Capital Corp. 3.00%,
7/14/2026 |
4,000,000 | 4,012,440 | ||||
Owl Rock Capital Corp. 5.25%,
4/15/2024 |
5,805,000 | 6,196,663 | ||||
Sixth Street Specialty Lending, Inc. 3.88%,
11/1/2024 |
2,250,000 | 2,352,262 | ||||
64,788,456 | ||||||
IRON/STEEL — 0.0% (a) | ||||||
Nucor Corp. 4.00%,
8/1/2023 |
1,523,000 | 1,588,230 | ||||
Reliance Steel & Aluminum Co. 4.50%,
4/15/2023 |
910,000 | 943,115 | ||||
2,531,345 | ||||||
LEISURE TIME — 0.1% | ||||||
Brunswick Corp. 0.85%,
8/18/2024 |
4,766,000 | 4,699,991 | ||||
LODGING — 0.3% | ||||||
Hyatt Hotels Corp.: | ||||||
1.30%,
10/1/2023 |
2,125,000 | 2,126,041 | ||||
1.80%,
10/1/2024 |
2,915,000 | 2,918,498 |
Security Description | Principal
Amount |
Value | ||||
3.38%,
7/15/2023 |
$ 2,446,000 | $ 2,505,267 | ||||
Las Vegas Sands Corp. 3.20%,
8/8/2024 |
14,733,000 | 14,971,822 | ||||
Marriott International, Inc.: | ||||||
3.60%,
4/15/2024 |
583,000 | 610,558 | ||||
Series Z, 4.15%, 12/1/2023
(b) |
2,738,000 | 2,871,861 | ||||
26,004,047 | ||||||
MACHINERY, CONSTRUCTION & MINING — 0.9% | ||||||
Caterpillar Financial Services Corp.: | ||||||
0.25%,
3/1/2023 |
8,579,000 | 8,532,330 | ||||
0.65%,
7/7/2023 |
4,728,000 | 4,726,582 | ||||
Series MTN, 0.45%,
9/14/2023 |
12,384,000 | 12,321,337 | ||||
Series MTN, 0.45%,
5/17/2024 |
5,101,000 | 5,036,013 | ||||
Series MTN, 0.60%,
9/13/2024 |
8,579,000 | 8,474,594 | ||||
Series MTN, 2.15%, 11/8/2024
(b) |
6,484,000 | 6,674,954 | ||||
Series MTN, 2.63%, 3/1/2023
(b) |
612,000 | 625,654 | ||||
Series MTN, 2.85%,
5/17/2024 |
3,989,000 | 4,163,200 | ||||
Series MTN, 3.25%,
12/1/2024 |
2,450,000 | 2,599,695 | ||||
Series MTN, 3.30%,
6/9/2024 |
3,782,000 | 3,982,257 | ||||
Series MTN, 3.45%,
5/15/2023 |
2,099,000 | 2,175,655 | ||||
Series MTN, 3.65%,
12/7/2023 |
3,672,000 | 3,866,726 | ||||
Series MTN, 3.75%,
11/24/2023 |
20,000 | 21,101 | ||||
Caterpillar, Inc. 3.40%,
5/15/2024 |
10,465,000 | 11,003,110 | ||||
74,203,208 | ||||||
MACHINERY-DIVERSIFIED — 1.2% | ||||||
CNH Industrial Capital LLC: | ||||||
1.95%,
7/2/2023 |
8,237,000 | 8,344,657 | ||||
4.20%,
1/15/2024 |
3,863,000 | 4,082,611 | ||||
CNH Industrial NV 4.50%,
8/15/2023 |
8,759,000 | 9,210,264 | ||||
Crane Co. 4.45%,
12/15/2023 |
2,223,000 | 2,344,220 | ||||
John Deere Capital Corp.: | ||||||
2.80%,
1/27/2023 |
3,939,000 | 4,027,391 | ||||
3.65%,
10/12/2023 |
2,941,000 | 3,087,315 | ||||
Series GMTN, 3.45%,
6/7/2023 |
214,000 | 222,038 | ||||
Series MTN, 0.25%,
1/17/2023 |
4,018,000 | 4,006,991 | ||||
Series MTN, 0.40%,
10/10/2023 |
9,054,000 | 9,003,660 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 0.45%,
1/17/2024 |
$ 6,770,000 | $ 6,702,503 | ||||
Series MTN, 0.45%,
6/7/2024 |
5,299,000 | 5,230,325 | ||||
Series MTN, 0.63%,
9/10/2024 |
3,300,000 | 3,266,472 | ||||
Series MTN, 0.70%,
7/5/2023 |
3,838,000 | 3,836,772 | ||||
Series MTN, 1.20%,
4/6/2023 |
3,897,000 | 3,919,447 | ||||
Series MTN, 2.60%,
3/7/2024 |
2,919,000 | 3,020,464 | ||||
Series MTN, 2.65%,
6/24/2024 |
1,405,000 | 1,458,741 | ||||
Series MTN, 2.70%,
1/6/2023 |
3,895,000 | 3,974,731 | ||||
Series MTN, 2.80%,
3/6/2023 |
4,958,000 | 5,084,330 | ||||
Series MTN, 3.35%,
6/12/2024 |
1,917,000 | 2,026,173 | ||||
Series MTN, 3.45%,
1/10/2024 |
3,292,000 | 3,457,094 | ||||
Rockwell Automation, Inc. 0.35%, 8/15/2023
(b) |
2,940,000 | 2,922,919 | ||||
Westinghouse Air Brake Technologies Corp. 4.40%,
3/15/2024 |
3,760,000 | 3,985,863 | ||||
93,214,981 | ||||||
MEDIA — 1.2% | ||||||
Charter Communications Operating LLC/Charter Communications Operating Capital Class USD, 4.50%,
2/1/2024 |
7,142,000 | 7,592,375 | ||||
Comcast Cable Communications Holdings, Inc. 9.46%,
11/15/2022 |
9,919,000 | 10,681,969 | ||||
Comcast Corp. 3.70%,
4/15/2024 |
16,315,000 | 17,338,277 | ||||
Discovery Communications LLC: | ||||||
2.95%,
3/20/2023 |
4,322,000 | 4,420,801 | ||||
3.80%,
3/13/2024 |
9,676,000 | 10,157,865 | ||||
3.90%,
11/15/2024 |
4,579,000 | 4,866,561 | ||||
Fox Corp. 4.03%,
1/25/2024 |
7,552,000 | 7,976,876 | ||||
Thomson Reuters Corp. 4.30%,
11/23/2023 |
3,239,000 | 3,406,780 | ||||
Time Warner Entertainment Co. L.P. 8.38%,
3/15/2023 |
1,175,000 | 1,276,543 | ||||
ViacomCBS, Inc.: | ||||||
3.70%,
8/15/2024 |
3,911,000 | 4,144,056 | ||||
3.88%,
4/1/2024 |
2,997,000 | 3,151,675 |
Security Description | Principal
Amount |
Value | ||||
Walt Disney Co.: | ||||||
1.75%,
8/30/2024 |
$ 23,307,000 | $ 23,711,610 | ||||
3.70%,
9/15/2024 |
123,000 | 130,289 | ||||
98,855,677 | ||||||
METAL FABRICATE & HARDWARE — 0.1% | ||||||
Precision Castparts Corp. 2.50%,
1/15/2023 |
3,683,000 | 3,740,381 | ||||
MINING — 0.1% | ||||||
BHP Billiton Finance USA, Ltd. 3.85%,
9/30/2023 |
80,000 | 84,133 | ||||
Kinross Gold Corp. 5.95%,
3/15/2024 |
4,010,000 | 4,351,251 | ||||
4,435,384 | ||||||
MISCELLANEOUS MANUFACTURER — 0.5% | ||||||
3M Co.: | ||||||
1.75%,
2/14/2023 |
3,570,000 | 3,606,914 | ||||
Series MTN, 2.25%,
3/15/2023 |
4,843,000 | 4,924,895 | ||||
Series MTN, 3.25%,
2/14/2024 |
4,277,000 | 4,473,100 | ||||
Carlisle Cos., Inc. 0.55%,
9/1/2023 |
1,589,000 | 1,576,765 | ||||
Illinois Tool Works, Inc. 3.50%,
3/1/2024 |
3,788,000 | 3,968,763 | ||||
Parker-Hannifin Corp. 2.70%,
6/14/2024 |
12,870,000 | 13,299,858 | ||||
Trane Technologies Global Holding Co. Ltd. 4.25%,
6/15/2023 |
2,652,000 | 2,775,822 | ||||
Trane Technologies Luxembourg Finance SA 3.55%,
11/1/2024 |
2,500,000 | 2,645,675 | ||||
37,271,792 | ||||||
OFFICE & BUSINESS EQUIPMENT — 0.0% (a) | ||||||
CDW LLC/CDW Finance Corp. 5.50%,
12/1/2024 |
1,750,000 | 1,915,673 | ||||
OIL & GAS — 3.6% | ||||||
BP Capital Markets America, Inc.: | ||||||
2.75%,
5/10/2023 |
5,465,000 | 5,603,592 | ||||
3.79%,
2/6/2024 |
8,138,000 | 8,589,496 | ||||
BP Capital Markets PLC: | ||||||
2.75%,
5/10/2023 |
751,000 | 769,865 | ||||
3.54%, 11/4/2024
(b) |
5,350,000 | 5,694,915 | ||||
3.81%,
2/10/2024 |
6,651,000 | 7,018,800 | ||||
3.99%,
9/26/2023 |
7,361,000 | 7,748,851 | ||||
Canadian Natural Resources, Ltd.: | ||||||
2.95%,
1/15/2023 |
6,145,000 | 6,258,805 | ||||
3.80%, 4/15/2024
(b) |
3,097,000 | 3,247,545 | ||||
Chevron Corp.: | ||||||
1.14%,
5/11/2023 |
21,887,000 | 22,028,171 |
Security Description | Principal
Amount |
Value | ||||
2.57%,
5/16/2023 |
$ 4,468,000 | $ 4,565,313 | ||||
2.90%,
3/3/2024 |
5,619,000 | 5,847,412 | ||||
3.19%,
6/24/2023 |
9,935,000 | 10,250,635 | ||||
Chevron USA, Inc.: | ||||||
0.43%, 8/11/2023
(b) |
4,038,000 | 4,027,340 | ||||
3.90%,
11/15/2024 |
2,830,000 | 3,035,798 | ||||
Cimarex Energy Co. 4.38%,
6/1/2024 |
59,000 | 61,133 | ||||
Continental Resources, Inc. 3.80%,
6/1/2024 |
8,634,000 | 9,012,515 | ||||
Coterra Energy, Inc. 4.38%, 6/1/2024
(d) |
4,830,000 | 5,114,729 | ||||
Devon Energy Corp. 5.25%,
9/15/2024 |
6,455,000 | 6,976,306 | ||||
Diamondback Energy, Inc. 2.88%,
12/1/2024 |
7,800,000 | 8,097,804 | ||||
EOG Resources, Inc. 2.63%, 3/15/2023
(b) |
8,716,000 | 8,866,525 | ||||
Exxon Mobil Corp.: | ||||||
1.57%,
4/15/2023 |
23,023,000 | 23,286,613 | ||||
2.02%,
8/16/2024 |
5,494,000 | 5,632,284 | ||||
2.73%,
3/1/2023 |
6,558,000 | 6,697,095 | ||||
3.18%,
3/15/2024 |
6,117,000 | 6,396,730 | ||||
Hess Corp. 3.50%,
7/15/2024 |
6,913,000 | 7,217,587 | ||||
HollyFrontier Corp. 2.63%,
10/1/2023 |
3,999,000 | 4,077,820 | ||||
Marathon Petroleum Corp. 3.63%,
9/15/2024 |
2,417,000 | 2,544,980 | ||||
Phillips 66: | ||||||
0.90%,
2/15/2024 |
4,499,000 | 4,469,802 | ||||
3.70%,
4/6/2023 |
6,884,000 | 7,119,984 | ||||
Pioneer Natural Resources Co.: | ||||||
0.55%,
5/15/2023 |
3,604,000 | 3,590,773 | ||||
0.75%,
1/15/2024 |
4,194,000 | 4,146,188 | ||||
Shell International Finance B.V.: | ||||||
0.38%,
9/15/2023 |
15,648,000 | 15,564,283 | ||||
2.00%, 11/7/2024
(b) |
7,480,000 | 7,669,319 | ||||
3.50%,
11/13/2023 |
10,030,000 | 10,512,343 | ||||
Suncor Energy, Inc. 2.80%,
5/15/2023 |
3,917,000 | 4,009,167 | ||||
TotalEnergies Capital International SA: | ||||||
2.70%,
1/25/2023 |
8,657,000 | 8,845,636 | ||||
3.70%,
1/15/2024 |
6,409,000 | 6,757,906 | ||||
3.75%,
4/10/2024 |
12,928,000 | 13,723,460 | ||||
TotalEnergies Capital SA 2.75%,
7/15/2023 |
6,923,000 | 7,125,706 | ||||
282,203,226 | ||||||
OIL & GAS SERVICES — 0.4% | ||||||
Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc.: | ||||||
1.23%,
12/15/2023 |
3,650,000 | 3,666,169 |
Security Description | Principal
Amount |
Value | ||||
2.77%,
12/15/2022 |
$ 10,335,000 | $ 10,538,910 | ||||
Halliburton Co. 3.50%,
8/1/2023 |
3,752,000 | 3,875,891 | ||||
Schlumberger Investment SA 3.65%,
12/1/2023 |
11,261,000 | 11,762,903 | ||||
29,843,873 | ||||||
PACKAGING & CONTAINERS — 0.2% | ||||||
Berry Global, Inc. 0.95%,
2/15/2024 |
10,037,000 | 9,935,024 | ||||
Packaging Corp. of America 3.65%,
9/15/2024 |
2,700,000 | 2,853,657 | ||||
WestRock RKT LLC 4.00%,
3/1/2023 |
3,396,000 | 3,488,270 | ||||
WRKCo, Inc. 3.00%,
9/15/2024 |
3,022,000 | 3,152,097 | ||||
19,429,048 | ||||||
PHARMACEUTICALS — 5.1% | ||||||
AbbVie, Inc.: | ||||||
2.30%,
11/21/2022 |
31,171,000 | 31,613,005 | ||||
2.60%,
11/21/2024 |
19,672,000 | 20,403,208 | ||||
2.85%,
5/14/2023 |
5,030,000 | 5,144,131 | ||||
3.75%,
11/14/2023 |
4,659,000 | 4,883,238 | ||||
3.85%,
6/15/2024 |
3,098,000 | 3,275,422 | ||||
AmerisourceBergen Corp.: | ||||||
0.74%,
3/15/2023 |
8,164,000 | 8,143,835 | ||||
3.40%,
5/15/2024 |
4,338,000 | 4,536,767 | ||||
Astrazeneca Finance LLC 0.70%,
5/28/2024 |
22,297,000 | 22,124,421 | ||||
AstraZeneca PLC: | ||||||
0.30%,
5/26/2023 |
6,564,000 | 6,526,716 | ||||
3.50%, 8/17/2023
(b) |
6,819,000 | 7,113,103 | ||||
Becton Dickinson & Co.: | ||||||
3.36%,
6/6/2024 |
9,599,000 | 10,050,441 | ||||
3.73%,
12/15/2024 |
3,200,000 | 3,403,584 | ||||
Bristol-Myers Squibb Co.: | ||||||
0.54%,
11/13/2023 |
16,165,000 | 16,082,720 | ||||
2.75%, 2/15/2023
(b) |
1,733,000 | 1,769,878 | ||||
2.90%,
7/26/2024 |
28,221,000 | 29,502,233 | ||||
3.25%,
2/20/2023 |
3,758,000 | 3,858,677 | ||||
3.25%,
11/1/2023 |
3,830,000 | 3,998,290 | ||||
3.63%,
5/15/2024 |
20,000 | 21,090 | ||||
Cardinal Health, Inc.: | ||||||
3.08%,
6/15/2024 |
17,681,000 | 18,336,435 | ||||
3.20%,
3/15/2023 |
2,495,000 | 2,559,246 | ||||
Cigna Corp.: | ||||||
0.61%,
3/15/2024 |
3,963,000 | 3,924,400 | ||||
3.00%,
7/15/2023 |
4,822,000 | 4,961,838 | ||||
3.50%,
6/15/2024 |
2,327,000 | 2,442,582 | ||||
3.75%,
7/15/2023 |
10,734,000 | 11,172,162 | ||||
CVS Health Corp.: | ||||||
2.63%,
8/15/2024 |
8,268,000 | 8,564,242 | ||||
3.38%,
8/12/2024 |
2,061,000 | 2,166,152 | ||||
4.00%,
12/5/2023 |
3,958,000 | 4,155,781 |
Security Description | Principal
Amount |
Value | ||||
GlaxoSmithKline Capital PLC: | ||||||
0.53%,
10/1/2023 |
$ 11,897,000 | $ 11,846,676 | ||||
3.00%,
6/1/2024 |
6,779,000 | 7,080,666 | ||||
GlaxoSmithKline Capital, Inc.: | ||||||
2.80%,
3/18/2023 |
6,240,000 | 6,394,128 | ||||
3.38%,
5/15/2023 |
6,446,000 | 6,675,993 | ||||
Johnson & Johnson: | ||||||
2.05%,
3/1/2023 |
891,000 | 903,991 | ||||
3.38%,
12/5/2023 |
2,944,000 | 3,091,023 | ||||
McKesson Corp.: | ||||||
2.70%,
12/15/2022 |
1,736,000 | 1,760,339 | ||||
2.85%,
3/15/2023 |
1,000,000 | 1,018,170 | ||||
3.80%,
3/15/2024 |
172,000 | 180,686 | ||||
Merck & Co., Inc.: | ||||||
2.80%,
5/18/2023 |
13,226,000 | 13,619,474 | ||||
2.90%,
3/7/2024 |
5,558,000 | 5,790,158 | ||||
Mylan, Inc. 4.20%,
11/29/2023 |
8,480,000 | 8,893,230 | ||||
Novartis Capital Corp. 3.40%,
5/6/2024 |
21,091,000 | 22,255,012 | ||||
Pfizer, Inc.: | ||||||
2.95%,
3/15/2024 |
3,818,000 | 3,974,462 | ||||
3.00%,
6/15/2023 |
7,487,000 | 7,742,232 | ||||
3.20%,
9/15/2023 |
3,667,000 | 3,813,497 | ||||
3.40%,
5/15/2024 |
8,834,000 | 9,353,351 | ||||
Sanofi 3.38%,
6/19/2023 |
1,709,000 | 1,771,071 | ||||
Shire Acquisitions Investments Ireland DAC 2.88%,
9/23/2023 |
21,278,000 | 21,879,103 | ||||
Takeda Pharmaceutical Co., Ltd. 4.40%,
11/26/2023 |
15,213,000 | 16,099,462 | ||||
Wyeth LLC 6.45%,
2/1/2024 |
3,611,000 | 4,006,080 | ||||
Zoetis, Inc. 3.25%,
2/1/2023 |
8,203,000 | 8,360,908 | ||||
407,243,309 | ||||||
PIPELINES — 3.6% | ||||||
Boardwalk Pipelines L.P. 4.95%,
12/15/2024 |
3,150,000 | 3,413,812 | ||||
Cheniere Corpus Christi Holdings LLC 7.00%,
6/30/2024 |
13,459,000 | 14,897,498 | ||||
Enable Midstream Partners L.P. 3.90%,
5/15/2024 |
10,695,000 | 11,175,205 | ||||
Enbridge, Inc.: | ||||||
0.55%, 10/4/2023
(b) |
4,583,000 | 4,553,119 | ||||
3.50%,
6/10/2024 |
3,299,000 | 3,453,261 | ||||
4.00%,
10/1/2023 |
4,680,000 | 4,888,166 | ||||
Energy Transfer L.P.: | ||||||
3.45%,
1/15/2023 |
2,384,000 | 2,426,626 | ||||
3.60%,
2/1/2023 |
3,807,000 | 3,885,500 | ||||
4.25%,
3/15/2023 |
11,624,000 | 11,958,190 | ||||
4.25%,
4/1/2024 |
7,486,000 | 7,871,978 |
Security Description | Principal
Amount |
Value | |||
4.50%,
4/15/2024 |
$ 17,625,000 | $ 18,704,531 | |||
4.90%,
2/1/2024 |
2,635,000 | 2,792,494 | |||
5.88%,
1/15/2024 |
10,976,000 | 11,844,202 | |||
Series 5Y, 4.20%,
9/15/2023 |
2,885,000 | 3,012,603 | |||
Energy Transfer L.P./Regency Energy Finance Corp. 4.50%,
11/1/2023 |
4,574,000 | 4,798,355 | |||
Enterprise Products Operating LLC: | |||||
3.35%,
3/15/2023 |
8,894,000 | 9,108,790 | |||
3.90%,
2/15/2024 |
3,584,000 | 3,767,465 | |||
Kinder Morgan Energy Partners L.P.: | |||||
3.45%,
2/15/2023 |
3,570,000 | 3,647,862 | |||
3.50%,
9/1/2023 |
1,274,000 | 1,317,685 | |||
4.15%,
2/1/2024 |
3,920,000 | 4,124,820 | |||
4.25%,
9/1/2024 |
3,907,000 | 4,168,261 | |||
4.30%,
5/1/2024 |
3,784,000 | 4,016,262 | |||
Kinder Morgan, Inc.: | |||||
3.15%,
1/15/2023 |
16,089,000 | 16,457,921 | |||
5.63%, 11/15/2023
(d) |
3,985,000 | 4,259,646 | |||
MPLX L.P.: | |||||
3.38%,
3/15/2023 |
6,666,000 | 6,836,850 | |||
3.50%,
12/1/2022 |
1,258,000 | 1,284,720 | |||
4.50%,
7/15/2023 |
6,582,000 | 6,856,733 | |||
4.88%,
12/1/2024 |
8,078,000 | 8,778,686 | |||
ONEOK Partners L.P. 5.00%,
9/15/2023 |
2,054,000 | 2,164,259 | |||
ONEOK, Inc.: | |||||
2.75%,
9/1/2024 |
100,000 | 103,019 | |||
7.50%,
9/1/2023 |
403,000 | 438,565 | |||
Phillips 66 Partners L.P. 2.45%,
12/15/2024 |
2,650,000 | 2,714,395 | |||
Plains All American Pipeline L.P./PAA Finance Corp.: | |||||
2.85%, 1/31/2023
(b) |
6,027,000 | 6,113,849 | |||
3.60%,
11/1/2024 |
7,265,000 | 7,599,408 | |||
3.65%,
6/1/2022 |
2,935,000 | 2,948,736 | |||
Sabine Pass Liquefaction LLC: | |||||
5.63%,
4/15/2023 |
2,449,000 | 2,563,393 | |||
5.75%,
5/15/2024 |
21,767,000 | 23,677,272 | |||
Spectra Energy Partners L.P. 4.75%,
3/15/2024 |
5,117,000 | 5,459,276 | |||
TransCanada PipeLines, Ltd.: | |||||
1.00%, 10/12/2024
(b) |
7,720,000 | 7,666,114 | |||
3.75%,
10/16/2023 |
4,340,000 | 4,520,978 | |||
Williams Cos., Inc.: | |||||
3.60%,
3/15/2022 |
9,010,000 | 9,018,740 | |||
3.70%,
1/15/2023 |
4,530,000 | 4,628,346 | |||
4.30%,
3/4/2024 |
3,341,000 | 3,532,473 | |||
4.50%,
11/15/2023 |
4,942,000 | 5,210,005 | |||
4.55%,
6/24/2024 |
10,114,000 | 10,838,466 | |||
283,498,535 |
Security Description | Principal
Amount |
Value | ||||
REAL ESTATE INVESTMENT TRUSTS — 2.4% | ||||||
American Campus Communities Operating Partnership L.P.: | ||||||
3.75%,
4/15/2023 |
$ 1,555,000 | $ 1,597,949 | ||||
4.13%,
7/1/2024 |
500,000 | 534,475 | ||||
American Tower Corp.: | ||||||
0.60%,
1/15/2024 |
5,712,000 | 5,653,623 | ||||
3.00%,
6/15/2023 |
10,593,000 | 10,891,723 | ||||
3.38%,
5/15/2024 |
13,121,000 | 13,713,544 | ||||
3.50%,
1/31/2023 |
8,884,000 | 9,124,756 | ||||
5.00%,
2/15/2024 |
4,608,000 | 4,960,420 | ||||
AvalonBay Communities, Inc. Series GMTN, 4.20%,
12/15/2023 |
3,885,000 | 4,098,248 | ||||
Boston Properties L.P.: | ||||||
3.13%,
9/1/2023 |
60,000 | 61,787 | ||||
3.80%,
2/1/2024 |
4,342,000 | 4,540,994 | ||||
Brixmor Operating Partnership L.P. 3.65%,
6/15/2024 |
273,000 | 286,432 | ||||
CC Holdings GS V LLC/Crown Castle GS III Corp. 3.85%,
4/15/2023 |
7,439,000 | 7,698,695 | ||||
Crown Castle International Corp.: | ||||||
3.15%,
7/15/2023 |
5,217,000 | 5,375,440 | ||||
3.20%,
9/1/2024 |
11,551,000 | 12,073,221 | ||||
CyrusOne L.P./CyrusOne Finance Corp. 2.90%,
11/15/2024 |
4,150,000 | 4,292,677 | ||||
Duke Realty L.P. 3.75%,
12/1/2024 |
100,000 | 106,022 | ||||
Equinix, Inc. 2.63%,
11/18/2024 |
10,215,000 | 10,537,998 | ||||
Essex Portfolio L.P.: | ||||||
3.25%,
5/1/2023 |
3,719,000 | 3,809,744 | ||||
3.88%,
5/1/2024 |
3,676,000 | 3,870,019 | ||||
Federal Realty Investment Trust 3.95%,
1/15/2024 |
4,681,000 | 4,904,845 | ||||
GLP Capital L.P./GLP Financing II, Inc.: | ||||||
3.35%,
9/1/2024 |
1,600,000 | 1,659,120 | ||||
5.38%,
11/1/2023 |
1,960,000 | 2,081,579 | ||||
Host Hotels & Resorts L.P. 3.88%,
4/1/2024 |
8,235,000 | 8,616,528 | ||||
Kimco Realty Corp.: | ||||||
2.70%,
3/1/2024 |
1,999,000 | 2,054,052 | ||||
3.13%,
6/1/2023 |
2,164,000 | 2,218,771 | ||||
Mid-America Apartments L.P.: | ||||||
3.75%,
6/15/2024 |
3,100,000 | 3,264,517 | ||||
4.30%,
10/15/2023 |
130,000 | 136,174 | ||||
Office Properties Income Trust 4.25%,
5/15/2024 |
196,000 | 204,538 |
Security Description | Principal
Amount |
Value | ||||
Omega Healthcare Investors, Inc.: | ||||||
4.38%,
8/1/2023 |
$ 363,000 | $ 378,406 | ||||
4.95%,
4/1/2024 |
2,315,000 | 2,472,212 | ||||
Piedmont Operating Partnership L.P. 3.40%,
6/1/2023 |
8,382,000 | 8,592,640 | ||||
Realty Income Corp.: | ||||||
3.88%,
7/15/2024 |
2,292,000 | 2,428,970 | ||||
4.60%,
2/6/2024 |
3,916,000 | 4,163,922 | ||||
Simon Property Group L.P.: | ||||||
2.75%,
6/1/2023 |
3,442,000 | 3,516,416 | ||||
3.38%,
10/1/2024 |
4,557,000 | 4,794,602 | ||||
3.75%,
2/1/2024 |
5,410,000 | 5,669,247 | ||||
REIT, 2.00%,
9/13/2024 |
7,729,000 | 7,870,132 | ||||
SL Green Operating Partnership L.P. 3.25%,
10/15/2022 |
4,740,000 | 4,812,332 | ||||
Ventas Realty L.P.: | ||||||
3.50%,
4/15/2024 |
4,231,000 | 4,431,719 | ||||
3.75%,
5/1/2024 |
2,242,000 | 2,347,934 | ||||
Welltower, Inc.: | ||||||
4.50%,
1/15/2024 |
2,937,000 | 3,107,463 | ||||
REIT, 3.63%,
3/15/2024 |
4,920,000 | 5,174,413 | ||||
WP Carey, Inc. 4.60%,
4/1/2024 |
3,927,000 | 4,174,558 | ||||
192,302,857 | ||||||
RETAIL — 1.9% | ||||||
AutoNation, Inc. 3.50%,
11/15/2024 |
970,000 | 1,019,043 | ||||
AutoZone, Inc.: | ||||||
2.88%,
1/15/2023 |
2,005,000 | 2,036,178 | ||||
3.13%,
7/15/2023 |
193,000 | 198,396 | ||||
3.13%,
4/18/2024 |
3,051,000 | 3,178,623 | ||||
Costco Wholesale Corp. 2.75%,
5/18/2024 |
5,984,000 | 6,219,231 | ||||
Dollar General Corp. 3.25%,
4/15/2023 |
4,586,000 | 4,700,467 | ||||
Home Depot, Inc.: | ||||||
2.63%,
6/1/2022 |
4,188,000 | 4,219,578 | ||||
2.70%,
4/1/2023 |
1,251,000 | 1,277,371 | ||||
3.75%,
2/15/2024 |
7,412,000 | 7,800,537 | ||||
Lowe's Cos., Inc.: | ||||||
3.13%,
9/15/2024 |
1,007,000 | 1,055,054 | ||||
3.88%,
9/15/2023 |
171,000 | 178,385 | ||||
McDonald's Corp.: | ||||||
Series MTN, 3.25%,
6/10/2024 |
2,206,000 | 2,319,256 | ||||
Series MTN, 3.35%,
4/1/2023 |
4,946,000 | 5,092,847 | ||||
O'Reilly Automotive, Inc. 3.85%,
6/15/2023 |
2,311,000 | 2,389,713 | ||||
Starbucks Corp.: | ||||||
2.70%,
6/15/2022 |
4,052,000 | 4,077,528 | ||||
3.10%,
3/1/2023 |
4,552,000 | 4,667,439 |
Security Description | Principal
Amount |
Value | ||||
3.85%,
10/1/2023 |
$ 2,889,000 | $ 3,015,220 | ||||
Target Corp. 3.50%,
7/1/2024 |
7,649,000 | 8,102,203 | ||||
TJX Cos., Inc. 2.50%,
5/15/2023 |
4,123,000 | 4,199,811 | ||||
Walgreens Boots Alliance, Inc.: | ||||||
0.95%,
11/17/2023 |
18,225,000 | 18,209,509 | ||||
3.80%,
11/18/2024 |
9,175,000 | 9,769,723 | ||||
Walmart, Inc.: | ||||||
2.55%,
4/11/2023 |
11,669,000 | 11,926,301 | ||||
2.65%,
12/15/2024 |
3,500,000 | 3,664,745 | ||||
2.85%,
7/8/2024 |
17,620,000 | 18,431,930 | ||||
3.30%,
4/22/2024 |
10,359,000 | 10,867,316 | ||||
3.40%,
6/26/2023 |
8,045,000 | 8,373,880 | ||||
146,990,284 | ||||||
SEMICONDUCTORS — 1.5% | ||||||
Altera Corp. 4.10%,
11/15/2023 |
2,738,000 | 2,893,190 | ||||
Broadcom Corp./Broadcom Cayman Finance, Ltd. 3.63%,
1/15/2024 |
6,709,000 | 7,021,036 | ||||
Broadcom, Inc. 3.63%,
10/15/2024 |
6,740,000 | 7,130,246 | ||||
Intel Corp. 2.88%,
5/11/2024 |
6,822,000 | 7,100,883 | ||||
KLA Corp. 4.65%,
11/1/2024 |
13,100,000 | 14,203,806 | ||||
Marvell Technology, Inc. 4.20%,
6/22/2023 |
5,053,000 | 5,254,918 | ||||
Microchip Technology, Inc.: | ||||||
0.97%,
2/15/2024 |
6,382,000 | 6,327,689 | ||||
2.67%,
9/1/2023 |
1,304,000 | 1,332,727 | ||||
4.33%,
6/1/2023 |
5,931,000 | 6,183,720 | ||||
NVIDIA Corp.: | ||||||
0.31%,
6/15/2023 |
8,841,000 | 8,788,484 | ||||
0.58%,
6/14/2024 |
7,114,000 | 7,050,614 | ||||
NXP B.V./NXP Funding LLC 4.88%, 3/1/2024
(d) |
15,973,000 | 17,156,759 | ||||
Qorvo, Inc. 1.75%, 12/15/2024
(d) |
2,585,000 | 2,586,965 | ||||
QUALCOMM, Inc.: | ||||||
2.60%,
1/30/2023 |
4,393,000 | 4,478,576 | ||||
2.90%,
5/20/2024 |
4,823,000 | 5,026,048 | ||||
Skyworks Solutions, Inc. 0.90%,
6/1/2023 |
3,956,000 | 3,936,141 | ||||
Texas Instruments, Inc. 2.25%,
5/1/2023 |
2,882,000 | 2,928,832 | ||||
Xilinx, Inc. 2.95%,
6/1/2024 |
6,356,000 | 6,601,787 | ||||
116,002,421 | ||||||
SHIPBUILDING — 0.1% | ||||||
Huntington Ingalls Industries, Inc. 0.67%, 8/16/2023
(d) |
3,910,000 | 3,876,609 |
Security Description | Principal
Amount |
Value | ||||
SOFTWARE — 2.6% | ||||||
Adobe, Inc. 1.70%,
2/1/2023 |
$ 8,446,000 | $ 8,541,102 | ||||
Fidelity National Information Services, Inc.: | ||||||
0.38%,
3/1/2023 |
4,709,000 | 4,686,256 | ||||
0.60%,
3/1/2024 |
4,455,000 | 4,390,091 | ||||
Fiserv, Inc.: | ||||||
2.75%,
7/1/2024 |
14,890,000 | 15,400,131 | ||||
3.50%,
10/1/2022 |
3,963,000 | 4,018,997 | ||||
3.80%,
10/1/2023 |
6,743,000 | 7,052,032 | ||||
Intuit, Inc. 0.65%,
7/15/2023 |
4,358,000 | 4,346,974 | ||||
Microsoft Corp.: | ||||||
2.00%, 8/8/2023
(b) |
14,754,000 | 15,034,031 | ||||
2.38%,
5/1/2023 |
5,018,000 | 5,112,589 | ||||
2.88%,
2/6/2024 |
14,656,000 | 15,248,542 | ||||
3.63%,
12/15/2023 |
7,916,000 | 8,322,091 | ||||
Oracle Corp.: | ||||||
2.40%,
9/15/2023 |
5,204,000 | 5,307,039 | ||||
2.50%,
10/15/2022 |
15,611,000 | 15,835,642 | ||||
2.63%,
2/15/2023 |
6,893,000 | 7,015,006 | ||||
2.95%,
11/15/2024 |
17,519,000 | 18,223,439 | ||||
3.40%,
7/8/2024 |
10,925,000 | 11,432,576 | ||||
3.63%,
7/15/2023 |
5,356,000 | 5,558,992 | ||||
Roper Technologies, Inc.: | ||||||
2.35%,
9/15/2024 |
4,163,000 | 4,275,401 | ||||
3.65%,
9/15/2023 |
9,748,000 | 10,159,366 | ||||
salesforce.com, Inc.: | ||||||
0.63%,
7/15/2024 |
4,370,000 | 4,331,719 | ||||
3.25%,
4/11/2023 |
6,977,000 | 7,196,566 | ||||
VMware, Inc.: | ||||||
0.60%,
8/15/2023 |
6,351,000 | 6,308,766 | ||||
1.00%,
8/15/2024 |
15,550,000 | 15,411,294 | ||||
203,208,642 | ||||||
TELECOMMUNICATIONS — 1.4% | ||||||
AT&T, Inc.: | ||||||
0.90%,
3/25/2024 |
18,382,000 | 18,308,840 | ||||
3.90%,
3/11/2024 |
7,063,000 | 7,434,584 | ||||
4.05%,
12/15/2023 |
3,037,000 | 3,212,994 | ||||
4.45%,
4/1/2024 |
9,466,000 | 10,108,552 | ||||
Bell Telephone Co. of Canada or Bell Canada Series US-3, 0.75%,
3/17/2024 |
10,989,000 | 10,881,747 | ||||
British Telecommunications PLC 4.50%,
12/4/2023 |
6,684,000 | 7,075,616 | ||||
Cisco Systems, Inc.: | ||||||
2.20%,
9/20/2023 |
5,041,000 | 5,160,371 | ||||
2.60%,
2/28/2023 |
1,237,000 | 1,264,932 | ||||
3.63%,
3/4/2024 |
5,623,000 | 5,965,553 | ||||
Rogers Communications, Inc.: | ||||||
3.00%,
3/15/2023 |
1,637,000 | 1,667,972 | ||||
4.10%,
10/1/2023 |
10,393,000 | 10,850,500 |
Security Description | Principal
Amount |
Value | ||||
Verizon Communications, Inc.: | ||||||
0.75%, 3/22/2024
(b) |
$ 21,266,000 | $ 21,199,012 | ||||
3.50%,
11/1/2024 |
4,011,000 | 4,269,629 | ||||
Vodafone Group PLC: | ||||||
2.95%,
2/19/2023 |
470,000 | 480,448 | ||||
3.75%, 1/16/2024
(b) |
3,524,000 | 3,712,816 | ||||
111,593,566 | ||||||
TEXTILES — 0.0% (a) | ||||||
Mohawk Industries, Inc. 3.85%, 2/1/2023
(b) |
2,668,000 | 2,732,592 | ||||
TOYS/GAMES/HOBBIES — 0.0% (a) | ||||||
Hasbro, Inc. 3.00%,
11/19/2024 |
1,074,000 | 1,119,527 | ||||
TRANSPORTATION — 1.4% | ||||||
Burlington Northern Santa Fe LLC: | ||||||
3.00%,
3/15/2023 |
2,677,000 | 2,735,492 | ||||
3.40%,
9/1/2024 |
8,030,000 | 8,474,300 | ||||
3.75%,
4/1/2024 |
3,956,000 | 4,166,459 | ||||
3.85%,
9/1/2023 |
11,274,000 | 11,741,420 | ||||
Canadian Pacific Railway Co.: | ||||||
1.35%,
12/2/2024 |
17,516,000 | 17,536,844 | ||||
4.45%,
3/15/2023 |
136,000 | 140,589 | ||||
CSX Corp. 3.40%,
8/1/2024 |
96,000 | 101,054 | ||||
Kansas City Southern 3.00%,
5/15/2023 |
156,000 | 159,682 | ||||
Norfolk Southern Corp.: | ||||||
2.90%,
2/15/2023 |
3,582,000 | 3,642,679 | ||||
3.85%,
1/15/2024 |
3,665,000 | 3,840,847 | ||||
Ryder System, Inc.: | ||||||
Series MTN, 2.50%,
9/1/2024 |
377,000 | 388,103 | ||||
Series MTN, 3.40%,
3/1/2023 |
4,904,000 | 5,036,261 | ||||
Series MTN, 3.65%, 3/18/2024
(b) |
7,026,000 | 7,395,357 | ||||
Series MTN, 3.75%, 6/9/2023
(b) |
38,000 | 39,415 | ||||
Series MTN, 3.88%,
12/1/2023 |
8,642,000 | 9,078,507 | ||||
Union Pacific Corp.: | ||||||
2.75%,
4/15/2023 |
830,000 | 847,115 | ||||
2.95%,
1/15/2023 |
668,000 | 679,890 | ||||
3.15%,
3/1/2024 |
4,310,000 | 4,504,553 | ||||
3.50%,
6/8/2023 |
2,749,000 | 2,847,964 | ||||
3.65%,
2/15/2024 |
2,522,000 | 2,642,173 | ||||
3.75%,
3/15/2024 |
1,891,000 | 1,988,349 | ||||
4.16%,
7/15/2022 |
12,311,000 | 12,439,158 | ||||
United Parcel Service, Inc.: | ||||||
2.20%,
9/1/2024 |
1,000,000 | 1,029,500 | ||||
2.45%,
10/1/2022 |
4,372,000 | 4,433,908 | ||||
2.50%,
4/1/2023 |
6,122,000 | 6,248,848 |
Security Description | Principal
Amount |
Value | ||||
2.80%,
11/15/2024 |
$ 9,000 | $ 9,415 | ||||
112,147,882 | ||||||
TRUCKING & LEASING — 0.0% (a) | ||||||
GATX Corp. 4.35%,
2/15/2024 |
2,758,000 | 2,929,189 | ||||
WATER — 0.0% (a) | ||||||
American Water Capital Corp. 3.85%,
3/1/2024 |
362,000 | 381,363 | ||||
TOTAL CORPORATE BONDS & NOTES (Cost
$7,799,543,970) |
7,756,069,866 |
Shares | |||
SHORT-TERM INVESTMENTS — 4.1% | |||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 0.03%
(f)
(g) |
258,732,532 | 258,732,532 | |
State Street Navigator Securities Lending Portfolio II
(h)
(i) |
67,042,275 | 67,042,275 | |
TOTAL SHORT-TERM INVESTMENTS (Cost
$325,774,807) |
325,774,807 | ||
TOTAL INVESTMENTS — 101.8% (Cost
$8,125,318,777) |
8,081,844,673 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (1.8)%
|
(146,220,243) | ||
NET ASSETS —
100.0% |
$ 7,935,624,430 |
(a) | Amount is less than 0.05% of net assets. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | Variable Rate Security - Interest rate shown is rate in effect at December 31, 2021. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(d) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 1.0% of net assets as of December 31, 2021, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(e) | Step-up bond - Coupon rate increases in increments to maturity. Rate shown as of December 31, 2021. Maturity date shown is the final maturity. |
(f) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(g) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(h) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(i) | Investment of cash collateral for securities loaned. |
BKNT | Bank Notes |
CMT | Constant Maturity Treasury |
GMTN | Global Medium Term Note |
LIBOR | London Interbank Offered Rate |
MTN | Medium Term Note |
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds &
Notes |
$ — | $7,756,069,866 | $— | $7,756,069,866 | ||||
Short-Term
Investments |
325,774,807 | — | — | 325,774,807 | ||||
TOTAL
INVESTMENTS |
$325,774,807 | $7,756,069,866 | $— | $8,081,844,673 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money Market Fund, Class G
Shares |
187,711,730 | $ 187,711,730 | $1,423,065,517 | $1,352,044,715 | $— | $— | 258,732,532 | $258,732,532 | $ 6,394 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
133,827,723 | 133,827,723 | 150,291,523 | 217,076,971 | — | — | 67,042,275 | 67,042,275 | 55,554 | ||||||||
Total |
$321,539,453 | $1,573,357,040 | $1,569,121,686 | $— | $— | $325,774,807 | $61,948 |
Security Description | Principal
Amount |
Value | |||
U.S. TREASURY OBLIGATIONS — 99.7% | |||||
Treasury Bonds: | |||||
6.25%,
8/15/2023 |
$ 6,575,900 | $ 7,168,245 | |||
7.13%,
2/15/2023 |
4,480,100 | 4,808,057 | |||
7.50%,
11/15/2024 |
5,697,500 | 6,758,214 | |||
Treasury Notes: | |||||
0.13%,
1/31/2023 |
17,302,600 | 17,243,122 | |||
0.13%,
2/28/2023 |
60,033,400 | 59,791,859 | |||
0.13%,
3/31/2023 |
29,569,600 | 29,429,838 | |||
0.13%,
4/30/2023 |
54,163,200 | 53,869,111 | |||
0.13%,
5/15/2023 |
46,862,400 | 46,595,138 | |||
0.13%,
5/31/2023 |
66,054,200 | 65,646,522 | |||
0.13%,
6/30/2023 |
50,443,000 | 50,104,086 | |||
0.13%,
7/15/2023 |
46,813,800 | 46,475,497 | |||
0.13%,
7/31/2023 |
40,107,400 | 39,794,061 | |||
0.13%,
8/15/2023 |
53,093,800 | 52,660,339 | |||
0.13%,
8/31/2023 |
35,998,100 | 35,684,523 | |||
0.13%,
9/15/2023 |
53,914,400 | 53,421,589 | |||
0.13%,
10/15/2023 |
59,724,100 | 59,129,192 | |||
0.13%,
12/15/2023 |
60,568,800 | 59,882,669 | |||
0.13%,
1/15/2024 |
60,868,000 | 60,102,395 | |||
0.13%,
2/15/2024 |
70,050,500 | 69,147,506 | |||
0.25%,
4/15/2023 |
44,480,600 | 44,331,173 | |||
0.25%,
6/15/2023 |
48,143,300 | 47,919,509 | |||
0.25%, 9/30/2023
(a) |
46,140,100 | 45,819,282 | |||
0.25%,
11/15/2023 |
63,050,300 | 62,533,091 | |||
0.25%,
3/15/2024 |
73,912,500 | 73,034,789 | |||
0.25%,
5/15/2024 |
71,352,400 | 70,393,602 | |||
0.25%,
6/15/2024 |
72,034,600 | 70,987,847 | |||
0.38%, 10/31/2023
(a) |
42,557,500 | 42,314,789 | |||
0.38%,
4/15/2024 |
69,882,000 | 69,188,640 | |||
0.38%,
7/15/2024 |
56,517,000 | 55,823,784 | |||
0.38%,
8/15/2024 |
56,262,000 | 55,527,957 | |||
0.38%,
9/15/2024 |
67,324,200 | 66,387,973 | |||
0.50%,
3/15/2023 |
43,127,100 | 43,135,523 | |||
0.50%, 11/30/2023
(a) |
38,350,000 | 38,207,686 | |||
0.63%,
10/15/2024 |
63,021,700 | 62,534,267 | |||
0.75%,
12/31/2023 |
18,000,000 | 18,006,328 | |||
0.75%,
11/15/2024 |
64,626,000 | 64,282,674 | |||
1.00%,
12/15/2024 |
55,000,000 | 55,073,047 | |||
1.25%,
7/31/2023 |
30,336,900 | 30,641,454 | |||
1.25%,
8/31/2024 |
33,809,200 | 34,126,161 | |||
1.38%,
2/15/2023 |
35,889,200 | 36,263,513 | |||
1.38%,
6/30/2023 |
29,208,700 | 29,554,412 | |||
1.38%,
8/31/2023 |
25,762,100 | 26,067,019 | |||
1.38%,
9/30/2023 |
31,105,500 | 31,480,953 | |||
1.50%,
1/15/2023 |
35,069,500 | 35,451,703 | |||
1.50%,
2/28/2023 |
28,377,500 | 28,712,266 | |||
1.50%,
3/31/2023 |
25,415,500 | 25,724,259 | |||
1.50%,
9/30/2024 |
33,661,800 | 34,200,915 | |||
1.50%,
10/31/2024 |
39,543,600 | 40,170,737 | |||
1.50%,
11/30/2024 |
39,867,000 | 40,505,495 | |||
1.63%,
4/30/2023 |
31,868,000 | 32,324,858 | |||
1.63%,
5/31/2023 |
28,682,600 | 29,115,080 |
Security Description | Principal
Amount |
Value | |||
1.63%,
10/31/2023 |
$ 29,911,800 | $ 30,415,393 | |||
1.75%,
1/31/2023 |
24,992,800 | 25,342,309 | |||
1.75%,
5/15/2023 |
57,740,500 | 58,687,805 | |||
1.75%,
6/30/2024 |
39,121,000 | 39,979,828 | |||
1.75%,
7/31/2024 |
39,804,700 | 40,703,416 | |||
1.75%,
12/31/2024 |
37,000,000 | 37,855,625 | |||
1.88%,
8/31/2024 |
26,823,800 | 27,511,160 | |||
2.00%,
2/15/2023 |
57,714,700 | 58,702,163 | |||
2.00%,
4/30/2024 |
24,296,300 | 24,956,856 | |||
2.00%,
5/31/2024 |
50,735,100 | 52,134,279 | |||
2.00%,
6/30/2024 |
28,200,500 | 28,989,233 | |||
2.13%,
11/30/2023 |
32,893,600 | 33,775,046 | |||
2.13%,
2/29/2024 |
27,454,500 | 28,241,672 | |||
2.13%,
3/31/2024 |
67,027,900 | 68,986,371 | |||
2.13%,
7/31/2024 |
28,381,800 | 29,286,470 | |||
2.13%,
9/30/2024 |
22,446,100 | 23,182,613 | |||
2.13%,
11/30/2024 |
28,472,800 | 29,429,308 | |||
2.25%,
12/31/2023 |
29,710,700 | 30,603,182 | |||
2.25%,
1/31/2024 |
27,737,300 | 28,588,922 | |||
2.25%,
4/30/2024 |
48,680,500 | 50,277,829 | |||
2.25%,
10/31/2024 |
16,943,000 | 17,562,478 | |||
2.25%,
11/15/2024 |
56,944,000 | 59,048,259 | |||
2.25%,
12/31/2024 |
30,000,000 | 31,136,718 | |||
2.38%,
1/31/2023 |
25,564,700 | 26,092,970 | |||
2.38%,
2/29/2024 |
29,992,000 | 31,013,603 | |||
2.38%,
8/15/2024 |
72,426,500 | 75,216,052 | |||
2.50%,
3/31/2023 |
32,785,600 | 33,589,872 | |||
2.50%,
8/15/2023 |
47,913,500 | 49,345,290 | |||
2.50%,
1/31/2024 |
36,048,500 | 37,341,177 | |||
2.50%,
5/15/2024 |
61,408,900 | 63,798,090 | |||
2.63%,
2/28/2023 |
29,520,700 | 30,249,492 | |||
2.63%,
6/30/2023 |
33,136,800 | 34,139,965 | |||
2.63%,
12/31/2023 |
30,443,800 | 31,579,497 | |||
2.75%,
4/30/2023 |
36,148,400 | 37,203,199 | |||
2.75%,
5/31/2023 |
31,358,100 | 32,323,342 | |||
2.75%,
7/31/2023 |
33,826,600 | 34,960,320 | |||
2.75%,
8/31/2023 |
25,146,600 | 26,011,997 | |||
2.75%,
11/15/2023 |
64,853,100 | 67,305,358 | |||
2.75%,
2/15/2024 |
55,412,800 | 57,715,894 | |||
2.88%,
9/30/2023 |
30,392,400 | 31,553,485 | |||
2.88%,
10/31/2023 |
31,379,900 | 32,616,709 | |||
2.88%,
11/30/2023 |
30,720,000 | 31,978,800 | |||
TOTAL U.S. TREASURY OBLIGATIONS (Cost
$3,903,477,694) |
3,876,984,796 |
Shares | |||
SHORT-TERM INVESTMENTS — 2.6% | |||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 0.03%
(b)
(c) |
1,288,530 | 1,288,530 |
Security Description | Shares | Value | ||||
State Street Navigator Securities Lending Portfolio II
(d)
(e) |
100,923,590 | $ 100,923,590 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost
$102,212,120) |
102,212,120 | |||||
TOTAL INVESTMENTS — 102.3% (Cost
$4,005,689,814) |
3,979,196,916 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (2.3)%
|
(90,140,887) | |||||
NET ASSETS —
100.0% |
$ 3,889,056,029 |
(a) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(d) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(e) | Investment of cash collateral for securities loaned. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury
Obligations |
$ — | $3,876,984,796 | $— | $3,876,984,796 | ||||
Short-Term
Investments |
102,212,120 | — | — | 102,212,120 | ||||
TOTAL
INVESTMENTS |
$102,212,120 | $3,876,984,796 | $— | $3,979,196,916 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money Market Fund, Class G
Shares |
15,552,887 | $15,552,887 | $ 75,104,414 | $ 89,368,771 | $— | $— | 1,288,530 | $ 1,288,530 | $ 306 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
65,280,643 | 65,280,643 | 1,940,037,211 | 1,904,394,264 | — | — | 100,923,590 | 100,923,590 | 80,628 | ||||||||
Total |
$80,833,530 | $2,015,141,625 | $1,993,763,035 | $— | $— | $102,212,120 | $80,934 |
Security Description | Principal
Amount |
Value | |||
U.S. TREASURY OBLIGATIONS — 99.7% | |||||
Treasury Inflation Protected Indexed Bonds: | |||||
0.13%,
2/15/2051 |
$ 37,974,497 | $ 45,013,056 | |||
0.25%,
2/15/2050 |
37,583,992 | 45,490,702 | |||
0.63%,
2/15/2043 |
59,632,748 | 74,142,650 | |||
0.75%,
2/15/2042 |
55,762,527 | 70,443,214 | |||
0.75%,
2/15/2045 |
50,917,538 | 65,549,048 | |||
0.88%,
2/15/2047 |
45,127,291 | 60,950,203 | |||
1.00%,
2/15/2046 |
44,767,304 | 61,108,945 | |||
1.00%,
2/15/2048 |
42,366,648 | 59,383,470 | |||
1.00%,
2/15/2049 |
32,636,439 | 46,304,155 | |||
1.38%,
2/15/2044 |
55,570,924 | 79,264,186 | |||
1.75%,
1/15/2028 |
37,679,204 | 45,260,021 | |||
2.00%,
1/15/2026 |
58,081,241 | 67,276,537 | |||
2.13%,
2/15/2040 |
43,540,246 | 66,678,797 | |||
2.13%,
2/15/2041 |
62,607,333 | 96,907,959 | |||
2.38%,
1/15/2025 |
84,654,752 | 96,503,356 | |||
2.38%,
1/15/2027 |
43,952,160 | 53,170,393 | |||
2.50%,
1/15/2029 |
36,358,619 | 46,521,786 | |||
3.38%, 4/15/2032
(a) |
15,705,870 | 23,377,440 | |||
3.63%,
4/15/2028 |
51,049,889 | 67,919,410 | |||
3.88%,
4/15/2029 |
67,165,094 | 93,637,149 | |||
Treasury Inflation Protected Indexed Notes: | |||||
0.13%, 1/15/2023
(a) |
99,502,081 | 102,809,964 | |||
0.13%,
7/15/2024 |
96,616,399 | 103,070,540 | |||
0.13%,
10/15/2024 |
72,812,065 | 77,823,356 | |||
0.13%,
4/15/2025 |
79,896,761 | 85,555,837 | |||
0.13%,
10/15/2025 |
71,745,981 | 77,452,418 | |||
0.13%, 4/15/2026
(a) |
82,772,403 | 89,416,591 | |||
0.13%,
7/15/2026 |
99,372,005 | 108,061,912 | |||
0.13%,
10/15/2026 |
47,437,252 | 51,659,922 | |||
0.13%,
1/15/2030 |
83,668,936 | 92,971,863 | |||
0.13%,
7/15/2030 |
99,076,347 | 110,878,433 | |||
0.13%, 1/15/2031
(a) |
92,742,452 | 103,868,529 | |||
0.13%,
7/15/2031 |
91,719,511 | 103,123,173 | |||
0.25%,
1/15/2025 |
87,947,396 | 94,288,864 | |||
0.25%,
7/15/2029 |
94,956,891 | 106,488,868 | |||
0.38%,
7/15/2023 |
89,120,229 | 93,755,515 | |||
0.38%,
7/15/2025 |
95,267,799 | 103,597,592 | |||
0.38%,
1/15/2027 |
99,076,825 | 109,148,980 |
Security Description | Principal
Amount |
Value | |||
0.38%,
7/15/2027 |
$ 90,444,547 | $ 100,525,121 | |||
0.50%,
4/15/2024 |
67,628,994 | 72,155,363 | |||
0.50%,
1/15/2028 |
85,763,094 | 96,072,881 | |||
0.63%,
4/15/2023 |
114,642,290 | 119,897,588 | |||
0.63%,
1/15/2024 |
110,299,061 | 117,496,250 | |||
0.63%,
1/15/2026 |
114,296,789 | 125,677,964 | |||
0.75%,
7/15/2028 |
87,515,794 | 100,354,122 | |||
0.88%,
1/15/2029 |
86,971,090 | 100,697,174 | |||
TOTAL U.S. TREASURY OBLIGATIONS (Cost
$3,552,553,490) |
3,711,751,297 |
Shares | |||
SHORT-TERM INVESTMENTS — 1.4% | |||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 0.03%
(b)
(c) |
482,955 | 482,955 | |
State Street Navigator Securities Lending Portfolio II
(d)
(e) |
51,713,574 | 51,713,574 | |
TOTAL SHORT-TERM INVESTMENTS (Cost
$52,196,529) |
52,196,529 | ||
TOTAL INVESTMENTS — 101.1% (Cost
$3,604,750,019) |
3,763,947,826 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (1.1)%
|
(42,268,174) | ||
NET ASSETS —
100.0% |
$ 3,721,679,652 |
(a) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(d) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(e) | Investment of cash collateral for securities loaned. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury
Obligations |
$ — | $3,711,751,297 | $— | $ 3,711,751,297 | ||||
Short-Term
Investments |
52,196,529 | — | — | 52,196,529 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
TOTAL
INVESTMENTS |
$52,196,529 | $3,711,751,297 | $— | $3,763,947,826 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money Market Fund, Class G
Shares |
1,049,556 | $ 1,049,556 | $ 155,323,204 | $ 155,889,805 | $— | $— | 482,955 | $ 482,955 | $ 609 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
144,571,395 | 144,571,395 | 1,602,865,973 | 1,695,723,794 | — | — | 51,713,574 | 51,713,574 | 69,444 | ||||||||
Total |
$145,620,951 | $1,758,189,177 | $1,851,613,599 | $— | $— | $52,196,529 | $70,053 |
Security Description | Principal
Amount |
Value | |||
U.S. TREASURY OBLIGATIONS — 99.6% | |||||
Treasury Bonds: | |||||
5.25%,
11/15/2028 |
$ 10,923,400 | $ 13,667,904 | |||
5.25%,
2/15/2029 |
7,596,900 | 9,564,972 | |||
5.38%,
2/15/2031 |
5,577,500 | 7,458,163 | |||
5.50%, 8/15/2028
(a) |
5,926,700 | 7,450,047 | |||
6.00%,
2/15/2026 |
6,535,300 | 7,800,493 | |||
6.13%,
11/15/2027 |
8,001,500 | 10,163,780 | |||
6.13%,
8/15/2029 |
9,077,200 | 12,169,121 | |||
6.25%,
5/15/2030 |
13,177,500 | 18,180,832 | |||
6.38%,
8/15/2027 |
1,870,500 | 2,382,403 | |||
6.50%, 11/15/2026
(a) |
3,098,900 | 3,864,425 | |||
6.63%,
2/15/2027 |
3,546,300 | 4,482,191 | |||
6.75%,
8/15/2026 |
2,834,500 | 3,530,946 | |||
6.88%,
8/15/2025 |
2,233,300 | 2,688,858 | |||
7.63%,
2/15/2025 |
5,425,300 | 6,531,553 | |||
Treasury Notes: | |||||
0.25%,
5/31/2025 |
30,850,800 | 30,019,275 | |||
0.25%,
6/30/2025 |
26,505,300 | 25,761,909 | |||
0.25%,
7/31/2025 |
31,457,000 | 30,523,120 | |||
0.25%,
8/31/2025 |
32,914,600 | 31,896,305 | |||
0.25%,
9/30/2025 |
38,684,500 | 37,475,609 | |||
0.25%, 10/31/2025
(a) |
32,524,800 | 31,449,957 | |||
0.38%,
4/30/2025 |
27,839,800 | 27,232,980 | |||
0.38%,
11/30/2025 |
37,692,000 | 36,573,019 | |||
0.38%,
12/31/2025 |
40,791,700 | 39,555,202 | |||
0.38%,
1/31/2026 |
45,946,300 | 44,478,172 | |||
0.38%,
7/31/2027 |
28,106,200 | 26,714,065 | |||
0.38%,
9/30/2027 |
33,544,800 | 31,775,836 | |||
0.50%,
3/31/2025 |
25,358,000 | 24,945,933 | |||
0.50%,
2/28/2026 |
43,615,900 | 42,396,018 | |||
0.50%,
4/30/2027 |
21,295,300 | 20,441,824 | |||
0.50%,
5/31/2027 |
22,804,300 | 21,851,152 | |||
0.50%,
6/30/2027 |
24,985,400 | 23,923,521 | |||
0.50%,
8/31/2027 |
29,943,100 | 28,593,321 | |||
0.50%,
10/31/2027 |
33,103,700 | 31,531,274 | |||
0.63%,
7/31/2026 |
32,862,600 | 31,974,283 | |||
0.63%,
3/31/2027 |
15,550,800 | 15,041,754 | |||
0.63%,
11/30/2027 |
31,648,600 | 30,338,150 | |||
0.63%,
12/31/2027 |
42,422,800 | 40,619,831 | |||
0.63%,
5/15/2030 |
58,733,600 | 54,989,333 | |||
0.63%,
8/15/2030 |
70,622,500 | 65,954,794 | |||
0.75%,
3/31/2026 |
46,354,600 | 45,496,316 | |||
0.75%,
4/30/2026 |
46,334,200 | 45,440,095 | |||
0.75%,
5/31/2026 |
41,931,100 | 41,095,754 | |||
0.75%,
8/31/2026 |
36,024,600 | 35,239,376 | |||
0.75%,
1/31/2028 |
45,630,700 | 43,976,587 | |||
0.88%,
6/30/2026 |
43,946,800 | 43,273,865 | |||
0.88%,
9/30/2026 |
43,953,500 | 43,204,917 | |||
0.88%, 11/15/2030
(a) |
82,138,000 | 78,197,943 | |||
1.00%,
7/31/2028 |
40,945,400 | 39,896,174 | |||
1.13%,
2/28/2025 |
35,667,500 | 35,806,826 | |||
1.13%,
10/31/2026 |
43,101,200 | 42,848,654 | |||
1.13%,
2/28/2027 |
11,201,100 | 11,121,467 |
Security Description | Principal
Amount |
Value | |||
1.13%,
2/29/2028 |
$ 43,956,800 | $ 43,352,394 | |||
1.13%,
8/31/2028 |
37,518,500 | 36,826,753 | |||
1.13%, 2/15/2031
(a) |
81,780,000 | 79,479,937 | |||
1.25%,
11/30/2026 |
73,167,200 | 73,184,349 | |||
1.25%,
12/31/2026 |
6,500,000 | 6,497,461 | |||
1.25%,
3/31/2028 |
45,552,100 | 45,181,989 | |||
1.25%,
4/30/2028 |
40,348,700 | 40,014,562 | |||
1.25%,
5/31/2028 |
41,978,800 | 41,598,367 | |||
1.25%,
6/30/2028 |
36,920,200 | 36,574,073 | |||
1.25%,
9/30/2028 |
39,374,600 | 38,943,940 | |||
1.25%,
8/15/2031 |
68,071,400 | 66,656,791 | |||
1.38%,
1/31/2025 |
3,600,500 | 3,642,412 | |||
1.38%,
8/31/2026 |
19,065,500 | 19,190,617 | |||
1.38%,
10/31/2028 |
46,942,800 | 46,788,769 | |||
1.38%,
12/31/2028 |
30,000,000 | 29,892,188 | |||
1.38%,
11/15/2031 |
51,132,100 | 50,564,853 | |||
1.50%,
8/15/2026 |
41,507,900 | 42,004,049 | |||
1.50%,
1/31/2027 |
12,140,000 | 12,282,266 | |||
1.50%,
11/30/2028 |
54,681,100 | 54,945,962 | |||
1.50%,
2/15/2030 |
44,202,500 | 44,485,672 | |||
1.63%,
2/15/2026 |
37,886,300 | 38,558,190 | |||
1.63%,
5/15/2026 |
35,999,400 | 36,626,577 | |||
1.63%,
9/30/2026 |
12,362,700 | 12,580,979 | |||
1.63%,
10/31/2026 |
15,849,900 | 16,129,750 | |||
1.63%,
11/30/2026 |
14,662,400 | 14,921,283 | |||
1.63%, 8/15/2029
(a) |
33,509,800 | 34,022,919 | |||
1.63%,
5/15/2031 |
79,523,700 | 80,642,002 | |||
1.75%,
12/31/2026 |
14,229,600 | 14,573,112 | |||
1.75%, 11/15/2029
(a) |
28,789,200 | 29,544,917 | |||
1.88%,
6/30/2026 |
16,732,700 | 17,209,843 | |||
1.88%,
7/31/2026 |
16,800,400 | 17,287,349 | |||
2.00%,
2/15/2025 |
35,760,900 | 36,844,902 | |||
2.00%,
8/15/2025 |
42,862,800 | 44,222,354 | |||
2.00%,
11/15/2026 |
34,240,000 | 35,443,750 | |||
2.13%,
5/15/2025 |
37,155,700 | 38,479,372 | |||
2.13%,
5/31/2026 |
17,664,400 | 18,357,176 | |||
2.25%,
11/15/2025 |
41,219,700 | 42,955,436 | |||
2.25%,
3/31/2026 |
19,389,800 | 20,232,044 | |||
2.25%,
2/15/2027 |
29,629,300 | 31,059,840 | |||
2.25%,
8/15/2027 |
36,038,700 | 37,826,558 | |||
2.25%,
11/15/2027 |
39,245,800 | 41,229,553 | |||
2.38%,
4/30/2026 |
12,992,600 | 13,634,110 | |||
2.38%,
5/15/2027 |
39,901,000 | 42,139,197 | |||
2.38%,
5/15/2029 |
35,407,900 | 37,770,271 | |||
2.50%,
1/31/2025 |
17,902,300 | 18,721,890 | |||
2.50%,
2/28/2026 |
19,356,400 | 20,386,221 | |||
2.63%,
3/31/2025 |
14,022,000 | 14,740,628 | |||
2.63%,
12/31/2025 |
15,280,900 | 16,164,327 | |||
2.63%,
1/31/2026 |
17,028,700 | 18,013,172 | |||
2.63%,
2/15/2029 |
42,522,200 | 46,003,705 | |||
2.75%, 2/28/2025
(a) |
17,963,000 | 18,935,528 | |||
2.75%,
6/30/2025 |
13,483,200 | 14,256,377 | |||
2.75%,
8/31/2025 |
16,066,700 | 17,003,087 | |||
2.75%,
2/15/2028 |
40,798,800 | 44,123,265 | |||
2.88%,
4/30/2025 |
16,601,800 | 17,594,017 |
Security Description | Principal
Amount |
Value | |||
2.88%,
5/31/2025 |
$ 14,876,100 | $ 15,779,126 | |||
2.88%,
7/31/2025 |
14,630,300 | 15,553,838 | |||
2.88%,
11/30/2025 |
16,086,500 | 17,152,231 | |||
2.88%,
5/15/2028 |
40,884,200 | 44,573,360 | |||
2.88%,
8/15/2028 |
39,316,500 | 42,965,563 | |||
3.00%,
9/30/2025 |
15,673,200 | 16,751,957 | |||
3.00%,
10/31/2025 |
18,410,000 | 19,695,823 | |||
3.13%,
11/15/2028 |
42,871,400 | 47,687,734 | |||
TOTAL U.S. TREASURY OBLIGATIONS (Cost
$3,560,359,582) |
3,472,091,036 |
Shares | |||
SHORT-TERM INVESTMENTS — 2.5% | |||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 0.03%
(b)
(c) |
1,066,813 | 1,066,813 | |
State Street Navigator Securities Lending Portfolio II
(d)
(e) |
84,162,863 | 84,162,863 | |
TOTAL SHORT-TERM INVESTMENTS (Cost
$85,229,676) |
85,229,676 | ||
TOTAL INVESTMENTS — 102.1% (Cost
$3,645,589,258) |
3,557,320,712 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (2.1)%
|
(72,487,909) | ||
NET ASSETS —
100.0% |
$ 3,484,832,803 |
(a) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(d) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(e) | Investment of cash collateral for securities loaned. |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Treasury
Obligations |
$ — | $3,472,091,036 | $— | $3,472,091,036 | ||||
Short-Term
Investments |
85,229,676 | — | — | 85,229,676 | ||||
TOTAL
INVESTMENTS |
$85,229,676 | $3,472,091,036 | $— | $3,557,320,712 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional U.S. Government Money Market Fund, Class G
Shares |
2,397,006 | $ 2,397,006 | $ 94,747,804 | $ 96,077,997 | $— | $— | 1,066,813 | $ 1,066,813 | $ 465 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
260,317,538 | 260,317,538 | 501,232,016 | 677,386,691 | — | — | 84,162,863 | 84,162,863 | 100,105 | ||||||||
Total |
$262,714,544 | $595,979,820 | $773,464,688 | $— | $— | $85,229,676 | $100,570 |
Security Description | Principal
Amount |
Value | ||||
CORPORATE BONDS & NOTES — 98.0% | ||||||
ADVERTISING — 0.6% | ||||||
Advantage Sales & Marketing, Inc. 6.50%, 11/15/2028
(a) |
$ 294,000 | $ 308,706 | ||||
Clear Channel International BV 6.63%, 8/1/2025
(a) |
249,000 | 258,218 | ||||
Clear Channel Outdoor Holdings, Inc.: | ||||||
7.50%, 6/1/2029
(a) |
308,000 | 328,919 | ||||
7.75%, 4/15/2028
(a) |
282,000 | 302,899 | ||||
Lamar Media Corp.: | ||||||
3.63%,
1/15/2031 |
184,000 | 179,304 | ||||
3.75%,
2/15/2028 |
171,000 | 171,903 | ||||
4.00%,
2/15/2030 |
160,000 | 161,859 | ||||
4.88%,
1/15/2029 |
229,000 | 239,442 | ||||
Midas OpCo Holdings LLC 5.63%, 8/15/2029
(a) |
310,000 | 317,236 | ||||
National CineMedia LLC 5.88%, 4/15/2028
(a)
(b) |
94,000 | 84,338 | ||||
Outfront Media Capital LLC/Outfront Media Capital Corp.: | ||||||
4.25%, 1/15/2029
(a) |
170,000 | 170,219 | ||||
4.63%, 3/15/2030
(a) |
165,000 | 165,068 | ||||
5.00%, 8/15/2027
(a) |
266,000 | 272,179 | ||||
6.25%, 6/15/2025
(a) |
121,000 | 126,657 | ||||
Summer BC Bidco B LLC 5.50%, 10/31/2026
(a) |
183,000 | 186,433 | ||||
Terrier Media Buyer, Inc. 8.88%, 12/15/2027
(a) |
519,000 | 561,143 | ||||
3,834,523 | ||||||
AEROSPACE & DEFENSE — 2.1% | ||||||
Bombardier, Inc.: | ||||||
6.00%, 2/15/2028
(a) |
235,000 | 235,590 | ||||
7.13%, 6/15/2026
(a) |
565,000 | 586,702 | ||||
7.45%, 5/1/2034
(a)
(b) |
68,000 | 83,534 | ||||
7.50%, 12/1/2024
(a) |
458,000 | 475,853 | ||||
7.50%, 3/15/2025
(a) |
562,000 | 572,240 | ||||
7.88%, 4/15/2027
(a) |
822,000 | 852,406 | ||||
BWX Technologies, Inc.: | ||||||
4.13%, 6/30/2028
(a) |
89,000 | 90,284 | ||||
4.13%, 4/15/2029
(a) |
412,000 | 418,654 | ||||
Hexcel Corp.: | ||||||
4.20%,
2/15/2027 |
105,000 | 112,488 | ||||
4.95%,
8/15/2025 |
20,000 | 21,801 | ||||
Howmet Aerospace, Inc.: | ||||||
5.13%,
10/1/2024 |
481,000 | 519,562 | ||||
5.90%,
2/1/2027 |
138,000 | 157,738 | ||||
5.95%,
2/1/2037 |
257,000 | 303,954 | ||||
6.75%,
1/15/2028 |
186,000 | 220,853 | ||||
6.88%,
5/1/2025 |
228,000 | 262,002 |
Security Description | Principal
Amount |
Value | ||||
Kratos Defense & Security Solutions, Inc. 6.50%, 11/30/2025
(a) |
$ 253,000 | $ 260,833 | ||||
Maxar Space Robotics LLC 9.75%, 12/31/2023
(a) |
162,000 | 174,519 | ||||
Moog, Inc. 4.25%, 12/15/2027
(a) |
145,000 | 145,995 | ||||
Rolls-Royce PLC: | ||||||
3.63%, 10/14/2025
(a) |
309,000 | 314,611 | ||||
5.75%, 10/15/2027
(a) |
294,000 | 324,858 | ||||
Spirit AeroSystems, Inc.: | ||||||
3.85%,
6/15/2026 |
25,000 | 25,669 | ||||
3.95%, 6/15/2023
(b) |
73,000 | 73,560 | ||||
4.60%, 6/15/2028
(b) |
239,000 | 239,631 | ||||
5.50%, 1/15/2025
(a) |
311,000 | 322,840 | ||||
7.50%, 4/15/2025
(a) |
449,000 | 472,420 | ||||
TransDigm UK Holdings PLC 6.88%,
5/15/2026 |
195,000 | 204,079 | ||||
TransDigm, Inc.: | ||||||
4.63%,
1/15/2029 |
432,000 | 430,691 | ||||
4.88%,
5/1/2029 |
291,000 | 291,806 | ||||
5.50%,
11/15/2027 |
908,000 | 935,785 | ||||
6.25%, 3/15/2026
(a) |
1,557,000 | 1,617,925 | ||||
6.38%,
6/15/2026 |
335,000 | 344,253 | ||||
7.50%,
3/15/2027 |
241,000 | 252,124 | ||||
8.00%, 12/15/2025
(a) |
455,000 | 479,943 | ||||
Triumph Group, Inc.: | ||||||
6.25%, 9/15/2024
(a) |
174,000 | 175,060 | ||||
7.75%,
8/15/2025 |
121,000 | 120,396 | ||||
8.88%, 6/1/2024
(a) |
283,000 | 308,481 | ||||
12,429,140 | ||||||
AGRICULTURE — 0.2% | ||||||
Darling Ingredients, Inc. 5.25%, 4/15/2027
(a) |
179,000 | 184,581 | ||||
Turning Point Brands, Inc. 5.63%, 2/15/2026
(a) |
144,000 | 144,403 | ||||
Vector Group, Ltd.: | ||||||
5.75%, 2/1/2029
(a) |
365,000 | 355,061 | ||||
10.50%, 11/1/2026
(a) |
297,000 | 307,770 | ||||
991,815 | ||||||
AIRLINES — 1.4% | ||||||
Air Canada 3.88%, 8/15/2026
(a) |
475,000 | 485,692 | ||||
American Airlines Group, Inc. 3.75%, 3/1/2025
(a)
(b) |
166,000 | 154,576 | ||||
American Airlines, Inc. 11.75%, 7/15/2025
(a) |
924,000 | 1,148,772 | ||||
American Airlines, Inc./AAdvantage Loyalty IP, Ltd.: | ||||||
5.50%, 4/20/2026
(a) |
1,482,000 | 1,542,332 | ||||
5.75%, 4/20/2029
(a) |
1,041,000 | 1,113,266 | ||||
Delta Air Lines, Inc.: | ||||||
2.90%,
10/28/2024 |
314,000 | 320,135 | ||||
3.80%,
4/19/2023 |
172,000 | 175,701 |
Security Description | Principal
Amount |
Value | ||||
4.38%,
4/19/2028 |
$ 155,000 | $ 164,999 | ||||
7.38%,
1/15/2026 |
418,000 | 490,816 | ||||
Hawaiian Brand Intellectual Property, Ltd./HawaiianMiles Loyalty, Ltd. 5.75%, 1/20/2026
(a) |
388,000 | 406,919 | ||||
Spirit Loyalty Cayman, Ltd./Spirit IP Cayman, Ltd. 8.00%, 9/20/2025
(a) |
218,200 | 240,827 | ||||
United Airlines Holdings, Inc.: | ||||||
4.88%, 1/15/2025
(b) |
369,000 | 381,144 | ||||
5.00%,
2/1/2024 |
248,000 | 256,901 | ||||
United Airlines, Inc.: | ||||||
4.38%, 4/15/2026
(a) |
639,000 | 666,733 | ||||
4.63%, 4/15/2029
(a) |
692,000 | 717,715 | ||||
8,266,528 | ||||||
APPAREL — 0.3% | ||||||
Crocs, Inc.: | ||||||
4.13%, 8/15/2031
(a) |
125,000 | 121,644 | ||||
4.25%, 3/15/2029
(a) |
112,000 | 110,772 | ||||
Hanesbrands, Inc.: | ||||||
4.63%, 5/15/2024
(a) |
327,000 | 341,529 | ||||
4.88%, 5/15/2026
(a) |
390,000 | 417,827 | ||||
Kontoor Brands, Inc. 4.13%, 11/15/2029
(a) |
200,000 | 200,194 | ||||
Levi Strauss & Co. 3.50%, 3/1/2031
(a) |
143,000 | 145,819 | ||||
Michael Kors USA, Inc. 4.50%, 11/1/2024
(a) |
72,000 | 75,990 | ||||
Under Armour, Inc. 3.25%,
6/15/2026 |
199,000 | 205,420 | ||||
William Carter Co.: | ||||||
5.50%, 5/15/2025
(a) |
122,000 | 127,220 | ||||
5.63%, 3/15/2027
(a) |
154,000 | 159,154 | ||||
Wolverine World Wide, Inc. 4.00%, 8/15/2029
(a) |
130,000 | 125,815 | ||||
2,031,384 | ||||||
AUTO MANUFACTURERS — 3.1% | ||||||
Allison Transmission, Inc.: | ||||||
3.75%, 1/30/2031
(a) |
319,000 | 310,384 | ||||
4.75%, 10/1/2027
(a) |
87,000 | 90,437 | ||||
5.88%, 6/1/2029
(a) |
311,000 | 339,205 | ||||
Aston Martin Capital Holdings, Ltd. 10.50%, 11/30/2025
(a) |
491,000 | 539,015 | ||||
Ford Holdings LLC 9.30%,
3/1/2030 |
99,000 | 137,676 | ||||
Ford Motor Co.: | ||||||
3.25%,
2/12/2032 |
865,000 | 885,544 | ||||
4.35%,
12/8/2026 |
527,000 | 574,651 | ||||
4.75%,
1/15/2043 |
997,000 | 1,101,874 | ||||
5.29%,
12/8/2046 |
474,000 | 556,102 | ||||
6.63%,
10/1/2028 |
100,000 | 120,608 | ||||
7.40%,
11/1/2046 |
314,000 | 435,490 |
Security Description | Principal
Amount |
Value | ||||
Ford Motor Credit Co. LLC: | ||||||
2.70%,
8/10/2026 |
$ 504,000 | $ 509,040 | ||||
2.90%,
2/16/2028 |
227,000 | 228,071 | ||||
3.09%,
1/9/2023 |
619,000 | 628,582 | ||||
3.10%,
5/4/2023 |
309,000 | 314,488 | ||||
3.35%,
11/1/2022 |
394,000 | 399,366 | ||||
3.37%,
11/17/2023 |
277,000 | 285,864 | ||||
3.38%,
11/13/2025 |
708,000 | 734,614 | ||||
3.63%,
6/17/2031 |
425,000 | 447,572 | ||||
3.66%,
9/8/2024 |
436,000 | 453,706 | ||||
3.81%,
1/9/2024 |
260,000 | 269,181 | ||||
3.82%,
11/2/2027 |
270,000 | 285,371 | ||||
4.00%,
11/13/2030 |
538,000 | 578,544 | ||||
4.06%,
11/1/2024 |
658,000 | 692,631 | ||||
4.13%,
8/4/2025 |
486,000 | 515,374 | ||||
4.13%,
8/17/2027 |
293,000 | 316,293 | ||||
4.14%,
2/15/2023 |
382,000 | 392,597 | ||||
4.27%,
1/9/2027 |
264,000 | 284,566 | ||||
4.38%,
8/6/2023 |
919,000 | 955,264 | ||||
4.54%,
8/1/2026 |
262,000 | 284,490 | ||||
4.69%,
6/9/2025 |
207,000 | 222,527 | ||||
5.11%,
5/3/2029 |
601,000 | 683,637 | ||||
5.13%,
6/16/2025 |
709,000 | 773,079 | ||||
5.58%,
3/18/2024 |
614,000 | 661,597 | ||||
Series GMTN, 4.39%,
1/8/2026 |
411,000 | 442,302 | ||||
Jaguar Land Rover Automotive PLC: | ||||||
4.50%, 10/1/2027
(a) |
482,000 | 464,277 | ||||
5.50%, 7/15/2029
(a) |
250,000 | 247,198 | ||||
5.88%, 1/15/2028
(a)
(b) |
257,000 | 261,716 | ||||
7.75%, 10/15/2025
(a) |
374,000 | 403,505 | ||||
JB Poindexter & Co., Inc. 7.13%, 4/15/2026
(a) |
202,000 | 211,205 | ||||
Mclaren Finance PLC 7.50%, 8/1/2026
(a) |
209,000 | 211,447 | ||||
PM General Purchaser LLC 9.50%, 10/1/2028
(a) |
317,000 | 321,124 | ||||
Wabash National Corp. 4.50%, 10/15/2028
(a) |
120,000 | 121,052 | ||||
18,691,266 | ||||||
AUTO PARTS & EQUIPMENT — 1.4% | ||||||
Adient Global Holdings, Ltd. 4.88%, 8/15/2026
(a)
(b) |
262,000 | 268,241 | ||||
Adient US LLC 9.00%, 4/15/2025
(a) |
273,000 | 290,912 | ||||
American Axle & Manufacturing, Inc.: | ||||||
5.00%, 10/1/2029
(b) |
270,000 | 265,016 | ||||
6.25%,
3/15/2026 |
124,000 | 126,743 | ||||
6.50%,
4/1/2027 |
195,000 | 202,950 | ||||
6.88%,
7/1/2028 |
130,000 | 140,495 | ||||
Borgwarner Jersey Ltd. 5.00%, 10/1/2025
(a) |
49,000 | 52,630 |
Security Description | Principal
Amount |
Value | ||||
Clarios Global L.P. 6.75%, 5/15/2025
(a) |
$ 300,000 | $ 314,739 | ||||
Clarios Global L.P./Clarios US Finance Co.: | ||||||
6.25%, 5/15/2026
(a) |
346,000 | 362,522 | ||||
8.50%, 5/15/2027
(a) |
598,000 | 633,976 | ||||
Cooper-Standard Automotive, Inc.: | ||||||
5.63%, 11/15/2026
(a) |
188,000 | 154,983 | ||||
13.00%, 6/1/2024
(a) |
92,000 | 99,365 | ||||
Dana Financing Luxembourg Sarl 5.75%, 4/15/2025
(a) |
132,000 | 135,464 | ||||
Dana, Inc.: | ||||||
4.25%,
9/1/2030 |
228,000 | 232,245 | ||||
4.50%,
2/15/2032 |
100,000 | 100,613 | ||||
5.38%,
11/15/2027 |
103,000 | 108,148 | ||||
5.63%,
6/15/2028 |
128,000 | 135,997 | ||||
Dealer Tire LLC/DT Issuer LLC 8.00%, 2/1/2028
(a) |
142,000 | 147,843 | ||||
Dornoch Debt Merger Sub, Inc. 6.63%, 10/15/2029
(a) |
275,000 | 272,561 | ||||
Goodyear Tire & Rubber Co.: | ||||||
4.88%, 3/15/2027
(b) |
207,000 | 219,410 | ||||
5.00%,
5/31/2026 |
176,000 | 181,310 | ||||
5.00%, 7/15/2029
(a) |
339,000 | 364,025 | ||||
5.25%,
4/30/2031 |
190,000 | 207,127 | ||||
5.25%, 7/15/2031
(a)
(b) |
230,000 | 249,881 | ||||
5.63%,
4/30/2033 |
294,000 | 321,592 | ||||
9.50%,
5/31/2025 |
302,000 | 325,755 | ||||
IHO Verwaltungs GmbH: | ||||||
6.38%, 5/15/2029
(a) |
112,000 | 120,749 | ||||
4.75%, 9/15/2026
(a) |
427,000 | 436,031 | ||||
6.00%, 5/15/2027
(a) |
202,000 | 209,074 | ||||
Meritor, Inc.: | ||||||
4.50%, 12/15/2028
(a) |
125,000 | 125,663 | ||||
6.25%, 6/1/2025
(a) |
67,000 | 69,942 | ||||
Real Hero Merger Sub 2, Inc. 6.25%, 2/1/2029
(a) |
100,000 | 100,090 | ||||
Tenneco, Inc.: | ||||||
5.00%, 7/15/2026
(b) |
162,000 | 156,524 | ||||
5.13%, 4/15/2029
(a) |
256,000 | 252,337 | ||||
7.88%, 1/15/2029
(a) |
257,000 | 278,788 | ||||
Titan International, Inc. 7.00%,
4/30/2028 |
228,000 | 242,471 | ||||
Wheel Pros, Inc. 6.50%, 5/15/2029
(a) |
140,000 | 135,033 | ||||
ZF North America Capital, Inc. 4.75%, 4/29/2025
(a) |
316,000 | 339,352 | ||||
8,380,597 | ||||||
BANKS — 1.5% | ||||||
CIT Group, Inc.: | ||||||
4.75%,
2/16/2024 |
398,000 | 421,064 | ||||
5.00%,
8/1/2023 |
263,000 | 277,691 | ||||
5.25%,
3/7/2025 |
168,000 | 184,608 |
Security Description | Principal
Amount |
Value | ||||
6.13%,
3/9/2028 |
$ 139,000 | $ 167,918 | ||||
SOFR + 3.83%, 3.93%, 6/19/2024
(c) |
145,000 | 150,287 | ||||
Commerzbank AG 8.13%, 9/19/2023
(a) |
374,000 | 412,129 | ||||
Deutsche Bank AG: | ||||||
4.50%,
4/1/2025 |
580,000 | 617,155 | ||||
5 Year USD ICE Swap + 2.55%, 4.88%, 12/1/2032
(c) |
252,000 | 272,019 | ||||
5 year USD Swap + 2.25%, 4.30%, 5/24/2028
(c) |
708,000 | 726,203 | ||||
SOFR + 2.76%, 3.73%, 1/14/2032
(c) |
246,000 | 251,380 | ||||
SOFR + 5.44%, 5.88%, 7/8/2031
(c) |
289,000 | 339,035 | ||||
Freedom Mortgage Corp.: | ||||||
6.63%, 1/15/2027
(a) |
259,000 | 253,753 | ||||
7.63%, 5/1/2026
(a) |
241,000 | 246,116 | ||||
8.13%, 11/15/2024
(a) |
311,000 | 314,772 | ||||
8.25%, 4/15/2025
(a) |
199,000 | 203,989 | ||||
Intesa Sanpaolo SpA: | ||||||
5.02%, 6/26/2024
(a) |
636,000 | 681,353 | ||||
5.71%, 1/15/2026
(a) |
487,000 | 538,914 | ||||
1 year CMT + 2.60%, 4.20%, 6/1/2032
(a)
(c) |
248,000 | 250,438 | ||||
1 year CMT + 2.75%, 4.95%, 6/1/2042
(a)
(c) |
383,000 | 392,433 | ||||
Popular, Inc. 6.13%,
9/14/2023 |
18,000 | 19,146 | ||||
Standard Chartered PLC 3 Month USD LIBOR + 1.46%, 7.01%, 7/30/2037
(a)
(c) |
208,000 | 290,160 | ||||
Synovus Financial Corp. 5 year USD Swap + 3.38%, 5.90%, 2/7/2029
(c) |
237,000 | 253,353 | ||||
Texas Capital Bancshares, Inc. 5 year CMT + 3.15%, 4.00%, 5/6/2031
(c) |
100,000 | 102,942 | ||||
UniCredit SpA: | ||||||
5 year CMT + 4.75%, 5.46%, 6/30/2035
(a)
(c) |
554,000 | 603,760 | ||||
5 Year USD ICE Swap + 3.70%, 5.86%, 6/19/2032
(a)
(c) |
429,000 | 469,245 | ||||
5 Year USD ICE Swap + 4.914%, 7.30%, 4/2/2034
(a)
(c) |
307,000 | 366,604 | ||||
8,806,467 | ||||||
BEVERAGES — 0.1% | ||||||
Primo Water Holdings, Inc. 4.38%, 4/30/2029
(a) |
325,000 | 322,231 | ||||
Triton Water Holdings, Inc. 6.25%, 4/1/2029
(a) |
305,000 | 294,868 | ||||
617,099 |
Security Description | Principal
Amount |
Value | ||||
BIOTECHNOLOGY — 0.1% | ||||||
Emergent BioSolutions, Inc. 3.88%, 8/15/2028
(a)
(b) |
$ 178,000 | $ 170,720 | ||||
Grifols Escrow Issuer SA 4.75%, 10/15/2028
(a) |
350,000 | 353,262 | ||||
523,982 | ||||||
BUILDING MATERIALS — 1.1% | ||||||
Associated Materials LLC/AMH New Finance, Inc. 9.00%, 9/1/2025
(a) |
100,000 | 105,694 | ||||
Boise Cascade Co. 4.88%, 7/1/2030
(a) |
123,000 | 129,574 | ||||
Builders FirstSource, Inc.: | ||||||
4.25%, 2/1/2032
(a) |
360,000 | 374,479 | ||||
5.00%, 3/1/2030
(a) |
160,000 | 171,754 | ||||
6.75%, 6/1/2027
(a) |
275,000 | 289,979 | ||||
Cornerstone Building Brands, Inc. 6.13%, 1/15/2029
(a)
(b) |
203,000 | 216,556 | ||||
CP Atlas Buyer, Inc. 7.00%, 12/1/2028
(a) |
202,000 | 200,651 | ||||
Forterra Finance LLC/FRTA Finance Corp. 6.50%, 7/15/2025
(a) |
164,000 | 173,947 | ||||
Griffon Corp. 5.75%,
3/1/2028 |
327,000 | 340,129 | ||||
James Hardie International Finance DAC 5.00%, 1/15/2028
(a) |
100,000 | 104,158 | ||||
Jeld-Wen, Inc.: | ||||||
4.63%, 12/15/2025
(a) |
36,000 | 36,385 | ||||
4.88%, 12/15/2027
(a) |
95,000 | 97,488 | ||||
JELD-WEN, Inc. 6.25%, 5/15/2025
(a) |
50,000 | 52,358 | ||||
Koppers, Inc. 6.00%, 2/15/2025
(a) |
185,000 | 187,719 | ||||
Louisiana-Pacific Corp. 3.63%, 3/15/2029
(a) |
73,000 | 74,440 | ||||
Masonite International Corp.: | ||||||
3.50%, 2/15/2030
(a) |
100,000 | 99,173 | ||||
5.38%, 2/1/2028
(a) |
350,000 | 367,745 | ||||
New Enterprise Stone & Lime Co., Inc.: | ||||||
5.25%, 7/15/2028
(a) |
170,000 | 172,678 | ||||
9.75%, 7/15/2028
(a) |
100,000 | 107,043 | ||||
Patrick Industries, Inc.: | ||||||
4.75%, 5/1/2029
(a) |
143,000 | 143,064 | ||||
7.50%, 10/15/2027
(a) |
115,000 | 123,147 | ||||
PGT Innovations, Inc. 4.38%, 10/1/2029
(a) |
200,000 | 201,000 | ||||
SRM Escrow Issuer LLC 6.00%, 11/1/2028
(a) |
384,000 | 409,878 | ||||
Standard Industries, Inc.: | ||||||
3.38%, 1/15/2031
(a) |
258,000 | 248,776 | ||||
4.38%, 7/15/2030
(a) |
506,000 | 516,788 | ||||
4.75%, 1/15/2028
(a) |
312,000 | 322,752 |
Security Description | Principal
Amount |
Value | ||||
5.00%, 2/15/2027
(a) |
$ 357,000 | $ 367,467 | ||||
Summit Materials LLC/Summit Materials Finance Corp.: | ||||||
5.25%, 1/15/2029
(a) |
272,000 | 284,792 | ||||
6.50%, 3/15/2027
(a) |
137,000 | 142,388 | ||||
Victors Merger Corp. 6.38%, 5/15/2029
(a) |
169,000 | 158,689 | ||||
6,220,691 | ||||||
CHEMICALS — 2.1% | ||||||
Ashland LLC: | ||||||
3.38%, 9/1/2031
(a) |
100,000 | 99,134 | ||||
6.88%,
5/15/2043 |
100,000 | 128,549 | ||||
Axalta Coating Systems LLC 3.38%, 2/15/2029
(a) |
170,000 | 164,708 | ||||
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B B.V. 4.75%, 6/15/2027
(a) |
192,000 | 200,408 | ||||
Chemours Co.: | ||||||
4.63%, 11/15/2029
(a) |
50,000 | 49,587 | ||||
5.38%,
5/15/2027 |
220,000 | 236,500 | ||||
5.75%, 11/15/2028
(a) |
356,000 | 372,365 | ||||
Consolidated Energy Finance SA 5.63%, 10/15/2028
(a) |
200,000 | 195,920 | ||||
Cornerstone Chemical Co. 6.75%, 8/15/2024
(a)
(b) |
194,000 | 172,588 | ||||
CVR Partners L.P./CVR Nitrogen Finance Corp. 6.13%, 6/15/2028
(a) |
185,000 | 195,536 | ||||
Diamond BC B.V. 4.63%, 10/1/2029
(a) |
85,000 | 84,308 | ||||
Element Solutions, Inc. 3.88%, 9/1/2028
(a) |
441,000 | 446,468 | ||||
EverArc Escrow S.a.r.l. 5.00%, 10/30/2029
(a) |
250,000 | 250,218 | ||||
GCP Applied Technologies, Inc. 5.50%, 4/15/2026
(a) |
111,000 | 113,542 | ||||
HB Fuller Co.: | ||||||
4.00%,
2/15/2027 |
89,000 | 93,830 | ||||
4.25%,
10/15/2028 |
132,000 | 135,968 | ||||
Herens Holdco Sarl 4.75%, 5/15/2028
(a) |
47,000 | 46,040 | ||||
Hexion, Inc. 7.88%, 7/15/2027
(a)
(b) |
153,000 | 161,900 | ||||
Illuminate Buyer LLC/Illuminate Holdings IV, Inc. 9.00%, 7/1/2028
(a) |
206,000 | 219,487 | ||||
INEOS Quattro Finance 2 PLC 3.38%, 1/15/2026
(a) |
189,000 | 189,679 | ||||
Ingevity Corp.: | ||||||
3.88%, 11/1/2028
(a) |
159,000 | 155,044 | ||||
4.50%, 2/1/2026
(a) |
325,000 | 327,597 | ||||
Innophos Holdings, Inc. 9.38%, 2/15/2028
(a) |
59,000 | 64,040 |
Security Description | Principal
Amount |
Value | |||
Kraton Polymers LLC/Kraton Polymers Capital Corp. 4.25%, 12/15/2025
(a) |
$ 92,000 | $ 95,131 | |||
LSF11 A5 Holdco LLC 6.63%, 10/15/2029
(a) |
150,000 | 147,965 | |||
Methanex Corp.: | |||||
4.25%,
12/1/2024 |
68,000 | 71,186 | |||
5.13%,
10/15/2027 |
301,000 | 317,013 | |||
5.25%,
12/15/2029 |
302,000 | 319,135 | |||
5.65%,
12/1/2044 |
134,000 | 134,712 | |||
Minerals Technologies, Inc. 5.00%, 7/1/2028
(a) |
62,000 | 64,398 | |||
Neon Holdings, Inc. 10.13%, 4/1/2026
(a) |
207,000 | 220,523 | |||
NOVA Chemicals Corp.: | |||||
4.25%, 5/15/2029
(a)
(b) |
189,000 | 189,541 | |||
4.88%, 6/1/2024
(a) |
296,000 | 306,946 | |||
5.00%, 5/1/2025
(a) |
73,000 | 76,554 | |||
5.25%, 6/1/2027
(a) |
436,000 | 464,994 | |||
Nufarm Australia, Ltd./Nufarm Americas, Inc. 5.75%, 4/30/2026
(a) |
350,000 | 357,539 | |||
OCI NV 4.63%, 10/15/2025
(a) |
65,000 | 67,326 | |||
Olin Corp.: | |||||
5.00%,
2/1/2030 |
250,000 | 263,337 | |||
5.13%,
9/15/2027 |
120,000 | 123,619 | |||
5.63%,
8/1/2029 |
254,000 | 275,283 | |||
Olympus Water US Holding Corp.: | |||||
4.25%, 10/1/2028
(a) |
200,000 | 197,182 | |||
6.25%, 10/1/2029
(a) |
200,000 | 196,242 | |||
Polar US Borrower LLC/Schenectady International Group, Inc. 6.75%, 5/15/2026
(a) |
100,000 | 98,117 | |||
Rain CII Carbon LLC/CII Carbon Corp. 7.25%, 4/1/2025
(a) |
224,000 | 228,885 | |||
Rayonier AM Products, Inc.: | |||||
5.50%, 6/1/2024
(a) |
108,000 | 108,535 | |||
7.63%, 1/15/2026
(a) |
240,371 | 254,750 | |||
SCIH Salt Holdings, Inc.: | |||||
4.88%, 5/1/2028
(a) |
445,000 | 427,810 | |||
6.63%, 5/1/2029
(a)
(b) |
219,000 | 206,005 | |||
SCIL IV LLC/SCIL USA Holdings LLC 5.38%, 11/1/2026
(a) |
250,000 | 257,665 | |||
SPCM SA: | |||||
3.13%, 3/15/2027
(a) |
150,000 | 148,239 | |||
3.38%, 3/15/2030
(a) |
50,000 | 48,261 | |||
TPC Group, Inc. 10.50%, 8/1/2024
(a) |
364,000 | 263,598 | |||
Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc.: | |||||
5.13%, 4/1/2029
(a) |
185,000 | 189,061 |
Security Description | Principal
Amount |
Value | ||||
5.38%, 9/1/2025
(a) |
$ 217,000 | $ 220,652 | ||||
Tronox, Inc.: | ||||||
4.63%, 3/15/2029
(a) |
337,000 | 336,157 | ||||
6.50%, 5/1/2025
(a) |
164,000 | 173,433 | ||||
Unifrax Escrow Issuer Corp.: | ||||||
5.25%, 9/30/2028
(a) |
342,000 | 346,254 | ||||
7.50%, 9/30/2029
(a) |
250,000 | 253,790 | ||||
Valvoline, Inc.: | ||||||
3.63%, 6/15/2031
(a) |
162,000 | 157,822 | ||||
4.25%, 2/15/2030
(a) |
231,000 | 235,712 | ||||
Venator Finance Sarl/Venator Materials LLC 5.75%, 7/15/2025
(a)
(b) |
103,000 | 98,539 | ||||
WR Grace Holdings LLC: | ||||||
4.88%, 6/15/2027
(a) |
208,000 | 213,647 | ||||
5.63%, 10/1/2024
(a) |
75,000 | 105,260 | ||||
5.63%, 8/15/2029
(a) |
310,000 | 318,466 | ||||
12,682,700 | ||||||
COAL — 0.2% | ||||||
Alliance Resource Operating Partners L.P./Alliance Resource Finance Corp. 7.50%, 5/1/2025
(a) |
267,000 | 270,714 | ||||
Coronado Finance Pty, Ltd. 10.75%, 5/15/2026
(a) |
125,000 | 134,494 | ||||
Natural Resource Partners L.P./NRP Finance Corp. 9.13%, 6/30/2025
(a) |
112,000 | 113,864 | ||||
Peabody Energy Corp. 6.38%, 3/31/2025
(a) |
264,000 | 249,123 | ||||
SunCoke Energy, Inc. 4.88%, 6/30/2029
(a) |
182,000 | 181,223 | ||||
Warrior Met Coal, Inc. 7.88%, 12/1/2028
(a) |
175,000 | 180,080 | ||||
1,129,498 | ||||||
COMMERCIAL SERVICES — 4.0% | ||||||
ADT Security Corp.: | ||||||
4.13%,
6/15/2023 |
50,000 | 51,942 | ||||
4.13%, 8/1/2029
(a) |
320,000 | 317,494 | ||||
4.88%, 7/15/2032
(a) |
467,000 | 477,092 | ||||
Adtalem Global Education, Inc. 5.50%, 3/1/2028
(a) |
255,000 | 248,855 | ||||
Ahern Rentals, Inc. 7.38%, 5/15/2023
(a) |
182,000 | 172,647 | ||||
Albion Financing 1 SARL/Aggreko Holdings, Inc. 6.13%, 10/15/2026
(a) |
207,000 | 208,952 | ||||
Albion Financing 2SARL 8.75%, 4/15/2027
(a) |
180,000 | 182,756 | ||||
Allied Universal Holdco LLC/Allied Universal Finance Corp.: | ||||||
6.00%, 6/1/2029
(a) |
335,000 | 325,744 | ||||
6.63%, 7/15/2026
(a) |
821,000 | 861,139 | ||||
9.75%, 7/15/2027
(a) |
466,000 | 498,135 |
Security Description | Principal
Amount |
Value | |||
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 S.a.r.l: | |||||
4.63%, 6/1/2028
(a) |
$ 186,000 | $ 182,591 | |||
4.63%, 6/1/2028
(a) |
378,000 | 377,698 | |||
Alta Equipment Group, Inc. 5.63%, 4/15/2026
(a) |
259,000 | 265,195 | |||
AMN Healthcare, Inc.: | |||||
4.00%, 4/15/2029
(a) |
112,000 | 113,344 | |||
4.63%, 10/1/2027
(a) |
170,000 | 176,253 | |||
APi Escrow Corp. 4.75%, 10/15/2029
(a) |
100,000 | 101,609 | |||
APi Group DE, Inc. 4.13%, 7/15/2029
(a) |
89,000 | 89,947 | |||
Aptim Corp. 7.75%, 6/15/2025
(a) |
187,000 | 166,121 | |||
APX Group, Inc.: | |||||
5.75%, 7/15/2029
(a) |
205,000 | 202,952 | |||
6.75%, 2/15/2027
(a) |
184,000 | 194,402 | |||
ASGN, Inc. 4.63%, 5/15/2028
(a) |
165,000 | 171,171 | |||
Avis Budget Car Rental LLC/Avis Budget Finance, Inc.: | |||||
4.75%, 4/1/2028
(a) |
197,000 | 201,696 | |||
5.38%, 3/1/2029
(a)
(b) |
216,000 | 227,556 | |||
5.75%, 7/15/2027
(a)
(b) |
81,000 | 84,441 | |||
5.75%, 7/15/2027
(a) |
166,000 | 172,808 | |||
Block, Inc.: | |||||
2.75%, 6/1/2026
(a) |
247,000 | 248,020 | |||
3.50%, 6/1/2031
(a) |
442,000 | 455,322 | |||
Brink's Co.: | |||||
4.63%, 10/15/2027
(a) |
192,000 | 198,760 | |||
5.50%, 7/15/2025
(a) |
156,000 | 162,993 | |||
Carriage Services, Inc. 4.25%, 5/15/2029
(a) |
114,000 | 114,108 | |||
Cimpress PLC 7.00%, 6/15/2026
(a) |
357,000 | 373,079 | |||
CoreCivic, Inc.: | |||||
4.75%,
10/15/2027 |
138,000 | 125,525 | |||
8.25%,
4/15/2026 |
271,000 | 283,195 | |||
CoreLogic, Inc. 4.50%, 5/1/2028
(a) |
254,000 | 252,954 | |||
CPI Acquisition, Inc. 8.63%, 3/15/2026
(a) |
109,000 | 115,144 | |||
Deluxe Corp. 8.00%, 6/1/2029
(a) |
265,000 | 277,031 | |||
Garda World Security Corp.: | |||||
4.63%, 2/15/2027
(a) |
147,000 | 147,088 | |||
6.00%, 6/1/2029
(a) |
139,000 | 133,705 | |||
9.50%, 11/1/2027
(a) |
313,000 | 337,511 | |||
Gartner, Inc.: | |||||
3.63%, 6/15/2029
(a) |
153,000 | 154,711 | |||
3.75%, 10/1/2030
(a) |
116,000 | 117,920 | |||
4.50%, 7/1/2028
(a) |
285,000 | 297,660 |
Security Description | Principal
Amount |
Value | |||
Graham Holdings Co. 5.75%, 6/1/2026
(a) |
$ 87,000 | $ 90,597 | |||
HealthEquity, Inc. 4.50%, 10/1/2029
(a) |
90,000 | 89,341 | |||
Herc Holdings, Inc. 5.50%, 7/15/2027
(a) |
428,000 | 445,565 | |||
Hertz Corp.: | |||||
4.63%, 12/1/2026
(a) |
215,000 | 216,821 | |||
5.00%, 12/1/2029
(a) |
320,000 | 320,838 | |||
Korn Ferry 4.63%, 12/15/2027
(a) |
130,000 | 133,964 | |||
Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer, Inc. 5.00%, 2/1/2026
(a) |
74,000 | 74,602 | |||
Metis Merger Sub LLC 6.50%, 5/15/2029
(a) |
287,000 | 281,220 | |||
MoneyGram International, Inc. 5.38%, 8/1/2026
(a) |
190,000 | 193,200 | |||
MPH Acquisition Holdings LLC: | |||||
5.50%, 9/1/2028
(a) |
390,000 | 395,191 | |||
5.75%, 11/1/2028
(a)
(b) |
684,000 | 650,210 | |||
NESCO Holdings II, Inc. 5.50%, 4/15/2029
(a) |
291,000 | 300,923 | |||
Nielsen Co. Luxembourg SARL 5.00%, 2/1/2025
(a) |
135,000 | 137,101 | |||
Nielsen Finance LLC/Nielsen Finance Co.: | |||||
4.50%, 7/15/2029
(a) |
239,000 | 235,095 | |||
4.75%, 7/15/2031
(a) |
243,000 | 240,796 | |||
5.63%, 10/1/2028
(a) |
361,000 | 372,733 | |||
5.88%, 10/1/2030
(a) |
217,000 | 229,117 | |||
North Queensland Export Terminal Pty, Ltd. 4.45%, 12/15/2022
(a) |
337,000 | 324,912 | |||
Paysafe Finance PLC/Paysafe Holdings US Corp. 4.00%, 6/15/2029
(a) |
159,000 | 147,962 | |||
PECF USS Intermediate Holding III Corp. 8.00%, 11/15/2029
(a) |
209,000 | 216,317 | |||
Prime Security Services Borrower LLC/Prime Finance, Inc.: | |||||
3.38%, 8/31/2027
(a) |
309,000 | 297,579 | |||
5.25%, 4/15/2024
(a) |
227,000 | 241,569 | |||
5.75%, 4/15/2026
(a) |
580,000 | 622,601 | |||
6.25%, 1/15/2028
(a) |
470,000 | 490,704 | |||
PROG Holdings, Inc. 6.00%, 11/15/2029
(a) |
177,000 | 182,197 | |||
Rent-A-Center, Inc. 6.38%, 2/15/2029
(a) |
271,000 | 282,734 | |||
Ritchie Bros Auctioneers, Inc. 5.38%, 1/15/2025
(a) |
243,000 | 245,646 | |||
RR Donnelley & Sons Co. 6.13%, 11/1/2026
(a) |
156,000 | 171,132 |
Security Description | Principal
Amount |
Value | ||||
Sabre GLBL, Inc.: | ||||||
7.38%, 9/1/2025
(a) |
$ 253,000 | $ 263,123 | ||||
9.25%, 4/15/2025
(a) |
507,000 | 572,859 | ||||
Service Corp. International: | ||||||
3.38%,
8/15/2030 |
245,000 | 240,605 | ||||
4.00%,
5/15/2031 |
226,000 | 230,615 | ||||
4.63%,
12/15/2027 |
98,000 | 102,537 | ||||
5.13%,
6/1/2029 |
319,000 | 343,560 | ||||
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc. 4.63%, 11/1/2026
(a) |
148,000 | 153,033 | ||||
Signal Parent, Inc. 6.13%, 4/1/2029
(a) |
112,000 | 99,440 | ||||
Sotheby's 7.38%, 10/15/2027
(a) |
365,000 | 388,663 | ||||
Sotheby's/Bidfair Holdings, Inc. 5.88%, 6/1/2029
(a) |
139,000 | 141,430 | ||||
StoneMor, Inc. 8.50%, 5/15/2029
(a) |
167,000 | 172,509 | ||||
Team Health Holdings, Inc. 6.38%, 2/1/2025
(a) |
324,000 | 304,942 | ||||
TriNet Group, Inc. 3.50%, 3/1/2029
(a) |
172,000 | 171,360 | ||||
United Rentals North America, Inc.: | ||||||
3.75%,
1/15/2032 |
278,000 | 280,199 | ||||
3.88%,
2/15/2031 |
215,000 | 218,341 | ||||
4.00%,
7/15/2030 |
352,000 | 363,429 | ||||
4.88%,
1/15/2028 |
626,000 | 657,776 | ||||
5.25%,
1/15/2030 |
288,000 | 311,792 | ||||
5.50%,
5/15/2027 |
394,000 | 409,579 | ||||
Verscend Escrow Corp. 9.75%, 8/15/2026
(a) |
197,000 | 208,170 | ||||
WASH Multifamily Acquisition, Inc. 5.75%, 4/15/2026
(a) |
299,000 | 314,156 | ||||
WW International, Inc. 4.50%, 4/15/2029
(a)
(b) |
259,000 | 247,811 | ||||
23,693,862 | ||||||
COMPUTERS — 1.1% | ||||||
Ahead DB Holdings LLC 6.63%, 5/1/2028
(a) |
222,000 | 220,073 | ||||
Austin BidCo, Inc. 7.13%, 12/15/2028
(a) |
257,000 | 266,278 | ||||
Booz Allen Hamilton, Inc.: | ||||||
3.88%, 9/1/2028
(a) |
216,000 | 219,514 | ||||
4.00%, 7/1/2029
(a) |
185,000 | 191,175 | ||||
Conduent Business Services LLC/Conduent State & Local Solutions, Inc. 6.00%, 11/1/2029
(a) |
150,000 | 147,816 | ||||
Crowdstrike Holdings, Inc. 3.00%,
2/15/2029 |
259,000 | 255,775 | ||||
Diebold Nixdorf, Inc.: | ||||||
8.50%, 4/15/2024
(b) |
213,000 | 213,515 | ||||
9.38%, 7/15/2025
(a) |
225,000 | 241,796 |
Security Description | Principal
Amount |
Value | ||||
Exela Intermediate LLC/Exela Finance, Inc. 11.50%, 7/15/2026
(a) |
$ 272,000 | $ 193,381 | ||||
KBR, Inc. 4.75%, 9/30/2028
(a) |
120,000 | 122,590 | ||||
NCR Corp.: | ||||||
5.00%, 10/1/2028
(a) |
224,000 | 230,823 | ||||
5.13%, 4/15/2029
(a) |
577,000 | 596,635 | ||||
5.25%, 10/1/2030
(a) |
150,000 | 154,380 | ||||
5.75%, 9/1/2027
(a) |
100,000 | 104,545 | ||||
6.13%, 9/1/2029
(a) |
202,000 | 216,180 | ||||
Presidio Holdings, Inc.: | ||||||
4.88%, 2/1/2027
(a) |
63,000 | 64,930 | ||||
8.25%, 2/1/2028
(a) |
177,000 | 189,208 | ||||
Science Applications International Corp. 4.88%, 4/1/2028
(a) |
140,000 | 143,521 | ||||
Seagate HDD Cayman: | ||||||
3.13%,
7/15/2029 |
188,000 | 183,800 | ||||
3.38%,
7/15/2031 |
202,000 | 196,635 | ||||
4.09%,
6/1/2029 |
256,000 | 265,052 | ||||
4.13%,
1/15/2031 |
171,000 | 177,912 | ||||
4.75%,
1/1/2025 |
87,000 | 93,111 | ||||
4.88%,
3/1/2024 |
181,000 | 191,914 | ||||
4.88%,
6/1/2027 |
172,000 | 188,017 | ||||
5.75%,
12/1/2034 |
276,000 | 318,154 | ||||
Tempo Acquisition LLC/Tempo Acquisition Finance Corp. 5.75%, 6/1/2025
(a) |
179,000 | 185,636 | ||||
Unisys Corp. 6.88%, 11/1/2027
(a) |
252,000 | 272,987 | ||||
Vericast Corp. 11.00%, 9/15/2026
(a) |
439,870 | 464,797 | ||||
6,310,150 | ||||||
COSMETICS/PERSONAL CARE — 0.3% | ||||||
Avon Products, Inc. 6.50%, 3/15/2023
(b) |
184,000 | 193,303 | ||||
Coty, Inc.: | ||||||
5.00%, 4/15/2026
(a) |
200,000 | 206,102 | ||||
6.50%, 4/15/2026
(a) |
197,000 | 203,050 | ||||
Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US LLC 4.75%, 1/15/2029
(a) |
225,000 | 228,892 | ||||
Edgewell Personal Care Co.: | ||||||
4.13%, 4/1/2029
(a) |
107,000 | 107,882 | ||||
5.50%, 6/1/2028
(a) |
305,000 | 323,898 | ||||
Oriflame Investment Holding PLC 5.13%, 5/4/2026
(a) |
200,000 | 185,522 | ||||
Revlon Consumer Products Corp. 6.25%,
8/1/2024 |
100,000 | 41,602 | ||||
1,490,251 |
Security Description | Principal
Amount |
Value | ||||
DISTRIBUTION & WHOLESALE — 0.6% | ||||||
American Builders & Contractors Supply Co., Inc. 4.00%, 1/15/2028
(a) |
$ 317,000 | $ 324,323 | ||||
Avient Corp.: | ||||||
5.25%,
3/15/2023 |
79,000 | 82,868 | ||||
5.75%, 5/15/2025
(a) |
278,000 | 290,046 | ||||
BCPE Empire Holdings, Inc. 7.63%, 5/1/2027
(a) |
264,000 | 268,813 | ||||
G-III Apparel Group, Ltd. 7.88%, 8/15/2025
(a)
(b) |
297,000 | 315,865 | ||||
H&E Equipment Services Co. 3.88%, 12/15/2028
(a) |
539,000 | 536,089 | ||||
IAA, Inc. 5.50%, 6/15/2027
(a) |
202,000 | 209,549 | ||||
KAR Auction Services, Inc. 5.13%, 6/1/2025
(a) |
378,000 | 382,789 | ||||
Resideo Funding, Inc. 4.00%, 9/1/2029
(a) |
160,000 | 156,920 | ||||
Ritchie Bros Holdings, Inc. 4.75%, 12/15/2031
(a) |
157,000 | 163,811 | ||||
Univar Solutions USA, Inc. 5.13%, 12/1/2027
(a) |
241,000 | 251,589 | ||||
Wolverine Escrow LLC: | ||||||
8.50%, 11/15/2024
(a) |
266,000 | 250,067 | ||||
9.00%, 11/15/2026
(a) |
506,000 | 480,103 | ||||
REGS, 13.13%, 11/15/2027
(a) |
157,000 | 100,172 | ||||
3,813,004 | ||||||
DIVERSIFIED FINANCIAL SERVICES — 3.6% | ||||||
Advisor Group Holdings, Inc. 10.75%, 8/1/2027
(a) |
5,000 | 5,565 | ||||
AerCap Holdings NV 5 year CMT + 4.54%, 5.88%, 10/10/2079
(c) |
230,000 | 237,705 | ||||
AG Issuer LLC 6.25%, 3/1/2028
(a) |
202,000 | 209,969 | ||||
Ally Financial, Inc. 5.75%,
11/20/2025 |
339,000 | 382,456 | ||||
Aretec Escrow Issuer, Inc. 7.50%, 4/1/2029
(a) |
114,000 | 117,067 | ||||
Asteroid Private Merger Sub, Inc. 8.50%, 11/15/2029
(a) |
150,000 | 156,588 | ||||
Brightsphere Investment Group, Inc. 4.80%,
7/27/2026 |
100,000 | 104,398 | ||||
Castlelake Aviation Finance DAC 5.00%, 4/15/2027
(a)
(b) |
100,000 | 98,945 | ||||
Cobra AcquisitionCo LLC 6.38%, 11/1/2029
(a) |
150,000 | 148,288 | ||||
Coinbase Global, Inc.: | ||||||
3.38%, 10/1/2028
(a) |
455,000 | 425,894 | ||||
3.63%, 10/1/2031
(a)
(b) |
245,000 | 225,790 |
Security Description | Principal
Amount |
Value | |||
Credit Acceptance Corp.: | |||||
5.13%, 12/31/2024
(a) |
$ 244,000 | $ 250,244 | |||
6.63%, 3/15/2026
(b) |
193,000 | 200,971 | |||
CURO Finance LLC 7.50%, 8/1/2028
(a) |
90,000 | 90,346 | |||
Curo Group Holdings Corp. 7.50%, 8/1/2028
(a) |
357,000 | 359,196 | |||
Enact Holdings, Inc. 6.50%, 8/15/2025
(a) |
441,000 | 482,855 | |||
Enova International, Inc.: | |||||
8.50%, 9/1/2024
(a) |
105,000 | 106,971 | |||
8.50%, 9/15/2025
(a) |
249,000 | 256,520 | |||
Finance of America Funding LLC 7.88%, 11/15/2025
(a) |
162,000 | 159,479 | |||
Global Aircraft Leasing Co., Ltd. 6.50%, 9/15/2024
(a) |
951,209 | 918,782 | |||
goeasy, Ltd.: | |||||
4.38%, 5/1/2026
(a) |
60,000 | 61,294 | |||
5.38%, 12/1/2024
(a) |
429,000 | 440,939 | |||
Home Point Capital, Inc. 5.00%, 2/1/2026
(a)
(b) |
227,000 | 210,336 | |||
Jane Street Group/JSG Finance, Inc. 4.50%, 11/15/2029
(a) |
230,000 | 233,236 | |||
Jefferies Finance LLC/JFIN Co-Issuer Corp. 5.00%, 8/15/2028
(a) |
350,000 | 358,995 | |||
Jefferson Capital Holdings LLC 6.00%, 8/15/2026
(a) |
95,000 | 96,621 | |||
LD Holdings Group LLC: | |||||
6.13%, 4/1/2028
(a) |
336,000 | 317,194 | |||
6.50%, 11/1/2025
(a) |
334,000 | 329,628 | |||
LFS Topco LLC 5.88%, 10/15/2026
(a) |
119,000 | 123,402 | |||
LPL Holdings, Inc.: | |||||
4.00%, 3/15/2029
(a) |
282,000 | 289,312 | |||
4.38%, 5/15/2031
(a) |
50,000 | 51,157 | |||
4.63%, 11/15/2027
(a) |
341,000 | 353,249 | |||
Midcap Financial Issuer Trust: | |||||
5.63%, 1/15/2030
(a) |
208,000 | 208,711 | |||
6.50%, 5/1/2028
(a) |
309,000 | 322,392 | |||
Nationstar Mortgage Holdings, Inc.: | |||||
5.13%, 12/15/2030
(a) |
232,000 | 230,986 | |||
5.50%, 8/15/2028
(a) |
295,000 | 303,425 | |||
5.75%, 11/15/2031
(a) |
271,000 | 270,702 | |||
6.00%, 1/15/2027
(a) |
137,000 | 142,598 | |||
Navient Corp.: | |||||
4.88%,
3/15/2028 |
264,000 | 263,667 | |||
5.00%,
3/15/2027 |
283,000 | 288,533 | |||
5.50%,
1/25/2023 |
244,000 | 254,241 | |||
5.50%,
3/15/2029 |
194,000 | 194,145 | |||
5.88%,
10/25/2024 |
250,000 | 266,975 | |||
6.75%,
6/25/2025 |
287,000 | 315,990 | |||
6.75%,
6/15/2026 |
213,000 | 235,393 |
Security Description | Principal
Amount |
Value | ||||
7.25%,
9/25/2023 |
$ 210,000 | $ 226,273 | ||||
Series MTN, 5.63%,
8/1/2033 |
201,000 | 191,388 | ||||
Series MTN, 6.13%,
3/25/2024 |
444,000 | 473,451 | ||||
NFP Corp.: | ||||||
4.88%, 8/15/2028
(a) |
131,000 | 132,804 | ||||
6.88%, 8/15/2028
(a) |
637,000 | 639,503 | ||||
OneMain Finance Corp.: | ||||||
3.50%,
1/15/2027 |
50,000 | 49,508 | ||||
3.88%,
9/15/2028 |
200,000 | 196,390 | ||||
4.00%,
9/15/2030 |
265,000 | 260,548 | ||||
5.38%,
11/15/2029 |
271,000 | 294,677 | ||||
5.63%,
3/15/2023 |
250,000 | 261,322 | ||||
6.13%,
3/15/2024 |
510,000 | 540,753 | ||||
6.63%,
1/15/2028 |
304,000 | 342,401 | ||||
6.88%,
3/15/2025 |
529,000 | 589,338 | ||||
7.13%,
3/15/2026 |
562,000 | 642,861 | ||||
8.25%,
10/1/2023 |
182,000 | 201,250 | ||||
8.88%,
6/1/2025 |
345,000 | 370,182 | ||||
PennyMac Financial Services, Inc.: | ||||||
4.25%, 2/15/2029
(a) |
387,000 | 371,636 | ||||
5.38%, 10/15/2025
(a) |
293,000 | 300,744 | ||||
5.75%, 9/15/2031
(a) |
150,000 | 151,389 | ||||
PHH Mortgage Corp. 7.88%, 3/15/2026
(a) |
276,000 | 285,450 | ||||
PRA Group, Inc.: | ||||||
5.00%, 10/1/2029
(a) |
155,000 | 155,628 | ||||
7.38%, 9/1/2025
(a) |
240,000 | 256,325 | ||||
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.: | ||||||
2.88%, 10/15/2026
(a) |
423,000 | 421,604 | ||||
3.63%, 3/1/2029
(a) |
359,000 | 360,694 | ||||
3.88%, 3/1/2031
(a) |
253,000 | 257,746 | ||||
4.00%, 10/15/2033
(a) |
283,000 | 286,789 | ||||
SLM Corp.: | ||||||
3.13%,
11/2/2026 |
175,000 | 174,048 | ||||
4.20%,
10/29/2025 |
142,000 | 148,731 | ||||
StoneX Group,Inc. 8.63%, 6/15/2025
(a) |
363,000 | 386,620 | ||||
TMX Finance LLC/TitleMax Finance Corp. 11.13%, 4/1/2023
(a) |
77,000 | 78,508 | ||||
United Wholesale Mortgage LLC: | ||||||
5.50%, 11/15/2025
(a) |
474,000 | 484,030 | ||||
5.50%, 4/15/2029
(a) |
389,000 | 381,337 | ||||
5.75%, 6/15/2027
(a) |
213,000 | 213,543 | ||||
World Acceptance Corp. 7.00%, 11/1/2026
(a) |
170,000 | 170,576 | ||||
21,399,197 | ||||||
ELECTRIC — 2.4% | ||||||
AES Andres B.V. 5.70%, 5/4/2028
(a) |
89,000 | 90,587 |
Security Description | Principal
Amount |
Value | |||
Calpine Corp.: | |||||
3.75%, 3/1/2031
(a) |
$ 331,000 | $ 319,269 | |||
4.50%, 2/15/2028
(a) |
497,000 | 515,568 | |||
4.63%, 2/1/2029
(a) |
112,000 | 111,037 | |||
5.00%, 2/1/2031
(a) |
285,000 | 287,767 | |||
5.13%, 3/15/2028
(a) |
599,000 | 608,656 | |||
5.25%, 6/1/2026
(a) |
129,000 | 132,348 | |||
Clearway Energy Operating LLC: | |||||
3.75%, 2/15/2031
(a) |
370,000 | 369,863 | |||
3.75%, 1/15/2032
(a) |
175,000 | 174,256 | |||
4.75%, 3/15/2028
(a) |
163,000 | 171,867 | |||
DPL, Inc.: | |||||
4.13%,
7/1/2025 |
123,000 | 128,638 | |||
4.35%,
4/15/2029 |
114,000 | 121,265 | |||
Drax Finco PLC 6.63%, 11/1/2025
(a) |
262,000 | 270,347 | |||
Electricite de France SA: | |||||
USD 10 year swap rate + 3.71%, 5.25%, 1/29/2023
(a) (b)
(c) |
474,000 | 488,362 | |||
USD 10 year swap rate + 3.04%, 5.63%, 1/22/2024
(a)
(c) |
542,000 | 570,249 | |||
Emera, Inc. Series 16-A, 3 Month USD LIBOR + 5.44%, 6.75%, 6/15/2076
(c) |
312,000 | 358,975 | |||
FirstEnergy Corp.: | |||||
2.05%,
3/1/2025 |
162,000 | 161,111 | |||
2.65%,
3/1/2030 |
100,000 | 98,939 | |||
Series A, 1.60%,
1/15/2026 |
89,000 | 86,248 | |||
Series B, 2.25%,
9/1/2030 |
193,000 | 186,044 | |||
Series B, 4.40%,
7/15/2027 |
410,000 | 441,521 | |||
Series B, 4.75%,
3/15/2023 |
203,000 | 210,320 | |||
Series C, 3.40%,
3/1/2050 |
267,000 | 261,996 | |||
Series C, 5.35%,
7/15/2047 |
455,000 | 542,356 | |||
Series C, 7.38%,
11/15/2031 |
489,000 | 660,492 | |||
InterGen NV 7.00%, 6/30/2023
(a) |
82,000 | 81,539 | |||
Leeward Renewable Energy Operations LLC 4.25%, 7/1/2029
(a) |
133,000 | 134,425 | |||
NextEra Energy Operating Partners L.P.: | |||||
3.88%, 10/15/2026
(a) |
74,000 | 78,470 | |||
4.25%, 7/15/2024
(a) |
40,000 | 41,604 | |||
4.50%, 9/15/2027
(a) |
454,000 | 489,539 | |||
NRG Energy, Inc.: | |||||
3.38%, 2/15/2029
(a) |
178,000 | 174,232 | |||
3.63%, 2/15/2031
(a) |
341,000 | 334,027 | |||
3.88%, 2/15/2032
(a) |
356,000 | 350,172 | |||
5.25%, 6/15/2029
(a) |
448,000 | 479,638 | |||
5.75%,
1/15/2028 |
241,000 | 254,491 | |||
6.63%,
1/15/2027 |
116,000 | 120,688 |
Security Description | Principal
Amount |
Value | ||||
Pattern Energy Operations L.P./Pattern Energy Operations, Inc. 4.50%, 8/15/2028
(a) |
$ 212,000 | $ 220,824 | ||||
PG&E Corp.: | ||||||
5.00%,
7/1/2028 |
366,000 | 384,791 | ||||
5.25%,
7/1/2030 |
395,000 | 414,126 | ||||
Pike Corp. 5.50%, 9/1/2028
(a) |
72,000 | 72,236 | ||||
Talen Energy Supply LLC: | ||||||
6.50%,
6/1/2025 |
217,000 | 86,190 | ||||
6.63%, 1/15/2028
(a) |
245,000 | 213,380 | ||||
7.25%, 5/15/2027
(a)
(b) |
377,000 | 336,028 | ||||
7.63%, 6/1/2028
(a)
(b) |
156,000 | 138,871 | ||||
10.50%, 1/15/2026
(a) |
272,000 | 117,520 | ||||
Terraform Global Operating LLC 6.13%, 3/1/2026
(a) |
158,000 | 161,424 | ||||
TransAlta Corp. 6.50%,
3/15/2040 |
150,000 | 173,853 | ||||
Vistra Operations Co. LLC: | ||||||
4.38%, 5/1/2029
(a) |
550,000 | 552,079 | ||||
5.00%, 7/31/2027
(a) |
488,000 | 506,588 | ||||
5.50%, 9/1/2026
(a) |
244,000 | 251,061 | ||||
5.63%, 2/15/2027
(a) |
434,000 | 448,747 | ||||
13,984,624 | ||||||
ELECTRICAL COMPONENTS & EQUIPMENT — 0.4% | ||||||
Energizer Holdings, Inc.: | ||||||
4.38%, 3/31/2029
(a) |
276,000 | 269,569 | ||||
4.75%, 6/15/2028
(a) |
280,000 | 285,628 | ||||
EnerSys: | ||||||
4.38%, 12/15/2027
(a) |
123,000 | 127,620 | ||||
5.00%, 4/30/2023
(a) |
90,000 | 92,730 | ||||
WESCO Distribution, Inc.: | ||||||
7.13%, 6/15/2025
(a) |
522,000 | 552,850 | ||||
7.25%, 6/15/2028
(a) |
670,000 | 736,678 | ||||
2,065,075 | ||||||
ELECTRONICS — 0.5% | ||||||
Atkore, Inc. 4.25%, 6/1/2031
(a) |
89,000 | 91,378 | ||||
Brightstar Escrow Corp. 9.75%, 10/15/2025
(a) |
216,000 | 231,904 | ||||
II-VI, Inc. 5.00%, 12/15/2029
(a) |
360,000 | 368,017 | ||||
Imola Merger Corp. 4.75%, 5/15/2029
(a) |
676,000 | 693,204 | ||||
Sensata Technologies B.V.: | ||||||
4.00%, 4/15/2029
(a) |
321,000 | 327,844 | ||||
4.88%, 10/15/2023
(a) |
153,000 | 161,257 | ||||
5.00%, 10/1/2025
(a) |
207,000 | 224,719 | ||||
5.63%, 11/1/2024
(a) |
138,000 | 151,672 | ||||
Sensata Technologies, Inc.: | ||||||
3.75%, 2/15/2031
(a) |
262,000 | 261,442 | ||||
4.38%, 2/15/2030
(a) |
159,000 | 168,001 |
Security Description | Principal
Amount |
Value | ||||
TTM Technologies, Inc. 4.00%, 3/1/2029
(a) |
$ 159,000 | $ 157,728 | ||||
2,837,166 | ||||||
ENERGY-ALTERNATE SOURCES — 0.3% | ||||||
Atlantica Sustainable Infrastructure PLC 4.13%, 6/15/2028
(a) |
93,000 | 93,788 | ||||
Enviva Partners L.P./Enviva Partners Finance Corp. 6.50%, 1/15/2026
(a) |
261,000 | 270,062 | ||||
Renewable Energy Group, Inc. 5.88%, 6/1/2028
(a) |
158,000 | 162,380 | ||||
Sunnova Energy Corp. 5.88%, 9/1/2026
(a) |
148,000 | 151,006 | ||||
TerraForm Power Operating LLC: | ||||||
4.25%, 1/31/2023
(a) |
243,000 | 248,321 | ||||
4.75%, 1/15/2030
(a) |
278,000 | 291,747 | ||||
5.00%, 1/31/2028
(a) |
277,000 | 294,030 | ||||
Topaz Solar Farms LLC 5.75%, 9/30/2039
(a) |
183,078 | 218,110 | ||||
1,729,444 | ||||||
ENGINEERING & CONSTRUCTION — 0.7% | ||||||
AECOM 5.13%,
3/15/2027 |
232,000 | 252,539 | ||||
Arcosa, Inc. 4.38%, 4/15/2029
(a) |
184,000 | 186,302 | ||||
Artera Services LLC 9.03%, 12/4/2025
(a) |
379,000 | 399,386 | ||||
Brand Industrial Services, Inc. 8.50%, 7/15/2025
(a) |
294,000 | 293,524 | ||||
Brundage-Bone Concrete Pumping Holdings, Inc. 6.00%, 2/1/2026
(a) |
106,000 | 110,132 | ||||
Cellnex Finance Co. SA 3.88%, 7/7/2041
(a) |
400,000 | 384,080 | ||||
Dycom Industries, Inc. 4.50%, 4/15/2029
(a) |
197,000 | 200,822 | ||||
Fluor Corp.: | ||||||
3.50%, 12/15/2024
(b) |
137,000 | 143,387 | ||||
4.25%, 9/15/2028
(b) |
227,000 | 237,898 | ||||
Global Infrastructure Solutions, Inc. 5.63%, 6/1/2029
(a) |
99,000 | 101,578 | ||||
Great Lakes Dredge & Dock Corp. 5.25%, 6/1/2029
(a) |
151,000 | 156,298 | ||||
IEA Energy Services LLC 6.63%, 8/15/2029
(a) |
285,000 | 281,415 | ||||
INNOVATE Corp. 8.50%, 2/1/2026
(a) |
89,000 | 89,884 | ||||
MasTec, Inc. 4.50%, 8/15/2028
(a) |
277,000 | 288,304 | ||||
Railworks Holdings L.P./Railworks Rally, Inc. 8.25%, 11/15/2028
(a) |
160,000 | 164,802 |
Security Description | Principal
Amount |
Value | ||||
TopBuild Corp.: | ||||||
3.63%, 3/15/2029
(a) |
$ 87,000 | $ 87,663 | ||||
4.13%, 2/15/2032
(a) |
72,000 | 73,858 | ||||
Tutor Perini Corp. 6.88%, 5/1/2025
(a)
(b) |
384,000 | 386,776 | ||||
VM Consolidated, Inc. 5.50%, 4/15/2029
(a) |
89,000 | 89,748 | ||||
Weekley Homes LLC/Weekley Finance Corp. 4.88%, 9/15/2028
(a) |
147,000 | 151,463 | ||||
4,079,859 | ||||||
ENTERTAINMENT — 2.8% | ||||||
Affinity Gaming 6.88%, 12/15/2027
(a) |
408,000 | 426,870 | ||||
Allen Media LLC/Allen Media Co-Issuer, Inc. 10.50%, 2/15/2028
(a) |
270,000 | 281,823 | ||||
AMC Entertainment Holdings, Inc.: | ||||||
10.50%, 4/15/2025
(a) |
169,000 | 180,061 | ||||
10.00%, 6/15/2026
(a) |
592,498 | 585,661 | ||||
Banijay Entertainment SASU 5.38%, 3/1/2025
(a) |
284,000 | 290,629 | ||||
Boyne USA, Inc. 4.75%, 5/15/2029
(a) |
98,000 | 101,477 | ||||
Caesars Entertainment, Inc.: | ||||||
4.63%, 10/15/2029
(a) |
375,000 | 377,130 | ||||
6.25%, 7/1/2025
(a) |
1,243,000 | 1,305,598 | ||||
8.13%, 7/1/2027
(a) |
528,000 | 584,422 | ||||
Caesars Resort Collection LLC/CRC Finco, Inc. 5.75%, 7/1/2025
(a) |
366,000 | 382,554 | ||||
CCM Merger, Inc. 6.38%, 5/1/2026
(a) |
100,000 | 105,001 | ||||
Cedar Fair L.P. 5.25%, 7/15/2029
(b) |
181,000 | 186,580 | ||||
Cedar Fair L.P./Canada's Wonderland Co./Magnum Management Corp./Millennium Op: | ||||||
5.38%,
4/15/2027 |
145,000 | 148,683 | ||||
5.50%, 5/1/2025
(a) |
344,000 | 357,519 | ||||
6.50%,
10/1/2028 |
170,000 | 181,397 | ||||
Churchill Downs, Inc.: | ||||||
4.75%, 1/15/2028
(a) |
202,000 | 210,173 | ||||
5.50%, 4/1/2027
(a) |
168,000 | 174,513 | ||||
Cinemark USA, Inc.: | ||||||
5.25%, 7/15/2028
(a)
(b) |
217,000 | 211,588 | ||||
5.88%, 3/15/2026
(a)
(b) |
87,000 | 87,874 | ||||
8.75%, 5/1/2025
(a) |
280,000 | 297,038 | ||||
Empire Resorts, Inc. 7.75%, 11/1/2026
(a) |
100,000 | 100,970 | ||||
Everi Holdings, Inc. 5.00%, 7/15/2029
(a) |
190,000 | 192,768 |
Security Description | Principal
Amount |
Value | |||
Golden Entertainment, Inc. 7.63%, 4/15/2026
(a) |
$ 52,000 | $ 54,445 | |||
International Game Technology PLC: | |||||
4.13%, 4/15/2026
(a) |
454,000 | 466,748 | |||
5.25%, 1/15/2029
(a) |
247,000 | 262,027 | |||
6.25%, 1/15/2027
(a) |
306,000 | 343,035 | |||
6.50%, 2/15/2025
(a) |
348,000 | 380,851 | |||
Jacobs Entertainment, Inc. 7.88%, 2/1/2024
(a) |
324,000 | 330,917 | |||
Lions Gate Capital Holdings LLC 5.50%, 4/15/2029
(a) |
362,000 | 369,946 | |||
Live Nation Entertainment, Inc.: | |||||
3.75%, 1/15/2028
(a) |
271,000 | 269,447 | |||
4.75%, 10/15/2027
(a) |
275,000 | 282,678 | |||
4.88%, 11/1/2024
(a) |
232,000 | 234,898 | |||
5.63%, 3/15/2026
(a) |
53,000 | 54,754 | |||
6.50%, 5/15/2027
(a) |
350,000 | 383,093 | |||
Merlin Entertainments PLC 5.75%, 6/15/2026
(a) |
161,000 | 168,144 | |||
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp. 4.88%, 5/1/2029
(a) |
155,000 | 157,299 | |||
Mohegan Gaming & Entertainment: | |||||
7.88%, 10/15/2024
(a) |
94,000 | 98,127 | |||
8.00%, 2/1/2026
(a) |
378,000 | 396,987 | |||
Motion Bondco DAC 6.63%, 11/15/2027
(a)
(b) |
60,000 | 60,624 | |||
Peninsula Pacific Entertainment LLC/Peninsula Pacific Entertainment Finance In 8.50%, 11/15/2027
(a) |
312,000 | 338,526 | |||
Penn National Gaming, Inc.: | |||||
4.13%, 7/1/2029
(a) |
68,000 | 66,194 | |||
5.63%, 1/15/2027
(a) |
142,000 | 146,101 | |||
Powdr Corp. 6.00%, 8/1/2025
(a) |
124,000 | 129,073 | |||
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.: | |||||
5.63%, 9/1/2029
(a) |
320,000 | 317,888 | |||
5.88%, 9/1/2031
(a) |
200,000 | 200,876 | |||
Raptor Acquisition Corp./Raptor Co-Issuer LLC 4.88%, 11/1/2026
(a) |
110,000 | 111,133 | |||
Resorts World Las Vegas LLC/RWLV Capital, Inc.: | |||||
4.63%, 4/16/2029
(a)
(b) |
350,000 | 352,349 | |||
4.63%, 4/6/2031
(a) |
100,000 | 99,668 | |||
Scientific Games International, Inc.: | |||||
5.00%, 10/15/2025
(a) |
365,000 | 375,629 |
Security Description | Principal
Amount |
Value | ||||
7.00%, 5/15/2028
(a) |
$ 206,000 | $ 220,539 | ||||
7.25%, 11/15/2029
(a) |
73,000 | 81,901 | ||||
8.25%, 3/15/2026
(a) |
313,000 | 329,968 | ||||
8.63%, 7/1/2025
(a) |
198,000 | 211,931 | ||||
SeaWorld Parks & Entertainment, Inc. 5.25%, 8/15/2029
(a)
(b) |
168,000 | 171,143 | ||||
Six Flags Entertainment Corp.: | ||||||
4.88%, 7/31/2024
(a) |
248,000 | 250,649 | ||||
5.50%, 4/15/2027
(a)
(b) |
105,000 | 108,740 | ||||
Six Flags Theme Parks, Inc. 7.00%, 7/1/2025
(a) |
356,000 | 380,247 | ||||
Speedway Motorsports LLC/Speedway Funding II, Inc. 4.88%, 11/1/2027
(a) |
140,000 | 142,150 | ||||
Vail Resorts, Inc. 6.25%, 5/15/2025
(a) |
211,000 | 220,955 | ||||
WMG Acquisition Corp.: | ||||||
3.00%, 2/15/2031
(a) |
170,000 | 163,273 | ||||
3.75%, 12/1/2029
(a) |
209,000 | 208,718 | ||||
3.88%, 7/15/2030
(a) |
194,000 | 196,662 | ||||
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.: | ||||||
7.75%, 4/15/2025
(a) |
351,000 | 368,550 | ||||
REGS, 5.13%, 10/1/2029
(a) |
300,000 | 305,136 | ||||
16,582,348 | ||||||
ENVIRONMENTAL CONTROL — 0.7% | ||||||
Clean Harbors, Inc.: | ||||||
4.88%, 7/15/2027
(a) |
187,000 | 193,167 | ||||
5.13%, 7/15/2029
(a) |
153,000 | 162,335 | ||||
Covanta Holding Corp.: | ||||||
5.00%,
9/1/2030 |
134,000 | 136,829 | ||||
6.00%,
1/1/2027 |
121,000 | 124,928 | ||||
Covert Mergeco, Inc. 4.88%, 12/1/2029
(a) |
100,000 | 101,812 | ||||
GFL Environmental, Inc.: | ||||||
3.50%, 9/1/2028
(a) |
282,000 | 277,784 | ||||
3.75%, 8/1/2025
(a) |
237,000 | 240,344 | ||||
4.00%, 8/1/2028
(a) |
262,000 | 257,119 | ||||
4.25%, 6/1/2025
(a) |
175,000 | 180,026 | ||||
4.38%, 8/15/2029
(a)
(b) |
277,000 | 274,518 | ||||
4.75%, 6/15/2029
(a) |
232,000 | 233,684 | ||||
5.13%, 12/15/2026
(a) |
219,000 | 228,310 | ||||
Harsco Corp. 5.75%, 7/31/2027
(a) |
212,000 | 216,354 | ||||
Madison IAQ LLC: | ||||||
4.13%, 6/30/2028
(a) |
204,000 | 205,075 | ||||
5.88%, 6/30/2029
(a) |
339,000 | 339,034 | ||||
Stericycle, Inc.: | ||||||
3.88%, 1/15/2029
(a) |
91,000 | 90,050 | ||||
5.38%, 7/15/2024
(a) |
324,000 | 332,654 | ||||
Tervita Corp. 11.00%, 12/1/2025
(a) |
264,000 | 303,640 |
Security Description | Principal
Amount |
Value | ||||
Waste Pro USA, Inc. 5.50%, 2/15/2026
(a) |
$ 141,000 | $ 140,984 | ||||
4,038,647 | ||||||
FOOD — 3.2% | ||||||
Albertsons Cos., Inc./Safeway, Inc./New Albertsons L.P./Albertsons LLC: | ||||||
3.25%, 3/15/2026
(a) |
221,000 | 225,807 | ||||
3.50%, 2/15/2023
(a) |
252,000 | 256,783 | ||||
3.50%, 3/15/2029
(a) |
454,000 | 454,345 | ||||
4.63%, 1/15/2027
(a) |
375,000 | 393,821 | ||||
4.88%, 2/15/2030
(a) |
508,000 | 549,092 | ||||
5.88%, 2/15/2028
(a) |
366,000 | 388,641 | ||||
7.50%, 3/15/2026
(a) |
240,000 | 256,318 | ||||
B&G Foods, Inc.: | ||||||
5.25%,
4/1/2025 |
332,000 | 338,706 | ||||
5.25%, 9/15/2027
(b) |
234,000 | 242,064 | ||||
C&S Group Enterprises LLC 5.00%, 12/15/2028
(a) |
177,000 | 167,090 | ||||
Chobani LLC/Chobani Finance Corp., Inc.: | ||||||
4.63%, 11/15/2028
(a) |
83,000 | 85,302 | ||||
7.50%, 4/15/2025
(a) |
180,000 | 185,519 | ||||
Del Monte Foods, Inc. 11.88%, 5/15/2025
(a) |
200,000 | 223,318 | ||||
FAGE International SA/FAGE USA Dairy Industry, Inc. 5.63%, 8/15/2026
(a) |
189,000 | 194,432 | ||||
Fresh Market, Inc. 9.75%, 5/1/2023
(a) |
286,000 | 294,194 | ||||
H-Food Holdings LLC/Hearthside Finance Co., Inc. 8.50%, 6/1/2026
(a) |
81,000 | 81,293 | ||||
Ingles Markets, Inc. 4.00%, 6/15/2031
(a) |
126,000 | 127,443 | ||||
Kraft Heinz Foods Co.: | ||||||
3.00%,
6/1/2026 |
651,000 | 681,350 | ||||
3.75%,
4/1/2030 |
259,000 | 279,834 | ||||
3.88%,
5/15/2027 |
468,000 | 505,482 | ||||
4.38%,
6/1/2046 |
963,000 | 1,130,167 | ||||
4.63%,
10/1/2039 |
184,000 | 216,242 | ||||
4.88%,
10/1/2049 |
572,000 | 720,434 | ||||
5.00%,
7/15/2035 |
263,000 | 321,909 | ||||
5.00%,
6/4/2042 |
565,000 | 703,351 | ||||
5.20%,
7/15/2045 |
600,000 | 764,844 | ||||
5.50%,
6/1/2050 |
578,000 | 783,577 | ||||
6.50%,
2/9/2040 |
212,000 | 301,797 | ||||
6.88%,
1/26/2039 |
278,000 | 408,927 | ||||
7.13%, 8/1/2039
(a) |
310,000 | 472,319 | ||||
Lamb Weston Holdings, Inc.: | ||||||
4.13%, 1/31/2030
(a) |
375,000 | 385,226 | ||||
4.38%, 1/31/2032
(a) |
260,000 | 268,239 | ||||
4.88%, 5/15/2028
(a) |
176,000 | 190,733 | ||||
Performance Food Group, Inc.: | ||||||
4.25%, 8/1/2029
(a) |
373,000 | 370,057 |
Security Description | Principal
Amount |
Value | ||||
5.50%, 10/15/2027
(a) |
$ 233,000 | $ 243,280 | ||||
6.88%, 5/1/2025
(a)
(b) |
98,000 | 102,930 | ||||
Pilgrim's Pride Corp.: | ||||||
3.50%, 3/1/2032
(a) |
280,000 | 283,928 | ||||
4.25%, 4/15/2031
(a) |
337,000 | 354,160 | ||||
5.88%, 9/30/2027
(a) |
340,000 | 358,979 | ||||
Post Holdings, Inc.: | ||||||
4.50%, 9/15/2031
(a) |
796,000 | 790,022 | ||||
4.63%, 4/15/2030
(a) |
491,000 | 498,321 | ||||
5.50%, 12/15/2029
(a) |
372,000 | 391,039 | ||||
5.63%, 1/15/2028
(a) |
247,000 | 261,830 | ||||
5.75%, 3/1/2027
(a) |
556,000 | 574,976 | ||||
Safeway, Inc. 7.25%,
2/1/2031 |
104,000 | 122,629 | ||||
SEG Holding LLC/SEG Finance Corp. 5.63%, 10/15/2028
(a)
(b) |
123,000 | 129,218 | ||||
Sigma Holdco B.V. 7.88%, 5/15/2026
(a)
(b) |
242,000 | 233,816 | ||||
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed 4.63%, 3/1/2029
(a) |
235,000 | 231,600 | ||||
TreeHouse Foods, Inc. 4.00%, 9/1/2028
(b) |
188,000 | 180,501 | ||||
United Natural Foods, Inc. 6.75%, 10/15/2028
(a) |
182,000 | 195,135 | ||||
US Foods, Inc.: | ||||||
4.63%, 6/1/2030
(a) |
164,000 | 166,009 | ||||
4.75%, 2/15/2029
(a) |
291,000 | 295,941 | ||||
6.25%, 4/15/2025
(a) |
356,000 | 371,351 | ||||
18,754,321 | ||||||
FOOD SERVICE — 0.3% | ||||||
Aramark Services, Inc.: | ||||||
5.00%, 4/1/2025
(a) |
284,000 | 289,649 | ||||
5.00%, 2/1/2028
(a) |
400,000 | 413,984 | ||||
6.38%, 5/1/2025
(a) |
469,000 | 490,190 | ||||
TKC Holdings, Inc.: | ||||||
6.88%, 5/15/2028
(a) |
160,000 | 163,726 | ||||
10.50%, 5/15/2029
(a) |
201,000 | 216,875 | ||||
1,574,424 | ||||||
FOREST PRODUCTS & PAPER — 0.3% | ||||||
Ahlstrom-Munksjo Holding 3 Oy 4.88%, 2/4/2028
(a) |
270,000 | 266,414 | ||||
Clearwater Paper Corp.: | ||||||
4.75%, 8/15/2028
(a) |
162,000 | 165,449 | ||||
5.38%, 2/1/2025
(a) |
51,000 | 55,131 | ||||
Domtar Corp.: | ||||||
6.25%,
9/1/2042 |
100,000 | 101,374 | ||||
6.75%, 10/1/2028
(a) |
267,000 | 274,650 | ||||
6.75%, 2/15/2044
(b) |
100,000 | 100,886 | ||||
Glatfelter Corp. 4.75%, 11/15/2029
(a) |
175,000 | 180,864 |
Security Description | Principal
Amount |
Value | ||||
Mercer International, Inc.: | ||||||
5.13%,
2/1/2029 |
$ 249,000 | $ 254,383 | ||||
5.50%,
1/15/2026 |
175,000 | 177,688 | ||||
Resolute Forest Products, Inc. 4.88%, 3/1/2026
(a) |
68,000 | 69,144 | ||||
Schweitzer-Mauduit International, Inc. 6.88%, 10/1/2026
(a) |
7,000 | 7,323 | ||||
Sylvamo Corp. 7.00%, 9/1/2029
(a) |
125,000 | 131,030 | ||||
1,784,336 | ||||||
GAS — 0.2% | ||||||
AmeriGas Partners L.P./AmeriGas Finance Corp.: | ||||||
5.50%,
5/20/2025 |
318,000 | 340,804 | ||||
5.63%,
5/20/2024 |
214,000 | 231,402 | ||||
5.75%,
5/20/2027 |
135,000 | 149,750 | ||||
5.88%,
8/20/2026 |
234,000 | 261,738 | ||||
Rockpoint Gas Storage Canada, Ltd. 7.00%, 3/31/2023
(a) |
156,000 | 156,200 | ||||
1,139,894 | ||||||
HAND & MACHINE TOOLS — 0.0% (d) | ||||||
Apex Tool Group LLC/BC Mountain Finance, Inc. 9.00%, 2/15/2023
(a) |
209,000 | 198,408 | ||||
Werner FinCo L.P./Werner FinCo, Inc. 8.75%, 7/15/2025
(a)
(b) |
74,000 | 77,280 | ||||
275,688 | ||||||
HEALTH CARE PRODUCTS — 0.7% | ||||||
Avantor Funding, Inc.: | ||||||
3.88%, 11/1/2029
(a) |
260,000 | 262,657 | ||||
4.63%, 7/15/2028
(a) |
435,000 | 457,128 | ||||
Hill-Rom Holdings, Inc. 4.38%, 9/15/2027
(a) |
137,000 | 143,412 | ||||
Hologic, Inc.: | ||||||
3.25%, 2/15/2029
(a) |
221,000 | 221,995 | ||||
4.63%, 2/1/2028
(a) |
133,000 | 139,748 | ||||
Mozart Debt Merger Sub, Inc.: | ||||||
3.88%, 4/1/2029
(a) |
1,690,000 | 1,684,119 | ||||
5.25%, 10/1/2029
(a) |
962,000 | 976,978 | ||||
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA 7.25%, 2/1/2028
(a) |
42,000 | 45,126 | ||||
Teleflex, Inc.: | ||||||
4.25%, 6/1/2028
(a) |
175,000 | 180,012 | ||||
4.63%,
11/15/2027 |
196,000 | 203,791 | ||||
Varex Imaging Corp. 7.88%, 10/15/2027
(a) |
96,000 | 106,889 | ||||
4,421,855 |
Security Description | Principal
Amount |
Value | ||||
HEALTH CARE SERVICES — 5.5% | ||||||
Acadia Healthcare Co., Inc.: | ||||||
5.00%, 4/15/2029
(a) |
$ 102,000 | $ 105,568 | ||||
5.50%, 7/1/2028
(a) |
181,000 | 190,137 | ||||
AHP Health Partners, Inc. 5.75%, 7/15/2029
(a) |
93,000 | 92,109 | ||||
Air Methods Corp. 8.00%, 5/15/2025
(a)
(b) |
373,000 | 320,705 | ||||
Akumin Escrow, Inc. 7.50%, 8/1/2028
(a) |
150,000 | 140,670 | ||||
Akumin, Inc. 7.00%, 11/1/2025
(a) |
317,000 | 301,527 | ||||
Cano Health LLC 6.25%, 10/1/2028
(a) |
125,000 | 124,483 | ||||
Catalent Pharma Solutions, Inc.: | ||||||
3.13%, 2/15/2029
(a) |
167,000 | 164,757 | ||||
3.50%, 4/1/2030
(a) |
225,000 | 224,568 | ||||
5.00%, 7/15/2027
(a) |
139,000 | 144,345 | ||||
Centene Corp.: | ||||||
2.45%,
7/15/2028 |
773,000 | 764,644 | ||||
2.50%,
3/1/2031 |
775,000 | 754,408 | ||||
2.63%,
8/1/2031 |
415,000 | 408,248 | ||||
3.00%,
10/15/2030 |
773,000 | 786,543 | ||||
3.38%,
2/15/2030 |
899,000 | 918,239 | ||||
4.25%,
12/15/2027 |
853,000 | 892,315 | ||||
4.63%,
12/15/2029 |
1,296,000 | 1,398,643 | ||||
Charles River Laboratories International, Inc.: | ||||||
3.75%, 3/15/2029
(a) |
204,000 | 207,152 | ||||
4.00%, 3/15/2031
(a) |
140,000 | 143,408 | ||||
4.25%, 5/1/2028
(a) |
129,000 | 134,397 | ||||
CHS/Community Health Systems, Inc.: | ||||||
4.75%, 2/15/2031
(a) |
310,000 | 313,869 | ||||
5.63%, 3/15/2027
(a) |
675,000 | 713,934 | ||||
6.00%, 1/15/2029
(a) |
420,000 | 449,866 | ||||
6.13%, 4/1/2030
(a) |
487,000 | 481,638 | ||||
6.63%, 2/15/2025
(a) |
678,000 | 701,737 | ||||
6.88%, 4/1/2028
(a)
(b) |
303,000 | 299,588 | ||||
6.88%, 4/15/2029
(a) |
661,000 | 675,040 | ||||
8.00%, 3/15/2026
(a) |
780,000 | 819,413 | ||||
8.00%, 12/15/2027
(a) |
273,000 | 295,528 | ||||
DaVita, Inc.: | ||||||
3.75%, 2/15/2031
(a) |
426,000 | 415,512 | ||||
4.63%, 6/1/2030
(a) |
1,125,000 | 1,154,857 | ||||
Encompass Health Corp.: | ||||||
4.50%,
2/1/2028 |
375,000 | 386,182 | ||||
4.63%,
4/1/2031 |
164,000 | 167,385 | ||||
4.75%,
2/1/2030 |
312,000 | 321,825 | ||||
5.75%,
9/15/2025 |
26,000 | 26,568 | ||||
Envision Helthcare Corp. 8.75%, 10/15/2026
(a) |
337,000 | 194,146 | ||||
Global Medical Response, Inc. 6.50%, 10/1/2025
(a) |
208,000 | 210,604 |
Security Description | Principal
Amount |
Value | |||
Hadrian Merger Sub, Inc. 8.50%, 5/1/2026
(a) |
$ 20,000 | $ 20,604 | |||
HCA, Inc.: | |||||
3.50%,
9/1/2030 |
992,000 | 1,047,711 | |||
5.38%,
2/1/2025 |
914,000 | 1,004,276 | |||
5.38%,
9/1/2026 |
352,000 | 396,922 | |||
5.63%,
9/1/2028 |
553,000 | 645,926 | |||
5.88%,
5/1/2023 |
420,000 | 444,675 | |||
5.88%,
2/15/2026 |
423,000 | 478,032 | |||
5.88%,
2/1/2029 |
379,000 | 451,939 | |||
7.50%,
11/6/2033 |
450,000 | 647,941 | |||
7.69%,
6/15/2025 |
135,000 | 158,965 | |||
IQVIA, Inc.: | |||||
5.00%, 10/15/2026
(a) |
460,000 | 472,494 | |||
5.00%, 5/15/2027
(a) |
220,000 | 227,786 | |||
Legacy LifePoint Health LLC: | |||||
4.38%, 2/15/2027
(a) |
219,000 | 221,503 | |||
6.75%, 4/15/2025
(a) |
438,000 | 459,659 | |||
Lifepoint Health, Inc. 5.38%, 1/15/2029
(a) |
40,000 | 39,728 | |||
Magellan Health, Inc. 4.90%,
9/22/2024 |
152,000 | 164,614 | |||
MEDNAX, Inc. 6.25%, 1/15/2027
(a) |
389,000 | 408,030 | |||
ModivCare Escrow Issuer, Inc. 5.00%, 10/1/2029
(a) |
147,000 | 150,115 | |||
ModivCare, Inc. 5.88%, 11/15/2025
(a) |
189,000 | 199,004 | |||
Molina Healthcare, Inc.: | |||||
3.88%, 11/15/2030
(a) |
200,000 | 207,838 | |||
3.88%, 5/15/2032
(a) |
279,000 | 282,008 | |||
4.38%, 6/15/2028
(a) |
317,000 | 327,876 | |||
Prime Healthcare Services, Inc. 7.25%, 11/1/2025
(a) |
331,000 | 351,201 | |||
Radiology Partners, Inc. 9.25%, 2/1/2028
(a) |
257,000 | 270,007 | |||
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc. 9.75%, 12/1/2026
(a) |
504,000 | 531,760 | |||
RP Escrow Issuer LLC 5.25%, 12/15/2025
(a) |
342,000 | 347,188 | |||
Select Medical Corp. 6.25%, 8/15/2026
(a) |
420,000 | 444,940 | |||
Surgery Center Holdings, Inc.: | |||||
6.75%, 7/1/2025
(a) |
144,000 | 145,358 | |||
10.00%, 4/15/2027
(a)
(b) |
95,000 | 101,003 | |||
Syneos Health, Inc. 3.63%, 1/15/2029
(a) |
88,000 | 86,762 | |||
Tenet Healthcare Corp.: | |||||
4.25%, 6/1/2029
(a) |
447,000 | 455,010 | |||
4.38%, 1/15/2030
(a) |
514,000 | 521,037 | |||
4.63%,
7/15/2024 |
292,000 | 296,395 | |||
4.63%, 9/1/2024
(a) |
308,000 | 315,463 | |||
4.63%, 6/15/2028
(a) |
227,000 | 233,594 | |||
4.88%, 1/1/2026
(a) |
777,000 | 798,243 |
Security Description | Principal
Amount |
Value | ||||
5.13%, 11/1/2027
(a) |
$ 530,000 | $ 552,573 | ||||
6.13%, 10/1/2028
(a) |
963,000 | 1,017,515 | ||||
6.25%, 2/1/2027
(a) |
428,000 | 442,894 | ||||
6.75%,
6/15/2023 |
590,000 | 631,265 | ||||
6.88%,
11/15/2031 |
170,000 | 194,330 | ||||
7.50%, 4/1/2025
(a) |
279,000 | 293,064 | ||||
US Acute Care Solutions LLC 6.38%, 3/1/2026
(a) |
270,000 | 282,533 | ||||
US Renal Care, Inc. 10.63%, 7/15/2027
(a) |
228,000 | 233,301 | ||||
32,847,640 | ||||||
HOLDING COMPANIES-DIVERSIFIED — 0.1% | ||||||
Stena AB 7.00%, 2/1/2024
(a) |
232,000 | 239,695 | ||||
Stena International SA: | ||||||
5.75%, 3/1/2024
(a) |
275,000 | 283,993 | ||||
6.13%, 2/1/2025
(a) |
164,000 | 168,179 | ||||
691,867 | ||||||
HOME BUILDERS — 1.2% | ||||||
Ashton Woods USA LLC/Ashton Woods Finance Co.: | ||||||
4.63%, 4/1/2030
(a) |
65,000 | 64,517 | ||||
6.63%, 1/15/2028
(a) |
72,000 | 75,997 | ||||
Beazer Homes USA, Inc.: | ||||||
5.88%, 10/15/2027
(b) |
258,000 | 270,028 | ||||
7.25%,
10/15/2029 |
162,000 | 180,648 | ||||
Brookfield Residential Properties, Inc./Brookfield Residential US Corp.: | ||||||
4.88%, 2/15/2030
(a) |
182,000 | 186,161 | ||||
6.25%, 9/15/2027
(a) |
283,000 | 296,556 | ||||
Brookfield Residential Properties, Inc./Brookfield Residential US LLC 5.00%, 6/15/2029
(a) |
89,000 | 90,957 | ||||
Century Communities, Inc.: | ||||||
3.88%, 8/15/2029
(a) |
128,000 | 129,098 | ||||
6.75%,
6/1/2027 |
199,000 | 209,577 | ||||
Empire Communities Corp. 7.00%, 12/15/2025
(a) |
268,000 | 277,758 | ||||
Forestar Group, Inc.: | ||||||
3.85%, 5/15/2026
(a) |
60,000 | 60,204 | ||||
5.00%, 3/1/2028
(a) |
145,000 | 149,062 | ||||
Installed Building Products, Inc. 5.75%, 2/1/2028
(a) |
574,000 | 596,363 | ||||
K Hovnanian Enterprises, Inc. 7.75%, 2/15/2026
(a) |
25,000 | 26,114 | ||||
KB Home: | ||||||
4.80%,
11/15/2029 |
125,000 | 136,350 | ||||
6.88%,
6/15/2027 |
100,000 | 118,139 | ||||
7.63%,
5/15/2023 |
167,000 | 176,035 | ||||
LGI Homes, Inc. 4.00%, 7/15/2029
(a) |
125,000 | 124,844 |
Security Description | Principal
Amount |
Value | ||||
M/I Homes, Inc.: | ||||||
3.95%,
2/15/2030 |
$ 100,000 | $ 98,540 | ||||
4.95%,
2/1/2028 |
222,000 | 231,140 | ||||
Mattamy Group Corp.: | ||||||
4.63%, 3/1/2030
(a) |
232,000 | 236,352 | ||||
5.25%, 12/15/2027
(a) |
33,000 | 34,698 | ||||
Meritage Homes Corp.: | ||||||
3.88%, 4/15/2029
(a) |
111,000 | 116,964 | ||||
5.13%,
6/6/2027 |
119,000 | 131,328 | ||||
6.00%,
6/1/2025 |
101,000 | 112,935 | ||||
New Home Co., Inc. 7.25%, 10/15/2025
(a) |
302,000 | 308,602 | ||||
Picasso Finance Sub, Inc. 6.13%, 6/15/2025
(a) |
187,000 | 195,774 | ||||
Shea Homes L.P./Shea Homes Funding Corp.: | ||||||
4.75%, 2/15/2028
(a) |
28,000 | 28,656 | ||||
4.75%, 4/1/2029
(a) |
114,000 | 116,671 | ||||
Taylor Morrison Communities, Inc.: | ||||||
5.13%, 8/1/2030
(a) |
163,000 | 180,278 | ||||
5.75%, 1/15/2028
(a) |
142,000 | 158,290 | ||||
5.88%, 6/15/2027
(a) |
161,000 | 180,592 | ||||
6.63%, 7/15/2027
(a) |
211,000 | 222,238 | ||||
Taylor Morrison Communities, Inc./Taylor Morrison Holdings II, Inc.: | ||||||
5.63%, 3/1/2024
(a) |
98,000 | 104,645 | ||||
5.88%, 4/15/2023
(a) |
148,000 | 154,670 | ||||
Thor Industries, Inc. 4.00%, 10/15/2029
(a) |
110,000 | 109,239 | ||||
Toll Brothers Finance Corp.: | ||||||
3.80%, 11/1/2029
(b) |
128,000 | 138,101 | ||||
4.35%,
2/15/2028 |
122,000 | 134,041 | ||||
4.38%,
4/15/2023 |
25,000 | 25,851 | ||||
4.88%,
11/15/2025 |
138,000 | 152,251 | ||||
4.88%,
3/15/2027 |
195,000 | 218,121 | ||||
TRI Pointe Group, Inc.: | ||||||
5.25%,
6/1/2027 |
120,000 | 129,113 | ||||
5.70%,
6/15/2028 |
193,000 | 212,507 | ||||
TRI Pointe Group, Inc./TRI Pointe Homes, Inc. 5.88%,
6/15/2024 |
141,000 | 153,287 | ||||
Williams Scotsman International, Inc. 4.63%, 8/15/2028
(a) |
145,000 | 149,528 | ||||
Winnebago Industries,Inc. 6.25%, 7/15/2028
(a) |
87,000 | 93,168 | ||||
7,295,988 | ||||||
HOME FURNISHINGS — 0.1% | ||||||
Tempur Sealy International, Inc.: | ||||||
3.88%, 10/15/2031
(a) |
238,000 | 238,571 | ||||
4.00%, 4/15/2029
(a) |
208,000 | 212,079 | ||||
450,650 |
Security Description | Principal
Amount |
Value | ||||
HOUSEHOLD PRODUCTS & WARES — 0.2% | ||||||
ACCO Brands Corp. 4.25%, 3/15/2029
(a) |
$ 190,000 | $ 188,710 | ||||
Central Garden & Pet Co.: | ||||||
4.13%,
10/15/2030 |
124,000 | 125,024 | ||||
4.13%, 4/30/2031
(a) |
167,000 | 168,004 | ||||
5.13%,
2/1/2028 |
162,000 | 169,382 | ||||
Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc.: | ||||||
5.00%, 12/31/2026
(a) |
167,000 | 164,857 | ||||
7.00%, 12/31/2027
(a) |
138,000 | 131,150 | ||||
Spectrum Brands, Inc.: | ||||||
3.88%, 3/15/2031
(a) |
189,000 | 186,743 | ||||
5.00%, 10/1/2029
(a) |
87,000 | 91,465 | ||||
5.50%, 7/15/2030
(a) |
78,000 | 83,698 | ||||
5.75%,
7/15/2025 |
1,000 | 1,022 | ||||
1,310,055 | ||||||
HOUSEWARES — 0.5% | ||||||
American Greetings Corp. 8.75%, 4/15/2025
(a) |
68,000 | 69,999 | ||||
CD&R Smokey Buyer, Inc. 6.75%, 7/15/2025
(a) |
228,000 | 239,272 | ||||
Newell Brands, Inc.: | ||||||
4.35%,
4/1/2023 |
242,000 | 249,647 | ||||
4.70%,
4/1/2026 |
697,000 | 760,211 | ||||
4.88%,
6/1/2025 |
227,000 | 247,010 | ||||
5.88%,
4/1/2036 |
190,000 | 234,148 | ||||
6.00%,
4/1/2046 |
237,000 | 303,964 | ||||
Scotts Miracle-Gro Co.: | ||||||
4.00%, 4/1/2031
(a) |
162,000 | 159,787 | ||||
4.38%, 2/1/2032
(a) |
175,000 | 174,524 | ||||
4.50%,
10/15/2029 |
264,000 | 274,856 | ||||
SWF Escrow Issuer Corp. 6.50%, 10/1/2029
(a) |
177,000 | 170,009 | ||||
2,883,427 | ||||||
INSURANCE — 1.0% | ||||||
Acrisure LLC/Acrisure Finance, Inc.: | ||||||
4.25%, 2/15/2029
(a) |
222,000 | 216,299 | ||||
6.00%, 8/1/2029
(a) |
188,000 | 185,603 | ||||
7.00%, 11/15/2025
(a) |
304,000 | 304,964 | ||||
10.13%, 8/1/2026
(a) |
78,000 | 85,905 | ||||
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer: | ||||||
4.25%, 10/15/2027
(a) |
262,000 | 262,747 | ||||
5.88%, 11/1/2029
(a) |
150,000 | 152,726 | ||||
6.75%, 10/15/2027
(a) |
365,000 | 378,687 | ||||
AmWINS Group, Inc. 4.88%, 6/30/2029
(a) |
285,000 | 288,389 | ||||
Assurant, Inc. 3 Month USD LIBOR + 4.14%, 7.00%, 3/27/2048
(c) |
98,000 | 112,386 |
Security Description | Principal
Amount |
Value | ||||
AssuredPartners, Inc.: | ||||||
5.63%, 1/15/2029
(a) |
$ 181,000 | $ 176,737 | ||||
7.00%, 8/15/2025
(a) |
202,000 | 203,959 | ||||
BroadStreet Partners, Inc. 5.88%, 4/15/2029
(a) |
300,000 | 294,480 | ||||
Enstar Finance LLC 5 year CMT + 5.47%, 5.75%, 9/1/2040
(c) |
126,000 | 130,421 | ||||
Genworth Holdings, Inc.: | ||||||
6.50%, 6/15/2034
(b) |
53,000 | 55,031 | ||||
Series ., 4.80%,
2/15/2024 |
237,000 | 247,708 | ||||
Global Atlantic Fin Co. 5 year CMT + 3.80%, 4.70%, 10/15/2051
(a)
(c) |
320,000 | 326,035 | ||||
GTCR AP Finance, Inc. 8.00%, 5/15/2027
(a) |
172,000 | 178,252 | ||||
HUB International, Ltd.: | ||||||
5.63%, 12/1/2029
(a) |
230,000 | 236,845 | ||||
7.00%, 5/1/2026
(a) |
393,000 | 403,784 | ||||
Liberty Mutual Group, Inc.: | ||||||
4.30%, 2/1/2061
(a) |
224,000 | 210,636 | ||||
7.80%, 3/7/2087
(a)
(b) |
144,000 | 200,091 | ||||
5 Year USD + 3.315%, 4.13%, 12/15/2051
(a)
(c) |
225,000 | 225,128 | ||||
MGIC Investment Corp. 5.25%,
8/15/2028 |
298,000 | 314,378 | ||||
NMI Holdings, Inc. 7.38%, 6/1/2025
(a) |
216,000 | 245,352 | ||||
Radian Group, Inc.: | ||||||
4.50%,
10/1/2024 |
172,580 | 180,916 | ||||
4.88%,
3/15/2027 |
87,000 | 93,365 | ||||
6.63%, 3/15/2025
(b) |
238,000 | 263,528 | ||||
USI, Inc. 6.88%, 5/1/2025
(a) |
231,000 | 233,523 | ||||
6,207,875 | ||||||
INTERNET — 1.3% | ||||||
Acuris Finance Us, Inc./Acuris Finance SARL 5.00%, 5/1/2028
(a) |
424,000 | 422,991 | ||||
ANGI Group LLC 3.88%, 8/15/2028
(a) |
150,000 | 146,181 | ||||
Arches Buyer, Inc.: | ||||||
4.25%, 6/1/2028
(a) |
346,000 | 346,076 | ||||
6.13%, 12/1/2028
(a) |
155,000 | 156,032 | ||||
Cablevision Lightpath LLC: | ||||||
3.88%, 9/15/2027
(a) |
50,000 | 48,523 | ||||
5.63%, 9/15/2028
(a) |
150,000 | 148,005 | ||||
Cars.com, Inc. 6.38%, 11/1/2028
(a) |
210,000 | 223,745 | ||||
Cogent Communications Group, Inc. 3.50%, 5/1/2026
(a) |
40,000 | 40,613 | ||||
Endure Digital, Inc. 6.00%, 2/15/2029
(a) |
139,000 | 129,713 | ||||
Getty Images, Inc. 9.75%, 3/1/2027
(a) |
102,000 | 108,169 |
Security Description | Principal
Amount |
Value | ||||
Go Daddy Operating Co. LLC/GD Finance Co., Inc.: | ||||||
3.50%, 3/1/2029
(a) |
$ 320,000 | $ 317,680 | ||||
5.25%, 12/1/2027
(a) |
180,000 | 186,151 | ||||
GrubHub Holdings, Inc. 5.50%, 7/1/2027
(a) |
218,000 | 216,319 | ||||
ION Trading Technologies Sarl 5.75%, 5/15/2028
(a) |
200,000 | 206,030 | ||||
Match Group Holdings II LLC: | ||||||
3.63%, 10/1/2031
(a) |
175,000 | 170,443 | ||||
4.13%, 8/1/2030
(a) |
157,000 | 159,211 | ||||
4.63%, 6/1/2028
(a) |
207,000 | 215,292 | ||||
5.00%, 12/15/2027
(a) |
138,000 | 144,043 | ||||
5.63%, 2/15/2029
(a) |
100,000 | 107,287 | ||||
Millennium Escrow Corp. 6.63%, 8/1/2026
(a) |
266,000 | 266,795 | ||||
Northwest Fiber LLC 4.75%, 4/30/2027
(a) |
70,000 | 69,337 | ||||
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.: | ||||||
6.00%, 2/15/2028
(a)
(b) |
63,000 | 61,916 | ||||
10.75%, 6/1/2028
(a) |
89,000 | 98,213 | ||||
NortonLifeLock, Inc. 5.00%, 4/15/2025
(a) |
496,000 | 500,295 | ||||
Photo Holdings Merger Sub, Inc. 8.50%, 10/1/2026
(a) |
404,000 | 420,374 | ||||
Rakuten Group, Inc.: | ||||||
5 year CMT + 4.56%, 5.13%, 4/22/2026
(a)
(c) |
293,000 | 293,985 | ||||
5 year CMT + 4.97%, 6.25%, 4/22/2031
(a) (b)
(c) |
415,000 | 438,547 | ||||
TripAdvisor, Inc. 7.00%, 7/15/2025
(a) |
183,000 | 193,810 | ||||
Twitter, Inc. 3.88%, 12/15/2027
(a) |
170,000 | 177,686 | ||||
Uber Technologies, Inc.: | ||||||
4.50%, 8/15/2029
(a) |
510,000 | 520,583 | ||||
6.25%, 1/15/2028
(a) |
185,000 | 198,575 | ||||
7.50%, 5/15/2025
(a) |
386,000 | 406,659 | ||||
7.50%, 9/15/2027
(a) |
437,000 | 475,827 | ||||
7,615,106 | ||||||
INVESTMENT COMPANY SECURITY — 0.6% | ||||||
Compass Group Diversified Holdings LLC: | ||||||
5.00%, 1/15/2032
(a) |
325,000 | 333,398 | ||||
5.25%, 4/15/2029
(a) |
363,000 | 381,767 | ||||
FS Energy & Power Fund 7.50%, 8/15/2023
(a) |
180,000 | 188,122 | ||||
Hightower Holding LLC 6.75%, 4/15/2029
(a) |
100,000 | 102,608 | ||||
Icahn Enterprises L.P./Icahn Enterprises Finance Corp.: | ||||||
4.38%,
2/1/2029 |
303,000 | 297,476 | ||||
4.75%,
9/15/2024 |
635,000 | 659,536 | ||||
5.25%,
5/15/2027 |
604,000 | 620,912 |
Security Description | Principal
Amount |
Value | ||||
6.25%,
5/15/2026 |
$ 424,000 | $ 441,473 | ||||
6.38%,
12/15/2025 |
118,000 | 120,119 | ||||
6.75%,
2/1/2024 |
109,000 | 109,333 | ||||
3,254,744 | ||||||
IRON/STEEL — 0.7% | ||||||
AK Steel Corp. 7.00%,
3/15/2027 |
240 | 249 | ||||
Allegheny Technologies, Inc.: | ||||||
4.88%, 10/1/2029
(b) |
120,000 | 119,930 | ||||
5.13%, 10/1/2031
(b) |
176,000 | 177,202 | ||||
5.88%, 12/1/2027
(b) |
143,000 | 149,212 | ||||
Baffinland Iron Mines Corp./Baffinland Iron Mines L.P. 8.75%, 7/15/2026
(a) |
274,000 | 285,815 | ||||
Big River Steel LLC/BRS Finance Corp. 6.63%, 1/31/2029
(a) |
177,000 | 191,880 | ||||
Carpenter Technology Corp.: | ||||||
4.45%,
3/1/2023 |
120,000 | 122,748 | ||||
6.38%,
7/15/2028 |
265,000 | 280,972 | ||||
Cleveland-Cliffs, Inc.: | ||||||
4.63%, 3/1/2029
(a) |
97,000 | 99,777 | ||||
4.88%, 3/1/2031
(a)
(b) |
132,000 | 137,372 | ||||
5.88%,
6/1/2027 |
163,000 | 169,443 | ||||
6.25%,
10/1/2040 |
308,000 | 332,514 | ||||
6.75%, 3/15/2026
(a) |
407,000 | 430,512 | ||||
9.88%, 10/17/2025
(a) |
227,000 | 257,128 | ||||
Commercial Metals Co.: | ||||||
3.88%,
2/15/2031 |
98,000 | 97,469 | ||||
4.88%,
5/15/2023 |
36,000 | 37,193 | ||||
5.38%,
7/15/2027 |
73,000 | 75,884 | ||||
Infrabuild Australia Pty, Ltd. 12.00%, 10/1/2024
(a) |
189,000 | 194,509 | ||||
Mineral Resources, Ltd. 8.13%, 5/1/2027
(a) |
260,000 | 279,365 | ||||
Tacora Resources, Inc. 8.25%, 5/15/2026
(a) |
89,000 | 88,545 | ||||
TMS International Corp. 6.25%, 4/15/2029
(a) |
330,000 | 328,740 | ||||
United States Steel Corp.: | ||||||
6.65%, 6/1/2037
(b) |
174,000 | 195,600 | ||||
6.88%, 3/1/2029
(b) |
278,000 | 298,972 | ||||
4,351,031 | ||||||
LEISURE TIME — 1.8% | ||||||
24 Hour Fitness Worldwide, Inc. 8.00%, 6/1/2022
(a) (e)
(f) |
50,000 | 280 | ||||
Carnival Corp.: | ||||||
4.00%, 8/1/2028
(a) |
745,000 | 739,584 | ||||
5.75%, 3/1/2027
(a) |
1,297,000 | 1,296,676 | ||||
6.00%, 5/1/2029
(a) |
735,000 | 731,127 | ||||
7.63%, 3/1/2026
(a) |
545,000 | 570,724 | ||||
9.88%, 8/1/2027
(a) |
391,000 | 446,796 | ||||
10.50%, 2/1/2026
(a) |
291,000 | 332,252 |
Security Description | Principal
Amount |
Value | ||||
Constellation Merger Sub, Inc. 8.50%, 9/15/2025
(a) |
$ 178,000 | $ 171,254 | ||||
Life Time, Inc.: | ||||||
5.75%, 1/15/2026
(a) |
326,000 | 339,017 | ||||
8.00%, 4/15/2026
(a) |
178,000 | 186,094 | ||||
MajorDrive Holdings IV LLC 6.38%, 6/1/2029
(a) |
144,000 | 139,048 | ||||
NCL Corp., Ltd.: | ||||||
3.63%, 12/15/2024
(a) |
237,000 | 224,309 | ||||
5.88%, 3/15/2026
(a) |
429,000 | 429,682 | ||||
10.25%, 2/1/2026
(a) |
144,000 | 167,426 | ||||
12.25%, 5/15/2024
(a) |
249,000 | 294,848 | ||||
NCL Finance, Ltd. 6.13%, 3/15/2028
(a) |
134,000 | 132,586 | ||||
Royal Caribbean Cruises, Ltd.: | ||||||
3.70%,
3/15/2028 |
156,000 | 146,540 | ||||
4.25%, 7/1/2026
(a) |
254,000 | 246,614 | ||||
5.50%, 8/31/2026
(a) |
347,000 | 352,816 | ||||
5.50%, 4/1/2028
(a)
(b) |
526,000 | 533,574 | ||||
7.50%,
10/15/2027 |
103,000 | 119,170 | ||||
9.13%, 6/15/2023
(a) |
388,000 | 413,616 | ||||
10.88%, 6/1/2023
(a) |
393,000 | 429,584 | ||||
11.50%, 6/1/2025
(a) |
437,000 | 491,052 | ||||
Viking Cruises, Ltd.: | ||||||
5.88%, 9/15/2027
(a) |
366,000 | 348,212 | ||||
6.25%, 5/15/2025
(a) |
13,000 | 12,868 | ||||
7.00%, 2/15/2029
(a) |
100,000 | 100,208 | ||||
13.00%, 5/15/2025
(a) |
240,000 | 271,594 | ||||
Viking Ocean Cruises Ship VII, Ltd. 5.63%, 2/15/2029
(a) |
320,000 | 314,595 | ||||
Vista Outdoor, Inc. 4.50%, 3/15/2029
(a) |
122,000 | 123,557 | ||||
VOC Escrow, Ltd. 5.00%, 2/15/2028
(a) |
282,000 | 280,443 | ||||
10,386,146 | ||||||
LODGING — 1.6% | ||||||
Arrow Bidco LLC 9.50%, 3/15/2024
(a) |
151,000 | 154,582 | ||||
Boyd Gaming Corp.: | ||||||
4.75%,
12/1/2027 |
276,000 | 283,687 | ||||
4.75%, 6/15/2031
(a) |
280,000 | 287,005 | ||||
8.63%, 6/1/2025
(a) |
185,000 | 198,087 | ||||
Full House Resorts, Inc. 8.25%, 2/15/2028
(a) |
260,000 | 274,446 | ||||
Genting New York LLC/GENNY Capital, Inc. 3.30%, 2/15/2026
(a) |
100,000 | 99,003 | ||||
Hilton Domestic Operating Co., Inc.: | ||||||
3.63%, 2/15/2032
(a) |
437,000 | 435,103 | ||||
3.75%, 5/1/2029
(a) |
252,000 | 253,943 | ||||
4.00%, 5/1/2031
(a) |
419,000 | 429,144 | ||||
4.88%,
1/15/2030 |
294,000 | 315,847 | ||||
5.38%, 5/1/2025
(a) |
162,000 | 168,435 |
Security Description | Principal
Amount |
Value | ||||
5.75%, 5/1/2028
(a) |
$ 273,000 | $ 291,747 | ||||
Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc: | ||||||
4.88%, 7/1/2031
(a) |
175,000 | 175,728 | ||||
5.00%, 6/1/2029
(a) |
267,000 | 273,891 | ||||
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp. 4.88%,
4/1/2027 |
243,000 | 250,905 | ||||
Marriott Ownership Resorts, Inc.: | ||||||
4.50%, 6/15/2029
(a) |
74,000 | 74,536 | ||||
4.75%,
1/15/2028 |
290,000 | 294,379 | ||||
6.13%, 9/15/2025
(a) |
199,000 | 207,430 | ||||
MGM Resorts International: | ||||||
4.63%,
9/1/2026 |
162,000 | 169,108 | ||||
4.75%,
10/15/2028 |
217,000 | 224,489 | ||||
5.50%,
4/15/2027 |
239,000 | 256,213 | ||||
5.75%,
6/15/2025 |
332,000 | 358,128 | ||||
6.00%,
3/15/2023 |
498,000 | 523,089 | ||||
6.75%,
5/1/2025 |
297,000 | 311,565 | ||||
Station Casinos LLC: | ||||||
4.50%, 2/15/2028
(a) |
116,000 | 117,022 | ||||
4.63%, 12/1/2031
(a) |
121,000 | 121,979 | ||||
Sugarhouse HSP Gaming Prop Mezz L.P./Sugarhouse HSP Gaming Finance Corp. 5.88%, 5/15/2025
(a) |
153,000 | 152,922 | ||||
Travel + Leisure Co.: | ||||||
3.90%,
3/1/2023 |
50,000 | 50,770 | ||||
4.50%, 12/1/2029
(a) |
308,000 | 310,227 | ||||
4.63%, 3/1/2030
(a) |
241,000 | 242,205 | ||||
5.65%,
4/1/2024 |
155,000 | 163,468 | ||||
6.00%,
4/1/2027 |
219,000 | 239,049 | ||||
6.60%,
10/1/2025 |
33,000 | 36,693 | ||||
6.63%, 7/31/2026
(a) |
277,000 | 306,786 | ||||
Universal Entertainment Corp. 8.50%, 12/11/2024
(a) |
127,000 | 134,203 | ||||
Wyndham Hotels & Resorts, Inc. 4.38%, 8/15/2028
(a) |
80,000 | 82,435 | ||||
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.: | ||||||
4.25%, 5/30/2023
(a) |
451,000 | 456,349 | ||||
5.50%, 3/1/2025
(a) |
643,000 | 664,888 | ||||
REGS, 5.25%, 5/15/2027
(a)
(b) |
315,000 | 321,511 | ||||
9,710,997 | ||||||
MACHINERY, CONSTRUCTION & MINING — 0.2% | ||||||
Manitowoc Co., Inc. 9.00%, 4/1/2026
(a) |
304,000 | 321,681 | ||||
Terex Corp. 5.00%, 5/15/2029
(a) |
188,000 | 193,395 |
Security Description | Principal
Amount |
Value | ||||
Vertiv Group Corp. 4.13%, 11/15/2028
(a) |
$ 290,000 | $ 293,274 | ||||
Weir Group PLC 2.20%, 5/13/2026
(a) |
205,000 | 203,362 | ||||
1,011,712 | ||||||
MACHINERY-DIVERSIFIED — 0.5% | ||||||
ATS Automation Tooling Systems, Inc. 4.13%, 12/15/2028
(a) |
79,000 | 79,842 | ||||
Clark Equipment Co. 5.88%, 6/1/2025
(a) |
92,000 | 95,460 | ||||
Cleaver-Brooks, Inc. 7.88%, 3/1/2023
(a)
(b) |
235,000 | 229,806 | ||||
Colfax Corp. 6.38%, 2/15/2026
(a) |
96,000 | 99,417 | ||||
GrafTech Finance, Inc. 4.63%, 12/15/2028
(a) |
252,000 | 256,060 | ||||
Granite US Holdings Corp. 11.00%, 10/1/2027
(a) |
65,000 | 70,738 | ||||
Husky III Holding, Ltd. 13.00%, 2/15/2025
(a) |
182,000 | 192,276 | ||||
Maxim Crane Works Holdings Capital LLC 10.13%, 8/1/2024
(a) |
87,000 | 89,260 | ||||
Mueller Water Products, Inc. 4.00%, 6/15/2029
(a) |
225,000 | 227,954 | ||||
OT Merger Corp. 7.88%, 10/15/2029
(a) |
250,000 | 242,730 | ||||
Stevens Holding Co., Inc. 6.13%, 10/1/2026
(a) |
189,000 | 202,410 | ||||
Titan Acquisition, Ltd./Titan Co-Borrower LLC 7.75%, 4/15/2026
(a) |
248,000 | 252,367 | ||||
TK Elevator Holdco GmbH 7.63%, 7/15/2028
(a) |
263,000 | 281,528 | ||||
TK Elevator US Newco, Inc. 5.25%, 7/15/2027
(a) |
456,000 | 478,955 | ||||
Welbilt, Inc. 9.50%,
2/15/2024 |
87,000 | 87,899 | ||||
2,886,702 | ||||||
MEDIA — 7.6% | ||||||
Altice Financing SA: | ||||||
5.00%, 1/15/2028
(a) |
414,000 | 402,619 | ||||
5.75%, 8/15/2029
(a) |
657,000 | 649,944 | ||||
AMC Networks, Inc.: | ||||||
4.25%,
2/15/2029 |
346,000 | 344,512 | ||||
4.75%,
8/1/2025 |
360,000 | 368,089 | ||||
5.00%,
4/1/2024 |
165,000 | 166,280 | ||||
Audacy Capital Corp. 6.75%, 3/31/2029
(a)
(b) |
359,000 | 350,782 | ||||
Beasley Mezzanine Holdings LLC 8.63%, 2/1/2026
(a) |
239,000 | 236,175 | ||||
Block Communications, Inc. 4.88%, 3/1/2028
(a) |
79,000 | 79,348 |
Security Description | Principal
Amount |
Value | |||
Cable One, Inc. 4.00%, 11/15/2030
(a) |
$ 187,000 | $ 184,382 | |||
CCO Holdings LLC/CCO Holdings Capital Corp.: | |||||
4.00%, 3/1/2023
(a) |
120,000 | 120,090 | |||
4.25%, 2/1/2031
(a) |
1,052,000 | 1,063,214 | |||
4.25%, 1/15/2034
(a) |
750,000 | 738,540 | |||
4.50%, 8/15/2030
(a) |
1,005,000 | 1,031,241 | |||
4.50%,
5/1/2032 |
975,000 | 1,005,088 | |||
4.50%, 6/1/2033
(a) |
623,000 | 635,884 | |||
4.75%, 3/1/2030
(a) |
1,205,000 | 1,256,188 | |||
5.00%, 2/1/2028
(a) |
990,000 | 1,026,462 | |||
5.13%, 5/1/2027
(a) |
1,329,000 | 1,375,714 | |||
5.38%, 6/1/2029
(a) |
561,000 | 605,639 | |||
Cengage Learning, Inc. 9.50%, 6/15/2024
(a) |
360,000 | 364,547 | |||
Clear Channel Worldwide Holdings, Inc. 5.13%, 8/15/2027
(a) |
365,000 | 377,706 | |||
CSC Holdings LLC: | |||||
3.38%, 2/15/2031
(a) |
351,000 | 328,620 | |||
4.50%, 11/15/2031
(a) |
611,000 | 603,986 | |||
4.63%, 12/1/2030
(a) |
675,000 | 638,671 | |||
5.00%, 11/15/2031
(a) |
201,000 | 194,051 | |||
5.25%,
6/1/2024 |
229,000 | 238,932 | |||
5.38%, 2/1/2028
(a) |
393,000 | 406,260 | |||
5.50%, 4/15/2027
(a) |
500,000 | 517,010 | |||
5.75%, 1/15/2030
(a) |
676,000 | 675,905 | |||
6.50%, 2/1/2029
(a) |
727,000 | 779,969 | |||
7.50%, 4/1/2028
(a) |
473,000 | 507,794 | |||
4.13%, 12/1/2030
(a) |
383,000 | 374,271 | |||
Cumulus Media New Holdings, Inc. 6.75%, 7/1/2026
(a)
(b) |
183,000 | 190,166 | |||
Diamond Sports Group LLC/Diamond Sports Finance Co.: | |||||
5.38%, 8/15/2026
(a) |
1,233,000 | 614,811 | |||
6.63%, 8/15/2027
(a) |
521,000 | 145,682 | |||
Directv Financing LLC/Directv Financing Co-Obligor, Inc. 5.88%, 8/15/2027
(a) |
1,445,000 | 1,480,229 | |||
DISH DBS Corp.: | |||||
5.00%,
3/15/2023 |
698,000 | 715,087 | |||
5.13%,
6/1/2029 |
537,000 | 488,606 | |||
5.25%, 12/1/2026
(a) |
960,000 | 975,139 | |||
5.75%, 12/1/2028
(a) |
880,000 | 889,768 | |||
5.88%,
11/15/2024 |
667,000 | 684,962 | |||
7.38%,
7/1/2028 |
590,000 | 598,992 | |||
7.75%,
7/1/2026 |
707,000 | 746,804 | |||
Entercom Media Corp. 6.50%, 5/1/2027
(a)
(b) |
207,000 | 204,651 | |||
Gannett Holdings LLC 6.00%, 11/1/2026
(a) |
167,000 | 171,000 | |||
GCI LLC 4.75%, 10/15/2028
(a) |
273,000 | 279,904 |
Security Description | Principal
Amount |
Value | |||
Gray Escrow II, Inc. 5.38%, 11/15/2031
(a) |
$ 475,000 | $ 488,414 | |||
Gray Television, Inc.: | |||||
4.75%, 10/15/2030
(a) |
285,000 | 283,669 | |||
5.88%, 7/15/2026
(a) |
277,000 | 286,515 | |||
7.00%, 5/15/2027
(a) |
277,000 | 296,157 | |||
Houghton Mifflin Harcourt Publishers, Inc. 9.00%, 2/15/2025
(a) |
140,000 | 146,727 | |||
iHeartCommunications, Inc.: | |||||
4.75%, 1/15/2028
(a) |
197,000 | 199,900 | |||
5.25%, 8/15/2027
(a) |
259,000 | 269,329 | |||
6.38%,
5/1/2026 |
365,000 | 380,585 | |||
8.38%,
5/1/2027 |
487,000 | 513,931 | |||
LCPR Senior Secured Financing DAC: | |||||
5.13%, 7/15/2029
(a) |
277,000 | 280,138 | |||
6.75%, 10/15/2027
(a) |
434,000 | 459,346 | |||
Liberty Interactive LLC: | |||||
8.25%,
2/1/2030 |
305,000 | 334,896 | |||
8.50%,
7/15/2029 |
251,000 | 274,110 | |||
McGraw-Hill Education, Inc.: | |||||
5.75%, 8/1/2028
(a) |
330,000 | 326,905 | |||
8.00%, 8/1/2029
(a) |
205,000 | 203,694 | |||
Midcontinent Communications/Midcontinent Finance Corp. 5.38%, 8/15/2027
(a) |
131,000 | 135,154 | |||
News Corp. 3.88%, 5/15/2029
(a) |
275,000 | 278,110 | |||
Nexstar Media, Inc.: | |||||
4.75%, 11/1/2028
(a) |
221,000 | 226,043 | |||
5.63%, 7/15/2027
(a) |
661,000 | 696,668 | |||
Quebecor Media, Inc. 5.75%,
1/15/2023 |
163,000 | 169,676 | |||
Radiate Holdco LLC/Radiate Finance, Inc.: | |||||
4.50%, 9/15/2026
(a) |
334,000 | 338,499 | |||
6.50%, 9/15/2028
(a) |
306,000 | 307,475 | |||
Scripps Escrow II, Inc.: | |||||
3.88%, 1/15/2029
(a) |
221,000 | 222,138 | |||
5.38%, 1/15/2031
(a) |
48,000 | 48,910 | |||
Scripps Escrow, Inc. 5.88%, 7/15/2027
(a) |
162,000 | 170,223 | |||
Sinclair Television Group, Inc.: | |||||
4.13%, 12/1/2030
(a) |
307,000 | 290,299 | |||
5.13%, 2/15/2027
(a) |
135,000 | 131,396 | |||
5.50%, 3/1/2030
(a)
(b) |
264,000 | 256,888 | |||
5.88%, 3/15/2026
(a) |
79,000 | 80,213 | |||
Sirius XM Radio, Inc.: | |||||
3.13%, 9/1/2026
(a) |
196,000 | 195,945 | |||
3.88%, 9/1/2031
(a) |
523,000 | 513,973 | |||
4.00%, 7/15/2028
(a) |
789,000 | 794,334 | |||
4.13%, 7/1/2030
(a) |
532,000 | 533,426 | |||
5.00%, 8/1/2027
(a) |
601,000 | 625,106 | |||
5.50%, 7/1/2029
(a) |
451,000 | 486,507 |
Security Description | Principal
Amount |
Value | ||||
Spanish Broadcasting System, Inc. 9.75%, 3/1/2026
(a) |
$ 104,000 | $ 107,290 | ||||
TEGNA, Inc.: | ||||||
4.63%,
3/15/2028 |
342,000 | 345,957 | ||||
4.75%, 3/15/2026
(a) |
199,000 | 207,219 | ||||
5.00%,
9/15/2029 |
438,000 | 449,169 | ||||
Telenet Finance Luxembourg Notes S.a.r.l. 5.50%, 3/1/2028
(a) |
400,000 | 412,000 | ||||
Townsquare Media, Inc. 6.88%, 2/1/2026
(a) |
450,000 | 479,011 | ||||
Univision Communications, Inc.: | ||||||
4.50%, 5/1/2029
(a) |
440,000 | 445,566 | ||||
5.13%, 2/15/2025
(a) |
499,000 | 503,985 | ||||
6.63%, 6/1/2027
(a) |
814,000 | 876,287 | ||||
9.50%, 5/1/2025
(a) |
132,000 | 141,525 | ||||
UPC Broadband Finco B.V. 4.88%, 7/15/2031
(a) |
434,000 | 444,850 | ||||
UPC Holding B.V. 5.50%, 1/15/2028
(a) |
148,000 | 154,192 | ||||
Urban One, Inc. 7.38%, 2/1/2028
(a) |
298,000 | 307,169 | ||||
ViacomCBS, Inc. 3 Month USD LIBOR + 3.90%, 6.25%, 2/28/2057
(c) |
187,000 | 210,843 | ||||
Videotron, Ltd.: | ||||||
3.63%, 6/15/2029
(a) |
50,000 | 50,516 | ||||
5.13%, 4/15/2027
(a) |
263,000 | 272,002 | ||||
5.38%, 6/15/2024
(a) |
248,000 | 265,938 | ||||
Virgin Media Finance PLC 5.00%, 7/15/2030
(a) |
315,000 | 314,795 | ||||
Virgin Media Secured Finance PLC: | ||||||
4.50%, 8/15/2030
(a) |
311,000 | 313,003 | ||||
5.50%, 5/15/2029
(a) |
510,000 | 536,658 | ||||
Virgin Media Vendor Financing Notes IV DAC 5.00%, 7/15/2028
(a) |
137,000 | 138,117 | ||||
Ziggo B.V.: | ||||||
4.88%, 1/15/2030
(a) |
336,000 | 344,410 | ||||
5.50%, 1/15/2027
(a) |
565,000 | 581,922 | ||||
Ziggo Bond Co. B.V.: | ||||||
5.13%, 2/28/2030
(a) |
147,000 | 148,114 | ||||
6.00%, 1/15/2027
(a) |
198,000 | 204,017 | ||||
45,333,568 | ||||||
METAL FABRICATE & HARDWARE — 0.1% | ||||||
Park-Ohio Industries, Inc. 6.63%, 4/15/2027
(b) |
165,000 | 158,633 | ||||
Roller Bearing Co. of America, Inc. 4.38%, 10/15/2029
(a) |
150,000 | 153,237 | ||||
311,870 |
Security Description | Principal
Amount |
Value | ||||
MINING — 1.6% | ||||||
Alcoa Nederland Holding B.V.: | ||||||
4.13%, 3/31/2029
(a) |
$ 110,000 | $ 113,856 | ||||
5.50%, 12/15/2027
(a) |
202,000 | 216,140 | ||||
6.13%, 5/15/2028
(a) |
198,000 | 213,024 | ||||
Arconic Corp.: | ||||||
6.00%, 5/15/2025
(a) |
154,000 | 161,293 | ||||
6.13%, 2/15/2028
(a) |
389,000 | 413,915 | ||||
Century Aluminum Co. 7.50%, 4/1/2028
(a) |
89,000 | 94,052 | ||||
Coeur Mining, Inc. 5.13%, 2/15/2029
(a)
(b) |
212,000 | 194,192 | ||||
Compass Minerals International, Inc. 6.75%, 12/1/2027
(a) |
207,000 | 219,451 | ||||
Constellium SE: | ||||||
3.75%, 4/15/2029
(a)
(b) |
144,000 | 141,755 | ||||
5.63%, 6/15/2028
(a) |
40,000 | 42,011 | ||||
5.88%, 2/15/2026
(a) |
159,000 | 161,116 | ||||
Eldorado Gold Corp. 6.25%, 9/1/2029
(a) |
200,000 | 203,016 | ||||
FMG Resources August 2006 Pty, Ltd.: | ||||||
4.38%, 4/1/2031
(a) |
531,000 | 558,697 | ||||
4.50%, 9/15/2027
(a) |
227,000 | 241,271 | ||||
5.13%, 5/15/2024
(a) |
175,000 | 185,525 | ||||
Freeport-McMoRan, Inc.: | ||||||
3.88%,
3/15/2023 |
80,000 | 82,786 | ||||
4.13%,
3/1/2028 |
328,000 | 340,051 | ||||
4.25%,
3/1/2030 |
202,000 | 213,625 | ||||
4.38%,
8/1/2028 |
311,000 | 326,307 | ||||
4.55%,
11/14/2024 |
142,000 | 152,118 | ||||
4.63%,
8/1/2030 |
240,000 | 257,357 | ||||
5.00%,
9/1/2027 |
311,000 | 325,496 | ||||
5.25%,
9/1/2029 |
380,000 | 415,439 | ||||
5.40%,
11/14/2034 |
297,000 | 361,678 | ||||
5.45%,
3/15/2043 |
560,000 | 703,987 | ||||
Hecla Mining Co. 7.25%,
2/15/2028 |
202,000 | 216,685 | ||||
Hudbay Minerals, Inc.: | ||||||
4.50%, 4/1/2026
(a) |
233,000 | 233,105 | ||||
6.13%, 4/1/2029
(a) |
192,000 | 203,618 | ||||
IAMGOLD Corp. 5.75%, 10/15/2028
(a) |
126,000 | 124,199 | ||||
Joseph T Ryerson & Son, Inc. 8.50%, 8/1/2028
(a) |
167,000 | 181,965 | ||||
JW Aluminum Continuous Cast Co. 10.25%, 6/1/2026
(a) |
95,000 | 100,480 | ||||
Kaiser Aluminum Corp.: | ||||||
4.50%, 6/1/2031
(a) |
250,000 | 246,122 | ||||
4.63%, 3/1/2028
(a) |
322,000 | 325,684 | ||||
New Gold, Inc. 7.50%, 7/15/2027
(a) |
172,000 | 182,702 | ||||
Novelis Corp.: | ||||||
3.25%, 11/15/2026
(a) |
67,000 | 67,748 |
Security Description | Principal
Amount |
Value | ||||
3.88%, 8/15/2031
(a) |
$ 160,000 | $ 159,221 | ||||
4.75%, 1/30/2030
(a) |
513,000 | 540,569 | ||||
Perenti Finance Pty, Ltd. 6.50%, 10/7/2025
(a)
(b) |
241,000 | 248,801 | ||||
Taseko Mines, Ltd. 7.00%, 2/15/2026
(a) |
222,000 | 231,328 | ||||
9,400,385 | ||||||
MISCELLANEOUS MANUFACTURER — 0.3% | ||||||
Amsted Industries, Inc.: | ||||||
4.63%, 5/15/2030
(a) |
117,000 | 120,039 | ||||
5.63%, 7/1/2027
(a) |
324,000 | 337,096 | ||||
EnPro Industries, Inc. 5.75%,
10/15/2026 |
88,000 | 92,100 | ||||
FXI Holdings, Inc.: | ||||||
7.88%, 11/1/2024
(a) |
147,000 | 149,831 | ||||
12.25%, 11/15/2026
(a) |
293,000 | 329,490 | ||||
Gates Global LLC/Gates Corp. 6.25%, 1/15/2026
(a) |
198,000 | 204,488 | ||||
Hillenbrand, Inc.: | ||||||
3.75%,
3/1/2031 |
138,000 | 138,334 | ||||
5.75%,
6/15/2025 |
80,000 | 84,050 | ||||
LSB Industries, Inc. 6.25%, 10/15/2028
(a) |
266,000 | 277,481 | ||||
Trinity Industries, Inc. 4.55%,
10/1/2024 |
140,000 | 147,150 | ||||
1,880,059 | ||||||
OFFICE & BUSINESS EQUIPMENT — 0.5% | ||||||
CDW LLC/CDW Finance Corp.: | ||||||
3.25%,
2/15/2029 |
187,000 | 188,427 | ||||
4.13%,
5/1/2025 |
98,000 | 100,726 | ||||
4.25%,
4/1/2028 |
229,000 | 236,962 | ||||
5.50%,
12/1/2024 |
201,000 | 220,029 | ||||
Pitney Bowes, Inc.: | ||||||
6.88%, 3/15/2027
(a) |
247,000 | 256,497 | ||||
7.25%, 3/15/2029
(a)
(b) |
213,000 | 220,655 | ||||
Xerox Corp.: | ||||||
3.80%,
5/15/2024 |
59,000 | 61,170 | ||||
4.38%,
3/15/2023 |
245,000 | 252,938 | ||||
4.80%,
3/1/2035 |
222,000 | 224,273 | ||||
6.75%,
12/15/2039 |
231,000 | 257,972 | ||||
Xerox Holdings Corp.: | ||||||
5.00%, 8/15/2025
(a) |
332,000 | 350,539 | ||||
5.50%, 8/15/2028
(a)
(b) |
389,000 | 409,897 | ||||
2,780,085 | ||||||
OFFICE FURNISHINGS — 0.0% (d) | ||||||
Interface, Inc. 5.50%, 12/1/2028
(a) |
144,000 | 150,867 | ||||
OIL & GAS — 6.9% | ||||||
Aethon United BR L.P./Aethon United Finance Corp. 8.25%, 2/15/2026
(a) |
360,000 | 386,420 | ||||
Antero Resources Corp.: | ||||||
5.00%, 3/1/2025
(b) |
126,000 | 127,981 | ||||
5.38%, 3/1/2030
(a) |
65,000 | 69,503 |
Security Description | Principal
Amount |
Value | |||
7.63%, 2/1/2029
(a) |
$ 193,000 | $ 214,981 | |||
8.38%, 7/15/2026
(a) |
207,000 | 235,651 | |||
Apache Corp.: | |||||
4.25%,
1/15/2030 |
89,000 | 96,571 | |||
4.38%,
10/15/2028 |
263,000 | 286,633 | |||
4.63%,
11/15/2025 |
176,000 | 189,240 | |||
4.75%, 4/15/2043
(b) |
222,000 | 244,218 | |||
4.88%,
11/15/2027 |
182,000 | 198,649 | |||
5.10%,
9/1/2040 |
542,000 | 612,547 | |||
5.25%,
2/1/2042 |
118,000 | 136,416 | |||
5.35%,
7/1/2049 |
137,000 | 157,012 | |||
6.00%,
1/15/2037 |
58,000 | 70,973 | |||
Ascent Resources Utica Holdings LLC/ARU Finance Corp.: | |||||
5.88%, 6/30/2029
(a) |
154,000 | 148,025 | |||
7.00%, 11/1/2026
(a) |
209,000 | 212,321 | |||
8.25%, 12/31/2028
(a) |
163,000 | 170,104 | |||
9.00%, 11/1/2027
(a) |
26,000 | 34,810 | |||
Athabasca Oil Corp. 9.75%, 11/1/2026
(a) |
150,000 | 148,478 | |||
Baytex Energy Corp.: | |||||
5.63%, 6/1/2024
(a) |
112,000 | 112,003 | |||
8.75%, 4/1/2027
(a) |
173,000 | 180,927 | |||
Berry Petroleum Co. LLC 7.00%, 2/15/2026
(a) |
138,000 | 137,454 | |||
California Resources Corp. 7.13%, 2/1/2026
(a) |
230,000 | 238,871 | |||
Callon Petroleum Co.: | |||||
6.13%,
10/1/2024 |
152,000 | 149,962 | |||
6.38%,
7/1/2026 |
121,000 | 117,034 | |||
8.00%, 8/1/2028
(a)
(b) |
214,000 | 218,470 | |||
9.00%, 4/1/2025
(a) |
270,000 | 291,967 | |||
Calumet Specialty Products Partners L.P./Calumet Finance Corp.: | |||||
7.75%, 4/15/2023
(b) |
82,000 | 81,989 | |||
11.00%, 4/15/2025
(a) |
225,000 | 244,348 | |||
Centennial Resource Production LLC: | |||||
5.38%, 1/15/2026
(a)
(b) |
100,000 | 99,228 | |||
6.88%, 4/1/2027
(a)
(b) |
155,000 | 157,455 | |||
Chesapeake Energy Corp.: | |||||
5.50%, 2/1/2026
(a) |
241,000 | 253,908 | |||
5.88%, 2/1/2029
(a) |
242,000 | 259,063 | |||
Civitas Resources, Inc. 5.00%, 10/15/2026
(a) |
265,000 | 267,828 | |||
CNX Resources Corp.: | |||||
6.00%, 1/15/2029
(a) |
222,000 | 230,882 | |||
7.25%, 3/14/2027
(a) |
226,000 | 239,648 | |||
Colgate Energy Partners III LLC: | |||||
5.88%, 7/1/2029
(a) |
219,000 | 225,701 | |||
7.75%, 2/15/2026
(a) |
205,000 | 222,423 | |||
Comstock Resources, Inc.: | |||||
5.88%, 1/15/2030
(a) |
293,000 | 300,284 |
Security Description | Principal
Amount |
Value | |||
6.75%, 3/1/2029
(a) |
$ 458,000 | $ 496,609 | |||
7.50%, 5/15/2025
(a) |
38,000 | 39,183 | |||
CrownRock L.P./CrownRock Finance, Inc.: | |||||
5.00%, 5/1/2029
(a) |
162,000 | 168,188 | |||
5.63%, 10/15/2025
(a) |
439,000 | 450,739 | |||
CVR Energy, Inc.: | |||||
5.25%, 2/15/2025
(a) |
182,000 | 178,183 | |||
5.75%, 2/15/2028
(a)
(b) |
169,000 | 164,239 | |||
Encino Acquisition Partners Holdings LLC 8.50%, 5/1/2028
(a) |
248,000 | 257,674 | |||
Endeavor Energy Resources L.P./EER Finance, Inc.: | |||||
5.75%, 1/30/2028
(a) |
317,000 | 338,134 | |||
6.63%, 7/15/2025
(a) |
212,000 | 224,260 | |||
Energean PLC 6.50%, 4/30/2027
(a) |
20,000 | 19,881 | |||
Energy Ventures Gom LLC/EnVen Finance Corp. 11.75%, 4/15/2026
(a) |
82,000 | 84,611 | |||
Ensign Drilling, Inc. 9.25%, 4/15/2024
(a) |
272,000 | 264,436 | |||
EQT Corp.: | |||||
3.13%, 5/15/2026
(a) |
227,000 | 233,376 | |||
3.63%, 5/15/2031
(a)
(b) |
35,000 | 36,520 | |||
3.90%,
10/1/2027 |
408,000 | 438,274 | |||
5.00%,
1/15/2029 |
171,000 | 190,340 | |||
6.63%,
2/1/2025 |
342,000 | 385,691 | |||
7.50%,
2/1/2030 |
257,000 | 329,939 | |||
Global Marine, Inc. 7.00%,
6/1/2028 |
83,000 | 55,839 | |||
Gran Tierra Energy, Inc. 7.75%, 5/23/2027
(a) |
225,000 | 204,374 | |||
Gulfport Energy Corp. 8.00%, 5/17/2026
(a) |
196,000 | 214,424 | |||
Harbour Energy PLC 5.50%, 10/15/2026
(a) |
200,000 | 198,658 | |||
Hilcorp Energy I L.P./Hilcorp Finance Co.: | |||||
5.75%, 2/1/2029
(a) |
159,000 | 163,800 | |||
6.00%, 2/1/2031
(a) |
207,000 | 214,458 | |||
6.25%, 11/1/2028
(a) |
312,000 | 332,168 | |||
Independence Energy Finance LLC 7.25%, 5/1/2026
(a) |
164,000 | 170,772 | |||
Ithaca Energy North Sea PLC 9.00%, 7/15/2026
(a) |
225,000 | 230,774 | |||
Laredo Petroleum, Inc.: | |||||
7.75%, 7/31/2029
(a)
(b) |
150,000 | 146,604 | |||
9.50%,
1/15/2025 |
298,000 | 305,620 | |||
10.13%,
1/15/2028 |
248,000 | 260,055 | |||
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp. 6.00%, 8/1/2026
(a) |
191,000 | 196,321 |
Security Description | Principal
Amount |
Value | |||
Matador Resources Co. 5.88%,
9/15/2026 |
$ 404,000 | $ 414,516 | |||
MEG Energy Corp.: | |||||
5.88%, 2/1/2029
(a) |
202,000 | 211,864 | |||
6.50%, 1/15/2025
(a) |
143,000 | 145,704 | |||
7.13%, 2/1/2027
(a) |
386,000 | 411,082 | |||
Moss Creek Resources Holdings, Inc.: | |||||
7.50%, 1/15/2026
(a) |
309,000 | 289,335 | |||
10.50%, 5/15/2027
(a) |
239,000 | 241,079 | |||
Murphy Oil Corp.: | |||||
5.75%,
8/15/2025 |
187,000 | 192,144 | |||
5.88%,
12/1/2027 |
239,000 | 246,670 | |||
6.38%,
7/15/2028 |
213,000 | 226,675 | |||
6.38%,
12/1/2042 |
192,000 | 192,019 | |||
6.88%, 8/15/2024
(b) |
199,000 | 202,799 | |||
7.05%,
5/1/2029 |
25,000 | 27,520 | |||
Nabors Industries, Inc.: | |||||
5.75%,
2/1/2025 |
152,000 | 140,823 | |||
7.38%, 5/15/2027
(a) |
271,000 | 280,271 | |||
Nabors Industries, Ltd.: | |||||
7.25%, 1/15/2026
(a) |
209,000 | 193,149 | |||
7.50%, 1/15/2028
(a) |
137,000 | 122,778 | |||
Neptune Energy Bondco PLC 6.63%, 5/15/2025
(a) |
449,000 | 460,432 | |||
Northern Oil & Gas, Inc. 8.13%, 3/1/2028
(a) |
220,000 | 232,459 | |||
Oasis Petroleum, Inc. 6.38%, 6/1/2026
(a) |
89,000 | 93,505 | |||
Occidental Petroleum Corp.: | |||||
Zero Coupon,
10/10/2036 |
865,000 | 491,095 | |||
2.70%,
2/15/2023 |
100,000 | 101,321 | |||
3.00%,
2/15/2027 |
120,000 | 121,908 | |||
3.20%,
8/15/2026 |
360,000 | 370,735 | |||
3.40%,
4/15/2026 |
250,000 | 256,363 | |||
3.50%,
8/15/2029 |
643,000 | 660,027 | |||
4.10%,
2/15/2047 |
229,000 | 225,306 | |||
4.20%,
3/15/2048 |
387,000 | 386,942 | |||
4.30%,
8/15/2039 |
242,000 | 241,453 | |||
4.40%,
4/15/2046 |
418,000 | 431,389 | |||
4.40%,
8/15/2049 |
209,000 | 212,417 | |||
4.50%,
7/15/2044 |
107,000 | 110,174 | |||
4.63%,
6/15/2045 |
406,000 | 422,240 | |||
5.50%,
12/1/2025 |
292,000 | 323,816 | |||
5.55%,
3/15/2026 |
361,000 | 401,836 | |||
5.88%,
9/1/2025 |
365,000 | 401,920 | |||
6.13%,
1/1/2031 |
594,000 | 721,009 | |||
6.20%,
3/15/2040 |
259,000 | 318,593 | |||
6.38%,
9/1/2028 |
180,000 | 213,401 | |||
6.45%,
9/15/2036 |
581,000 | 740,798 | |||
6.60%,
3/15/2046 |
337,000 | 437,389 | |||
6.63%,
9/1/2030 |
458,000 | 566,944 | |||
6.95%,
7/1/2024 |
316,000 | 351,348 | |||
7.50%,
5/1/2031 |
292,000 | 384,009 | |||
7.88%,
9/15/2031 |
159,000 | 212,912 | |||
7.95%,
6/15/2039 |
162,000 | 213,749 |
Security Description | Principal
Amount |
Value | |||
8.00%,
7/15/2025 |
$ 222,000 | $ 258,039 | |||
8.50%,
7/15/2027 |
285,000 | 355,857 | |||
8.88%,
7/15/2030 |
391,000 | 528,049 | |||
Par Petroleum LLC/Petroleum Finance Corp. 7.75%, 12/15/2025
(a) |
141,000 | 142,585 | |||
Parkland Corp.: | |||||
4.50%, 10/1/2029
(a) |
253,000 | 253,417 | |||
4.63%, 5/1/2030
(a) |
283,000 | 282,143 | |||
5.88%, 7/15/2027
(a) |
200,000 | 211,082 | |||
Patterson-UTI Energy, Inc.: | |||||
3.95%,
2/1/2028 |
96,000 | 96,440 | |||
5.15%,
11/15/2029 |
175,000 | 177,650 | |||
PBF Holding Co. LLC/PBF Finance Corp.: | |||||
7.25%,
6/15/2025 |
219,000 | 155,545 | |||
9.25%, 5/15/2025
(a) |
412,000 | 392,438 | |||
6.00%,
2/15/2028 |
510,000 | 328,364 | |||
PDC Energy, Inc.: | |||||
5.75%,
5/15/2026 |
222,000 | 229,284 | |||
6.13%,
9/15/2024 |
171,000 | 173,635 | |||
Penn Virginia Escrow LLC 9.25%, 8/15/2026
(a) |
75,000 | 78,071 | |||
Petrofac, Ltd.: | |||||
9.75%, 11/15/2026
(a) |
500,000 | 509,805 | |||
9.75%,
11/15/2026 |
200,000 | 203,922 | |||
Precision Drilling Corp.: | |||||
6.88%, 1/15/2029
(a) |
165,000 | 168,016 | |||
7.13%, 1/15/2026
(a)
(b) |
221,000 | 226,101 | |||
Range Resources Corp.: | |||||
4.88%,
5/15/2025 |
369,000 | 381,867 | |||
5.00%,
3/15/2023 |
220,000 | 224,602 | |||
8.25%,
1/15/2029 |
234,000 | 261,163 | |||
9.25%,
2/1/2026 |
280,000 | 302,047 | |||
Rockcliff Energy II LLC 5.50%, 10/15/2029
(a) |
218,000 | 224,300 | |||
SM Energy Co.: | |||||
5.63%,
6/1/2025 |
138,000 | 139,282 | |||
6.50%, 7/15/2028
(b) |
139,000 | 144,706 | |||
6.63%,
1/15/2027 |
121,000 | 125,459 | |||
6.75%, 9/15/2026
(b) |
122,000 | 125,187 | |||
10.00%, 1/15/2025
(a)
(b) |
202,000 | 222,174 | |||
Southwestern Energy Co.: | |||||
4.75%,
2/1/2032 |
414,000 | 436,397 | |||
5.38%,
2/1/2029 |
200,000 | 211,864 | |||
5.38%,
3/15/2030 |
190,000 | 203,876 | |||
6.45%,
1/23/2025 |
88,000 | 96,730 | |||
7.75%, 10/1/2027
(b) |
291,000 | 313,672 | |||
8.38%,
9/15/2028 |
211,000 | 236,023 | |||
Strathcona Resources, Ltd. 6.88%, 8/1/2026
(a) |
179,000 | 175,767 | |||
Sunoco L.P./Sunoco Finance Corp.: | |||||
4.50%,
5/15/2029 |
418,000 | 424,880 | |||
4.50%, 4/30/2030
(a) |
255,000 | 261,490 | |||
5.88%,
3/15/2028 |
118,000 | 124,785 |
Security Description | Principal
Amount |
Value | ||||
6.00%,
4/15/2027 |
$ 56,000 | $ 58,344 | ||||
Talos Production, Inc. 12.00%,
1/15/2026 |
267,000 | 280,270 | ||||
Tap Rock Resources LLC 7.00%, 10/1/2026
(a) |
160,000 | 166,280 | ||||
Teine Energy, Ltd. 6.88%, 4/15/2029
(a) |
112,000 | 114,213 | ||||
Transocean Guardian, Ltd. 5.88%, 1/15/2024
(a) |
177,550 | 170,297 | ||||
Transocean Pontus, Ltd. 6.13%, 8/1/2025
(a) |
98,490 | 96,251 | ||||
Transocean Poseidon, Ltd. 6.88%, 2/1/2027
(a) |
234,000 | 226,996 | ||||
Transocean Sentry, Ltd. 5.38%, 5/15/2023
(a) |
83,316 | 80,389 | ||||
Transocean, Inc.: | ||||||
6.80%,
3/15/2038 |
256,000 | 138,109 | ||||
7.50%, 1/15/2026
(a) |
193,000 | 143,837 | ||||
7.50%,
4/15/2031 |
279,000 | 164,655 | ||||
8.00%, 2/1/2027
(a) |
289,000 | 212,453 | ||||
11.50%, 1/30/2027
(a) |
256,000 | 251,182 | ||||
Ultra Resources, Inc. 11.00%, 7/12/2024
(e)
(f) |
16,577 | 850 | ||||
Valaris, Ltd. 8.25%, 4/30/2028
(a) |
50,000 | 51,395 | ||||
Vantage Drilling International 9.25%, 11/15/2023
(a) |
140,000 | 132,051 | ||||
Vermilion Energy, Inc. 5.63%, 3/15/2025
(a)
(b) |
170,000 | 172,025 | ||||
Vine Energy Holdings LLC 6.75%, 4/15/2029
(a) |
269,000 | 291,908 | ||||
Viper Energy Partners L.P. 5.38%, 11/1/2027
(a) |
177,000 | 183,176 | ||||
W&T Offshore, Inc. 9.75%, 11/1/2023
(a) |
311,000 | 297,596 | ||||
41,047,031 | ||||||
OIL & GAS SERVICES — 0.7% | ||||||
Archrock Partners L.P./Archrock Partners Finance Corp.: | ||||||
6.25%, 4/1/2028
(a) |
308,000 | 320,853 | ||||
6.88%, 4/1/2027
(a) |
267,000 | 280,436 | ||||
Bristow Group, Inc. 6.88%, 3/1/2028
(a) |
189,000 | 196,723 | ||||
CGG SA 8.75%, 4/1/2027
(a)
(b) |
185,000 | 182,521 | ||||
CSI Compressco L.P./CSI Compressco Finance, Inc. 7.50%, 4/1/2025
(a)
(b) |
152,000 | 154,199 | ||||
Exterran Energy Solutions L.P./EES Finance Corp. 8.13%,
5/1/2025 |
155,000 | 144,150 | ||||
KLX Energy Services Holdings, Inc. 11.50%, 11/1/2025
(a) |
70,000 | 37,722 | ||||
Nine Energy Service, Inc. 8.75%, 11/1/2023
(a) |
43,000 | 20,683 |
Security Description | Principal
Amount |
Value | ||||
Oceaneering International, Inc.: | ||||||
4.65%,
11/15/2024 |
$ 332,000 | $ 333,643 | ||||
6.00%,
2/1/2028 |
123,000 | 121,310 | ||||
TechnipFMC PLC 6.50%, 2/1/2026
(a) |
316,000 | 337,662 | ||||
Transocean Phoenix 2, Ltd. 7.75%, 10/15/2024
(a) |
200,499 | 201,071 | ||||
Transocean Proteus, Ltd. 6.25%, 12/1/2024
(a) |
101,000 | 99,979 | ||||
USA Compression Partners L.P./USA Compression Finance Corp.: | ||||||
6.88%,
4/1/2026 |
306,000 | 318,668 | ||||
6.88%,
9/1/2027 |
319,000 | 336,941 | ||||
Weatherford International, Ltd.: | ||||||
6.50%, 9/15/2028
(a) |
124,000 | 131,260 | ||||
8.63%, 4/30/2030
(a) |
430,000 | 443,390 | ||||
11.00%, 12/1/2024
(a)
(b) |
300,000 | 309,207 | ||||
Welltec International APS 8.25%, 10/15/2026
(a)
(b) |
100,000 | 103,686 | ||||
4,074,104 | ||||||
PACKAGING & CONTAINERS — 2.1% | ||||||
ARD Finance SA 6.50%, 6/30/2027
(a) |
495,000 | 509,622 | ||||
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC: | ||||||
3.25%, 9/1/2028
(a) |
200,000 | 197,796 | ||||
4.00%, 9/1/2029
(a) |
439,000 | 435,352 | ||||
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.: | ||||||
4.13%, 8/15/2026
(a) |
464,000 | 474,361 | ||||
5.25%, 4/30/2025
(a) |
254,000 | 263,103 | ||||
5.25%, 8/15/2027
(a) |
275,000 | 277,117 | ||||
5.25%, 8/15/2027
(a) |
334,000 | 337,280 | ||||
Ball Corp.: | ||||||
2.88%,
8/15/2030 |
505,000 | 491,380 | ||||
3.13%,
9/15/2031 |
212,000 | 209,821 | ||||
4.00%,
11/15/2023 |
235,000 | 245,549 | ||||
4.88%,
3/15/2026 |
285,000 | 313,654 | ||||
5.25%,
7/1/2025 |
263,000 | 289,713 | ||||
Berry Global, Inc.: | ||||||
4.50%, 2/15/2026
(a)
(b) |
136,000 | 137,894 | ||||
5.63%, 7/15/2027
(a) |
185,000 | 193,231 | ||||
Cascades, Inc./Cascades USA, Inc. 5.38%, 1/15/2028
(a) |
365,000 | 374,366 | ||||
Crown Americas LLC/Crown Americas Capital Corp.: | ||||||
4.25%,
9/30/2026 |
60,000 | 64,211 | ||||
4.75%,
2/1/2026 |
385,000 | 395,653 | ||||
Crown Cork & Seal Co., Inc. 7.38%,
12/15/2026 |
57,000 | 68,741 |
Security Description | Principal
Amount |
Value | |||
Flex Acquisition Co., Inc.: | |||||
6.88%, 1/15/2025
(a) |
$ 277,000 | $ 277,277 | |||
7.88%, 7/15/2026
(a) |
73,000 | 75,756 | |||
Graham Packaging Co., Inc. 7.13%, 8/15/2028
(a) |
212,000 | 219,265 | |||
Graphic Packaging International LLC: | |||||
3.50%, 3/15/2028
(a) |
194,000 | 195,212 | |||
3.50%, 3/1/2029
(a) |
131,000 | 130,734 | |||
3.75%, 2/1/2030
(a) |
110,000 | 111,144 | |||
4.13%,
8/15/2024 |
30,000 | 31,594 | |||
4.75%, 7/15/2027
(a) |
114,000 | 123,543 | |||
Greif, Inc. 6.50%, 3/1/2027
(a) |
204,000 | 211,650 | |||
Intelligent Packaging, Ltd. Finco, Inc./Intelligent Packaging, Ltd. Co-Issuer LLC 6.00%, 9/15/2028
(a) |
265,000 | 273,120 | |||
Intertape Polymer Group, Inc. 4.38%, 6/15/2029
(a) |
190,000 | 189,932 | |||
LABL, Inc.: | |||||
5.88%, 11/1/2028
(a) |
66,000 | 68,009 | |||
6.75%, 7/15/2026
(a) |
302,000 | 310,553 | |||
8.25%, 11/1/2029
(a) |
250,000 | 250,817 | |||
10.50%, 7/15/2027
(a) |
262,000 | 274,966 | |||
Matthews International Corp. 5.25%, 12/1/2025
(a) |
70,000 | 71,785 | |||
Mauser Packaging Solutions Holding Co.: | |||||
5.50%, 4/15/2024
(a) |
579,000 | 584,159 | |||
7.25%, 4/15/2025
(a) |
528,000 | 526,511 | |||
OI European Group B.V. 4.75%, 2/15/2030
(a) |
150,000 | 152,029 | |||
Owens-Brockway Glass Container, Inc.: | |||||
5.88%, 8/15/2023
(a) |
272,000 | 284,874 | |||
6.38%, 8/15/2025
(a)
(b) |
76,000 | 82,220 | |||
6.63%, 5/13/2027
(a) |
288,000 | 303,699 | |||
Pactiv Evergreen Group Issuer LLC/Pactiv Evergreen Group Issuer, Inc. 4.38%, 10/15/2028
(a) |
190,000 | 188,571 | |||
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC/Reynolds Group 4.00%, 10/15/2027
(a) |
491,000 | 477,915 | |||
Pactiv LLC 7.95%,
12/15/2025 |
25,000 | 27,640 | |||
Sealed Air Corp.: | |||||
4.00%, 12/1/2027
(a) |
144,000 | 150,214 | |||
5.13%, 12/1/2024
(a) |
49,000 | 52,478 | |||
5.25%, 4/1/2023
(a) |
80,000 | 82,981 | |||
5.50%, 9/15/2025
(a) |
195,000 | 215,723 | |||
6.88%, 7/15/2033
(a) |
202,000 | 256,809 | |||
Silgan Holdings, Inc.: | |||||
4.13%,
2/1/2028 |
102,000 | 104,484 |
Security Description | Principal
Amount |
Value | ||||
4.75%,
3/15/2025 |
$ 97,000 | $ 97,774 | ||||
Trident TPI Holdings, Inc. 9.25%, 8/1/2024
(a) |
200,000 | 209,116 | ||||
TriMas Corp. 4.13%, 4/15/2029
(a) |
169,000 | 169,889 | ||||
Trivium Packaging Finance B.V.: | ||||||
5.50%, 8/15/2026
(a) |
339,000 | 353,987 | ||||
8.50%, 8/15/2027
(a) |
142,000 | 150,060 | ||||
12,565,334 | ||||||
PHARMACEUTICALS — 2.7% | ||||||
180 Medical, Inc. 3.88%, 10/15/2029
(a) |
250,000 | 253,145 | ||||
AdaptHealth LLC: | ||||||
4.63%, 8/1/2029
(a) |
155,000 | 155,293 | ||||
5.13%, 3/1/2030
(a) |
154,000 | 157,504 | ||||
6.13%, 8/1/2028
(a) |
246,000 | 260,563 | ||||
Bausch Health Americas, Inc.: | ||||||
8.50%, 1/31/2027
(a) |
877,000 | 927,340 | ||||
9.25%, 4/1/2026
(a) |
640,000 | 679,680 | ||||
Bausch Health Cos., Inc.: | ||||||
4.88%, 6/1/2028
(a) |
428,000 | 439,115 | ||||
5.00%, 1/30/2028
(a) |
423,000 | 393,589 | ||||
5.00%, 2/15/2029
(a) |
428,000 | 379,850 | ||||
5.25%, 1/30/2030
(a) |
451,000 | 398,765 | ||||
5.25%, 2/15/2031
(a) |
374,000 | 329,984 | ||||
5.50%, 11/1/2025
(a) |
624,000 | 633,491 | ||||
5.75%, 8/15/2027
(a) |
159,000 | 165,176 | ||||
6.13%, 4/15/2025
(a) |
974,000 | 994,142 | ||||
6.25%, 2/15/2029
(a) |
476,000 | 452,924 | ||||
7.00%, 1/15/2028
(a) |
287,000 | 288,510 | ||||
7.25%, 5/30/2029
(a) |
346,000 | 342,786 | ||||
9.00%, 12/15/2025
(a) |
587,000 | 618,557 | ||||
Cheplapharm Arzneimittel GmbH 5.50%, 1/15/2028
(a) |
337,000 | 340,734 | ||||
Elanco Animal Health, Inc.: | ||||||
5.90%,
8/28/2028 |
242,000 | 281,802 | ||||
5.27%,
8/28/2023 |
468,000 | 497,638 | ||||
Endo Dac/Endo Finance LLC/Endo Finco, Inc.: | ||||||
5.88%, 10/15/2024
(a) |
189,000 | 186,095 | ||||
6.00%, 2/1/2025
(a) |
87,000 | 64,549 | ||||
9.50%, 7/31/2027
(a) |
394,000 | 400,343 | ||||
GMTN, 6.00%, 6/30/2028
(a) |
503,000 | 375,459 | ||||
Endo Luxembourg Finance Co. I Sarl/Endo US, Inc. 6.13%, 4/1/2029
(a) |
477,000 | 467,026 | ||||
Herbalife Nutrition, Ltd./HLF Financing, Inc. 7.88%, 9/1/2025
(a) |
182,000 | 193,544 |
Security Description | Principal
Amount |
Value | ||||
HLF Financing SARL LLC/Herbalife International, Inc. 4.88%, 6/1/2029
(a) |
$ 234,000 | $ 228,522 | ||||
Horizon Pharma USA, Inc. 5.50%, 8/1/2027
(a) |
223,000 | 234,275 | ||||
Jazz Securities DAC 4.38%, 1/15/2029
(a) |
548,000 | 567,262 | ||||
Lannett Co., Inc. 7.75%, 4/15/2026
(a)
(b) |
238,000 | 182,372 | ||||
Mallinckrodt International Finance SA/Mallinckrodt CB LLC: | ||||||
5.63%, 10/15/2023
(a)
(e) |
25,000 | 13,621 | ||||
5.75%, 8/1/2022
(a)
(e) |
25,000 | 13,277 | ||||
Option Care Health, Inc. 4.38%, 10/31/2029
(a) |
225,000 | 225,495 | ||||
Organon & Co./Organon Foreign Debt Co-Issuer BV: | ||||||
4.13%, 4/30/2028
(a) |
797,000 | 817,188 | ||||
5.13%, 4/30/2031
(a) |
617,000 | 644,561 | ||||
Owens & Minor, Inc. 4.50%, 3/31/2029
(a) |
147,000 | 150,916 | ||||
P&L Development LLC/PLD Finance Corp. 7.75%, 11/15/2025
(a) |
289,000 | 289,566 | ||||
Par Pharmaceutical, Inc. 7.50%, 4/1/2027
(a) |
722,000 | 737,588 | ||||
Perrigo Finance Unlimited Co.: | ||||||
3.90%,
12/15/2024 |
240,000 | 251,563 | ||||
3.90%,
6/15/2030 |
285,000 | 289,010 | ||||
4.38%,
3/15/2026 |
300,000 | 320,934 | ||||
PRA Health Sciences, Inc. 2.88%, 7/15/2026
(a) |
50,000 | 50,232 | ||||
Prestige Brands, Inc.: | ||||||
3.75%, 4/1/2031
(a) |
205,000 | 198,495 | ||||
5.13%, 1/15/2028
(a) |
53,000 | 55,162 | ||||
Vizient, Inc. 6.25%, 5/15/2027
(a) |
134,000 | 139,561 | ||||
16,087,204 | ||||||
PIPELINES — 5.1% | ||||||
Antero Midstream Partners L.P./Antero Midstream Finance Corp.: | ||||||
5.38%, 6/15/2029
(a) |
54,000 | 57,040 | ||||
5.75%, 3/1/2027
(a) |
250,000 | 258,442 | ||||
5.75%, 1/15/2028
(a) |
281,000 | 294,791 | ||||
7.88%, 5/15/2026
(a) |
334,000 | 367,991 | ||||
Blue Racer Midstream LLC/Blue Racer Finance Corp.: | ||||||
6.63%, 7/15/2026
(a) |
65,000 | 67,344 | ||||
7.63%, 12/15/2025
(a) |
264,000 | 280,661 | ||||
Buckeye Partners L.P.: | ||||||
3.95%,
12/1/2026 |
178,000 | 181,275 | ||||
4.13%, 3/1/2025
(a) |
202,000 | 208,955 |
Security Description | Principal
Amount |
Value | |||
4.13%,
12/1/2027 |
$ 124,000 | $ 128,006 | |||
4.15%,
7/1/2023 |
50,000 | 51,460 | |||
4.35%,
10/15/2024 |
110,000 | 115,089 | |||
4.50%, 3/1/2028
(a) |
296,000 | 299,286 | |||
5.60%,
10/15/2044 |
146,000 | 142,207 | |||
5.85%,
11/15/2043 |
360,000 | 353,365 | |||
Cheniere Energy Partners L.P.: | |||||
3.25%, 1/31/2032
(a) |
350,000 | 353,846 | |||
4.00%,
3/1/2031 |
568,000 | 596,764 | |||
4.50%,
10/1/2029 |
498,000 | 530,594 | |||
Cheniere Energy, Inc. 4.63%,
10/15/2028 |
704,000 | 748,373 | |||
CNX Midstream Partners L.P. 4.75%, 4/15/2030
(a) |
140,000 | 139,646 | |||
CQP Holdco L.P./BIP-V Chinook Holdco LLC 5.50%, 6/15/2031
(a) |
400,000 | 417,384 | |||
Crestwood Midstream Partners L.P./Crestwood Midstream Finance Corp.: | |||||
5.63%, 5/1/2027
(a) |
187,000 | 190,633 | |||
5.75%,
4/1/2025 |
162,000 | 165,596 | |||
6.00%, 2/1/2029
(a) |
327,000 | 339,302 | |||
DCP Midstream Operating L.P.: | |||||
3.25%,
2/15/2032 |
150,000 | 151,995 | |||
3.88%,
3/15/2023 |
150,000 | 153,719 | |||
5.13%,
5/15/2029 |
227,000 | 256,269 | |||
5.38%,
7/15/2025 |
202,000 | 220,768 | |||
5.60%,
4/1/2044 |
132,000 | 164,163 | |||
5.63%,
7/15/2027 |
137,000 | 155,502 | |||
6.45%, 11/3/2036
(a) |
89,000 | 116,489 | |||
6.75%, 9/15/2037
(a) |
82,000 | 109,625 | |||
8.13%,
8/16/2030 |
98,000 | 133,210 | |||
3 Month USD LIBOR + 3.85%, 5.85%, 5/21/2043
(a)
(c) |
213,000 | 206,616 | |||
Delek Logistics Partners L.P./Delek Logistics Finance Corp. 7.13%, 6/1/2028
(a) |
171,000 | 178,391 | |||
DT Midstream, Inc.: | |||||
4.13%, 6/15/2029
(a) |
398,000 | 409,188 | |||
4.38%, 6/15/2031
(a) |
325,000 | 338,786 | |||
EnLink Midstream LLC: | |||||
5.38%,
6/1/2029 |
168,000 | 171,987 | |||
5.63%, 1/15/2028
(a) |
250,000 | 260,940 | |||
EnLink Midstream Partners L.P.: | |||||
4.15%,
6/1/2025 |
217,000 | 225,025 | |||
4.40%,
4/1/2024 |
193,000 | 202,968 | |||
4.85%,
7/15/2026 |
97,000 | 102,707 | |||
5.05%,
4/1/2045 |
164,000 | 158,217 | |||
5.45%,
6/1/2047 |
181,000 | 182,615 | |||
5.60%,
4/1/2044 |
168,000 | 169,463 | |||
EQM Midstream Partners L.P.: | |||||
4.00%,
8/1/2024 |
178,000 | 185,147 |
Security Description | Principal
Amount |
Value | |||
4.13%,
12/1/2026 |
$ 95,000 | $ 97,914 | |||
4.50%, 1/15/2029
(a) |
272,000 | 282,932 | |||
4.75%,
7/15/2023 |
213,000 | 221,326 | |||
4.75%, 1/15/2031
(a) |
507,000 | 535,838 | |||
5.50%,
7/15/2028 |
313,000 | 342,021 | |||
6.00%, 7/1/2025
(a) |
272,000 | 295,743 | |||
6.50%, 7/1/2027
(a) |
419,000 | 470,059 | |||
6.50%,
7/15/2048 |
220,000 | 267,331 | |||
Genesis Energy L.P./Genesis Energy Finance Corp.: | |||||
5.63%,
6/15/2024 |
222,000 | 221,181 | |||
6.25%,
5/15/2026 |
160,000 | 156,522 | |||
6.50%,
10/1/2025 |
248,000 | 245,589 | |||
7.75%,
2/1/2028 |
280,000 | 283,979 | |||
8.00%,
1/15/2027 |
317,000 | 326,586 | |||
Global Partners L.P./GLP Finance Corp.: | |||||
6.88%,
1/15/2029 |
178,000 | 186,270 | |||
7.00%,
8/1/2027 |
237,000 | 246,231 | |||
Harvest Midstream I L.P. 7.50%, 9/1/2028
(a) |
350,000 | 375,490 | |||
Hess Midstream Operations L.P.: | |||||
4.25%, 2/15/2030
(a) |
240,000 | 239,059 | |||
5.13%, 6/15/2028
(a) |
292,000 | 306,206 | |||
5.63%, 2/15/2026
(a) |
300,000 | 310,323 | |||
Holly Energy Partners L.P./Holly Energy Finance Corp. 5.00%, 2/1/2028
(a) |
246,000 | 246,804 | |||
Howard Midstream Energy Partners LLC 6.75%, 1/15/2027
(a) |
145,000 | 148,625 | |||
ITT Holdings LLC 6.50%, 8/1/2029
(a) |
473,000 | 467,409 | |||
Martin Midstream Partners L.P./Martin Midstream Finance Corp. 11.50%, 2/28/2025
(a) |
100,000 | 105,007 | |||
New Fortress Energy, Inc.: | |||||
6.50%, 9/30/2026
(a) |
513,000 | 512,466 | |||
6.75%, 9/15/2025
(a) |
597,000 | 606,468 | |||
NGL Energy Operating LLC/NGL Energy Finance Corp. 7.50%, 2/1/2026
(a) |
738,000 | 760,524 | |||
NGL Energy Partners L.P./NGL Energy Finance Corp.: | |||||
6.13%, 3/1/2025
(b) |
174,000 | 149,903 | |||
7.50%,
11/1/2023 |
168,000 | 166,676 | |||
7.50%, 4/15/2026
(b) |
168,000 | 144,435 | |||
Northriver Midstream Finance L.P. 5.63%, 2/15/2026
(a) |
420,000 | 436,418 | |||
NuStar Logistics L.P.: | |||||
5.63%,
4/28/2027 |
176,000 | 186,372 | |||
5.75%,
10/1/2025 |
159,000 | 170,950 | |||
6.00%,
6/1/2026 |
283,000 | 308,682 |
Security Description | Principal
Amount |
Value | |||
6.38%,
10/1/2030 |
$ 233,000 | $ 259,842 | |||
Oasis Midstream Partners L.P./OMP Finance Corp. 8.00%, 4/1/2029
(a) |
189,000 | 207,443 | |||
PBF Logistics L.P./PBF Logistics Finance Corp. 6.88%, 5/15/2023
(b) |
272,000 | 264,678 | |||
Rattler Midstream L.P. 5.63%, 7/15/2025
(a) |
322,000 | 335,041 | |||
Rockies Express Pipeline LLC: | |||||
3.60%, 5/15/2025
(a) |
53,000 | 54,597 | |||
4.80%, 5/15/2030
(a) |
124,000 | 129,414 | |||
4.95%, 7/15/2029
(a) |
192,000 | 206,079 | |||
6.88%, 4/15/2040
(a) |
220,000 | 248,602 | |||
7.50%, 7/15/2038
(a) |
175,000 | 197,640 | |||
Ruby Pipeline LLC 8.00%, 4/1/2022
(a) |
24,758 | 22,388 | |||
Southeast Supply Header LLC 4.25%, 6/15/2024
(a) |
316,000 | 323,003 | |||
Summit Midstream Holdings LLC/Summit Midstream Finance Corp.: | |||||
5.75%,
4/15/2025 |
75,000 | 68,669 | |||
8.50%, 10/15/2026
(a) |
139,000 | 144,478 | |||
Tallgrass Energy Partners L.P./Tallgrass Energy Finance Corp.: | |||||
5.50%, 1/15/2028
(a) |
228,000 | 227,995 | |||
6.00%, 3/1/2027
(a) |
303,000 | 316,059 | |||
6.00%, 12/31/2030
(a) |
227,000 | 227,481 | |||
6.00%, 9/1/2031
(a) |
260,000 | 257,907 | |||
7.50%, 10/1/2025
(a) |
185,000 | 200,459 | |||
Targa Resources Partners L.P./Targa Resources Partners Finance Corp.: | |||||
4.00%, 1/15/2032
(a) |
331,000 | 346,547 | |||
4.88%,
2/1/2031 |
269,000 | 292,242 | |||
5.00%,
1/15/2028 |
221,000 | 233,106 | |||
5.38%,
2/1/2027 |
271,000 | 279,184 | |||
5.50%,
3/1/2030 |
310,000 | 339,103 | |||
5.88%,
4/15/2026 |
338,000 | 353,845 | |||
6.50%,
7/15/2027 |
269,000 | 288,217 | |||
6.88%,
1/15/2029 |
321,000 | 359,196 | |||
TransMontaigne Partners L.P./TLP Finance Corp. 6.13%,
2/15/2026 |
198,000 | 195,881 | |||
Venture Global Calcasieu Pass LLC: | |||||
3.88%, 8/15/2029
(a) |
349,000 | 363,278 | |||
3.88%, 11/1/2033
(a) |
181,000 | 190,151 | |||
4.13%, 8/15/2031
(a) |
441,000 | 470,551 | |||
Western Midstream Operating L.P.: | |||||
3.95%,
6/1/2025 |
132,000 | 138,278 | |||
4.35%,
2/1/2025 |
281,000 | 292,586 | |||
4.50%,
3/1/2028 |
126,000 | 137,582 | |||
4.65%,
7/1/2026 |
75,000 | 81,625 |
Security Description | Principal
Amount |
Value | ||||
4.75%,
8/15/2028 |
$ 139,000 | $ 154,068 | ||||
5.30%, 2/1/2030
(b) |
398,000 | 437,040 | ||||
5.30%,
3/1/2048 |
168,000 | 202,432 | ||||
5.45%,
4/1/2044 |
234,000 | 279,579 | ||||
6.50%,
2/1/2050 |
532,000 | 628,851 | ||||
30,118,296 | ||||||
REAL ESTATE — 0.6% | ||||||
Cushman & Wakefield US Borrower LLC 6.75%, 5/15/2028
(a) |
376,000 | 404,572 | ||||
Five Point Operating Co. L.P./Five Point Capital Corp. 7.88%, 11/15/2025
(a) |
306,000 | 319,733 | ||||
Greystar Real Estate Partners LLC 5.75%, 12/1/2025
(a) |
38,000 | 38,663 | ||||
Howard Hughes Corp.: | ||||||
4.13%, 2/1/2029
(a) |
198,000 | 200,346 | ||||
4.38%, 2/1/2031
(a) |
231,000 | 233,664 | ||||
5.38%, 8/1/2028
(a) |
281,000 | 299,600 | ||||
Hunt Cos., Inc. 5.25%, 4/15/2029
(a) |
244,000 | 241,411 | ||||
Kennedy-Wilson, Inc.: | ||||||
4.75%,
3/1/2029 |
216,000 | 220,260 | ||||
4.75%,
2/1/2030 |
173,000 | 176,159 | ||||
5.00%,
3/1/2031 |
242,000 | 251,445 | ||||
Newmark Group, Inc. 6.13%,
11/15/2023 |
94,000 | 100,759 | ||||
Realogy Group LLC/Realogy Co-Issuer Corp.: | ||||||
4.88%, 6/1/2023
(a)
(b) |
117,000 | 120,760 | ||||
5.75%, 1/15/2029
(a) |
289,000 | 296,927 | ||||
7.63%, 6/15/2025
(a) |
272,000 | 289,049 | ||||
9.38%, 4/1/2027
(a) |
207,000 | 224,450 | ||||
WeWork Cos. LLC/WW Co-Obligor, Inc. 5.00%, 7/10/2025
(a)
(b) |
217,000 | 188,332 | ||||
WeWork Cos., Inc. 7.88%, 5/1/2025
(a) |
222,000 | 212,001 | ||||
3,818,131 | ||||||
REAL ESTATE INVESTMENT TRUSTS — 3.4% | ||||||
American Finance Trust, Inc./American Finance Operating Partner LP 4.50%, 9/30/2028
(a) |
220,000 | 221,395 | ||||
Apollo Commercial Real Estate Finance, Inc. 4.63%, 6/15/2029
(a) |
184,000 | 179,385 | ||||
Blackstone Mortgage Trust, Inc. 3.75%, 1/15/2027
(a) |
90,000 | 89,699 | ||||
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL: | ||||||
4.50%, 4/1/2027
(a) |
260,000 | 256,149 | ||||
5.75%, 5/15/2026
(a) |
424,000 | 439,900 |
Security Description | Principal
Amount |
Value | |||
CTR Partnership L.P./CareTrust Capital Corp. 3.88%, 6/30/2028
(a) |
$ 100,000 | $ 102,517 | |||
Diversified Healthcare Trust: | |||||
4.38%,
3/1/2031 |
402,000 | 386,571 | |||
4.75%,
2/15/2028 |
266,000 | 262,143 | |||
9.75%,
6/15/2025 |
382,000 | 413,240 | |||
GEO Group Inc.: | |||||
5.13%, 4/1/2023
(b) |
169,000 | 161,223 | |||
6.00%, 4/15/2026
(b) |
188,000 | 151,564 | |||
Global Net Lease, Inc./Global Net Lease Operating Partnership L.P. 3.75%, 12/15/2027
(a) |
150,000 | 146,527 | |||
HAT Holdings I LLC/HAT Holdings II LLC: | |||||
3.38%, 6/15/2026
(a) |
341,000 | 345,430 | |||
3.75%, 9/15/2030
(a) |
119,000 | 118,542 | |||
6.00%, 4/15/2025
(a) |
308,000 | 320,545 | |||
Hospitality Properties Trust 4.38%,
2/15/2030 |
169,000 | 155,754 | |||
Iron Mountain Information Management Services, Inc. 5.00%, 7/15/2032
(a) |
350,000 | 358,106 | |||
Iron Mountain, Inc.: | |||||
4.88%, 9/15/2027
(a) |
390,000 | 404,274 | |||
4.88%, 9/15/2029
(a) |
301,000 | 311,773 | |||
5.00%, 7/15/2028
(a) |
227,000 | 234,309 | |||
5.25%, 3/15/2028
(a) |
314,000 | 328,070 | |||
5.25%, 7/15/2030
(a) |
526,000 | 554,699 | |||
5.63%, 7/15/2032
(a) |
215,000 | 230,276 | |||
REIT, 4.50%, 2/15/2031
(a) |
280,000 | 282,246 | |||
iStar, Inc.: | |||||
4.25%,
8/1/2025 |
255,000 | 262,163 | |||
4.75%,
10/1/2024 |
448,000 | 467,896 | |||
5.50%,
2/15/2026 |
267,000 | 277,258 | |||
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.: | |||||
4.25%, 2/1/2027
(a) |
237,000 | 238,439 | |||
4.75%, 6/15/2029
(a) |
264,000 | 270,671 | |||
5.25%, 10/1/2025
(a) |
262,000 | 265,513 | |||
MGM Growth Properties Operating Partnership L.P./MGP Finance Co-Issuer, Inc.: | |||||
3.88%, 2/15/2029
(a) |
181,000 | 190,888 | |||
4.50%,
9/1/2026 |
127,000 | 135,957 | |||
4.50%,
1/15/2028 |
78,000 | 84,467 | |||
4.63%, 6/15/2025
(a) |
397,000 | 423,770 | |||
5.63%, 5/1/2024
(b) |
328,000 | 350,783 | |||
REIT, 5.75%,
2/1/2027 |
268,000 | 303,874 | |||
MPT Operating Partnership L.P./MPT Finance Corp.: | |||||
3.50%,
3/15/2031 |
292,000 | 295,659 | |||
4.63%,
8/1/2029 |
282,000 | 297,287 |
Security Description | Principal
Amount |
Value | |||
5.00%,
10/15/2027 |
$ 442,000 | $ 462,783 | |||
5.25%,
8/1/2026 |
227,000 | 233,624 | |||
New Residential Investment Corp. 6.25%, 10/15/2025
(a) |
266,000 | 266,907 | |||
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer: | |||||
4.88%, 5/15/2029
(a) |
188,000 | 192,580 | |||
5.88%, 10/1/2028
(a) |
456,000 | 477,491 | |||
7.50%, 6/1/2025
(a) |
179,000 | 188,879 | |||
RHP Hotel Properties L.P./RHP Finance Corp.: | |||||
4.50%, 2/15/2029
(a) |
161,000 | 162,227 | |||
4.75%,
10/15/2027 |
302,000 | 309,172 | |||
RLJ Lodging Trust L.P.: | |||||
3.75%, 7/1/2026
(a) |
323,000 | 323,436 | |||
4.00%, 9/15/2029
(a) |
145,000 | 143,527 | |||
SBA Communications Corp.: | |||||
3.13%, 2/1/2029
(a) |
440,000 | 423,438 | |||
Series WI, 3.88%,
2/15/2027 |
384,000 | 396,449 | |||
Senior Housing Properties Trust 4.75%,
5/1/2024 |
73,000 | 75,412 | |||
Service Properties Trust: | |||||
3.95%,
1/15/2028 |
131,000 | 120,355 | |||
4.35%,
10/1/2024 |
283,000 | 277,320 | |||
4.50%,
6/15/2023 |
264,000 | 264,446 | |||
4.50%,
3/15/2025 |
107,000 | 104,509 | |||
4.65%,
3/15/2024 |
195,000 | 192,531 | |||
4.75%,
10/1/2026 |
172,000 | 167,248 | |||
4.95%,
2/15/2027 |
238,000 | 230,753 | |||
4.95%,
10/1/2029 |
302,000 | 288,682 | |||
5.25%,
2/15/2026 |
68,000 | 67,615 | |||
5.50%,
12/15/2027 |
156,000 | 160,168 | |||
7.50%,
9/15/2025 |
299,000 | 324,113 | |||
Starwood Property Trust, Inc.: | |||||
3.63%, 7/15/2026
(a) |
128,000 | 128,269 | |||
3.75%, 12/31/2024
(a) |
175,000 | 176,899 | |||
4.75%,
3/15/2025 |
110,000 | 115,267 | |||
5.50%, 11/1/2023
(a) |
150,000 | 155,584 | |||
Uniti Group L.P./Uniti Fiber Holdings, Inc./CSL Capital LLC: | |||||
6.00%, 1/15/2030
(a) |
150,000 | 144,380 | |||
7.88%, 2/15/2025
(a) |
894,000 | 932,540 | |||
Uniti Group L.P./Uniti Group Finance, Inc./CSL Capital LLC: | |||||
4.75%, 4/15/2028
(a) |
192,000 | 190,330 | |||
6.50%, 2/15/2029
(a) |
392,000 | 390,510 | |||
VICI Properties L.P./VICI Note Co., Inc.: | |||||
3.50%, 2/15/2025
(a) |
275,000 | 280,395 | |||
4.25%, 12/1/2026
(a) |
433,000 | 450,870 | |||
4.63%, 12/1/2029
(a) |
244,000 | 259,821 |
Security Description | Principal
Amount |
Value | ||||
REIT, 3.75%, 2/15/2027
(a) |
$ 229,000 | $ 236,614 | ||||
REIT, 4.13%, 8/15/2030
(a) |
323,000 | 341,941 | ||||
XHR L.P.: | ||||||
4.88%, 6/1/2029
(a) |
176,000 | 179,332 | ||||
6.38%, 8/15/2025
(a) |
237,000 | 251,628 | ||||
20,407,007 | ||||||
RETAIL — 4.9% | ||||||
1011778 BC ULC/New Red Finance, Inc.: | ||||||
3.50%, 2/15/2029
(a) |
277,000 | 274,219 | ||||
3.88%, 1/15/2028
(a) |
536,000 | 542,695 | ||||
4.00%, 10/15/2030
(a) |
1,001,000 | 988,848 | ||||
4.38%, 1/15/2028
(a) |
340,000 | 347,290 | ||||
5.75%, 4/15/2025
(a) |
248,000 | 257,593 | ||||
99 Escrow Issuer, Inc. 7.50%, 1/15/2026
(a) |
314,000 | 247,112 | ||||
Abercrombie & Fitch Management Co. 8.75%, 7/15/2025
(a) |
312,000 | 336,021 | ||||
Academy, Ltd. 6.00%, 11/15/2027
(a) |
139,000 | 148,452 | ||||
Arko Corp. 5.13%, 11/15/2029
(a) |
280,000 | 270,553 | ||||
Asbury Automotive Group, Inc.: | ||||||
4.50%,
3/1/2028 |
153,000 | 156,276 | ||||
4.63%, 11/15/2029
(a) |
270,000 | 275,527 | ||||
4.75%,
3/1/2030 |
232,000 | 237,248 | ||||
5.00%, 2/15/2032
(a) |
220,000 | 227,286 | ||||
At Home Group, Inc.: | ||||||
4.88%, 7/15/2028
(a) |
104,000 | 102,506 | ||||
7.13%, 7/15/2029
(a) |
240,000 | 237,780 | ||||
Bath & Body Works, Inc.: | ||||||
5.25%,
2/1/2028 |
127,000 | 139,851 | ||||
6.63%, 10/1/2030
(a) |
322,000 | 365,470 | ||||
6.69%,
1/15/2027 |
191,000 | 219,791 | ||||
6.75%,
7/1/2036 |
201,000 | 247,174 | ||||
6.88%,
11/1/2035 |
305,000 | 379,655 | ||||
6.95%,
3/1/2033 |
134,000 | 156,803 | ||||
7.50%, 6/15/2029
(b) |
271,000 | 308,609 | ||||
9.38%, 7/1/2025
(a) |
149,000 | 181,765 | ||||
BCPE Ulysses Intermediate, Inc. 7.75%, 4/1/2027
(a) |
224,000 | 222,320 | ||||
Beacon Roofing Supply, Inc.: | ||||||
4.13%, 5/15/2029
(a) |
141,000 | 140,941 | ||||
4.50%, 11/15/2026
(a)
(b) |
103,000 | 106,678 | ||||
Bed Bath & Beyond, Inc.: | ||||||
3.75%, 8/1/2024
(b) |
150,000 | 151,537 | ||||
5.17%, 8/1/2044
(b) |
257,000 | 213,372 | ||||
Bloomin' Brands, Inc./OSI Restaurant Partners LLC 5.13%, 4/15/2029
(a)
(b) |
107,000 | 108,545 | ||||
BlueLinx Holdings, Inc. 6.00%, 11/15/2029
(a) |
200,000 | 199,732 |
Security Description | Principal
Amount |
Value | |||
Brinker International, Inc.: | |||||
3.88%, 5/15/2023
(b) |
$ 69,000 | $ 70,770 | |||
5.00%, 10/1/2024
(a) |
10,000 | 10,672 | |||
Carrols Restaurant Group, Inc. 5.88%, 7/1/2029
(a)
(b) |
93,000 | 83,585 | |||
Carvana Co.: | |||||
4.88%, 9/1/2029
(a) |
351,000 | 335,524 | |||
5.50%, 4/15/2027
(a) |
238,000 | 235,137 | |||
5.63%, 10/1/2025
(a) |
171,000 | 171,217 | |||
5.88%, 10/1/2028
(a) |
207,000 | 207,201 | |||
CEC Entertainment LLC 6.75%, 5/1/2026
(a) |
323,000 | 317,092 | |||
Dave & Buster's, Inc. 7.63%, 11/1/2025
(a) |
307,000 | 328,014 | |||
eG Global Finance PLC: | |||||
6.75%, 2/7/2025
(a) |
257,000 | 259,873 | |||
8.50%, 10/30/2025
(a) |
279,000 | 290,698 | |||
Ferrellgas L.P./Ferrellgas Finance Corp.: | |||||
5.38%, 4/1/2026
(a) |
411,000 | 399,180 | |||
5.88%, 4/1/2029
(a) |
404,000 | 390,712 | |||
FirstCash, Inc.: | |||||
4.63%, 9/1/2028
(a) |
149,000 | 148,914 | |||
5.63%, 1/1/2030
(a) |
145,000 | 147,883 | |||
Foot Locker, Inc. 4.00%, 10/1/2029
(a)
(b) |
125,000 | 125,138 | |||
Foundation Building Materials, Inc. 6.00%, 3/1/2029
(a) |
112,000 | 109,819 | |||
Gap, Inc.: | |||||
3.63%, 10/1/2029
(a) |
343,000 | 339,241 | |||
3.88%, 10/1/2031
(a) |
238,000 | 235,189 | |||
Golden Nugget, Inc.: | |||||
6.75%, 10/15/2024
(a) |
410,000 | 410,078 | |||
8.75%, 10/1/2025
(a)
(b) |
192,000 | 199,997 | |||
GPS Hospitality Holding Co. LLC/GPS Finco, Inc. 7.00%, 8/15/2028
(a) |
150,000 | 135,925 | |||
Group 1 Automotive, Inc. 4.00%, 8/15/2028
(a) |
297,000 | 296,661 | |||
Guitar Center, Inc. 8.50%, 1/15/2026
(a) |
195,000 | 208,837 | |||
GYP Holdings III Corp. 4.63%, 5/1/2029
(a) |
121,000 | 121,437 | |||
IRB Holding Corp.: | |||||
6.75%, 2/15/2026
(a) |
147,000 | 150,030 | |||
7.00%, 6/15/2025
(a) |
291,000 | 307,814 | |||
Ken Garff Automotive LLC 4.88%, 9/15/2028
(a) |
138,000 | 138,457 | |||
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC 4.75%, 6/1/2027
(a) |
297,000 | 309,073 | |||
LBM Acquisition LLC 6.25%, 1/15/2029
(a) |
235,000 | 234,083 |
Security Description | Principal
Amount |
Value | |||
LCM Investments Holdings II LLC 4.88%, 5/1/2029
(a) |
$ 194,000 | $ 198,990 | |||
Lithia Motors, Inc.: | |||||
3.88%, 6/1/2029
(a) |
286,000 | 293,419 | |||
4.38%, 1/15/2031
(a) |
120,000 | 128,137 | |||
4.63%, 12/15/2027
(a) |
224,000 | 235,538 | |||
LSF9 Atlantis Holdings LLC/Victra Finance Corp. 7.75%, 2/15/2026
(a) |
374,000 | 377,994 | |||
Macy's Retail Holdings LLC: | |||||
2.88%, 2/15/2023
(b) |
190,000 | 192,337 | |||
3.63%, 6/1/2024
(b) |
61,000 | 62,625 | |||
4.50%,
12/15/2034 |
168,000 | 166,607 | |||
5.13%,
1/15/2042 |
179,000 | 171,282 | |||
5.88%, 4/1/2029
(a)
(b) |
102,000 | 108,616 | |||
Macy's Retail Holdings, Inc. 4.30%,
2/15/2043 |
186,000 | 163,276 | |||
Marks & Spencer PLC 7.13%, 12/1/2037
(a) |
100,000 | 117,520 | |||
Michaels Cos., Inc.: | |||||
5.25%, 5/1/2028
(a) |
318,000 | 317,596 | |||
7.88%, 5/1/2029
(a) |
542,000 | 534,347 | |||
Murphy Oil USA, Inc.: | |||||
3.75%, 2/15/2031
(a) |
147,000 | 146,094 | |||
4.75%,
9/15/2029 |
239,000 | 252,078 | |||
5.63%,
5/1/2027 |
2,000 | 2,077 | |||
NMG Holding Co., Inc./Neiman Marcus Group LLC 7.13%, 4/1/2026
(a) |
369,000 | 391,527 | |||
Nordstrom, Inc.: | |||||
4.00%,
3/15/2027 |
261,000 | 263,367 | |||
4.38%, 4/1/2030
(b) |
232,000 | 234,162 | |||
5.00%, 1/15/2044
(b) |
343,000 | 319,985 | |||
6.95%,
3/15/2028 |
180,000 | 202,828 | |||
Papa John's International, Inc. 3.88%, 9/15/2029
(a) |
100,000 | 99,309 | |||
Park River Holdings, Inc.: | |||||
5.63%, 2/1/2029
(a) |
117,000 | 111,967 | |||
6.75%, 8/1/2029
(a) |
139,000 | 136,444 | |||
Party City Holdings, Inc. 8.75%, 2/15/2026
(a) |
375,000 | 387,139 | |||
Penske Automotive Group, Inc.: | |||||
3.50%,
9/1/2025 |
50,000 | 51,289 | |||
3.75%,
6/15/2029 |
184,000 | 183,211 | |||
PetSmart, Inc./PetSmart Finance Corp.: | |||||
4.75%, 2/15/2028
(a) |
505,000 | 519,150 | |||
7.75%, 2/15/2029
(a) |
369,000 | 402,841 | |||
QVC, Inc.: | |||||
4.38%,
3/15/2023 |
217,000 | 223,757 | |||
4.38%,
9/1/2028 |
159,000 | 158,622 | |||
4.45%,
2/15/2025 |
203,000 | 214,839 | |||
4.85%,
4/1/2024 |
46,000 | 49,091 | |||
5.45%,
8/15/2034 |
326,000 | 322,782 |
Security Description | Principal
Amount |
Value | ||||
5.95%,
3/15/2043 |
$ 137,000 | $ 136,870 | ||||
WI, 4.75%,
2/15/2027 |
305,000 | 313,546 | ||||
Rite Aid Corp.: | ||||||
7.50%, 7/1/2025
(a) |
295,000 | 302,764 | ||||
8.00%, 11/15/2026
(a) |
395,000 | 404,318 | ||||
Sally Holdings LLC/Sally Capital, Inc.: | ||||||
5.63%,
12/1/2025 |
158,000 | 161,406 | ||||
8.75%, 4/30/2025
(a) |
240,000 | 255,802 | ||||
Sizzling Platter LLC/Sizzling Platter Finance Corp. 8.50%, 11/28/2025
(a) |
229,000 | 232,932 | ||||
Sonic Automotive, Inc.: | ||||||
4.63%, 11/15/2029
(a) |
190,000 | 191,330 | ||||
4.88%, 11/15/2031
(a) |
90,000 | 90,788 | ||||
Specialty Building Products Holdings LLC/SBP Finance Corp. 6.38%, 9/30/2026
(a) |
222,000 | 232,600 | ||||
SRS Distribution, Inc.: | ||||||
4.63%, 7/1/2028
(a) |
138,000 | 139,137 | ||||
6.00%, 12/1/2029
(a) |
410,000 | 412,452 | ||||
6.13%, 7/1/2029
(a)
(b) |
110,000 | 112,048 | ||||
Staples, Inc.: | ||||||
7.50%, 4/15/2026
(a) |
823,000 | 845,254 | ||||
10.75%, 4/15/2027
(a)
(b) |
356,000 | 335,327 | ||||
Suburban Propane Partners L.P./Suburban Energy Finance Corp.: | ||||||
5.00%, 6/1/2031
(a) |
247,000 | 250,500 | ||||
5.88%,
3/1/2027 |
46,000 | 47,601 | ||||
Superior Plus L.P./Superior General Partner, Inc. 4.50%, 3/15/2029
(a) |
140,000 | 143,587 | ||||
TPro Acquisition Corp. 11.00%, 10/15/2024
(a) |
50,000 | 54,531 | ||||
Victoria's Secret & Co. 4.63%, 7/15/2029
(a) |
140,000 | 142,860 | ||||
Vivo Energy Investments B.V. 5.13%, 9/24/2027
(a) |
162,000 | 169,290 | ||||
White Cap Buyer LLC 6.88%, 10/15/2028
(a) |
192,000 | 200,989 | ||||
White Cap Parent LLC 8.25%, 3/15/2026
(a) |
160,000 | 163,822 | ||||
Yum! Brands, Inc.: | ||||||
3.63%,
3/15/2031 |
373,000 | 371,836 | ||||
4.63%,
1/31/2032 |
410,000 | 435,137 | ||||
4.75%, 1/15/2030
(a) |
227,000 | 245,628 | ||||
5.35%,
11/1/2043 |
114,000 | 126,302 | ||||
6.88%,
11/15/2037 |
144,000 | 182,496 | ||||
7.75%, 4/1/2025
(a) |
264,000 | 278,338 | ||||
29,230,234 | ||||||
SEMICONDUCTORS — 0.3% | ||||||
Amkor Technology, Inc. 6.63%, 9/15/2027
(a) |
332,000 | 351,263 |
Security Description | Principal
Amount |
Value | ||||
ams AG 7.00%, 7/31/2025
(a)
(b) |
$ 370,000 | $ 392,511 | ||||
Entegris, Inc.: | ||||||
3.63%, 5/1/2029
(a) |
201,000 | 203,412 | ||||
4.38%, 4/15/2028
(a) |
160,000 | 165,094 | ||||
ON Semiconductor Corp. 3.88%, 9/1/2028
(a) |
277,000 | 284,163 | ||||
Synaptics, Inc. 4.00%, 6/15/2029
(a)
(b) |
82,000 | 83,713 | ||||
1,480,156 | ||||||
SOFTWARE — 1.9% | ||||||
ACI Worldwide, Inc. 5.75%, 8/15/2026
(a) |
110,000 | 114,996 | ||||
Black Knight InfoServ LLC 3.63%, 9/1/2028
(a) |
338,000 | 337,368 | ||||
Boxer Parent Co., Inc.: | ||||||
7.13%, 10/2/2025
(a) |
373,000 | 391,676 | ||||
9.13%, 3/1/2026
(a) |
114,000 | 119,056 | ||||
Camelot Finance SA 4.50%, 11/1/2026
(a) |
326,000 | 337,961 | ||||
Castle US Holding Corp. 9.50%, 2/15/2028
(a) |
136,000 | 142,100 | ||||
CDK Global, Inc.: | ||||||
4.88%,
6/1/2027 |
239,000 | 248,503 | ||||
5.00%,
10/15/2024 |
114,000 | 124,823 | ||||
5.25%, 5/15/2029
(a) |
308,000 | 326,425 | ||||
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc. 5.75%, 3/1/2025
(a) |
412,000 | 415,959 | ||||
Clarivate Science Holdings Corp.: | ||||||
3.88%, 7/1/2028
(a) |
275,000 | 277,186 | ||||
4.88%, 7/1/2029
(a) |
250,000 | 253,965 | ||||
Consensus Cloud Solutions, Inc.: | ||||||
6.00%, 10/15/2026
(a) |
100,000 | 104,012 | ||||
6.50%, 10/15/2028
(a) |
150,000 | 157,434 | ||||
Dun & Bradstreet Corp.: | ||||||
5.00%, 12/15/2029
(a) |
150,000 | 153,402 | ||||
6.88%, 8/15/2026
(a) |
479,000 | 498,529 | ||||
Elastic NV 4.13%, 7/15/2029
(a) |
220,000 | 217,529 | ||||
Escrow RCN Corp. 11.63%, 4/15/2023
(f) |
3,000 | 218 | ||||
Fair Isaac Corp.: | ||||||
4.00%, 6/15/2028
(a) |
512,000 | 526,085 | ||||
5.25%, 5/15/2026
(a) |
74,000 | 81,288 | ||||
Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl 4.63%, 5/1/2028
(a) |
177,000 | 174,140 | ||||
MicroStrategy, Inc. 6.13%, 6/15/2028
(a)
(b) |
175,000 | 175,763 | ||||
MSCI, Inc.: | ||||||
3.25%, 8/15/2033
(a) |
190,000 | 192,476 |
Security Description | Principal
Amount |
Value | ||||
3.63%, 9/1/2030
(a) |
$ 267,000 | $ 274,059 | ||||
3.63%, 11/1/2031
(a) |
126,000 | 131,070 | ||||
3.88%, 2/15/2031
(a) |
336,000 | 350,744 | ||||
4.00%, 11/15/2029
(a) |
403,000 | 421,296 | ||||
Nuance Communications, Inc. 5.63%,
12/15/2026 |
202,000 | 208,203 | ||||
Open Text Corp.: | ||||||
3.88%, 2/15/2028
(a) |
324,000 | 330,250 | ||||
3.88%, 12/1/2029
(a) |
317,000 | 322,072 | ||||
Open Text Holdings, Inc.: | ||||||
4.13%, 2/15/2030
(a) |
324,000 | 333,195 | ||||
4.13%, 12/1/2031
(a) |
138,000 | 139,659 | ||||
Playtika Holding Corp. 4.25%, 3/15/2029
(a) |
152,000 | 149,042 | ||||
PTC, Inc.: | ||||||
3.63%, 2/15/2025
(a) |
190,000 | 192,860 | ||||
4.00%, 2/15/2028
(a) |
180,000 | 183,215 | ||||
Rackspace Technology Global, Inc.: | ||||||
3.50%, 2/15/2028
(a) |
202,000 | 192,801 | ||||
5.38%, 12/1/2028
(a) |
138,000 | 134,293 | ||||
ROBLOX Corp. 3.88%, 5/1/2030
(a) |
352,000 | 357,044 | ||||
Rocket Software, Inc. 6.50%, 2/15/2029
(a) |
197,000 | 192,292 | ||||
SS&C Technologies, Inc. 5.50%, 9/30/2027
(a) |
588,000 | 615,812 | ||||
Twilio, Inc.: | ||||||
3.63%,
3/15/2029 |
422,000 | 425,228 | ||||
3.88%,
3/15/2031 |
102,000 | 103,005 | ||||
Veritas US, Inc./Veritas Bermuda, Ltd. 7.50%, 9/1/2025
(a) |
652,000 | 676,815 | ||||
Ziff Davis, Inc. 4.63%, 10/15/2030
(a) |
218,000 | 223,923 | ||||
ZoomInfo Technologies LLC/ZoomInfo Finance Corp. 3.88%, 2/1/2029
(a) |
212,000 | 209,526 | ||||
11,537,298 | ||||||
TELECOMMUNICATIONS — 6.9% | ||||||
Altice France Holding SA: | ||||||
6.00%, 2/15/2028
(a) |
428,000 | 409,373 | ||||
10.50%, 5/15/2027
(a) |
566,000 | 608,722 | ||||
Altice France SA: | ||||||
5.13%, 1/15/2029
(a) |
89,000 | 86,854 | ||||
5.13%, 7/15/2029
(a) |
857,000 | 836,029 | ||||
5.50%, 1/15/2028
(a) |
544,000 | 539,278 | ||||
5.50%, 10/15/2029
(a) |
825,000 | 816,750 | ||||
8.13%, 2/1/2027
(a) |
580,000 | 618,448 | ||||
Avaya, Inc. 6.13%, 9/15/2028
(a) |
554,000 | 587,822 | ||||
British Telecommunications PLC: | ||||||
5 year CMT + 2.99%, 4.25%, 11/23/2081
(a)
(c) |
220,000 | 220,609 |
Security Description | Principal
Amount |
Value | |||
5 year CMT + 3.49%, 4.88%, 11/23/2081
(a)
(c) |
$ 205,000 | $ 206,283 | |||
C&W Senior Financing DAC 6.88%, 9/15/2027
(a) |
455,000 | 473,282 | |||
CenturyLink, Inc.: | |||||
5.63%,
4/1/2025 |
232,000 | 245,440 | |||
Series G, 6.88%,
1/15/2028 |
250,000 | 278,043 | |||
Series W, 6.75%,
12/1/2023 |
389,000 | 419,774 | |||
CommScope Technologies LLC: | |||||
5.00%, 3/15/2027
(a)
(b) |
227,000 | 213,882 | |||
6.00%, 6/15/2025
(a) |
626,000 | 626,682 | |||
CommScope, Inc.: | |||||
4.75%, 9/1/2029
(a) |
281,000 | 279,617 | |||
6.00%, 3/1/2026
(a) |
460,000 | 476,583 | |||
7.13%, 7/1/2028
(a) |
506,000 | 499,746 | |||
8.25%, 3/1/2027
(a) |
401,000 | 412,408 | |||
Connect Finco SARL/Connect US Finco LLC 6.75%, 10/1/2026
(a) |
751,000 | 788,760 | |||
Consolidated Communications, Inc.: | |||||
5.00%, 10/1/2028
(a) |
117,000 | 119,390 | |||
6.50%, 10/1/2028
(a) |
339,000 | 359,459 | |||
DKT Finance ApS 9.38%, 6/17/2023
(a) |
226,000 | 228,943 | |||
Embarq Corp. 8.00%,
6/1/2036 |
522,000 | 584,953 | |||
Frontier Communications Holdings LLC: | |||||
5.00%, 5/1/2028
(a) |
585,000 | 603,556 | |||
5.88%, 10/15/2027
(a) |
503,000 | 532,003 | |||
5.88%,
11/1/2029 |
252,000 | 251,609 | |||
6.00%, 1/15/2030
(a) |
350,000 | 351,487 | |||
6.75%, 5/1/2029
(a) |
333,000 | 347,296 | |||
Frontier Florida LLC Series E, 6.86%,
2/1/2028 |
188,000 | 198,915 | |||
Hughes Satellite Systems Corp.: | |||||
5.25%,
8/1/2026 |
215,000 | 235,881 | |||
6.63%, 8/1/2026
(b) |
256,000 | 286,477 | |||
Iliad Holding SASU: | |||||
6.50%, 10/15/2026
(a) |
415,000 | 436,343 | |||
7.00%, 10/15/2028
(a) |
305,000 | 320,945 | |||
Intrado Corp. 8.50%, 10/15/2025
(a)
(b) |
306,000 | 304,669 | |||
Koninklijke KPN NV USD 10 year swap rate + 5.21%, 7.00%, 3/28/2073
(a)
(c) |
261,000 | 274,134 | |||
Level 3 Financing, Inc.: | |||||
3.63%, 1/15/2029
(a) |
262,000 | 250,666 | |||
3.75%, 7/15/2029
(a) |
324,000 | 310,230 | |||
4.25%, 7/1/2028
(a) |
521,000 | 519,187 | |||
4.63%, 9/15/2027
(a) |
402,000 | 410,667 | |||
5.25%,
3/15/2026 |
157,000 | 160,751 |
Security Description | Principal
Amount |
Value | |||
5.38%,
5/1/2025 |
$ 100,000 | $ 102,012 | |||
Ligado Networks LLC 15.50%, 11/1/2023
(a) |
1,481,218 | 1,203,623 | |||
LogMeIn, Inc. 5.50%, 9/1/2027
(a) |
419,000 | 423,450 | |||
Lumen Technologies, Inc.: | |||||
4.00%, 2/15/2027
(a) |
421,000 | 427,121 | |||
5.13%, 12/15/2026
(a) |
538,000 | 559,741 | |||
5.38%, 6/15/2029
(a)
(b) |
261,000 | 262,446 | |||
4.50%, 1/15/2029
(a) |
218,000 | 211,401 | |||
Series P, 7.60%,
9/15/2039 |
316,000 | 339,093 | |||
Series U, 7.65%,
3/15/2042 |
216,000 | 232,537 | |||
Series Y, 7.50%,
4/1/2024 |
303,000 | 331,724 | |||
Millicom International Cellular SA: | |||||
4.50%, 4/27/2031
(a)
(b) |
200,000 | 201,566 | |||
6.25%, 3/25/2029
(a) |
225,000 | 243,216 | |||
6.63%, 10/15/2026
(a) |
90,000 | 94,003 | |||
Nokia Oyj: | |||||
4.38%,
6/12/2027 |
163,000 | 177,069 | |||
6.63%,
5/15/2039 |
81,000 | 112,064 | |||
Plantronics, Inc. 4.75%, 3/1/2029
(a)
(b) |
289,000 | 275,515 | |||
Qwest Corp. 7.25%,
9/15/2025 |
45,000 | 52,499 | |||
Sable International Finance, Ltd. 5.75%, 9/7/2027
(a) |
219,000 | 223,549 | |||
Sprint Capital Corp.: | |||||
6.88%,
11/15/2028 |
818,000 | 1,034,901 | |||
8.75%,
3/15/2032 |
711,000 | 1,066,621 | |||
Sprint Corp.: | |||||
7.13%,
6/15/2024 |
898,000 | 1,008,714 | |||
7.63%,
2/15/2025 |
573,000 | 660,085 | |||
7.63%,
3/1/2026 |
483,000 | 579,165 | |||
7.88%,
9/15/2023 |
1,466,000 | 1,617,555 | |||
Switch, Ltd.: | |||||
3.75%, 9/15/2028
(a) |
199,000 | 200,731 | |||
4.13%, 6/15/2029
(a) |
169,000 | 173,429 | |||
Telecom Italia Capital SA: | |||||
6.00%,
9/30/2034 |
257,000 | 271,806 | |||
6.38%,
11/15/2033 |
378,000 | 407,208 | |||
7.20%,
7/18/2036 |
430,000 | 493,416 | |||
7.72%,
6/4/2038 |
376,000 | 441,947 | |||
Telecom Italia SpA 5.30%, 5/30/2024
(a) |
633,000 | 665,960 | |||
Telesat Canada/Telesat LLC: | |||||
4.88%, 6/1/2027
(a) |
146,000 | 129,238 | |||
5.63%, 12/6/2026
(a) |
193,000 | 181,183 | |||
6.50%, 10/15/2027
(a) |
348,000 | 269,679 | |||
T-Mobile USA, Inc.: | |||||
2.25%,
2/15/2026 |
307,000 | 307,350 | |||
2.25%, 2/15/2026
(a) |
274,000 | 274,847 | |||
2.63%,
4/15/2026 |
421,000 | 424,019 | |||
2.63%,
2/15/2029 |
372,000 | 366,171 | |||
2.88%,
2/15/2031 |
252,000 | 248,795 |
Security Description | Principal
Amount |
Value | ||||
3.38%,
4/15/2029 |
$ 275,000 | $ 280,558 | ||||
3.38%, 4/15/2029
(a) |
314,000 | 320,434 | ||||
3.50%,
4/15/2031 |
486,000 | 505,926 | ||||
3.50%, 4/15/2031
(a) |
394,000 | 408,381 | ||||
4.75%,
2/1/2028 |
837,000 | 881,135 | ||||
5.38%,
4/15/2027 |
162,000 | 168,684 | ||||
Trilogy International South Pacific LLC/TISP Finance, Inc. 8.88%, 5/15/2023
(a)
(b) |
284,320 | 276,382 | ||||
United States Cellular Corp. 6.70%,
12/15/2033 |
183,000 | 221,739 | ||||
Viasat, Inc. 5.63%, 9/15/2025
(a) |
289,000 | 290,546 | ||||
ViaSat, Inc.: | ||||||
5.63%, 4/15/2027
(a) |
255,000 | 262,709 | ||||
6.50%, 7/15/2028
(a) |
231,000 | 231,478 | ||||
Viavi Solutions, Inc. 3.75%, 10/1/2029
(a) |
135,000 | 134,931 | ||||
Vmed O2 UK Financing I PLC: | ||||||
4.25%, 1/31/2031
(a) |
475,000 | 465,495 | ||||
4.75%, 7/15/2031
(a) |
549,000 | 558,141 | ||||
Vodafone Group PLC: | ||||||
5 year USD Swap + 4.87%, 7.00%, 4/4/2079
(c) |
556,000 | 672,009 | ||||
5 year CMT + 2.45%, 3.25%, 6/4/2081
(c) |
355,000 | 348,202 | ||||
5 year CMT + 2.77%, 4.13%, 6/4/2081
(c) |
338,000 | 334,836 | ||||
5 year CMT + 3.07%, 5.13%, 6/4/2081
(c) |
448,000 | 458,658 | ||||
Windstream Escrow LLC/Windstream Escrow Finance Corp. REGS, 7.75%, 8/15/2028
(a)
(b) |
513,000 | 543,098 | ||||
Zayo Group Holdings, Inc.: | ||||||
4.00%, 3/1/2027
(a) |
542,000 | 534,201 | ||||
6.13%, 3/1/2028
(a) |
314,000 | 309,852 | ||||
41,234,790 | ||||||
TEXTILES — 0.0% (d) | ||||||
Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC 7.50%, 5/1/2025
(a) |
240,000 | 221,489 | ||||
TOYS/GAMES/HOBBIES — 0.2% | ||||||
Mattel, Inc.: | ||||||
3.38%, 4/1/2026
(a) |
197,000 | 202,071 | ||||
3.75%, 4/1/2029
(a) |
225,000 | 233,628 | ||||
5.45%,
11/1/2041 |
78,000 | 93,094 | ||||
5.88%, 12/15/2027
(a) |
279,000 | 299,950 | ||||
6.20%,
10/1/2040 |
48,000 | 62,163 | ||||
890,906 |
Security Description | Principal
Amount |
Value | ||||
TRANSPORTATION — 0.3% | ||||||
Altera Infrastructure L.P./Teekay Offshore Finance Corp. 8.50%, 7/15/2023
(a) |
$ 218,000 | $ 117,896 | ||||
Cargo Aircraft Management, Inc. 4.75%, 2/1/2028
(a) |
362,000 | 368,921 | ||||
Carriage Purchaser, Inc. 7.88%, 10/15/2029
(a) |
120,000 | 115,331 | ||||
Danaos Corp. 8.50%, 3/1/2028
(a) |
127,000 | 139,257 | ||||
First Student Bidco, Inc./First Transit Parent, Inc. 4.00%, 7/31/2029
(a) |
200,000 | 194,054 | ||||
Watco Cos. LLC/Watco Finance Corp. 6.50%, 6/15/2027
(a) |
202,000 | 211,280 | ||||
Western Global Airlines LLC 10.38%, 8/15/2025
(a) |
247,000 | 275,032 | ||||
XPO CNW, Inc. 6.70%, 5/1/2034
(b) |
114,000 | 139,934 | ||||
XPO Logistics, Inc. 6.25%, 5/1/2025
(a) |
368,000 | 385,620 | ||||
1,947,325 | ||||||
TRUCKING & LEASING — 0.3% | ||||||
AerCap Global Aviation Trust 3 Month USD LIBOR + 4.30%, 6.50%, 6/15/2045
(a)
(c) |
263,000 | 284,298 | ||||
Fly Leasing, Ltd. 7.00%, 10/15/2024
(a) |
188,000 | 185,725 | ||||
Fortress Transportation & Infrastructure Investors LLC: | ||||||
6.50%, 10/1/2025
(a) |
470,000 | 486,215 | ||||
9.75%, 8/1/2027
(a) |
306,000 | 342,686 | ||||
Fortress Transportation and Infrastructure Investors LLC 5.50%, 5/1/2028
(a) |
328,000 | 334,068 | ||||
1,632,992 | ||||||
WATER — 0.0% (d) | ||||||
Solaris Midstream Holdings LLC 7.63%, 4/1/2026
(a) |
247,000 | 260,012 | ||||
TOTAL CORPORATE BONDS & NOTES (Cost
$579,556,660) |
581,892,918 | |||||
U.S. TREASURY OBLIGATIONS — 0.1% | ||||||
Treasury Notes 1.63%,
5/15/2031 |
500,000 | 507,031 |
Shares | |||
COMMON STOCKS — 0.0% (d) | |||
ENERGY EQUIPMENT & SERVICES — 0.0% (d) | |||
Tapstone Energy Holdings
(f)
(g) |
158 | — |
Security Description | Shares | Value | ||||
Weatherford International PLC
(g) |
2,574 | $ 71,352 | ||||
71,352 | ||||||
OIL, GAS & CONSUMABLE FUELS — 0.0% (d) | ||||||
Ranger Oil Corp. Class A
(g) |
274 | 7,376 | ||||
TOTAL COMMON STOCKS (Cost
$60,194) |
78,728 | |||||
PREFERRED STOCKS — 0.0% (d) | ||||||
ENERGY EQUIPMENT & SERVICES — 0.0% (d) | ||||||
Tapstone Energy Holdings LLC 0.00% (Cost
$854)(f) |
324 | 855 |
Principal
Amount |
|||
SENIOR FLOATING RATE LOANS — 0.0% (d) | |||
ENERGY EQUIPMENT & SERVICES — 0.0% (d) | |||
Tapstone Energy Holdings III, LLC Senior Secured Term Loan, 1 Month USD LIBOR + 4.00% 4.09%, 4/17/2024 (c) (f) (Cost
$121) |
$ 121 | 121 |
Shares | |||
SHORT-TERM INVESTMENTS — 3.8% | |||
State Street Institutional Liquid Reserves Fund, Premier Class 0.04%
(h)
(i) |
4,500,049 | 4,500,499 | |
State Street Navigator Securities Lending Portfolio II
(j)
(k) |
18,499,820 | 18,499,820 | |
TOTAL SHORT-TERM INVESTMENTS (Cost
$23,000,407) |
23,000,319 | ||
TOTAL INVESTMENTS — 101.9% (Cost
$603,124,308) |
605,479,972 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (1.9)%
|
(11,576,875) | ||
NET ASSETS —
100.0% |
$ 593,903,097 |
(a) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 67.9% of net assets as of December 31, 2021, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(b) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(c) | Variable Rate Security - Interest rate shown is rate in effect at December 31, 2021. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(d) | Amount is less than 0.05% of net assets. |
(e) | Security is currently in default and/or issuer is in bankruptcy. |
(f) | Fair valued as determined in good faith by the Trust's Oversight Committee in accordance with policy and procedures approved by the Board of Trustees. Security value is determined based on Level 3 inputs. As of December 31, 2021, total aggregate fair value of the securities is $2,324, representing 0.00% of the Fund's net assets. |
(g) | Non-income producing security. |
(h) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(i) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(j) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(k) | Investment of cash collateral for securities loaned. |
CMT | Constant Maturity Treasury |
GMTN | Global Medium Term Note |
LIBOR | London Interbank Offered Rate |
LP | Limited Partnership |
MTN | Medium Term Note |
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds &
Notes |
$ — | $581,891,570 | $1,348 | $581,892,918 | ||||
U.S. Treasury
Obligations |
— | 507,031 | — | 507,031 | ||||
Common
Stocks |
78,728 | — | — | 78,728 | ||||
Preferred
Stocks |
— | — | 855 | 855 | ||||
Senior Floating Rate
Loans |
— | — | 121 | 121 | ||||
Short-Term
Investments |
23,000,319 | — | — | 23,000,319 | ||||
TOTAL
INVESTMENTS |
$23,079,047 | $582,398,601 | $2,324 | $605,479,972 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
2,298,694 | $ 2,299,383 | $48,892,181 | $46,690,560 | $(406) | $(99) | 4,500,049 | $ 4,500,499 | $ 908 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
24,504,834 | 24,504,834 | 36,464,491 | 42,469,505 | — | — | 18,499,820 | 18,499,820 | 55,957 | ||||||||
Total |
$26,804,217 | $85,356,672 | $89,160,065 | $(406) | $(99) | $23,000,319 | $56,865 |
Security Description | Principal
Amount |
Value | ||||
CORPORATE BONDS & NOTES — 99.0% | ||||||
ADVERTISING — 0.1% | ||||||
Interpublic Group of Cos., Inc.: | ||||||
2.40%,
3/1/2031 |
$ 100,000 | $ 99,991 | ||||
3.38%,
3/1/2041 |
70,000 | 71,715 | ||||
Omnicom Group, Inc. 2.45%,
4/30/2030 |
50,000 | 50,034 | ||||
221,740 | ||||||
AEROSPACE & DEFENSE — 2.0% | ||||||
Boeing Co.: | ||||||
2.20%,
2/4/2026 |
250,000 | 249,960 | ||||
2.25%,
6/15/2026 |
50,000 | 50,282 | ||||
2.60%,
10/30/2025 |
43,000 | 44,108 | ||||
2.75%,
2/1/2026 |
50,000 | 51,502 | ||||
2.80%,
3/1/2027 |
166,000 | 169,262 | ||||
2.95%,
2/1/2030 |
75,000 | 75,951 | ||||
3.10%,
5/1/2026 |
315,000 | 328,400 | ||||
3.63%,
2/1/2031 |
80,000 | 85,357 | ||||
3.75%,
2/1/2050 |
125,000 | 129,526 | ||||
3.85%,
11/1/2048 |
63,000 | 64,901 | ||||
3.90%,
5/1/2049 |
115,000 | 120,475 | ||||
4.88%,
5/1/2025 |
411,000 | 450,074 | ||||
5.04%,
5/1/2027 |
100,000 | 112,931 | ||||
5.15%,
5/1/2030 |
300,000 | 350,028 | ||||
5.71%,
5/1/2040 |
324,000 | 416,340 | ||||
5.81%,
5/1/2050 |
300,000 | 406,116 | ||||
5.88%,
2/15/2040 |
419,000 | 537,791 | ||||
General Dynamics Corp.: | ||||||
1.15%,
6/1/2026 |
35,000 | 34,557 | ||||
1.88%,
8/15/2023 |
50,000 | 50,802 | ||||
2.13%, 8/15/2026
(a) |
100,000 | 102,870 | ||||
3.25%,
4/1/2025 |
225,000 | 238,329 | ||||
3.63%, 4/1/2030
(a) |
100,000 | 111,264 | ||||
L3Harris Technologies, Inc.: | ||||||
3.85%,
6/15/2023 |
83,000 | 86,241 | ||||
3.85%,
12/15/2026 |
150,000 | 163,192 | ||||
4.40%,
6/15/2028 |
100,000 | 112,599 | ||||
4.40%,
6/15/2028 |
150,000 | 168,462 | ||||
Lockheed Martin Corp.: | ||||||
2.80%,
6/15/2050 |
120,000 | 119,808 | ||||
3.80%,
3/1/2045 |
351,000 | 402,088 | ||||
Northrop Grumman Corp.: | ||||||
3.20%,
2/1/2027 |
150,000 | 159,395 | ||||
3.85%,
4/15/2045 |
250,000 | 283,285 | ||||
7.75%, 2/15/2031
(b) |
100,000 | 142,531 | ||||
Raytheon Technologies Corp.: | ||||||
1.90%,
9/1/2031 |
125,000 | 120,548 | ||||
2.38%,
3/15/2032 |
100,000 | 99,962 | ||||
2.82%,
9/1/2051 |
215,000 | 207,810 | ||||
3.03%,
3/15/2052 |
70,000 | 70,330 | ||||
3.20%,
3/15/2024 |
50,000 | 52,046 | ||||
4.15%,
5/15/2045 |
466,000 | 544,684 | ||||
4.50%,
6/1/2042 |
100,000 | 123,611 |
Security Description | Principal
Amount |
Value | ||||
4.63%,
11/16/2048 |
$ 129,000 | $ 165,175 | ||||
4.88%,
10/15/2040 |
104,000 | 131,359 | ||||
Teledyne Technologies, Inc.: | ||||||
0.95%,
4/1/2024 |
125,000 | 123,764 | ||||
1.60%,
4/1/2026 |
50,000 | 49,522 | ||||
7,507,238 | ||||||
AGRICULTURE — 1.4% | ||||||
Altria Group, Inc.: | ||||||
2.45%, 2/4/2032
(a) |
250,000 | 237,330 | ||||
3.70%,
2/4/2051 |
125,000 | 116,547 | ||||
3.88%,
9/16/2046 |
50,000 | 48,462 | ||||
4.45%,
5/6/2050 |
100,000 | 104,095 | ||||
4.50%,
5/2/2043 |
312,000 | 325,366 | ||||
4.80%,
2/14/2029 |
183,000 | 206,675 | ||||
5.80%,
2/14/2039 |
85,000 | 102,328 | ||||
5.95%,
2/14/2049 |
154,000 | 192,882 | ||||
Archer-Daniels-Midland Co.: | ||||||
2.50%,
8/11/2026 |
342,000 | 356,600 | ||||
2.70%,
9/15/2051 |
50,000 | 50,228 | ||||
BAT Capital Corp.: | ||||||
2.26%,
3/25/2028 |
100,000 | 97,554 | ||||
2.79%,
9/6/2024 |
150,000 | 154,570 | ||||
3.56%,
8/15/2027 |
235,000 | 246,679 | ||||
3.73%,
9/25/2040 |
57,000 | 54,715 | ||||
4.70%,
4/2/2027 |
546,000 | 601,654 | ||||
4.91%,
4/2/2030 |
190,000 | 213,742 | ||||
5.28%,
4/2/2050 |
25,000 | 28,374 | ||||
Bunge, Ltd. Finance Corp.: | ||||||
2.75%,
5/14/2031 |
50,000 | 50,763 | ||||
3.75%, 9/25/2027
(a) |
237,000 | 257,946 | ||||
Philip Morris International, Inc.: | ||||||
1.13%,
5/1/2023 |
175,000 | 175,814 | ||||
1.50%,
5/1/2025 |
115,000 | 115,380 | ||||
2.10%,
5/1/2030 |
102,000 | 100,145 | ||||
2.75%,
2/25/2026 |
100,000 | 104,278 | ||||
3.38%,
8/15/2029 |
50,000 | 53,938 | ||||
3.60%,
11/15/2023 |
50,000 | 52,453 | ||||
4.25%,
11/10/2044 |
175,000 | 199,769 | ||||
4.38%,
11/15/2041 |
50,000 | 57,079 | ||||
4.88%,
11/15/2043 |
125,000 | 151,825 | ||||
Reynolds American, Inc.: | ||||||
4.45%,
6/12/2025 |
323,000 | 348,782 | ||||
5.70%,
8/15/2035 |
50,000 | 59,389 | ||||
5.85%,
8/15/2045 |
150,000 | 182,313 | ||||
7.25%,
6/15/2037 |
50,000 | 66,854 | ||||
5,114,529 | ||||||
AIRLINES — 0.4% | ||||||
American Airlines 2016-1 Pass Through Trust Series AA, Class AA, 3.58%,
7/15/2029 |
76,187 | 77,233 |
Security Description | Principal
Amount |
Value | |||
American Airlines 2016-2 Pass Through Trust Series AA, Class AA, 3.20%,
12/15/2029 |
$ 38,225 | $ 38,309 | |||
American Airlines 2016-3 Pass Through Trust Series 2016-3, Class AA, 3.00%,
4/15/2030 |
23,155 | 23,118 | |||
American Airlines 2019-1 Pass Through Trust Series AA, Class AA, 3.15%,
8/15/2033 |
64,310 | 64,955 | |||
Continental Airlines 2012-2 Pass Through Trust Series 2-A, Class A, 4.00%,
4/29/2026 |
15,030 | 15,612 | |||
Delta Air Lines 2020-1 Pass Through Trust Series AA, Class AA, 2.00%,
12/10/2029 |
68,273 | 66,958 | |||
JetBlue 2020-1 Pass Through Trust Series 1A, 4.00%,
5/15/2034 |
224,295 | 240,893 | |||
Southwest Airlines Co.: | |||||
2.63%,
2/10/2030 |
25,000 | 24,998 | |||
5.13%,
6/15/2027 |
117,000 | 133,916 | |||
5.25%,
5/4/2025 |
132,000 | 146,637 | |||
Spirit Airlines Pass Through Trust Series A, Class A, 4.10%,
10/1/2029 |
32,990 | 34,175 | |||
United Airlines 2012-1 Pass Through Trust Series A, Class A, 4.15%,
10/11/2025 |
29,083 | 30,087 | |||
United Airlines 2013-1 Pass Through Trust Series A, Class A, 4.30%,
2/15/2027 |
103,821 | 108,753 | |||
United Airlines 2014-2 Pass Through Trust Series A, Class A, 3.75%,
3/3/2028 |
33,143 | 34,451 | |||
United Airlines 2016-1 Pass Through Trust Series AA, Class AA, 3.10%,
1/7/2030 |
78,894 | 80,840 | |||
United Airlines 2018-1 Pass Through Trust Series AA, Class AA, 3.50%,
9/1/2031 |
85,868 | 89,199 | |||
United Airlines 2019-1 Pass Through Trust Series AA, Class AA, 4.15%,
2/25/2033 |
8,195 | 8,875 | |||
United Airlines 2019-2 Pass Through Trust Series AA, Class AA, 2.70%,
11/1/2033 |
111,334 | 110,425 |
Security Description | Principal
Amount |
Value | ||||
United Airlines 2020-1 Class B Pass Through Trust Series 2020-1, Class B, 4.88%,
7/15/2027 |
$ 152,050 | $ 158,301 | ||||
United Airlines 2020-1 Pass Through Trust Series 20-1, Class A, 5.88%,
4/15/2029 |
94,528 | 103,326 | ||||
1,591,061 | ||||||
APPAREL — 0.3% | ||||||
NIKE, Inc.: | ||||||
2.40%,
3/27/2025 |
25,000 | 25,892 | ||||
3.25%,
3/27/2040 |
90,000 | 97,980 | ||||
3.38%,
3/27/2050 |
105,000 | 118,835 | ||||
PVH Corp. 4.63%,
7/10/2025 |
80,000 | 87,228 | ||||
Ralph Lauren Corp. 2.95%, 6/15/2030
(a) |
275,000 | 286,789 | ||||
Tapestry, Inc. 3.05%,
3/15/2032 |
50,000 | 50,204 | ||||
VF Corp.: | ||||||
2.40%,
4/23/2025 |
300,000 | 308,448 | ||||
2.95%,
4/23/2030 |
30,000 | 31,136 | ||||
1,006,512 | ||||||
AUTO MANUFACTURERS — 1.5% | ||||||
American Honda Finance Corp.: | ||||||
Series MTN, 0.35%,
4/20/2023 |
100,000 | 99,450 | ||||
Series MTN, 0.65%,
9/8/2023 |
90,000 | 89,783 | ||||
Series MTN, 0.75%,
8/9/2024 |
35,000 | 34,628 | ||||
Series MTN, 1.20%,
7/8/2025 |
250,000 | 249,242 | ||||
Series MTN, 2.15%,
9/10/2024 |
21,000 | 21,521 | ||||
Series MTN, 2.35%,
1/8/2027 |
250,000 | 257,295 | ||||
Series MTN, 2.40%,
6/27/2024 |
67,000 | 69,058 | ||||
Series MTN, 2.90%,
2/16/2024 |
100,000 | 103,716 | ||||
General Motors Co.: | ||||||
4.88%,
10/2/2023 |
332,000 | 352,697 | ||||
5.40%,
10/2/2023 |
265,000 | 283,807 | ||||
5.40%,
4/1/2048 |
80,000 | 102,187 | ||||
6.25%,
10/2/2043 |
100,000 | 136,777 | ||||
6.60%,
4/1/2036 |
230,000 | 310,571 | ||||
6.75%,
4/1/2046 |
150,000 | 217,042 | ||||
General Motors Financial Co., Inc.: | ||||||
1.05%,
3/8/2024 |
100,000 | 99,468 | ||||
1.20%,
10/15/2024 |
25,000 | 24,814 | ||||
1.70%,
8/18/2023 |
92,000 | 92,872 | ||||
2.35%,
1/8/2031 |
100,000 | 97,111 | ||||
2.40%,
10/15/2028 |
50,000 | 49,860 | ||||
2.70%,
8/20/2027 |
25,000 | 25,572 | ||||
2.70%,
6/10/2031 |
50,000 | 49,814 | ||||
2.75%,
6/20/2025 |
25,000 | 25,815 |
Security Description | Principal
Amount |
Value | ||||
3.50%,
11/7/2024 |
$ 65,000 | $ 68,300 | ||||
3.60%,
6/21/2030 |
50,000 | 53,310 | ||||
3.70%,
5/9/2023 |
127,000 | 130,815 | ||||
4.00%,
1/15/2025 |
110,000 | 117,224 | ||||
4.25%,
5/15/2023 |
50,000 | 52,055 | ||||
4.35%,
4/9/2025 |
49,000 | 52,793 | ||||
4.35%,
1/17/2027 |
150,000 | 165,219 | ||||
PACCAR Financial Corp.: | ||||||
Series MTN, 0.35%,
2/2/2024 |
80,000 | 78,958 | ||||
Series MTN, 0.90%,
11/8/2024 |
50,000 | 49,659 | ||||
Series MTN, 1.80%,
2/6/2025 |
20,000 | 20,314 | ||||
Series MTN, 1.90%, 2/7/2023
(a) |
105,000 | 106,333 | ||||
Toyota Motor Corp. 3.42%, 7/20/2023
(a) |
100,000 | 104,024 | ||||
Toyota Motor Credit Corp.: | ||||||
0.50%,
6/18/2024 |
100,000 | 98,552 | ||||
0.63%,
9/13/2024 |
40,000 | 39,488 | ||||
1.90%,
9/12/2031 |
50,000 | 48,881 | ||||
Series GMTN, 3.05%,
1/11/2028 |
115,000 | 123,393 | ||||
Series GMTN, 3.45%,
9/20/2023 |
313,000 | 326,819 | ||||
Series MTN, 0.80%,
10/16/2025 |
179,000 | 174,840 | ||||
Series MTN, 1.15%, 8/13/2027
(a) |
60,000 | 58,150 | ||||
Series MTN, 1.35%,
8/25/2023 |
100,000 | 100,920 | ||||
Series MTN, 1.65%,
1/10/2031 |
100,000 | 96,634 | ||||
Series MTN, 1.90%,
4/6/2028 |
100,000 | 100,147 | ||||
Series MTN, 2.00%,
10/7/2024 |
50,000 | 51,164 | ||||
Series MTN, 2.15%, 2/13/2030
(a) |
25,000 | 25,127 | ||||
Series MTN, 2.90%,
3/30/2023 |
155,000 | 159,329 | ||||
Series MTN, 2.90%,
4/17/2024 |
50,000 | 51,993 | ||||
Series MTN, 3.38%,
4/1/2030 |
105,000 | 115,110 | ||||
5,362,651 | ||||||
AUTO PARTS & EQUIPMENT — 0.2% | ||||||
Aptiv PLC 3.10%,
12/1/2051 |
150,000 | 142,932 | ||||
BorgWarner, Inc. 4.38%,
3/15/2045 |
69,000 | 80,313 | ||||
Lear Corp.: | ||||||
3.80%,
9/15/2027 |
50,000 | 54,499 | ||||
4.25%,
5/15/2029 |
236,000 | 260,851 | ||||
Magna International, Inc. 4.15%,
10/1/2025 |
38,000 | 41,311 | ||||
579,906 |
Security Description | Principal
Amount |
Value | ||||
BANKS — 20.2% | ||||||
Australia & New Zealand Banking Group, Ltd. Series MTN, 3.70%,
11/16/2025 |
$ 50,000 | $ 54,304 | ||||
Banco Bilbao Vizcaya Argentaria SA 0.88%,
9/18/2023 |
354,000 | 352,559 | ||||
Banco Santander SA: | ||||||
2.71%,
6/27/2024 |
100,000 | 103,455 | ||||
2.75%,
5/28/2025 |
496,000 | 513,067 | ||||
2.96%,
3/25/2031 |
265,000 | 270,279 | ||||
3.85%,
4/12/2023 |
75,000 | 77,630 | ||||
1 year CMT + 1.60%, 3.23%, 11/22/2032
(c) |
150,000 | 150,301 | ||||
1 year CMT + 0.45%, 0.70%, 6/30/2024
(c) |
150,000 | 149,110 | ||||
Bank of America Corp.: | ||||||
6.11%,
1/29/2037 |
350,000 | 471,100 | ||||
7.75%,
5/14/2038 |
150,000 | 235,224 | ||||
3 Month USD LIBOR + 0.81%, 3.37%, 1/23/2026
(c) |
106,000 | 111,585 | ||||
3 Month USD LIBOR + 1.04%, 3.42%, 12/20/2028
(c) |
50,000 | 53,433 | ||||
5 year CMT + 1.20%, 2.48%, 9/21/2036
(c) |
100,000 | 96,786 | ||||
SOFR + 0.65%, 1.53%, 12/6/2025
(c) |
100,000 | 100,255 | ||||
SOFR + 0.69%, 0.98%, 4/22/2025
(a)
(c) |
100,000 | 99,195 | ||||
SOFR + 0.96%, 1.73%, 7/22/2027
(c) |
140,000 | 138,943 | ||||
SOFR + 1.21%, 2.57%, 10/20/2032
(c) |
200,000 | 200,968 | ||||
SOFR + 1.22%, 2.30%, 7/21/2032
(c) |
175,000 | 171,855 | ||||
SOFR + 1.32%, 2.69%, 4/22/2032
(c) |
100,000 | 101,575 | ||||
SOFR + 1.56%, 2.97%, 7/21/2052
(c) |
333,000 | 334,412 | ||||
SOFR + 1.58%, 3.31%, 4/22/2042
(c) |
531,000 | 558,012 | ||||
SOFR + 2.15%, 2.59%, 4/29/2031
(c) |
122,000 | 123,183 | ||||
Series GMTN, 3.50%,
4/19/2026 |
150,000 | 161,620 | ||||
Series MTN, 3.88%,
8/1/2025 |
75,000 | 81,392 | ||||
Series MTN, 4.00%,
4/1/2024 |
336,000 | 357,151 | ||||
Series MTN, 4.00%,
1/22/2025 |
508,000 | 543,240 | ||||
Series MTN, 4.20%,
8/26/2024 |
115,000 | 123,229 | ||||
Series MTN, 4.45%,
3/3/2026 |
250,000 | 275,482 | ||||
Series MTN, 5.00%,
1/21/2044 |
513,000 | 674,133 | ||||
Series MTN, 5.88%,
2/7/2042 |
150,000 | 212,478 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 3 Month USD LIBOR + 0.64%, 2.02%, 2/13/2026
(c) |
$ 25,000 | $ 25,331 | |||
Series MTN, 3 Month USD LIBOR + 0.87%, 2.46%, 10/22/2025
(c) |
25,000 | 25,673 | |||
Series MTN, 3 Month USD LIBOR + 0.94%, 3.86%, 7/23/2024
(c) |
492,000 | 512,694 | |||
Series MTN, 3 Month USD LIBOR + 0.97%, 3.46%, 3/15/2025
(c) |
304,000 | 317,984 | |||
Series MTN, 3 Month USD LIBOR + 0.99%, 2.50%, 2/13/2031
(c) |
125,000 | 125,453 | |||
Series MTN, 3 Month USD LIBOR + 1.07%, 3.97%, 3/5/2029
(c) |
313,000 | 342,722 | |||
Series MTN, 3 Month USD LIBOR + 1.19%, 2.88%, 10/22/2030
(c) |
125,000 | 129,011 | |||
Series MTN, 3 Month USD LIBOR + 1.21%, 3.97%, 2/7/2030
(c) |
100,000 | 110,292 | |||
Series MTN, 3 Month USD LIBOR + 1.31%, 4.27%, 7/23/2029
(c) |
50,000 | 55,739 | |||
Series MTN, 3 Month USD LIBOR + 1.52%, 4.33%, 3/15/2050
(c) |
175,000 | 216,639 | |||
Series MTN, 3 Month USD LIBOR + 1.58%, 3.82%, 1/20/2028
(c) |
500,000 | 541,825 | |||
Series MTN, 3 Month USD LIBOR + 1.99%, 4.44%, 1/20/2048
(c) |
125,000 | 155,196 | |||
Series MTN, 3 Month USD LIBOR + 3.15%, 4.08%, 3/20/2051
(c) |
150,000 | 180,282 | |||
Series MTN, SOFR + 0.41%, 0.52%, 6/14/2024
(c) |
102,000 | 101,309 | |||
Series MTN, SOFR + 0.74%, 0.81%, 10/24/2024
(c) |
75,000 | 74,492 | |||
Series MTN, SOFR + 1.01%, 1.20%, 10/24/2026
(c) |
150,000 | 147,058 | |||
Series MTN, SOFR + 1.06%, 2.09%, 6/14/2029
(a)
(c) |
250,000 | 248,540 | |||
Series MTN, SOFR + 1.15%, 1.32%, 6/19/2026
(c) |
183,000 | 181,095 | |||
Series MTN, SOFR + 1.37%, 1.92%, 10/24/2031
(c) |
125,000 | 119,798 | |||
Series MTN, SOFR + 1.93%, 2.68%, 6/19/2041
(c) |
100,000 | 96,137 | |||
Series N, SOFR + 0.91%, 1.66%, 3/11/2027
(c) |
454,000 | 450,817 | |||
Series N, SOFR + 1.22%, 2.65%, 3/11/2032
(a)
(c) |
238,000 | 241,046 |
Security Description | Principal
Amount |
Value | |||
Bank of Montreal: | |||||
0.45%,
12/8/2023 |
$ 70,000 | $ 69,327 | |||
USD 5 Year Swap Rate + 1.43%, 3.80%, 12/15/2032
(c) |
55,000 | 58,895 | |||
Series MTN, 0.63%,
7/9/2024 |
265,000 | 261,359 | |||
Bank of New York Mellon Corp Series MTN, 1.80%,
7/28/2031 |
100,000 | 97,700 | |||
Bank of New York Mellon Corp.: | |||||
Series 0012, 3.65%,
2/4/2024 |
75,000 | 78,990 | |||
Series J, 0.85%,
10/25/2024 |
250,000 | 248,137 | |||
Series MTN, 0.50%,
4/26/2024 |
100,000 | 98,827 | |||
Series MTN, 1.05%,
10/15/2026 |
75,000 | 73,283 | |||
Series MTN, 1.65%,
7/14/2028 |
100,000 | 99,283 | |||
Series MTN, 3 Month USD LIBOR + 1.07%, 3.44%, 2/7/2028
(c) |
306,000 | 330,327 | |||
Bank of Nova Scotia: | |||||
0.65%,
7/31/2024 |
220,000 | 217,004 | |||
0.70%,
4/15/2024 |
50,000 | 49,522 | |||
1.30%,
6/11/2025 |
117,000 | 116,421 | |||
1.30%,
9/15/2026 |
50,000 | 49,114 | |||
1.35%, 6/24/2026
(a) |
100,000 | 98,884 | |||
2.15%,
8/1/2031 |
100,000 | 99,166 | |||
3.40%,
2/11/2024 |
100,000 | 104,848 | |||
BankUnited, Inc. 5.13%,
6/11/2030 |
100,000 | 113,736 | |||
Barclays PLC: | |||||
3.65%,
3/16/2025 |
183,000 | 193,493 | |||
5.20%,
5/12/2026 |
621,000 | 694,874 | |||
1 year CMT + 0.80%, 1.01%, 12/10/2024
(c) |
150,000 | 148,896 | |||
1 year CMT + 1.30%, 2.89%, 11/24/2032
(c) |
150,000 | 150,748 | |||
1 year CMT + 1.30%, 3.33%, 11/24/2042
(c) |
150,000 | 152,332 | |||
1 year CMT + 1.70%, 3.81%, 3/10/2042
(c) |
250,000 | 265,467 | |||
3 Month USD LIBOR + 1.36%, 4.34%, 5/16/2024
(c) |
224,000 | 233,307 | |||
3 Month USD LIBOR + 1.90%, 4.97%, 5/16/2029
(c) |
50,000 | 57,214 | |||
5 year CMT +2.90%, 3.56%, 9/23/2035
(c) |
90,000 | 92,152 | |||
Canadian Imperial Bank of Commerce: | |||||
0.45%,
6/22/2023 |
75,000 | 74,486 | |||
0.95%,
6/23/2023 |
260,000 | 260,208 | |||
1.00%,
10/18/2024 |
75,000 | 74,324 | |||
1.25%,
6/22/2026 |
100,000 | 97,536 | |||
2.25%,
1/28/2025 |
50,000 | 51,147 | |||
3.10%,
4/2/2024 |
25,000 | 26,080 |
Security Description | Principal
Amount |
Value | |||
Citigroup, Inc.: | |||||
3.20%,
10/21/2026 |
$ 918,000 | $ 973,062 | |||
3.70%,
1/12/2026 |
50,000 | 54,056 | |||
3.88%,
3/26/2025 |
83,000 | 88,481 | |||
4.13%,
7/25/2028 |
499,000 | 548,471 | |||
4.45%,
9/29/2027 |
200,000 | 223,002 | |||
4.60%,
3/9/2026 |
142,000 | 156,795 | |||
6.13%,
8/25/2036 |
150,000 | 204,189 | |||
6.68%,
9/13/2043 |
423,000 | 636,069 | |||
8.13%,
7/15/2039 |
115,000 | 195,122 | |||
3 Month USD LIBOR + 1.02%, 4.04%, 6/1/2024
(c) |
315,000 | 328,545 | |||
3 Month USD LIBOR + 1.15%, 3.52%, 10/27/2028
(c) |
324,000 | 347,422 | |||
3 Month USD LIBOR + 1.39%, 3.67%, 7/24/2028
(c) |
924,000 | 996,589 | |||
SOFR + 0.53%, 1.28%, 11/3/2025
(a)
(c) |
30,000 | 29,937 | |||
SOFR + 0.67%, 0.98%, 5/1/2025
(c) |
100,000 | 99,282 | |||
SOFR + 0.77%, 1.46%, 6/9/2027
(a)
(c) |
150,000 | 147,262 | |||
SOFR + 1.17%, 2.56%, 5/1/2032
(c) |
55,000 | 55,314 | |||
SOFR + 1.18%, 2.52%, 11/3/2032
(a)
(c) |
70,000 | 70,024 | |||
SOFR + 1.38%, 2.90%, 11/3/2042
(c) |
50,000 | 49,417 | |||
SOFR + 1.67%, 1.68%, 5/15/2024
(c) |
712,000 | 719,761 | |||
SOFR + 2.84%, 3.11%, 4/8/2026
(c) |
80,000 | 83,874 | |||
Citizens Financial Group, Inc.: | |||||
2.64%,
9/30/2032 |
50,000 | 49,555 | |||
2.85%,
7/27/2026 |
165,000 | 172,026 | |||
3.25%, 4/30/2030
(a) |
30,000 | 31,800 | |||
Comerica, Inc. 4.00%,
2/1/2029 |
214,000 | 239,353 | |||
Cooperatieve Rabobank UA: | |||||
0.38%,
1/12/2024 |
240,000 | 237,034 | |||
4.38%,
8/4/2025 |
80,000 | 86,798 | |||
5.75%,
12/1/2043 |
250,000 | 348,595 | |||
Series BKNT, 3.75%,
7/21/2026 |
100,000 | 107,637 | |||
Credit Suisse AG: | |||||
0.50%,
2/2/2024 |
255,000 | 251,930 | |||
1.00%,
5/5/2023 |
150,000 | 150,390 | |||
1.25%,
8/7/2026 |
200,000 | 195,028 | |||
2.95%,
4/9/2025 |
100,000 | 104,723 | |||
Series FXD, 0.52%,
8/9/2023 |
200,000 | 198,674 | |||
Credit Suisse Group AG: | |||||
3.75%,
3/26/2025 |
50,000 | 53,110 | |||
4.88%,
5/15/2045 |
172,000 | 217,542 | |||
Deutsche Bank AG: | |||||
0.90%,
5/28/2024 |
100,000 | 99,146 | |||
3.95%,
2/27/2023 |
50,000 | 51,572 |
Security Description | Principal
Amount |
Value | |||
SOFR + 1.13%, 1.45%, 4/1/2025
(c) |
$ 150,000 | $ 149,133 | |||
SOFR + 1.22%, 2.31%, 11/16/2027
(c) |
120,000 | 119,975 | |||
SOFR + 1.72%, 3.04%, 5/28/2032
(c) |
100,000 | 100,714 | |||
SOFR + 2.58%, 3.96%, 11/26/2025
(c) |
150,000 | 158,652 | |||
Series E, 0.96%,
11/8/2023 |
100,000 | 99,751 | |||
Discover Bank: | |||||
2.45%,
9/12/2024 |
100,000 | 102,338 | |||
Series BKNT, 3.45%,
7/27/2026 |
125,000 | 132,416 | |||
Fifth Third Bancorp: | |||||
2.55%,
5/5/2027 |
100,000 | 103,384 | |||
SOFR + 0.69%, 1.71%, 11/1/2027
(c) |
105,000 | 103,838 | |||
Fifth Third Bank NA: | |||||
Series BKNT, 3.85%,
3/15/2026 |
110,000 | 118,785 | |||
Series BKNT, 3.95%,
7/28/2025 |
50,000 | 54,414 | |||
First Horizon Bank Series BKNT, 5.75%,
5/1/2030 |
125,000 | 150,015 | |||
First Republic Bank Series BKNT, 4.38%,
8/1/2046 |
75,000 | 90,015 | |||
Goldman Sachs Group, Inc.: | |||||
3.50%,
4/1/2025 |
150,000 | 158,760 | |||
3.50%,
11/16/2026 |
103,000 | 109,841 | |||
3.63%,
1/22/2023 |
359,000 | 369,433 | |||
3.63%,
2/20/2024 |
100,000 | 104,889 | |||
5.95%,
1/15/2027 |
100,000 | 117,917 | |||
6.25%,
2/1/2041 |
75,000 | 108,939 | |||
6.45%,
5/1/2036 |
501,000 | 684,181 | |||
6.75%,
10/1/2037 |
494,000 | 700,452 | |||
3 Month USD LIBOR + 1.30%, 4.22%, 5/1/2029
(c) |
634,000 | 704,532 | |||
3 Month USD LIBOR + 1.43%, 4.41%, 4/23/2039
(c) |
652,000 | 777,588 | |||
SOFR + 0.49%, 0.93%, 10/21/2024
(c) |
155,000 | 154,340 | |||
SOFR + 0.51%, 0.66%, 9/10/2024
(c) |
150,000 | 148,833 | |||
SOFR + 0.57%, 0.67%, 3/8/2024
(c) |
215,000 | 214,134 | |||
SOFR + 0.80%, 1.43%, 3/9/2027
(c) |
314,000 | 307,547 | |||
SOFR + 0.82%, 1.54%, 9/10/2027
(c) |
100,000 | 98,029 | |||
SOFR + 0.91%, 1.95%, 10/21/2027
(c) |
145,000 | 144,519 | |||
SOFR + 1.26%, 2.65%, 10/21/2032
(c) |
60,000 | 60,398 | |||
SOFR + 1.28%, 2.62%, 4/22/2032
(c) |
70,000 | 70,356 | |||
SOFR + 1.47%, 2.91%, 7/21/2042
(c) |
175,000 | 173,931 |
Security Description | Principal
Amount |
Value | |||
SOFR + 1.51%, 3.21%, 4/22/2042
(c) |
$ 129,000 | $ 133,555 | |||
3 Month USD LIBOR + 1.20%, 3.27%, 9/29/2025
(c) |
155,000 | 162,590 | |||
SOFR + 1.25%, 2.38%, 7/21/2032
(c) |
130,000 | 128,012 | |||
Series FXD, 0.48%,
1/27/2023 |
294,000 | 293,191 | |||
HSBC Holdings PLC: | |||||
3.90%,
5/25/2026 |
354,000 | 382,391 | |||
4.25%,
3/14/2024 |
100,000 | 105,644 | |||
4.30%,
3/8/2026 |
100,000 | 109,447 | |||
6.10%,
1/14/2042 |
100,000 | 143,220 | |||
6.50%,
5/2/2036 |
518,000 | 704,573 | |||
6.50%,
9/15/2037 |
125,000 | 172,207 | |||
6.80%,
6/1/2038 |
220,000 | 313,080 | |||
7.63%,
5/17/2032 |
315,000 | 434,788 | |||
3 Month USD LIBOR + 0.99%, 3.95%, 5/18/2024
(c) |
100,000 | 103,747 | |||
3 Month USD LIBOR + 1.35%, 4.29%, 9/12/2026
(c) |
100,000 | 107,984 | |||
SOFR + 0.58%, 1.16%, 11/22/2024
(c) |
50,000 | 49,853 | |||
SOFR + 1.19%, 2.80%, 5/24/2032
(c) |
150,000 | 150,733 | |||
SOFR + 1.29%, 1.59%, 5/24/2027
(c) |
150,000 | 146,560 | |||
SOFR + 1.29%, 2.21%, 8/17/2029
(c) |
150,000 | 147,138 | |||
SOFR + 1.41%, 2.87%, 11/22/2032
(c) |
150,000 | 151,365 | |||
SOFR + 1.73%, 2.01%, 9/22/2028
(c) |
458,000 | 448,423 | |||
SOFR + 1.93%, 2.10%, 6/4/2026
(c) |
404,000 | 406,485 | |||
Huntington Bancshares, Inc.: | |||||
2.63%,
8/6/2024 |
284,000 | 292,665 | |||
5 year CMT + 1.17%, 2.49%, 8/15/2036
(b)
(c) |
50,000 | 47,897 | |||
ING Groep NV: | |||||
3.95%,
3/29/2027 |
284,000 | 311,324 | |||
4.05%,
4/9/2029 |
100,000 | 111,666 | |||
4.55%,
10/2/2028 |
50,000 | 57,367 | |||
JPMorgan Chase & Co.: | |||||
2.97%,
1/15/2023 |
114,000 | 116,717 | |||
3.38%,
5/1/2023 |
632,000 | 652,230 | |||
3.63%,
12/1/2027 |
543,000 | 585,392 | |||
3.88%,
9/10/2024 |
168,000 | 178,792 | |||
4.13%,
12/15/2026 |
139,000 | 153,330 | |||
4.85%,
2/1/2044 |
100,000 | 130,965 | |||
5.40%,
1/6/2042 |
100,000 | 136,011 | |||
6.40%,
5/15/2038 |
217,000 | 315,969 | |||
7.63%,
10/15/2026 |
175,000 | 220,341 | |||
7.75%,
7/15/2025 |
150,000 | 180,738 | |||
8.00%,
4/29/2027 |
250,000 | 323,672 | |||
3 Month USD LIBOR + 0.73%, 3.56%, 4/23/2024
(c) |
190,000 | 196,247 |
Security Description | Principal
Amount |
Value | |||
3 Month USD LIBOR + 0.89%, 3.80%, 7/23/2024
(c) |
$ 250,000 | $ 260,552 | |||
3 Month USD LIBOR + 1.16%, 3.22%, 3/1/2025
(c) |
299,000 | 311,047 | |||
3 Month USD LIBOR + 1.26%, 4.20%, 7/23/2029
(c) |
451,000 | 503,695 | |||
3 Month USD LIBOR + 1.33%, 4.45%, 12/5/2029
(c) |
401,000 | 455,079 | |||
3 Month USD LIBOR + 1.38%, 3.54%, 5/1/2028
(c) |
228,000 | 245,371 | |||
3 Month USD LIBOR + 1.46%, 4.03%, 7/24/2048
(c) |
100,000 | 118,194 | |||
3 Month USD LIBOR + 1.58%, 4.26%, 2/22/2048
(c) |
225,000 | 274,160 | |||
SOFR + 0.60%, 0.65%, 9/16/2024
(c) |
85,000 | 84,562 | |||
SOFR + 0.61%, 1.56%, 12/10/2025
(a)
(c) |
200,000 | 200,356 | |||
SOFR + 0.77%, 1.47%, 9/22/2027
(c) |
513,000 | 502,856 | |||
SOFR + 0.80%, 1.05%, 11/19/2026
(c) |
101,000 | 98,387 | |||
SOFR + 0.89%, 1.58%, 4/22/2027
(c) |
65,000 | 64,242 | |||
SOFR + 1.02%, 2.07%, 6/1/2029
(c) |
324,000 | 321,298 | |||
SOFR + 1.16%, 2.30%, 10/15/2025
(c) |
311,000 | 317,910 | |||
SOFR + 1.18%, 2.55%, 11/8/2032
(c) |
125,000 | 125,846 | |||
SOFR + 1.25%, 2.58%, 4/22/2032
(c) |
75,000 | 75,935 | |||
SOFR + 1.46%, 3.16%, 4/22/2042
(c) |
100,000 | 104,125 | |||
SOFR + 1.51%, 2.53%, 11/19/2041
(c) |
409,000 | 389,282 | |||
SOFR + 1.58%, 3.33%, 4/22/2052
(c) |
215,000 | 231,815 | |||
SOFR + 1.59%, 2.01%, 3/13/2026
(c) |
100,000 | 101,240 | |||
SOFR + 1.85%, 2.08%, 4/22/2026
(c) |
300,000 | 304,560 | |||
SOFR + 1.89%, 2.18%, 6/1/2028
(c) |
299,000 | 301,036 | |||
SOFR + 2.44%, 3.11%, 4/22/2051
(c) |
150,000 | 154,770 | |||
SOFR + 2.46%, 3.11%, 4/22/2041
(c) |
110,000 | 113,999 | |||
KeyBank NA: | |||||
Series BKNT, 3.38%,
3/7/2023 |
75,000 | 77,258 | |||
Series BKNT, 3.90%,
4/13/2029 |
100,000 | 110,096 | |||
KeyCorp.: | |||||
Series MTN, 2.25%,
4/6/2027 |
100,000 | 101,680 | |||
Series MTN, 2.55%,
10/1/2029 |
107,000 | 109,503 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 4.15%,
10/29/2025 |
$ 115,000 | $ 125,824 | |||
Lloyds Banking Group PLC: | |||||
3.90%,
3/12/2024 |
75,000 | 79,169 | |||
4.05%,
8/16/2023 |
50,000 | 52,371 | |||
4.38%,
3/22/2028 |
458,000 | 514,998 | |||
4.50%,
11/4/2024 |
165,000 | 177,766 | |||
1 year CMT + 0.85%, 1.63%, 5/11/2027
(c) |
150,000 | 147,529 | |||
1 year CMT + 1.00%, 2.44%, 2/5/2026
(c) |
300,000 | 306,327 | |||
Mitsubishi UFJ Financial Group, Inc.: | |||||
2.05%,
7/17/2030 |
100,000 | 97,169 | |||
2.53%,
9/13/2023 |
150,000 | 153,895 | |||
2.76%,
9/13/2026 |
161,000 | 167,174 | |||
3.20%,
7/18/2029 |
350,000 | 369,491 | |||
3.46%,
3/2/2023 |
279,000 | 287,281 | |||
3.68%, 2/22/2027
(a) |
78,000 | 84,838 | |||
3.74%,
3/7/2029 |
100,000 | 109,519 | |||
3.75%,
7/18/2039 |
100,000 | 113,181 | |||
3.96%, 3/2/2028
(a) |
150,000 | 166,305 | |||
4.05%,
9/11/2028 |
50,000 | 55,845 | |||
1 year CMT + 0.45%, 0.96%, 10/11/2025
(c) |
150,000 | 147,936 | |||
1 year CMT + 0.55%, 0.95%, 7/19/2025
(c) |
100,000 | 98,858 | |||
1 year CMT + 0.67%, 1.64%, 10/13/2027
(c) |
150,000 | 147,910 | |||
1 year CMT + 0.75%, 1.54%, 7/20/2027
(c) |
200,000 | 196,590 | |||
Mizuho Financial Group, Inc.: | |||||
3.17%,
9/11/2027 |
225,000 | 237,467 | |||
3 Month USD LIBOR + 0.83%, 2.23%, 5/25/2026
(c) |
150,000 | 151,986 | |||
3 Month USD LIBOR + 1.27%, 4.25%, 9/11/2029
(c) |
75,000 | 83,647 | |||
SOFR - 1.25%, 1.24%, 7/10/2024
(c) |
205,000 | 205,496 | |||
1 year CMT + 0.75%, 1.55%, 7/9/2027
(c) |
150,000 | 147,313 | |||
1 year CMT + 0.90%, 2.26%, 7/9/2032
(a)
(c) |
150,000 | 146,818 | |||
Morgan Stanley: | |||||
4.38%,
1/22/2047 |
95,000 | 119,140 | |||
6.38%,
7/24/2042 |
487,000 | 737,386 | |||
3 Month USD LIBOR + 1.34%, 3.59%, 7/22/2028
(c) |
200,000 | 215,740 | |||
SOFR + 0.53%, 0.79%, 5/30/2025
(c) |
100,000 | 98,680 | |||
SOFR + 0.62%, 0.73%, 4/5/2024
(c) |
195,000 | 194,378 | |||
SOFR + 0.72%, 0.99%, 12/10/2026
(c) |
140,000 | 135,810 | |||
SOFR + 0.88%, 1.59%, 5/4/2027
(c) |
95,000 | 94,026 |
Security Description | Principal
Amount |
Value | |||
SOFR + 1.36%, 2.48%, 9/16/2036
(c) |
$ 581,000 | $ 559,253 | |||
SOFR + 1.49%, 3.22%, 4/22/2042
(c) |
55,000 | 57,683 | |||
SOFR + 1.99%, 2.19%, 4/28/2026
(c) |
150,000 | 152,932 | |||
Series F, 3.88%,
4/29/2024 |
302,000 | 320,419 | |||
Series GMTN, 3.13%,
1/23/2023 |
95,000 | 97,339 | |||
Series GMTN, 3.70%,
10/23/2024 |
251,000 | 267,375 | |||
Series GMTN, 3.75%,
2/25/2023 |
472,000 | 488,312 | |||
Series GMTN, 3.88%,
1/27/2026 |
374,000 | 405,465 | |||
Series GMTN, 3 Month USD LIBOR + 1.63%, 4.43%, 1/23/2030
(c) |
200,000 | 227,746 | |||
Series I, SOFR + 0.75%, 0.86%, 10/21/2025
(c) |
50,000 | 49,317 | |||
Series MTN, 3.13%,
7/27/2026 |
304,000 | 322,280 | |||
Series MTN, SOFR + 0.46%, 0.53%, 1/25/2024
(c) |
230,000 | 229,218 | |||
Series MTN, SOFR + 0.51%, 0.79%, 1/22/2025
(c) |
100,000 | 99,045 | |||
Series MTN, SOFR + 0.56%, 1.16%, 10/21/2025
(c) |
100,000 | 99,126 | |||
Series MTN, SOFR + 0.86%, 1.51%, 7/20/2027
(c) |
100,000 | 98,421 | |||
Series MTN, SOFR + 1.02%, 1.93%, 4/28/2032
(c) |
60,000 | 57,328 | |||
Series MTN, SOFR + 1.03%, 1.79%, 2/13/2032
(c) |
215,000 | 203,736 | |||
Series MTN, SOFR + 1.15%, 2.72%, 7/22/2025
(c) |
316,000 | 325,733 | |||
Series MTN, SOFR + 1.18%, 2.24%, 7/21/2032
(c) |
142,000 | 139,122 | |||
Series MTN, SOFR + 1.20%, 2.51%, 10/20/2032
(c) |
100,000 | 99,903 | |||
Series MTN, SOFR + 1.43%, 2.80%, 1/25/2052
(c) |
50,000 | 49,090 | |||
National Australia Bank, Ltd.: | |||||
3.38%,
1/14/2026 |
115,000 | 123,944 | |||
Series BKNT, 2.50%, 7/12/2026
(a) |
100,000 | 104,268 | |||
National Bank of Canada Series MTN, 1 year CMT + 0.40%, 0.55%, 11/15/2024
(c) |
200,000 | 197,756 | |||
Natwest Group PLC: | |||||
1 year CMT + 0.90%, 1.64%, 6/14/2027
(c) |
200,000 | 196,970 | |||
3 Month USD LIBOR + 1.55%, 4.52%, 6/25/2024
(c) |
504,000 | 527,406 | |||
3 Month USD LIBOR + 1.87%, 4.45%, 5/8/2030
(c) |
200,000 | 225,044 |
Security Description | Principal
Amount |
Value | |||
3 Month USD LIBOR + 1.91%, 5.08%, 1/27/2030
(c) |
$ 200,000 | $ 232,028 | |||
5 year CMT + 2.35%, 3.03%, 11/28/2035
(c) |
100,000 | 98,580 | |||
Northern Trust Corp. 1.95%,
5/1/2030 |
80,000 | 79,275 | |||
PNC Bank NA Series BKNT, 3.25%,
6/1/2025 |
100,000 | 106,271 | |||
PNC Financial Services Group Inc 1.15%,
8/13/2026 |
304,000 | 300,364 | |||
PNC Financial Services Group, Inc.: | |||||
2.20%,
11/1/2024 |
50,000 | 51,317 | |||
3.15%,
5/19/2027 |
116,000 | 124,853 | |||
3.45%,
4/23/2029 |
110,000 | 119,720 | |||
3.90%,
4/29/2024 |
166,000 | 175,729 | |||
SOFR + 0.98%, 2.31%, 4/23/2032
(c) |
65,000 | 65,536 | |||
Regions Financial Corp. 1.80%,
8/12/2028 |
504,000 | 493,487 | |||
Royal Bank of Canada: | |||||
0.65%,
7/29/2024 |
315,000 | 310,713 | |||
0.75%,
10/7/2024 |
100,000 | 98,992 | |||
1.20%,
4/27/2026 |
105,000 | 103,219 | |||
1.40%,
11/2/2026 |
100,000 | 98,633 | |||
Series GMTN, 2.55%,
7/16/2024 |
50,000 | 51,693 | |||
Series GMTN, 3.70%,
10/5/2023 |
160,000 | 167,792 | |||
Series MTN, 0.50%,
10/26/2023 |
105,000 | 104,285 | |||
Series MTN, 2.30%, 11/3/2031
(a) |
100,000 | 100,409 | |||
Santander Holdings USA, Inc.: | |||||
3.24%,
10/5/2026 |
215,000 | 225,430 | |||
3.40%,
1/18/2023 |
75,000 | 76,654 | |||
4.40%,
7/13/2027 |
125,000 | 137,365 | |||
Santander UK Group Holdings PLC: | |||||
3 Month USD LIBOR + 1.08%, 3.37%, 1/5/2024
(c) |
286,000 | 292,212 | |||
3 Month USD LIBOR + 1.40%, 3.82%, 11/3/2028
(c) |
50,000 | 53,645 | |||
3 Month USD LIBOR + 1.57%, 4.80%, 11/15/2024
(c) |
100,000 | 106,150 | |||
SOFR + 0.79%, 1.09%, 3/15/2025
(c) |
150,000 | 148,660 | |||
Santander UK PLC 2.88%,
6/18/2024 |
50,000 | 51,761 | |||
Sumitomo Mitsui Financial Group, Inc.: | |||||
1.40%,
9/17/2026 |
404,000 | 394,534 | |||
1.47%,
7/8/2025 |
504,000 | 501,258 | |||
2.13%,
7/8/2030 |
150,000 | 146,511 | |||
2.22%,
9/17/2031 |
250,000 | 244,880 | |||
2.35%,
1/15/2025 |
150,000 | 153,648 |
Security Description | Principal
Amount |
Value | |||
2.63%, 7/14/2026
(a) |
$ 215,000 | $ 222,964 | |||
3.20%,
9/17/2029 |
75,000 | 78,004 | |||
3.36%,
7/12/2027 |
100,000 | 107,310 | |||
4.31%,
10/16/2028 |
125,000 | 141,458 | |||
SVB Financial Group 1.80%,
10/28/2026 |
200,000 | 199,356 | |||
Toronto-Dominion Bank: | |||||
0.55%,
3/4/2024 |
100,000 | 98,919 | |||
1.25%, 12/13/2024
(a) |
65,000 | 65,049 | |||
Series MTN, 0.25%,
1/6/2023 |
255,000 | 254,220 | |||
Series MTN, 0.30%,
6/2/2023 |
100,000 | 99,400 | |||
Series MTN, 0.45%,
9/11/2023 |
100,000 | 99,336 | |||
Series MTN, 0.70%, 9/10/2024
(a) |
200,000 | 197,610 | |||
Series MTN, 1.15%,
6/12/2025 |
68,000 | 67,480 | |||
Series MTN, 1.25%,
9/10/2026 |
100,000 | 98,276 | |||
Series MTN, 2.00%,
9/10/2031 |
100,000 | 98,548 | |||
Truist Bank: | |||||
Series BKNT, 3.30%, 5/15/2026
(a) |
150,000 | 159,648 | |||
Series BNKT, 3.20%,
4/1/2024 |
100,000 | 104,693 | |||
Truist Financial Corp.: | |||||
Series MTN, 1.13%,
8/3/2027 |
240,000 | 232,274 | |||
Series MTN, 2.50%,
8/1/2024 |
100,000 | 103,278 | |||
Series MTN, 3.70%, 6/5/2025
(a) |
50,000 | 53,741 | |||
Series MTN, 3.75%,
12/6/2023 |
150,000 | 157,662 | |||
Series MTN, SOFR + 0.86%, 1.89%, 6/7/2029
(c) |
329,000 | 323,808 | |||
US Bancorp: | |||||
5 year CMT + 0.95%, 2.49%, 11/3/2036
(c) |
404,000 | 402,857 | |||
Series MTN, 1.38%, 7/22/2030
(a) |
354,000 | 333,486 | |||
Series MTN, 3.60%,
9/11/2024 |
161,000 | 171,050 | |||
Wachovia Corp. 7.57%, 8/1/2026
(d) |
474,000 | 587,400 | |||
Wells Fargo & Co.: | |||||
3.00%,
10/23/2026 |
250,000 | 262,942 | |||
5.38%,
11/2/2043 |
100,000 | 131,346 | |||
SOFR + 2.00%, 2.19%, 4/30/2026
(c) |
65,000 | 66,228 | |||
SOFR + 2.53%, 3.07%, 4/30/2041
(c) |
189,000 | 193,362 | |||
Series GMTN, 4.30%,
7/22/2027 |
304,000 | 339,808 | |||
Series GMTN, 4.90%,
11/17/2045 |
50,000 | 63,021 | |||
Series MTN, 3.55%,
9/29/2025 |
253,000 | 270,143 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 3.75%,
1/24/2024 |
$ 249,000 | $ 261,614 | ||||
Series MTN, 4.15%,
1/24/2029 |
404,000 | 451,716 | ||||
Series MTN, 4.40%,
6/14/2046 |
150,000 | 177,550 | ||||
Series MTN, 4.65%,
11/4/2044 |
687,000 | 832,383 | ||||
Series MTN, 4.75%,
12/7/2046 |
125,000 | 155,477 | ||||
Series MTN, 3 Month USD LIBOR + 1.31%, 3.58%, 5/22/2028
(c) |
50,000 | 53,767 | ||||
Series MTN, SOFR + 1.09%, 2.41%, 10/30/2025
(c) |
174,000 | 178,300 | ||||
Series MTN, SOFR + 1.60%, 1.65%, 6/2/2024
(c) |
571,000 | 575,791 | ||||
Series MTN, SOFR + 2.10%, 2.39%, 6/2/2028
(c) |
140,000 | 142,321 | ||||
Series MTN, SOFR + 4.03%, 4.48%, 4/4/2031
(a)
(c) |
160,000 | 185,522 | ||||
Series MTN, SOFR + 4.50%, 5.01%, 4/4/2051
(c) |
150,000 | 204,997 | ||||
Westpac Banking Corp.: | ||||||
1.02%, 11/18/2024
(a) |
35,000 | 34,871 | ||||
1.95%,
11/20/2028 |
50,000 | 49,811 | ||||
2.15%, 6/3/2031
(a) |
134,000 | 134,169 | ||||
2.35%,
2/19/2025 |
100,000 | 103,240 | ||||
2.65%,
1/16/2030 |
20,000 | 20,825 | ||||
3.30%,
2/26/2024 |
240,000 | 251,914 | ||||
3.35%,
3/8/2027 |
215,000 | 232,144 | ||||
3.40%,
1/25/2028 |
278,000 | 302,714 | ||||
5 year CMT + 1.75%, 2.67%, 11/15/2035
(c) |
140,000 | 136,487 | ||||
73,868,963 | ||||||
BEVERAGES — 2.5% | ||||||
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90%,
2/1/2046 |
510,000 | 646,002 | ||||
Anheuser-Busch InBev Finance, Inc.: | ||||||
3.65%,
2/1/2026 |
225,000 | 242,395 | ||||
4.63%,
2/1/2044 |
290,000 | 350,746 | ||||
4.70%,
2/1/2036 |
100,000 | 120,047 | ||||
Anheuser-Busch InBev Worldwide, Inc.: | ||||||
3.75%,
7/15/2042 |
183,000 | 198,956 | ||||
4.00%,
4/13/2028 |
255,000 | 283,522 | ||||
4.35%,
6/1/2040 |
175,000 | 205,805 | ||||
4.44%,
10/6/2048 |
100,000 | 119,685 | ||||
4.60%,
4/15/2048 |
514,000 | 629,069 | ||||
4.75%,
1/23/2029 |
65,000 | 75,683 | ||||
4.90%,
1/23/2031 |
175,000 | 210,672 | ||||
5.80%,
1/23/2059 |
125,000 | 180,956 | ||||
8.00%,
11/15/2039 |
111,000 | 179,809 |
Security Description | Principal
Amount |
Value | ||||
8.20%,
1/15/2039 |
$ 178,000 | $ 289,544 | ||||
Coca-Cola Co.: | ||||||
1.00%,
3/15/2028 |
250,000 | 240,397 | ||||
1.50%, 3/5/2028
(a) |
50,000 | 49,296 | ||||
1.65%,
6/1/2030 |
160,000 | 155,016 | ||||
2.25%, 1/5/2032
(a) |
319,000 | 324,072 | ||||
2.60%,
6/1/2050 |
50,000 | 49,173 | ||||
2.88%,
5/5/2041 |
100,000 | 103,793 | ||||
3.00%,
3/5/2051 |
65,000 | 68,962 | ||||
Coca-Cola Consolidated, Inc. 3.80%,
11/25/2025 |
75,000 | 80,958 | ||||
Coca-Cola Femsa SAB de CV 1.85%,
9/1/2032 |
158,000 | 149,173 | ||||
Constellation Brands, Inc.: | ||||||
2.25%,
8/1/2031 |
65,000 | 63,533 | ||||
3.20%,
2/15/2023 |
121,000 | 123,776 | ||||
3.60%,
2/15/2028 |
185,000 | 199,728 | ||||
4.50%,
5/9/2047 |
109,000 | 130,210 | ||||
4.65%,
11/15/2028 |
115,000 | 131,931 | ||||
Diageo Capital PLC 2.63%,
4/29/2023 |
119,000 | 121,485 | ||||
Diageo Captial PLC 2.13%, 10/24/2024
(a) |
384,000 | 393,623 | ||||
Fomento Economico Mexicano SAB de CV 3.50%,
1/16/2050 |
512,000 | 537,708 | ||||
Keurig Dr Pepper, Inc.: | ||||||
0.75%,
3/15/2024 |
35,000 | 34,758 | ||||
2.25%,
3/15/2031 |
30,000 | 29,626 | ||||
3.13%,
12/15/2023 |
100,000 | 103,767 | ||||
3.35%,
3/15/2051 |
20,000 | 20,817 | ||||
3.80%,
5/1/2050 |
100,000 | 110,697 | ||||
4.06%,
5/25/2023 |
505,000 | 526,296 | ||||
4.42%,
5/25/2025 |
50,000 | 54,493 | ||||
4.99%,
5/25/2038 |
100,000 | 123,598 | ||||
Molson Coors Beverage Co. 4.20%,
7/15/2046 |
192,000 | 213,151 | ||||
PepsiCo, Inc.: | ||||||
0.40%,
10/7/2023 |
100,000 | 99,619 | ||||
1.40%, 2/25/2031
(a) |
40,000 | 38,195 | ||||
1.95%,
10/21/2031 |
100,000 | 99,979 | ||||
2.63%,
10/21/2041 |
150,000 | 151,575 | ||||
2.75%,
10/21/2051 |
85,000 | 87,519 | ||||
2.88%,
10/15/2049 |
65,000 | 68,145 | ||||
3.00%, 10/15/2027
(a) |
190,000 | 204,180 | ||||
3.38%,
7/29/2049 |
95,000 | 107,149 | ||||
3.45%,
10/6/2046 |
115,000 | 129,882 | ||||
3.60%,
3/1/2024 |
258,000 | 271,764 | ||||
7.00%, 3/1/2029
(a) |
100,000 | 136,251 | ||||
9,267,186 | ||||||
BIOTECHNOLOGY — 1.2% | ||||||
Amgen, Inc.: | ||||||
1.65%,
8/15/2028 |
150,000 | 147,030 | ||||
2.20%,
2/21/2027 |
290,000 | 296,713 | ||||
2.45%,
2/21/2030 |
125,000 | 127,221 |
Security Description | Principal
Amount |
Value | ||||
2.80%,
8/15/2041 |
$ 150,000 | $ 145,106 | ||||
3.00%,
1/15/2052 |
427,000 | 416,287 | ||||
3.15%,
2/21/2040 |
213,000 | 217,978 | ||||
3.38%,
2/21/2050 |
100,000 | 103,870 | ||||
3.63%,
5/22/2024 |
145,000 | 152,815 | ||||
4.66%,
6/15/2051 |
152,000 | 193,502 | ||||
Baxalta, Inc.: | ||||||
4.00%,
6/23/2025 |
310,000 | 333,951 | ||||
5.25%,
6/23/2045 |
100,000 | 132,972 | ||||
Biogen, Inc.: | ||||||
3.15%,
5/1/2050 |
100,000 | 97,454 | ||||
3.25%, 2/15/2051
(b) |
293,000 | 290,381 | ||||
Gilead Sciences, Inc.: | ||||||
1.20%, 10/1/2027
(a) |
95,000 | 91,820 | ||||
2.50%,
9/1/2023 |
100,000 | 102,427 | ||||
3.65%,
3/1/2026 |
75,000 | 80,884 | ||||
4.00%, 9/1/2036
(a) |
82,000 | 94,334 | ||||
4.50%,
2/1/2045 |
264,000 | 322,692 | ||||
5.65%,
12/1/2041 |
260,000 | 357,250 | ||||
Illumina, Inc. 0.55%,
3/23/2023 |
50,000 | 49,751 | ||||
Regeneron Pharmaceuticals, Inc. 1.75%,
9/15/2030 |
110,000 | 104,096 | ||||
Royalty Pharma PLC: | ||||||
0.75%,
9/2/2023 |
125,000 | 124,196 | ||||
1.20%,
9/2/2025 |
85,000 | 83,490 | ||||
2.15%,
9/2/2031 |
55,000 | 52,477 | ||||
2.20%,
9/2/2030 |
20,000 | 19,369 | ||||
3.30%,
9/2/2040 |
80,000 | 79,758 | ||||
3.35%,
9/2/2051 |
60,000 | 57,680 | ||||
3.55%,
9/2/2050 |
80,000 | 79,438 | ||||
4,354,942 | ||||||
BUILDING MATERIALS — 0.5% | ||||||
Carrier Global Corp.: | ||||||
2.24%,
2/15/2025 |
30,000 | 30,736 | ||||
2.72%,
2/15/2030 |
25,000 | 25,541 | ||||
3.38%,
4/5/2040 |
100,000 | 104,308 | ||||
3.58%,
4/5/2050 |
255,000 | 271,266 | ||||
Eagle Materials, Inc. 2.50%,
7/1/2031 |
100,000 | 98,689 | ||||
Fortune Brands Home & Security, Inc. 4.00%,
9/21/2023 |
136,000 | 142,437 | ||||
Johnson Controls International PLC: | ||||||
4.63%,
7/2/2044 |
86,000 | 104,925 | ||||
4.95%, 7/2/2064
(d) |
50,000 | 64,982 | ||||
Johnson Controls International PLC/Tyco Fire & Security Finance SCA 2.00%,
9/16/2031 |
60,000 | 57,950 | ||||
Lennox International, Inc. 1.35%,
8/1/2025 |
55,000 | 54,367 | ||||
Martin Marietta Materials, Inc.: | ||||||
2.40%,
7/15/2031 |
25,000 | 24,836 |
Security Description | Principal
Amount |
Value | ||||
3.50%, 12/15/2027
(a) |
$ 195,000 | $ 210,011 | ||||
Masco Corp.: | ||||||
1.50%,
2/15/2028 |
25,000 | 24,213 | ||||
2.00%,
10/1/2030 |
100,000 | 95,867 | ||||
2.00%,
2/15/2031 |
50,000 | 48,044 | ||||
Owens Corning 3.40%,
8/15/2026 |
100,000 | 105,882 | ||||
Vulcan Materials Co.: | ||||||
3.50%,
6/1/2030 |
100,000 | 107,804 | ||||
3.90%,
4/1/2027 |
50,000 | 54,748 | ||||
4.70%,
3/1/2048 |
75,000 | 94,531 | ||||
1,721,137 | ||||||
CHEMICALS — 1.4% | ||||||
Air Products & Chemicals, Inc. 2.80%,
5/15/2050 |
100,000 | 101,894 | ||||
Celanese US Holdings LLC 3.50%,
5/8/2024 |
45,000 | 47,013 | ||||
Dow Chemical Co.: | ||||||
3.63%,
5/15/2026 |
331,000 | 356,702 | ||||
4.25%,
10/1/2034 |
136,000 | 156,964 | ||||
4.80%,
11/30/2028 |
100,000 | 116,669 | ||||
4.80%,
5/15/2049 |
110,000 | 140,587 | ||||
5.25%,
11/15/2041 |
86,000 | 111,113 | ||||
9.40%,
5/15/2039 |
29,000 | 52,123 | ||||
DuPont de Nemours, Inc.: | ||||||
4.73%, 11/15/2028
(a) |
517,000 | 599,255 | ||||
5.32%,
11/15/2038 |
291,000 | 374,241 | ||||
5.42%,
11/15/2048 |
100,000 | 139,810 | ||||
Eastman Chemical Co. 4.65%,
10/15/2044 |
164,000 | 195,473 | ||||
Ecolab, Inc.: | ||||||
1.65%,
2/1/2027 |
100,000 | 100,508 | ||||
2.13%,
2/1/2032 |
100,000 | 99,217 | ||||
2.70%,
12/15/2051 |
200,000 | 196,972 | ||||
2.75%,
8/18/2055 |
53,000 | 52,077 | ||||
3.25%,
12/1/2027 |
100,000 | 108,398 | ||||
FMC Corp. 3.45%,
10/1/2029 |
115,000 | 122,518 | ||||
Huntsman International LLC 4.50%,
5/1/2029 |
113,000 | 125,494 | ||||
Linde, Inc. 2.00%,
8/10/2050 |
85,000 | 74,168 | ||||
LYB International Finance B.V.: | ||||||
4.00%,
7/15/2023 |
69,000 | 72,094 | ||||
4.88%,
3/15/2044 |
100,000 | 124,235 | ||||
5.25%,
7/15/2043 |
380,000 | 487,924 | ||||
Mosaic Co. 4.88%,
11/15/2041 |
195,000 | 229,382 | ||||
NewMarket Corp. 2.70%,
3/18/2031 |
100,000 | 99,691 | ||||
Nutrien, Ltd. 5.25%,
1/15/2045 |
45,000 | 60,456 | ||||
PPG Industries, Inc. 1.20%,
3/15/2026 |
85,000 | 83,228 |
Security Description | Principal
Amount |
Value | ||||
RPM International, Inc. 4.55%,
3/1/2029 |
$ 115,000 | $ 130,459 | ||||
Sherwin-Williams Co.: | ||||||
2.20%,
3/15/2032 |
125,000 | 123,605 | ||||
2.90%,
3/15/2052 |
95,000 | 92,885 | ||||
3.80%,
8/15/2049 |
125,000 | 141,384 | ||||
4.50%,
6/1/2047 |
50,000 | 62,385 | ||||
Westlake Chemical Corp.: | ||||||
4.38%,
11/15/2047 |
100,000 | 117,815 | ||||
5.00%,
8/15/2046 |
92,000 | 116,409 | ||||
5,213,148 | ||||||
COMMERCIAL SERVICES — 1.2% | ||||||
Automatic Data Processing, Inc.: | ||||||
1.25%,
9/1/2030 |
75,000 | 70,841 | ||||
1.70%,
5/15/2028 |
419,000 | 418,078 | ||||
Block Financial LLC 3.88%,
8/15/2030 |
291,000 | 311,580 | ||||
California Institute of Technology 3.65%, 9/1/2119
(a) |
39,000 | 45,646 | ||||
Emory University Series 2020, 2.97%,
9/1/2050 |
100,000 | 105,506 | ||||
Equifax, Inc.: | ||||||
2.35%,
9/15/2031 |
100,000 | 98,668 | ||||
2.60%,
12/1/2024 |
110,000 | 113,835 | ||||
George Washington University Series 2014, 4.30%,
9/15/2044 |
250,000 | 317,675 | ||||
Georgetown University Series B, 4.32%,
4/1/2049 |
100,000 | 124,332 | ||||
Global Payments, Inc.: | ||||||
1.50%,
11/15/2024 |
25,000 | 25,008 | ||||
2.15%,
1/15/2027 |
100,000 | 100,473 | ||||
2.65%,
2/15/2025 |
150,000 | 154,269 | ||||
2.90%,
5/15/2030 |
45,000 | 45,826 | ||||
2.90%,
11/15/2031 |
50,000 | 50,796 | ||||
4.00%,
6/1/2023 |
50,000 | 51,964 | ||||
4.15%,
8/15/2049 |
100,000 | 114,870 | ||||
GXO Logistics, Inc.: | ||||||
1.65%, 7/15/2026
(b) |
100,000 | 97,872 | ||||
2.65%, 7/15/2031
(b) |
100,000 | 98,629 | ||||
Massachusetts Institute of Technology: | ||||||
Series F, 2.99%, 7/1/2050
(a) |
45,000 | 49,563 | ||||
Series G, 2.29%,
7/1/2051 |
50,000 | 47,805 | ||||
Moody's Corp.: | ||||||
2.00%, 8/19/2031
(a) |
50,000 | 48,702 | ||||
3.10%,
11/29/2061 |
150,000 | 149,098 | ||||
5.25%,
7/15/2044 |
100,000 | 135,218 | ||||
Northwestern University 4.64%,
12/1/2044 |
50,000 | 64,935 | ||||
PayPal Holdings, Inc.: | ||||||
1.65%,
6/1/2025 |
153,000 | 154,890 | ||||
2.40%,
10/1/2024 |
396,000 | 409,769 | ||||
2.85%,
10/1/2029 |
120,000 | 126,412 |
Security Description | Principal
Amount |
Value | ||||
Quanta Services, Inc. 2.90%,
10/1/2030 |
$ 120,000 | $ 122,612 | ||||
S&P Global, Inc. 4.00%, 6/15/2025
(a) |
50,000 | 54,190 | ||||
Trustees of Princeton University 5.70%,
3/1/2039 |
163,000 | 235,238 | ||||
Trustees of the University of Pennsylvania Series 2020, 2.40%,
10/1/2050 |
100,000 | 95,673 | ||||
University of Southern California: | ||||||
2.81%,
10/1/2050 |
100,000 | 101,304 | ||||
5.25%, 10/1/2111
(a) |
85,000 | 140,424 | ||||
Verisk Analytics, Inc.: | ||||||
4.13%,
3/15/2029 |
100,000 | 111,504 | ||||
5.50%,
6/15/2045 |
50,000 | 67,378 | ||||
4,460,583 | ||||||
COMPUTERS — 2.8% | ||||||
Apple, Inc.: | ||||||
0.55%, 8/20/2025
(a) |
200,000 | 195,210 | ||||
0.70%, 2/8/2026
(a) |
100,000 | 97,682 | ||||
1.20%,
2/8/2028 |
200,000 | 194,248 | ||||
1.40%,
8/5/2028 |
200,000 | 195,928 | ||||
1.65%, 2/8/2031
(a) |
100,000 | 97,434 | ||||
1.70%, 8/5/2031
(a) |
200,000 | 195,312 | ||||
2.38%,
2/8/2041 |
250,000 | 242,555 | ||||
2.40%,
8/20/2050 |
55,000 | 51,641 | ||||
2.45%,
8/4/2026 |
556,000 | 580,781 | ||||
2.65%,
5/11/2050 |
100,000 | 98,230 | ||||
2.65%,
2/8/2051 |
100,000 | 98,243 | ||||
2.70%,
8/5/2051 |
300,000 | 297,687 | ||||
2.75%,
1/13/2025 |
75,000 | 78,412 | ||||
2.80%,
2/8/2061 |
100,000 | 98,844 | ||||
2.85%,
5/11/2024 |
75,000 | 78,166 | ||||
2.85%,
8/5/2061 |
200,000 | 201,114 | ||||
2.95%,
9/11/2049 |
100,000 | 103,387 | ||||
3.00%,
2/9/2024 |
251,000 | 261,507 | ||||
3.00%,
6/20/2027 |
90,000 | 96,492 | ||||
3.20%,
5/11/2027 |
443,000 | 477,935 | ||||
3.35%,
2/9/2027 |
165,000 | 179,319 | ||||
3.75%,
11/13/2047 |
118,000 | 138,690 | ||||
3.85%,
5/4/2043 |
150,000 | 177,198 | ||||
4.25%,
2/9/2047 |
225,000 | 282,220 | ||||
4.45%,
5/6/2044 |
250,000 | 319,060 | ||||
CGI, Inc.: | ||||||
1.45%, 9/14/2026
(b) |
40,000 | 39,150 | ||||
2.30%, 9/14/2031
(b) |
25,000 | 24,065 | ||||
Dell International LLC/EMC Corp.: | ||||||
3.38%, 12/15/2041
(b) |
25,000 | 24,753 | ||||
3.45%, 12/15/2051
(b) |
150,000 | 144,021 | ||||
4.00%,
7/15/2024 |
165,000 | 175,202 | ||||
5.30%,
10/1/2029 |
100,000 | 117,469 | ||||
5.85%,
7/15/2025 |
125,000 | 141,786 | ||||
6.02%,
6/15/2026 |
178,000 | 206,257 |
Security Description | Principal
Amount |
Value | ||||
8.10%,
7/15/2036 |
$ 154,000 | $ 235,055 | ||||
8.35%,
7/15/2046 |
23,000 | 38,519 | ||||
DXC Technology Co.: | ||||||
1.80%,
9/15/2026 |
100,000 | 99,034 | ||||
2.38%,
9/15/2028 |
354,000 | 347,019 | ||||
Genpact Luxembourg Sarl 3.38%,
12/1/2024 |
25,000 | 26,339 | ||||
Hewlett Packard Enterprise Co.: | ||||||
1.45%,
4/1/2024 |
50,000 | 50,301 | ||||
6.20%,
10/15/2035 |
319,000 | 418,353 | ||||
HP, Inc.: | ||||||
1.45%, 6/17/2026
(b) |
108,000 | 106,269 | ||||
2.20%,
6/17/2025 |
50,000 | 51,111 | ||||
2.65%, 6/17/2031
(b) |
100,000 | 98,730 | ||||
3.00%, 6/17/2027
(a) |
50,000 | 52,620 | ||||
3.40%, 6/17/2030
(a) |
100,000 | 105,630 | ||||
International Business Machines Corp.: | ||||||
2.85%,
5/15/2040 |
100,000 | 98,434 | ||||
3.00%,
5/15/2024 |
601,000 | 627,738 | ||||
3.50%,
5/15/2029 |
401,000 | 435,626 | ||||
3.63%,
2/12/2024 |
468,000 | 493,192 | ||||
4.25%, 5/15/2049
(a) |
110,000 | 133,417 | ||||
5.60%,
11/30/2039 |
50,000 | 68,316 | ||||
Kyndryl Holdings, Inc.: | ||||||
2.05%, 10/15/2026
(b) |
25,000 | 24,379 | ||||
2.70%, 10/15/2028
(b) |
100,000 | 96,897 | ||||
3.15%, 10/15/2031
(a)
(b) |
100,000 | 96,808 | ||||
4.10%, 10/15/2041
(b) |
50,000 | 48,494 | ||||
Leidos, Inc.: | ||||||
2.30%,
2/15/2031 |
100,000 | 95,987 | ||||
3.63%,
5/15/2025 |
105,000 | 111,473 | ||||
4.38%,
5/15/2030 |
50,000 | 55,777 | ||||
NetApp, Inc. 1.88%,
6/22/2025 |
115,000 | 116,258 | ||||
Western Digital Corp.: | ||||||
2.85%,
2/1/2029 |
200,000 | 201,892 | ||||
3.10%,
2/1/2032 |
55,000 | 55,396 | ||||
10,099,062 | ||||||
COSMETICS/PERSONAL CARE — 0.4% | ||||||
Colgate-Palmolive Co. Series MTN, 4.00%,
8/15/2045 |
110,000 | 138,222 | ||||
Procter & Gamble Co.: | ||||||
2.70%, 2/2/2026
(a) |
212,000 | 224,111 | ||||
2.85%,
8/11/2027 |
240,000 | 256,529 | ||||
3.10%, 8/15/2023
(a) |
75,000 | 77,930 | ||||
Unilever Capital Corp.: | ||||||
0.38%,
9/14/2023 |
100,000 | 99,362 | ||||
1.75%,
8/12/2031 |
100,000 | 97,229 | ||||
2.60%,
5/5/2024 |
150,000 | 155,164 | ||||
5.90%,
11/15/2032 |
153,000 | 205,721 | ||||
Series 30Y, 2.63%,
8/12/2051 |
100,000 | 99,094 | ||||
1,353,362 |
Security Description | Principal
Amount |
Value | ||||
DISTRIBUTION & WHOLESALE — 0.0% (e) | ||||||
WW Grainger, Inc. 1.85%,
2/15/2025 |
$ 179,000 | $ 182,138 | ||||
DIVERSIFIED FINANCIAL SERVICES — 3.5% | ||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust: | ||||||
1.15%,
10/29/2023 |
100,000 | 99,581 | ||||
1.65%,
10/29/2024 |
200,000 | 199,736 | ||||
2.45%,
10/29/2026 |
250,000 | 251,877 | ||||
3.30%,
1/30/2032 |
250,000 | 254,950 | ||||
3.65%,
7/21/2027 |
80,000 | 84,402 | ||||
4.45%,
10/1/2025 |
75,000 | 80,764 | ||||
4.50%,
9/15/2023 |
506,000 | 531,047 | ||||
Series 3NC1, 1.75%,
10/29/2024 |
100,000 | 99,874 | ||||
Air Lease Corp.: | ||||||
0.80%,
8/18/2024 |
191,000 | 187,201 | ||||
1.88%,
8/15/2026 |
50,000 | 49,237 | ||||
2.10%,
9/1/2028 |
35,000 | 33,847 | ||||
3.00%,
9/15/2023 |
68,000 | 69,820 | ||||
3.88%,
7/3/2023 |
50,000 | 51,816 | ||||
4.25%,
9/15/2024 |
143,000 | 152,221 | ||||
Series MTN, 3.00%,
2/1/2030 |
329,000 | 329,809 | ||||
Aircastle, Ltd. 4.40%,
9/25/2023 |
125,000 | 130,944 | ||||
Ally Financial, Inc.: | ||||||
1.45%,
10/2/2023 |
50,000 | 50,174 | ||||
3.05%,
6/5/2023 |
394,000 | 403,842 | ||||
8.00%,
11/1/2031 |
100,000 | 141,492 | ||||
American Express Co.: | ||||||
0.75%,
11/3/2023 |
150,000 | 149,697 | ||||
1.65%,
11/4/2026 |
115,000 | 115,304 | ||||
3.00%,
10/30/2024 |
75,000 | 78,618 | ||||
3.40%,
2/27/2023 |
314,000 | 323,065 | ||||
4.20%,
11/6/2025 |
125,000 | 137,604 | ||||
Ameriprise Financial, Inc. 3.00%,
4/2/2025 |
75,000 | 78,349 | ||||
BGC Partners, Inc. 5.38%,
7/24/2023 |
55,000 | 58,073 | ||||
BlackRock, Inc. 3.25%,
4/30/2029 |
606,000 | 659,758 | ||||
Blackstone Private Credit Fund: | ||||||
1.75%, 9/15/2024
(b) |
80,000 | 78,752 | ||||
2.35%, 11/22/2024
(a)
(b) |
50,000 | 50,008 | ||||
2.63%, 12/15/2026
(b) |
100,000 | 97,577 | ||||
3.25%, 3/15/2027
(b) |
50,000 | 50,062 | ||||
Brookfield Asset Management, Inc. 4.00%,
1/15/2025 |
22,000 | 23,549 | ||||
Brookfield Finance I UK PLC 2.34%,
1/30/2032 |
50,000 | 48,696 | ||||
Brookfield Finance, Inc.: | ||||||
2.72%,
4/15/2031 |
95,000 | 95,912 | ||||
3.50%,
3/30/2051 |
50,000 | 52,712 | ||||
4.00%,
4/1/2024 |
98,000 | 103,507 |
Security Description | Principal
Amount |
Value | |||
4.35%,
4/15/2030 |
$ 125,000 | $ 140,887 | |||
Capital One Financial Corp.: | |||||
3.20%,
2/5/2025 |
43,000 | 45,160 | |||
3.65%,
5/11/2027 |
54,000 | 58,295 | |||
3.90%,
1/29/2024 |
150,000 | 158,002 | |||
4.20%,
10/29/2025 |
411,000 | 446,893 | |||
SOFR + 0.86%, 1.88%, 11/2/2027
(c) |
100,000 | 99,574 | |||
SOFR + 1.27%, 2.62%, 11/2/2032
(c) |
100,000 | 99,587 | |||
SOFR + 1.34%, 2.36%, 7/29/2032
(c) |
225,000 | 213,464 | |||
Cboe Global Markets, Inc. 1.63%,
12/15/2030 |
50,000 | 47,505 | |||
Charles Schwab Corp 3.75%,
4/1/2024 |
43,000 | 45,378 | |||
Charles Schwab Corp.: | |||||
0.75%,
3/18/2024 |
150,000 | 149,325 | |||
1.65%,
3/11/2031 |
180,000 | 172,913 | |||
1.95%, 12/1/2031
(a) |
100,000 | 98,221 | |||
2.00%,
3/20/2028 |
150,000 | 151,798 | |||
3.25%,
5/22/2029 |
115,000 | 123,589 | |||
3.45%,
2/13/2026 |
75,000 | 80,516 | |||
3.55%, 2/1/2024
(a) |
47,000 | 49,353 | |||
CI Financial Corp.: | |||||
3.20%,
12/17/2030 |
251,000 | 257,985 | |||
4.10%,
6/15/2051 |
100,000 | 108,462 | |||
CME Group, Inc. 5.30%,
9/15/2043 |
226,000 | 314,743 | |||
Discover Financial Services 4.50%,
1/30/2026 |
200,000 | 219,048 | |||
Franklin Resources, Inc. 1.60%, 10/30/2030
(a) |
100,000 | 94,391 | |||
Intercontinental Exchange, Inc.: | |||||
0.70%,
6/15/2023 |
70,000 | 69,941 | |||
4.00%,
10/15/2023 |
119,000 | 125,472 | |||
4.25%,
9/21/2048 |
263,000 | 328,387 | |||
Invesco Finance PLC 4.00%,
1/30/2024 |
50,000 | 52,753 | |||
Jefferies Group LLC/Jefferies Group Capital Finance, Inc. 4.15%,
1/23/2030 |
50,000 | 55,508 | |||
Lazard Group LLC 4.50%,
9/19/2028 |
115,000 | 131,389 | |||
Legg Mason, Inc.: | |||||
4.75%,
3/15/2026 |
45,000 | 50,341 | |||
5.63%,
1/15/2044 |
86,000 | 117,695 | |||
Mastercard, Inc.: | |||||
2.00%,
3/3/2025 |
100,000 | 102,498 | |||
2.00%, 11/18/2031
(a) |
100,000 | 99,644 | |||
2.95%,
6/1/2029 |
50,000 | 53,491 | |||
2.95%,
3/15/2051 |
95,000 | 98,950 | |||
3.65%,
6/1/2049 |
182,000 | 210,803 | |||
3.85%,
3/26/2050 |
250,000 | 300,547 | |||
3.95%,
2/26/2048 |
199,000 | 239,775 |
Security Description | Principal
Amount |
Value | ||||
Nasdaq, Inc. 2.50%,
12/21/2040 |
$ 93,000 | $ 86,085 | ||||
Nomura Holdings, Inc.: | ||||||
1.65%,
7/14/2026 |
100,000 | 98,343 | ||||
1.85%,
7/16/2025 |
179,000 | 179,127 | ||||
2.61%,
7/14/2031 |
286,000 | 281,947 | ||||
ORIX Corp. 3.25%,
12/4/2024 |
55,000 | 57,924 | ||||
Synchrony Financial: | ||||||
2.88%,
10/28/2031 |
50,000 | 49,872 | ||||
3.95%,
12/1/2027 |
125,000 | 134,399 | ||||
4.25%,
8/15/2024 |
119,000 | 126,119 | ||||
4.50%,
7/23/2025 |
75,000 | 81,082 | ||||
5.15%,
3/19/2029 |
90,000 | 103,505 | ||||
Visa, Inc.: | ||||||
1.90%,
4/15/2027 |
150,000 | 152,449 | ||||
2.00%,
8/15/2050 |
154,000 | 135,383 | ||||
3.15%,
12/14/2025 |
188,000 | 200,656 | ||||
4.30%,
12/14/2045 |
213,000 | 268,078 | ||||
Western Union Co. 6.20%,
11/17/2036 |
200,000 | 245,678 | ||||
12,816,807 | ||||||
ELECTRIC — 7.5% | ||||||
AEP Texas, Inc.: | ||||||
3.45%,
5/15/2051 |
35,000 | 35,704 | ||||
3.80%,
10/1/2047 |
95,000 | 101,897 | ||||
3.95%,
6/1/2028 |
100,000 | 109,887 | ||||
AEP Transmission Co. LLC: | ||||||
3.15%,
9/15/2049 |
66,000 | 67,416 | ||||
3.80%,
6/15/2049 |
191,000 | 217,623 | ||||
4.00%,
12/1/2046 |
150,000 | 174,273 | ||||
AES Corp.: | ||||||
1.38%,
1/15/2026 |
75,000 | 72,886 | ||||
2.45%,
1/15/2031 |
100,000 | 97,521 | ||||
Alabama Power Co.: | ||||||
3.00%,
3/15/2052 |
100,000 | 100,383 | ||||
3.45%,
10/1/2049 |
250,000 | 266,907 | ||||
Series A, 4.30%,
7/15/2048 |
115,000 | 139,377 | ||||
Ameren Corp.: | ||||||
1.75%,
3/15/2028 |
50,000 | 48,449 | ||||
1.95%,
3/15/2027 |
100,000 | 100,390 | ||||
2.50%,
9/15/2024 |
125,000 | 128,444 | ||||
Arizona Public Service Co.: | ||||||
2.20%,
12/15/2031 |
30,000 | 29,126 | ||||
3.15%,
5/15/2025 |
80,000 | 83,446 | ||||
4.35%,
11/15/2045 |
25,000 | 29,353 | ||||
4.50%,
4/1/2042 |
135,000 | 157,984 | ||||
Atlantic City Electric Co.: | ||||||
2.30%,
3/15/2031 |
50,000 | 50,307 | ||||
4.00%,
10/15/2028 |
25,000 | 27,887 | ||||
Avangrid, Inc. 3.20%,
4/15/2025 |
291,000 | 306,167 | ||||
Baltimore Gas & Electric Co.: | ||||||
2.25%,
6/15/2031 |
200,000 | 200,728 | ||||
4.25%,
9/15/2048 |
69,000 | 83,834 |
Security Description | Principal
Amount |
Value | |||
Berkshire Hathaway Energy Co.: | |||||
3.25%,
4/15/2028 |
$ 160,000 | $ 171,640 | |||
5.95%,
5/15/2037 |
206,000 | 277,694 | |||
6.13%,
4/1/2036 |
354,000 | 483,111 | |||
Black Hills Corp.: | |||||
1.04%,
8/23/2024 |
25,000 | 24,752 | |||
3.88%,
10/15/2049 |
81,000 | 89,677 | |||
4.35%,
5/1/2033 |
110,000 | 124,932 | |||
CenterPoint Energy Houston Electric LLC: | |||||
Series AC, 4.25%,
2/1/2049 |
78,000 | 97,118 | |||
Series AD, 2.90%,
7/1/2050 |
30,000 | 30,325 | |||
CenterPoint Energy, Inc.: | |||||
1.45%,
6/1/2026 |
30,000 | 29,500 | |||
2.50%,
9/1/2024 |
75,000 | 77,113 | |||
2.65%,
6/1/2031 |
20,000 | 20,240 | |||
Cleveland Electric Illuminating Co. 5.95%,
12/15/2036 |
48,000 | 64,674 | |||
CMS Energy Corp. 5 year CMT + 4.12%, 4.75%, 6/1/2050
(c) |
125,000 | 135,654 | |||
Commonwealth Edison Co.: | |||||
3.70%,
8/15/2028 |
287,000 | 315,591 | |||
Series 123, 3.75%,
8/15/2047 |
100,000 | 113,597 | |||
Series 127, 3.20%,
11/15/2049 |
60,000 | 62,585 | |||
Connecticut Light & Power Co.: | |||||
Series A, 0.75%,
12/1/2025 |
50,000 | 48,626 | |||
Series A, 2.05%,
7/1/2031 |
100,000 | 98,898 | |||
Series A, 3.20%,
3/15/2027 |
120,000 | 128,102 | |||
Consolidated Edison Co. of New York, Inc.: | |||||
2.40%,
6/15/2031 |
100,000 | 100,664 | |||
3.60%,
6/15/2061 |
150,000 | 159,322 | |||
5.70%,
6/15/2040 |
320,000 | 422,893 | |||
Series 20B, 3.95%,
4/1/2050 |
167,000 | 191,794 | |||
Series C, 3.00%,
12/1/2060 |
205,000 | 191,808 | |||
Consumers Energy Co.: | |||||
4.05%,
5/15/2048 |
65,000 | 77,902 | |||
4.35%,
4/15/2049 |
86,000 | 108,489 | |||
Dominion Energy South Carolina, Inc.: | |||||
5.10%,
6/1/2065 |
100,000 | 143,899 | |||
Series A, 2.30%,
12/1/2031 |
100,000 | 100,855 | |||
Dominion Energy, Inc.: | |||||
3.07%, 8/15/2024
(d) |
120,000 | 124,345 | |||
4.25%,
6/1/2028 |
150,000 | 167,791 | |||
4.70%,
12/1/2044 |
115,000 | 142,525 | |||
Series B, 3.30%,
4/15/2041 |
65,000 | 67,423 | |||
Series C, 2.25%,
8/15/2031 |
290,000 | 284,067 | |||
Series C, 3.38%,
4/1/2030 |
90,000 | 95,863 | |||
DTE Electric Co.: | |||||
3.70%,
3/15/2045 |
53,000 | 59,061 | |||
Series A, 1.90%,
4/1/2028 |
499,000 | 496,091 | |||
Series A, 4.00%,
4/1/2043 |
83,000 | 97,479 |
Security Description | Principal
Amount |
Value | |||
DTE Energy Co. 2.85%,
10/1/2026 |
$ 100,000 | $ 104,382 | |||
Duke Energy Carolinas LLC: | |||||
2.55%,
4/15/2031 |
25,000 | 25,611 | |||
3.45%, 4/15/2051
(a) |
30,000 | 32,929 | |||
3.75%,
6/1/2045 |
100,000 | 111,847 | |||
3.95%,
11/15/2028 |
235,000 | 261,680 | |||
3.95%,
3/15/2048 |
116,000 | 134,504 | |||
6.05%,
4/15/2038 |
243,000 | 336,672 | |||
6.10%,
6/1/2037 |
125,000 | 170,214 | |||
Duke Energy Corp.: | |||||
2.55%,
6/15/2031 |
50,000 | 49,971 | |||
3.30%,
6/15/2041 |
50,000 | 50,878 | |||
3.40%,
6/15/2029 |
25,000 | 26,612 | |||
3.50%,
6/15/2051 |
112,000 | 116,427 | |||
3.75%,
4/15/2024 |
100,000 | 105,081 | |||
Duke Energy Florida LLC: | |||||
2.40%,
12/15/2031 |
40,000 | 40,501 | |||
2.50%,
12/1/2029 |
25,000 | 25,588 | |||
3.00%,
12/15/2051 |
100,000 | 101,730 | |||
4.20%,
7/15/2048 |
40,000 | 47,870 | |||
6.35%,
9/15/2037 |
100,000 | 143,167 | |||
Duke Energy Indiana LLC Series YYY, 3.25%,
10/1/2049 |
125,000 | 129,331 | |||
Duke Energy Ohio, Inc.: | |||||
3.70%,
6/15/2046 |
110,000 | 120,855 | |||
4.30%,
2/1/2049 |
32,000 | 38,556 | |||
Duke Energy Progress LLC: | |||||
2.00%,
8/15/2031 |
50,000 | 48,884 | |||
2.90%,
8/15/2051 |
50,000 | 50,124 | |||
3.70%,
10/15/2046 |
88,000 | 98,539 | |||
4.20%,
8/15/2045 |
140,000 | 167,521 | |||
Edison International: | |||||
4.13%,
3/15/2028 |
101,000 | 107,279 | |||
5.75%,
6/15/2027 |
100,000 | 114,371 | |||
Emera US Finance L.P.: | |||||
0.83%,
6/15/2024 |
25,000 | 24,517 | |||
2.64%,
6/15/2031 |
35,000 | 34,686 | |||
3.55%,
6/15/2026 |
85,000 | 90,414 | |||
Enel Americas SA 4.00%, 10/25/2026
(a) |
111,000 | 118,598 | |||
Enel Chile SA 4.88%, 6/12/2028
(a) |
264,000 | 291,042 | |||
Entergy Corp.: | |||||
0.90%,
9/15/2025 |
100,000 | 97,066 | |||
2.40%,
6/15/2031 |
150,000 | 148,219 | |||
2.80%,
6/15/2030 |
50,000 | 50,688 | |||
Entergy Louisiana LLC: | |||||
0.62%,
11/17/2023 |
50,000 | 49,609 | |||
0.95%,
10/1/2024 |
140,000 | 138,866 | |||
1.60%,
12/15/2030 |
50,000 | 47,216 | |||
2.35%,
6/15/2032 |
100,000 | 99,544 | |||
2.90%,
3/15/2051 |
55,000 | 53,785 | |||
3.12%,
9/1/2027 |
25,000 | 26,398 |
Security Description | Principal
Amount |
Value | |||
Entergy Mississippi LLC: | |||||
3.50%,
6/1/2051 |
$ 30,000 | $ 33,032 | |||
3.85%,
6/1/2049 |
55,000 | 63,378 | |||
Entergy Texas, Inc.: | |||||
3.55%,
9/30/2049 |
105,000 | 111,305 | |||
4.00%,
3/30/2029 |
25,000 | 27,652 | |||
Evergy Kansas Central, Inc. 3.25%,
9/1/2049 |
25,000 | 26,016 | |||
Evergy Metro, Inc. Series 2019, 4.13%, 4/1/2049
(a) |
100,000 | 119,188 | |||
Evergy, Inc. 2.90%,
9/15/2029 |
175,000 | 179,648 | |||
Eversource Energy: | |||||
2.55%,
3/15/2031 |
100,000 | 100,490 | |||
3.45%,
1/15/2050 |
105,000 | 111,201 | |||
Series U, 1.40%,
8/15/2026 |
100,000 | 98,169 | |||
Exelon Corp.: | |||||
3.40%,
4/15/2026 |
90,000 | 95,976 | |||
3.95%,
6/15/2025 |
90,000 | 96,415 | |||
5.10%,
6/15/2045 |
64,000 | 82,874 | |||
Exelon Generation Co. LLC: | |||||
5.60%,
6/15/2042 |
100,000 | 118,695 | |||
5.75%,
10/1/2041 |
129,000 | 154,360 | |||
6.25%,
10/1/2039 |
100,000 | 125,754 | |||
Florida Power & Light Co.: | |||||
3.15%,
10/1/2049 |
80,000 | 85,697 | |||
4.05%,
10/1/2044 |
150,000 | 179,035 | |||
5.69%,
3/1/2040 |
176,000 | 249,413 | |||
5.95%,
2/1/2038 |
125,000 | 174,730 | |||
Georgia Power Co.: | |||||
4.30%,
3/15/2043 |
157,000 | 178,203 | |||
Series A, 2.10%,
7/30/2023 |
100,000 | 101,831 | |||
Indiana Michigan Power Co.: | |||||
3.25%,
5/1/2051 |
80,000 | 83,114 | |||
4.25%,
8/15/2048 |
80,000 | 95,013 | |||
Interstate Power & Light Co.: | |||||
3.10%,
11/30/2051 |
25,000 | 25,234 | |||
3.25%,
12/1/2024 |
175,000 | 183,685 | |||
4.10%,
9/26/2028 |
110,000 | 122,573 | |||
ITC Holdings Corp.: | |||||
3.25%,
6/30/2026 |
38,000 | 40,199 | |||
3.35%,
11/15/2027 |
50,000 | 53,054 | |||
Kentucky Utilities Co. 5.13%,
11/1/2040 |
150,000 | 192,340 | |||
MidAmerican Energy Co.: | |||||
3.15%,
4/15/2050 |
25,000 | 26,252 | |||
3.95%,
8/1/2047 |
100,000 | 117,359 | |||
4.25%,
7/15/2049 |
125,000 | 154,461 | |||
4.80%,
9/15/2043 |
120,000 | 152,467 | |||
National Rural Utilities Cooperative Finance Corp.: | |||||
0.35%,
2/8/2024 |
50,000 | 49,221 | |||
1.35%,
3/15/2031 |
75,000 | 69,262 | |||
2.95%,
2/7/2024 |
100,000 | 103,605 | |||
3.40%,
11/15/2023 |
106,000 | 110,309 |
Security Description | Principal
Amount |
Value | |||
4.40%,
11/1/2048 |
$ 40,000 | $ 50,050 | |||
3 Month USD LIBOR + 2.91%, 4.75%, 4/30/2043
(c) |
91,000 | 92,875 | |||
Series D, 1.00%,
10/18/2024 |
30,000 | 29,850 | |||
Nevada Power Co. Series CC, 3.70%,
5/1/2029 |
115,000 | 126,498 | |||
NextEra Energy Capital Holdings, Inc.: | |||||
0.65%,
3/1/2023 |
97,000 | 96,799 | |||
1.90%,
6/15/2028 |
115,000 | 114,134 | |||
2.25%,
6/1/2030 |
80,000 | 79,797 | |||
2.75%,
11/1/2029 |
100,000 | 103,132 | |||
3.00%,
1/15/2052 |
200,000 | 200,062 | |||
5 year CMT + 2.55%, 3.80%, 3/15/2082
(c) |
200,000 | 203,182 | |||
Northern States Power Co. 2.60%,
6/1/2051 |
50,000 | 48,175 | |||
NSTAR Electric Co. 3.10%,
6/1/2051 |
30,000 | 31,643 | |||
Oglethorpe Power Corp. 3.75%,
8/1/2050 |
65,000 | 69,677 | |||
Ohio Power Co.: | |||||
Series Q, 1.63%,
1/15/2031 |
35,000 | 32,981 | |||
Series R, 2.90%,
10/1/2051 |
50,000 | 48,611 | |||
Oncor Electric Delivery Co. LLC: | |||||
0.55%,
10/1/2025 |
160,000 | 154,131 | |||
2.70%, 11/15/2051
(b) |
25,000 | 24,341 | |||
2.75%, 5/15/2030
(b) |
40,000 | 41,697 | |||
3.70%,
11/15/2028 |
210,000 | 231,202 | |||
3.80%,
6/1/2049 |
25,000 | 29,083 | |||
Pacific Gas & Electric Co.: | |||||
1.37%,
3/10/2023 |
115,000 | 114,319 | |||
1.70%,
11/15/2023 |
25,000 | 24,987 | |||
2.50%,
2/1/2031 |
110,000 | 104,793 | |||
3.00%,
6/15/2028 |
150,000 | 150,295 | |||
3.25%,
6/1/2031 |
25,000 | 25,114 | |||
3.40%, 8/15/2024
(a) |
50,000 | 51,572 | |||
3.45%,
7/1/2025 |
339,000 | 351,682 | |||
3.85%,
11/15/2023 |
50,000 | 51,412 | |||
3.95%,
12/1/2047 |
50,000 | 48,652 | |||
4.50%,
7/1/2040 |
220,000 | 230,668 | |||
4.75%,
2/15/2044 |
100,000 | 104,330 | |||
4.95%,
7/1/2050 |
262,000 | 286,990 | |||
Pacific Gas and Electric Co. 4.65%,
8/1/2028 |
150,000 | 162,346 | |||
PacifiCorp: | |||||
2.90%,
6/15/2052 |
95,000 | 93,758 | |||
6.00%,
1/15/2039 |
260,000 | 356,619 | |||
6.35%,
7/15/2038 |
85,000 | 119,280 | |||
PECO Energy Co.: | |||||
2.80%,
6/15/2050 |
25,000 | 24,547 | |||
2.85%,
9/15/2051 |
30,000 | 29,925 | |||
3.05%,
3/15/2051 |
30,000 | 30,817 | |||
4.15%,
10/1/2044 |
104,000 | 123,541 | |||
PPL Capital Funding, Inc. 3.10%,
5/15/2026 |
182,000 | 190,891 |
Security Description | Principal
Amount |
Value | |||
PPL Electric Utilities Corp.: | |||||
3.00%,
10/1/2049 |
$ 20,000 | $ 20,510 | |||
4.13%,
6/15/2044 |
100,000 | 117,380 | |||
Progress Energy, Inc. 6.00%,
12/1/2039 |
145,000 | 199,797 | |||
Public Service Co. of Colorado: | |||||
1.88%, 6/15/2031
(a) |
221,000 | 215,418 | |||
4.05%,
9/15/2049 |
94,000 | 112,411 | |||
4.30%,
3/15/2044 |
92,000 | 110,541 | |||
Series 35, 1.90%,
1/15/2031 |
50,000 | 48,862 | |||
Series 36, 2.70%,
1/15/2051 |
25,000 | 24,367 | |||
Public Service Co. of New Hampshire: | |||||
3.60%,
7/1/2049 |
86,000 | 97,324 | |||
Series V, 2.20%,
6/15/2031 |
60,000 | 60,157 | |||
Public Service Co. of Oklahoma Series J, 2.20%, 8/15/2031
(a) |
50,000 | 49,366 | |||
Public Service Electric & Gas Co.: | |||||
Series MTN, 0.95%,
3/15/2026 |
100,000 | 98,061 | |||
Series MTN, 1.90%,
8/15/2031 |
115,000 | 112,640 | |||
Series MTN, 2.05%,
8/1/2050 |
125,000 | 106,379 | |||
Series MTN, 2.70%,
5/1/2050 |
25,000 | 24,248 | |||
Series MTN, 3.15%,
1/1/2050 |
30,000 | 31,570 | |||
Series MTN, 3.20%,
5/15/2029 |
25,000 | 26,946 | |||
Series MTN, 3.25%,
9/1/2023 |
25,000 | 25,898 | |||
Series MTN, 3.65%,
9/1/2028 |
100,000 | 109,979 | |||
Series MTN, 3.80%,
3/1/2046 |
100,000 | 115,851 | |||
Series MTN, 3.85%,
5/1/2049 |
60,000 | 70,265 | |||
Public Service Enterprise Group, Inc.: | |||||
0.84%,
11/8/2023 |
25,000 | 24,902 | |||
2.45%,
11/15/2031 |
100,000 | 99,192 | |||
2.88%,
6/15/2024 |
120,000 | 124,247 | |||
Puget Energy, Inc.: | |||||
2.38%,
6/15/2028 |
150,000 | 147,742 | |||
4.10%,
6/15/2030 |
65,000 | 70,447 | |||
Puget Sound Energy, Inc. 4.30%,
5/20/2045 |
100,000 | 119,530 | |||
San Diego Gas & Electric Co. 4.15%,
5/15/2048 |
125,000 | 149,325 | |||
Sempra Energy: | |||||
3.25%,
6/15/2027 |
150,000 | 158,542 | |||
6.00%,
10/15/2039 |
155,000 | 213,514 | |||
5 year CMT + 2.87%, 4.13%, 4/1/2052
(c) |
40,000 | 40,421 | |||
Southern California Edison Co.: | |||||
2.85%, 8/1/2029
(a) |
20,000 | 20,702 | |||
4.00%,
4/1/2047 |
134,000 | 147,980 | |||
4.65%,
10/1/2043 |
87,000 | 102,317 | |||
6.00%,
1/15/2034 |
250,000 | 323,652 | |||
6.05%,
3/15/2039 |
100,000 | 131,622 |
Security Description | Principal
Amount |
Value | ||||
Series 13-A, 3.90%,
3/15/2043 |
$ 102,000 | $ 108,601 | ||||
Series A, 4.20%,
3/1/2029 |
75,000 | 83,759 | ||||
Series C, 3.50%,
10/1/2023 |
60,000 | 62,222 | ||||
Series C, 3.60%,
2/1/2045 |
35,000 | 35,701 | ||||
Series C, 4.13%,
3/1/2048 |
118,000 | 132,614 | ||||
Series E, 3.70%,
8/1/2025 |
89,000 | 95,052 | ||||
Southern Co.: | ||||||
Series 21-A, 5 year CMT + 2.92%, 3.75%, 9/15/2051
(c) |
90,000 | 90,010 | ||||
Series A, 3.70%,
4/30/2030 |
200,000 | 217,388 | ||||
Southern Power Co. 0.90%,
1/15/2026 |
65,000 | 62,899 | ||||
Southwestern Electric Power Co.: | ||||||
6.20%,
3/15/2040 |
60,000 | 84,022 | ||||
Series M, 4.10%,
9/15/2028 |
216,000 | 239,181 | ||||
Southwestern Public Service Co.: | ||||||
3.70%,
8/15/2047 |
160,000 | 178,926 | ||||
3.75%,
6/15/2049 |
100,000 | 113,800 | ||||
Series 6, 4.40%,
11/15/2048 |
105,000 | 130,117 | ||||
Tampa Electric Co.: | ||||||
2.40%,
3/15/2031 |
30,000 | 30,335 | ||||
3.45%,
3/15/2051 |
25,000 | 27,483 | ||||
Tucson Electric Power Co. 4.00%,
6/15/2050 |
110,000 | 128,080 | ||||
Union Electric Co. 2.15%,
3/15/2032 |
200,000 | 197,180 | ||||
Virginia Electric & Power Co.: | ||||||
2.30%,
11/15/2031 |
200,000 | 201,734 | ||||
2.95%,
11/15/2051 |
200,000 | 202,518 | ||||
3.30%, 12/1/2049
(a) |
50,000 | 53,576 | ||||
Series B, 3.80%,
9/15/2047 |
110,000 | 124,639 | ||||
WEC Energy Group, Inc.: | ||||||
0.55%,
9/15/2023 |
100,000 | 99,234 | ||||
1.38%,
10/15/2027 |
50,000 | 48,270 | ||||
2.20%,
12/15/2028 |
100,000 | 99,988 | ||||
Wisconsin Electric Power Co. 1.70%,
6/15/2028 |
65,000 | 63,813 | ||||
Wisconsin Power and Light Co. 1.95%,
9/16/2031 |
25,000 | 24,466 | ||||
Wisconsin Public Service Corp. 2.85%,
12/1/2051 |
40,000 | 39,538 | ||||
Xcel Energy, Inc.: | ||||||
1.75%,
3/15/2027 |
85,000 | 84,396 | ||||
2.35%, 11/15/2031
(a) |
50,000 | 49,941 | ||||
3.30%,
6/1/2025 |
86,000 | 90,358 | ||||
27,515,475 | ||||||
ELECTRICAL COMPONENTS & EQUIPMENT — 0.1% | ||||||
Emerson Electric Co.: | ||||||
1.95%, 10/15/2030
(a) |
61,000 | 60,138 | ||||
2.00%,
12/21/2028 |
200,000 | 199,900 | ||||
2.75%,
10/15/2050 |
23,000 | 22,198 | ||||
2.80%,
12/21/2051 |
100,000 | 98,041 | ||||
380,277 |
Security Description | Principal
Amount |
Value | ||||
ELECTRONICS — 0.7% | ||||||
Agilent Technologies, Inc. 2.30%, 3/12/2031
(a) |
$ 100,000 | $ 98,998 | ||||
Amphenol Corp.: | ||||||
2.20%,
9/15/2031 |
60,000 | 58,805 | ||||
2.80%,
2/15/2030 |
83,000 | 85,823 | ||||
4.35%,
6/1/2029 |
160,000 | 181,795 | ||||
Arrow Electronics, Inc.: | ||||||
2.95%,
2/15/2032 |
35,000 | 35,284 | ||||
3.25%,
9/8/2024 |
61,000 | 63,619 | ||||
3.88%,
1/12/2028 |
125,000 | 135,491 | ||||
Avnet, Inc. 3.00%,
5/15/2031 |
100,000 | 98,951 | ||||
Flex, Ltd.: | ||||||
4.75%,
6/15/2025 |
66,000 | 71,978 | ||||
4.88%,
5/12/2030 |
50,000 | 57,008 | ||||
5.00%,
2/15/2023 |
76,000 | 79,264 | ||||
Honeywell International, Inc.: | ||||||
1.10%,
3/1/2027 |
150,000 | 146,322 | ||||
1.75%, 9/1/2031
(a) |
110,000 | 107,089 | ||||
1.95%,
6/1/2030 |
125,000 | 124,386 | ||||
2.30%,
8/15/2024 |
115,000 | 118,683 | ||||
3.81%,
11/21/2047 |
110,000 | 131,404 | ||||
Hubbell, Inc. 2.30%,
3/15/2031 |
60,000 | 60,041 | ||||
Jabil, Inc. 3.95%,
1/12/2028 |
156,000 | 170,435 | ||||
Legrand France SA 8.50%,
2/15/2025 |
100,000 | 120,628 | ||||
TD SYNNEX Corp.: | ||||||
1.25%, 8/9/2024
(b) |
50,000 | 49,425 | ||||
1.75%, 8/9/2026
(b) |
50,000 | 48,835 | ||||
2.38%, 8/9/2028
(b) |
50,000 | 48,542 | ||||
2.65%, 8/9/2031
(b) |
50,000 | 48,131 | ||||
Trimble, Inc.: | ||||||
4.75%,
12/1/2024 |
88,000 | 95,350 | ||||
4.90%,
6/15/2028 |
100,000 | 113,920 | ||||
Vontier Corp.: | ||||||
1.80%, 4/1/2026
(b) |
115,000 | 113,016 | ||||
2.40%, 4/1/2028
(b) |
100,000 | 97,452 | ||||
2.95%, 4/1/2031
(b) |
75,000 | 73,876 | ||||
2,634,551 | ||||||
ENVIRONMENTAL CONTROL — 0.2% | ||||||
Republic Services, Inc.: | ||||||
0.88%,
11/15/2025 |
100,000 | 97,159 | ||||
1.45%,
2/15/2031 |
50,000 | 46,546 | ||||
2.38%,
3/15/2033 |
100,000 | 99,490 | ||||
3.38%,
11/15/2027 |
164,000 | 176,428 | ||||
Waste Connections, Inc.: | ||||||
2.95%,
1/15/2052 |
100,000 | 98,356 | ||||
3.50%,
5/1/2029 |
140,000 | 151,555 | ||||
Waste Management, Inc.: | ||||||
0.75%,
11/15/2025 |
20,000 | 19,503 | ||||
1.50%,
3/15/2031 |
30,000 | 28,248 | ||||
2.00%,
6/1/2029 |
50,000 | 49,724 |
Security Description | Principal
Amount |
Value | ||||
2.95%,
6/1/2041 |
$ 35,000 | $ 36,337 | ||||
803,346 | ||||||
FOOD — 1.1% | ||||||
Campbell Soup Co.: | ||||||
3.95%,
3/15/2025 |
50,000 | 53,512 | ||||
4.15%,
3/15/2028 |
50,000 | 55,527 | ||||
4.80%,
3/15/2048 |
120,000 | 150,018 | ||||
Conagra Brands, Inc.: | ||||||
1.38%,
11/1/2027 |
100,000 | 96,081 | ||||
4.30%,
5/1/2024 |
200,000 | 213,030 | ||||
4.60%,
11/1/2025 |
100,000 | 110,006 | ||||
5.30%,
11/1/2038 |
115,000 | 145,404 | ||||
Flowers Foods, Inc.: | ||||||
2.40%, 3/15/2031
(a) |
45,000 | 44,345 | ||||
3.50%,
10/1/2026 |
50,000 | 53,602 | ||||
General Mills, Inc.: | ||||||
2.25%,
10/14/2031 |
75,000 | 74,192 | ||||
3.20%,
2/10/2027 |
225,000 | 239,269 | ||||
3.65%,
2/15/2024 |
60,000 | 62,873 | ||||
Hershey Co.: | ||||||
1.70%,
6/1/2030 |
20,000 | 19,573 | ||||
2.45%,
11/15/2029 |
75,000 | 77,977 | ||||
3.38%,
5/15/2023 |
90,000 | 93,055 | ||||
Hormel Foods Corp.: | ||||||
0.65%,
6/3/2024 |
35,000 | 34,736 | ||||
1.70%, 6/3/2028
(a) |
70,000 | 69,800 | ||||
1.80%,
6/11/2030 |
65,000 | 63,749 | ||||
3.05%, 6/3/2051
(a) |
45,000 | 47,891 | ||||
Ingredion, Inc. 2.90%,
6/1/2030 |
50,000 | 51,551 | ||||
JM Smucker Co.: | ||||||
2.13%, 3/15/2032
(a) |
75,000 | 72,651 | ||||
2.38%,
3/15/2030 |
80,000 | 80,233 | ||||
3.55%,
3/15/2050 |
25,000 | 26,981 | ||||
Kellogg Co.: | ||||||
3.25%,
4/1/2026 |
100,000 | 106,086 | ||||
Series B, 7.45%,
4/1/2031 |
65,000 | 91,598 | ||||
Kroger Co 3.95%,
1/15/2050 |
125,000 | 144,165 | ||||
Kroger Co.: | ||||||
1.70%,
1/15/2031 |
95,000 | 90,240 | ||||
2.20%,
5/1/2030 |
65,000 | 64,709 | ||||
5.00%,
4/15/2042 |
91,000 | 115,337 | ||||
5.15%,
8/1/2043 |
78,000 | 101,623 | ||||
5.40%,
7/15/2040 |
63,000 | 82,424 | ||||
McCormick & Co., Inc.: | ||||||
0.90%,
2/15/2026 |
70,000 | 67,584 | ||||
1.85%, 2/15/2031
(a) |
50,000 | 47,882 | ||||
2.50%,
4/15/2030 |
20,000 | 20,216 | ||||
3.15%,
8/15/2024 |
30,000 | 31,342 | ||||
Mondelez International, Inc. 1.50%,
5/4/2025 |
240,000 | 240,485 | ||||
Sysco Corp.: | ||||||
2.45%, 12/14/2031
(a) |
70,000 | 70,196 | ||||
4.50%,
4/1/2046 |
89,000 | 103,955 |
Security Description | Principal
Amount |
Value | ||||
6.60%,
4/1/2040 |
$ 105,000 | $ 152,983 | ||||
6.60%,
4/1/2050 |
185,000 | 288,881 | ||||
Tyson Foods, Inc.: | ||||||
3.55%,
6/2/2027 |
100,000 | 107,718 | ||||
4.55%,
6/2/2047 |
50,000 | 61,972 | ||||
3,925,452 | ||||||
FOREST PRODUCTS & PAPER — 0.4% | ||||||
Celulosa Arauco y Constitucion SA: | ||||||
3.88%,
11/2/2027 |
50,000 | 53,129 | ||||
4.50%,
8/1/2024 |
95,000 | 100,940 | ||||
Fibria Overseas Finance, Ltd.: | ||||||
4.00%,
1/14/2025 |
50,000 | 52,512 | ||||
5.50%,
1/17/2027 |
125,000 | 140,261 | ||||
Georgia-Pacific LLC 8.00%,
1/15/2024 |
304,000 | 345,824 | ||||
International Paper Co.: | ||||||
6.00%,
11/15/2041 |
50,000 | 69,209 | ||||
7.30%,
11/15/2039 |
180,000 | 274,246 | ||||
Suzano Austria GmbH: | ||||||
2.50%,
9/15/2028 |
40,000 | 38,613 | ||||
6.00%,
1/15/2029 |
265,000 | 306,709 | ||||
Series DM3N, 3.13%,
1/15/2032 |
20,000 | 19,350 | ||||
1,400,793 | ||||||
GAS — 0.6% | ||||||
Atmos Energy Corp.: | ||||||
1.50%,
1/15/2031 |
100,000 | 93,768 | ||||
2.85%,
2/15/2052 |
50,000 | 49,194 | ||||
4.13%,
10/15/2044 |
109,000 | 127,546 | ||||
4.15%,
1/15/2043 |
71,000 | 82,227 | ||||
CenterPoint Energy Resources Corp.: | ||||||
0.70%,
3/2/2023 |
95,000 | 94,581 | ||||
4.10%,
9/1/2047 |
100,000 | 115,464 | ||||
National Fuel Gas Co. 5.50%,
1/15/2026 |
125,000 | 140,135 | ||||
NiSource, Inc.: | ||||||
2.95%,
9/1/2029 |
110,000 | 113,679 | ||||
4.80%,
2/15/2044 |
90,000 | 110,129 | ||||
5.95%,
6/15/2041 |
23,000 | 31,835 | ||||
ONE Gas, Inc. 0.85%,
3/11/2023 |
100,000 | 99,791 | ||||
Piedmont Natural Gas Co., Inc. 3.50%,
6/1/2029 |
206,000 | 220,492 | ||||
Southern California Gas Co.: | ||||||
Series UU, 4.13%,
6/1/2048 |
120,000 | 144,070 | ||||
Series VV, 4.30%,
1/15/2049 |
95,000 | 117,729 | ||||
Series WW, 3.95%,
2/15/2050 |
75,000 | 88,781 | ||||
Southern Co. Gas Capital Corp.: | ||||||
4.40%,
5/30/2047 |
100,000 | 116,446 | ||||
5.88%,
3/15/2041 |
150,000 | 205,458 | ||||
Series 21A, 3.15%,
9/30/2051 |
85,000 | 85,456 |
Security Description | Principal
Amount |
Value | ||||
Southwest Gas Corp. 3.18%,
8/15/2051 |
$ 70,000 | $ 67,748 | ||||
2,104,529 | ||||||
HAND & MACHINE TOOLS — 0.2% | ||||||
Kennametal, Inc. 2.80%,
3/1/2031 |
215,000 | 214,112 | ||||
Stanley Black & Decker, Inc.: | ||||||
3.40%,
3/1/2026 |
85,000 | 90,636 | ||||
4.25%,
11/15/2028 |
98,000 | 111,408 | ||||
4.85%,
11/15/2048 |
110,000 | 147,091 | ||||
563,247 | ||||||
HEALTH CARE PRODUCTS — 1.1% | ||||||
Abbott Laboratories: | ||||||
1.15%, 1/30/2028
(a) |
125,000 | 121,528 | ||||
1.40%,
6/30/2030 |
50,000 | 48,250 | ||||
2.95%,
3/15/2025 |
150,000 | 157,606 | ||||
3.40%,
11/30/2023 |
123,000 | 128,526 | ||||
3.75%,
11/30/2026 |
49,000 | 54,140 | ||||
Baxter International, Inc.: | ||||||
1.32%, 11/29/2024
(b) |
100,000 | 99,917 | ||||
1.92%, 2/1/2027
(b) |
200,000 | 200,786 | ||||
2.54%, 2/1/2032
(b) |
100,000 | 101,028 | ||||
2.60%,
8/15/2026 |
75,000 | 77,877 | ||||
3.13%, 12/1/2051
(b) |
50,000 | 51,580 | ||||
Boston Scientific Corp.: | ||||||
1.90%,
6/1/2025 |
163,000 | 165,055 | ||||
3.45%,
3/1/2024 |
293,000 | 306,478 | ||||
Danaher Corp.: | ||||||
2.60%,
10/1/2050 |
65,000 | 61,917 | ||||
2.80%,
12/10/2051 |
150,000 | 148,399 | ||||
3.35%,
9/15/2025 |
88,000 | 93,817 | ||||
Dentsply Sirona, Inc. 3.25%,
6/1/2030 |
100,000 | 105,587 | ||||
Edwards Lifesciences Corp. 4.30%,
6/15/2028 |
150,000 | 168,666 | ||||
Medtronic, Inc.: | ||||||
3.50%,
3/15/2025 |
128,000 | 136,402 | ||||
4.63%, 3/15/2045
(a) |
104,000 | 136,423 | ||||
PerkinElmer, Inc.: | ||||||
2.25%,
9/15/2031 |
35,000 | 34,089 | ||||
3.30%,
9/15/2029 |
339,000 | 360,855 | ||||
STERIS Irish FinCo UnLtd Co. 3.75%,
3/15/2051 |
50,000 | 54,495 | ||||
Stryker Corp.: | ||||||
3.38%,
5/15/2024 |
77,000 | 80,530 | ||||
4.63%,
3/15/2046 |
179,000 | 229,600 | ||||
Thermo Fisher Scientific, Inc.: | ||||||
0.80%,
10/18/2023 |
120,000 | 119,612 | ||||
1.22%,
10/18/2024 |
115,000 | 114,913 | ||||
1.75%,
10/15/2028 |
70,000 | 69,557 | ||||
2.00%,
10/15/2031 |
105,000 | 103,504 | ||||
2.80%,
10/15/2041 |
85,000 | 85,834 | ||||
3.65%,
12/15/2025 |
203,000 | 217,983 |
Security Description | Principal
Amount |
Value | ||||
Zimmer Biomet Holdings, Inc.: | ||||||
1.45%,
11/22/2024 |
$ 105,000 | $ 104,774 | ||||
2.60%, 11/24/2031
(a) |
100,000 | 100,605 | ||||
4,040,333 | ||||||
HEALTH CARE SERVICES — 3.2% | ||||||
Adventist Health System 2.95%,
3/1/2029 |
50,000 | 52,301 | ||||
Advocate Health & Hospitals Corp. 3.83%,
8/15/2028 |
100,000 | 111,542 | ||||
Aetna, Inc.: | ||||||
2.80%,
6/15/2023 |
138,000 | 141,398 | ||||
4.13%,
11/15/2042 |
250,000 | 283,067 | ||||
6.63%,
6/15/2036 |
100,000 | 142,748 | ||||
Allina Health System Series 2019, 3.89%,
4/15/2049 |
100,000 | 117,393 | ||||
Anthem, Inc.: | ||||||
1.50%,
3/15/2026 |
90,000 | 89,870 | ||||
2.25%,
5/15/2030 |
217,000 | 216,536 | ||||
2.38%,
1/15/2025 |
120,000 | 123,499 | ||||
3.13%,
5/15/2050 |
30,000 | 30,889 | ||||
3.30%,
1/15/2023 |
527,000 | 541,255 | ||||
3.60%,
3/15/2051 |
80,000 | 88,947 | ||||
4.65%,
8/15/2044 |
100,000 | 125,241 | ||||
Ascension Health 4.85%,
11/15/2053 |
100,000 | 142,210 | ||||
Banner Health: | ||||||
2.91%,
1/1/2051 |
25,000 | 25,401 | ||||
Series 2020, 3.18%, 1/1/2050
(a) |
25,000 | 26,523 | ||||
Baptist Healthcare System Obligated Group Series 20B, 3.54%,
8/15/2050 |
50,000 | 54,045 | ||||
Bon Secours Mercy Health, Inc.: | ||||||
3.46%,
6/1/2030 |
25,000 | 27,117 | ||||
Series 20-2, 3.21%,
6/1/2050 |
50,000 | 52,241 | ||||
Children's Health System of Texas 2.51%,
8/15/2050 |
110,000 | 103,423 | ||||
Children's Hospital of Philadelphia Series 2020, 2.70%,
7/1/2050 |
50,000 | 48,777 | ||||
City of Hope Series 2013, 5.62%,
11/15/2043 |
110,000 | 154,154 | ||||
CommonSpirit Health: | ||||||
1.55%,
10/1/2025 |
100,000 | 99,156 | ||||
3.35%,
10/1/2029 |
105,000 | 111,620 | ||||
3.82%,
10/1/2049 |
160,000 | 183,618 | ||||
3.91%,
10/1/2050 |
100,000 | 111,521 | ||||
Dignity Health 5.27%,
11/1/2064 |
100,000 | 139,733 | ||||
Hackensack Meridian Health, Inc.: | ||||||
4.50%,
7/1/2057 |
100,000 | 133,713 |
Security Description | Principal
Amount |
Value | |||
Series 2020, 2.88%,
9/1/2050 |
$ 50,000 | $ 50,309 | |||
Hartford HealthCare Corp. 3.45%,
7/1/2054 |
50,000 | 52,710 | |||
HCA, Inc.: | |||||
3.50%,
7/15/2051 |
100,000 | 102,515 | |||
4.13%,
6/15/2029 |
208,000 | 229,339 | |||
4.50%,
2/15/2027 |
88,000 | 97,119 | |||
5.00%,
3/15/2024 |
95,000 | 102,201 | |||
5.25%,
4/15/2025 |
65,000 | 72,013 | |||
5.25%,
6/15/2026 |
165,000 | 185,605 | |||
5.25%,
6/15/2049 |
45,000 | 58,010 | |||
5.50%,
6/15/2047 |
125,000 | 164,050 | |||
Humana, Inc.: | |||||
0.65%,
8/3/2023 |
319,000 | 317,510 | |||
1.35%,
2/3/2027 |
25,000 | 24,322 | |||
2.15%,
2/3/2032 |
25,000 | 24,216 | |||
3.13%,
8/15/2029 |
100,000 | 104,626 | |||
Indiana University Health, Inc. Obligated Group 3.97%,
11/1/2048 |
100,000 | 121,304 | |||
Integris Baptist Medical Center, Inc. Series A, 3.88%,
8/15/2050 |
50,000 | 57,173 | |||
Iowa Health System Series 2020, 3.67%,
2/15/2050 |
100,000 | 113,666 | |||
Johns Hopkins Health System Corp. 3.84%,
5/15/2046 |
90,000 | 107,638 | |||
Kaiser Foundation Hospitals: | |||||
Series 2019, 3.27%,
11/1/2049 |
125,000 | 134,765 | |||
Series 2021, 2.81%,
6/1/2041 |
65,000 | 65,307 | |||
Series 2021, 3.00%,
6/1/2051 |
299,000 | 308,254 | |||
Laboratory Corp. of America Holdings: | |||||
1.55%,
6/1/2026 |
70,000 | 69,273 | |||
2.30%,
12/1/2024 |
125,000 | 128,217 | |||
2.70%,
6/1/2031 |
100,000 | 101,921 | |||
2.95%,
12/1/2029 |
50,000 | 52,026 | |||
3.60%,
2/1/2025 |
113,000 | 119,343 | |||
Mass General Brigham, Inc. Series 2017, 3.77%,
7/1/2048 |
125,000 | 144,246 | |||
Mayo Clinic Series 2021, 3.20%,
11/15/2061 |
125,000 | 133,510 | |||
Memorial Sloan-Kettering Cancer Center: | |||||
Series 2015, 4.20%,
7/1/2055 |
50,000 | 64,067 | |||
Series 2020, 2.96%,
1/1/2050 |
50,000 | 51,107 | |||
MidMichigan Health Series 2020, 3.41%,
6/1/2050 |
100,000 | 106,206 | |||
Montefiore Obligated Group 4.29%,
9/1/2050 |
125,000 | 122,649 | |||
Mount Sinai Hospitals Group, Inc. Series 2019, 3.74%,
7/1/2049 |
179,000 | 194,183 |
Security Description | Principal
Amount |
Value | |||
New York and Presbyterian Hospital: | |||||
2.26%,
8/1/2040 |
$ 100,000 | $ 94,738 | |||
Series 2019, 3.95%,
8/1/2119 |
70,000 | 84,549 | |||
Northwell Healthcare, Inc.: | |||||
3.81%,
11/1/2049 |
125,000 | 138,222 | |||
4.26%,
11/1/2047 |
100,000 | 119,056 | |||
NYU Langone Hospitals: | |||||
4.37%,
7/1/2047 |
75,000 | 89,023 | |||
4.78%,
7/1/2044 |
80,000 | 101,237 | |||
Ochsner LSU Health System of North Louisiana Series 2021, 2.51%,
5/15/2031 |
25,000 | 24,458 | |||
OhioHealth Corp.: | |||||
2.30%,
11/15/2031 |
25,000 | 25,138 | |||
2.83%,
11/15/2041 |
50,000 | 51,014 | |||
PeaceHealth Obligated Group Series 2020, 1.38%,
11/15/2025 |
100,000 | 99,482 | |||
Quest Diagnostics, Inc.: | |||||
2.80%,
6/30/2031 |
20,000 | 20,656 | |||
4.20%,
6/30/2029 |
150,000 | 169,506 | |||
RWJ Barnabas Health, Inc. 3.48%,
7/1/2049 |
25,000 | 27,870 | |||
Seattle Children's Hospital Series 2021, 2.72%, 10/1/2050
(a) |
75,000 | 73,174 | |||
SSM Health Care Corp. Series 2018, 3.69%,
6/1/2023 |
220,000 | 226,930 | |||
Sutter Health Series 20A, 3.36%,
8/15/2050 |
100,000 | 104,778 | |||
Toledo Hospital 6.02%,
11/15/2048 |
65,000 | 79,438 | |||
UnitedHealth Group, Inc.: | |||||
0.55%,
5/15/2024 |
65,000 | 64,477 | |||
1.25%,
1/15/2026 |
20,000 | 19,920 | |||
2.00%, 5/15/2030
(a) |
25,000 | 24,815 | |||
2.90%,
5/15/2050 |
140,000 | 142,853 | |||
3.05%,
5/15/2041 |
165,000 | 172,301 | |||
3.25%,
5/15/2051 |
215,000 | 232,836 | |||
3.50%,
6/15/2023 |
60,000 | 62,332 | |||
3.50%,
8/15/2039 |
30,000 | 33,166 | |||
3.75%,
7/15/2025 |
111,000 | 120,418 | |||
3.85%,
6/15/2028 |
300,000 | 334,704 | |||
3.95%,
10/15/2042 |
100,000 | 116,601 | |||
4.25%,
3/15/2043 |
193,000 | 233,933 | |||
4.25%,
6/15/2048 |
282,000 | 349,189 | |||
4.38%,
3/15/2042 |
150,000 | 182,469 | |||
4.63%,
7/15/2035 |
166,000 | 206,482 | |||
5.95%,
2/15/2041 |
100,000 | 142,843 | |||
Universal Health Services, Inc. 2.65%, 10/15/2030
(b) |
50,000 | 49,640 | |||
Willis-Knighton Medical Center Series 2018, 4.81%,
9/1/2048 |
206,000 | 264,030 | |||
11,539,616 |
Security Description | Principal
Amount |
Value | ||||
HOME BUILDERS — 0.2% | ||||||
D.R.Horton, Inc. 1.40%, 10/15/2027
(a) |
$ 150,000 | $ 145,171 | ||||
Lennar Corp.: | ||||||
4.50%,
4/30/2024 |
191,000 | 203,081 | ||||
4.75%, 11/29/2027
(a) |
100,000 | 113,328 | ||||
4.88%,
12/15/2023 |
100,000 | 106,197 | ||||
MDC Holdings, Inc.: | ||||||
3.85%,
1/15/2030 |
50,000 | 53,119 | ||||
6.00%,
1/15/2043 |
100,000 | 126,168 | ||||
PulteGroup, Inc.: | ||||||
5.00%, 1/15/2027
(a) |
75,000 | 85,730 | ||||
5.50%,
3/1/2026 |
50,000 | 56,890 | ||||
889,684 | ||||||
HOME FURNISHINGS — 0.0% (e) | ||||||
Leggett & Platt, Inc. 3.50%,
11/15/2051 |
100,000 | 100,544 | ||||
Whirlpool Corp. 4.75%,
2/26/2029 |
55,000 | 63,491 | ||||
164,035 | ||||||
HOUSEHOLD PRODUCTS & WARES — 0.2% | ||||||
Avery Dennison Corp. 2.25%,
2/15/2032 |
50,000 | 48,577 | ||||
Church & Dwight Co., Inc. 3.95%, 8/1/2047
(a) |
100,000 | 118,178 | ||||
Clorox Co. 3.10%,
10/1/2027 |
149,000 | 158,566 | ||||
Kimberly-Clark Corp.: | ||||||
1.05%, 9/15/2027
(a) |
100,000 | 96,926 | ||||
2.00%,
11/2/2031 |
100,000 | 99,698 | ||||
2.40%,
6/1/2023 |
57,000 | 58,356 | ||||
6.63%,
8/1/2037 |
125,000 | 188,951 | ||||
769,252 | ||||||
INSURANCE — 2.8% | ||||||
Aflac, Inc.: | ||||||
1.13%,
3/15/2026 |
40,000 | 39,382 | ||||
2.88%,
10/15/2026 |
38,000 | 40,062 | ||||
3.25%,
3/17/2025 |
86,000 | 90,956 | ||||
3.60%,
4/1/2030 |
30,000 | 33,079 | ||||
Allstate Corp.: | ||||||
4.20%,
12/15/2046 |
88,000 | 106,037 | ||||
4.50%,
6/15/2043 |
116,000 | 142,032 | ||||
5.95%,
4/1/2036 |
140,000 | 193,117 | ||||
American Financial Group, Inc. 5.25%,
4/2/2030 |
25,000 | 29,891 | ||||
American International Group, Inc.: | ||||||
3.88%,
1/15/2035 |
50,000 | 55,584 | ||||
4.25%,
3/15/2029 |
15,000 | 17,130 | ||||
4.38%,
1/15/2055 |
100,000 | 123,067 | ||||
Aon Corp. 4.50%,
12/15/2028 |
100,000 | 114,020 |
Security Description | Principal
Amount |
Value | |||
Aon Corp./Aon Global Holdings PLC: | |||||
2.60%,
12/2/2031 |
$ 70,000 | $ 71,243 | |||
2.90%,
8/23/2051 |
50,000 | 48,219 | |||
Aon PLC: | |||||
3.50%,
6/14/2024 |
75,000 | 78,850 | |||
4.60%,
6/14/2044 |
86,000 | 105,909 | |||
Arch Capital Finance LLC 5.03%,
12/15/2046 |
50,000 | 64,819 | |||
Arch Capital Group, Ltd. 7.35%,
5/1/2034 |
100,000 | 144,232 | |||
Arthur J Gallagher & Co.: | |||||
2.40%,
11/9/2031 |
50,000 | 49,290 | |||
3.05%,
3/9/2052 |
50,000 | 48,503 | |||
Assured Guaranty US Holdings, Inc. 3.15%,
6/15/2031 |
70,000 | 73,165 | |||
Athene Holding, Ltd.: | |||||
3.95%,
5/25/2051 |
50,000 | 54,764 | |||
4.13%,
1/12/2028 |
125,000 | 136,846 | |||
AXIS Specialty Finance PLC 4.00%,
12/6/2027 |
115,000 | 125,290 | |||
Berkshire Hathaway Finance Corp.: | |||||
4.20%,
8/15/2048 |
125,000 | 151,811 | |||
4.25%,
1/15/2049 |
102,000 | 125,170 | |||
4.40%,
5/15/2042 |
167,000 | 204,630 | |||
Berkshire Hathaway, Inc.: | |||||
2.75%, 3/15/2023
(a) |
100,000 | 102,170 | |||
3.13%,
3/15/2026 |
290,000 | 309,813 | |||
Brighthouse Financial, Inc.: | |||||
3.70%, 6/22/2027
(a) |
96,000 | 103,452 | |||
3.85%,
12/22/2051 |
50,000 | 49,610 | |||
5.63%,
5/15/2030 |
50,000 | 59,689 | |||
Chubb INA Holdings, Inc.: | |||||
1.38%,
9/15/2030 |
185,000 | 174,224 | |||
2.85%,
12/15/2051 |
75,000 | 75,445 | |||
3.05%,
12/15/2061 |
30,000 | 30,617 | |||
3.35%,
5/3/2026 |
110,000 | 118,131 | |||
CNA Financial Corp. 4.50%,
3/1/2026 |
76,000 | 83,774 | |||
CNO Financial Group, Inc. 5.25%,
5/30/2029 |
100,000 | 114,864 | |||
Enstar Group, Ltd. 4.95%,
6/1/2029 |
50,000 | 55,867 | |||
Equitable Holdings, Inc. 5.00%,
4/20/2048 |
220,000 | 275,330 | |||
Everest Reinsurance Holdings, Inc.: | |||||
3.13%,
10/15/2052 |
50,000 | 49,004 | |||
3.50%,
10/15/2050 |
100,000 | 105,109 | |||
Fairfax Financial Holdings, Ltd.: | |||||
3.38%,
3/3/2031 |
70,000 | 72,107 | |||
4.63%,
4/29/2030 |
194,000 | 217,389 | |||
Fidelity National Financial, Inc. 2.45%,
3/15/2031 |
125,000 | 123,324 |
Security Description | Principal
Amount |
Value | |||
First American Financial Corp. 2.40%,
8/15/2031 |
$ 115,000 | $ 112,625 | |||
Globe Life, Inc.: | |||||
2.15%,
8/15/2030 |
25,000 | 24,659 | |||
4.55%,
9/15/2028 |
40,000 | 45,457 | |||
Hartford Financial Services Group, Inc. 2.90%,
9/15/2051 |
75,000 | 73,866 | |||
Jackson Financial, Inc. 3.13%, 11/23/2031
(b) |
100,000 | 100,874 | |||
Kemper Corp. 2.40%,
9/30/2030 |
100,000 | 96,681 | |||
Lincoln National Corp. 3.80%,
3/1/2028 |
115,000 | 126,229 | |||
Loews Corp.: | |||||
3.75%,
4/1/2026 |
105,000 | 113,745 | |||
6.00%,
2/1/2035 |
100,000 | 133,308 | |||
Manulife Financial Corp.: | |||||
2.48%,
5/19/2027 |
165,000 | 169,427 | |||
4.15%,
3/4/2026 |
98,000 | 107,375 | |||
Markel Corp.: | |||||
3.45%,
5/7/2052 |
85,000 | 88,023 | |||
3.50%,
11/1/2027 |
100,000 | 107,291 | |||
4.15%,
9/17/2050 |
25,000 | 29,076 | |||
Marsh & McLennan Cos., Inc.: | |||||
2.38%,
12/15/2031 |
25,000 | 25,236 | |||
2.90%,
12/15/2051 |
30,000 | 29,990 | |||
4.38%,
3/15/2029 |
272,000 | 310,646 | |||
4.90%,
3/15/2049 |
120,000 | 161,618 | |||
MetLife, Inc.: | |||||
3.60%,
4/10/2024 |
122,000 | 129,044 | |||
4.05%,
3/1/2045 |
52,000 | 61,928 | |||
4.13%,
8/13/2042 |
175,000 | 207,095 | |||
Series D, 4.37%,
9/15/2023 |
488,000 | 516,333 | |||
Old Republic International Corp. 3.85%,
6/11/2051 |
55,000 | 59,279 | |||
Primerica, Inc. 2.80%,
11/19/2031 |
100,000 | 101,138 | |||
Principal Financial Group, Inc.: | |||||
2.13%,
6/15/2030 |
105,000 | 103,839 | |||
3.40%,
5/15/2025 |
50,000 | 52,844 | |||
3.70%,
5/15/2029 |
25,000 | 27,613 | |||
Progressive Corp. 4.35%,
4/25/2044 |
69,000 | 84,617 | |||
Prudential Financial, Inc.: | |||||
3.94%,
12/7/2049 |
235,000 | 275,178 | |||
3 Month USD LIBOR + 3.04%, 5.20%, 3/15/2044
(c) |
124,000 | 130,485 | |||
Series MTN, 4.42%,
3/27/2048 |
45,000 | 56,016 | |||
Series MTN, 4.60%,
5/15/2044 |
168,000 | 209,682 | |||
Series MTN, 5.70%,
12/14/2036 |
65,000 | 87,677 | |||
Prudential PLC 3.13%,
4/14/2030 |
25,000 | 26,680 |
Security Description | Principal
Amount |
Value | ||||
Reinsurance Group of America, Inc. Series MTN, 4.70%,
9/15/2023 |
$ 150,000 | $ 158,592 | ||||
Stewart Information Services Corp. 3.60%,
11/15/2031 |
50,000 | 50,658 | ||||
Transatlantic Holdings, Inc. 8.00%,
11/30/2039 |
200,000 | 312,558 | ||||
Travelers Cos., Inc.: | ||||||
3.05%,
6/8/2051 |
265,000 | 278,141 | ||||
4.10%,
3/4/2049 |
108,000 | 131,885 | ||||
Unum Group: | ||||||
4.13%,
6/15/2051 |
25,000 | 25,458 | ||||
4.50%,
12/15/2049 |
100,000 | 107,112 | ||||
Voya Financial, Inc. 3 Month USD LIBOR + 2.08%, 4.70%, 1/23/2048
(c) |
200,000 | 202,162 | ||||
W R Berkley Corp. 3.55%,
3/30/2052 |
100,000 | 109,111 | ||||
Willis North America, Inc. 2.95%,
9/15/2029 |
85,000 | 87,254 | ||||
WR Berkley Corp. 4.75%,
8/1/2044 |
75,000 | 93,682 | ||||
XLIT, Ltd. 5.50%,
3/31/2045 |
106,000 | 145,368 | ||||
10,274,572 | ||||||
INTERNET — 1.8% | ||||||
Alibaba Group Holding, Ltd.: | ||||||
2.70%, 2/9/2041
(a) |
315,000 | 287,626 | ||||
3.40%, 12/6/2027
(a) |
112,000 | 118,598 | ||||
3.60%,
11/28/2024 |
277,000 | 291,587 | ||||
Alphabet, Inc.: | ||||||
2.05%,
8/15/2050 |
100,000 | 89,670 | ||||
2.25%,
8/15/2060 |
125,000 | 111,723 | ||||
3.38%,
2/25/2024 |
88,000 | 92,866 | ||||
Amazon.com, Inc.: | ||||||
0.25%,
5/12/2023 |
75,000 | 74,695 | ||||
0.40%,
6/3/2023 |
91,000 | 90,723 | ||||
0.45%,
5/12/2024 |
70,000 | 69,302 | ||||
0.80%,
6/3/2025 |
35,000 | 34,591 | ||||
1.00%,
5/12/2026 |
100,000 | 98,971 | ||||
1.65%,
5/12/2028 |
100,000 | 99,923 | ||||
2.10%, 5/12/2031
(a) |
100,000 | 101,108 | ||||
2.40%,
2/22/2023 |
100,000 | 101,888 | ||||
2.50%,
6/3/2050 |
80,000 | 76,138 | ||||
2.70%,
6/3/2060 |
113,000 | 108,770 | ||||
2.88%,
5/12/2041 |
100,000 | 103,283 | ||||
3.10%,
5/12/2051 |
254,000 | 271,338 | ||||
3.15%,
8/22/2027 |
29,000 | 31,345 | ||||
3.25%,
5/12/2061 |
100,000 | 107,837 | ||||
4.05%,
8/22/2047 |
404,000 | 491,826 | ||||
4.95%,
12/5/2044 |
147,000 | 200,659 | ||||
5.20%,
12/3/2025 |
250,000 | 284,785 |
Security Description | Principal
Amount |
Value | ||||
Baidu, Inc.: | ||||||
1.72%,
4/9/2026 |
$ 150,000 | $ 148,062 | ||||
3.08%, 4/7/2025
(a) |
150,000 | 155,640 | ||||
3.88%,
9/29/2023 |
201,000 | 209,205 | ||||
4.13%,
6/30/2025 |
60,000 | 64,526 | ||||
4.38%,
3/29/2028 |
155,000 | 171,782 | ||||
4.88%,
11/14/2028 |
100,000 | 114,639 | ||||
Booking Holdings, Inc.: | ||||||
3.55%,
3/15/2028 |
38,000 | 41,442 | ||||
4.63%,
4/13/2030 |
275,000 | 320,587 | ||||
eBay, Inc.: | ||||||
1.40%,
5/10/2026 |
100,000 | 98,501 | ||||
2.60%,
5/10/2031 |
100,000 | 101,257 | ||||
2.70%,
3/11/2030 |
20,000 | 20,473 | ||||
3.45%,
8/1/2024 |
123,000 | 129,196 | ||||
Expedia Group, Inc.: | ||||||
3.60%,
12/15/2023 |
125,000 | 129,950 | ||||
3.80%,
2/15/2028 |
88,000 | 93,957 | ||||
4.63%,
8/1/2027 |
30,000 | 33,526 | ||||
5.00%,
2/15/2026 |
88,000 | 98,156 | ||||
JD.com, Inc.: | ||||||
3.88%, 4/29/2026
(a) |
304,000 | 324,891 | ||||
4.13%, 1/14/2050
(a) |
125,000 | 132,754 | ||||
Tencent Music Entertainment Group: | ||||||
1.38%,
9/3/2025 |
150,000 | 146,001 | ||||
2.00%,
9/3/2030 |
155,000 | 145,159 | ||||
VeriSign, Inc.: | ||||||
2.70%,
6/15/2031 |
40,000 | 40,271 | ||||
4.75%,
7/15/2027 |
200,000 | 208,558 | ||||
Weibo Corp. 3.50%,
7/5/2024 |
336,000 | 345,206 | ||||
6,612,991 | ||||||
INVESTMENT COMPANY SECURITY — 0.9% | ||||||
Ares Capital Corp.: | ||||||
2.88%,
6/15/2028 |
100,000 | 99,746 | ||||
3.20%,
11/15/2031 |
50,000 | 49,126 | ||||
3.88%,
1/15/2026 |
125,000 | 131,916 | ||||
4.20%,
6/10/2024 |
140,000 | 147,945 | ||||
4.25%,
3/1/2025 |
50,000 | 52,949 | ||||
Bain Capital Specialty Finance, Inc.: | ||||||
2.55%,
10/13/2026 |
100,000 | 97,142 | ||||
2.95%,
3/10/2026 |
35,000 | 34,920 | ||||
Barings BDC, Inc. 3.30%, 11/23/2026
(b) |
100,000 | 99,053 | ||||
Blackstone Secured Lending Fund: | ||||||
2.13%, 2/15/2027
(b) |
25,000 | 24,358 | ||||
2.75%,
9/16/2026 |
100,000 | 99,946 | ||||
2.85%, 9/30/2028
(b) |
100,000 | 97,549 | ||||
3.65%,
7/14/2023 |
25,000 | 25,767 | ||||
FS KKR Capital Corp.: | ||||||
1.65%,
10/12/2024 |
50,000 | 49,104 | ||||
2.63%,
1/15/2027 |
50,000 | 49,476 |
Security Description | Principal
Amount |
Value | ||||
3.13%,
10/12/2028 |
$ 50,000 | $ 49,838 | ||||
4.63%,
7/15/2024 |
100,000 | 105,422 | ||||
Goldman Sachs BDC, Inc. 3.75%,
2/10/2025 |
158,000 | 165,620 | ||||
Golub Capital BDC, Inc.: | ||||||
2.05%,
2/15/2027 |
25,000 | 24,092 | ||||
3.38%,
4/15/2024 |
125,000 | 128,270 | ||||
Main Street Capital Corp.: | ||||||
3.00%,
7/14/2026 |
95,000 | 95,295 | ||||
5.20%,
5/1/2024 |
100,000 | 106,795 | ||||
Oaktree Specialty Lending Corp. 2.70%,
1/15/2027 |
100,000 | 99,115 | ||||
Owl Rock Capital Corp.: | ||||||
2.63%,
1/15/2027 |
115,000 | 112,544 | ||||
2.88%,
6/11/2028 |
50,000 | 49,212 | ||||
3.75%,
7/22/2025 |
25,000 | 25,920 | ||||
4.00%,
3/30/2025 |
30,000 | 31,239 | ||||
5.25%,
4/15/2024 |
892,000 | 952,183 | ||||
Owl Rock Capital Corp. III 3.13%, 4/13/2027
(b) |
50,000 | 48,789 | ||||
OWL Rock Core Income Corp. 3.13%, 9/23/2026
(b) |
25,000 | 24,121 | ||||
Owl Rock Technology Finance Corp. 2.50%,
1/15/2027 |
25,000 | 24,510 | ||||
Prospect Capital Corp.: | ||||||
3.36%,
11/15/2026 |
55,000 | 54,749 | ||||
3.71%,
1/22/2026 |
115,000 | 117,084 | ||||
Sixth Street Specialty Lending, Inc. 2.50%,
8/1/2026 |
80,000 | 79,486 | ||||
3,353,281 | ||||||
IRON/STEEL — 0.2% | ||||||
Reliance Steel & Aluminum Co. 1.30%,
8/15/2025 |
50,000 | 49,293 | ||||
Steel Dynamics, Inc. 5.00%,
12/15/2026 |
165,000 | 169,618 | ||||
Vale Overseas, Ltd.: | ||||||
3.75%, 7/8/2030
(a) |
225,000 | 233,239 | ||||
6.25%,
8/10/2026 |
150,000 | 174,143 | ||||
6.88%,
11/21/2036 |
51,000 | 67,776 | ||||
6.88%,
11/10/2039 |
49,000 | 65,800 | ||||
8.25%,
1/17/2034 |
115,000 | 161,859 | ||||
921,728 | ||||||
LEISURE TIME — 0.0% (e) | ||||||
Harley-Davidson, Inc. 4.63%,
7/28/2045 |
125,000 | 132,999 | ||||
LODGING — 0.5% | ||||||
Choice Hotels International, Inc.: | ||||||
3.70%,
12/1/2029 |
25,000 | 26,543 | ||||
3.70%,
1/15/2031 |
100,000 | 105,896 | ||||
Hyatt Hotels Corp.: | ||||||
1.80%,
10/1/2024 |
30,000 | 30,036 | ||||
4.38%,
9/15/2028 |
95,000 | 102,571 |
Security Description | Principal
Amount |
Value | ||||
5.75%, 4/23/2030
(a) |
$ 115,000 | $ 137,419 | ||||
Las Vegas Sands Corp.: | ||||||
2.90%,
6/25/2025 |
58,000 | 58,071 | ||||
3.20%,
8/8/2024 |
110,000 | 111,783 | ||||
3.50%,
8/18/2026 |
105,000 | 106,286 | ||||
3.90%, 8/8/2029
(a) |
160,000 | 160,918 | ||||
Marriott International, Inc.: | ||||||
Series EE, 5.75%,
5/1/2025 |
51,000 | 57,434 | ||||
Series FF, 4.63%,
6/15/2030 |
165,000 | 186,427 | ||||
Series HH, 2.85%,
4/15/2031 |
115,000 | 114,726 | ||||
Series II, 2.75%,
10/15/2033 |
50,000 | 48,596 | ||||
Series R, 3.13%,
6/15/2026 |
109,000 | 113,791 | ||||
Sands China, Ltd.: | ||||||
5.13%,
8/8/2025 |
150,000 | 156,660 | ||||
5.40%,
8/8/2028 |
155,000 | 167,392 | ||||
1,684,549 | ||||||
MACHINERY, CONSTRUCTION & MINING — 0.3% | ||||||
Caterpillar Financial Services Corp.: | ||||||
0.65%,
7/7/2023 |
150,000 | 149,955 | ||||
0.90%,
3/2/2026 |
110,000 | 107,656 | ||||
2.40%,
8/9/2026 |
65,000 | 67,418 | ||||
Series MTN, 0.45%,
5/17/2024 |
50,000 | 49,363 | ||||
Series MTN, 1.10%,
9/14/2027 |
40,000 | 38,840 | ||||
Series MTN, 1.15%,
9/14/2026 |
150,000 | 148,054 | ||||
Series MTN, 2.15%, 11/8/2024
(a) |
105,000 | 108,092 | ||||
Series MTN, 2.85%,
5/17/2024 |
25,000 | 26,092 | ||||
Series MTN, 3.30%,
6/9/2024 |
78,000 | 82,130 | ||||
Caterpillar, Inc.: | ||||||
3.25%,
9/19/2049 |
180,000 | 198,072 | ||||
3.40%, 5/15/2024
(a) |
138,000 | 145,096 | ||||
Oshkosh Corp. 4.60%,
5/15/2028 |
35,000 | 39,455 | ||||
1,160,223 | ||||||
MACHINERY-DIVERSIFIED — 0.7% | ||||||
CNH Industrial Capital LLC: | ||||||
1.45%,
7/15/2026 |
100,000 | 98,018 | ||||
1.88%,
1/15/2026 |
50,000 | 50,176 | ||||
CNH Industrial NV Series MTN, 3.85%, 11/15/2027
(a) |
25,000 | 27,285 | ||||
Flowserve Corp.: | ||||||
2.80%,
1/15/2032 |
40,000 | 38,966 | ||||
3.50%,
10/1/2030 |
85,000 | 88,065 | ||||
IDEX Corp. 2.63%,
6/15/2031 |
100,000 | 100,943 | ||||
John Deere Capital Corp.: | ||||||
2.00%,
6/17/2031 |
100,000 | 99,813 | ||||
Series MTN, 0.25%,
1/17/2023 |
100,000 | 99,726 |
Security Description | Principal
Amount |
Value | ||||
Series MTN, 0.45%,
1/17/2024 |
$ 100,000 | $ 99,003 | ||||
Series MTN, 0.45%,
6/7/2024 |
65,000 | 64,158 | ||||
Series MTN, 0.63%,
9/10/2024 |
30,000 | 29,695 | ||||
Series MTN, 1.30%,
10/13/2026 |
50,000 | 49,473 | ||||
Series MTN, 1.50%,
3/6/2028 |
283,000 | 278,639 | ||||
Series MTN, 1.75%,
3/9/2027 |
150,000 | 151,147 | ||||
Series MTN, 2.45%,
1/9/2030 |
20,000 | 20,612 | ||||
Series MTN, 2.60%,
3/7/2024 |
90,000 | 93,128 | ||||
Series MTN, 2.65%,
6/24/2024 |
122,000 | 126,666 | ||||
Series MTN, 2.65%,
6/10/2026 |
150,000 | 157,245 | ||||
Series MTN, 3.45%,
3/13/2025 |
25,000 | 26,688 | ||||
Series MTN, 3.45%,
3/7/2029 |
75,000 | 82,615 | ||||
nVent Finance Sarl 2.75%,
11/15/2031 |
100,000 | 99,554 | ||||
Otis Worldwide Corp.: | ||||||
2.06%,
4/5/2025 |
45,000 | 45,860 | ||||
2.29%,
4/5/2027 |
50,000 | 50,982 | ||||
2.57%,
2/15/2030 |
100,000 | 101,410 | ||||
Rockwell Automation, Inc. 2.80%,
8/15/2061 |
100,000 | 98,245 | ||||
Westinghouse Air Brake Technologies Corp. 4.95%,
9/15/2028 |
404,000 | 459,215 | ||||
Xylem, Inc. 3.25%,
11/1/2026 |
68,000 | 72,838 | ||||
2,710,165 | ||||||
MEDIA — 3.5% | ||||||
Charter Communications Operating LLC/Charter Communications Operating Capital: | ||||||
2.25%,
1/15/2029 |
95,000 | 92,914 | ||||
3.50%,
3/1/2042 |
65,000 | 63,069 | ||||
3.70%,
4/1/2051 |
20,000 | 19,332 | ||||
3.90%,
6/1/2052 |
100,000 | 100,065 | ||||
3.95%,
6/30/2062 |
100,000 | 96,621 | ||||
4.20%,
3/15/2028 |
50,000 | 54,668 | ||||
4.40%,
12/1/2061 |
100,000 | 103,432 | ||||
4.80%,
3/1/2050 |
150,000 | 168,147 | ||||
4.91%,
7/23/2025 |
222,000 | 244,520 | ||||
5.05%,
3/30/2029 |
165,000 | 189,644 | ||||
5.13%,
7/1/2049 |
150,000 | 173,716 | ||||
5.38%,
5/1/2047 |
322,000 | 384,577 | ||||
5.75%,
4/1/2048 |
175,000 | 218,515 | ||||
6.83%,
10/23/2055 |
205,000 | 293,636 | ||||
Comcast Corp.: | ||||||
1.95%, 1/15/2031
(a) |
35,000 | 34,225 | ||||
2.45%,
8/15/2052 |
100,000 | 89,572 | ||||
2.65%,
8/15/2062 |
50,000 | 44,400 | ||||
2.80%,
1/15/2051 |
55,000 | 52,429 |
Security Description | Principal
Amount |
Value | |||
2.89%, 11/1/2051
(b) |
$ 282,000 | $ 272,821 | |||
2.94%, 11/1/2056
(b) |
294,000 | 280,050 | |||
2.99%, 11/1/2063
(b) |
150,000 | 142,566 | |||
3.15%,
3/1/2026 |
140,000 | 149,323 | |||
3.20%,
7/15/2036 |
260,000 | 276,793 | |||
3.55%,
5/1/2028 |
316,000 | 345,973 | |||
3.70%,
4/15/2024 |
146,000 | 155,157 | |||
3.75%,
4/1/2040 |
139,000 | 155,492 | |||
4.15%,
10/15/2028 |
402,000 | 456,190 | |||
4.25%,
1/15/2033 |
300,000 | 351,588 | |||
4.65%,
7/15/2042 |
111,000 | 136,574 | |||
4.70%,
10/15/2048 |
155,000 | 198,366 | |||
4.75%,
3/1/2044 |
374,000 | 465,372 | |||
Discovery Communications LLC: | |||||
4.00%,
9/15/2055 |
243,000 | 255,881 | |||
4.13%,
5/15/2029 |
150,000 | 165,451 | |||
4.65%,
5/15/2050 |
100,000 | 117,672 | |||
4.88%,
4/1/2043 |
50,000 | 59,164 | |||
5.00%,
9/20/2037 |
50,000 | 59,678 | |||
5.20%,
9/20/2047 |
150,000 | 185,479 | |||
6.35%,
6/1/2040 |
100,000 | 137,676 | |||
Fox Corp.: | |||||
4.03%,
1/25/2024 |
178,000 | 188,014 | |||
5.48%,
1/25/2039 |
110,000 | 141,524 | |||
5.58%,
1/25/2049 |
265,000 | 361,375 | |||
Grupo Televisa SAB: | |||||
4.63%,
1/30/2026 |
100,000 | 108,558 | |||
5.00%,
5/13/2045 |
94,000 | 110,732 | |||
6.63%,
1/15/2040 |
90,000 | 122,393 | |||
NBCUniversal Media LLC 4.45%,
1/15/2043 |
316,000 | 380,780 | |||
TCI Communications, Inc. 7.13%,
2/15/2028 |
235,000 | 303,202 | |||
Time Warner Cable LLC: | |||||
4.50%,
9/15/2042 |
168,000 | 182,621 | |||
6.55%,
5/1/2037 |
211,000 | 276,402 | |||
6.75%,
6/15/2039 |
149,000 | 203,129 | |||
Time Warner Entertainment Co. L.P. 8.38%,
7/15/2033 |
75,000 | 109,061 | |||
TWDC Enterprises 18 Corp.: | |||||
3.00%,
2/13/2026 |
150,000 | 158,699 | |||
4.38%,
8/16/2041 |
100,000 | 121,457 | |||
Series E, 4.13%,
12/1/2041 |
100,000 | 118,125 | |||
Series MTN, 1.85%,
7/30/2026 |
120,000 | 121,650 | |||
ViacomCBS, Inc.: | |||||
3.38%,
2/15/2028 |
140,000 | 149,233 | |||
3.70%,
8/15/2024 |
100,000 | 105,959 | |||
3.70%,
6/1/2028 |
117,000 | 126,736 | |||
4.00%,
1/15/2026 |
95,000 | 102,688 | |||
4.20%,
6/1/2029 |
100,000 | 111,058 | |||
4.75%,
5/15/2025 |
40,000 | 43,909 | |||
4.95%, 5/19/2050
(a) |
125,000 | 158,773 | |||
5.85%,
9/1/2043 |
161,000 | 217,612 | |||
7.88%,
7/30/2030 |
145,000 | 200,990 |
Security Description | Principal
Amount |
Value | ||||
Walt Disney Co.: | ||||||
1.75%,
1/13/2026 |
$ 85,000 | $ 86,001 | ||||
2.00%,
9/1/2029 |
150,000 | 149,183 | ||||
2.65%,
1/13/2031 |
153,000 | 159,037 | ||||
3.50%,
5/13/2040 |
404,000 | 442,837 | ||||
3.60%,
1/13/2051 |
135,000 | 152,750 | ||||
3.70%,
9/15/2024 |
118,000 | 124,993 | ||||
3.80%,
5/13/2060 |
230,000 | 267,147 | ||||
4.75%,
11/15/2046 |
168,000 | 216,265 | ||||
6.15%,
3/1/2037 |
51,000 | 71,444 | ||||
12,685,085 | ||||||
METAL FABRICATE & HARDWARE — 0.0% (e) | ||||||
Timken Co. 4.50%,
12/15/2028 |
20,000 | 22,327 | ||||
MINING — 0.7% | ||||||
AngloGold Ashanti Holdings PLC 3.38%,
11/1/2028 |
150,000 | 148,557 | ||||
Barrick Gold Corp.: | ||||||
5.25%,
4/1/2042 |
100,000 | 129,532 | ||||
6.45%,
10/15/2035 |
100,000 | 135,996 | ||||
Barrick North America Finance LLC 5.75%,
5/1/2043 |
125,000 | 170,112 | ||||
BHP Billiton Finance USA, Ltd. 5.00%, 9/30/2043
(a) |
163,000 | 215,600 | ||||
Kinross Gold Corp. 4.50%,
7/15/2027 |
120,000 | 134,153 | ||||
Newmont Corp.: | ||||||
2.60%,
7/15/2032 |
150,000 | 150,397 | ||||
4.88%,
3/15/2042 |
50,000 | 62,670 | ||||
6.25%,
10/1/2039 |
103,000 | 144,256 | ||||
Rio Tinto Finance USA PLC 4.13%,
8/21/2042 |
53,000 | 63,524 | ||||
Rio Tinto Finance USA, Ltd. 2.75%,
11/2/2051 |
150,000 | 148,895 | ||||
Southern Copper Corp.: | ||||||
5.25%,
11/8/2042 |
100,000 | 126,378 | ||||
5.88%, 4/23/2045
(a) |
102,000 | 139,862 | ||||
6.75%,
4/16/2040 |
119,000 | 166,909 | ||||
7.50%,
7/27/2035 |
179,000 | 256,382 | ||||
Teck Resources, Ltd. 6.13%,
10/1/2035 |
156,000 | 202,446 | ||||
2,395,669 | ||||||
MISCELLANEOUS MANUFACTURER — 0.8% | ||||||
3M Co.: | ||||||
2.65%,
4/15/2025 |
100,000 | 104,362 | ||||
2.88%, 10/15/2027
(a) |
150,000 | 159,906 | ||||
3.25%, 8/26/2049
(a) |
66,000 | 72,057 | ||||
Series MTN, 3.25%,
2/14/2024 |
206,000 | 215,445 | ||||
Series MTN, 3.38%,
3/1/2029 |
50,000 | 54,553 | ||||
Series MTN, 4.00%,
9/14/2048 |
134,000 | 161,781 | ||||
Series MTN, 5.70%,
3/15/2037 |
84,000 | 116,650 |
Security Description | Principal
Amount |
Value | ||||
Carlisle Cos., Inc.: | ||||||
0.55%, 9/1/2023
(a) |
$ 20,000 | $ 19,846 | ||||
2.20%,
3/1/2032 |
100,000 | 96,234 | ||||
GE Capital International Funding Co. Unlimited Co. 4.42%,
11/15/2035 |
705,000 | 845,542 | ||||
General Electric Co.: | ||||||
Series A, 6.75%,
3/15/2032 |
100,000 | 136,319 | ||||
Series GMTN, 6.88%,
1/10/2039 |
100,000 | 148,925 | ||||
Parker-Hannifin Corp.: | ||||||
3.25%,
3/1/2027 |
100,000 | 107,003 | ||||
4.00%,
6/14/2049 |
101,000 | 118,098 | ||||
Series MTN, 4.20%,
11/21/2034 |
68,000 | 77,838 | ||||
Pentair Finance Sarl 4.50%,
7/1/2029 |
100,000 | 113,081 | ||||
Textron, Inc.: | ||||||
2.45%,
3/15/2031 |
65,000 | 64,299 | ||||
3.90%,
9/17/2029 |
25,000 | 27,441 | ||||
Trane Technologies Global Holding Co. Ltd. 4.25%,
6/15/2023 |
257,000 | 268,999 | ||||
Trane Technologies Luxembourg Finance SA 4.50%,
3/21/2049 |
115,000 | 142,790 | ||||
3,051,169 | ||||||
OFFICE & BUSINESS EQUIPMENT — 0.1% | ||||||
CDW LLC/CDW Finance Corp.: | ||||||
2.67%,
12/1/2026 |
120,000 | 123,139 | ||||
3.57%,
12/1/2031 |
100,000 | 104,157 | ||||
227,296 | ||||||
OFFICE FURNISHINGS — 0.0% (e) | ||||||
Steelcase, Inc. 5.13%,
1/18/2029 |
100,000 | 113,454 | ||||
OIL & GAS — 3.6% | ||||||
BP Capital Markets America, Inc.: | ||||||
1.75%, 8/10/2030
(a) |
65,000 | 62,616 | ||||
2.77%,
11/10/2050 |
100,000 | 94,127 | ||||
3.00%,
3/17/2052 |
215,000 | 210,771 | ||||
3.02%,
1/16/2027 |
100,000 | 105,606 | ||||
3.06%,
6/17/2041 |
50,000 | 50,561 | ||||
3.19%,
4/6/2025 |
50,000 | 52,706 | ||||
3.38%,
2/8/2061 |
150,000 | 154,816 | ||||
3.79%,
2/6/2024 |
363,000 | 383,139 | ||||
3.80%,
9/21/2025 |
50,000 | 53,921 | ||||
3.94%,
9/21/2028 |
159,000 | 176,492 | ||||
Canadian Natural Resources, Ltd.: | ||||||
2.05%,
7/15/2025 |
25,000 | 25,266 | ||||
2.95%,
7/15/2030 |
50,000 | 51,096 | ||||
3.85%,
6/1/2027 |
150,000 | 161,274 | ||||
5.85%,
2/1/2035 |
250,000 | 312,605 |
Security Description | Principal
Amount |
Value | |||
Cenovus Energy, Inc.: | |||||
4.40%,
4/15/2029 |
$ 338,000 | $ 374,054 | |||
5.25%,
6/15/2037 |
75,000 | 88,912 | |||
Chevron Corp.: | |||||
2.00%,
5/11/2027 |
150,000 | 152,578 | |||
2.24%,
5/11/2030 |
115,000 | 116,724 | |||
2.90%,
3/3/2024 |
150,000 | 156,097 | |||
2.95%, 5/16/2026
(a) |
120,000 | 127,216 | |||
3.19%,
6/24/2023 |
108,000 | 111,431 | |||
Chevron USA, Inc.: | |||||
0.69%, 8/12/2025
(a) |
65,000 | 63,705 | |||
1.02%, 8/12/2027
(a) |
120,000 | 115,807 | |||
3.25%,
10/15/2029 |
50,000 | 54,260 | |||
3.85%,
1/15/2028 |
291,000 | 323,321 | |||
ConocoPhillips: | |||||
3.75%, 10/1/2027
(b) |
203,000 | 222,167 | |||
4.30%, 8/15/2028
(a)
(b) |
175,000 | 196,948 | |||
4.88%, 10/1/2047
(b) |
55,000 | 72,616 | |||
6.50%,
2/1/2039 |
150,000 | 218,343 | |||
ConocoPhillips Co. 4.95%, 3/15/2026
(a) |
163,000 | 184,257 | |||
Coterra Energy, Inc.: | |||||
3.90%, 5/15/2027
(b) |
25,000 | 26,932 | |||
4.38%, 6/1/2024
(b) |
50,000 | 52,948 | |||
4.38%, 3/15/2029
(b) |
122,000 | 137,106 | |||
Devon Energy Corp.: | |||||
4.50%,
1/15/2030 |
100,000 | 107,334 | |||
4.75%,
5/15/2042 |
72,000 | 83,312 | |||
5.00%,
6/15/2045 |
100,000 | 121,553 | |||
5.88%,
6/15/2028 |
100,000 | 108,436 | |||
Diamondback Energy, Inc.: | |||||
3.25%,
12/1/2026 |
60,000 | 63,336 | |||
3.50%,
12/1/2029 |
125,000 | 132,491 | |||
EOG Resources, Inc.: | |||||
3.90%,
4/1/2035 |
100,000 | 113,416 | |||
4.15%,
1/15/2026 |
190,000 | 207,869 | |||
4.38%, 4/15/2030
(a) |
40,000 | 46,243 | |||
Exxon Mobil Corp.: | |||||
2.44%, 8/16/2029
(a) |
25,000 | 25,644 | |||
2.73%,
3/1/2023 |
479,000 | 489,160 | |||
2.99%,
3/19/2025 |
232,000 | 244,034 | |||
3.00%,
8/16/2039 |
75,000 | 76,696 | |||
3.04%,
3/1/2026 |
224,000 | 237,238 | |||
3.45%,
4/15/2051 |
230,000 | 249,587 | |||
3.48%,
3/19/2030 |
75,000 | 82,304 | |||
4.11%,
3/1/2046 |
100,000 | 116,951 | |||
4.23%,
3/19/2040 |
120,000 | 141,743 | |||
4.33%,
3/19/2050 |
261,000 | 321,213 | |||
Helmerich & Payne, Inc. 2.90%, 9/29/2031
(b) |
20,000 | 19,741 | |||
Hess Corp.: | |||||
4.30%,
4/1/2027 |
38,000 | 41,452 | |||
5.60%,
2/15/2041 |
88,000 | 108,671 | |||
7.30%,
8/15/2031 |
50,000 | 66,837 |
Security Description | Principal
Amount |
Value | ||||
HollyFrontier Corp.: | ||||||
4.50%,
10/1/2030 |
$ 150,000 | $ 162,183 | ||||
5.88%,
4/1/2026 |
86,000 | 96,435 | ||||
Marathon Oil Corp. 6.80%,
3/15/2032 |
50,000 | 64,532 | ||||
Marathon Petroleum Corp.: | ||||||
4.70%,
5/1/2025 |
25,000 | 27,298 | ||||
4.75%,
9/15/2044 |
125,000 | 147,409 | ||||
6.50%,
3/1/2041 |
228,000 | 314,469 | ||||
Phillips 66: | ||||||
3.30%,
3/15/2052 |
85,000 | 85,212 | ||||
3.85%,
4/9/2025 |
25,000 | 26,677 | ||||
3.90%,
3/15/2028 |
100,000 | 108,408 | ||||
4.65%,
11/15/2034 |
100,000 | 117,392 | ||||
5.88%,
5/1/2042 |
100,000 | 137,640 | ||||
Pioneer Natural Resources Co.: | ||||||
0.75%,
1/15/2024 |
75,000 | 74,145 | ||||
1.90%,
8/15/2030 |
50,000 | 47,470 | ||||
2.15%,
1/15/2031 |
90,000 | 86,901 | ||||
4.45%, 1/15/2026
(a) |
75,000 | 82,007 | ||||
Shell International Finance B.V.: | ||||||
0.38%,
9/15/2023 |
174,000 | 173,069 | ||||
2.00%,
11/7/2024 |
175,000 | 179,429 | ||||
2.88%, 5/10/2026
(a) |
101,000 | 107,412 | ||||
2.88%,
11/26/2041 |
200,000 | 200,728 | ||||
3.00%,
11/26/2051 |
200,000 | 203,154 | ||||
3.13%,
11/7/2049 |
125,000 | 128,884 | ||||
3.25%,
5/11/2025 |
286,000 | 304,730 | ||||
3.25%, 4/6/2050
(a) |
50,000 | 53,296 | ||||
4.00%,
5/10/2046 |
492,000 | 573,721 | ||||
4.55%,
8/12/2043 |
186,000 | 232,519 | ||||
Suncor Energy, Inc.: | ||||||
2.80%,
5/15/2023 |
109,000 | 111,565 | ||||
4.00%,
11/15/2047 |
90,000 | 100,818 | ||||
7.15%,
2/1/2032 |
100,000 | 136,429 | ||||
TotalEnergies Capital International SA: | ||||||
2.43%,
1/10/2025 |
75,000 | 77,594 | ||||
3.13%,
5/29/2050 |
100,000 | 102,752 | ||||
3.39%,
6/29/2060 |
100,000 | 106,580 | ||||
3.46%,
2/19/2029 |
268,000 | 291,461 | ||||
Valero Energy Corp.: | ||||||
2.80%,
12/1/2031 |
100,000 | 99,726 | ||||
2.85%,
4/15/2025 |
50,000 | 51,944 | ||||
3.65%,
12/1/2051 |
100,000 | 99,493 | ||||
4.00%,
4/1/2029 |
228,000 | 248,632 | ||||
4.35%,
6/1/2028 |
103,000 | 113,575 | ||||
6.63%,
6/15/2037 |
99,000 | 133,902 | ||||
13,305,270 | ||||||
OIL & GAS SERVICES — 0.3% | ||||||
Baker Hughes Holdings LLC 5.13%, 9/15/2040
(a) |
212,000 | 265,905 |
Security Description | Principal
Amount |
Value | ||||
Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc.: | ||||||
4.08%, 12/15/2047
(a) |
$ 127,000 | $ 144,793 | ||||
4.49%,
5/1/2030 |
70,000 | 80,609 | ||||
Halliburton Co.: | ||||||
2.92%, 3/1/2030
(a) |
125,000 | 129,098 | ||||
4.50%,
11/15/2041 |
55,000 | 61,262 | ||||
4.85%,
11/15/2035 |
100,000 | 118,300 | ||||
NOV, Inc. 3.95%,
12/1/2042 |
55,000 | 54,041 | ||||
Schlumberger Investment SA 3.65%,
12/1/2023 |
126,000 | 131,616 | ||||
985,624 | ||||||
PACKAGING & CONTAINERS — 0.1% | ||||||
Amcor Flexibles North America, Inc. 2.69%,
5/25/2031 |
35,000 | 35,415 | ||||
Berry Global, Inc.: | ||||||
0.95%,
2/15/2024 |
40,000 | 39,594 | ||||
1.65%,
1/15/2027 |
50,000 | 48,713 | ||||
Packaging Corp. of America 3.00%,
12/15/2029 |
100,000 | 104,608 | ||||
Sonoco Products Co. 3.13%,
5/1/2030 |
25,000 | 26,133 | ||||
WestRock MWV LLC: | ||||||
7.95%,
2/15/2031 |
50,000 | 70,339 | ||||
8.20%,
1/15/2030 |
33,000 | 45,533 | ||||
WRKCo, Inc.: | ||||||
3.00%,
6/15/2033 |
100,000 | 103,131 | ||||
3.90%,
6/1/2028 |
40,000 | 43,843 | ||||
517,309 | ||||||
PHARMACEUTICALS — 5.4% | ||||||
AbbVie, Inc.: | ||||||
2.60%,
11/21/2024 |
275,000 | 285,222 | ||||
2.95%,
11/21/2026 |
250,000 | 263,345 | ||||
3.20%,
11/21/2029 |
214,000 | 229,096 | ||||
4.25%,
11/14/2028 |
304,000 | 343,350 | ||||
4.25%,
11/21/2049 |
150,000 | 180,088 | ||||
4.40%,
11/6/2042 |
248,000 | 297,531 | ||||
4.45%,
5/14/2046 |
250,000 | 302,077 | ||||
4.55%,
3/15/2035 |
270,000 | 322,804 | ||||
4.75%,
3/15/2045 |
250,000 | 310,702 | ||||
4.85%,
6/15/2044 |
38,000 | 47,635 | ||||
4.88%,
11/14/2048 |
150,000 | 194,170 | ||||
AmerisourceBergen Corp.: | ||||||
0.74%,
3/15/2023 |
100,000 | 99,753 | ||||
3.25%,
3/1/2025 |
172,000 | 180,603 | ||||
Astrazeneca Finance LLC: | ||||||
0.70%,
5/28/2024 |
40,000 | 39,690 | ||||
1.20%,
5/28/2026 |
115,000 | 113,594 | ||||
1.75%,
5/28/2028 |
125,000 | 124,196 | ||||
2.25%, 5/28/2031
(a) |
20,000 | 20,214 | ||||
AstraZeneca PLC: | ||||||
0.30%,
5/26/2023 |
40,000 | 39,773 |
Security Description | Principal
Amount |
Value | |||
0.70%,
4/8/2026 |
$ 100,000 | $ 96,722 | |||
1.38%,
8/6/2030 |
250,000 | 235,962 | |||
3.00%, 5/28/2051
(a) |
140,000 | 147,279 | |||
3.13%,
6/12/2027 |
125,000 | 134,035 | |||
4.00%,
9/18/2042 |
103,000 | 122,810 | |||
4.38%,
11/16/2045 |
175,000 | 223,688 | |||
Becton Dickinson & Co.: | |||||
3.70%,
6/6/2027 |
231,000 | 251,889 | |||
3.73%,
12/15/2024 |
31,000 | 32,972 | |||
4.69%,
12/15/2044 |
76,000 | 95,562 | |||
Bristol-Myers Squibb Co.: | |||||
1.13%,
11/13/2027 |
150,000 | 146,094 | |||
1.45%,
11/13/2030 |
60,000 | 57,129 | |||
2.55%,
11/13/2050 |
60,000 | 56,902 | |||
2.90%,
7/26/2024 |
473,000 | 494,474 | |||
3.40%,
7/26/2029 |
125,000 | 136,724 | |||
3.45%,
11/15/2027 |
250,000 | 273,382 | |||
3.88%,
8/15/2025 |
27,000 | 29,231 | |||
4.13%,
6/15/2039 |
80,000 | 94,625 | |||
4.25%,
10/26/2049 |
144,000 | 178,119 | |||
4.63%,
5/15/2044 |
250,000 | 318,920 | |||
Cardinal Health, Inc.: | |||||
3.75%,
9/15/2025 |
50,000 | 53,638 | |||
4.50%,
11/15/2044 |
258,000 | 291,811 | |||
4.60%,
3/15/2043 |
100,000 | 115,450 | |||
4.90%,
9/15/2045 |
100,000 | 120,163 | |||
Cigna Corp.: | |||||
0.61%,
3/15/2024 |
40,000 | 39,610 | |||
1.25%,
3/15/2026 |
65,000 | 64,160 | |||
2.38%,
3/15/2031 |
160,000 | 160,659 | |||
3.00%,
7/15/2023 |
152,000 | 156,408 | |||
3.05%,
10/15/2027 |
334,000 | 354,791 | |||
3.25%,
4/15/2025 |
50,000 | 52,682 | |||
3.40%,
3/15/2051 |
100,000 | 105,130 | |||
3.88%,
10/15/2047 |
75,000 | 83,265 | |||
4.38%,
10/15/2028 |
330,000 | 375,144 | |||
6.13%,
11/15/2041 |
135,000 | 193,323 | |||
CVS Health Corp.: | |||||
1.30%,
8/21/2027 |
541,000 | 525,095 | |||
1.88%,
2/28/2031 |
95,000 | 91,154 | |||
2.63%,
8/15/2024 |
99,000 | 102,547 | |||
3.38%,
8/12/2024 |
111,000 | 116,663 | |||
3.75%,
4/1/2030 |
25,000 | 27,454 | |||
4.13%,
4/1/2040 |
160,000 | 183,182 | |||
4.30%,
3/25/2028 |
516,000 | 579,442 | |||
4.78%,
3/25/2038 |
404,000 | 492,262 | |||
5.05%,
3/25/2048 |
273,000 | 357,207 | |||
6.25%,
6/1/2027 |
125,000 | 151,175 | |||
Eli Lilly & Co.: | |||||
2.25%, 5/15/2050
(a) |
75,000 | 69,013 | |||
3.10%,
5/15/2027 |
65,000 | 69,468 | |||
3.38%, 3/15/2029
(a) |
31,000 | 34,011 | |||
3.95%,
5/15/2047 |
100,000 | 121,558 | |||
GlaxoSmithKline Capital PLC: | |||||
0.53%,
10/1/2023 |
100,000 | 99,577 |
Security Description | Principal
Amount |
Value | |||
3.00%,
6/1/2024 |
$ 200,000 | $ 208,900 | |||
3.38%, 6/1/2029
(a) |
40,000 | 43,583 | |||
GlaxoSmithKline Capital, Inc.: | |||||
3.63%,
5/15/2025 |
153,000 | 164,663 | |||
3.88%,
5/15/2028 |
282,000 | 315,166 | |||
Johnson & Johnson: | |||||
0.55%,
9/1/2025 |
100,000 | 97,538 | |||
1.30%, 9/1/2030
(a) |
35,000 | 33,699 | |||
2.10%,
9/1/2040 |
85,000 | 80,520 | |||
2.90%,
1/15/2028 |
288,000 | 307,184 | |||
2.95%,
3/3/2027 |
100,000 | 107,021 | |||
3.70%,
3/1/2046 |
235,000 | 276,809 | |||
3.75%, 3/3/2047
(a) |
95,000 | 113,046 | |||
5.85%,
7/15/2038 |
321,000 | 464,551 | |||
McKesson Corp.: | |||||
0.90%,
12/3/2025 |
60,000 | 58,190 | |||
1.30%,
8/15/2026 |
125,000 | 122,300 | |||
Mead Johnson Nutrition Co. 5.90%,
11/1/2039 |
100,000 | 142,606 | |||
Merck & Co., Inc.: | |||||
1.70%,
6/10/2027 |
100,000 | 100,666 | |||
1.90%,
12/10/2028 |
200,000 | 200,872 | |||
2.15%,
12/10/2031 |
95,000 | 95,286 | |||
2.75%,
2/10/2025 |
163,000 | 170,630 | |||
2.80%,
5/18/2023 |
134,000 | 137,987 | |||
2.90%,
12/10/2061 |
200,000 | 199,526 | |||
3.40%,
3/7/2029 |
50,000 | 54,517 | |||
3.60%,
9/15/2042 |
80,000 | 90,268 | |||
3.70%,
2/10/2045 |
373,000 | 428,812 | |||
4.00%,
3/7/2049 |
148,000 | 180,115 | |||
Mylan, Inc. 4.55%,
4/15/2028 |
210,000 | 235,236 | |||
Novartis Capital Corp.: | |||||
1.75%,
2/14/2025 |
25,000 | 25,389 | |||
2.20%,
8/14/2030 |
100,000 | 101,523 | |||
3.40%,
5/6/2024 |
169,000 | 178,327 | |||
4.40%,
5/6/2044 |
250,000 | 320,370 | |||
Pfizer, Inc.: | |||||
0.80%,
5/28/2025 |
150,000 | 148,149 | |||
1.70%,
5/28/2030 |
25,000 | 24,454 | |||
1.75%, 8/18/2031
(a) |
210,000 | 205,393 | |||
2.95%,
3/15/2024 |
115,000 | 119,713 | |||
3.00%,
6/15/2023 |
180,000 | 186,136 | |||
3.45%,
3/15/2029 |
25,000 | 27,570 | |||
4.00%,
3/15/2049 |
294,000 | 360,412 | |||
4.10%,
9/15/2038 |
165,000 | 196,269 | |||
4.40%,
5/15/2044 |
51,000 | 63,847 | |||
Pharmacia LLC 6.60%,
12/1/2028 |
50,000 | 64,908 | |||
Shire Acquisitions Investments Ireland DAC 2.88%,
9/23/2023 |
50,000 | 51,413 | |||
Takeda Pharmaceutical Co., Ltd.: | |||||
2.05%,
3/31/2030 |
150,000 | 146,235 | |||
4.40%,
11/26/2023 |
115,000 | 121,701 |
Security Description | Principal
Amount |
Value | ||||
Utah Acquisition Sub, Inc. 3.95%,
6/15/2026 |
$ 165,000 | $ 177,966 | ||||
Viatris, Inc. 4.00%,
6/22/2050 |
293,000 | 313,246 | ||||
Wyeth LLC: | ||||||
5.95%,
4/1/2037 |
291,000 | 409,498 | ||||
6.45%,
2/1/2024 |
46,000 | 51,033 | ||||
Zoetis, Inc.: | ||||||
2.00%,
5/15/2030 |
50,000 | 49,274 | ||||
3.90%,
8/20/2028 |
80,000 | 88,961 | ||||
4.70%,
2/1/2043 |
128,000 | 163,087 | ||||
19,730,969 | ||||||
PIPELINES — 3.5% | ||||||
Boardwalk Pipelines L.P.: | ||||||
3.38%,
2/1/2023 |
38,000 | 38,690 | ||||
4.45%,
7/15/2027 |
61,000 | 66,897 | ||||
4.80%,
5/3/2029 |
150,000 | 168,162 | ||||
Cheniere Corpus Christi Holdings LLC: | ||||||
2.74%, 12/31/2039
(b) |
55,000 | 53,810 | ||||
5.13%,
6/30/2027 |
225,000 | 254,266 | ||||
Eastern Gas Transmission & Storage, Inc. 3.00%, 11/15/2029
(b) |
100,000 | 102,833 | ||||
Enable Midstream Partners L.P.: | ||||||
3.90%,
5/15/2024 |
116,000 | 121,208 | ||||
4.40%,
3/15/2027 |
95,000 | 102,669 | ||||
5.00%,
5/15/2044 |
119,000 | 129,058 | ||||
Enbridge Energy Partners L.P. 7.38%,
10/15/2045 |
125,000 | 194,902 | ||||
Enbridge, Inc.: | ||||||
1.60%,
10/4/2026 |
25,000 | 24,681 | ||||
2.50%,
8/1/2033 |
50,000 | 49,189 | ||||
3.40%,
8/1/2051 |
70,000 | 71,392 | ||||
4.00%,
10/1/2023 |
102,000 | 106,537 | ||||
4.25%,
12/1/2026 |
50,000 | 55,162 | ||||
5.50%,
12/1/2046 |
100,000 | 135,570 | ||||
Energy Transfer L.P.: | ||||||
4.50%,
4/15/2024 |
50,000 | 53,062 | ||||
4.75%,
1/15/2026 |
123,000 | 134,529 | ||||
4.90%,
2/1/2024 |
90,000 | 95,379 | ||||
5.00%,
5/15/2050 |
100,000 | 115,144 | ||||
5.25%,
4/15/2029 |
236,000 | 271,143 | ||||
5.35%,
5/15/2045 |
101,000 | 116,721 | ||||
5.40%,
10/1/2047 |
250,000 | 294,855 | ||||
5.50%,
6/1/2027 |
50,000 | 57,148 | ||||
5.88%,
1/15/2024 |
200,000 | 215,820 | ||||
6.05%,
6/1/2041 |
150,000 | 184,080 | ||||
6.13%,
12/15/2045 |
105,000 | 131,079 | ||||
6.63%,
10/15/2036 |
77,000 | 98,244 | ||||
Series 20Y, 5.80%,
6/15/2038 |
217,000 | 263,629 | ||||
Enterprise Products Operating LLC: | ||||||
2.80%,
1/31/2030 |
35,000 | 36,503 | ||||
3.20%,
2/15/2052 |
50,000 | 49,127 |
Security Description | Principal
Amount |
Value | |||
3.30%,
2/15/2053 |
$ 85,000 | $ 84,732 | |||
3.35%,
3/15/2023 |
91,000 | 93,198 | |||
3.70%,
1/31/2051 |
125,000 | 131,574 | |||
3.90%,
2/15/2024 |
215,000 | 226,006 | |||
3.95%,
2/15/2027 |
177,000 | 193,534 | |||
4.25%,
2/15/2048 |
80,000 | 91,164 | |||
5.10%,
2/15/2045 |
177,000 | 219,997 | |||
6.13%,
10/15/2039 |
250,000 | 340,215 | |||
Series H, 6.65%,
10/15/2034 |
80,000 | 108,660 | |||
Kinder Morgan Energy Partners L.P.: | |||||
5.00%,
8/15/2042 |
50,000 | 58,180 | |||
6.38%,
3/1/2041 |
104,000 | 137,582 | |||
6.50%,
9/1/2039 |
100,000 | 133,435 | |||
Kinder Morgan, Inc.: | |||||
1.75%,
11/15/2026 |
95,000 | 94,765 | |||
2.00%,
2/15/2031 |
90,000 | 85,871 | |||
3.60%,
2/15/2051 |
100,000 | 101,123 | |||
5.05%,
2/15/2046 |
120,000 | 143,692 | |||
5.20%,
3/1/2048 |
269,000 | 333,159 | |||
5.55%,
6/1/2045 |
250,000 | 316,395 | |||
Magellan Midstream Partners L.P.: | |||||
3.95%,
3/1/2050 |
96,000 | 102,119 | |||
4.20%,
10/3/2047 |
100,000 | 109,254 | |||
MPLX L.P.: | |||||
4.13%, 3/1/2027
(a) |
237,000 | 259,328 | |||
4.80%,
2/15/2029 |
398,000 | 455,013 | |||
4.88%,
6/1/2025 |
100,000 | 109,431 | |||
5.20%,
12/1/2047 |
100,000 | 122,425 | |||
5.50%,
2/15/2049 |
261,000 | 333,780 | |||
Northwest Pipeline LLC 4.00%,
4/1/2027 |
54,000 | 58,833 | |||
ONEOK Partners L.P.: | |||||
6.20%,
9/15/2043 |
125,000 | 161,264 | |||
6.85%,
10/15/2037 |
40,000 | 53,596 | |||
ONEOK, Inc.: | |||||
3.40%,
9/1/2029 |
100,000 | 103,634 | |||
4.00%,
7/13/2027 |
100,000 | 108,155 | |||
4.35%,
3/15/2029 |
100,000 | 109,713 | |||
4.50%,
3/15/2050 |
175,000 | 194,211 | |||
4.95%,
7/13/2047 |
100,000 | 116,521 | |||
5.85%,
1/15/2026 |
112,000 | 128,755 | |||
Phillips 66 Partners L.P. 3.75%,
3/1/2028 |
236,000 | 253,563 | |||
Plains All American Pipeline L.P./PAA Finance Corp.: | |||||
4.30%,
1/31/2043 |
100,000 | 102,072 | |||
4.65%,
10/15/2025 |
100,000 | 109,084 | |||
4.70%,
6/15/2044 |
111,000 | 118,394 | |||
6.65%,
1/15/2037 |
50,000 | 64,758 | |||
Sabine Pass Liquefaction LLC: | |||||
4.20%,
3/15/2028 |
125,000 | 137,224 | |||
5.00%,
3/15/2027 |
100,000 | 112,549 | |||
5.88%,
6/30/2026 |
225,000 | 258,194 |
Security Description | Principal
Amount |
Value | ||||
Spectra Energy Partners L.P.: | ||||||
3.38%,
10/15/2026 |
$ 156,000 | $ 165,574 | ||||
4.75%,
3/15/2024 |
86,000 | 91,753 | ||||
TC PipeLines L.P. 3.90%,
5/25/2027 |
74,000 | 81,147 | ||||
TransCanada PipeLines, Ltd.: | ||||||
2.50%,
10/12/2031 |
85,000 | 84,532 | ||||
4.88%,
1/15/2026 |
230,000 | 256,595 | ||||
6.10%,
6/1/2040 |
454,000 | 629,943 | ||||
Transcontinental Gas Pipe Line Co. LLC: | ||||||
3.25%,
5/15/2030 |
25,000 | 26,361 | ||||
3.95%,
5/15/2050 |
50,000 | 56,162 | ||||
4.00%,
3/15/2028 |
154,000 | 168,786 | ||||
Williams Cos., Inc.: | ||||||
2.60%,
3/15/2031 |
125,000 | 124,630 | ||||
3.50%,
11/15/2030 |
25,000 | 26,703 | ||||
3.70%,
1/15/2023 |
105,000 | 107,280 | ||||
4.90%,
1/15/2045 |
150,000 | 179,571 | ||||
5.75%,
6/24/2044 |
124,000 | 161,453 | ||||
5.80%,
11/15/2043 |
100,000 | 131,039 | ||||
12,658,170 | ||||||
REAL ESTATE — 0.0% (e) | ||||||
CBRE Services, Inc. 4.88%,
3/1/2026 |
122,000 | 136,559 | ||||
REAL ESTATE INVESTMENT TRUSTS — 3.9% | ||||||
Agree L.P. 2.90%,
10/1/2030 |
125,000 | 126,972 | ||||
Alexandria Real Estate Equities, Inc.: | ||||||
2.00%,
5/18/2032 |
125,000 | 120,001 | ||||
3.00%,
5/18/2051 |
158,000 | 156,902 | ||||
4.00%,
2/1/2050 |
25,000 | 29,136 | ||||
American Assets Trust L.P. 3.38%,
2/1/2031 |
150,000 | 153,697 | ||||
American Campus Communities Operating Partnership L.P.: | ||||||
2.25%,
1/15/2029 |
75,000 | 74,195 | ||||
3.30%,
7/15/2026 |
57,000 | 60,439 | ||||
American Homes 4 Rent L.P. 2.38%,
7/15/2031 |
100,000 | 98,301 | ||||
American Tower Corp.: | ||||||
1.45%,
9/15/2026 |
25,000 | 24,509 | ||||
1.50%,
1/31/2028 |
125,000 | 119,707 | ||||
2.30%,
9/15/2031 |
20,000 | 19,444 | ||||
2.95%,
1/15/2051 |
25,000 | 23,705 | ||||
3.00%,
6/15/2023 |
100,000 | 102,820 | ||||
3.38%,
5/15/2024 |
439,000 | 458,825 | ||||
3.50%,
1/31/2023 |
165,000 | 169,471 | ||||
3.60%,
1/15/2028 |
100,000 | 107,389 | ||||
3.80%,
8/15/2029 |
115,000 | 125,210 | ||||
4.00%,
6/1/2025 |
100,000 | 107,048 | ||||
AvalonBay Communities, Inc.: | ||||||
1.90%,
12/1/2028 |
25,000 | 24,796 | ||||
2.05%,
1/15/2032 |
70,000 | 69,131 |
Security Description | Principal
Amount |
Value | |||
Series MTN, 2.30%, 3/1/2030
(a) |
$ 90,000 | $ 91,364 | |||
Series MTN, 3.30%,
6/1/2029 |
115,000 | 124,177 | |||
Boston Properties L.P.: | |||||
2.45%,
10/1/2033 |
454,000 | 439,812 | |||
2.90%,
3/15/2030 |
73,000 | 74,510 | |||
3.13%,
9/1/2023 |
50,000 | 51,490 | |||
3.80%,
2/1/2024 |
204,000 | 213,349 | |||
Brandywine Operating Partnership L.P. 4.10%,
10/1/2024 |
50,000 | 52,810 | |||
Brixmor Operating Partnership L.P.: | |||||
3.65%,
6/15/2024 |
50,000 | 52,460 | |||
4.05%,
7/1/2030 |
232,000 | 254,750 | |||
4.13%,
6/15/2026 |
38,000 | 41,217 | |||
Broadstone Net Lease LLC 2.60%,
9/15/2031 |
100,000 | 97,503 | |||
Camden Property Trust 3.15%,
7/1/2029 |
100,000 | 106,428 | |||
CC Holdings GS V LLC/Crown Castle GS III Corp. 3.85%,
4/15/2023 |
324,000 | 335,311 | |||
Corporate Office Properties L.P. 2.90%,
12/1/2033 |
65,000 | 63,983 | |||
Crown Castle International Corp.: | |||||
2.50%,
7/15/2031 |
50,000 | 49,680 | |||
3.65%,
9/1/2027 |
195,000 | 209,951 | |||
3.80%,
2/15/2028 |
174,000 | 189,129 | |||
4.00%,
11/15/2049 |
35,000 | 38,423 | |||
4.30%,
2/15/2029 |
304,000 | 339,322 | |||
CubeSmart L.P.: | |||||
2.25%,
12/15/2028 |
50,000 | 50,162 | |||
2.50%,
2/15/2032 |
55,000 | 54,889 | |||
4.38%,
2/15/2029 |
100,000 | 113,343 | |||
CyrusOne L.P./CyrusOne Finance Corp. 2.90%,
11/15/2024 |
115,000 | 118,954 | |||
Digital Realty Trust L.P. 4.45%, 7/15/2028
(a) |
249,000 | 281,562 | |||
Duke Realty L.P.: | |||||
2.25%,
1/15/2032 |
100,000 | 97,919 | |||
3.25%,
6/30/2026 |
50,000 | 53,225 | |||
EPR Properties: | |||||
3.60%,
11/15/2031 |
195,000 | 193,965 | |||
4.75%,
12/15/2026 |
50,000 | 53,472 | |||
Equinix, Inc.: | |||||
1.00%,
9/15/2025 |
100,000 | 97,323 | |||
1.45%,
5/15/2026 |
207,000 | 203,150 | |||
2.00%,
5/15/2028 |
35,000 | 34,363 | |||
2.50%,
5/15/2031 |
100,000 | 100,058 | |||
3.00%,
7/15/2050 |
100,000 | 95,664 | |||
ERP Operating L.P.: | |||||
3.00%,
7/1/2029 |
125,000 | 132,464 | |||
4.50%,
7/1/2044 |
116,000 | 146,391 |
Security Description | Principal
Amount |
Value | |||
Essex Portfolio L.P.: | |||||
1.70%,
3/1/2028 |
$ 85,000 | $ 82,957 | |||
2.65%,
3/15/2032 |
65,000 | 65,389 | |||
2.65%,
9/1/2050 |
20,000 | 18,087 | |||
3.50%,
4/1/2025 |
75,000 | 79,226 | |||
Federal Realty Investment Trust: | |||||
3.50%, 6/1/2030
(a) |
75,000 | 80,200 | |||
3.95%,
1/15/2024 |
175,000 | 183,368 | |||
GLP Capital L.P./GLP Financing II, Inc.: | |||||
4.00%,
1/15/2030 |
50,000 | 52,993 | |||
5.25%,
6/1/2025 |
205,000 | 225,254 | |||
5.30%,
1/15/2029 |
50,000 | 56,603 | |||
5.38%,
4/15/2026 |
110,000 | 122,863 | |||
5.75%,
6/1/2028 |
34,000 | 39,302 | |||
Healthcare Realty Trust, Inc. 2.05%,
3/15/2031 |
100,000 | 96,223 | |||
Healthcare Trust of America Holdings L.P. 3.50%,
8/1/2026 |
95,000 | 101,508 | |||
Healthpeak Properties, Inc.: | |||||
2.13%,
12/1/2028 |
65,000 | 65,148 | |||
3.00%,
1/15/2030 |
160,000 | 167,806 | |||
Host Hotels & Resorts L.P.: | |||||
Series H, 3.38%,
12/15/2029 |
100,000 | 102,288 | |||
Series J, 2.90%,
12/15/2031 |
20,000 | 19,343 | |||
Invitation Homes Operating Partnership L.P.: | |||||
2.30%,
11/15/2028 |
25,000 | 24,748 | |||
2.70%,
1/15/2034 |
25,000 | 24,522 | |||
Kilroy Realty L.P.: | |||||
2.65%,
11/15/2033 |
100,000 | 97,173 | |||
3.05%,
2/15/2030 |
50,000 | 51,800 | |||
Kimco Realty Corp.: | |||||
2.25%,
12/1/2031 |
105,000 | 102,333 | |||
4.13%,
12/1/2046 |
50,000 | 56,920 | |||
Life Storage L.P. 2.40%,
10/15/2031 |
120,000 | 118,030 | |||
Mid-America Apartments L.P.: | |||||
3.75%,
6/15/2024 |
50,000 | 52,654 | |||
3.95%,
3/15/2029 |
125,000 | 139,715 | |||
National Retail Properties, Inc.: | |||||
3.00%,
4/15/2052 |
25,000 | 23,719 | |||
3.10%,
4/15/2050 |
25,000 | 24,384 | |||
4.80%,
10/15/2048 |
55,000 | 69,232 | |||
Office Properties Income Trust 4.50%,
2/1/2025 |
117,000 | 123,451 | |||
Omega Healthcare Investors, Inc.: | |||||
3.25%, 4/15/2033
(a) |
100,000 | 97,982 | |||
3.38%,
2/1/2031 |
150,000 | 151,222 | |||
3.63%,
10/1/2029 |
106,000 | 110,132 | |||
Physicians Realty L.P.: | |||||
2.63%,
11/1/2031 |
100,000 | 99,801 | |||
4.30%, 3/15/2027
(a) |
40,000 | 44,418 |
Security Description | Principal
Amount |
Value | |||
Prologis L.P. 1.63%, 3/15/2031
(a) |
$ 150,000 | $ 143,076 | |||
Public Storage: | |||||
1.50%, 11/9/2026
(a) |
50,000 | 49,991 | |||
1.95%,
11/9/2028 |
85,000 | 84,867 | |||
2.25%,
11/9/2031 |
65,000 | 65,205 | |||
Rayonier L.P. 2.75%,
5/17/2031 |
45,000 | 44,856 | |||
Realty Income Corp.: | |||||
0.75%, 3/15/2026
(a) |
30,000 | 28,917 | |||
2.85%,
12/15/2032 |
100,000 | 104,011 | |||
3.25%,
6/15/2029 |
100,000 | 107,987 | |||
3.95%,
8/15/2027 |
110,000 | 122,087 | |||
4.60%,
2/6/2024 |
50,000 | 53,166 | |||
4.63%,
11/1/2025 |
50,000 | 55,461 | |||
Regency Centers L.P. 4.65%,
3/15/2049 |
95,000 | 118,228 | |||
Sabra Health Care L.P. 5.13%,
8/15/2026 |
104,000 | 114,575 | |||
Safehold Operating Partnership L.P. 2.80%,
6/15/2031 |
250,000 | 247,180 | |||
Simon Property Group L.P.: | |||||
3.25%,
11/30/2026 |
50,000 | 53,559 | |||
3.38%,
10/1/2024 |
293,000 | 308,277 | |||
3.38%,
12/1/2027 |
50,000 | 53,716 | |||
3.75%,
2/1/2024 |
150,000 | 157,188 | |||
3.80%, 7/15/2050
(a) |
204,000 | 228,990 | |||
SITE Centers Corp. 3.63%,
2/1/2025 |
107,000 | 112,070 | |||
Spirit Realty L.P. 4.00%,
7/15/2029 |
115,000 | 126,325 | |||
STORE Capital Corp. 2.70%,
12/1/2031 |
50,000 | 48,952 | |||
Sun Communities Operating L.P. 2.70%,
7/15/2031 |
120,000 | 119,521 | |||
Tanger Properties L.P. 2.75%,
9/1/2031 |
100,000 | 96,668 | |||
UDR, Inc.: | |||||
Series MTN, 2.10%, 6/15/2033
(a) |
100,000 | 94,731 | |||
Series MTN, 4.40%,
1/26/2029 |
125,000 | 141,330 | |||
Ventas Realty L.P.: | |||||
2.65%,
1/15/2025 |
25,000 | 25,828 | |||
3.25%,
10/15/2026 |
140,000 | 148,247 | |||
4.40%,
1/15/2029 |
100,000 | 113,450 | |||
4.75%,
11/15/2030 |
100,000 | 116,787 | |||
4.88%,
4/15/2049 |
100,000 | 125,486 | |||
Welltower, Inc.: | |||||
2.05%,
1/15/2029 |
135,000 | 133,156 | |||
2.75%,
1/15/2032 |
50,000 | 50,603 | |||
2.80%,
6/1/2031 |
250,000 | 255,585 | |||
4.13%,
3/15/2029 |
90,000 | 100,660 | |||
4.50%,
1/15/2024 |
75,000 | 79,353 |
Security Description | Principal
Amount |
Value | ||||
Weyerhaeuser Co. 7.38%,
3/15/2032 |
$ 114,000 | $ 160,352 | ||||
WP Carey, Inc.: | ||||||
2.25%,
4/1/2033 |
100,000 | 95,172 | ||||
4.00%,
2/1/2025 |
50,000 | 53,303 | ||||
14,133,981 | ||||||
RETAIL — 2.5% | ||||||
Advance Auto Parts, Inc. 3.90%,
4/15/2030 |
25,000 | 27,359 | ||||
AutoNation, Inc.: | ||||||
3.50%,
11/15/2024 |
35,000 | 36,770 | ||||
4.50%,
10/1/2025 |
124,000 | 134,919 | ||||
4.75%,
6/1/2030 |
100,000 | 114,360 | ||||
AutoZone, Inc.: | ||||||
1.65%,
1/15/2031 |
20,000 | 18,836 | ||||
3.13%,
7/15/2023 |
107,000 | 109,992 | ||||
3.13%,
4/18/2024 |
75,000 | 78,137 | ||||
3.63%,
4/15/2025 |
42,000 | 44,767 | ||||
4.00%,
4/15/2030 |
25,000 | 27,901 | ||||
Best Buy Co., Inc. 4.45%,
10/1/2028 |
30,000 | 34,056 | ||||
Costco Wholesale Corp. 1.38%,
6/20/2027 |
100,000 | 99,280 | ||||
Dollar General Corp. 3.25%,
4/15/2023 |
295,000 | 302,363 | ||||
Dollar Tree, Inc.: | ||||||
2.65%, 12/1/2031
(a) |
50,000 | 50,103 | ||||
4.00%,
5/15/2025 |
190,000 | 204,202 | ||||
4.20%, 5/15/2028
(a) |
100,000 | 111,644 | ||||
Genuine Parts Co. 1.88%,
11/1/2030 |
100,000 | 93,981 | ||||
Home Depot, Inc.: | ||||||
1.38%, 3/15/2031
(a) |
100,000 | 94,273 | ||||
1.50%, 9/15/2028
(a) |
100,000 | 98,562 | ||||
1.88%, 9/15/2031
(a) |
40,000 | 39,354 | ||||
2.38%,
3/15/2051 |
215,000 | 198,123 | ||||
2.50%,
4/15/2027 |
100,000 | 104,570 | ||||
2.75%,
9/15/2051 |
100,000 | 99,271 | ||||
3.13%,
12/15/2049 |
110,000 | 115,953 | ||||
3.30%,
4/15/2040 |
100,000 | 108,318 | ||||
3.35%,
4/15/2050 |
150,000 | 163,985 | ||||
3.75%,
2/15/2024 |
51,000 | 53,673 | ||||
3.90%,
6/15/2047 |
125,000 | 146,811 | ||||
4.25%,
4/1/2046 |
250,000 | 307,352 | ||||
4.40%,
3/15/2045 |
108,000 | 134,680 | ||||
5.40%,
9/15/2040 |
303,000 | 412,068 | ||||
5.95%,
4/1/2041 |
265,000 | 379,830 | ||||
Kohl's Corp. 3.38%, 5/1/2031
(a) |
95,000 | 96,705 | ||||
Lowe's Cos., Inc.: | ||||||
1.30%,
4/15/2028 |
150,000 | 143,877 | ||||
1.70%,
9/15/2028 |
25,000 | 24,492 | ||||
1.70%,
10/15/2030 |
45,000 | 42,750 | ||||
2.63%,
4/1/2031 |
100,000 | 102,332 | ||||
2.80%,
9/15/2041 |
200,000 | 195,446 |
Security Description | Principal
Amount |
Value | ||||
3.13%,
9/15/2024 |
$ 100,000 | $ 104,772 | ||||
3.38%,
9/15/2025 |
41,000 | 43,732 | ||||
3.50%,
4/1/2051 |
75,000 | 80,813 | ||||
4.00%,
4/15/2025 |
65,000 | 70,447 | ||||
5.00%,
4/15/2040 |
100,000 | 125,704 | ||||
McDonald's Corp.: | ||||||
Series MTN, 4.20%,
4/1/2050 |
64,000 | 77,700 | ||||
Series MTN, 4.88%,
7/15/2040 |
50,000 | 62,820 | ||||
Series MTN, 4.88%,
12/9/2045 |
315,000 | 405,644 | ||||
Series MTN, 6.30%,
3/1/2038 |
466,000 | 664,045 | ||||
O'Reilly Automotive, Inc.: | ||||||
1.75%,
3/15/2031 |
95,000 | 90,136 | ||||
3.90%,
6/1/2029 |
30,000 | 33,114 | ||||
Starbucks Corp.: | ||||||
2.00%,
3/12/2027 |
150,000 | 151,601 | ||||
2.25%,
3/12/2030 |
25,000 | 24,978 | ||||
2.55%,
11/15/2030 |
188,000 | 191,863 | ||||
3.10%,
3/1/2023 |
100,000 | 102,536 | ||||
3.35%,
3/12/2050 |
115,000 | 119,930 | ||||
Target Corp. 2.25%,
4/15/2025 |
125,000 | 128,979 | ||||
TJX Cos., Inc.: | ||||||
2.25%,
9/15/2026 |
119,000 | 123,053 | ||||
3.88%,
4/15/2030 |
100,000 | 112,262 | ||||
Walgreens Boots Alliance, Inc.: | ||||||
0.95%,
11/17/2023 |
150,000 | 149,873 | ||||
3.20%, 4/15/2030
(a) |
115,000 | 121,843 | ||||
3.80%,
11/18/2024 |
205,000 | 218,288 | ||||
4.10%,
4/15/2050 |
75,000 | 84,158 | ||||
Walmart, Inc.: | ||||||
1.05%, 9/17/2026
(a) |
85,000 | 84,189 | ||||
1.50%,
9/22/2028 |
275,000 | 273,457 | ||||
1.80%,
9/22/2031 |
55,000 | 54,465 | ||||
2.50%,
9/22/2041 |
260,000 | 262,660 | ||||
2.65%,
9/22/2051 |
80,000 | 81,766 | ||||
2.85%,
7/8/2024 |
90,000 | 94,147 | ||||
3.05%,
7/8/2026 |
125,000 | 134,014 | ||||
3.25%, 7/8/2029
(a) |
119,000 | 131,168 | ||||
3.55%, 6/26/2025
(a) |
63,000 | 67,976 | ||||
9,023,228 | ||||||
SEMICONDUCTORS — 2.1% | ||||||
Analog Devices, Inc.: | ||||||
1.70%,
10/1/2028 |
45,000 | 44,726 | ||||
2.10%, 10/1/2031
(a) |
60,000 | 60,082 | ||||
2.80%,
10/1/2041 |
50,000 | 50,651 | ||||
2.95%, 10/1/2051
(a) |
55,000 | 56,488 | ||||
Applied Materials, Inc.: | ||||||
1.75%,
6/1/2030 |
105,000 | 103,010 | ||||
3.30%,
4/1/2027 |
100,000 | 107,979 | ||||
4.35%,
4/1/2047 |
50,000 | 63,720 | ||||
5.85%,
6/15/2041 |
85,000 | 124,019 |
Security Description | Principal
Amount |
Value | |||
Broadcom Corp./Broadcom Cayman Finance, Ltd.: | |||||
3.50%,
1/15/2028 |
$ 143,000 | $ 152,817 | |||
3.88%, 1/15/2027
(a) |
314,000 | 340,467 | |||
Broadcom, Inc.: | |||||
1.95%, 2/15/2028
(b) |
175,000 | 172,389 | |||
2.45%, 2/15/2031
(b) |
100,000 | 97,709 | |||
2.60%, 2/15/2033
(b) |
100,000 | 96,989 | |||
3.46%,
9/15/2026 |
165,000 | 175,774 | |||
3.50%, 2/15/2041
(b) |
55,000 | 56,005 | |||
4.11%,
9/15/2028 |
335,000 | 367,585 | |||
4.15%,
11/15/2030 |
200,000 | 221,800 | |||
4.30%,
11/15/2032 |
30,000 | 33,787 | |||
4.70%,
4/15/2025 |
81,000 | 88,582 | |||
4.75%,
4/15/2029 |
325,000 | 370,224 | |||
Intel Corp.: | |||||
1.60%,
8/12/2028 |
25,000 | 24,698 | |||
2.00%, 8/12/2031
(a) |
50,000 | 49,679 | |||
2.45%,
11/15/2029 |
643,000 | 665,126 | |||
2.80%,
8/12/2041 |
40,000 | 39,884 | |||
3.05%,
8/12/2051 |
100,000 | 102,565 | |||
3.15%,
5/11/2027 |
44,000 | 47,197 | |||
3.20%,
8/12/2061 |
100,000 | 102,337 | |||
3.25%,
11/15/2049 |
100,000 | 105,659 | |||
3.73%,
12/8/2047 |
285,000 | 323,221 | |||
3.75%, 3/25/2027
(a) |
100,000 | 110,075 | |||
4.10%,
5/19/2046 |
100,000 | 118,554 | |||
4.60%,
3/25/2040 |
60,000 | 74,677 | |||
KLA Corp. 4.65%,
11/1/2024 |
89,000 | 96,499 | |||
Lam Research Corp.: | |||||
1.90%,
6/15/2030 |
25,000 | 24,576 | |||
3.75%,
3/15/2026 |
50,000 | 54,519 | |||
3.80%,
3/15/2025 |
172,000 | 184,243 | |||
Marvell Technology, Inc.: | |||||
1.65%,
4/15/2026 |
65,000 | 64,290 | |||
2.45%,
4/15/2028 |
65,000 | 65,989 | |||
2.95%,
4/15/2031 |
90,000 | 92,054 | |||
Micron Technology, Inc.: | |||||
2.70%,
4/15/2032 |
20,000 | 20,081 | |||
3.48%,
11/1/2051 |
25,000 | 25,498 | |||
4.66%,
2/15/2030 |
145,000 | 166,780 | |||
NVIDIA Corp.: | |||||
0.58%,
6/14/2024 |
75,000 | 74,332 | |||
1.55%,
6/15/2028 |
100,000 | 98,718 | |||
2.00%, 6/15/2031
(a) |
100,000 | 99,305 | |||
3.20%,
9/16/2026 |
126,000 | 135,616 | |||
3.50%,
4/1/2040 |
100,000 | 112,246 | |||
NXP B.V./NXP Funding LLC: | |||||
4.88%, 3/1/2024
(b) |
50,000 | 53,706 | |||
5.35%, 3/1/2026
(b) |
50,000 | 56,496 | |||
NXP B.V./NXP Funding LLC/NXP USA, Inc.: | |||||
2.50%, 5/11/2031
(b) |
100,000 | 100,269 | |||
2.65%, 2/15/2032
(b) |
50,000 | 50,185 |
Security Description | Principal
Amount |
Value | ||||
3.13%, 2/15/2042
(b) |
$ 40,000 | $ 40,217 | ||||
3.25%, 11/30/2051
(b) |
25,000 | 25,010 | ||||
4.30%, 6/18/2029
(b) |
250,000 | 280,305 | ||||
Qorvo, Inc. 1.75%, 12/15/2024
(b) |
30,000 | 30,023 | ||||
QUALCOMM, Inc.: | ||||||
2.15%,
5/20/2030 |
50,000 | 50,420 | ||||
2.90%,
5/20/2024 |
110,000 | 114,631 | ||||
3.25%,
5/20/2027 |
163,000 | 176,004 | ||||
3.25%, 5/20/2050
(a) |
120,000 | 131,819 | ||||
4.80%,
5/20/2045 |
125,000 | 165,942 | ||||
Skyworks Solutions, Inc.: | ||||||
1.80%,
6/1/2026 |
75,000 | 74,289 | ||||
3.00%,
6/1/2031 |
20,000 | 20,124 | ||||
Texas Instruments, Inc.: | ||||||
1.38%,
3/12/2025 |
165,000 | 165,853 | ||||
2.70%, 9/15/2051
(a) |
100,000 | 100,772 | ||||
TSMC Arizona Corp. 2.50%,
10/25/2031 |
150,000 | 151,851 | ||||
Xilinx, Inc. 2.95%,
6/1/2024 |
138,000 | 143,336 | ||||
7,794,473 | ||||||
SHIPBUILDING — 0.1% | ||||||
Huntington Ingalls Industries, Inc.: | ||||||
3.84%,
5/1/2025 |
100,000 | 106,072 | ||||
Series WI, 4.20%,
5/1/2030 |
100,000 | 111,457 | ||||
217,529 | ||||||
SOFTWARE — 2.6% | ||||||
Activision Blizzard, Inc.: | ||||||
2.50%,
9/15/2050 |
95,000 | 83,389 | ||||
4.50%,
6/15/2047 |
100,000 | 120,220 | ||||
Adobe, Inc. 3.25%, 2/1/2025
(a) |
201,000 | 212,714 | ||||
Autodesk, Inc. 2.40%,
12/15/2031 |
110,000 | 109,838 | ||||
Citrix Systems, Inc.: | ||||||
1.25%,
3/1/2026 |
144,000 | 140,093 | ||||
3.30%, 3/1/2030
(a) |
175,000 | 177,557 | ||||
Electronic Arts, Inc. 1.85%,
2/15/2031 |
60,000 | 57,418 | ||||
Fidelity National Information Services, Inc.: | ||||||
1.15%,
3/1/2026 |
100,000 | 97,569 | ||||
1.65%,
3/1/2028 |
20,000 | 19,365 | ||||
2.25%,
3/1/2031 |
50,000 | 48,914 | ||||
3.75%,
5/21/2029 |
100,000 | 109,058 | ||||
Fiserv, Inc.: | ||||||
2.75%,
7/1/2024 |
189,000 | 195,475 | ||||
3.50%,
7/1/2029 |
93,000 | 100,022 | ||||
3.80%,
10/1/2023 |
115,000 | 120,270 | ||||
4.20%, 10/1/2028
(a) |
100,000 | 112,085 | ||||
4.40%,
7/1/2049 |
93,000 | 110,908 | ||||
Microsoft Corp.: | ||||||
2.38%,
5/1/2023 |
100,000 | 101,885 |
Security Description | Principal
Amount |
Value | ||||
2.40%,
8/8/2026 |
$ 405,000 | $ 423,853 | ||||
2.53%,
6/1/2050 |
304,000 | 298,340 | ||||
2.68%,
6/1/2060 |
307,000 | 305,689 | ||||
2.88%,
2/6/2024 |
75,000 | 78,032 | ||||
2.92%,
3/17/2052 |
442,000 | 468,038 | ||||
3.04%,
3/17/2062 |
156,000 | 167,959 | ||||
3.50%, 2/12/2035
(a) |
100,000 | 114,521 | ||||
3.50%,
11/15/2042 |
125,000 | 143,371 | ||||
4.25%,
2/6/2047 |
200,000 | 259,050 | ||||
Oracle Corp.: | ||||||
2.30%,
3/25/2028 |
105,000 | 104,534 | ||||
2.40%,
9/15/2023 |
255,000 | 260,049 | ||||
2.50%,
4/1/2025 |
50,000 | 51,215 | ||||
2.63%,
2/15/2023 |
250,000 | 254,425 | ||||
2.65%,
7/15/2026 |
132,000 | 135,798 | ||||
2.88%,
3/25/2031 |
75,000 | 75,376 | ||||
2.95%,
5/15/2025 |
305,000 | 316,544 | ||||
3.25%,
5/15/2030 |
110,000 | 113,647 | ||||
3.40%,
7/8/2024 |
158,000 | 165,341 | ||||
3.60%,
4/1/2050 |
388,000 | 379,976 | ||||
3.65%,
3/25/2041 |
364,000 | 368,554 | ||||
3.80%,
11/15/2037 |
115,000 | 119,825 | ||||
3.85%,
4/1/2060 |
200,000 | 197,902 | ||||
3.95%,
3/25/2051 |
150,000 | 156,084 | ||||
4.00%,
7/15/2046 |
504,000 | 524,054 | ||||
4.10%,
3/25/2061 |
145,000 | 151,386 | ||||
4.13%,
5/15/2045 |
184,000 | 195,301 | ||||
4.38%,
5/15/2055 |
100,000 | 109,471 | ||||
4.50%,
7/8/2044 |
50,000 | 55,934 | ||||
5.38%,
7/15/2040 |
200,000 | 243,190 | ||||
Roper Technologies, Inc.: | ||||||
1.75%,
2/15/2031 |
50,000 | 47,008 | ||||
2.95%,
9/15/2029 |
100,000 | 103,592 | ||||
3.65%,
9/15/2023 |
158,000 | 164,668 | ||||
3.80%,
12/15/2026 |
50,000 | 54,868 | ||||
4.20%,
9/15/2028 |
50,000 | 56,165 | ||||
salesforce.com, Inc.: | ||||||
0.63%,
7/15/2024 |
30,000 | 29,737 | ||||
1.50%, 7/15/2028
(a) |
35,000 | 34,598 | ||||
1.95%, 7/15/2031
(a) |
80,000 | 79,235 | ||||
2.70%,
7/15/2041 |
100,000 | 99,734 | ||||
2.90%,
7/15/2051 |
100,000 | 101,954 | ||||
3.05%, 7/15/2061
(a) |
100,000 | 102,980 | ||||
3.25%,
4/11/2023 |
100,000 | 103,147 | ||||
VMware, Inc.: | ||||||
0.60%,
8/15/2023 |
30,000 | 29,801 | ||||
1.00%,
8/15/2024 |
65,000 | 64,420 | ||||
1.40%,
8/15/2026 |
40,000 | 39,342 | ||||
1.80%,
8/15/2028 |
175,000 | 170,434 | ||||
2.20%,
8/15/2031 |
115,000 | 113,035 | ||||
9,548,957 | ||||||
TELECOMMUNICATIONS — 5.0% | ||||||
America Movil SAB de CV: | ||||||
3.63%, 4/22/2029
(a) |
150,000 | 162,261 | ||||
4.38%,
7/16/2042 |
100,000 | 118,316 |
Security Description | Principal
Amount |
Value | |||
6.13%,
3/30/2040 |
$ 402,000 | $ 556,155 | |||
AT&T, Inc.: | |||||
1.65%,
2/1/2028 |
83,000 | 81,284 | |||
1.70%,
3/25/2026 |
150,000 | 149,382 | |||
2.25%,
2/1/2032 |
289,000 | 279,628 | |||
2.30%,
6/1/2027 |
100,000 | 101,916 | |||
2.75%,
6/1/2031 |
50,000 | 50,988 | |||
3.30%,
2/1/2052 |
100,000 | 97,961 | |||
3.50%,
6/1/2041 |
50,000 | 51,451 | |||
3.50%,
9/15/2053 |
215,000 | 217,311 | |||
3.50%,
2/1/2061 |
100,000 | 98,707 | |||
3.55%,
9/15/2055 |
304,000 | 304,562 | |||
3.65%,
6/1/2051 |
150,000 | 155,668 | |||
3.65%,
9/15/2059 |
458,000 | 462,324 | |||
3.80%,
3/1/2024 |
115,000 | 120,916 | |||
3.80%,
12/1/2057 |
701,000 | 730,414 | |||
3.85%,
6/1/2060 |
429,000 | 448,090 | |||
4.05%,
12/15/2023 |
25,000 | 26,449 | |||
4.10%,
2/15/2028 |
454,000 | 504,626 | |||
4.30%,
2/15/2030 |
315,000 | 354,892 | |||
4.35%,
3/1/2029 |
329,000 | 370,174 | |||
4.45%,
4/1/2024 |
114,000 | 121,738 | |||
4.55%,
3/9/2049 |
50,000 | 58,938 | |||
4.75%,
5/15/2046 |
404,000 | 488,371 | |||
4.90%,
6/15/2042 |
100,000 | 120,064 | |||
5.25%,
3/1/2037 |
100,000 | 123,710 | |||
5.70%,
3/1/2057 |
100,000 | 137,557 | |||
6.00%,
8/15/2040 |
150,000 | 202,899 | |||
6.25%,
3/29/2041 |
54,000 | 74,792 | |||
6.38%,
3/1/2041 |
75,000 | 105,137 | |||
6.55%,
2/15/2039 |
50,000 | 69,571 | |||
Bell Telephone Co. of Canada or Bell Canada: | |||||
Series US-3, 0.75%,
3/17/2024 |
100,000 | 99,024 | |||
Series US-5, 2.15%,
2/15/2032 |
40,000 | 39,066 | |||
Series US-6, 3.20%, 2/15/2052
(a) |
20,000 | 20,414 | |||
British Telecommunications PLC 5.13%,
12/4/2028 |
100,000 | 112,968 | |||
Cisco Systems, Inc.: | |||||
2.95%,
2/28/2026 |
111,000 | 118,239 | |||
5.90%,
2/15/2039 |
150,000 | 215,844 | |||
Corning, Inc.: | |||||
3.90%,
11/15/2049 |
100,000 | 112,707 | |||
4.38%,
11/15/2057 |
112,000 | 134,099 | |||
5.45%,
11/15/2079 |
100,000 | 131,599 | |||
Deutsche Telekom International Finance B.V. 8.75%,
6/15/2030 |
90,000 | 130,858 | |||
Juniper Networks, Inc.: | |||||
1.20%,
12/10/2025 |
20,000 | 19,698 | |||
2.00%,
12/10/2030 |
30,000 | 28,406 | |||
3.75%,
8/15/2029 |
89,000 | 96,440 |
Security Description | Principal
Amount |
Value | |||
Motorola Solutions, Inc.: | |||||
2.75%,
5/24/2031 |
$ 111,000 | $ 111,276 | |||
4.00%,
9/1/2024 |
126,000 | 134,342 | |||
4.60%,
2/23/2028 |
150,000 | 169,512 | |||
Orange SA 5.50%,
2/6/2044 |
152,000 | 208,255 | |||
Rogers Communications, Inc.: | |||||
4.10%,
10/1/2023 |
100,000 | 104,402 | |||
4.35%,
5/1/2049 |
72,000 | 83,685 | |||
5.00%,
3/15/2044 |
261,000 | 321,729 | |||
Telefonica Emisiones SA: | |||||
4.10%,
3/8/2027 |
212,000 | 233,427 | |||
7.05%,
6/20/2036 |
454,000 | 650,205 | |||
TELUS Corp. 2.80%,
2/16/2027 |
115,000 | 119,659 | |||
T-Mobile USA, Inc.: | |||||
1.50%,
2/15/2026 |
71,000 | 70,256 | |||
2.05%,
2/15/2028 |
110,000 | 109,407 | |||
2.25%, 11/15/2031
(a) |
50,000 | 48,511 | |||
2.55%,
2/15/2031 |
100,000 | 99,534 | |||
2.70%, 3/15/2032
(b) |
55,000 | 55,387 | |||
3.30%,
2/15/2051 |
75,000 | 73,220 | |||
3.40%, 10/15/2052
(b) |
280,000 | 279,196 | |||
3.50%,
4/15/2025 |
50,000 | 52,987 | |||
3.60%, 11/15/2060
(b) |
200,000 | 198,662 | |||
3.75%,
4/15/2027 |
319,000 | 345,410 | |||
3.88%,
4/15/2030 |
275,000 | 300,924 | |||
4.38%,
4/15/2040 |
226,000 | 257,660 | |||
4.50%,
4/15/2050 |
165,000 | 193,322 | |||
Verizon Communications, Inc.: | |||||
0.75%, 3/22/2024
(a) |
100,000 | 99,685 | |||
0.85%, 11/20/2025
(a) |
110,000 | 107,347 | |||
1.45%,
3/20/2026 |
444,000 | 441,949 | |||
1.50%,
9/18/2030 |
180,000 | 168,838 | |||
1.68%,
10/30/2030 |
100,000 | 95,111 | |||
1.75%,
1/20/2031 |
100,000 | 94,648 | |||
2.10%,
3/22/2028 |
250,000 | 250,762 | |||
2.63%,
8/15/2026 |
220,000 | 229,170 | |||
2.65%,
11/20/2040 |
173,000 | 164,203 | |||
2.85%,
9/3/2041 |
135,000 | 133,295 | |||
2.88%,
11/20/2050 |
115,000 | 109,232 | |||
2.99%,
10/30/2056 |
264,000 | 250,375 | |||
3.00%,
11/20/2060 |
90,000 | 85,191 | |||
3.40%,
3/22/2041 |
150,000 | 157,419 | |||
3.55%,
3/22/2051 |
105,000 | 113,146 | |||
3.70%,
3/22/2061 |
295,000 | 319,335 | |||
3.88%,
2/8/2029 |
225,000 | 249,583 | |||
4.02%,
12/3/2029 |
83,000 | 93,034 | |||
4.13%,
3/16/2027 |
578,000 | 642,684 | |||
4.33%,
9/21/2028 |
223,000 | 253,622 | |||
4.52%,
9/15/2048 |
100,000 | 125,384 | |||
4.75%,
11/1/2041 |
57,000 | 70,535 | |||
4.86%,
8/21/2046 |
250,000 | 322,037 | |||
5.01%,
4/15/2049 |
100,000 | 133,363 | |||
5.50%,
3/16/2047 |
50,000 | 70,360 |
Security Description | Principal
Amount |
Value | ||||
Vodafone Group PLC: | ||||||
4.25%, 9/17/2050
(a) |
$ 111,000 | $ 129,093 | ||||
4.38%,
5/30/2028 |
230,000 | 259,136 | ||||
4.88%,
6/19/2049 |
50,000 | 63,084 | ||||
6.25%,
11/30/2032 |
404,000 | 537,029 | ||||
18,195,232 | ||||||
TOYS/GAMES/HOBBIES — 0.1% | ||||||
Hasbro, Inc.: | ||||||
3.50%,
9/15/2027 |
122,000 | 131,683 | ||||
3.55%,
11/19/2026 |
57,000 | 61,174 | ||||
6.35%,
3/15/2040 |
94,000 | 130,156 | ||||
323,013 | ||||||
TRANSPORTATION — 2.1% | ||||||
Burlington Northern Santa Fe LLC: | ||||||
2.88%,
6/15/2052 |
20,000 | 20,137 | ||||
3.00%,
3/15/2023 |
78,000 | 79,704 | ||||
3.25%, 6/15/2027
(a) |
50,000 | 54,180 | ||||
3.30%,
9/15/2051 |
250,000 | 272,200 | ||||
3.55%,
2/15/2050 |
100,000 | 112,542 | ||||
4.15%,
12/15/2048 |
49,000 | 60,053 | ||||
4.40%,
3/15/2042 |
21,000 | 25,669 | ||||
4.45%,
3/15/2043 |
125,000 | 154,220 | ||||
4.55%,
9/1/2044 |
209,000 | 262,828 | ||||
4.70%,
9/1/2045 |
165,000 | 212,200 | ||||
Canadian National Railway Co.: | ||||||
3.65%,
2/3/2048 |
50,000 | 56,702 | ||||
4.45%,
1/20/2049 |
100,000 | 127,703 | ||||
6.90%,
7/15/2028 |
20,000 | 26,058 | ||||
Canadian Pacific Railway Co.: | ||||||
1.35%,
12/2/2024 |
200,000 | 200,238 | ||||
1.75%,
12/2/2026 |
40,000 | 40,179 | ||||
2.45%,
12/2/2031 |
135,000 | 137,399 | ||||
3.00%,
12/2/2041 |
90,000 | 92,021 | ||||
3.10%,
12/2/2051 |
40,000 | 40,910 | ||||
6.13%,
9/15/2115 |
115,000 | 170,837 | ||||
CSX Corp.: | ||||||
3.25%,
6/1/2027 |
186,000 | 199,604 | ||||
3.40%,
8/1/2024 |
96,000 | 101,054 | ||||
3.80%,
3/1/2028 |
50,000 | 54,950 | ||||
3.80%,
11/1/2046 |
125,000 | 141,532 | ||||
3.80%,
4/15/2050 |
50,000 | 57,204 | ||||
4.40%,
3/1/2043 |
190,000 | 225,897 | ||||
4.50%,
3/15/2049 |
85,000 | 106,280 | ||||
6.00%,
10/1/2036 |
107,000 | 146,370 | ||||
FedEx Corp.: | ||||||
2.40%, 5/15/2031
(a) |
65,000 | 65,159 | ||||
3.25%,
5/15/2041 |
65,000 | 66,528 | ||||
3.90%,
2/1/2035 |
49,000 | 54,627 | ||||
4.10%,
4/15/2043 |
35,000 | 39,207 | ||||
4.20%,
10/17/2028 |
252,000 | 284,505 | ||||
4.55%,
4/1/2046 |
125,000 | 149,704 | ||||
4.95%,
10/17/2048 |
65,000 | 82,914 | ||||
5.25%,
5/15/2050 |
200,000 | 268,020 |
Security Description | Principal
Amount |
Value | ||||
JB Hunt Transport Services, Inc. 3.88%,
3/1/2026 |
$ 115,000 | $ 125,169 | ||||
Kansas City Southern: | ||||||
3.00%,
5/15/2023 |
50,000 | 51,180 | ||||
3.50%,
5/1/2050 |
50,000 | 53,413 | ||||
4.30%,
5/15/2043 |
150,000 | 174,153 | ||||
Kirby Corp. 4.20%, 3/1/2028
(a) |
50,000 | 53,928 | ||||
Norfolk Southern Corp.: | ||||||
2.30%, 5/15/2031
(a) |
50,000 | 50,317 | ||||
2.90%,
8/25/2051 |
100,000 | 98,648 | ||||
3.05%,
5/15/2050 |
25,000 | 25,367 | ||||
3.65%,
8/1/2025 |
230,000 | 246,111 | ||||
3.80%,
8/1/2028 |
270,000 | 298,069 | ||||
4.10%,
5/15/2121 |
25,000 | 28,483 | ||||
Ryder System, Inc.: | ||||||
Series MTN, 1.75%,
9/1/2026 |
30,000 | 29,881 | ||||
Series MTN, 2.50%,
9/1/2024 |
227,000 | 233,685 | ||||
Series MTN, 2.90%,
12/1/2026 |
20,000 | 20,922 | ||||
Series MTN, 3.65%, 3/18/2024
(a) |
25,000 | 26,314 | ||||
Union Pacific Corp.: | ||||||
2.38%,
5/20/2031 |
85,000 | 86,794 | ||||
2.95%,
3/10/2052 |
100,000 | 101,431 | ||||
2.97%,
9/16/2062 |
128,000 | 126,437 | ||||
3.20%,
5/20/2041 |
181,000 | 192,651 | ||||
3.55%,
5/20/2061 |
100,000 | 110,667 | ||||
3.65%,
2/15/2024 |
27,000 | 28,287 | ||||
3.80%,
10/1/2051 |
329,000 | 385,147 | ||||
3.80%,
4/6/2071 |
115,000 | 133,315 | ||||
3.88%,
2/1/2055 |
80,000 | 93,558 | ||||
Series MTN, 3.55%,
8/15/2039 |
90,000 | 99,617 | ||||
United Parcel Service, Inc.: | ||||||
2.80%,
11/15/2024 |
116,000 | 121,350 | ||||
3.40%, 9/1/2049
(a) |
115,000 | 130,370 | ||||
4.25%,
3/15/2049 |
200,000 | 256,380 | ||||
5.20%,
4/1/2040 |
175,000 | 235,881 | ||||
7,806,860 | ||||||
TRUCKING & LEASING — 0.1% | ||||||
GATX Corp.: | ||||||
3.10%,
6/1/2051 |
105,000 | 102,352 | ||||
3.50%,
3/15/2028 |
100,000 | 107,123 | ||||
4.00%,
6/30/2030 |
30,000 | 33,215 | ||||
242,690 | ||||||
VENTURE CAPITAL — 0.0% (e) | ||||||
Hercules Capital, Inc. 2.63%, 9/16/2026
(a) |
25,000 | 24,800 | ||||
WATER — 0.2% | ||||||
American Water Capital Corp.: | ||||||
2.30%,
6/1/2031 |
50,000 | 50,029 | ||||
2.80%,
5/1/2030 |
25,000 | 25,910 | ||||
3.25%,
6/1/2051 |
50,000 | 52,213 |
Security Description | Principal
Amount |
Value | |||
3.75%,
9/1/2028 |
$ 100,000 | $ 109,909 | |||
4.15%,
6/1/2049 |
135,000 | 159,606 | |||
4.30%,
12/1/2042 |
88,000 | 105,570 | |||
6.59%,
10/15/2037 |
100,000 | 145,223 | |||
Essential Utilities, Inc.: | |||||
2.40%,
5/1/2031 |
70,000 | 69,540 | |||
4.28%,
5/1/2049 |
115,000 | 137,131 | |||
855,131 | |||||
TOTAL CORPORATE BONDS & NOTES (Cost
$362,113,973) |
362,296,858 |
Shares | |||
SHORT-TERM INVESTMENTS — 2.4% | |||
State Street Institutional Liquid Reserves Fund, Premier Class 0.04%
(f)
(g) |
602,017 | 602,078 | |
State Street Navigator Securities Lending Portfolio II
(h)
(i) |
8,172,590 | 8,172,590 | |
TOTAL SHORT-TERM INVESTMENTS (Cost
$8,774,668) |
8,774,668 | ||
TOTAL INVESTMENTS — 101.4% (Cost
$370,888,641) |
371,071,526 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (1.4)%
|
(5,206,917) | ||
NET ASSETS —
100.0% |
$ 365,864,609 |
(a) | All or a portion of the shares of the security are on loan at December 31, 2021. |
(b) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 1.7% of net assets as of December 31, 2021, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(c) | Variable Rate Security - Interest rate shown is rate in effect at December 31, 2021. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(d) | Step-up bond - Coupon rate increases in increments to maturity. Rate shown as of December 31, 2021. Maturity date shown is the final maturity. |
(e) | Amount is less than 0.05% of net assets. |
(f) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(g) | The rate shown is the annualized seven-day yield at December 31, 2021. |
(h) | The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(i) | Investment of cash collateral for securities loaned. |
BKNT | Bank Notes |
CMT | Constant Maturity Treasury |
GMTN | Global Medium Term Note |
LIBOR | London Interbank Offered Rate |
MTN | Medium Term Note |
SOFR | Secured Overnight Financing Rate |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds &
Notes |
$ — | $362,296,858 | $— | $362,296,858 | ||||
Short-Term
Investments |
8,774,668 | — | — | 8,774,668 | ||||
TOTAL
INVESTMENTS |
$8,774,668 | $362,296,858 | $— | $371,071,526 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
2,843,012 | $ 2,843,865 | $26,373,712 | $28,615,288 | $(209) | $ (2) | 602,017 | $ 602,078 | $ 292 | ||||||||
State Street Navigator Securities Lending Portfolio
II |
11,560,805 | 11,560,805 | 33,535,048 | 36,943,263 | — | — | 8,172,590 | 8,172,590 | 9,606 | ||||||||
Total |
$14,404,670 | $59,908,760 | $65,558,551 | $(209) | $ (2) | $8,774,668 | $9,898 |
Security Description | Principal
Amount |
Value | |||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 99.5% | |||||
Federal Home Loan Mortgage Corp.: | |||||
1.50%,
10/1/2035 |
$ 971,987 | $ 976,422 | |||
1.50%,
12/1/2035 |
4,905,099 | 4,927,478 | |||
1.50%,
2/1/2036 |
3,610,211 | 3,626,682 | |||
1.50%,
4/1/2036 |
2,260,610 | 2,269,195 | |||
1.50%,
5/1/2036 |
479,280 | 481,100 | |||
1.50%,
7/1/2036 |
992,005 | 995,772 | |||
1.50%,
12/1/2036 |
1,208,772 | 1,213,363 | |||
1.50%,
5/1/2041 |
4,745,768 | 4,678,939 | |||
1.50%,
12/1/2050 |
2,787,471 | 2,704,083 | |||
1.50%,
2/1/2051 |
9,343,285 | 9,063,777 | |||
1.50%,
5/1/2051 |
2,871,856 | 2,780,441 | |||
1.50%,
6/1/2051 |
14,792,626 | 14,321,758 | |||
1.50%,
10/1/2051 |
10,234,506 | 9,908,729 | |||
1.50%,
11/1/2051 |
2,531,362 | 2,450,786 | |||
2.00%,
3/1/2028 |
303,398 | 310,932 | |||
2.00%,
2/1/2032 |
2,383,697 | 2,443,445 | |||
2.00%,
7/1/2035 |
1,401,535 | 1,436,516 | |||
2.00%,
8/1/2035 |
1,604,567 | 1,650,456 | |||
2.00%
9/1/2035 |
6,900,995 | 7,101,744 | |||
2.00%,
11/1/2035 |
8,989,032 | 9,222,639 | |||
2.00%,
1/1/2036 |
1,409,891 | 1,445,081 | |||
2.00%,
4/1/2036 |
4,153,390 | 4,257,576 | |||
2.00%,
6/1/2036 |
426,154 | 436,844 | |||
2.00%,
10/1/2036 |
3,943,828 | 4,046,876 | |||
2.00%,
5/1/2041 |
3,768,457 | 3,812,937 | |||
2.00%,
7/1/2041 |
6,699,337 | 6,778,411 | |||
2.00%,
8/1/2041 |
9,701,864 | 9,816,377 | |||
2.00%,
8/1/2050 |
182,877 | 182,808 | |||
2.00%
9/1/2050 |
5,443,240 | 5,446,148 | |||
2.00%,
10/1/2050 |
12,509,836 | 12,505,121 | |||
2.00%,
11/1/2050 |
23,008,006 | 22,999,335 | |||
2.00%
12/1/2050 |
28,354,971 | 28,342,351 | |||
2.00%,
1/1/2051 |
24,164,794 | 24,155,686 | |||
2.00%
2/1/2051 |
42,355,394 | 42,366,089 | |||
2.00%
3/1/2051 |
8,056,095 | 8,042,660 | |||
2.00%
4/1/2051 |
41,301,193 | 41,224,246 | |||
2.00%
5/1/2051 |
8,424,803 | 8,417,610 | |||
2.00%
6/1/2051 |
2,151,893 | 2,149,951 | |||
2.00%,
8/1/2051 |
6,337,746 | 6,325,689 | |||
2.00%,
9/1/2051 |
20,505,712 | 20,466,702 | |||
2.00%,
10/1/2051 |
4,935,857 | 4,926,467 | |||
2.00%
11/1/2051 |
51,549,188 | 51,451,600 | |||
2.50%,
9/1/2027 |
274,776 | 284,783 | |||
2.50%,
10/1/2027 |
109,862 | 113,863 | |||
2.50%,
1/1/2028 |
110,605 | 114,633 | |||
2.50%,
4/1/2028 |
174,087 | 180,254 | |||
2.50%,
5/1/2028 |
173,167 | 179,473 | |||
2.50%
6/1/2028 |
84,048 | 87,047 | |||
2.50%,
10/1/2029 |
29,391 | 30,436 | |||
2.50%,
1/1/2031 |
106,624 | 110,572 |
Security Description | Principal
Amount |
Value | |||
2.50%,
6/1/2031 |
$ 526,550 | $ 546,180 | |||
2.50%,
10/1/2031 |
659,481 | 683,861 | |||
2.50%,
9/1/2032 |
1,279,145 | 1,326,053 | |||
2.50%,
11/1/2032 |
127,126 | 131,818 | |||
2.50%,
2/1/2033 |
101,735 | 105,514 | |||
2.50%,
12/1/2033 |
2,478,240 | 2,569,704 | |||
2.50%,
1/1/2035 |
2,081,628 | 2,173,094 | |||
2.50%,
5/1/2035 |
1,895,465 | 1,961,370 | |||
2.50%
7/1/2035 |
6,643,211 | 6,944,141 | |||
2.50%,
8/1/2035 |
3,051,407 | 3,157,505 | |||
2.50%,
9/1/2035 |
3,002,235 | 3,106,622 | |||
2.50%,
10/1/2035 |
1,421,127 | 1,470,539 | |||
2.50%,
11/1/2035 |
1,903,576 | 1,969,763 | |||
2.50%,
12/1/2035 |
744,395 | 770,278 | |||
2.50%,
1/1/2036 |
989,083 | 1,023,473 | |||
2.50%,
4/1/2036 |
806,860 | 835,279 | |||
2.50%,
7/1/2036 |
2,654,620 | 2,750,487 | |||
2.50%,
10/1/2036 |
1,019,585 | 1,058,288 | |||
2.50%,
2/1/2040 |
3,438,951 | 3,522,135 | |||
2.50%,
5/1/2040 |
141,013 | 144,971 | |||
2.50%,
8/1/2040 |
803,223 | 825,770 | |||
2.50%,
9/1/2040 |
3,666,593 | 3,769,515 | |||
2.50%,
6/1/2041 |
526,678 | 543,346 | |||
2.50%,
9/1/2046 |
111,376 | 114,596 | |||
2.50%,
1/1/2050 |
62,398 | 63,715 | |||
2.50%,
4/1/2050 |
1,360,876 | 1,392,450 | |||
2.50%,
5/1/2050 |
2,128,036 | 2,173,266 | |||
2.50%
6/1/2050 |
12,868,818 | 13,154,983 | |||
2.50%
7/1/2050 |
2,005,728 | 2,062,482 | |||
2.50%,
8/1/2050 |
11,254,850 | 11,494,067 | |||
2.50%
9/1/2050 |
22,825,557 | 23,501,736 | |||
2.50%
10/1/2050 |
64,138,778 | 65,929,853 | |||
2.50%,
11/1/2050 |
11,006,954 | 11,240,902 | |||
2.50%,
1/1/2051 |
6,636,185 | 6,784,767 | |||
2.50%,
8/1/2051 |
858,492 | 877,019 | |||
2.50%,
9/1/2051 |
48,183,948 | 49,227,533 | |||
2.50%
10/1/2051 |
2,959,640 | 3,032,159 | |||
2.50%,
11/1/2051 |
40,366,586 | 41,247,111 | |||
2.50%,
12/1/2051 |
16,659,449 | 17,024,135 | |||
3.00%,
10/1/2026 |
103,232 | 107,978 | |||
3.00%,
11/1/2026 |
175,305 | 183,305 | |||
3.00%
3/1/2027 |
1,090,892 | 1,141,430 | |||
3.00%,
6/1/2027 |
110,981 | 116,132 | |||
3.00%,
10/1/2028 |
100,763 | 105,440 | |||
3.00%,
2/1/2029 |
25,754 | 26,961 | |||
3.00%,
7/1/2029 |
45,588 | 47,812 | |||
3.00%,
8/1/2029 |
133,653 | 140,173 | |||
3.00%,
9/1/2029 |
31,442 | 32,976 | |||
3.00%,
10/1/2030 |
140,435 | 147,434 | |||
3.00%,
11/1/2030 |
192,726 | 202,157 | |||
3.00%,
12/1/2030 |
621,079 | 651,944 | |||
3.00%,
2/1/2031 |
565,185 | 592,385 | |||
3.00%,
8/1/2031 |
139,647 | 146,368 | |||
3.00%,
11/1/2031 |
199,832 | 209,521 | |||
3.00%,
2/1/2032 |
108,169 | 113,405 |
Security Description | Principal
Amount |
Value | |||
3.00%,
5/1/2032 |
$ 347,042 | $ 363,877 | |||
3.00%,
7/1/2032 |
135,013 | 141,563 | |||
3.00%,
10/1/2032 |
179,406 | 188,109 | |||
3.00%,
12/1/2032 |
3,095,000 | 3,245,138 | |||
3.00%,
1/1/2033 |
116,236 | 121,874 | |||
3.00%,
2/1/2033 |
157,093 | 164,753 | |||
3.00%,
3/1/2033 |
2,738,254 | 2,876,330 | |||
3.00%
4/1/2033 |
4,359,775 | 4,574,638 | |||
3.00%,
5/1/2033 |
95,369 | 99,832 | |||
3.00%,
7/1/2033 |
979,613 | 1,032,058 | |||
3.00%
9/1/2034 |
2,182,858 | 2,307,573 | |||
3.00%,
12/1/2034 |
4,341,898 | 4,589,683 | |||
3.00%,
1/1/2035 |
3,567,200 | 3,751,577 | |||
3.00%,
4/1/2035 |
288,909 | 303,391 | |||
3.00%,
6/1/2035 |
317,494 | 333,408 | |||
3.00%
7/1/2035 |
6,019,166 | 6,324,638 | |||
3.00%,
4/1/2036 |
204,160 | 214,276 | |||
3.00%,
8/1/2036 |
438,415 | 460,873 | |||
3.00%,
9/1/2036 |
240,041 | 252,289 | |||
3.00%,
1/1/2038 |
139,804 | 146,465 | |||
3.00%
2/1/2038 |
877,945 | 920,353 | |||
3.00%,
11/1/2039 |
111,838 | 116,112 | |||
3.00%,
8/1/2042 |
178,874 | 188,528 | |||
3.00%,
9/1/2042 |
119,219 | 125,654 | |||
3.00%
11/1/2042 |
1,050,105 | 1,110,509 | |||
3.00%,
1/1/2043 |
446,078 | 470,243 | |||
3.00%
2/1/2043 |
683,929 | 720,587 | |||
3.00%,
3/1/2043 |
197,277 | 207,825 | |||
3.00%
4/1/2043 |
1,654,190 | 1,752,303 | |||
3.00%,
5/1/2043 |
896,900 | 958,002 | |||
3.00%,
6/1/2043 |
51,555 | 54,312 | |||
3.00%,
7/1/2043 |
90,034 | 94,848 | |||
3.00%,
8/1/2043 |
55,244 | 58,198 | |||
3.00%,
9/1/2043 |
58,106 | 61,213 | |||
3.00%,
10/1/2043 |
58,654 | 61,790 | |||
3.00%,
12/1/2044 |
115,007 | 120,883 | |||
3.00%,
1/1/2045 |
466,314 | 490,425 | |||
3.00%
6/1/2045 |
478,960 | 504,684 | |||
3.00%
7/1/2045 |
586,658 | 616,587 | |||
3.00%,
8/1/2045 |
520,559 | 548,747 | |||
3.00%,
5/1/2046 |
135,458 | 141,893 | |||
3.00%
6/1/2046 |
2,778,971 | 2,926,167 | |||
3.00%
7/1/2046 |
7,094,152 | 7,450,962 | |||
3.00%
8/1/2046 |
1,465,467 | 1,534,488 | |||
3.00%
9/1/2046 |
2,371,615 | 2,493,169 | |||
3.00%
10/1/2046 |
912,803 | 958,223 | |||
3.00%,
11/1/2046 |
194,899 | 204,158 | |||
3.00%
12/1/2046 |
4,520,443 | 4,737,252 | |||
3.00%
1/1/2047 |
924,440 | 968,089 | |||
3.00%
2/1/2047 |
8,743,174 | 9,185,407 | |||
3.00%
7/1/2047 |
971,436 | 1,017,259 | |||
3.00%,
12/1/2047 |
316,403 | 329,998 | |||
3.00%,
1/1/2048 |
1,396,498 | 1,456,505 | |||
3.00%,
2/1/2048 |
122,212 | 127,463 | |||
3.00%,
3/1/2048 |
731,573 | 763,008 |
Security Description | Principal
Amount |
Value | |||
3.00%,
10/1/2048 |
$ 746,444 | $ 778,518 | |||
3.00%,
5/1/2049 |
132,162 | 137,081 | |||
3.00%,
7/1/2049 |
72,747 | 75,454 | |||
3.00%,
8/1/2049 |
1,653,621 | 1,715,165 | |||
3.00%,
9/1/2049 |
1,254,776 | 1,301,476 | |||
3.00%
10/1/2049 |
5,809,573 | 6,055,915 | |||
3.00%,
12/1/2049 |
612,810 | 641,134 | |||
3.00%
1/1/2050 |
1,544,858 | 1,607,733 | |||
3.00%
2/1/2050 |
14,231,816 | 14,837,169 | |||
3.00%,
3/1/2050 |
1,320,803 | 1,381,849 | |||
3.00%
4/1/2050 |
4,344,689 | 4,528,283 | |||
3.00%,
5/1/2050 |
494,294 | 517,665 | |||
3.00%,
8/1/2050 |
313,774 | 325,067 | |||
3.00%
9/1/2050 |
2,631,940 | 2,733,842 | |||
3.00%,
4/1/2051 |
2,033,454 | 2,108,303 | |||
3.00%,
5/1/2051 |
3,643,119 | 3,777,217 | |||
3.00%
6/1/2051 |
23,711,820 | 24,584,623 | |||
3.00%,
7/1/2051 |
2,220,536 | 2,302,525 | |||
3.00%,
11/1/2051 |
2,041,275 | 2,121,066 | |||
3.50%,
2/1/2026 |
68,466 | 72,154 | |||
3.50%,
10/1/2026 |
74,268 | 78,269 | |||
3.50%,
1/1/2029 |
22,535 | 23,777 | |||
3.50%,
3/1/2029 |
485,551 | 512,343 | |||
3.50%,
4/1/2029 |
179,032 | 188,911 | |||
3.50%,
6/1/2029 |
38,443 | 40,576 | |||
3.50%,
8/1/2029 |
21,829 | 23,040 | |||
3.50%,
9/1/2029 |
495,340 | 522,672 | |||
3.50%,
2/1/2030 |
13,933 | 14,727 | |||
3.50%,
1/1/2034 |
112,971 | 119,476 | |||
3.50%,
3/1/2034 |
373,064 | 393,219 | |||
3.50%,
8/1/2034 |
131,706 | 138,822 | |||
3.50%,
7/1/2035 |
130,570 | 139,112 | |||
3.50%,
2/1/2039 |
63,776 | 67,465 | |||
3.50%,
3/1/2039 |
225,018 | 238,014 | |||
3.50%,
4/1/2039 |
101,496 | 107,388 | |||
3.50%,
10/1/2041 |
723,034 | 775,646 | |||
3.50%
2/1/2042 |
469,684 | 503,848 | |||
3.50%,
7/1/2042 |
12,386 | 13,292 | |||
3.50%,
8/1/2042 |
586,824 | 631,150 | |||
3.50%,
9/1/2042 |
158,120 | 169,650 | |||
3.50%,
3/1/2043 |
87,592 | 93,966 | |||
3.50%,
5/1/2043 |
233,490 | 250,492 | |||
3.50%,
8/1/2043 |
196,698 | 211,024 | |||
3.50%,
11/1/2043 |
36,648 | 39,315 | |||
3.50%,
12/1/2043 |
667,192 | 729,912 | |||
3.50%,
1/1/2044 |
399,491 | 428,623 | |||
3.50%,
5/1/2044 |
115,640 | 123,719 | |||
3.50%,
6/1/2044 |
67,858 | 72,609 | |||
3.50%,
8/1/2044 |
30,988 | 33,158 | |||
3.50%,
10/1/2044 |
481,248 | 514,940 | |||
3.50%,
11/1/2044 |
50,995 | 54,565 | |||
3.50%
12/1/2044 |
287,245 | 307,336 | |||
3.50%
1/1/2045 |
569,976 | 609,801 | |||
3.50%,
2/1/2045 |
119,170 | 127,513 | |||
3.50%,
3/1/2045 |
244,226 | 262,267 |
Security Description | Principal
Amount |
Value | |||
3.50%
7/1/2045 |
$ 114,317 | $ 122,293 | |||
3.50%,
8/1/2045 |
116,533 | 124,447 | |||
3.50%,
10/1/2045 |
109,684 | 117,134 | |||
3.50%
11/1/2045 |
225,118 | 240,362 | |||
3.50%
12/1/2045 |
684,922 | 733,401 | |||
3.50%
1/1/2046 |
644,146 | 688,976 | |||
3.50%
3/1/2046 |
912,708 | 974,582 | |||
3.50%
5/1/2046 |
291,590 | 310,768 | |||
3.50%
7/1/2046 |
4,058,830 | 4,398,691 | |||
3.50%
12/1/2046 |
351,228 | 374,318 | |||
3.50%
2/1/2047 |
4,827,150 | 5,153,003 | |||
3.50%
6/1/2047 |
1,807,311 | 1,928,148 | |||
3.50%,
7/1/2047 |
208,944 | 221,401 | |||
3.50%,
8/1/2047 |
185,896 | 197,029 | |||
3.50%,
9/1/2047 |
317,024 | 342,471 | |||
3.50%
10/1/2047 |
1,204,774 | 1,276,870 | |||
3.50%
11/1/2047 |
2,121,538 | 2,277,613 | |||
3.50%,
12/1/2047 |
227,695 | 241,331 | |||
3.50%
2/1/2048 |
1,150,681 | 1,219,283 | |||
3.50%
3/1/2048 |
5,714,053 | 6,120,509 | |||
3.50%
5/1/2048 |
233,353 | 249,400 | |||
3.50%
6/1/2048 |
227,537 | 240,927 | |||
3.50%
11/1/2048 |
841,203 | 904,742 | |||
3.50%,
3/1/2049 |
1,822,107 | 1,941,592 | |||
3.50%
4/1/2049 |
713,693 | 752,746 | |||
3.50%,
6/1/2049 |
149,891 | 158,107 | |||
3.50%,
7/1/2049 |
1,084,759 | 1,144,097 | |||
3.50%
8/1/2049 |
1,826,754 | 1,948,282 | |||
3.50%
9/1/2049 |
2,350,580 | 2,511,090 | |||
3.50%
10/1/2049 |
874,827 | 933,424 | |||
3.50%
12/1/2049 |
30,334,244 | 32,765,719 | |||
3.50%
1/1/2050 |
21,442,470 | 22,980,206 | |||
3.50%
6/1/2050 |
503,245 | 529,656 | |||
3.50%,
6/1/2051 |
2,236,251 | 2,354,969 | |||
3.50%,
7/1/2051 |
291,650 | 307,275 | |||
4.00%,
6/1/2025 |
99,858 | 105,185 | |||
4.00%,
2/1/2027 |
184,784 | 194,663 | |||
4.00%,
11/1/2033 |
44,682 | 47,105 | |||
4.00%,
6/1/2035 |
88,857 | 96,033 | |||
4.00%,
10/1/2039 |
297,370 | 324,093 | |||
4.00%
10/1/2040 |
609,120 | 664,063 | |||
4.00%,
12/1/2040 |
245,730 | 267,892 | |||
4.00%
1/1/2041 |
404,522 | 441,005 | |||
4.00%,
12/1/2041 |
45,881 | 50,041 | |||
4.00%,
2/1/2042 |
138,166 | 150,666 | |||
4.00%,
4/1/2042 |
22,805 | 24,873 | |||
4.00%,
6/1/2042 |
78,202 | 85,274 | |||
4.00%,
10/1/2043 |
111,379 | 121,475 | |||
4.00%,
12/1/2043 |
659,124 | 722,327 | |||
4.00%
5/1/2044 |
50,190 | 54,619 | |||
4.00%
7/1/2044 |
164,783 | 179,311 | |||
4.00%,
8/1/2044 |
85,070 | 92,561 | |||
4.00%,
10/1/2044 |
76,939 | 83,729 | |||
4.00%
11/1/2044 |
367,022 | 399,344 | |||
4.00%,
12/1/2044 |
21,379 | 23,265 |
Security Description | Principal
Amount |
Value | |||
4.00%,
2/1/2045 |
$ 456,873 | $ 493,868 | |||
4.00%,
4/1/2045 |
30,747 | 33,247 | |||
4.00%
5/1/2045 |
900,892 | 978,388 | |||
4.00%,
9/1/2045 |
96,270 | 104,065 | |||
4.00%
10/1/2045 |
523,459 | 565,876 | |||
4.00%,
11/1/2045 |
299,252 | 323,483 | |||
4.00%
12/1/2045 |
224,176 | 242,378 | |||
4.00%,
1/1/2046 |
382,252 | 413,335 | |||
4.00%
2/1/2046 |
1,903,389 | 2,057,512 | |||
4.00%,
9/1/2046 |
148,196 | 161,694 | |||
4.00%,
12/1/2046 |
211,773 | 228,921 | |||
4.00%
1/1/2047 |
3,023,321 | 3,270,638 | |||
4.00%,
5/1/2047 |
98,500 | 105,520 | |||
4.00%,
6/1/2047 |
105,435 | 112,941 | |||
4.00%
7/1/2047 |
379,353 | 409,000 | |||
4.00%,
8/1/2047 |
209,609 | 224,531 | |||
4.00%,
9/1/2047 |
105,634 | 113,154 | |||
4.00%,
11/1/2047 |
238,059 | 257,947 | |||
4.00%,
12/1/2047 |
112,639 | 120,658 | |||
4.00%
2/1/2048 |
797,036 | 853,840 | |||
4.00%,
3/1/2048 |
207,421 | 222,204 | |||
4.00%,
4/1/2048 |
169,924 | 180,975 | |||
4.00%,
5/1/2048 |
150,942 | 160,759 | |||
4.00%,
6/1/2048 |
2,396,150 | 2,630,789 | |||
4.00%
7/1/2048 |
159,551 | 169,928 | |||
4.00%
9/1/2048 |
1,441,714 | 1,535,103 | |||
4.00%
10/1/2048 |
1,472,321 | 1,586,342 | |||
4.00%
11/1/2048 |
770,704 | 837,151 | |||
4.00%,
12/1/2048 |
1,010,157 | 1,095,738 | |||
4.00%
1/1/2049 |
1,231,861 | 1,341,093 | |||
4.00%
3/1/2049 |
2,521,045 | 2,686,911 | |||
4.00%,
4/1/2049 |
2,796,138 | 3,012,307 | |||
4.00%,
6/1/2049 |
754,556 | 804,110 | |||
4.00%
7/1/2049 |
1,539,000 | 1,655,415 | |||
4.00%,
8/1/2049 |
258,208 | 275,165 | |||
4.00%,
9/1/2049 |
584,603 | 622,995 | |||
4.00%,
1/1/2050 |
1,845,806 | 1,967,025 | |||
4.00%,
5/1/2050 |
360,095 | 382,809 | |||
4.00%,
6/1/2050 |
525,424 | 558,567 | |||
4.00%,
7/1/2050 |
224,635 | 238,805 | |||
4.50%,
2/1/2039 |
43,127 | 47,566 | |||
4.50%,
7/1/2041 |
86,003 | 94,814 | |||
4.50%,
9/1/2041 |
22,098 | 24,362 | |||
4.50%,
10/1/2041 |
178,120 | 196,321 | |||
4.50%,
10/1/2043 |
57,072 | 62,854 | |||
4.50%,
3/1/2044 |
74,702 | 82,301 | |||
4.50%,
7/1/2044 |
249,296 | 274,662 | |||
4.50%,
9/1/2044 |
150,106 | 168,927 | |||
4.50%,
10/1/2044 |
95,491 | 105,159 | |||
4.50%,
7/1/2045 |
215,982 | 238,051 | |||
4.50%,
8/1/2045 |
26,347 | 29,008 | |||
4.50%,
3/1/2046 |
230,742 | 254,104 | |||
4.50%,
8/1/2046 |
147,586 | 164,626 | |||
4.50%,
3/1/2047 |
343,330 | 377,839 | |||
4.50%,
7/1/2047 |
344,372 | 379,406 |
Security Description | Principal
Amount |
Value | |||
4.50%,
12/1/2047 |
$ 183,874 | $ 198,971 | |||
4.50%,
6/1/2048 |
1,151,393 | 1,257,151 | |||
4.50%,
7/1/2048 |
66,549 | 71,288 | |||
4.50%,
8/1/2048 |
200,799 | 215,063 | |||
4.50%,
9/1/2048 |
1,703,281 | 1,833,770 | |||
4.50%,
11/1/2048 |
39,558 | 42,375 | |||
4.50%
1/1/2049 |
828,794 | 895,217 | |||
4.50%
3/1/2049 |
2,081,143 | 2,267,764 | |||
4.50%,
4/1/2049 |
217,904 | 233,566 | |||
4.50%,
5/1/2049 |
394,232 | 422,196 | |||
4.50%,
8/1/2049 |
3,948,370 | 4,336,217 | |||
4.50%,
2/1/2050 |
748,364 | 801,505 | |||
4.50%,
4/1/2050 |
964,351 | 1,034,982 | |||
5.00%,
12/1/2033 |
228,749 | 254,963 | |||
5.00%,
9/1/2038 |
21,277 | 23,955 | |||
5.00%,
9/1/2039 |
93,200 | 104,847 | |||
5.00%,
12/1/2041 |
59,718 | 67,130 | |||
5.00%,
12/1/2044 |
198,281 | 222,723 | |||
5.00%,
7/1/2048 |
216,562 | 235,814 | |||
5.00%
8/1/2048 |
1,033,791 | 1,128,028 | |||
5.00%
9/1/2048 |
2,737,696 | 2,981,484 | |||
5.00%,
5/1/2049 |
1,747,786 | 1,902,678 | |||
5.00%,
9/1/2049 |
10,058,425 | 11,142,422 | |||
5.00%,
10/1/2049 |
3,143,860 | 3,423,845 | |||
5.00%,
11/1/2049 |
1,433,568 | 1,560,613 | |||
5.00%,
3/1/2050 |
2,597,813 | 2,828,036 | |||
5.50%,
9/1/2035 |
3,273 | 3,559 | |||
5.50%,
12/1/2036 |
9,028 | 10,046 | |||
5.50%,
7/1/2037 |
106,664 | 120,251 | |||
5.50%,
4/1/2038 |
109,461 | 124,138 | |||
5.50%,
5/1/2038 |
2,671 | 2,938 | |||
5.50%,
8/1/2038 |
143,538 | 162,782 | |||
6.00%,
7/1/2040 |
302,910 | 349,494 | |||
Federal National Mortgage Association: | |||||
1.50%,
10/1/2035 |
1,728,833 | 1,736,723 | |||
1.50%
11/1/2035 |
2,474,955 | 2,486,140 | |||
1.50%
12/1/2035 |
1,721,969 | 1,729,755 | |||
1.50%,
1/1/2036 |
2,521,928 | 2,533,437 | |||
1.50%
2/1/2036 |
7,897,900 | 7,934,753 | |||
1.50%,
3/1/2036 |
900,474 | 903,895 | |||
1.50%,
4/1/2036 |
1,226,863 | 1,231,798 | |||
1.50%,
6/1/2036 |
1,104,441 | 1,108,636 | |||
1.50%,
7/1/2036 |
8,871,917 | 8,905,619 | |||
1.50%,
8/1/2036 |
659,056 | 661,559 | |||
1.50%,
10/1/2036 |
1,136,959 | 1,141,278 | |||
1.50%,
12/1/2036 |
434,563 | 436,214 | |||
1.50%,
1/1/2037 |
40,000,000 | 40,151,948 | |||
1.50%,
5/1/2041 |
5,677,676 | 5,597,628 | |||
1.50%,
1/1/2042 |
5,000,000 | 4,929,507 | |||
1.50%,
12/1/2050 |
21,122,533 | 20,490,527 | |||
1.50%,
1/1/2051 |
7,313,203 | 7,094,386 | |||
1.50%,
3/1/2051 |
9,222,867 | 8,929,267 | |||
1.50%,
5/1/2051 |
963,710 | 933,032 | |||
1.50%,
7/1/2051 |
1,461,362 | 1,414,841 |
Security Description | Principal
Amount |
Value | |||
1.50%,
8/1/2051 |
$ 2,633,371 | $ 2,549,541 | |||
1.50%,
9/1/2051 |
258,396 | 250,171 | |||
1.50%,
10/1/2051 |
23,795,054 | 23,037,564 | |||
1.50%,
11/1/2051 |
12,429,538 | 12,033,857 | |||
2.00%,
2/1/2028 |
683,289 | 701,334 | |||
2.00%,
11/1/2031 |
104,766 | 107,394 | |||
2.00%,
2/1/2032 |
839,984 | 861,060 | |||
2.00%,
5/1/2035 |
1,589,295 | 1,628,972 | |||
2.00%,
7/1/2035 |
242,804 | 248,866 | |||
2.00%,
8/1/2035 |
8,178,448 | 8,419,910 | |||
2.00%
9/1/2035 |
17,100,706 | 17,558,491 | |||
2.00%,
10/1/2035 |
13,559,515 | 13,926,636 | |||
2.00%,
11/1/2035 |
3,847,204 | 3,943,248 | |||
2.00%
12/1/2035 |
12,096,374 | 12,400,478 | |||
2.00%,
1/1/2036 |
5,062,782 | 5,192,173 | |||
2.00%
2/1/2036 |
6,555,086 | 6,736,230 | |||
2.00%,
3/1/2036 |
3,148,526 | 3,238,592 | |||
2.00%
4/1/2036 |
5,445,303 | 5,600,605 | |||
2.00%,
5/1/2036 |
27,971,645 | 28,705,233 | |||
2.00%
7/1/2036 |
7,271,439 | 7,455,145 | |||
2.00%,
12/1/2036 |
21,247,911 | 21,780,999 | |||
2.00%,
8/1/2040 |
720,299 | 728,595 | |||
2.00%,
10/1/2040 |
3,461,110 | 3,501,010 | |||
2.00%,
11/1/2040 |
7,379,501 | 7,464,423 | |||
2.00%,
12/1/2040 |
4,228,290 | 4,276,900 | |||
2.00%,
1/1/2041 |
13,112,306 | 13,262,127 | |||
2.00%,
5/1/2041 |
1,883,811 | 1,906,060 | |||
2.00%,
6/1/2041 |
674,895 | 682,865 | |||
2.00%
10/1/2041 |
7,822,634 | 7,914,604 | |||
2.00%,
11/1/2041 |
8,636,912 | 8,737,275 | |||
2.00%,
6/1/2050 |
2,847,098 | 2,846,026 | |||
2.00%
7/1/2050 |
14,964,831 | 14,985,404 | |||
2.00%,
8/1/2050 |
6,087,729 | 6,099,928 | |||
2.00%
9/1/2050 |
7,946,795 | 7,952,715 | |||
2.00%
10/1/2050 |
2,570,798 | 2,583,434 | |||
2.00%
11/1/2050 |
41,256,111 | 41,368,011 | |||
2.00%
12/1/2050 |
12,227,503 | 12,228,873 | |||
2.00%
1/1/2051 |
39,428,810 | 39,419,766 | |||
2.00%
2/1/2051 |
64,549,811 | 64,597,010 | |||
2.00%
3/1/2051 |
63,827,978 | 63,793,764 | |||
2.00%
4/1/2051 |
38,187,773 | 38,137,436 | |||
2.00%
5/1/2051 |
40,822,148 | 40,779,505 | |||
2.00%
6/1/2051 |
33,229,732 | 33,209,778 | |||
2.00%
7/1/2051 |
43,348,972 | 43,268,494 | |||
2.00%
8/1/2051 |
2,445,847 | 2,441,194 | |||
2.00%,
9/1/2051 |
3,063,272 | 3,057,443 | |||
2.00%
10/1/2051 |
54,070,194 | 53,967,667 | |||
2.00%
11/1/2051 |
61,787,816 | 61,700,917 | |||
2.00%,
12/1/2051 |
1,497,322 | 1,496,796 | |||
2.00%,
1/1/2052 |
10,525,000 | 10,504,973 | |||
2.50%
12/1/2027 |
810,988 | 840,242 | |||
2.50%
7/1/2028 |
246,851 | 255,590 | |||
2.50%,
8/1/2028 |
118,450 | 122,643 | |||
2.50%
9/1/2028 |
1,642,483 | 1,701,731 | |||
2.50%,
10/1/2028 |
55,709 | 57,681 |
Security Description | Principal
Amount |
Value | |||
2.50%,
12/1/2028 |
$ 1,898,922 | $ 1,966,143 | |||
2.50%
3/1/2029 |
307,032 | 318,022 | |||
2.50%,
6/1/2029 |
5,409,041 | 5,604,157 | |||
2.50%,
8/1/2029 |
321,111 | 332,694 | |||
2.50%,
2/1/2030 |
41,433 | 42,926 | |||
2.50%,
4/1/2030 |
212,885 | 220,773 | |||
2.50%,
5/1/2030 |
59,700 | 61,889 | |||
2.50%,
6/1/2030 |
977,392 | 1,013,225 | |||
2.50%
7/1/2030 |
1,505,883 | 1,559,252 | |||
2.50%,
8/1/2030 |
1,237,557 | 1,282,927 | |||
2.50%,
11/1/2030 |
185,260 | 192,124 | |||
2.50%
8/1/2031 |
1,227,382 | 1,273,990 | |||
2.50%
9/1/2031 |
1,708,985 | 1,772,793 | |||
2.50%
10/1/2031 |
1,027,507 | 1,066,339 | |||
2.50%
11/1/2031 |
1,592,983 | 1,652,759 | |||
2.50%,
12/1/2031 |
230,059 | 238,554 | |||
2.50%,
2/1/2032 |
641,398 | 666,343 | |||
2.50%,
4/1/2032 |
401,957 | 416,738 | |||
2.50%,
6/1/2032 |
2,978,190 | 3,088,155 | |||
2.50%,
8/1/2032 |
396,930 | 412,368 | |||
2.50%,
10/1/2032 |
546,782 | 566,888 | |||
2.50%,
12/1/2032 |
111,728 | 115,836 | |||
2.50%
1/1/2033 |
866,853 | 899,610 | |||
2.50%,
4/1/2033 |
926,842 | 962,889 | |||
2.50%,
12/1/2033 |
3,466,918 | 3,594,020 | |||
2.50%,
6/1/2034 |
257,823 | 266,773 | |||
2.50%,
8/1/2034 |
1,600,528 | 1,659,205 | |||
2.50%,
10/1/2034 |
287,498 | 297,993 | |||
2.50%,
12/1/2034 |
1,415,299 | 1,464,425 | |||
2.50%
1/1/2035 |
6,600,769 | 6,858,601 | |||
2.50%,
2/1/2035 |
2,112,942 | 2,186,284 | |||
2.50%,
4/1/2035 |
1,143,095 | 1,190,418 | |||
2.50%,
6/1/2035 |
7,606,432 | 7,911,016 | |||
2.50%
7/1/2035 |
7,037,884 | 7,309,803 | |||
2.50%
8/1/2035 |
8,610,306 | 8,949,160 | |||
2.50%,
1/1/2036 |
509,773 | 532,148 | |||
2.50%,
2/1/2036 |
2,546,939 | 2,651,170 | |||
2.50%,
7/1/2036 |
2,063,898 | 2,138,627 | |||
2.50%,
10/1/2036 |
1,195,540 | 1,239,145 | |||
2.50%,
2/1/2040 |
4,076,367 | 4,174,704 | |||
2.50%,
5/1/2040 |
2,168,116 | 2,228,937 | |||
2.50%,
7/1/2040 |
350,300 | 360,125 | |||
2.50%,
2/1/2041 |
8,453,755 | 8,690,326 | |||
2.50%,
12/1/2042 |
335,355 | 346,009 | |||
2.50%,
1/1/2043 |
4,735,446 | 4,885,882 | |||
2.50%
2/1/2043 |
918,239 | 947,409 | |||
2.50%,
4/1/2043 |
305,494 | 315,193 | |||
2.50%,
5/1/2043 |
220,414 | 227,412 | |||
2.50%,
8/1/2046 |
329,919 | 339,450 | |||
2.50%,
10/1/2046 |
869,098 | 894,205 | |||
2.50%,
4/1/2048 |
331,904 | 341,493 | |||
2.50%
11/1/2049 |
15,453,997 | 15,779,495 | |||
2.50%,
12/1/2049 |
1,675,239 | 1,710,523 | |||
2.50%,
1/1/2050 |
781,593 | 798,055 | |||
2.50%,
2/1/2050 |
961,952 | 982,213 |
Security Description | Principal
Amount |
Value | |||
2.50%,
3/1/2050 |
$ 5,421,528 | $ 5,558,899 | |||
2.50%
5/1/2050 |
1,741,690 | 1,778,674 | |||
2.50%
6/1/2050 |
34,366,534 | 35,316,918 | |||
2.50%
7/1/2050 |
27,538,054 | 28,264,452 | |||
2.50%
8/1/2050 |
38,967,044 | 40,101,005 | |||
2.50%
9/1/2050 |
14,254,128 | 14,560,893 | |||
2.50%
10/1/2050 |
13,980,118 | 14,282,956 | |||
2.50%
11/1/2050 |
3,635,825 | 3,713,028 | |||
2.50%
12/1/2050 |
2,348,589 | 2,398,459 | |||
2.50%
3/1/2051 |
7,435,722 | 7,618,152 | |||
2.50%,
4/1/2051 |
5,631,579 | 5,769,358 | |||
2.50%
5/1/2051 |
25,967,996 | 26,589,302 | |||
2.50%
7/1/2051 |
25,495,038 | 26,055,445 | |||
2.50%
8/1/2051 |
29,930,228 | 30,575,808 | |||
2.50%
9/1/2051 |
22,303,476 | 22,786,276 | |||
2.50%,
10/1/2051 |
4,967,412 | 5,084,134 | |||
2.50%,
11/1/2051 |
4,948,978 | 5,056,874 | |||
2.50%,
12/1/2051 |
5,982,173 | 6,113,057 | |||
2.50%,
1/1/2052 |
41,000,000 | 41,900,214 | |||
3.00%
12/1/2026 |
110,455 | 115,489 | |||
3.00%,
2/1/2027 |
15,193 | 15,886 | |||
3.00%,
4/1/2027 |
116,390 | 121,775 | |||
3.00%,
7/1/2027 |
170,779 | 178,681 | |||
3.00%
8/1/2027 |
469,693 | 491,281 | |||
3.00%,
6/1/2028 |
792,300 | 828,960 | |||
3.00%,
9/1/2028 |
118,676 | 124,167 | |||
3.00%,
10/1/2028 |
43,233 | 45,245 | |||
3.00%,
11/1/2028 |
75,230 | 78,736 | |||
3.00%,
6/1/2029 |
40,056 | 41,994 | |||
3.00%,
7/1/2029 |
61,338 | 64,306 | |||
3.00%
8/1/2029 |
79,373 | 83,213 | |||
3.00%,
9/1/2029 |
27,534 | 28,866 | |||
3.00%,
10/1/2029 |
126,413 | 132,530 | |||
3.00%
2/1/2030 |
265,230 | 277,693 | |||
3.00%
3/1/2030 |
1,488,401 | 1,561,917 | |||
3.00%,
4/1/2030 |
95,928 | 100,582 | |||
3.00%
5/1/2030 |
1,185,533 | 1,240,388 | |||
3.00%,
6/1/2030 |
36,974 | 38,768 | |||
3.00%,
7/1/2030 |
579,806 | 606,788 | |||
3.00%
9/1/2030 |
508,799 | 532,548 | |||
3.00%,
11/1/2030 |
248,885 | 260,959 | |||
3.00%,
12/1/2030 |
48,802 | 51,170 | |||
3.00%
1/1/2031 |
1,617,847 | 1,693,864 | |||
3.00%
4/1/2031 |
279,723 | 293,552 | |||
3.00%,
1/1/2032 |
170,477 | 178,665 | |||
3.00%,
6/1/2032 |
183,842 | 192,397 | |||
3.00%,
7/1/2032 |
314,143 | 329,710 | |||
3.00%,
8/1/2032 |
1,089,816 | 1,142,557 | |||
3.00%
11/1/2032 |
2,919,490 | 3,056,691 | |||
3.00%
12/1/2032 |
651,016 | 682,385 | |||
3.00%,
1/1/2033 |
136,513 | 143,120 | |||
3.00%,
3/1/2033 |
454,591 | 478,876 | |||
3.00%,
5/1/2033 |
84,649 | 88,745 | |||
3.00%,
9/1/2033 |
4,683,576 | 4,923,255 | |||
3.00%
2/1/2034 |
1,045,916 | 1,096,344 |
Security Description | Principal
Amount |
Value | |||
3.00%,
7/1/2034 |
$ 992,801 | $ 1,045,200 | |||
3.00%,
10/1/2034 |
777,859 | 813,398 | |||
3.00%,
11/1/2034 |
720,638 | 756,370 | |||
3.00%,
12/1/2034 |
2,185,527 | 2,312,721 | |||
3.00%
1/1/2035 |
786,690 | 822,999 | |||
3.00%,
2/1/2035 |
94,563 | 99,365 | |||
3.00%
4/1/2035 |
980,808 | 1,037,491 | |||
3.00%,
5/1/2035 |
4,409,073 | 4,609,573 | |||
3.00%,
12/1/2035 |
173,988 | 181,900 | |||
3.00%,
2/1/2036 |
1,579,386 | 1,657,780 | |||
3.00%,
6/1/2036 |
2,063,882 | 2,164,999 | |||
3.00%,
8/1/2036 |
2,162,146 | 2,268,078 | |||
3.00%,
9/1/2036 |
217,002 | 227,633 | |||
3.00%,
12/1/2036 |
273,367 | 290,092 | |||
3.00%,
6/1/2037 |
3,580,001 | 3,755,398 | |||
3.00%,
8/1/2037 |
124,473 | 130,348 | |||
3.00%,
3/1/2038 |
1,019,564 | 1,067,683 | |||
3.00%,
8/1/2038 |
2,800,953 | 2,938,182 | |||
3.00%,
11/1/2039 |
190,269 | 197,466 | |||
3.00%,
2/1/2040 |
1,735,030 | 1,800,660 | |||
3.00%,
3/1/2040 |
3,931,161 | 4,116,695 | |||
3.00%,
4/1/2040 |
2,225,459 | 2,314,952 | |||
3.00%,
11/1/2041 |
6,188,233 | 6,479,653 | |||
3.00%,
9/1/2042 |
97,050 | 102,259 | |||
3.00%
10/1/2042 |
377,019 | 398,628 | |||
3.00%
12/1/2042 |
274,212 | 289,821 | |||
3.00%,
1/1/2043 |
1,179,381 | 1,244,493 | |||
3.00%
2/1/2043 |
453,499 | 478,679 | |||
3.00%,
3/1/2043 |
446,123 | 467,132 | |||
3.00%
4/1/2043 |
392,489 | 413,285 | |||
3.00%
5/1/2043 |
1,519,184 | 1,599,171 | |||
3.00%
6/1/2043 |
533,697 | 561,973 | |||
3.00%
7/1/2043 |
312,087 | 328,624 | |||
3.00%
8/1/2043 |
4,436,867 | 4,728,402 | |||
3.00%,
9/1/2043 |
82,416 | 86,782 | |||
3.00%,
1/1/2044 |
88,879 | 93,588 | |||
3.00%
10/1/2044 |
1,797,289 | 1,893,624 | |||
3.00%,
12/1/2044 |
507,841 | 526,722 | |||
3.00%,
1/1/2045 |
260,763 | 274,077 | |||
3.00%
4/1/2045 |
294,323 | 310,938 | |||
3.00%
5/1/2045 |
441,237 | 463,555 | |||
3.00%,
8/1/2045 |
437,106 | 460,265 | |||
3.00%
11/1/2045 |
201,046 | 211,216 | |||
3.00%,
12/1/2045 |
90,287 | 94,854 | |||
3.00%,
4/1/2046 |
3,436,135 | 3,609,935 | |||
3.00%
5/1/2046 |
661,154 | 699,224 | |||
3.00%
8/1/2046 |
1,686,886 | 1,778,466 | |||
3.00%
9/1/2046 |
7,035,316 | 7,395,071 | |||
3.00%
10/1/2046 |
7,551,638 | 7,933,959 | |||
3.00%
11/1/2046 |
3,564,848 | 3,741,594 | |||
3.00%
12/1/2046 |
433,926 | 456,389 | |||
3.00%
1/1/2047 |
4,846,741 | 5,145,430 | |||
3.00%,
2/1/2047 |
101,119 | 106,477 | |||
3.00%
3/1/2047 |
581,735 | 610,298 | |||
3.00%
4/1/2047 |
12,701,195 | 13,398,964 |
Security Description | Principal
Amount |
Value | |||
3.00%
7/1/2047 |
$ 5,603,521 | $ 5,867,405 | |||
3.00%,
8/1/2047 |
455,632 | 477,089 | |||
3.00%,
9/1/2047 |
445,211 | 469,377 | |||
3.00%
10/1/2047 |
6,705,298 | 7,016,635 | |||
3.00%
12/1/2047 |
2,448,953 | 2,564,280 | |||
3.00%,
1/1/2048 |
1,544,776 | 1,611,339 | |||
3.00%,
2/1/2048 |
1,265,494 | 1,320,023 | |||
3.00%,
4/1/2048 |
9,699,103 | 10,213,000 | |||
3.00%,
9/1/2048 |
1,961,061 | 2,053,412 | |||
3.00%,
11/1/2048 |
1,420,325 | 1,481,526 | |||
3.00%,
6/1/2049 |
538,255 | 558,267 | |||
3.00%,
7/1/2049 |
343,442 | 356,211 | |||
3.00%
9/1/2049 |
4,235,499 | 4,395,976 | |||
3.00%
10/1/2049 |
2,087,568 | 2,165,182 | |||
3.00%
11/1/2049 |
4,698,397 | 4,883,122 | |||
3.00%
12/1/2049 |
1,545,516 | 1,615,837 | |||
3.00%
1/1/2050 |
8,993,376 | 9,341,738 | |||
3.00%
2/1/2050 |
20,914,709 | 21,928,073 | |||
3.00%
3/1/2050 |
14,382,080 | 15,030,647 | |||
3.00%
4/1/2050 |
2,489,800 | 2,634,976 | |||
3.00%
7/1/2050 |
10,978,369 | 11,454,487 | |||
3.00%
8/1/2050 |
20,328,373 | 21,135,220 | |||
3.00%
9/1/2050 |
9,893,577 | 10,251,052 | |||
3.00%,
1/1/2051 |
2,861,105 | 2,964,160 | |||
3.00%,
3/1/2051 |
1,555,852 | 1,613,096 | |||
3.00%,
4/1/2051 |
2,753,591 | 2,854,903 | |||
3.00%
5/1/2051 |
10,949,282 | 11,363,603 | |||
3.00%
6/1/2051 |
10,419,677 | 10,809,472 | |||
3.00%
7/1/2051 |
4,672,994 | 4,845,459 | |||
3.00%,
8/1/2051 |
8,666,574 | 8,991,120 | |||
3.00%,
9/1/2051 |
10,050,652 | 10,432,468 | |||
3.50%
12/1/2025 |
69,686 | 73,400 | |||
3.50%,
1/1/2026 |
6,349 | 6,687 | |||
3.50%,
1/1/2027 |
39,433 | 41,535 | |||
3.50%,
1/1/2028 |
68,221 | 71,885 | |||
3.50%,
10/1/2028 |
666,811 | 703,304 | |||
3.50%,
1/1/2029 |
57,205 | 60,336 | |||
3.50%,
5/1/2029 |
79,831 | 84,222 | |||
3.50%,
10/1/2029 |
27,276 | 28,776 | |||
3.50%,
9/1/2030 |
6,755,586 | 7,165,518 | |||
3.50%,
12/1/2030 |
85,106 | 89,933 | |||
3.50%,
3/1/2031 |
490,434 | 518,249 | |||
3.50%,
6/1/2031 |
422,327 | 448,293 | |||
3.50%,
4/1/2032 |
238,382 | 254,108 | |||
3.50%
5/1/2032 |
4,067,278 | 4,302,552 | |||
3.50%,
7/1/2032 |
6,544,823 | 6,980,334 | |||
3.50%
9/1/2032 |
1,536,899 | 1,627,457 | |||
3.50%,
11/1/2032 |
3,440,458 | 3,655,237 | |||
3.50%,
2/1/2033 |
134,993 | 143,307 | |||
3.50%,
3/1/2033 |
252,133 | 268,443 | |||
3.50%,
4/1/2033 |
445,097 | 471,861 | |||
3.50%,
5/1/2033 |
281,070 | 299,910 | |||
3.50%,
6/1/2033 |
97,210 | 102,774 | |||
3.50%,
3/1/2034 |
342,821 | 361,676 | |||
3.50%,
4/1/2034 |
403,118 | 428,567 |
Security Description | Principal
Amount |
Value | |||
3.50%
6/1/2034 |
$ 221,755 | $ 235,719 | |||
3.50%,
7/1/2034 |
56,824 | 59,886 | |||
3.50%
11/1/2034 |
744,980 | 787,310 | |||
3.50%,
5/1/2035 |
1,253,739 | 1,326,078 | |||
3.50%,
9/1/2035 |
808,613 | 854,474 | |||
3.50%,
2/1/2036 |
1,909,053 | 2,033,220 | |||
3.50%,
7/1/2037 |
118,039 | 125,757 | |||
3.50%,
10/1/2037 |
467,799 | 498,384 | |||
3.50%,
11/1/2037 |
1,097,416 | 1,169,166 | |||
3.50%,
2/1/2038 |
637,136 | 678,792 | |||
3.50%,
12/1/2038 |
108,574 | 114,847 | |||
3.50%,
6/1/2039 |
72,087 | 76,294 | |||
3.50%,
9/1/2040 |
447,635 | 478,743 | |||
3.50%,
12/1/2040 |
99,750 | 106,983 | |||
3.50%,
1/1/2041 |
90,230 | 96,773 | |||
3.50%,
2/1/2042 |
117,473 | 127,068 | |||
3.50%
5/1/2042 |
389,552 | 417,890 | |||
3.50%,
6/1/2042 |
182,551 | 195,830 | |||
3.50%,
7/1/2042 |
87,000 | 93,328 | |||
3.50%,
10/1/2042 |
624,627 | 670,064 | |||
3.50%,
1/1/2043 |
60,593 | 65,001 | |||
3.50%,
2/1/2043 |
836,437 | 905,698 | |||
3.50%,
4/1/2043 |
179,509 | 193,029 | |||
3.50%
5/1/2043 |
245,472 | 263,282 | |||
3.50%,
6/1/2043 |
677,528 | 726,595 | |||
3.50%
8/1/2043 |
1,446,898 | 1,569,750 | |||
3.50%,
1/1/2044 |
56,363 | 60,445 | |||
3.50%,
5/1/2044 |
347,290 | 377,218 | |||
3.50%,
8/1/2044 |
128,148 | 139,112 | |||
3.50%,
9/1/2044 |
171,480 | 184,080 | |||
3.50%,
10/1/2044 |
128,120 | 137,023 | |||
3.50%,
11/1/2044 |
574,425 | 616,633 | |||
3.50%
12/1/2044 |
1,593,931 | 1,704,699 | |||
3.50%
1/1/2045 |
193,373 | 206,811 | |||
3.50%
2/1/2045 |
2,637,757 | 2,836,609 | |||
3.50%,
3/1/2045 |
105,796 | 114,140 | |||
3.50%,
4/1/2045 |
209,016 | 223,148 | |||
3.50%
5/1/2045 |
530,202 | 567,664 | |||
3.50%,
6/1/2045 |
373,004 | 398,223 | |||
3.50%
7/1/2045 |
1,457,909 | 1,557,831 | |||
3.50%
8/1/2045 |
3,948,453 | 4,227,688 | |||
3.50%
9/1/2045 |
803,688 | 860,410 | |||
3.50%,
10/1/2045 |
313,063 | 334,230 | |||
3.50%
11/1/2045 |
2,356,940 | 2,520,307 | |||
3.50%
12/1/2045 |
2,536,567 | 2,708,071 | |||
3.50%
2/1/2046 |
1,125,119 | 1,200,193 | |||
3.50%
3/1/2046 |
7,081,206 | 7,639,754 | |||
3.50%
4/1/2046 |
1,276,645 | 1,360,204 | |||
3.50%
5/1/2046 |
303,827 | 323,713 | |||
3.50%
6/1/2046 |
412,409 | 439,640 | |||
3.50%
7/1/2046 |
549,815 | 586,704 | |||
3.50%
8/1/2046 |
4,173,072 | 4,464,324 | |||
3.50%
10/1/2046 |
792,107 | 843,952 | |||
3.50%,
11/1/2046 |
212,196 | 226,085 | |||
3.50%,
12/1/2046 |
89,480 | 95,337 |
Security Description | Principal
Amount |
Value | |||
3.50%
1/1/2047 |
$ 3,652,047 | $ 3,984,876 | |||
3.50%
2/1/2047 |
1,016,172 | 1,090,067 | |||
3.50%
3/1/2047 |
443,421 | 470,374 | |||
3.50%
4/1/2047 |
444,722 | 478,016 | |||
3.50%
5/1/2047 |
15,621,444 | 16,669,972 | |||
3.50%,
6/1/2047 |
869,589 | 928,384 | |||
3.50%,
7/1/2047 |
5,100,390 | 5,471,409 | |||
3.50%,
8/1/2047 |
116,085 | 122,995 | |||
3.50%
9/1/2047 |
1,149,482 | 1,232,197 | |||
3.50%,
10/1/2047 |
106,091 | 112,407 | |||
3.50%
11/1/2047 |
5,484,653 | 5,868,833 | |||
3.50%
12/1/2047 |
1,993,538 | 2,116,817 | |||
3.50%
1/1/2048 |
11,348,248 | 12,105,821 | |||
3.50%
2/1/2048 |
5,085,750 | 5,462,761 | |||
3.50%
3/1/2048 |
7,722,367 | 8,318,330 | |||
3.50%
4/1/2048 |
793,635 | 841,790 | |||
3.50%
5/1/2048 |
1,473,059 | 1,586,886 | |||
3.50%,
6/1/2048 |
181,826 | 191,904 | |||
3.50%
7/1/2048 |
13,024,693 | 13,971,359 | |||
3.50%,
8/1/2048 |
176,755 | 190,355 | |||
3.50%,
9/1/2048 |
30,089 | 31,757 | |||
3.50%
11/1/2048 |
1,604,497 | 1,700,012 | |||
3.50%
4/1/2049 |
4,234,881 | 4,552,537 | |||
3.50%,
6/1/2049 |
4,998,890 | 5,402,765 | |||
3.50%,
7/1/2049 |
1,734,791 | 1,829,528 | |||
3.50%,
8/1/2049 |
3,355,235 | 3,538,465 | |||
3.50%
9/1/2049 |
5,485,817 | 5,891,201 | |||
3.50%,
10/1/2049 |
1,548,691 | 1,633,265 | |||
3.50%,
11/1/2049 |
852,674 | 899,238 | |||
3.50%,
12/1/2049 |
384,396 | 407,258 | |||
3.50%
1/1/2050 |
2,633,476 | 2,777,291 | |||
3.50%,
3/1/2050 |
509,456 | 549,085 | |||
3.50%
4/1/2050 |
14,088,831 | 14,907,753 | |||
3.50%
5/1/2050 |
7,386,750 | 7,917,897 | |||
3.50%
6/1/2050 |
1,119,968 | 1,178,917 | |||
3.50%,
8/1/2050 |
1,668,766 | 1,756,291 | |||
3.50%,
11/1/2050 |
1,102,285 | 1,159,850 | |||
3.50%,
1/1/2051 |
2,602,623 | 2,744,752 | |||
3.50%,
6/1/2051 |
2,746,805 | 2,892,431 | |||
3.50%,
8/1/2051 |
1,797,051 | 1,900,230 | |||
4.00%,
5/1/2026 |
981,746 | 1,034,102 | |||
4.00%,
6/1/2026 |
542,419 | 571,345 | |||
4.00%,
8/1/2026 |
20,596 | 21,694 | |||
4.00%,
9/1/2027 |
75,541 | 79,592 | |||
4.00%,
5/1/2029 |
2,158,997 | 2,274,764 | |||
4.00%,
11/1/2033 |
49,142 | 51,797 | |||
4.00%,
1/1/2034 |
116,223 | 125,582 | |||
4.00%,
2/1/2034 |
102,377 | 107,906 | |||
4.00%,
8/1/2034 |
809,699 | 877,035 | |||
4.00%,
5/1/2037 |
77,290 | 83,096 | |||
4.00%,
6/1/2038 |
2,232,761 | 2,410,813 | |||
4.00%,
9/1/2038 |
122,060 | 130,937 | |||
4.00%,
2/1/2039 |
539,035 | 578,233 | |||
4.00%,
12/1/2039 |
1,993,890 | 2,173,493 | |||
4.00%,
9/1/2040 |
601,177 | 655,304 |
Security Description | Principal
Amount |
Value | |||
4.00%,
10/1/2040 |
$ 108,718 | $ 118,507 | |||
4.00%,
12/1/2040 |
88,432 | 96,394 | |||
4.00%,
2/1/2041 |
133,827 | 145,876 | |||
4.00%
10/1/2041 |
490,473 | 534,694 | |||
4.00%,
12/1/2041 |
37,881 | 41,297 | |||
4.00%,
2/1/2042 |
260,660 | 284,163 | |||
4.00%,
4/1/2042 |
200,642 | 218,716 | |||
4.00%,
12/1/2042 |
276,950 | 301,899 | |||
4.00%,
9/1/2043 |
210,656 | 228,986 | |||
4.00%
10/1/2043 |
321,668 | 349,656 | |||
4.00%,
12/1/2043 |
65,666 | 71,380 | |||
4.00%,
2/1/2044 |
69,357 | 75,392 | |||
4.00%,
4/1/2044 |
11,368,526 | 12,450,930 | |||
4.00%,
5/1/2044 |
237,597 | 260,200 | |||
4.00%,
6/1/2044 |
35,423 | 38,534 | |||
4.00%
7/1/2044 |
1,625,132 | 1,766,618 | |||
4.00%
8/1/2044 |
388,802 | 428,966 | |||
4.00%,
9/1/2044 |
19,991 | 21,747 | |||
4.00%
10/1/2044 |
27,837 | 30,281 | |||
4.00%
11/1/2044 |
488,195 | 531,063 | |||
4.00%
12/1/2044 |
1,528,514 | 1,692,267 | |||
4.00%,
1/1/2045 |
167,096 | 181,768 | |||
4.00%
3/1/2045 |
2,427,165 | 2,649,736 | |||
4.00%
6/1/2045 |
1,857,847 | 2,018,242 | |||
4.00%,
7/1/2045 |
516,531 | 558,357 | |||
4.00%,
8/1/2045 |
384,454 | 417,905 | |||
4.00%
9/1/2045 |
385,178 | 416,367 | |||
4.00%
12/1/2045 |
2,008,302 | 2,177,777 | |||
4.00%,
2/1/2046 |
86,614 | 93,627 | |||
4.00%
3/1/2046 |
9,159,694 | 9,984,947 | |||
4.00%
4/1/2046 |
487,178 | 527,478 | |||
4.00%,
6/1/2046 |
134,767 | 147,964 | |||
4.00%,
7/1/2046 |
242,441 | 261,662 | |||
4.00%
9/1/2046 |
2,543,648 | 2,776,075 | |||
4.00%,
10/1/2046 |
777,650 | 839,306 | |||
4.00%
11/1/2046 |
3,804,931 | 4,146,137 | |||
4.00%,
12/1/2046 |
439,233 | 474,057 | |||
4.00%,
2/1/2047 |
171,058 | 187,347 | |||
4.00%
3/1/2047 |
656,150 | 704,210 | |||
4.00%
4/1/2047 |
12,807,043 | 14,045,393 | |||
4.00%
5/1/2047 |
856,983 | 922,230 | |||
4.00%
6/1/2047 |
2,749,802 | 2,944,651 | |||
4.00%
7/1/2047 |
2,442,894 | 2,660,220 | |||
4.00%
8/1/2047 |
608,610 | 656,728 | |||
4.00%
9/1/2047 |
6,436,013 | 7,035,765 | |||
4.00%
10/1/2047 |
5,707,459 | 6,111,885 | |||
4.00%
11/1/2047 |
394,187 | 422,119 | |||
4.00%
1/1/2048 |
6,838,806 | 7,323,400 | |||
4.00%
2/1/2048 |
5,939,595 | 6,366,025 | |||
4.00%,
4/1/2048 |
113,733 | 123,781 | |||
4.00%
5/1/2048 |
216,693 | 230,728 | |||
4.00%
6/1/2048 |
2,822,066 | 3,004,840 | |||
4.00%
7/1/2048 |
2,678,080 | 2,851,657 | |||
4.00%
8/1/2048 |
3,160,970 | 3,401,877 | |||
4.00%
9/1/2048 |
8,264,113 | 8,844,135 |
Security Description | Principal
Amount |
Value | |||
4.00%
10/1/2048 |
$ 6,253,770 | $ 6,786,079 | |||
4.00%
11/1/2048 |
1,143,737 | 1,218,073 | |||
4.00%
12/1/2048 |
3,641,427 | 3,906,941 | |||
4.00%
1/1/2049 |
1,261,357 | 1,366,231 | |||
4.00%
2/1/2049 |
293,472 | 318,157 | |||
4.00%
3/1/2049 |
3,730,616 | 4,015,158 | |||
4.00%,
4/1/2049 |
277,516 | 298,938 | |||
4.00%,
5/1/2049 |
91,594 | 97,583 | |||
4.00%
6/1/2049 |
7,740,262 | 8,345,814 | |||
4.00%
7/1/2049 |
7,644,450 | 8,341,421 | |||
4.00%,
8/1/2049 |
42,428 | 45,202 | |||
4.00%,
9/1/2049 |
2,374,503 | 2,529,757 | |||
4.00%
12/1/2049 |
2,705,194 | 2,917,050 | |||
4.00%,
3/1/2050 |
836,284 | 902,232 | |||
4.00%
4/1/2050 |
4,745,314 | 5,074,634 | |||
4.00%
6/1/2050 |
1,780,278 | 1,904,885 | |||
4.00%,
7/1/2050 |
602,085 | 639,990 | |||
4.00%,
9/1/2050 |
1,012,819 | 1,079,041 | |||
4.00%,
10/1/2050 |
1,942,924 | 2,065,242 | |||
4.00%,
12/1/2050 |
775,237 | 824,130 | |||
4.50%,
11/1/2024 |
10,204 | 10,613 | |||
4.50%,
3/1/2029 |
701,500 | 732,709 | |||
4.50%,
4/1/2031 |
34,880 | 37,784 | |||
4.50%,
6/1/2040 |
845,302 | 931,433 | |||
4.50%,
8/1/2040 |
1,530,245 | 1,686,166 | |||
4.50%,
9/1/2040 |
1,408,695 | 1,552,231 | |||
4.50%,
5/1/2041 |
82,691 | 91,117 | |||
4.50%,
9/1/2041 |
45,575 | 50,225 | |||
4.50%,
1/1/2042 |
104,530 | 115,195 | |||
4.50%
10/1/2042 |
755,712 | 835,442 | |||
4.50%
9/1/2043 |
207,572 | 228,673 | |||
4.50%,
10/1/2043 |
97,593 | 107,401 | |||
4.50%
12/1/2043 |
686,633 | 762,477 | |||
4.50%,
3/1/2044 |
40,607 | 44,727 | |||
4.50%,
4/1/2044 |
22,988 | 25,320 | |||
4.50%,
5/1/2044 |
78,776 | 86,693 | |||
4.50%
6/1/2044 |
1,827,115 | 2,014,499 | |||
4.50%,
8/1/2044 |
391,394 | 431,274 | |||
4.50%,
10/1/2044 |
102,654 | 113,069 | |||
4.50%,
12/1/2044 |
303,868 | 338,921 | |||
4.50%,
5/1/2045 |
310,633 | 346,466 | |||
4.50%,
10/1/2045 |
575,090 | 645,619 | |||
4.50%,
5/1/2046 |
522,196 | 568,310 | |||
4.50%,
7/1/2046 |
128,008 | 142,775 | |||
4.50%,
8/1/2046 |
208,999 | 230,453 | |||
4.50%,
5/1/2047 |
2,156,338 | 2,376,054 | |||
4.50%,
7/1/2047 |
391,398 | 434,848 | |||
4.50%,
8/1/2047 |
90,843 | 98,270 | |||
4.50%,
9/1/2047 |
171,800 | 185,847 | |||
4.50%,
12/1/2047 |
167,761 | 181,478 | |||
4.50%,
1/1/2048 |
424,338 | 459,034 | |||
4.50%
2/1/2048 |
5,712,234 | 6,179,286 | |||
4.50%,
6/1/2048 |
149,875 | 160,488 | |||
4.50%
7/1/2048 |
436,271 | 467,166 | |||
4.50%
8/1/2048 |
454,608 | 490,099 |
Security Description | Principal
Amount |
Value | |||
4.50%
9/1/2048 |
$ 1,633,675 | $ 1,763,105 | |||
4.50%
10/1/2048 |
5,750,079 | 6,157,264 | |||
4.50%
11/1/2048 |
5,382,027 | 5,834,090 | |||
4.50%,
12/1/2048 |
158,019 | 169,209 | |||
4.50%
2/1/2049 |
6,488,032 | 7,027,462 | |||
4.50%,
3/1/2049 |
1,405,912 | 1,534,702 | |||
4.50%,
4/1/2049 |
318,479 | 340,987 | |||
4.50%
5/1/2049 |
2,810,516 | 3,031,400 | |||
4.50%
6/1/2049 |
1,103,656 | 1,181,769 | |||
4.50%,
8/1/2049 |
749,577 | 809,210 | |||
4.50%
9/1/2049 |
2,837,809 | 3,038,543 | |||
4.50%,
11/1/2049 |
6,260,944 | 6,813,841 | |||
4.50%
2/1/2050 |
1,428,102 | 1,529,050 | |||
4.50%
3/1/2050 |
5,484,641 | 5,926,250 | |||
4.50%,
4/1/2050 |
2,248,907 | 2,494,367 | |||
4.50%,
5/1/2050 |
1,341,080 | 1,445,211 | |||
4.50%,
6/1/2050 |
1,937,081 | 2,078,785 | |||
4.50%,
9/1/2050 |
2,247,220 | 2,406,355 | |||
4.50%,
10/1/2050 |
632,315 | 677,091 | |||
4.50%,
12/1/2050 |
259,447 | 277,802 | |||
5.00%,
6/1/2039 |
237,680 | 264,839 | |||
5.00%,
8/1/2039 |
272,987 | 306,920 | |||
5.00%,
6/1/2040 |
118,694 | 133,353 | |||
5.00%,
7/1/2040 |
56,833 | 63,853 | |||
5.00%,
9/1/2040 |
56,994 | 64,033 | |||
5.00%,
2/1/2041 |
40,190 | 45,154 | |||
5.00%,
6/1/2041 |
697,885 | 789,026 | |||
5.00%,
3/1/2042 |
107,078 | 120,302 | |||
5.00%,
7/1/2044 |
33,601 | 37,423 | |||
5.00%,
1/1/2045 |
28,160 | 31,364 | |||
5.00%,
5/1/2048 |
554,004 | 603,191 | |||
5.00%,
7/1/2048 |
274,221 | 298,542 | |||
5.00%
8/1/2048 |
322,213 | 359,550 | |||
5.00%,
9/1/2048 |
769,035 | 837,240 | |||
5.00%,
10/1/2048 |
1,518,802 | 1,653,503 | |||
5.00%,
11/1/2048 |
699,024 | 764,235 | |||
5.00%,
1/1/2049 |
118,078 | 128,551 | |||
5.00%,
8/1/2049 |
1,228,083 | 1,337,000 | |||
5.00%,
10/1/2049 |
920,953 | 1,002,720 | |||
5.00%,
12/1/2049 |
1,129,777 | 1,229,976 | |||
5.00%,
3/1/2050 |
1,150,284 | 1,251,955 | |||
5.50%,
1/1/2035 |
194,732 | 220,798 | |||
5.50%,
4/1/2036 |
93,291 | 105,825 | |||
5.50%,
11/1/2038 |
42,125 | 47,950 | |||
5.50%,
12/1/2038 |
17,791 | 20,225 | |||
5.50%,
12/1/2039 |
36,598 | 41,627 | |||
5.50%,
7/1/2041 |
83,121 | 94,039 | |||
5.50%,
4/1/2050 |
1,069,422 | 1,195,946 | |||
6.00%,
1/1/2037 |
22,076 | 24,898 | |||
6.00%,
9/1/2037 |
27,766 | 31,978 | |||
6.00%,
9/1/2039 |
20,674 | 23,857 | |||
6.00%,
6/1/2040 |
51,097 | 58,926 | |||
6.00%,
10/1/2040 |
67,322 | 77,863 | |||
TBA, 1.50%, 1/1/2037
(a) |
28,550,000 | 28,639,932 | |||
TBA, 2.00%, 1/1/2037
(a) |
10,100,000 | 10,346,036 |
Security Description | Principal
Amount |
Value | |||
TBA, 2.00%, 1/1/2052
(a) |
$ 69,575,000 | $ 69,395,914 | |||
TBA, 2.50%, 1/1/2052
(a) |
34,125,000 | 34,840,601 | |||
TBA, 3.00%, 1/1/2052
(a) |
13,875,000 | 14,377,552 | |||
Government National Mortgage Association: | |||||
1.50%,
2/20/2051 |
931,055 | 908,925 | |||
1.50%,
9/20/2051 |
988,875 | 965,371 | |||
1.50%,
10/20/2051 |
496,819 | 485,010 | |||
1.50%,
11/20/2051 |
498,755 | 486,900 | |||
2.00%,
8/20/2050 |
1,589,637 | 1,606,558 | |||
2.00%,
9/20/2050 |
3,232,195 | 3,266,601 | |||
2.00%,
11/20/2050 |
2,514,176 | 2,540,939 | |||
2.00%,
12/20/2050 |
9,256,067 | 9,354,595 | |||
2.00%,
1/20/2051 |
22,328,450 | 22,566,130 | |||
2.00%
2/20/2051 |
10,092,824 | 10,204,577 | |||
2.00%
3/20/2051 |
19,570,464 | 19,774,806 | |||
2.00%,
4/20/2051 |
19,669,620 | 19,874,701 | |||
2.00%,
5/20/2051 |
19,026,351 | 19,224,726 | |||
2.00%,
6/20/2051 |
36,604,306 | 36,985,953 | |||
2.00%,
7/20/2051 |
2,733,485 | 2,761,985 | |||
2.00%,
8/20/2051 |
10,958,402 | 11,072,658 | |||
2.00%,
9/20/2051 |
13,349,068 | 13,488,249 | |||
2.00%,
10/20/2051 |
7,041,661 | 7,115,080 | |||
2.00%,
11/20/2051 |
10,172,118 | 10,278,176 | |||
2.00%,
12/20/2051 |
11,500,000 | 11,619,903 | |||
2.50%,
1/20/2043 |
40,490 | 41,891 | |||
2.50%,
3/20/2043 |
248,587 | 257,204 | |||
2.50%,
8/20/2046 |
651,917 | 671,859 | |||
2.50%,
10/20/2046 |
143,220 | 147,601 | |||
2.50%,
12/20/2046 |
1,224,068 | 1,261,512 | |||
2.50%,
9/20/2048 |
7,121,230 | 7,339,066 | |||
2.50%,
12/20/2049 |
910,101 | 932,718 | |||
2.50%,
1/20/2050 |
996,811 | 1,021,583 | |||
2.50%,
2/20/2050 |
1,156,070 | 1,185,236 | |||
2.50%,
7/20/2050 |
2,989,309 | 3,064,724 | |||
2.50%,
8/20/2050 |
9,403,141 | 9,640,366 | |||
2.50%,
9/20/2050 |
15,392,782 | 15,781,116 | |||
2.50%,
10/20/2050 |
18,215,464 | 18,675,010 | |||
2.50%,
11/20/2050 |
1,468,390 | 1,505,435 | |||
2.50%,
12/20/2050 |
8,792,171 | 9,013,983 | |||
2.50%,
1/20/2051 |
13,367,720 | 13,704,966 | |||
2.50%
2/20/2051 |
26,735,264 | 27,428,408 | |||
2.50%
3/20/2051 |
12,171,306 | 12,496,446 | |||
2.50%
4/20/2051 |
18,360,433 | 18,833,470 | |||
2.50%,
5/20/2051 |
2,251,386 | 2,309,306 | |||
2.50%,
6/20/2051 |
20,886,728 | 21,424,064 | |||
2.50%,
7/20/2051 |
15,197,104 | 15,588,068 | |||
2.50%,
8/20/2051 |
4,899,044 | 5,025,078 | |||
2.50%,
9/20/2051 |
2,582,991 | 2,649,442 | |||
2.50%,
10/20/2051 |
10,422,068 | 10,690,188 | |||
3.00%,
5/20/2032 |
189,252 | 198,159 | |||
3.00%,
5/15/2042 |
60,015 | 63,430 | |||
3.00%,
7/20/2042 |
119,827 | 126,788 | |||
3.00%,
8/20/2042 |
146,249 | 154,745 | |||
3.00%,
9/20/2042 |
178,641 | 189,019 |
Security Description | Principal
Amount |
Value | |||
3.00%,
12/20/2042 |
$ 150,441 | $ 159,181 | |||
3.00%,
1/20/2043 |
224,812 | 237,872 | |||
3.00%,
3/20/2043 |
176,858 | 186,680 | |||
3.00%,
4/20/2043 |
106,541 | 112,458 | |||
3.00%,
8/20/2043 |
309,256 | 326,432 | |||
3.00%,
10/20/2043 |
712,258 | 751,816 | |||
3.00%,
11/20/2044 |
110,559 | 116,240 | |||
3.00%,
12/20/2044 |
223,610 | 235,100 | |||
3.00%,
2/15/2045 |
74,790 | 79,026 | |||
3.00%,
3/15/2045 |
42,306 | 44,336 | |||
3.00%,
3/20/2045 |
22,943 | 24,070 | |||
3.00%,
4/20/2045 |
6,693,565 | 7,022,515 | |||
3.00%,
5/20/2045 |
96,038 | 100,758 | |||
3.00%,
6/20/2045 |
8,093,928 | 8,491,698 | |||
3.00%,
7/20/2045 |
994,976 | 1,043,874 | |||
3.00%,
8/20/2045 |
43,071 | 45,188 | |||
3.00%,
9/20/2045 |
265,788 | 278,850 | |||
3.00%,
12/20/2045 |
112,306 | 117,825 | |||
3.00%,
1/20/2046 |
408,563 | 428,642 | |||
3.00%
2/20/2046 |
4,830,101 | 5,085,550 | |||
3.00%,
5/20/2046 |
129,939 | 135,833 | |||
3.00%,
6/20/2046 |
4,066,673 | 4,251,126 | |||
3.00%,
7/20/2046 |
94,786 | 99,085 | |||
3.00%,
8/20/2046 |
9,073,362 | 9,484,905 | |||
3.00%,
9/20/2046 |
3,514,880 | 3,674,306 | |||
3.00%,
10/20/2046 |
537,538 | 561,919 | |||
3.00%,
12/20/2046 |
709,121 | 741,285 | |||
3.00%,
1/20/2047 |
1,200,250 | 1,254,690 | |||
3.00%,
2/20/2047 |
214,964 | 224,714 | |||
3.00%,
6/20/2047 |
59,387 | 61,930 | |||
3.00%,
7/20/2047 |
4,066,336 | 4,240,462 | |||
3.00%,
9/20/2047 |
76,588 | 79,868 | |||
3.00%,
10/20/2047 |
1,783,776 | 1,860,160 | |||
3.00%,
11/20/2047 |
3,894,363 | 4,061,126 | |||
3.00%,
12/20/2047 |
1,944,697 | 2,027,972 | |||
3.00%,
1/20/2048 |
744,556 | 776,439 | |||
3.00%,
2/20/2048 |
344,482 | 359,233 | |||
3.00%,
3/20/2048 |
443,076 | 462,049 | |||
3.00%,
4/20/2048 |
611,235 | 637,409 | |||
3.00%,
9/20/2048 |
308,691 | 321,910 | |||
3.00%,
11/20/2048 |
1,226,293 | 1,271,477 | |||
3.00%,
12/20/2048 |
137,615 | 143,508 | |||
3.00%,
6/20/2049 |
111,423 | 116,194 | |||
3.00%,
8/20/2049 |
1,853,883 | 1,925,335 | |||
3.00%,
9/20/2049 |
2,949,613 | 3,062,529 | |||
3.00%,
11/20/2049 |
2,978,419 | 3,090,114 | |||
3.00%,
12/20/2049 |
1,721,583 | 1,786,145 | |||
3.00%,
1/20/2050 |
16,954,853 | 17,586,277 | |||
3.00%,
2/20/2050 |
4,851,607 | 5,031,027 | |||
3.00%,
3/20/2050 |
966,675 | 1,004,947 | |||
3.00%,
4/20/2050 |
13,674,695 | 14,216,820 | |||
3.00%,
5/20/2050 |
10,618,577 | 11,040,110 | |||
3.00%,
6/20/2050 |
13,214,277 | 13,739,556 | |||
3.00%,
7/20/2050 |
13,389,479 | 13,922,436 | |||
3.00%,
8/20/2050 |
6,083,534 | 6,326,007 |
Security Description | Principal
Amount |
Value | |||
3.00%,
9/20/2050 |
$ 2,071,736 | $ 2,154,310 | |||
3.00%,
12/20/2050 |
1,945,161 | 2,022,897 | |||
3.00%,
1/20/2051 |
575,910 | 598,987 | |||
3.00%,
5/20/2051 |
7,597,001 | 7,870,610 | |||
3.00%,
6/20/2051 |
1,408,747 | 1,459,648 | |||
3.00%,
7/20/2051 |
4,093,574 | 4,243,453 | |||
3.00%,
8/20/2051 |
967,932 | 1,003,837 | |||
3.50%,
12/20/2041 |
1,982,764 | 2,127,524 | |||
3.50%,
2/15/2042 |
101,081 | 107,951 | |||
3.50%,
4/15/2042 |
33,441 | 35,714 | |||
3.50%,
6/20/2042 |
246,306 | 264,347 | |||
3.50%,
10/20/2042 |
630,205 | 676,365 | |||
3.50%,
11/20/2042 |
13,770 | 14,779 | |||
3.50%,
2/20/2043 |
98,191 | 105,529 | |||
3.50%
3/20/2043 |
131,425 | 141,308 | |||
3.50%
4/20/2043 |
134,824 | 144,774 | |||
3.50%,
5/20/2043 |
108,945 | 117,087 | |||
3.50%,
7/20/2043 |
583,480 | 627,087 | |||
3.50%,
9/20/2043 |
127,756 | 137,304 | |||
3.50%,
10/20/2043 |
663,645 | 713,243 | |||
3.50%,
1/20/2044 |
81,255 | 87,327 | |||
3.50%,
3/20/2044 |
916,832 | 985,351 | |||
3.50%,
4/20/2044 |
92,716 | 98,174 | |||
3.50%,
5/20/2044 |
100,175 | 106,072 | |||
3.50%,
6/20/2044 |
2,383,893 | 2,524,222 | |||
3.50%,
7/20/2044 |
48,537 | 51,394 | |||
3.50%,
8/20/2044 |
71,067 | 75,250 | |||
3.50%,
10/20/2044 |
1,912,479 | 2,025,058 | |||
3.50%,
11/20/2044 |
185,888 | 196,830 | |||
3.50%,
12/20/2044 |
19,673 | 20,831 | |||
3.50%,
1/20/2045 |
705,099 | 746,605 | |||
3.50%,
2/20/2045 |
209,645 | 221,986 | |||
3.50%,
3/20/2045 |
23,726 | 25,135 | |||
3.50%
4/20/2045 |
2,267,031 | 2,401,685 | |||
3.50%,
5/20/2045 |
201,644 | 213,620 | |||
3.50%,
6/20/2045 |
42,925 | 45,474 | |||
3.50%,
7/20/2045 |
361,732 | 383,215 | |||
3.50%,
8/20/2045 |
219,651 | 232,697 | |||
3.50%,
9/20/2045 |
113,151 | 119,871 | |||
3.50%,
10/20/2045 |
376,945 | 399,333 | |||
3.50%,
11/20/2045 |
980,556 | 1,038,792 | |||
3.50%,
12/20/2045 |
28,158 | 29,830 | |||
3.50%
1/20/2046 |
1,911,880 | 2,025,429 | |||
3.50%
2/20/2046 |
4,947,978 | 5,241,846 | |||
3.50%,
4/20/2046 |
2,405,036 | 2,538,494 | |||
3.50%,
5/20/2046 |
966,452 | 1,020,082 | |||
3.50%,
6/20/2046 |
604,747 | 638,305 | |||
3.50%,
7/20/2046 |
9,609,078 | 10,142,298 | |||
3.50%,
8/20/2046 |
377,519 | 398,468 | |||
3.50%,
9/20/2046 |
432,026 | 456,000 | |||
3.50%,
10/20/2046 |
482,223 | 508,982 | |||
3.50%,
11/20/2046 |
2,265,861 | 2,391,596 | |||
3.50%,
12/20/2046 |
1,421,712 | 1,500,605 | |||
3.50%,
1/20/2047 |
92,408 | 97,536 | |||
3.50%,
2/20/2047 |
1,031,264 | 1,088,491 |
Security Description | Principal
Amount |
Value | |||
3.50%,
3/20/2047 |
$ 412,165 | $ 432,705 | |||
3.50%,
5/20/2047 |
311,928 | 327,473 | |||
3.50%,
6/20/2047 |
172,957 | 181,577 | |||
3.50%,
7/20/2047 |
208,606 | 219,002 | |||
3.50%,
8/20/2047 |
366,422 | 384,683 | |||
3.50%,
9/20/2047 |
2,799,752 | 2,939,278 | |||
3.50%,
10/20/2047 |
2,668,827 | 2,801,828 | |||
3.50%,
12/20/2047 |
1,455,727 | 1,528,273 | |||
3.50%,
1/20/2048 |
6,419,063 | 6,738,957 | |||
3.50%
2/20/2048 |
1,197,175 | 1,258,173 | |||
3.50%,
4/20/2048 |
171,941 | 180,510 | |||
3.50%,
5/20/2048 |
1,424,980 | 1,495,994 | |||
3.50%,
6/20/2048 |
76,485 | 80,297 | |||
3.50%,
8/20/2048 |
55,657 | 58,405 | |||
3.50%,
11/20/2048 |
904,498 | 949,165 | |||
3.50%,
2/20/2049 |
79,984 | 83,934 | |||
3.50%,
3/20/2049 |
191,456 | 200,911 | |||
3.50%,
6/20/2049 |
3,098,355 | 3,239,058 | |||
3.50%,
7/20/2049 |
1,008,253 | 1,053,601 | |||
3.50%,
8/20/2049 |
1,512,491 | 1,579,860 | |||
3.50%,
9/20/2049 |
2,960,603 | 3,089,895 | |||
3.50%,
10/20/2049 |
9,942,064 | 10,376,241 | |||
3.50%,
11/20/2049 |
5,538,678 | 5,778,145 | |||
3.50%,
12/20/2049 |
1,513,822 | 1,578,614 | |||
3.50%,
1/20/2050 |
9,082,528 | 9,471,260 | |||
3.50%,
2/20/2050 |
10,038,445 | 10,468,091 | |||
3.50%,
3/20/2050 |
3,141,749 | 3,274,848 | |||
3.50%,
5/20/2050 |
2,233,448 | 2,327,095 | |||
3.50%,
6/20/2050 |
7,850,449 | 8,177,948 | |||
3.50%,
7/20/2050 |
2,501,713 | 2,606,078 | |||
3.50%,
11/20/2050 |
1,245,477 | 1,297,699 | |||
3.50%,
12/20/2050 |
5,149,373 | 5,364,190 | |||
3.50%,
1/20/2051 |
1,909,884 | 1,989,559 | |||
3.50%,
2/20/2051 |
1,845,836 | 1,922,427 | |||
3.50%,
5/20/2051 |
372,963 | 388,842 | |||
3.50%,
9/20/2051 |
2,965,496 | 3,111,316 | |||
4.00%,
2/15/2040 |
6,176 | 6,719 | |||
4.00%,
4/15/2040 |
56,463 | 61,445 | |||
4.00%,
11/20/2041 |
52,326 | 57,121 | |||
4.00%,
2/20/2042 |
56,958 | 62,177 | |||
4.00%,
5/20/2042 |
51,880 | 56,585 | |||
4.00%,
8/20/2042 |
24,355 | 26,563 | |||
4.00%,
8/20/2043 |
58,736 | 63,911 | |||
4.00%,
11/20/2043 |
344,413 | 374,754 | |||
4.00%,
3/20/2044 |
60,728 | 65,787 | |||
4.00%,
7/15/2044 |
80,777 | 87,220 | |||
4.00%,
7/20/2044 |
62,356 | 67,550 | |||
4.00%,
8/20/2044 |
150,549 | 163,090 | |||
4.00%,
12/20/2044 |
160,353 | 173,712 | |||
4.00%,
1/20/2045 |
56,653 | 61,373 | |||
4.00%,
2/20/2045 |
170,993 | 185,238 | |||
4.00%,
5/15/2045 |
17,786 | 19,130 | |||
4.00%,
6/15/2045 |
30,527 | 32,835 | |||
4.00%,
7/20/2045 |
204,733 | 220,968 | |||
4.00%,
8/20/2045 |
37,299 | 40,256 |
Security Description | Principal
Amount |
Value | |||
4.00%,
10/20/2045 |
$ 72,751 | $ 78,520 | |||
4.00%,
11/20/2045 |
195,671 | 211,188 | |||
4.00%,
1/20/2046 |
47,254 | 51,002 | |||
4.00%,
4/20/2046 |
159,279 | 171,910 | |||
4.00%,
5/20/2046 |
341,157 | 368,211 | |||
4.00%,
1/20/2047 |
275,078 | 295,308 | |||
4.00%,
3/20/2047 |
172,040 | 184,692 | |||
4.00%,
4/20/2047 |
43,824 | 46,809 | |||
4.00%,
5/20/2047 |
106,281 | 113,437 | |||
4.00%,
6/20/2047 |
111,534 | 118,955 | |||
4.00%,
7/20/2047 |
2,361,086 | 2,516,331 | |||
4.00%,
8/20/2047 |
123,516 | 131,540 | |||
4.00%,
9/20/2047 |
610,146 | 649,304 | |||
4.00%,
11/20/2047 |
1,811,165 | 1,924,550 | |||
4.00%,
2/20/2048 |
1,618,702 | 1,717,490 | |||
4.00%,
3/20/2048 |
1,900,881 | 2,015,394 | |||
4.00%,
4/20/2048 |
4,633,235 | 4,916,426 | |||
4.00%,
5/20/2048 |
340,971 | 361,697 | |||
4.00%,
6/20/2048 |
4,221,930 | 4,477,145 | |||
4.00%,
8/20/2048 |
1,934,065 | 2,049,030 | |||
4.00%,
9/20/2048 |
208,588 | 220,986 | |||
4.00%,
10/20/2048 |
390,373 | 413,446 | |||
4.00%,
11/20/2048 |
278,451 | 294,816 | |||
4.00%,
2/20/2049 |
484,070 | 512,031 | |||
4.00%,
3/20/2049 |
1,248,552 | 1,320,251 | |||
4.00%,
4/20/2049 |
420,463 | 442,559 | |||
4.00%,
5/20/2049 |
3,039,684 | 3,201,178 | |||
4.00%,
6/20/2049 |
3,651,215 | 3,847,302 | |||
4.00%,
7/20/2049 |
11,216,437 | 11,818,811 | |||
4.00%,
10/20/2049 |
1,072,828 | 1,130,444 | |||
4.00%,
11/20/2049 |
162,750 | 171,584 | |||
4.00%,
12/20/2049 |
844,442 | 890,278 | |||
4.00%,
1/20/2050 |
1,092,970 | 1,151,668 | |||
4.00%,
2/20/2050 |
550,583 | 579,834 | |||
4.00%,
3/20/2050 |
7,661,539 | 8,072,999 | |||
4.00%,
6/20/2050 |
6,129,076 | 6,458,236 | |||
4.00%,
7/20/2050 |
1,257,184 | 1,323,252 | |||
4.00%,
8/20/2050 |
495,602 | 521,933 | |||
4.50%,
6/15/2039 |
10,664 | 11,808 | |||
4.50%,
4/15/2040 |
50,876 | 56,362 | |||
4.50%,
6/15/2040 |
34,790 | 38,542 | |||
4.50%,
9/20/2040 |
50,231 | 55,897 | |||
4.50%,
3/15/2041 |
30,216 | 33,474 | |||
4.50%,
6/15/2041 |
13,391 | 14,848 | |||
4.50%,
7/15/2041 |
26,570 | 29,460 | |||
4.50%,
7/20/2041 |
97,733 | 108,680 | |||
4.50%,
12/20/2041 |
82,625 | 91,945 | |||
4.50%,
10/20/2043 |
21,324 | 23,646 | |||
4.50%,
12/20/2043 |
60,445 | 67,026 | |||
4.50%,
1/20/2044 |
49,084 | 54,428 | |||
4.50%,
4/20/2044 |
68,010 | 75,415 | |||
4.50%,
5/20/2045 |
34,703 | 38,317 | |||
4.50%,
10/20/2045 |
50,514 | 55,773 | |||
4.50%,
11/20/2045 |
129,404 | 142,877 | |||
4.50%,
1/20/2046 |
2,592,645 | 2,862,582 |
Security Description | Principal
Amount |
Value | |||
4.50%,
6/20/2046 |
$ 103,354 | $ 114,115 | |||
4.50%,
7/20/2046 |
58,413 | 64,495 | |||
4.50%,
12/20/2046 |
239,672 | 265,766 | |||
4.50%,
3/20/2047 |
619,981 | 666,457 | |||
4.50%,
6/20/2047 |
593,416 | 637,901 | |||
4.50%,
8/20/2047 |
83,092 | 89,321 | |||
4.50%,
12/20/2047 |
45,570 | 48,955 | |||
4.50%,
1/20/2048 |
95,396 | 102,483 | |||
4.50%,
3/20/2048 |
51,655 | 55,443 | |||
4.50%,
4/20/2048 |
1,056,983 | 1,129,405 | |||
4.50%,
6/20/2048 |
579,410 | 614,552 | |||
4.50%,
7/20/2048 |
605,986 | 642,384 | |||
4.50%,
8/20/2048 |
1,227,010 | 1,300,348 | |||
4.50%,
9/20/2048 |
1,794,925 | 1,901,678 | |||
4.50%,
11/20/2048 |
97,185 | 102,908 | |||
4.50%,
12/20/2048 |
2,075,885 | 2,197,515 | |||
4.50%,
1/20/2049 |
2,904,323 | 3,073,638 | |||
4.50%,
2/20/2049 |
535,064 | 566,099 | |||
4.50%,
4/20/2049 |
265,277 | 280,664 | |||
4.50%,
5/20/2049 |
227,258 | 240,372 | |||
4.50%,
6/20/2049 |
3,818,183 | 4,038,526 | |||
4.50%,
7/20/2049 |
1,233,694 | 1,304,889 | |||
4.50%,
9/20/2049 |
488,344 | 516,814 | |||
4.50%,
2/20/2050 |
3,040,744 | 3,217,117 | |||
4.50%,
4/20/2050 |
4,503,390 | 4,765,177 | |||
4.50%,
5/20/2050 |
798,696 | 845,494 | |||
4.50%,
10/20/2050 |
4,073,062 | 4,320,104 | |||
5.00%,
12/15/2038 |
17,744 | 19,802 | |||
5.00%,
5/15/2039 |
26,940 | 29,860 | |||
5.00%,
5/20/2041 |
588,253 | 667,516 | |||
5.00%,
11/20/2042 |
86,101 | 97,760 | |||
5.00%,
3/20/2043 |
16,988 | 19,286 | |||
5.00%,
4/20/2043 |
42,310 | 48,040 | |||
5.00%,
5/20/2043 |
15,086 | 17,129 | |||
5.00%,
8/20/2043 |
65,691 | 74,557 | |||
5.00%,
5/20/2044 |
40,034 | 45,437 | |||
5.00%,
6/20/2044 |
23,250 | 26,388 | |||
5.00%,
7/20/2044 |
59,205 | 67,183 | |||
5.00%,
12/20/2045 |
289,168 | 328,197 | |||
5.00%,
4/20/2048 |
35,254 | 38,087 | |||
5.00%,
5/20/2048 |
209,802 | 226,162 | |||
5.00%,
7/20/2048 |
72,313 | 77,364 | |||
5.00%,
10/20/2048 |
106,154 | 113,569 |
Security Description | Principal
Amount |
Value | |||
5.00%,
1/20/2049 |
$ 692,031 | $ 740,371 | |||
5.00%,
4/20/2049 |
326,572 | 349,385 | |||
5.00%,
6/20/2049 |
2,095,209 | 2,241,566 | |||
5.00%,
7/20/2049 |
293,686 | 314,201 | |||
5.00%,
5/20/2050 |
748,488 | 808,635 | |||
5.50%,
9/15/2035 |
28,004 | 30,151 | |||
5.50%,
7/15/2038 |
11,486 | 12,684 | |||
5.50%,
3/15/2039 |
56,140 | 64,059 | |||
5.50%,
2/20/2049 |
75,147 | 83,062 | |||
6.00%,
8/15/2040 |
18,899 | 21,746 | |||
6.00%,
9/15/2040 |
31,990 | 36,959 | |||
6.00%,
1/20/2046 |
91,489 | 106,373 | |||
TBA, 2.00%, 1/1/2052
(a) |
20,975,000 | 21,175,101 | |||
TBA, 2.50%, 1/1/2052
(a) |
23,200,000 | 23,774,896 | |||
TBA, 3.00%, 1/1/2052
(a) |
10,000,000 | 10,350,400 | |||
TBA, 3.50%, 1/1/2052
(a) |
3,000,000 | 3,123,270 | |||
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS (Cost
$4,249,487,403) |
4,210,101,260 |
Shares | |||
SHORT-TERM INVESTMENT — 6.1% | |||
State Street Institutional Liquid Reserves Fund, Premier Class 0.04% (b) (c) (Cost
$257,426,979) |
257,436,126 | 257,461,870 | |
TOTAL INVESTMENTS — 105.6% (Cost
$4,506,914,382) |
4,467,563,130 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (5.6)%
|
(238,897,184) | ||
NET ASSETS —
100.0% |
$ 4,228,665,946 |
(a) | Security, or a portion of the security has been designated as collateral for TBA securities. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended December 31, 2021 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at December 31, 2021. |
TBA | To Be Announced |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
U.S. Government Agency
Obligations |
$ — | $4,210,101,260 | $— | $4,210,101,260 | ||||
Short-Term
Investment |
257,461,870 | — | — | 257,461,870 |
Description | Level
1 – Quoted Prices |
Level
2 – Other Significant Observable Inputs |
Level
3 – Significant Unobservable Inputs |
Total | ||||
TOTAL
INVESTMENTS |
$257,461,870 | $4,210,101,260 | $— | $4,467,563,130 |
Number
of Shares Held at 6/30/21 |
Value
at 6/30/21 |
Cost
of Purchases |
Proceeds
from Shares Sold |
Realized
Gain (Loss) |
Change
in Unrealized Appreciation/ Depreciation |
Number
of Shares Held at 12/31/21 |
Value
at 12/31/21 |
Dividend
Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier
Class |
351,686,022 | $351,791,527 | $826,606,755 | $920,872,554 | $(21,483) | $(42,375) | 257,436,126 | $257,461,870 | $66,131 |
SPDR Portfolio Aggregate Bond ETF | SPDR Portfolio Intermediate Term Corporate Bond ETF | SPDR Portfolio Long Term Corporate Bond ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value* |
$6,494,884,082 | $5,568,953,589 | $1,018,846,967 | ||
Investments in affiliated issuers, at
value |
426,672,104 | 135,610,932 | 12,796,455 | ||
Total
Investments |
6,921,556,186 | 5,704,564,521 | 1,031,643,422 | ||
Net cash at
broker |
60,000 | — | — | ||
Receivable for investments
sold |
31,185,462 | 14,921,074 | 15,751,005 | ||
Receivable for fund shares
sold |
— | 28,918,615 | — | ||
Dividends receivable — unaffiliated
issuers |
— | — | — | ||
Dividends receivable — affiliated
issuers |
8,558 | 585 | 108 | ||
Interest receivable — unaffiliated
issuers |
28,694,667 | 42,485,173 | 9,638,573 | ||
Securities lending income receivable — unaffiliated
issuers |
2,744 | 7,767 | 423 | ||
Securities lending income receivable — affiliated issuers
|
14,477 | 12,138 | 2,545 | ||
Receivable from
Adviser |
17,001 | — | — | ||
Receivable for foreign taxes
recoverable |
5,818 | 14,517 | — | ||
Other
Receivable |
24,712 | 631 | — | ||
TOTAL ASSETS
|
6,981,569,625 | 5,790,925,021 | 1,057,036,076 | ||
LIABILITIES | |||||
Due to
custodian |
913,926 | 584,317 | 12,605 | ||
Payable upon return of securities
loaned |
123,404,458 | 95,988,923 | 9,724,005 | ||
Payable for investments
purchased |
330,562,719 | 47,905,304 | 1,159,440 | ||
Payable for fund shares
repurchased |
— | 14,459,399 | 15,778,322 | ||
Advisory fee
payable |
165,486 | 192,102 | 35,948 | ||
Trustees’ fees and expenses
payable |
6,660 | 8,063 | 1,077 | ||
TOTAL LIABILITIES
|
455,053,249 | 159,138,108 | 26,711,397 | ||
NET ASSETS
|
$6,526,516,376 | $5,631,786,913 | $1,030,324,679 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in
Capital |
$6,483,841,747 | $5,737,964,514 | $1,065,938,832 | ||
Total distributable earnings
(loss) |
42,674,629 | (106,177,601) | (35,614,153) | ||
NET ASSETS
|
$6,526,516,376 | $5,631,786,913 | $1,030,324,679 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per
share |
$ 29.65 | $ 36.15 | $ 31.56 | ||
Shares outstanding (unlimited amount authorized, $0.01 par
value) |
220,100,264 | 155,800,072 | 32,649,986 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated
issuers |
$6,416,074,777 | $5,637,243,727 | $1,044,869,844 | ||
Investments in affiliated
issuers |
426,699,055 | 135,610,932 | 12,796,520 | ||
Total cost of
investments |
$6,842,773,832 | $5,772,854,659 | $1,057,666,364 | ||
* Includes investments in securities on loan, at
value |
$ 158,108,347 | $ 189,984,445 | $ 14,453,257 |
SPDR Portfolio Long Term Treasury ETF | SPDR Portfolio Short Term Corporate Bond ETF | SPDR Portfolio Short Term Treasury ETF | SPDR Portfolio TIPS ETF | SPDR Portfolio Intermediate Term Treasury ETF | ||||
$4,846,240,643 | $7,756,069,866 | $3,876,984,796 | $ 3,711,751,297 | $3,472,091,036 | ||||
14,905,823 | 325,774,807 | 102,212,120 | 52,196,529 | 85,229,676 | ||||
4,861,146,466 | 8,081,844,673 | 3,979,196,916 | 3,763,947,826 | 3,557,320,712 | ||||
— | — | — | — | — | ||||
12,690,017 | 1,235,416 | — | 22,829,062 | — | ||||
4,206,211 | 9,281,321 | — | — | — | ||||
— | — | 28 | — | — | ||||
78 | 2,205 | — | 131 | 33 | ||||
28,038,134 | 53,295,623 | 10,967,729 | 9,042,236 | 11,837,380 | ||||
129 | 936 | — | 466 | — | ||||
1,256 | 8,855 | 14,422 | 3,885 | 11,196 | ||||
— | — | — | — | — | ||||
— | 5,704 | — | — | — | ||||
1 | 42 | — | — | — | ||||
4,906,082,292 | 8,145,674,775 | 3,990,179,095 | 3,795,823,606 | 3,569,169,321 | ||||
— | 764,326 | — | — | — | ||||
13,667,103 | 67,042,275 | 100,923,590 | 51,713,574 | 84,162,863 | ||||
17,175,632 | 141,964,585 | — | 22,058,506 | — | ||||
— | — | — | — | — | ||||
248,387 | 269,322 | 196,391 | 369,842 | 171,825 | ||||
463 | 9,837 | 3,085 | 2,032 | 1,830 | ||||
31,091,585 | 210,050,345 | 101,123,066 | 74,143,954 | 84,336,518 | ||||
$4,874,990,707 | $7,935,624,430 | $3,889,056,029 | $3,721,679,652 | $3,484,832,803 | ||||
$5,057,929,269 | $7,983,710,938 | $3,915,320,631 | $3,580,554,239 | $3,583,325,282 | ||||
(182,938,562) | (48,086,508) | (26,264,602) | 141,125,413 | (98,492,479) | ||||
$4,874,990,707 | $7,935,624,430 | $3,889,056,029 | $3,721,679,652 | $3,484,832,803 | ||||
$ 42.32 | $ 30.94 | $ 30.43 | $ 31.46 | $ 32.06 | ||||
115,200,000 | 256,500,000 | 127,800,000 | 118,300,450 | 108,700,336 | ||||
$4,990,027,885 | $7,799,543,970 | $3,903,477,694 | $3,552,553,490 | $3,560,359,582 | ||||
14,905,823 | 325,774,807 | 102,212,120 | 52,196,529 | 85,229,676 | ||||
$5,004,933,708 | $8,125,318,777 | $4,005,689,814 | $3,604,750,019 | $3,645,589,258 | ||||
$ 13,406,817 | $ 84,312,962 | $ 98,895,090 | $ 50,798,797 | $ 82,519,202 |
SPDR Portfolio High Yield Bond ETF | SPDR Portfolio Corporate Bond ETF | SPDR Portfolio Mortgage Backed Bond ETF | |||
ASSETS | |||||
Investments in unaffiliated issuers, at
value* |
$582,479,653 | $362,296,858 | $4,210,101,260 | ||
Investments in affiliated issuers, at
value |
23,000,319 | 8,774,668 | 257,461,870 | ||
Total
Investments |
605,479,972 | 371,071,526 | 4,467,563,130 | ||
Net cash at
broker |
— | — | 290,030 | ||
Receivable for investments
sold |
1,617,863 | — | 24,304,580 | ||
Receivable for fund shares
sold |
— | — | 15,199,971 | ||
Dividends receivable — unaffiliated
issuers |
— | 156 | — | ||
Dividends receivable — affiliated
issuers |
171 | — | 7,654 | ||
Interest receivable — unaffiliated
issuers |
8,741,317 | 2,972,696 | 8,619,371 | ||
Securities lending income receivable — unaffiliated
issuers |
735 | 699 | — | ||
Securities lending income receivable — affiliated issuers
|
11,663 | 1,086 | — | ||
Receivable from
Adviser |
26 | — | 8,794 | ||
Receivable for foreign taxes
recoverable |
9,479 | 489 | — | ||
Other
Receivable |
— | — | 7,600 | ||
TOTAL ASSETS
|
615,861,226 | 374,046,652 | 4,516,001,130 | ||
LIABILITIES | |||||
Due to
custodian |
211,251 | 9 | — | ||
Payable upon return of securities
loaned |
18,499,820 | 8,172,590 | — | ||
Payable for investments
purchased |
3,199,079 | — | 287,191,633 | ||
Advisory fee
payable |
47,979 | 9,265 | 142,966 | ||
Trustees’ fees and expenses
payable |
— | 179 | 585 | ||
TOTAL LIABILITIES
|
21,958,129 | 8,182,043 | 287,335,184 | ||
NET ASSETS
|
$593,903,097 | $365,864,609 | $4,228,665,946 | ||
NET ASSETS CONSIST OF: | |||||
Paid-in
Capital |
$595,332,043 | $365,876,392 | $4,379,395,474 | ||
Total distributable earnings
(loss) |
(1,428,946) | (11,783) | (150,729,528) | ||
NET ASSETS
|
$593,903,097 | $365,864,609 | $4,228,665,946 | ||
NET ASSET VALUE PER SHARE | |||||
Net asset value per
share |
$ 26.51 | $ 34.84 | $ 25.37 | ||
Shares outstanding (unlimited amount authorized, $0.01 par
value) |
22,400,000 | 10,500,000 | 166,700,000 | ||
COST OF INVESTMENTS: | |||||
Investments in unaffiliated
issuers |
$580,123,901 | $ 362,113,973 | $4,249,487,403 | ||
Investments in affiliated
issuers |
23,000,407 | 8,774,668 | 257,426,979 | ||
Total cost of
investments |
$603,124,308 | $370,888,641 | $4,506,914,382 | ||
* Includes investments in securities on loan, at
value |
$ 19,668,308 | $ 17,276,538 | $ — |
SPDR Portfolio Aggregate Bond ETF | SPDR Portfolio Intermediate Term Corporate Bond ETF | SPDR Portfolio Long Term Corporate Bond ETF | |||
INVESTMENT INCOME | |||||
Interest income — unaffiliated
issuers |
$ 56,899,910 | $ 44,550,517 | $ 14,704,104 | ||
Dividend income — affiliated
issuers |
73,066 | 3,360 | 890 | ||
Unaffiliated securities lending
income |
11,720 | 32,968 | 2,387 | ||
Affiliated securities lending
income |
114,557 | 110,435 | 15,402 | ||
Foreign taxes
withheld |
(362) | (313) | — | ||
TOTAL INVESTMENT INCOME
(LOSS) |
57,098,891 | 44,696,967 | 14,722,783 | ||
EXPENSES | |||||
Advisory
fee |
973,526 | 1,984,581 | 319,605 | ||
Trustees’ fees and expenses
|
32,935 | 35,584 | 5,381 | ||
Miscellaneous
expenses |
79 | 75 | 11 | ||
TOTAL
EXPENSES |
1,006,540 | 2,020,240 | 324,997 | ||
Expenses waived/reimbursed by the
Adviser |
(210,930) | — | — | ||
NET
EXPENSES |
795,610 | 2,020,240 | 324,997 | ||
NET INVESTMENT INCOME
(LOSS) |
$ 56,303,281 | $ 42,676,727 | $ 14,397,786 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated
issuers |
3,826,627 | 893,486 | (738,808) | ||
Investments — affiliated
issuers |
(28,616) | (870) | (268) | ||
In-kind redemptions — unaffiliated
issuers |
10,379,118 | 19,088,540 | 16,357,602 | ||
Net realized gain
(loss) |
14,177,129 | 19,981,156 | 15,618,526 | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated
issuers |
(71,382,743) | (92,515,083) | (21,238,167) | ||
Investments — affiliated
issuers |
(43,574) | — | (65) | ||
Net change in unrealized
appreciation/depreciation |
(71,426,317) | (92,515,083) | (21,238,232) | ||
NET REALIZED AND UNREALIZED GAIN
(LOSS) |
(57,249,188) | (72,533,927) | (5,619,706) | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS |
$ (945,907) | $(29,857,200) | $ 8,778,080 |
SPDR Portfolio Long Term Treasury ETF | SPDR Portfolio Short Term Corporate Bond ETF | SPDR Portfolio Short Term Treasury ETF | SPDR Portfolio TIPS ETF | SPDR Portfolio Intermediate Term Treasury ETF | ||||
$ 37,702,158 | $ 32,613,502 | $ 4,833,412 | $ 82,210,912 | $ 10,526,346 | ||||
821 | 6,394 | 306 | 609 | 465 | ||||
426 | 3,781 | — | — | — | ||||
35,232 | 55,554 | 80,628 | 69,444 | 100,105 | ||||
— | — | — | — | — | ||||
37,738,637 | 32,679,231 | 4,914,346 | 82,280,965 | 10,626,916 | ||||
1,289,746 | 2,562,981 | 1,070,671 | 1,884,789 | 948,391 | ||||
17,218 | 43,468 | 18,106 | 14,140 | 16,021 | ||||
50 | 96 | 43 | 37 | 38 | ||||
1,307,014 | 2,606,545 | 1,088,820 | 1,898,966 | 964,450 | ||||
— | — | — | — | — | ||||
1,307,014 | 2,606,545 | 1,088,820 | 1,898,966 | 964,450 | ||||
$ 36,431,623 | $ 30,072,686 | $ 3,825,526 | $ 80,381,999 | $ 9,662,466 | ||||
(5,606,991) | 9,863,872 | 479,307 | 172,325 | (3,851,292) | ||||
— | — | — | — | — | ||||
62,681,375 | 4,109,873 | (182,797) | 17,680,854 | (177,701) | ||||
57,074,384 | 13,973,745 | 296,510 | 17,853,179 | (4,028,993) | ||||
53,560,021 | (76,978,330) | (23,630,819) | 24,116,356 | (26,547,757) | ||||
— | — | — | — | — | ||||
53,560,021 | (76,978,330) | (23,630,819) | 24,116,356 | (26,547,757) | ||||
110,634,405 | (63,004,585) | (23,334,309) | 41,969,535 | (30,576,750) | ||||
$147,066,028 | $(32,931,899) | $(19,508,783) | $122,351,534 | $(20,914,284) |
SPDR Portfolio High Yield Bond ETF | SPDR Portfolio Corporate Bond ETF | SPDR Portfolio Mortgage Backed Bond ETF | |||
INVESTMENT INCOME | |||||
Interest income — unaffiliated
issuers |
$ 11,511,323 | $ 4,680,771 | $ 19,670,906 | ||
Dividend income — affiliated
issuers |
908 | 292 | 66,131 | ||
Unaffiliated securities lending
income |
3,853 | 2,575 | — | ||
Affiliated securities lending
income |
55,957 | 9,606 | — | ||
Foreign taxes
withheld |
(1,050) | — | — | ||
TOTAL INVESTMENT INCOME
(LOSS) |
11,570,991 | 4,693,244 | 19,737,037 | ||
EXPENSES | |||||
Advisory
fee |
254,654 | 60,321 | 827,478 | ||
Trustees’ fees and expenses
|
1,920 | 1,957 | 18,880 | ||
Miscellaneous
expenses |
4 | 5 | 50 | ||
TOTAL
EXPENSES |
256,578 | 62,283 | 846,408 | ||
Expenses waived/reimbursed by the
Adviser |
— | — | (219,282) | ||
NET
EXPENSES |
256,578 | 62,283 | 627,126 | ||
NET INVESTMENT INCOME
(LOSS) |
$11,314,413 | $ 4,630,961 | $ 19,109,911 | ||
REALIZED AND UNREALIZED GAIN (LOSS) | |||||
Net realized gain (loss) on: | |||||
Investments — unaffiliated
issuers |
1,068,575 | 771,454 | (1,998,734) | ||
Investments — affiliated
issuers |
(406) | (209) | (21,483) | ||
In-kind redemptions — unaffiliated
issuers |
3,326,754 | 3,460,447 | — | ||
Net realized gain
(loss) |
4,394,923 | 4,231,692 | (2,020,217) | ||
Net change in unrealized appreciation/depreciation on: | |||||
Investments — unaffiliated
issuers |
(7,479,039) | (9,500,614) | (32,877,101) | ||
Investments — affiliated
issuers |
(99) | (2) | (42,375) | ||
Net change in unrealized
appreciation/depreciation |
(7,479,138) | (9,500,616) | (32,919,476) | ||
NET REALIZED AND UNREALIZED GAIN
(LOSS) |
(3,084,215) | (5,268,924) | (34,939,693) | ||
NET INCREASE (DECREASE) IN NET ASSETS FROM
OPERATIONS |
$ 8,230,198 | $ (637,963) | $(15,829,782) |
SPDR Portfolio Aggregate Bond ETF | SPDR Portfolio Intermediate Term Corporate Bond ETF | ||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income
(loss) |
$ 56,303,281 | $ 104,966,384 | $ 42,676,727 | $ 105,545,260 | |||
Net realized gain
(loss) |
14,177,129 | 42,011,354 | 19,981,156 | 200,793,043 | |||
Net change in unrealized
appreciation/depreciation |
(71,426,317) | (164,699,618) | (92,515,083) | (146,637,333) | |||
Net increase (decrease) in net assets resulting from
operations |
(945,907) | (17,721,880) | (29,857,200) | 159,700,970 | |||
Net equalization credits and
charges |
260,290 | 1,068,484 | (460,341) | (31,788) | |||
Distributions to
shareholders |
(75,802,339) | (123,473,443) | (53,808,431) | (112,848,604) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares
sold |
893,011,822 | 2,140,878,645 | 9,585,307,692 | 12,423,906,950 | |||
Cost of shares
redeemed |
(448,949,213) | (994,935,363) | (10,552,522,768) | (12,123,329,431) | |||
Net income
equalization |
(260,290) | (1,068,484) | 460,341 | 31,788 | |||
Other
Capital |
212,668 | 495,059 | 265,351 | 225,828 | |||
Net increase (decrease) in net assets from beneficial interest transactions
|
444,014,987 | 1,145,369,857 | (966,489,384) | 300,835,135 | |||
Net increase (decrease) in net assets during the
period |
367,527,031 | 1,005,243,018 | (1,050,615,356) | 347,655,713 | |||
Net assets at beginning of
period |
6,158,989,345 | 5,153,746,327 | 6,682,402,269 | 6,334,746,556 | |||
NET ASSETS AT END OF
PERIOD |
$6,526,516,376 | $6,158,989,345 | $ 5,631,786,913 | $ 6,682,402,269 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares
sold |
29,800,000 | 70,600,000 | 262,400,000 | 339,400,000 | |||
Shares
redeemed |
(15,000,000) | (32,700,000) | (288,800,000) | (331,000,000) | |||
Net increase (decrease) from share
transactions |
14,800,000 | 37,900,000 | (26,400,000) | 8,400,000 |
SPDR Portfolio Long Term Corporate Bond ETF | SPDR Portfolio Long Term Treasury ETF | SPDR Portfolio Short Term Corporate Bond ETF | ||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | |||||
$ 14,397,786 | $ 27,649,108 | $ 36,431,623 | $ 46,346,185 | $ 30,072,686 | $ 94,285,065 | |||||
15,618,526 | 36,060,631 | 57,074,384 | 82,219,923 | 13,973,745 | 82,973,520 | |||||
(21,238,232) | (26,765,058) | 53,560,021 | (402,617,571) | (76,978,330) | (80,982,319) | |||||
8,778,080 | 36,944,681 | 147,066,028 | (274,051,463) | (32,931,899) | 96,276,266 | |||||
(341,729) | 233,574 | 1,156,884 | 1,581,937 | 31,269 | 697,001 | |||||
(16,440,348) | (27,420,897) | (42,712,711) | (45,948,756) | (53,468,673) | (105,342,648) | |||||
2,516,163,480 | 4,486,003,911 | 2,764,201,959 | 2,894,303,948 | 1,293,764,735 | 2,869,024,947 | |||||
(2,477,802,024) | (4,227,450,069) | (1,597,621,996) | (1,382,579,369) | (1,006,922,141) | (1,787,818,064) | |||||
341,729 | (233,574) | (1,156,884) | (1,581,937) | (31,269) | (697,001) | |||||
157,694 | 291,600 | 1,737 | 2,558 | 6,498 | 24,363 | |||||
38,860,879 | 258,611,868 | 1,165,424,816 | 1,510,145,200 | 286,817,823 | 1,080,534,245 | |||||
30,856,882 | 268,369,226 | 1,270,935,017 | 1,191,726,918 | 200,448,520 | 1,072,164,864 | |||||
999,467,797 | 731,098,571 | 3,604,055,690 | 2,412,328,772 | 7,735,175,910 | 6,663,011,046 | |||||
$ 1,030,324,679 | $ 999,467,797 | $ 4,874,990,707 | $ 3,604,055,690 | $ 7,935,624,430 | $ 7,735,175,910 | |||||
78,800,000 | 143,900,000 | 65,600,000 | 68,200,000 | 41,500,000 | 91,600,000 | |||||
(77,600,000) | (135,700,000) | (37,700,000) | (32,300,000) | (32,300,000) | (57,100,000) | |||||
1,200,000 | 8,200,000 | 27,900,000 | 35,900,000 | 9,200,000 | 34,500,000 |
SPDR Portfolio Short Term Treasury ETF | SPDR Portfolio TIPS ETF | ||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||||||
Net investment income
(loss) |
$ 3,825,526 | $ 7,237,922 | $ 80,381,999 | $ 75,773,536 | |||
Net realized gain
(loss) |
296,510 | 10,422,155 | 17,853,179 | 54,242,761 | |||
Net change in unrealized
appreciation/depreciation |
(23,630,819) | (17,509,960) | 24,116,356 | 752,504 | |||
Net increase (decrease) in net assets resulting from
operations |
(19,508,783) | 150,117 | 122,351,534 | 130,768,801 | |||
Net equalization credits and
charges |
(99,791) | (108,799) | (12,091,223) | (8,994,543) | |||
Distributions to
shareholders |
(4,076,537) | (8,504,668) | (96,097,590) | (60,562,184) | |||
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||||||
Proceeds from shares
sold |
656,019,778 | 1,275,890,126 | 1,248,246,242 | 1,242,498,023 | |||
Cost of shares
redeemed |
(241,265,042) | (969,579,179) | (157,084,206) | (499,427,862) | |||
Net income
equalization |
99,791 | 108,799 | 12,091,223 | 8,994,543 | |||
Other
Capital |
531 | 1,554 | 6,818 | 14,659 | |||
Net increase (decrease) in net assets from beneficial interest transactions
|
414,855,058 | 306,421,300 | 1,103,260,077 | 752,079,363 | |||
Net increase (decrease) in net assets during the
period |
391,169,947 | 297,957,950 | 1,117,422,798 | 813,291,437 | |||
Net assets at beginning of
period |
3,497,886,082 | 3,199,928,132 | 2,604,256,854 | 1,790,965,417 | |||
NET ASSETS AT END OF
PERIOD |
$3,889,056,029 | $3,497,886,082 | $3,721,679,652 | $2,604,256,854 | |||
SHARES OF BENEFICIAL INTEREST: | |||||||
Shares
sold |
21,500,000 | 41,600,000 | 39,700,000 | 40,300,000 | |||
Shares
redeemed |
(7,900,000) | (31,600,000) | (5,000,000) | (16,200,000) | |||
Net increase (decrease) from share
transactions |
13,600,000 | 10,000,000 | 34,700,000 | 24,100,000 |
SPDR Portfolio Intermediate Term Treasury ETF | SPDR Portfolio High Yield Bond ETF | SPDR Portfolio Corporate Bond ETF | ||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | |||||
$ 9,662,466 | $ 11,706,979 | $ 11,314,413 | $ 11,158,479 | $ 4,630,961 | $ 7,325,167 | |||||
(4,028,993) | 48,033,051 | 4,394,923 | 3,534,692 | 4,231,692 | 2,906,990 | |||||
(26,547,757) | (103,789,466) | (7,479,138) | 12,645,114 | (9,500,616) | (2,082,477) | |||||
(20,914,284) | (44,049,436) | 8,230,198 | 27,338,285 | (637,963) | 8,149,680 | |||||
18,570 | (447,324) | 495,899 | 414,378 | (57,686) | 150,421 | |||||
(10,798,336) | (12,362,552) | (14,685,834) | (10,867,742) | (6,180,913) | (7,652,963) | |||||
646,691,686 | 1,312,769,846 | 293,622,085 | 323,545,936 | 139,496,324 | 197,011,310 | |||||
(199,798,473) | (2,360,608,504) | (101,295,981) | (34,387,582) | (115,240,333) | (43,893,376) | |||||
(18,570) | 447,324 | (495,899) | (414,378) | 57,686 | (150,421) | |||||
330 | 982 | — | 13,168 | — | — | |||||
446,874,973 | (1,047,390,352) | 191,830,205 | 288,757,144 | 24,313,677 | 152,967,513 | |||||
415,180,923 | (1,104,249,664) | 185,870,468 | 305,642,065 | 17,437,115 | 153,614,651 | |||||
3,069,651,880 | 4,173,901,544 | 408,032,629 | 102,390,564 | 348,427,494 | 194,812,843 | |||||
$3,484,832,803 | $ 3,069,651,880 | $ 593,903,097 | $408,032,629 | $ 365,864,609 | $348,427,494 | |||||
20,100,000 | 40,200,000 | 11,000,000 | 12,300,000 | 3,950,000 | 5,550,000 | |||||
(6,200,000) | (71,100,000) | (3,800,000) | (1,300,000) | (3,300,000) | (1,250,000) | |||||
13,900,000 | (30,900,000) | 7,200,000 | 11,000,000 | 650,000 | 4,300,000 |
SPDR Portfolio Mortgage Backed Bond ETF | |||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 | ||
INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS: | |||
Net investment income
(loss) |
$ 19,109,911 | $ 23,324,444 | |
Net realized gain
(loss) |
(2,020,217) | (305,017) | |
Net change in unrealized
appreciation/depreciation |
(32,919,476) | (46,843,634) | |
Net increase (decrease) in net assets resulting from
operations |
(15,829,782) | (23,824,207) | |
Net equalization credits and
charges |
831,516 | 3,461,130 | |
Distributions to
shareholders |
(59,925,850) | (78,384,794) | |
FROM BENEFICIAL INTEREST TRANSACTIONS: | |||
Proceeds from shares
sold |
665,767,919 | 2,458,197,640 | |
Cost of shares
redeemed |
(265,258,754) | (452,592,273) | |
Net income
equalization |
(831,516) | (3,461,130) | |
Other
Capital |
195,278 | 298,954 | |
Net increase (decrease) in net assets from beneficial interest transactions
|
399,872,927 | 2,002,443,191 | |
Net increase (decrease) in net assets during the
period |
324,948,811 | 1,903,695,320 | |
Net assets at beginning of
period |
3,903,717,135 | 2,000,021,815 | |
NET ASSETS AT END OF
PERIOD |
$4,228,665,946 | $3,903,717,135 | |
SHARES OF BENEFICIAL INTEREST: | |||
Shares
sold |
25,900,000 | 93,600,000 | |
Shares
redeemed |
(10,300,000) | (17,300,000) | |
Net increase (decrease) from share
transactions |
15,600,000 | 76,300,000 |
SPDR Portfolio Aggregate Bond ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) |
Year
Ended 6/30/17(a) | ||||||
Net asset value, beginning of
period |
$ 30.00 | $ 30.79 | $ 29.16 | $ 27.88 | $ 28.80 | $ 29.69 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(b) |
0.26 | 0.58 | 0.76 | 0.85 | 0.76 | 0.67 | |||||
Net realized and unrealized gain (loss)
(c) |
(0.26) | (0.69) | 1.67 | 1.28 | (0.95) | (0.80) | |||||
Total from investment
operations |
0.00(d) | (0.11) | 2.43 | 2.13 | (0.19) | (0.13) | |||||
Net equalization credits and charges
(b) |
0.00(d) | 0.01 | 0.01 | 0.01 | 0.04 | (0.01) | |||||
Other capital
(b) |
0.00(d) | 0.00(d) | 0.01 | 0.00(d) | 0.01 | 0.01 | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(0.35) | (0.69) | (0.82) | (0.86) | (0.78) | (0.76) | |||||
Net asset value, end of
period |
$ 29.65 | $ 30.00 | $ 30.79 | $ 29.16 | $ 27.88 | $ 28.80 | |||||
Total return
(e) |
0.02% | (0.33)% | 8.53% | 7.88% | (0.52)% | (0.40)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$6,526,516 | $6,158,989 | $5,153,746 | $4,076,733 | $2,994,010 | $1,077,191 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.03%(f) | 0.04% | 0.04% | 0.04% | 0.05% | 0.08% | |||||
Net
expenses |
0.02%(f) | 0.03% | 0.04% | 0.04% | 0.05% | 0.08% | |||||
Net investment income
(loss) |
1.74%(f) | 1.90% | 2.56% | 3.02% | 2.67% | 2.31% | |||||
Portfolio turnover rate
(g) |
6%(h)(i) | 24%(i) | 101% | 82% | 150% | 46% |
(a) | On October 16, 2017, the SPDR Portfolio Aggregate Bond ETF underwent a 2-for-1 share split. The per share data presented here has been retroactively adjusted to reflect this split. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
(i) | The portfolio turnover calculated for the period ended 12/31/21 and 6/30/2021 did not include To-Be-Announced transactions and, if it had, the portfolio turnover would have been 59% and 103%. |
SPDR Portfolio Intermediate Term Corporate Bond ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 |
Year
Ended 6/30/17 | ||||||
Net asset value, beginning of
period |
$ 36.68 | $ 36.45 | $ 34.91 | $ 33.26 | $ 34.38 | $ 34.73 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(a) |
0.26 | 0.62 | 0.96 | 1.10 | 0.96 | 0.91 | |||||
Net realized and unrealized gain (loss)
(b) |
(0.47) | 0.28 | 1.56 | 1.62 | (1.14) | (0.37) | |||||
Total from investment
operations |
(0.21) | 0.90 | 2.52 | 2.72 | (0.18) | 0.54 | |||||
Net equalization credits and charges
(a) |
(0.00)(c) | (0.00)(c) | 0.01 | 0.02 | 0.01 | 0.02 | |||||
Other capital
(a) |
0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(0.32) | (0.67) | (0.99) | (1.09) | (0.95) | (0.91) | |||||
Net asset value, end of
period |
$ 36.15 | $ 36.68 | $ 36.45 | $ 34.91 | $ 33.26 | $ 34.38 | |||||
Total return
(d) |
(0.56)% | 2.47% | 7.37% | 8.45% | (0.51)% | 1.65% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$5,631,787 | $6,682,402 | $6,334,747 | $4,786,803 | $3,306,326 | $2,090,046 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.07%(e) | 0.07% | 0.07% | 0.07% | 0.08% | 0.12% | |||||
Net investment income
(loss) |
1.40%(e) | 1.69% | 2.71% | 3.29% | 2.85% | 2.65% | |||||
Portfolio turnover rate
(f) |
13%(g) | 26% | 35% | 24% | 30% | 33% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Portfolio Long Term Corporate Bond ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) |
Year
Ended 6/30/17(a) | ||||||
Net asset value, beginning of
period |
$ 31.78 | $ 31.45 | $ 28.73 | $ 26.15 | $ 27.73 | $ 27.95 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(b) |
0.47 | 0.96 | 1.08 | 1.16 | 1.15 | 1.15 | |||||
Net realized and unrealized gain (loss)
(c) |
(0.15) | 0.31 | 2.73 | 2.54 | (1.58) | (0.23) | |||||
Total from investment
operations |
0.32 | 1.27 | 3.81 | 3.70 | (0.43) | 0.92 | |||||
Net equalization credits and charges
(b) |
(0.01) | 0.01 | (0.01) | 0.03 | (0.00)(d) | 0.01 | |||||
Other capital
(b) |
0.01 | 0.01 | 0.01 | 0.01 | 0.00(d) | 0.00(d) | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(0.54) | (0.96) | (1.09) | (1.16) | (1.15) | (1.15) | |||||
Net asset value, end of
period |
$ 31.56 | $ 31.78 | $ 31.45 | $ 28.73 | $ 26.15 | $ 27.73 | |||||
Total return
(e) |
1.01% | 4.18% | 13.51% | 14.81% | (1.67)% | 3.50% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$1,030,325 | $999,468 | $731,099 | $642,007 | $330,826 | $232,916 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.07%(f) | 0.07% | 0.07% | 0.07% | 0.08% | 0.12% | |||||
Net investment income
(loss) |
2.91%(f) | 3.02% | 3.59% | 4.41% | 4.19% | 4.22% | |||||
Portfolio turnover rate
(g) |
8%(h) | 15% | 22% | 18% | 21% | 20% |
(a) | On October 16, 2017, the SPDR Portfolio Long Term Corporate Bond ETF underwent a 3-for-2 share split. The per share data presented here have been retroactively adjusted to reflect this split. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR Portfolio Long Term Treasury ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18(a) |
Year
Ended 6/30/17(a) | ||||||
Net asset value, beginning of
period |
$ 41.28 | $ 46.93 | $ 38.24 | $ 35.05 | $ 36.05 | $ 39.83 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(b) |
0.36 | 0.70 | 0.89 | 0.98 | 0.94 | 0.88 | |||||
Net realized and unrealized gain (loss)
(c) |
1.09 | (5.67) | 8.71 | 3.17 | (1.03) | (3.80) | |||||
Total from investment
operations |
1.45 | (4.97) | 9.60 | 4.15 | (0.09) | (2.92) | |||||
Net equalization credits and charges
(b) |
0.01 | 0.02 | (0.01) | 0.02 | 0.02 | 0.02 | |||||
Other capital
(b) |
0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(0.42) | (0.70) | (0.90) | (0.98) | (0.93) | (0.88) | |||||
Net asset value, end of
period |
$ 42.32 | $ 41.28 | $ 46.93 | $ 38.24 | $ 35.05 | $ 36.05 | |||||
Total return
(e) |
3.53% | (10.61)% | 25.37% | 12.24% | (0.18)% | (7.31)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$4,874,991 | $3,604,056 | $2,412,329 | $2,378,826 | $977,789 | $555,074 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.06%(f) | 0.06% | 0.06% | 0.06% | 0.07% | 0.10% | |||||
Net investment income
(loss) |
1.69%(f) | 1.62% | 2.11% | 2.79% | 2.66% | 2.39% | |||||
Portfolio turnover rate
(g) |
2%(h) | 6% | 12% | 12% | 9% | 10% |
(a) | On October 16, 2017, the SPDR Portfolio Long Term Treasury ETF underwent a 2-for-1 share split. The per share data presented here have been retroactively adjusted to reflect this split. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR Portfolio Short Term Corporate Bond ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 |
Year
Ended 6/30/17 | ||||||
Net asset value, beginning of
period |
$ 31.28 | $ 31.31 | $ 30.77 | $ 30.16 | $ 30.62 | $ 30.76 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(a) |
0.12 | 0.41 | 0.76 | 0.85 | 0.63 | 0.53 | |||||
Net realized and unrealized gain (loss)
(b) |
(0.29) | 0.03 | 0.56 | 0.58 | (0.49) | (0.14) | |||||
Total from investment
operations |
(0.17) | 0.44 | 1.32 | 1.43 | 0.14 | 0.39 | |||||
Net equalization credits and charges
(a) |
0.00(c) | 0.00(c) | 0.01 | 0.01 | 0.01 | (0.01) | |||||
Other capital
(a) |
0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | (0.00)(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(0.17) | (0.47) | (0.79) | (0.83) | (0.61) | (0.52) | |||||
Net asset value, end of
period |
$ 30.94 | $ 31.28 | $ 31.31 | $ 30.77 | $ 30.16 | $ 30.62 | |||||
Total return
(d) |
(0.41)% | 1.39% | 4.41% | 4.83% | 0.50% | 1.25% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$7,935,624 | $7,735,176 | $6,663,011 | $5,263,916 | $4,295,414 | $2,982,413 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.07%(e) | 0.07% | 0.07% | 0.07% | 0.08% | 0.12% | |||||
Net investment income
(loss) |
0.76%(e) | 1.31% | 2.45% | 2.80% | 2.08% | 1.72% | |||||
Portfolio turnover rate
(f) |
25%(g) | 56% | 54% | 46% | 56% | 67% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Portfolio Short Term Treasury ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 |
Year
Ended 6/30/17 | ||||||
Net asset value, beginning of
period |
$ 30.63 | $ 30.71 | $ 30.00 | $ 29.55 | $ 30.15 | $ 30.65 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(a) |
0.03 | 0.07 | 0.42 | 0.71 | 0.50 | 0.30 | |||||
Net realized and unrealized gain (loss)
(b) |
(0.19) | (0.07) | 0.80 | 0.42 | (0.69) | (0.50) | |||||
Total from investment
operations |
(0.16) | 0.00(c) | 1.22 | 1.13 | (0.19) | (0.20) | |||||
Net equalization credits and charges
(a) |
(0.00)(c) | (0.00)(c) | 0.01 | 0.02 | 0.02 | 0.00(c) | |||||
Other capital
(a) |
0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(0.04) | (0.08) | (0.52) | (0.70) | (0.43) | (0.30) | |||||
Net asset value, end of
period |
$ 30.43 | $ 30.63 | $ 30.71 | $ 30.00 | $ 29.55 | $ 30.15 | |||||
Total return
(d) |
(0.53)% | 0.01% | 4.12% | 3.97% | (0.57)% | (0.67)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$3,889,056 | $3,497,886 | $3,199,928 | $1,320,125 | $487,514 | $138,690 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.06%(e) | 0.06% | 0.06% | 0.06% | 0.07% | 0.10% | |||||
Net investment income
(loss) |
0.21%(e) | 0.23% | 1.39% | 2.39% | 1.67% | 1.00% | |||||
Portfolio turnover rate
(f) |
27%(g) | 55% | 55% | 52% | 96% | 33% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Portfolio TIPS ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20(a) |
Year
Ended 6/30/19(a) |
Year
Ended 6/30/18(a) |
Year
Ended 6/30/17(a) | ||||||
Net asset value, beginning of
period |
$ 31.15 | $ 30.10 | $ 28.30 | $ 27.76 | $ 28.09 | $ 29.05 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(b) |
0.81 | 1.06 | 0.23 | 0.65 | 0.75 | 0.64 | |||||
Net realized and unrealized gain (loss)
(c) |
0.62 | 0.96 | 2.19 | 0.70 | (0.11) | (0.87) | |||||
Total from investment
operations |
1.43 | 2.02 | 2.42 | 1.35 | 0.64 | (0.23) | |||||
Net equalization credits and charges
(b) |
(0.12) | (0.13) | (0.01) | (0.06) | (0.06) | (0.00)(d) | |||||
Other capital
(b) |
0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | — | (0.00)(d) | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(1.00) | (0.84) | (0.61) | (0.75) | (0.91) | (0.73) | |||||
Net asset value, end of
period |
$ 31.46 | $ 31.15 | $ 30.10 | $ 28.30 | $ 27.76 | $ 28.09 | |||||
Total return
(e) |
4.26% | 6.34% | 8.66% | 4.74% | 2.10% | (0.82)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$3,721,680 | $2,604,257 | $1,790,965 | $1,646,827 | $1,243,695 | $921,344 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.12%(f) | 0.12% | 0.13% | 0.15% | 0.15% | 0.15% | |||||
Net investment income
(loss) |
5.12%(f) | 3.44% | 0.79% | 2.38% | 2.69% | 2.22% | |||||
Portfolio turnover rate
(g) |
6%(h) | 13% | 16% | 14% | 15% | 18% |
(a) | On September 20, 2019, the SPDR Portfolio TIPS ETF underwent a 2-for-1 share split. The per share data presented here have been retroactively adjusted to reflect this split. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR Portfolio Intermediate Term Treasury ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20(a) |
Year
Ended 6/30/19(a) |
Year
Ended 6/30/18(a) |
Year
Ended 6/30/17(a) | ||||||
Net asset value, beginning of
period |
$ 32.38 | $ 33.21 | $ 30.91 | $ 29.35 | $ 30.02 | $ 30.83 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(b) |
0.10 | 0.13 | 0.47 | 0.66 | 0.49 | 0.38 | |||||
Net realized and unrealized gain (loss)
(c) |
(0.31) | (0.81) | 2.31 | 1.57 | (0.70) | (0.81) | |||||
Total from investment
operations |
(0.21) | (0.68) | 2.78 | 2.23 | (0.21) | (0.43) | |||||
Net equalization credits and charges
(b) |
0.00(d) | (0.01) | 0.03 | (0.00)(d) | 0.01 | 0.00(d) | |||||
Other capital
(b) |
0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | 0.00(d) | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(0.11) | (0.14) | (0.51) | (0.67) | (0.47) | (0.38) | |||||
Net asset value, end of
period |
$ 32.06 | $ 32.38 | $ 33.21 | $ 30.91 | $ 29.35 | $ 30.02 | |||||
Total return
(e) |
(0.65)% | (2.08)% | 9.18% | 7.73% | (0.67)% | (1.42)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$3,484,833 | $3,069,652 | $4,173,902 | $1,706,199 | $581,140 | $444,299 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.06%(f) | 0.06% | 0.06% | 0.09% | 0.10% | 0.10% | |||||
Net investment income
(loss) |
0.61%(f) | 0.41% | 1.46% | 2.22% | 1.65% | 1.26% | |||||
Portfolio turnover rate
(g) |
12%(h) | 24% | 22% | 24% | 61% | 25% |
(a) | On September 20, 2019, the SPDR Portfolio Intermediate Term Treasury ETF underwent a 2-for-1 share split. The per share data presented here have been retroactively adjusted to reflect this split. |
(b) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(c) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(d) | Amount is less than $0.005 per share. |
(e) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(f) | Annualized. |
(g) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(h) | Not annualized. |
SPDR Portfolio High Yield Bond ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 |
Year
Ended 6/30/17 | ||||||
Net asset value, beginning of
period |
$ 26.84 | $ 24.38 | $ 26.17 | $ 25.33 | $ 26.45 | $ 25.93 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(a) |
0.60 | 1.37 | 1.53 | 1.24 | 1.08 | 1.11 | |||||
Net realized and unrealized gain (loss)
(b) |
(0.19) | 2.49 | (1.74) | 0.80 | (1.09) | 0.52 | |||||
Total from investment
operations |
0.41 | 3.86 | (0.21) | 2.04 | (0.01) | 1.63 | |||||
Net equalization credits and charges
(a) |
0.03 | 0.05 | 0.01 | 0.00(c) | (0.03) | 0.00(c) | |||||
Other capital
(a) |
— | 0.00(c) | 0.01 | 0.00(c) | 0.00(c) | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(0.77) | (1.45) | (1.60) | (1.20) | (1.08) | (1.11) | |||||
Net asset value, end of
period |
$ 26.51 | $ 26.84 | $ 24.38 | $ 26.17 | $ 25.33 | $ 26.45 | |||||
Total return
(d) |
1.64% | 16.41% | (0.78)% | 8.30% | (0.19)% | 6.42% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$593,903 | $408,033 | $102,391 | $75,901 | $65,869 | $44,964 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.10%(e) | 0.13% | 0.15% | 0.34% | 0.40% | 0.40% | |||||
Net
expenses |
0.10%(e) | 0.13% | 0.15% | 0.26% | 0.30% | 0.30% | |||||
Net investment income
(loss) |
4.44%(e) | 5.25% | 6.06% | 4.89% | 4.15% | 4.25% | |||||
Portfolio turnover rate
(f) |
19%(g) | 54% | 53% | 75% | 29% | 24% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Portfolio Corporate Bond ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 |
Year
Ended 6/30/17 | ||||||
Net asset value, beginning of
period |
$ 35.37 | $ 35.10 | $ 33.02 | $ 30.99 | $ 32.25 | $ 32.57 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(a) |
0.41 | 0.87 | 1.09 | 1.19 | 1.03 | 0.99 | |||||
Net realized and unrealized gain (loss)
(b) |
(0.44) | 0.32 | 2.08 | 1.93 | (1.25) | (0.33) | |||||
Total from investment
operations |
(0.03) | 1.19 | 3.17 | 3.12 | (0.22) | 0.66 | |||||
Net equalization credits and charges
(a) |
(0.01) | 0.02 | 0.03 | 0.07 | (0.01) | 0.01 | |||||
Other capital
(a) |
— | — | 0.00(c) | 0.01 | — | 0.00(c) | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(0.49) | (0.90) | (1.12) | (1.17) | (1.03) | (0.99) | |||||
Net realized
gains |
— | (0.04) | — | — | — | — | |||||
Net asset value, end of
period |
$ 34.84 | $ 35.37 | $ 35.10 | $ 33.02 | $ 30.99 | $ 32.25 | |||||
Total return
(d) |
0.10% | 3.49% | 9.89% | 10.61% | (0.76)% | 2.11% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$365,865 | $348,427 | $194,813 | $74,285 | $15,496 | $29,029 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.03%(e) | 0.06% | 0.06% | 0.06% | 0.16% | 0.16% | |||||
Net investment income
(loss) |
2.30%(e) | 2.47% | 3.21% | 3.81% | 3.23% | 3.09% | |||||
Portfolio turnover rate
(f) |
11%(g) | 21% | 24% | 29% | 41% | 36% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR Portfolio Mortgage Backed Bond ETF | |||||||||||
Six
Months Ended 12/31/21 (Unaudited) |
Year
Ended 6/30/21 |
Year
Ended 6/30/20 |
Year
Ended 6/30/19 |
Year
Ended 6/30/18 |
Year
Ended 6/30/17 | ||||||
Net asset value, beginning of
period |
$ 25.84 | $ 26.74 | $ 26.09 | $ 25.43 | $ 26.27 | $ 27.18 | |||||
Income (loss) from investment operations: | |||||||||||
Net investment income (loss)
(a) |
0.12 | 0.21 | 0.54 | 0.75 | 0.64 | 0.54 | |||||
Net realized and unrealized gain (loss)
(b) |
(0.23) | (0.41) | 0.85 | 0.76 | (0.67) | (0.68) | |||||
Total from investment
operations |
(0.11) | (0.20) | 1.39 | 1.51 | (0.03) | (0.14) | |||||
Net equalization credits and charges
(a) |
0.01 | 0.03 | 0.06 | 0.00(c) | (0.00)(c) | 0.01 | |||||
Other capital
(a) |
0.00(c) | 0.00(c) | 0.02 | 0.02 | 0.01 | 0.01 | |||||
Distributions to shareholders from: | |||||||||||
Net investment
income |
(0.37) | (0.73) | (0.82) | (0.87) | (0.82) | (0.79) | |||||
Net asset value, end of
period |
$ 25.37 | $ 25.84 | $ 26.74 | $ 26.09 | $ 25.43 | $ 26.27 | |||||
Total return
(d) |
(0.38)% | (0.66)% | 5.69% | 6.21% | (0.07)% | (0.44)% | |||||
Ratios and Supplemental Data: | |||||||||||
Net assets, end of period (in
000s) |
$4,228,666 | $3,903,717 | $2,000,022 | $224,402 | $228,860 | $225,933 | |||||
Ratios to average net assets: | |||||||||||
Total
expenses |
0.04%(e) | 0.05% | 0.06% | 0.06% | 0.19% | 0.20% | |||||
Net
expenses |
0.03%(e) | 0.05% | 0.04% | 0.05% | 0.18% | 0.18% | |||||
Net investment income
(loss) |
0.92%(e) | 0.81% | 2.02% | 2.96% | 2.47% | 2.03% | |||||
Portfolio turnover rate
(f) |
15%(g)(h) | 37%(h) | 298% | 245% | 175% | 323% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
(h) | The portfolio turnover calculated for the period ended 12/31/2021 and 6/30/2021 did not include To-Be-Announced transactions and, if it had, the portfolio turnover would have been 101% and 222%. |
SPDR Portfolio Aggregate Bond ETF |
SPDR Portfolio Intermediate Term Corporate Bond ETF |
SPDR Portfolio Long Term Corporate Bond ETF |
SPDR Portfolio Long Term Treasury ETF |
SPDR Portfolio Short Term Corporate Bond ETF |
SPDR Portfolio Short Term Treasury ETF |
SPDR Portfolio TIPS ETF |
SPDR Portfolio Intermediate Term Treasury ETF |
SPDR Portfolio High Yield Bond ETF |
SPDR Portfolio Corporate Bond ETF |
SPDR Portfolio Mortgage Backed Bond ETF |
Annual Rate | |
SPDR Portfolio Aggregate Bond
ETF |
0.03% |
SPDR Portfolio Intermediate Term Corporate Bond
ETF |
0.04 * |
SPDR Portfolio Long Term Corporate Bond
ETF |
0.04 * |
SPDR Portfolio Long Term Treasury
ETF |
0.06 |
SPDR Portfolio Short Term Corporate Bond
ETF |
0.04 * |
SPDR Portfolio Short Term Treasury
ETF |
0.06 |
SPDR Portfolio TIPS
ETF |
0.12 |
SPDR Portfolio Intermediate Term Treasury
ETF |
0.06 |
SPDR Portfolio High Yield Bond
ETF |
0.10 |
Annual Rate | |
SPDR Portfolio Corporate Bond
ETF |
0.03% |
SPDR Portfolio Mortgage Backed Bond
ETF |
0.04 |
* | Effective December 1, 2021, the Adviser reduced the Fund's Management fee from 0.07% to 0.04% of the Fund's average daily net assets. |
U.S. Government Obligations | Other Securities | ||||||
Purchases | Sales | Purchases | Sales | ||||
SPDR Portfolio Aggregate Bond
ETF |
$726,551,333 | $179,706,086 | $ 179,706,086 | $ 172,339,884 | |||
SPDR Portfolio Intermediate Term Corporate Bond
ETF |
— | — | 878,092,778 | 805,803,338 | |||
SPDR Portfolio Long Term Corporate Bond
ETF |
— | — | 82,171,367 | 73,776,966 | |||
SPDR Portfolio Long Term Treasury
ETF |
86,984,280 | 74,680,717 | — | — | |||
SPDR Portfolio Short Term Corporate Bond
ETF |
— | — | 1,941,630,147 | 1,985,259,810 | |||
SPDR Portfolio Short Term Treasury
ETF |
956,168,616 | 939,361,542 | — | — | |||
SPDR Portfolio TIPS
ETF |
175,592,632 | 254,341,497 | — | — | |||
SPDR Portfolio Intermediate Term Treasury
ETF |
386,185,339 | 372,701,795 | — | — | |||
SPDR Portfolio High Yield Bond
ETF |
— | — | 99,128,077 | 93,708,693 | |||
SPDR Portfolio Corporate Bond
ETF |
— | — | 43,295,286 | 41,638,067 | |||
SPDR Portfolio Mortgage Backed Bond
ETF |
584,435,514 | 586,305,471 | — | — |
In-kind
Contributions |
In-kind
Redemptions |
In-kind
Net Realized Gains/(Losses) | |||
SPDR Portfolio Aggregate Bond
ETF |
$ 305,563,320 | $ 607,120,576 | $ 10,379,118 | ||
SPDR Portfolio Intermediate Term Corporate Bond
ETF |
9,419,500,245 | 10,417,788,673 | 19,088,540 | ||
SPDR Portfolio Long Term Corporate Bond
ETF |
2,471,565,181 | 2,435,537,633 | 16,357,602 | ||
SPDR Portfolio Long Term Treasury
ETF |
2,746,960,635 | 1,589,381,239 | 62,681,375 | ||
SPDR Portfolio Short Term Corporate Bond
ETF |
1,285,123,089 | 997,872,512 | 4,109,873 | ||
SPDR Portfolio Short Term Treasury
ETF |
654,199,419 | 239,552,249 | (182,797) | ||
SPDR Portfolio TIPS
ETF |
1,257,221,451 | 158,400,064 | 17,680,854 | ||
SPDR Portfolio Intermediate Term Treasury
ETF |
9,419,500,245 | 2,435,537,633 | (177,701) | ||
SPDR Portfolio High Yield Bond
ETF |
280,334,081 | 97,400,166 | 3,326,754 | ||
SPDR Portfolio Corporate Bond
ETF |
137,321,137 | 114,110,190 | 3,460,447 | ||
SPDR Portfolio Mortgage Backed Bond
ETF |
507,540,249 | — | — |
Tax
Cost |
Gross
Unrealized Appreciation |
Gross
Unrealized Depreciation |
Net
Unrealized Appreciation (Depreciation) | ||||
SPDR Portfolio Aggregate Bond
ETF |
$6,843,443,953 | $137,284,509 | $ 59,172,276 | $ 78,112,233 | |||
SPDR Portfolio Intermediate Term Corporate Bond
ETF |
5,774,948,545 | 8,414,677 | 78,798,701 | (70,384,024) | |||
SPDR Portfolio Long Term Corporate Bond
ETF |
1,057,767,994 | 968,777 | 27,093,349 | (26,124,572) | |||
SPDR Portfolio Long Term Treasury
ETF |
5,004,935,911 | 17,502,262 | 161,291,707 | (143,789,445) | |||
SPDR Portfolio Short Term Corporate Bond
ETF |
8,129,978,758 | 55,883 | 48,189,968 | (48,134,085) | |||
SPDR Portfolio Short Term Treasury
ETF |
4,005,689,814 | 2,214 | 26,495,112 | (26,492,898) | |||
SPDR Portfolio TIPS
ETF |
3,604,981,059 | 159,153,470 | 186,703 | 158,966,767 | |||
SPDR Portfolio Intermediate Term Treasury
ETF |
3,645,589,258 | 804,448 | 89,072,994 | (88,268,546) | |||
SPDR Portfolio High Yield Bond
ETF |
603,541,927 | 6,416,758 | 4,478,713 | 1,938,045 | |||
SPDR Portfolio Corporate Bond
ETF |
370,969,714 | 4,358,019 | 4,256,207 | 101,812 | |||
SPDR Portfolio Mortgage Backed Bond
ETF |
4,507,121,440 | 9,538,739 | 49,097,049 | (39,558,310) |
Fund | Market
Value of Securities on Loan |
Cash
Collateral Received |
Non-Cash
Collateral Received* |
Total
Collateral Received | ||||
SPDR Portfolio Aggregate Bond
ETF |
$ 158,108,347 | $ 123,404,458 | $ 37,874,328 | $ 161,278,786 | ||||
SPDR Portfolio Intermediate Term Corporate Bond
ETF |
189,984,445 | 95,988,923 | 97,857,833 | 193,846,756 | ||||
SPDR Portfolio Long Term Corporate Bond
ETF |
14,453,257 | 9,724,005 | 4,962,518 | 14,686,523 | ||||
SPDR Portfolio Long Term Treasury
ETF |
13,406,817 | 13,667,103 | — | 13,667,103 | ||||
SPDR Portfolio Short Term Corporate Bond
ETF |
84,312,962 | 67,042,275 | 19,015,065 | 86,057,340 | ||||
SPDR Portfolio Short Term Treasury
ETF |
98,895,090 | 100,923,590 | — | 100,923,590 | ||||
SPDR Portfolio TIPS
ETF |
50,798,797 | 51,713,574 | — | 51,713,574 | ||||
SPDR Portfolio Intermediate Term Treasury
ETF |
82,519,202 | 84,162,863 | — | 84,162,863 | ||||
SPDR Portfolio High Yield Bond
ETF |
19,668,308 | 18,499,820 | 1,583,247 | 20,083,067 | ||||
SPDR Portfolio Corporate Bond
ETF |
17,276,538 | 8,172,590 | 9,436,530 | 17,609,120 |
* | The non-cash collateral includes U.S. Treasuries and U.S. Government Agency securities. |
Remaining
Contractual Maturity of the Agreements as of December 31, 2021 | ||||||||||||||
Fund | Securities
Lending Transactions |
Overnight
and Continuous |
<30 Days | Between
30 & 90 Days |
>90 Days | Total
Borrowings |
Gross
Amount of Recognized Liabilities for Securities Lending Transactions | |||||||
SPDR Portfolio Aggregate Bond
ETF |
Corporate Bonds & Notes | $ 46,069,931 | $— | $— | $— | $ 46,069,931 | $ 46,069,931 | |||||||
SPDR Portfolio Aggregate Bond
ETF |
Foreign Government Obligations | 5,838,170 | — | — | — | 5,838,170 | 5,838,170 | |||||||
SPDR Portfolio Aggregate Bond
ETF |
U.S. Government Agency Obligations | 8,568,836 | — | — | — | 8,568,836 | 8,568,836 | |||||||
SPDR Portfolio Aggregate Bond
ETF |
U.S. Treasury Obligations | 62,927,521 | — | — | — | 62,927,521 | 62,927,521 | |||||||
SPDR Portfolio Intermediate Term Corporate Bond
ETF |
Corporate Bonds & Notes | 95,988,923 | — | — | — | 95,988,923 | 95,988,923 | |||||||
SPDR Portfolio Long Term Corporate Bond
ETF |
Corporate Bonds & Notes | 9,724,005 | — | — | — | 9,724,005 | 9,724,005 | |||||||
SPDR Portfolio Long Term Treasury
ETF |
U.S. Treasury Obligations | 13,667,103 | — | — | — | 13,667,103 | 13,667,103 | |||||||
SPDR Portfolio Short Term Corporate Bond
ETF |
Corporate Bonds & Notes | 67,042,275 | — | — | — | 67,042,275 | 67,042,275 | |||||||
SPDR Portfolio Short Term Treasury
ETF |
U.S. Treasury Obligations | 100,923,590 | — | — | — | 100,923,590 | 100,923,590 | |||||||
SPDR Portfolio TIPS
ETF |
U.S. Treasury Obligations | 51,713,574 | — | — | — | 51,713,574 | 51,713,574 | |||||||
SPDR Portfolio Intermediate Term Treasury
ETF |
U.S. Treasury Obligations | 84,162,863 | — | — | — | 84,162,863 | 84,162,863 | |||||||
SPDR Portfolio High Yield Bond
ETF |
Corporate Bonds & Notes | 18,499,820 | — | — | — | 18,499,820 | 18,499,820 | |||||||
SPDR Portfolio Corporate Bond
ETF |
Corporate Bonds & Notes | 8,172,590 | — | — | — | 8,172,590 | 8,172,590 |
SPDR Portfolio Aggregate Bond ETF |
SPDR Portfolio Intermediate Term Corporate Bond ETF |
SPDR Portfolio Long Term Corporate Bond ETF |
SPDR Portfolio Short Term Corporate Bond ETF |
SPDR Portfolio High Yield Bond ETF |
SPDR Portfolio Corporate Bond ETF |
SPDR Portfolio Mortgage Backed Bond ETF |
Actual | Hypothetical
(assuming a 5% return before expenses) | ||||||||
Annualized
Expense Ratio |
Ending
Account Value |
Expenses
Paid During Period(a) |
Ending
Account Value |
Expenses
Paid During Period(a) | |||||
SPDR Portfolio Aggregate Bond
ETF |
0.02% | $1,000.20 | $0.10 | $1,025.10 | $0.10 | ||||
SPDR Portfolio Intermediate Term Corporate Bond
ETF |
0.07 | 994.40 | 0.35 | 1,024.90 | 0.36 | ||||
SPDR Portfolio Long Term Corporate Bond
ETF |
0.07 | 1,010.10 | 0.35 | 1,024.90 | 0.36 | ||||
SPDR Portfolio Long Term Treasury
ETF |
0.06 | 1,035.30 | 0.31 | 1,024.90 | 0.31 | ||||
SPDR Portfolio Short Term Corporate Bond
ETF |
0.07 | 995.90 | 0.35 | 1,024.90 | 0.36 | ||||
SPDR Portfolio Short Term Treasury
ETF |
0.06 | 994.70 | 0.30 | 1,024.90 | 0.31 | ||||
SPDR Portfolio TIPS
ETF |
0.12 | 1,042.60 | 0.62 | 1,024.60 | 0.61 | ||||
SPDR Portfolio Intermediate Term Treasury
ETF |
0.06 | 993.50 | 0.30 | 1,024.90 | 0.31 | ||||
SPDR Portfolio High Yield Bond
ETF |
0.10 | 1,016.40 | 0.51 | 1,024.70 | 0.51 | ||||
SPDR Portfolio Corporate Bond
ETF |
0.03 | 1,001.00 | 0.15 | 1,025.10 | 0.15 | ||||
SPDR Portfolio Mortgage Backed Bond
ETF |
0.03 | 996.20 | 0.15 | 1,025.10 | 0.15 |
(a) | Expenses are equal to the Fund's annualized net expense ratio multiplied by the average account value of the period, multiplied by 184, then divided by 365. |
• | the Program supported each Fund's ability to honor redemption requests timely; |
• | the Program supported SSGA FM's management of each Fund's liquidity profile, including during periods of market volatility and net redemptions; |
• | no material liquidity issues were identified during the period; |
• | there were no material changes to the Program during the period; |
• | the implementation of the Program was effective to manage each Fund's liquidity risk; and |
• | the Program operated adequately during the period. |