Issuer
|
|
| Shares/Par
| Value ($)
|
Bonds – continued
|
Major Banks – 16.6%
|
Australia and New Zealand Banking Group Ltd., 2.57% to 11/25/2030, FLR (CMT - 5yr. + 1.7%) to 11/25/2035 (n)
|
| $
| 3,516,000
| $2,711,574
|
Bank of America Corp., 2.496% to 2/13/2030, FLR (LIBOR - 3mo. + 0.99%) to 2/13/2031
|
|
| 6,090,000
| 5,180,308
|
Bank of America Corp., 2.676% to 6/19/2040, FLR (SOFR - 1 day + 1.93%) to 6/19/2041
|
|
| 33,510,000
| 24,703,565
|
Bank of America Corp., 3.311% to 4/22/2041, FLR (SOFR - 1 day + 1.58%) to 4/22/2042
|
|
| 33,183,000
| 26,702,235
|
Bank of New York Mellon Corp., 5.802% to 10/25/2027, FLR (SOFR - 1 day + 1.802%) to 10/25/2028
|
|
| 10,798,000
| 11,353,124
|
Bank of New York Mellon Corp., 5.834% to 10/25/2032, FLR (SOFR - 1 day + 2.074%) to 10/25/2033
|
|
| 11,847,000
| 12,830,684
|
Barclays PLC, 2.894% to 11/24/2031, FLR (CMT - 1yr. + 1.3%) to 11/24/2032
|
|
| 29,866,000
| 24,381,393
|
Commonwealth Bank of Australia, 3.61% to 9/12/2029, FLR (CMT - 1yr. + 2.05%) to 9/12/2034 (n)
|
|
| 12,534,000
| 10,839,130
|
Commonwealth Bank of Australia, 3.305%, 3/11/2041 (n)
|
|
| 18,459,000
| 13,595,473
|
Credit Agricole S.A., 1.247% to 1/26/2026, FLR (SOFR - 1 day + 0.89162%) to 1/26/2027 (n)
|
|
| 26,499,000
| 23,693,579
|
Goldman Sachs Group, Inc., 2.6%, 2/07/2030
|
|
| 18,400,000
| 16,003,564
|
Goldman Sachs Group, Inc., 2.65% to 10/21/2031, FLR (SOFR - 1 day + 1.264%) to 10/21/2032
|
|
| 30,415,000
| 25,089,160
|
Goldman Sachs Group, Inc., 3.102% to 2/24/2032, FLR (SOFR - 1 day + 1.41%) to 2/24/2033
|
|
| 12,528,000
| 10,736,017
|
HSBC Holdings PLC, 2.357% to 8/18/2030, FLR (SOFR - 1 day + 1.947%) to 8/18/2031
|
|
| 25,595,000
| 20,709,154
|
HSBC Holdings PLC, 2.871% to 11/22/2031, FLR (SOFR - 1 day + 1.41%) to 11/22/2032
|
|
| 7,186,000
| 5,886,734
|
JPMorgan Chase & Co., 3.782% to 2/01/2027, FLR (LIBOR - 3mo. + 1.337%) to 2/01/2028
|
|
| 13,000,000
| 12,495,681
|
JPMorgan Chase & Co., 3.54%, 5/01/2028
|
|
| 18,887,000
| 17,881,481
|
JPMorgan Chase & Co., 2.545% to 11/08/2031, FLR (SOFR - 1 day + 1.18%) to 11/08/2032
|
|
| 26,194,000
| 21,743,621
|
JPMorgan Chase & Co., 3.897% to 1/23/2048, FLR (LIBOR - 3mo. + 1.22%) to 1/23/2049
|
|
| 18,149,000
| 15,495,959
|
Mitsubishi UFJ Financial Group, Inc., 1.64% to 10/13/2026, FLR (CMT - 1yr. + 0.67%) to 10/13/2027
|
|
| 8,042,000
| 7,088,875
|
Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032
|
|
| 15,409,000
| 12,560,987
|
Morgan Stanley, 0.985% to 12/10/2025, FLR (SOFR - 1 day + 0.72%) to 12/10/2026
|
|
| 6,246,000
| 5,557,973
|
Morgan Stanley, 4.431% to 1/23/2029, FLR (LIBOR - 3mo. + 1.63%) to 1/23/2030
|
|
| 3,224,000
| 3,141,729
|
Morgan Stanley, 2.699% to 1/22/2030, FLR (SOFR - 1 day + 1.143%) to 1/22/2031
|
|
| 34,056,000
| 29,552,906
|
Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031
|
|
| 41,896,000
| 38,536,777
|
Morgan Stanley, 3.217% to 4/22/2041, FLR (SOFR - 1 day + 1.485%) to 4/22/2042
|
|
| 2,556,000
| 2,041,634
|
National Australia Bank Ltd., 3.347% to 1/12/2032, FLR (CMT - 5yr. + 1.7%) to 1/12/2037 (n)
|
|
| 30,295,000
| 24,462,409
|
Nordea Bank Abp, 1.5%, 9/30/2026 (n)
|
|
| 39,033,000
| 34,494,218
|
Royal Bank of Canada, 2.3%, 11/03/2031
|
|
| 21,758,000
| 18,057,277
|
Royal Bank of Canada, 5%, 2/01/2033
|
|
| 23,730,000
| 24,088,601
|
Société Générale S.A., 2.797% to 1/19/2027, FLR (CMT - 1yr. + 1.3%) to 1/19/2028 (n)
|
|
| 6,283,000
| 5,661,710
|
Sumitomo Mitsui Financial Group, Inc., 1.71%, 1/12/2031
|
|
| 29,330,000
| 23,065,666
|
Toronto-Dominion Bank, 4.108%, 6/08/2027
|
|
| 14,123,000
| 13,892,592
|
Toronto-Dominion Bank, 4.693%, 9/15/2027
|
|
| 15,916,000
| 16,002,856
|
Toronto-Dominion Bank, 2%, 9/10/2031
|
|
| 37,368,000
| 30,607,019
|
Toronto-Dominion Bank, 4.456%, 6/08/2032
|
|
| 4,816,000
| 4,727,142
|
UBS Group AG, 3.126% to 8/13/2029, FLR (LIBOR - 3mo. + 1.468%) to 8/13/2030 (n)
|
|
| 9,856,000
| 8,684,051
|
UBS Group AG, 3.179% to 2/11/2042, FLR (CMT - 1yr. + 1.1%) to 2/11/2043 (n)
|
|
| 11,560,000
| 8,871,744
|
UBS Group AG, 4.375% to 2/10/2031, FLR (CMT - 1yr. + 3.313%) to 8/10/2171 (n)
|
|
| 24,966,000
| 20,469,623
|
UniCredit S.p.A., 2.569% to 9/22/2025, FLR (CMT - 1yr. + 2.3%) to 9/22/2026 (n)
|
|
| 13,700,000
| 12,428,750
|
UniCredit S.p.A., 1.982% to 6/03/2026, FLR (CMT - 1yr. + 1.2%) to 6/03/2027 (n)
|
|
| 4,551,000
| 4,012,481
|
Wells Fargo & Co., 3.908% to 4/25/2025, FLR (SOFR - 1 day + 1.32%) to 4/25/2026
|
|
| 9,887,000
| 9,659,302
|
Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033
|
|
| 48,203,000
| 42,505,484
|
|
|
|
| $702,204,242
|
Medical & Health Technology & Services – 2.2%
|
Alcon Finance Corp., 2.6%, 5/27/2030 (n)
|
| $
| 26,216,000
| $22,924,425
|
Alcon Finance Corp., 5.375%, 12/06/2032 (n)
|
|
| 4,611,000
| 4,825,164
|
Alcon Finance Corp., 3.8%, 9/23/2049 (n)
|
|
| 6,904,000
| 5,655,893
|
Becton, Dickinson and Co., 2.823%, 5/20/2030
|
|
| 5,566,000
| 4,951,143
|
Becton, Dickinson and Co., 4.298%, 8/22/2032
|
|
| 3,494,000
| 3,410,651
|
Becton, Dickinson and Co., 4.685%, 12/15/2044
|
|
| 6,838,000
| 6,499,137
|
Becton, Dickinson and Co., 4.669%, 6/06/2047
|
|
| 17,690,000
| 16,693,881
|
HCA, Inc., 5.875%, 2/01/2029
|
|
| 17,391,000
| 17,887,882
|
Thermo Fisher Scientific, Inc., 2%, 10/15/2031
|
|
| 8,016,000
| 6,727,984
|
Thermo Fisher Scientific, Inc., 2.8%, 10/15/2041
|
|
| 7,023,000
| 5,514,457
|
|
|
|
| $95,090,617
|