Fidelity Real Estate Index Fund (FSRNX) NPORT-P Fidelity Flex U.S. Bond Index Fund (May 2024 report)

Quarterly Holdings Report

for

Fidelity Flex® Funds

Fidelity Flex® U.S. Bond Index Fund

May 31, 2024

ZUB-NPRT3-0724

1.9881608.107

Nonconvertible Bonds - 26.8%
	Principal Amount (a)	Value ($)
COMMUNICATION SERVICES - 2.1%
Diversified Telecommunication Services - 0.7%
AT&T, Inc.:
1.65% 2/1/28	200,000	176,743
1.7% 3/25/26	1,160,000	1,085,915
2.25% 2/1/32	1,280,000	1,032,088
2.55% 12/1/33	210,000	165,660
2.75% 6/1/31	401,000	340,616
3.1% 2/1/43	210,000	154,235
3.3% 2/1/52	350,000	232,578
3.5% 6/1/41	630,000	480,787
3.5% 9/15/53	1,009,000	681,466
3.5% 2/1/61	410,000	267,834
3.55% 9/15/55	723,000	485,470
3.65% 6/1/51	220,000	155,388
3.65% 9/15/59	419,000	279,682
4.3% 2/15/30	520,000	495,644
4.5% 5/15/35	220,000	201,077
4.65% 6/1/44	110,000	93,602
4.75% 5/15/46	130,000	113,548
5.15% 3/15/42	236,000	217,859
5.45% 3/1/47	160,000	153,829
Bell Canada:
2.15% 2/15/32	230,000	182,902
3.2% 2/15/52	100,000	65,660
4.464% 4/1/48	130,000	108,233
5.55% 2/15/54	140,000	135,018
British Telecommunications PLC 9.625% 12/15/30	154,000	187,146
Deutsche Telekom International Financial BV 8.75% 6/15/30 (b)	370,000	431,480
Orange SA 5.375% 1/13/42	270,000	260,108
Sprint Capital Corp. 6.875% 11/15/28	490,000	517,454
Telefonica Emisiones S.A.U.:
4.103% 3/8/27	300,000	291,055
5.213% 3/8/47	160,000	142,482
7.045% 6/20/36	100,000	108,556
Telefonica Europe BV 8.25% 9/15/30	608,000	686,677
TELUS Corp. 4.3% 6/15/49	100,000	78,815
Verizon Communications, Inc.:
1.5% 9/18/30	930,000	752,890
2.355% 3/15/32	615,000	499,269
2.85% 9/3/41	920,000	644,454
2.987% 10/30/56	802,000	489,104
3.55% 3/22/51	500,000	357,782
3.7% 3/22/61	140,000	98,767
4.016% 12/3/29	1,020,000	962,536
4.125% 3/16/27	540,000	525,915
4.272% 1/15/36	106,000	95,519
4.329% 9/21/28	270,000	261,629
4.4% 11/1/34	100,000	92,206
4.812% 3/15/39	780,000	721,871
5.012% 4/15/49	146,000	138,734
5.012% 8/21/54	214,000	194,412
5.25% 3/16/37	102,000	100,297
		15,944,992
Entertainment - 0.1%
Netflix, Inc. 6.375% 5/15/29	390,000	409,317
The Walt Disney Co.:
2% 9/1/29	730,000	629,409
2.65% 1/13/31	200,000	173,589
2.75% 9/1/49	160,000	101,217
3.5% 5/13/40	163,000	129,488
3.6% 1/13/51	300,000	222,936
3.7% 10/15/25	434,000	425,337
3.8% 5/13/60	60,000	44,413
4.75% 9/15/44	151,000	136,944
6.15% 3/1/37	120,000	128,889
6.2% 12/15/34	150,000	162,549
		2,564,088
Interactive Media & Services - 0.1%
Alphabet, Inc.:
0.45% 8/15/25	100,000	94,790
1.1% 8/15/30	410,000	332,598
1.9% 8/15/40	100,000	65,258
2.05% 8/15/50	340,000	193,145
Baidu, Inc. 3.075% 4/7/25	210,000	205,363
Meta Platforms, Inc.:
3.5% 8/15/27	470,000	450,571
3.85% 8/15/32	120,000	110,849
4.45% 8/15/52	480,000	409,930
4.95% 5/15/33	290,000	289,856
5.6% 5/15/53	150,000	151,985
5.75% 5/15/63	180,000	183,923
		2,488,268
Media - 0.8%
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.:
2.8% 4/1/31	100,000	81,594
3.5% 6/1/41	280,000	188,137
3.5% 3/1/42	430,000	285,918
3.75% 2/15/28	150,000	139,056
3.85% 4/1/61	300,000	176,644
3.95% 6/30/62	310,000	184,319
4.4% 4/1/33	700,000	615,085
4.4% 12/1/61	120,000	78,105
5.125% 7/1/49	200,000	153,705
5.375% 4/1/38	110,000	95,192
5.375% 5/1/47	100,000	80,387
5.5% 4/1/63	370,000	289,334
5.75% 4/1/48	250,000	210,450
6.1% 6/1/29	210,000	210,229
6.484% 10/23/45	100,000	92,287
6.834% 10/23/55	140,000	132,901
Comcast Corp.:
1.5% 2/15/31	295,000	235,011
1.95% 1/15/31	300,000	246,091
2.35% 1/15/27	2,040,000	1,903,259
2.45% 8/15/52	295,000	165,495
2.65% 2/1/30	100,000	87,790
2.8% 1/15/51	120,000	73,565
2.887% 11/1/51	273,000	169,816
2.937% 11/1/56	660,000	396,654
2.987% 11/1/63	160,000	93,409
3.2% 7/15/36	390,000	313,150
3.45% 2/1/50	230,000	162,299
3.969% 11/1/47	170,000	132,564
3.999% 11/1/49	300,000	232,792
4% 3/1/48	150,000	117,836
4.049% 11/1/52	15,000	11,605
4.15% 10/15/28	150,000	144,825
4.55% 1/15/29	330,000	323,554
5.35% 5/15/53	330,000	314,175
5.5% 5/15/64	350,000	334,799
5.65% 6/15/35	476,000	485,441
7.05% 3/15/33	210,000	234,281
Discovery Communications LLC:
3.625% 5/15/30	200,000	175,987
3.95% 3/20/28	570,000	534,048
4% 9/15/55	133,000	85,108
4.65% 5/15/50	200,000	148,301
5% 9/20/37	340,000	294,744
Fox Corp.:
3.5% 4/8/30	290,000	262,270
4.709% 1/25/29	220,000	215,136
5.476% 1/25/39	214,000	202,494
5.576% 1/25/49	56,000	51,192
Grupo Televisa SA de CV:
5% 5/13/45	100,000	82,438
6.625% 1/15/40	110,000	109,406
Paramount Global:
4.2% 6/1/29	200,000	180,156
4.2% 5/19/32	150,000	124,898
4.375% 3/15/43	100,000	68,568
4.6% 1/15/45	110,000	75,973
4.95% 1/15/31	237,000	212,214
4.95% 5/19/50	70,000	50,528
5.85% 9/1/43	239,000	194,883
RELX Capital, Inc. 4% 3/18/29	240,000	229,207
Time Warner Cable Enterprises 8.375% 7/15/33	100,000	110,705
Time Warner Cable LLC:
5.5% 9/1/41	110,000	92,000
5.875% 11/15/40	360,000	312,163
6.55% 5/1/37	100,000	94,837
7.3% 7/1/38	100,000	101,451
TWDC Enterprises 18 Corp.:
1.85% 7/30/26	470,000	437,954
3% 7/30/46	110,000	74,382
3.7% 12/1/42	250,000	199,512
4.125% 6/1/44	192,000	160,480
7% 3/1/32	290,000	324,988
Warnermedia Holdings, Inc.:
3.755% 3/15/27	180,000	170,696
4.279% 3/15/32	345,000	301,947
5.05% 3/15/42	330,000	272,723
5.141% 3/15/52	651,000	513,905
5.391% 3/15/62	410,000	322,434
		15,979,482
Wireless Telecommunication Services - 0.4%
America Movil S.A.B. de CV:
2.875% 5/7/30	511,000	446,530
3.625% 4/22/29	200,000	184,875
6.125% 3/30/40	100,000	103,500
Rogers Communications, Inc.:
2.9% 11/15/26	90,000	84,681
2.95% 3/15/25	1,350,000	1,319,838
4.3% 2/15/48	240,000	189,214
4.55% 3/15/52	200,000	162,900
5% 3/15/44	210,000	188,012
T-Mobile U.S.A., Inc.:
2.05% 2/15/28	200,000	178,624
2.55% 2/15/31	190,000	160,212
2.625% 4/15/26	1,300,000	1,232,555
3% 2/15/41	210,000	150,688
3.3% 2/15/51	400,000	269,318
3.5% 4/15/25	830,000	814,388
3.6% 11/15/60	560,000	376,859
3.875% 4/15/30	190,000	176,596
4.375% 4/15/40	100,000	86,940
4.5% 4/15/50	480,000	399,678
4.8% 7/15/28	350,000	344,335
5.05% 7/15/33	350,000	340,788
5.2% 1/15/33	150,000	147,638
5.65% 1/15/53	370,000	364,048
5.8% 9/15/62	330,000	328,924
Vodafone Group PLC:
4.375% 5/30/28	250,000	244,043
4.875% 6/19/49	280,000	244,017
5% 5/30/38	130,000	124,307
5.125% 6/19/59	340,000	298,622
		8,962,130
TOTAL COMMUNICATION SERVICES		45,938,960
CONSUMER DISCRETIONARY - 1.4%
Automobile Components - 0.0%
Lear Corp.:
3.55% 1/15/52	80,000	54,994
3.8% 9/15/27	240,000	228,987
		283,981
Automobiles - 0.3%
American Honda Finance Corp.:
1% 9/10/25	240,000	226,995
1.2% 7/8/25	400,000	382,098
1.8% 1/13/31	140,000	114,410
2.15% 9/10/24	120,000	118,869
4.9% 1/10/34	140,000	135,625
5.125% 7/7/28	170,000	170,394
Ford Motor Co.:
4.75% 1/15/43	400,000	323,391
5.291% 12/8/46	250,000	217,365
6.1% 8/19/32	540,000	538,519
General Motors Co.:
4.2% 10/1/27	90,000	86,459
5% 4/1/35	260,000	242,458
5.15% 4/1/38	120,000	110,135
5.4% 4/1/48	90,000	80,291
5.6% 10/15/32	360,000	357,984
5.95% 4/1/49	260,000	250,435
6.75% 4/1/46	255,000	267,831
6.8% 10/1/27	330,000	342,227
General Motors Financial Co., Inc.:
2.4% 4/10/28	190,000	169,563
2.7% 8/20/27	140,000	128,865
3.85% 1/5/28	160,000	151,182
4.3% 4/6/29	130,000	122,871
4.35% 1/17/27	1,130,000	1,100,836
5.25% 3/1/26	170,000	169,045
5.4% 4/6/26	360,000	358,807
5.65% 1/17/29	130,000	130,242
6% 1/9/28	330,000	335,241
Honda Motor Co. Ltd. 2.967% 3/10/32	130,000	113,450
Mercedes-Benz Finance North America LLC 8.5% 1/18/31	100,000	119,248
Toyota Motor Corp. 3.669% 7/20/28	290,000	278,164
		7,143,000
Broadline Retail - 0.3%
Alibaba Group Holding Ltd.:
2.125% 2/9/31	340,000	279,990
3.15% 2/9/51	235,000	150,870
4% 12/6/37	140,000	119,391
4.5% 11/28/34	230,000	213,162
Amazon.com, Inc.:
0.8% 6/3/25	130,000	124,414
1% 5/12/26	200,000	185,218
1.5% 6/3/30	160,000	132,534
2.1% 5/12/31	360,000	301,038
2.5% 6/3/50	780,000	473,468
2.8% 8/22/24	117,000	116,297
3.1% 5/12/51	200,000	136,385
3.15% 8/22/27	680,000	644,476
3.45% 4/13/29	100,000	94,427
3.875% 8/22/37	280,000	245,769
4.05% 8/22/47	228,000	190,569
4.1% 4/13/62	490,000	392,207
4.25% 8/22/57	100,000	83,224
4.6% 12/1/25	1,280,000	1,271,636
4.8% 12/5/34	230,000	227,177
4.95% 12/5/44	200,000	194,350
eBay, Inc.:
1.4% 5/10/26	410,000	380,069
3.6% 6/5/27	190,000	181,865
4% 7/15/42	150,000	120,264
		6,258,800
Distributors - 0.0%
Genuine Parts Co.:
1.875% 11/1/30	100,000	80,850
2.75% 2/1/32	100,000	82,757
		163,607
Diversified Consumer Services - 0.1%
American University 3.672% 4/1/49	200,000	154,004
Duke University 2.832% 10/1/55	34,000	21,754
George Washington University 4.126% 9/15/48	200,000	168,212
Massachusetts Institute of Technology 2.989% 7/1/50	400,000	276,624
Northwestern University:
3.662% 12/1/57	100,000	75,109
3.868% 12/1/48	120,000	95,465
Trane Technologies Global Holding Co. Ltd.:
3.75% 8/21/28	240,000	228,065
4.3% 2/21/48	30,000	24,763
University of Chicago 3% 10/1/52	120,000	83,429
University of Southern California 2.945% 10/1/51	350,000	235,588
		1,363,013
Hotels, Restaurants & Leisure - 0.2%
Expedia Group, Inc.:
3.25% 2/15/30	110,000	98,249
3.8% 2/15/28	100,000	94,684
5% 2/15/26	255,000	252,462
Marriott International, Inc.:
2.75% 10/15/33	100,000	80,164
3.125% 6/15/26	510,000	487,891
3.5% 10/15/32	130,000	112,267
4.625% 6/15/30	123,000	118,505
4.875% 5/15/29	300,000	294,688
5.75% 5/1/25	110,000	110,057
McDonald's Corp.:
3.3% 7/1/25	280,000	273,892
3.6% 7/1/30	1,010,000	930,191
3.625% 5/1/43	180,000	138,634
3.625% 9/1/49	160,000	116,236
4.2% 4/1/50	110,000	88,105
4.45% 3/1/47	153,000	128,497
4.45% 9/1/48	124,000	104,526
4.7% 12/9/35	100,000	94,284
4.95% 8/14/33	140,000	137,269
6.3% 3/1/38	100,000	106,947
Starbucks Corp.:
2.25% 3/12/30	190,000	162,724
2.55% 11/15/30	400,000	342,547
3.5% 11/15/50	110,000	77,473
3.75% 12/1/47	100,000	74,763
4% 11/15/28	350,000	335,553
4.45% 8/15/49	100,000	82,441
5% 2/15/34	120,000	116,545
		4,959,594
Household Durables - 0.0%
D.R. Horton, Inc. 1.3% 10/15/26	130,000	118,340
Lennar Corp. 4.75% 11/29/27	100,000	98,767
Toll Brothers Finance Corp. 4.35% 2/15/28	100,000	96,056
Whirlpool Corp.:
2.4% 5/15/31	80,000	65,305
4.6% 5/15/50	100,000	78,200
5.5% 3/1/33	50,000	48,840
		505,508
Leisure Products - 0.0%
Hasbro, Inc.:
3.55% 11/19/26	200,000	190,468
3.9% 11/19/29	222,000	203,330
		393,798
Specialty Retail - 0.4%
AutoNation, Inc. 3.85% 3/1/32	160,000	140,872
AutoZone, Inc.:
1.65% 1/15/31	180,000	143,410
3.625% 4/15/25	270,000	265,415
3.75% 4/18/29	210,000	196,740
4.5% 2/1/28	240,000	234,017
Lowe's Companies, Inc.:
2.8% 9/15/41	100,000	68,903
3.375% 9/15/25	210,000	204,729
3.65% 4/5/29	620,000	581,232
3.7% 4/15/46	100,000	73,799
4.05% 5/3/47	132,000	102,114
4.25% 4/1/52	140,000	109,981
4.45% 4/1/62	270,000	209,542
4.8% 4/1/26	300,000	297,488
5% 4/15/33	110,000	107,903
5% 4/15/40	330,000	305,684
5.15% 7/1/33	200,000	198,317
5.625% 4/15/53	230,000	222,544
5.8% 9/15/62	50,000	48,633
O'Reilly Automotive, Inc.:
1.75% 3/15/31	270,000	216,579
4.35% 6/1/28	150,000	145,421
The Home Depot, Inc.:
1.375% 3/15/31	460,000	363,800
2.375% 3/15/51	250,000	142,414
2.5% 4/15/27	750,000	701,852
2.75% 9/15/51	160,000	98,596
2.95% 6/15/29	330,000	300,607
3% 4/1/26	900,000	866,840
3.3% 4/15/40	100,000	77,608
4.2% 4/1/43	300,000	253,559
4.25% 4/1/46	150,000	125,626
4.4% 3/15/45	156,000	134,071
4.5% 12/6/48	100,000	85,888
4.95% 9/15/52	280,000	256,970
5.875% 12/16/36	290,000	304,827
5.95% 4/1/41	120,000	126,629
TJX Companies, Inc. 1.6% 5/15/31	250,000	200,382
		7,912,992
Textiles, Apparel & Luxury Goods - 0.1%
NIKE, Inc.:
2.4% 3/27/25	1,100,000	1,074,357
2.75% 3/27/27	230,000	216,976
3.375% 3/27/50	260,000	188,108
3.875% 11/1/45	110,000	88,746
Tapestry, Inc.:
7.05% 11/27/25	280,000	284,632
7.35% 11/27/28	170,000	176,041
7.85% 11/27/33	170,000	179,202
VF Corp. 2.8% 4/23/27	150,000	135,965
		2,344,027
TOTAL CONSUMER DISCRETIONARY		31,328,320
CONSUMER STAPLES - 1.6%
Beverages - 0.4%
Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide, Inc.:
4.7% 2/1/36	200,000	188,846
4.9% 2/1/46	100,000	91,824
Anheuser-Busch InBev Finance, Inc.:
4.7% 2/1/36	220,000	207,731
4.9% 2/1/46	100,000	90,835
Anheuser-Busch InBev Worldwide, Inc.:
4.35% 6/1/40	180,000	158,253
4.439% 10/6/48	650,000	553,797
4.6% 4/15/48	487,000	428,313
4.6% 6/1/60	120,000	103,705
4.95% 1/15/42	230,000	215,333
5.45% 1/23/39	380,000	381,156
5.55% 1/23/49	180,000	180,286
5.8% 1/23/59 (Reg. S)	370,000	383,467
8.2% 1/15/39	110,000	139,306
Coca-Cola FEMSA S.A.B. de CV 2.75% 1/22/30	150,000	130,800
Constellation Brands, Inc.:
2.875% 5/1/30	560,000	489,561
3.6% 2/15/28	272,000	256,674
4.5% 5/9/47	100,000	83,581
4.9% 5/1/33	80,000	76,901
Diageo Capital PLC:
1.375% 9/29/25	200,000	189,874
2% 4/29/30	400,000	338,148
2.125% 4/29/32	200,000	161,281
5.875% 9/30/36	120,000	126,224
Keurig Dr. Pepper, Inc.:
3.8% 5/1/50	430,000	321,072
4.417% 5/25/25	86,000	85,135
5.085% 5/25/48	120,000	110,200
Molson Coors Beverage Co.:
3% 7/15/26	254,000	241,968
4.2% 7/15/46	160,000	128,367
5% 5/1/42	100,000	91,455
PepsiCo, Inc.:
1.4% 2/25/31	680,000	543,375
1.625% 5/1/30	309,000	257,179
2.625% 10/21/41	100,000	70,041
2.75% 10/21/51	180,000	113,952
2.85% 2/24/26	250,000	241,013
2.875% 10/15/49	80,000	53,134
3% 10/15/27	100,000	94,172
3.625% 3/19/50	100,000	75,955
3.875% 3/19/60	210,000	162,265
4.45% 4/14/46	140,000	123,593
7% 3/1/29	100,000	109,148
The Coca-Cola Co.:
1% 3/15/28	230,000	200,393
1.45% 6/1/27	120,000	108,919
1.65% 6/1/30	240,000	199,292
2.125% 9/6/29	140,000	122,771
2.25% 1/5/32	120,000	100,189
2.5% 6/1/40	120,000	84,249
2.5% 3/15/51	100,000	60,325
2.6% 6/1/50	230,000	142,330
2.75% 6/1/60	120,000	72,038
2.875% 5/5/41	210,000	154,293
3.45% 3/25/30	160,000	148,402
5% 5/13/34	520,000	518,256
		9,709,377
Consumer Staples Distribution & Retail - 0.3%
Costco Wholesale Corp.:
1.375% 6/20/27	150,000	135,328
1.6% 4/20/30	240,000	200,126
3% 5/18/27	210,000	200,494
Dollar General Corp.:
3.5% 4/3/30	210,000	190,740
5% 11/1/32	100,000	97,317
5.2% 7/5/28	100,000	99,508
5.45% 7/5/33	120,000	118,816
Dollar Tree, Inc.:
4% 5/15/25	478,000	471,165
4.2% 5/15/28	160,000	153,357
Kroger Co.:
1.7% 1/15/31	240,000	192,112
3.5% 2/1/26	130,000	126,225
3.7% 8/1/27	120,000	115,182
3.95% 1/15/50	100,000	77,061
4.45% 2/1/47	130,000	107,674
4.65% 1/15/48	50,000	42,536
5.4% 1/15/49	70,000	66,377
7.5% 4/1/31	110,000	123,050
Sysco Corp.:
2.4% 2/15/30	150,000	128,901
2.45% 12/14/31	240,000	197,423
3.3% 2/15/50	260,000	177,856
6.6% 4/1/50	140,000	156,012
Target Corp.:
1.95% 1/15/27	280,000	260,426
2.5% 4/15/26	100,000	95,566
3.375% 4/15/29	310,000	290,227
3.9% 11/15/47	270,000	213,819
4.8% 1/15/53	200,000	181,694
Walmart, Inc.:
1.8% 9/22/31	240,000	196,457
2.5% 9/22/41	390,000	270,357
2.65% 9/22/51	100,000	62,668
2.85% 7/8/24	150,000	149,607
3.05% 7/8/26	400,000	385,575
3.25% 7/8/29	220,000	205,477
3.7% 6/26/28	140,000	135,123
3.9% 4/15/28	100,000	97,065
4.1% 4/15/33	300,000	284,303
4.5% 4/15/53	110,000	96,940
5.25% 9/1/35	645,000	662,268
5.625% 4/15/41	169,000	177,012
		6,941,844
Food Products - 0.4%
Archer Daniels Midland Co.:
3.25% 3/27/30	330,000	298,628
3.75% 9/15/47	100,000	75,114
4.5% 8/15/33	100,000	94,427
4.5% 3/15/49	90,000	75,917
Bunge Ltd. Finance Corp. 2.75% 5/14/31	110,000	93,586
Campbell Soup Co.:
2.375% 4/24/30	100,000	85,172
4.15% 3/15/28	410,000	395,337
5.4% 3/21/34	160,000	158,279
Conagra Brands, Inc.:
4.85% 11/1/28	510,000	498,636
5.3% 11/1/38	121,000	113,281
General Mills, Inc.:
3% 2/1/51	110,000	70,092
4% 4/17/25	130,000	128,310
4.2% 4/17/28	200,000	193,236
4.95% 3/29/33	250,000	242,788
Hormel Foods Corp. 1.8% 6/11/30	200,000	166,622
Ingredion, Inc. 3.2% 10/1/26	270,000	256,667
Kellanova:
2.1% 6/1/30	160,000	134,522
3.25% 4/1/26	290,000	279,231
7.45% 4/1/31	110,000	122,838
Kraft Heinz Foods Co.:
3.75% 4/1/30	200,000	185,949
4.375% 6/1/46	50,000	40,986
4.625% 10/1/39	100,000	88,083
5% 6/4/42	100,000	90,952
5.5% 6/1/50	590,000	565,453
McCormick & Co., Inc.:
1.85% 2/15/31	260,000	210,025
3.15% 8/15/24	100,000	99,473
Mondelez International, Inc.:
1.875% 10/15/32	370,000	290,210
2.75% 4/13/30	190,000	167,186
Pilgrim's Pride Corp.:
4.25% 4/15/31	140,000	126,017
6.25% 7/1/33	180,000	181,887
The Hershey Co. 1.7% 6/1/30	340,000	282,231
The J.M. Smucker Co.:
4.25% 3/15/35	200,000	177,757
6.5% 11/15/43	270,000	284,885
Tyson Foods, Inc.:
4% 3/1/26	160,000	156,049
4.35% 3/1/29	450,000	432,168
4.55% 6/2/47	100,000	80,605
4.875% 8/15/34	80,000	75,168
5.1% 9/28/48	100,000	87,238
Unilever Capital Corp.:
1.375% 9/14/30	380,000	306,641
2.9% 5/5/27	400,000	379,086
4.875% 9/8/28	180,000	179,891
		7,970,623
Household Products - 0.1%
Church & Dwight Co., Inc. 3.95% 8/1/47	150,000	117,855
Colgate-Palmolive Co.:
3.1% 8/15/27	410,000	389,774
3.25% 8/15/32	130,000	115,427
Kimberly-Clark Corp.:
1.05% 9/15/27	184,000	162,310
3.2% 4/25/29	260,000	241,114
3.2% 7/30/46	100,000	71,301
6.625% 8/1/37	140,000	158,438
Procter & Gamble Co.:
1.2% 10/29/30	710,000	572,066
1.95% 4/23/31	200,000	167,989
2.85% 8/11/27	140,000	132,079
3% 3/25/30	100,000	91,428
4.55% 1/29/34	280,000	272,290
		2,492,071
Personal Care Products - 0.1%
Estee Lauder Companies, Inc.:
1.95% 3/15/31	330,000	269,549
2.375% 12/1/29	220,000	191,725
3.125% 12/1/49	130,000	86,712
3.15% 3/15/27	260,000	247,972
Kenvue, Inc.:
4.9% 3/22/33	260,000	255,607
5.05% 3/22/28	140,000	140,383
5.05% 3/22/53	200,000	187,998
5.35% 3/22/26	140,000	140,358
		1,520,304
Tobacco - 0.3%
Altria Group, Inc.:
2.45% 2/4/32	520,000	417,932
3.4% 5/6/30	100,000	89,914
3.4% 2/4/41	180,000	128,916
3.875% 9/16/46	374,000	270,652
4.8% 2/14/29	30,000	29,420
5.8% 2/14/39	330,000	327,303
5.95% 2/14/49	240,000	234,421
BAT Capital Corp.:
3.215% 9/6/26	100,000	95,198
3.222% 8/15/24	200,000	198,940
3.462% 9/6/29	430,000	390,535
3.557% 8/15/27	450,000	426,312
3.984% 9/25/50	100,000	70,897
4.39% 8/15/37	470,000	396,501
4.54% 8/15/47	128,000	99,417
4.7% 4/2/27	270,000	265,310
4.742% 3/16/32	170,000	161,154
4.758% 9/6/49	260,000	206,124
5.282% 4/2/50	100,000	85,043
5.65% 3/16/52	50,000	44,959
5.834% 2/20/31	100,000	101,288
6.421% 8/2/33	200,000	208,836
BAT International Finance PLC 5.931% 2/2/29	70,000	71,497
Philip Morris International, Inc.:
4.125% 3/4/43	330,000	266,142
4.25% 11/10/44	110,000	89,310
4.875% 2/15/28	170,000	168,203
4.875% 11/15/43	224,000	199,657
5.125% 11/17/27	170,000	169,654
5.125% 2/15/30	520,000	515,969
5.375% 2/15/33	480,000	476,039
5.75% 11/17/32	120,000	122,471
Reynolds American, Inc.:
4.45% 6/12/25	140,000	138,284
5.7% 8/15/35	110,000	107,877
5.85% 8/15/45	100,000	93,105
		6,667,280
TOTAL CONSUMER STAPLES		35,301,499
ENERGY - 1.9%
Energy Equipment & Services - 0.1%
Baker Hughes Co. 4.08% 12/15/47	290,000	231,910
Halliburton Co.:
4.75% 8/1/43	50,000	44,280
5% 11/15/45	210,000	192,299
6.7% 9/15/38	100,000	109,986
7.45% 9/15/39	120,000	142,437
NOV, Inc. 3.6% 12/1/29	280,000	256,545
		977,457
Oil, Gas & Consumable Fuels - 1.8%
Apache Corp. 5.25% 2/1/42	250,000	214,516
Boardwalk Pipelines LP:
4.45% 7/15/27	140,000	136,110
4.95% 12/15/24	102,000	101,515
5.625% 8/1/34	120,000	117,484
Burlington Resources LLC 5.95% 10/15/36	110,000	114,183
Canadian Natural Resources Ltd.:
3.85% 6/1/27	152,000	145,785
3.9% 2/1/25	100,000	98,781
4.95% 6/1/47	210,000	183,994
6.45% 6/30/33	140,000	147,846
Cenovus Energy, Inc. 5.4% 6/15/47	171,000	157,871
Cheniere Corpus Christi Holdings LLC 2.742% 12/31/39	160,000	127,890
Cheniere Energy Partners LP:
3.25% 1/31/32	160,000	135,606
4% 3/1/31	280,000	252,351
Cheniere Energy, Inc. 5.65% 4/15/34 (c)	190,000	188,408
Chevron Corp.:
1.554% 5/11/25	70,000	67,579
1.995% 5/11/27	70,000	64,497
2.236% 5/11/30	70,000	60,307
2.954% 5/16/26	231,000	222,023
2.978% 5/11/40	70,000	53,056
3.078% 5/11/50	70,000	47,528
Chevron U.S.A., Inc.:
4.95% 8/15/47	100,000	92,979
5.05% 11/15/44	70,000	65,635
Columbia Pipeline Group, Inc. 5.8% 6/1/45	50,000	49,114
Conoco Funding Co. 7.25% 10/15/31	110,000	123,698
ConocoPhillips Co.:
3.8% 3/15/52	100,000	74,694
4.025% 3/15/62	230,000	172,857
5.05% 9/15/33	50,000	49,331
5.3% 5/15/53	130,000	123,318
5.55% 3/15/54	50,000	49,246
5.7% 9/15/63	130,000	129,522
6.5% 2/1/39	120,000	132,283
Continental Resources, Inc.:
4.375% 1/15/28	100,000	96,066
4.9% 6/1/44	60,000	49,591
DCP Midstream Operating LP 5.6% 4/1/44	80,000	76,989
Devon Energy Corp. 5% 6/15/45	315,000	271,766
Diamondback Energy, Inc.:
4.25% 3/15/52	160,000	124,686
4.4% 3/24/51	100,000	80,102
5.15% 1/30/30	160,000	158,517
5.9% 4/18/64	370,000	356,691
Eastern Gas Transmission & Storage, Inc. 3.9% 11/15/49	90,000	63,700
Enbridge Energy Partners LP 7.375% 10/15/45	110,000	126,288
Enbridge, Inc.:
2.5% 8/1/33	520,000	410,435
3.125% 11/15/29	420,000	378,053
3.4% 8/1/51	190,000	128,195
3.5% 6/10/24	164,000	163,897
4.5% 6/10/44	120,000	99,540
5.625% 4/5/34	100,000	99,398
5.7% 3/8/33	200,000	200,694
8.5% 1/15/84 (b)	60,000	64,482
Energy Transfer LP:
3.75% 5/15/30	390,000	356,734
4.4% 3/15/27	170,000	165,624
4.95% 6/15/28	567,000	557,837
5% 5/15/50	330,000	280,130
5.25% 4/15/29	310,000	308,205
5.3% 4/15/47	50,000	44,106
5.4% 10/1/47	80,000	71,835
5.75% 4/1/25	3,090,000	3,088,065
5.8% 6/15/38	260,000	252,203
6% 6/15/48	330,000	318,974
6.25% 4/15/49	130,000	129,474
6.4% 12/1/30	100,000	104,372
6.55% 12/1/33	120,000	126,483
6.625% 10/15/36	280,000	292,405
7.5% 7/1/38	210,000	238,349
Enterprise Products Operating LP:
2.8% 1/31/30	560,000	497,764
3.2% 2/15/52	290,000	192,642
3.3% 2/15/53	100,000	67,511
3.95% 2/15/27	214,000	208,017
4.2% 1/31/50	370,000	298,649
4.25% 2/15/48	270,000	221,078
4.45% 2/15/43	100,000	86,065
4.8% 2/1/49	56,000	49,612
4.85% 8/15/42	170,000	154,759
5.35% 1/31/33	500,000	501,835
7.55% 4/15/38	120,000	141,154
EOG Resources, Inc. 4.95% 4/15/50	100,000	92,315
EQT Corp.:
5.7% 4/1/28	154,000	154,642
5.75% 2/1/34	110,000	108,827
Equinor ASA:
2.375% 5/22/30	310,000	268,968
2.875% 4/6/25	400,000	392,000
3.625% 9/10/28	130,000	123,770
4.8% 11/8/43	130,000	120,181
5.1% 8/17/40	180,000	174,967
Exxon Mobil Corp.:
2.995% 8/16/39	350,000	265,582
3.452% 4/15/51	610,000	440,190
4.114% 3/1/46	200,000	166,803
4.327% 3/19/50	100,000	84,704
Hess Corp.:
5.6% 2/15/41	190,000	189,545
7.125% 3/15/33	170,000	190,855
Kinder Morgan Energy Partners LP:
4.25% 9/1/24	340,000	338,648
6.55% 9/15/40	100,000	103,244
6.95% 1/15/38	100,000	108,337
Kinder Morgan, Inc.:
3.6% 2/15/51	170,000	116,384
4.8% 2/1/33	600,000	564,441
5.05% 2/15/46	50,000	43,644
5.2% 3/1/48	264,000	233,897
5.45% 8/1/52	210,000	192,565
5.55% 6/1/45	300,000	281,571
Marathon Oil Corp.:
5.7% 4/1/34	130,000	132,295
6.6% 10/1/37	120,000	129,665
Marathon Petroleum Corp.:
4.5% 4/1/48	280,000	225,465
4.7% 5/1/25	370,000	366,655
MPLX LP:
4.125% 3/1/27	60,000	58,135
4.5% 4/15/38	570,000	495,840
4.7% 4/15/48	226,000	187,332
5% 3/1/33	500,000	475,095
Occidental Petroleum Corp.:
4.2% 3/15/48	290,000	218,804
6.125% 1/1/31	60,000	61,298
6.375% 9/1/28	980,000	1,007,174
6.45% 9/15/36	80,000	83,331
ONEOK Partners LP 6.65% 10/1/36	350,000	366,876
ONEOK, Inc.:
3.95% 3/1/50	35,000	25,479
4% 7/13/27	80,000	77,008
4.45% 9/1/49	50,000	39,509
4.85% 2/1/49	130,000	110,303
5% 3/1/26	147,000	145,722
5.2% 7/15/48	22,000	19,477
5.65% 11/1/28	60,000	60,650
6.1% 11/15/32	340,000	350,341
6.625% 9/1/53	130,000	139,020
7.15% 1/15/51	150,000	165,929
Ovintiv, Inc.:
5.65% 5/15/28	250,000	252,445
6.5% 2/1/38	70,000	71,801
6.625% 8/15/37	100,000	103,494
Phillips 66 Co.:
3.3% 3/15/52	180,000	118,896
3.9% 3/15/28	380,000	362,866
4.65% 11/15/34	220,000	203,982
4.68% 2/15/45	100,000	85,534
5.25% 6/15/31	100,000	99,045
5.65% 6/15/54	130,000	125,317
Pioneer Natural Resources Co. 1.9% 8/15/30	210,000	175,512
Plains All American Pipeline LP/PAA Finance Corp. 3.8% 9/15/30	760,000	691,450
Sabine Pass Liquefaction LLC 4.5% 5/15/30	420,000	401,163
Schlumberger Investment SA:
4.5% 5/15/28	200,000	196,564
4.85% 5/15/33	70,000	68,524
5% 6/1/34	100,000	98,056
Shell International Finance BV:
2% 11/7/24	1,770,000	1,743,499
2.375% 11/7/29	320,000	281,102
2.5% 9/12/26	270,000	255,312
2.875% 11/26/41	440,000	316,195
3% 11/26/51	100,000	65,154
3.125% 11/7/49	100,000	67,835
3.25% 4/6/50	240,000	166,686
3.75% 9/12/46	106,000	82,374
4.125% 5/11/35	170,000	155,437
4.375% 5/11/45	160,000	137,457
4.55% 8/12/43	100,000	89,219
5.5% 3/25/40	190,000	192,125
Suncor Energy, Inc.:
4% 11/15/47	234,000	176,025
6.8% 5/15/38	130,000	138,949
7.15% 2/1/32	90,000	98,295
Targa Resources Corp.:
4.2% 2/1/33	130,000	116,654
6.125% 3/15/33	250,000	256,673
6.5% 2/15/53	190,000	198,701
Targa Resources Partners LP/Targa Resources Partners Finance Corp. 6.875% 1/15/29	620,000	637,381
Tennessee Gas Pipeline Co. 7% 10/15/28	630,000	666,193
The Williams Companies, Inc.:
3.75% 6/15/27	460,000	439,754
4.85% 3/1/48	50,000	43,165
5.1% 9/15/45	100,000	90,745
5.15% 3/15/34	130,000	126,194
5.4% 3/2/26	160,000	159,706
5.65% 3/15/33	80,000	80,458
5.8% 11/15/43	100,000	97,913
TotalEnergies Capital International SA:
3.127% 5/29/50	100,000	67,859
3.386% 6/29/60	100,000	67,254
3.461% 7/12/49	140,000	101,454
TotalEnergies Capital SA:
3.883% 10/11/28	470,000	450,369
5.15% 4/5/34	110,000	109,712
5.488% 4/5/54	240,000	237,227
5.638% 4/5/64	70,000	69,691
TransCanada PipeLines Ltd.:
1% 10/12/24	340,000	334,170
4.1% 4/15/30	270,000	253,276
4.25% 5/15/28	320,000	307,974
4.875% 5/15/48	80,000	69,792
5% 10/16/43	440,000	392,700
6.1% 6/1/40	170,000	172,250
Transcontinental Gas Pipe Line Co. LLC:
3.25% 5/15/30	1,105,000	988,830
3.95% 5/15/50	100,000	75,848
4.6% 3/15/48	190,000	162,026
Valero Energy Corp.:
3.4% 9/15/26	110,000	105,341
3.65% 12/1/51	110,000	76,455
4.35% 6/1/28	70,000	67,802
6.625% 6/15/37	200,000	213,663
Valero Energy Partners LP 4.5% 3/15/28	270,000	262,614
Western Midstream Operating LP:
4.05% 2/1/30	230,000	212,896
5.3% 3/1/48	150,000	128,922
6.15% 4/1/33	110,000	111,630
		40,074,067
TOTAL ENERGY		41,051,524
FINANCIALS - 8.8%
Banks - 4.7%
Australia and New Zealand Banking Group Ltd. 4.75% 1/18/27	340,000	337,799
Banco Bilbao Vizcaya Argentaria SA:
1.125% 9/18/25	200,000	188,856
5.862% 9/14/26 (b)	400,000	399,690
Banco Santander SA:
U.S. TREASURY 1 YEAR INDEX + 0.450% 5.742% 6/30/24 (b)(d)	200,000	199,871
1.722% 9/14/27 (b)	800,000	730,970
3.306% 6/27/29	200,000	182,256
3.8% 2/23/28	600,000	564,660
5.179% 11/19/25	400,000	396,209
5.294% 8/18/27	200,000	198,305
5.538% 3/14/30 (b)	400,000	396,918
6.35% 3/14/34	200,000	201,469
6.921% 8/8/33	200,000	210,380
Bank of America Corp.:
U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.290% 5.08% 1/20/27 (b)(d)	1,000,000	992,817
0.981% 9/25/25 (b)	800,000	788,100
1.658% 3/11/27 (b)	340,000	317,834
1.734% 7/22/27 (b)	510,000	470,957
2.087% 6/14/29 (b)	1,210,000	1,067,348
2.299% 7/21/32 (b)	110,000	89,518
2.482% 9/21/36 (b)	70,000	56,000
2.572% 10/20/32 (b)	1,690,000	1,394,138
2.651% 3/11/32 (b)	340,000	285,754
2.676% 6/19/41 (b)	1,480,000	1,031,944
2.687% 4/22/32 (b)	410,000	344,578
2.831% 10/24/51 (b)	140,000	88,109
2.972% 7/21/52 (b)	110,000	71,790
3.093% 10/1/25 (b)	400,000	396,334
3.194% 7/23/30 (b)	270,000	243,521
3.419% 12/20/28 (b)	445,000	416,628
3.946% 1/23/49 (b)	360,000	285,322
3.95% 4/21/25	1,320,000	1,299,898
3.97% 3/5/29 (b)	780,000	742,832
3.974% 2/7/30 (b)	825,000	777,390
4% 1/22/25	512,000	506,459
4.078% 4/23/40 (b)	100,000	84,834
4.083% 3/20/51 (b)	100,000	79,949
4.244% 4/24/38 (b)	480,000	423,544
4.271% 7/23/29 (b)	360,000	345,512
4.33% 3/15/50 (b)	200,000	167,190
4.376% 4/27/28 (b)	1,000,000	973,018
5.202% 4/25/29 (b)	200,000	198,920
5.872% 9/15/34 (b)	480,000	490,819
6.11% 1/29/37	508,000	529,828
6.204% 11/10/28 (b)	400,000	411,375
6.22% 9/15/26	480,000	486,483
7.75% 5/14/38	120,000	143,066
Bank of Montreal:
2.65% 3/8/27	460,000	430,282
3.088% 1/10/37 (b)	110,000	88,737
3.803% 12/15/32 (b)	100,000	93,500
5.717% 9/25/28	320,000	326,198
Bank of Nova Scotia:
2.45% 2/2/32	110,000	90,185
4.588% 5/4/37 (b)	120,000	107,623
4.85% 2/1/30	210,000	205,894
5.25% 6/12/28	330,000	330,469
5.45% 6/12/25	900,000	898,926
Barclays PLC:
2.279% 11/24/27 (b)	300,000	276,552
2.894% 11/24/32 (b)	520,000	429,187
3.33% 11/24/42 (b)	220,000	159,356
3.564% 9/23/35 (b)	240,000	206,379
4.375% 1/12/26	210,000	205,754
4.836% 5/9/28	310,000	299,303
4.95% 1/10/47	200,000	180,492
5.088% 6/20/30 (b)	200,000	193,020
5.2% 5/12/26	360,000	355,480
5.304% 8/9/26 (b)	250,000	248,515
5.501% 8/9/28 (b)	590,000	588,411
5.746% 8/9/33 (b)	200,000	199,735
5.829% 5/9/27 (b)	400,000	400,110
6.49% 9/13/29 (b)	800,000	827,096
Canadian Imperial Bank of Commerce:
3.6% 4/7/32	111,000	97,955
5.001% 4/28/28	310,000	307,152
5.926% 10/2/26	210,000	212,760
6.092% 10/3/33	160,000	165,259
Citigroup, Inc.:
1.122% 1/28/27 (b)	600,000	558,090
1.462% 6/9/27 (b)	300,000	276,923
2.561% 5/1/32 (b)	600,000	498,828
3.07% 2/24/28 (b)	610,000	573,926
3.2% 10/21/26	80,000	76,069
3.52% 10/27/28 (b)	2,060,000	1,940,588
3.785% 3/17/33 (b)	100,000	88,863
3.878% 1/24/39 (b)	470,000	393,082
3.887% 1/10/28 (b)	140,000	134,871
3.98% 3/20/30 (b)	150,000	141,082
4.075% 4/23/29 (b)	770,000	735,633
4.6% 3/9/26	1,590,000	1,564,083
4.65% 7/30/45	267,000	235,960
4.65% 7/23/48	195,000	171,832
4.75% 5/18/46	208,000	182,130
5.316% 3/26/41 (b)	500,000	483,380
5.61% 9/29/26 (b)	500,000	499,806
5.827% 2/13/35 (b)	380,000	376,090
5.875% 2/22/33	310,000	317,513
6.27% 11/17/33 (b)	100,000	104,845
6.625% 6/15/32	100,000	106,460
6.675% 9/13/43	200,000	218,584
Citizens Financial Group, Inc.:
2.5% 2/6/30	190,000	160,248
5.641% 5/21/37 (b)	70,000	64,669
Comerica, Inc. 5.982% 1/30/30 (b)	140,000	138,002
Cooperatieve Rabobank UA:
3.75% 7/21/26	250,000	240,288
4.375% 8/4/25	290,000	284,949
5.25% 5/24/41	180,000	179,457
Cooperatieve Rabobank UA/NY 3.875% 8/22/24	610,000	607,683
Corporacion Andina de Fomento 5% 1/24/29	330,000	326,561
Export-Import Bank of Korea:
0.625% 2/9/26	400,000	370,645
1.25% 9/21/30	680,000	540,497
5.125% 9/18/28	290,000	291,389
Fifth Third Bancorp:
2.55% 5/5/27	100,000	92,762
3.95% 3/14/28	50,000	47,481
4.337% 4/25/33 (b)	50,000	45,495
4.772% 7/28/30 (b)	170,000	163,406
6.361% 10/27/28 (b)	380,000	387,122
8.25% 3/1/38	90,000	105,492
HSBC Holdings PLC:
U.S. Secured Overnight Fin. Rate (SOFR) Index + 2.650% 6.332% 3/9/44 (b)(d)	330,000	348,606
2.013% 9/22/28 (b)	630,000	563,574
2.206% 8/17/29 (b)	550,000	481,605
2.633% 11/7/25 (b)	600,000	591,811
2.804% 5/24/32 (b)	340,000	284,906
3.973% 5/22/30 (b)	214,000	199,237
4.292% 9/12/26 (b)	1,600,000	1,570,508
4.375% 11/23/26	400,000	389,353
4.762% 3/29/33 (b)	210,000	194,171
5.402% 8/11/33 (b)	680,000	671,511
5.597% 5/17/28 (b)	390,000	391,103
6.1% 1/14/42	240,000	256,435
6.5% 5/2/36	100,000	105,400
6.5% 9/15/37	140,000	146,620
6.5% 9/15/37	170,000	176,251
6.547% 6/20/34 (b)	200,000	206,900
6.8% 6/1/38	100,000	108,437
7.399% 11/13/34 (b)	310,000	336,761
8.113% 11/3/33 (b)	290,000	328,750
Huntington Bancshares, Inc.:
2.55% 2/4/30	310,000	262,986
4.443% 8/4/28 (b)	290,000	280,620
6.208% 8/21/29 (b)	100,000	101,933
ING Groep NV:
2.727% 4/1/32 (b)	200,000	168,467
3.95% 3/29/27	200,000	192,916
4.017% 3/28/28 (b)	200,000	192,666
4.252% 3/28/33 (b)	200,000	184,890
5.55% 3/19/35 (b)	220,000	217,831
Japan Bank International Cooperation:
1.25% 1/21/31	1,012,000	810,382
2% 10/17/29	240,000	208,328
4.875% 10/18/28	390,000	390,871
JPMorgan Chase & Co.:
0.768% 8/9/25 (b)	700,000	693,342
0.969% 6/23/25 (b)	720,000	717,762
1.045% 11/19/26 (b)	1,200,000	1,123,480
1.47% 9/22/27 (b)	360,000	329,440
1.578% 4/22/27 (b)	300,000	278,963
1.953% 2/4/32 (b)	300,000	242,842
2.069% 6/1/29 (b)	340,000	300,423
2.525% 11/19/41 (b)	340,000	232,461
2.545% 11/8/32 (b)	1,080,000	892,719
2.58% 4/22/32 (b)	300,000	251,814
2.739% 10/15/30 (b)	570,000	501,380
2.95% 10/1/26	190,000	180,743
2.956% 5/13/31 (b)	360,000	313,219
3.109% 4/22/41 (b)	220,000	165,132
3.109% 4/22/51 (b)	50,000	33,998
3.328% 4/22/52 (b)	320,000	226,082
3.897% 1/23/49 (b)	350,000	277,099
4.323% 4/26/28 (b)	550,000	534,978
4.452% 12/5/29 (b)	630,000	609,338
4.586% 4/26/33 (b)	1,230,000	1,164,298
4.95% 6/1/45	190,000	177,451
5.35% 6/1/34 (b)	1,600,000	1,587,189
5.5% 10/15/40	430,000	433,477
5.6% 7/15/41	325,000	332,279
5.625% 8/16/43	247,000	251,719
5.766% 4/22/35 (b)	440,000	449,489
KeyCorp 2.25% 4/6/27	280,000	253,388
Lloyds Banking Group PLC:
3.369% 12/14/46 (b)	200,000	138,777
3.574% 11/7/28 (b)	420,000	393,638
4.375% 3/22/28	656,000	633,565
4.976% 8/11/33 (b)	200,000	191,498
5.721% 6/5/30 (b)	300,000	301,722
7.953% 11/15/33 (b)	200,000	223,848
M&T Bank Corp.:
5.053% 1/27/34 (b)	190,000	174,819
6.082% 3/13/32 (b)	100,000	99,184
Mitsubishi UFJ Financial Group, Inc.:
1 year U.S. Treasury Index + 1.630% 5.441% 2/22/34 (b)(d)	240,000	241,756
1.538% 7/20/27 (b)	550,000	506,989
2.309% 7/20/32 (b)	550,000	450,974
2.559% 2/25/30	200,000	173,069
2.757% 9/13/26	1,050,000	991,741
2.801% 7/18/24	200,000	199,298
3.195% 7/18/29	670,000	608,085
3.961% 3/2/28	100,000	95,985
4.153% 3/7/39	150,000	132,426
4.286% 7/26/38	110,000	99,264
Mizuho Financial Group, Inc.:
1.554% 7/9/27 (b)	200,000	184,372
1.979% 9/8/31 (b)	280,000	227,517
2.226% 5/25/26 (b)	200,000	193,378
2.839% 7/16/25 (b)	200,000	199,273
5.669% 9/13/33 (b)	200,000	201,603
5.739% 5/27/31 (b)	350,000	354,319
5.778% 7/6/29 (b)	430,000	435,256
Morgan Stanley Bank, West Valley City Utah 4.754% 4/21/26	1,710,000	1,692,326
National Australia Bank Ltd.:
4.9% 6/13/28	300,000	298,735
4.944% 1/12/28	250,000	249,163
NatWest Group PLC:
3.032% 11/28/35 (b)	200,000	167,707
3.754% 11/1/29 (b)	400,000	395,978
5.516% 9/30/28 (b)	290,000	289,304
5.778% 3/1/35 (b)	400,000	400,267
5.847% 3/2/27 (b)	480,000	481,294
7.472% 11/10/26 (b)	330,000	337,968
Oesterreichische Kontrollbank AG 0.375% 9/17/25	100,000	94,099
PNC Financial Services Group, Inc.:
1.15% 8/13/26	400,000	365,711
2.2% 11/1/24	250,000	246,461
2.55% 1/22/30	280,000	243,406
3.45% 4/23/29	710,000	655,498
4.626% 6/6/33 (b)	220,000	204,031
5.068% 1/24/34 (b)	160,000	153,603
5.582% 6/12/29 (b)	80,000	80,529
5.676% 1/22/35 (b)	200,000	200,008
5.939% 8/18/34 (b)	200,000	203,699
Royal Bank of Canada:
1.2% 4/27/26	1,030,000	953,827
2.05% 1/21/27	300,000	278,045
3.625% 5/4/27	410,000	393,589
4.24% 8/3/27	390,000	379,765
4.65% 1/27/26	210,000	207,250
4.95% 2/1/29	90,000	89,219
5% 5/2/33	200,000	196,993
5.15% 2/1/34	100,000	98,600
Santander Holdings U.S.A., Inc.:
4.4% 7/13/27	110,000	106,173
4.5% 7/17/25	406,000	399,322
6.565% 6/12/29 (b)	100,000	102,286
7.66% 11/9/31 (b)	130,000	140,499
Santander UK Group Holdings PLC:
1.532% 8/21/26 (b)	250,000	237,351
6.534% 1/10/29 (b)	250,000	256,600
Sumitomo Mitsui Financial Group, Inc.:
1.474% 7/8/25	650,000	621,986
2.142% 9/23/30	260,000	215,475
2.174% 1/14/27	1,010,000	934,455
2.75% 1/15/30	200,000	174,526
3.05% 1/14/42	260,000	193,385
5.52% 1/13/28	500,000	505,089
5.776% 7/13/33	280,000	287,494
5.8% 7/13/28	300,000	305,846
5.808% 9/14/33	200,000	206,655
6.184% 7/13/43	60,000	65,557
The Toronto-Dominion Bank:
2% 9/10/31	200,000	161,390
3.2% 3/10/32	190,000	163,831
3.766% 6/6/25	1,440,000	1,415,169
4.456% 6/8/32	100,000	94,010
5.156% 1/10/28	620,000	618,375
5.264% 12/11/26	300,000	299,734
Truist Financial Corp.:
1.2% 8/5/25	850,000	807,500
1.267% 3/2/27 (b)	950,000	881,172
4.916% 7/28/33 (b)	250,000	230,907
5.711% 1/24/35 (b)	270,000	268,283
5.867% 6/8/34 (b)	300,000	300,983
U.S. Bancorp:
2.491% 11/3/36 (b)	100,000	78,171
2.677% 1/27/33 (b)	190,000	155,892
3.9% 4/26/28	550,000	525,738
4.839% 2/1/34 (b)	490,000	461,663
4.967% 7/22/33 (b)	150,000	140,290
5.775% 6/12/29 (b)	100,000	101,108
5.85% 10/21/33 (b)	460,000	465,227
Wachovia Corp. 5.5% 8/1/35	350,000	344,413
Wells Fargo & Co.:
2.393% 6/2/28 (b)	220,000	201,818
2.406% 10/30/25 (b)	550,000	542,468
3% 10/23/26	100,000	94,842
3.068% 4/30/41 (b)	380,000	278,962
3.9% 5/1/45	310,000	248,941
3.908% 4/25/26 (b)	630,000	619,770
4.4% 6/14/46	120,000	97,910
4.54% 8/15/26 (b)	500,000	494,038
4.611% 4/25/53 (b)	920,000	785,278
4.75% 12/7/46	508,000	437,674
4.897% 7/25/33 (b)	200,000	191,386
4.9% 11/17/45	97,000	85,513
5.013% 4/4/51 (b)	280,000	255,309
5.198% 1/23/30 (b)	720,000	713,852
5.375% 11/2/43	100,000	94,766
5.389% 4/24/34 (b)	580,000	570,830
5.557% 7/25/34 (b)	590,000	587,359
5.574% 7/25/29 (b)	400,000	402,261
5.606% 1/15/44	360,000	349,875
Westpac Banking Corp.:
U.S. TREASURY 1 YEAR INDEX + 2.680% 5.405% 8/10/33 (b)(d)	100,000	97,559
1.953% 11/20/28	170,000	149,275
2.894% 2/4/30 (b)	390,000	381,205
3.02% 11/18/36 (b)	180,000	147,208
3.35% 3/8/27	670,000	641,106
4.043% 8/26/27	230,000	223,757
4.11% 7/24/34 (b)	500,000	459,589
4.322% 11/23/31 (b)	270,000	260,368
6.82% 11/17/33	100,000	106,958
		103,172,503
Capital Markets - 1.9%
Ameriprise Financial, Inc.:
3% 4/2/25	210,000	205,594
5.15% 5/15/33	70,000	69,787
5.7% 12/15/28	130,000	132,793
Ares Capital Corp.:
2.875% 6/15/28	100,000	88,885
3.2% 11/15/31	150,000	124,277
3.875% 1/15/26	200,000	192,895
4.2% 6/10/24	180,000	179,928
4.25% 3/1/25	100,000	98,636
5.95% 7/15/29	190,000	187,539
7% 1/15/27	90,000	91,951
Bank of New York Mellon Corp.:
1.8% 7/28/31	170,000	136,828
2.1% 10/24/24	370,000	364,971
4.414% 7/24/26 (b)	500,000	494,099
4.543% 2/1/29 (b)	560,000	547,357
4.596% 7/26/30 (b)	100,000	97,246
4.975% 3/14/30 (b)	150,000	148,441
5.188% 3/14/35 (b)	260,000	255,407
6.317% 10/25/29 (b)	500,000	521,170
Blackrock Funding, Inc.:
5% 3/14/34	100,000	98,698
5.25% 3/14/54	60,000	57,826
BlackRock, Inc.:
2.4% 4/30/30	550,000	478,273
3.2% 3/15/27	220,000	210,699
3.25% 4/30/29	180,000	166,825
4.75% 5/25/33	80,000	78,128
Blackstone Private Credit Fund:
2.7% 1/15/25	280,000	274,046
3.25% 3/15/27	140,000	129,160
4.7% 3/24/25	350,000	346,241
5.95% 7/16/29 (c)	110,000	108,245
6.25% 1/25/31 (c)	50,000	49,945
7.3% 11/27/28 (c)	50,000	52,116
Blue Owl Capital Corp. 2.875% 6/11/28	270,000	238,862
Brookfield Capital Finance LLC 6.087% 6/14/33	100,000	102,538
Brookfield Finance LLC / Brookfield Finance, Inc. 3.45% 4/15/50	120,000	82,040
Brookfield Finance, Inc.:
2.724% 4/15/31	330,000	278,949
3.5% 3/30/51	100,000	69,550
3.9% 1/25/28	190,000	181,464
6.35% 1/5/34	70,000	73,284
Cboe Global Markets, Inc. 1.625% 12/15/30	130,000	105,090
Charles Schwab Corp.:
0.9% 3/11/26	460,000	425,397
1.65% 3/11/31	197,000	157,103
2% 3/20/28	120,000	107,233
2.9% 3/3/32	310,000	263,554
3.2% 3/2/27	240,000	227,701
6.136% 8/24/34 (b)	240,000	248,219
CI Financial Corp. 3.2% 12/17/30	220,000	172,248
CME Group, Inc.:
3.75% 6/15/28	140,000	134,968
5.3% 9/15/43	150,000	150,177
Credit Suisse AG 1.25% 8/7/26	1,010,000	922,319
Credit Suisse U.S.A., Inc. 7.125% 7/15/32	100,000	110,158
Deutsche Bank AG 4.1% 1/13/26	700,000	684,017
Deutsche Bank AG New York Branch:
2.311% 11/16/27 (b)	250,000	229,750
3.547% 9/18/31 (b)	150,000	131,939
3.729% 1/14/32 (b)	250,000	210,654
4.1% 1/13/26	154,000	150,129
4.875% 12/1/32 (b)	200,000	187,418
6.819% 11/20/29 (b)	280,000	290,653
Goldman Sachs Group, Inc.:
0.855% 2/12/26 (b)	110,000	106,301
1.093% 12/9/26 (b)	1,000,000	933,469
1.948% 10/21/27 (b)	600,000	551,730
2.383% 7/21/32 (b)	1,250,000	1,020,301
2.615% 4/22/32 (b)	460,000	383,930
2.908% 7/21/42 (b)	470,000	332,298
3.102% 2/24/33 (b)	140,000	118,819
3.5% 4/1/25	2,620,000	2,574,479
3.85% 1/26/27	960,000	926,900
4.017% 10/31/38 (b)	350,000	297,052
4.223% 5/1/29 (b)	1,650,000	1,581,728
4.482% 8/23/28 (b)	820,000	799,077
4.8% 7/8/44	120,000	109,395
5.15% 5/22/45	330,000	312,504
6.25% 2/1/41	220,000	235,646
6.561% 10/24/34 (b)	110,000	117,962
6.75% 10/1/37	492,000	533,989
HPS Corporate Lending Fund 6.75% 1/30/29 (c)	60,000	60,383
Intercontinental Exchange, Inc.:
1.85% 9/15/32	160,000	123,235
2.65% 9/15/40	270,000	187,771
3% 9/15/60	100,000	59,909
3.1% 9/15/27	150,000	140,635
3.75% 9/21/28	100,000	94,866
4% 9/15/27	380,000	366,042
4.25% 9/21/48	120,000	98,732
4.6% 3/15/33	100,000	95,026
5.2% 6/15/62	210,000	196,146
Invesco Finance PLC 3.75% 1/15/26	240,000	233,319
Jefferies Financial Group, Inc.:
2.75% 10/15/32	110,000	87,166
4.15% 1/23/30	507,000	467,714
4.85% 1/15/27	110,000	108,295
5.875% 7/21/28	130,000	130,663
Lazard Group LLC:
4.375% 3/11/29	110,000	105,033
4.5% 9/19/28	100,000	96,597
Legg Mason, Inc. 5.625% 1/15/44	60,000	58,449
LPL Holdings, Inc. 6.75% 11/17/28	80,000	83,660
Moody's Corp.:
2% 8/19/31	140,000	113,027
2.55% 8/18/60	100,000	52,660
4.875% 12/17/48	120,000	108,164
Morgan Stanley:
1.164% 10/21/25 (b)	100,000	98,198
1.512% 7/20/27 (b)	470,000	432,652
1.593% 5/4/27 (b)	1,100,000	1,020,320
1.794% 2/13/32 (b)	260,000	207,023
2.188% 4/28/26 (b)	610,000	590,995
2.239% 7/21/32 (b)	470,000	381,134
2.484% 9/16/36 (b)	520,000	409,995
3.625% 1/20/27	160,000	153,927
3.772% 1/24/29 (b)	180,000	170,602
4.21% 4/20/28 (b)	575,000	557,302
4.3% 1/27/45	120,000	102,942
4.375% 1/22/47	324,000	278,707
4.457% 4/22/39 (b)	250,000	223,985
5.123% 2/1/29 (b)	500,000	496,700
5.164% 4/20/29 (b)	630,000	625,756
5.25% 4/21/34 (b)	1,480,000	1,446,429
5.297% 4/20/37 (b)	330,000	315,589
5.424% 7/21/34 (b)	480,000	475,027
5.597% 3/24/51 (b)	190,000	192,818
5.942% 2/7/39 (b)	200,000	198,000
6.375% 7/24/42	528,000	585,824
NASDAQ, Inc.:
1.65% 1/15/31	290,000	231,545
2.5% 12/21/40	100,000	65,599
5.35% 6/28/28	100,000	100,508
5.95% 8/15/53	168,000	170,760
Nomura Holdings, Inc.:
1.851% 7/16/25	666,000	637,380
2.329% 1/22/27	290,000	267,376
2.679% 7/16/30	210,000	177,930
2.999% 1/22/32	290,000	241,659
6.07% 7/12/28	200,000	204,115
Northern Trust Corp.:
1.95% 5/1/30	150,000	126,574
6.125% 11/2/32	100,000	103,749
S&P Global, Inc.:
1.25% 8/15/30	120,000	96,213
2.45% 3/1/27	300,000	279,532
2.7% 3/1/29	270,000	243,236
2.95% 1/22/27	220,000	208,418
3.9% 3/1/62	200,000	149,065
4.25% 5/1/29	110,000	106,164
Sixth Street Specialty Lending, Inc. 6.125% 3/1/29	80,000	79,368
State Street Corp.:
1.684% 11/18/27 (b)	515,000	473,283
3.031% 11/1/34 (b)	170,000	149,068
4.164% 8/4/33 (b)	110,000	101,236
4.821% 1/26/34 (b)	100,000	96,151
5.272% 8/3/26	440,000	439,966
5.684% 11/21/29 (b)	200,000	204,195
UBS AG London Branch 4.5% 6/26/48	210,000	184,940
UBS Group AG 3.75% 3/26/25	800,000	787,566
		40,816,013
Consumer Finance - 0.7%
AerCap Ireland Capital Ltd./AerCap Global Aviation Trust:
2.45% 10/29/26	400,000	372,190
2.875% 8/14/24	150,000	149,115
3% 10/29/28	250,000	225,877
3.4% 10/29/33	250,000	208,199
3.85% 10/29/41	250,000	195,132
4.45% 10/1/25	300,000	295,485
4.625% 10/15/27	270,000	262,379
5.3% 1/19/34	200,000	194,773
6.45% 4/15/27	219,000	224,175
Ally Financial, Inc.:
2.2% 11/2/28	100,000	86,228
4.75% 6/9/27	100,000	97,090
5.125% 9/30/24	510,000	508,776
5.8% 5/1/25	150,000	149,898
6.848% 1/3/30 (b)	240,000	246,212
6.992% 6/13/29 (b)	50,000	51,674
8% 11/1/31	100,000	109,464
American Express Co.:
2.5% 7/30/24	464,000	462,838
3.3% 5/3/27	510,000	484,856
3.95% 8/1/25	400,000	393,271
4.05% 12/3/42	140,000	117,761
4.989% 5/26/33 (b)	150,000	144,283
5.043% 5/1/34 (b)	250,000	244,331
5.85% 11/5/27	420,000	429,807
Capital One Financial Corp.:
2.359% 7/29/32 (b)	110,000	85,852
3.3% 10/30/24	230,000	227,692
3.8% 1/31/28	438,000	415,129
4.2% 10/29/25	100,000	97,989
5.247% 7/26/30 (b)	470,000	459,112
5.468% 2/1/29 (b)	450,000	446,384
5.817% 2/1/34 (b)	70,000	69,054
6.051% 2/1/35 (b)	200,000	200,771
6.312% 6/8/29 (b)	270,000	275,574
6.377% 6/8/34 (b)	150,000	153,660
Discover Financial Services 4.5% 1/30/26	208,000	204,012
Ford Motor Credit Co. LLC:
6.798% 11/7/28	310,000	320,102
6.8% 5/12/28	740,000	761,065
6.95% 3/6/26	260,000	264,206
7.122% 11/7/33	210,000	221,480
7.2% 6/10/30	520,000	544,333
John Deere Capital Corp.:
1.45% 1/15/31	170,000	137,244
2.35% 3/8/27	200,000	186,317
2.8% 9/8/27	290,000	270,871
2.8% 7/18/29	310,000	279,941
4.35% 9/15/32	320,000	305,442
4.75% 6/8/26	730,000	725,495
4.95% 7/14/28	450,000	449,274
5.15% 9/8/33	170,000	170,395
Synchrony Financial:
3.95% 12/1/27	380,000	355,748
5.15% 3/19/29	109,000	104,444
Toyota Motor Credit Corp.:
1.15% 8/13/27	470,000	417,013
1.65% 1/10/31	180,000	145,081
1.9% 9/12/31	210,000	169,226
3.2% 1/11/27	810,000	773,018
4.45% 6/29/29	340,000	331,435
4.8% 1/5/34	70,000	67,488
5.55% 11/20/30	190,000	194,271
		15,482,932
Financial Services - 0.8%
AB Svensk Exportkredit 2.25% 3/22/27	970,000	903,144
Aon Corp. / Aon Global Holdings PLC:
2.85% 5/28/27	100,000	93,591
3.9% 2/28/52	150,000	110,734
Berkshire Hathaway, Inc.:
3.125% 3/15/26	222,000	214,700
4.5% 2/11/43	110,000	102,749
Blue Owl Credit Income Corp.:
6.6% 9/15/29 (c)	80,000	79,549
6.65% 3/15/31	190,000	187,919
BP Capital Markets America, Inc.:
2.939% 6/4/51	220,000	140,133
3% 2/24/50	130,000	84,661
3.001% 3/17/52	200,000	129,161
3.06% 6/17/41	810,000	589,639
3.379% 2/8/61	110,000	72,586
4.234% 11/6/28	830,000	802,360
4.812% 2/13/33	150,000	145,077
CNH Industrial Capital LLC:
4.55% 4/10/28	180,000	175,339
5.5% 1/12/29	120,000	120,877
Corebridge Financial, Inc.:
3.65% 4/5/27	290,000	276,934
3.9% 4/5/32	210,000	187,474
4.4% 4/5/52	190,000	150,547
DH Europe Finance II SARL:
2.2% 11/15/24	110,000	108,424
2.6% 11/15/29	320,000	283,301
3.4% 11/15/49	80,000	57,609
Equitable Holdings, Inc.:
4.35% 4/20/28	380,000	364,802
5% 4/20/48	120,000	106,932
Fedex Corp. 2020-1 Class AA pass-thru Trust equipment trust certificate 1.875% 8/20/35	203,211	166,935
Fidelity National Information Services, Inc.:
1.15% 3/1/26	246,000	228,260
2.25% 3/1/31	200,000	167,476
5.625% 7/15/52	100,000	97,249
Fiserv, Inc.:
2.25% 6/1/27	100,000	91,704
2.75% 7/1/24	370,000	369,130
3.5% 7/1/29	520,000	479,973
4.4% 7/1/49	310,000	252,421
5.375% 8/21/28	300,000	300,490
5.45% 3/2/28	150,000	150,684
Global Payments, Inc.:
1.2% 3/1/26	350,000	324,412
2.9% 5/15/30	310,000	268,451
3.2% 8/15/29	110,000	98,142
4.45% 6/1/28	170,000	163,617
5.95% 8/15/52	100,000	96,771
Jackson Financial, Inc.:
3.125% 11/23/31	64,000	53,066
5.17% 6/8/27	110,000	108,833
5.67% 6/8/32	85,000	85,087
Japan International Cooperation Agency 1.75% 4/28/31	200,000	162,928
Jbs U.S.A. Holding Lux/ Jbs U.S.A. F:
5.75% 4/1/33	500,000	492,745
6.5% 12/1/52	180,000	180,579
6.75% 3/15/34 (c)	110,000	115,571
7.25% 11/15/53 (c)	70,000	76,601
KfW:
0% 6/29/37	1,000,000	536,779
0.375% 7/18/25	208,000	197,337
0.625% 1/22/26	900,000	838,586
2.5% 11/20/24	280,000	276,308
3% 5/20/27	2,200,000	2,093,034
MasterCard, Inc.:
3.85% 3/26/50	310,000	245,026
3.95% 2/26/48	100,000	81,354
4.85% 3/9/33	160,000	158,729
4.875% 3/9/28	210,000	210,849
National Rural Utilities Cooperative Finance Corp.:
4.15% 12/15/32	340,000	312,323
4.85% 2/7/29	220,000	217,606
5.05% 9/15/28	300,000	298,705
5.8% 1/15/33	110,000	113,332
PayPal Holdings, Inc.:
1.65% 6/1/25	80,000	77,037
2.3% 6/1/30	130,000	111,283
2.85% 10/1/29	420,000	377,176
5.05% 6/1/52	160,000	146,974
Rexford Industrial Realty LP 5% 6/15/28	100,000	98,579
Sixth Street Lending Partners 6.5% 3/11/29 (c)	70,000	69,927
The Western Union Co.:
2.75% 3/15/31	110,000	91,416
2.85% 1/10/25	100,000	98,176
Visa, Inc.:
2% 8/15/50	100,000	55,679
2.05% 4/15/30	430,000	367,605
2.7% 4/15/40	120,000	87,102
3.15% 12/14/25	160,000	155,382
4.3% 12/14/45	402,000	349,177
Voya Financial, Inc.:
3.65% 6/15/26	170,000	163,768
5.7% 7/15/43	50,000	48,108
		17,896,724
Insurance - 0.7%
AFLAC, Inc. 3.6% 4/1/30	340,000	313,494
Allstate Corp.:
CME Term SOFR 3 Month Index + 3.190% 8.522% 8/15/53 (b)(d)	160,000	160,464
1.45% 12/15/30	500,000	394,926
4.5% 6/15/43	100,000	85,622
American International Group, Inc.:
4.375% 6/30/50	170,000	141,785
4.5% 7/16/44	115,000	100,578
4.7% 7/10/35	200,000	181,350
4.75% 4/1/48	40,000	35,751
5.75% 4/1/48 (b)	190,000	186,297
Aon Corp. 4.5% 12/15/28	310,000	300,233
Aon North America, Inc.:
5.45% 3/1/34	300,000	297,123
5.75% 3/1/54	150,000	147,517
Aon PLC 4.75% 5/15/45	140,000	121,459
Arch Capital Group Ltd. 3.635% 6/30/50	187,000	135,693
Arthur J. Gallagher & Co.:
3.5% 5/20/51	100,000	68,067
5.75% 3/2/53	100,000	96,680
6.75% 2/15/54	100,000	110,035
Assurant, Inc. 4.9% 3/27/28	100,000	97,467
Assured Guaranty U.S. Holdings, Inc. 6.125% 9/15/28	180,000	184,787
Athene Holding Ltd.:
3.5% 1/15/31	220,000	194,173
4.125% 1/12/28	90,000	86,573
6.25% 4/1/54	100,000	100,292
6.65% 2/1/33	100,000	105,273
Baylor Scott & White Holdings Series 2021, 2.839% 11/15/50	250,000	163,969
Berkshire Hathaway Finance Corp.:
1.45% 10/15/30	900,000	732,693
2.85% 10/15/50	180,000	115,713
3.85% 3/15/52	220,000	169,114
4.2% 8/15/48	130,000	109,575
4.25% 1/15/49	100,000	85,533
5.75% 1/15/40	160,000	171,395
Brighthouse Financial, Inc. 5.625% 5/15/30	309,000	308,724
Brown & Brown, Inc. 4.2% 3/17/32	140,000	126,125
Chubb INA Holdings, Inc.:
1.375% 9/15/30	380,000	307,943
2.85% 12/15/51	100,000	64,990
3.05% 12/15/61	90,000	57,157
3.15% 3/15/25	310,000	304,451
4.35% 11/3/45	74,000	63,791
CNA Financial Corp.:
3.45% 8/15/27	190,000	179,474
3.9% 5/1/29	100,000	94,005
Fairfax Financial Holdings Ltd.:
4.625% 4/29/30	240,000	227,063
5.625% 8/16/32	70,000	68,595
6.35% 3/22/54 (c)	150,000	150,797
Globe Life, Inc. 2.15% 8/15/30	100,000	79,734
Hartford Financial Services Group, Inc.:
2.8% 8/19/29	490,000	435,421
2.9% 9/15/51	50,000	31,401
4.4% 3/15/48	30,000	24,987
Lincoln National Corp.:
3.8% 3/1/28	230,000	218,532
4.35% 3/1/48	210,000	159,464
Manulife Financial Corp.:
4.15% 3/4/26	510,000	500,023
5.375% 3/4/46	50,000	48,166
Markel Group, Inc.:
3.35% 9/17/29	100,000	90,667
3.5% 11/1/27	300,000	283,850
5% 5/20/49	120,000	106,133
6% 5/16/54	100,000	99,424
Marsh & McLennan Companies, Inc.:
2.25% 11/15/30	140,000	118,259
3.5% 3/10/25	190,000	187,162
4.2% 3/1/48	40,000	32,541
4.375% 3/15/29	120,000	116,877
4.75% 3/15/39	120,000	111,394
4.9% 3/15/49	270,000	242,511
5.7% 9/15/53	190,000	190,923
MetLife, Inc.:
4.125% 8/13/42	180,000	148,899
4.55% 3/23/30	110,000	107,551
4.6% 5/13/46	272,000	237,705
5% 7/15/52	120,000	109,846
5.375% 7/15/33	210,000	211,461
6.375% 6/15/34	210,000	225,119
6.4% 12/15/66 (b)	150,000	151,152
Principal Financial Group, Inc.:
2.125% 6/15/30	160,000	132,774
3.4% 5/15/25	390,000	382,208
3.7% 5/15/29	180,000	166,735
5.5% 3/15/53	50,000	47,773
Progressive Corp.:
2.5% 3/15/27	270,000	251,973
3% 3/15/32	260,000	224,238
3.2% 3/26/30	400,000	362,225
4.2% 3/15/48	100,000	83,204
Prudential Financial, Inc.:
3% 3/10/40	110,000	81,275
3.878% 3/27/28	45,000	43,049
3.935% 12/7/49	70,000	53,229
4.35% 2/25/50	180,000	147,194
4.418% 3/27/48	100,000	83,081
4.6% 5/15/44	110,000	95,891
5.125% 3/1/52 (b)	140,000	130,025
5.7% 12/14/36	120,000	122,937
5.7% 9/15/48 (b)	74,000	72,511
6% 9/1/52 (b)	230,000	224,831
6.5% 3/15/54 (b)	110,000	110,278
Prudential Funding Asia PLC 3.125% 4/14/30	100,000	89,104
Reinsurance Group of America, Inc.:
3.9% 5/15/29	120,000	112,037
3.95% 9/15/26	200,000	193,676
The Chubb Corp. 6.5% 5/15/38	258,000	286,422
The Travelers Companies, Inc.:
2.55% 4/27/50	100,000	60,706
3.05% 6/8/51	100,000	66,734
4.05% 3/7/48	74,000	60,120
6.25% 6/15/37	256,000	275,204
Travelers Property Casualty Corp. 6.375% 3/15/33	160,000	173,358
Unum Group:
4% 6/15/29	100,000	93,643
5.75% 8/15/42	110,000	106,020
Willis Group North America, Inc.:
4.5% 9/15/28	504,000	487,059
5.9% 3/5/54	190,000	185,221
		16,420,683
TOTAL FINANCIALS		193,788,855
HEALTH CARE - 2.8%
Biotechnology - 0.5%
AbbVie, Inc.:
2.6% 11/21/24	120,000	118,321
2.95% 11/21/26	100,000	94,982
3.2% 11/21/29	1,940,000	1,768,718
4.05% 11/21/39	210,000	181,204
4.25% 11/14/28	92,000	89,472
4.25% 11/21/49	470,000	390,423
4.3% 5/14/36	25,000	22,888
4.45% 5/14/46	280,000	243,016
4.55% 3/15/35	50,000	47,111
4.75% 3/15/45	420,000	382,388
4.8% 3/15/29	370,000	366,438
4.85% 6/15/44	340,000	313,693
5.05% 3/15/34	560,000	554,032
5.4% 3/15/54	370,000	364,742
Amgen, Inc.:
1.65% 8/15/28	550,000	478,686
1.9% 2/21/25	100,000	97,328
2.8% 8/15/41	200,000	140,865
3% 1/15/52	100,000	65,217
3.15% 2/21/40	320,000	239,432
3.2% 11/2/27	70,000	65,791
3.35% 2/22/32	140,000	123,432
3.375% 2/21/50	210,000	147,911
4.2% 3/1/33	130,000	119,840
4.4% 5/1/45	188,000	158,634
4.4% 2/22/62	110,000	87,293
4.563% 6/15/48	120,000	101,587
4.663% 6/15/51	100,000	85,526
4.875% 3/1/53	130,000	114,653
4.95% 10/1/41	100,000	92,471
5.15% 3/2/28	400,000	398,927
5.25% 3/2/30	600,000	601,567
5.25% 3/2/33	310,000	307,642
5.6% 3/2/43	250,000	247,619
5.65% 3/2/53	460,000	453,993
5.75% 3/2/63	290,000	285,541
Biogen, Inc.:
2.25% 5/1/30	280,000	235,737
3.15% 5/1/50	100,000	64,584
3.25% 2/15/51	150,000	99,522
Gilead Sciences, Inc.:
1.65% 10/1/30	590,000	481,184
2.6% 10/1/40	580,000	397,632
2.8% 10/1/50	180,000	112,209
2.95% 3/1/27	430,000	407,222
4.15% 3/1/47	112,000	90,658
4.6% 9/1/35	100,000	93,844
4.75% 3/1/46	240,000	212,705
Regeneron Pharmaceuticals, Inc. 1.75% 9/15/30	300,000	244,475
		11,791,155
Health Care Equipment & Supplies - 0.2%
Abbott Laboratories:
4.75% 11/30/36	170,000	163,988
4.75% 4/15/43	170,000	158,753
5.3% 5/27/40	390,000	394,618
Baxter International, Inc.:
1.915% 2/1/27	330,000	301,231
2.539% 2/1/32	330,000	268,050
3.95% 4/1/30	140,000	129,400
Becton, Dickinson & Co.:
2.823% 5/20/30	260,000	227,585
3.7% 6/6/27	60,000	57,448
4.669% 6/6/47	290,000	252,546
4.693% 2/13/28	130,000	127,633
Boston Scientific Corp.:
4% 3/1/29	100,000	95,095
4.7% 3/1/49	230,000	203,926
GE Healthcare Technologies, Inc.:
5.65% 11/15/27	120,000	121,435
5.905% 11/22/32	230,000	236,704
6.377% 11/22/52	100,000	108,440
Medtronic Global Holdings SCA 4.5% 3/30/33	80,000	76,507
Medtronic, Inc.:
4.375% 3/15/35	280,000	261,772
4.625% 3/15/45	110,000	99,263
Stryker Corp.:
1.95% 6/15/30	100,000	83,819
2.9% 6/15/50	200,000	130,202
3.5% 3/15/26	570,000	552,547
Zimmer Biomet Holdings, Inc.:
3.55% 4/1/25	175,000	171,926
3.55% 3/20/30	194,000	175,108
		4,397,996
Health Care Providers & Services - 1.1%
Aetna, Inc.:
3.875% 8/15/47	180,000	131,969
4.75% 3/15/44	100,000	85,137
AHS Hospital Corp. 2.78% 7/1/51	250,000	156,376
Allina Health System, Inc. 3.887% 4/15/49	40,000	30,650
Banner Health:
2.907% 1/1/42	400,000	287,919
2.913% 1/1/51	150,000	98,664
Baptist Healthcare System Obli 3.54% 8/15/50	125,000	89,618
Bon Secours Mercy Health, Inc. 2.095% 6/1/31	89,000	73,119
Cardinal Health, Inc.:
3.41% 6/15/27	460,000	436,742
4.368% 6/15/47	30,000	24,180
4.9% 9/15/45	100,000	87,687
Cencora, Inc.:
2.7% 3/15/31	170,000	144,225
2.8% 5/15/30	300,000	262,474
Centene Corp.:
2.5% 3/1/31	110,000	89,645
2.625% 8/1/31	300,000	244,101
3.375% 2/15/30	400,000	352,148
4.25% 12/15/27	410,000	390,152
4.625% 12/15/29	390,000	367,135
Children's Hospital of Philadelphia 2.704% 7/1/50	98,000	61,570
Cigna Group:
3.4% 3/1/27	790,000	754,019
4.125% 11/15/25	99,000	97,305
4.375% 10/15/28	100,000	96,648
4.8% 8/15/38	290,000	265,155
4.8% 7/15/46	230,000	202,736
4.9% 12/15/48	350,000	307,909
5.125% 5/15/31	100,000	98,929
5.4% 3/15/33	300,000	299,623
5.6% 2/15/54	250,000	240,594
CommonSpirit Health:
3.91% 10/1/50	150,000	113,064
4.35% 11/1/42	160,000	136,741
CVS Health Corp.:
1.75% 8/21/30	735,000	592,914
2.7% 8/21/40	400,000	265,276
2.875% 6/1/26	60,000	57,031
3% 8/15/26	38,000	36,082
3.25% 8/15/29	250,000	225,736
4.125% 4/1/40	100,000	80,642
4.3% 3/25/28	1,000,000	963,765
4.78% 3/25/38	512,000	455,415
5.05% 3/25/48	250,000	215,506
5.125% 2/21/30	160,000	157,338
5.125% 7/20/45	420,000	370,744
5.25% 1/30/31	330,000	324,978
5.3% 6/1/33	100,000	97,308
5.3% 12/5/43	310,000	282,381
5.625% 2/21/53	140,000	129,834
6.05% 6/1/54	100,000	98,052
6.125% 9/15/39	100,000	99,932
Elevance Health, Inc.:
2.375% 1/15/25	1,100,000	1,078,270
3.125% 5/15/50	100,000	66,790
4.101% 3/1/28	130,000	125,332
4.55% 3/1/48	80,000	67,455
4.625% 5/15/42	150,000	132,467
4.65% 1/15/43	180,000	159,071
5.1% 1/15/44	132,000	122,720
5.5% 10/15/32	100,000	100,968
6.1% 10/15/52	440,000	459,782
Franciscan Missionaries of Our Lady Health System, Inc. 3.914% 7/1/49	120,000	90,467
HCA Holdings, Inc.:
4.125% 6/15/29	242,000	228,006
5.125% 6/15/39	100,000	92,838
5.25% 6/15/49	120,000	106,442
5.5% 6/15/47	610,000	566,364
5.6% 4/1/34	700,000	693,955
Humana, Inc.:
1.35% 2/3/27	170,000	153,309
2.15% 2/3/32	170,000	134,545
3.125% 8/15/29	100,000	90,014
3.95% 8/15/49	100,000	74,815
4.875% 4/1/30	380,000	370,671
4.95% 10/1/44	180,000	157,321
5.875% 3/1/33	170,000	172,230
ICON Investments Six Designated Activity 5.849% 5/8/29	200,000	202,508
Indiana University Health, Inc. 2.852% 11/1/51	200,000	130,182
INTEGRIS Baptist Medical Center, Inc. 3.875% 8/15/50	104,000	77,262
Kaiser Foundation Hospitals:
2.81% 6/1/41	290,000	208,427
3.266% 11/1/49	110,000	77,936
4.15% 5/1/47	60,000	50,040
Laboratory Corp. of America Holdings 2.7% 6/1/31	160,000	135,420
McKesson Corp. 5.1% 7/15/33	100,000	99,556
Memorial Sloan-Kettring Cancer Center 2.955% 1/1/50	160,000	106,473
MidMichigan Health 3.409% 6/1/50	42,000	29,921
Novant Health, Inc. 3.168% 11/1/51	110,000	73,097
Orlando Health Obligated Group 3.327% 10/1/50	68,000	48,687
Piedmont Healthcare, Inc. 2.719% 1/1/42	150,000	104,060
Providence St. Joseph Health Obligated Group 2.7% 10/1/51	280,000	165,011
Quest Diagnostics, Inc.:
2.8% 6/30/31	200,000	170,530
2.95% 6/30/30	150,000	132,250
Sabra Health Care LP 3.2% 12/1/31	100,000	82,408
Sutter Health 3.361% 8/15/50	170,000	120,927
Trinity Health Corp. 2.632% 12/1/40	50,000	35,219
UnitedHealth Group, Inc.:
1.25% 1/15/26	223,000	209,431
2% 5/15/30	170,000	143,202
2.3% 5/15/31	270,000	225,674
2.375% 8/15/24	100,000	99,324
2.875% 8/15/29	360,000	324,318
2.9% 5/15/50	307,000	198,516
3.05% 5/15/41	100,000	73,843
3.25% 5/15/51	100,000	68,505
3.375% 4/15/27	220,000	210,613
3.45% 1/15/27	370,000	355,899
3.7% 8/15/49	90,000	67,727
3.85% 6/15/28	960,000	919,584
3.875% 8/15/59	170,000	126,216
4.25% 1/15/29	300,000	290,413
4.45% 12/15/48	68,000	57,863
4.75% 7/15/45	182,000	165,749
4.95% 5/15/62	160,000	142,450
5.05% 4/15/53	360,000	332,016
5.25% 2/15/28	100,000	100,999
5.35% 2/15/33	100,000	100,972
5.5% 4/15/64	320,000	309,901
5.95% 2/15/41	100,000	104,755
6.05% 2/15/63	440,000	461,698
6.625% 11/15/37	310,000	342,628
6.875% 2/15/38	126,000	143,760
West Virginia University Health System Obligated Group 3.129% 6/1/50	70,000	45,423
		23,394,393
Life Sciences Tools & Services - 0.1%
Danaher Corp. 2.6% 10/1/50	245,000	148,391
Revvity, Inc.:
0.85% 9/15/24	100,000	98,564
2.25% 9/15/31	100,000	81,232
3.3% 9/15/29	150,000	136,038
Thermo Fisher Scientific, Inc.:
2.6% 10/1/29	520,000	461,766
2.8% 10/15/41	280,000	199,459
4.953% 8/10/26	430,000	428,378
5.086% 8/10/33	120,000	119,102
		1,672,930
Pharmaceuticals - 0.9%
AstraZeneca Finance LLC:
1.2% 5/28/26	1,220,000	1,128,656
2.25% 5/28/31	170,000	142,873
4.875% 3/3/33	380,000	374,750
AstraZeneca PLC:
1.375% 8/6/30	240,000	194,672
3.125% 6/12/27	140,000	132,636
4% 9/18/42	220,000	184,206
6.45% 9/15/37	149,000	165,252
Bayer U.S. Finance II LLC 2.85% 4/15/25 (c)	177,000	171,661
Bristol-Myers Squibb Co.:
2.35% 11/13/40	210,000	138,774
2.55% 11/13/50	410,000	240,206
2.9% 7/26/24	160,000	159,363
3.2% 6/15/26	1,626,000	1,564,829
3.4% 7/26/29	31,000	28,712
3.7% 3/15/52	230,000	168,103
3.9% 2/20/28	270,000	259,846
3.9% 3/15/62	120,000	86,443
4.125% 6/15/39	100,000	86,485
4.25% 10/26/49	100,000	81,699
4.35% 11/15/47	100,000	83,393
4.55% 2/20/48	159,000	136,505
4.9% 2/22/29	190,000	188,826
5% 8/15/45	110,000	102,125
5.2% 2/22/34	280,000	278,192
5.5% 2/22/44	70,000	69,278
5.55% 2/22/54	193,000	190,021
6.4% 11/15/63	250,000	272,674
Eli Lilly & Co.:
2.25% 5/15/50	200,000	115,322
3.95% 3/15/49	100,000	80,904
4.15% 3/15/59	100,000	80,912
4.875% 2/27/53	60,000	55,690
4.95% 2/27/63	110,000	101,534
5.1% 2/9/64	290,000	274,601
GlaxoSmithKline Capital PLC 3% 6/1/24	310,000	309,978
GlaxoSmithKline Capital, Inc. 6.375% 5/15/38	331,000	365,493
Haleon U.S. Capital LLC:
3.375% 3/24/27	250,000	237,946
3.625% 3/24/32	250,000	223,062
Haleon UK Capital PLC 3.125% 3/24/25	340,000	332,952
Johnson & Johnson:
0.55% 9/1/25	100,000	94,599
2.1% 9/1/40	590,000	391,543
2.25% 9/1/50	100,000	58,912
2.45% 9/1/60	310,000	173,075
3.4% 1/15/38	238,000	198,501
4.5% 12/5/43	100,000	92,816
4.9% 6/1/31	100,000	100,141
Merck & Co., Inc.:
2.15% 12/10/31	380,000	314,019
2.35% 6/24/40	210,000	142,430
2.45% 6/24/50	200,000	118,113
2.75% 12/10/51	150,000	93,148
3.6% 9/15/42	130,000	102,182
3.7% 2/10/45	322,000	252,090
4.15% 5/18/43	100,000	84,935
4.5% 5/17/33	400,000	384,446
4.9% 5/17/44	300,000	279,823
Mylan NV:
5.2% 4/15/48	74,000	59,621
5.4% 11/29/43	170,000	146,733
Novartis Capital Corp.:
2.2% 8/14/30	290,000	249,492
2.75% 8/14/50	310,000	199,494
4.4% 5/6/44	120,000	106,719
Pfizer Investment Enterprises:
4.45% 5/19/26	1,590,000	1,567,872
4.45% 5/19/28	500,000	489,303
4.65% 5/19/30	300,000	293,464
4.75% 5/19/33	360,000	348,085
5.11% 5/19/43	200,000	189,790
5.3% 5/19/53	878,000	839,394
5.34% 5/19/63	150,000	140,953
Pfizer, Inc.:
2.55% 5/28/40	120,000	83,309
2.7% 5/28/50	100,000	63,954
3.45% 3/15/29	100,000	94,067
3.9% 3/15/39	70,000	59,445
4% 12/15/36	190,000	168,839
4% 3/15/49	300,000	241,351
4.3% 6/15/43	106,000	91,082
4.4% 5/15/44	110,000	97,839
7.2% 3/15/39	230,000	271,084
Pharmacia LLC 6.6% 12/1/28 (b)	190,000	201,355
Royalty Pharma PLC 3.35% 9/2/51	290,000	184,910
Shire Acquisitions Investments Ireland DAC 3.2% 9/23/26	594,000	566,988
Takeda Pharmaceutical Co. Ltd.:
2.05% 3/31/30	290,000	243,889
3.025% 7/9/40	330,000	241,882
5% 11/26/28	210,000	207,998
Utah Acquisition Sub, Inc. 3.95% 6/15/26	320,000	308,706
Viatris, Inc.:
2.7% 6/22/30	428,000	360,353
3.85% 6/22/40	100,000	72,998
4% 6/22/50	70,000	47,219
Wyeth LLC 5.95% 4/1/37	50,000	52,489
Zoetis, Inc.:
3% 9/12/27	50,000	46,729
3.95% 9/12/47	290,000	228,417
		20,255,170
TOTAL HEALTH CARE		61,511,644
INDUSTRIALS - 1.8%
Aerospace & Defense - 0.7%
General Dynamics Corp.:
2.625% 11/15/27	180,000	166,844
2.85% 6/1/41	120,000	86,323
3.25% 4/1/25	1,040,000	1,021,533
3.75% 5/15/28	100,000	96,009
4.25% 4/1/40	104,000	91,511
4.25% 4/1/50	30,000	25,174
General Electric Co.:
4.25% 5/1/40	50,000	41,616
4.35% 5/1/50	170,000	143,100
4.5% 3/11/44	200,000	175,671
Howmet Aerospace, Inc. 5.95% 2/1/37	50,000	51,145
Huntington Ingalls Industries, Inc. 3.483% 12/1/27	170,000	159,264
L3Harris Technologies, Inc.:
1.8% 1/15/31	575,000	461,812
5.6% 7/31/53	170,000	168,478
Lockheed Martin Corp.:
3.6% 3/1/35	450,000	392,552
3.9% 6/15/32	160,000	148,167
4.07% 12/15/42	110,000	92,547
4.09% 9/15/52	119,000	95,448
4.15% 6/15/53	150,000	121,084
4.7% 5/15/46	136,000	123,021
5.1% 11/15/27	210,000	211,062
5.7% 11/15/54	100,000	102,686
5.9% 11/15/63	150,000	158,130
6.15% 9/1/36	100,000	107,618
Northrop Grumman Corp.:
2.93% 1/15/25	120,000	118,061
3.25% 1/15/28	100,000	93,998
3.85% 4/15/45	130,000	101,871
4.03% 10/15/47	328,000	260,269
4.4% 5/1/30	210,000	202,009
4.7% 3/15/33	120,000	115,426
4.75% 6/1/43	110,000	98,539
5.15% 5/1/40	150,000	143,795
5.25% 5/1/50	70,000	66,659
RTX Corp.:
1.9% 9/1/31	470,000	374,030
2.25% 7/1/30	130,000	110,184
2.82% 9/1/51	210,000	128,076
3.75% 11/1/46	100,000	75,142
3.95% 8/16/25	80,000	78,581
4.125% 11/16/28	400,000	383,178
4.35% 4/15/47	100,000	82,483
4.45% 11/16/38	360,000	317,953
4.5% 6/1/42	40,000	34,776
4.875% 10/15/40	210,000	191,639
5.15% 2/27/33	100,000	98,365
5.7% 4/15/40	160,000	160,335
6.1% 3/15/34	500,000	523,261
6.125% 7/15/38	640,000	668,602
Textron, Inc. 4% 3/15/26	200,000	194,892
The Boeing Co.:
2.75% 2/1/26	140,000	132,488
2.95% 2/1/30	220,000	186,938
3.2% 3/1/29	320,000	281,236
3.375% 6/15/46	120,000	75,835
3.75% 2/1/50	70,000	45,529
3.9% 5/1/49	130,000	87,044
3.95% 8/1/59	160,000	100,470
4.875% 5/1/25	2,590,000	2,562,321
5.705% 5/1/40	700,000	643,219
5.805% 5/1/50	320,000	286,538
5.93% 5/1/60	230,000	202,868
6.298% 5/1/29 (c)	170,000	171,378
6.528% 5/1/34 (c)	486,000	492,764
6.858% 5/1/54 (c)	70,000	70,996
6.875% 3/15/39	160,000	164,629
		14,367,172
Air Freight & Logistics - 0.1%
FedEx Corp.:
2.4% 5/15/31	350,000	293,859
3.25% 5/15/41	310,000	225,878
4.05% 2/15/48	80,000	61,223
4.1% 2/1/45	130,000	101,950
4.25% 5/15/30	130,000	124,398
4.9% 1/15/34	100,000	96,790
4.95% 10/17/48	80,000	70,032
5.25% 5/15/50	178,000	163,697
United Parcel Service, Inc.:
3.05% 11/15/27	150,000	140,837
3.75% 11/15/47	160,000	122,750
3.9% 4/1/25	350,000	345,565
4.45% 4/1/30	150,000	146,134
4.875% 3/3/33	160,000	157,029
5.2% 4/1/40	100,000	97,863
5.5% 5/22/54	170,000	168,294
6.2% 1/15/38	234,000	253,859
		2,570,158
Building Products - 0.1%
Carrier Global Corp.:
2.242% 2/15/25	300,000	292,798
2.493% 2/15/27	100,000	93,099
2.722% 2/15/30	410,000	359,907
3.377% 4/5/40	150,000	115,994
3.577% 4/5/50	100,000	72,861
5.9% 3/15/34	521,000	541,218
Johnson Controls International PLC/Tyco Fire & Security Finance SCA:
1.75% 9/15/30	300,000	245,866
2% 9/16/31	280,000	225,127
Masco Corp.:
1.5% 2/15/28	100,000	87,181
2% 2/15/31	90,000	73,141
3.125% 2/15/51	50,000	32,108
Owens Corning:
3.4% 8/15/26	100,000	95,624
3.875% 6/1/30	70,000	65,098
4.3% 7/15/47	110,000	89,453
5.95% 6/15/54	100,000	100,861
		2,490,336
Commercial Services & Supplies - 0.1%
Republic Services, Inc.:
1.45% 2/15/31	500,000	394,796
3.95% 5/15/28	200,000	191,836
5% 12/15/33	140,000	136,481
Veralto Corp. 5.45% 9/18/33 (c)	110,000	108,925
Waste Management, Inc.:
1.5% 3/15/31	140,000	111,705
2.5% 11/15/50	150,000	89,488
2.95% 6/1/41	130,000	94,275
3.15% 11/15/27	50,000	47,128
4.15% 4/15/32	220,000	206,696
		1,381,330
Electrical Equipment - 0.0%
ABB Finance (U.S.A.), Inc. 4.375% 5/8/42	70,000	62,219
Emerson Electric Co. 2.8% 12/21/51	220,000	138,288
Hubbell, Inc. 3.35% 3/1/26	110,000	106,227
Regal Rexnord Corp.:
6.3% 2/15/30	290,000	296,877
6.4% 4/15/33	50,000	51,466
Rockwell Automation, Inc. 4.2% 3/1/49	100,000	82,974
		738,051
Ground Transportation - 0.4%
Burlington Northern Santa Fe LLC:
2.875% 6/15/52	280,000	175,854
3.05% 2/15/51	30,000	19,740
3.25% 6/15/27	550,000	524,420
3.3% 9/15/51	140,000	96,908
4.05% 6/15/48	182,000	146,266
4.15% 12/15/48	100,000	81,375
4.45% 3/15/43	151,000	131,922
5.15% 9/1/43	100,000	95,602
5.2% 4/15/54	240,000	228,240
5.75% 5/1/40	100,000	102,610
6.15% 5/1/37	70,000	75,246
Canadian National Railway Co.:
2.45% 5/1/50	290,000	173,147
2.75% 3/1/26	150,000	144,165
3.65% 2/3/48	100,000	77,214
4.45% 1/20/49	50,000	43,474
6.125% 11/1/53	60,000	66,316
Canadian Pacific Railway Co.:
1.75% 12/2/26	200,000	183,634
2.45% 12/2/31	200,000	180,663
3.1% 12/2/51	200,000	132,549
3.5% 5/1/50	260,000	186,953
4.2% 11/15/69	50,000	37,966
4.8% 8/1/45	230,000	206,674
CSX Corp.:
2.5% 5/15/51	110,000	64,753
3.35% 11/1/25	250,000	243,135
3.8% 3/1/28	50,000	48,012
4.25% 3/15/29	150,000	145,325
4.3% 3/1/48	210,000	175,633
4.4% 3/1/43	50,000	43,483
4.65% 3/1/68	280,000	234,948
4.75% 11/15/48	160,000	142,751
6.15% 5/1/37	100,000	107,010
Norfolk Southern Corp.:
2.9% 6/15/26	370,000	353,413
3.05% 5/15/50	100,000	64,980
3.155% 5/15/55	100,000	63,298
3.8% 8/1/28	72,000	68,590
3.95% 10/1/42	305,000	245,410
4.1% 5/15/21	200,000	140,932
4.15% 2/28/48	100,000	79,922
4.55% 6/1/53	80,000	67,195
5.35% 8/1/54	60,000	57,060
5.55% 3/15/34	230,000	233,609
Union Pacific Corp.:
2.15% 2/5/27	120,000	111,429
2.75% 3/1/26	360,000	345,206
2.891% 4/6/36	390,000	311,806
3.25% 2/5/50	270,000	187,754
3.375% 2/14/42	150,000	115,465
3.799% 4/6/71	330,000	232,679
3.85% 2/14/72	230,000	163,715
3.875% 2/1/55	80,000	60,706
4% 4/15/47	90,000	71,611
5.15% 1/20/63	210,000	193,743
		7,484,511
Industrial Conglomerates - 0.1%
3M Co.:
2.25% 9/19/26	330,000	308,297
2.375% 8/26/29	270,000	234,843
2.875% 10/15/27	210,000	195,057
3.25% 8/26/49	100,000	68,277
3.375% 3/1/29	110,000	101,376
3.7% 4/15/50	96,000	69,959
5.7% 3/15/37	100,000	103,223
Honeywell International, Inc.:
1.35% 6/1/25	100,000	96,122
1.95% 6/1/30	100,000	84,650
2.3% 8/15/24	190,000	188,786
2.7% 8/15/29	210,000	188,862
2.8% 6/1/50	200,000	133,094
4.875% 9/1/29	120,000	119,709
5% 2/15/33	440,000	438,994
5% 3/1/35	120,000	118,388
5.25% 3/1/54	120,000	116,335
5.35% 3/1/64	70,000	68,025
Trane Technologies Financing Ltd.:
3.8% 3/21/29	180,000	170,499
5.25% 3/3/33	80,000	80,158
		2,884,654
Machinery - 0.2%
Caterpillar Financial Services Corp. 1.1% 9/14/27	540,000	478,886
Caterpillar, Inc.:
2.6% 4/9/30	210,000	184,958
3.25% 9/19/49	170,000	120,658
3.25% 4/9/50	130,000	93,014
3.803% 8/15/42	200,000	162,851
5.2% 5/27/41	300,000	292,974
Cummins, Inc.:
1.5% 9/1/30	190,000	154,468
4.875% 10/1/43	250,000	231,955
Deere & Co. 2.875% 9/7/49	190,000	127,432
Eaton Corp.:
4.15% 3/15/33	340,000	317,111
4.15% 11/2/42	100,000	85,417
Illinois Tool Works, Inc. 3.9% 9/1/42	100,000	83,040
Ingersoll Rand, Inc. 5.4% 8/14/28	220,000	221,730
Otis Worldwide Corp.:
2.293% 4/5/27	170,000	157,738
2.565% 2/15/30	220,000	191,571
3.362% 2/15/50	80,000	56,012
Parker Hannifin Corp.:
2.7% 6/14/24	300,000	299,706
3.25% 3/1/27	180,000	171,492
3.25% 6/14/29	210,000	192,142
4% 6/14/49	160,000	125,448
4.25% 9/15/27	170,000	165,258
Stanley Black & Decker, Inc.:
2.75% 11/15/50	151,000	86,168
3% 5/15/32	190,000	160,179
6% 3/6/28	100,000	102,952
Westinghouse Air Brake Tech Co.:
3.45% 11/15/26	200,000	190,701
4.7% 9/15/28	200,000	195,604
		4,649,465
Passenger Airlines - 0.0%
American Airlines Pass Through Trust equipment trust certificate 2.875% 1/11/36	193,109	163,357
Southwest Airlines Co.:
5.125% 6/15/27	251,000	249,410
5.25% 5/4/25	130,000	129,490
United Airlines 2020-1 Class B Pass Through Trust 4.875% 7/15/27	98,784	97,050
United Airlines Pass-Through Trust Series 2023-1 Class A, 5.8% 7/15/37	260,000	260,830
		900,137
Professional Services - 0.0%
Leidos, Inc. 5.75% 3/15/33	140,000	141,446
Thomson Reuters Corp. 5.85% 4/15/40	110,000	113,565
		255,011
Trading Companies & Distributors - 0.1%
Air Lease Corp.:
2.1% 9/1/28	190,000	165,890
2.2% 1/15/27	140,000	128,772
3.625% 12/1/27	140,000	131,997
3.75% 6/1/26	290,000	279,612
4.625% 10/1/28	350,000	338,542
GATX Corp. 6.9% 5/1/34	300,000	324,902
W.W. Grainger, Inc. 3.75% 5/15/46	120,000	92,808
		1,462,523
TOTAL INDUSTRIALS		39,183,348
INFORMATION TECHNOLOGY - 2.2%
Communications Equipment - 0.1%
Cisco Systems, Inc.:
4.85% 2/26/29	300,000	299,076
5.05% 2/26/34	300,000	298,111
5.3% 2/26/54	140,000	137,344
5.5% 1/15/40	192,000	195,323
5.9% 2/15/39	400,000	424,431
Motorola Solutions, Inc.:
2.3% 11/15/30	330,000	274,816
4.6% 2/23/28	110,000	107,781
5.4% 4/15/34	130,000	128,440
		1,865,322
Electronic Equipment, Instruments & Components - 0.1%
Amphenol Corp.:
2.2% 9/15/31	140,000	114,504
5.25% 4/5/34	180,000	179,417
Corning, Inc.:
5.35% 11/15/48	300,000	280,272
5.75% 8/15/40	100,000	98,673
Dell International LLC/EMC Corp.:
4.9% 10/1/26	450,000	444,904
5.3% 10/1/29	90,000	90,155
5.75% 2/1/33	110,000	112,627
8.1% 7/15/36	310,000	370,453
8.35% 7/15/46	92,000	116,618
Keysight Technologies, Inc. 4.55% 10/30/24	130,000	129,228
Teledyne Technologies, Inc.:
2.25% 4/1/28	100,000	89,177
2.75% 4/1/31	100,000	84,622
Tyco Electronics Group SA:
2.5% 2/4/32	110,000	92,351
4.5% 2/13/26	200,000	197,381
Vontier Corp.:
1.8% 4/1/26	180,000	167,093
2.4% 4/1/28	70,000	61,370
		2,628,845
IT Services - 0.1%
CDW LLC/CDW Finance Corp.:
2.67% 12/1/26	430,000	399,785
3.569% 12/1/31	70,000	60,452
IBM Corp.:
1.95% 5/15/30	100,000	83,712
2.85% 5/15/40	110,000	78,480
2.95% 5/15/50	100,000	63,397
3.43% 2/9/52	180,000	123,871
3.5% 5/15/29	170,000	158,109
4.15% 5/15/39	450,000	384,775
4.5% 2/6/28	680,000	667,565
4.7% 2/19/46	204,000	181,727
5.6% 11/30/39	540,000	547,753
5.875% 11/29/32	120,000	125,643
		2,875,269
Semiconductors & Semiconductor Equipment - 0.6%
Advanced Micro Devices, Inc. 4.393% 6/1/52	70,000	59,421
Analog Devices, Inc.:
1.7% 10/1/28	150,000	131,317
2.1% 10/1/31	140,000	115,095
2.8% 10/1/41	150,000	105,814
2.95% 4/1/25	240,000	235,020
2.95% 10/1/51	160,000	104,445
Applied Materials, Inc.:
1.75% 6/1/30	170,000	142,003
3.3% 4/1/27	190,000	182,253
4.35% 4/1/47	90,000	78,871
5.1% 10/1/35	120,000	121,223
Broadcom Corp./Broadcom Cayman LP 3.875% 1/15/27	100,000	96,556
Broadcom, Inc.:
2.45% 2/15/31 (c)	160,000	133,761
2.6% 2/15/33 (c)	100,000	80,087
3.137% 11/15/35 (c)	290,000	230,516
3.15% 11/15/25	230,000	222,392
3.187% 11/15/36 (c)	220,000	172,675
3.419% 4/15/33 (c)	190,000	162,369
3.459% 9/15/26	432,000	414,705
3.469% 4/15/34 (c)	230,000	193,837
3.75% 2/15/51 (c)	530,000	390,747
4.15% 11/15/30	250,000	234,095
4.15% 4/15/32 (c)	100,000	91,367
4.3% 11/15/32	410,000	379,829
4.926% 5/15/37 (c)	200,000	186,162
5% 4/15/30	292,000	290,235
Intel Corp.:
2% 8/12/31	50,000	40,513
2.45% 11/15/29	720,000	628,532
2.8% 8/12/41	220,000	152,235
3.05% 8/12/51	50,000	31,637
3.25% 11/15/49	180,000	119,889
3.734% 12/8/47	110,000	81,362
4.15% 8/5/32	110,000	102,301
4.6% 3/25/40	110,000	99,258
4.75% 3/25/50	390,000	334,736
4.875% 2/10/28	120,000	119,123
5.05% 8/5/62	470,000	413,893
5.2% 2/10/33	540,000	535,593
5.7% 2/10/53	120,000	117,398
5.9% 2/10/63	190,000	188,918
KLA Corp.:
4.1% 3/15/29	160,000	154,607
4.65% 7/15/32	450,000	436,045
5.25% 7/15/62	120,000	114,704
Lam Research Corp.:
2.875% 6/15/50	150,000	98,049
3.125% 6/15/60	50,000	31,718
4% 3/15/29	210,000	201,138
Marvell Technology, Inc.:
1.65% 4/15/26	230,000	214,541
2.45% 4/15/28	120,000	107,828
5.95% 9/15/33	70,000	71,824
Microchip Technology, Inc.:
0.983% 9/1/24	170,000	167,925
5.05% 3/15/29	160,000	158,596
Micron Technology, Inc.:
3.366% 11/1/41	90,000	65,890
4.663% 2/15/30	120,000	115,844
5.3% 1/15/31	100,000	99,363
5.327% 2/6/29	310,000	310,530
5.375% 4/15/28	300,000	301,103
5.875% 9/15/33	100,000	102,436
NVIDIA Corp.:
2% 6/15/31	480,000	400,609
3.5% 4/1/40	90,000	74,426
3.5% 4/1/50	167,000	127,837
NXP BV/NXP Funding LLC/NXP U.S.A., Inc.:
2.65% 2/15/32	300,000	247,493
3.25% 5/11/41	190,000	137,811
3.4% 5/1/30	100,000	89,819
3.875% 6/18/26	140,000	135,862
4.3% 6/18/29	100,000	95,363
Qualcomm, Inc.:
2.15% 5/20/30	380,000	325,981
4.3% 5/20/47	313,000	267,882
4.5% 5/20/52	180,000	155,109
4.8% 5/20/45	130,000	120,098
Texas Instruments, Inc.:
2.25% 9/4/29	510,000	448,296
2.9% 11/3/27	160,000	150,224
3.875% 3/15/39	210,000	183,200
4.9% 3/14/33	270,000	268,087
5.05% 5/18/63	210,000	195,743
		13,696,164
Software - 0.8%
Adobe, Inc.:
2.15% 2/1/27	240,000	223,432
4.95% 4/4/34	160,000	158,179
Autodesk, Inc. 2.85% 1/15/30	140,000	123,648
Fortinet, Inc. 1% 3/15/26	210,000	193,638
Microsoft Corp.:
2.4% 8/8/26	520,000	492,762
2.5% 9/15/50 (c)	230,000	142,136
2.525% 6/1/50	510,000	320,223
2.675% 6/1/60	200,000	120,832
2.921% 3/17/52	170,000	114,632
3.041% 3/17/62	460,000	300,101
3.3% 2/6/27	1,650,000	1,588,077
3.45% 8/8/36	830,000	718,874
3.5% 2/12/35	180,000	161,833
3.75% 2/12/45	100,000	83,933
5.3% 2/8/41	280,000	295,717
Oracle Corp.:
2.5% 4/1/25	5,100,000	4,968,383
2.65% 7/15/26	100,000	94,433
2.875% 3/25/31	820,000	705,189
3.25% 11/15/27	600,000	563,729
3.25% 5/15/30	110,000	99,061
3.6% 4/1/40	610,000	469,881
3.6% 4/1/50	210,000	146,084
3.8% 11/15/37	340,000	279,565
3.85% 4/1/60	340,000	233,297
3.9% 5/15/35	100,000	86,579
3.95% 3/25/51	200,000	147,338
4% 11/15/47	388,000	294,564
4.1% 3/25/61	720,000	518,613
4.125% 5/15/45	110,000	86,559
4.375% 5/15/55	200,000	155,677
4.5% 7/8/44	120,000	100,045
4.9% 2/6/33	260,000	251,285
5.375% 7/15/40	270,000	256,624
6.125% 7/8/39	114,000	117,669
6.25% 11/9/32	150,000	158,237
Roper Technologies, Inc.:
1% 9/15/25	60,000	56,659
1.4% 9/15/27	60,000	53,103
1.75% 2/15/31	60,000	48,019
2% 6/30/30	400,000	332,572
Salesforce, Inc.:
1.5% 7/15/28	140,000	122,465
1.95% 7/15/31	100,000	81,835
2.9% 7/15/51	390,000	250,238
3.7% 4/11/28	140,000	134,409
VMware, Inc.:
1.4% 8/15/26	690,000	631,914
4.7% 5/15/30	100,000	96,113
		16,578,156
Technology Hardware, Storage & Peripherals - 0.5%
Apple, Inc.:
0.7% 2/8/26	2,500,000	2,326,540
1.125% 5/11/25	500,000	480,800
1.7% 8/5/31	280,000	227,413
2.05% 9/11/26	290,000	271,859
2.375% 2/8/41	920,000	633,210
2.4% 8/20/50	330,000	198,738
2.55% 8/20/60	110,000	65,911
2.65% 5/11/50	250,000	158,388
2.7% 8/5/51	190,000	119,947
2.85% 8/5/61	490,000	301,000
2.95% 9/11/49	180,000	121,893
3% 11/13/27	890,000	842,036
3.35% 2/9/27	240,000	230,999
3.75% 9/12/47	110,000	87,426
3.75% 11/13/47	90,000	71,667
4% 5/10/28	500,000	488,185
4.3% 5/10/33	1,000,000	980,472
4.375% 5/13/45	120,000	107,021
4.45% 5/6/44	100,000	92,093
4.5% 2/23/36	110,000	106,949
4.65% 2/23/46	201,000	185,317
Hewlett Packard Enterprise Co.:
1.75% 4/1/26	180,000	168,511
4.9% 10/15/25 (b)	1,108,000	1,099,570
5.25% 7/1/28	140,000	140,935
6.2% 10/15/35 (b)	50,000	52,783
HP, Inc.:
2.2% 6/17/25	190,000	184,047
2.65% 6/17/31	210,000	176,440
3.4% 6/17/30	250,000	226,337
4.2% 4/15/32	140,000	129,439
5.5% 1/15/33	100,000	100,027
		10,375,953
TOTAL INFORMATION TECHNOLOGY		48,019,709
MATERIALS - 0.8%
Chemicals - 0.4%
Air Products & Chemicals, Inc.:
1.5% 10/15/25	100,000	95,130
2.05% 5/15/30	40,000	34,015
2.7% 5/15/40	220,000	156,651
2.8% 5/15/50	40,000	25,580
4.8% 3/3/33	120,000	117,278
Albemarle Corp.:
4.65% 6/1/27	160,000	156,622
5.05% 6/1/32	130,000	125,012
Celanese U.S. Holdings LLC:
6.165% 7/15/27	650,000	658,846
6.7% 11/15/33	140,000	147,276
CF Industries Holdings, Inc. 5.375% 3/15/44	130,000	119,940
DuPont de Nemours, Inc.:
4.493% 11/15/25	320,000	315,893
4.725% 11/15/28	240,000	238,734
5.319% 11/15/38	310,000	312,052
Eastman Chemical Co.:
4.5% 12/1/28	406,000	394,000
4.8% 9/1/42	80,000	69,362
Ecolab, Inc.:
1.3% 1/30/31	560,000	443,866
2.125% 8/15/50	150,000	83,316
Huntsman International LLC 4.5% 5/1/29	120,000	113,259
International Flavors & Fragrances, Inc.:
4.45% 9/26/28	130,000	124,801
5% 9/26/48	90,000	76,435
Linde, Inc.:
2% 8/10/50	100,000	53,975
3.2% 1/30/26	230,000	222,589
LYB International Finance II BV 3.5% 3/2/27	680,000	649,718
LYB International Finance III LLC:
3.375% 10/1/40	220,000	161,974
3.625% 4/1/51	110,000	76,201
3.8% 10/1/60	100,000	67,784
5.625% 5/15/33	160,000	162,446
LyondellBasell Industries NV 4.625% 2/26/55	90,000	72,788
Nutrien Ltd.:
3.95% 5/13/50	170,000	127,820
4.125% 3/15/35	150,000	133,313
4.2% 4/1/29	32,000	30,649
4.9% 3/27/28	380,000	375,585
5% 4/1/49	106,000	93,819
PPG Industries, Inc. 2.4% 8/15/24	180,000	178,779
Rohm & Haas Co. 7.85% 7/15/29	120,000	132,065
RPM International, Inc.:
2.95% 1/15/32	70,000	58,266
3.75% 3/15/27	100,000	95,492
4.55% 3/1/29	120,000	115,640
Sherwin-Williams Co.:
2.95% 8/15/29	120,000	107,527
3.125% 6/1/24	160,000	159,943
3.45% 6/1/27	210,000	200,048
3.8% 8/15/49	80,000	60,209
4.5% 6/1/47	200,000	169,442
The Dow Chemical Co.:
2.1% 11/15/30	450,000	377,463
3.6% 11/15/50	170,000	119,935
4.375% 11/15/42	100,000	83,637
5.15% 2/15/34	220,000	215,848
5.25% 11/15/41	130,000	121,970
5.55% 11/30/48	80,000	76,653
6.9% 5/15/53	50,000	56,117
7.375% 11/1/29	110,000	120,829
The Mosaic Co.:
4.05% 11/15/27	170,000	163,216
5.45% 11/15/33	150,000	148,122
Westlake Corp.:
3.375% 6/15/30	210,000	188,124
3.6% 8/15/26	858,000	823,905
		9,809,959
Construction Materials - 0.0%
CRH America Finance, Inc. 5.4% 5/21/34	200,000	197,891
Martin Marietta Materials, Inc.:
2.5% 3/15/30	110,000	94,960
4.25% 12/15/47	120,000	97,709
		390,560
Containers & Packaging - 0.1%
Amcor Flexibles North America, Inc.:
2.69% 5/25/31	220,000	183,735
4% 5/17/25	200,000	196,681
Amcor Group Finance 5.45% 5/23/29	150,000	150,155
Avery Dennison Corp. 2.65% 4/30/30	140,000	121,002
International Paper Co.:
5% 9/15/35	328,000	310,271
6% 11/15/41	70,000	69,025
Smurfit Kappa Treasury ULC 5.438% 4/3/34 (c)	300,000	294,461
WRKCo, Inc.:
3.9% 6/1/28	170,000	161,284
4.65% 3/15/26	400,000	393,792
4.9% 3/15/29	140,000	138,290
		2,018,696
Metals & Mining - 0.3%
ArcelorMittal SA:
6.55% 11/29/27	230,000	237,641
6.8% 11/29/32	270,000	287,660
Barrick North America Finance LLC 5.7% 5/30/41	142,000	141,520
Barrick PD Australia Finance Pty Ltd. 5.95% 10/15/39	100,000	100,964
BHP Billiton Financial (U.S.A.) Ltd.:
4.125% 2/24/42	100,000	84,701
4.75% 2/28/28	400,000	395,763
5% 9/30/43	151,000	140,638
5.25% 9/8/33	330,000	328,111
5.5% 9/8/53	50,000	49,378
Freeport-McMoRan, Inc.:
4.375% 8/1/28	110,000	105,387
4.625% 8/1/30	190,000	181,746
5.45% 3/15/43	160,000	150,579
Newmont Corp.:
2.25% 10/1/30	160,000	135,070
2.6% 7/15/32	120,000	99,218
4.875% 3/15/42	520,000	475,648
5.45% 6/9/44	100,000	96,950
Nucor Corp.:
2.979% 12/15/55	110,000	67,635
3.125% 4/1/32	200,000	172,783
3.95% 5/23/25	450,000	443,482
Rio Tinto Finance (U.S.A.) Ltd.:
2.75% 11/2/51	160,000	99,323
5.2% 11/2/40	324,000	315,402
Rio Tinto Finance (U.S.A.) PLC 5% 3/9/33	200,000	198,067
Southern Copper Corp.:
3.875% 4/23/25	210,000	206,391
5.25% 11/8/42	100,000	92,719
5.875% 4/23/45	178,000	175,831
7.5% 7/27/35	110,000	126,431
Vale Overseas Ltd.:
3.75% 7/8/30	500,000	448,700
6.125% 6/12/33	70,000	69,991
6.875% 11/21/36	120,000	126,825
		5,554,554
Paper & Forest Products - 0.0%
Suzano Austria GmbH:
2.5% 9/15/28	320,000	278,300
6% 1/15/29	230,000	227,907
		506,207
TOTAL MATERIALS		18,279,976
REAL ESTATE - 1.0%
Equity Real Estate Investment Trusts (REITs) - 0.9%
Agree LP 2.9% 10/1/30	100,000	85,544
Alexandria Real Estate Equities, Inc.:
2% 5/18/32	250,000	194,873
3.375% 8/15/31	340,000	298,702
4.5% 7/30/29	100,000	95,980
4.85% 4/15/49	140,000	118,708
5.625% 5/15/54	150,000	141,497
American Homes 4 Rent LP:
3.375% 7/15/51	110,000	71,161
5.5% 2/1/34	90,000	88,117
American Tower Corp.:
1.3% 9/15/25	120,000	113,647
2.1% 6/15/30	120,000	99,721
3.1% 6/15/50	120,000	77,012
3.6% 1/15/28	70,000	65,780
3.7% 10/15/49	150,000	108,399
3.8% 8/15/29	100,000	92,538
5.25% 7/15/28	470,000	468,291
5.65% 3/15/33	370,000	370,781
AvalonBay Communities, Inc.:
2.3% 3/1/30	408,000	350,632
3.35% 5/15/27	170,000	161,706
5.3% 12/7/33	100,000	98,979
Boston Properties, Inc.:
2.75% 10/1/26	100,000	93,218
3.25% 1/30/31	227,000	191,349
3.4% 6/21/29	230,000	203,340
3.65% 2/1/26	130,000	125,168
4.5% 12/1/28	280,000	263,447
Brixmor Operating Partnership LP:
4.05% 7/1/30	48,000	44,189
4.125% 6/15/26	170,000	164,983
4.125% 5/15/29	44,000	41,264
5.5% 2/15/34	80,000	78,054
Camden Property Trust:
2.8% 5/15/30	170,000	148,966
3.15% 7/1/29	190,000	171,713
Corporate Office Properties LP 2.75% 4/15/31	110,000	90,514
Crown Castle, Inc.:
1.35% 7/15/25	90,000	85,773
2.25% 1/15/31	100,000	81,882
3.25% 1/15/51	190,000	125,478
3.3% 7/1/30	480,000	424,550
3.65% 9/1/27	464,000	440,021
5.1% 5/1/33	280,000	268,792
CubeSmart LP 3% 2/15/30	210,000	184,040
EPR Properties:
4.5% 6/1/27	210,000	199,976
4.75% 12/15/26	130,000	125,550
Equinix Europe 2 Financing Corp. LLC 5.5% 6/15/34	310,000	306,388
Equinix, Inc.:
1.45% 5/15/26	200,000	184,904
2.5% 5/15/31	210,000	174,331
ERP Operating LP:
1.85% 8/1/31	240,000	192,910
2.5% 2/15/30	160,000	138,553
3.5% 3/1/28	160,000	150,964
Federal Realty OP LP:
1.25% 2/15/26	200,000	186,002
5.375% 5/1/28	290,000	289,538
GLP Capital LP/GLP Financing II, Inc. 5.25% 6/1/25	310,000	307,675
Healthpeak OP, LLC:
2.875% 1/15/31	430,000	368,715
3% 1/15/30	320,000	282,410
Highwoods Realty LP:
4.125% 3/15/28	140,000	131,046
4.2% 4/15/29	170,000	155,175
Invitation Homes Operating Partnership LP:
2.3% 11/15/28	170,000	149,572
4.15% 4/15/32	110,000	100,104
Kilroy Realty LP:
2.65% 11/15/33	100,000	73,179
6.25% 1/15/36	70,000	67,180
Kimco Realty OP, LLC:
1.9% 3/1/28	610,000	541,345
2.8% 10/1/26	216,000	203,987
4.6% 2/1/33	120,000	112,036
Kite Realty Group LP 5.5% 3/1/34	70,000	68,290
LXP Industrial Trust (REIT) 6.75% 11/15/28	130,000	134,339
NNN (REIT), Inc. 3% 4/15/52	200,000	123,840
Omega Healthcare Investors, Inc.:
4.5% 4/1/27	140,000	135,261
4.75% 1/15/28	201,000	193,272
Piedmont Operating Partnership LP 3.15% 8/15/30	100,000	79,011
Prologis LP:
1.625% 3/15/31	150,000	119,151
1.75% 2/1/31	340,000	274,871
2.125% 4/15/27	170,000	156,603
2.125% 10/15/50	100,000	53,693
2.875% 11/15/29	370,000	330,758
4.625% 1/15/33	100,000	95,364
4.875% 6/15/28	100,000	99,229
5.125% 1/15/34	100,000	98,417
5.25% 6/15/53	100,000	94,394
Public Storage 5.1% 8/1/33	430,000	424,187
Realty Income Corp.:
2.85% 12/15/32	338,000	277,708
3.2% 2/15/31	160,000	139,649
3.25% 1/15/31	238,000	210,245
4.9% 7/15/33	150,000	143,031
Regency Centers LP:
3.7% 6/15/30	150,000	137,051
5.25% 1/15/34	130,000	126,482
Simon Property Group LP:
2% 9/13/24	420,000	415,757
2.2% 2/1/31	250,000	205,662
2.65% 7/15/30	138,000	119,481
2.65% 2/1/32	130,000	108,067
3.375% 12/1/27	150,000	141,713
3.5% 9/1/25	230,000	224,587
4.25% 11/30/46	116,000	94,285
4.75% 3/15/42	110,000	97,022
5.85% 3/8/53	130,000	129,230
6.25% 1/15/34	160,000	168,414
SITE Centers Corp. 4.7% 6/1/27	120,000	119,020
Store Capital LLC 4.5% 3/15/28	200,000	189,260
Sun Communities Operating LP:
2.3% 11/1/28	170,000	148,432
5.5% 1/15/29	170,000	169,117
UDR, Inc.:
2.1% 6/15/33	100,000	75,169
3% 8/15/31	100,000	85,665
3.2% 1/15/30	100,000	89,537
Ventas Realty LP:
4% 3/1/28	184,000	174,855
4.875% 4/15/49	160,000	136,063
VICI Properties LP:
4.75% 2/15/28	580,000	562,657
5.125% 5/15/32	140,000	132,312
6.125% 4/1/54	80,000	76,637
Welltower OP LLC:
2.05% 1/15/29	390,000	337,843
2.75% 1/15/32	110,000	91,873
4.25% 4/15/28	174,000	167,458
Weyerhaeuser Co.:
4% 11/15/29	270,000	252,626
6.95% 10/1/27	150,000	157,529
WP Carey, Inc. 2.4% 2/1/31	140,000	116,394
		19,071,860
Real Estate Management & Development - 0.1%
CBRE Group, Inc.:
5.5% 4/1/29	140,000	139,892
5.95% 8/15/34	100,000	100,828
Digital Realty Trust LP 3.7% 8/15/27	370,000	352,229
Essex Portfolio LP:
2.65% 3/15/32	210,000	171,518
3% 1/15/30	230,000	202,321
Extra Space Storage LP:
3.9% 4/1/29	520,000	487,512
4% 6/15/29	80,000	74,837
Mid-America Apartments LP:
4.2% 6/15/28	260,000	251,155
5% 3/15/34	50,000	48,265
Tanger Properties LP 3.125% 9/1/26	100,000	93,888
		1,922,445
TOTAL REAL ESTATE		20,994,305
UTILITIES - 2.4%
Electric Utilities - 1.8%
AEP Texas, Inc.:
3.45% 5/15/51	70,000	46,084
3.8% 10/1/47	80,000	57,327
4.15% 5/1/49	120,000	90,688
AEP Transmission Co. LLC:
2.75% 8/15/51	100,000	60,132
3.65% 4/1/50	139,000	101,176
5.4% 3/15/53	100,000	95,621
Alabama Power Co.:
1.45% 9/15/30	800,000	645,649
3% 3/15/52	170,000	110,169
5.85% 11/15/33	190,000	197,065
American Electric Power Co., Inc.:
2.3% 3/1/30	120,000	101,237
3.25% 3/1/50	174,000	114,260
4.3% 12/1/28	194,000	186,027
Appalachian Power Co.:
4.5% 8/1/32	140,000	128,744
5.65% 4/1/34	120,000	118,447
7% 4/1/38	100,000	109,194
Arizona Public Service Co.:
2.6% 8/15/29	160,000	140,664
3.35% 5/15/50	200,000	133,467
5.55% 8/1/33	160,000	158,007
Avangrid, Inc. 3.2% 4/15/25	170,000	166,313
Baltimore Gas & Electric Co.:
2.9% 6/15/50	120,000	74,826
3.75% 8/15/47	210,000	157,072
CenterPoint Energy Houston Electric LLC:
2.9% 7/1/50	100,000	63,924
3.35% 4/1/51	70,000	48,709
4.25% 2/1/49	185,000	151,661
4.95% 4/1/33	330,000	320,874
Commonwealth Edison Co.:
2.55% 6/15/26	470,000	446,250
2.75% 9/1/51	200,000	120,072
3.2% 11/15/49	120,000	79,831
4% 3/1/48	208,000	161,847
6.45% 1/15/38	240,000	257,656
Connecticut Light & Power Co.:
4% 4/1/48	60,000	47,582
5.25% 1/15/53	120,000	114,503
Dominion Energy South Carolina:
2.3% 12/1/31	230,000	188,685
5.1% 6/1/65	60,000	53,612
5.3% 5/15/33	100,000	99,496
DTE Electric Co.:
2.95% 3/1/50	80,000	51,806
3% 3/1/32	180,000	154,311
3.65% 3/1/52	190,000	138,826
3.95% 3/1/49	56,000	44,155
4.05% 5/15/48	100,000	79,810
5.2% 3/1/34	110,000	108,783
Duke Energy Carolinas LLC:
3.2% 8/15/49	120,000	80,453
3.75% 6/1/45	150,000	113,523
3.875% 3/15/46	240,000	184,832
3.95% 3/15/48	210,000	162,062
4% 9/30/42	179,000	144,564
4.25% 12/15/41	130,000	108,920
Duke Energy Corp.:
2.45% 6/1/30	200,000	170,529
3.15% 8/15/27	352,000	330,690
3.3% 6/15/41	390,000	283,921
3.75% 9/1/46	110,000	80,882
4.2% 6/15/49	310,000	240,187
5% 8/15/52	100,000	87,320
Duke Energy Florida LLC:
3.2% 1/15/27	240,000	228,545
4.2% 7/15/48	140,000	112,703
6.4% 6/15/38	360,000	383,272
Duke Energy Indiana LLC:
6.35% 8/15/38	170,000	180,670
6.45% 4/1/39	110,000	118,021
Duke Energy Ohio, Inc.:
2.125% 6/1/30	210,000	175,715
3.65% 2/1/29	210,000	197,085
4.3% 2/1/49	65,000	51,986
Duke Energy Progress LLC:
2% 8/15/31	270,000	219,105
3.45% 3/15/29	600,000	558,970
4.1% 5/15/42	130,000	106,447
4.2% 8/15/45	180,000	145,762
5.25% 3/15/33	100,000	99,382
Edison International:
4.125% 3/15/28	100,000	95,238
6.95% 11/15/29	70,000	74,450
Entergy Corp.:
0.9% 9/15/25	500,000	471,084
2.4% 6/15/31	120,000	98,610
3.75% 6/15/50	190,000	134,244
Entergy Louisiana LLC:
3.12% 9/1/27	490,000	460,546
4% 3/15/33	190,000	171,296
5.7% 3/15/54	150,000	147,741
Entergy Mississippi LLC:
5% 9/1/33	100,000	96,574
5.85% 6/1/54	80,000	79,664
Entergy, Inc.:
3.35% 6/15/52	100,000	67,353
3.55% 9/30/49	194,000	136,870
5.3% 9/15/33	70,000	69,455
Eversource Energy:
1.65% 8/15/30	100,000	79,837
2.55% 3/15/31	200,000	165,229
3.45% 1/15/50	120,000	81,933
4.75% 5/15/26	270,000	266,044
5.45% 3/1/28	250,000	250,096
Exelon Corp.:
3.35% 3/15/32	190,000	165,838
3.95% 6/15/25	163,000	160,211
4.05% 4/15/30	650,000	609,541
4.7% 4/15/50	110,000	93,465
5.1% 6/15/45	160,000	145,612
FirstEnergy Corp.:
1.6% 1/15/26	97,000	91,044
2.25% 9/1/30	150,000	123,821
5.1% 7/15/47	150,000	128,948
Florida Power & Light Co.:
2.875% 12/4/51	190,000	120,900
3.95% 3/1/48	160,000	126,259
3.99% 3/1/49	133,000	105,398
4.05% 6/1/42	210,000	175,564
4.05% 10/1/44	170,000	139,600
4.125% 2/1/42	240,000	203,009
5.625% 4/1/34	140,000	144,008
Georgia Power Co.:
2.65% 9/15/29	640,000	567,631
4.65% 5/16/28	170,000	167,037
4.95% 5/17/33	340,000	330,791
5.25% 3/15/34	100,000	99,308
Indiana Michigan Power Co.:
3.25% 5/1/51	80,000	52,489
3.75% 7/1/47	120,000	87,955
Interstate Power and Light Co.:
2.3% 6/1/30	104,000	87,916
4.1% 9/26/28	260,000	248,588
IPALCO Enterprises, Inc. 5.75% 4/1/34 (c)	70,000	69,017
ITC Holdings Corp. 3.25% 6/30/26	220,000	210,388
Kentucky Utilities Co. 5.125% 11/1/40	170,000	160,304
Louisville Gas & Electric Co. 4.25% 4/1/49	60,000	47,955
MidAmerican Energy Co.:
3.65% 8/1/48	280,000	208,380
3.95% 8/1/47	100,000	78,220
4.25% 7/15/49	100,000	81,995
5.35% 1/15/34	200,000	201,969
5.8% 10/15/36	110,000	112,706
Mississippi Power Co.:
3.95% 3/30/28	120,000	114,699
4.25% 3/15/42	50,000	41,260
Nevada Power Co.:
3.125% 8/1/50	150,000	95,753
6% 3/15/54	70,000	71,135
NextEra Energy Capital Holdings, Inc.:
1.875% 1/15/27	300,000	275,063
2.44% 1/15/32	400,000	327,022
3% 1/15/52	110,000	69,461
4.9% 2/28/28	900,000	889,268
5% 7/15/32	80,000	77,933
5.55% 3/15/54	140,000	135,455
5.749% 9/1/25	310,000	310,532
6.051% 3/1/25	1,820,000	1,823,781
Northern States Power Co.:
2.6% 6/1/51	300,000	178,841
3.2% 4/1/52	80,000	53,077
4% 8/15/45	110,000	86,851
NSTAR Electric Co.:
3.1% 6/1/51	100,000	65,570
4.95% 9/15/52	100,000	89,809
Oglethorpe Power Corp.:
3.75% 8/1/50	100,000	71,069
5.05% 10/1/48	50,000	43,638
5.95% 11/1/39	110,000	108,736
Ohio Power Co.:
4% 6/1/49	100,000	76,076
5% 6/1/33	100,000	96,482
Oncor Electric Delivery Co. LLC:
3.1% 9/15/49	100,000	66,629
3.8% 6/1/49	390,000	296,181
4.55% 9/15/32	150,000	142,425
4.6% 6/1/52	150,000	128,196
5.75% 3/15/29	230,000	235,485
Pacific Gas & Electric Co.:
2.5% 2/1/31	320,000	263,618
3.15% 1/1/26	110,000	105,711
3.3% 8/1/40	100,000	71,423
3.5% 6/15/25	506,000	493,918
4.2% 3/1/29	200,000	188,577
4.55% 7/1/30	603,000	569,345
4.75% 2/15/44	370,000	307,147
4.95% 7/1/50	230,000	191,924
5.25% 3/1/52	230,000	197,718
5.8% 5/15/34	120,000	119,711
5.9% 6/15/32	300,000	302,079
6.15% 1/15/33	100,000	102,005
6.7% 4/1/53	90,000	94,644
6.75% 1/15/53	340,000	359,226
PacifiCorp:
2.9% 6/15/52	100,000	58,148
4.15% 2/15/50	250,000	190,102
5.3% 2/15/31	110,000	108,749
5.35% 12/1/53	100,000	89,599
5.8% 1/15/55	270,000	257,049
6% 1/15/39	330,000	334,624
PECO Energy Co.:
4.6% 5/15/52	210,000	182,122
4.9% 6/15/33	230,000	224,673
PG&E Wildfire Recovery:
5.099% 6/1/54	150,000	142,801
5.212% 12/1/49	260,000	247,796
Potomac Electric Power Co.:
4.15% 3/15/43	110,000	91,028
6.5% 11/15/37	60,000	66,116
PPL Capital Funding, Inc. 4% 9/15/47	90,000	64,040
PPL Electric Utilities Corp.:
3% 10/1/49	70,000	46,372
5% 5/15/33	100,000	98,077
5.25% 5/15/53	100,000	95,363
Progress Energy, Inc. 7.75% 3/1/31	100,000	112,582
Public Service Co. of Colorado:
3.2% 3/1/50	210,000	138,718
5.25% 4/1/53	120,000	110,131
6.25% 9/1/37	130,000	135,746
Public Service Co. of New Hampshire 5.35% 10/1/33	140,000	140,339
Public Service Co. of Oklahoma 5.25% 1/15/33	100,000	97,463
Public Service Electric & Gas Co.:
2.45% 1/15/30	80,000	69,253
3% 5/15/25	220,000	215,213
3.15% 1/1/50	300,000	204,664
3.2% 8/1/49	110,000	75,879
3.65% 9/1/42	130,000	101,439
3.7% 5/1/28	120,000	114,299
5.2% 8/1/33	190,000	188,897
5.45% 8/1/53	70,000	68,566
Puget Sound Energy, Inc.:
4.223% 6/15/48	70,000	55,639
4.3% 5/20/45	130,000	107,255
Southern California Edison Co.:
2.95% 2/1/51	250,000	155,932
3.65% 2/1/50	410,000	292,618
3.65% 6/1/51	110,000	77,577
3.9% 3/15/43	230,000	178,454
4.05% 3/15/42	160,000	127,151
4.125% 3/1/48	140,000	109,406
4.65% 10/1/43	158,000	136,386
4.9% 6/1/26	410,000	406,719
5.75% 4/15/54	70,000	68,944
6.05% 3/15/39	100,000	101,747
Southern Co.:
3.25% 7/1/26	765,000	734,384
3.7% 4/30/30	150,000	138,308
4.4% 7/1/46	383,000	321,482
Southwestern Electric Power Co.:
3.85% 2/1/48	70,000	50,033
5.3% 4/1/33	190,000	183,653
Southwestern Public Service Co. 4.5% 8/15/41	160,000	133,615
Tampa Electric Co.:
4.3% 6/15/48	60,000	48,245
4.45% 6/15/49	140,000	116,228
4.9% 3/1/29	170,000	168,049
Tucson Electric Power Co.:
1.5% 8/1/30	100,000	80,477
5.5% 4/15/53	90,000	86,778
Union Electric Co.:
2.625% 3/15/51	140,000	83,045
2.95% 3/15/30	170,000	150,568
3.9% 4/1/52	120,000	92,087
5.45% 3/15/53	100,000	96,225
Virginia Electric & Power Co.:
2.4% 3/30/32	110,000	89,790
2.45% 12/15/50	200,000	112,711
3.8% 4/1/28	90,000	85,691
3.8% 9/15/47	180,000	134,203
4.6% 12/1/48	208,000	176,583
4.625% 5/15/52	100,000	84,600
5% 4/1/33	100,000	96,959
5.3% 8/15/33	240,000	237,065
5.45% 4/1/53	80,000	76,661
6% 5/15/37	120,000	122,916
Wisconsin Electric Power Co. 1.7% 6/15/28	490,000	430,704
Wisconsin Power & Light Co.:
3.95% 9/1/32	120,000	108,960
4.95% 4/1/33	170,000	163,023
Wisconsin Public Service Corp. 2.85% 12/1/51	150,000	93,043
Xcel Energy, Inc.:
3.35% 12/1/26	316,000	300,477
3.4% 6/1/30	73,000	65,393
3.5% 12/1/49	100,000	68,197
5.45% 8/15/33	70,000	68,722
		38,806,263
Gas Utilities - 0.1%
Atmos Energy Corp.:
2.85% 2/15/52	100,000	62,078
3.375% 9/15/49	200,000	139,973
4.125% 10/15/44	210,000	174,526
5.45% 10/15/32	140,000	141,952
CenterPoint Energy Resources Corp.:
1.75% 10/1/30	100,000	80,990
4.4% 7/1/32	80,000	74,770
5.4% 3/1/33	120,000	119,518
Eastern Energy Gas Holdings LLC 2.5% 11/15/24	80,000	78,891
ONE Gas, Inc. 2% 5/15/30	260,000	217,781
Piedmont Natural Gas Co., Inc.:
2.5% 3/15/31	220,000	183,739
3.35% 6/1/50	100,000	65,165
Southern California Gas Co.:
2.55% 2/1/30	210,000	182,203
3.75% 9/15/42	50,000	38,816
4.3% 1/15/49	130,000	104,108
5.2% 6/1/33	310,000	307,094
Southern Co. Gas Capital Corp.:
3.15% 9/30/51	250,000	157,720
5.75% 9/15/33	100,000	102,199
Southwest Gas Corp.:
3.18% 8/15/51	100,000	62,666
5.45% 3/23/28	165,000	165,541
		2,459,730
Independent Power and Renewable Electricity Producers - 0.1%
Constellation Energy Generation, LLC:
3.25% 6/1/25	100,000	97,705
5.6% 6/15/42	130,000	125,013
5.8% 3/1/33	100,000	101,565
6.125% 1/15/34	50,000	52,040
6.5% 10/1/53	180,000	192,215
Emera U.S. Finance LP:
3.55% 6/15/26	160,000	153,081
4.75% 6/15/46	100,000	80,948
Southern Power Co. 5.25% 7/15/43	90,000	82,483
The AES Corp.:
2.45% 1/15/31	100,000	82,114
5.45% 6/1/28	110,000	109,474
		1,076,638
Multi-Utilities - 0.4%
Ameren Corp. 3.5% 1/15/31	250,000	224,007
Ameren Illinois Co.:
4.5% 3/15/49	210,000	180,390
4.95% 6/1/33	90,000	87,592
Berkshire Hathaway Energy Co.:
1.65% 5/15/31	160,000	126,110
2.85% 5/15/51	120,000	73,030
3.25% 4/15/28	450,000	421,027
4.45% 1/15/49	100,000	81,872
4.5% 2/1/45	180,000	156,170
4.6% 5/1/53	100,000	82,890
5.95% 5/15/37	120,000	123,026
6.125% 4/1/36	110,000	114,763
CenterPoint Energy, Inc. 2.95% 3/1/30	120,000	105,756
CMS Energy Corp. 4.75% 6/1/50 (b)	100,000	91,874
Consolidated Edison Co. of New York, Inc.:
3.35% 4/1/30	270,000	245,996
3.7% 11/15/59	100,000	69,200
3.85% 6/15/46	100,000	76,987
3.95% 4/1/50	245,000	191,262
4.5% 5/15/58	220,000	179,141
4.65% 12/1/48	80,000	68,114
5.2% 3/1/33	110,000	109,824
6.15% 11/15/52	150,000	158,839
6.2% 6/15/36	300,000	316,560
6.75% 4/1/38	110,000	121,530
Consumers Energy Co.:
2.65% 8/15/52	115,000	69,471
3.1% 8/15/50	200,000	140,432
4.35% 4/15/49	210,000	178,178
Dominion Energy, Inc.:
3.375% 4/1/30	660,000	592,825
4.85% 8/15/52	280,000	240,402
DTE Energy Co.:
2.85% 10/1/26	200,000	188,950
3.8% 3/15/27	90,000	85,897
National Grid PLC:
5.418% 1/11/34	60,000	58,557
5.809% 6/12/33	100,000	100,380
NiSource, Inc.:
0.95% 8/15/25	700,000	662,422
1.7% 2/15/31	510,000	404,762
3.49% 5/15/27	442,000	420,447
3.6% 5/1/30	90,000	82,108
5% 6/15/52	70,000	62,196
5.95% 6/15/41	110,000	110,349
Public Service Enterprise Group, Inc.:
1.6% 8/15/30	100,000	80,226
5.2% 4/1/29	230,000	228,386
5.85% 11/15/27	100,000	101,725
6.125% 10/15/33	50,000	51,806
Puget Energy, Inc. 4.1% 6/15/30	253,000	231,082
San Diego Gas & Electric Co.:
2.95% 8/15/51	220,000	142,085
4.1% 6/15/49	130,000	101,923
5.35% 4/1/53	170,000	160,919
Sempra:
3.4% 2/1/28	50,000	46,948
3.7% 4/1/29	170,000	158,191
3.8% 2/1/38	270,000	220,675
4% 2/1/48	136,000	103,393
WEC Energy Group, Inc. 4.75% 1/15/28	200,000	197,851
		8,628,546
Water Utilities - 0.0%
American Water Capital Corp.:
2.3% 6/1/31	220,000	182,161
2.95% 9/1/27	430,000	402,259
3.75% 9/1/47	413,000	312,924
4.3% 12/1/42	100,000	85,246
		982,590
TOTAL UTILITIES		51,953,767
TOTAL NONCONVERTIBLE BONDS (Cost $640,539,704)		587,351,907

U.S. Government and Government Agency Obligations - 44.3%
	Principal Amount (a)	Value ($)
U.S. Government Agency Obligations - 0.8%
Fannie Mae:
0.375% 8/25/25	238,000	224,737
0.5% 6/17/25	650,000	619,832
0.54% 10/27/25	500,000	469,924
0.625% 4/22/25	90,000	86,442
0.75% 10/8/27	250,000	219,810
0.875% 8/5/30	108,000	86,467
1.75% 7/2/24	930,000	927,321
6.625% 11/15/30	1,650,000	1,831,420
Federal Farm Credit Bank:
1.4% 3/10/28	2,230,000	1,975,988
3.8% 4/5/32	1,000,000	924,567
Federal Home Loan Bank:
0.375% 9/4/25	175,000	165,420
0.5% 4/14/25	390,000	374,583
0.9% 2/26/27	3,290,000	2,963,260
0.96% 3/5/26	1,300,000	1,214,007
1.5% 8/15/24	125,000	124,014
3.25% 6/9/28	210,000	200,063
3.25% 11/16/28	30,000	28,479
Freddie Mac:
0.375% 7/21/25	480,000	455,200
0.375% 9/23/25	370,000	348,119
1.5% 2/12/25	630,000	613,891
6.25% 7/15/32	830,000	922,776
6.75% 3/15/31	870,000	978,037
Tennessee Valley Authority:
0.75% 5/15/25	560,000	536,940
2.875% 2/1/27	145,000	138,523
4.25% 9/15/65	210,000	175,979
5.25% 9/15/39	420,000	431,557
5.88% 4/1/36	110,000	119,836
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS		17,157,192
U.S. Treasury Obligations - 43.5%
U.S. Treasury Bonds:
1.125% 5/15/40	2,000	1,211
1.125% 8/15/40	76,000	45,582
1.25% 5/15/50	238,000	115,876
1.375% 11/15/40	1,276,000	794,111
1.375% 8/15/50	290,000	145,838
1.625% 11/15/50	6,241,000	3,357,951
1.75% 8/15/41	6,137,000	4,002,714
1.875% 2/15/41	14,910,000	10,069,492
1.875% 2/15/51	9,063,000	5,203,082
1.875% 11/15/51	1,574,000	897,487
2% 11/15/41	3,170,000	2,148,666
2% 2/15/50	683,000	408,439
2% 8/15/51	8,892,000	5,249,753
2.25% 5/15/41	12,975,000	9,275,098
2.25% 8/15/46	148,000	97,483
2.25% 8/15/49	267,000	170,098
2.375% 11/15/49	38,000	24,863
2.375% 5/15/51	2,285,000	1,481,233
2.5% 2/15/46	329,000	229,131
2.5% 5/15/46	122,000	84,719
2.75% 11/15/42	329,000	249,012
2.75% 8/15/47	177,000	127,392
2.75% 11/15/47	157,000	112,752
2.875% 8/15/45	268,000	201,168
2.875% 11/15/46	359,000	266,375
2.875% 5/15/49	361,000	263,036
2.875% 5/15/52	2,960,000	2,135,941
3% 5/15/42	238,000	188,596
3% 11/15/44	264,000	203,754
3% 11/15/45	76,000	58,202
3% 2/15/47	83,000	62,869
3% 5/15/47	1,607,000	1,214,917
3% 2/15/48	121,000	90,939
3% 8/15/48	188,000	140,905
3% 2/15/49	264,000	197,381
3% 8/15/52	7,670,000	5,681,193
3.125% 11/15/41	229,000	186,340
3.125% 2/15/42	264,000	213,964
3.125% 5/15/48	48,000	36,868
3.25% 5/15/42	6,160,000	5,066,841
3.375% 8/15/42	14,140,000	11,812,976
3.375% 5/15/44	186,000	153,188
3.375% 11/15/48	68,000	54,538
3.625% 8/15/43	86,000	73,913
3.625% 2/15/53	9,520,000	7,973,372
3.625% 5/15/53	6,910,000	5,788,205
3.75% 8/15/41	225,000	200,742
3.75% 11/15/43	94,000	82,169
3.875% 8/15/40	126,000	115,226
3.875% 2/15/43	10,190,000	9,108,905
3.875% 5/15/43	7,160,000	6,385,825
4% 11/15/42	10,370,000	9,452,498
4% 11/15/52	6,250,000	5,612,305
4.125% 8/15/53	4,510,000	4,136,516
4.25% 2/15/54	29,973,000	28,113,737
4.375% 2/15/38	81,000	80,019
4.375% 11/15/39	5,000	4,885
4.375% 5/15/41	433,000	419,147
4.375% 8/15/43	4,130,000	3,943,989
4.5% 2/15/36	223,000	224,821
4.5% 5/15/38	69,000	68,960
4.5% 2/15/44	22,650,000	21,981,117
4.5% 5/15/44	1,740,000	1,720,969
4.625% 5/15/54	4,920,000	4,913,850
4.75% 11/15/43	18,010,000	18,055,025
5% 5/15/37	391,000	411,650
U.S. Treasury Notes:
0.25% 6/30/25	4,190,000	3,978,004
0.25% 7/31/25	2,494,000	2,358,973
0.25% 8/31/25	7,956,000	7,495,422
0.25% 9/30/25	4,049,000	3,801,157
0.375% 11/30/25	7,417,000	6,926,203
0.375% 12/31/25	8,153,000	7,586,430
0.375% 1/31/26	9,105,000	8,443,109
0.375% 7/31/27	3,005,000	2,631,723
0.375% 9/30/27	3,744,000	3,258,011
0.5% 2/28/26	5,602,000	5,190,166
0.5% 4/30/27	546,000	484,703
0.5% 5/31/27	43,000	38,045
0.5% 6/30/27	856,000	755,353
0.5% 8/31/27	2,377,000	2,083,311
0.625% 7/31/26	3,960,000	3,622,936
0.625% 3/31/27	884,000	789,971
0.625% 11/30/27	2,407,000	2,100,202
0.625% 12/31/27	1,696,000	1,475,388
0.625% 8/15/30	644,000	510,269
0.75% 3/31/26	6,314,000	5,859,441
0.75% 4/30/26	3,206,000	2,966,677
0.75% 5/31/26	3,183,000	2,936,442
0.75% 8/31/26	5,654,000	5,171,201
0.75% 1/31/28	4,807,000	4,189,225
0.875% 6/30/26	894,000	824,890
0.875% 9/30/26	6,070,000	5,554,524
1.125% 10/31/26	8,680,000	7,965,595
1.125% 2/29/28	5,030,000	4,435,438
1.125% 8/31/28	5,215,000	4,531,346
1.25% 11/30/26	429,000	394,010
1.25% 12/31/26	7,670,000	7,030,334
1.25% 3/31/28	4,619,000	4,082,222
1.25% 4/30/28	3,357,000	2,960,586
1.25% 5/31/28	2,807,000	2,469,612
1.25% 6/30/28	3,624,000	3,180,909
1.25% 9/30/28	2,821,000	2,459,008
1.25% 8/15/31	3,247,000	2,605,210
1.375% 8/31/26	366,000	339,479
1.375% 10/31/28	7,420,000	6,488,732
1.375% 12/31/28	2,240,000	1,950,463
1.5% 8/15/26	283,000	263,577
1.5% 1/31/27	5,829,000	5,363,818
1.5% 11/30/28	1,062,000	932,071
1.5% 2/15/30	724,000	615,570
1.625% 2/15/26	702,000	664,048
1.625% 9/30/26	1,345,000	1,252,741
1.625% 11/30/26	454,000	420,996
1.625% 8/15/29	2,954,000	2,565,364
1.625% 5/15/31	9,580,000	7,956,639
1.75% 3/15/25	3,230,000	3,143,952
1.75% 1/31/29	4,210,000	3,723,054
1.875% 7/31/26	800,000	752,094
1.875% 2/28/29	820,000	728,263
2% 11/15/26	562,000	526,480
2.25% 2/15/27	4,017,000	3,769,233
2.25% 8/15/27	1,371,000	1,274,120
2.25% 11/15/27	255,000	235,905
2.375% 5/15/27	1,576,000	1,477,192
2.375% 5/15/29	473,000	428,527
2.5% 2/28/26	273,000	261,920
2.5% 3/31/27	11,290,000	10,643,030
2.625% 12/31/25	118,000	113,769
2.625% 1/31/26	420,000	404,266
2.625% 5/31/27	3,110,000	2,933,726
2.625% 2/15/29	1,038,000	955,082
2.625% 7/31/29	13,410,000	12,256,007
2.75% 5/15/25	100,000	97,742
2.75% 6/30/25	237,000	231,097
2.75% 8/31/25	304,000	295,414
2.75% 4/30/27	1,920,000	1,820,025
2.75% 7/31/27	4,190,000	3,957,586
2.75% 2/15/28	629,000	589,589
2.75% 8/15/32	13,225,000	11,648,849
2.875% 4/30/25	81,000	79,330
2.875% 6/15/25	8,590,000	8,391,776
2.875% 7/31/25	258,000	251,550
2.875% 11/30/25	288,000	279,113
2.875% 5/15/28	231,000	216,978
2.875% 8/15/28	1,186,000	1,110,393
2.875% 4/30/29	290,000	269,179
3% 7/15/25	910,000	889,027
3% 10/31/25	535,000	520,204
3.125% 8/15/25	6,350,000	6,203,900
3.125% 8/31/27	3,090,000	2,949,743
3.125% 11/15/28	331,000	312,252
3.125% 8/31/29	2,250,000	2,105,508
3.25% 6/30/27	3,320,000	3,187,978
3.25% 6/30/29	1,750,000	1,650,059
3.375% 5/15/33	960,000	881,100
3.5% 9/15/25	4,490,000	4,401,428
3.5% 1/31/28	5,420,000	5,220,561
3.5% 4/30/28	4,370,000	4,203,006
3.5% 1/31/30	5,650,000	5,364,631
3.5% 4/30/30	7,080,000	6,710,789
3.5% 2/15/33	7,830,000	7,269,971
3.625% 5/15/26	9,550,000	9,327,250
3.625% 3/31/28	2,180,000	2,107,021
3.625% 5/31/28	13,510,000	13,048,760
3.625% 3/31/30	410,000	391,470
3.75% 12/31/28	8,390,000	8,120,602
3.75% 5/31/30	7,190,000	6,904,366
3.75% 6/30/30	6,970,000	6,688,750
3.75% 12/31/30	3,600,000	3,446,156
3.875% 1/15/26	10,260,000	10,082,454
3.875% 12/31/27	5,110,000	4,987,775
3.875% 9/30/29	5,080,000	4,926,211
3.875% 11/30/29	3,970,000	3,847,023
3.875% 12/31/29	5,560,000	5,384,513
3.875% 8/15/33	4,340,000	4,135,884
4% 12/15/25	4,400,000	4,334,000
4% 2/15/26	540,000	531,541
4% 1/15/27	7,640,000	7,503,614
4% 2/29/28	3,620,000	3,546,610
4% 6/30/28	9,110,000	8,919,971
4% 1/31/29	11,640,000	11,384,920
4% 10/31/29	10,290,000	10,035,162
4% 2/28/30	2,170,000	2,113,716
4% 7/31/30	1,020,000	992,109
4% 1/31/31	9,240,000	8,972,906
4% 2/15/34	13,360,000	12,844,388
4.125% 6/15/26	13,790,000	13,594,462
4.125% 2/15/27	17,430,000	17,172,635
4.125% 10/31/27	7,580,000	7,459,490
4.125% 3/31/29	16,110,000	15,836,885
4.125% 8/31/30	6,720,000	6,577,725
4.125% 3/31/31	10,520,000	10,289,875
4.125% 11/15/32	9,650,000	9,397,441
4.25% 5/31/25	1,850,000	1,832,981
4.25% 12/31/25	5,830,000	5,763,392
4.25% 1/31/26	5,600,000	5,535,687
4.25% 3/15/27	12,680,000	12,533,388
4.25% 2/28/29	7,430,000	7,347,283
4.25% 2/28/31	6,710,000	6,613,282
4.375% 8/15/26	210,000	208,023
4.375% 12/15/26	10,500,000	10,406,895
4.375% 11/30/28	6,830,000	6,786,512
4.375% 11/30/30	8,470,000	8,405,482
4.375% 5/15/34	2,840,000	2,814,706
4.5% 11/15/25	2,900,000	2,877,797
4.5% 3/31/26	10,420,000	10,344,699
4.5% 7/15/26	10,340,000	10,268,913
4.5% 4/15/27	22,980,000	22,868,691
4.5% 5/15/27	11,430,000	11,376,422
4.5% 5/31/29	7,560,000	7,561,181
4.5% 11/15/33	12,920,000	12,922,019
4.625% 3/15/26	8,780,000	8,733,699
4.625% 9/15/26	6,990,000	6,962,695
4.625% 10/15/26	5,150,000	5,131,492
4.625% 11/15/26	6,220,000	6,200,077
4.625% 9/30/28	3,820,000	3,830,296
4.625% 4/30/29	5,660,000	5,687,416
4.625% 4/30/31	8,070,000	8,129,264
4.625% 5/31/31	4,360,000	4,391,508
4.75% 7/31/25	4,000,000	3,983,125
4.875% 11/30/25	5,960,000	5,946,497
4.875% 5/31/26	2,910,000	2,910,455
4.875% 10/31/28	3,722,000	3,769,979
4.875% 10/31/30	7,650,000	7,801,805
5% 8/31/25	250,000	249,629
5% 9/30/25	5,700,000	5,693,543
5% 10/31/25	3,000,000	2,997,538
TOTAL U.S. TREASURY OBLIGATIONS		951,876,817
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS (Cost $1,029,899,811)		969,034,009

U.S. Government Agency - Mortgage Securities - 26.3%
	Principal Amount (a)	Value ($)
Fannie Mae - 10.9%
1.5% 2/1/36 to 4/1/52	17,526,788	13,739,419
2% 6/1/27 to 6/1/52	86,234,294	68,404,863
2.5% 4/1/30 to 5/1/53	46,790,752	38,757,216
3% 12/1/26 to 7/1/53	41,734,166	36,081,710
3.5% 12/1/25 to 9/1/52	23,299,750	20,902,868
4% 4/1/26 to 5/1/54	19,416,755	17,847,526
4.5% 11/1/38 to 4/1/54	10,170,490	9,586,454
5% 11/1/44 to 11/1/53	9,846,476	9,530,509
5.5% 7/1/24 to 5/1/54	11,501,034	11,325,416
6% 12/1/52 to 5/1/54	6,771,933	6,794,760
6.5% 3/1/29 to 6/1/54	5,704,580	5,804,085
TOTAL FANNIE MAE		238,774,826
Freddie Mac - 7.4%
1.5% 7/1/36 to 3/1/52	11,071,111	8,893,056
2% 3/1/28 to 4/1/52	56,522,351	45,001,114
2% 9/1/35	1,112,100	977,949
2% 11/1/35	264,333	232,447
2% 11/1/35	333,033	292,860
2.5% 2/1/30 to 4/1/52	48,529,522	39,761,632
3% 2/1/29 to 7/1/53	11,208,663	9,731,443
3.5% 12/1/25 to 6/1/52	8,178,446	7,312,009
4% 6/1/34 to 3/1/53	10,190,238	9,370,454
4% 4/1/48	865	800
4.5% 11/1/40 to 6/1/54	9,611,670	9,069,241
5% 5/1/39 to 4/1/54	8,309,621	8,028,677
5.5% 6/1/49 to 3/1/54	9,404,788	9,258,477
6% 10/1/28 to 4/1/54	8,394,316	8,448,134
6.5% 1/1/53 to 6/1/54	5,676,978	5,779,093
TOTAL FREDDIE MAC		162,157,386
Ginnie Mae - 6.2%
1.5% 4/20/51 to 11/20/51	551,665	424,128
2% 12/20/50 to 8/20/52	26,490,261	21,227,162
2% 6/1/54 (e)	100,000	80,068
2% 6/1/54 (e)	100,000	80,068
2% 6/1/54 (e)	100,000	80,068
2.5% 3/20/47 to 10/20/53	27,822,741	23,205,196
3% 7/20/42 to 11/20/52	20,244,045	17,554,740
3.5% 5/20/44 to 5/20/54	15,127,067	13,554,368
4% 12/20/45 to 4/20/54	9,927,273	9,149,029
4.5% 6/20/45 to 5/20/54	8,713,633	8,250,251
4.5% 6/1/54 (e)	1,425,000	1,346,244
5% 11/20/45 to 5/20/54	8,570,596	8,323,995
5% 6/1/54 (e)	725,000	703,222
5.5% 12/20/44 to 10/20/53	6,479,400	6,429,345
5.5% 6/1/54 (e)	350,000	347,105
5.5% 6/1/54 (e)	550,000	545,451
5.5% 6/1/54 (e)	1,550,000	1,537,179
5.5% 7/1/54 (e)	2,450,000	2,427,151
6% 12/20/52 to 6/20/53	2,380,402	2,397,534
6% 6/1/54 (e)	400,000	402,631
6% 6/1/54 (e)	425,000	427,796
6% 6/1/54 (e)	475,000	478,124
6% 6/1/54 (e)	2,000,000	2,013,156
6% 6/1/54 (e)	50,000	50,329
6% 6/1/54 (e)	1,100,000	1,107,236
6% 6/1/54 (e)	825,000	830,427
6% 6/1/54 (e)	925,000	931,084
6% 6/1/54 (e)	75,000	75,493
6% 6/1/54 (e)	750,000	754,933
6% 7/1/54 (e)	400,000	401,912
6% 7/1/54 (e)	1,100,000	1,105,259
6% 7/1/54 (e)	875,000	879,183
6% 7/1/54 (e)	1,750,000	1,758,367
6% 7/1/54 (e)	150,000	150,717
6.5% 12/20/52 to 9/20/53	1,588,214	1,612,365
6.5% 6/1/54 (e)	2,600,000	2,638,261
6.5% 7/1/54 (e)	2,600,000	2,634,300
TOTAL GINNIE MAE		135,913,877
Uniform Mortgage Backed Securities - 1.8%
2% 6/1/54 (e)	200,000	154,172
2% 6/1/54 (e)	725,000	558,873
2% 6/1/54 (e)	1,450,000	1,117,745
2% 6/1/54 (e)	4,400,000	3,391,779
2% 6/1/54 (e)	25,000	19,271
2.5% 6/1/54 (e)	1,350,000	1,089,334
2.5% 6/1/54 (e)	450,000	363,111
2.5% 6/1/54 (e)	3,500,000	2,824,200
2.5% 6/1/54 (e)	1,000,000	806,914
3% 6/1/54 (e)	1,350,000	1,134,739
3% 6/1/54 (e)	2,650,000	2,227,450
3% 6/1/54 (e)	900,000	756,492
3% 7/1/54 (e)	1,900,000	1,598,004
3.5% 6/1/54 (e)	1,100,000	963,918
3.5% 7/1/54 (e)	6,100,000	5,341,076
4% 6/1/54 (e)	500,000	453,496
4.5% 6/1/54 (e)	1,800,000	1,685,040
5% 6/1/54 (e)	2,000,000	1,924,062
5% 6/1/54 (e)	2,000,000	1,924,062
5% 6/1/54 (e)	675,000	649,371
5% 6/1/54 (e)	400,000	384,812
5.5% 6/1/54 (e)	150,000	147,545
5.5% 6/1/54 (e)	975,000	959,042
5.5% 6/1/54 (e)	1,800,000	1,770,539
6% 6/1/54 (e)	1,275,000	1,276,643
6% 6/1/54 (e)	1,300,000	1,301,675
6.5% 6/1/54 (e)	400,000	406,578
7% 6/1/54 (e)	3,100,000	3,185,001
7% 6/1/54 (e)	1,500,000	1,541,130
TOTAL UNIFORM MORTGAGE BACKED SECURITIES		39,956,074
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES (Cost $636,177,779)		576,802,163

Asset-Backed Securities - 0.2%
	Principal Amount (a)	Value ($)
American Express Credit Accoun Series 2023-4 Class A, 5.15% 9/15/30	200,000	200,828
Capital One Multi-Asset Execution Trust:
Series 2019-A3 Class A3, 2.06% 8/15/28	111,000	103,634
Series 2021-A2 Class A2, 1.39% 7/15/30	280,000	241,502
Capital One Prime Auto Receivables Series 2023-1 Class A3, 4.87% 2/15/28	120,000	119,003
CarMax Auto Owner Trust:
Series 2021-1 Class A3, 0.34% 12/15/25	39,274	38,956
Series 2022-3 Class A2A, 3.97% 4/15/27	613,763	605,922
Series 2023 2 Class A3, 5.05% 1/18/28	480,000	476,558
Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/30	600,000	602,097
Citibank Credit Card Issuance Trust:
Series 2007-A3 Class A3, 6.15% 6/15/39	200,000	211,180
Series 2018-A7 Class A7, 3.96% 10/13/30	250,000	239,232
Ford Credit Auto Owner Trust Series 2023-A Class A3, 4.65% 2/15/28	339,000	335,327
Ford Credit Floorplan Master Owner Trust Series 2018-4 Class A, 4.06% 11/15/30	60,000	57,208
GM Financial Consumer Automobile Receivables Series 2023 2 Class A3, 4.47% 2/16/28	480,000	473,961
GM Financial Consumer Automobile Receivables Trust Series 2021-1 Class A3, 0.35% 10/16/25	14,819	14,769
Hyundai Auto Receivables Trust:
Series 2022-B Class A3, 3.72% 11/16/26	395,045	390,133
Series 2022-C Class A3, 5.39% 6/15/27	300,000	299,566
Series 2023 A Class A3, 4.58% 4/15/27	480,000	475,181
TOTAL ASSET-BACKED SECURITIES (Cost $5,012,819)		4,885,057

Commercial Mortgage Securities - 1.2%
	Principal Amount (a)	Value ($)
BANK sequential payer:
Series 2017-BNK4 Class ASB, 3.419% 5/15/50	150,587	146,442
Series 2020-BN28 Class A4, 1.844% 3/15/63	380,000	307,927
Series 2021-BN35 Class A5, 2.285% 6/15/64	700,000	569,313
Series 2022-BNK39 Class A4, 2.928% 2/15/55	300,000	253,489
Series 2022-BNK41 Class A4, 3.9165% 4/15/65 (b)	950,000	850,561
Series 2023-BNK45 Class A5, 5.203% 2/15/56 (b)	1,440,000	1,415,682
Barclays Commercial Mortgage Securities sequential payer Series 2021-C12 Class A5, 2.689% 11/15/54	300,000	250,007
BBCMS Mortgage Trust sequential payer:
Series 2021-C10 Class A5, 2.492% 7/15/54	450,000	375,415
Series 2021-C11 Class A5, 2.322% 9/15/54	450,000	367,049
Series 2021-C9 Class A5, 2.299% 2/15/54	550,000	453,741
Bbcms Mtg Trust 2024-C26 sequential payer Series 2024-C26 Class A5, 5.803% 5/15/57 (b)	1,885,000	1,948,598
Benchmark Mortgage Trust:
sequential payer:
Series 2020-B19 Class A5, 1.85% 9/15/53	350,000	279,700
Series 2021-B24 Class A5, 2.5843% 3/15/54	450,000	368,324
Series 2023-B39 Class A5, 5.7536% 7/15/56	500,000	511,841
Series 2019-B12 Class A5, 3.1156% 8/15/52	89,000	79,809
Series 2019-B9 Class A5, 4.0156% 3/15/52	160,000	147,751
BMO Mortgage Trust sequential payer Series 2022-C1 Class A5, 3.374% 2/15/55	300,000	261,290
Citigroup Commercial Mortgage Trust sequential payer:
Series 2015-GC29 Class A4, 3.192% 4/10/48	500,000	487,955
Series 2016-C1 Class A4, 3.209% 5/10/49	480,000	458,261
Series 2018-B2 Class A4, 4.009% 3/10/51	250,000	236,488
Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/52	240,000	228,237
CSAIL Commercial Mortgage Trust sequential payer Series 2019-C17:
Class A4, 2.7628% 9/15/52	200,000	176,509
Class A5, 3.0161% 9/15/52	200,000	174,943
Freddie Mac:
sequential payer:
Series 2016-K057 Class A2, 2.57% 7/25/26	330,000	313,878
Series 2020-K104 Class A2, 2.253% 1/25/30	760,000	663,037
Series 2020-K116 Class A2, 1.378% 7/25/30	640,000	521,750
Series 2020-K117 Class A2, 1.406% 8/25/30	710,000	578,261
Series 2020-K118 Class A2, 1.493% 9/25/30	430,000	351,185
Series 2020-K121 Class A2, 1.547% 10/25/30	70,000	57,127
Series 2021-K125 Class A2, 1.846% 1/25/31	450,000	372,216
Series 2021-K126 Class A2, 2.074% 1/25/31	180,000	151,289
Series 2021-K128 Class A2, 2.02% 3/25/31	540,000	451,383
Series 2021-K129 Class A2, 1.914% 5/25/31	540,000	446,665
Series 2021-K130 Class A2, 1.723% 6/25/31	650,000	528,355
Series 2021-K136 Class A2, 2.127% 11/25/31	1,090,000	900,594
Series 2022-K140 Class A2, 2.25% 1/25/32	1,900,000	1,577,326
Series 2022-K145 Class A2, 2.58% 5/25/32	2,500,000	2,113,907
Series 2023-154 Class A2, 4.35% 1/25/33	500,000	478,598
Series 2023-156 Class A2, 4.43% 2/25/33	1,400,000	1,347,877
Series 2023-157 Class A2, 4.2% 5/25/33	600,000	567,404
Series 2023-K751 Class A2, 4.412% 3/25/30	500,000	486,400
Series 2017-K064 Class A2, 3.224% 3/25/27	250,000	238,269
Series 2017-K068 Class A2, 3.244% 8/25/27	570,000	540,013
Series 2018-K730 Class A2, 3.59% 1/25/25	47,258	46,680
Series 2019-K094 Class A2, 2.903% 6/25/29	430,000	392,111
Series 2019-K1510 Class A2, 3.718% 1/25/31	165,000	153,219
Series 2021-K123 Class A2, 1.621% 12/25/30	540,000	441,792
GS Mortgage Securities Trust sequential payer:
Series 2014-GC26 Class A4, 3.364% 11/10/47	151,204	150,190
Series 2020-GC45 Class A5, 2.9106% 2/13/53	300,000	261,912
JPMBB Commercial Mortgage Securities Trust sequential payer:
Series 2014-C21 Class A5, 3.7748% 8/15/47	28,445	28,365
Series 2014-C24 Class A5, 3.6385% 11/15/47	400,000	395,524
JPMDB Commercial Mortgage Securities Trust sequential payer Series 2020-COR7 Class A5, 2.1798% 5/13/53	500,000	394,911
Morgan Stanley Capital I Trust sequential payer Series 2020-L4 Class A3, 2.698% 2/15/53	150,000	129,491
UBS Commercial Mortgage Trust sequential payer Series 2019-C16 Class A4, 3.6048% 4/15/52	350,000	316,623
Wells Fargo Commercial Mortgage Trust sequential payer:
Series 2019-C52 Class A5, 2.892% 8/15/52	200,000	175,708
Series 2019-C54 Class A4, 3.146% 12/15/52	500,000	442,992
Wells Fargo Commercial Mtg Trust 2020-C sequential payer Series 2020-C55 Class A5, 2.725% 2/15/53	135,000	117,158
TOTAL COMMERCIAL MORTGAGE SECURITIES (Cost $29,287,182)		26,481,542

Municipal Securities - 0.5%
	Principal Amount (a)	Value ($)
American Muni. Pwr., Inc. Rev. (Combined Hydroelectric Proj.) Series 2010 B, 7.834% 2/15/41	170,000	203,796
Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev.:
Series 2009 F2, 6.263% 4/1/49	325,000	349,289
Series 2010 S1, 7.043% 4/1/50	55,000	64,444
California Gen. Oblig.:
Series 2009:
7.5% 4/1/34	980,000	1,126,593
7.55% 4/1/39	360,000	430,079
Series 2010, 7.6% 11/1/40	350,000	421,814
Series 2018, 3.5% 4/1/28	175,000	166,589
California State Univ. Rev. Series 2021 B, 2.719% 11/1/52	280,000	182,804
Charlotte-Mecklenburg Hosp. Auth. Health Care Sys. Rev. Series 2021 A, 3.204% 1/15/51	150,000	103,890
Chicago O'Hare Int'l. Arpt. Rev. Series 2010 B, 6.395% 1/1/40	300,000	326,052
Dallas Area Rapid Transit Sales Tax Rev. Series 2021 A, 2.613% 12/1/48	300,000	203,268
Dallas Fort Worth Int'l. Arpt. Rev.:
Series 2019 A, 3.144% 11/1/45	20,000	14,892
Series 2021 C, 2.843% 11/1/46	250,000	178,417
Series 2022 A, 4.507% 11/1/51	100,000	88,128
Florida State Board Administration Fin. Corp. Series 2024 A, 5.526% 7/1/34	300,000	301,743
Golden State Tobacco Securitization Corp. Tobacco Settlement Rev. Series 2021 B:
2.746% 6/1/34	112,000	93,621
3.293% 6/1/42	60,000	45,676
Idaho Energy Resources Auth. Series 2021, 2.861% 9/1/46	75,000	51,649
Illinois Gen. Oblig.:
Series 2003, 5.1% 6/1/33	750,000	735,014
Series 2010-3, 7.35% 7/1/35	85,714	91,922
Kansas St Dev. Fin. Auth. Rev. Series 2015 H, 4.927% 4/15/45	140,000	133,102
Los Angeles Dept. of Aiports (Consolidated Rental Car Facility Proj.) Series 2022 A, 4.242% 5/15/48 (Assured Guaranty Muni. Corp. Insured)	300,000	257,119
Massachusetts Gen. Oblig. Series 2009 E, 5.456% 12/1/39	145,000	144,996
Massachusetts School Bldg. Auth. Dedicated Sales Tax Rev. Series 2019 B, 3.395% 10/15/40	250,000	204,280
Massachusetts Wtr. Resources Auth. Wtr. & Swr. Rev. Series 2021 C, 2.823% 8/1/41	300,000	231,723
Michigan Strategic Fund Ltd. Oblig. Rev. Series 2021 A, 3.225% 9/1/47	100,000	74,913
New Jersey Tpk. Auth. Tpk. Rev.:
Series 2009 E, 7.414% 1/1/40	320,000	372,938
Series 2010 A, 7.102% 1/1/41	140,000	158,469
New York City Gen. Oblig. Series 2011 F1, 6.271% 12/1/37	280,000	297,535
New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. Series 2010 EE, 6.011% 6/15/42	280,000	289,040
New York Metropolitan Trans. Auth. Rev. Series 2010 E, 6.814% 11/15/40	130,000	141,410
New York State Dorm. Auth. Series 2021 C, 2.202% 3/15/34	300,000	235,709
Port Auth. of New York & New Jersey:
Series 180, 4.96% 8/1/46	70,000	66,486
Series 225, 3.175% 7/15/60	300,000	200,522
San Antonio Elec. & Gas Sys. Rev. Series 2012, 4.427% 2/1/42	300,000	279,602
Texas Gen. Oblig.:
Series 2010 A, 4.681% 4/1/40	300,000	280,753
Series 2015 C, 3.738% 10/1/31	190,000	179,054
Univ. of California Regents Med. Ctr. Pool Rev. Series N:
3.006% 5/15/50	150,000	99,955
3.256% 5/15/60	700,000	459,816
Univ. of Michigan Rev. Series 2022 A, 4.454% 4/1/22	180,000	145,983
Univ. of Minnesota Gen. Oblig. Series 2022, 4.048% 4/1/52	210,000	177,511
Univ. of Virginia Gen. Rev. Series 2021 B, 2.584% 11/1/51	210,000	130,994
TOTAL MUNICIPAL SECURITIES (Cost $11,360,933)		9,741,590

Foreign Government and Government Agency Obligations - 1.4%
	Principal Amount (a)	Value ($)
Alberta Province:
1% 5/20/25	260,000	249,527
3.3% 3/15/28	225,000	213,093
4.5% 1/24/34	120,000	116,348
British Columbia Province:
2.25% 6/2/26	350,000	331,618
4.2% 7/6/33	360,000	342,391
4.9% 4/24/29	500,000	502,845
Chilean Republic:
2.55% 7/27/33	1,330,000	1,069,819
3.125% 3/27/25	840,000	821,444
3.24% 2/6/28	200,000	186,625
3.625% 10/30/42	394,000	300,106
4.95% 1/5/36	290,000	276,134
Export Development Canada 4.125% 2/13/29	880,000	864,873
Hungarian Republic 7.625% 3/29/41	110,000	124,083
Indonesian Republic:
2.85% 2/14/30	200,000	176,188
3.35% 3/12/71	270,000	170,438
3.4% 9/18/29	360,000	330,075
3.5% 2/14/50	400,000	291,125
3.85% 10/15/30	750,000	690,469
4.1% 4/24/28	240,000	229,875
4.35% 1/11/48	250,000	210,781
4.45% 4/15/70	150,000	120,844
Israeli State:
3.25% 1/17/28	760,000	698,118
3.375% 1/15/50	475,000	301,320
4.5% 1/30/43	200,000	161,899
5.375% 3/12/29	200,000	196,050
5.5% 3/12/34	200,000	191,448
5.75% 3/12/54	200,000	180,708
Italian Republic:
1.25% 2/17/26	1,161,000	1,079,609
2.375% 10/17/24	400,000	394,870
2.875% 10/17/29	400,000	350,796
3.875% 5/6/51	200,000	136,732
Korea Development Bank:
1.625% 1/19/31	250,000	201,650
2% 10/25/31	350,000	284,140
Korean Republic 2.75% 1/19/27	570,000	541,169
Landwirtschaftliche Rentenbank 3.875% 9/28/27	1,110,000	1,080,346
Ontario Province:
1.125% 10/7/30	1,111,000	888,878
2.3% 6/15/26	70,000	66,322
2.5% 4/27/26	300,000	286,182
Panamanian Republic:
3.16% 1/23/30	800,000	667,602
3.87% 7/23/60	200,000	112,438
4.5% 5/15/47	240,000	164,025
4.5% 4/16/50	400,000	265,375
6.4% 2/14/35	480,000	450,480
6.7% 1/26/36	240,000	230,625
Peruvian Republic:
1.862% 12/1/32	300,000	223,781
2.78% 12/1/60	690,000	379,716
3.55% 3/10/51	250,000	173,828
4.125% 8/25/27	250,000	240,000
6.55% 3/14/37	275,000	289,953
7.35% 7/21/25	430,000	437,659
Philippine Republic:
2.65% 12/10/45	610,000	388,180
2.95% 5/5/45	370,000	249,981
3% 2/1/28	200,000	185,022
3.95% 1/20/40	300,000	248,813
5.17% 10/13/27	1,200,000	1,196,625
5.25% 5/14/34	400,000	399,044
5.5% 1/17/48	200,000	197,272
6.375% 10/23/34	130,000	140,684
9.5% 2/2/30	170,000	205,488
Polish Government:
4.625% 3/18/29	130,000	127,836
5.125% 9/18/34	300,000	292,668
5.5% 4/4/53	260,000	250,936
5.5% 3/18/54	200,000	191,728
5.75% 11/16/32	200,000	206,114
Quebec Province:
1.9% 4/21/31	600,000	498,486
2.5% 4/20/26	590,000	563,468
2.75% 4/12/27	320,000	302,093
United Mexican States:
3.25% 4/16/30	400,000	351,200
3.5% 2/12/34	1,226,000	1,003,021
4.5% 4/22/29	250,000	239,141
4.5% 1/31/50	1,030,000	784,860
4.6% 2/10/48	270,000	208,845
4.75% 4/27/32	200,000	185,900
5% 4/27/51	1,195,000	971,311
5.4% 2/9/28	200,000	199,188
5.55% 1/21/45	560,000	506,275
6.05% 1/11/40	120,000	116,160
6.35% 2/9/35	430,000	434,085
Uruguay Republic:
4.125% 11/20/45	130,000	111,881
4.375% 10/27/27	140,000	138,110
4.975% 4/20/55	462,000	418,254
7.625% 3/21/36	130,000	154,050
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS (Cost $33,271,948)		29,761,139

Supranational Obligations - 0.9%
	Principal Amount (a)	Value ($)
African Development Bank 0.875% 7/22/26	200,000	183,509
Asian Development Bank:
0.375% 9/3/25	700,000	659,651
0.75% 10/8/30	150,000	118,291
1.5% 10/18/24	200,000	197,072
1.875% 1/24/30	1,139,000	983,344
2.5% 11/2/27	20,000	18,604
4% 1/12/33	500,000	477,446
4.375% 3/6/29	1,340,000	1,325,804
4.5% 8/25/28	630,000	626,072
Council of Europe Development Bank 1.375% 2/27/25	2,279,000	2,212,959
European Investment Bank:
0.75% 9/23/30	400,000	317,189
0.875% 5/17/30	80,000	64,576
1.25% 2/14/31	630,000	510,632
2.25% 6/24/24	210,000	209,604
3.625% 7/15/30	1,710,000	1,622,050
4.875% 2/15/36	400,000	406,396
Inter-American Development Bank:
0.625% 7/15/25	140,000	133,092
0.875% 4/20/26	400,000	370,799
1.5% 1/13/27	1,000,000	919,639
3.125% 9/18/28	680,000	639,415
4% 1/12/28	1,500,000	1,463,531
4.375% 1/24/44	190,000	174,569
4.5% 9/13/33	270,000	267,174
International Bank for Reconstruction & Development:
0.375% 7/28/25	350,000	331,285
0.5% 10/28/25	364,000	341,358
0.75% 8/26/30	1,433,000	1,135,576
0.875% 5/14/30	1,054,000	850,498
1.5% 8/28/24	90,000	89,161
1.625% 1/15/25	110,000	107,501
1.875% 10/27/26	320,000	298,612
2.5% 11/22/27	1,340,000	1,246,172
4% 7/25/30	750,000	725,967
4.75% 11/14/33	530,000	535,500
International Finance Corp.:
0.375% 7/16/25	160,000	151,664
0.75% 8/27/30	100,000	79,278
TOTAL SUPRANATIONAL OBLIGATIONS (Cost $21,183,143)		19,793,990

Bank Notes - 0.1%
	Principal Amount (a)	Value ($)
Citizens Bank NA:
2.25% 4/28/25	250,000	242,144
3.75% 2/18/26	250,000	240,887
Discover Bank 2.7% 2/6/30	500,000	425,905
KeyBank NA 5.85% 11/15/27	710,000	704,930
Manufacturers & Traders Trust Co. 2.9% 2/6/25	360,000	352,752
Wells Fargo Bank NA 5.45% 8/7/26	800,000	802,834
TOTAL BANK NOTES (Cost $2,869,700)		2,769,452

Preferred Securities - 0.0%
	Principal Amount (a)	Value ($)
ENERGY - 0.0%
Oil, Gas & Consumable Fuels - 0.0%
BP Capital Markets PLC 6.45% (b)(f)   (Cost $215,916)	210,000	214,695

Money Market Funds - 0.9%
	Shares	Value ($)
Fidelity Cash Central Fund 5.39% (g) (Cost $20,193,938)	20,189,900	20,193,938

TOTAL INVESTMENT IN SECURITIES - 102.6% (Cost $2,430,012,873)	2,247,029,482
NET OTHER ASSETS (LIABILITIES) - (2.6)%	(57,039,666)
NET ASSETS - 100.0%	2,189,989,816

TBA Sale Commitments
	Principal Amount (a)	Value ($)
Ginnie Mae
5.5% 6/1/54	(2,450,000)	(2,429,735)
6% 6/1/54	(400,000)	(402,631)
6% 6/1/54	(1,100,000)	(1,107,236)
6% 6/1/54	(875,000)	(880,756)
6% 6/1/54	(1,100,000)	(1,107,236)
6% 6/1/54	(825,000)	(830,427)
6% 6/1/54	(1,750,000)	(1,761,511)
6% 6/1/54	(150,000)	(150,987)
6% 6/1/54	(75,000)	(75,493)
6% 6/1/54	(750,000)	(754,933)
6.5% 6/1/54	(2,600,000)	(2,638,261)
TOTAL GINNIE MAE		(12,139,206)
Uniform Mortgage Backed Securities
2% 6/1/54	(750,000)	(578,144)
2% 6/1/54	(25,000)	(19,271)
2% 6/1/54	(150,000)	(115,629)
3% 6/1/54	(1,900,000)	(1,597,039)
4.5% 6/1/54	(1,425,000)	(1,333,990)
5% 6/1/54	(2,000,000)	(1,924,062)
5% 6/1/54	(725,000)	(697,472)
5.5% 6/1/54	(1,550,000)	(1,524,630)
6% 6/1/54	(925,000)	(926,192)
TOTAL UNIFORM MORTGAGE BACKED SECURITIES		(8,716,429)
TOTAL TBA SALE COMMITMENTS  (Proceeds $20,818,899)		(20,855,635)

Legend

(a) Amount is stated in United States dollars unless otherwise noted.  

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.  

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933.  These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $4,114,401 or 0.2% of net assets.  

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.  

(e) Security or a portion of the security purchased on a delayed delivery or when-issued basis.  

(f) Security is perpetual in nature with no stated maturity date.  

(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.  

Affiliated Central Funds

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

Affiliate	Value, beginning of period ($)	Purchases ($)	Sales Proceeds ($)	Dividend Income ($)	Realized Gain (loss) ($)	Change in Unrealized appreciation (depreciation) ($)	Value, end of period ($)	% ownership, end of period
Fidelity Cash Central Fund 5.39%	19,067,420	388,028,512	386,902,456	603,952	462	-	20,193,938	0.0%
Total	19,067,420	388,028,512	386,902,456	603,952	462	-	20,193,938

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Investment Valuation

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.   

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Nonconvertible Bonds, U.S. Government and Government Agency Obligations, Municipal Securities, Foreign Government and Government Agency Obligations, Supranational Obligations, Bank Notes and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices.  U.S. Government Agency - Mortgage Securities, Asset-Backed Securities and Commercial Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.

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