UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT
OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-22619
Name of Registrant: | Vanguard Charlotte Funds |
Address of Registrant: | P.O. Box 2600 |
Valley Forge, PA 19482 |
Name and address of agent for service: | Anne E. Robinson, Esquire |
P.O. Box 876 | |
Valley Forge, PA 19482 |
Registrant’s telephone number, including area code: (610) 669-1000
Date of fiscal year end: October 31
Date of reporting period: November 1, 2022—April 30, 2023
Item 1: Reports to Shareholders
About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 130 |
Liquidity Risk Management | 131 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended April 30, 2023 | |||
Beginning Account Value 10/31/2022 | Ending Account Value 4/30/2023 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Total International Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,032.00 | $0.65 |
ETF Shares | 1,000.00 | 1,032.90 | 0.35 |
Admiral™ Shares | 1,000.00 | 1,032.60 | 0.55 |
Institutional Shares | 1,000.00 | 1,032.70 | 0.35 |
Based on Hypothetical 5% Yearly Return | |||
Total International Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.15 | $0.65 |
ETF Shares | 1,000.00 | 1,024.45 | 0.35 |
Admiral Shares | 1,000.00 | 1,024.25 | 0.55 |
Institutional Shares | 1,000.00 | 1,024.45 | 0.35 |
Japan | 15.2% |
France | 12.0 |
Germany | 10.7 |
Italy | 7.5 |
United Kingdom | 6.7 |
Canada | 6.6 |
Spain | 5.5 |
Supranational | 4.2 |
Australia | 3.6 |
United States | 3.1 |
Netherlands | 2.9 |
South Korea | 2.8 |
Belgium | 2.2 |
Switzerland | 1.5 |
Austria | 1.4 |
Sweden | 1.3 |
Indonesia | 1.2 |
China | 1.1 |
Other | 10.5 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
U.S. Government and Agency Obligations (0.0%) | ||||||
Tennessee Valley Authority (Cost $1,262) | 5.625% | 6/7/32 | GBP | 716 | 970 | |
Asset-Backed/Commercial Mortgage-Backed Securities (0.0%) | ||||||
United Kingdom (0.0%) | ||||||
1 | Canary Wharf Finance II plc (Cost $902) | 5.952% | 10/22/37 | GBP | 570 | 733 |
Corporate Bonds (20.7%) | ||||||
Australia (0.5%) | ||||||
AGI Finance Pty Ltd. | 2.119% | 6/24/27 | AUD | 5,000 | 2,955 | |
Amcor UK Finance plc | 1.125% | 6/23/27 | EUR | 2,543 | 2,498 | |
Ampol Ltd. | 4.000% | 4/17/25 | AUD | 7,180 | 4,687 | |
APA Infrastructure Ltd. | 2.000% | 7/15/30 | EUR | 5,000 | 4,689 | |
APA Infrastructure Ltd. | 3.125% | 7/18/31 | GBP | 1,000 | 1,037 | |
APT Pipelines Ltd. | 4.250% | 11/26/24 | GBP | 448 | 551 | |
APT Pipelines Ltd. | 2.000% | 3/22/27 | EUR | 4,309 | 4,389 | |
APT Pipelines Ltd. | 0.750% | 3/15/29 | EUR | 5,600 | 5,054 | |
APT Pipelines Ltd. | 1.250% | 3/15/33 | EUR | 4,608 | 3,738 | |
APT Pipelines Ltd. | 2.500% | 3/15/36 | GBP | 5,176 | 4,443 | |
Aurizon Network Pty Ltd. | 4.000% | 6/21/24 | AUD | 950 | 625 | |
Aurizon Network Pty Ltd. | 3.125% | 6/1/26 | EUR | 1,701 | 1,823 | |
Ausgrid Finance Pty Ltd. | 3.750% | 10/30/24 | AUD | 7,280 | 4,776 | |
Ausgrid Finance Pty Ltd. | 1.250% | 7/30/25 | EUR | 1,710 | 1,784 | |
Ausgrid Finance Pty Ltd. | 1.814% | 2/5/27 | AUD | 1,010 | 598 | |
AusNet Services Holdings Pty Ltd. | 1.500% | 2/26/27 | EUR | 2,269 | 2,303 | |
AusNet Services Holdings Pty Ltd. | 4.400% | 8/16/27 | AUD | 650 | 423 | |
AusNet Services Holdings Pty Ltd. | 4.200% | 8/21/28 | AUD | 1,410 | 894 | |
AusNet Services Holdings Pty Ltd. | 2.600% | 7/31/29 | AUD | 3,160 | 1,784 | |
AusNet Services Holdings Pty Ltd. | 1.625% | 3/11/81 | EUR | 1,500 | 1,377 | |
Australia & New Zealand Banking Group Ltd. | 5.000% | 8/16/23 | AUD | 2,750 | 1,825 | |
Australia & New Zealand Banking Group Ltd. | 0.669% | 5/5/31 | EUR | 5,600 | 5,344 | |
Australia & New Zealand Banking Group Ltd. | 5.906% | 8/12/32 | AUD | 9,135 | 6,119 | |
Australia & New Zealand Banking Group Ltd. | 6.405% | 9/20/34 | AUD | 7,532 | 5,113 | |
Australia Pacific Airports Melbourne Pty Ltd. | 1.750% | 10/15/24 | EUR | 5,182 | 5,494 | |
BHP Billiton Finance Ltd. | 3.250% | 9/24/27 | EUR | 4,653 | 5,085 | |
BHP Billiton Finance Ltd. | 1.500% | 4/29/30 | EUR | 7,299 | 6,948 | |
BHP Billiton Finance Ltd. | 3.125% | 4/29/33 | EUR | 1,545 | 1,594 | |
BHP Billiton Finance Ltd. | 4.300% | 9/25/42 | GBP | 2,859 | 3,196 | |
Brambles Finance Ltd. | 2.375% | 6/12/24 | EUR | 200 | 217 | |
Brisbane Airport Corp. Pty Ltd. | 3.900% | 4/24/25 | AUD | 1,930 | 1,262 | |
CIMIC Finance Ltd. | 1.500% | 5/28/29 | EUR | 2,800 | 2,412 | |
Coles Group Treasury Pty Ltd. | 2.650% | 11/6/29 | AUD | 2,610 | 1,491 | |
Coles Group Treasury Pty Ltd. | 2.100% | 8/27/30 | AUD | 1,860 | 989 | |
Commonwealth Bank of Australia | 0.500% | 7/27/26 | EUR | 3,269 | 3,280 | |
Commonwealth Bank of Australia | 3.000% | 9/4/26 | GBP | 3,376 | 4,021 | |
Commonwealth Bank of Australia | 4.400% | 8/18/27 | AUD | 10,000 | 6,652 | |
Commonwealth Bank of Australia | 0.875% | 2/19/29 | EUR | 5,087 | 4,871 | |
Commonwealth Bank of Australia | 1.936% | 10/3/29 | EUR | 10,432 | 10,965 | |
Commonwealth Bank of Australia | 1.625% | 2/10/31 | EUR | 100 | 97 | |
Commonwealth Bank of Australia | 4.946% | 4/14/32 | AUD | 1,310 | 847 | |
Commonwealth Bank of Australia | 6.860% | 11/9/32 | AUD | 15,000 | 10,410 | |
Computershare US Inc. | 3.147% | 11/30/27 | AUD | 3,000 | 1,826 | |
CPIF Finance Pty Ltd. | 2.485% | 10/28/30 | AUD | 2,700 | 1,398 | |
DBNGP Finance Co. Pty Ltd. | 4.225% | 5/28/25 | AUD | 1,460 | 954 | |
DEXUS Finance Pty Ltd. | 3.000% | 2/3/32 | AUD | 3,720 | 1,977 | |
ETSA Utilities Finance Pty Ltd. | 3.500% | 8/29/24 | AUD | 580 | 379 | |
GAIF Bond Issuer Pty Ltd. | 2.584% | 11/18/27 | AUD | 1,800 | 1,086 | |
GAIF Bond Issuer Pty Ltd. | 1.900% | 12/14/28 | AUD | 2,490 | 1,383 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Glencore Capital Finance DAC | 1.125% | 3/10/28 | EUR | 8,070 | 7,659 | |
Glencore Capital Finance DAC | 1.250% | 3/1/33 | EUR | 4,429 | 3,541 | |
Glencore Finance Europe Ltd. | 1.875% | 9/13/23 | EUR | 100 | 109 | |
Glencore Finance Europe Ltd. | 3.125% | 3/26/26 | GBP | 3,524 | 4,166 | |
Glencore Finance Europe Ltd. | 3.750% | 4/1/26 | EUR | 100 | 110 | |
Glencore Finance Europe Ltd. | 1.500% | 10/15/26 | EUR | 200 | 203 | |
Goodman Australia Finance Pty Ltd. | 1.375% | 9/27/25 | EUR | 2,094 | 2,122 | |
GTA Finance Co Pty Ltd. | 2.200% | 8/26/27 | AUD | 2,810 | 1,645 | |
ING Bank Australia Ltd. | 4.500% | 5/26/29 | AUD | 3,000 | 1,951 | |
Lendlease Finance Ltd. | 3.400% | 10/27/27 | AUD | 930 | 559 | |
Lendlease Finance Ltd. | 3.700% | 3/31/31 | AUD | 2,980 | 1,597 | |
Lonsdale Finance Pty Ltd. | 3.900% | 10/15/25 | AUD | 2,550 | 1,664 | |
Lonsdale Finance Pty Ltd. | 2.100% | 10/15/27 | AUD | 1,490 | 882 | |
Macquarie Group Ltd. | 0.350% | 3/3/28 | EUR | 11,316 | 10,394 | |
Macquarie Group Ltd. | 4.080% | 5/31/29 | GBP | 3,700 | 4,236 | |
Macquarie Group Ltd. | 2.723% | 8/21/29 | CAD | 1,495 | 964 | |
Macquarie Group Ltd. | 0.950% | 5/21/31 | EUR | 2,214 | 1,861 | |
National Australia Bank Ltd. | 0.250% | 5/20/24 | EUR | 5,087 | 5,407 | |
National Australia Bank Ltd. | 0.300% | 10/31/25 | CHF | 5,045 | 5,343 | |
National Australia Bank Ltd. | 3.000% | 9/4/26 | GBP | 400 | 473 | |
National Australia Bank Ltd. | 0.875% | 2/19/27 | EUR | 6,087 | 6,097 | |
National Australia Bank Ltd. | 2.900% | 2/25/27 | AUD | 9,086 | 5,723 | |
National Australia Bank Ltd. | 0.010% | 1/6/29 | EUR | 20,000 | 18,245 | |
National Australia Bank Ltd. | 3.515% | 6/12/30 | CAD | 4,098 | 2,870 | |
National Australia Bank Ltd. | 1.699% | 9/15/31 | GBP | 2,214 | 2,347 | |
National Australia Bank Ltd. | 6.322% | 8/3/32 | AUD | 5,000 | 3,401 | |
National Australia Bank Ltd. | 6.163% | 3/9/33 | AUD | 5,640 | 3,818 | |
NBN Co. Ltd. | 2.150% | 6/2/28 | AUD | 4,650 | 2,715 | |
NBN Co. Ltd. | 2.200% | 12/16/30 | AUD | 3,730 | 2,004 | |
NSW Electricity Networks Finance Pty Ltd. | 2.732% | 4/23/29 | AUD | 2,240 | 1,291 | |
Origin Energy Finance Ltd. | 1.000% | 9/17/29 | EUR | 2,599 | 2,640 | |
Pacific National Finance Pty Ltd. | 5.000% | 9/19/23 | GBP | 300 | 374 | |
Pacific National Finance Pty Ltd. | 3.800% | 9/8/31 | AUD | 5,000 | 2,583 | |
Qantas Airways Ltd. | 3.150% | 9/27/28 | AUD | 12,280 | 7,225 | |
Qantas Airways Ltd. | ��2.950% | 11/27/29 | AUD | 740 | 411 | |
Qantas Airways Ltd. | 5.250% | 9/9/30 | AUD | 2,530 | 1,619 | |
Scentre Group Trust 1 | 2.250% | 7/16/24 | EUR | 2,039 | 2,182 | |
Scentre Group Trust 1 | 3.875% | 7/16/26 | GBP | 2,591 | 3,092 | |
Scentre Group Trust 1 / Scentre Group Trust 2 | 1.750% | 4/11/28 | EUR | 4,539 | 4,347 | |
Scentre Group Trust 1 / Scentre Group Trust 2 | 1.450% | 3/28/29 | EUR | 1,958 | 1,789 | |
Stockland Trust | 1.625% | 4/27/26 | EUR | 4,785 | 4,802 | |
Suncorp-Metway Ltd. | 3.000% | 9/13/23 | AUD | 1,000 | 659 | |
Suncorp-Metway Ltd. | 3.250% | 8/24/26 | AUD | 400 | 256 | |
Telstra Corp. Ltd. | 1.125% | 4/14/26 | EUR | 5,910 | 6,074 | |
Telstra Corp. Ltd. | 4.000% | 4/19/27 | AUD | 890 | 583 | |
Telstra Corp. Ltd. | 1.375% | 3/26/29 | EUR | 1,263 | 1,230 | |
Telstra Corp. Ltd. | 1.000% | 4/23/30 | EUR | 2,543 | 2,364 | |
Toyota Finance Australia Ltd. | 2.280% | 10/21/27 | EUR | 7,631 | 7,991 | |
Transurban Finance Co. Pty Ltd. | 1.875% | 9/16/24 | EUR | 1,545 | 1,659 | |
Transurban Finance Co. Pty Ltd. | 4.555% | 11/14/28 | CAD | 1,213 | 883 | |
Transurban Finance Co. Pty Ltd. | 3.000% | 4/8/30 | EUR | 4,539 | 4,705 | |
Transurban Queensland Finance Pty Ltd. | 3.250% | 8/5/31 | AUD | 2,160 | 1,202 | |
United Energy Distribution Pty Ltd. | 3.850% | 10/23/24 | AUD | 1,540 | 1,012 | |
University of Technology Sydney | 3.750% | 7/20/27 | AUD | 220 | 143 | |
Vicinity Centres Trust | 3.375% | 4/7/26 | GBP | 590 | 701 | |
Vicinity Centres Trust | 1.125% | 11/7/29 | EUR | 3,012 | 2,654 | |
Wesfarmers Ltd. | 0.954% | 10/21/33 | EUR | 8,836 | 7,392 | |
WestConnex Finance Co. Pty Ltd. | 3.150% | 3/31/31 | AUD | 3,360 | 1,859 | |
Westpac Banking Corp. | 0.500% | 5/17/24 | EUR | 1,272 | 1,355 | |
Westpac Banking Corp. | 0.625% | 11/22/24 | EUR | 2,543 | 2,664 | |
Westpac Banking Corp. | 4.125% | 6/4/26 | AUD | 700 | 462 | |
Westpac Banking Corp. | 1.079% | 4/5/27 | EUR | 6,921 | 6,959 | |
Westpac Banking Corp. | 0.875% | 4/17/27 | EUR | 100 | 99 | |
Westpac Banking Corp. | 1.125% | 9/5/27 | EUR | 5,690 | 5,637 | |
Westpac Banking Corp. | 5.300% | 11/11/27 | AUD | 15,000 | 10,351 | |
Westpac Banking Corp. | 1.450% | 7/17/28 | EUR | 418 | 414 | |
Westpac Banking Corp. | 0.010% | 9/22/28 | EUR | 19,280 | 17,635 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Westpac Banking Corp. | 1.375% | 5/17/32 | EUR | 5,087 | 4,700 | |
Woolworths Group Ltd. | 1.850% | 11/15/27 | AUD | 2,980 | 1,765 | |
Woolworths Group Ltd. | 0.375% | 11/15/28 | EUR | 9,300 | 8,498 | |
Woolworths Group Ltd. | 2.800% | 5/20/30 | AUD | 7,340 | 4,169 | |
WSO Finance Pty Ltd. | 4.500% | 3/31/27 | AUD | 2,180 | 1,437 | |
389,636 | ||||||
Austria (0.3%) | ||||||
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.125% | 7/31/28 | EUR | 23,300 | 23,087 | |
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 0.010% | 10/2/29 | EUR | 5,700 | 5,112 | |
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.750% | 3/8/30 | EUR | 15,000 | 15,014 | |
Borealis AG | 1.750% | 12/10/25 | EUR | 225 | 241 | |
Erste Group Bank AG | 0.750% | 2/5/25 | EUR | 1,200 | 1,259 | |
Erste Group Bank AG | 1.500% | 4/7/26 | EUR | 5,000 | 5,212 | |
Erste Group Bank AG | 0.625% | 4/17/26 | EUR | 7,600 | 7,733 | |
Erste Group Bank AG | 0.750% | 1/17/28 | EUR | 8,100 | 7,960 | |
Erste Group Bank AG | 0.010% | 9/11/29 | EUR | 9,500 | 8,568 | |
Erste Group Bank AG | 0.250% | 9/14/29 | EUR | 2,200 | 1,952 | |
Erste Group Bank AG | 0.875% | 11/15/32 | EUR | 6,000 | 5,385 | |
Erste Group Bank AG | 0.875% | 5/15/34 | EUR | 7,600 | 6,476 | |
HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 0.375% | 6/25/24 | EUR | 3,700 | 3,890 | |
HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 0.500% | 9/4/25 | EUR | 2,500 | 2,574 | |
HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 1.625% | 5/11/29 | EUR | 18,200 | 18,302 | |
Hypo Vorarlberg Bank AG | 3.250% | 2/19/27 | EUR | 5,000 | 5,484 | |
2 | OeBB-Infrastruktur AG | 1.000% | 11/18/24 | EUR | 6,148 | 6,524 |
2 | OeBB-Infrastruktur AG | 3.875% | 6/30/25 | EUR | 5,124 | 5,704 |
2 | OeBB-Infrastruktur AG | 3.500% | 10/19/26 | EUR | 922 | 1,029 |
2 | OeBB-Infrastruktur AG | 2.250% | 5/28/29 | EUR | 1,536 | 1,622 |
2 | OeBB-Infrastruktur AG | 3.375% | 5/18/32 | EUR | 5,362 | 6,059 |
2 | OeBB-Infrastruktur AG | 3.000% | 10/24/33 | EUR | 112 | 123 |
OMV AG | 0.750% | 12/4/23 | EUR | 1,281 | 1,389 | |
OMV AG | 1.000% | 12/14/26 | EUR | 1,767 | 1,799 | |
OMV AG | 3.500% | 9/27/27 | EUR | 1,400 | 1,550 | |
OMV AG | 1.875% | 12/4/28 | EUR | 2,327 | 2,389 | |
OMV AG | 2.375% | 4/9/32 | EUR | 7,683 | 7,755 | |
OMV AG | 2.875% | Perpetual | EUR | 3,300 | 2,981 | |
OMV AG | 6.250% | Perpetual | EUR | 1,690 | 1,913 | |
Raiffeisen Bank International AG | 0.250% | 1/22/25 | EUR | 2,800 | 2,850 | |
Raiffeisen Bank International AG | 4.125% | 9/8/25 | EUR | 5,500 | 5,989 | |
Raiffeisen Bank International AG | 0.050% | 9/1/27 | EUR | 400 | 357 | |
Raiffeisen Bank International AG | 5.750% | 1/27/28 | EUR | 5,000 | 5,691 | |
Raiffeisen Bank International AG | 2.875% | 6/18/32 | EUR | 2,500 | 2,202 | |
Raiffeisen Bank International AG | 7.375% | 12/20/32 | EUR | 5,800 | 6,329 | |
Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.625% | 3/3/25 | EUR | 200 | 209 | |
Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.625% | 8/28/26 | EUR | 2,500 | 2,519 | |
Raiffeisenlandesbank Niederoesterreich-Wien AG | 1.250% | 4/21/27 | EUR | 37,400 | 38,042 | |
Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | 1/24/28 | EUR | 1,500 | 1,479 | |
Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | 1/30/29 | EUR | 6,000 | 5,783 | |
Raiffeisen-Landesbank Steiermark AG | 2.375% | 6/14/28 | EUR | 200 | 211 | |
Raiffeisen-Landesbank Steiermark AG | 1.375% | 5/11/33 | EUR | 2,500 | 2,301 | |
Raiffeisenlandesbank Vorarlberg Waren-und Revisionsverband registrierte GmbH | 0.500% | 9/17/25 | EUR | 2,500 | 2,569 | |
UniCredit Bank Austria AG | 0.750% | 2/25/25 | EUR | 300 | 314 | |
UniCredit Bank Austria AG | 0.250% | 6/4/27 | EUR | 5,000 | 4,879 | |
UNIQA Insurance Group AG | 6.000% | 7/27/46 | EUR | 700 | 758 | |
241,568 | ||||||
Belgium (0.3%) | ||||||
AG Insurance SA | 3.500% | 6/30/47 | EUR | 3,400 | 3,435 | |
Ageas SA NV | 3.250% | 7/2/49 | EUR | 5,100 | 4,796 | |
Anheuser-Busch InBev Finance Inc. | 4.320% | 5/15/47 | CAD | 4,571 | 3,059 | |
Anheuser-Busch InBev SA NV | 9.750% | 7/30/24 | GBP | 968 | 1,281 | |
Anheuser-Busch InBev SA NV | 2.875% | 9/25/24 | EUR | 2,306 | 2,538 | |
Anheuser-Busch InBev SA NV | 4.000% | 9/24/25 | GBP | 5,745 | 7,094 | |
Anheuser-Busch InBev SA NV | 2.700% | 3/31/26 | EUR | 100 | 108 | |
Anheuser-Busch InBev SA NV | 1.150% | 1/22/27 | EUR | 8,911 | 9,092 | |
Anheuser-Busch InBev SA NV | 1.125% | 7/1/27 | EUR | 10,638 | 10,762 | |
Anheuser-Busch InBev SA NV | 2.125% | 12/2/27 | EUR | 5,087 | 5,345 | |
Anheuser-Busch InBev SA NV | 2.000% | 3/17/28 | EUR | 11,734 | 12,208 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Anheuser-Busch InBev SA NV | 1.500% | 4/18/30 | EUR | 461 | 451 | |
Anheuser-Busch InBev SA NV | 1.650% | 3/28/31 | EUR | 10,558 | 10,175 | |
Anheuser-Busch InBev SA NV | 2.875% | 4/2/32 | EUR | 3,687 | 3,843 | |
Anheuser-Busch InBev SA NV | 3.250% | 1/24/33 | EUR | 2,599 | 2,778 | |
Anheuser-Busch InBev SA NV | 2.000% | 1/23/35 | EUR | 3,541 | 3,227 | |
Anheuser-Busch InBev SA NV | 2.750% | 3/17/36 | EUR | 3,495 | 3,394 | |
Anheuser-Busch InBev SA NV | 3.700% | 4/2/40 | EUR | 9,527 | 9,928 | |
Anheuser-Busch InBev Worldwide Inc. | 4.100% | 9/6/27 | AUD | 1,210 | 789 | |
Argenta Spaarbank NV | 1.000% | 10/13/26 | EUR | 7,100 | 7,124 | |
Barry Callebaut Services NV | 2.375% | 5/24/24 | EUR | 1,875 | 2,031 | |
Belfius Bank SA | 1.750% | 6/24/24 | EUR | 300 | 324 | |
Belfius Bank SA | 1.000% | 10/26/24 | EUR | 5,000 | 5,278 | |
Belfius Bank SA | 0.750% | 2/10/25 | EUR | 100 | 105 | |
Belfius Bank SA | 0.375% | 9/2/25 | EUR | 5,000 | 5,080 | |
Belfius Bank SA | 0.375% | 2/13/26 | EUR | 3,000 | 3,000 | |
Belfius Bank SA | 3.125% | 5/11/26 | EUR | ��6,000 | 6,304 | |
Belfius Bank SA | 0.125% | 9/14/26 | EUR | 5,000 | 4,966 | |
Belfius Bank SA | 0.125% | 2/8/28 | EUR | 6,300 | 5,854 | |
Belgium ING SA | 1.500% | 5/19/29 | EUR | 5,800 | 5,808 | |
BNP Paribas Fortis SA | 0.625% | 10/4/25 | EUR | 300 | 310 | |
BNP Paribas Fortis SA | 0.875% | 3/22/28 | EUR | 5,000 | 4,944 | |
Brussels Airport Co. NV SA | 1.000% | 5/3/24 | EUR | 4,700 | 5,034 | |
Cofinimmo SA | 1.000% | 1/24/28 | EUR | 1,800 | 1,613 | |
Cofinimmo SA | 0.875% | 12/2/30 | EUR | 1,500 | 1,185 | |
Elia Group SA NV | 1.500% | 9/5/28 | EUR | 1,200 | 1,177 | |
Elia Transmission Belgium SA | 1.375% | 5/27/24 | EUR | 100 | 108 | |
Elia Transmission Belgium SA | 1.375% | 1/14/26 | EUR | 9,300 | 9,710 | |
Elia Transmission Belgium SA | 3.250% | 4/4/28 | EUR | 200 | 220 | |
Elia Transmission Belgium SA | 3.000% | 4/7/29 | EUR | 300 | 325 | |
Elia Transmission Belgium SA | 0.875% | 4/28/30 | EUR | 9,200 | 8,508 | |
Ethias SA | 5.000% | 1/14/26 | EUR | 4,400 | 4,825 | |
Euroclear Bank SA | 1.250% | 9/30/24 | GBP | 124 | 147 | |
Euroclear Bank SA | 0.125% | 7/7/25 | EUR | 4,600 | 4,720 | |
Euroclear Investments SA | 1.125% | 12/7/26 | EUR | 3,000 | 3,036 | |
FLUVIUS System Operator CVBA | 1.750% | 12/4/26 | EUR | 3,000 | 3,062 | |
FLUVIUS System Operator CVBA | 0.250% | 6/14/28 | EUR | 3,900 | 3,633 | |
FLUVIUS System Operator CVBA | 2.875% | 5/7/29 | EUR | 100 | 106 | |
FLUVIUS System Operator CVBA | 0.250% | 12/2/30 | EUR | 5,200 | 4,489 | |
FLUVIUS System Operator CVBA | 0.625% | 11/24/31 | EUR | 4,500 | 3,890 | |
FLUVIUS System Operator CVBA | 4.000% | 7/6/32 | EUR | 3,000 | 3,397 | |
Groupe Bruxelles Lambert NV | 1.875% | 6/19/25 | EUR | 3,000 | 3,188 | |
Groupe Bruxelles Lambert SA | 1.375% | 5/23/24 | EUR | 800 | 862 | |
ING Belgium SA | 0.625% | 5/30/25 | EUR | 6,700 | 6,965 | |
KBC Bank NV | 0.750% | 10/24/27 | EUR | 3,600 | 3,572 | |
KBC Group NV | 1.500% | 3/29/26 | EUR | 4,600 | 4,824 | |
KBC Group NV | 0.750% | 1/21/28 | EUR | 21,400 | 20,756 | |
KBC Group NV | 5.500% | 9/20/28 | GBP | 3,000 | 3,731 | |
KBC Group NV | 0.125% | 1/14/29 | EUR | 15,100 | 13,852 | |
KBC Group NV | 0.625% | 12/7/31 | EUR | 1,000 | 943 | |
Solvay SA | 2.750% | 12/2/27 | EUR | 4,100 | 4,415 | |
VGP NV | 1.625% | 1/17/27 | EUR | 1,900 | 1,638 | |
VGP NV | 1.500% | 4/8/29 | EUR | 3,300 | 2,477 | |
VGP NV | 2.250% | 1/17/30 | EUR | 800 | 608 | |
272,447 | ||||||
Canada (1.7%) | ||||||
407 International Inc. | 3.350% | 5/16/24 | CAD | 1,100 | 800 | |
3 | 407 International Inc. | 1.800% | 5/22/25 | CAD | 1,377 | 967 |
407 International Inc. | 2.430% | 5/4/27 | CAD | 1,096 | 765 | |
407 International Inc. | 3.140% | 3/6/30 | CAD | 2,791 | 1,961 | |
3 | 407 International Inc. | 2.590% | 5/25/32 | CAD | 1,529 | 1,000 |
407 International Inc. | 5.750% | 2/14/36 | CAD | 1,017 | 817 | |
407 International Inc. | 4.450% | 11/15/41 | CAD | 2,550 | 1,850 | |
407 International Inc. | 4.190% | 4/25/42 | CAD | 2,805 | 1,976 | |
407 International Inc. | 3.650% | 9/8/44 | CAD | 5,102 | 3,309 | |
407 International Inc. | 3.830% | 5/11/46 | CAD | 5,102 | 3,365 | |
407 International Inc. | 3.600% | 5/21/47 | CAD | 3,507 | 2,235 | |
407 International Inc. | 3.720% | 5/11/48 | CAD | 26 | 17 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
407 International Inc. | 3.670% | 3/8/49 | CAD | 1,019 | 655 | |
407 International Inc. | 2.840% | 3/7/50 | CAD | 2,092 | 1,144 | |
55 Ontario School Board Trust | 5.900% | 6/2/33 | CAD | 2,623 | 2,220 | |
Aeroports de Montreal | 5.170% | 9/17/35 | CAD | 1,848 | 1,441 | |
Aeroports de Montreal | 5.670% | 10/16/37 | CAD | 946 | 779 | |
Aeroports de Montreal | 3.030% | 4/21/50 | CAD | 1,962 | 1,120 | |
Aeroports de Montreal | 3.441% | 4/26/51 | CAD | 2,000 | 1,232 | |
AIMCo Realty Investors LP | 2.266% | 6/26/24 | CAD | 2,537 | 1,819 | |
AIMCo Realty Investors LP | 3.367% | 6/1/27 | CAD | 961 | 685 | |
AIMCo Realty Investors LP | 3.043% | 6/1/28 | CAD | 1,019 | 708 | |
AIMCo Realty Investors LP | 2.712% | 6/1/29 | CAD | 5,714 | 3,841 | |
Alberta Powerline LP | 4.065% | 12/1/53 | CAD | 2,443 | 1,604 | |
Alberta Powerline LP | 4.065% | 3/1/54 | CAD | 528 | 347 | |
Alectra Inc. | 2.488% | 5/17/27 | CAD | 5,585 | 3,884 | |
Alectra Inc. | 1.751% | 2/11/31 | CAD | 500 | 312 | |
Alectra Inc. | 3.958% | 7/30/42 | CAD | 800 | 549 | |
Alectra Inc. | 3.458% | 4/12/49 | CAD | 1,118 | 698 | |
Alectra Inc. | 5.225% | 11/14/52 | CAD | 700 | 577 | |
Algonquin Power Co. | 4.090% | 2/17/27 | CAD | 1,100 | 792 | |
Algonquin Power Co. | 4.600% | 1/29/29 | CAD | 1,155 | 851 | |
Algonquin Power Co. | 2.850% | 7/15/31 | CAD | 1,196 | 766 | |
Alimentation Couche-Tard Inc. | 3.056% | 7/26/24 | CAD | 2,209 | 1,594 | |
Alimentation Couche-Tard Inc. | 3.600% | 6/2/25 | CAD | 3,484 | 2,517 | |
Alimentation Couche-Tard Inc. | 1.875% | 5/6/26 | EUR | 100 | 104 | |
Allied Properties REIT | 3.636% | 4/21/25 | CAD | 2,550 | 1,810 | |
Allied Properties REIT | 1.726% | 2/12/26 | CAD | 1,496 | 993 | |
Allied Properties REIT | 3.113% | 4/8/27 | CAD | 2,550 | 1,710 | |
Allied Properties REIT | 3.394% | 8/15/29 | CAD | 1,267 | 811 | |
Allied Properties REIT | 3.117% | 2/21/30 | CAD | 1,465 | 907 | |
Allied Properties REIT | 3.095% | 2/6/32 | CAD | 1,496 | 868 | |
AltaGas Canada Inc. | 3.150% | 4/6/26 | CAD | 925 | 654 | |
AltaGas Canada Inc. | 4.260% | 12/5/28 | CAD | 1,062 | 769 | |
AltaGas Ltd. | 3.840% | 1/15/25 | CAD | 2,676 | 1,945 | |
AltaGas Ltd. | 3.980% | 10/4/27 | CAD | 1,525 | 1,094 | |
AltaGas Ltd. | 2.075% | 5/30/28 | CAD | 1,520 | 992 | |
AltaGas Ltd. | 4.500% | 8/15/44 | CAD | 1,074 | 687 | |
AltaGas Ltd. | 4.990% | 10/4/47 | CAD | 863 | 588 | |
AltaLink LP | 3.399% | 6/6/24 | CAD | 5,075 | 3,691 | |
AltaLink LP | 4.872% | 11/15/40 | CAD | 2,604 | 2,010 | |
AltaLink LP | 4.462% | 11/8/41 | CAD | 1,223 | 900 | |
AltaLink LP | 3.990% | 6/30/42 | CAD | 1,491 | 1,031 | |
AltaLink LP | 4.922% | 9/17/43 | CAD | 1,529 | 1,194 | |
AltaLink LP | 4.054% | 11/21/44 | CAD | 911 | 634 | |
AltaLink LP | 4.090% | 6/30/45 | CAD | 813 | 569 | |
AltaLink LP | 3.717% | 12/3/46 | CAD | 1,648 | 1,085 | |
AltaLink LP | 4.446% | 7/11/53 | CAD | 500 | 367 | |
ARC Resources Ltd. | 2.354% | 3/10/26 | CAD | 1,300 | 896 | |
ARC Resources Ltd. | 3.465% | 3/10/31 | CAD | 2,153 | 1,432 | |
Artis REIT | 5.600% | 4/29/25 | CAD | 700 | 501 | |
Atco Ltd. | 5.500% | 11/1/78 | CAD | 520 | 370 | |
Bank of Montreal | 2.280% | 7/29/24 | CAD | 8,713 | 6,223 | |
Bank of Montreal | 2.700% | 9/11/24 | CAD | 7,124 | 5,120 | |
Bank of Montreal | 2.370% | 2/3/25 | CAD | 6,123 | 4,335 | |
Bank of Montreal | 4.609% | 9/10/25 | CAD | 2,550 | 1,889 | |
Bank of Montreal | 1.758% | 3/10/26 | CAD | 3,485 | 2,383 | |
Bank of Montreal | 1.000% | 4/5/26 | EUR | 13,440 | 13,796 | |
Bank of Montreal | 1.551% | 5/28/26 | CAD | 3,742 | 2,530 | |
Bank of Montreal | 1.000% | 9/9/26 | GBP | 2,800 | 3,072 | |
Bank of Montreal | 2.700% | 12/9/26 | CAD | 5,102 | 3,571 | |
Bank of Montreal | 3.650% | 4/1/27 | CAD | 6,236 | 4,463 | |
Bank of Montreal | 4.309% | 6/1/27 | CAD | 7,533 | 5,520 | |
Bank of Montreal | 4.709% | 12/7/27 | CAD | 6,500 | 4,836 | |
Bank of Montreal | 3.190% | 3/1/28 | CAD | 8,939 | 6,323 | |
Bank of Montreal | 0.050% | 6/8/29 | EUR | 14,781 | 13,382 | |
Bank of Montreal | 2.880% | 9/17/29 | CAD | 950 | 678 | |
Bank of Montreal | 2.077% | 6/17/30 | CAD | 4,184 | 2,896 | |
Bank of Montreal | 1.928% | 7/22/31 | CAD | 4,513 | 3,006 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Bank of Montreal | 6.534% | 10/27/32 | CAD | 2,800 | 2,184 | |
Bank of Nova Scotia | 2.290% | 6/28/24 | CAD | 7,492 | 5,378 | |
Bank of Nova Scotia | 2.490% | 9/23/24 | CAD | 8,933 | 6,379 | |
Bank of Nova Scotia | 1.950% | 1/10/25 | CAD | 4,464 | 3,142 | |
Bank of Nova Scotia | 2.160% | 2/3/25 | CAD | 5,612 | 3,958 | |
Bank of Nova Scotia | 0.010% | 3/18/25 | EUR | 6,539 | 6,740 | |
Bank of Nova Scotia | 0.125% | 9/4/26 | EUR | 5,938 | 5,813 | |
Bank of Nova Scotia | 1.850% | 11/2/26 | CAD | 9,206 | 6,221 | |
Bank of Nova Scotia | 2.620% | 12/2/26 | CAD | 7,654 | 5,348 | |
Bank of Nova Scotia | 0.010% | 1/14/27 | EUR | 5,087 | 4,948 | |
Bank of Nova Scotia | 2.950% | 3/8/27 | CAD | 13,397 | 9,348 | |
Bank of Nova Scotia | 1.400% | 11/1/27 | CAD | 6,029 | 3,915 | |
Bank of Nova Scotia | 0.010% | 12/15/27 | EUR | 28,903 | 27,343 | |
Bank of Nova Scotia | 3.250% | 1/18/28 | EUR | 20,000 | 21,955 | |
Bank of Nova Scotia | 3.100% | 2/2/28 | CAD | 7,109 | 5,010 | |
Bank of Nova Scotia | 2.836% | 7/3/29 | CAD | 4,816 | 3,449 | |
Bank of Nova Scotia | 3.934% | 5/3/32 | CAD | 6,130 | 4,325 | |
BCI QuadReal Realty | 1.680% | 3/3/25 | CAD | 1,019 | 713 | |
BCI QuadReal Realty | 1.747% | 7/24/30 | CAD | 2,274 | 1,402 | |
bcIMC Realty Corp. | 2.840% | 6/3/25 | CAD | 3,573 | 2,546 | |
bcIMC Realty Corp. | 3.000% | 3/31/27 | CAD | 1,701 | 1,194 | |
Bell Telephone Co. of Canada or Bell Canada | 2.750% | 1/29/25 | CAD | 5,487 | 3,914 | |
Bell Telephone Co. of Canada or Bell Canada | 3.350% | 3/12/25 | CAD | 6,735 | 4,864 | |
Bell Telephone Co. of Canada or Bell Canada | 3.550% | 3/2/26 | CAD | 1,529 | 1,104 | |
Bell Telephone Co. of Canada or Bell Canada | 2.900% | 8/12/26 | CAD | 1,529 | 1,076 | |
Bell Telephone Co. of Canada or Bell Canada | 3.800% | 8/21/28 | CAD | 1,529 | 1,097 | |
Bell Telephone Co. of Canada or Bell Canada | 2.900% | 9/10/29 | CAD | 2,550 | 1,722 | |
Bell Telephone Co. of Canada or Bell Canada | 4.550% | 2/9/30 | CAD | 10,300 | 7,611 | |
Bell Telephone Co. of Canada or Bell Canada | 2.500% | 5/14/30 | CAD | 7,484 | 4,854 | |
Bell Telephone Co. of Canada or Bell Canada | 3.000% | 3/17/31 | CAD | 3,800 | 2,510 | |
Bell Telephone Co. of Canada or Bell Canada | 7.850% | 4/2/31 | CAD | 2,550 | 2,241 | |
Bell Telephone Co. of Canada or Bell Canada | 4.750% | 9/29/44 | CAD | 2,086 | 1,456 | |
Bell Telephone Co. of Canada or Bell Canada | 4.350% | 12/18/45 | CAD | 2,434 | 1,600 | |
Bell Telephone Co. of Canada or Bell Canada | 4.450% | 2/27/47 | CAD | 4,132 | 2,752 | |
Bell Telephone Co. of Canada or Bell Canada | 3.500% | 9/30/50 | CAD | 6,357 | 3,579 | |
Bell Telephone Co. of Canada or Bell Canada | 4.050% | 3/17/51 | CAD | 3,106 | 1,930 | |
Bridging North America GP | 4.341% | 8/31/53 | CAD | 1,045 | 653 | |
British Columbia Ferry Services Inc. | 4.702% | 10/23/43 | CAD | 1,159 | 881 | |
British Columbia Ferry Services Inc. | 2.794% | 10/15/49 | CAD | 2,550 | 1,401 | |
Brookfield Asset Management Inc. | 4.820% | 1/28/26 | CAD | 6,855 | 5,054 | |
Brookfield Asset Management Inc. | 3.800% | 3/16/27 | CAD | 2,160 | 1,541 | |
Brookfield Asset Management Inc. | 5.950% | 6/14/35 | CAD | 600 | 464 | |
Brookfield Finance II Inc. | 5.431% | 12/14/32 | CAD | 3,700 | 2,784 | |
Brookfield Infrastructure Finance ULC | 4.193% | 9/11/28 | CAD | 2,166 | 1,554 | |
Brookfield Infrastructure Finance ULC | 3.410% | 10/9/29 | CAD | 2,499 | 1,699 | |
Brookfield Infrastructure Finance ULC | 2.855% | 9/1/32 | CAD | 1,819 | 1,123 | |
Brookfield Infrastructure Finance ULC | 5.980% | 2/14/33 | CAD | 1,100 | 864 | |
Brookfield Infrastructure Finance ULC | 5.439% | 4/25/34 | CAD | 1,402 | 1,052 | |
Brookfield Infrastructure Finance ULC | 5.789% | 4/25/52 | CAD | 930 | 707 | |
Brookfield Renewable Partners ULC | 3.752% | 6/2/25 | CAD | 2,704 | 1,953 | |
Brookfield Renewable Partners ULC | 3.630% | 1/15/27 | CAD | 1,990 | 1,416 | |
Brookfield Renewable Partners ULC | 4.250% | 1/15/29 | CAD | 500 | 362 | |
Brookfield Renewable Partners ULC | 3.380% | 1/15/30 | CAD | 2,805 | 1,919 | |
Brookfield Renewable Partners ULC | 5.880% | 11/9/32 | CAD | 1,100 | 870 | |
Brookfield Renewable Partners ULC | 5.292% | 10/28/33 | CAD | 1,300 | 982 | |
Brookfield Renewable Partners ULC | 4.290% | 11/5/49 | CAD | 1,990 | 1,269 | |
Brookfield Renewable Partners ULC | 3.330% | 8/13/50 | CAD | 896 | 479 | |
Bruce Power LP | 3.000% | 6/21/24 | CAD | 1,013 | 732 | |
Bruce Power LP | 3.969% | 6/23/26 | CAD | 2,550 | 1,854 | |
Bruce Power LP | 2.680% | 12/21/28 | CAD | 1,200 | 809 | |
Bruce Power LP | 4.010% | 6/21/29 | CAD | 1,403 | 1,011 | |
Bruce Power LP | 4.000% | 6/21/30 | CAD | 2,021 | 1,441 | |
Bruce Power LP | 4.990% | 12/21/32 | CAD | 900 | 677 | |
Bruce Power LP | 4.132% | 6/21/33 | CAD | 2,245 | 1,568 | |
Bruce Power LP | 4.746% | 6/21/49 | CAD | 2,005 | 1,401 | |
Calgary Airport Authority | 3.199% | 10/7/36 | CAD | 6,901 | 4,416 | |
Calgary Airport Authority | 3.341% | 10/7/38 | CAD | 2,452 | 1,567 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Cameco Corp. | 4.190% | 6/24/24 | CAD | 1,396 | 1,017 | |
Cameco Corp. | 2.950% | 10/21/27 | CAD | 1,622 | 1,109 | |
Canadian Imperial Bank of Commerce | 0.375% | 5/3/24 | EUR | 9,726 | 10,353 | |
Canadian Imperial Bank of Commerce | 2.350% | 8/28/24 | CAD | 4,314 | 3,078 | |
Canadian Imperial Bank of Commerce | 2.750% | 3/7/25 | CAD | 13,299 | 9,464 | |
Canadian Imperial Bank of Commerce | 2.000% | 4/17/25 | CAD | 5,102 | 3,572 | |
Canadian Imperial Bank of Commerce | 3.300% | 5/26/25 | CAD | 13,217 | 9,544 | |
Canadian Imperial Bank of Commerce | 1.100% | 1/19/26 | CAD | 3,742 | 2,519 | |
Canadian Imperial Bank of Commerce | 1.700% | 7/15/26 | CAD | 5,301 | 3,586 | |
Canadian Imperial Bank of Commerce | 2.250% | 1/7/27 | CAD | 6,603 | 4,499 | |
Canadian Imperial Bank of Commerce | 4.950% | 6/29/27 | CAD | 4,900 | 3,647 | |
Canadian Imperial Bank of Commerce | 5.050% | 10/7/27 | CAD | 5,300 | 3,986 | |
Canadian Imperial Bank of Commerce | 0.010% | 4/30/29 | EUR | 27,476 | 24,899 | |
Canadian Imperial Bank of Commerce | 2.010% | 7/21/30 | CAD | 7,845 | 5,407 | |
Canadian Imperial Bank of Commerce | 1.960% | 4/21/31 | CAD | 3,546 | 2,380 | |
Canadian Imperial Bank of Commerce | 4.200% | 4/7/32 | CAD | 3,348 | 2,386 | |
Canadian Imperial Bank of Commerce | 5.330% | 1/20/33 | CAD | 3,505 | 2,604 | |
Canadian National Railway Co. | 2.800% | 9/22/25 | CAD | 2,549 | 1,817 | |
Canadian National Railway Co. | 3.200% | 7/31/28 | CAD | 1,403 | 1,000 | |
Canadian National Railway Co. | 3.600% | 8/1/47 | CAD | 5,098 | 3,248 | |
Canadian National Railway Co. | 3.600% | 7/31/48 | CAD | 800 | 508 | |
Canadian National Railway Co. | 3.600% | 2/8/49 | CAD | 1,432 | 910 | |
Canadian National Railway Co. | 3.050% | 2/8/50 | CAD | 1,195 | 682 | |
Canadian Natural Resources Ltd. | 3.550% | 6/3/24 | CAD | 5,075 | 3,693 | |
Canadian Natural Resources Ltd. | 2.500% | 1/17/28 | CAD | 2,471 | 1,674 | |
Canadian Natural Resources Ltd. | 4.850% | 5/30/47 | CAD | 1,166 | 783 | |
Canadian Pacific Railway Co. | 2.540% | 2/28/28 | CAD | 6,865 | 4,687 | |
Canadian Pacific Railway Co. | 3.150% | 3/13/29 | CAD | 2,618 | 1,814 | |
Canadian Pacific Railway Co. | 6.450% | 11/17/39 | CAD | 892 | 783 | |
Canadian Pacific Railway Co. | 3.050% | 3/9/50 | CAD | 887 | 487 | |
Canadian Tire Corp. Ltd. | 6.570% | 2/24/34 | CAD | 441 | 353 | |
Canadian Tire Corp. Ltd. | 5.610% | 9/4/35 | CAD | 1,016 | 750 | |
Canadian Utilities Ltd. | 4.851% | 6/3/52 | CAD | 1,380 | 1,031 | |
Canadian Western Bank | 2.597% | 9/6/24 | CAD | 2,029 | 1,443 | |
Canadian Western Bank | 2.606% | 1/30/25 | CAD | 3,367 | 2,369 | |
Canadian Western Bank | 3.859% | 4/21/25 | CAD | 2,200 | 1,580 | |
Canadian Western Bank | 1.926% | 4/16/26 | CAD | 1,860 | 1,253 | |
Canadian Western Bank | 5.146% | 9/2/27 | CAD | 1,500 | 1,111 | |
Canadian Western Bank | 1.818% | 12/16/27 | CAD | 1,496 | 958 | |
Capital City Link General Partnership | 4.386% | 3/31/46 | CAD | 324 | 225 | |
Capital Power Corp. | 4.284% | 9/18/24 | CAD | 1,269 | 924 | |
Capital Power Corp. | 4.986% | 1/23/26 | CAD | 854 | 628 | |
Capital Power Corp. | 4.424% | 2/8/30 | CAD | 1,069 | 769 | |
Capital Power Corp. | 3.147% | 10/1/32 | CAD | 1,224 | 773 | |
CCL Industries Inc. | 3.864% | 4/13/28 | CAD | 825 | 584 | |
Cenovus Energy Inc. | 3.600% | 3/10/27 | CAD | 3,125 | 2,241 | |
Cenovus Energy Inc. | 3.500% | 2/7/28 | CAD | 4,349 | 3,074 | |
Central 1 Credit Union | 4.648% | 2/7/28 | CAD | 1,200 | 864 | |
Central 1 Credit Union | 2.391% | 6/30/31 | CAD | 1,496 | 986 | |
CGI Inc. | 2.100% | 9/18/28 | CAD | 4,361 | 2,863 | |
Chartwell Retirement Residences | 4.211% | 4/28/25 | CAD | 509 | 363 | |
Choice Properties REIT | 3.556% | 9/9/24 | CAD | 2,046 | 1,478 | |
Choice Properties REIT | 3.546% | 1/10/25 | CAD | 4,082 | 2,933 | |
Choice Properties REIT | 2.848% | 5/21/27 | CAD | 3,551 | 2,431 | |
Choice Properties REIT | 4.178% | 3/8/28 | CAD | 2,550 | 1,823 | |
Choice Properties REIT | 3.532% | 6/11/29 | CAD | 3,623 | 2,486 | |
Choice Properties REIT | 2.981% | 3/4/30 | CAD | 1,496 | 979 | |
Choice Properties REIT | 6.003% | 6/24/32 | CAD | 900 | 705 | |
Choice Properties REIT | 5.400% | 3/1/33 | CAD | 1,700 | 1,273 | |
CI Financial Corp. | 3.215% | 7/22/24 | CAD | 1,488 | 1,067 | |
CI Financial Corp. | 3.759% | 5/26/25 | CAD | 1,529 | 1,086 | |
CI Financial Corp. | 3.904% | 9/27/27 | CAD | 839 | 574 | |
Clover LP | 4.216% | 3/31/34 | CAD | 873 | 625 | |
Clover LP | 4.216% | 6/30/34 | CAD | 838 | 605 | |
Cogeco Communications Inc. | 2.991% | 9/22/31 | CAD | 1,796 | 1,149 | |
Cogeco Communications Inc. | 5.299% | 2/16/33 | CAD | 1,000 | 751 | |
Concordia University | 6.550% | 9/2/42 | CAD | 1,529 | 1,406 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Co-operators Financial Services Ltd. | 3.327% | 5/13/30 | CAD | 835 | 536 | |
1 | Cordelio Amalco GP I | 4.087% | 6/30/34 | CAD | 2,066 | 1,463 |
Crombie REIT | 3.677% | 8/26/26 | CAD | 1,529 | 1,075 | |
Crombie REIT | 3.917% | 6/21/27 | CAD | 917 | 645 | |
Crombie REIT | 2.686% | 3/31/28 | CAD | 892 | 587 | |
Crombie REIT | 3.211% | 10/9/30 | CAD | 481 | 307 | |
Crosslinx Transit Solutions GP | 4.651% | 9/30/46 | CAD | 1,533 | 1,041 | |
CSS FSCC Partnership | 6.915% | 7/31/42 | CAD | 19 | 16 | |
CT REIT | 3.527% | 6/9/25 | CAD | 2,346 | 1,673 | |
CT REIT | 3.469% | 6/16/27 | CAD | 678 | 471 | |
CT REIT | 3.029% | 2/5/29 | CAD | 700 | 463 | |
CT REIT | 2.371% | 1/6/31 | CAD | 1,019 | 614 | |
CU Inc. | 4.543% | 10/24/41 | CAD | 1,019 | 748 | |
CU Inc. | 3.805% | 9/10/42 | CAD | 3,591 | 2,388 | |
CU Inc. | 4.722% | 9/9/43 | CAD | 3,529 | 2,651 | |
CU Inc. | 4.085% | 9/2/44 | CAD | 4,055 | 2,793 | |
CU Inc. | 3.964% | 7/27/45 | CAD | 1,529 | 1,033 | |
CU Inc. | 3.763% | 11/19/46 | CAD | 765 | 499 | |
CU Inc. | 3.548% | 11/22/47 | CAD | 1,267 | 795 | |
CU Inc. | 3.950% | 11/23/48 | CAD | 493 | 330 | |
CU Inc. | 2.963% | 9/7/49 | CAD | 2,296 | 1,286 | |
CU Inc. | 3.174% | 9/5/51 | CAD | 823 | 475 | |
CU Inc. | 4.558% | 11/7/53 | CAD | 300 | 220 | |
CU Inc. | 4.211% | 10/29/55 | CAD | 5,654 | 3,890 | |
CU Inc. | 4.593% | 10/24/61 | CAD | 330 | 241 | |
Dollarama Inc. | 1.871% | 7/8/26 | CAD | 1,496 | 1,020 | |
Dollarama Inc. | 1.505% | 9/20/27 | CAD | 1,019 | 666 | |
Dollarama Inc. | 2.443% | 7/9/29 | CAD | 2,189 | 1,442 | |
Dollarama Inc. | 5.165% | 4/26/30 | CAD | 1,300 | 994 | |
Dream Industrial REIT | 1.662% | 12/22/25 | CAD | 1,496 | 1,007 | |
Dream Industrial REIT | 2.539% | 12/7/26 | CAD | 900 | 605 | |
Dream Industrial REIT | 2.057% | 6/17/27 | CAD | 2,095 | 1,366 | |
Dream Summit Industrial LP | 2.150% | 9/17/25 | CAD | 663 | 455 | |
Dream Summit Industrial LP | 1.820% | 4/1/26 | CAD | 1,571 | 1,055 | |
Dream Summit Industrial LP | 2.440% | 7/14/28 | CAD | 1,496 | 966 | |
Enbridge Gas Inc. | 3.150% | 8/22/24 | CAD | 3,288 | 2,376 | |
Enbridge Gas Inc. | 3.310% | 9/11/25 | CAD | 1,652 | 1,188 | |
Enbridge Gas Inc. | 2.810% | 6/1/26 | CAD | 1,047 | 741 | |
Enbridge Gas Inc. | 2.500% | 8/5/26 | CAD | 1,016 | 710 | |
Enbridge Gas Inc. | 2.900% | 4/1/30 | CAD | 2,550 | 1,749 | |
Enbridge Gas Inc. | 2.350% | 9/15/31 | CAD | 3,000 | 1,929 | |
Enbridge Gas Inc. | 4.150% | 8/17/32 | CAD | 2,200 | 1,611 | |
Enbridge Gas Inc. | 4.880% | 6/21/41 | CAD | 1,759 | 1,332 | |
Enbridge Gas Inc. | 4.200% | 6/2/44 | CAD | 2,153 | 1,493 | |
Enbridge Gas Inc. | 4.000% | 8/22/44 | CAD | 1,916 | 1,292 | |
Enbridge Gas Inc. | 3.800% | 6/1/46 | CAD | 1,529 | 994 | |
Enbridge Gas Inc. | 3.590% | 11/22/47 | CAD | 917 | 574 | |
Enbridge Gas Inc. | 3.510% | 11/29/47 | CAD | 2,391 | 1,474 | |
Enbridge Gas Inc. | 3.010% | 8/9/49 | CAD | 1,529 | 854 | |
Enbridge Gas Inc. | 3.650% | 4/1/50 | CAD | 2,172 | 1,366 | |
Enbridge Gas Inc. | 4.950% | 11/22/50 | CAD | 1,377 | 1,068 | |
Enbridge Gas Inc. | 3.200% | 9/15/51 | CAD | 1,871 | 1,074 | |
Enbridge Gas Inc. | 4.550% | 8/17/52 | CAD | 1,200 | 877 | |
Enbridge Inc. | 3.950% | 11/19/24 | CAD | 1,521 | 1,107 | |
Enbridge Inc. | 2.440% | 6/2/25 | CAD | 1,496 | 1,056 | |
Enbridge Inc. | 3.200% | 6/8/27 | CAD | 7,547 | 5,306 | |
Enbridge Inc. | 5.700% | 11/9/27 | CAD | 2,100 | 1,622 | |
Enbridge Inc. | 2.990% | 10/3/29 | CAD | 3,666 | 2,471 | |
Enbridge Inc. | 3.100% | 9/21/33 | CAD | 4,490 | 2,821 | |
Enbridge Inc. | 4.240% | 8/27/42 | CAD | 2,322 | 1,469 | |
Enbridge Inc. | 4.570% | 3/11/44 | CAD | 3,107 | 2,044 | |
Enbridge Inc. | 4.870% | 11/21/44 | CAD | 2,142 | 1,465 | |
Enbridge Inc. | 4.100% | 9/21/51 | CAD | 1,497 | 894 | |
Enbridge Inc. | 6.510% | 11/9/52 | CAD | 2,800 | 2,384 | |
Enbridge Pipelines Inc. | 3.450% | 9/29/25 | CAD | 2,669 | 1,917 | |
Enbridge Pipelines Inc. | 3.000% | 8/10/26 | CAD | 1,800 | 1,272 | |
Enbridge Pipelines Inc. | 3.520% | 2/22/29 | CAD | 2,369 | 1,669 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Enbridge Pipelines Inc. | 2.820% | 5/12/31 | CAD | 2,093 | 1,359 | |
Enbridge Pipelines Inc. | 4.550% | 8/17/43 | CAD | 508 | 337 | |
Enbridge Pipelines Inc. | 4.550% | 9/29/45 | CAD | 2,856 | 1,883 | |
Enbridge Pipelines Inc. | 4.130% | 8/9/46 | CAD | 2,548 | 1,572 | |
Enbridge Pipelines Inc. | 4.330% | 2/22/49 | CAD | 2,079 | 1,314 | |
Enbridge Pipelines Inc. | 4.200% | 5/12/51 | CAD | 1,651 | 1,014 | |
Energir Inc. | 2.100% | 4/16/27 | CAD | 737 | 505 | |
Energir Inc. | 3.530% | 5/16/47 | CAD | 1,085 | 682 | |
Energir LP | 3.040% | 2/9/32 | CAD | 2,516 | 1,700 | |
ENMAX Corp. | 3.836% | 6/5/28 | CAD | 946 | 665 | |
ENMAX Corp. | 3.876% | 10/18/29 | CAD | 2,443 | 1,709 | |
EPCOR Utilities Inc. | 4.550% | 2/28/42 | CAD | 1,522 | 1,121 | |
EPCOR Utilities Inc. | 3.554% | 11/27/47 | CAD | 3,571 | 2,250 | |
EPCOR Utilities Inc. | 3.949% | 11/26/48 | CAD | 465 | 312 | |
EPCOR Utilities Inc. | 3.106% | 7/8/49 | CAD | 1,272 | 733 | |
EPCOR Utilities Inc. | 2.899% | 5/19/50 | CAD | 961 | 530 | |
EPCOR Utilities Inc. | 3.287% | 6/28/51 | CAD | 747 | 443 | |
EPCOR Utilities Inc. | 4.725% | 9/2/52 | CAD | 2,000 | 1,523 | |
Equitable Bank | 1.983% | 5/9/24 | CAD | 1,400 | 991 | |
Equitable Bank | 1.939% | 3/10/25 | CAD | 1,496 | 1,030 | |
Equitable Bank | 1.876% | 11/26/25 | CAD | 1,019 | 684 | |
Fair Hydro Trust | 3.357% | 5/15/35 | CAD | 3,609 | 2,537 | |
Fairfax Financial Holdings Ltd. | 4.950% | 3/3/25 | CAD | 2,071 | 1,519 | |
Fairfax Financial Holdings Ltd. | 4.700% | 12/16/26 | CAD | 2,550 | 1,855 | |
Fairfax Financial Holdings Ltd. | 4.250% | 12/6/27 | CAD | 2,157 | 1,540 | |
Fairfax Financial Holdings Ltd. | 4.230% | 6/14/29 | CAD | 1,195 | 838 | |
Fairfax Financial Holdings Ltd. | 3.950% | 3/3/31 | CAD | 3,172 | 2,093 | |
Federated Co-Operatives Ltd. | 3.917% | 6/17/25 | CAD | 908 | 652 | |
Federation des Caisses Desjardins du Quebec | 2.417% | 10/4/24 | CAD | 6,580 | 4,690 | |
Federation des Caisses Desjardins du Quebec | 0.010% | 9/24/25 | EUR | 21,713 | 22,029 | |
Federation des Caisses Desjardins du Quebec | 1.093% | 1/21/26 | CAD | 2,325 | 1,563 | |
Federation des Caisses Desjardins du Quebec | 1.587% | 9/10/26 | CAD | 1,100 | 741 | |
Federation des Caisses Desjardins du Quebec | 4.407% | 5/19/27 | CAD | 3,900 | 2,864 | |
Federation des Caisses Desjardins du Quebec | 2.856% | 5/26/30 | CAD | 2,805 | 1,973 | |
Federation des Caisses Desjardins du Quebec | 1.992% | 5/28/31 | CAD | 3,506 | 2,347 | |
Federation des Caisses Desjardins du Quebec | 5.035% | 8/23/32 | CAD | 3,900 | 2,862 | |
First Capital REIT | 4.790% | 8/30/24 | CAD | 2,529 | 1,839 | |
First Capital REIT | 4.323% | 7/31/25 | CAD | 5,102 | 3,653 | |
First Capital REIT | 3.753% | 7/12/27 | CAD | 1,553 | 1,059 | |
First National Financial Corp. | 2.961% | 11/17/25 | CAD | 509 | 348 | |
Fortis Inc. | 2.180% | 5/15/28 | CAD | 3,068 | 2,053 | |
Fortis Inc. | 4.431% | 5/31/29 | CAD | 3,100 | 2,296 | |
FortisAlberta Inc. | 6.220% | 10/31/34 | CAD | 52 | 44 | |
FortisAlberta Inc. | 3.672% | 9/9/47 | CAD | 2,136 | 1,369 | |
FortisAlberta Inc. | 3.734% | 9/18/48 | CAD | 100 | 65 | |
FortisAlberta Inc. | 2.632% | 6/8/51 | CAD | 748 | 386 | |
FortisBC Energy Inc. | 6.500% | 5/1/34 | CAD | 5,102 | 4,433 | |
FortisBC Energy Inc. | 6.050% | 2/15/38 | CAD | 5,102 | 4,347 | |
FortisBC Inc. | 4.000% | 10/28/44 | CAD | 1,071 | 701 | |
Gibson Energy Inc. | 2.450% | 7/14/25 | CAD | 917 | 642 | |
Gibson Energy Inc. | 2.850% | 7/14/27 | CAD | 1,321 | 904 | |
Gibson Energy Inc. | 3.600% | 9/17/29 | CAD | 1,892 | 1,301 | |
Granite REIT Holdings LP | 3.062% | 6/4/27 | CAD | 1,949 | 1,341 | |
Granite REIT Holdings LP | 2.194% | 8/30/28 | CAD | 1,496 | 964 | |
Granite REIT Holdings LP | 2.378% | 12/18/30 | CAD | 2,028 | 1,241 | |
Greater Toronto Airports Authority | 1.540% | 5/3/28 | CAD | 3,156 | 2,085 | |
Greater Toronto Airports Authority | 2.730% | 4/3/29 | CAD | 4,609 | 3,201 | |
Greater Toronto Airports Authority | 3.260% | 6/1/37 | CAD | 976 | 628 | |
Greater Toronto Airports Authority | 2.750% | 10/17/39 | CAD | 3,889 | 2,295 | |
Greater Toronto Airports Authority | 5.300% | 2/25/41 | CAD | 1,581 | 1,282 | |
Greater Toronto Airports Authority | 5.300% | 2/25/41 | CAD | 2,550 | 1,893 | |
Greater Toronto Airports Authority | 3.150% | 10/5/51 | CAD | 1,100 | 648 | |
Great-West Lifeco Inc. | 1.750% | 12/7/26 | EUR | 400 | 404 | |
Great-West Lifeco Inc. | 2.379% | 5/14/30 | CAD | 4,864 | 3,166 | |
Great-West Lifeco Inc. | 6.670% | 3/21/33 | CAD | 1,015 | 869 | |
Great-West Lifeco Inc. | 5.998% | 11/16/39 | CAD | 5,612 | 4,683 | |
H&R REIT | 4.071% | 6/16/25 | CAD | 1,100 | 786 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
H&R REIT | 2.906% | 6/2/26 | CAD | 2,550 | 1,742 | |
H&R REIT | 2.633% | 2/19/27 | CAD | 148 | 99 | |
Halifax International Airport Authority | 5.503% | 7/19/41 | CAD | 152 | 119 | |
Honda Canada Finance Inc. | 2.500% | 6/4/24 | CAD | 1,484 | 1,067 | |
Honda Canada Finance Inc. | 3.444% | 5/23/25 | CAD | 2,189 | 1,579 | |
Honda Canada Finance Inc. | 1.337% | 3/17/26 | CAD | 1,885 | 1,278 | |
Honda Canada Finance Inc. | 1.711% | 9/28/26 | CAD | 1,494 | 1,007 | |
Honda Canada Finance Inc. | 1.646% | 2/25/28 | CAD | 2,328 | 1,513 | |
Hospital for Sick Children | 5.217% | 12/16/49 | CAD | 550 | 459 | |
Hospital for Sick Children | 3.416% | 12/7/57 | CAD | 1,346 | 825 | |
Hospital Infrastructure Partners NOH Partnership | 5.439% | 1/31/45 | CAD | 2,864 | 2,198 | |
HSBC Bank Canada | 3.403% | 3/24/25 | CAD | 4,092 | 2,948 | |
HSBC Bank Canada | 1.782% | 5/20/26 | CAD | 5,791 | 3,944 | |
HSBC Bank Canada | 0.010% | 9/14/26 | EUR | 18,700 | 18,427 | |
HSBC Bank Canada | 1.500% | 9/15/27 | EUR | 10,300 | 10,501 | |
Hydro One Inc. | 2.970% | 6/26/25 | CAD | 183 | 131 | |
Hydro One Inc. | 2.770% | 2/24/26 | CAD | 5,000 | 3,568 | |
Hydro One Inc. | 4.910% | 1/27/28 | CAD | 2,200 | 1,684 | |
Hydro One Inc. | 3.020% | 4/5/29 | CAD | 1,939 | 1,364 | |
Hydro One Inc. | 7.350% | 6/3/30 | CAD | 1,019 | 890 | |
Hydro One Inc. | 1.690% | 1/16/31 | CAD | 3,000 | 1,876 | |
Hydro One Inc. | 2.230% | 9/17/31 | CAD | 3,246 | 2,089 | |
Hydro One Inc. | 6.930% | 6/1/32 | CAD | 578 | 507 | |
Hydro One Inc. | 5.360% | 5/20/36 | CAD | 509 | 407 | |
Hydro One Inc. | 4.890% | 3/13/37 | CAD | 2,550 | 1,955 | |
Hydro One Inc. | 5.490% | 7/16/40 | CAD | 1,798 | 1,482 | |
Hydro One Inc. | 4.390% | 9/26/41 | CAD | 2,610 | 1,896 | |
Hydro One Inc. | 4.590% | 10/9/43 | CAD | 2,805 | 2,091 | |
Hydro One Inc. | 3.910% | 2/23/46 | CAD | 1,633 | 1,104 | |
Hydro One Inc. | 5.000% | 10/19/46 | CAD | 1,019 | 802 | |
Hydro One Inc. | 3.720% | 11/18/47 | CAD | 1,734 | 1,135 | |
Hydro One Inc. | 3.630% | 6/25/49 | CAD | 4,653 | 2,995 | |
Hydro One Inc. | 2.710% | 2/28/50 | CAD | 1,713 | 919 | |
Hydro One Inc. | 3.640% | 4/5/50 | CAD | 498 | 319 | |
Hydro One Inc. | 3.100% | 9/15/51 | CAD | 2,170 | 1,252 | |
Hydro One Inc. | 4.000% | 12/22/51 | CAD | 1,023 | 697 | |
Hydro One Inc. | 3.790% | 7/31/62 | CAD | 1,019 | 645 | |
Hydro One Ltd. | 1.410% | 10/15/27 | CAD | 5,859 | 3,851 | |
Hydro Ottawa Holding Inc. | 3.991% | 5/14/43 | CAD | 1,071 | 707 | |
Hyundai Capital Canada Inc. | 2.008% | 5/12/26 | CAD | 1,996 | 1,350 | |
Hyundai Capital Canada Inc. | 3.196% | 2/16/27 | CAD | 1,674 | 1,158 | |
Hyundai Capital Canada Inc. | 5.565% | 3/8/28 | CAD | 1,700 | 1,281 | |
iA Financial Corp Inc. | 3.187% | 2/25/32 | CAD | 1,700 | 1,171 | |
iA Financial Corp. Inc. | 3.072% | 9/24/31 | CAD | 1,529 | 1,056 | |
IGM Financial Inc. | 3.440% | 1/26/27 | CAD | 1,986 | 1,401 | |
IGM Financial Inc. | 4.560% | 1/25/47 | CAD | 459 | 317 | |
IGM Financial Inc. | 4.115% | 12/9/47 | CAD | 3,104 | 1,996 | |
IGM Financial Inc. | 4.174% | 7/13/48 | CAD | 500 | 324 | |
IGM Financial Inc. | 4.206% | 3/21/50 | CAD | 713 | 463 | |
Independent Order of Foresters | 2.885% | 10/15/35 | CAD | 483 | 299 | |
InPower BC General Partnership | 4.471% | 3/31/33 | CAD | 2,090 | 1,501 | |
Intact Financial Corp. | 1.207% | 5/21/24 | CAD | 1,041 | 738 | |
Intact Financial Corp. | 3.770% | 3/2/26 | CAD | 1,211 | 876 | |
Intact Financial Corp. | 2.850% | 6/7/27 | CAD | 1,179 | 822 | |
Intact Financial Corp. | 2.179% | 5/18/28 | CAD | 1,800 | 1,198 | |
Intact Financial Corp. | 1.928% | 12/16/30 | CAD | 3,776 | 2,338 | |
Intact Financial Corp. | 6.400% | 11/23/39 | CAD | 70 | 60 | |
Intact Financial Corp. | 5.160% | 6/16/42 | CAD | 1,520 | 1,164 | |
Intact Financial Corp. | 2.954% | 12/16/50 | CAD | 1,254 | 674 | |
Integrated Team Solutions SJHC Partnership | 5.946% | 11/30/42 | CAD | 67 | 54 | |
Inter Pipeline Ltd. | 3.173% | 3/24/25 | CAD | 844 | 602 | |
Inter Pipeline Ltd. | 3.484% | 12/16/26 | CAD | 1,675 | 1,178 | |
Inter Pipeline Ltd. | 4.232% | 6/1/27 | CAD | 2,696 | 1,943 | |
Inter Pipeline Ltd. | 5.760% | 2/17/28 | CAD | 1,700 | 1,293 | |
Inter Pipeline Ltd. | 3.983% | 11/25/31 | CAD | 2,818 | 1,885 | |
Inter Pipeline Ltd. | 5.849% | 5/18/32 | CAD | 2,060 | 1,565 | |
Inter Pipeline Ltd. | 6.380% | 2/17/33 | CAD | 1,700 | 1,336 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Inter Pipeline Ltd. | 4.637% | 5/30/44 | CAD | 1,792 | 1,116 | |
Inter Pipeline Ltd. | 5.091% | 11/27/51 | CAD | 847 | 553 | |
Ivanhoe Cambridge II Inc. | 2.296% | 12/12/24 | CAD | 1,488 | 1,056 | |
Keyera Corp. | 3.934% | 6/21/28 | CAD | 1,123 | 800 | |
Keyera Corp. | 3.959% | 5/29/30 | CAD | 1,622 | 1,133 | |
Keyera Corp. | 5.022% | 3/28/32 | CAD | 1,488 | 1,094 | |
Kingston Solar LP | 3.571% | 7/31/35 | CAD | 21 | 14 | |
Laurentian Bank of Canada | 1.950% | 3/17/25 | CAD | 3,800 | 2,636 | |
Loblaw Cos. Ltd. | 4.488% | 12/11/28 | CAD | 3,782 | 2,816 | |
Loblaw Cos. Ltd. | 2.284% | 5/7/30 | CAD | 2,833 | 1,829 | |
Loblaw Cos. Ltd. | 5.008% | 9/13/32 | CAD | 600 | 458 | |
Loblaw Cos. Ltd. | 5.900% | 1/18/36 | CAD | 1,272 | 999 | |
Loblaw Cos. Ltd. | 5.336% | 9/13/52 | CAD | 2,000 | 1,562 | |
Lower Mattagami Energy LP | 3.416% | 6/20/24 | CAD | 946 | 688 | |
Lower Mattagami Energy LP | 2.433% | 5/14/31 | CAD | 1,459 | 960 | |
Lower Mattagami Energy LP | 5.139% | 5/18/41 | CAD | 2,443 | 1,945 | |
Lower Mattagami Energy LP | 4.944% | 9/21/43 | CAD | 420 | 328 | |
Lower Mattagami Energy LP | 4.175% | 4/23/52 | CAD | 900 | 633 | |
Magna International Inc. | 4.950% | 1/31/31 | CAD | 1,200 | 912 | |
Manulife Bank of Canada | 2.378% | 11/19/24 | CAD | 1,471 | 1,045 | |
Manulife Bank of Canada | 1.504% | 6/25/25 | CAD | 1,900 | 1,310 | |
Manulife Bank of Canada | 1.337% | 2/26/26 | CAD | 2,471 | 1,667 | |
Manulife Bank of Canada | 1.536% | 9/14/26 | CAD | 1,496 | 1,001 | |
Manulife Bank of Canada | 2.864% | 2/16/27 | CAD | 2,418 | 1,677 | |
Manulife Finance Delaware LP | 5.059% | 12/15/41 | CAD | 1,933 | 1,383 | |
Manulife Financial Corp. | 3.049% | 8/20/29 | CAD | 2,550 | 1,829 | |
Manulife Financial Corp. | 2.237% | 5/12/30 | CAD | 6,853 | 4,788 | |
Manulife Financial Corp. | 5.409% | 3/10/33 | CAD | 1,600 | 1,205 | |
Manulife Financial Corp. | 2.818% | 5/13/35 | CAD | 5,204 | 3,352 | |
McGill University | 6.150% | 9/22/42 | CAD | 44 | 39 | |
McGill University | 3.975% | 1/29/56 | CAD | 217 | 146 | |
McGill University Health Centre | 5.360% | 12/31/43 | CAD | 288 | 237 | |
Metro Inc. | 3.390% | 12/6/27 | CAD | 5,414 | 3,846 | |
Metro Inc. | 5.970% | 10/15/35 | CAD | 2,575 | 2,073 | |
Metro Inc. | 4.270% | 12/4/47 | CAD | 1,334 | 887 | |
Metro Inc. | 3.413% | 2/28/50 | CAD | 1,224 | 698 | |
Mountain View Partners GP | 3.974% | 3/31/51 | CAD | 85 | 54 | |
National Bank of Canada | 2.545% | 7/12/24 | CAD | 4,669 | 3,348 | |
National Bank of Canada | 2.580% | 2/3/25 | CAD | 3,418 | 2,428 | |
National Bank of Canada | 0.750% | 3/13/25 | EUR | 4,539 | 4,751 | |
National Bank of Canada | 5.296% | 11/3/25 | CAD | 2,000 | 1,498 | |
National Bank of Canada | 1.534% | 6/15/26 | CAD | 2,971 | 2,004 | |
National Bank of Canada | 2.237% | 11/4/26 | CAD | 3,367 | 2,303 | |
National Bank of Canada | 5.426% | 8/16/32 | CAD | 2,600 | 1,936 | |
NAV Canada | 2.063% | 5/29/30 | CAD | 2,994 | 1,961 | |
NAV Canada | 3.534% | 2/23/46 | CAD | 509 | 329 | |
NAV Canada | 3.293% | 3/30/48 | CAD | 3,572 | 2,189 | |
NAV Canada | 2.924% | 9/29/51 | CAD | 577 | 327 | |
Nissan Canada Inc. | 2.103% | 9/22/25 | CAD | 4,379 | 2,956 | |
North Battleford Power LP | 4.958% | 12/31/32 | CAD | 1,643 | 1,218 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 3.200% | 7/22/24 | CAD | 946 | 684 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 3.200% | 4/24/26 | CAD | 2,618 | 1,869 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 2.000% | 12/1/26 | CAD | 2,095 | 1,427 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 2.800% | 6/1/27 | CAD | 3,870 | 2,700 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 4.250% | 6/1/29 | CAD | 2,524 | 1,860 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 2.800% | 6/1/31 | CAD | 4,201 | 2,756 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 4.150% | 6/1/33 | CAD | 2,805 | 1,995 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 3.650% | 6/1/35 | CAD | 2,593 | 1,733 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 4.750% | 6/1/37 | CAD | 1,529 | 1,124 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 4.350% | 1/10/39 | CAD | 1,144 | 798 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 3.700% | 2/23/43 | CAD | 1,950 | 1,224 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 4.050% | 7/22/44 | CAD | 2,522 | 1,657 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 3.750% | 6/1/51 | CAD | 2,244 | 1,380 | |
Northern Courier Pipeline LP | 3.365% | 6/30/42 | CAD | 735 | 487 | |
3 | Northern Courier Pipeline LP | 3.365% | 6/30/42 | CAD | 1,719 | 1,140 |
Northwestern Hydro Acquisition Co. II LP | 3.877% | 12/31/36 | CAD | 730 | 471 | |
Northwestern Hydro Acquisition Co. III LP | 3.940% | 12/31/38 | CAD | 1,174 | 763 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Nouvelle Autoroute 30 Financement Inc. | 4.114% | 3/31/42 | CAD | 2,832 | 1,871 | |
Nouvelle Autoroute 30 Financement Inc. | 4.115% | 6/30/42 | CAD | 299 | 197 | |
Nova Scotia Power Inc. | 4.951% | 11/15/32 | CAD | 1,000 | 753 | |
Nova Scotia Power Inc. | 5.610% | 6/15/40 | CAD | 1,053 | 821 | |
Nova Scotia Power Inc. | 4.150% | 3/6/42 | CAD | 900 | 591 | |
Nova Scotia Power Inc. | 4.500% | 7/20/43 | CAD | 1,052 | 721 | |
Nova Scotia Power Inc. | 3.612% | 5/1/45 | CAD | 600 | 359 | |
Nova Scotia Power Inc. | 3.571% | 4/5/49 | CAD | 1,401 | 817 | |
Nova Scotia Power Inc. | 3.307% | 4/25/50 | CAD | 946 | 522 | |
OMERS Realty Corp. | 3.328% | 11/12/24 | CAD | 854 | 616 | |
OMERS Realty Corp. | 3.331% | 6/5/25 | CAD | 1,627 | 1,171 | |
OMERS Realty Corp. | 3.244% | 10/4/27 | CAD | 2,188 | 1,540 | |
OMERS Realty Corp. | 5.381% | 11/14/28 | CAD | 3,400 | 2,636 | |
OMERS Realty Corp. | 3.628% | 6/5/30 | CAD | 2,296 | 1,612 | |
Ontario Power Generation Inc. | 1.170% | 4/22/26 | CAD | 1,200 | 807 | |
Ontario Power Generation Inc. | 3.315% | 10/4/27 | CAD | 3,195 | 2,276 | |
Ontario Power Generation Inc. | 2.977% | 9/13/29 | CAD | 4,082 | 2,816 | |
Ontario Power Generation Inc. | 3.215% | 4/8/30 | CAD | 3,061 | 2,122 | |
Ontario Power Generation Inc. | 3.838% | 6/22/48 | CAD | 3,061 | 1,962 | |
Ontario Power Generation Inc. | 4.248% | 1/18/49 | CAD | 800 | 548 | |
Ontario Power Generation Inc. | 3.651% | 9/13/50 | CAD | 923 | 569 | |
Ontario Power Generation Inc. | 2.947% | 2/21/51 | CAD | 1,457 | 780 | |
Ottawa MacDonald-Cartier International Airport Authority | 3.933% | 6/9/45 | CAD | 844 | 551 | |
Pembina Pipeline Corp. | 3.710% | 8/11/26 | CAD | 2,470 | 1,771 | |
Pembina Pipeline Corp. | 4.240% | 6/15/27 | CAD | 1,525 | 1,107 | |
Pembina Pipeline Corp. | 4.020% | 3/27/28 | CAD | 1,046 | 750 | |
Pembina Pipeline Corp. | 3.620% | 4/3/29 | CAD | 1,529 | 1,065 | |
Pembina Pipeline Corp. | 3.310% | 2/1/30 | CAD | 3,776 | 2,560 | |
Pembina Pipeline Corp. | 3.530% | 12/10/31 | CAD | 2,600 | 1,732 | |
Pembina Pipeline Corp. | 4.750% | 4/30/43 | CAD | 1,525 | 1,015 | |
Pembina Pipeline Corp. | 4.810% | 3/25/44 | CAD | 1,730 | 1,158 | |
Pembina Pipeline Corp. | 4.740% | 1/21/47 | CAD | 1,723 | 1,134 | |
Pembina Pipeline Corp. | 4.750% | 3/26/48 | CAD | 2,314 | 1,522 | |
Pembina Pipeline Corp. | 4.540% | 4/3/49 | CAD | 2,856 | 1,814 | |
Pembina Pipeline Corp. | 4.670% | 5/28/50 | CAD | 1,523 | 982 | |
Pembina Pipeline Corp. | 4.490% | 12/10/51 | CAD | 1,994 | 1,248 | |
Plenary Health Care Partnerships Humber LP | 4.895% | 5/31/39 | CAD | 1,116 | 826 | |
Plenary Properties LTAP LP | 6.288% | 1/31/44 | CAD | 3,301 | 2,748 | |
Power Corp. of Canada | 4.455% | 7/27/48 | CAD | 1,496 | 1,018 | |
Power Financial Corp. | 6.900% | 3/11/33 | CAD | 639 | 544 | |
Primaris REIT | 4.727% | 3/30/27 | CAD | 900 | 639 | |
Reliance LP | 3.750% | 3/15/26 | CAD | 949 | 677 | |
Reliance LP | 2.680% | 12/1/27 | CAD | 1,543 | 1,030 | |
Reliance LP | 2.670% | 8/1/28 | CAD | 1,496 | 984 | |
RioCan REIT | 2.576% | 2/12/25 | CAD | 2,193 | 1,538 | |
RioCan REIT | 1.974% | 6/15/26 | CAD | 1,529 | 1,023 | |
RioCan REIT | 2.361% | 3/10/27 | CAD | 917 | 606 | |
RioCan REIT | 2.829% | 11/8/28 | CAD | 2,424 | 1,568 | |
RioCan REIT | 4.628% | 5/1/29 | CAD | 500 | 353 | |
Rogers Communications Inc. | 3.100% | 4/15/25 | CAD | 2,139 | 1,527 | |
Rogers Communications Inc. | 3.650% | 3/31/27 | CAD | 4,783 | 3,408 | |
Rogers Communications Inc. | 4.400% | 11/2/28 | CAD | 1,066 | 773 | |
Rogers Communications Inc. | 3.750% | 4/15/29 | CAD | 3,162 | 2,214 | |
Rogers Communications Inc. | 3.250% | 5/1/29 | CAD | 4,024 | 2,740 | |
Rogers Communications Inc. | 3.300% | 12/10/29 | CAD | 2,200 | 1,484 | |
Rogers Communications Inc. | 2.900% | 12/9/30 | CAD | 2,637 | 1,698 | |
Rogers Communications Inc. | 4.250% | 4/15/32 | CAD | 4,262 | 2,967 | |
Rogers Communications Inc. | 6.680% | 11/4/39 | CAD | 1,553 | 1,275 | |
Rogers Communications Inc. | 6.750% | 11/9/39 | CAD | 4,661 | 3,839 | |
Rogers Communications Inc. | 6.110% | 8/25/40 | CAD | 3,150 | 2,448 | |
Rogers Communications Inc. | 6.560% | 3/22/41 | CAD | 1,652 | 1,346 | |
Rogers Communications Inc. | 4.250% | 12/9/49 | CAD | 1,786 | 1,073 | |
Rogers Communications Inc. | 5.250% | 4/15/52 | CAD | 3,720 | 2,619 | |
Royal Bank of Canada | 2.352% | 7/2/24 | CAD | 7,004 | 5,016 | |
Royal Bank of Canada | 0.125% | 7/23/24 | EUR | 1,545 | 1,631 | |
Royal Bank of Canada | 2.609% | 11/1/24 | CAD | 7,727 | 5,516 | |
Royal Bank of Canada | 1.375% | 12/9/24 | GBP | 1,445 | 1,708 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Royal Bank of Canada | 1.936% | 5/1/25 | CAD | 6,276 | 4,391 | |
Royal Bank of Canada | 4.930% | 7/16/25 | CAD | 2,900 | 2,164 | |
Royal Bank of Canada | 3.369% | 9/29/25 | CAD | 13,950 | 10,001 | |
Royal Bank of Canada | 1.589% | 5/4/26 | CAD | 4,490 | 3,043 | |
Royal Bank of Canada | 0.050% | 6/19/26 | EUR | 8,728 | 8,670 | |
Royal Bank of Canada | 5.235% | 11/2/26 | CAD | 6,400 | 4,836 | |
Royal Bank of Canada | 0.010% | 1/21/27 | EUR | 7,631 | 7,433 | |
Royal Bank of Canada | 2.328% | 1/28/27 | CAD | 9,062 | 6,188 | |
Royal Bank of Canada | 0.125% | 4/26/27 | EUR | 15,000 | 14,567 | |
Royal Bank of Canada | 3.625% | 6/14/27 | GBP | 5,000 | 5,924 | |
Royal Bank of Canada | 4.612% | 7/26/27 | CAD | 8,600 | 6,377 | |
Royal Bank of Canada | 4.642% | 1/17/28 | CAD | 11,000 | 8,180 | |
Royal Bank of Canada | 1.833% | 7/31/28 | CAD | 4,658 | 3,032 | |
Royal Bank of Canada | 2.125% | 4/26/29 | EUR | 9,600 | 9,496 | |
Royal Bank of Canada | 2.740% | 7/25/29 | CAD | 5,102 | 3,644 | |
Royal Bank of Canada | 2.880% | 12/23/29 | CAD | 4,918 | 3,488 | |
Royal Bank of Canada | 2.088% | 6/30/30 | CAD | 3,572 | 2,471 | |
Royal Bank of Canada | 2.140% | 11/3/31 | CAD | 4,415 | 2,946 | |
Royal Bank of Canada | 2.940% | 5/3/32 | CAD | 3,860 | 2,626 | |
Royal Bank of Canada | 1.670% | 1/28/33 | CAD | 3,367 | 2,132 | |
Sagen MI Canada Inc. | 2.955% | 3/1/27 | CAD | 943 | 631 | |
Saputo Inc. | 2.876% | 11/19/24 | CAD | 1,942 | 1,391 | |
Saputo Inc. | 3.603% | 8/14/25 | CAD | 3,627 | 2,612 | |
Saputo Inc. | 1.415% | 6/19/26 | CAD | 1,019 | 684 | |
Saputo Inc. | 2.242% | 6/16/27 | CAD | 1,990 | 1,346 | |
Saputo Inc. | 2.297% | 6/22/28 | CAD | 600 | 398 | |
Scotiabank Capital Trust | 5.650% | 12/31/56 | CAD | 2,013 | 1,505 | |
SEC LP and Arci Ltd. | 5.188% | 8/29/33 | CAD | 2,282 | 1,658 | |
Simon Fraser University | 5.613% | 6/10/43 | CAD | 130 | 109 | |
SmartCentres REIT | 3.444% | 8/28/26 | CAD | 318 | 222 | |
SmartCentres REIT | 3.834% | 12/21/27 | CAD | 2,550 | 1,775 | |
SmartCentres REIT | 2.307% | 12/18/28 | CAD | 1,326 | 835 | |
SmartCentres REIT | 3.526% | 12/20/29 | CAD | 3,316 | 2,185 | |
SmartCentres REIT | 3.648% | 12/11/30 | CAD | 1,019 | 663 | |
SSL Finance Inc. | 4.099% | 10/31/45 | CAD | 1,459 | 997 | |
Stantec Inc. | 2.048% | 10/8/27 | CAD | 1,100 | 727 | |
Sun Life Financial Inc. | 2.380% | 8/13/29 | CAD | 2,245 | 1,597 | |
Sun Life Financial Inc. | 2.460% | 11/18/31 | CAD | 2,000 | 1,359 | |
Sun Life Financial Inc. | 2.580% | 5/10/32 | CAD | 2,805 | 1,905 | |
Sun Life Financial Inc. | 2.800% | 11/21/33 | CAD | 4,019 | 2,674 | |
Sun Life Financial Inc. | 4.780% | 8/10/34 | CAD | 3,300 | 2,426 | |
Sun Life Financial Inc. | 2.060% | 10/1/35 | CAD | 5,023 | 3,047 | |
Sun Life Financial Inc. | 5.400% | 5/29/42 | CAD | 2,473 | 1,838 | |
Suncor Energy Inc. | 5.000% | 4/9/30 | CAD | 2,000 | 1,498 | |
Suncor Energy Inc. | 4.340% | 9/13/46 | CAD | 741 | 471 | |
Suncor Energy Inc. | 3.950% | 3/4/51 | CAD | 1,952 | 1,142 | |
TELUS Corp. | 3.750% | 1/17/25 | CAD | 2,274 | 1,650 | |
TELUS Corp. | 3.750% | 3/10/26 | CAD | 3,518 | 2,539 | |
TELUS Corp. | 2.350% | 1/27/28 | CAD | 3,061 | 2,058 | |
TELUS Corp. | 3.625% | 3/1/28 | CAD | 4,899 | 3,484 | |
TELUS Corp. | 3.300% | 5/2/29 | CAD | 3,863 | 2,678 | |
TELUS Corp. | 5.000% | 9/13/29 | CAD | 2,200 | 1,667 | |
TELUS Corp. | 2.050% | 10/7/30 | CAD | 1,496 | 928 | |
TELUS Corp. | 2.850% | 11/13/31 | CAD | 1,600 | 1,028 | |
TELUS Corp. | 5.250% | 11/15/32 | CAD | 4,000 | 3,053 | |
TELUS Corp. | 4.400% | 4/1/43 | CAD | 1,490 | 974 | |
TELUS Corp. | 4.850% | 4/5/44 | CAD | 4,720 | 3,271 | |
TELUS Corp. | 4.750% | 1/17/45 | CAD | 1,403 | 958 | |
TELUS Corp. | 4.400% | 1/29/46 | CAD | 1,909 | 1,237 | |
TELUS Corp. | 4.700% | 3/6/48 | CAD | 2,307 | 1,558 | |
TELUS Corp. | 3.950% | 2/16/50 | CAD | 3,260 | 1,933 | |
TELUS Corp. | 4.100% | 4/5/51 | CAD | 2,028 | 1,237 | |
TELUS Corp. | 5.650% | 9/13/52 | CAD | 2,400 | 1,860 | |
Teranet Holdings LP | 3.544% | 6/11/25 | CAD | 3,999 | 2,853 | |
Teranet Holdings LP | 5.754% | 12/17/40 | CAD | 1,732 | 1,258 | |
Teranet Holdings LP | 6.100% | 6/17/41 | CAD | 298 | 225 | |
Thomson Reuters Corp. | 2.239% | 5/14/25 | CAD | 8,628 | 6,074 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
THP Partnership | 4.394% | 10/31/46 | CAD | 100 | 71 | |
Toromont Industries Ltd. | 3.842% | 10/27/27 | CAD | 1,119 | 808 | |
Toronto Hydro Corp. | 2.520% | 8/25/26 | CAD | 2,805 | 1,969 | |
Toronto Hydro Corp. | 2.430% | 12/11/29 | CAD | 3,061 | 2,064 | |
Toronto Hydro Corp. | 5.540% | 5/21/40 | CAD | 148 | 123 | |
Toronto Hydro Corp. | 3.550% | 7/28/45 | CAD | 846 | 546 | |
Toronto Hydro Corp. | 3.485% | 2/28/48 | CAD | 2,603 | 1,648 | |
Toronto Hydro Corp. | 2.990% | 12/10/49 | CAD | 340 | 195 | |
Toronto Hydro Corp. | 3.270% | 10/18/51 | CAD | 897 | 539 | |
Toronto Hydro Corp. | 4.950% | 10/13/52 | CAD | 900 | 719 | |
Toronto-Dominion Bank | 2.050% | 7/10/24 | AUD | 1,370 | 880 | |
Toronto-Dominion Bank | 3.226% | 7/24/24 | CAD | 6,377 | 4,623 | |
Toronto-Dominion Bank | 2.496% | 12/2/24 | CAD | 7,872 | 5,603 | |
Toronto-Dominion Bank | 1.943% | 3/13/25 | CAD | 3,980 | 2,794 | |
Toronto-Dominion Bank | 0.625% | 6/6/25 | EUR | 7,182 | 7,454 | |
Toronto-Dominion Bank | 2.667% | 9/9/25 | CAD | 11,731 | 8,279 | |
Toronto-Dominion Bank | 1.128% | 12/9/25 | CAD | 5,307 | 3,590 | |
Toronto-Dominion Bank | 4.344% | 1/27/26 | CAD | 3,800 | 2,788 | |
Toronto-Dominion Bank | 2.260% | 1/7/27 | CAD | 5,580 | 3,811 | |
Toronto-Dominion Bank | 0.500% | 1/18/27 | EUR | 3,700 | 3,589 | |
Toronto-Dominion Bank | 2.875% | 4/5/27 | GBP | 5,800 | 6,653 | |
Toronto-Dominion Bank | 4.210% | 6/1/27 | CAD | 11,904 | 8,715 | |
Toronto-Dominion Bank | 0.100% | 7/19/27 | EUR | 10,219 | 9,829 | |
Toronto-Dominion Bank | 2.551% | 8/3/27 | EUR | 4,000 | 4,155 | |
Toronto-Dominion Bank | 5.376% | 10/21/27 | CAD | 7,000 | 5,347 | |
Toronto-Dominion Bank | 4.477% | 1/18/28 | CAD | 1,500 | 1,108 | |
Toronto-Dominion Bank | 1.888% | 3/8/28 | CAD | 12,143 | 8,032 | |
Toronto-Dominion Bank | 1.896% | 9/11/28 | CAD | 3,999 | 2,603 | |
Toronto-Dominion Bank | 4.680% | 1/8/29 | CAD | 10,000 | 7,472 | |
Toronto-Dominion Bank | 3.224% | 7/25/29 | CAD | 5,370 | 3,859 | |
Toronto-Dominion Bank | 1.952% | 4/8/30 | EUR | 22,600 | 21,661 | |
Toronto-Dominion Bank | 3.105% | 4/22/30 | CAD | 8,456 | 5,998 | |
Toronto-Dominion Bank | 4.859% | 3/4/31 | CAD | 3,140 | 2,295 | |
Toronto-Dominion Bank | 3.060% | 1/26/32 | CAD | 5,500 | 3,784 | |
Toronto-Dominion Bank | 3.129% | 8/3/32 | EUR | 2,000 | 2,030 | |
Tourmaline Oil Corp. | 2.529% | 2/12/29 | CAD | 1,500 | 991 | |
Toyota Credit Canada Inc. | 1.270% | 7/22/24 | CAD | 1,408 | 995 | |
Toyota Credit Canada Inc. | 2.310% | 10/23/24 | CAD | 5,016 | 3,576 | |
Toyota Credit Canada Inc. | 2.110% | 2/26/25 | CAD | 2,542 | 1,796 | |
Toyota Credit Canada Inc. | 2.730% | 8/25/25 | CAD | 2,200 | 1,560 | |
Toyota Credit Canada Inc. | 1.660% | 7/20/26 | CAD | 1,408 | 955 | |
TransCanada PipeLines Ltd. | 3.300% | 7/17/25 | CAD | 2,578 | 1,848 | |
TransCanada PipeLines Ltd. | 3.800% | 4/5/27 | CAD | 7,230 | 5,221 | |
TransCanada PipeLines Ltd. | 3.390% | 3/15/28 | CAD | 3,125 | 2,188 | |
TransCanada PipeLines Ltd. | 6.280% | 5/26/28 | CAD | 2,303 | 1,798 | |
TransCanada PipeLines Ltd. | 5.650% | 6/20/29 | CAD | 400 | 303 | |
TransCanada PipeLines Ltd. | 3.000% | 9/18/29 | CAD | 3,425 | 2,306 | |
TransCanada PipeLines Ltd. | 2.970% | 6/9/31 | CAD | 3,401 | 2,202 | |
TransCanada PipeLines Ltd. | 5.330% | 5/12/32 | CAD | 3,995 | 3,038 | |
TransCanada PipeLines Ltd. | 8.050% | 2/17/39 | CAD | 66 | 62 | |
TransCanada PipeLines Ltd. | 4.550% | 11/15/41 | CAD | 3,571 | 2,360 | |
TransCanada PipeLines Ltd. | 4.350% | 6/6/46 | CAD | 3,059 | 1,931 | |
TransCanada PipeLines Ltd. | 4.330% | 9/16/47 | CAD | 2,996 | 1,878 | |
TransCanada PipeLines Ltd. | 4.180% | 7/3/48 | CAD | 3,896 | 2,377 | |
TransCanada PipeLines Ltd. | 4.340% | 10/15/49 | CAD | 3,585 | 2,237 | |
TransCanada PipeLines Ltd. | 5.920% | 5/12/52 | CAD | 1,300 | 1,025 | |
Trillium Health Partners Volunteers | 3.702% | 12/20/58 | CAD | 315 | 202 | |
University of Ottawa | 6.280% | 4/15/43 | CAD | 500 | 450 | |
University of Ottawa | 2.635% | 2/13/60 | CAD | 1,869 | 913 | |
University of Toronto | 5.841% | 12/15/43 | CAD | 96 | 83 | |
University of Toronto | 4.251% | 12/7/51 | CAD | 1,275 | 908 | |
University of Western Ontario | 4.798% | 5/24/47 | CAD | 137 | 106 | |
3 | Vancouver Airport Authority | 7.425% | 12/7/26 | CAD | 7,654 | 6,244 |
Vancouver Airport Authority | 3.857% | 11/10/45 | CAD | 279 | 189 | |
Vancouver Airport Authority | 2.874% | 10/18/49 | CAD | 1,074 | 603 | |
Vancouver Airport Authority | 2.800% | 9/21/50 | CAD | 1,222 | 674 | |
Westcoast Energy Inc. | 3.430% | 9/12/24 | CAD | 3,400 | 2,456 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Westcoast Energy Inc. | 3.770% | 12/8/25 | CAD | 862 | 622 | |
Westcoast Energy Inc. | 6.750% | 12/15/27 | CAD | 700 | 551 | |
Westcoast Energy Inc. | 4.791% | 10/28/41 | CAD | 1,129 | 778 | |
WSP Global Inc. | 2.408% | 4/19/28 | CAD | 1,821 | 1,216 | |
York University | 6.480% | 3/7/42 | CAD | 879 | 804 | |
1,458,465 | ||||||
China (0.0%) | ||||||
Bank of China Ltd. | 0.000% | 4/28/24 | EUR | 2,400 | 2,539 | |
China Construction Bank Europe SA | 0.000% | 6/28/24 | EUR | 269 | 283 | |
Industrial & Commercial Bank of China Ltd. | 0.125% | 10/28/24 | EUR | 1,761 | 1,830 | |
Prosus NV | 1.539% | 8/3/28 | EUR | 704 | 635 | |
3 | Prosus NV | 1.288% | 7/13/29 | EUR | 2,616 | 2,208 |
Prosus NV | 2.031% | 8/3/32 | EUR | 4,985 | 3,922 | |
3 | Prosus NV | 1.985% | 7/13/33 | EUR | 2,214 | 1,688 |
Prosus NV | 2.778% | 1/19/34 | EUR | 3,900 | 3,177 | |
State Grid Europe Development 2014 plc | 2.450% | 1/26/27 | EUR | 1,128 | 1,166 | |
State Grid Overseas Investment BVI Ltd. | 1.375% | 5/2/25 | EUR | 3,541 | 3,696 | |
State Grid Overseas Investment BVI Ltd. | 0.797% | 8/5/26 | EUR | 14,145 | 14,162 | |
State Grid Overseas Investment BVI Ltd. | 2.125% | 5/2/30 | EUR | 3,485 | 3,315 | |
38,621 | ||||||
Czech Republic (0.0%) | ||||||
CEZ A/S | 4.875% | 4/16/25 | EUR | 6,409 | 7,154 | |
CEZ A/S | 3.000% | 6/5/28 | EUR | 6,359 | 6,535 | |
CPI Property Group SA | 2.750% | 5/12/26 | EUR | 1,200 | 1,072 | |
CPI Property Group SA | 1.625% | 4/23/27 | EUR | 3,906 | 3,085 | |
CPI Property Group SA | 2.750% | 1/22/28 | GBP | 3,007 | 2,582 | |
CPI Property Group SA | 1.750% | 1/14/30 | EUR | 3,000 | 1,962 | |
CPI Property Group SA | 1.500% | 1/27/31 | EUR | 3,419 | 2,003 | |
EP Infrastructure A/S | 1.698% | 7/30/26 | EUR | 414 | 392 | |
EP Infrastructure A/S | 2.045% | 10/9/28 | EUR | 2,187 | 1,899 | |
EP Infrastructure A/S | 1.816% | 3/2/31 | EUR | 2,060 | 1,608 | |
28,292 | ||||||
Denmark (0.4%) | ||||||
AP Moller - Maersk A/S | 1.750% | 3/16/26 | EUR | 15,275 | 15,947 | |
AP Moller - Maersk A/S | 0.750% | 11/25/31 | EUR | 2,214 | 1,896 | |
Carlsberg Breweries A/S | 2.500% | 5/28/24 | EUR | 8,728 | 9,503 | |
Carlsberg Breweries A/S | 0.625% | 3/9/30 | EUR | 5,895 | 5,322 | |
Clearstream Banking AG | 0.000% | 12/1/25 | EUR | 8,100 | 8,164 | |
Danfoss Finance I BV | 0.125% | 4/28/26 | EUR | 4,831 | 4,786 | |
Danfoss Finance I BV | 0.375% | 10/28/28 | EUR | 2,000 | 1,853 | |
Danica Pension Livsforsikrings AB | 4.375% | 9/29/45 | EUR | 1,765 | 1,872 | |
Danmarks Skibskredit A/S | 0.250% | 6/21/28 | EUR | 9,300 | 8,727 | |
Danske Bank A/S | 0.625% | 5/26/25 | EUR | 2,214 | 2,285 | |
Danske Bank A/S | 0.500% | 8/27/25 | EUR | 6,600 | 6,900 | |
Danske Bank A/S | 0.750% | 11/22/27 | EUR | 7,631 | 7,547 | |
Danske Bank A/S | 2.250% | 1/14/28 | GBP | 6,285 | 6,836 | |
Danske Bank A/S | 0.750% | 6/9/29 | EUR | 10,224 | 9,361 | |
Danske Bank A/S | 1.375% | 2/12/30 | EUR | 4,364 | 4,446 | |
Danske Bank A/S | 1.500% | 9/2/30 | EUR | 9,000 | 9,003 | |
Danske Bank A/S | 4.125% | 1/10/31 | EUR | 13,000 | 14,340 | |
DSV Panalpina Finance BV | 0.875% | 9/17/36 | EUR | 3,724 | 2,796 | |
Eurogrid GmbH | 0.741% | 4/21/33 | EUR | 4,600 | 3,842 | |
ISS Global A/S | 2.125% | 12/2/24 | EUR | 300 | 322 | |
ISS Global A/S | 0.875% | 6/18/26 | EUR | 100 | 100 | |
ISS Global A/S | 1.500% | 8/31/27 | EUR | 10,329 | 10,339 | |
Jyske Bank A/S | 2.250% | 4/5/29 | EUR | 5,690 | 6,083 | |
Jyske Realkredit A/S | 0.375% | 4/1/25 | EUR | 3,541 | 3,675 | |
Jyske Realkredit A/S | 0.500% | 10/1/26 | EUR | 11,370 | 11,401 | |
Nordea Kredit Realkreditaktieselskab | 1.000% | 10/1/26 | DKK | 186,000 | 25,434 | |
Nordea Kredit Realkreditaktieselskab | 3.500% | 10/1/44 | DKK | 162 | 24 | |
Novo Nordisk Finance Netherlands BV | 0.000% | 6/4/24 | EUR | 7,145 | 7,587 | |
Novo Nordisk Finance Netherlands BV | 0.125% | 6/4/28 | EUR | 3,000 | 2,850 | |
Nykredit Realkredit A/S | 2.000% | 1/1/25 | DKK | 172,863 | 24,930 | |
Nykredit Realkredit A/S | 0.500% | 7/10/25 | EUR | 5,053 | 5,167 | |
Nykredit Realkredit A/S | 2.000% | 1/1/26 | DKK | 139,500 | 19,889 | |
Nykredit Realkredit A/S | 1.000% | 7/1/26 | DKK | 119,419 | 16,407 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Nykredit Realkredit A/S | 1.000% | 1/1/27 | DKK | 149,698 | 20,347 | |
Nykredit Realkredit A/S | 0.375% | 1/17/28 | EUR | 11,996 | 11,044 | |
Nykredit Realkredit A/S | 2.000% | 10/1/47 | DKK | 17,637 | 2,171 | |
Orsted A/S | 3.625% | 3/1/26 | EUR | 2,500 | 2,768 | |
Orsted A/S | 2.250% | 6/14/28 | EUR | 5,000 | 5,208 | |
Orsted A/S | 1.500% | 11/26/29 | EUR | 14,971 | 14,548 | |
Orsted A/S | 3.250% | 9/13/31 | EUR | 2,900 | 3,092 | |
Orsted A/S | 4.875% | 1/12/32 | GBP | 6,761 | 8,347 | |
Orsted A/S | 2.500% | 5/16/33 | GBP | 650 | 649 | |
Orsted A/S | 5.125% | 9/13/34 | GBP | 3,500 | 4,339 | |
Orsted A/S | 5.750% | 4/9/40 | GBP | 2,298 | 2,992 | |
Orsted A/S | 2.250% | 11/24/17 | EUR | 2,000 | 2,088 | |
Orsted A/S | 1.750% | 12/9/19 | EUR | 2,000 | 1,868 | |
Orsted A/S | 2.500% | 2/18/21 | GBP | 1,400 | 1,209 | |
Orsted A/S | 5.250% | 12/8/22 | EUR | 2,500 | 2,731 | |
Vestas Wind Systems Finance BV | 2.000% | 6/15/34 | EUR | 1,900 | 1,711 | |
344,746 | ||||||
Estonia (0.0%) | ||||||
Luminor Bank A/S | 0.539% | 9/23/26 | EUR | 9,564 | 9,272 | |
Finland (0.2%) | ||||||
Aktia Bank OYJ | 0.375% | 3/5/26 | EUR | 5,000 | 5,078 | |
Citycon Treasury BV | 1.250% | 9/8/26 | EUR | 600 | 520 | |
Elenia Verkko OYJ | 0.375% | 2/6/27 | EUR | 5,087 | 4,916 | |
Fortum OYJ | 1.625% | 2/27/26 | EUR | 600 | 623 | |
Fortum OYJ | 2.125% | 2/27/29 | EUR | 900 | 904 | |
Kojamo OYJ | 1.875% | 5/27/27 | EUR | 2,609 | 2,398 | |
Kojamo OYJ | 0.875% | 5/28/29 | EUR | 3,438 | 2,694 | |
Nokia OYJ | 3.125% | 5/15/28 | EUR | 4,000 | 4,195 | |
Nordea Bank Abp | 1.125% | 2/12/25 | EUR | 100 | 105 | |
Nordea Bank Abp | 0.550% | 6/23/25 | CHF | 6,525 | 7,060 | |
Nordea Bank Abp | 1.125% | 2/16/27 | EUR | 1,300 | 1,295 | |
Nordea Bank Abp | 0.500% | 5/14/27 | EUR | 5,087 | 4,968 | |
Nordea Bank Abp | 0.500% | 11/2/28 | EUR | 7,938 | 7,287 | |
Nordea Bank Abp | 2.500% | 5/23/29 | EUR | 4,600 | 4,643 | |
Nordea Bank Abp | 2.875% | 8/24/32 | EUR | 7,000 | 6,964 | |
Nordea Bank Abp | 1.625% | 12/9/32 | GBP | 1,509 | 1,536 | |
Nordea Kiinnitysluottopankki OYJ | 0.250% | 3/18/26 | EUR | 12,189 | 12,323 | |
Nordea Kiinnitysluottopankki OYJ | 0.625% | 3/17/27 | EUR | 11,820 | 11,819 | |
Nordea Kiinnitysluottopankki OYJ | 3.000% | 2/20/30 | EUR | 15,000 | 16,392 | |
Oma Saastopankki OYJ | 0.010% | 11/25/27 | EUR | 4,700 | 4,446 | |
OP Corporate Bank plc | 0.375% | 6/19/24 | EUR | 4,090 | 4,327 | |
OP Corporate Bank plc | 0.125% | 7/1/24 | EUR | 7,448 | 7,871 | |
OP Corporate Bank plc | 1.000% | 5/22/25 | EUR | 5,087 | 5,314 | |
OP Corporate Bank plc | 0.500% | 8/12/25 | EUR | 1,682 | 1,726 | |
OP Corporate Bank plc | 0.600% | 1/18/27 | EUR | 11,271 | 10,878 | |
OP Corporate Bank plc | 0.100% | 11/16/27 | EUR | 5,359 | 5,037 | |
OP Corporate Bank plc | 1.625% | 6/9/30 | EUR | 12,818 | 13,031 | |
OP Mortgage Bank | 1.000% | 11/28/24 | EUR | 3,541 | 3,753 | |
OP Mortgage Bank | 0.010% | 11/19/26 | EUR | 5,087 | 5,008 | |
OP Mortgage Bank | 0.625% | 2/15/29 | EUR | 5,087 | 4,869 | |
OP Mortgage Bank | 0.010% | 11/19/30 | EUR | 15,362 | 13,396 | |
Sampo OYJ | 3.375% | 5/23/49 | EUR | 9,464 | 9,310 | |
Sampo OYJ | 2.500% | 9/3/52 | EUR | 8,627 | 7,414 | |
SATO OYJ | 1.375% | 2/24/28 | EUR | 2,100 | 1,744 | |
Stora Enso OYJ | 2.500% | 6/7/27 | EUR | 2,269 | 2,384 | |
Stora Enso OYJ | 2.500% | 3/21/28 | EUR | 2,294 | 2,395 | |
198,623 | ||||||
France (3.4%) | ||||||
Aeroports de Paris | 3.125% | 6/11/24 | EUR | 2,500 | 2,748 | |
Aeroports de Paris | 1.500% | 4/7/25 | EUR | 2,000 | 2,127 | |
Aeroports de Paris | 2.125% | 10/2/26 | EUR | 6,100 | 6,458 | |
Aeroports de Paris | 1.000% | 1/5/29 | EUR | 2,600 | 2,488 | |
Aeroports de Paris | 2.750% | 4/2/30 | EUR | 5,700 | 5,933 | |
Aeroports de Paris | 1.500% | 7/2/32 | EUR | 3,400 | 3,096 | |
Aeroports de Paris | 1.125% | 6/18/34 | EUR | 1,500 | 1,240 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Aeroports de Paris | 2.125% | 10/11/38 | EUR | 3,700 | 3,195 | |
Air Liquide Finance SA | 1.000% | 4/2/25 | EUR | 5,000 | 5,281 | |
Air Liquide Finance SA | 1.250% | 6/3/25 | EUR | 2,800 | 2,982 | |
Air Liquide Finance SA | 1.000% | 3/8/27 | EUR | 100 | 102 | |
Air Liquide Finance SA | 1.250% | 6/13/28 | EUR | 500 | 504 | |
Air Liquide Finance SA | 1.375% | 4/2/30 | EUR | 7,300 | 7,176 | |
Air Liquide SA | 2.375% | 9/6/23 | EUR | 1,100 | 1,207 | |
Airbus Finance BV | 2.125% | 10/29/29 | EUR | 353 | 362 | |
Airbus Finance BV | 1.375% | 5/13/31 | EUR | 7,504 | 7,048 | |
Airbus SE | 1.625% | 4/7/25 | EUR | 704 | 749 | |
Airbus SE | 1.375% | 6/9/26 | EUR | 6,706 | 6,966 | |
Airbus SE | 1.625% | 6/9/30 | EUR | 4,200 | 4,103 | |
Airbus SE | 2.375% | 4/7/32 | EUR | 7,014 | 7,039 | |
Airbus SE | 2.375% | 6/9/40 | EUR | 4,513 | 3,915 | |
ALD SA | 1.250% | 3/2/26 | EUR | 2,500 | 2,542 | |
ALD SA | 4.250% | 1/18/27 | EUR | 2,000 | 2,189 | |
ALD SA | 4.000% | 7/5/27 | EUR | 4,600 | 5,021 | |
Alstom SA | 0.250% | 10/14/26 | EUR | 6,900 | 6,872 | |
Alstom SA | 0.000% | 1/11/29 | EUR | 3,900 | 3,515 | |
Altarea SCA | 1.750% | 1/16/30 | EUR | 1,500 | 1,155 | |
APRR SA | 1.875% | 1/15/25 | EUR | 1,100 | 1,180 | |
APRR SA | 1.125% | 1/9/26 | EUR | 5,400 | 5,612 | |
APRR SA | 1.250% | 1/6/27 | EUR | 5,400 | 5,534 | |
APRR SA | 1.250% | 1/14/27 | EUR | 7,700 | 7,887 | |
APRR SA | 1.250% | 1/18/28 | EUR | 700 | 702 | |
APRR SA | 1.500% | 1/25/30 | EUR | 400 | 392 | |
APRR SA | 1.875% | 1/6/31 | EUR | 100 | 100 | |
APRR SA | 1.625% | 1/13/32 | EUR | 4,700 | 4,460 | |
APRR SA | 1.500% | 1/17/33 | EUR | 200 | 185 | |
Arkea Home Loans SFH SA | 0.750% | 10/5/27 | EUR | 75 | 74 | |
Arkea Home Loans SFH SA | 1.500% | 6/1/33 | EUR | 5,000 | 4,677 | |
Arkema SA | 1.500% | 1/20/25 | EUR | 200 | 213 | |
Arkema SA | 1.500% | 4/20/27 | EUR | 8,900 | 9,157 | |
Arkema SA | 1.500% | Perpetual | EUR | 1,100 | 1,050 | |
Arkema SA | 2.750% | Perpetual | EUR | 1,500 | 1,582 | |
Arval Service Lease SA | 4.125% | 4/13/26 | EUR | 2,500 | 2,733 | |
Arval Service Lease SA | 4.000% | 9/22/26 | EUR | 7,500 | 8,164 | |
Autoroutes du Sud de la France SA | 2.950% | 1/17/24 | EUR | 1,400 | 1,538 | |
Autoroutes du Sud de la France SA | 1.125% | 4/20/26 | EUR | 800 | 825 | |
Autoroutes du Sud de la France SA | 1.000% | 5/13/26 | EUR | 5,400 | 5,541 | |
Autoroutes du Sud de la France SA | 1.250% | 1/18/27 | EUR | 300 | 307 | |
Autoroutes du Sud de la France SA | 1.375% | 6/27/28 | EUR | 6,000 | 6,035 | |
Autoroutes du Sud de la France SA | 1.375% | 1/22/30 | EUR | 5,000 | 4,860 | |
Autoroutes du Sud de la France SA | 1.375% | 2/21/31 | EUR | 4,000 | 3,785 | |
AXA Bank Europe SCF | 0.500% | 4/18/25 | EUR | 14,300 | 14,865 | |
AXA Bank Europe SCF | 1.375% | 4/18/33 | EUR | 7,900 | 7,317 | |
AXA Home Loan SFH SA | 0.010% | 10/16/29 | EUR | 5,000 | 4,497 | |
AXA SA | 3.750% | 10/12/30 | EUR | 2,000 | 2,232 | |
AXA SA | 1.375% | 10/7/41 | EUR | 3,724 | 3,106 | |
AXA SA | 1.875% | 7/10/42 | EUR | 9,900 | 8,179 | |
AXA SA | 3.375% | 7/6/47 | EUR | 10,943 | 11,311 | |
AXA SA | 3.250% | 5/28/49 | EUR | 9,504 | 9,453 | |
AXA SA | 3.875% | Perpetual | EUR | 8,424 | 8,930 | |
AXA SA | 3.941% | Perpetual | EUR | 5,659 | 6,067 | |
AXA SA | 5.453% | Perpetual | GBP | 3,074 | 3,818 | |
AXA SA | 6.686% | Perpetual | GBP | 2,287 | 2,917 | |
Banque Federative du Credit Mutuel SA | 3.000% | 5/21/24 | EUR | 9,629 | 10,459 | |
Banque Federative du Credit Mutuel SA | 0.250% | 10/10/24 | JPY | 800,000 | 5,861 | |
Banque Federative du Credit Mutuel SA | 0.384% | 10/11/24 | JPY | 100,000 | 730 | |
Banque Federative du Credit Mutuel SA | 1.750% | 12/19/24 | GBP | 4,300 | 5,095 | |
Banque Federative du Credit Mutuel SA | 1.250% | 1/14/25 | EUR | 22,900 | 24,127 | |
Banque Federative du Credit Mutuel SA | 0.010% | 3/7/25 | EUR | 24,600 | 25,275 | |
Banque Federative du Credit Mutuel SA | 0.750% | 7/17/25 | EUR | 2,600 | 2,672 | |
Banque Federative du Credit Mutuel SA | 3.000% | 9/11/25 | EUR | 2,500 | 2,686 | |
Banque Federative du Credit Mutuel SA | 1.625% | 1/19/26 | EUR | 400 | 415 | |
Banque Federative du Credit Mutuel SA | 5.000% | 1/19/26 | GBP | 2,800 | 3,489 | |
Banque Federative du Credit Mutuel SA | 2.375% | 3/24/26 | EUR | 15,400 | 16,089 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Banque Federative du Credit Mutuel SA | 0.010% | 5/11/26 | EUR | 19,000 | 18,670 | |
Banque Federative du Credit Mutuel SA | 0.750% | 6/8/26 | EUR | 8,600 | 8,626 | |
Banque Federative du Credit Mutuel SA | 1.000% | 7/16/26 | GBP | 7,500 | 8,284 | |
Banque Federative du Credit Mutuel SA | 1.500% | 10/7/26 | GBP | 100 | 111 | |
Banque Federative du Credit Mutuel SA | 1.875% | 11/4/26 | EUR | 2,800 | 2,845 | |
Banque Federative du Credit Mutuel SA | 2.625% | 3/31/27 | EUR | 600 | 615 | |
Banque Federative du Credit Mutuel SA | 0.100% | 10/8/27 | EUR | 3,700 | 3,484 | |
Banque Federative du Credit Mutuel SA | 1.625% | 11/15/27 | EUR | 2,300 | 2,223 | |
Banque Federative du Credit Mutuel SA | 0.875% | 12/7/27 | GBP | 900 | 938 | |
Banque Federative du Credit Mutuel SA | 2.500% | 5/25/28 | EUR | 7,500 | 7,414 | |
Banque Federative du Credit Mutuel SA | 0.250% | 6/29/28 | EUR | 16,800 | 15,621 | |
Banque Federative du Credit Mutuel SA | 0.250% | 7/19/28 | EUR | 15,600 | 14,058 | |
Banque Federative du Credit Mutuel SA | 1.875% | 10/26/28 | GBP | 2,800 | 2,985 | |
Banque Federative du Credit Mutuel SA | 0.625% | 11/3/28 | EUR | 21,300 | 19,362 | |
Banque Federative du Credit Mutuel SA | 1.875% | 6/18/29 | EUR | 5,000 | 4,687 | |
Banque Federative du Credit Mutuel SA | 0.750% | 1/17/30 | EUR | 1,000 | 879 | |
Banque Federative du Credit Mutuel SA | 1.250% | 6/3/30 | EUR | �� 11,000 | 9,917 | |
Banque Federative du Credit Mutuel SA | 0.625% | 2/21/31 | EUR | 12,500 | 10,508 | |
Banque Federative du Credit Mutuel SA | 3.625% | 9/14/32 | EUR | 9,000 | 9,718 | |
Banque Federative du Credit Mutuel SA | 5.125% | 1/13/33 | EUR | 6,000 | 6,504 | |
Banque Federative du Credit Mutuel SA | 3.750% | 2/1/33 | EUR | 2,000 | 2,162 | |
BNP Paribas Cardif SA | 4.032% | Perpetual | EUR | 1,200 | 1,273 | |
BNP Paribas Home Loan SFH SA | 0.875% | 11/14/24 | EUR | 2,561 | 2,712 | |
BNP Paribas SA | 2.375% | 5/20/24 | EUR | 4,355 | 4,744 | |
BNP Paribas SA | 1.000% | 6/27/24 | EUR | 2,543 | 2,715 | |
BNP Paribas SA | 2.375% | 2/17/25 | EUR | 7,543 | 8,040 | |
BNP Paribas SA | 1.250% | 3/19/25 | EUR | 5,087 | 5,352 | |
BNP Paribas SA | 0.500% | 7/15/25 | EUR | 9,400 | 9,918 | |
BNP Paribas SA | 1.500% | 11/17/25 | EUR | 10,449 | 11,011 | |
BNP Paribas SA | 3.375% | 1/23/26 | GBP | 1,381 | 1,648 | |
BNP Paribas SA | 1.125% | 6/11/26 | EUR | 9,303 | 9,489 | |
BNP Paribas SA | 2.875% | 10/1/26 | EUR | 2,434 | 2,564 | |
BNP Paribas SA | 2.125% | 1/23/27 | EUR | 14,800 | 15,432 | |
BNP Paribas SA | 0.250% | 4/13/27 | EUR | 12,000 | 11,761 | |
BNP Paribas SA | 0.375% | 10/14/27 | EUR | 9,300 | 9,043 | |
BNP Paribas SA | 1.875% | 12/14/27 | GBP | 3,000 | 3,220 | |
BNP Paribas SA | 0.500% | 2/19/28 | EUR | 13,800 | 13,224 | |
BNP Paribas SA | 0.500% | 5/30/28 | EUR | 14,000 | 13,353 | |
BNP Paribas SA | 2.750% | 7/25/28 | EUR | 10,000 | 10,354 | |
BNP Paribas SA | 0.500% | 9/1/28 | EUR | 4,400 | 4,123 | |
BNP Paribas SA | 2.875% | 2/24/29 | GBP | 5,000 | 5,442 | |
BNP Paribas SA | 1.125% | 4/17/29 | EUR | 5,000 | 4,740 | |
BNP Paribas SA | 1.375% | 5/28/29 | EUR | 12,100 | 11,316 | |
BNP Paribas SA | 2.538% | 7/13/29 | CAD | 2,109 | 1,360 | |
BNP Paribas SA | 0.500% | 1/19/30 | EUR | 7,600 | 6,749 | |
BNP Paribas SA | 0.875% | 7/11/30 | EUR | 4,600 | 4,119 | |
BNP Paribas SA | 2.375% | 11/20/30 | EUR | 5,000 | 5,129 | |
BNP Paribas SA | 3.875% | 1/10/31 | EUR | 5,000 | 5,484 | |
BNP Paribas SA | 2.000% | 5/24/31 | GBP | 3,000 | 3,269 | |
BNP Paribas SA | 1.625% | 7/2/31 | EUR | 2,800 | 2,403 | |
BNP Paribas SA | 1.250% | 7/13/31 | GBP | 3,000 | 2,723 | |
BNP Paribas SA | 2.500% | 3/31/32 | EUR | 1,000 | 982 | |
BNP Paribas SA | 2.100% | 4/7/32 | EUR | 4,000 | 3,748 | |
BNP Paribas SA | 0.875% | 8/31/33 | EUR | 2,000 | 1,736 | |
BNP Paribas SA | 2.000% | 9/13/36 | GBP | 1,900 | 1,596 | |
Bouygues SA | 5.500% | 10/6/26 | GBP | 3,050 | 3,892 | |
Bouygues SA | 1.375% | 6/7/27 | EUR | 7,500 | 7,708 | |
Bouygues SA | 1.125% | 7/24/28 | EUR | 2,500 | 2,498 | |
Bouygues SA | 2.250% | 6/29/29 | EUR | 5,600 | 5,745 | |
Bouygues SA | 4.625% | 6/7/32 | EUR | 7,500 | 8,840 | |
Bouygues SA | 3.250% | 6/30/37 | EUR | 4,500 | 4,530 | |
Bouygues SA | 5.375% | 6/30/42 | EUR | 1,800 | 2,192 | |
BPCE SA | 1.000% | 7/15/24 | EUR | 4,300 | 4,587 | |
BPCE SA | 3.000% | 7/19/24 | EUR | 4,300 | 4,686 | |
BPCE SA | 0.625% | 9/26/24 | EUR | 12,500 | 13,155 | |
BPCE SA | 1.000% | 4/1/25 | EUR | 7,600 | 7,926 | |
BPCE SA | 0.625% | 4/28/25 | EUR | 6,700 | 6,939 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
BPCE SA | 0.250% | 1/15/26 | EUR | 5,400 | 5,419 | |
BPCE SA | 1.375% | 12/23/26 | GBP | 3,500 | 3,835 | |
BPCE SA | 0.010% | 1/14/27 | EUR | 2,300 | 2,203 | |
BPCE SA | 0.500% | 2/24/27 | EUR | 4,600 | 4,440 | |
BPCE SA | 1.750% | 4/26/27 | EUR | 10,000 | 10,193 | |
BPCE SA | 0.500% | 9/15/27 | EUR | 5,000 | 4,850 | |
BPCE SA | 0.500% | 1/14/28 | EUR | 6,500 | 6,226 | |
BPCE SA | 1.625% | 1/31/28 | EUR | 3,700 | 3,630 | |
BPCE SA | 4.500% | 4/26/28 | AUD | 4,500 | 2,745 | |
BPCE SA | 5.250% | 4/16/29 | GBP | 1,500 | 1,763 | |
BPCE SA | 0.625% | 1/15/30 | EUR | 7,100 | 6,312 | |
BPCE SA | 0.250% | 1/14/31 | EUR | 19,900 | 16,539 | |
BPCE SA | 0.750% | 3/3/31 | EUR | 4,000 | 3,401 | |
BPCE SA | 1.100% | 12/16/31 | JPY | 500,000 | 3,586 | |
BPCE SA | 1.000% | 1/14/32 | EUR | 7,500 | 6,403 | |
BPCE SA | 2.250% | 3/2/32 | EUR | 4,500 | 4,396 | |
BPCE SA | 4.500% | 1/13/33 | EUR | 5,000 | 5,531 | |
BPCE SA | 1.750% | 2/2/34 | EUR | 2,500 | 2,233 | |
BPCE SA | 5.125% | 1/25/35 | EUR | 2,000 | 2,135 | |
BPCE SFH SA | 1.750% | 6/27/24 | EUR | 10,200 | 11,009 | |
BPCE SFH SA | 1.000% | 2/24/25 | EUR | 6,800 | 7,170 | |
BPCE SFH SA | 0.398% | 4/24/25 | EUR | 10,200 | 10,587 | |
BPCE SFH SA | 0.750% | 9/2/25 | EUR | 5,000 | 5,185 | |
BPCE SFH SA | 0.010% | 11/8/26 | EUR | 15,000 | 14,778 | |
BPCE SFH SA | 0.625% | 9/22/27 | EUR | 2,500 | 2,463 | |
BPCE SFH SA | 0.010% | 11/10/27 | EUR | 26,100 | 24,897 | |
BPCE SFH SA | 0.875% | 4/13/28 | EUR | 6,000 | 5,902 | |
BPCE SFH SA | 0.750% | 2/23/29 | EUR | 23,000 | 22,049 | |
BPCE SFH SA | 1.000% | 6/8/29 | EUR | 2,200 | 2,129 | |
BPCE SFH SA | 1.125% | 4/12/30 | EUR | 13,800 | 13,232 | |
BPCE SFH SA | 0.125% | 12/3/30 | EUR | 20,500 | 17,931 | |
BPCE SFH SA | 0.625% | 5/29/31 | EUR | 8,900 | 7,996 | |
4 | Caisse Centrale du Credit Immobilier de France SA | 0.050% | 3/25/25 | EUR | 5,000 | 5,200 |
Caisse de Refinancement de l'Habitat SA | 2.400% | 1/17/25 | EUR | 573 | 620 | |
Caisse de Refinancement de l'Habitat SA | 0.010% | 2/7/28 | EUR | 5,000 | 4,746 | |
Caisse de Refinancement de l'Habitat SA | 0.010% | 10/8/29 | EUR | 10,700 | 9,646 | |
Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 0.750% | 7/7/28 | EUR | 4,800 | 4,347 | |
Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 3.375% | 9/24/28 | EUR | 3,200 | 3,266 | |
Capgemini SE | 1.000% | 10/18/24 | EUR | 100 | 106 | |
Capgemini SE | 0.625% | 6/23/25 | EUR | 2,000 | 2,074 | |
Capgemini SE | 1.750% | 4/18/28 | EUR | 7,800 | 7,888 | |
Capgemini SE | 1.125% | 6/23/30 | EUR | 3,000 | 2,789 | |
Capgemini SE | 2.375% | 4/15/32 | EUR | 5,700 | 5,624 | |
Carmila SA | 2.125% | 3/7/28 | EUR | 1,900 | 1,854 | |
Carmila SA | 1.625% | 4/1/29 | EUR | 900 | 827 | |
Carrefour SA | 0.875% | 6/12/23 | EUR | 100 | 110 | |
Carrefour SA | 0.750% | 4/26/24 | EUR | 4,593 | 4,929 | |
Carrefour SA | 1.250% | 6/3/25 | EUR | 8,236 | 8,650 | |
Carrefour SA | 1.750% | 5/4/26 | EUR | 500 | 523 | |
Carrefour SA | 2.625% | 12/15/27 | EUR | 5,000 | 5,309 | |
Carrefour SA | 2.375% | 10/30/29 | EUR | 4,800 | 4,877 | |
Cie de Financement Foncier SA | 2.000% | 5/7/24 | EUR | 7,300 | 7,913 | |
Cie de Financement Foncier SA | 0.500% | 9/4/24 | EUR | 5,000 | 5,289 | |
Cie de Financement Foncier SA | 0.375% | 12/11/24 | EUR | 900 | 944 | |
Cie de Financement Foncier SA | 0.750% | 1/21/25 | EUR | 3,400 | 3,576 | |
Cie de Financement Foncier SA | 4.000% | 10/24/25 | EUR | 12,964 | 14,494 | |
Cie de Financement Foncier SA | 1.000% | 2/2/26 | EUR | 50 | 52 | |
Cie de Financement Foncier SA | 0.750% | 5/29/26 | EUR | 1,000 | 1,021 | |
Cie de Financement Foncier SA | 0.225% | 9/14/26 | EUR | 2,800 | 2,788 | |
Cie de Financement Foncier SA | 5.500% | 1/26/27 | GBP | 1,204 | 1,539 | |
Cie de Financement Foncier SA | 0.375% | 4/9/27 | EUR | 30,000 | 29,584 | |
Cie de Financement Foncier SA | 0.010% | 11/10/27 | EUR | 5,000 | 4,768 | |
Cie de Financement Foncier SA | 0.750% | 1/11/28 | EUR | 5,600 | 5,512 | |
Cie de Financement Foncier SA | 0.500% | 3/16/28 | EUR | 9,600 | 9,300 | |
Cie de Financement Foncier SA | 0.875% | 9/11/28 | EUR | 9,400 | 9,184 | |
Cie de Financement Foncier SA | 0.010% | 4/16/29 | EUR | 14,800 | 13,542 | |
Cie de Financement Foncier SA | 0.010% | 10/29/35 | EUR | 19,000 | 13,934 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Cie de Financement Foncier SA | 3.875% | 4/25/55 | EUR | 2,049 | 2,566 | |
Cie de Saint-Gobain | 1.000% | 3/17/25 | EUR | 500 | ��� 528 | |
Cie de Saint-Gobain | 1.375% | 6/14/27 | EUR | 3,000 | 3,066 | |
Cie de Saint-Gobain | 2.375% | 10/4/27 | EUR | 2,200 | 2,327 | |
Cie de Saint-Gobain | 1.875% | 9/21/28 | EUR | 6,200 | 6,320 | |
Cie de Saint-Gobain | 1.875% | 3/15/31 | EUR | 2,800 | 2,703 | |
Cie de Saint-Gobain | 2.625% | 8/10/32 | EUR | 2,200 | 2,226 | |
Cie Financiere et Industrielle des Autoroutes SA | 0.375% | 2/7/25 | EUR | 3,800 | 3,969 | |
Cie Generale des Etablissements Michelin SCA | 1.750% | 5/28/27 | EUR | 100 | 104 | |
Cie Generale des Etablissements Michelin SCA | 0.000% | 11/2/28 | EUR | 6,300 | 5,851 | |
Cie Generale des Etablissements Michelin SCA | 2.500% | 9/3/38 | EUR | 2,600 | 2,549 | |
CNP Assurances | 4.500% | 6/10/47 | EUR | 3,800 | 4,077 | |
CNP Assurances | 2.000% | 7/27/50 | EUR | 1,500 | 1,323 | |
CNP Assurances | 2.500% | 6/30/51 | EUR | 3,100 | 2,730 | |
CNP Assurances | 5.250% | 7/18/53 | EUR | 4,700 | 4,922 | |
CNP Assurances | 4.000% | Perpetual | EUR | 2,000 | 2,139 | |
Coentreprise de Transport d'Electricite SA | 2.125% | 7/29/32 | EUR | 8,400 | 8,000 | |
Covivio | 1.875% | 5/20/26 | EUR | 200 | 207 | |
Covivio | 2.375% | 2/20/28 | EUR | 100 | 99 | |
Covivio | 1.625% | 6/23/30 | EUR | 2,200 | 2,019 | |
Covivio Hotels SACA | 1.875% | 9/24/25 | EUR | 1,500 | 1,534 | |
Covivio Hotels SACA | 1.000% | 7/27/29 | EUR | 2,800 | 2,457 | |
Credit Agricole Assurances SA | 4.250% | Perpetual | EUR | 5,400 | 5,783 | |
Credit Agricole Assurances SA | 2.000% | 7/17/30 | EUR | 2,800 | 2,507 | |
Credit Agricole Assurances SA | 1.500% | 10/6/31 | EUR | 8,500 | 7,156 | |
Credit Agricole Assurances SA | 4.750% | 9/27/48 | EUR | 1,200 | 1,265 | |
Credit Agricole Assurances SA | 4.500% | Perpetual | EUR | 1,900 | 2,034 | |
Credit Agricole Home Loan SFH SA | 0.375% | 9/30/24 | EUR | 2,600 | 2,741 | |
Credit Agricole Home Loan SFH SA | 0.500% | 4/3/25 | EUR | 2,500 | 2,605 | |
Credit Agricole Home Loan SFH SA | 4.000% | 7/16/25 | EUR | 1,000 | 1,116 | |
Credit Agricole Home Loan SFH SA | 0.500% | 2/19/26 | EUR | 900 | 918 | |
Credit Agricole Home Loan SFH SA | 3.250% | 9/28/26 | EUR | 22,000 | 24,259 | |
Credit Agricole Home Loan SFH SA | 0.750% | 5/5/27 | EUR | 18,400 | 18,392 | |
Credit Agricole Home Loan SFH SA | 0.875% | 8/31/27 | EUR | 6,100 | 6,087 | |
Credit Agricole Home Loan SFH SA | 0.875% | 8/11/28 | EUR | 7,600 | 7,432 | |
Credit Agricole Home Loan SFH SA | 1.000% | 1/16/29 | EUR | 7,600 | 7,422 | |
Credit Agricole Home Loan SFH SA | 0.050% | 12/6/29 | EUR | 5,000 | 4,485 | |
Credit Agricole Home Loan SFH SA | 1.250% | 3/24/31 | EUR | 9,100 | 8,658 | |
Credit Agricole Home Loan SFH SA | 0.010% | 11/3/31 | EUR | 8,600 | 7,230 | |
Credit Agricole Home Loan SFH SA | 1.375% | 2/3/32 | EUR | 2,200 | 2,085 | |
Credit Agricole Home Loan SFH SA | 0.875% | 5/6/34 | EUR | 10,100 | 8,664 | |
Credit Agricole Home Loan SFH SA | 1.500% | 9/28/38 | EUR | 2,500 | 2,135 | |
Credit Agricole Public Sector SCF SA | 0.500% | 10/10/25 | EUR | 11,000 | 11,311 | |
Credit Agricole Public Sector SCF SA | 0.250% | 10/31/26 | EUR | 12,580 | 12,499 | |
Credit Agricole Public Sector SCF SA | 0.875% | 8/2/27 | EUR | 20,402 | 20,394 | |
Credit Agricole Public Sector SCF SA | 0.010% | 9/13/28 | EUR | 5,000 | 4,656 | |
Credit Agricole Public Sector SCF SA | 0.625% | 3/29/29 | EUR | 7,100 | 6,748 | |
Credit Agricole SA | 2.375% | 5/20/24 | EUR | 7,100 | 7,716 | |
Credit Agricole SA | 1.000% | 9/16/24 | EUR | 1,000 | 1,060 | |
Credit Agricole SA | 3.125% | 2/5/26 | EUR | 2,000 | 2,166 | |
Credit Agricole SA | 1.000% | 4/22/26 | EUR | 11,700 | 12,130 | |
Credit Agricole SA | 1.875% | 12/20/26 | EUR | 5,100 | 5,244 | |
Credit Agricole SA | 2.625% | 3/17/27 | EUR | 10,329 | 10,723 | |
Credit Agricole SA | 1.375% | 5/3/27 | EUR | 700 | 705 | |
Credit Agricole SA | 5.750% | 11/29/27 | GBP | 3,000 | 3,760 | |
Credit Agricole SA | 0.375% | 4/20/28 | EUR | 4,800 | 4,428 | |
Credit Agricole SA | 1.750% | 3/5/29 | EUR | 6,000 | 5,793 | |
Credit Agricole SA | 2.000% | 3/25/29 | EUR | 6,400 | 6,049 | |
Credit Agricole SA | 1.000% | 7/3/29 | EUR | 7,300 | 6,852 | |
Credit Agricole SA | 2.500% | 8/29/29 | EUR | 9,000 | 9,221 | |
Credit Agricole SA | 0.500% | 9/21/29 | EUR | 13,600 | 12,382 | |
Credit Agricole SA | 1.625% | 6/5/30 | EUR | 4,200 | 4,297 | |
Credit Agricole SA | 0.875% | 1/14/32 | EUR | 6,400 | 5,439 | |
Credit Agricole SA | 4.000% | 1/18/33 | EUR | 3,000 | 3,332 | |
Credit Agricole SA | 2.500% | 4/22/34 | EUR | 5,000 | 4,783 | |
Credit Agricole SA | 3.875% | 11/28/34 | EUR | 10,000 | 10,964 | |
Credit Mutuel Arkea SA | 1.250% | 5/31/24 | EUR | 11,000 | 11,789 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Credit Mutuel Arkea SA | 1.375% | 1/17/25 | EUR | 100 | 105 | |
Credit Mutuel Arkea SA | 0.875% | 5/7/27 | EUR | 1,000 | 977 | |
Credit Mutuel Arkea SA | 0.375% | 10/3/28 | EUR | 5,100 | 4,655 | |
Credit Mutuel Arkea SA | 3.500% | 2/9/29 | EUR | 10,000 | 10,285 | |
Credit Mutuel Arkea SA | 1.125% | 5/23/29 | EUR | 1,100 | 1,021 | |
Credit Mutuel Arkea SA | 1.875% | 10/25/29 | EUR | 100 | 104 | |
Credit Mutuel Arkea SA | 0.750% | 1/18/30 | EUR | 5,000 | 4,442 | |
Credit Mutuel Arkea SA | 3.375% | 3/11/31 | EUR | 2,000 | 1,981 | |
Credit Mutuel Arkea SA | 0.875% | 10/25/31 | EUR | 4,200 | 3,557 | |
Credit Mutuel Home Loan SFH SA | 1.750% | 6/19/24 | EUR | 5,000 | 5,393 | |
Credit Mutuel Home Loan SFH SA | 0.625% | 2/10/25 | EUR | 1,000 | 1,048 | |
Credit Mutuel Home Loan SFH SA | 0.625% | 2/2/26 | EUR | 2,500 | 2,561 | |
Credit Mutuel Home Loan SFH SA | 0.875% | 4/7/26 | EUR | 484 | 497 | |
Credit Mutuel Home Loan SFH SA | 0.625% | 3/4/27 | EUR | 23,000 | 22,978 | |
Credit Mutuel Home Loan SFH SA | 0.750% | 9/15/27 | EUR | 30,700 | 30,444 | |
Credit Mutuel Home Loan SFH SA | 0.010% | 7/20/28 | EUR | 9,200 | 8,599 | |
Credit Mutuel Home Loan SFH SA | 1.000% | 1/30/29 | EUR | 2,800 | 2,732 | |
Danone SA | 2.600% | 6/28/23 | EUR | 2,800 | 3,082 | |
Danone SA | 1.250% | 5/30/24 | EUR | 200 | 216 | |
Danone SA | 0.709% | 11/3/24 | EUR | 3,700 | 3,932 | |
Danone SA | 1.125% | 1/14/25 | EUR | 5,000 | 5,321 | |
Danone SA | 0.571% | 3/17/27 | EUR | 5,000 | 5,030 | |
Danone SA | 0.395% | 6/10/29 | EUR | 9,300 | 8,652 | |
Dassault Systemes SE | 0.125% | 9/16/26 | EUR | 2,500 | 2,483 | |
Dassault Systemes SE | 0.375% | 9/16/29 | EUR | 5,000 | 4,613 | |
5 | Dexia Credit Local SA | 1.250% | 11/26/24 | EUR | 8,800 | 9,370 |
5 | Dexia Credit Local SA | 0.500% | 1/17/25 | EUR | 12,700 | 13,316 |
5 | Dexia Credit Local SA | 2.125% | 2/12/25 | GBP | 1,500 | 1,796 |
5 | Dexia Credit Local SA | 1.250% | 7/21/25 | GBP | 5,000 | 5,834 |
5 | Dexia Credit Local SA | 0.625% | 1/17/26 | EUR | 4,200 | 4,315 |
5 | Dexia Credit Local SA | 0.250% | 12/10/26 | GBP | 5,000 | 5,383 |
5 | Dexia Credit Local SA | 1.000% | 10/18/27 | EUR | 4,250 | 4,278 |
5 | Dexia Credit Local SA | 0.000% | 1/21/28 | EUR | 5,300 | 5,051 |
Edenred | 1.375% | 3/10/25 | EUR | 300 | 318 | |
Electricite de France SA | 4.625% | 9/11/24 | EUR | 9,750 | 10,901 | |
Electricite de France SA | 0.300% | 10/14/24 | CHF | 4,335 | 4,715 | |
Electricite de France SA | 4.000% | 11/12/25 | EUR | 5,950 | 6,622 | |
Electricite de France SA | 1.000% | 10/13/26 | EUR | 8,300 | 8,443 | |
Electricite de France SA | 4.125% | 3/25/27 | EUR | 600 | 672 | |
Electricite de France SA | 4.375% | 10/12/29 | EUR | 13,500 | 15,077 | |
Electricite de France SA | 2.000% | 10/2/30 | EUR | 1,000 | 958 | |
Electricite de France SA | 5.875% | 7/18/31 | GBP | 1,588 | 1,993 | |
Electricite de France SA | 1.000% | 11/29/33 | EUR | 8,700 | 6,862 | |
Electricite de France SA | 6.125% | 6/2/34 | GBP | 11,050 | 14,038 | |
Electricite de France SA | 4.750% | 10/12/34 | EUR | 5,700 | 6,324 | |
Electricite de France SA | 5.500% | 1/25/35 | GBP | 200 | 237 | |
Electricite de France SA | 1.875% | 10/13/36 | EUR | 6,400 | 5,161 | |
Electricite de France SA | 5.500% | 3/27/37 | GBP | 4,600 | 5,384 | |
Electricite de France SA | 4.500% | 11/12/40 | EUR | 1,900 | 2,044 | |
Electricite de France SA | 5.500% | 10/17/41 | GBP | 6,500 | 7,385 | |
Electricite de France SA | 4.625% | 1/25/43 | EUR | 300 | 312 | |
Electricite de France SA | 2.000% | 12/9/49 | EUR | 6,800 | 4,460 | |
Electricite de France SA | 5.125% | 9/22/50 | GBP | 100 | 105 | |
Electricite de France SA | 6.000% | 1/23/14 | GBP | 5,100 | 5,752 | |
ELO SACA | 2.375% | 4/25/25 | EUR | 4,200 | 4,464 | |
Engie SA | 0.875% | 9/19/25 | EUR | 6,800 | 7,063 | |
Engie SA | 1.000% | 3/13/26 | EUR | 1,500 | 1,545 | |
Engie SA | 2.375% | 5/19/26 | EUR | 100 | 107 | |
Engie SA | 0.375% | 6/11/27 | EUR | 8,200 | 8,018 | |
Engie SA | 1.750% | 3/27/28 | EUR | 7,600 | 7,753 | |
Engie SA | 1.375% | 6/22/28 | EUR | 10,700 | 10,661 | |
Engie SA | 7.000% | 10/30/28 | GBP | 3,950 | 5,393 | |
Engie SA | 3.500% | 9/27/29 | EUR | 2,800 | 3,080 | |
Engie SA | 0.375% | 10/26/29 | EUR | 1,000 | 902 | |
Engie SA | 3.625% | 1/11/30 | EUR | 3,500 | 3,852 | |
Engie SA | 2.125% | 3/30/32 | EUR | 6,100 | 5,931 | |
Engie SA | 1.875% | 9/19/33 | EUR | 1,200 | 1,104 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Engie SA | 4.000% | 1/11/35 | EUR | 1,000 | 1,097 | |
Engie SA | 1.500% | 3/13/35 | EUR | 7,000 | 5,870 | |
Engie SA | 1.000% | 10/26/36 | EUR | 6,000 | 4,536 | |
Engie SA | 2.000% | 9/28/37 | EUR | 3,600 | 3,047 | |
Engie SA | 1.375% | 6/21/39 | EUR | 2,800 | 2,077 | |
Engie SA | 1.250% | 10/24/41 | EUR | 4,500 | 3,067 | |
Engie SA | 4.250% | 1/11/43 | EUR | 2,000 | 2,186 | |
Engie SA | 5.000% | 10/1/60 | GBP | 3,550 | 4,101 | |
Engie SA | 1.500% | Perpetual | EUR | 2,500 | 2,242 | |
Engie SA | 1.625% | Perpetual | EUR | 4,600 | 4,668 | |
Engie SA | 3.875% | Perpetual | EUR | 7,200 | 7,853 | |
Engie SA | 5.950% | 3/16/11 | EUR | 1,625 | 2,041 | |
EssilorLuxottica SA | 0.125% | 5/27/25 | EUR | 5,000 | 5,159 | |
EssilorLuxottica SA | 0.500% | 6/5/28 | EUR | 10,200 | 9,936 | |
Eutelsat SA | 2.000% | 10/2/25 | EUR | 2,500 | 2,547 | |
Eutelsat SA | 2.250% | 7/13/27 | EUR | 500 | 489 | |
Eutelsat SA | 1.500% | 10/13/28 | EUR | 600 | 518 | |
Gecina SA | 1.500% | 1/20/25 | EUR | 1,600 | 1,696 | |
Gecina SA | 1.375% | 6/30/27 | EUR | 100 | 101 | |
Gecina SA | 1.375% | 1/26/28 | EUR | 1,700 | 1,697 | |
Gecina SA | 1.000% | 1/30/29 | EUR | 1,100 | 1,034 | |
Gecina SA | 0.875% | 1/25/33 | EUR | 6,000 | 4,952 | |
Gecina SA | 0.875% | 6/30/36 | EUR | 3,600 | 2,640 | |
GELF Bond Issuer I SA | 1.125% | 7/18/29 | EUR | 2,104 | 1,808 | |
Groupe des Assurances du Credit Mutuel SADIR | 1.850% | 4/21/42 | EUR | 2,200 | 1,774 | |
Holding d'Infrastructures de Transport SASU | 1.625% | 11/27/27 | EUR | 5,900 | 5,835 | |
Holding d'Infrastructures de Transport SASU | 1.475% | 1/18/31 | EUR | 8,000 | 7,116 | |
Holding d'Infrastructures des Metiers de l'Environnement | 0.125% | 9/16/25 | EUR | 6,070 | 6,042 | |
Holding d'Infrastructures des Metiers de l'Environnement | 0.625% | 9/16/28 | EUR | 11,845 | 10,658 | |
HSBC Continental Europe SA | 0.250% | 5/17/24 | EUR | 1,500 | 1,591 | |
HSBC Continental Europe SA | 0.100% | 9/3/27 | EUR | 5,100 | 4,852 | |
HSBC SFH France SA | 2.500% | 6/28/28 | EUR | 8,800 | 9,352 | |
ICADE | 1.125% | 11/17/25 | EUR | 6,100 | 6,282 | |
ICADE | 1.625% | 2/28/28 | EUR | 3,700 | 3,620 | |
ICADE | 1.000% | 1/19/30 | EUR | 1,400 | 1,237 | |
ICADE | 0.625% | 1/18/31 | EUR | 3,700 | 3,014 | |
Icade Sante SAS | 0.875% | 11/4/29 | EUR | 4,600 | 4,063 | |
Imerys SA | 2.000% | 12/10/24 | EUR | 300 | 321 | |
Imerys SA | 1.500% | 1/15/27 | EUR | 600 | 605 | |
Imerys SA | 1.000% | 7/15/31 | EUR | 1,500 | 1,240 | |
Indigo Group SAS | 1.625% | 4/19/28 | EUR | 400 | 389 | |
In'li SA | 1.125% | 7/2/29 | EUR | 1,000 | 889 | |
JCDecaux SA | 2.625% | 4/24/28 | EUR | 2,500 | 2,561 | |
JCDecaux SA | 1.625% | 2/7/30 | EUR | 800 | 727 | |
Kering SA | 1.250% | 5/10/26 | EUR | 4,600 | 4,791 | |
Klepierre SA | 1.875% | 2/19/26 | EUR | 1,700 | 1,781 | |
Klepierre SA | 1.375% | 2/16/27 | EUR | 3,300 | 3,328 | |
Klepierre SA | 0.625% | 7/1/30 | EUR | 4,800 | 4,050 | |
Klepierre SA | 0.875% | 2/17/31 | EUR | 1,900 | 1,577 | |
Klepierre SA | 1.250% | 9/29/31 | EUR | 100 | 84 | |
Klepierre SA | 1.625% | 12/13/32 | EUR | 1,500 | 1,270 | |
La Banque Postale Home Loan SFH SA | 0.625% | 6/23/27 | EUR | 6,350 | 6,310 | |
La Banque Postale Home Loan SFH SA | 0.875% | 2/7/28 | EUR | 4,500 | 4,457 | |
La Banque Postale Home Loan SFH SA | 1.000% | 10/4/28 | EUR | 2,500 | 2,462 | |
La Banque Postale Home Loan SFH SA | 0.010% | 10/22/29 | EUR | 23,600 | 21,262 | |
La Banque Postale SA | 1.000% | 10/16/24 | EUR | 2,500 | 2,643 | |
La Banque Postale SA | 1.000% | 2/9/28 | EUR | 10,000 | 9,689 | |
La Banque Postale SA | 3.000% | 6/9/28 | EUR | 3,800 | 3,858 | |
La Banque Postale SA | 2.000% | 7/13/28 | EUR | 4,700 | 4,662 | |
La Banque Postale SA | 1.375% | 4/24/29 | EUR | 5,000 | 4,711 | |
La Banque Postale SA | 0.875% | 1/26/31 | EUR | 2,300 | 2,237 | |
La Banque Postale SA | 0.750% | 8/2/32 | EUR | 2,400 | 2,157 | |
La Mondiale SAM | 5.050% | Perpetual | EUR | 3,431 | 3,709 | |
La Poste SA | 2.750% | 11/26/24 | EUR | 2,000 | 2,175 | |
La Poste SA | 1.125% | 6/4/25 | EUR | 5,000 | 5,239 | |
La Poste SA | 0.625% | 10/21/26 | EUR | 4,900 | 4,888 | |
La Poste SA | 0.375% | 9/17/27 | EUR | 10,100 | 9,740 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
La Poste SA | 1.450% | 11/30/28 | EUR | 1,000 | 988 | |
La Poste SA | 0.000% | 7/18/29 | EUR | 1,200 | 1,056 | |
La Poste SA | 1.375% | 4/21/32 | EUR | 14,200 | 12,925 | |
Legrand SA | 0.750% | 7/6/24 | EUR | 100 | 107 | |
Legrand SA | 1.000% | 3/6/26 | EUR | 100 | 103 | |
Legrand SA | 1.875% | 12/16/27 | EUR | 100 | 104 | |
Legrand SA | 0.750% | 5/20/30 | EUR | 1,500 | 1,401 | |
Legrand SA | 0.375% | 10/6/31 | EUR | 700 | 612 | |
Legrand SA | 1.875% | 7/6/32 | EUR | 700 | 685 | |
LVMH Moet Hennessy Louis Vuitton SE | 0.750% | 5/26/24 | EUR | 6,666 | 7,169 | |
LVMH Moet Hennessy Louis Vuitton SE | 0.000% | 2/11/26 | EUR | 3,700 | 3,741 | |
LVMH Moet Hennessy Louis Vuitton SE | 1.125% | 2/11/27 | GBP | 4,400 | 4,884 | |
LVMH Moet Hennessy Louis Vuitton SE | 0.125% | 2/11/28 | EUR | 5,000 | 4,821 | |
LVMH Moet Hennessy Louis Vuitton SE | 0.375% | 2/11/31 | EUR | 4,600 | 4,152 | |
Mercialys SA | 2.500% | 2/28/29 | EUR | 1,400 | 1,235 | |
MMS USA Investments Inc. | 0.625% | 6/13/25 | EUR | 7,300 | 7,560 | |
MMS USA Investments Inc. | 1.250% | 6/13/28 | EUR | 100 | 99 | |
MMS USA Investments Inc. | 1.750% | 6/13/31 | EUR | 2,600 | 2,488 | |
Nerval SAS | 2.875% | 4/14/32 | EUR | 3,800 | 3,468 | |
Orange SA | 3.125% | 1/9/24 | EUR | 100 | 110 | |
Orange SA | 1.125% | 7/15/24 | EUR | 4,700 | 5,042 | |
Orange SA | 1.000% | 5/12/25 | EUR | 5,100 | 5,368 | |
Orange SA | 1.000% | 9/12/25 | EUR | 6,900 | 7,217 | |
Orange SA | 5.250% | 12/5/25 | GBP | 726 | 919 | |
Orange SA | 0.000% | 9/4/26 | EUR | 2,000 | 1,974 | |
Orange SA | 0.875% | 2/3/27 | EUR | 900 | 910 | |
Orange SA | 1.250% | 7/7/27 | EUR | 4,000 | 4,069 | |
Orange SA | 1.375% | 3/20/28 | EUR | 18,400 | 18,591 | |
Orange SA | 8.125% | 11/20/28 | GBP | 3,316 | 4,794 | |
Orange SA | 2.000% | 1/15/29 | EUR | 2,000 | 2,061 | |
Orange SA | 1.375% | 1/16/30 | EUR | 1,100 | 1,067 | |
Orange SA | 1.875% | 9/12/30 | EUR | 8,900 | 8,858 | |
Orange SA | 3.250% | 1/15/32 | GBP | 9,500 | 10,509 | |
Orange SA | 1.625% | 4/7/32 | EUR | 5,000 | 4,765 | |
Orange SA | 2.375% | 5/18/32 | EUR | 4,000 | 4,061 | |
Orange SA | 0.500% | 9/4/32 | EUR | 3,800 | 3,230 | |
Orange SA | 8.125% | 1/28/33 | EUR | 362 | 543 | |
Orange SA | 0.625% | 12/16/33 | EUR | 10,700 | 8,849 | |
Orange SA | 5.625% | 1/23/34 | GBP | 1,700 | 2,241 | |
Orange SA | 1.375% | Perpetual | EUR | 1,900 | 1,678 | |
Orange SA | 1.750% | Perpetual | EUR | 1,300 | 1,202 | |
Orange SA | 2.375% | Perpetual | EUR | 5,000 | 5,228 | |
Orange SA | 5.000% | Perpetual | EUR | 7,171 | 7,882 | |
Orano SA | 3.375% | 4/23/26 | EUR | 7,000 | 7,508 | |
Pernod Ricard SA | 1.125% | 4/7/25 | EUR | 300 | 316 | |
Pernod Ricard SA | 1.500% | 5/18/26 | EUR | 1,500 | 1,567 | |
Pernod Ricard SA | 1.750% | 4/8/30 | EUR | 100 | 99 | |
Pernod Ricard SA | 0.875% | 10/24/31 | EUR | 4,000 | 3,608 | |
PSA Tresorerie GIE | 6.000% | 9/19/33 | EUR | 2,024 | 2,537 | |
RCI Banque SA | 1.625% | 4/11/25 | EUR | 8,574 | 9,013 | |
RCI Banque SA | 4.125% | 12/1/25 | EUR | 9,000 | 9,905 | |
RCI Banque SA | 1.750% | 4/10/26 | EUR | 1,165 | 1,192 | |
RCI Banque SA | 1.625% | 5/26/26 | EUR | 7,666 | 7,777 | |
RCI Banque SA | 4.875% | 9/21/28 | EUR | 3,500 | 3,856 | |
RTE Reseau de Transport d'Electricite SADIR | 1.625% | 11/27/25 | EUR | 6,500 | 6,850 | |
RTE Reseau de Transport d'Electricite SADIR | 0.000% | 9/9/27 | EUR | 11,100 | 10,627 | |
RTE Reseau de Transport d'Electricite SADIR | 2.750% | 6/20/29 | EUR | 500 | 534 | |
RTE Reseau de Transport d'Electricite SADIR | 1.500% | 9/27/30 | EUR | 2,500 | 2,392 | |
RTE Reseau de Transport d'Electricite SADIR | 2.000% | 4/18/36 | EUR | 2,800 | 2,564 | |
RTE Reseau de Transport d'Electricite SADIR | 1.875% | 10/23/37 | EUR | 3,000 | 2,618 | |
RTE Reseau de Transport d'Electricite SADIR | 1.125% | 7/8/40 | EUR | 7,500 | 5,604 | |
Safran SA | 0.950% | 10/19/28 | EUR | 800 | 761 | |
SCOR SE | 3.000% | 6/8/46 | EUR | 5,800 | 5,883 | |
SCOR SE | 3.625% | 5/27/48 | EUR | 4,900 | 4,917 | |
SCOR SE | 1.375% | 9/17/51 | EUR | 2,200 | 1,726 | |
Societe Fonciere Lyonnaise SA | 1.500% | 6/5/27 | EUR | 1,900 | 1,918 | |
Societe Fonciere Lyonnaise SA | 0.500% | 4/21/28 | EUR | 1,900 | 1,770 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Societe Generale SA | 1.125% | 1/23/25 | EUR | 5,700 | 5,991 | |
Societe Generale SA | 2.625% | 2/27/25 | EUR | 100 | 107 | |
Societe Generale SA | 1.125% | 4/21/26 | EUR | 5,000 | 5,176 | |
Societe Generale SA | 0.125% | 11/17/26 | EUR | 6,000 | 6,004 | |
Societe Generale SA | 0.750% | 1/25/27 | EUR | 8,600 | 8,376 | |
Societe Generale SA | 0.847% | 5/26/27 | JPY | 1,000,000 | 7,021 | |
Societe Generale SA | 0.250% | 7/8/27 | EUR | 7,500 | 7,104 | |
Societe Generale SA | 1.250% | 12/7/27 | GBP | 3,700 | 3,826 | |
Societe Generale SA | 2.125% | 9/27/28 | EUR | 8,600 | 8,484 | |
Societe Generale SA | 1.750% | 3/22/29 | EUR | 4,500 | 4,284 | |
Societe Generale SA | 0.500% | 6/12/29 | EUR | 14,100 | 12,700 | |
Societe Generale SA | 1.250% | 6/12/30 | EUR | 4,200 | 3,734 | |
Societe Generale SA | 1.000% | 11/24/30 | EUR | 4,000 | 3,880 | |
Societe Generale SA | 4.250% | 12/6/30 | EUR | 8,000 | 8,585 | |
Societe Generale SA | 1.125% | 6/30/31 | EUR | 2,500 | 2,370 | |
Societe Generale SA | 5.250% | 9/6/32 | EUR | 3,000 | 3,255 | |
Societe Generale SA | 4.250% | 11/16/32 | EUR | 4,000 | 4,469 | |
Societe Generale SFH SA | 0.500% | 1/30/25 | EUR | 4,500 | 4,709 | |
Societe Generale SFH SA | 0.500% | 1/28/26 | EUR | 5,700 | 5,824 | |
Societe Generale SFH SA | 0.750% | 1/19/28 | EUR | 5,000 | 4,926 | |
Societe Generale SFH SA | 1.375% | 5/5/28 | EUR | 12,500 | 12,634 | |
Societe Generale SFH SA | 0.125% | 2/2/29 | EUR | 21,900 | 20,303 | |
Societe Generale SFH SA | 0.010% | 2/11/30 | EUR | 1,900 | 1,691 | |
Societe Generale SFH SA | 0.010% | 2/5/31 | EUR | 10,400 | 8,972 | |
Sodexo SA | 0.750% | 4/27/25 | EUR | 5,914 | 6,169 | |
Sodexo SA | 2.500% | 6/24/26 | EUR | 383 | 411 | |
Sodexo SA | 0.750% | 4/14/27 | EUR | 5,914 | 5,963 | |
Sodexo SA | 1.750% | 6/26/28 | GBP | 4,090 | 4,394 | |
Sodexo SA | 1.000% | 4/27/29 | EUR | 3,700 | 3,576 | |
Sogecap SA | 4.125% | Perpetual | EUR | 100 | 105 | |
Suez SA | 5.500% | 7/22/24 | EUR | 2,350 | 2,642 | |
Suez SA | 1.000% | 4/3/25 | EUR | 5,100 | 5,355 | |
Suez SA | 1.750% | 9/10/25 | EUR | 300 | 318 | |
Suez SA | 1.250% | 4/2/27 | EUR | 10,200 | 10,319 | |
Suez SA | 1.500% | 4/3/29 | EUR | 800 | 785 | |
Suez SA | 1.625% | 9/17/30 | EUR | 400 | 386 | |
Suez SA | 5.375% | 12/2/30 | GBP | 600 | 768 | |
Suez SACA | 2.375% | 5/24/30 | EUR | 1,600 | 1,572 | |
Suez SACA | 5.000% | 11/3/32 | EUR | 1,500 | 1,749 | |
Suez SACA | 2.875% | 5/24/34 | EUR | 1,400 | 1,353 | |
TDF Infrastructure SAS | 2.500% | 4/7/26 | EUR | 400 | 419 | |
TDF Infrastructure SAS | 1.750% | 12/1/29 | EUR | 2,700 | 2,380 | |
Teleperformance | 3.750% | 6/24/29 | EUR | 2,000 | 2,100 | |
Terega SA | 2.200% | 8/5/25 | EUR | 100 | 107 | |
Terega SA | 0.875% | 9/17/30 | EUR | 2,500 | 2,199 | |
TotalEnergies Capital Canada Ltd. | 2.125% | 9/18/29 | EUR | 6,700 | 6,866 | |
TotalEnergies Capital International SA | 0.625% | 10/4/24 | EUR | 6,000 | 6,384 | |
TotalEnergies Capital International SA | 1.375% | 3/19/25 | EUR | 6,900 | 7,364 | |
TotalEnergies Capital International SA | 1.750% | 7/7/25 | GBP | 4,746 | 5,625 | |
TotalEnergies Capital International SA | 2.875% | 11/19/25 | EUR | 3,900 | 4,278 | |
TotalEnergies Capital International SA | 2.500% | 3/25/26 | EUR | 2,200 | 2,380 | |
TotalEnergies Capital International SA | 1.491% | 4/8/27 | EUR | 3,000 | 3,091 | |
TotalEnergies Capital International SA | 0.696% | 5/31/28 | EUR | 11,400 | 11,041 | |
TotalEnergies Capital International SA | 1.491% | 9/4/30 | EUR | 500 | 485 | |
TotalEnergies Capital International SA | 1.994% | 4/8/32 | EUR | 3,200 | 3,123 | |
TotalEnergies Capital International SA | 1.618% | 5/18/40 | EUR | 5,000 | 3,968 | |
TotalEnergies SE | 1.625% | Perpetual | EUR | 6,316 | 5,744 | |
TotalEnergies SE | 2.000% | Perpetual | EUR | 3,309 | 2,808 | |
TotalEnergies SE | 2.000% | Perpetual | EUR | 4,000 | 3,821 | |
TotalEnergies SE | 2.125% | Perpetual | EUR | 7,219 | 5,706 | |
TotalEnergies SE | 2.625% | Perpetual | EUR | 9,608 | 9,995 | |
TotalEnergies SE | 3.369% | Perpetual | EUR | 3,650 | 3,805 | |
UMG Groupe VYV | 1.625% | 7/2/29 | EUR | 2,000 | 1,846 | |
Unibail-Rodamco-Westfield SE | 1.000% | 3/14/25 | EUR | 5,087 | 5,297 | |
Unibail-Rodamco-Westfield SE | 1.125% | 9/15/25 | EUR | 5,700 | 5,836 | |
Unibail-Rodamco-Westfield SE | 1.375% | 3/9/26 | EUR | 371 | 377 | |
Unibail-Rodamco-Westfield SE | 2.500% | 6/4/26 | EUR | 400 | 418 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Unibail-Rodamco-Westfield SE | 1.000% | 2/27/27 | EUR | 1,800 | 1,745 | |
Unibail-Rodamco-Westfield SE | 0.625% | 5/4/27 | EUR | 10,200 | 9,605 | |
Unibail-Rodamco-Westfield SE | 0.750% | 10/25/28 | EUR | 1,900 | 1,696 | |
Unibail-Rodamco-Westfield SE | 1.500% | 5/29/29 | EUR | 200 | 183 | |
Unibail-Rodamco-Westfield SE | 1.375% | 4/15/30 | EUR | 3,815 | 3,387 | |
Unibail-Rodamco-Westfield SE | 1.875% | 1/15/31 | EUR | 10,500 | 9,517 | |
Unibail-Rodamco-Westfield SE | 1.375% | 12/4/31 | EUR | 4,100 | 3,404 | |
Unibail-Rodamco-Westfield SE | 0.875% | 3/29/32 | EUR | 6,300 | 4,882 | |
Unibail-Rodamco-Westfield SE | 2.000% | 6/29/32 | EUR | 1,200 | 1,028 | |
Unibail-Rodamco-Westfield SE | 1.375% | 5/25/33 | EUR | 2,200 | 1,758 | |
Unibail-Rodamco-Westfield SE | 2.000% | 4/28/36 | EUR | 1,613 | 1,327 | |
Unibail-Rodamco-Westfield SE | 2.250% | 5/14/38 | EUR | 600 | 475 | |
Unibail-Rodamco-Westfield SE | 1.750% | 7/1/49 | EUR | 1,700 | 1,062 | |
Unibail-Rodamco-Westfield SE | 2.875% | Perpetual | EUR | 700 | 614 | |
Veolia Environnement SA | 0.000% | 6/9/26 | EUR | 1,000 | 993 | |
Veolia Environnement SA | 4.625% | 3/30/27 | EUR | 5,100 | 5,855 | |
Veolia Environnement SA | 1.590% | 1/10/28 | EUR | 3,000 | 3,044 | |
Veolia Environnement SA | 1.250% | 4/15/28 | EUR | 2,100 | 2,087 | |
Veolia Environnement SA | 0.927% | 1/4/29 | EUR | 2,500 | 2,380 | |
Veolia Environnement SA | 0.800% | 1/15/32 | EUR | 7,800 | 6,787 | |
Veolia Environnement SA | 6.125% | 11/25/33 | EUR | 2,244 | 3,003 | |
Vinci SA | 1.000% | 9/26/25 | EUR | 2,500 | 2,631 | |
Vinci SA | 2.250% | 3/15/27 | GBP | 500 | 573 | |
Vinci SA | 1.625% | 1/18/29 | EUR | 7,200 | 7,230 | |
Vinci SA | 1.750% | 9/26/30 | EUR | 3,400 | 3,359 | |
Vinci SA | 0.500% | 1/9/32 | EUR | 11,200 | 9,690 | |
Vinci SA | 2.750% | 9/15/34 | GBP | 600 | 621 | |
Vivendi SE | 1.125% | 12/11/28 | EUR | 2,800 | 2,716 | |
Wendel SE | 1.000% | 6/1/31 | EUR | 2,800 | 2,379 | |
Wendel SE | 1.375% | 1/18/34 | EUR | 1,500 | 1,201 | |
Westfield America Management Ltd. | 2.625% | 3/30/29 | GBP | 2,100 | 2,093 | |
2,858,084 | ||||||
Germany (2.4%) | ||||||
Aareal Bank AG | 0.375% | 7/15/25 | EUR | 1,127 | 1,163 | |
Aareal Bank AG | 0.010% | 9/15/28 | EUR | 7,100 | 6,627 | |
Allianz Finance II BV | 0.875% | 1/15/26 | EUR | 1,000 | 1,040 | |
Allianz Finance II BV | 3.000% | 3/13/28 | EUR | 1,400 | 1,554 | |
Allianz Finance II BV | 0.500% | 1/14/31 | EUR | 6,300 | 5,731 | |
Allianz SE | 2.241% | 7/7/45 | EUR | 3,400 | 3,535 | |
Allianz SE | 2.121% | 7/8/50 | EUR | 7,000 | 6,329 | |
Allianz SE | 4.252% | 7/5/52 | EUR | 6,900 | 7,029 | |
Allianz SE | 3.375% | Perpetual | EUR | 9,500 | 10,176 | |
alstria office REIT AG | 1.500% | 11/15/27 | EUR | 3,100 | 2,532 | |
Amprion GmbH | 3.450% | 9/22/27 | EUR | 10,000 | 10,946 | |
Amprion GmbH | 0.625% | 9/23/33 | EUR | 5,800 | 4,690 | |
Aroundtown SA | 4.625% | 9/18/25 | CAD | 435 | 300 | |
Aroundtown SA | 1.500% | 5/28/26 | EUR | 3,900 | 3,407 | |
Aroundtown SA | 0.000% | 7/16/26 | EUR | 7,600 | 6,253 | |
Aroundtown SA | 0.375% | 4/15/27 | EUR | 7,800 | 6,067 | |
Aroundtown SA | 3.000% | 10/16/29 | GBP | 1,983 | 1,564 | |
Aroundtown SA | 3.625% | 4/10/31 | GBP | 1,100 | 836 | |
Aroundtown SA | 1.625% | Perpetual | EUR | 2,300 | 647 | |
Aroundtown SA | 2.875% | Perpetual | EUR | 500 | 173 | |
Aroundtown SA | 3.375% | Perpetual | EUR | 1,800 | 860 | |
BASF SE | 0.101% | 6/5/23 | EUR | 2,200 | 2,417 | |
BASF SE | 0.875% | 10/6/23 | GBP | 375 | 463 | |
BASF SE | 1.750% | 3/11/25 | GBP | 484 | 571 | |
BASF SE | 4.000% | 3/8/29 | EUR | 3,000 | 3,412 | |
BASF SE | 1.500% | 5/22/30 | EUR | 2,099 | 2,083 | |
BASF SE | 4.250% | 3/8/32 | EUR | 10,000 | 11,472 | |
BASF SE | 1.450% | 12/13/32 | EUR | 8,400 | 7,540 | |
Bausparkasse Schwaebisch Hall | 2.000% | 5/17/34 | EUR | 20,200 | 19,889 | |
Bayer AG | 0.050% | 1/12/25 | EUR | 6,300 | 6,545 | |
Bayer AG | 0.750% | 1/6/27 | EUR | 6,500 | 6,465 | |
Bayer AG | 1.125% | 1/6/30 | EUR | 9,300 | 8,640 | |
Bayer AG | 0.625% | 7/12/31 | EUR | 4,400 | 3,746 | |
Bayer AG | 1.375% | 7/6/32 | EUR | 5,000 | 4,414 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Bayer AG | 1.000% | 1/12/36 | EUR | 4,400 | 3,355 | |
Bayer Capital Corp. BV | 1.500% | 6/26/26 | EUR | 400 | 414 | |
Bayer Capital Corp. BV | 2.125% | 12/15/29 | EUR | 5,100 | 5,108 | |
Bayerische Landesbank | 0.500% | 3/19/25 | EUR | 5,124 | 5,349 | |
Bayerische Landesbank | 0.625% | 7/19/27 | EUR | 1,023 | 1,019 | |
Bayerische Landesbank | 0.200% | 5/20/30 | EUR | 9,909 | 8,992 | |
Bayerische Landesbank | 1.000% | 9/23/31 | EUR | 5,000 | 4,531 | |
Berlin Hyp AG | 0.375% | 5/3/24 | EUR | 4,001 | 4,269 | |
Berlin Hyp AG | 1.250% | 1/22/25 | EUR | 200 | 211 | |
Berlin Hyp AG | 0.625% | 10/22/25 | EUR | 375 | 387 | |
Berlin Hyp AG | 0.010% | 8/24/26 | EUR | 18,788 | 18,669 | |
Berlin Hyp AG | 1.125% | 10/25/27 | EUR | 100 | 97 | |
Berlin Hyp AG | 0.010% | 1/24/28 | EUR | 6,348 | 6,069 | |
Berlin Hyp AG | 0.010% | 7/7/28 | EUR | 18,080 | 17,050 | |
Berlin Hyp AG | 0.125% | 1/18/30 | EUR | 10,000 | 9,099 | |
Berlin Hyp AG | 0.250% | 5/19/33 | EUR | 6,673 | 5,572 | |
Bertelsmann SE & Co. KGaA | 1.750% | 10/14/24 | EUR | 3,000 | 3,219 | |
Bertelsmann SE & Co. KGaA | 2.000% | 4/1/28 | EUR | 4,000 | 4,123 | |
Bertelsmann SE & Co. KGaA | 3.500% | 5/29/29 | EUR | 2,500 | 2,721 | |
BMW Canada Inc. | 0.990% | 1/14/25 | CAD | 1,496 | 1,038 | |
BMW Finance NV | 0.750% | 7/12/24 | EUR | 2,801 | 2,999 | |
BMW Finance NV | 1.000% | 11/14/24 | EUR | 6,035 | 6,435 | |
BMW Finance NV | 0.500% | 2/22/25 | EUR | 2,801 | 2,946 | |
BMW Finance NV | 0.875% | 4/3/25 | EUR | 4,714 | 4,991 | |
BMW Finance NV | 1.000% | 8/29/25 | EUR | 4,089 | 4,309 | |
BMW Finance NV | 0.000% | 1/11/26 | EUR | 6,365 | 6,459 | |
BMW Finance NV | 0.375% | 1/14/27 | EUR | 7,686 | 7,688 | |
BMW Finance NV | 1.500% | 2/6/29 | EUR | 8,112 | 8,139 | |
BMW Finance NV | 0.200% | 1/11/33 | EUR | 2,455 | 2,015 | |
Brenntag Finance BV | 1.125% | 9/27/25 | EUR | 1,875 | 1,960 | |
Commerzbank AG | 0.050% | 7/11/24 | EUR | 8,574 | 9,060 | |
Commerzbank AG | 0.625% | 8/28/24 | EUR | 5,124 | 5,408 | |
Commerzbank AG | 0.625% | 3/13/25 | EUR | 4,714 | 4,933 | |
Commerzbank AG | 0.625% | 5/28/25 | EUR | 4,612 | 4,804 | |
Commerzbank AG | 0.875% | 9/8/25 | EUR | 5,175 | 5,388 | |
Commerzbank AG | 1.000% | 3/4/26 | EUR | 11,495 | 11,758 | |
Commerzbank AG | 0.750% | 3/24/26 | EUR | 5,500 | 5,610 | |
Commerzbank AG | 0.500% | 6/9/26 | EUR | 7,686 | 7,797 | |
Commerzbank AG | 0.500% | 12/4/26 | EUR | 7,686 | 7,578 | |
Commerzbank AG | 0.125% | 12/15/26 | EUR | 6,045 | 5,980 | |
Commerzbank AG | 0.875% | 1/22/27 | EUR | 2,500 | 2,409 | |
Commerzbank AG | 0.625% | 8/24/27 | EUR | 563 | 559 | |
Commerzbank AG | 3.000% | 9/14/27 | EUR | 6,500 | 6,748 | |
Commerzbank AG | 4.625% | 3/21/28 | EUR | 2,200 | 2,396 | |
Commerzbank AG | 0.010% | 3/11/30 | EUR | 4,612 | 4,132 | |
Commerzbank AG | 1.250% | 1/9/34 | EUR | 3,587 | 3,281 | |
Covestro AG | 1.750% | 9/25/24 | EUR | 5,124 | 5,494 | |
Covestro AG | 0.875% | 2/3/26 | EUR | 1,201 | 1,237 | |
Covestro AG | 1.375% | 6/12/30 | EUR | 2,000 | 1,909 | |
Daimler Canada Finance Inc. | 1.650% | 9/22/25 | CAD | 1,375 | 947 | |
Daimler International Finance BV | 2.625% | 4/7/25 | EUR | 15,522 | 16,959 | |
Daimler International Finance BV | 1.000% | 11/11/25 | EUR | 10,760 | 11,232 | |
Daimler International Finance BV | 1.375% | 6/26/26 | EUR | 8,916 | 9,336 | |
Daimler International Finance BV | 2.000% | 8/22/26 | EUR | 8,928 | 9,536 | |
Daimler International Finance BV | 0.625% | 5/6/27 | EUR | 7,686 | 7,654 | |
Daimler Trucks Finance Canada Inc. | 2.140% | 12/13/24 | CAD | 3,488 | 2,457 | |
Daimler Trucks Finance Canada Inc. | 5.180% | 9/19/25 | CAD | 2,200 | 1,630 | |
Daimler Trucks Finance Canada Inc. | 2.460% | 12/15/26 | CAD | 1,496 | 1,017 | |
DekaBank Deutsche Girozentrale | 0.300% | 11/20/26 | EUR | 2,600 | 2,552 | |
Deutsche Apotheker-und Aerztebank eG | 0.750% | 10/5/27 | EUR | 400 | 398 | |
Deutsche Bahn Finance GmbH | 1.500% | 8/26/24 | CHF | 1,625 | 1,809 | |
Deutsche Bahn Finance GmbH | 3.500% | 9/27/24 | AUD | 2,250 | 1,473 | |
Deutsche Bahn Finance GmbH | 1.375% | 7/7/25 | GBP | 7,271 | 8,569 | |
Deutsche Bahn Finance GmbH | 1.250% | 10/23/25 | EUR | 1,281 | 1,353 | |
Deutsche Bahn Finance GmbH | 1.875% | 2/13/26 | GBP | 2,221 | 2,606 | |
Deutsche Bahn Finance GmbH | 3.125% | 7/24/26 | GBP | 375 | 452 | |
Deutsche Bahn Finance GmbH | 0.500% | 4/9/27 | EUR | 2,880 | 2,892 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Deutsche Bahn Finance GmbH | 1.125% | 12/18/28 | EUR | 381 | 380 | |
Deutsche Bahn Finance GmbH | 2.750% | 3/19/29 | EUR | 1,794 | 1,955 | |
Deutsche Bahn Finance GmbH | 0.375% | 6/23/29 | EUR | 1,460 | 1,368 | |
Deutsche Bahn Finance GmbH | 1.625% | 11/6/30 | EUR | 75 | 74 | |
Deutsche Bahn Finance GmbH | 1.375% | 3/28/31 | EUR | 1,536 | 1,493 | |
Deutsche Bahn Finance GmbH | 0.875% | 7/11/31 | EUR | 1,383 | 1,282 | |
Deutsche Bahn Finance GmbH | 0.200% | 5/20/33 | CHF | 4,485 | 4,155 | |
Deutsche Bahn Finance GmbH | 1.625% | 8/16/33 | EUR | 5,021 | 4,716 | |
Deutsche Bahn Finance GmbH | 0.750% | 7/16/35 | EUR | 7,161 | 5,771 | |
Deutsche Bahn Finance GmbH | 0.625% | 4/15/36 | EUR | 17,705 | 13,852 | |
Deutsche Bahn Finance GmbH | 1.375% | 4/16/40 | EUR | 5,183 | 4,089 | |
Deutsche Bahn Finance GmbH | 0.625% | 12/8/50 | EUR | 10,981 | 6,214 | |
Deutsche Bahn Finance GmbH | 1.125% | 5/29/51 | EUR | 3,006 | 1,941 | |
Deutsche Bahn Finance GmbH | 0.950% | Perpetual | EUR | 3,900 | 3,957 | |
Deutsche Bahn Finance GmbH | 1.600% | Perpetual | EUR | 2,300 | 2,016 | |
Deutsche Bank AG | 2.625% | 12/16/24 | GBP | 5,000 | 5,862 | |
Deutsche Bank AG | 2.625% | 2/12/26 | EUR | 4,800 | 4,959 | |
Deutsche Bank AG | 4.000% | 6/24/26 | GBP | 3,000 | 3,554 | |
Deutsche Bank AG | 0.000% | 10/15/26 | EUR | 2,841 | 2,537 | |
Deutsche Bank AG | 1.625% | 1/20/27 | EUR | 4,600 | 4,454 | |
Deutsche Bank AG | 0.750% | 2/17/27 | EUR | 6,700 | 6,538 | |
Deutsche Bank AG | 1.750% | 1/17/28 | EUR | 6,300 | 5,922 | |
Deutsche Bank AG | 3.250% | 5/24/28 | EUR | 7,000 | 7,054 | |
Deutsche Bank AG | 0.250% | 8/31/28 | EUR | 2,561 | 2,431 | |
Deutsche Bank AG | 1.750% | 11/19/30 | EUR | 9,500 | 8,277 | |
Deutsche Bank AG | 5.625% | 5/19/31 | EUR | 5,000 | 5,228 | |
Deutsche Bank AG | 1.375% | 2/17/32 | EUR | 10,500 | 8,539 | |
Deutsche Bank AG | 4.000% | 6/24/32 | EUR | 8,100 | 7,724 | |
Deutsche Bank AG | 2.625% | 6/30/37 | EUR | 20,000 | 20,656 | |
Deutsche Boerse AG | 0.000% | 2/22/26 | EUR | 9,300 | 9,396 | |
Deutsche Boerse AG | 1.125% | 3/26/28 | EUR | 2,124 | 2,137 | |
Deutsche Hypothekenbank AG | 0.250% | 5/17/24 | EUR | 7,500 | 7,979 | |
Deutsche Hypothekenbank AG | 0.500% | 6/29/26 | EUR | 75 | 76 | |
Deutsche Hypothekenbank AG | 0.750% | 3/5/29 | EUR | 23,345 | 22,530 | |
Deutsche Kreditbank AG | 1.625% | 6/18/24 | EUR | 900 | 970 | |
Deutsche Kreditbank AG | 0.500% | 3/19/27 | EUR | 700 | 697 | |
Deutsche Pfandbriefbank AG | 0.010% | 10/16/25 | EUR | 10,200 | 10,368 | |
Deutsche Pfandbriefbank AG | 0.010% | 8/25/26 | EUR | 25,600 | 25,394 | |
Deutsche Pfandbriefbank AG | 0.625% | 8/30/27 | EUR | 20,900 | 20,696 | |
Deutsche Pfandbriefbank AG | 2.375% | 5/29/28 | EUR | 3,125 | 3,319 | |
Deutsche Pfandbriefbank AG | 1.250% | 4/20/35 | EUR | 5,124 | 4,555 | |
Deutsche Post AG | 2.875% | 12/11/24 | EUR | 1,023 | 1,124 | |
Deutsche Post AG | 0.375% | 5/20/26 | EUR | 1,698 | 1,741 | |
Deutsche Post AG | 1.625% | 12/5/28 | EUR | 7,465 | 7,680 | |
Deutsche Post AG | 0.750% | 5/20/29 | EUR | 7,182 | 6,957 | |
Deutsche Telekom AG | 0.500% | 7/5/27 | EUR | 19,064 | 19,096 | |
Deutsche Telekom AG | 3.125% | 2/6/34 | GBP | 934 | 996 | |
Deutsche Telekom AG | 2.250% | 3/29/39 | EUR | 2,177 | 1,997 | |
Deutsche Telekom AG | 1.750% | 12/9/49 | EUR | 3,523 | 2,613 | |
Deutsche Telekom International Finance BV | 2.750% | 10/24/24 | EUR | 2,252 | 2,468 | |
Deutsche Telekom International Finance BV | 1.375% | 12/1/25 | EUR | 11,305 | 12,039 | |
Deutsche Telekom International Finance BV | 1.125% | 5/22/26 | EUR | 1,578 | 1,642 | |
Deutsche Telekom International Finance BV | 1.375% | 1/30/27 | EUR | 149 | 154 | |
Deutsche Telekom International Finance BV | 3.250% | 1/17/28 | EUR | 75 | 84 | |
Deutsche Telekom International Finance BV | 1.500% | 4/3/28 | EUR | 4,285 | 4,381 | |
Deutsche Telekom International Finance BV | 8.875% | 11/27/28 | GBP | 3,961 | 5,911 | |
Deutsche Telekom International Finance BV | 2.250% | 4/13/29 | GBP | 1,868 | 2,039 | |
Deutsche Telekom International Finance BV | 2.000% | 12/1/29 | EUR | 4,458 | 4,605 | |
Deutsche Telekom International Finance BV | 7.500% | 1/24/33 | EUR | 2,715 | 3,959 | |
Deutsche Wohnen SE | 1.000% | 4/30/25 | EUR | 5,000 | 5,161 | |
Deutsche Wohnen SE | 1.500% | 4/30/30 | EUR | 3,000 | 2,622 | |
Deutsche Wohnen SE | 1.300% | 4/7/41 | EUR | 900 | 558 | |
DZ HYP AG | 0.625% | 6/5/24 | EUR | 75 | 80 | |
DZ HYP AG | 0.375% | 6/6/25 | EUR | 1,000 | 1,036 | |
DZ HYP AG | 0.500% | 11/13/25 | EUR | 8,198 | 8,430 | |
DZ HYP AG | 0.750% | 2/2/26 | EUR | 5,000 | 5,145 | |
DZ HYP AG | 0.375% | 3/31/26 | EUR | 3,177 | 3,225 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
DZ HYP AG | 0.100% | 8/31/26 | EUR | 500 | 498 | |
DZ HYP AG | 0.500% | 9/30/26 | EUR | 5,124 | 5,163 | |
DZ HYP AG | 0.500% | 4/1/27 | EUR | 2,500 | 2,489 | |
DZ HYP AG | 0.750% | 6/30/27 | EUR | 614 | 614 | |
DZ HYP AG | 0.625% | 8/30/27 | EUR | 5,000 | 4,959 | |
DZ HYP AG | 0.875% | 3/22/28 | EUR | 9,245 | 9,176 | |
DZ HYP AG | 0.875% | 1/30/29 | EUR | 5,124 | 5,002 | |
DZ HYP AG | 0.010% | 4/20/29 | EUR | 17,577 | 16,179 | |
DZ HYP AG | 0.050% | 6/29/29 | EUR | 5,124 | 4,703 | |
DZ HYP AG | 0.875% | 1/18/30 | EUR | 6,100 | 5,836 | |
DZ HYP AG | 0.010% | 3/29/30 | EUR | 12,731 | 11,384 | |
E.ON International Finance BV | 1.000% | 4/13/25 | EUR | 2,561 | 2,696 | |
E.ON International Finance BV | 1.625% | 5/30/26 | EUR | 6,558 | 6,877 | |
E.ON International Finance BV | 1.250% | 10/19/27 | EUR | 6,537 | 6,628 | |
E.ON International Finance BV | 1.500% | 7/31/29 | EUR | 11,962 | 11,700 | |
E.ON International Finance BV | 6.250% | 6/3/30 | GBP | 10,966 | 14,498 | |
E.ON International Finance BV | 6.375% | 6/7/32 | GBP | 3,227 | 4,327 | |
E.ON International Finance BV | 4.750% | 1/31/34 | GBP | 2,600 | 3,064 | |
E.ON International Finance BV | 5.875% | 10/30/37 | GBP | 5,850 | 7,433 | |
E.ON International Finance BV | 6.750% | 1/27/39 | GBP | 600 | 826 | |
E.ON International Finance BV | 6.125% | 7/6/39 | GBP | 1,500 | 1,950 | |
E.ON SE | 0.875% | 5/22/24 | EUR | 375 | 402 | |
E.ON SE | 0.000% | 8/28/24 | EUR | 3,006 | 3,164 | |
E.ON SE | 0.250% | 10/24/26 | EUR | 1,149 | 1,142 | |
E.ON SE | 0.375% | 9/29/27 | EUR | 2,561 | 2,496 | |
E.ON SE | 0.750% | 2/20/28 | EUR | 1,299 | 1,270 | |
E.ON SE | 1.625% | 5/22/29 | EUR | 9,016 | 8,906 | |
E.ON SE | 0.350% | 2/28/30 | EUR | 4,783 | 4,264 | |
E.ON SE | 1.625% | 3/29/31 | EUR | 5,418 | 5,193 | |
E.ON SE | 0.625% | 11/7/31 | EUR | 8,864 | 7,686 | |
EnBW Energie Baden-Wuerttemberg AG | 1.625% | 8/5/79 | EUR | 1,500 | 1,386 | |
EnBW Energie Baden-Wuerttemberg AG | 1.125% | 11/5/79 | EUR | 1,500 | 1,536 | |
EnBW Energie Baden-Wuerttemberg AG | 1.875% | 6/29/80 | EUR | 5,700 | 5,587 | |
EnBW Energie Baden-Wuerttemberg AG | 1.375% | 8/31/81 | EUR | 4,000 | 3,433 | |
EnBW International Finance BV | 0.625% | 4/17/25 | EUR | 11,409 | 11,928 | |
EnBW International Finance BV | 2.500% | 6/4/26 | EUR | 8,023 | 8,676 | |
EnBW International Finance BV | 0.250% | 10/19/30 | EUR | 5,619 | 4,781 | |
EnBW International Finance BV | 0.500% | 3/1/33 | EUR | 3,000 | 2,404 | |
EnBW International Finance BV | 6.125% | 7/7/39 | EUR | 2,195 | 2,881 | |
Eurogrid GmbH | 1.875% | 6/10/25 | EUR | 10,100 | 10,752 | |
Eurogrid GmbH | 1.500% | 4/18/28 | EUR | 3,000 | 3,001 | |
Evonik Industries AG | 0.625% | 9/18/25 | EUR | 3,600 | 3,714 | |
EWE AG | 0.250% | 6/8/28 | EUR | 2,000 | 1,879 | |
EWE AG | 0.375% | 10/22/32 | EUR | 2,592 | 2,080 | |
Fresenius Finance Ireland plc | 0.500% | 10/1/28 | EUR | 6,365 | 5,832 | |
Fresenius Finance Ireland plc | 0.875% | 10/1/31 | EUR | 4,000 | 3,284 | |
Fresenius Medical Care AG & Co. KGaA | 1.500% | 7/11/25 | EUR | 300 | 316 | |
Fresenius Medical Care AG & Co. KGaA | 1.500% | 5/29/30 | EUR | 2,381 | 2,194 | |
Fresenius SE & Co. KGaA | 1.625% | 10/8/27 | EUR | 5,124 | 5,155 | |
Fresenius SE & Co. KGaA | 0.750% | 1/15/28 | EUR | 5,892 | 5,656 | |
Fresenius SE & Co. KGaA | 2.875% | 2/15/29 | EUR | 3,648 | 3,776 | |
Fresenius SE & Co. KGaA | 5.000% | 11/28/29 | EUR | 2,500 | 2,821 | |
Grand City Properties SA | 1.375% | 8/3/26 | EUR | 6,000 | 5,487 | |
Grand City Properties SA | 1.500% | 2/22/27 | EUR | 1,000 | 889 | |
Grand City Properties SA | 0.125% | 1/11/28 | EUR | 2,500 | 1,986 | |
Grand City Properties SA | 1.500% | Perpetual | EUR | 1,000 | 391 | |
Hamburg Commercial Bank AG | 0.375% | 3/9/26 | EUR | 3,700 | 3,566 | |
Hamburg Commercial Bank AG | 0.500% | 9/22/26 | EUR | 6,700 | 6,111 | |
Hamburg Commercial Bank AG | 0.010% | 1/19/27 | EUR | 2,300 | 2,251 | |
Hannover Rueck SE | 1.125% | 10/9/39 | EUR | 1,700 | 1,463 | |
Hannover Rueck SE | 5.875% | 8/26/43 | EUR | 7,500 | 8,509 | |
Hannover Rueck SE | 3.375% | Perpetual | EUR | 100 | 105 | |
HeidelbergCement AG | 2.250% | 6/3/24 | EUR | 9,382 | 10,182 | |
HeidelbergCement AG | 1.500% | 2/7/25 | EUR | 7,173 | 7,612 | |
HeidelbergCement AG | 3.750% | 5/31/32 | EUR | 5,000 | 5,231 | |
HeidelbergCement Finance Luxembourg SA | 1.625% | 4/7/26 | EUR | 3,945 | 4,113 | |
HeidelbergCement Finance Luxembourg SA | 1.500% | 6/14/27 | EUR | 300 | 308 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
HeidelbergCement Finance Luxembourg SA | 1.125% | 12/1/27 | EUR | 6,627 | 6,593 | |
HeidelbergCement Finance Luxembourg SA | 1.750% | 4/24/28 | EUR | 1,000 | 999 | |
Hella GmbH & Co. KGaA | 1.000% | 5/17/24 | EUR | 484 | 517 | |
Henkel AG & Co. KGaA | 0.500% | 11/17/32 | EUR | 2,500 | 2,125 | |
HOCHTIEF AG | 0.625% | 4/26/29 | EUR | 4,002 | 3,519 | |
HOWOGE Wohnungs-baugesellschaft mbH | 0.625% | 11/1/28 | EUR | 4,100 | 3,707 | |
HOWOGE Wohnungs-baugesellschaft mbH | 1.125% | 11/1/33 | EUR | 2,100 | 1,680 | |
Infineon Technologies AG | 1.625% | 6/24/29 | EUR | 2,100 | 2,080 | |
Infineon Technologies AG | 2.000% | 6/24/32 | EUR | 2,200 | 2,112 | |
ING-DiBa AG | 0.250% | 11/16/26 | EUR | 2,500 | 2,490 | |
ING-DiBa AG | 0.125% | 5/23/27 | EUR | 2,500 | 2,443 | |
ING-DiBa AG | 1.250% | 10/9/33 | EUR | 5,200 | 4,761 | |
ING-DiBa AG | 1.000% | 5/23/39 | EUR | 9,700 | 7,645 | |
Landesbank Baden-Wuerttemberg | 0.375% | 5/24/24 | EUR | 900 | 955 | |
Landesbank Baden-Wuerttemberg | 0.250% | 1/10/25 | EUR | 5,000 | 5,225 | |
Landesbank Baden-Wuerttemberg | 1.500% | 2/3/25 | GBP | 4,700 | 5,505 | |
Landesbank Baden-Wuerttemberg | 0.375% | 2/27/25 | EUR | 5,124 | 5,346 | |
Landesbank Baden-Wuerttemberg | 0.375% | 2/18/27 | EUR | 17,800 | 16,973 | |
Landesbank Baden-Wuerttemberg | 0.010% | 7/16/27 | EUR | 22,287 | 21,628 | |
Landesbank Baden-Wuerttemberg | 0.375% | 2/28/28 | EUR | 4,000 | 3,694 | |
Landesbank Baden-Wuerttemberg | 0.250% | 7/21/28 | EUR | 5,000 | 4,526 | |
Landesbank Baden-Wuerttemberg | 0.010% | 9/18/28 | EUR | 4,207 | 3,946 | |
Landesbank Baden-Wuerttemberg | 0.375% | 5/7/29 | EUR | 1,500 | 1,300 | |
Landesbank Hessen-Thueringen Girozentrale | 0.125% | 11/19/24 | EUR | 1,000 | 1,040 | |
Landesbank Hessen-Thueringen Girozentrale | 0.375% | 5/12/25 | EUR | 4,500 | 4,611 | |
Landesbank Hessen-Thueringen Girozentrale | 0.500% | 9/25/25 | EUR | 300 | 310 | |
Landesbank Hessen-Thueringen Girozentrale | 2.375% | 9/21/26 | EUR | 5,000 | 5,378 | |
Landesbank Hessen-Thueringen Girozentrale | 0.625% | 1/12/27 | EUR | 4,000 | 4,026 | |
Landesbank Hessen-Thueringen Girozentrale | 0.010% | 7/19/27 | EUR | 12,500 | 12,106 | |
Landesbank Hessen-Thueringen Girozentrale | 4.000% | 2/4/30 | EUR | 5,000 | 5,439 | |
Landesbank Hessen-Thueringen Girozentrale | 4.500% | 9/15/32 | EUR | 5,000 | 5,161 | |
Landesbank Hessen-Thueringen Girozentrale | 0.500% | 1/19/37 | EUR | 4,000 | 3,110 | |
LANXESS AG | 1.125% | 5/16/25 | EUR | 2,999 | 3,145 | |
LANXESS AG | 1.750% | 3/22/28 | EUR | 2,200 | 2,205 | |
LANXESS AG | 0.625% | 12/1/29 | EUR | 2,200 | 1,933 | |
LEG Immobilien SE | 0.375% | 1/17/26 | EUR | 3,200 | 3,180 | |
LEG Immobilien SE | 0.875% | 11/28/27 | EUR | 4,400 | 4,141 | |
LEG Immobilien SE | 0.875% | 1/17/29 | EUR | 1,700 | 1,515 | |
LEG Immobilien SE | 1.000% | 11/19/32 | EUR | 1,800 | 1,416 | |
LEG Immobilien SE | 0.875% | 3/30/33 | EUR | 1,700 | 1,297 | |
LEG Immobilien SE | 1.500% | 1/17/34 | EUR | 3,400 | 2,612 | |
Mercedes-Benz Group AG | 1.000% | 11/15/27 | EUR | 5,260 | 5,316 | |
Mercedes-Benz Group AG | 0.750% | 2/8/30 | EUR | 4,612 | 4,284 | |
Mercedes-Benz Group AG | 2.375% | 5/22/30 | EUR | 2,100 | 2,182 | |
Mercedes-Benz Group AG | 0.750% | 9/10/30 | EUR | 2,561 | 2,371 | |
Mercedes-Benz Group AG | 2.000% | 2/27/31 | EUR | 7,219 | 7,242 | |
Mercedes-Benz Group AG | 1.125% | 11/6/31 | EUR | 5,124 | 4,722 | |
Mercedes-Benz Group AG | 0.750% | 3/11/33 | EUR | 4,800 | 4,144 | |
Mercedes-Benz Group AG | 2.125% | 7/3/37 | EUR | 3,182 | 2,896 | |
Mercedes-Benz International Finance BV | 0.375% | 11/8/26 | EUR | 7,686 | 7,719 | |
Mercedes-Benz International Finance BV | 1.500% | 2/9/27 | EUR | 4,000 | 4,148 | |
Merck Financial Services GmbH | 2.375% | 6/15/30 | EUR | 4,500 | 4,692 | |
Merck Financial Services GmbH | 0.875% | 7/5/31 | EUR | 400 | 365 | |
Merck KGaA | 3.375% | 12/12/74 | EUR | 225 | 243 | |
Merck KGaA | 1.625% | 9/9/80 | EUR | 5,600 | 5,484 | |
Muenchener Hypothekenbank eG | 0.500% | 4/22/26 | EUR | 375 | 382 | |
Muenchener Hypothekenbank eG | 0.625% | 10/23/26 | EUR | 614 | 621 | |
Muenchener Hypothekenbank eG | 0.625% | 5/7/27 | EUR | 6,661 | 6,664 | |
Muenchener Hypothekenbank eG | 3.000% | 8/4/27 | EUR | 35,000 | 38,437 | |
Muenchener Hypothekenbank eG | 0.625% | 11/10/27 | EUR | 7,686 | 7,598 | |
Muenchener Hypothekenbank eG | 2.500% | 7/4/28 | EUR | 6,533 | 7,001 | |
Muenchener Hypothekenbank eG | 1.000% | 4/18/39 | EUR | 4,765 | 3,802 | |
Muenchener Hypothekenbank eG | 0.010% | 11/2/40 | EUR | 6,365 | 4,005 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.250% | 5/26/41 | EUR | 4,600 | 3,843 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.000% | 5/26/42 | EUR | 3,000 | 2,355 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3.250% | 5/26/49 | EUR | 2,100 | 2,104 | |
Norddeutsche Landesbank-Girozentrale | 0.375% | 10/9/24 | EUR | 563 | 593 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Norddeutsche Landesbank-Girozentrale | 0.010% | 9/23/26 | EUR | 26,100 | 25,866 | |
Norddeutsche Landesbank-Girozentrale | 0.250% | 10/28/26 | EUR | 5,124 | 5,105 | |
O2 Telefonica Deutschland Finanzierungs GmbH | 1.750% | 7/5/25 | EUR | 3,300 | 3,473 | |
Roadster Finance DAC | 2.375% | 12/8/32 | EUR | 300 | 266 | |
Robert Bosch GmbH | 1.750% | 7/8/24 | EUR | 100 | 108 | |
Robert Bosch Investment Nederland BV | 2.625% | 5/24/28 | EUR | 500 | 537 | |
RWE AG | 2.500% | 8/24/25 | EUR | 4,600 | 4,973 | |
RWE AG | 2.125% | 5/24/26 | EUR | 2,000 | 2,116 | |
RWE AG | 0.500% | 11/26/28 | EUR | 8,305 | 7,720 | |
RWE AG | 2.750% | 5/24/30 | EUR | 9,500 | 9,657 | |
RWE AG | 0.625% | 6/11/31 | EUR | 4,509 | 3,826 | |
RWE AG | 1.000% | 11/26/33 | EUR | 2,735 | 2,210 | |
Santander Consumer Bank AG | 0.250% | 10/15/24 | EUR | 7,700 | 8,030 | |
SAP SE | 0.750% | 12/10/24 | EUR | 600 | 635 | |
SAP SE | 1.250% | 3/10/28 | EUR | 2,900 | 2,938 | |
SAP SE | 0.375% | 5/18/29 | EUR | 7,600 | 7,160 | |
SAP SE | 1.625% | 3/10/31 | EUR | 6,800 | 6,686 | |
Siemens Financieringsmaatschappij NV | 0.250% | 6/5/24 | EUR | 4,500 | 4,801 | |
Siemens Financieringsmaatschappij NV | 0.000% | 9/5/24 | EUR | 7,147 | 7,551 | |
Siemens Financieringsmaatschappij NV | 2.250% | 3/10/25 | EUR | 5,000 | 5,404 | |
Siemens Financieringsmaatschappij NV | 2.750% | 9/10/25 | GBP | 500 | 604 | |
Siemens Financieringsmaatschappij NV | 2.875% | 3/10/28 | EUR | 4,577 | 5,031 | |
Siemens Financieringsmaatschappij NV | 0.250% | 2/20/29 | EUR | 10,300 | 9,665 | |
Siemens Financieringsmaatschappij NV | 0.125% | 9/5/29 | EUR | 9,404 | 8,929 | |
Siemens Financieringsmaatschappij NV | 1.375% | 9/6/30 | EUR | 225 | 220 | |
Siemens Financieringsmaatschappij NV | 2.750% | 9/9/30 | EUR | 5,000 | 5,358 | |
Siemens Financieringsmaatschappij NV | 1.250% | 2/28/31 | EUR | 2,721 | 2,608 | |
Siemens Financieringsmaatschappij NV | 0.500% | 2/20/32 | EUR | 7,200 | 6,310 | |
Siemens Financieringsmaatschappij NV | 3.000% | 9/8/33 | EUR | 8,000 | 8,653 | |
Siemens Financieringsmaatschappij NV | 0.500% | 9/5/34 | EUR | 3,587 | 2,973 | |
Siemens Financieringsmaatschappij NV | 1.250% | 2/25/35 | EUR | 2,400 | 2,116 | |
Siemens Financieringsmaatschappij NV | 1.750% | 2/28/39 | EUR | 6,114 | 5,327 | |
Siemens Financieringsmaatschappij NV | 3.750% | 9/10/42 | GBP | 3,000 | 3,339 | |
Sirius Real Estate Ltd. | 1.125% | 6/22/26 | EUR | 900 | 776 | |
Talanx AG | 4.000% | 10/25/29 | EUR | 2,500 | 2,779 | |
Talanx AG | 2.250% | 12/5/47 | EUR | 5,100 | 4,895 | |
Traton Finance Luxembourg SA | 4.125% | 1/18/25 | EUR | 1,400 | 1,542 | |
Traton Finance Luxembourg SA | 0.125% | 3/24/25 | EUR | 6,300 | 6,469 | |
Traton Finance Luxembourg SA | 4.125% | 11/22/25 | EUR | 10,000 | 11,064 | |
Traton Finance Luxembourg SA | 1.250% | 3/24/33 | EUR | 4,400 | 3,665 | |
UniCredit Bank AG | 0.625% | 2/12/25 | EUR | 75 | 79 | |
UniCredit Bank AG | 0.625% | 11/20/25 | EUR | 9,596 | 9,892 | |
UniCredit Bank AG | 0.500% | 5/4/26 | EUR | 375 | 381 | |
UniCredit Bank AG | 0.500% | 2/23/27 | EUR | 23,000 | 22,959 | |
UniCredit Bank AG | 0.010% | 9/15/28 | EUR | 33,855 | 31,711 | |
UniCredit Bank AG | 0.875% | 1/11/29 | EUR | 6,508 | 6,353 | |
UniCredit Bank AG | 0.010% | 6/24/30 | EUR | 3,758 | 3,338 | |
UniCredit Bank AG | 0.250% | 1/15/32 | EUR | 9,992 | 8,646 | |
UniCredit Bank AG | 0.850% | 5/22/34 | EUR | 7,737 | 6,705 | |
Vantage Towers AG | 0.375% | 3/31/27 | EUR | 2,300 | 2,532 | |
Vantage Towers AG | 0.750% | 3/31/30 | EUR | 2,600 | 2,852 | |
Vier Gas Transport GmbH | 3.125% | 7/10/23 | EUR | 4,144 | 4,562 | |
Vier Gas Transport GmbH | 2.875% | 6/12/25 | EUR | 5,910 | 6,369 | |
Volkswagen Bank GmbH | 1.250% | 6/10/24 | EUR | 20,900 | 22,359 | |
Volkswagen Bank GmbH | 1.250% | 12/15/25 | EUR | 666 | 689 | |
Volkswagen Bank GmbH | 2.500% | 7/31/26 | EUR | 2,600 | 2,725 | |
Volkswagen Financial Services AG | 1.500% | 10/1/24 | EUR | 3,074 | 3,288 | |
Volkswagen Financial Services AG | 0.000% | 2/12/25 | EUR | 8,267 | 8,495 | |
Volkswagen Financial Services AG | 2.250% | 10/16/26 | EUR | 2,897 | 3,032 | |
Volkswagen Financial Services AG | 0.875% | 1/31/28 | EUR | 10,717 | 10,179 | |
Volkswagen Financial Services AG | 3.375% | 4/6/28 | EUR | 16,019 | 17,074 | |
Volkswagen Financial Services AG | 0.375% | 2/12/30 | EUR | 5,603 | 4,729 | |
Volkswagen Financial Services NV | 2.250% | 4/12/25 | GBP | 362 | 430 | |
Volkswagen Financial Services NV | 3.250% | 4/13/27 | GBP | 4,400 | 5,096 | |
Volkswagen Financial Services NV | 2.125% | 1/18/28 | GBP | 9,300 | 10,151 | |
Volkswagen Financial Services NV | 1.375% | 9/14/28 | GBP | 3,700 | 3,807 | |
Volkswagen International Finance NV | 4.125% | 11/15/25 | EUR | 5,200 | 5,760 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Volkswagen International Finance NV | 3.375% | 11/16/26 | GBP | 3,500 | 4,093 | |
Volkswagen International Finance NV | 1.875% | 3/30/27 | EUR | 9,200 | 9,332 | |
Volkswagen International Finance NV | 3.750% | 9/28/27 | EUR | 4,000 | 4,356 | |
Volkswagen International Finance NV | 2.625% | 11/16/27 | EUR | 5,000 | 5,202 | |
Volkswagen International Finance NV | 1.250% | 9/23/32 | EUR | 2,900 | 2,462 | |
Volkswagen International Finance NV | 3.300% | 3/22/33 | EUR | 500 | 506 | |
Volkswagen International Finance NV | 4.125% | 11/16/38 | EUR | 6,500 | 6,714 | |
Volkswagen International Finance NV | 1.500% | 1/21/41 | EUR | 800 | 538 | |
Volkswagen International Finance NV | 3.375% | Perpetual | EUR | 8,400 | 8,896 | |
Volkswagen International Finance NV | 3.500% | Perpetual | EUR | 3,000 | 2,734 | |
Volkswagen International Finance NV | 3.500% | Perpetual | EUR | 5,600 | 5,777 | |
Volkswagen International Finance NV | 3.748% | Perpetual | EUR | 8,000 | 7,651 | |
Volkswagen International Finance NV | 3.875% | Perpetual | EUR | 7,700 | 7,563 | |
Volkswagen International Finance NV | 3.875% | Perpetual | EUR | 7,700 | 7,118 | |
Volkswagen International Finance NV | 4.375% | Perpetual | EUR | 2,000 | 1,827 | |
Volkswagen International Finance NV | 4.625% | Perpetual | EUR | 3,642 | 3,813 | |
Volkswagen International Finance NV | 4.625% | Perpetual | EUR | 4,700 | 4,672 | |
Volkswagen Leasing GmbH | 1.375% | 1/20/25 | EUR | 5,944 | 6,280 | |
Volkswagen Leasing GmbH | 1.625% | 8/15/25 | EUR | 1,116 | 1,175 | |
Volkswagen Leasing GmbH | 0.375% | 7/20/26 | EUR | 16,853 | 16,558 | |
Volkswagen Leasing GmbH | 0.500% | 1/12/29 | EUR | 8,851 | 7,912 | |
Vonovia Finance BV | 1.500% | 3/31/25 | EUR | 2,614 | 2,719 | |
Vonovia Finance BV | 1.800% | 6/29/25 | EUR | 7,700 | 8,020 | |
Vonovia Finance BV | 1.500% | 3/22/26 | EUR | 8,000 | 8,011 | |
Vonovia Finance BV | 1.500% | 6/10/26 | EUR | 2,500 | 2,505 | |
Vonovia Finance BV | 1.750% | 1/25/27 | EUR | 100 | 98 | |
Vonovia Finance BV | 0.625% | 10/7/27 | EUR | 3,000 | 2,756 | |
Vonovia Finance BV | 2.250% | 4/7/30 | EUR | 3,100 | 2,841 | |
Vonovia Finance BV | 1.000% | 7/9/30 | EUR | 2,000 | 1,685 | |
Vonovia Finance BV | 1.125% | 9/14/34 | EUR | 5,000 | 3,511 | |
Vonovia Finance BV | 2.750% | 3/22/38 | EUR | 2,000 | 1,549 | |
Vonovia Finance BV | 1.625% | 10/7/39 | EUR | 4,100 | 2,642 | |
Vonovia SE | 0.000% | 12/1/25 | EUR | 5,000 | 4,884 | |
Vonovia SE | 1.375% | 1/28/26 | EUR | 2,800 | 2,825 | |
Vonovia SE | 0.375% | 6/16/27 | EUR | 5,000 | 4,588 | |
Vonovia SE | 1.875% | 6/28/28 | EUR | 9,200 | 8,786 | |
Vonovia SE | 0.250% | 9/1/28 | EUR | 3,000 | 2,590 | |
Vonovia SE | 0.625% | 12/14/29 | EUR | 6,900 | 5,767 | |
Vonovia SE | 2.375% | 3/25/32 | EUR | 5,800 | 5,207 | |
Vonovia SE | 0.750% | 9/1/32 | EUR | 6,200 | 4,692 | |
Vonovia SE | 1.500% | 6/14/41 | EUR | 1,800 | 1,115 | |
VW Credit Canada Inc. | 2.850% | 9/26/24 | CAD | 860 | 616 | |
VW Credit Canada Inc. | 2.050% | 12/10/24 | CAD | 3,330 | 2,346 | |
VW Credit Canada Inc. | 1.500% | 9/23/25 | CAD | 3,160 | 2,157 | |
VW Credit Canada Inc. | 2.450% | 12/10/26 | CAD | 1,415 | 965 | |
Wintershall Dea Finance BV | 0.840% | 9/25/25 | EUR | 3,100 | 3,160 | |
Wintershall Dea Finance BV | 1.332% | 9/25/28 | EUR | 4,500 | 4,179 | |
Wintershall Dea Finance BV | 1.823% | 9/25/31 | EUR | 3,100 | 2,696 | |
2,079,635 | ||||||
Hong Kong (0.0%) | ||||||
Cheung Kong Infrastructure Finance BVI Ltd. | 1.000% | 12/12/24 | EUR | 283 | 293 | |
Hong Kong & Shanghai Banking Corp. Ltd. | 0.204% | 6/25/24 | JPY | 200,000 | 1,456 | |
Prudential plc | 5.875% | 5/11/29 | GBP | 1,824 | 2,354 | |
Prudential plc | 6.125% | 12/19/31 | GBP | 3,678 | 4,611 | |
8,714 | ||||||
Hungary (0.0%) | ||||||
MOL Hungarian Oil & Gas plc | 1.500% | 10/8/27 | EUR | 2,000 | 1,903 | |
Indonesia (0.0%) | ||||||
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 1.875% | 11/5/31 | EUR | 900 | 747 | |
Ireland (0.1%) | ||||||
AIB Group plc | 3.625% | 7/4/26 | EUR | 9,000 | 9,762 | |
AIB Group plc | 2.250% | 4/4/28 | EUR | 8,000 | 8,043 | |
AIB Group plc | 5.750% | 2/16/29 | EUR | 5,000 | 5,733 | |
Bank of Ireland Group plc | 1.000% | 11/25/25 | EUR | 11,271 | 11,826 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
CRH Finance DAC | 1.375% | 10/18/28 | EUR | 667 | 656 | |
CRH Funding BV | 1.625% | 5/5/30 | EUR | 9,397 | 9,066 | |
CRH SMW Finance DAC | 1.250% | 11/5/26 | EUR | 3,724 | 3,806 | |
Dell Bank International DAC | 0.500% | 10/27/26 | EUR | 6,500 | 6,383 | |
ESB Finance DAC | 2.125% | 6/8/27 | EUR | 3,170 | 3,298 | |
ESB Finance DAC | 1.875% | 6/14/31 | EUR | 6,263 | 6,107 | |
ESB Finance DAC | 4.000% | 5/3/32 | EUR | 1,500 | 1,697 | |
ESB Finance DAC | 2.125% | 11/5/33 | EUR | 2,671 | 2,583 | |
ESB Finance DAC | 3.750% | 1/25/43 | EUR | 1,000 | 1,046 | |
Freshwater Finance plc | 4.607% | 10/17/36 | GBP | 1,517 | 1,622 | |
GAS Networks Ireland | 1.375% | 12/5/26 | EUR | 1,272 | 1,303 | |
Kerry Group Financial Services Unltd Co. | 2.375% | 9/10/25 | EUR | 5,361 | 5,812 | |
PartnerRe Ireland Finance DAC | 1.250% | 9/15/26 | EUR | 3,463 | 3,496 | |
Ryanair DAC | 2.875% | 9/15/25 | EUR | 9,828 | 10,578 | |
Smurfit Kappa Acquisitions ULC | 2.875% | 1/15/26 | EUR | 2,214 | 2,367 | |
Smurfit Kappa Treasury ULC | 1.500% | 9/15/27 | EUR | 6,500 | 6,466 | |
Smurfit Kappa Treasury ULC | 1.000% | 9/22/33 | EUR | 5,429 | 4,438 | |
106,088 | ||||||
Italy (0.7%) | ||||||
2i Rete Gas SpA | 3.000% | 7/16/24 | EUR | 3,092 | 3,373 | |
2i Rete Gas SpA | 1.750% | 8/28/26 | EUR | 300 | 309 | |
2i Rete Gas SpA | 1.608% | 10/31/27 | EUR | 3,266 | 3,277 | |
2i Rete Gas SpA | 0.579% | 1/29/31 | EUR | 5,800 | 4,972 | |
A2A SpA | 0.625% | 7/15/31 | EUR | 2,000 | 1,656 | |
A2A SpA | 0.625% | 10/28/32 | EUR | 1,998 | 1,578 | |
A2A SpA | 4.375% | 2/3/34 | EUR | 2,000 | 2,190 | |
ACEA SpA | 1.000% | 10/24/26 | EUR | 3,058 | 3,085 | |
ACEA SpA | 1.500% | 6/8/27 | EUR | 12,881 | 13,103 | |
ACEA SpA | 0.500% | 4/6/29 | EUR | 6,896 | 6,297 | |
ACEA SpA | 0.250% | 7/28/30 | EUR | 4,007 | 3,434 | |
Acquirente Unico SpA | 2.800% | 2/20/26 | EUR | 4,000 | 4,224 | |
Aeroporti di Roma SpA | 1.625% | 6/8/27 | EUR | 2,040 | 2,106 | |
Aeroporti di Roma SpA | 1.750% | 7/30/31 | EUR | 1,900 | 1,700 | |
AMCO - Asset Management Co. SpA | 1.375% | 1/27/25 | EUR | 1,509 | 1,586 | |
AMCO - Asset Management Co. SpA | 2.250% | 7/17/27 | EUR | 8,958 | 8,970 | |
AMCO - Asset Management Co. SpA | 0.750% | 4/20/28 | EUR | 7,448 | 6,777 | |
Assicurazioni Generali SpA | 5.125% | 9/16/24 | EUR | 3,744 | 4,219 | |
Assicurazioni Generali SpA | 2.124% | 10/1/30 | EUR | 2,300 | 2,082 | |
Assicurazioni Generali SpA | 2.429% | 7/14/31 | EUR | 2,000 | 1,827 | |
Assicurazioni Generali SpA | 1.713% | 6/30/32 | EUR | 2,300 | 1,924 | |
Assicurazioni Generali SpA | 5.800% | 7/6/32 | EUR | 3,000 | 3,445 | |
Assicurazioni Generali SpA | 5.500% | 10/27/47 | EUR | 7,669 | 8,498 | |
Assicurazioni Generali SpA | 6.269% | Perpetual | GBP | 4,050 | 5,015 | |
ASTM SpA | 1.625% | 2/8/28 | EUR | 3,729 | 3,624 | |
ASTM SpA | 1.500% | 1/25/30 | EUR | 3,700 | 3,289 | |
ASTM SpA | 2.375% | 11/25/33 | EUR | 2,800 | 2,400 | |
Autostrade per l'Italia SpA | 1.750% | 2/1/27 | EUR | 2,359 | 2,367 | |
Autostrade per l'Italia SpA | 2.000% | 12/4/28 | EUR | 4,000 | 3,833 | |
Autostrade per l'Italia SpA | 1.875% | 9/26/29 | EUR | 4,000 | 3,705 | |
Autostrade per l'Italia SpA | 2.000% | 1/15/30 | EUR | 4,000 | 3,681 | |
Autostrade per l'Italia SpA | 2.250% | 1/25/32 | EUR | 8,000 | 7,102 | |
Banca Monte dei Paschi di Siena SpA | 2.875% | 7/16/24 | EUR | 2,894 | 3,140 | |
Banca Monte dei Paschi di Siena SpA | 2.125% | 11/26/25 | EUR | 4,539 | 4,780 | |
Banco BPM SpA | 1.000% | 1/23/25 | EUR | 7,631 | 8,021 | |
Banco di Desio e della Brianza SpA | 0.875% | 9/12/24 | EUR | 8,179 | 8,663 | |
Coca-Cola HBC Finance BV | 1.875% | 11/11/24 | EUR | 100 | 107 | |
Credit Agricole Italia SpA | 0.250% | 9/30/24 | EUR | 5,400 | 5,663 | |
Credit Agricole Italia SpA | 0.625% | 1/13/26 | EUR | 8,800 | 8,979 | |
Credit Agricole Italia SpA | 1.000% | 3/25/27 | EUR | 7,600 | 7,635 | |
Credit Agricole Italia SpA | 0.250% | 1/17/28 | EUR | 2,500 | 2,375 | |
Credit Agricole Italia SpA | 1.625% | 3/21/29 | EUR | 1,000 | 997 | |
Credit Agricole Italia SpA | 1.750% | 1/15/38 | EUR | 2,500 | 2,116 | |
Credit Agricole Italia SpA | 1.000% | 1/17/45 | EUR | 400 | 260 | |
Enel Finance International NV | 0.000% | 6/17/24 | EUR | 4,331 | 4,585 | |
Enel Finance International NV | 1.000% | 9/16/24 | EUR | 1,985 | 2,113 | |
Enel Finance International NV | 1.966% | 1/27/25 | EUR | 13,514 | 14,498 | |
Enel Finance International NV | 1.375% | 6/1/26 | EUR | 19,114 | 19,864 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Enel Finance International NV | 0.375% | 6/17/27 | EUR | 4,308 | 4,167 | |
Enel Finance International NV | 1.000% | 10/20/27 | GBP | 3,901 | 4,119 | |
Enel Finance International NV | 2.875% | 4/11/29 | GBP | 3,700 | 4,080 | |
Enel Finance International NV | 0.375% | 5/28/29 | EUR | 9,000 | 8,120 | |
Enel Finance International NV | 0.500% | 6/17/30 | EUR | 9,800 | 8,541 | |
Enel Finance International NV | 0.875% | 9/28/34 | EUR | 1,900 | 1,477 | |
Enel Finance International NV | 1.125% | 10/17/34 | EUR | 2,653 | 2,130 | |
Enel Finance International NV | 1.250% | 1/17/35 | EUR | 3,000 | 2,386 | |
Enel Finance International NV | 0.875% | 6/17/36 | EUR | 2,214 | 1,624 | |
Enel Finance International NV | 5.750% | 9/14/40 | GBP | 5,410 | 6,916 | |
Enel SpA | 5.625% | 6/21/27 | EUR | 1,536 | 1,832 | |
Enel SpA | 5.750% | 6/22/37 | GBP | 1,545 | 1,981 | |
Enel SpA | 1.375% | Perpetual | EUR | 7,448 | 6,647 | |
Enel SpA | 1.875% | Perpetual | EUR | 3,000 | 2,398 | |
Enel SpA | 2.250% | Perpetual | EUR | 8,977 | 8,539 | |
Enel SpA | 3.375% | Perpetual | EUR | 6,180 | 6,218 | |
Enel SpA | 3.500% | Perpetual | EUR | 10,614 | 11,067 | |
Eni SpA | 0.625% | 9/19/24 | EUR | 5,087 | 5,397 | |
Eni SpA | 3.750% | 9/12/25 | EUR | 3,321 | 3,695 | |
Eni SpA | 1.500% | 2/2/26 | EUR | 2,169 | 2,272 | |
Eni SpA | 1.500% | 1/17/27 | EUR | 2,543 | 2,622 | |
Eni SpA | 1.625% | 5/17/28 | EUR | 2,574 | 2,603 | |
Eni SpA | 0.375% | 6/14/28 | EUR | 5,982 | 5,634 | |
Eni SpA | 1.125% | 9/19/28 | EUR | 2,817 | 2,744 | |
Eni SpA | 3.625% | 1/29/29 | EUR | 2,600 | 2,869 | |
Eni SpA | 0.625% | 1/23/30 | EUR | 8,911 | 8,033 | |
Eni SpA | 1.000% | 10/11/34 | EUR | 3,092 | 2,529 | |
Eni SpA | 2.000% | Perpetual | EUR | 2,500 | 2,316 | |
Eni SpA | 2.625% | Perpetual | EUR | 4,090 | 4,166 | |
Eni SpA | 2.750% | Perpetual | EUR | 3,724 | 3,147 | |
Eni SpA | 3.375% | Perpetual | EUR | 5,563 | 5,136 | |
Hera SpA | 0.875% | 10/14/26 | EUR | 2,543 | 2,572 | |
Hera SpA | 0.875% | 7/5/27 | EUR | 5,087 | 5,023 | |
Hera SpA | 5.200% | 1/29/28 | EUR | 3,092 | 3,586 | |
Hera SpA | 0.250% | 12/3/30 | EUR | 2,100 | 1,749 | |
Hera SpA | 1.000% | 4/25/34 | EUR | 1,509 | 1,207 | |
Intesa Sanpaolo SpA | 1.000% | 7/4/24 | EUR | 2,982 | 3,178 | |
Intesa Sanpaolo SpA | 0.500% | 7/15/24 | EUR | 2,817 | 2,983 | |
Intesa Sanpaolo SpA | 3.375% | 1/24/25 | EUR | 5,300 | 5,812 | |
Intesa Sanpaolo SpA | 1.250% | 2/7/25 | EUR | 1,272 | 1,345 | |
Intesa Sanpaolo SpA | 1.125% | 7/14/25 | EUR | 2,500 | 2,615 | |
Intesa Sanpaolo SpA | 1.000% | 9/25/25 | EUR | 5,087 | 5,290 | |
Intesa Sanpaolo SpA | 3.250% | 2/10/26 | EUR | 2,000 | 2,189 | |
Intesa Sanpaolo SpA | 0.375% | 9/14/26 | EUR | 5,087 | 5,073 | |
Intesa Sanpaolo SpA | 1.000% | 11/19/26 | EUR | 6,633 | 6,638 | |
Intesa Sanpaolo SpA | 1.125% | 10/4/27 | EUR | 7,017 | 7,035 | |
Intesa Sanpaolo SpA | 1.750% | 3/20/28 | EUR | 13,409 | 13,290 | |
Intesa Sanpaolo SpA | 1.750% | 7/4/29 | EUR | 4,539 | 4,294 | |
Intesa Sanpaolo SpA | 1.250% | 1/15/30 | EUR | 400 | 389 | |
Intesa Sanpaolo SpA | 2.500% | 1/15/30 | GBP | 1,545 | 1,571 | |
Intesa Sanpaolo SpA | 1.350% | 2/24/31 | EUR | 13,250 | 11,023 | |
Intesa Sanpaolo SpA | 2.625% | 3/11/36 | GBP | 3,724 | 3,236 | |
Iren SpA | 0.875% | 11/4/24 | EUR | 2,323 | 2,447 | |
Iren SpA | 1.950% | 9/19/25 | EUR | 3,092 | 3,256 | |
Italgas SpA | 0.875% | 4/24/30 | EUR | 5,092 | 4,596 | |
Mediobanca Banca di Credito Finanziario SpA | 1.125% | 7/15/25 | EUR | 3,541 | 3,678 | |
Mediobanca Banca di Credito Finanziario SpA | 1.375% | 11/10/25 | EUR | 5,525 | 5,764 | |
Mediobanca Banca di Credito Finanziario SpA | 0.875% | 1/15/26 | EUR | 8,179 | 8,333 | |
Mediobanca Banca di Credito Finanziario SpA | 0.750% | 11/2/28 | EUR | 5,000 | 4,564 | |
Mediobanca Banca di Credito Finanziario SpA | 1.250% | 11/24/29 | EUR | 1,326 | 1,277 | |
Snam SpA | 0.000% | 5/12/24 | EUR | 1,545 | 1,640 | |
Snam SpA | 0.875% | 10/25/26 | EUR | 10,085 | 10,182 | |
Snam SpA | 0.750% | 6/20/29 | EUR | 4,400 | 4,027 | |
Snam SpA | 0.750% | 6/17/30 | EUR | 2,500 | 2,213 | |
Snam SpA | 1.000% | 9/12/34 | EUR | 4,090 | 3,215 | |
Terna - Rete Elettrica Nazionale | 1.375% | 7/26/27 | EUR | 4,944 | 5,019 | |
Terna - Rete Elettrica Nazionale | 1.000% | 10/11/28 | EUR | 6,798 | 6,536 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
UniCredit SpA | 1.250% | 6/25/25 | EUR | 16,190 | 17,232 | |
UniCredit SpA | 1.250% | 6/16/26 | EUR | 8,944 | 9,256 | |
UniCredit SpA | 0.375% | 10/31/26 | EUR | 9,753 | 9,659 | |
UniCredit SpA | 2.200% | 7/22/27 | EUR | 12,535 | 12,735 | |
UniCredit SpA | 5.850% | 11/15/27 | EUR | 2,900 | 3,273 | |
UniCredit SpA | 0.925% | 1/18/28 | EUR | 3,000 | 2,915 | |
UniCredit SpA | 4.450% | 2/16/29 | EUR | 3,000 | 3,203 | |
UniCredit SpA | 0.850% | 1/19/31 | EUR | 11,986 | 9,911 | |
579,878 | ||||||
Japan (0.4%) | ||||||
Asahi Group Holdings Ltd. | 0.155% | 10/23/24 | EUR | 9,541 | 9,960 | |
Central Nippon Expressway Co. Ltd. | 0.040% | 8/19/24 | JPY | 30,000 | 220 | |
Central Nippon Expressway Co. Ltd. | 0.050% | 7/27/26 | JPY | 420,000 | 3,064 | |
Daiichi Sankyo Co. Ltd. | 0.810% | 7/25/36 | JPY | 100,000 | 701 | |
Denso Corp. | 0.315% | 3/17/28 | JPY | 300,000 | 2,189 | |
East Japan Railway Co. | 1.162% | 9/15/28 | GBP | 6,119 | 6,323 | |
East Japan Railway Co. | 3.245% | 9/8/30 | EUR | 5,000 | 5,402 | |
East Japan Railway Co. | 4.875% | 6/14/34 | GBP | 2,800 | 3,494 | |
East Japan Railway Co. | 0.773% | 9/15/34 | EUR | 1,509 | 1,223 | |
East Japan Railway Co. | 1.104% | 9/15/39 | EUR | 5,214 | 3,895 | |
East Nippon Expressway Co. Ltd. | 0.070% | 6/20/25 | JPY | 670,000 | 4,908 | |
East Nippon Expressway Co. Ltd. | 0.140% | 7/31/29 | JPY | 670,000 | 4,835 | |
East Nippon Expressway Co. Ltd. | 0.220% | 1/31/30 | JPY | 230,000 | 1,664 | |
East Nippon Expressway Co. Ltd. | 0.140% | 7/15/31 | JPY | 90,000 | 639 | |
Fast Retailing Co. Ltd. | 0.749% | 12/18/25 | JPY | 100,000 | 743 | |
Fast Retailing Co. Ltd. | 0.405% | 6/6/28 | JPY | 600,000 | 4,412 | |
JT International Financial Services BV | 1.000% | 11/26/29 | EUR | 5,745 | 5,151 | |
JT International Financial Services BV | 2.750% | 9/28/33 | GBP | 2,599 | 2,487 | |
JT International Financial Services BV | 2.375% | 4/7/81 | EUR | 5,087 | 5,121 | |
Kansai Electric Power Co. Inc. | 0.470% | 5/25/27 | JPY | 89,000 | 650 | |
Kansai Electric Power Co. Inc. | 0.490% | 7/23/27 | JPY | 125,000 | 915 | |
Kansai Electric Power Co. Inc. | 0.460% | 12/20/27 | JPY | 359,000 | 2,616 | |
Kansai Electric Power Co. Inc. | 0.440% | 12/20/30 | JPY | 327,000 | 2,303 | |
Kansai Electric Power Co. Inc. | 0.370% | 9/19/31 | JPY | 187,000 | 1,296 | |
Kyushu Electric Power Co. Inc. | 0.170% | 8/23/24 | JPY | 34,000 | 249 | |
Kyushu Electric Power Co. Inc. | 0.430% | 5/25/29 | JPY | 91,000 | 654 | |
Mitsubishi HC Capital Inc. | 0.330% | 1/31/29 | JPY | 1,100,000 | 7,896 | |
Mitsubishi UFJ Financial Group Inc. | 0.940% | 6/26/24 | JPY | 100,000 | 736 | |
Mitsubishi UFJ Financial Group Inc. | 0.872% | 9/7/24 | EUR | 9,726 | 10,300 | |
Mitsubishi UFJ Financial Group Inc. | 2.264% | 6/14/25 | EUR | 5,000 | 5,380 | |
Mitsubishi UFJ Financial Group Inc. | 3.273% | 9/19/25 | EUR | 15,000 | 16,280 | |
Mitsubishi UFJ Financial Group Inc. | 0.535% | 4/28/26 | JPY | 100,000 | 728 | |
Mitsubishi UFJ Financial Group Inc. | 0.250% | 11/4/27 | JPY | 100,000 | 722 | |
Mitsubishi UFJ Financial Group Inc. | 0.535% | 5/31/28 | JPY | 100,000 | 717 | |
Mitsubishi UFJ Financial Group Inc. | 0.848% | 7/19/29 | EUR | 8,179 | 7,547 | |
Mizuho Financial Group Inc. | 0.523% | 6/10/24 | EUR | 1,161 | 1,233 | |
Mizuho Financial Group Inc. | 0.956% | 10/16/24 | EUR | 2,516 | 2,661 | |
Mizuho Financial Group Inc. | 0.184% | 4/13/26 | EUR | 4,600 | 4,541 | |
Mizuho Financial Group Inc. | 0.650% | 1/26/27 | JPY | 134,000 | 959 | |
Mizuho Financial Group Inc. | 5.628% | 6/13/28 | GBP | 1,500 | 1,891 | |
Mizuho Financial Group Inc. | 0.402% | 9/6/29 | EUR | 2,543 | 2,233 | |
Mizuho Financial Group Inc. | 0.797% | 4/15/30 | EUR | 5,087 | 4,503 | |
Mizuho Financial Group Inc. | 0.895% | 6/24/30 | JPY | 100,000 | 713 | |
Mizuho Financial Group Inc. | 0.693% | 10/7/30 | EUR | 18,700 | 16,109 | |
Mizuho Financial Group Inc. | 4.029% | 9/5/32 | EUR | 3,000 | 3,200 | |
MUFG Bank Ltd. | 1.950% | 11/12/25 | JPY | 100,000 | 757 | |
Nissan Motor Co. Ltd. | 3.201% | 9/17/28 | EUR | 3,047 | 3,012 | |
NTT Finance Corp. | 0.010% | 3/3/25 | EUR | 7,580 | 7,836 | |
NTT Finance Corp. | 0.280% | 12/20/27 | JPY | 100,000 | 730 | |
NTT Finance Corp. | 0.399% | 12/13/28 | EUR | 10,600 | 9,940 | |
NTT Finance Corp. | 0.342% | 3/3/30 | EUR | 4,490 | 3,976 | |
NTT Finance Corp. | 0.380% | 9/20/30 | JPY | 3,100,000 | 22,294 | |
NTT Finance Corp. | 0.270% | 9/19/31 | JPY | 200,000 | 1,451 | |
ORIX Corp. | 4.477% | 6/1/28 | EUR | 1,500 | 1,675 | |
Panasonic Corp. | 0.934% | 3/19/25 | JPY | 500,000 | 3,718 | |
Panasonic Corp. | 0.470% | 9/18/26 | JPY | 800,000 | 5,810 | |
Sompo Japan Insurance Inc. | 2.500% | 2/13/83 | JPY | 200,000 | 1,521 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Sumitomo Mitsui Banking Corp. | 0.010% | 9/10/25 | EUR | 10,567 | 10,677 | |
Sumitomo Mitsui Banking Corp. | 0.267% | 6/18/26 | EUR | 5,087 | 5,046 | |
Sumitomo Mitsui Banking Corp. | 0.409% | 11/7/29 | EUR | 3,541 | 3,195 | |
Sumitomo Mitsui Financial Group Inc. | 0.849% | 9/12/24 | JPY | 700,000 | 5,146 | |
Sumitomo Mitsui Financial Group Inc. | 0.934% | 10/11/24 | EUR | 100 | 106 | |
Sumitomo Mitsui Financial Group Inc. | 1.546% | 6/15/26 | EUR | 5,745 | 5,885 | |
Sumitomo Mitsui Financial Group Inc. | 0.632% | 10/23/29 | EUR | 5,635 | 4,998 | |
Sumitomo Mitsui Trust Bank Ltd. | 0.010% | 10/15/27 | EUR | 9,232 | 8,681 | |
Takeda Pharmaceutical Co. Ltd. | 2.250% | 11/21/26 | EUR | 4,419 | 4,666 | |
Takeda Pharmaceutical Co. Ltd. | 3.000% | 11/21/30 | EUR | 16,014 | 16,766 | |
Takeda Pharmaceutical Co. Ltd. | 0.400% | 10/14/31 | JPY | 400,000 | 2,816 | |
Takeda Pharmaceutical Co. Ltd. | 2.000% | 7/9/40 | EUR | 4,364 | 3,509 | |
Toyota Motor Finance Netherlands BV | 0.000% | 10/27/25 | EUR | 3,724 | 3,769 | |
West Nippon Expressway Co. Ltd. | 0.170% | 5/22/26 | JPY | 560,000 | 4,105 | |
West Nippon Expressway Co. Ltd. | 0.175% | 8/28/26 | JPY | 1,260,000 | 9,234 | |
314,782 | ||||||
Luxembourg (0.1%) | ||||||
Acef Holding SCA | 0.750% | 6/14/28 | EUR | 1,107 | 939 | |
Acef Holding SCA | 1.250% | 4/26/30 | EUR | 3,914 | 3,084 | |
ArcelorMittal SA | 1.750% | 11/19/25 | EUR | 2,014 | 2,105 | |
AXA Logistics Europe Master SCA | 0.375% | 11/15/26 | EUR | 3,000 | 2,774 | |
AXA Logistics Europe Master SCA | 0.875% | 11/15/29 | EUR | 800 | 666 | |
Bevco Lux Sarl | 1.000% | 1/16/30 | EUR | 3,214 | 2,775 | |
Blackstone Property Partners Europe Holdings Sarl | 1.000% | 10/20/26 | EUR | 3,529 | 3,209 | |
Blackstone Property Partners Europe Holdings Sarl | 1.250% | 4/26/27 | EUR | 4,840 | 4,269 | |
Blackstone Property Partners Europe Holdings Sarl | 2.625% | 10/20/28 | GBP | 2,800 | 2,670 | |
Blackstone Property Partners Europe Holdings Sarl | 1.750% | 3/12/29 | EUR | 1,728 | 1,413 | |
Blackstone Property Partners Europe Holdings Sarl | 3.625% | 10/29/29 | EUR | 3,500 | 3,157 | |
Blackstone Property Partners Europe Holdings Sarl | 4.875% | 4/29/32 | GBP | 2,800 | 2,750 | |
CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund | 0.500% | 1/27/28 | EUR | 4,000 | 3,349 | |
CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund | 0.900% | 10/12/29 | EUR | 1,400 | 1,096 | |
Czech Gas Networks Investments Sarl | 0.450% | 9/8/29 | EUR | 2,100 | 1,775 | |
Eurofins Scientific SE | 3.750% | 7/17/26 | EUR | 5,600 | 6,094 | |
JAB Holdings BV | 1.250% | 5/22/24 | EUR | 5,100 | 5,483 | |
JAB Holdings BV | 1.750% | 6/25/26 | EUR | 7,100 | 7,346 | |
JAB Holdings BV | 2.500% | 4/17/27 | EUR | 2,500 | 2,625 | |
JAB Holdings BV | 1.000% | 12/20/27 | EUR | 3,000 | 2,911 | |
JAB Holdings BV | 2.500% | 6/25/29 | EUR | 9,400 | 9,426 | |
JAB Holdings BV | 2.250% | 12/19/39 | EUR | 7,900 | 6,168 | |
Logicor Financing Sarl | 2.250% | 5/13/25 | EUR | 1,601 | 1,635 | |
Logicor Financing Sarl | 1.625% | 7/15/27 | EUR | 5,087 | 4,614 | |
Logicor Financing Sarl | 3.250% | 11/13/28 | EUR | 5,980 | 5,572 | |
Logicor Financing Sarl | 0.875% | 1/14/31 | EUR | 3,914 | 2,835 | |
P3 Group Sarl | 0.875% | 1/26/26 | EUR | 3,700 | 3,549 | |
P3 Group Sarl | 1.625% | 1/26/29 | EUR | 900 | 761 | |
Prologis International Funding II SA | 1.750% | 3/15/28 | EUR | 6,125 | 6,071 | |
Prologis International Funding II SA | 0.875% | 7/9/29 | EUR | 3,042 | 2,700 | |
Prologis International Funding II SA | 3.625% | 3/7/30 | EUR | 2,500 | 2,588 | |
Prologis International Funding II SA | 3.125% | 6/1/31 | EUR | 3,000 | 2,940 | |
Prologis International Funding II SA | 1.625% | 6/17/32 | EUR | 2,819 | 2,423 | |
SELP Finance Sarl | 1.500% | 12/20/26 | EUR | 7,448 | 7,187 | |
SELP Finance Sarl | 0.875% | 5/27/29 | EUR | 1,000 | 852 | |
SES SA | 0.875% | 11/4/27 | EUR | 1,590 | 1,502 | |
SES SA | 2.000% | 7/2/28 | EUR | 1,900 | 1,810 | |
123,123 | ||||||
Mexico (0.0%) | ||||||
America Movil SAB de CV | 5.000% | 10/27/26 | GBP | 1,161 | 1,451 | |
America Movil SAB de CV | 0.750% | 6/26/27 | EUR | 2,159 | 2,109 | |
America Movil SAB de CV | 2.125% | 3/10/28 | EUR | 2,599 | 2,653 | |
America Movil SAB de CV | 5.750% | 6/28/30 | GBP | 2,990 | 3,892 | |
America Movil SAB de CV | 4.948% | 7/22/33 | GBP | 900 | 1,101 | |
America Movil SAB de CV | 4.375% | 8/7/41 | GBP | 3,096 | 3,355 | |
14,561 | ||||||
Netherlands (1.0%) | ||||||
ABN AMRO Bank NV | 1.250% | 5/28/25 | EUR | 16,700 | 17,476 | |
ABN AMRO Bank NV | 0.875% | 1/14/26 | EUR | 500 | 517 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
ABN AMRO Bank NV | 0.600% | 1/15/27 | EUR | 7,600 | 7,394 | |
ABN AMRO Bank NV | 4.000% | 1/16/28 | EUR | 5,000 | 5,454 | |
ABN AMRO Bank NV | 5.125% | 2/22/28 | GBP | 2,500 | 3,110 | |
ABN AMRO Bank NV | 4.250% | 2/21/30 | EUR | 5,000 | 5,500 | |
ABN AMRO Bank NV | 1.500% | 9/30/30 | EUR | 11,107 | 10,940 | |
ABN AMRO Bank NV | 1.000% | 4/13/31 | EUR | 4,000 | 3,756 | |
ABN AMRO Bank NV | 3.000% | 6/1/32 | EUR | 900 | 913 | |
ABN AMRO Bank NV | 5.125% | 2/22/33 | EUR | 5,000 | 5,436 | |
ABN AMRO Bank NV | 1.000% | 6/2/33 | EUR | 6,000 | 5,029 | |
ABN AMRO Bank NV | 1.375% | 1/10/34 | EUR | 7,300 | 6,723 | |
ABN AMRO Bank NV | 4.500% | 11/21/34 | EUR | 12,000 | 13,250 | |
ABN AMRO Bank NV | 0.375% | 1/14/35 | EUR | 20,400 | 16,288 | |
ABN AMRO Bank NV | 1.375% | 1/12/37 | EUR | 11,100 | 9,707 | |
ABN AMRO Bank NV | 1.450% | 4/12/38 | EUR | 1,800 | 1,556 | |
ABN AMRO Bank NV | 1.125% | 4/23/39 | EUR | 2,500 | 2,021 | |
ABN AMRO Bank NV | 0.400% | 9/17/41 | EUR | 10,000 | 6,587 | |
Aegon Bank NV | 0.375% | 11/21/56 | EUR | 5,000 | 5,238 | |
Aegon Bank NV | 0.750% | 6/27/59 | EUR | 1,200 | 1,196 | |
Aegon NV | 6.625% | 12/16/39 | GBP | 444 | 629 | |
Akzo Nobel NV | 1.750% | 11/7/24 | EUR | 1,875 | 2,020 | |
Akzo Nobel NV | 1.125% | 4/8/26 | EUR | 2,050 | 2,118 | |
Akzo Nobel NV | 1.500% | 3/28/28 | EUR | 4,000 | 4,014 | |
Akzo Nobel NV | 1.625% | 4/14/30 | EUR | 4,600 | 4,437 | |
Alliander NV | 2.875% | 6/14/24 | EUR | 300 | 329 | |
Alliander NV | 0.375% | 6/10/30 | EUR | 6,316 | 5,768 | |
ASML Holding NV | 1.375% | 7/7/26 | EUR | 13,525 | 14,153 | |
ASML Holding NV | 1.625% | 5/28/27 | EUR | 667 | 695 | |
ASML Holding NV | 0.625% | 5/7/29 | EUR | 2,214 | 2,105 | |
ASR Nederland NV | 7.000% | 12/7/43 | EUR | 2,300 | 2,659 | |
ASR Nederland NV | 5.125% | 9/29/45 | EUR | 1,545 | 1,671 | |
ASR Nederland NV | 3.375% | 5/2/49 | EUR | 3,862 | 3,662 | |
ASR Nederland NV | 5.000% | Perpetual | EUR | 3,000 | 3,251 | |
Athora Netherlands NV | 2.250% | 7/15/31 | EUR | 3,962 | 3,696 | |
Cooperatieve Rabobank UA | 1.250% | 1/14/25 | GBP | 2,000 | 2,351 | |
Cooperatieve Rabobank UA | 4.125% | 7/14/25 | EUR | 11,248 | 12,529 | |
Cooperatieve Rabobank UA | 1.250% | 3/23/26 | EUR | 2,971 | 3,084 | |
Cooperatieve Rabobank UA | 4.250% | 5/12/26 | AUD | 300 | 198 | |
Cooperatieve Rabobank UA | 3.125% | 9/15/26 | CHF | 3,530 | 4,047 | |
Cooperatieve Rabobank UA | 1.375% | 2/3/27 | EUR | 2,254 | 2,307 | |
Cooperatieve Rabobank UA | 0.000% | 6/21/27 | EUR | 22,500 | 21,845 | |
Cooperatieve Rabobank UA | 5.250% | 9/14/27 | GBP | 7,967 | 9,723 | |
Cooperatieve Rabobank UA | 0.375% | 12/1/27 | EUR | 23,100 | 22,369 | |
Cooperatieve Rabobank UA | 0.875% | 2/8/28 | EUR | 16,600 | 16,506 | |
Cooperatieve Rabobank UA | 0.875% | 5/5/28 | EUR | 9,100 | 8,849 | |
Cooperatieve Rabobank UA | 1.875% | 7/12/28 | GBP | 7,500 | 8,242 | |
Cooperatieve Rabobank UA | 0.875% | 2/1/29 | EUR | 5,000 | 4,873 | |
Cooperatieve Rabobank UA | 4.625% | 5/23/29 | GBP | 3,812 | 4,424 | |
Cooperatieve Rabobank UA | 4.550% | 8/30/29 | GBP | 3,642 | 4,508 | |
Cooperatieve Rabobank UA | 4.000% | 1/10/30 | EUR | 6,000 | 6,574 | |
Cooperatieve Rabobank UA | 0.750% | 3/2/32 | EUR | 3,000 | 2,707 | |
Cooperatieve Rabobank UA | 1.250% | 5/31/32 | EUR | 3,800 | 3,569 | |
Cooperatieve Rabobank UA | 7.074% | 10/26/32 | AUD | 1,000 | 683 | |
Cooperatieve Rabobank UA | 1.500% | 4/26/38 | EUR | 3,400 | 2,957 | |
Cooperatieve Rabobank UA | 0.750% | 6/21/39 | EUR | 6,000 | 4,515 | |
Cooperatieve Rabobank UA | 0.010% | 11/27/40 | EUR | 1,400 | 871 | |
Cooperatieve Rabobank UA | 5.250% | 5/23/41 | GBP | 484 | 641 | |
CTP NV | 2.125% | 10/1/25 | EUR | 300 | 296 | |
CTP NV | 0.875% | 1/20/26 | EUR | 1,200 | 1,110 | |
CTP NV | 0.625% | 9/27/26 | EUR | 543 | 478 | |
CTP NV | 0.750% | 2/18/27 | EUR | 5,214 | 4,499 | |
CTP NV | 1.250% | 6/21/29 | EUR | 3,200 | 2,462 | |
CTP NV | 1.500% | 9/27/31 | EUR | 1,904 | 1,366 | |
de Volksbank NV | 0.500% | 1/30/26 | EUR | 3,700 | 3,778 | |
de Volksbank NV | 0.250% | 6/22/26 | EUR | 3,000 | 2,928 | |
de Volksbank NV | 2.375% | 5/4/27 | EUR | 9,300 | 9,641 | |
de Volksbank NV | 0.750% | 5/18/27 | EUR | 2,500 | 2,504 | |
de Volksbank NV | 0.375% | 3/3/28 | EUR | 3,700 | 3,384 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
de Volksbank NV | 1.750% | 10/22/30 | EUR | 1,800 | 1,805 | |
de Volksbank NV | 0.750% | 10/24/31 | EUR | 2,543 | 2,305 | |
Enexis Holding NV | 0.875% | 4/28/26 | EUR | 6,000 | 6,151 | |
Euronext NV | 1.125% | 6/12/29 | EUR | 5,300 | 5,107 | |
Euronext NV | 1.500% | 5/17/41 | EUR | 2,800 | 2,112 | |
EXOR NV | 1.750% | 1/18/28 | EUR | 2,708 | 2,718 | |
EXOR NV | 2.250% | 4/29/30 | EUR | 5,053 | 4,933 | |
Heineken NV | 1.500% | 12/7/24 | EUR | 2,599 | 2,769 | |
Heineken NV | 1.625% | 3/30/25 | EUR | 4,090 | 4,370 | |
Heineken NV | 2.875% | 8/4/25 | EUR | 3,037 | 3,322 | |
Heineken NV | 1.375% | 1/29/27 | EUR | 5,142 | 5,249 | |
Heineken NV | 1.500% | 10/3/29 | EUR | 400 | 393 | |
Heineken NV | 2.250% | 3/30/30 | EUR | 7,631 | 7,793 | |
Heineken NV | 1.750% | 5/7/40 | EUR | 4,471 | 3,587 | |
ING Bank NV | 0.875% | 4/11/28 | EUR | 7,900 | 7,829 | |
ING Bank NV | 2.500% | 2/21/30 | EUR | 30,000 | 31,851 | |
ING Bank NV | 0.125% | 12/8/32 | EUR | 15,700 | 13,452 | |
ING Groep NV | 2.125% | 1/10/26 | EUR | 2,900 | 3,084 | |
ING Groep NV | 3.000% | 2/18/26 | GBP | 5,400 | 6,374 | |
ING Groep NV | 1.250% | 2/16/27 | EUR | 23,000 | 23,354 | |
ING Groep NV | 0.375% | 9/29/28 | EUR | 27,700 | 25,739 | |
ING Groep NV | 0.250% | 2/18/29 | EUR | 11,800 | 10,706 | |
ING Groep NV | 1.625% | 9/26/29 | EUR | 13,500 | 14,032 | |
ING Groep NV | 0.250% | 2/1/30 | EUR | 2,500 | 2,185 | |
ING Groep NV | 1.000% | 11/13/30 | EUR | 5,000 | 4,925 | |
ING Groep NV | 0.875% | 11/29/30 | EUR | 3,000 | 2,660 | |
ING Groep NV | 1.750% | 2/16/31 | EUR | 4,500 | 4,202 | |
ING Groep NV | 4.125% | 8/24/33 | EUR | 2,000 | 2,089 | |
ING Groep NV | 5.250% | 11/14/33 | EUR | 2,000 | 2,320 | |
JDE Peet's NV | 0.625% | 2/9/28 | EUR | 5,700 | 5,423 | |
JDE Peet's NV | 0.500% | 1/16/29 | EUR | 7,500 | 6,815 | |
Koninklijke Ahold Delhaize NV | 1.125% | 3/19/26 | EUR | 100 | 103 | |
Koninklijke DSM NV | 1.000% | 4/9/25 | EUR | 1,656 | 1,761 | |
Koninklijke DSM NV | 0.750% | 9/28/26 | EUR | 9,400 | 9,646 | |
Koninklijke DSM NV | 0.250% | 6/23/28 | EUR | 7,000 | 6,659 | |
Koninklijke DSM NV | 0.625% | 6/23/32 | EUR | 7,500 | 6,582 | |
Koninklijke KPN NV | 0.625% | 4/9/25 | EUR | 5,000 | 5,236 | |
Koninklijke KPN NV | 5.750% | 9/17/29 | GBP | 1,771 | 2,246 | |
Koninklijke KPN NV | 0.875% | 12/14/32 | EUR | 6,900 | 5,847 | |
Koninklijke Philips NV | 0.500% | 5/22/26 | EUR | 100 | 100 | |
Koninklijke Philips NV | 1.375% | 5/2/28 | EUR | 3,925 | 3,873 | |
Koninklijke Philips NV | 2.000% | 3/30/30 | EUR | 5,087 | 5,004 | |
LeasePlan Corp. NV | 3.500% | 4/9/25 | EUR | 3,724 | 4,044 | |
LeasePlan Corp. NV | 2.125% | 5/6/25 | EUR | 4,600 | 4,859 | |
LeasePlan Corp. NV | 0.250% | 2/23/26 | EUR | 7,109 | 7,036 | |
Louis Dreyfus Co. Finance BV | 1.625% | 4/28/28 | EUR | 2,200 | 2,135 | |
Nationale-Nederlanden Bank NV | 0.375% | 2/26/25 | EUR | 6,700 | 6,921 | |
Nationale-Nederlanden Bank NV | 0.500% | 9/21/28 | EUR | 2,900 | 2,660 | |
Nationale-Nederlanden Bank NV | 0.625% | 9/11/55 | EUR | 3,800 | 3,925 | |
Nationale-Nederlanden Bank NV | 0.500% | 10/10/56 | EUR | 400 | 422 | |
Nederlandse Gasunie NV | 1.000% | 5/11/26 | EUR | 6,403 | 6,564 | |
Nederlandse Gasunie NV | 0.375% | 10/3/31 | EUR | 1,545 | 1,323 | |
NIBC Bank NV | 0.875% | 7/8/25 | EUR | 6,800 | 6,853 | |
NIBC Bank NV | 0.625% | 6/1/26 | EUR | 5,900 | 5,989 | |
NIBC Bank NV | 0.250% | 9/9/26 | EUR | 9,000 | 8,425 | |
NIBC Bank NV | 0.500% | 3/19/27 | EUR | 7,700 | 7,637 | |
NIBC Bank NV | 1.000% | 9/11/28 | EUR | 2,500 | 2,455 | |
NIBC Bank NV | 0.010% | 10/15/29 | EUR | 5,000 | 4,490 | |
NIBC Bank NV | 0.125% | 4/21/31 | EUR | 19,700 | 17,028 | |
NN Group NV | 1.625% | 6/1/27 | EUR | 230 | 233 | |
NN Group NV | 4.625% | 1/13/48 | EUR | 4,809 | 5,094 | |
NN Group NV | 4.375% | Perpetual | EUR | 6,503 | 7,060 | |
NN Group NV | 4.500% | Perpetual | EUR | 5,700 | 6,046 | |
PostNL NV | 1.000% | 11/21/24 | EUR | 943 | 987 | |
PostNL NV | 0.625% | 9/23/26 | EUR | 2,543 | 2,513 | |
Royal Schiphol Group NV | 0.000% | 4/22/25 | EUR | 922 | 946 | |
Royal Schiphol Group NV | 2.000% | 4/6/29 | EUR | 18,454 | 18,805 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Shell International Finance BV | 0.375% | 2/15/25 | EUR | 12,052 | 12,608 | |
Shell International Finance BV | 1.625% | 1/20/27 | EUR | 12,506 | 13,015 | |
Shell International Finance BV | 1.250% | 5/12/28 | EUR | 3,678 | 3,656 | |
Shell International Finance BV | 0.750% | 8/15/28 | EUR | 5,087 | 4,909 | |
Shell International Finance BV | 1.000% | 12/10/30 | GBP | 1,729 | 1,664 | |
Shell International Finance BV | 1.875% | 4/7/32 | EUR | 7,587 | 7,267 | |
Shell International Finance BV | 0.875% | 11/8/39 | EUR | 6,032 | 4,200 | |
Shell International Finance BV | 1.750% | 9/10/52 | GBP | 2,543 | 1,532 | |
Stedin Holding NV | 0.875% | 10/24/25 | EUR | 4,050 | 4,185 | |
Stedin Holding NV | 0.500% | 11/14/29 | EUR | 2,543 | 2,330 | |
Stedin Holding NV | 2.375% | 6/3/30 | EUR | 2,500 | 2,569 | |
TenneT Holding BV | 1.000% | 6/13/26 | EUR | 100 | 103 | |
TenneT Holding BV | 1.375% | 6/5/28 | EUR | 12,435 | 12,551 | |
TenneT Holding BV | 1.375% | 6/26/29 | EUR | 5,374 | 5,337 | |
TenneT Holding BV | 0.875% | 6/3/30 | EUR | 2,000 | 1,891 | |
TenneT Holding BV | 0.500% | 6/9/31 | EUR | 6,000 | 5,466 | |
TenneT Holding BV | 0.125% | 11/30/32 | EUR | 500 | 417 | |
TenneT Holding BV | 1.250% | 10/24/33 | EUR | 778 | 702 | |
TenneT Holding BV | 0.875% | 6/16/35 | EUR | 7,300 | 6,187 | |
TenneT Holding BV | 1.875% | 6/13/36 | EUR | 1,263 | 1,161 | |
TenneT Holding BV | 1.500% | 6/3/39 | EUR | 6,768 | 5,695 | |
TenneT Holding BV | 0.500% | 11/30/40 | EUR | 6,084 | 4,311 | |
TenneT Holding BV | 1.125% | 6/9/41 | EUR | 3,200 | 2,516 | |
TenneT Holding BV | 2.750% | 5/17/42 | EUR | 9,400 | 9,050 | |
Universal Music Group NV | 3.000% | 6/30/27 | EUR | 4,300 | 4,600 | |
Vesteda Finance BV | 1.500% | 5/24/27 | EUR | 2,094 | 2,090 | |
Vesteda Finance BV | 0.750% | 10/18/31 | EUR | 2,214 | 1,801 | |
VIA Outlets BV | 1.750% | 11/15/28 | EUR | 2,000 | 1,738 | |
884,828 | ||||||
New Zealand (0.1%) | ||||||
ANZ New Zealand Int'l Ltd. | 0.200% | 9/23/27 | EUR | 13,124 | 12,324 | |
ASB Finance Ltd. | 0.625% | 10/18/24 | EUR | 1,888 | 1,990 | |
ASB Finance Ltd. | 0.750% | 10/9/25 | EUR | 2,543 | 2,618 | |
ASB Finance Ltd. | 0.250% | 5/21/31 | EUR | 30,301 | 25,958 | |
Bank of New Zealand | 2.552% | 6/29/27 | EUR | 17,456 | 18,527 | |
Chorus Ltd. | 3.625% | 9/7/29 | EUR | 2,000 | 2,159 | |
Fonterra Co-operative Group Ltd. | 0.750% | 11/8/24 | EUR | 683 | 713 | |
Fonterra Co-operative Group Ltd. | 4.000% | 11/2/27 | AUD | 100 | 65 | |
Westpac Securities NZ Ltd. | 0.300% | 6/25/24 | EUR | 4,090 | 4,330 | |
68,684 | ||||||
Norway (0.4%) | ||||||
Aker BP ASA | 1.125% | 5/12/29 | EUR | 2,800 | 2,549 | |
Avinor A/S | 1.000% | 4/29/25 | EUR | 100 | 104 | |
DNB Bank ASA | 2.625% | 6/10/26 | GBP | 18,700 | 22,221 | |
DNB Bank ASA | 4.000% | 8/17/27 | GBP | 9,000 | 10,780 | |
DNB Bank ASA | 3.125% | 9/21/27 | EUR | 1,500 | 1,619 | |
DNB Bank ASA | 0.375% | 1/18/28 | EUR | 2,800 | 2,735 | |
DNB Bank ASA | 0.250% | 2/23/29 | EUR | 13,000 | 11,939 | |
DNB Bank ASA | 4.000% | 3/14/29 | EUR | 5,000 | 5,570 | |
DNB Bank ASA | 4.625% | 2/28/33 | EUR | 4,000 | 4,347 | |
DNB Boligkreditt A/S | 0.375% | 11/20/24 | EUR | 5,087 | 5,342 | |
DNB Boligkreditt A/S | 0.625% | 6/19/25 | EUR | 100 | 104 | |
DNB Boligkreditt A/S | 0.625% | 1/14/26 | EUR | 7,631 | 7,819 | |
DNB Boligkreditt A/S | 0.250% | 9/7/26 | EUR | 19,524 | 19,459 | |
Eika Boligkreditt A/S | 0.375% | 2/26/25 | EUR | 778 | 810 | |
Eika Boligkreditt A/S | 0.010% | 3/23/28 | EUR | 15,943 | 15,073 | |
Equinor ASA | 2.875% | 9/10/25 | EUR | 10,384 | 11,313 | |
Equinor ASA | 0.750% | 5/22/26 | EUR | 482 | 490 | |
Equinor ASA | 0.750% | 11/9/26 | EUR | 7,347 | 7,393 | |
Equinor ASA | 1.250% | 2/17/27 | EUR | 10,219 | 10,410 | |
Equinor ASA | 6.125% | 11/27/28 | GBP | 149 | 198 | |
Equinor ASA | 6.875% | 3/11/31 | GBP | 3,673 | 5,257 | |
Equinor ASA | 1.375% | 5/22/32 | EUR | 10,083 | 9,310 | |
Equinor ASA | 1.625% | 2/17/35 | EUR | 2,599 | 2,312 | |
Equinor ASA | 1.625% | 11/9/36 | EUR | 996 | 857 | |
Equinor ASA | 4.250% | 4/10/41 | GBP | 2,657 | 3,024 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Norsk Hydro ASA | 1.125% | 4/11/25 | EUR | 558 | 580 | |
Santander Consumer Bank A/S | 0.125% | 9/11/24 | EUR | 12,900 | 13,456 | |
Santander Consumer Bank A/S | 0.500% | 8/11/25 | EUR | 4,600 | 4,674 | |
SpareBank 1 Boligkreditt A/S | 0.125% | 5/14/26 | EUR | 5,087 | 5,090 | |
SpareBank 1 Boligkreditt A/S | 0.250% | 8/30/26 | EUR | 21,272 | 21,203 | |
SpareBank 1 Boligkreditt A/S | 1.000% | 1/30/29 | EUR | 5,087 | 4,953 | |
SpareBank 1 Boligkreditt A/S | 0.125% | 11/5/29 | EUR | 5,087 | 4,587 | |
SpareBank 1 Boligkreditt A/S | 1.750% | 5/11/32 | EUR | 15,000 | 14,578 | |
SpareBank 1 SMN | 0.010% | 2/18/28 | EUR | 5,053 | 4,585 | |
Sparebanken Vest Boligkreditt A/S | 0.750% | 2/27/25 | EUR | 5,087 | 5,336 | |
Sparebanken Vest Boligkreditt A/S | 0.500% | 2/12/26 | EUR | 26,726 | 27,255 | |
SR-Boligkreditt A/S | 0.375% | 10/3/24 | EUR | 9,836 | 10,362 | |
SR-Boligkreditt A/S | 0.750% | 10/17/25 | EUR | 14,075 | 14,560 | |
Statkraft A/S | 1.125% | 3/20/25 | EUR | 7,631 | 8,038 | |
Statkraft A/S | 1.500% | 3/26/30 | EUR | 1,387 | 1,356 | |
Statnett SF | 0.875% | 3/8/25 | EUR | 792 | 829 | |
Statnett SF | 1.250% | 4/26/30 | EUR | 2,023 | 1,935 | |
Storebrand Livsforsikring A/S | 1.875% | 9/30/51 | EUR | 2,804 | 2,229 | |
Telenor ASA | 2.500% | 5/22/25 | EUR | 1,216 | 1,312 | |
Telenor ASA | 0.750% | 5/31/26 | EUR | 8,289 | 8,397 | |
Telenor ASA | 1.125% | 5/31/29 | EUR | 6,836 | 6,537 | |
322,887 | ||||||
Poland (0.0%) | ||||||
ORLEN Capital AB | 2.500% | 6/7/23 | EUR | 2,927 | 3,222 | |
Portugal (0.1%) | ||||||
Banco Santander Totta SA | 1.250% | 9/26/27 | EUR | 4,600 | 4,644 | |
Brisa-Concessao Rodoviaria SA | 2.375% | 5/10/27 | EUR | 6,800 | 7,179 | |
Cia de Seguros Fidelidade SA | 4.250% | 9/4/31 | EUR | 3,000 | 2,886 | |
EDP - Energias de Portugal SA | 1.625% | 4/15/27 | EUR | 8,400 | 8,591 | |
EDP Finance BV | 2.000% | 4/22/25 | EUR | 8,189 | 8,809 | |
EDP Finance BV | 1.625% | 1/26/26 | EUR | 9,251 | 9,750 | |
EDP Finance BV | 0.375% | 9/16/26 | EUR | 5,087 | 5,061 | |
EDP Finance BV | 1.500% | 11/22/27 | EUR | 1,477 | 1,487 | |
�� | Energias de Portugal SA | 2.875% | 6/1/26 | EUR | 10,300 | 11,094 |
Ren Finance BV | 1.750% | 1/18/28 | EUR | 1,354 | 1,368 | |
60,869 | ||||||
Romania (0.0%) | ||||||
NE Property BV | 1.875% | 10/9/26 | EUR | 3,092 | 2,924 | |
NE Property BV | 3.375% | 7/14/27 | EUR | 1,107 | 1,080 | |
NE Property BV | 2.000% | 1/20/30 | EUR | 1,000 | 796 | |
4,800 | ||||||
Singapore (0.1%) | ||||||
DBS Group Holdings Ltd. | 3.980% | Perpetual | SGD | 500 | 368 | |
Oversea-Chinese Banking Corp. Ltd. | 0.625% | 4/18/25 | EUR | 5,087 | 5,295 | |
Temasek Financial I Ltd. | 0.500% | 11/20/31 | EUR | 11,171 | 9,629 | |
Temasek Financial I Ltd. | 3.500% | 2/15/33 | EUR | 3,985 | 4,387 | |
Temasek Financial I Ltd. | 5.125% | 7/26/40 | GBP | 3,266 | 4,201 | |
Temasek Financial I Ltd. | 1.250% | 11/20/49 | EUR | 2,556 | 1,816 | |
United Overseas Bank Ltd. | 0.500% | 1/16/25 | EUR | 6,359 | 6,644 | |
United Overseas Bank Ltd. | 0.100% | 5/25/29 | EUR | 14,452 | 13,197 | |
45,537 | ||||||
South Africa (0.0%) | ||||||
Anglo American Capital plc | 1.625% | 9/18/25 | EUR | 150 | 158 | |
Anglo American Capital plc | 1.625% | 3/11/26 | EUR | 3,885 | 4,053 | |
4,211 | ||||||
Spain (0.9%) | ||||||
Abanca Corp. Bancaria SA | 0.500% | 9/8/27 | EUR | 1,200 | 1,125 | |
Abanca Corp. Bancaria SA | 5.250% | 9/14/28 | EUR | 2,400 | 2,604 | |
Abertis Infraestructuras SA | 3.750% | 6/20/23 | EUR | 5,100 | 5,623 | |
Abertis Infraestructuras SA | 2.500% | 2/27/25 | EUR | 100 | 108 | |
Abertis Infraestructuras SA | 0.625% | 7/15/25 | EUR | 2,000 | 2,067 | |
Abertis Infraestructuras SA | 1.375% | 5/20/26 | EUR | 400 | 412 | |
Abertis Infraestructuras SA | 3.375% | 11/27/26 | GBP | 1,500 | 1,747 | |
Abertis Infraestructuras SA | 1.000% | 2/27/27 | EUR | 700 | 696 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Abertis Infraestructuras SA | 2.375% | 9/27/27 | EUR | 3,400 | 3,522 | |
Abertis Infraestructuras SA | 1.250% | 2/7/28 | EUR | 6,200 | 6,060 | |
Abertis Infraestructuras SA | 2.250% | 3/29/29 | EUR | 8,500 | 8,474 | |
Abertis Infraestructuras SA | 3.000% | 3/27/31 | EUR | 1,800 | 1,814 | |
Abertis Infraestructuras SA | 1.875% | 3/26/32 | EUR | 3,000 | 2,720 | |
Acciona Energia Financiacion Filiales SA | 1.375% | 1/26/32 | EUR | 2,800 | 2,533 | |
ACS Servicios Comunicaciones y Energia SA | 1.875% | 4/20/26 | EUR | 1,900 | 1,966 | |
Amadeus IT Group SA | 2.875% | 5/20/27 | EUR | 1,500 | 1,604 | |
Amadeus IT Group SA | 1.875% | 9/24/28 | EUR | 2,300 | 2,318 | |
AYT Cedulas Cajas Global FTA | 4.750% | 5/25/27 | EUR | 16,400 | 18,849 | |
AYT Cedulas Cajas X Fondo de Titulizacion de Activos | 3.750% | 6/30/25 | EUR | 5,000 | 5,504 | |
Banco Bilbao Vizcaya Argentaria SA | 2.250% | 6/12/24 | EUR | 1,500 | 1,625 | |
Banco Bilbao Vizcaya Argentaria SA | 0.375% | 10/2/24 | EUR | 1,500 | 1,576 | |
Banco Bilbao Vizcaya Argentaria SA | 4.000% | 2/25/25 | EUR | 3,500 | 3,879 | |
Banco Bilbao Vizcaya Argentaria SA | 0.875% | 11/22/26 | EUR | 7,600 | 7,685 | |
Banco Bilbao Vizcaya Argentaria SA | 0.500% | 1/14/27 | EUR | 5,300 | 5,155 | |
Banco Bilbao Vizcaya Argentaria SA | 0.125% | 3/24/27 | EUR | 19,000 | 18,790 | |
Banco Bilbao Vizcaya Argentaria SA | 3.125% | 7/17/27 | EUR | 6,500 | 7,109 | |
Banco Bilbao Vizcaya Argentaria SA | 3.375% | 9/20/27 | EUR | 6,000 | 6,489 | |
Banco Bilbao Vizcaya Argentaria SA | 1.000% | 1/16/30 | EUR | 7,700 | 7,806 | |
Banco de Sabadell SA | 0.625% | 6/10/24 | EUR | 15,600 | 16,603 | |
Banco de Sabadell SA | 1.125% | 3/11/27 | EUR | 8,000 | 7,981 | |
Banco de Sabadell SA | 5.125% | 11/10/28 | EUR | 4,000 | 4,462 | |
Banco Santander SA | 1.375% | 7/31/24 | GBP | 2,000 | 2,388 | |
Banco Santander SA | 1.125% | 11/27/24 | EUR | 7,300 | 7,733 | |
Banco Santander SA | 0.463% | 12/5/24 | JPY | 1,000,000 | 7,309 | |
Banco Santander SA | 1.125% | 1/17/25 | EUR | 2,000 | 2,105 | |
Banco Santander SA | 2.500% | 3/18/25 | EUR | 4,900 | 5,247 | |
Banco Santander SA | 1.000% | 4/7/25 | EUR | 21,900 | 22,977 | |
Banco Santander SA | 1.375% | 1/5/26 | EUR | 3,000 | 3,090 | |
Banco Santander SA | 1.500% | 1/25/26 | EUR | 13,300 | 13,914 | |
Banco Santander SA | 3.875% | 2/6/26 | EUR | 300 | 334 | |
Banco Santander SA | 3.250% | 4/4/26 | EUR | 4,700 | 5,036 | |
Banco Santander SA | 3.625% | 9/27/26 | EUR | 10,000 | 10,919 | |
Banco Santander SA | 0.300% | 10/4/26 | EUR | 5,000 | 4,925 | |
Banco Santander SA | 0.500% | 2/4/27 | EUR | 2,500 | 2,411 | |
Banco Santander SA | 1.750% | 2/17/27 | GBP | 3,000 | 3,250 | |
Banco Santander SA | 0.500% | 3/24/27 | EUR | 9,200 | 9,081 | |
Banco Santander SA | 4.625% | 5/4/27 | EUR | 8,100 | 9,350 | |
Banco Santander SA | 2.375% | 9/8/27 | EUR | 15,000 | 15,883 | |
Banco Santander SA | 3.875% | 1/16/28 | EUR | 5,000 | 5,490 | |
Banco Santander SA | 2.125% | 2/8/28 | EUR | 1,200 | 1,188 | |
Banco Santander SA | 0.200% | 2/11/28 | EUR | 3,700 | 3,434 | |
Banco Santander SA | 0.310% | 6/9/28 | CHF | 4,335 | 4,320 | |
Banco Santander SA | 1.125% | 10/25/28 | EUR | 2,600 | 2,561 | |
Banco Santander SA | 3.375% | 1/11/30 | EUR | 5,000 | 5,496 | |
Banco Santander SA | 1.625% | 10/22/30 | EUR | 8,000 | 7,021 | |
Banco Santander SA | 0.875% | 5/9/31 | EUR | 5,100 | 4,624 | |
Banco Santander SA | 2.750% | 9/8/32 | EUR | 20,000 | 20,849 | |
Banco Santander SA | 2.000% | 11/27/34 | EUR | 5,900 | 5,587 | |
Bankinter SA | 1.000% | 2/5/25 | EUR | 4,200 | 4,408 | |
Bankinter SA | 1.250% | 2/7/28 | EUR | 400 | 399 | |
CaixaBank SA | 1.125% | 5/17/24 | EUR | 4,000 | 4,286 | |
CaixaBank SA | 4.000% | 2/3/25 | EUR | 6,200 | 6,863 | |
CaixaBank SA | 3.875% | 2/17/25 | EUR | 8,600 | 9,501 | |
CaixaBank SA | 0.625% | 3/27/25 | EUR | 9,100 | 9,472 | |
CaixaBank SA | 1.000% | 9/25/25 | EUR | 5,700 | 5,911 | |
CaixaBank SA | 1.125% | 3/27/26 | EUR | 5,000 | 5,107 | |
CaixaBank SA | 1.375% | 6/19/26 | EUR | 2,500 | 2,526 | |
CaixaBank SA | 0.750% | 7/9/26 | EUR | 12,500 | 12,516 | |
CaixaBank SA | 0.750% | 7/10/26 | EUR | 8,800 | 9,048 | |
CaixaBank SA | 1.125% | 11/12/26 | EUR | 2,500 | 2,486 | |
CaixaBank SA | 1.250% | 1/11/27 | EUR | 400 | 408 | |
CaixaBank SA | 1.000% | 1/17/28 | EUR | 17,700 | 17,506 | |
CaixaBank SA | 3.500% | 4/6/28 | GBP | 3,000 | 3,399 | |
CaixaBank SA | 0.750% | 5/26/28 | EUR | 9,100 | 8,654 | |
CaixaBank SA | 0.500% | 2/9/29 | EUR | 5,900 | 5,401 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
CaixaBank SA | 2.250% | 4/17/30 | EUR | 15,100 | 15,438 | |
CaixaBank SA | 5.375% | 11/14/30 | EUR | 3,000 | 3,423 | |
CaixaBank SA | 6.250% | 2/23/33 | EUR | 3,000 | 3,365 | |
CaixaBank SA | 6.875% | 10/25/33 | GBP | 2,000 | 2,451 | |
CaixaBank SA | 4.125% | 3/24/36 | EUR | 2,350 | 2,717 | |
Caja Rural de Navarra SCC | 0.875% | 5/8/25 | EUR | 3,100 | 3,233 | |
Canal de Isabel II Gestion SA | 1.680% | 2/26/25 | EUR | 1,800 | 1,908 | |
Cedulas TDA 6 Fondo de Titulizacion de Activos | 3.875% | 5/23/25 | EUR | 500 | 552 | |
Cepsa Finance SA | 0.750% | 2/12/28 | EUR | 3,000 | 2,723 | |
Criteria Caixa SA | 0.875% | 10/28/27 | EUR | 3,100 | 2,958 | |
Enagas Financiaciones SA | 1.250% | 2/6/25 | EUR | 2,600 | 2,753 | |
Enagas Financiaciones SA | 1.375% | 5/5/28 | EUR | 100 | 102 | |
Eurocaja Rural SCC | 0.875% | 5/27/24 | EUR | 2,500 | 2,666 | |
FCC Aqualia SA | 2.629% | 6/8/27 | EUR | 1,107 | 1,148 | |
Ferrovial Emisiones SA | 2.500% | 7/15/24 | EUR | 2,500 | 2,713 | |
Iberdrola Finanzas SA | 1.000% | 3/7/25 | EUR | 200 | 212 | |
Iberdrola Finanzas SA | 0.875% | 6/16/25 | EUR | 6,000 | 6,285 | |
Iberdrola Finanzas SA | 3.125% | 11/22/28 | EUR | 6,000 | 6,562 | |
Iberdrola Finanzas SA | 1.621% | 11/29/29 | EUR | 1,900 | 1,921 | |
Iberdrola Finanzas SA | 1.375% | 3/11/32 | EUR | 1,900 | 1,808 | |
Iberdrola International BV | 1.875% | 10/8/24 | EUR | 200 | 216 | |
Iberdrola International BV | 0.375% | 9/15/25 | EUR | 8,400 | 8,688 | |
Iberdrola International BV | 1.125% | 4/21/26 | EUR | 2,100 | 2,183 | |
Iberdrola International BV | 1.874% | Perpetual | EUR | 15,200 | 15,054 | |
Iberdrola International BV | 2.250% | Perpetual | EUR | 8,500 | 7,592 | |
Iberdrola International BV | 3.250% | Perpetual | EUR | 2,200 | 2,329 | |
Inmobiliaria Colonial Socimi SA | 1.450% | 10/28/24 | EUR | 2,200 | 2,334 | |
Inmobiliaria Colonial Socimi SA | 1.625% | 11/28/25 | EUR | 4,200 | 4,378 | |
Inmobiliaria Colonial Socimi SA | 2.000% | 4/17/26 | EUR | 2,000 | 2,086 | |
Inmobiliaria Colonial Socimi SA | 1.350% | 10/14/28 | EUR | 1,400 | 1,320 | |
Inmobiliaria Colonial Socimi SA | 2.500% | 11/28/29 | EUR | 1,900 | 1,847 | |
Mapfre SA | 1.625% | 5/19/26 | EUR | 900 | 930 | |
Mapfre SA | 4.375% | 3/31/47 | EUR | 2,400 | 2,516 | |
Mapfre SA | 4.125% | 9/7/48 | EUR | 3,500 | 3,560 | |
Merlin Properties Socimi SA | 1.750% | 5/26/25 | EUR | 4,906 | 5,141 | |
Merlin Properties Socimi SA | 1.375% | 6/1/30 | EUR | 6,600 | 5,553 | |
Merlin Properties Socimi SA | 1.875% | 12/4/34 | EUR | 3,000 | 2,258 | |
Naturgy Finance BV | 0.875% | 5/15/25 | EUR | 1,600 | 1,669 | |
Naturgy Finance BV | 1.250% | 4/19/26 | EUR | 4,500 | 4,630 | |
Naturgy Finance BV | 1.375% | 1/19/27 | EUR | 100 | 102 | |
Naturgy Finance BV | 1.500% | 1/29/28 | EUR | 1,300 | 1,307 | |
Naturgy Finance BV | 0.750% | 11/28/29 | EUR | 3,100 | 2,862 | |
NorteGas Energia Distribucion SAU | 2.065% | 9/28/27 | EUR | 5,361 | 5,529 | |
Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | 3/28/27 | EUR | 4,300 | 4,876 | |
Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | 4/10/31 | EUR | 18,100 | 21,132 | |
Prosegur Cash SA | 1.375% | 2/4/26 | EUR | 700 | 726 | |
Red Electrica Financiaciones SAU | 1.125% | 4/24/25 | EUR | 200 | 212 | |
Red Electrica Financiaciones SAU | 1.000% | 4/21/26 | EUR | 400 | 415 | |
Red Electrica Financiaciones SAU | 1.250% | 3/13/27 | EUR | 2,500 | 2,583 | |
Redexis Gas Finance BV | 1.875% | 5/28/25 | EUR | 3,000 | 3,165 | |
Redexis Gas Finance BV | 1.875% | 4/27/27 | EUR | 2,104 | 2,141 | |
Repsol Europe Finance Sarl | 0.875% | 7/6/33 | EUR | 3,100 | 2,603 | |
Repsol International Finance BV | 2.250% | 12/10/26 | EUR | 5,100 | 5,424 | |
Repsol International Finance BV | 0.250% | 8/2/27 | EUR | 700 | 676 | |
Repsol International Finance BV | 2.500% | Perpetual | EUR | 3,000 | 2,871 | |
Repsol International Finance BV | 3.750% | Perpetual | EUR | 3,000 | 3,080 | |
Repsol International Finance BV | 4.247% | Perpetual | EUR | 3,000 | 2,966 | |
Santander Consumer Finance SA | 0.375% | 6/27/24 | EUR | 5,000 | 5,293 | |
Santander Consumer Finance SA | 0.375% | 1/17/25 | EUR | 4,500 | 4,677 | |
Santander Consumer Finance SA | 0.500% | 1/14/27 | EUR | 9,300 | 9,019 | |
Telefonica Emisiones SA | 5.375% | 2/2/26 | GBP | 593 | 746 | |
Telefonica Emisiones SA | 1.460% | 4/13/26 | EUR | 2,000 | 2,089 | |
Telefonica Emisiones SA | 1.447% | 1/22/27 | EUR | 8,000 | 8,241 | |
Telefonica Emisiones SA | 2.318% | 10/17/28 | EUR | 400 | 415 | |
Telefonica Emisiones SA | 1.788% | 3/12/29 | EUR | 1,300 | 1,307 | |
Telefonica Emisiones SA | 5.445% | 10/8/29 | GBP | 1,700 | 2,145 | |
Telefonica Emisiones SA | 2.932% | 10/17/29 | EUR | 5,700 | 6,078 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Telefonica Emisiones SA | 0.664% | 2/3/30 | EUR | 3,400 | 3,115 | |
Telefonica Emisiones SA | 2.592% | 5/25/31 | EUR | 11,400 | 11,732 | |
Telefonica Emisiones SA | 1.807% | 5/21/32 | EUR | 9,000 | 8,491 | |
Telefonica Emisiones SA | 1.864% | 7/13/40 | EUR | 4,000 | 3,161 | |
Telefonica Europe BV | 5.875% | 2/14/33 | EUR | 2,680 | 3,478 | |
Unicaja Banco SA | 4.500% | 6/30/25 | EUR | 1,000 | 1,096 | |
Unicaja Banco SA | 1.000% | 12/1/26 | EUR | 3,600 | 3,553 | |
729,847 | ||||||
Sweden (1.0%) | ||||||
Akelius Residential Property AB | 1.750% | 2/7/25 | EUR | 723 | 745 | |
Akelius Residential Property AB | 2.375% | 8/15/25 | GBP | 1,545 | 1,783 | |
Akelius Residential Property Financing BV | 1.125% | 1/11/29 | EUR | 2,995 | 2,571 | |
Akelius Residential Property Financing BV | 0.750% | 2/22/30 | EUR | 5,938 | 4,716 | |
Alfa Laval Treasury International AB | 0.875% | 2/18/26 | EUR | 4,125 | 4,223 | |
Alfa Laval Treasury International AB | 1.375% | 2/18/29 | EUR | 900 | 872 | |
Atlas Copco AB | 0.625% | 8/30/26 | EUR | 330 | 337 | |
Balder Finland OYJ | 1.000% | 1/20/29 | EUR | 500 | 366 | |
Balder Finland OYJ | 1.375% | 5/24/30 | EUR | 2,429 | 1,686 | |
Balder Finland OYJ | 2.000% | 1/18/31 | EUR | 1,000 | 706 | |
Castellum AB | 0.750% | 9/4/26 | EUR | 1,000 | 886 | |
Castellum Helsinki Finance Holding Abp | 2.000% | 3/24/25 | EUR | 3,600 | 3,602 | |
Castellum Helsinki Finance Holding Abp | 0.875% | 9/17/29 | EUR | 2,670 | 1,938 | |
Danske Hypotek AB | 1.000% | 12/17/25 | SEK | 232,000 | 21,217 | |
EQT AB | 2.375% | 4/6/28 | EUR | 3,500 | 3,404 | |
EQT AB | 2.875% | 4/6/32 | EUR | 4,600 | 4,042 | |
Essity AB | 1.625% | 3/30/27 | EUR | 778 | 800 | |
Essity AB | 0.250% | 2/8/31 | EUR | 6,316 | 5,314 | |
Fastighets AB Balder | 1.125% | 1/29/27 | EUR | 2,700 | 2,297 | |
Fastighets AB Balder | 1.250% | 1/28/28 | EUR | 2,843 | 2,248 | |
Heimstaden Bostad Treasury BV | 1.375% | 3/3/27 | EUR | 4,248 | 3,720 | |
Heimstaden Bostad Treasury BV | 1.000% | 4/13/28 | EUR | 3,009 | 2,453 | |
Heimstaden Bostad Treasury BV | 1.375% | 7/24/28 | EUR | 2,300 | 1,847 | |
Heimstaden Bostad Treasury BV | 0.750% | 9/6/29 | EUR | 1,800 | 1,291 | |
Heimstaden Bostad Treasury BV | 1.625% | 10/13/31 | EUR | 4,132 | 2,848 | |
Investor AB | 0.375% | 10/29/35 | EUR | 6,500 | 4,845 | |
Lansforsakringar Hypotek AB | 1.500% | 9/18/24 | SEK | 81,500 | 7,722 | |
Lansforsakringar Hypotek AB | 1.000% | 9/15/27 | SEK | 413,000 | 36,881 | |
Molnlycke Holding AB | 1.875% | 2/28/25 | EUR | 2,543 | 2,697 | |
Nordea Hypotek AB | 1.000% | 9/18/24 | SEK | 694,400 | 65,294 | |
Nordea Hypotek AB | 0.500% | 9/16/26 | SEK | 74,700 | 6,648 | |
Nordea Hypotek AB | 1.000% | 6/16/27 | SEK | 334,000 | 29,845 | |
Nordea Hypotek AB | 3.500% | 9/20/28 | SEK | 100,000 | 9,741 | |
Sagax AB | 2.250% | 3/13/25 | EUR | 1,509 | 1,569 | |
Sagax Euro Mtn NL BV | 0.750% | 1/26/28 | EUR | 2,214 | 1,801 | |
Sagax Euro Mtn NL BV | 1.000% | 5/17/29 | EUR | 1,900 | 1,454 | |
Samhallsbyggnadsbolaget i Norden AB | 1.750% | 1/14/25 | EUR | 2,500 | 2,415 | |
Samhallsbyggnadsbolaget i Norden AB | 1.000% | 8/12/27 | EUR | 3,587 | 2,667 | |
Sandvik AB | 2.125% | 6/7/27 | EUR | 6,050 | 6,330 | |
SBB Treasury OYJ | 0.750% | 12/14/28 | EUR | 2,287 | 1,514 | |
SBB Treasury OYJ | 1.125% | 11/26/29 | EUR | 4,000 | 2,571 | |
Skandinaviska Enskilda Banken AB | 1.000% | 12/18/24 | SEK | 22,000 | 2,060 | |
Skandinaviska Enskilda Banken AB | 1.000% | 12/17/25 | SEK | 568,000 | 51,949 | |
Skandinaviska Enskilda Banken AB | 0.375% | 2/9/26 | EUR | 10,275 | 10,444 | |
Skandinaviska Enskilda Banken AB | 0.375% | 2/11/27 | EUR | 3,641 | 3,488 | |
Skandinaviska Enskilda Banken AB | 0.750% | 8/9/27 | EUR | 10,000 | 9,550 | |
Skandinaviska Enskilda Banken AB | 0.750% | 11/15/27 | EUR | 503 | 497 | |
Skandinaviska Enskilda Banken AB | 0.375% | 6/21/28 | EUR | 6,000 | 5,432 | |
Skandinaviska Enskilda Banken AB | 1.375% | 10/31/28 | EUR | 8,770 | 9,466 | |
Skandinaviska Enskilda Banken AB | 0.625% | 11/12/29 | EUR | 5,087 | 4,451 | |
Skandinaviska Enskilda Banken AB | 1.000% | 12/19/29 | SEK | 74,000 | 6,265 | |
SKF AB | 0.250% | 2/15/31 | EUR | 2,906 | 2,429 | |
Stadshypotek AB | 1.500% | 12/3/24 | SEK | 620,000 | 58,277 | |
Stadshypotek AB | 0.500% | 7/11/25 | EUR | 1,545 | 1,599 | |
Stadshypotek AB | 0.375% | 3/13/26 | EUR | 16,996 | 17,238 | |
Stadshypotek AB | 0.500% | 6/1/26 | SEK | 566,000 | 50,468 | |
Stadshypotek AB | 0.125% | 10/5/26 | EUR | 400 | 396 | |
Stadshypotek AB | 1.000% | 3/1/27 | SEK | 232,000 | 20,655 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Stadshypotek AB | 0.750% | 11/1/27 | EUR | 3,541 | 3,506 | |
Stadshypotek AB | 2.500% | 12/1/27 | SEK | 386,000 | 36,093 | |
Stadshypotek AB | 2.000% | 9/1/28 | SEK | 50,000 | 4,525 | |
Svenska Handelsbanken AB | 0.125% | 6/18/24 | EUR | 2,543 | 2,692 | |
Svenska Handelsbanken AB | 1.000% | 4/15/25 | EUR | 9,640 | 10,119 | |
Svenska Handelsbanken AB | 0.050% | 9/3/26 | EUR | 5,142 | 4,977 | |
Svenska Handelsbanken AB | 1.375% | 2/23/29 | EUR | 16,500 | 15,521 | |
Svenska Handelsbanken AB | 0.500% | 2/18/30 | EUR | 5,087 | 4,395 | |
Svenska Handelsbanken AB | 4.625% | 8/23/32 | GBP | 4,000 | 4,659 | |
Sveriges Sakerstallda Obligationer AB | 1.000% | 6/12/24 | SEK | 176,000 | 16,687 | |
Sveriges Sakerstallda Obligationer AB | 0.500% | 1/29/25 | EUR | 5,635 | 5,894 | |
Sveriges Sakerstallda Obligationer AB | 0.500% | 6/11/25 | SEK | 382,000 | 34,930 | |
Sveriges Sakerstallda Obligationer AB | 0.625% | 10/30/25 | EUR | 2,543 | 2,620 | |
Sveriges Sakerstallda Obligationer AB | 2.000% | 6/17/26 | SEK | 59,000 | 5,514 | |
Sveriges Sakerstallda Obligationer AB | 0.875% | 3/29/27 | EUR | 418 | 421 | |
Sveriges Sakerstallda Obligationer AB | 0.250% | 6/9/27 | SEK | 300,000 | 25,717 | |
Sveriges Sakerstallda Obligationer AB | 1.750% | 2/10/32 | EUR | 24,000 | 23,433 | |
Swedbank AB | 0.750% | 5/5/25 | EUR | 3,092 | 3,203 | |
Swedbank AB | 0.250% | 11/2/26 | EUR | 5,233 | 5,085 | |
Swedbank AB | 1.300% | 2/17/27 | EUR | 4,500 | 4,444 | |
Swedbank AB | 0.300% | 5/20/27 | EUR | 11,538 | 11,229 | |
Swedbank AB | 1.375% | 12/8/27 | GBP | 1,289 | 1,402 | |
Swedbank AB | 0.200% | 1/12/28 | EUR | 10,841 | 9,910 | |
Swedbank Hypotek AB | 0.400% | 5/8/24 | EUR | 2,543 | 2,711 | |
Swedbank Hypotek AB | 1.000% | 9/18/24 | SEK | 465,000 | 43,628 | |
Swedbank Hypotek AB | 0.500% | 2/5/26 | EUR | 5,087 | 5,191 | |
Swedbank Hypotek AB | 1.375% | 5/31/27 | EUR | 18,800 | 19,276 | |
Tele2 AB | 1.125% | 5/15/24 | EUR | 4,254 | 4,554 | |
Tele2 AB | 2.125% | 5/15/28 | EUR | 1,692 | 1,721 | |
Tele2 AB | 0.750% | 3/23/31 | EUR | 704 | 604 | |
Telia Co. AB | 3.875% | 10/1/25 | EUR | 1,046 | 1,161 | |
Telia Co. AB | 3.000% | 9/7/27 | EUR | 100 | 108 | |
Telia Co. AB | 0.125% | 11/27/30 | EUR | 2,245 | 1,915 | |
Telia Co. AB | 2.125% | 2/20/34 | EUR | 6,139 | 5,738 | |
Telia Co. AB | 1.625% | 2/23/35 | EUR | 1,900 | 1,646 | |
Telia Co. AB | 1.375% | 5/11/81 | EUR | 1,900 | 1,852 | |
Telia Co. AB | 2.750% | 6/30/83 | EUR | 2,000 | 1,954 | |
Vattenfall AB | 0.050% | 10/15/25 | EUR | 3,037 | 3,080 | |
Vattenfall AB | 6.875% | 4/15/39 | GBP | 2,543 | 3,699 | |
Volvo Treasury AB | 2.000% | 8/19/27 | EUR | 7,000 | 7,247 | |
857,631 | ||||||
Switzerland (1.1%) | ||||||
ABB Finance BV | 0.000% | 1/19/30 | EUR | 8,984 | 7,950 | |
Adecco International Financial Services BV | 1.000% | 12/2/24 | EUR | 448 | 474 | |
Adecco International Financial Services BV | 0.125% | 9/21/28 | EUR | 7,500 | 6,854 | |
Argentum Netherlands BV for Givaudan SA | 2.000% | 9/17/30 | EUR | 4,300 | 4,272 | |
Argentum Netherlands BV for Swiss Life AG | 4.375% | Perpetual | EUR | 4,539 | 4,814 | |
Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 3.500% | 10/1/46 | EUR | 18,293 | 19,019 | |
Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 2.750% | 2/19/49 | EUR | 996 | 961 | |
Basellandschaftliche Kantonalbank | 0.375% | 5/13/30 | CHF | 2,545 | 2,546 | |
Basler Kantonalbank | 0.300% | 6/22/27 | CHF | 2,290 | 2,400 | |
Cloverie plc for Zurich Insurance Co. Ltd. | 1.750% | 9/16/24 | EUR | 2,763 | 2,954 | |
Credit Suisse AG | 0.250% | 1/5/26 | EUR | 11,200 | 10,963 | |
Credit Suisse AG | 1.500% | 4/10/26 | EUR | 418 | 420 | |
Credit Suisse Group AG | 1.250% | 7/17/25 | EUR | 3,541 | 3,659 | |
Credit Suisse Group AG | 2.750% | 8/8/25 | GBP | 1,000 | 1,145 | |
Credit Suisse Group AG | 2.125% | 9/12/25 | GBP | 7,347 | 8,564 | |
Credit Suisse Group AG | 3.250% | 4/2/26 | EUR | 19,003 | 19,770 | |
Credit Suisse Group AG | 2.125% | 10/13/26 | EUR | 3,000 | 3,025 | |
Credit Suisse Group AG | 1.000% | 6/24/27 | EUR | 12,852 | 12,292 | |
Credit Suisse Group AG | 7.000% | 9/30/27 | GBP | 3,000 | 3,802 | |
Credit Suisse Group AG | 0.650% | 1/14/28 | EUR | 10,875 | 10,020 | |
Credit Suisse Group AG | 2.250% | 6/9/28 | GBP | 5,179 | 5,493 | |
Credit Suisse Group AG | 7.750% | 3/1/29 | EUR | 8,500 | 10,196 | |
Credit Suisse Group AG | 0.650% | 9/10/29 | EUR | 9,777 | 8,108 | |
Credit Suisse Group AG | 2.125% | 11/15/29 | GBP | 1,500 | 1,506 | |
Credit Suisse Group AG | 0.625% | 1/18/33 | EUR | 4,100 | 2,958 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Credit Suisse Group AG | 7.375% | 9/7/33 | GBP | 1,500 | 2,003 | |
Credit Suisse Schweiz AG | 0.000% | 7/31/25 | CHF | 5,810 | 6,161 | |
ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | 3.375% | 9/29/47 | EUR | 5,892 | 5,835 | |
ELM BV for Swiss Reinsurance Co. Ltd. | 2.600% | Perpetual | EUR | 8,701 | 8,820 | |
Firmenich Productions Participations SAS | 1.375% | 10/30/26 | EUR | 5,087 | 5,245 | |
Firmenich Productions Participations SAS | 1.750% | 4/30/30 | EUR | 5,087 | 5,023 | |
Givaudan Finance Europe BV | 1.000% | 4/22/27 | EUR | 5,087 | 5,148 | |
Helvetia Europe SA | 2.750% | 9/30/41 | EUR | 2,743 | 2,395 | |
Holcim Finance Luxembourg SA | 1.500% | 4/6/25 | EUR | 3,000 | 3,168 | |
Holcim Finance Luxembourg SA | 2.375% | 4/9/25 | EUR | 200 | 216 | |
Holcim Finance Luxembourg SA | 0.500% | 11/29/26 | EUR | 2,214 | 2,199 | |
Holcim Finance Luxembourg SA | 2.250% | 5/26/28 | EUR | 5,288 | 5,443 | |
Holcim Finance Luxembourg SA | 0.500% | 9/3/30 | EUR | 2,101 | 1,814 | |
Holcim Finance Luxembourg SA | 0.500% | 4/23/31 | EUR | 7,631 | 6,435 | |
Holcim Finance Luxembourg SA | 0.625% | 1/19/33 | EUR | 1,900 | 1,508 | |
Holcim Sterling Finance Netherlands BV | 3.000% | 5/12/32 | GBP | 518 | 534 | |
Holcim Sterling Finance Netherlands BV | 2.250% | 4/4/34 | GBP | 900 | 823 | |
Luzerner Kantonalbank AG | 0.125% | 11/25/32 | CHF | 9,300 | 8,679 | |
Novartis AG | 0.625% | 11/13/29 | CHF | 1,395 | 1,433 | |
Novartis Finance SA | 1.625% | 11/9/26 | EUR | 2,543 | 2,652 | |
Novartis Finance SA | 0.625% | 9/20/28 | EUR | 100 | 97 | |
Novartis Finance SA | 1.375% | 8/14/30 | EUR | 4,144 | 4,071 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | 5/21/24 | CHF | 5,400 | 5,989 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 10/15/25 | CHF | 2,545 | 2,748 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 1/26/26 | CHF | 4,080 | 4,387 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.500% | 3/30/26 | CHF | 6,065 | 6,908 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 9/18/26 | CHF | 5,455 | 5,774 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.750% | 12/15/26 | CHF | 1,525 | 1,759 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 1/18/27 | CHF | 13,920 | 14,690 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.500% | 2/16/27 | CHF | 1,015 | 1,162 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 5/12/27 | CHF | 12,750 | 13,433 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 6/15/27 | CHF | 16,275 | 16,856 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 5/5/28 | CHF | 4,080 | 4,268 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 7/10/28 | CHF | 2,545 | 2,623 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 9/6/28 | CHF | 14,280 | 14,571 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 10/9/28 | CHF | 7,645 | 7,955 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 1/22/29 | CHF | 22,465 | 23,113 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 5/8/29 | CHF | 3,820 | 3,823 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 6/15/29 | CHF | 7,645 | 7,875 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | 9/20/29 | CHF | 1,015 | 1,101 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 10/26/29 | CHF | 16,305 | 16,024 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 2/26/30 | CHF | 9,155 | 8,928 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 4/15/30 | CHF | 5,100 | 5,050 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.625% | 7/3/30 | CHF | 1,015 | 1,114 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 5/16/31 | CHF | 1,780 | 1,802 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 7/15/31 | CHF | 4,715 | 4,560 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.875% | 9/15/31 | CHF | 17,605 | 19,576 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 12/19/31 | CHF | 6,510 | 6,223 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | 5/12/32 | CHF | 3,820 | 3,942 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.250% | 8/13/32 | CHF | 5,200 | 5,964 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 11/19/32 | CHF | 9,715 | 9,028 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 4/25/33 | CHF | 2,545 | 2,506 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 8/2/33 | CHF | 8,925 | 9,560 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.750% | 11/28/34 | CHF | 12,500 | 12,223 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 1/25/35 | CHF | 10,000 | 9,597 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | 5/7/35 | CHF | 16,015 | 15,796 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 10/5/35 | CHF | 2,545 | 2,382 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/14/36 | CHF | 2,060 | 1,835 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 1/23/37 | CHF | 2,035 | 1,905 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | 6/25/37 | CHF | 2,800 | 2,701 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 8/4/38 | CHF | 18,600 | 16,034 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 7/8/39 | CHF | 4,235 | 3,669 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 12/5/40 | CHF | 2,545 | 2,638 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 6/17/41 | CHF | 4,195 | 3,624 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/6/42 | CHF | 5,100 | 4,119 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 6/14/24 | CHF | 16,585 | 18,194 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.750% | 9/23/24 | CHF | 1,120 | 1,233 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 12/2/24 | CHF | 7,645 | 8,321 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 7/28/25 | CHF | 2,545 | 2,763 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 2.000% | 10/30/25 | CHF | 1,525 | 1,713 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.250% | 12/1/25 | CHF | 7,320 | 7,867 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.625% | 6/17/26 | CHF | 3,570 | 3,967 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.050% | 11/6/26 | CHF | 5,100 | 5,357 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 1/27/27 | CHF | 7,480 | 7,814 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.375% | 3/19/27 | CHF | 4,080 | 4,481 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.250% | 2/11/28 | CHF | 620 | 643 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 3/13/28 | CHF | 8,975 | 9,178 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.375% | 7/24/28 | CHF | 20,000 | 20,726 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.000% | 9/22/28 | CHF | 2,545 | 2,720 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | 4/9/29 | CHF | 17,685 | 18,042 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.500% | 5/21/29 | CHF | 5,960 | 6,517 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.625% | 7/16/29 | CHF | 12,240 | 12,675 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 4/30/30 | CHF | 2,545 | 2,588 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 7/19/30 | CHF | 19,060 | 18,596 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 9/20/30 | CHF | 8,925 | 9,016 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.550% | 1/29/31 | CHF | 4,845 | 4,887 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | 6/6/31 | CHF | 3,820 | 3,751 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 9/2/31 | CHF | 15,070 | 14,533 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.650% | 2/15/33 | CHF | 5,100 | 5,041 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 3/18/33 | CHF | 7,500 | 6,916 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 5/15/34 | CHF | 3,055 | 2,920 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | 6/12/35 | CHF | 8,000 | 7,237 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | 7/13/35 | CHF | 7,645 | 6,904 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.600% | 12/11/35 | CHF | 6,630 | 6,268 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 2/15/36 | CHF | 14,965 | 12,971 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.700% | 3/4/39 | CHF | 2,545 | 2,339 | |
Richemont International Holding SA | 1.000% | 3/26/26 | EUR | 7,850 | 8,199 | |
Richemont International Holding SA | 1.125% | 5/26/32 | EUR | 6,316 | 5,809 | |
Richemont International Holding SA | 2.000% | 3/26/38 | EUR | 7,850 | 6,971 | |
Richemont International Holding SA | 1.625% | 5/26/40 | EUR | 5,087 | 4,128 | |
SIX Finance Luxembourg SA | 0.000% | 12/2/25 | EUR | 4,600 | 4,594 | |
St. Galler Kantonalbank | 0.500% | 6/24/25 | CHF | 2,790 | 3,031 | |
Swiss Life Finance I Ltd. | 3.250% | 8/31/29 | EUR | 5,000 | 5,314 | |
Swiss Re Finance Luxembourg SA | 2.534% | 4/30/50 | EUR | 4,300 | 3,956 | |
Swisscom AG | 1.750% | 7/10/24 | CHF | 1,015 | 1,133 | |
UBS AG | 0.500% | 3/31/31 | EUR | 6,400 | 5,417 | |
UBS Group AG | 1.500% | 11/30/24 | EUR | 4,025 | 4,232 | |
UBS Group AG | 0.250% | 1/29/26 | EUR | 2,543 | 2,578 | |
UBS Group AG | 1.250% | 9/1/26 | EUR | 13,541 | 13,418 | |
UBS Group AG | 0.250% | 2/24/28 | EUR | 6,216 | 5,600 | |
UBS Group AG | 0.250% | 11/5/28 | EUR | 20,041 | 18,013 | |
UBS Group AG | 4.375% | 1/11/31 | EUR | 3,000 | 3,223 | |
UBS Group AG | 0.875% | 11/3/31 | EUR | 3,824 | 3,073 | |
Zuercher Kantonalbank | 0.250% | 1/27/26 | CHF | 2,545 | 2,719 | |
Zuercher Kantonalbank | 0.125% | 5/13/26 | CHF | 835 | 885 | |
Zuercher Kantonalbank | 0.100% | 3/31/31 | CHF | 5,000 | 4,805 | |
Zuercher Kantonalbank | 0.010% | 1/21/33 | CHF | 7,000 | 6,419 | |
Zurich Finance Ireland DAC | 5.125% | 11/23/52 | GBP | 3,500 | 3,996 | |
Zurich Finance Ireland Designated Activity Co. | 1.625% | 6/17/39 | EUR | 7,631 | 6,164 | |
903,557 | ||||||
United Arab Emirates (0.0%) | ||||||
DP World Ltd. | 2.375% | 9/25/26 | EUR | 300 | 311 | |
DP World Ltd. | 4.250% | 9/25/30 | GBP | 996 | 1,155 | |
Emirates NBD Bank PJSC | 4.750% | 2/9/28 | AUD | 1,570 | 1,029 | |
Emirates NBD Bank PJSC | 3.050% | 2/26/30 | AUD | 1,170 | 670 | |
Emirates Telecommunications Group Co. PJSC | 2.750% | 6/18/26 | EUR | 5,855 | 6,251 | |
First Abu Dhabi Bank PJSC | 0.875% | 12/9/25 | GBP | 1,497 | 1,671 | |
First Abu Dhabi Bank PJSC | 0.125% | 2/16/26 | EUR | 4,453 | 4,397 | |
MDGH - GMTN BV | 6.875% | 3/14/26 | GBP | 415 | 548 | |
MDGH GMTN RSC Ltd. | 1.000% | 3/10/34 | EUR | 2,000 | 1,617 | |
17,649 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
United Kingdom (2.4%) | ||||||
3i Group plc | 5.750% | 12/3/32 | GBP | 2,561 | 3,250 | |
3i Group plc | 3.750% | 6/5/40 | GBP | 1,300 | 1,223 | |
A2Dominion Housing Group Ltd. | 3.500% | 11/15/28 | GBP | 3,102 | 3,563 | |
AA Bond Co. Ltd. | 6.269% | 7/2/43 | GBP | 996 | 1,214 | |
AA Bond Co. Ltd. | 3.250% | 7/31/50 | GBP | 500 | 498 | |
AA Bond Co. Ltd. | 8.450% | 7/31/50 | GBP | 4,000 | 5,046 | |
ABP Finance plc | 6.250% | 12/14/26 | GBP | 2,159 | 2,761 | |
Admiral Group plc | 5.500% | 7/25/24 | GBP | 1,216 | 1,510 | |
Affinity Sutton Capital Markets plc | 4.250% | 10/8/42 | GBP | 723 | 778 | |
Affinity Water Finance 2004 plc | 5.875% | 7/13/26 | GBP | 3,731 | 4,794 | |
Affinity Water Finance plc | 4.500% | 3/31/36 | GBP | 2,269 | 2,652 | |
Affordable Housing Finance plc | 3.800% | 5/20/44 | GBP | 2,543 | 2,929 | |
Affordable Housing Finance plc | 2.893% | 8/11/45 | GBP | 1,366 | 1,358 | |
Anchor Hanover Group | 2.000% | 7/21/51 | GBP | 1,509 | 1,043 | |
Anglian Water Services Financing plc | 1.625% | 8/10/25 | GBP | 2,389 | 2,793 | |
Anglian Water Services Financing plc | 4.500% | 2/22/26 | GBP | 1,619 | 2,014 | |
Anglian Water Services Financing plc | 2.625% | 6/15/27 | GBP | 3,175 | 3,625 | |
Anglian Water Services Financing plc | 4.500% | 10/5/27 | GBP | 1,432 | 1,762 | |
Anglian Water Services Financing plc | 6.625% | 1/15/29 | GBP | 373 | 504 | |
Anglian Water Services Financing plc | 4.525% | 8/26/32 | CAD | 1,300 | 950 | |
Anglo American Capital plc | 5.000% | 3/15/31 | EUR | 6,000 | 6,757 | |
Annington Funding plc | 1.650% | 7/12/24 | EUR | 1,985 | 2,094 | |
Annington Funding plc | 2.646% | 7/12/25 | GBP | 1,545 | 1,804 | |
Annington Funding plc | 3.184% | 7/12/29 | GBP | 3,005 | 3,170 | |
Annington Funding plc | 3.685% | 7/12/34 | GBP | 3,705 | 3,661 | |
Annington Funding plc | 3.935% | 7/12/47 | GBP | 2,987 | 2,618 | |
Arqiva Financing plc | 4.882% | 12/31/32 | GBP | 2,348 | 2,808 | |
Artesian Finance II plc | 6.000% | 9/30/33 | GBP | 1,395 | 1,854 | |
Aspire Defence Finance plc | 4.674% | 3/31/40 | GBP | 1,866 | 2,229 | |
Aspire Defence Finance plc | 4.674% | 3/31/40 | GBP | 2,019 | 2,416 | |
Assura Financing plc | 1.625% | 6/30/33 | GBP | 900 | 781 | |
Aster Treasury plc | 4.500% | 12/18/43 | GBP | 1,381 | 1,638 | |
AstraZeneca plc | 0.750% | 5/12/24 | EUR | 9,300 | 9,994 | |
AstraZeneca plc | 1.250% | 5/12/28 | EUR | 100 | 100 | |
AstraZeneca plc | 0.375% | 6/3/29 | EUR | 14,000 | 12,942 | |
AstraZeneca plc | 5.750% | 11/13/31 | GBP | 2,044 | 2,790 | |
Aviva plc | 1.875% | 11/13/27 | EUR | 2,094 | 2,138 | |
Aviva plc | 4.000% | 10/2/30 | CAD | 1,663 | 1,127 | |
Aviva plc | 3.875% | 7/3/44 | EUR | 1,249 | 1,346 | |
Aviva plc | 3.375% | 12/4/45 | EUR | 3,092 | 3,217 | |
Aviva plc | 4.375% | 9/12/49 | GBP | 538 | 601 | |
Aviva plc | 4.000% | 6/3/55 | GBP | 1,971 | 1,941 | |
Aviva plc | 6.875% | 5/20/58 | GBP | 4,469 | 5,948 | |
Babcock International Group plc | 1.875% | 10/5/26 | GBP | 2,094 | 2,297 | |
Babcock International Group plc | 1.375% | 9/13/27 | EUR | 383 | 375 | |
Bank of Scotland plc | 4.875% | 12/20/24 | GBP | 716 | 899 | |
Barclays plc | 1.375% | 1/24/26 | EUR | 6,953 | 7,265 | |
Barclays plc | 3.000% | 5/8/26 | GBP | 2,835 | 3,291 | |
Barclays plc | 3.250% | 2/12/27 | GBP | 11,624 | 13,336 | |
Barclays plc | 2.166% | 6/23/27 | CAD | 1,409 | 936 | |
Barclays plc | 0.877% | 1/28/28 | EUR | 9,800 | 9,390 | |
Barclays plc | 0.577% | 8/9/29 | EUR | 7,048 | 6,239 | |
Barclays plc | 3.750% | 11/22/30 | GBP | 2,739 | 3,159 | |
Barclays plc | 6.369% | 1/31/31 | GBP | 3,000 | 3,807 | |
Barclays plc | 1.125% | 3/22/31 | EUR | 5,321 | 5,078 | |
Barclays plc | 1.106% | 5/12/32 | EUR | 7,448 | 6,148 | |
Barclays plc | 8.407% | 11/14/32 | GBP | 3,500 | 4,561 | |
Barclays plc | 3.250% | 1/17/33 | GBP | 4,400 | 4,402 | |
Barclays plc | 5.262% | 1/29/34 | EUR | 3,000 | 3,327 | |
BAT Capital Corp. | 2.125% | 8/15/25 | GBP | 4,113 | 4,783 | |
BAT International Finance plc | 2.750% | 3/25/25 | EUR | 3,092 | 3,346 | |
BAT International Finance plc | 4.000% | 9/4/26 | GBP | 7,000 | 8,287 | |
BAT International Finance plc | 1.250% | 3/13/27 | EUR | 4,007 | 3,977 | |
BAT International Finance plc | 2.250% | 6/26/28 | GBP | 7,600 | 7,864 | |
BAT International Finance plc | 2.250% | 1/16/30 | EUR | 9,177 | 8,414 | |
BAT International Finance plc | 6.000% | 11/24/34 | GBP | 3,037 | 3,443 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
BAT International Finance plc | 5.750% | 7/5/40 | GBP | 1,657 | 1,726 | |
BAT International Finance plc | 2.250% | 9/9/52 | GBP | 1,541 | 770 | |
BAT Netherlands Finance BV | 2.375% | 10/7/24 | EUR | 5,087 | 5,482 | |
Bazalgette Finance plc | 2.375% | 11/29/27 | GBP | 1,308 | 1,472 | |
Beyond Housing Ltd. | 2.125% | 5/17/51 | GBP | 3,807 | 2,748 | |
BG Energy Capital plc | 5.125% | 12/1/25 | GBP | 3,046 | 3,845 | |
BG Energy Capital plc | 2.250% | 11/21/29 | EUR | 2,812 | 2,857 | |
BG Energy Capital plc | 5.000% | 11/4/36 | GBP | 2,000 | 2,441 | |
Blend Funding plc | 3.459% | 9/21/49 | GBP | 3,000 | 2,890 | |
Blend Funding plc | 2.922% | 4/5/56 | GBP | 4,355 | 3,545 | |
BP Capital Markets BV | 0.933% | 12/4/40 | EUR | 3,541 | 2,348 | |
BP Capital Markets BV | 1.467% | 9/21/41 | EUR | 3,019 | 2,137 | |
BP Capital Markets plc | 1.177% | 8/12/23 | GBP | 1,601 | 1,989 | |
BP Capital Markets plc | 0.900% | 7/3/24 | EUR | 4,447 | 4,754 | |
BP Capital Markets plc | 0.830% | 9/19/24 | EUR | 4,090 | 4,358 | |
BP Capital Markets plc | 2.030% | 2/14/25 | GBP | 613 | 732 | |
BP Capital Markets plc | 1.953% | 3/3/25 | EUR | 3,650 | 3,925 | |
BP Capital Markets plc | 3.470% | 5/15/25 | CAD | 1,199 | 868 | |
BP Capital Markets plc | 1.077% | 6/26/25 | EUR | 2,708 | 2,849 | |
BP Capital Markets plc | 2.972% | 2/27/26 | EUR | 2,653 | 2,891 | |
BP Capital Markets plc | 2.274% | 7/3/26 | GBP | 4,275 | 5,002 | |
BP Capital Markets plc | 2.213% | 9/25/26 | EUR | 6,633 | 7,008 | |
BP Capital Markets plc | 1.573% | 2/16/27 | EUR | 13,498 | 13,883 | |
BP Capital Markets plc | 0.831% | 11/8/27 | EUR | 7,631 | 7,528 | |
BP Capital Markets plc | 2.519% | 4/7/28 | EUR | 8,233 | 8,681 | |
BP Capital Markets plc | 2.822% | 4/7/32 | EUR | 7,401 | 7,542 | |
BP Capital Markets plc | 1.104% | 11/15/34 | EUR | 3,700 | 3,005 | |
BP Capital Markets plc | 3.250% | Perpetual | EUR | 4,529 | 4,595 | |
BP Capital Markets plc | 3.625% | Perpetual | EUR | 8,911 | 8,507 | |
BP Capital Markets plc | 4.250% | Perpetual | GBP | 5,087 | 5,713 | |
BPHA Finance plc | 4.816% | 4/11/44 | GBP | 613 | 725 | |
British Land Co. plc | 2.375% | 9/14/29 | GBP | 887 | 895 | |
British Telecommunications plc | 1.500% | 6/23/27 | EUR | 5,087 | 5,175 | |
British Telecommunications plc | 2.750% | 8/30/27 | EUR | 2,000 | 2,138 | |
British Telecommunications plc | 2.125% | 9/26/28 | EUR | 100 | 103 | |
British Telecommunications plc | 5.750% | 12/7/28 | GBP | 756 | 968 | |
British Telecommunications plc | 1.125% | 9/12/29 | EUR | 4,000 | 3,797 | |
British Telecommunications plc | 3.125% | 11/21/31 | GBP | 800 | 853 | |
British Telecommunications plc | 3.375% | 8/30/32 | EUR | 1,000 | 1,058 | |
British Telecommunications plc | 6.375% | 6/23/37 | GBP | 2,015 | 2,607 | |
1 | Broadgate Financing plc | 4.999% | 10/5/33 | GBP | 3,330 | 4,018 |
Bromford Housing Group Ltd. | 3.125% | 5/3/48 | GBP | 943 | 854 | |
BUPA Finance plc | 5.000% | 12/8/26 | GBP | 2,599 | 3,142 | |
Burberry Group plc | 1.125% | 9/21/25 | GBP | 2,543 | 2,907 | |
Cadent Finance plc | 0.625% | 9/22/24 | EUR | 12,880 | 13,595 | |
Cadent Finance plc | 2.125% | 9/22/28 | GBP | 5,585 | 5,955 | |
Cadent Finance plc | 0.625% | 3/19/30 | EUR | 13,383 | 11,764 | |
Cadent Finance plc | 0.750% | 3/11/32 | EUR | 643 | 541 | |
Cadent Finance plc | 2.250% | 10/10/35 | GBP | 4,312 | 3,809 | |
Cadent Finance plc | 2.625% | 9/22/38 | GBP | 1,910 | 1,645 | |
Cadent Finance plc | 3.125% | 3/21/40 | GBP | 1,023 | 922 | |
Cadent Finance plc | 2.750% | 9/22/46 | GBP | 482 | 370 | |
Cardiff University | 3.000% | 12/7/55 | GBP | 1,996 | 1,768 | |
Catalyst Housing Ltd. | 3.125% | 10/31/47 | GBP | 1,509 | 1,313 | |
CCEP Finance Ireland DAC | 0.500% | 9/6/29 | EUR | 5,938 | 5,428 | |
CCEP Finance Ireland DAC | 0.875% | 5/6/33 | EUR | 3,724 | 3,146 | |
CCEP Finance Ireland DAC | 1.500% | 5/6/41 | EUR | 704 | 529 | |
Centrica plc | 4.375% | 3/13/29 | GBP | 4,376 | 5,166 | |
Centrica plc | 7.000% | 9/19/33 | GBP | 4,545 | 6,340 | |
Centrica plc | 4.250% | 9/12/44 | GBP | 4,183 | 4,194 | |
Channel Link Enterprises Finance plc | 3.043% | 6/30/50 | GBP | 3,102 | 3,304 | |
Church Commissioners for England | 3.625% | 7/14/52 | GBP | 1,500 | 1,481 | |
Circle Anglia Social Housing plc | 7.250% | 11/12/38 | GBP | 2,460 | 3,696 | |
Circle Anglia Social Housing plc | 5.200% | 3/2/44 | GBP | 1,450 | 1,756 | |
Citizen Treasury plc | 3.250% | 10/20/48 | GBP | 3,278 | 3,022 | |
CK Hutchison Europe Finance 18 Ltd. | 1.250% | 4/13/25 | EUR | 8,344 | 8,724 | |
CK Hutchison Europe Finance 18 Ltd. | 2.000% | 4/13/30 | EUR | 2,800 | 2,672 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
CK Hutchison Europe Finance 21 Ltd. | 1.000% | 11/2/33 | EUR | 1,900 | 1,523 | |
CK Hutchison Finance 16 II Ltd. | 0.875% | 10/3/24 | EUR | 5,855 | 6,162 | |
CK Hutchison Finance 16 Ltd. | 2.000% | 4/6/28 | EUR | 2,000 | 1,993 | |
CK Hutchison Group Telecom Finance SA | 2.000% | 10/17/27 | GBP | 2,543 | 2,775 | |
CK Hutchison Group Telecom Finance SA | 1.125% | 10/17/28 | EUR | 100 | 93 | |
CK Hutchison Group Telecom Finance SA | 1.500% | 10/17/31 | EUR | 5,633 | 4,880 | |
CK Hutchison Group Telecom Finance SA | 2.625% | 10/17/34 | GBP | 1,409 | 1,266 | |
Clarion Funding plc | 2.625% | 1/18/29 | GBP | 752 | 832 | |
Clarion Funding plc | 3.125% | 4/19/48 | GBP | 1,634 | 1,416 | |
Clydesdale Bank plc | 4.625% | 6/8/26 | GBP | 6,633 | 8,312 | |
CNH Industrial Finance Europe SA | 1.875% | 1/19/26 | EUR | 3,146 | 3,330 | |
CNH Industrial Finance Europe SA | 1.750% | 3/25/27 | EUR | 2,800 | 2,885 | |
CNH Industrial Finance Europe SA | 1.625% | 7/3/29 | EUR | 7,366 | 7,200 | |
Coca-Cola Europacific Partners plc | 1.125% | 5/26/24 | EUR | 2,982 | 3,199 | |
Coca-Cola Europacific Partners plc | 2.375% | 5/7/25 | EUR | 1,545 | 1,662 | |
Coca-Cola Europacific Partners plc | 1.750% | 3/27/26 | EUR | 6,084 | 6,370 | |
Coca-Cola Europacific Partners plc | 1.750% | 5/26/28 | EUR | 2,653 | 2,668 | |
Coca-Cola Europacific Partners plc | 0.200% | 12/2/28 | EUR | 6,316 | 5,791 | |
Coca-Cola Europacific Partners plc | 0.700% | 9/12/31 | EUR | 4,364 | 3,786 | |
Compass Group Finance Netherlands BV | 0.625% | 7/3/24 | EUR | 832 | 888 | |
Compass Group plc | 2.000% | 9/5/25 | GBP | 200 | 237 | |
Compass Group plc | 2.000% | 7/3/29 | GBP | 3,028 | 3,272 | |
1 | Connect Plus M25 Issuer plc | 2.607% | 3/31/39 | GBP | 1,345 | 1,378 |
Coventry Building Society | 2.000% | 12/20/30 | GBP | 2,938 | 2,861 | |
CPUK Finance Ltd. | 3.588% | 2/28/42 | GBP | 1,545 | 1,834 | |
CPUK Finance Ltd. | 3.690% | 2/28/47 | GBP | 100 | 112 | |
Crh Finance UK plc | 4.125% | 12/2/29 | GBP | 2,927 | 3,462 | |
1,6 | CTRL Section 1 Finance plc | 5.234% | 5/2/35 | GBP | 519 | 687 |
Dali Capital plc | 4.799% | 12/21/37 | GBP | 350 | 419 | |
Derby Healthcare plc | 5.564% | 6/30/41 | GBP | 719 | 919 | |
Derwent London plc | 1.875% | 11/17/31 | GBP | 2,000 | 1,834 | |
Diageo Capital BV | 0.125% | 9/28/28 | EUR | 9,300 | 8,715 | |
Diageo Finance plc | 0.500% | 6/19/24 | EUR | 368 | 392 | |
Diageo Finance plc | 1.750% | 9/23/24 | EUR | 9,400 | 10,137 | |
Diageo Finance plc | 2.500% | 3/27/32 | EUR | 6,431 | 6,555 | |
Diageo Finance plc | 1.250% | 3/28/33 | GBP | 3,541 | 3,257 | |
DS Smith plc | 1.375% | 7/26/24 | EUR | 200 | 214 | |
DS Smith plc | 0.875% | 9/12/26 | EUR | 3,019 | 3,021 | |
DWR Cymru Financing UK plc | 1.625% | 3/31/26 | GBP | 1,107 | 1,260 | |
DWR Cymru Financing UK plc | 6.015% | 3/31/28 | GBP | 375 | 493 | |
DWR Cymru Financing UK plc | 1.375% | 3/31/33 | GBP | 500 | 457 | |
DWR Cymru Financing UK plc | 2.375% | 3/31/34 | GBP | 1,058 | 979 | |
DWR Cymru Financing UK plc | 2.500% | 3/31/36 | GBP | 383 | 371 | |
easyJet FinCo BV | 1.875% | 3/3/28 | EUR | 14,526 | 14,031 | |
Electricity North West Ltd. | 8.875% | 3/25/26 | GBP | 1,023 | 1,405 | |
EMH Treasury plc | 4.500% | 1/29/44 | GBP | 545 | 622 | |
1 | Eversholt Funding plc | 6.697% | 2/22/35 | GBP | 768 | 1,005 |
1 | Eversholt Funding plc | 3.529% | 8/7/42 | GBP | 1,765 | 1,652 |
Fidelity International Ltd. | 2.500% | 11/4/26 | EUR | 1,402 | 1,390 | |
Firstgroup plc | 6.875% | 9/18/24 | GBP | 1,359 | 1,709 | |
Flagship Finance plc | 1.875% | 7/14/61 | GBP | 946 | 586 | |
Futures Treasury plc | 3.375% | 2/8/44 | GBP | 1,492 | 1,444 | |
Gatwick Funding Ltd. | 5.250% | 1/23/26 | GBP | 448 | 562 | |
Gatwick Funding Ltd. | 6.125% | 3/2/28 | GBP | 9,150 | 11,763 | |
Gatwick Funding Ltd. | 2.500% | 4/15/32 | GBP | 2,800 | 2,939 | |
Gatwick Funding Ltd. | 5.750% | 1/23/39 | GBP | 3,448 | 4,285 | |
Gatwick Funding Ltd. | 3.125% | 9/28/41 | GBP | 2,159 | 1,934 | |
Gatwick Funding Ltd. | 6.500% | 3/2/43 | GBP | 2,000 | 2,666 | |
Gatwick Funding Ltd. | 3.250% | 2/26/48 | GBP | 300 | 254 | |
Genfinance II plc | 6.064% | 12/21/39 | GBP | 3,037 | 4,069 | |
GlaxoSmithKline Capital plc | 1.375% | 12/2/24 | EUR | 150 | 161 | |
GlaxoSmithKline Capital plc | 4.000% | 6/16/25 | EUR | 512 | 574 | |
GlaxoSmithKline Capital plc | 1.250% | 5/21/26 | EUR | 7,631 | 7,920 | |
GlaxoSmithKline Capital plc | 1.000% | 9/12/26 | EUR | 400 | 410 | |
GlaxoSmithKline Capital plc | 3.375% | 12/20/27 | GBP | 2,040 | 2,463 | |
GlaxoSmithKline Capital plc | 1.250% | 10/12/28 | GBP | 5,524 | 5,871 | |
GlaxoSmithKline Capital plc | 1.750% | 5/21/30 | EUR | 9,098 | 9,093 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
GlaxoSmithKline Capital plc | 5.250% | 12/19/33 | GBP | 3,760 | 4,989 | |
GlaxoSmithKline Capital plc | 1.625% | 5/12/35 | GBP | 8,911 | 8,041 | |
GlaxoSmithKline Capital plc | 6.375% | 3/9/39 | GBP | 578 | 837 | |
GlaxoSmithKline Capital plc | 5.250% | 4/10/42 | GBP | 2,239 | 2,900 | |
GlaxoSmithKline Capital plc | 4.250% | 12/18/45 | GBP | 383 | 431 | |
Global Switch Finance BV | 1.375% | 10/7/30 | EUR | 2,300 | 2,117 | |
Global Switch Holdings Ltd. | 2.250% | 5/31/27 | EUR | 400 | 414 | |
Great Places Housing Group Ltd. | 4.750% | 10/22/42 | GBP | 1,545 | 1,835 | |
1 | Great Rolling Stock Co. plc | 6.875% | 7/27/35 | GBP | 417 | 544 |
1 | Greater Gabbard OFTO plc | 4.137% | 11/29/32 | GBP | 743 | 877 |
Greene King Finance plc | 5.318% | 9/15/31 | GBP | 643 | 752 | |
1 | Greene King Finance plc | 4.064% | 3/15/35 | GBP | 966 | 1,035 |
Guinness Partnership Ltd. | 4.000% | 10/24/44 | GBP | 1,436 | 1,530 | |
Guinness Partnership Ltd. | 2.000% | 4/22/55 | GBP | 800 | 519 | |
1 | Gwynt y Mor OFTO plc | 2.778% | 2/17/34 | GBP | 1,236 | 1,330 |
Hammerson Ireland Finance DAC | 1.750% | 6/3/27 | EUR | 2,214 | 1,957 | |
Hammerson plc | 7.250% | 4/21/28 | GBP | 2,049 | 2,370 | |
Heathrow Funding Ltd. | 1.500% | 10/12/27 | EUR | 6,316 | 6,585 | |
Heathrow Funding Ltd. | 6.750% | 12/3/28 | GBP | 3,724 | 4,875 | |
Heathrow Funding Ltd. | 2.694% | 10/13/29 | CAD | 4,268 | 2,919 | |
Heathrow Funding Ltd. | 1.500% | 2/11/30 | EUR | 6,096 | 5,768 | |
Heathrow Funding Ltd. | 3.400% | 3/8/30 | CAD | 3,441 | 2,396 | |
Heathrow Funding Ltd. | 2.750% | 10/13/31 | GBP | 6,543 | 7,077 | |
Heathrow Funding Ltd. | 6.450% | 12/10/31 | GBP | 1,523 | 2,040 | |
Heathrow Funding Ltd. | 1.875% | 7/12/32 | EUR | 2,104 | 1,943 | |
Heathrow Funding Ltd. | 3.782% | 9/4/32 | CAD | 1,281 | 889 | |
Heathrow Funding Ltd. | 1.125% | 10/8/32 | EUR | 5,000 | 4,497 | |
Heathrow Funding Ltd. | 3.661% | 1/13/33 | CAD | 1,100 | 750 | |
Heathrow Funding Ltd. | 3.726% | 4/13/35 | CAD | 1,607 | 1,060 | |
Heathrow Funding Ltd. | 1.875% | 3/14/36 | EUR | 2,404 | 2,105 | |
Heathrow Funding Ltd. | 5.875% | 5/13/43 | GBP | 4,469 | 5,757 | |
Heathrow Funding Ltd. | 4.625% | 10/31/46 | GBP | 1,272 | 1,382 | |
Heathrow Funding Ltd. | 2.750% | 8/9/51 | GBP | 521 | 409 | |
Hexagon Housing Association Ltd. | 3.625% | 4/22/48 | GBP | 1,000 | 897 | |
High Speed Rail Finance 1 plc | 4.375% | 11/1/38 | GBP | 3,376 | 3,866 | |
Home Group Ltd. | 3.125% | 3/27/43 | GBP | 2,996 | 2,708 | |
1 | Housing & Care 21 | 3.288% | 11/8/49 | GBP | 640 | 579 |
HSBC Bank Capital Funding Sterling 1 LP | 5.844% | Perpetual | GBP | 188 | 243 | |
HSBC Holdings plc | 0.875% | 9/6/24 | EUR | 8,958 | 9,499 | |
HSBC Holdings plc | 3.000% | 6/30/25 | EUR | 9,941 | 10,695 | |
HSBC Holdings plc | 0.309% | 11/13/26 | EUR | 16,141 | 16,232 | |
HSBC Holdings plc | 2.256% | 11/13/26 | GBP | 3,266 | 3,757 | |
HSBC Holdings plc | 2.500% | 3/15/27 | EUR | 3,724 | 3,913 | |
HSBC Holdings plc | 3.019% | 6/15/27 | EUR | 8,200 | 8,680 | |
HSBC Holdings plc | 1.750% | 7/24/27 | GBP | 4,471 | 4,944 | |
HSBC Holdings plc | 4.752% | 3/10/28 | EUR | 5,000 | 5,589 | |
HSBC Holdings plc | 3.000% | 7/22/28 | GBP | 17,886 | 20,179 | |
HSBC Holdings plc | 2.625% | 8/16/28 | GBP | 1,615 | 1,775 | |
HSBC Holdings plc | 6.750% | 9/11/28 | GBP | 1,350 | 1,725 | |
HSBC Holdings plc | 0.641% | 9/24/29 | EUR | 5,938 | 5,406 | |
HSBC Holdings plc | 3.000% | 5/29/30 | GBP | 2,185 | 2,345 | |
HSBC Holdings plc | 4.787% | 3/10/32 | EUR | 4,000 | 4,469 | |
HSBC Holdings plc | 6.364% | 11/16/32 | EUR | 6,000 | 6,774 | |
HSBC Holdings plc | 8.201% | 11/16/34 | GBP | 2,500 | 3,337 | |
HSBC Holdings plc | 7.000% | 4/7/38 | GBP | 5,150 | 6,561 | |
HSBC Holdings plc | 6.000% | 3/29/40 | GBP | 3,898 | 4,466 | |
Hyde Housing Assn. Ltd. | 5.125% | 7/23/40 | GBP | 221 | 279 | |
Hyde Housing Assn. Ltd. | 1.750% | 8/18/55 | GBP | 2,580 | 1,582 | |
IG Group Holdings plc | 3.125% | 11/18/28 | GBP | 3,000 | 2,905 | |
Imperial Brands Finance Netherlands BV | 1.750% | 3/18/33 | EUR | 5,053 | 4,034 | |
Imperial Brands Finance plc | 1.375% | 1/27/25 | EUR | 448 | 473 | |
Imperial Brands Finance plc | 3.375% | 2/26/26 | EUR | 383 | 414 | |
Imperial Brands Finance plc | 2.125% | 2/12/27 | EUR | 7,905 | 8,070 | |
Imperial Brands Finance plc | 4.875% | 6/7/32 | GBP | 3,870 | 4,164 | |
Incommunities Treasury plc | 3.250% | 3/21/49 | GBP | 1,601 | 1,504 | |
Informa plc | 3.125% | 7/5/26 | GBP | 581 | 677 | |
Informa plc | 1.250% | 4/22/28 | EUR | 1,670 | 1,597 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Intermediate Capital Group plc | 1.625% | 2/17/27 | EUR | 1,400 | 1,259 | |
Juturna European Loan Conduit No. 16 plc | 5.064% | 8/10/33 | GBP | 3,557 | 4,424 | |
Karbon Homes Ltd. | 3.375% | 11/15/47 | GBP | 3,815 | 3,699 | |
Land Securities Capital Markets plc | 2.375% | 3/29/29 | GBP | 418 | 474 | |
Land Securities Capital Markets plc | 2.399% | 2/8/31 | GBP | 2,800 | 3,061 | |
Land Securities Capital Markets plc | 2.625% | 9/22/39 | GBP | 904 | 842 | |
Land Securities Capital Markets plc | 2.750% | 9/22/59 | GBP | 1,713 | 1,282 | |
Leeds Building Society | 0.500% | 7/3/24 | EUR | 300 | 318 | |
Leeds Building Society | 1.375% | 10/6/27 | GBP | 11,904 | 12,587 | |
Legal & General Finance plc | 5.875% | 12/11/31 | GBP | 3,587 | 4,808 | |
Legal & General Group plc | 5.375% | 10/27/45 | GBP | 1,765 | 2,167 | |
Legal & General Group plc | 5.125% | 11/14/48 | GBP | 548 | 650 | |
Legal & General Group plc | 4.500% | 11/1/50 | GBP | 3,600 | 3,972 | |
Legal & General Group plc | 5.500% | 6/27/64 | GBP | 702 | 794 | |
Lendlease Europe Finance plc | 3.500% | 12/2/33 | GBP | 2,704 | 2,209 | |
Liberty Living Finance plc | 2.625% | 11/28/24 | GBP | 996 | 1,181 | |
Libra Longhurst Group Treasury No. 2 plc | 3.250% | 5/15/43 | GBP | 2,800 | 2,611 | |
Libra Longhurst Group Treasury plc | 5.125% | 8/2/38 | GBP | 885 | 1,096 | |
Linde Finance BV | 0.550% | 5/19/32 | EUR | 8,200 | 7,078 | |
LiveWest Treasury plc | 1.875% | 2/18/56 | GBP | 1,100 | 701 | |
Lloyds Bank Corporate Markets plc | 2.375% | 4/9/26 | EUR | 5,000 | 5,306 | |
Lloyds Bank plc | 5.125% | 3/7/25 | GBP | 7,740 | 9,719 | |
Lloyds Bank plc | 0.625% | 3/26/25 | EUR | 300 | 313 | |
Lloyds Bank plc | 0.125% | 6/18/26 | EUR | 5,087 | 5,064 | |
Lloyds Bank plc | 4.875% | 3/30/27 | GBP | 1,590 | 2,003 | |
Lloyds Bank plc | 6.000% | 2/8/29 | GBP | 5,278 | 7,083 | |
Lloyds Bank plc | 0.125% | 9/23/29 | EUR | 20,450 | 18,441 | |
Lloyds Banking Group plc | 2.250% | 10/16/24 | GBP | 996 | 1,195 | |
Lloyds Banking Group plc | 3.500% | 2/3/25 | CAD | 1,226 | 871 | |
Lloyds Banking Group plc | 4.000% | 3/7/25 | AUD | 6,060 | 3,905 | |
Lloyds Banking Group plc | 0.824% | 5/30/25 | JPY | 700,000 | 5,127 | |
Lloyds Banking Group plc | 0.500% | 11/12/25 | EUR | 5,361 | 5,611 | |
Lloyds Banking Group plc | 3.500% | 4/1/26 | EUR | 5,000 | 5,454 | |
Lloyds Banking Group plc | 4.250% | 11/22/27 | AUD | 2,520 | 1,566 | |
Lloyds Banking Group plc | 4.500% | 3/18/30 | EUR | 1,821 | 1,959 | |
Lloyds Banking Group plc | 3.125% | 8/24/30 | EUR | 7,000 | 7,182 | |
Lloyds Banking Group plc | 2.707% | 12/3/35 | GBP | 6,545 | 6,344 | |
Logicor 2019-1 UK plc | 1.875% | 11/17/31 | GBP | 5,014 | 5,553 | |
London & Quadrant Housing Trust | 2.625% | 2/28/28 | GBP | 4,372 | 4,914 | |
London & Quadrant Housing Trust | 2.250% | 7/20/29 | GBP | 2,800 | 2,974 | |
London & Quadrant Housing Trust | 2.000% | 3/31/32 | GBP | 1,900 | 1,854 | |
London & Quadrant Housing Trust | 4.625% | 12/5/33 | GBP | 400 | 480 | |
London & Quadrant Housing Trust | 5.486% | 6/15/42 | GBP | 1,300 | 1,641 | |
London & Quadrant Housing Trust | 3.750% | 10/27/49 | GBP | 1,985 | 1,889 | |
London & Quadrant Housing Trust | 3.125% | 2/28/53 | GBP | 832 | 690 | |
London Power Networks plc | 6.125% | 6/7/27 | GBP | 362 | 470 | |
London Stock Exchange Group plc | 1.750% | 12/6/27 | EUR | 6,798 | 6,950 | |
1 | Longstone Finance plc | 4.791% | 4/19/36 | GBP | 447 | 549 |
Lseg Netherlands BV | 0.750% | 4/6/33 | EUR | 5,938 | 4,996 | |
M&G plc | 5.625% | 10/20/51 | GBP | 2,698 | 3,121 | |
M&G plc | 5.560% | 7/20/55 | GBP | 5,777 | 6,511 | |
M&G plc | 6.340% | 12/19/63 | GBP | 1,710 | 1,930 | |
Manchester Airport Group Funding plc | 4.750% | 3/31/34 | GBP | 996 | 1,199 | |
Manchester Airport Group Funding plc | 2.875% | 9/30/44 | GBP | 2,094 | 1,764 | |
Martlet Homes Ltd. | 3.000% | 5/9/52 | GBP | 1,765 | 1,515 | |
1 | Meadowhall Finance plc | 4.986% | 7/12/37 | GBP | 1,405 | 1,609 |
1,7 | Merseylink Issuer plc | 3.842% | 3/31/43 | GBP | 200 | 228 |
1 | Metropolitan Funding plc | 4.125% | 4/5/48 | GBP | 996 | 1,009 |
Moat Homes Finance plc | 5.000% | 9/23/41 | GBP | 865 | 1,056 | |
Morhomes plc | 3.400% | 2/19/40 | GBP | 887 | 892 | |
Motability Operations Group plc | 0.375% | 1/3/26 | EUR | 3,988 | 4,047 | |
Motability Operations Group plc | 4.375% | 2/8/27 | GBP | 4,419 | 5,469 | |
Motability Operations Group plc | 0.125% | 7/20/28 | EUR | 8,944 | 8,327 | |
Motability Operations Group plc | 1.750% | 7/3/29 | GBP | 4,956 | 5,246 | |
Motability Operations Group plc | 5.625% | 11/29/30 | GBP | 996 | 1,328 | |
Motability Operations Group plc | 3.500% | 7/17/31 | EUR | 2,500 | 2,734 | |
Motability Operations Group plc | 2.375% | 3/14/32 | GBP | 3,218 | 3,353 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Motability Operations Group plc | 3.625% | 3/10/36 | GBP | 4,100 | 4,534 | |
Motability Operations Group plc | 2.375% | 7/3/39 | GBP | 100 | 89 | |
Myriad Capital plc | 4.750% | 12/20/43 | GBP | 900 | 1,011 | |
National Grid Electricity Distribution East Midlands plc | 3.530% | 9/20/28 | EUR | 3,000 | 3,260 | |
National Grid Electricity Distribution East Midlands plc | 3.949% | 9/20/32 | EUR | 5,400 | 5,876 | |
National Grid Electricity Distribution plc | 3.500% | 10/16/26 | GBP | 5,897 | 6,986 | |
National Grid Electricity Transmission plc | 1.375% | 9/16/26 | GBP | 2,104 | 2,364 | |
National Grid Electricity Transmission plc | 2.301% | 6/22/29 | CAD | 2,536 | 1,653 | |
National Grid Electricity Transmission plc | 5.221% | 9/16/31 | CAD | 2,400 | 1,826 | |
National Grid Electricity Transmission plc | 0.823% | 7/7/32 | EUR | 2,800 | 2,369 | |
National Grid Electricity Transmission plc | 2.000% | 9/16/38 | GBP | 2,982 | 2,432 | |
National Grid Electricity Transmission plc | 0.872% | 11/26/40 | EUR | 1,900 | 1,240 | |
National Grid plc | 2.179% | 6/30/26 | EUR | 1,100 | 1,163 | |
National Grid plc | 0.163% | 1/20/28 | EUR | 7,000 | 6,563 | |
National Grid plc | 0.553% | 9/18/29 | EUR | 7,243 | 6,468 | |
National Grid plc | 2.949% | 3/30/30 | EUR | 8,000 | 8,252 | |
National Grid plc | 0.750% | 9/1/33 | EUR | 1,200 | 947 | |
National Grid plc | 3.245% | 3/30/34 | EUR | 3,000 | 2,992 | |
National Grid plc | 4.275% | 1/16/35 | EUR | 2,000 | 2,193 | |
National Westminster Bank plc | 0.500% | 5/15/24 | EUR | 5,087 | 5,421 | |
Nationwide Building Society | 1.250% | 3/3/25 | EUR | 300 | 316 | |
Nationwide Building Society | 5.625% | 1/28/26 | GBP | 723 | 930 | |
Nationwide Building Society | 1.500% | 3/8/26 | EUR | 7,576 | 7,912 | |
Nationwide Building Society | 3.000% | 5/6/26 | GBP | 10,444 | 12,398 | |
Nationwide Building Society | 0.625% | 3/25/27 | EUR | 19,395 | 19,265 | |
Nationwide Building Society | 3.250% | 1/20/28 | GBP | 4,725 | 5,515 | |
Nationwide Building Society | 0.250% | 9/14/28 | EUR | 8,406 | 7,594 | |
Nationwide Building Society | 2.250% | 6/25/29 | EUR | 2,543 | 2,646 | |
Nationwide Building Society | 2.000% | 7/25/29 | EUR | 2,447 | 2,579 | |
Nationwide Building Society | 1.375% | 6/29/32 | EUR | 8,179 | 7,681 | |
NatWest Group plc | 1.750% | 3/2/26 | EUR | 26,952 | 28,345 | |
NatWest Group plc | 3.619% | 3/29/29 | GBP | 9,600 | 10,936 | |
NatWest Group plc | 0.670% | 9/14/29 | EUR | 11,800 | 10,671 | |
NatWest Group plc | 1.043% | 9/14/32 | EUR | 8,700 | 7,821 | |
NatWest Group plc | 7.416% | 6/6/33 | GBP | 3,000 | 3,848 | |
NatWest Markets plc | 1.000% | 5/28/24 | EUR | 5,087 | 5,433 | |
NatWest Markets plc | 1.375% | 3/2/27 | EUR | 15,900 | 15,916 | |
6 | Network Rail Infrastructure Finance plc | 4.375% | 12/9/30 | GBP | 4,533 | 5,811 |
6 | Network Rail Infrastructure Finance plc | 4.750% | 11/29/35 | GBP | 2,154 | 2,817 |
NewRiver REIT plc | 3.500% | 3/7/28 | GBP | 887 | 944 | |
Next Group plc | 3.625% | 5/18/28 | GBP | 3,541 | 4,095 | |
NIE Finance plc | 2.500% | 10/27/25 | GBP | 2,043 | 2,401 | |
NIE Finance plc | 5.875% | 12/1/32 | GBP | 3,000 | 3,944 | |
Northern Gas Networks Finance plc | 4.875% | 6/30/27 | GBP | 241 | 301 | |
Northern Gas Networks Finance plc | 4.875% | 11/15/35 | GBP | 1,535 | 1,811 | |
Northern Powergrid Yorkshire plc | 5.125% | 5/4/35 | GBP | 791 | 983 | |
Northern Powergrid Yorkshire plc | 2.250% | 10/9/59 | GBP | 778 | 537 | |
Northumbrian Water Finance plc | 1.625% | 10/11/26 | GBP | 3,485 | 3,885 | |
Northumbrian Water Finance plc | 2.375% | 10/5/27 | GBP | 300 | 335 | |
Northumbrian Water Finance plc | 5.625% | 4/29/33 | GBP | 1,329 | 1,693 | |
Northumbrian Water Finance plc | 5.125% | 1/23/42 | GBP | 486 | 580 | |
Notting Hill Genesis | 3.750% | 12/20/32 | GBP | 2,762 | 3,115 | |
Notting Hill Genesis | 2.000% | 6/3/36 | GBP | 803 | 699 | |
Notting Hill Genesis | 5.250% | 7/7/42 | GBP | 723 | 886 | |
Notting Hill Genesis | 3.250% | 10/12/48 | GBP | 150 | 131 | |
Notting Hill Genesis | 4.375% | 2/20/54 | GBP | 1,758 | 1,855 | |
1 | Octagon Healthcare Funding plc | 5.333% | 6/30/36 | GBP | 514 | 655 |
Optivo Finance plc | 2.857% | 10/7/35 | GBP | 2,100 | 2,068 | |
Optivo Finance plc | 5.250% | 3/13/43 | GBP | 1,300 | 1,590 | |
Optivo Finance plc | 3.283% | 3/22/48 | GBP | 900 | 801 | |
Orbit Capital plc | 2.000% | 11/24/38 | GBP | 1,500 | 1,232 | |
Orbit Capital plc | 3.500% | 3/24/45 | GBP | 1,977 | 1,872 | |
Orbit Capital plc | 3.375% | 6/14/48 | GBP | 516 | 469 | |
Paradigm Homes Charitable Housing Assn. Ltd. | 2.250% | 5/20/51 | GBP | 2,777 | 2,049 | |
Paragon Treasury plc | 2.000% | 5/7/36 | GBP | 1,509 | 1,336 | |
1 | Paragon Treasury plc | 3.625% | 1/21/47 | GBP | 996 | 965 |
Peabody Capital No. 2 plc | 2.750% | 3/2/34 | GBP | 2,000 | 2,023 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Peabody Capital No. 2 plc | 4.625% | 12/12/53 | GBP | 150 | 169 | |
Peabody Capital plc | 5.250% | 3/17/43 | GBP | 2,900 | 3,588 | |
Pearson Funding plc | 1.375% | 5/6/25 | EUR | 283 | 298 | |
Pearson Funding plc | 3.750% | 6/4/30 | GBP | 1,107 | 1,240 | |
1 | Penarian Housing Finance plc | 3.212% | 6/7/52 | GBP | 723 | 650 |
Pension Insurance Corp. plc | 8.000% | 11/23/26 | GBP | 3,872 | 5,034 | |
Pension Insurance Corp. plc | 5.625% | 9/20/30 | GBP | 3,809 | 4,339 | |
Phoenix Group Holdings plc | 4.375% | 1/24/29 | EUR | 5,466 | 5,447 | |
Phoenix Group Holdings plc | 5.867% | 6/13/29 | GBP | 6,019 | 7,080 | |
Phoenix Group Holdings plc | 5.625% | 4/28/31 | GBP | 1,381 | 1,579 | |
Places For People Treasury plc | 2.875% | 8/17/26 | GBP | 3,037 | 3,534 | |
Platform HG Financing plc | 1.926% | 9/15/41 | GBP | 1,000 | 808 | |
Platform HG Financing plc | 1.625% | 8/10/55 | GBP | 2,348 | 1,394 | |
Porterbrook Rail Finance Ltd. | 7.125% | 10/20/26 | GBP | 1,545 | 2,054 | |
Prs Finance plc | 1.750% | 11/24/26 | GBP | 10,445 | 11,962 | |
Prs Finance plc | 2.000% | 1/23/29 | GBP | 8,131 | 9,000 | |
Quadgas Finance plc | 3.375% | 9/17/29 | GBP | 2,379 | 2,478 | |
RAC Bond Co. plc | 4.870% | 5/6/46 | GBP | 1,545 | 1,781 | |
3 | Reckitt Benckiser Treasury Services Nederland BV | 0.375% | 5/19/26 | EUR | 2,543 | 2,595 |
Reckitt Benckiser Treasury Services Nederland BV | 0.750% | 5/19/30 | EUR | 5,053 | 4,712 | |
3 | Reckitt Benckiser Treasury Services Nederland BV | 0.750% | 5/19/30 | EUR | 2,543 | 2,371 |
3 | Reckitt Benckiser Treasury Services plc | 1.750% | 5/19/32 | GBP | 2,159 | 2,146 |
RELX Capital Inc. | 1.300% | 5/12/25 | EUR | 996 | 1,048 | |
RELX Finance BV | 0.500% | 3/10/28 | EUR | 7,631 | 7,342 | |
RELX Finance BV | 0.875% | 3/10/32 | EUR | 3,108 | 2,757 | |
Rentokil Initial Finance BV | 3.875% | 6/27/27 | EUR | 6,500 | 7,222 | |
Rentokil Initial Finance BV | 4.375% | 6/27/30 | EUR | 3,000 | 3,395 | |
Rentokil Initial plc | 0.950% | 11/22/24 | EUR | 2,599 | 2,749 | |
Rio Tinto Finance plc | 4.000% | 12/11/29 | GBP | 4,600 | 5,522 | |
Riverside Finance plc | 3.875% | 12/5/44 | GBP | 1,107 | 1,149 | |
RL Finance Bonds No. 3 plc | 6.125% | 11/13/28 | GBP | 1,656 | 2,021 | |
RL Finance Bonds No. 4 plc | 4.875% | 10/7/49 | GBP | 5,471 | 5,199 | |
1 | RMPA Services plc | 5.337% | 9/30/38 | GBP | 1,346 | 1,713 |
Rothesay Life plc | 8.000% | 10/30/25 | GBP | 2,707 | 3,489 | |
Rothesay Life plc | 3.375% | 7/12/26 | GBP | 6,011 | 6,919 | |
Royal Bank of Scotland Group plc | 2.875% | 9/19/26 | GBP | 8,207 | 9,619 | |
Royal Bank of Scotland Group plc | 3.125% | 3/28/27 | GBP | 3,092 | 3,600 | |
Royal Mail plc | 1.250% | 10/8/26 | EUR | 2,543 | 2,553 | |
Sage Group plc | 1.625% | 2/25/31 | GBP | 4,608 | 4,458 | |
Sanctuary Capital plc | 6.697% | 3/23/39 | GBP | 1,052 | 1,535 | |
Sanctuary Capital plc | 5.000% | 4/26/47 | GBP | 2,055 | 2,471 | |
Sanctuary Capital plc | 2.375% | 4/14/50 | GBP | 548 | 412 | |
Santander UK Group Holdings plc | 3.625% | 1/14/26 | GBP | 8,356 | 9,925 | |
Santander UK Group Holdings plc | 2.920% | 5/8/26 | GBP | 7,401 | 8,672 | |
Santander UK Group Holdings plc | 2.421% | 1/17/29 | GBP | 600 | 644 | |
Santander UK Group Holdings plc | 0.603% | 9/13/29 | EUR | 8,958 | 7,927 | |
Santander UK plc | 0.100% | 5/12/24 | EUR | 10,275 | 10,914 | |
Santander UK plc | 1.250% | 9/18/24 | EUR | 3,376 | 3,597 | |
Santander UK plc | 0.500% | 1/10/25 | EUR | 4,144 | 4,330 | |
Santander UK plc | 5.750% | 3/2/26 | GBP | 3,012 | 3,887 | |
Santander UK plc | 5.250% | 2/16/29 | GBP | 3,122 | 4,030 | |
Santander UK plc | 3.875% | 10/15/29 | GBP | 4,648 | 5,422 | |
1 | Saxon Weald Capital plc | 5.375% | 6/6/42 | GBP | 515 | 634 |
Scotland Gas Networks plc | 4.875% | 12/21/34 | GBP | 498 | 585 | |
Scottish Hydro Electric Transmission plc | 2.250% | 9/27/35 | GBP | 300 | 278 | |
Segro Capital Sarl | 0.500% | 9/22/31 | EUR | 3,724 | 2,859 | |
Segro plc | 2.375% | 10/11/29 | GBP | 558 | 596 | |
Segro plc | 2.875% | 10/11/37 | GBP | 200 | 189 | |
Severn Trent Utilities Finance plc | 3.625% | 1/16/26 | GBP | 1,912 | 2,311 | |
Severn Trent Utilities Finance plc | 2.750% | 12/5/31 | GBP | 613 | 644 | |
Severn Trent Utilities Finance plc | 4.625% | 11/30/34 | GBP | 3,000 | 3,580 | |
Severn Trent Utilities Finance plc | 2.000% | 6/2/40 | GBP | 658 | 515 | |
Severn Trent Utilities Finance plc | 4.875% | 1/24/42 | GBP | 2,291 | 2,708 | |
Sky Ltd. | 2.250% | 11/17/25 | EUR | 300 | 321 | |
Sky Ltd. | 2.500% | 9/15/26 | EUR | 20,774 | 22,227 | |
Sky Ltd. | 6.000% | 5/21/27 | GBP | 150 | 197 | |
Sky Ltd. | 4.000% | 11/26/29 | GBP | 2,434 | 2,904 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Smith & Nephew plc | 4.565% | 10/11/29 | EUR | 1,000 | 1,137 | |
South Eastern Power Networks plc | 5.500% | 6/5/26 | GBP | 362 | 460 | |
South Eastern Power Networks plc | 5.625% | 9/30/30 | GBP | 1,299 | 1,680 | |
South Eastern Power Networks plc | 6.375% | 11/12/31 | GBP | 1,463 | 1,991 | |
South Eastern Power Networks plc | 1.750% | 9/30/34 | GBP | 785 | 708 | |
Southern Electric Power Distribution plc | 4.625% | 2/20/37 | GBP | 3,864 | 4,482 | |
Southern Gas Networks plc | 2.500% | 2/3/25 | GBP | 2,310 | 2,769 | |
Southern Gas Networks plc | 6.375% | 5/15/40 | GBP | 338 | 449 | |
Southern Housing | 3.500% | 10/19/47 | GBP | 723 | 664 | |
Southern Water Services Finance Ltd. | 6.640% | 3/31/26 | GBP | 7,638 | 9,876 | |
Southern Water Services Finance Ltd. | 1.625% | 3/30/27 | GBP | 4,414 | 4,787 | |
Southern Water Services Finance Ltd. | 6.192% | 3/31/29 | GBP | 1,536 | 2,014 | |
Southern Water Services Finance Ltd. | 4.500% | 3/31/52 | GBP | 150 | 164 | |
Southern Water Services Finance Ltd. | 5.125% | 9/30/56 | GBP | 50 | 60 | |
Sovereign Housing Capital plc | 4.768% | 6/1/43 | GBP | 189 | 227 | |
Sovereign Housing Capital plc | 2.375% | 11/4/48 | GBP | 2,345 | 1,812 | |
SP Distribution plc | 5.875% | 7/17/26 | GBP | 613 | 785 | |
SP Manweb plc | 4.875% | 9/20/27 | GBP | 200 | 250 | |
SSE plc | 1.250% | 4/16/25 | EUR | 6,579 | 6,929 | |
SSE plc | 0.875% | 9/6/25 | EUR | 778 | 807 | |
SSE plc | 8.375% | 11/20/28 | GBP | 1,512 | 2,180 | |
SSE plc | 1.750% | 4/16/30 | EUR | 2,500 | 2,418 | |
SSE plc | 6.250% | 8/27/38 | GBP | 3,328 | 4,454 | |
SSE plc | 3.125% | Perpetual | EUR | 2,000 | 2,000 | |
SSE plc | 4.000% | Perpetual | EUR | 7,433 | 7,461 | |
Stagecoach Group plc | 4.000% | 9/29/25 | GBP | 200 | 237 | |
Standard Chartered plc | 1.625% | 10/3/27 | EUR | 353 | 355 | |
Standard Chartered plc | 0.850% | 1/27/28 | EUR | 3,092 | 2,983 | |
Standard Chartered plc | 1.200% | 9/23/31 | EUR | 400 | 377 | |
Standard Chartered plc | 4.375% | 1/18/38 | GBP | 1,545 | 1,833 | |
Student Finance plc | 2.666% | 9/30/29 | GBP | 723 | 892 | |
Sunderland SHG Finance plc | 6.380% | 3/31/42 | GBP | 192 | 259 | |
1 | TC Dudgeon Ofto plc | 3.158% | 11/12/38 | GBP | 719 | 771 |
1 | Telereal Secured Finance plc | 4.010% | 12/10/33 | GBP | 2,820 | 3,242 |
1 | Telereal Securitisation plc | 6.165% | 12/10/33 | GBP | 575 | 718 |
Telereal Securitisation plc | 3.563% | 12/10/36 | GBP | 1,100 | 1,217 | |
Tesco Corporate Treasury Services plc | 0.875% | 5/29/26 | EUR | 15,142 | 15,288 | |
Tesco Corporate Treasury Services plc | 0.375% | 7/27/29 | EUR | 7,000 | 6,191 | |
1 | Tesco Property Finance 1 plc | 7.623% | 7/13/39 | GBP | 1,455 | 2,037 |
1 | Tesco Property Finance 2 plc | 6.052% | 10/13/39 | GBP | 1,894 | 2,392 |
1 | Tesco Property Finance 3 plc | 5.744% | 4/13/40 | GBP | 965 | 1,180 |
1 | Tesco Property Finance 4 plc | 5.801% | 10/13/40 | GBP | 2,460 | 3,034 |
1 | Tesco Property Finance 6 plc | 5.411% | 7/13/44 | GBP | 3,276 | 3,880 |
Thames Water Utilities Finance plc | 2.875% | 12/12/24 | CAD | 346 | 246 | |
Thames Water Utilities Finance plc | 4.000% | 6/19/25 | GBP | 4,090 | 5,014 | |
Thames Water Utilities Finance plc | 0.875% | 1/31/28 | EUR | 4,600 | 4,375 | |
Thames Water Utilities Finance plc | 3.500% | 2/25/28 | GBP | 613 | 711 | |
Thames Water Utilities Finance plc | 6.750% | 11/16/28 | GBP | 1,840 | 2,460 | |
Thames Water Utilities Finance plc | 4.375% | 1/18/31 | EUR | 3,000 | 3,311 | |
Thames Water Utilities Finance plc | 2.625% | 1/24/32 | GBP | 1,717 | 1,750 | |
Thames Water Utilities Finance plc | 1.250% | 1/31/32 | EUR | 2,300 | 1,960 | |
Thames Water Utilities Finance plc | 6.500% | 2/9/32 | GBP | 700 | 937 | |
Thames Water Utilities Finance plc | 4.375% | 7/3/34 | GBP | 1,433 | 1,622 | |
Thames Water Utilities Finance plc | 5.125% | 9/28/37 | GBP | 721 | 851 | |
Thames Water Utilities Finance plc | 2.375% | 4/22/40 | GBP | 4,199 | 3,361 | |
Thames Water Utilities Finance plc | 5.500% | 2/11/41 | GBP | 802 | 979 | |
Thames Water Utilities Finance plc | 4.625% | 6/4/46 | GBP | 1,607 | 1,718 | |
Thames Water Utilities Finance plc | 7.738% | 4/9/58 | GBP | 603 | 939 | |
THFC Funding No. 2 plc | 6.350% | 7/8/41 | GBP | 1,216 | 1,703 | |
THFC Funding No. 2 plc | 5.200% | 10/11/45 | GBP | 2,163 | 2,669 | |
THFC Funding, Plc | 5.125% | 12/21/37 | GBP | 2,000 | 2,515 | |
Together Housing Finance plc | 4.500% | 12/17/42 | GBP | 330 | 373 | |
Tritax EuroBox plc | 0.950% | 6/2/26 | EUR | 704 | 655 | |
Unilever Finance Netherlands BV | 0.500% | 1/6/25 | EUR | 100 | 105 | |
Unilever Finance Netherlands BV | 1.250% | 3/25/25 | EUR | 10,275 | 10,922 | |
Unilever Finance Netherlands BV | 1.125% | 2/12/27 | EUR | 5,142 | 5,247 | |
Unilever Finance Netherlands BV | 1.375% | 7/31/29 | EUR | 2,708 | 2,681 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Unilever Finance Netherlands BV | 1.750% | 3/25/30 | EUR | 9,587 | 9,626 | |
Unilever Finance Netherlands BV | 1.375% | 9/4/30 | EUR | 613 | 597 | |
Unilever plc | 1.500% | 7/22/26 | GBP | 100 | 115 | |
Unilever plc | 1.500% | 6/11/39 | EUR | 2,653 | 2,221 | |
UNITE Group plc | 3.500% | 10/15/28 | GBP | 704 | 778 | |
UNITE USAF II plc | 3.921% | 6/30/30 | GBP | 2,037 | 2,452 | |
United Utilities Water Finance plc | 0.875% | 10/28/29 | GBP | 519 | 505 | |
United Utilities Water Finance plc | 2.625% | 2/12/31 | GBP | 4,034 | 4,305 | |
United Utilities Water Finance plc | 2.000% | 7/3/33 | GBP | 996 | 952 | |
United Utilities Water Finance plc | 1.875% | 6/3/42 | GBP | 371 | 279 | |
United Utilities Water Ltd. | 5.625% | 12/20/27 | GBP | 3,489 | 4,495 | |
University College London | 1.625% | 6/4/61 | GBP | 2,800 | 1,727 | |
University of Cambridge | 3.750% | 10/17/52 | GBP | 494 | 539 | |
University of Cambridge | 2.350% | 6/27/78 | GBP | 1,398 | 1,026 | |
University of Leeds | 3.125% | 12/19/50 | GBP | 1,900 | 1,793 | |
University of Liverpool | 3.375% | 6/25/55 | GBP | 200 | 194 | |
University of Manchester | 4.250% | 7/4/53 | GBP | 943 | 1,095 | |
University of Oxford | 2.544% | 12/8/17 | GBP | 3,541 | 2,359 | |
University of Southampton | 2.250% | 4/11/57 | GBP | 100 | 71 | |
Urenco Finance NV | 2.375% | 12/2/24 | EUR | 2,094 | 2,262 | |
Utmost Group plc | 4.000% | 12/15/31 | GBP | 1,500 | 1,395 | |
Virgin Money UK plc | 2.875% | 6/24/25 | EUR | 900 | 960 | |
Virgin Money UK plc | 3.375% | 4/24/26 | GBP | 7,644 | 8,918 | |
Virgin Money UK plc | 4.000% | 9/25/26 | GBP | 2,800 | 3,297 | |
Virgin Money UK plc | 4.000% | 9/3/27 | GBP | 2,872 | 3,311 | |
Virgin Money UK plc | 5.125% | 12/11/30 | GBP | 1,945 | 2,269 | |
Vodafone Group plc | 1.875% | 9/11/25 | EUR | 10,275 | 10,914 | |
Vodafone Group plc | 1.125% | 11/20/25 | EUR | 7,923 | 8,245 | |
Vodafone Group plc | 5.625% | 12/4/25 | GBP | 614 | 787 | |
Vodafone Group plc | 2.200% | 8/25/26 | EUR | 2,049 | 2,184 | |
Vodafone Group plc | 1.500% | 7/24/27 | EUR | 6,599 | 6,769 | |
Vodafone Group plc | 4.200% | 12/13/27 | AUD | 4,760 | 3,062 | |
Vodafone Group plc | 1.875% | 11/20/29 | EUR | 2,000 | 1,994 | |
Vodafone Group plc | 1.625% | 11/24/30 | EUR | 3,839 | 3,685 | |
Vodafone Group plc | 1.600% | 7/29/31 | EUR | 7,000 | 6,600 | |
Vodafone Group plc | 5.900% | 11/26/32 | GBP | 6,690 | 8,867 | |
Vodafone Group plc | 2.875% | 11/20/37 | EUR | 3,146 | 3,017 | |
Vodafone Group plc | 2.500% | 5/24/39 | EUR | 6,269 | 5,575 | |
Vodafone Group plc | 3.375% | 8/8/49 | GBP | 3,291 | 2,842 | |
Vodafone Group plc | 3.000% | 8/12/56 | GBP | 3,252 | 2,447 | |
Wales & West Utilities Finance plc | 5.750% | 3/29/30 | GBP | 2,543 | 3,286 | |
Wales & West Utilities Finance plc | 3.000% | 8/3/38 | GBP | 723 | 690 | |
Wellcome Trust Finance plc | 4.625% | 7/25/36 | GBP | 2,754 | 3,518 | |
Wellcome Trust Ltd. | 4.000% | 5/9/59 | GBP | 1,107 | 1,257 | |
Wellcome Trust Ltd. | 2.517% | 2/7/18 | GBP | 2,159 | 1,439 | |
Wessex Water Services Finance plc | 5.375% | 3/10/28 | GBP | 484 | 606 | |
Wessex Water Services Finance plc | 1.250% | 1/12/36 | GBP | 2,214 | 1,717 | |
Western Power Distribution East Midlands plc | 1.750% | 9/9/31 | GBP | 1,200 | 1,157 | |
Western Power Distribution South Wales plc | 1.625% | 10/7/35 | GBP | 2,414 | 2,037 | |
Western Power Distribution South Wales plc | 5.750% | 3/23/40 | GBP | 1,100 | 1,415 | |
Western Power Distribution South West plc | 5.875% | 3/25/27 | GBP | 1,127 | 1,452 | |
Western Power Distribution South West plc | 5.750% | 3/23/40 | GBP | 900 | 1,160 | |
Western Power Distribution West Midlands plc | 5.750% | 4/16/32 | GBP | 2,872 | 3,703 | |
Westfield Stratford City Finance No. 2 plc | 1.642% | 8/4/31 | GBP | 1,272 | 1,393 | |
Wheatley Group Capital plc | 4.375% | 11/28/44 | GBP | 869 | 968 | |
WHG Treasury plc | 4.250% | 10/6/45 | GBP | 2,094 | 2,320 | |
1 | Wods Transmission plc | 3.446% | 8/24/34 | GBP | 408 | 472 |
WPP Finance 2013 | 2.875% | 9/14/46 | GBP | 1,107 | 838 | |
WPP Finance 2016 | 1.375% | 3/20/25 | EUR | 7,292 | 7,678 | |
WPP Finance 2017 | 3.750% | 5/19/32 | GBP | 704 | 765 | |
WPP Finance Deutschland GmbH | 1.625% | 3/23/30 | EUR | 5,531 | 5,348 | |
WPP Finance SA | 2.250% | 9/22/26 | EUR | 200 | 211 | |
WPP Finance SA | 2.375% | 5/19/27 | EUR | 2,553 | 2,685 | |
Yorkshire Building Society | 0.625% | 9/21/25 | EUR | 4,137 | 4,201 | |
Yorkshire Building Society | 3.500% | 4/21/26 | GBP | 503 | 603 | |
Yorkshire Building Society | 0.010% | 10/13/27 | EUR | 9,722 | 9,203 | |
Yorkshire Building Society | 0.500% | 7/1/28 | EUR | 3,019 | 2,768 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Yorkshire Building Society | 3.375% | 9/13/28 | GBP | 3,724 | 4,087 | |
Yorkshire Building Society | 1.500% | 9/15/29 | GBP | 2,214 | 2,219 | |
Yorkshire Housing Finance plc | 4.125% | 10/31/44 | GBP | 1,509 | 1,584 | |
Yorkshire Power Finance Ltd. | 7.250% | 8/4/28 | GBP | 149 | 203 | |
Yorkshire Water Finance plc | 3.625% | 8/1/29 | GBP | 3,212 | 3,707 | |
Yorkshire Water Finance plc | 6.375% | 8/19/39 | GBP | 803 | 1,106 | |
Yorkshire Water Finance plc | 2.750% | 4/18/41 | GBP | 4,961 | 4,395 | |
Yorkshire Water Services Finance Ltd. | 5.500% | 5/28/37 | GBP | 700 | 903 | |
2,030,796 | ||||||
United States (3.1%) | ||||||
3M Co. | 1.500% | 11/9/26 | EUR | 200 | 206 | |
3M Co. | 1.750% | 5/15/30 | EUR | 786 | 772 | |
Abbott Ireland Financing DAC | 1.500% | 9/27/26 | EUR | 9,067 | 9,421 | |
Abbott Ireland Financing DAC | 0.375% | 11/19/27 | EUR | 5,087 | 4,936 | |
AbbVie Inc. | 1.375% | 5/17/24 | EUR | 15,484 | 16,678 | |
AbbVie Inc. | 1.250% | 6/1/24 | EUR | 5,087 | 5,468 | |
AbbVie Inc. | 0.750% | 11/18/27 | EUR | 11,943 | 11,644 | |
AbbVie Inc. | 2.625% | 11/15/28 | EUR | 3,196 | 3,334 | |
AbbVie Inc. | 2.125% | 11/17/28 | EUR | 10,219 | 10,416 | |
AbbVie Inc. | 2.125% | 6/1/29 | EUR | 4,309 | 4,344 | |
AGCO International Holdings BV | 0.800% | 10/6/28 | EUR | 2,500 | 2,296 | |
Air Lease Corp. | 2.625% | 12/5/24 | CAD | 3,863 | 2,722 | |
Air Products and Chemicals Inc. | 1.000% | 2/12/25 | EUR | 1,730 | 1,832 | |
Air Products and Chemicals Inc. | 0.500% | 5/5/28 | EUR | 1,985 | 1,902 | |
Air Products and Chemicals Inc. | 0.800% | 5/5/32 | EUR | 1,780 | 1,548 | |
Altria Group Inc. | 1.700% | 6/15/25 | EUR | 1,601 | 1,686 | |
Altria Group Inc. | 2.200% | 6/15/27 | EUR | 6,386 | 6,502 | |
Altria Group Inc. | 3.125% | 6/15/31 | EUR | 7,280 | 6,891 | |
American Honda Finance Corp. | 0.750% | 11/25/26 | GBP | 3,266 | 3,565 | |
American Honda Finance Corp. | 0.300% | 7/7/28 | EUR | 6,000 | 5,617 | |
American International Group Inc. | 1.875% | 6/21/27 | EUR | 2,708 | 2,730 | |
American Medical Systems Europe BV | 0.750% | 3/8/25 | EUR | 13,363 | 13,953 | |
American Medical Systems Europe BV | 1.625% | 3/8/31 | EUR | 8,500 | 7,954 | |
American Medical Systems Europe BV | 1.875% | 3/8/34 | EUR | 4,400 | 3,944 | |
American Tower Corp. | 1.950% | 5/22/26 | EUR | 7,489 | 7,790 | |
American Tower Corp. | 0.450% | 1/15/27 | EUR | 4,618 | 4,468 | |
American Tower Corp. | 0.400% | 2/15/27 | EUR | 3,643 | 3,503 | |
American Tower Corp. | 0.500% | 1/15/28 | EUR | 2,653 | 2,478 | |
American Tower Corp. | 0.875% | 5/21/29 | EUR | 4,335 | 3,903 | |
American Tower Corp. | 0.950% | 10/5/30 | EUR | 3,402 | 2,949 | |
Amgen Inc. | 2.000% | 2/25/26 | EUR | 1,326 | 1,403 | |
Amgen Inc. | 5.500% | 12/7/26 | GBP | 2,214 | 2,815 | |
Amgen Inc. | 4.000% | 9/13/29 | GBP | 5,269 | 6,229 | |
Aon plc | 2.875% | 5/14/26 | EUR | 1,765 | 1,876 | |
Apple Inc. | 2.513% | 8/19/24 | CAD | 11,407 | 8,196 | |
Apple Inc. | 0.875% | 5/24/25 | EUR | 8,711 | 9,185 | |
Apple Inc. | 0.000% | 11/15/25 | EUR | 4,480 | 4,572 | |
Apple Inc. | 3.600% | 6/10/26 | AUD | 950 | 622 | |
Apple Inc. | 1.625% | 11/10/26 | EUR | 5,000 | 5,239 | |
Apple Inc. | 2.000% | 9/17/27 | EUR | 3,584 | 3,778 | |
Apple Inc. | 1.375% | 5/24/29 | EUR | 1,640 | 1,643 | |
Apple Inc. | 0.750% | 2/25/30 | CHF | 2,800 | 2,877 | |
Apple Inc. | 0.500% | 11/15/31 | EUR | 2,113 | 1,891 | |
Apple Inc. | 3.600% | 7/31/42 | GBP | 1,936 | 2,131 | |
Aptiv plc | 1.500% | 3/10/25 | EUR | 6,097 | 6,460 | |
Archer-Daniels-Midland Co. | 1.000% | 9/12/25 | EUR | 7,960 | 8,281 | |
AT&T Inc. | 1.375% | 12/4/24 | CHF | 370 | 411 | |
AT&T Inc. | 4.000% | 11/25/25 | CAD | 5,367 | 3,898 | |
AT&T Inc. | 4.100% | 1/19/26 | AUD | 400 | 263 | |
AT&T Inc. | 0.250% | 3/4/26 | EUR | 8,724 | 8,773 | |
AT&T Inc. | 2.900% | 12/4/26 | GBP | 1,656 | 1,928 | |
AT&T Inc. | 5.500% | 3/15/27 | GBP | 750 | 947 | |
AT&T Inc. | 4.600% | 9/19/28 | AUD | 5,180 | 3,405 | |
AT&T Inc. | 2.350% | 9/5/29 | EUR | 7,069 | 7,190 | |
AT&T Inc. | 4.375% | 9/14/29 | GBP | 1,900 | 2,270 | |
AT&T Inc. | 3.550% | 12/17/32 | EUR | 9,066 | 9,613 | |
AT&T Inc. | 5.200% | 11/18/33 | GBP | 3,072 | 3,816 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
AT&T Inc. | 3.375% | 3/15/34 | EUR | 1,436 | 1,482 | |
AT&T Inc. | 2.450% | 3/15/35 | EUR | 2,599 | 2,392 | |
AT&T Inc. | 3.150% | 9/4/36 | EUR | 9,266 | 8,984 | |
AT&T Inc. | 2.600% | 5/19/38 | EUR | 6,101 | 5,361 | |
AT&T Inc. | 7.000% | 4/30/40 | GBP | 4,400 | 6,186 | |
AT&T Inc. | 4.250% | 6/1/43 | GBP | 3,053 | 3,133 | |
AT&T Inc. | 4.875% | 6/1/44 | GBP | 2,174 | 2,408 | |
AT&T Inc. | 4.850% | 5/25/47 | CAD | 5,587 | 3,773 | |
AT&T Inc. | 5.100% | 11/25/48 | CAD | 1,950 | 1,363 | |
Athene Global Funding | 3.127% | 3/10/25 | CAD | 3,000 | 2,122 | |
Athene Global Funding | 2.100% | 9/24/25 | CAD | 1,428 | 975 | |
Athene Global Funding | 0.832% | 1/8/27 | EUR | 3,500 | 3,327 | |
Athene Global Funding | 1.750% | 11/24/27 | GBP | 3,019 | 3,119 | |
Athene Global Funding | 0.625% | 1/12/28 | EUR | 3,287 | 2,964 | |
Athene Global Funding | 2.470% | 6/9/28 | CAD | 2,244 | 1,445 | |
Bank of America Corp. | 2.300% | 7/25/25 | GBP | 3,092 | 3,669 | |
Bank of America Corp. | 3.407% | 9/20/25 | CAD | 969 | 698 | |
Bank of America Corp. | 3.515% | 3/24/26 | CAD | 1,529 | 1,098 | |
Bank of America Corp. | 0.808% | 5/9/26 | EUR | 14,844 | 15,307 | |
Bank of America Corp. | 1.949% | 10/27/26 | EUR | 3,000 | 3,132 | |
Bank of America Corp. | 4.250% | 12/10/26 | GBP | 2,227 | 2,716 | |
Bank of America Corp. | 1.776% | 5/4/27 | EUR | 11,327 | 11,621 | |
Bank of America Corp. | 1.978% | 9/15/27 | CAD | 5,381 | 3,622 | |
Bank of America Corp. | 3.615% | 3/16/28 | CAD | 6,602 | 4,666 | |
Bank of America Corp. | 1.662% | 4/25/28 | EUR | 1,306 | 1,303 | |
Bank of America Corp. | 0.583% | 8/24/28 | EUR | 16,511 | 15,636 | |
Bank of America Corp. | 3.648% | 3/31/29 | EUR | 1,711 | 1,842 | |
Bank of America Corp. | 2.598% | 4/4/29 | CAD | 1,901 | 1,269 | |
Bank of America Corp. | 0.694% | 3/22/31 | EUR | 17,267 | 15,041 | |
Bank of America Corp. | 3.584% | 4/27/31 | GBP | 5,800 | 6,510 | |
Bank of America Corp. | 0.654% | 10/26/31 | EUR | 14,875 | 12,654 | |
Baxter International Inc. | 1.300% | 5/30/25 | EUR | 7,487 | 7,824 | |
Baxter International Inc. | 1.300% | 5/15/29 | EUR | 3,705 | 3,481 | |
Becton Dickinson & Co. | 0.034% | 8/13/25 | EUR | 2,777 | 2,830 | |
Becton Dickinson & Co. | 1.900% | 12/15/26 | EUR | 5,985 | 6,236 | |
Becton Dickinson Euro Finance Sarl | 1.208% | 6/4/26 | EUR | 4,144 | 4,256 | |
Becton Dickinson Euro Finance Sarl | 0.334% | 8/13/28 | EUR | 4,151 | 3,865 | |
Becton Dickinson Euro Finance Sarl | 3.553% | 9/13/29 | EUR | 2,500 | 2,726 | |
Becton Dickinson Euro Finance Sarl | 1.336% | 8/13/41 | EUR | 2,294 | 1,581 | |
Berkshire Hathaway Finance Corp. | 2.000% | 3/18/34 | EUR | 4,800 | 4,499 | |
Berkshire Hathaway Finance Corp. | 2.375% | 6/19/39 | GBP | 4,441 | 3,980 | |
Berkshire Hathaway Finance Corp. | 2.625% | 6/19/59 | GBP | 1,875 | 1,437 | |
Berkshire Hathaway Inc. | 0.170% | 9/13/24 | JPY | 720,000 | 5,257 | |
Berkshire Hathaway Inc. | 1.125% | 3/16/27 | EUR | 7,528 | 7,591 | |
Berkshire Hathaway Inc. | 2.150% | 3/15/28 | EUR | 2,850 | 2,965 | |
Berkshire Hathaway Inc. | 0.440% | 9/13/29 | JPY | 2,810,000 | 19,837 | |
Berkshire Hathaway Inc. | 1.625% | 3/16/35 | EUR | 4,692 | 4,134 | |
Berkshire Hathaway Inc. | 1.108% | 9/13/49 | JPY | 330,000 | 1,866 | |
Berry Global Inc. | 1.500% | 1/15/27 | EUR | 2,214 | 2,181 | |
Blackstone Holdings Finance Co. LLC | 2.000% | 5/19/25 | EUR | 100 | 104 | |
Blackstone Holdings Finance Co. LLC | 1.000% | 10/5/26 | EUR | 387 | 380 | |
Blackstone Holdings Finance Co. LLC | 1.500% | 4/10/29 | EUR | 3,049 | 2,837 | |
Blackstone Holdings Finance Co. LLC | 3.500% | 6/1/34 | EUR | 2,000 | 1,855 | |
Blackstone Private Credit Fund | 1.750% | 11/30/26 | EUR | 3,000 | 2,779 | |
Booking Holdings Inc. | 2.375% | 9/23/24 | EUR | 2,094 | 2,271 | |
Booking Holdings Inc. | 0.100% | 3/8/25 | EUR | 14,753 | 15,240 | |
Booking Holdings Inc. | 4.000% | 11/15/26 | EUR | 6,800 | 7,629 | |
Booking Holdings Inc. | 1.800% | 3/3/27 | EUR | 9,863 | 10,237 | |
Booking Holdings Inc. | 0.500% | 3/8/28 | EUR | 7,406 | 7,089 | |
Booking Holdings Inc. | 4.500% | 11/15/31 | EUR | 6,100 | 7,000 | |
Booking Holdings Inc. | 4.750% | 11/15/34 | EUR | 5,700 | 6,675 | |
BorgWarner Inc. | 1.000% | 5/19/31 | EUR | 4,471 | 3,769 | |
Boston Scientific Corp. | 0.625% | 12/1/27 | EUR | 2,516 | 2,432 | |
Bristol-Myers Squibb Co. | 1.000% | 5/15/25 | EUR | 790 | 831 | |
Bristol-Myers Squibb Co. | 1.750% | 5/15/35 | EUR | 2,094 | 1,901 | |
Brown-Forman Corp. | 1.200% | 7/7/26 | EUR | 1,304 | 1,328 | |
Brown-Forman Corp. | 2.600% | 7/7/28 | GBP | 4,713 | 5,380 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Capital One Financial Corp. | 1.650% | 6/12/29 | EUR | 1,947 | 1,666 | |
Celanese US Holdings LLC | 4.777% | 7/19/26 | EUR | 2,600 | 2,845 | |
Celanese US Holdings LLC | 2.125% | 3/1/27 | EUR | 4,034 | 3,995 | |
Celanese US Holdings LLC | 0.625% | 9/10/28 | EUR | 1,590 | 1,359 | |
Celanese US Holdings LLC | 5.337% | 1/19/29 | EUR | 1,235 | 1,333 | |
Chubb INA Holdings Inc. | 0.300% | 12/15/24 | EUR | 943 | 981 | |
Chubb INA Holdings Inc. | 1.550% | 3/15/28 | EUR | 4,627 | 4,628 | |
Chubb INA Holdings Inc. | 0.875% | 12/15/29 | EUR | 6,212 | 5,670 | |
Chubb INA Holdings Inc. | 1.400% | 6/15/31 | EUR | 2,434 | 2,208 | |
Chubb INA Holdings Inc. | 2.500% | 3/15/38 | EUR | 4,399 | 3,964 | |
Citigroup Inc. | 2.375% | 5/22/24 | EUR | 996 | 1,082 | |
Citigroup Inc. | 4.090% | 6/9/25 | CAD | 1,501 | 1,087 | |
Citigroup Inc. | 2.400% | 10/31/25 | JPY | 3,185,500 | 23,877 | |
Citigroup Inc. | 1.250% | 7/6/26 | EUR | 7,600 | 7,877 | |
Citigroup Inc. | 1.500% | 7/24/26 | EUR | 7,539 | 7,832 | |
Citigroup Inc. | 2.125% | 9/10/26 | EUR | 2,763 | 2,877 | |
Citigroup Inc. | 1.750% | 10/23/26 | GBP | 5,745 | 6,431 | |
Citigroup Inc. | 2.800% | 6/25/27 | JPY | 202,600 | 1,609 | |
Citigroup Inc. | 0.500% | 10/8/27 | EUR | 19,633 | 19,154 | |
Citigroup Inc. | 1.625% | 3/21/28 | EUR | 3,000 | 2,963 | |
Citigroup Inc. | 1.250% | 4/10/29 | EUR | 1,545 | 1,458 | |
Citigroup Inc. | 4.500% | 3/3/31 | GBP | 498 | 574 | |
Citigroup Inc. | 6.800% | 6/25/38 | GBP | 321 | 479 | |
Citigroup Inc. | 7.375% | 9/1/39 | GBP | 338 | 533 | |
Coca-Cola Co. | 3.250% | 6/11/24 | AUD | 830 | 544 | |
Coca-Cola Co. | 1.125% | 3/9/27 | EUR | 6,688 | 6,781 | |
Coca-Cola Co. | 0.125% | 3/9/29 | EUR | 2,389 | 2,189 | |
Coca-Cola Co. | 0.400% | 5/6/30 | EUR | 5,530 | 4,973 | |
Coca-Cola Co. | 0.500% | 3/9/33 | EUR | 5,571 | 4,642 | |
Coca-Cola Co. | 0.375% | 3/15/33 | EUR | 12,873 | 10,600 | |
Coca-Cola Co. | 1.625% | 3/9/35 | EUR | 2,900 | 2,617 | |
Coca-Cola Co. | 0.950% | 5/6/36 | EUR | 3,244 | 2,609 | |
Coca-Cola Co. | 0.800% | 3/15/40 | EUR | 3,037 | 2,173 | |
Coca-Cola Co. | 1.000% | 3/9/41 | EUR | 1,700 | 1,218 | |
Colgate-Palmolive Co. | 0.500% | 3/6/26 | EUR | 943 | 967 | |
Colgate-Palmolive Co. | 0.300% | 11/10/29 | EUR | 4,000 | 3,716 | |
Colgate-Palmolive Co. | 1.375% | 3/6/34 | EUR | 1,326 | 1,216 | |
Colgate-Palmolive Co. | 0.875% | 11/12/39 | EUR | 383 | 290 | |
Comcast Corp. | 0.000% | 9/14/26 | EUR | 3,694 | 3,635 | |
Comcast Corp. | 1.500% | 2/20/29 | GBP | 2,231 | 2,343 | |
Comcast Corp. | 0.250% | 9/14/29 | EUR | 6,482 | 5,867 | |
Comcast Corp. | 5.500% | 11/23/29 | GBP | 2,044 | 2,672 | |
Comcast Corp. | 0.750% | 2/20/32 | EUR | 1,600 | 1,400 | |
Comcast Corp. | 1.875% | 2/20/36 | GBP | 3,358 | 3,025 | |
Comcast Corp. | 1.250% | 2/20/40 | EUR | 1,248 | 940 | |
Corning Inc. | 0.992% | 8/10/27 | JPY | 830,000 | 5,875 | |
Danaher Corp. | 2.500% | 3/30/30 | EUR | 5,910 | 6,127 | |
DH Europe Finance II Sarl | 0.200% | 3/18/26 | EUR | 7,796 | 7,855 | |
DH Europe Finance II Sarl | 0.450% | 3/18/28 | EUR | ���1,710 | 1,642 | |
DH Europe Finance II Sarl | 0.750% | 9/18/31 | EUR | 3,815 | 3,366 | |
DH Europe Finance II Sarl | 1.350% | 9/18/39 | EUR | 6,025 | 4,602 | |
DH Europe Finance II Sarl | 1.800% | 9/18/49 | EUR | 1,092 | 806 | |
Digital Dutch Finco BV | 1.500% | 3/15/30 | EUR | 2,800 | 2,420 | |
Digital Dutch Finco BV | 1.250% | 2/1/31 | EUR | 2,316 | 1,912 | |
Digital Dutch Finco BV | 1.000% | 1/15/32 | EUR | 1,250 | 980 | |
Digital Euro Finco LLC | 1.125% | 4/9/28 | EUR | 11,367 | 10,382 | |
Digital Intrepid Holding BV | 1.375% | 7/18/32 | EUR | 3,000 | 2,353 | |
Digital Stout Holding LLC | 3.300% | 7/19/29 | GBP | 3,515 | 3,766 | |
Digital Stout Holding LLC | 3.750% | 10/17/30 | GBP | 2,094 | 2,265 | |
Discovery Communications LLC | 2.500% | 9/20/24 | GBP | 3,815 | 4,600 | |
Discovery Communications LLC | 1.900% | 3/19/27 | EUR | 7,041 | 7,166 | |
Dover Corp. | 1.250% | 11/9/26 | EUR | 13,810 | 14,161 | |
Dow Chemical Co. | 0.500% | 3/15/27 | EUR | 9,122 | 8,901 | |
Dow Chemical Co. | 1.875% | 3/15/40 | EUR | 1,840 | 1,411 | |
Duke Energy Corp. | 3.100% | 6/15/28 | EUR | 9,500 | 9,986 | |
Duke Energy Corp. | 3.850% | 6/15/34 | EUR | 4,700 | 4,765 | |
DXC Capital Funding DAC | 0.450% | 9/15/27 | EUR | 2,697 | 2,471 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
DXC Capital Funding DAC | 0.950% | 9/15/31 | EUR | 4,129 | 3,338 | |
DXC Technology Co. | 1.750% | 1/15/26 | EUR | 4,237 | 4,363 | |
Eastman Chemical Co. | 1.500% | 5/26/23 | EUR | 5,087 | 5,596 | |
Eastman Chemical Co. | 1.875% | 11/23/26 | EUR | 14,471 | 15,090 | |
Eaton Capital Unlimited Co. | 0.697% | 5/14/25 | EUR | 5,938 | 6,166 | |
Eaton Capital Unlimited Co. | 0.577% | 3/8/30 | EUR | 1,900 | 1,714 | |
Ecolab Inc. | 1.000% | 1/15/24 | EUR | 2,543 | 2,754 | |
Eli Lilly & Co. | 2.125% | 6/3/30 | EUR | 4,144 | 4,249 | |
Eli Lilly & Co. | 1.700% | 11/1/49 | EUR | 3,102 | 2,311 | |
Eli Lilly & Co. | 1.375% | 9/14/61 | EUR | 3,000 | 1,725 | |
Emerson Electric Co. | 0.375% | 5/22/24 | EUR | 1,025 | 1,093 | |
Emerson Electric Co. | 1.250% | 10/15/25 | EUR | 996 | 1,041 | |
Emerson Electric Co. | 2.000% | 10/15/29 | EUR | 996 | 1,017 | |
Equinix Inc. | 0.250% | 3/15/27 | EUR | 2,214 | 2,122 | |
Euronet Worldwide Inc. | 1.375% | 5/22/26 | EUR | 3,156 | 3,123 | |
Experian Europe DAC | 1.560% | 5/16/31 | EUR | 1,400 | 1,311 | |
Experian Finance plc | 1.375% | 6/25/26 | EUR | 300 | 309 | |
Experian Finance plc | 3.250% | 4/7/32 | GBP | 2,872 | 3,172 | |
Exxon Mobil Corp. | 0.142% | 6/26/24 | EUR | 10,329 | 10,965 | |
Exxon Mobil Corp. | 0.835% | 6/26/32 | EUR | 13,032 | 11,121 | |
FedEx Corp. | 1.625% | 1/11/27 | EUR | 3,541 | 3,607 | |
FedEx Corp. | 1.300% | 8/5/31 | EUR | 1,161 | 1,032 | |
FedEx Corp. | 0.950% | 5/4/33 | EUR | 6,723 | 5,494 | |
Fidelity National Information Services Inc. | 1.500% | 5/21/27 | EUR | 14,734 | 14,798 | |
Fidelity National Information Services Inc. | 2.250% | 12/3/29 | GBP | 1,120 | 1,165 | |
Fidelity National Information Services Inc. | 2.000% | 5/21/30 | EUR | 2,214 | 2,115 | |
Fidelity National Information Services Inc. | 3.360% | 5/21/31 | GBP | 2,403 | 2,612 | |
Fidelity National Information Services Inc. | 2.950% | 5/21/39 | EUR | 706 | 618 | |
Fiserv Inc. | 2.250% | 7/1/25 | GBP | 700 | 826 | |
Fiserv Inc. | 1.125% | 7/1/27 | EUR | 1,467 | 1,458 | |
Fiserv Inc. | 1.625% | 7/1/30 | EUR | 9,285 | 8,733 | |
Fiserv Inc. | 3.000% | 7/1/31 | GBP | 3,315 | 3,499 | |
GE Capital Canada Funding Co. | 5.730% | 10/22/37 | CAD | 765 | 581 | |
GE Capital UK Funding Unlimited Co. | 5.875% | 1/18/33 | GBP | 4,579 | 5,858 | |
General Electric Co. | 0.875% | 5/17/25 | EUR | 3,700 | 3,859 | |
General Electric Co. | 1.500% | 5/17/29 | EUR | 2,278 | 2,279 | |
General Electric Co. | 4.125% | 9/19/35 | EUR | 4,715 | 5,280 | |
General Electric Co. | 2.125% | 5/17/37 | EUR | 2,994 | 2,612 | |
General Electric Co. | 4.875% | 9/18/37 | GBP | 453 | 508 | |
General Mills Inc. | 0.450% | 1/15/26 | EUR | 3,710 | 3,765 | |
General Mills Inc. | 1.500% | 4/27/27 | EUR | 996 | 1,010 | |
General Mills Inc. | 3.907% | 4/13/29 | EUR | 1,098 | 1,215 | |
General Motors Financial Co. Inc. | 2.250% | 9/6/24 | GBP | 394 | 474 | |
General Motors Financial Co. Inc. | 1.000% | 2/24/25 | EUR | 9,300 | 9,752 | |
General Motors Financial Co. Inc. | 0.850% | 2/26/26 | EUR | 11,787 | 11,881 | |
General Motors Financial Co. Inc. | 0.650% | 9/7/28 | EUR | 3,019 | 2,738 | |
General Motors Financial of Canada Ltd. | 5.950% | 5/14/24 | CAD | 2,537 | 1,882 | |
General Motors Financial of Canada Ltd. | 1.700% | 7/9/25 | CAD | 1,100 | 754 | |
General Motors Financial of Canada Ltd. | 1.750% | 4/15/26 | CAD | 1,496 | 1,005 | |
General Motors Financial of Canada Ltd. | 3.150% | 2/8/27 | CAD | 1,860 | 1,273 | |
General Motors Financial of Canada Ltd. | 5.200% | 2/9/28 | CAD | 1,700 | 1,256 | |
Global Payments Inc. | 4.875% | 3/17/31 | EUR | 11,055 | 12,351 | |
Goldman Sachs Group Inc. | 1.375% | 5/15/24 | EUR | 16,103 | 17,382 | |
Goldman Sachs Group Inc. | 2.125% | 9/30/24 | EUR | 7,017 | 7,563 | |
Goldman Sachs Group Inc. | 3.375% | 3/27/25 | EUR | 2,561 | 2,804 | |
Goldman Sachs Group Inc. | 1.250% | 5/1/25 | EUR | 4,284 | 4,481 | |
Goldman Sachs Group Inc. | 7.125% | 8/7/25 | GBP | 1,899 | 2,476 | |
Goldman Sachs Group Inc. | 3.307% | 10/31/25 | CAD | 411 | 295 | |
Goldman Sachs Group Inc. | 4.250% | 1/29/26 | GBP | 9,177 | 11,251 | |
Goldman Sachs Group Inc. | 2.875% | 6/3/26 | EUR | 11,899 | 12,804 | |
Goldman Sachs Group Inc. | 1.625% | 7/27/26 | EUR | 1,389 | 1,431 | |
Goldman Sachs Group Inc. | 2.599% | 11/30/27 | CAD | 3,570 | 2,436 | |
Goldman Sachs Group Inc. | 1.500% | 12/7/27 | GBP | 7,515 | 8,015 | |
Goldman Sachs Group Inc. | 0.250% | 1/26/28 | EUR | 1,365 | 1,260 | |
Goldman Sachs Group Inc. | 2.000% | 3/22/28 | EUR | 3,638 | 3,663 | |
Goldman Sachs Group Inc. | 7.250% | 4/10/28 | GBP | 403 | 547 | |
Goldman Sachs Group Inc. | 2.000% | 11/1/28 | EUR | 5,226 | 5,200 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Goldman Sachs Group Inc. | 2.013% | 2/28/29 | CAD | 4,951 | 3,213 | |
Goldman Sachs Group Inc. | 0.875% | 5/9/29 | EUR | 9,300 | 8,402 | |
Goldman Sachs Group Inc. | 3.125% | 7/25/29 | GBP | 3,211 | 3,550 | |
Goldman Sachs Group Inc. | 3.625% | 10/29/29 | GBP | 934 | 1,065 | |
Goldman Sachs Group Inc. | 1.875% | 12/16/30 | GBP | 375 | 369 | |
Goldman Sachs Group Inc. | 0.750% | 3/23/32 | EUR | 11,206 | 9,068 | |
Goldman Sachs Group Inc. | 1.000% | 3/18/33 | EUR | 9,769 | 7,851 | |
Goldman Sachs Group Inc. | 6.875% | 1/18/38 | GBP | 1,263 | 1,665 | |
GSK Consumer Healthcare Capital NL BV | 1.250% | 3/29/26 | EUR | 7,500 | 7,714 | |
GSK Consumer Healthcare Capital NL BV | 2.125% | 3/29/34 | EUR | 2,800 | 2,596 | |
HCN Canadian Holdings-1 LP | 2.950% | 1/15/27 | CAD | 917 | 623 | |
Highland Holdings Sarl | 0.318% | 12/15/26 | EUR | 10,300 | 9,996 | |
Highland Holdings Sarl | 0.934% | 12/15/31 | EUR | 2,000 | 1,736 | |
Honeywell International Inc. | 2.250% | 2/22/28 | EUR | 13,772 | 14,369 | |
Honeywell International Inc. | 0.750% | 3/10/32 | EUR | 2,000 | 1,738 | |
Honeywell International Inc. | 4.125% | 11/2/34 | EUR | 2,507 | 2,818 | |
Illinois Tool Works Inc. | 0.250% | 12/5/24 | EUR | 2,379 | 2,493 | |
Illinois Tool Works Inc. | 0.625% | 12/5/27 | EUR | 5,617 | 5,489 | |
Illinois Tool Works Inc. | 2.125% | 5/22/30 | EUR | 5,920 | 5,942 | |
Illinois Tool Works Inc. | 1.000% | 6/5/31 | EUR | 3,102 | 2,836 | |
International Business Machines Corp. | 0.875% | 1/31/25 | EUR | 1,545 | 1,628 | |
International Business Machines Corp. | 0.950% | 5/23/25 | EUR | 9,397 | 9,854 | |
International Business Machines Corp. | 2.875% | 11/7/25 | EUR | 2,050 | 2,232 | |
International Business Machines Corp. | 1.250% | 1/29/27 | EUR | 6,265 | 6,395 | |
International Business Machines Corp. | 0.300% | 2/11/28 | EUR | 3,815 | 3,639 | |
International Business Machines Corp. | 1.750% | 3/7/28 | EUR | 1,900 | 1,937 | |
International Business Machines Corp. | 1.500% | 5/23/29 | EUR | 3,700 | 3,656 | |
International Business Machines Corp. | 1.750% | 1/31/31 | EUR | 4,758 | 4,600 | |
International Business Machines Corp. | 3.625% | 2/6/31 | EUR | 5,000 | 5,510 | |
International Business Machines Corp. | 1.250% | 2/9/34 | EUR | 5,100 | 4,389 | |
International Business Machines Corp. | 3.750% | 2/6/35 | EUR | 2,000 | 2,160 | |
International Business Machines Corp. | 1.200% | 2/11/40 | EUR | 2,763 | 2,035 | |
International Business Machines Corp. | 4.000% | 2/6/43 | EUR | 2,584 | 2,770 | |
International Flavors & Fragrances Inc. | 1.800% | 9/25/26 | EUR | 4,502 | 4,581 | |
John Deere Cash Management Sarl | 2.200% | 4/2/32 | EUR | 5,087 | 5,173 | |
John Deere Cash Management Sarl | 1.650% | 6/13/39 | EUR | 2,543 | 2,194 | |
John Deere Financial Inc. | 1.090% | 7/17/24 | CAD | 1,488 | 1,051 | |
John Deere Financial Inc. | 2.580% | 10/16/26 | CAD | 969 | 677 | |
John Deere Financial Inc. | 1.340% | 9/8/27 | CAD | 4,030 | 2,632 | |
Johnson & Johnson | 0.650% | 5/20/24 | EUR | 5,197 | 5,578 | |
Johnson & Johnson | 1.150% | 11/20/28 | EUR | 558 | 555 | |
Johnson & Johnson | 1.650% | 5/20/35 | EUR | 150 | 139 | |
Johnson Controls International plc | 1.375% | 2/25/25 | EUR | 8,160 | 8,643 | |
Johnson Controls International plc / Tyco Fire & Security Finance SCA | 0.375% | 9/15/27 | EUR | 2,532 | 2,427 | |
JPMorgan Chase & Co. | 3.000% | 2/19/26 | EUR | 2,872 | 3,123 | |
JPMorgan Chase & Co. | 0.991% | 4/28/26 | GBP | 7,448 | 8,587 | |
JPMorgan Chase & Co. | 3.500% | 12/18/26 | GBP | 2,543 | 3,053 | |
JPMorgan Chase & Co. | 1.090% | 3/11/27 | EUR | 32,076 | 32,560 | |
JPMorgan Chase & Co. | 0.389% | 2/24/28 | EUR | 16,892 | 16,193 | |
JPMorgan Chase & Co. | 1.896% | 3/5/28 | CAD | 8,150 | 5,458 | |
JPMorgan Chase & Co. | 1.638% | 5/18/28 | EUR | 2,084 | 2,088 | |
JPMorgan Chase & Co. | 1.963% | 3/23/30 | EUR | 21,500 | 21,083 | |
JPMorgan Chase & Co. | 1.001% | 7/25/31 | EUR | 3,800 | 3,387 | |
JPMorgan Chase & Co. | 1.047% | 11/4/32 | EUR | 900 | 778 | |
JPMorgan Chase & Co. | 1.895% | 4/28/33 | GBP | 3,000 | 2,908 | |
Kellogg Co. | 1.250% | 3/10/25 | EUR | 2,599 | 2,753 | |
Kinder Morgan Inc. | 2.250% | 3/16/27 | EUR | 1,699 | 1,756 | |
KKR Group Finance Co. V LLC | 1.625% | 5/22/29 | EUR | 5,087 | 4,491 | |
3 | KKR Group Finance Co. V LLC | 1.625% | 5/22/29 | EUR | 1,545 | 1,364 |
Kraft Heinz Foods Co. | 2.250% | 5/25/28 | EUR | 10,000 | 10,281 | |
Liberty Mutual Group Inc. | 2.750% | 5/4/26 | EUR | 7,182 | 7,602 | |
Linde plc | 1.000% | 9/30/51 | EUR | 6,700 | 4,122 | |
LYB International Finance II BV | 0.875% | 9/17/26 | EUR | 4,539 | 4,543 | |
ManpowerGroup Inc. | 1.750% | 6/22/26 | EUR | 250 | 259 | |
Mastercard Inc. | 2.100% | 12/1/27 | EUR | 4,165 | 4,375 | |
Mastercard Inc. | 1.000% | 2/22/29 | EUR | 6,800 | 6,588 | |
McDonald's Corp. | 3.000% | 3/8/24 | AUD | 6,060 | 3,968 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
McDonald's Corp. | 2.375% | 11/27/24 | EUR | 100 | 109 | |
McDonald's Corp. | 3.125% | 3/4/25 | CAD | 5,101 | 3,669 | |
McDonald's Corp. | 0.900% | 6/15/26 | EUR | 100 | 102 | |
McDonald's Corp. | 1.875% | 5/26/27 | EUR | 100 | 104 | |
McDonald's Corp. | 1.750% | 5/3/28 | EUR | 1,900 | 1,939 | |
McDonald's Corp. | 0.250% | 10/4/28 | EUR | 9,300 | 8,627 | |
McDonald's Corp. | 2.375% | 5/31/29 | EUR | 3,000 | 3,094 | |
McDonald's Corp. | 2.625% | 6/11/29 | EUR | 100 | 104 | |
McDonald's Corp. | 1.500% | 11/28/29 | EUR | 7,200 | 6,972 | |
McDonald's Corp. | 2.950% | 3/15/34 | GBP | 2,800 | 2,915 | |
McDonald's Corp. | 3.000% | 5/31/34 | EUR | 4,900 | 5,031 | |
McDonald's Corp. | 4.125% | 6/11/54 | GBP | 800 | 839 | |
McKesson Corp. | 1.500% | 11/17/25 | EUR | 6,414 | 6,719 | |
McKesson Corp. | 1.625% | 10/30/26 | EUR | 5,197 | 5,362 | |
McKesson Corp. | 3.125% | 2/17/29 | GBP | 398 | 445 | |
Medtronic Global Holdings SCA | 0.250% | 7/2/25 | EUR | 1,491 | 1,535 | |
Medtronic Global Holdings SCA | 2.625% | 10/15/25 | EUR | 1,083 | 1,170 | |
Medtronic Global Holdings SCA | 0.375% | 10/15/28 | EUR | 10,196 | 9,558 | |
Medtronic Global Holdings SCA | 3.000% | 10/15/28 | EUR | 1,725 | 1,862 | |
Medtronic Global Holdings SCA | 1.625% | 3/7/31 | EUR | 4,144 | 3,981 | |
Medtronic Global Holdings SCA | 1.000% | 7/2/31 | EUR | 1,436 | 1,309 | |
Medtronic Global Holdings SCA | 3.125% | 10/15/31 | EUR | 1,200 | 1,277 | |
Medtronic Global Holdings SCA | 0.750% | 10/15/32 | EUR | 2,087 | 1,799 | |
Medtronic Global Holdings SCA | 3.375% | 10/15/34 | EUR | 1,547 | 1,626 | |
Medtronic Global Holdings SCA | 1.500% | 7/2/39 | EUR | 1,297 | 1,001 | |
Medtronic Global Holdings SCA | 1.375% | 10/15/40 | EUR | 7,934 | 5,818 | |
Medtronic Global Holdings SCA | 1.750% | 7/2/49 | EUR | 7,796 | 5,364 | |
Medtronic Global Holdings SCA | 1.625% | 10/15/50 | EUR | 7,158 | 4,657 | |
Merck & Co. Inc. | 0.500% | 11/2/24 | EUR | 5,043 | 5,330 | |
Merck & Co. Inc. | 1.875% | 10/15/26 | EUR | 1,710 | 1,800 | |
Merck & Co. Inc. | 2.500% | 10/15/34 | EUR | 2,686 | 2,704 | |
Merck & Co. Inc. | 1.375% | 11/2/36 | EUR | 1,216 | 1,036 | |
MetLife Inc. | 5.375% | 12/9/24 | GBP | 2,237 | 2,800 | |
MetLife Inc. | 0.769% | 5/23/29 | JPY | 670,000 | 4,921 | |
Metropolitan Life Global Funding I | 4.125% | 9/2/25 | GBP | 3,000 | 3,677 | |
Metropolitan Life Global Funding I | 4.000% | 7/13/27 | AUD | 1,281 | 813 | |
Metropolitan Life Global Funding I | 0.625% | 12/8/27 | GBP | 4,471 | 4,592 | |
Metropolitan Life Global Funding I | 1.950% | 3/20/28 | CAD | 2,843 | 1,870 | |
Metropolitan Life Global Funding I | 2.450% | 1/12/29 | CAD | 1,650 | 1,094 | |
Metropolitan Life Global Funding I | 5.000% | 1/10/30 | GBP | 5,000 | 6,228 | |
Metropolitan Life Global Funding I | 3.394% | 4/9/30 | CAD | 2,128 | 1,458 | |
Metropolitan Life Global Funding I | 3.750% | 12/5/30 | EUR | 6,700 | 7,307 | |
Microsoft Corp. | 3.125% | 12/6/28 | EUR | 11,236 | 12,545 | |
Microsoft Corp. | 2.625% | 5/2/33 | EUR | 2,094 | 2,236 | |
Mohawk Capital Finance SA | 1.750% | 6/12/27 | EUR | 1,400 | 1,423 | |
Molson Coors Beverage Co. | 1.250% | 7/15/24 | EUR | 4,429 | 4,720 | |
Molson Coors International LP | 3.440% | 7/15/26 | CAD | 1,853 | 1,311 | |
3 | Mondelez International Holdings Netherlands BV | 0.000% | 9/22/26 | EUR | 4,812 | 4,703 |
3 | Mondelez International Holdings Netherlands BV | 0.250% | 9/9/29 | EUR | 3,563 | 3,186 |
3 | Mondelez International Holdings Netherlands BV | 1.250% | 9/9/41 | EUR | 1,590 | 1,133 |
Mondelez International Inc. | 3.250% | 3/7/25 | CAD | 2,240 | 1,608 | |
Mondelez International Inc. | 1.625% | 3/8/27 | EUR | 6,011 | 6,127 | |
Mondelez International Inc. | 0.250% | 3/17/28 | EUR | 10,430 | 9,804 | |
Mondelez International Inc. | 2.375% | 3/6/35 | EUR | 2,137 | 2,004 | |
Moody's Corp. | 0.950% | 2/25/30 | EUR | 4,892 | 4,537 | |
Morgan Stanley | 2.103% | 5/8/26 | EUR | 3,500 | 3,704 | |
Morgan Stanley | 1.342% | 10/23/26 | EUR | 6,908 | 7,122 | |
Morgan Stanley | 1.375% | 10/27/26 | EUR | 3,700 | 3,771 | |
Morgan Stanley | 2.625% | 3/9/27 | GBP | 4,495 | 5,147 | |
Morgan Stanley | 1.779% | 8/4/27 | CAD | 3,309 | 2,219 | |
Morgan Stanley | 0.406% | 10/29/27 | EUR | 7,430 | 7,167 | |
Morgan Stanley | 0.495% | 10/26/29 | EUR | 17,019 | 15,330 | |
Morgan Stanley | 0.497% | 2/7/31 | EUR | 16,470 | 14,156 | |
Morgan Stanley | 1.102% | 4/29/33 | EUR | 1,429 | 1,190 | |
Morgan Stanley | 5.789% | 11/18/33 | GBP | 8,800 | 11,231 | |
Morgan Stanley | 5.148% | 1/25/34 | EUR | 13,000 | 15,002 | |
Mylan Inc. | 2.125% | 5/23/25 | EUR | 5,600 | 5,940 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Nasdaq Inc. | 1.750% | 3/28/29 | EUR | 4,812 | 4,716 | |
Nasdaq Inc. | 0.875% | 2/13/30 | EUR | 8,864 | 8,010 | |
National Grid North America Inc | 1.054% | 1/20/31 | EUR | 7,500 | 6,622 | |
National Grid North America Inc. | 1.000% | 7/12/24 | EUR | 300 | 320 | |
Nestle Finance International Ltd. | 0.000% | 11/12/24 | EUR | 7,515 | 7,906 | |
Nestle Finance International Ltd. | 1.250% | 11/2/29 | EUR | 5,536 | 5,475 | |
Nestle Finance International Ltd. | 1.500% | 4/1/30 | EUR | 5,124 | 5,091 | |
Nestle Finance International Ltd. | 0.375% | 5/12/32 | EUR | 4,000 | 3,460 | |
Nestle Finance International Ltd. | 0.000% | 3/3/33 | EUR | 4,455 | 3,607 | |
Nestle Finance International Ltd. | 1.500% | 3/29/35 | EUR | 3,500 | 3,196 | |
Nestle Finance International Ltd. | 1.750% | 11/2/37 | EUR | 4,125 | 3,770 | |
Nestle Finance International Ltd. | 0.375% | 12/3/40 | EUR | 3,587 | 2,410 | |
Nestle Finance International Ltd. | 0.875% | 6/14/41 | EUR | 9,260 | 6,803 | |
Nestle Holdings Inc. | 2.125% | 4/4/27 | GBP | 1,250 | 1,433 | |
Nestle Holdings Inc. | 2.192% | 1/26/29 | CAD | 7,380 | 4,913 | |
Nestle Holdings Inc. | 1.375% | 6/23/33 | GBP | 3,000 | 2,798 | |
Nestle SA | 2.500% | 7/14/34 | CHF | 4,900 | 5,664 | |
Netflix Inc. | 3.625% | 6/15/30 | EUR | 5,500 | 5,813 | |
New York Life Global Funding | 1.250% | 12/17/26 | GBP | 3,724 | 4,095 | |
New York Life Global Funding | 0.250% | 1/23/27 | EUR | 9,787 | 9,514 | |
New York Life Global Funding | 2.000% | 4/17/28 | CAD | 2,993 | 1,990 | |
NextEra Energy Capital Holdings Inc. | 2.200% | 12/2/26 | AUD | 2,290 | 1,400 | |
Omnicom Capital Holdings plc | 2.250% | 11/22/33 | GBP | 2,429 | 2,308 | |
Omnicom Finance Holdings plc | 0.800% | 7/8/27 | EUR | 7,904 | 7,792 | |
Omnicom Finance Holdings plc | 1.400% | 7/8/31 | EUR | 2,269 | 2,090 | |
Oracle Corp. | 3.125% | 7/10/25 | EUR | 448 | 490 | |
Parker-Hannifin Corp. | 1.125% | 3/1/25 | EUR | 7,955 | 8,326 | |
PepsiCo Inc. | 0.250% | 5/6/24 | EUR | 3,156 | 3,373 | |
PepsiCo Inc. | 2.150% | 5/6/24 | CAD | 1,624 | 1,169 | |
PepsiCo Inc. | 0.750% | 3/18/27 | EUR | 996 | 1,001 | |
PepsiCo Inc. | 0.500% | 5/6/28 | EUR | 5,974 | 5,775 | |
PepsiCo Inc. | 0.875% | 7/18/28 | EUR | 1,875 | 1,833 | |
PepsiCo Inc. | 1.125% | 3/18/31 | EUR | 943 | 887 | |
PepsiCo Inc. | 0.400% | 10/9/32 | EUR | 6,028 | 5,096 | |
PepsiCo Inc. | 0.750% | 10/14/33 | EUR | 3,343 | 2,841 | |
PepsiCo Inc. | 0.875% | 10/16/39 | EUR | 5,032 | 3,743 | |
PepsiCo Inc. | 1.050% | 10/9/50 | EUR | 1,107 | 749 | |
PerkinElmer Inc. | 1.875% | 7/19/26 | EUR | 2,323 | 2,397 | |
Pfizer Inc. | 1.000% | 3/6/27 | EUR | 1,765 | 1,793 | |
Pfizer Inc. | 2.735% | 6/15/43 | GBP | 4,634 | 4,227 | |
Philip Morris International Inc. | 0.625% | 11/8/24 | EUR | 667 | 702 | |
Philip Morris International Inc. | 2.750% | 3/19/25 | EUR | 1,000 | 1,086 | |
Philip Morris International Inc. | 2.875% | 5/14/29 | EUR | 1,272 | 1,336 | |
Philip Morris International Inc. | 0.800% | 8/1/31 | EUR | 4,539 | 3,778 | |
Philip Morris International Inc. | 3.125% | 6/3/33 | EUR | 548 | 539 | |
Philip Morris International Inc. | 2.000% | 5/9/36 | EUR | 2,090 | 1,629 | |
Philip Morris International Inc. | 1.875% | 11/6/37 | EUR | 1,463 | 1,074 | |
Philip Morris International Inc. | 1.450% | 8/1/39 | EUR | 7,902 | 5,066 | |
PPG Industries Inc. | 1.875% | 6/1/25 | EUR | 2,296 | 2,444 | |
PPG Industries Inc. | 0.875% | 11/3/25 | EUR | 1,326 | 1,374 | |
PPG Industries Inc. | 1.400% | 3/13/27 | EUR | 200 | 203 | |
PPG Industries Inc. | 2.750% | 6/1/29 | EUR | 2,906 | 3,031 | |
Praxair Inc. | 1.625% | 12/1/25 | EUR | 10,476 | 11,101 | |
Procter & Gamble Co. | 0.500% | 10/25/24 | EUR | 1,545 | 1,634 | |
Procter & Gamble Co. | 0.625% | 10/30/24 | EUR | 13,161 | 13,944 | |
Procter & Gamble Co. | 1.375% | 5/3/25 | GBP | 4,977 | 5,887 | |
Procter & Gamble Co. | 3.250% | 8/2/26 | EUR | 6,625 | 7,329 | |
Procter & Gamble Co. | 1.200% | 10/30/28 | EUR | 2,379 | 2,372 | |
Procter & Gamble Co. | 1.800% | 5/3/29 | GBP | 6,427 | 7,008 | |
Procter & Gamble Co. | 1.250% | 10/25/29 | EUR | 3,541 | 3,482 | |
Procter & Gamble Co. | 0.350% | 5/5/30 | EUR | 8,000 | 7,306 | |
Procter & Gamble Co. | 3.250% | 8/2/31 | EUR | 3,000 | 3,318 | |
Procter & Gamble Co. | 1.875% | 10/30/38 | EUR | 1,216 | 1,108 | |
Prologis Euro Finance LLC | 0.250% | 9/10/27 | EUR | 5,728 | 5,416 | |
Prologis Euro Finance LLC | 0.375% | 2/6/28 | EUR | 1,729 | 1,621 | |
Prologis Euro Finance LLC | 1.875% | 1/5/29 | EUR | 5,481 | 5,393 | |
Prologis Euro Finance LLC | 1.000% | 2/8/29 | EUR | 3,300 | 3,032 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Prologis Euro Finance LLC | 0.625% | 9/10/31 | EUR | 3,019 | 2,500 | |
Prologis Euro Finance LLC | 0.500% | 2/16/32 | EUR | 4,197 | 3,389 | |
Prologis Euro Finance LLC | 1.500% | 2/8/34 | EUR | 1,300 | 1,079 | |
Prologis Euro Finance LLC | 1.000% | 2/6/35 | EUR | 1,710 | 1,297 | |
Prologis Euro Finance LLC | 1.000% | 2/16/41 | EUR | 2,130 | 1,343 | |
Prologis Euro Finance LLC | 4.250% | 1/31/43 | EUR | 2,000 | 2,007 | |
Prologis Euro Finance LLC | 1.500% | 9/10/49 | EUR | 1,619 | 985 | |
Prologis LP | 3.000% | 6/2/26 | EUR | 778 | 840 | |
Prologis LP | 2.250% | 6/30/29 | GBP | 4,469 | 4,758 | |
Prologis LP | 5.250% | 1/15/31 | CAD | 4,000 | 3,046 | |
Public Storage | 0.500% | 9/9/30 | EUR | 3,241 | 2,728 | |
Public Storage | 0.875% | 1/24/32 | EUR | 3,376 | 2,777 | |
Raytheon Technologies Corp. | 2.150% | 5/18/30 | EUR | 6,316 | 6,174 | |
Realty Income Corp. | 1.875% | 1/14/27 | GBP | 624 | 690 | |
Realty Income Corp. | 1.125% | 7/13/27 | GBP | 5,938 | 6,211 | |
Realty Income Corp. | 1.750% | 7/13/33 | GBP | 2,043 | 1,808 | |
Realty Income Corp. | 2.500% | 1/14/42 | GBP | 946 | 757 | |
Roche Finance Europe BV | 0.875% | 2/25/25 | EUR | 484 | 515 | |
Sanofi | 1.000% | 4/1/25 | EUR | 7,600 | 8,029 | |
Sanofi | 1.750% | 9/10/26 | EUR | 3,400 | 3,587 | |
Sanofi | 0.500% | 1/13/27 | EUR | 400 | 403 | |
Sanofi | 1.125% | 4/5/28 | EUR | 5,200 | 5,238 | |
Sanofi | 0.875% | 3/21/29 | EUR | 5,000 | 4,871 | |
Sanofi | 1.500% | 4/1/30 | EUR | 7,600 | 7,565 | |
Sanofi | 1.875% | 3/21/38 | EUR | 3,500 | 3,234 | |
Schlumberger Finance BV | 0.250% | 10/15/27 | EUR | 5,087 | 4,890 | |
Schlumberger Finance BV | 0.500% | 10/15/31 | EUR | 5,087 | 4,385 | |
Schlumberger Finance BV | 2.000% | 5/6/32 | EUR | 3,019 | 2,918 | |
Schlumberger Finance France SAS | 1.000% | 2/18/26 | EUR | 1,765 | 1,819 | |
Schneider Electric SE | 0.250% | 9/9/24 | EUR | 6,500 | 6,891 | |
Schneider Electric SE | 0.875% | 3/11/25 | EUR | 1,500 | 1,587 | |
Schneider Electric SE | 1.375% | 6/21/27 | EUR | 2,200 | 2,255 | |
Schneider Electric SE | 1.500% | 1/15/28 | EUR | 5,600 | 5,744 | |
Schneider Electric SE | 0.250% | 3/11/29 | EUR | 12,600 | 11,786 | |
Schneider Electric SE | 3.375% | 4/13/34 | EUR | 5,000 | 5,459 | |
Signify NV | 2.375% | 5/11/27 | EUR | 3,450 | 3,595 | |
Simon International Finance SCA | 1.125% | 3/19/33 | EUR | 5,321 | 4,029 | |
Southern Co. | 1.875% | 9/15/81 | EUR | 4,624 | 4,036 | |
Southern Power Co. | 1.850% | 6/20/26 | EUR | 5,471 | 5,686 | |
Stellantis NV | 2.000% | 3/20/25 | EUR | 1,900 | 2,034 | |
Stellantis NV | 3.875% | 1/5/26 | EUR | 8,728 | 9,667 | |
Stellantis NV | 2.750% | 5/15/26 | EUR | 4,600 | 4,965 | |
Stellantis NV | 4.500% | 7/7/28 | EUR | 15,577 | 17,704 | |
Stellantis NV | 2.750% | 4/1/32 | EUR | 3,500 | 3,418 | |
Stellantis NV | 1.250% | 6/20/33 | EUR | 7,448 | 6,127 | |
Stryker Corp. | 0.250% | 12/3/24 | EUR | 1,985 | 2,079 | |
Stryker Corp. | 2.125% | 11/30/27 | EUR | 943 | 980 | |
Stryker Corp. | 0.750% | 3/1/29 | EUR | 1,600 | 1,500 | |
Stryker Corp. | 2.625% | 11/30/30 | EUR | 1,052 | 1,083 | |
Stryker Corp. | 1.000% | 12/3/31 | EUR | 5,635 | 4,969 | |
Swiss Re Finance UK plc | 2.714% | 6/4/52 | EUR | 2,300 | 2,003 | |
Sysco Canada Inc. | 3.650% | 4/25/25 | CAD | 1,804 | 1,303 | |
Thermo Fisher Scientific Finance I BV | 0.000% | 11/18/25 | EUR | 8,714 | 8,813 | |
Thermo Fisher Scientific Finance I BV | 0.800% | 10/18/30 | EUR | 11,872 | 10,796 | |
Thermo Fisher Scientific Finance I BV | 1.125% | 10/18/33 | EUR | 1,693 | 1,459 | |
Thermo Fisher Scientific Finance I BV | 1.625% | 10/18/41 | EUR | 4,753 | 3,585 | |
Thermo Fisher Scientific Finance I BV | 2.000% | 10/18/51 | EUR | 5,000 | 3,489 | |
Thermo Fisher Scientific Inc. | 0.750% | 9/12/24 | EUR | 2,367 | 2,511 | |
Thermo Fisher Scientific Inc. | 0.125% | 3/1/25 | EUR | 3,212 | 3,331 | |
Thermo Fisher Scientific Inc. | 2.000% | 4/15/25 | EUR | 3,092 | 3,308 | |
Thermo Fisher Scientific Inc. | 3.200% | 1/21/26 | EUR | 3,700 | 4,054 | |
Thermo Fisher Scientific Inc. | 1.400% | 1/23/26 | EUR | 8,927 | 9,331 | |
Thermo Fisher Scientific Inc. | 1.450% | 3/16/27 | EUR | 1,500 | 1,540 | |
Thermo Fisher Scientific Inc. | 1.750% | 4/15/27 | EUR | 1,545 | 1,600 | |
Thermo Fisher Scientific Inc. | 0.500% | 3/1/28 | EUR | 6,201 | 5,993 | |
Thermo Fisher Scientific Inc. | 1.375% | 9/12/28 | EUR | 448 | 448 | |
Thermo Fisher Scientific Inc. | 0.875% | 10/1/31 | EUR | 5,000 | 4,440 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Thermo Fisher Scientific Inc. | 3.650% | 11/21/34 | EUR | 2,800 | 3,049 | |
Thermo Fisher Scientific Inc. | 2.875% | 7/24/37 | EUR | 3,333 | 3,241 | |
Thermo Fisher Scientific Inc. | 1.500% | 10/1/39 | EUR | 2,094 | 1,624 | |
Thermo Fisher Scientific Inc. | 1.875% | 10/1/49 | EUR | 4,581 | 3,158 | |
Time Warner Cable LLC | 5.250% | 7/15/42 | GBP | 3,037 | 3,149 | |
Toyota Motor Credit Corp. | 0.625% | 11/21/24 | EUR | 100 | 106 | |
Toyota Motor Credit Corp. | 0.750% | 11/19/26 | GBP | 3,724 | 4,057 | |
Toyota Motor Credit Corp. | 0.125% | 11/5/27 | EUR | 7,448 | 7,077 | |
Trillium Windpower LP | 5.803% | 2/15/33 | CAD | 721 | 542 | |
TWDC Enterprises 18 Corp. | 2.758% | 10/7/24 | CAD | 5,240 | 3,756 | |
Tyco Electronics Group SA | 0.000% | 2/14/25 | EUR | 3,156 | 3,267 | |
Tyco Electronics Group SA | 0.000% | 2/16/29 | EUR | 4,644 | 4,163 | |
United Parcel Service Inc. | 0.375% | 11/15/23 | EUR | 3,761 | 4,082 | |
United Parcel Service Inc. | 2.125% | 5/21/24 | CAD | 3,552 | 2,550 | |
United Parcel Service Inc. | 1.625% | 11/15/25 | EUR | 6,030 | 6,366 | |
United Parcel Service Inc. | 1.500% | 11/15/32 | EUR | 1,710 | 1,570 | |
United Parcel Service Inc. | 5.125% | 2/12/50 | GBP | 850 | 1,121 | |
Upjohn Finance BV | 1.362% | 6/23/27 | EUR | 4,090 | 3,985 | |
Upjohn Finance BV | 1.908% | 6/23/32 | EUR | 4,590 | 3,876 | |
US Bancorp | 0.850% | 6/7/24 | EUR | 7,544 | 7,928 | |
Utah Acquisition Sub Inc. | 3.125% | 11/22/28 | EUR | 3,147 | 3,207 | |
Ventas Canada Finance Ltd. | 4.125% | 9/30/24 | CAD | 333 | 242 | |
Ventas Canada Finance Ltd. | 2.450% | 1/4/27 | CAD | 1,200 | 805 | |
Ventas Canada Finance Ltd. | 3.300% | 12/1/31 | CAD | 1,272 | 806 | |
Verizon Communications Inc. | 4.073% | 6/18/24 | GBP | 1,545 | 1,921 | |
Verizon Communications Inc. | 4.050% | 2/17/25 | AUD | 780 | 514 | |
Verizon Communications Inc. | 0.875% | 4/2/25 | EUR | 2,488 | 2,611 | |
Verizon Communications Inc. | 3.250% | 2/17/26 | EUR | 1,326 | 1,457 | |
Verizon Communications Inc. | 1.375% | 10/27/26 | EUR | 8,541 | 8,772 | |
Verizon Communications Inc. | 0.875% | 4/8/27 | EUR | 12,799 | 12,765 | |
Verizon Communications Inc. | 4.500% | 8/17/27 | AUD | 6,420 | 4,247 | |
Verizon Communications Inc. | 2.375% | 3/22/28 | CAD | 3,693 | 2,491 | |
Verizon Communications Inc. | 2.350% | 3/23/28 | AUD | 2,800 | 1,655 | |
Verizon Communications Inc. | 1.375% | 11/2/28 | EUR | 4,977 | 4,888 | |
Verizon Communications Inc. | 1.125% | 11/3/28 | GBP | 4,685 | 4,800 | |
Verizon Communications Inc. | 0.375% | 3/22/29 | EUR | 7,917 | 7,208 | |
Verizon Communications Inc. | 1.875% | 10/26/29 | EUR | 1,718 | 1,690 | |
Verizon Communications Inc. | 1.250% | 4/8/30 | EUR | 5,787 | 5,420 | |
Verizon Communications Inc. | 2.500% | 5/16/30 | CAD | 3,541 | 2,301 | |
Verizon Communications Inc. | 1.875% | 9/19/30 | GBP | 778 | 788 | |
Verizon Communications Inc. | 2.500% | 4/8/31 | GBP | 1,345 | 1,405 | |
Verizon Communications Inc. | 2.625% | 12/1/31 | EUR | 3,509 | 3,545 | |
Verizon Communications Inc. | 0.875% | 3/19/32 | EUR | 3,724 | 3,185 | |
Verizon Communications Inc. | 0.750% | 3/22/32 | EUR | 3,902 | 3,288 | |
Verizon Communications Inc. | 1.300% | 5/18/33 | EUR | 1,796 | 1,541 | |
Verizon Communications Inc. | 4.750% | 10/31/34 | EUR | 12,167 | 14,243 | |
Verizon Communications Inc. | 1.125% | 9/19/35 | EUR | 3,404 | 2,689 | |
Verizon Communications Inc. | 3.125% | 11/2/35 | GBP | 2,671 | 2,700 | |
Verizon Communications Inc. | 3.375% | 10/27/36 | GBP | 6,524 | 6,687 | |
Verizon Communications Inc. | 2.875% | 1/15/38 | EUR | 5,515 | 5,194 | |
Verizon Communications Inc. | 1.875% | 11/3/38 | GBP | 3,194 | 2,550 | |
Verizon Communications Inc. | 1.500% | 9/19/39 | EUR | 1,155 | 863 | |
Verizon Communications Inc. | 3.500% | 11/4/39 | AUD | 600 | 280 | |
Verizon Communications Inc. | 1.850% | 5/18/40 | EUR | 704 | 551 | |
Verizon Communications Inc. | 3.625% | 5/16/50 | CAD | �� 2,300 | 1,329 | |
Verizon Communications Inc. | 4.050% | 3/22/51 | CAD | 791 | 492 | |
VF Corp. | 4.125% | 3/7/26 | EUR | 1,600 | 1,771 | |
VF Corp. | 0.250% | 2/25/28 | EUR | 723 | 666 | |
VF Corp. | 4.250% | 3/7/29 | EUR | 2,900 | 3,199 | |
Visa Inc. | 1.500% | 6/15/26 | EUR | 9,300 | 9,693 | |
Visa Inc. | 2.000% | 6/15/29 | EUR | 7,700 | 7,938 | |
Visa Inc. | 2.375% | 6/15/34 | EUR | 2,500 | 2,517 | |
Wabtec Transportation Netherlands BV | 1.250% | 12/3/27 | EUR | 2,093 | 1,997 | |
Walgreens Boots Alliance Inc. | 3.600% | 11/20/25 | GBP | 626 | 750 | |
Walmart Inc. | 2.550% | 4/8/26 | EUR | 943 | 1,030 | |
Walmart Inc. | 4.875% | 9/21/29 | EUR | 5,498 | 6,666 | |
Walmart Inc. | 5.625% | 3/27/34 | GBP | 7,590 | 10,362 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Walmart Inc. | 5.250% | 9/28/35 | GBP | 512 | 678 | |
Walt Disney Co. | 3.057% | 3/30/27 | CAD | 7,225 | 5,060 | |
Waste Management of Canada Corp. | 2.600% | 9/23/26 | CAD | 1,903 | 1,317 | |
Wells Fargo & Co. | 2.125% | 6/4/24 | EUR | 9,300 | 10,057 | |
Wells Fargo & Co. | 3.874% | 5/21/25 | CAD | 1,756 | 1,262 | |
Wells Fargo & Co. | 2.000% | 7/28/25 | GBP | 14,035 | 16,412 | |
Wells Fargo & Co. | 2.000% | 4/27/26 | EUR | 12,305 | 12,830 | |
Wells Fargo & Co. | 4.168% | 4/28/26 | CAD | 1,500 | 1,087 | |
Wells Fargo & Co. | 2.568% | 5/1/26 | CAD | 4,370 | 3,070 | |
Wells Fargo & Co. | 2.975% | 5/19/26 | CAD | 5,152 | 3,601 | |
Wells Fargo & Co. | 1.375% | 10/26/26 | EUR | 6,798 | 6,862 | |
Wells Fargo & Co. | 1.000% | 2/2/27 | EUR | 12,065 | 11,876 | |
Wells Fargo & Co. | 2.493% | 2/18/27 | CAD | 4,099 | 2,787 | |
Wells Fargo & Co. | 1.500% | 5/24/27 | EUR | 10,275 | 10,243 | |
Wells Fargo & Co. | 3.473% | 4/26/28 | GBP | 3,700 | 4,275 | |
Wells Fargo & Co. | 3.500% | 9/12/29 | GBP | 2,175 | 2,440 | |
Wells Fargo & Co. | 1.741% | 5/4/30 | EUR | 5,087 | 4,811 | |
Wells Fargo & Co. | 4.625% | 11/2/35 | GBP | 1,263 | 1,498 | |
Welltower Inc. | 4.800% | 11/20/28 | GBP | 3,705 | 4,391 | |
Welltower Inc. | 4.500% | 12/1/34 | GBP | 2,434 | 2,629 | |
Westlake Chemical Corp. | 1.625% | 7/17/29 | EUR | 1,900 | 1,730 | |
Whirlpool Finance Luxembourg Sarl | 1.250% | 11/2/26 | EUR | 5,471 | 5,564 | |
Whirlpool Finance Luxembourg Sarl | 1.100% | 11/9/27 | EUR | 1,875 | 1,845 | |
WPC Eurobond BV | 2.250% | 7/19/24 | EUR | 3,156 | 3,364 | |
WPC Eurobond BV | 2.250% | 4/9/26 | EUR | 2,050 | 2,106 | |
WPC Eurobond BV | 2.125% | 4/15/27 | EUR | 4,195 | 4,217 | |
WPC Eurobond BV | 1.350% | 4/15/28 | EUR | 4,539 | 4,184 | |
WPC Eurobond BV | 0.950% | 6/1/30 | EUR | 1,876 | 1,557 | |
2,636,385 | ||||||
Total Corporate Bonds (Cost $19,923,958) | 17,640,088 | |||||
Sovereign Bonds (77.8%) | ||||||
Australia (3.1%) | ||||||
Australian Capital Territory | 4.000% | 5/22/24 | AUD | 2,530 | 1,683 | |
Australian Capital Territory | 1.250% | 5/22/25 | AUD | 630 | 399 | |
Australian Capital Territory | 2.500% | 5/21/26 | AUD | 1,010 | 651 | |
Australian Capital Territory | 3.000% | 4/18/28 | AUD | 290 | 188 | |
Australian Capital Territory | 2.250% | 5/22/29 | AUD | 5,100 | 3,128 | |
Australian Capital Territory | 1.750% | 5/17/30 | AUD | 1,110 | 644 | |
Australian Capital Territory | 1.750% | 10/23/31 | AUD | 440 | 246 | |
Australian Capital Territory | 4.500% | 10/23/34 | AUD | 10,000 | 6,869 | |
Commonwealth of Australia | 2.750% | 4/21/24 | AUD | 20,413 | 13,432 | |
Commonwealth of Australia | 0.250% | 11/21/24 | AUD | 170,429 | 107,852 | |
Commonwealth of Australia | 3.250% | 4/21/25 | AUD | 181,103 | 120,346 | |
Commonwealth of Australia | 0.250% | 11/21/25 | AUD | 140,185 | 86,649 | |
Commonwealth of Australia | 4.250% | 4/21/26 | AUD | 165,752 | 113,590 | |
Commonwealth of Australia | 0.500% | 9/21/26 | AUD | 161,297 | 98,231 | |
Commonwealth of Australia | 4.750% | 4/21/27 | AUD | 146,892 | 103,476 | |
Commonwealth of Australia | 2.750% | 11/21/27 | AUD | 106,570 | 69,673 | |
Commonwealth of Australia | 2.250% | 5/21/28 | AUD | 117,029 | 74,521 | |
Commonwealth of Australia | 2.750% | 11/21/28 | AUD | 108,083 | 70,303 | |
Commonwealth of Australia | 3.250% | 4/21/29 | AUD | 117,331 | 78,214 | |
Commonwealth of Australia | 2.750% | 11/21/29 | AUD | 113,635 | 73,396 | |
Commonwealth of Australia | 2.500% | 5/21/30 | AUD | 147,075 | 93,077 | |
Commonwealth of Australia | 1.000% | 12/21/30 | AUD | 134,721 | 75,619 | |
Commonwealth of Australia | 1.500% | 6/21/31 | AUD | 137,648 | 79,670 | |
Commonwealth of Australia | 1.000% | 11/21/31 | AUD | 142,115 | 78,075 | |
Commonwealth of Australia | 1.250% | 5/21/32 | AUD | 164,342 | 91,235 | |
Commonwealth of Australia | 1.750% | 11/21/32 | AUD | 100,401 | 57,967 | |
Commonwealth of Australia | 4.500% | 4/21/33 | AUD | 138,270 | 100,596 | |
Commonwealth of Australia | 3.000% | 11/21/33 | AUD | 9,580 | 6,146 | |
Commonwealth of Australia | 3.750% | 5/21/34 | AUD | 40,000 | 27,403 | |
Commonwealth of Australia | 3.500% | 12/21/34 | AUD | 50,000 | 33,304 | |
Commonwealth of Australia | 2.750% | 6/21/35 | AUD | 33,547 | 20,679 | |
Commonwealth of Australia | 3.750% | 4/21/37 | AUD | 43,769 | 29,565 | |
Commonwealth of Australia | 3.250% | 6/21/39 | AUD | 47,313 | 29,663 | |
Commonwealth of Australia | 2.750% | 5/21/41 | AUD | 50,029 | 28,712 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Commonwealth of Australia | 3.000% | 3/21/47 | AUD | 20,184 | 11,614 | |
Commonwealth of Australia | 1.750% | 6/21/51 | AUD | 94,849 | 40,378 | |
National Housing Finance and Investment Corp. | 2.380% | 3/28/29 | AUD | 1,485 | 921 | |
National Housing Finance and Investment Corp. | 2.335% | 6/30/36 | AUD | 3,735 | 2,030 | |
New South Wales Treasury Corp. | 5.000% | 8/20/24 | AUD | 16,943 | 11,424 | |
New South Wales Treasury Corp. | 1.250% | 3/20/25 | AUD | 20,413 | 12,980 | |
New South Wales Treasury Corp. | 4.000% | 5/20/26 | AUD | 4,899 | 3,299 | |
New South Wales Treasury Corp. | 3.000% | 5/20/27 | AUD | 66,841 | 43,577 | |
New South Wales Treasury Corp. | 3.000% | 3/20/28 | AUD | 64,075 | 41,546 | |
New South Wales Treasury Corp. | 3.000% | 11/15/28 | AUD | 10,206 | 6,581 | |
New South Wales Treasury Corp. | 3.000% | 4/20/29 | AUD | 11,737 | 7,539 | |
New South Wales Treasury Corp. | 3.000% | 2/20/30 | AUD | 28,558 | 18,135 | |
New South Wales Treasury Corp. | 1.250% | 11/20/30 | AUD | 7,484 | 4,132 | |
New South Wales Treasury Corp. | 2.000% | 3/20/31 | AUD | 21,309 | 12,375 | |
New South Wales Treasury Corp. | 1.500% | 2/20/32 | AUD | 86,169 | 46,745 | |
New South Wales Treasury Corp. | 2.000% | 3/8/33 | AUD | 20,288 | 11,172 | |
New South Wales Treasury Corp. | 1.750% | 3/20/34 | AUD | 10,000 | 5,211 | |
New South Wales Treasury Corp. | 3.500% | 3/20/34 | AUD | 422 | 263 | |
New South Wales Treasury Corp. | 4.750% | 2/20/35 | AUD | 22,000 | 15,201 | |
New South Wales Treasury Corp. | 3.500% | 11/20/37 | AUD | 13,742 | 8,130 | |
New South Wales Treasury Corp. | 2.250% | 11/20/40 | AUD | 11,397 | 5,323 | |
New South Wales Treasury Corp. | 2.450% | 8/24/50 | AUD | 261 | 112 | |
Northern Territory Treasury Corp. | 2.750% | 10/21/24 | AUD | 2,600 | 1,699 | |
Northern Territory Treasury Corp. | 2.750% | 4/21/27 | AUD | 5,200 | 3,349 | |
Northern Territory Treasury Corp. | 3.500% | 4/21/28 | AUD | 800 | 529 | |
Northern Territory Treasury Corp. | 3.500% | 5/21/30 | AUD | 2,300 | 1,491 | |
Northern Territory Treasury Corp. | 2.000% | 4/21/31 | AUD | 500 | 286 | |
Northern Territory Treasury Corp. | 3.750% | 4/21/33 | AUD | 10,600 | 6,752 | |
Queensland Treasury Corp. | 5.750% | 7/22/24 | AUD | 23,577 | 16,019 | |
3 | Queensland Treasury Corp. | 4.750% | 7/21/25 | AUD | 25,257 | 17,191 |
3 | Queensland Treasury Corp. | 3.250% | 7/21/26 | AUD | 31,895 | 21,025 |
3 | Queensland Treasury Corp. | 2.750% | 8/20/27 | AUD | 40,997 | 26,439 |
3 | Queensland Treasury Corp. | 3.250% | 7/21/28 | AUD | 41,599 | 27,271 |
3 | Queensland Treasury Corp. | 3.250% | 8/21/29 | AUD | 23,651 | 15,388 |
3 | Queensland Treasury Corp. | 3.500% | 8/21/30 | AUD | 40,817 | 26,705 |
3 | Queensland Treasury Corp. | 1.750% | 8/21/31 | AUD | 17,822 | 10,071 |
3 | Queensland Treasury Corp. | 1.500% | 3/2/32 | AUD | 9,300 | 5,065 |
3 | Queensland Treasury Corp. | 1.500% | 8/20/32 | AUD | 40,669 | 21,922 |
3 | Queensland Treasury Corp. | ���4.500% | 3/9/33 | AUD | 5,500 | 3,812 |
Queensland Treasury Corp. | 6.500% | 3/14/33 | AUD | 4,235 | 3,386 | |
3 | Queensland Treasury Corp. | 1.750% | 7/20/34 | AUD | 15,225 | 7,911 |
3 | Queensland Treasury Corp. | 2.250% | 4/16/40 | AUD | 7,654 | 3,623 |
3 | Queensland Treasury Corp. | 2.250% | 11/20/41 | AUD | 7,552 | 3,463 |
3 | Queensland Treasury Corp. | 4.200% | 2/20/47 | AUD | 4,011 | 2,461 |
South Australian Government Financing Authority | 2.250% | 8/15/24 | AUD | 8,929 | 5,819 | |
South Australian Government Financing Authority | 2.750% | 4/16/25 | AUD | 5,612 | 3,668 | |
South Australian Government Financing Authority | 3.000% | 7/20/26 | AUD | 4,210 | 2,753 | |
South Australian Government Financing Authority | 3.000% | 9/20/27 | AUD | 637 | 414 | |
South Australian Government Financing Authority | 3.000% | 5/24/28 | AUD | 9,345 | 6,038 | |
South Australian Government Financing Authority | 2.750% | 5/24/30 | AUD | 15,411 | 9,608 | |
South Australian Government Financing Authority | 1.750% | 5/24/32 | AUD | 14,335 | 7,895 | |
South Australian Government Financing Authority | 1.750% | 5/24/34 | AUD | 15,000 | 7,786 | |
South Australian Government Financing Authority | 2.000% | 5/23/36 | AUD | 20,238 | 10,208 | |
Tasmanian Public Finance Corp. | 3.250% | 2/19/26 | AUD | 4,900 | 3,232 | |
Tasmanian Public Finance Corp. | 3.250% | 1/24/28 | AUD | 765 | 502 | |
Tasmanian Public Finance Corp. | 2.000% | 1/24/30 | AUD | 785 | 467 | |
Tasmanian Public Finance Corp. | 2.250% | 1/22/32 | AUD | 3,742 | 2,176 | |
Treasury Corp. of Victoria | 5.500% | 12/17/24 | AUD | 7,144 | 4,880 | |
Treasury Corp. of Victoria | 0.500% | 11/20/25 | AUD | 11,226 | 6,907 | |
Treasury Corp. of Victoria | 5.500% | 11/17/26 | AUD | 26,537 | 18,773 | |
Treasury Corp. of Victoria | 1.250% | 11/19/27 | AUD | 37,679 | 22,626 | |
Treasury Corp. of Victoria | 3.000% | 10/20/28 | AUD | 34,456 | 22,200 | |
Treasury Corp. of Victoria | 2.500% | 10/22/29 | AUD | 36,511 | 22,609 | |
Treasury Corp. of Victoria | 1.500% | 11/20/30 | AUD | 33,760 | 19,023 | |
Treasury Corp. of Victoria | 1.500% | 9/10/31 | AUD | 63,101 | 34,700 | |
Treasury Corp. of Victoria | 4.250% | 12/20/32 | AUD | 21,518 | 14,558 | |
Treasury Corp. of Victoria | 2.250% | 9/15/33 | AUD | 23,784 | 13,270 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Treasury Corp. of Victoria | 2.250% | 11/20/34 | AUD | 27,218 | 14,709 | |
Treasury Corp. of Victoria | 2.000% | 9/17/35 | AUD | 17,484 | 8,971 | |
Treasury Corp. of Victoria | 2.000% | 11/20/37 | AUD | 17,484 | 8,469 | |
Treasury Corp. of Victoria | 2.250% | 11/20/41 | AUD | 15,283 | 6,927 | |
Treasury Corp. of Victoria | 2.250% | 11/20/42 | AUD | 5,000 | 2,233 | |
Western Australian Treasury Corp. | 2.500% | 7/23/24 | AUD | 24,493 | 16,018 | |
Western Australian Treasury Corp. | 5.000% | 7/23/25 | AUD | 7,910 | 5,412 | |
Western Australian Treasury Corp. | 3.000% | 10/21/26 | AUD | 12,674 | 8,291 | |
Western Australian Treasury Corp. | 3.000% | 10/21/27 | AUD | 5,103 | 3,325 | |
Western Australian Treasury Corp. | 3.250% | 7/20/28 | AUD | 16,293 | 10,688 | |
Western Australian Treasury Corp. | 2.750% | 7/24/29 | AUD | 7,409 | 4,690 | |
Western Australian Treasury Corp. | 1.500% | 10/22/30 | AUD | 18,600 | 10,576 | |
Western Australian Treasury Corp. | 1.750% | 10/22/31 | AUD | 15,769 | 8,884 | |
Western Australian Treasury Corp. | 2.000% | 10/24/34 | AUD | 7,821 | 4,186 | |
Western Australian Treasury Corp. | 2.250% | 7/23/41 | AUD | 2,994 | 1,409 | |
2,664,648 | ||||||
Austria (1.1%) | ||||||
Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.250% | 10/18/24 | EUR | 17,456 | 18,363 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 3.375% | 9/22/25 | EUR | 1,046 | 1,155 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | 7/9/29 | EUR | 4,539 | 4,202 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 1.500% | 9/15/30 | EUR | 12,450 | 12,411 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.125% | 6/2/31 | EUR | 5,550 | 4,880 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | 6/11/32 | EUR | 400 | 432 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | 6/20/33 | EUR | 2,308 | 2,481 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | 7/16/35 | EUR | 2,250 | 1,737 | |
2 | Oesterreichische Kontrollbank AG | 2.625% | 11/22/24 | CHF | 15,610 | 17,689 |
2 | Oesterreichische Kontrollbank AG | 3.200% | 8/25/25 | AUD | 765 | 499 |
2 | Oesterreichische Kontrollbank AG | 0.000% | 10/8/26 | EUR | 2,543 | 2,524 |
2 | Oesterreichische Kontrollbank AG | 2.875% | 2/25/30 | CHF | 2,290 | 2,748 |
3 | Republic of Austria | 0.000% | 7/15/24 | EUR | 35,869 | 38,111 |
3 | Republic of Austria | 1.650% | 10/21/24 | EUR | 3,479 | 3,759 |
3 | Republic of Austria | 0.000% | 4/20/25 | EUR | 160,905 | 167,327 |
3 | Republic of Austria | 0.750% | 10/20/26 | EUR | 39,558 | 40,781 |
3 | Republic of Austria | 0.500% | 4/20/27 | EUR | 21,009 | 21,211 |
3 | Republic of Austria | 0.750% | 2/20/28 | EUR | 12,810 | 12,869 |
3 | Republic of Austria | 0.000% | 10/20/28 | EUR | 49,483 | 46,954 |
3 | Republic of Austria | 0.500% | 2/20/29 | EUR | 59,507 | 57,640 |
3 | Republic of Austria | 2.900% | 5/23/29 | EUR | 39,895 | 44,226 |
3 | Republic of Austria | 0.000% | 2/20/30 | EUR | 40,771 | 37,078 |
3 | Republic of Austria | 0.000% | 2/20/31 | EUR | 70,003 | 61,608 |
3 | Republic of Austria | 0.900% | 2/20/32 | EUR | 74,161 | 68,762 |
3 | Republic of Austria | 2.900% | 2/20/33 | EUR | 58,546 | 64,061 |
3 | Republic of Austria | 2.400% | 5/23/34 | EUR | 2,898 | 3,013 |
3 | Republic of Austria | 5.375% | 12/1/34 | CAD | 827 | 690 |
3 | Republic of Austria | 0.250% | 10/20/36 | EUR | 44,718 | 33,987 |
3 | Republic of Austria | 4.150% | 3/15/37 | EUR | 7,782 | 9,543 |
3 | Republic of Austria | 0.000% | 10/20/40 | EUR | 34,412 | 22,066 |
3 | Republic of Austria | 3.150% | 6/20/44 | EUR | 25,743 | 28,569 |
3 | Republic of Austria | 1.500% | 2/20/47 | EUR | 27,629 | 22,381 |
3 | Republic of Austria | 1.850% | 5/23/49 | EUR | 15,348 | 13,175 |
3 | Republic of Austria | 0.750% | 3/20/51 | EUR | 38,058 | 24,041 |
Republic of Austria | 3.150% | 10/20/53 | EUR | 12,000 | 13,245 | |
3 | Republic of Austria | 3.800% | 1/26/62 | EUR | 5,687 | 7,268 |
3 | Republic of Austria | 0.700% | 4/20/71 | EUR | 15,030 | 7,495 |
3 | Republic of Austria | 1.500% | 11/2/86 | EUR | 12,517 | 8,287 |
3 | Republic of Austria | 2.100% | 9/20/17 | EUR | 22,372 | 18,119 |
3 | Republic of Austria | 0.850% | 6/30/20 | EUR | 13,617 | 6,343 |
951,730 | ||||||
Belgium (1.8%) | ||||||
Communaute Francaise de Belgique | 0.625% | 6/11/35 | EUR | 14,000 | 11,005 | |
3 | Kingdom of Belgium | 2.600% | 6/22/24 | EUR | 50,000 | 54,799 |
3 | Kingdom of Belgium | 0.500% | 10/22/24 | EUR | 26,646 | 28,303 |
3 | Kingdom of Belgium | 0.800% | 6/22/25 | EUR | 111,796 | 118,242 |
3 | Kingdom of Belgium | 4.500% | 3/28/26 | EUR | 41,524 | 47,997 |
3 | Kingdom of Belgium | 1.000% | 6/22/26 | EUR | 95,319 | 99,730 |
3 | Kingdom of Belgium | 0.800% | 6/22/27 | EUR | 111,920 | 114,344 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
3 | Kingdom of Belgium | 0.000% | 10/22/27 | EUR | 34,416 | 33,701 |
Kingdom of Belgium | 5.500% | 3/28/28 | EUR | 38,054 | 47,367 | |
3 | Kingdom of Belgium | 0.800% | 6/22/28 | EUR | 54,256 | 54,565 |
3 | Kingdom of Belgium | 0.900% | 6/22/29 | EUR | 73,411 | 72,817 |
3 | Kingdom of Belgium | 0.100% | 6/22/30 | EUR | 39,861 | 36,435 |
3 | Kingdom of Belgium | 1.000% | 6/22/31 | EUR | 24,823 | 23,724 |
3 | Kingdom of Belgium | 0.000% | 10/22/31 | EUR | 51,874 | 44,891 |
Kingdom of Belgium | 4.000% | 3/28/32 | EUR | 32,057 | 38,175 | |
3 | Kingdom of Belgium | 0.350% | 6/22/32 | EUR | 89,693 | 78,522 |
3 | Kingdom of Belgium | 1.250% | 4/22/33 | EUR | 37,266 | 35,157 |
3 | Kingdom of Belgium | 3.000% | 6/22/33 | EUR | 53,901 | 59,330 |
3 | Kingdom of Belgium | 3.000% | 6/22/34 | EUR | 32,576 | 35,492 |
3 | Kingdom of Belgium | 5.000% | 3/28/35 | EUR | 47,269 | 61,527 |
3 | Kingdom of Belgium | 1.450% | 6/22/37 | EUR | 24,435 | 21,550 |
3 | Kingdom of Belgium | 1.900% | 6/22/38 | EUR | 27,063 | 25,013 |
3 | Kingdom of Belgium | 2.750% | 4/22/39 | EUR | 43,586 | 44,771 |
3 | Kingdom of Belgium | 0.400% | 6/22/40 | EUR | 32,773 | 22,394 |
3 | Kingdom of Belgium | 4.250% | 3/28/41 | EUR | 31,716 | 39,043 |
Kingdom of Belgium | 3.750% | 6/22/45 | EUR | 42,923 | 50,037 | |
3 | Kingdom of Belgium | 1.600% | 6/22/47 | EUR | 40,386 | 31,509 |
3,8 | Kingdom of Belgium | 1.700% | 6/22/50 | EUR | 36,354 | 28,211 |
3 | Kingdom of Belgium | 1.400% | 6/22/53 | EUR | 50,629 | 34,964 |
3 | Kingdom of Belgium | 3.300% | 6/22/54 | EUR | 22,285 | 23,762 |
3 | Kingdom of Belgium | 2.250% | 6/22/57 | EUR | 7,993 | 6,776 |
3 | Kingdom of Belgium | 2.150% | 6/22/66 | EUR | 29,276 | 23,744 |
3 | Kingdom of Belgium | 0.650% | 6/22/71 | EUR | 18,467 | 8,384 |
Ministeries Van de Vlaamse Gemeenschap | 0.375% | 10/13/26 | EUR | 2,500 | 2,514 | |
Ministeries Van de Vlaamse Gemeenschap | 0.010% | 6/23/27 | EUR | 4,700 | 4,585 | |
Ministeries Van de Vlaamse Gemeenschap | 0.300% | 10/20/31 | EUR | 13,400 | 11,630 | |
Ministeries Van de Vlaamse Gemeenschap | 1.000% | 10/13/36 | EUR | 5,200 | 4,244 | |
Ministeries Van de Vlaamse Gemeenschap | 1.500% | 7/12/38 | EUR | 1,500 | 1,262 | |
Ministeries Van de Vlaamse Gemeenschap | 1.875% | 6/2/42 | EUR | 1,800 | 1,518 | |
Ministeries Van de Vlaamse Gemeenschap | 3.250% | 1/12/43 | EUR | 12,000 | 12,507 | |
Ministeries Van de Vlaamse Gemeenschap | 1.500% | 4/11/44 | EUR | 1,600 | 1,220 | |
Ministeries Van de Vlaamse Gemeenschap | 1.000% | 1/23/51 | EUR | 8,400 | 5,106 | |
Region Wallonne Belgium | 0.050% | 6/22/25 | EUR | 7,200 | 7,433 | |
Region Wallonne Belgium | 0.250% | 5/3/26 | EUR | 26,200 | 26,529 | |
Region Wallonne Belgium | 0.500% | 4/8/30 | EUR | 6,100 | 5,610 | |
Region Wallonne Belgium | 0.375% | 10/22/31 | EUR | 2,400 | 2,084 | |
Region Wallonne Belgium | 1.375% | 4/6/32 | EUR | 5,000 | 4,683 | |
Region Wallonne Belgium | 1.250% | 5/3/34 | EUR | 12,400 | 10,896 | |
Region Wallonne Belgium | 2.875% | 1/14/38 | EUR | 5,000 | 5,038 | |
Region Wallonne Belgium | 0.650% | 1/16/51 | EUR | 1,900 | 982 | |
Region Wallonne Belgium | 1.250% | 6/22/71 | EUR | 2,200 | 1,206 | |
1,565,328 | ||||||
Bulgaria (0.0%) | ||||||
Republic of Bulgaria | 2.950% | 9/3/24 | EUR | 418 | 456 | |
Republic of Bulgaria | 2.625% | 3/26/27 | EUR | 1,545 | 1,635 | |
Republic of Bulgaria | 3.000% | 3/21/28 | EUR | 12,816 | 13,549 | |
3 | Republic of Bulgaria | 4.500% | 1/27/33 | EUR | 2,835 | 3,066 |
Republic of Bulgaria | 3.125% | 3/26/35 | EUR | 2,543 | 2,410 | |
Republic of Bulgaria | 1.375% | 9/23/50 | EUR | 3,587 | 2,145 | |
Republic of Bulgaria | 4.125% | 9/23/29 | EUR | 3,800 | 4,121 | |
Republic of Bulgaria | 0.375% | 9/23/30 | EUR | 1,500 | 1,247 | |
Republic of Bulgaria | 4.625% | 9/23/34 | EUR | 2,500 | 2,713 | |
31,342 | ||||||
Canada (4.8%) | ||||||
British Columbia Municipal Finance Authority | 2.150% | 6/3/24 | CAD | 2,735 | 1,973 | |
British Columbia Municipal Finance Authority | 2.950% | 10/14/24 | CAD | 3,037 | 2,203 | |
British Columbia Municipal Finance Authority | 1.100% | 6/1/25 | CAD | 3,061 | 2,133 | |
British Columbia Municipal Finance Authority | 2.650% | 10/2/25 | CAD | 7,037 | 5,049 | |
British Columbia Municipal Finance Authority | 2.500% | 4/19/26 | CAD | 195 | 139 | |
British Columbia Municipal Finance Authority | 1.350% | 6/30/26 | CAD | 747 | 512 | |
British Columbia Municipal Finance Authority | 3.050% | 10/23/28 | CAD | 3,888 | 2,820 | |
British Columbia Municipal Finance Authority | 2.550% | 10/9/29 | CAD | 609 | 426 | |
British Columbia Municipal Finance Authority | 2.300% | 4/15/31 | CAD | 1,871 | 1,255 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Canada | 1.500% | 5/1/24 | CAD | 37,725 | 27,109 | |
Canada | 2.500% | 6/1/24 | CAD | 3,046 | 2,211 | |
Canada | 2.750% | 8/1/24 | CAD | 100,073 | 72,695 | |
Canada | 1.500% | 9/1/24 | CAD | 41,070 | 29,347 | |
Canada | 3.000% | 11/1/24 | CAD | 15,000 | 10,927 | |
Canada | 3.750% | 2/1/25 | CAD | 62,940 | 46,446 | |
Canada | 1.500% | 4/1/25 | CAD | 126,728 | 89,771 | |
Canada | 3.750% | 5/1/25 | CAD | 32,560 | 24,075 | |
Canada | 2.250% | 6/1/25 | CAD | 6,900 | 4,959 | |
Canada | 9.000% | 6/1/25 | CAD | 6,123 | 5,006 | |
Canada | 0.500% | 9/1/25 | CAD | 60,415 | 41,563 | |
Canada | 3.000% | 10/1/25 | CAD | 32,000 | 23,336 | |
Canada | 0.250% | 3/1/26 | CAD | 67,227 | 45,469 | |
Canada | 1.500% | 6/1/26 | CAD | 20,200 | 14,166 | |
Canada | 1.000% | 9/1/26 | CAD | 46,701 | 32,103 | |
Canada | 1.250% | 3/1/27 | CAD | 75,580 | 52,054 | |
Canada | 8.000% | 6/1/27 | CAD | 2,603 | 2,289 | |
Canada | 2.750% | 9/1/27 | CAD | 49,105 | 35,808 | |
Canada | 3.500% | 3/1/28 | CAD | 86,800 | 65,558 | |
Canada | 2.000% | 6/1/28 | CAD | 48,299 | 34,220 | |
Canada | 5.750% | 6/1/29 | CAD | 20,608 | 17,675 | |
Canada | 1.250% | 6/1/30 | CAD | 80,320 | 53,392 | |
Canada | 0.500% | 12/1/30 | CAD | 73,861 | 45,940 | |
Canada | 1.500% | 6/1/31 | CAD | 112,430 | 75,083 | |
Canada | 1.500% | 12/1/31 | CAD | 98,737 | 65,556 | |
Canada | 2.000% | 6/1/32 | CAD | 80,506 | 55,472 | |
Canada | 2.500% | 12/1/32 | CAD | 80,600 | 57,787 | |
Canada | 2.750% | 6/1/33 | CAD | 53,100 | 38,846 | |
Canada | 5.750% | 6/1/33 | CAD | 24,063 | 22,225 | |
Canada | 5.000% | 6/1/37 | CAD | 34,430 | 31,304 | |
Canada | 4.000% | 6/1/41 | CAD | 31,029 | 26,037 | |
Canada | 3.500% | 12/1/45 | CAD | 6,700 | 5,348 | |
8 | Canada | 2.000% | 12/1/51 | CAD | 118,785 | 71,582 |
Canada | 1.750% | 12/1/53 | CAD | 100,025 | 56,292 | |
Canada | 2.750% | 12/1/55 | CAD | 6,600 | 4,649 | |
Canada | 2.750% | 12/1/64 | CAD | 33,064 | 23,240 | |
3 | Canada Housing Trust No. 1 | 2.900% | 6/15/24 | CAD | 62,660 | 45,560 |
3 | Canada Housing Trust No. 1 | 1.800% | 12/15/24 | CAD | 39,355 | 27,901 |
3 | Canada Housing Trust No. 1 | 2.550% | 3/15/25 | CAD | 23,625 | 17,305 |
3 | Canada Housing Trust No. 1 | 0.950% | 6/15/25 | CAD | 42,770 | 30,245 |
3 | Canada Housing Trust No. 1 | 1.950% | 12/15/25 | CAD | 50,465 | 36,389 |
3 | Canada Housing Trust No. 1 | 2.250% | 12/15/25 | CAD | 11,080 | 8,051 |
3 | Canada Housing Trust No. 1 | 1.250% | 6/15/26 | CAD | 38,040 | 26,208 |
3 | Canada Housing Trust No. 1 | 1.900% | 9/15/26 | CAD | 23,060 | 16,147 |
3 | Canada Housing Trust No. 1 | 1.100% | 12/15/26 | CAD | 14,965 | 10,157 |
3 | Canada Housing Trust No. 1 | 1.550% | 12/15/26 | CAD | 12,345 | 8,517 |
3 | Canada Housing Trust No. 1 | 2.350% | 6/15/27 | CAD | 37,915 | 26,849 |
3 | Canada Housing Trust No. 1 | 3.800% | 6/15/27 | CAD | 13,950 | 10,448 |
3 | Canada Housing Trust No. 1 | 3.600% | 12/15/27 | CAD | 22,900 | 17,065 |
3 | Canada Housing Trust No. 1 | 2.350% | 3/15/28 | CAD | 10,675 | 7,528 |
3 | Canada Housing Trust No. 1 | 2.650% | 3/15/28 | CAD | 29,555 | 21,135 |
3 | Canada Housing Trust No. 1 | 3.100% | 6/15/28 | CAD | 13,800 | 10,111 |
3 | Canada Housing Trust No. 1 | 2.650% | 12/15/28 | CAD | 12,820 | 9,231 |
3 | Canada Housing Trust No. 1 | 2.100% | 9/15/29 | CAD | 19,310 | 13,337 |
3 | Canada Housing Trust No. 1 | 1.750% | 6/15/30 | CAD | 39,240 | 26,250 |
3 | Canada Housing Trust No. 1 | 1.100% | 3/15/31 | CAD | 9,810 | 6,161 |
3 | Canada Housing Trust No. 1 | 1.400% | 3/15/31 | CAD | 14,510 | 9,334 |
3 | Canada Housing Trust No. 1 | 1.900% | 3/15/31 | CAD | 10,545 | 7,050 |
3 | Canada Housing Trust No. 1 | 1.600% | 12/15/31 | CAD | 30,680 | 19,823 |
3 | Canada Housing Trust No. 1 | 2.150% | 12/15/31 | CAD | 11,260 | 7,615 |
3 | Canada Housing Trust No. 1 | 2.450% | 12/15/31 | CAD | 12,645 | 8,761 |
3 | Canada Housing Trust No. 1 | 3.550% | 9/15/32 | CAD | 40,300 | 30,412 |
Canada Housing Trust No. 1 | 3.650% | 6/15/33 | CAD | 6,600 | 5,010 | |
Canada Post Corp. | 4.080% | 7/16/25 | CAD | 4,544 | 3,354 | |
Canada Post Corp. | 4.360% | 7/16/40 | CAD | 1,861 | 1,421 | |
CDP Financial Inc. | 1.125% | 4/6/27 | EUR | 24,600 | 24,937 | |
City of Montreal | 3.500% | 9/1/24 | CAD | 111 | 81 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
City of Montreal | 3.000% | 9/1/25 | CAD | 3,572 | 2,581 | |
City of Montreal | 2.750% | 9/1/26 | CAD | 3,400 | 2,371 | |
City of Montreal | 3.000% | 9/1/27 | CAD | 2,550 | 1,836 | |
City of Montreal | 3.150% | 9/1/28 | CAD | 1,555 | 1,124 | |
City of Montreal | 2.300% | 9/1/29 | CAD | 1,169 | 800 | |
City of Montreal | 1.750% | 9/1/30 | CAD | 3,051 | 1,974 | |
City of Montreal | 2.000% | 9/1/31 | CAD | 3,442 | 2,219 | |
City of Montreal | 4.250% | 12/1/32 | CAD | 2,046 | 1,567 | |
City of Montreal | 4.100% | 12/1/34 | CAD | 1,629 | 1,204 | |
City of Montreal | 3.150% | 12/1/36 | CAD | 3,054 | 2,027 | |
City of Montreal | 3.500% | 12/1/38 | CAD | 3,061 | 2,071 | |
City of Montreal | 2.400% | 12/1/41 | CAD | 2,776 | 1,562 | |
City of Montreal | 4.700% | 12/1/41 | CAD | 2,046 | 1,566 | |
City of Montreal | 6.000% | 6/1/43 | CAD | 2,070 | 1,880 | |
CPPIB Capital Inc. | 0.375% | 6/20/24 | EUR | 17,409 | 18,505 | |
CPPIB Capital Inc. | 0.250% | 4/6/27 | EUR | 7,700 | 7,561 | |
CPPIB Capital Inc. | 4.450% | 9/1/27 | AUD | 10,500 | 7,096 | |
CPPIB Capital Inc. | 1.250% | 12/7/27 | GBP | 4,750 | 5,176 | |
CPPIB Capital Inc. | 3.000% | 6/15/28 | CAD | 3,873 | 2,805 | |
CPPIB Capital Inc. | 0.875% | 2/6/29 | EUR | 9,767 | 9,439 | |
CPPIB Capital Inc. | 1.950% | 9/30/29 | CAD | 6,308 | 4,265 | |
CPPIB Capital Inc. | 0.050% | 2/24/31 | EUR | 4,750 | 4,074 | |
CPPIB Capital Inc. | 3.950% | 6/2/32 | CAD | 7,700 | 5,847 | |
CPPIB Capital Inc. | 0.250% | 1/18/41 | EUR | 9,712 | 6,137 | |
CPPIB Capital Inc. | 0.750% | 7/15/49 | EUR | 2,273 | 1,398 | |
CPPIB Capital Inc. | 1.625% | 10/22/71 | GBP | 3,050 | 1,619 | |
Export Development Canada | 1.650% | 7/31/24 | CAD | 2,110 | 1,506 | |
Export Development Canada | 2.875% | 1/19/28 | EUR | 25,000 | 27,380 | |
Financement-Quebec | 5.250% | 6/1/34 | CAD | 5,327 | 4,451 | |
First Nations Finance Authority | 3.050% | 6/1/28 | CAD | 528 | 382 | |
First Nations Finance Authority | 1.710% | 6/16/30 | CAD | 1,706 | 1,112 | |
First Nations Finance Authority | 2.850% | 6/1/32 | CAD | 3,255 | 2,249 | |
Government of the Northwest Territories | 2.200% | 9/29/51 | CAD | 509 | 249 | |
Greater Sudbury Canada | 2.416% | 3/12/50 | CAD | 443 | 229 | |
Hydro-Quebec | 2.000% | 9/1/28 | CAD | 6,873 | 4,725 | |
Hydro-Quebec | 3.400% | 9/1/29 | CAD | 3,700 | 2,726 | |
Hydro-Quebec | 6.000% | 8/15/31 | CAD | 4,740 | 4,095 | |
Hydro-Quebec | 6.500% | 1/16/35 | CAD | 3,620 | 3,322 | |
Hydro-Quebec | 6.500% | 2/15/35 | CAD | 13,992 | 12,967 | |
Hydro-Quebec | 6.000% | 2/15/40 | CAD | 11,583 | 10,609 | |
Hydro-Quebec | 5.000% | 2/15/45 | CAD | 18,675 | 15,762 | |
Hydro-Quebec | 5.000% | 2/15/50 | CAD | 26,649 | 22,994 | |
Hydro-Quebec | 4.000% | 2/15/55 | CAD | 23,955 | 17,899 | |
Hydro-Quebec | 2.100% | 2/15/60 | CAD | 25,463 | 12,196 | |
Hydro-Quebec | 4.000% | 2/15/63 | CAD | 4,557 | 3,423 | |
3 | Labrador-Island Link Funding Trust | 3.760% | 6/1/33 | CAD | 4,035 | 3,024 |
3 | Labrador-Island Link Funding Trust | 3.860% | 12/1/45 | CAD | 2,179 | 1,573 |
3 | Labrador-Island Link Funding Trust | 3.850% | 12/1/53 | CAD | 3,502 | 2,567 |
Maritime Link Financing Trust | 3.500% | 12/1/52 | CAD | 3,394 | 2,410 | |
Municipal Finance Authority of British Columbia | 3.300% | 4/8/32 | CAD | 3,874 | 2,783 | |
Municipal Finance Authority of British Columbia | 2.500% | 9/27/41 | CAD | 1,547 | 886 | |
3 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.630% | 6/1/29 | CAD | 2,608 | 1,952 |
3 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.830% | 6/1/37 | CAD | 3,545 | 2,612 |
3 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.860% | 12/1/48 | CAD | 3,689 | 2,669 |
Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.382% | 6/1/57 | CAD | 1,860 | 1,251 | |
New Brunswick F-M Project Co. Inc. | 6.470% | 11/30/27 | CAD | 478 | 361 | |
Newfoundland & Labrador Hydro | 6.650% | 8/27/31 | CAD | 1,019 | 900 | |
Newfoundland & Labrador Hydro | 3.600% | 12/1/45 | CAD | 1,529 | 991 | |
OMERS Finance Trust | 0.450% | 5/13/25 | EUR | 6,908 | 7,157 | |
�� | OMERS Finance Trust | 1.550% | 4/21/27 | CAD | 3,097 | 2,111 |
OMERS Finance Trust | 2.600% | 5/14/29 | CAD | 4,195 | 2,931 | |
Ontario Electricity Financial Corp. | 8.250% | 6/22/26 | CAD | 7,161 | 5,981 | |
Ontario Infrastructure & Lands Corp. | 4.700% | 6/1/37 | CAD | 915 | 701 | |
Ontario School Boards Financing Corp. | 5.483% | 11/26/29 | CAD | 125 | 93 | |
Ontario Teachers Finance Trust | 0.500% | 5/6/25 | EUR | 20,138 | 20,861 | |
Ontario Teachers Finance Trust | 0.100% | 5/19/28 | EUR | 6,900 | 6,462 | |
3 | Ontario Teachers Finance Trust | 1.850% | 5/3/32 | EUR | 3,700 | 3,558 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Ontario Teachers Finance Trust | 1.850% | 5/3/32 | EUR | 10,250 | 9,857 | |
Ontario Teachers Finance Trust | 0.900% | 5/20/41 | EUR | 7,770 | 5,542 | |
OPB Finance Trust | 2.950% | 2/2/26 | CAD | 14,799 | 10,611 | |
OPB Finance Trust | 2.980% | 1/25/27 | CAD | 2,543 | 1,818 | |
Ottawa Ontario | 4.600% | 7/14/42 | CAD | 969 | 748 | |
Ottawa Ontario | 3.250% | 11/10/47 | CAD | 907 | 564 | |
Ottawa Ontario | 3.100% | 7/27/48 | CAD | 2,205 | 1,348 | |
Ottawa Ontario | 2.500% | 5/11/51 | CAD | 2,000 | 1,063 | |
Ottawa Ontario | 4.100% | 12/6/52 | CAD | 1,116 | 826 | |
Ottawa Ontario | 4.200% | 7/30/53 | CAD | 1,292 | 961 | |
Province of Alberta | 3.100% | 6/1/24 | CAD | 8,963 | 6,534 | |
Province of Alberta | 0.625% | 4/18/25 | EUR | 5,417 | 5,664 | |
Province of Alberta | 2.350% | 6/1/25 | CAD | 13,217 | 9,465 | |
Province of Alberta | 0.625% | 1/16/26 | EUR | 2,599 | 2,676 | |
Province of Alberta | 2.200% | 6/1/26 | CAD | 13,206 | 9,351 | |
Province of Alberta | 3.100% | 12/14/26 | AUD | 952 | 613 | |
Province of Alberta | 2.550% | 6/1/27 | CAD | 19,196 | 13,686 | |
Province of Alberta | 3.600% | 4/11/28 | AUD | 325 | 209 | |
Province of Alberta | 2.900% | 12/1/28 | CAD | 12,586 | 9,050 | |
Province of Alberta | 1.403% | 2/20/29 | SEK | 64,000 | 5,567 | |
Province of Alberta | 2.900% | 9/20/29 | CAD | 8,678 | 6,212 | |
Province of Alberta | 2.050% | 6/1/30 | CAD | 28,559 | 19,222 | |
Province of Alberta | 1.650% | 6/1/31 | CAD | 12,609 | 8,078 | |
Province of Alberta | 3.500% | 6/1/31 | CAD | 2,346 | 1,727 | |
Province of Alberta | 4.150% | 6/1/33 | CAD | 2,790 | 2,148 | |
Province of Alberta | 3.900% | 12/1/33 | CAD | 4,973 | 3,734 | |
Province of Alberta | 4.500% | 12/1/40 | CAD | 2,550 | 1,985 | |
Province of Alberta | 3.450% | 12/1/43 | CAD | 9,733 | 6,556 | |
Province of Alberta | 3.300% | 12/1/46 | CAD | 18,049 | 11,816 | |
Province of Alberta | 3.050% | 12/1/48 | CAD | 24,456 | 15,229 | |
Province of Alberta | 3.100% | 6/1/50 | CAD | 31,909 | 19,959 | |
Province of Alberta | 2.950% | 6/1/52 | CAD | 11,929 | 7,230 | |
Province of British Columbia | 4.250% | 11/27/24 | AUD | 1,770 | 1,177 | |
Province of British Columbia | 2.850% | 6/18/25 | CAD | 13,009 | 9,410 | |
Province of British Columbia | 2.300% | 6/18/26 | CAD | 9,514 | 6,757 | |
Province of British Columbia | 2.550% | 6/18/27 | CAD | 11,826 | 8,436 | |
Province of British Columbia | 2.950% | 12/18/28 | CAD | 8,858 | 6,391 | |
Province of British Columbia | 5.700% | 6/18/29 | CAD | 6,926 | 5,763 | |
Province of British Columbia | 2.200% | 6/18/30 | CAD | 18,390 | 12,523 | |
Province of British Columbia | 1.550% | 6/18/31 | CAD | 16,315 | 10,407 | |
Province of British Columbia | 6.350% | 6/18/31 | CAD | 7,654 | 6,765 | |
Province of British Columbia | 3.200% | 6/18/32 | CAD | 7,905 | 5,672 | |
Province of British Columbia | 4.700% | 6/18/37 | CAD | 4,251 | 3,407 | |
Province of British Columbia | 4.950% | 6/18/40 | CAD | 7,127 | 5,861 | |
Province of British Columbia | 4.300% | 6/18/42 | CAD | 12,237 | 9,363 | |
Province of British Columbia | 3.200% | 6/18/44 | CAD | 14,120 | 9,211 | |
Province of British Columbia | 2.800% | 6/18/48 | CAD | 19,003 | 11,371 | |
Province of British Columbia | 4.900% | 6/18/48 | CAD | 1,529 | 1,285 | |
Province of British Columbia | 2.950% | 6/18/50 | CAD | 24,853 | 15,251 | |
Province of British Columbia | 2.750% | 6/18/52 | CAD | 16,981 | 10,042 | |
Province of British Columbia | 4.250% | 12/18/53 | CAD | 4,092 | 3,224 | |
Province of Manitoba | 3.300% | 6/2/24 | CAD | 1,521 | 1,111 | |
Province of Manitoba | 4.250% | 3/3/25 | AUD | 509 | 338 | |
Province of Manitoba | 2.450% | 6/2/25 | CAD | 9,100 | 6,527 | |
Province of Manitoba | 4.400% | 9/5/25 | CAD | 2,429 | 1,815 | |
Province of Manitoba | 2.550% | 6/2/26 | CAD | 9,696 | 6,934 | |
Province of Manitoba | 2.600% | 6/2/27 | CAD | 9,616 | 6,871 | |
Province of Manitoba | 3.000% | 6/2/28 | CAD | 3,027 | 2,194 | |
Province of Manitoba | 2.750% | 6/2/29 | CAD | 3,271 | 2,328 | |
Province of Manitoba | 3.250% | 9/5/29 | CAD | 1,157 | 845 | |
Province of Manitoba | 2.050% | 6/2/30 | CAD | 6,138 | 4,134 | |
Province of Manitoba | 6.300% | 3/5/31 | CAD | 486 | 425 | |
Province of Manitoba | 2.050% | 6/2/31 | CAD | 9,019 | 5,968 | |
Province of Manitoba | 3.900% | 12/2/32 | CAD | 12,500 | 9,419 | |
Province of Manitoba | 5.700% | 3/5/37 | CAD | 1,529 | 1,333 | |
Province of Manitoba | 4.600% | 3/5/38 | CAD | 2,895 | 2,270 | |
Province of Manitoba | 4.650% | 3/5/40 | CAD | 2,040 | 1,604 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Province of Manitoba | 4.100% | 3/5/41 | CAD | 2,550 | 1,879 | |
Province of Manitoba | 4.400% | 3/5/42 | CAD | 3,316 | 2,539 | |
Province of Manitoba | 3.350% | 3/5/43 | CAD | 1,019 | 672 | |
Province of Manitoba | 4.050% | 9/5/45 | CAD | 6,669 | 4,856 | |
Province of Manitoba | 2.850% | 9/5/46 | CAD | 7,365 | 4,398 | |
Province of Manitoba | 3.400% | 9/5/48 | CAD | 7,679 | 5,036 | |
Province of Manitoba | 3.200% | 3/5/50 | CAD | 9,340 | 5,889 | |
Province of Manitoba | 2.050% | 9/5/52 | CAD | 6,991 | 3,382 | |
Province of Manitoba | 3.150% | 9/5/52 | CAD | 3,114 | 1,944 | |
Province of Manitoba | 3.800% | 9/5/53 | CAD | 4,811 | 3,394 | |
Province of New Brunswick | 3.650% | 6/3/24 | CAD | 5,582 | 4,093 | |
Province of New Brunswick | 1.800% | 8/14/25 | CAD | 2,300 | 1,623 | |
Province of New Brunswick | 2.600% | 8/14/26 | CAD | 5,102 | 3,649 | |
Province of New Brunswick | 2.350% | 8/14/27 | CAD | 4,030 | 2,841 | |
Province of New Brunswick | 3.100% | 8/14/28 | CAD | 4,211 | 3,060 | |
Province of New Brunswick | 2.550% | 8/14/31 | CAD | 4,650 | 3,180 | |
Province of New Brunswick | 5.500% | 1/27/34 | CAD | 2,040 | 1,721 | |
Province of New Brunswick | 4.550% | 3/26/37 | CAD | 3,572 | 2,794 | |
Province of New Brunswick | 4.800% | 9/26/39 | CAD | 3,234 | 2,586 | |
Province of New Brunswick | 4.800% | 6/3/41 | CAD | 1,525 | 1,222 | |
Province of New Brunswick | 3.550% | 6/3/43 | CAD | 4,059 | 2,768 | |
Province of New Brunswick | 3.800% | 8/14/45 | CAD | 4,542 | 3,189 | |
Province of New Brunswick | 3.100% | 8/14/48 | CAD | 8,409 | 5,221 | |
Province of New Brunswick | 3.050% | 8/14/50 | CAD | 5,727 | 3,514 | |
Province of New Brunswick | 2.900% | 8/14/52 | CAD | 3,581 | 2,141 | |
Province of Newfoundland and Labrador | 2.300% | 6/2/25 | CAD | 2,550 | 1,821 | |
Province of Newfoundland and Labrador | 3.000% | 6/2/26 | CAD | 5,102 | 3,689 | |
Province of Newfoundland and Labrador | 1.250% | 6/2/27 | CAD | 1,600 | 1,078 | |
Province of Newfoundland and Labrador | 6.150% | 4/17/28 | CAD | 509 | 417 | |
Province of Newfoundland and Labrador | 2.850% | 6/2/28 | CAD | 7,654 | 5,483 | |
Province of Newfoundland and Labrador | 2.850% | 6/2/29 | CAD | 5,593 | 3,980 | |
Province of Newfoundland and Labrador | 1.750% | 6/2/30 | CAD | 5,585 | 3,650 | |
Province of Newfoundland and Labrador | 2.050% | 6/2/31 | CAD | 6,169 | 4,030 | |
Province of Newfoundland and Labrador | 5.700% | 10/17/35 | CAD | 509 | 433 | |
Province of Newfoundland and Labrador | 4.650% | 10/17/40 | CAD | 2,720 | 2,082 | |
Province of Newfoundland and Labrador | 3.300% | 10/17/46 | CAD | 7,758 | 4,804 | |
Province of Newfoundland and Labrador | 3.700% | 10/17/48 | CAD | 5,564 | 3,668 | |
Province of Newfoundland and Labrador | 2.650% | 10/17/50 | CAD | 7,520 | 4,052 | |
Province of Newfoundland and Labrador | 3.150% | 12/2/52 | CAD | 2,971 | 1,767 | |
Province of Nova Scotia | 2.100% | 6/1/27 | CAD | 7,347 | 5,146 | |
Province of Nova Scotia | 1.100% | 6/1/28 | CAD | 3,813 | 2,519 | |
Province of Nova Scotia | 2.000% | 9/1/30 | CAD | 6,787 | 4,527 | |
Province of Nova Scotia | 2.400% | 12/1/31 | CAD | 800 | 539 | |
Province of Nova Scotia | 6.600% | 12/1/31 | CAD | 33 | 30 | |
Province of Nova Scotia | 5.800% | 6/1/33 | CAD | 1,019 | 885 | |
Province of Nova Scotia | 4.500% | 6/1/37 | CAD | 2,550 | 1,981 | |
Province of Nova Scotia | 4.700% | 6/1/41 | CAD | 3,750 | 2,978 | |
Province of Nova Scotia | 4.400% | 6/1/42 | CAD | 5,034 | 3,848 | |
Province of Nova Scotia | 3.450% | 6/1/45 | CAD | 2,924 | 1,951 | |
Province of Nova Scotia | 3.150% | 12/1/51 | CAD | 7,675 | 4,846 | |
Province of Nova Scotia | 3.500% | 6/2/62 | CAD | 4,296 | 2,878 | |
Province of Ontario | 1.875% | 5/21/24 | EUR | 2,543 | 2,748 | |
Province of Ontario | 3.500% | 6/2/24 | CAD | 38,213 | 27,982 | |
Province of Ontario | 0.375% | 6/14/24 | EUR | 12,379 | 13,149 | |
Province of Ontario | 4.250% | 8/22/24 | AUD | 505 | 335 | |
Province of Ontario | 2.300% | 9/8/24 | CAD | 12,456 | 8,972 | |
Province of Ontario | 0.875% | 1/21/25 | EUR | 2,543 | 2,682 | |
Province of Ontario | 2.650% | 2/5/25 | CAD | 16,888 | 12,203 | |
Province of Ontario | 0.625% | 4/17/25 | EUR | 6,753 | 7,048 | |
Province of Ontario | 2.600% | 6/2/25 | CAD | 53,576 | 38,564 | |
Province of Ontario | 3.100% | 8/26/25 | AUD | 1,015 | 659 | |
Province of Ontario | 1.750% | 9/8/25 | CAD | 36,002 | 25,355 | |
Province of Ontario | 2.250% | 5/26/26 | GBP | 1,500 | 1,761 | |
Province of Ontario | 2.400% | 6/2/26 | CAD | 38,393 | 27,353 | |
Province of Ontario | 1.350% | 9/8/26 | CAD | 6,436 | 4,425 | |
Province of Ontario | 3.500% | 1/27/27 | AUD | 505 | 327 | |
Province of Ontario | 1.850% | 2/1/27 | CAD | 11,477 | 7,997 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Province of Ontario | 0.375% | 4/8/27 | EUR | 943 | 932 | |
Province of Ontario | 2.600% | 6/2/27 | CAD | 38,019 | 27,175 | |
Province of Ontario | 7.600% | 6/2/27 | CAD | 7,654 | 6,538 | |
Province of Ontario | 1.050% | 9/8/27 | CAD | 11,545 | 7,716 | |
Province of Ontario | 3.600% | 3/8/28 | CAD | 2,200 | 1,639 | |
Province of Ontario | 2.900% | 6/2/28 | CAD | 34,157 | 24,643 | |
Province of Ontario | 6.500% | 3/8/29 | CAD | 8,450 | 7,257 | |
Province of Ontario | 2.700% | 6/2/29 | CAD | 28,116 | 19,978 | |
Province of Ontario | 0.250% | 6/28/29 | CHF | 4,485 | 4,541 | |
Province of Ontario | 1.550% | 11/1/29 | CAD | 19,304 | 12,720 | |
Province of Ontario | 2.050% | 6/2/30 | CAD | 41,746 | 28,125 | |
Province of Ontario | 0.010% | 11/25/30 | EUR | 8,886 | 7,680 | |
Province of Ontario | 1.350% | 12/2/30 | CAD | 39,486 | 25,033 | |
Province of Ontario | 2.150% | 6/2/31 | CAD | 27,588 | 18,410 | |
Province of Ontario | 6.200% | 6/2/31 | CAD | 6,633 | 5,808 | |
Province of Ontario | 0.250% | 6/9/31 | EUR | 1,900 | 1,643 | |
Province of Ontario | 2.250% | 12/2/31 | CAD | 19,745 | 13,196 | |
Province of Ontario | 3.750% | 6/2/32 | CAD | 55,700 | 41,696 | |
Province of Ontario | 5.850% | 3/8/33 | CAD | 13,752 | 11,985 | |
Province of Ontario | 5.600% | 6/2/35 | CAD | 19,902 | 17,221 | |
Province of Ontario | 4.700% | 6/2/37 | CAD | 30,964 | 24,816 | |
Province of Ontario | 4.600% | 6/2/39 | CAD | 38,304 | 30,353 | |
Province of Ontario | 4.650% | 6/2/41 | CAD | 43,832 | 35,018 | |
Province of Ontario | 3.500% | 6/2/43 | CAD | 39,355 | 27,002 | |
Province of Ontario | 3.450% | 6/2/45 | CAD | 59,510 | 40,319 | |
Province of Ontario | 2.900% | 12/2/46 | CAD | 51,729 | 31,762 | |
Province of Ontario | 2.800% | 6/2/48 | CAD | 47,267 | 28,349 | |
Province of Ontario | 2.900% | 6/2/49 | CAD | 46,578 | 28,376 | |
Province of Ontario | 2.650% | 12/2/50 | CAD | 50,486 | 29,153 | |
Province of Ontario | 1.900% | 12/2/51 | CAD | 45,094 | 21,775 | |
Province of Ontario | 2.550% | 12/2/52 | CAD | 29,070 | 16,341 | |
Province of Ontario | 3.750% | 12/2/53 | CAD | 32,541 | 23,392 | |
Province of Prince Edward Island | 1.850% | 7/27/31 | CAD | 1,900 | 1,216 | |
Province of Prince Edward Island | 3.650% | 6/27/42 | CAD | 816 | 555 | |
Province of Prince Edward Island | 2.650% | 12/1/51 | CAD | 999 | 553 | |
Province of Prince Edward Island | 3.600% | 1/17/53 | CAD | 1,527 | 1,026 | |
Province of Quebec | 3.750% | 9/1/24 | CAD | 15,317 | 11,249 | |
Province of Quebec | 0.875% | 1/15/25 | EUR | 5,800 | 6,116 | |
Province of Quebec | 4.200% | 3/10/25 | AUD | 768 | 511 | |
Province of Quebec | 5.350% | 6/1/25 | CAD | 2,550 | 1,937 | |
Province of Quebec | 2.600% | 7/6/25 | CAD | 4,936 | 3,552 | |
Province of Quebec | 2.750% | 9/1/25 | CAD | 27,353 | 19,725 | |
Province of Quebec | 8.500% | 4/1/26 | CAD | 5,102 | 4,263 | |
Province of Quebec | 3.700% | 5/20/26 | AUD | 421 | 277 | |
Province of Quebec | 2.500% | 9/1/26 | CAD | 19,136 | 13,673 | |
Province of Quebec | 1.850% | 2/13/27 | CAD | 3,613 | 2,519 | |
Province of Quebec | 0.875% | 5/4/27 | EUR | 17,851 | 17,957 | |
Province of Quebec | 2.750% | 9/1/27 | CAD | 21,524 | 15,531 | |
Province of Quebec | 0.875% | 7/5/28 | EUR | 21,256 | 20,847 | |
Province of Quebec | 2.750% | 9/1/28 | CAD | 23,290 | 16,669 | |
Province of Quebec | 2.300% | 9/1/29 | CAD | 33,617 | 23,295 | |
Province of Quebec | 6.000% | 10/1/29 | CAD | 7,654 | 6,466 | |
Province of Quebec | 1.900% | 9/1/30 | CAD | 36,000 | 23,915 | |
Province of Quebec | 0.000% | 10/29/30 | EUR | 16,907 | 14,675 | |
Province of Quebec | 0.250% | 5/5/31 | EUR | 10,600 | 9,218 | |
Province of Quebec | 1.500% | 9/1/31 | CAD | 32,996 | 20,836 | |
Province of Quebec | 3.650% | 5/20/32 | CAD | 3,400 | 2,532 | |
Province of Quebec | 6.250% | 6/1/32 | CAD | 11,006 | 9,770 | |
Province of Quebec | 3.250% | 9/1/32 | CAD | 38,365 | 27,591 | |
Province of Quebec | 5.750% | 12/1/36 | CAD | 10,131 | 8,953 | |
Province of Quebec | 5.000% | 12/1/38 | CAD | 17,643 | 14,612 | |
Province of Quebec | 5.000% | 12/1/41 | CAD | 28,086 | 23,394 | |
Province of Quebec | 4.250% | 12/1/43 | CAD | 28,083 | 21,380 | |
Province of Quebec | 3.500% | 12/1/45 | CAD | 37,111 | 25,280 | |
Province of Quebec | 3.500% | 12/1/48 | CAD | 42,780 | 29,101 | |
Province of Quebec | 3.100% | 12/1/51 | CAD | 52,276 | 32,841 | |
Province of Quebec | 2.850% | 12/1/53 | CAD | 42,417 | 25,460 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Province of Quebec | 4.400% | 12/1/55 | CAD | 13,100 | 10,591 | |
Province of Saskatchewan | 3.200% | 6/3/24 | CAD | 4,821 | 3,520 | |
Province of Saskatchewan | 0.800% | 9/2/25 | CAD | 3,826 | 2,636 | |
Province of Saskatchewan | 2.550% | 6/2/26 | CAD | 5,678 | 4,062 | |
Province of Saskatchewan | 2.650% | 6/2/27 | CAD | 5,102 | 3,652 | |
Province of Saskatchewan | 3.050% | 12/2/28 | CAD | 3,807 | 2,758 | |
Province of Saskatchewan | 5.750% | 3/5/29 | CAD | 3,061 | 2,537 | |
Province of Saskatchewan | 2.200% | 6/2/30 | CAD | 4,520 | 3,072 | |
Province of Saskatchewan | 2.150% | 6/2/31 | CAD | 2,615 | 1,742 | |
Province of Saskatchewan | 6.400% | 9/5/31 | CAD | 3,441 | 3,054 | |
Province of Saskatchewan | 5.800% | 9/5/33 | CAD | 1,860 | 1,620 | |
Province of Saskatchewan | 5.000% | 3/5/37 | CAD | 179 | 147 | |
Province of Saskatchewan | 4.750% | 6/1/40 | CAD | 3,776 | 3,032 | |
Province of Saskatchewan | 3.400% | 2/3/42 | CAD | 7,550 | 5,094 | |
Province of Saskatchewan | 3.900% | 6/2/45 | CAD | 4,984 | 3,587 | |
Province of Saskatchewan | 2.750% | 12/2/46 | CAD | 7,448 | 4,406 | |
Province of Saskatchewan | 3.300% | 6/2/48 | CAD | 8,635 | 5,627 | |
Province of Saskatchewan | 3.100% | 6/2/50 | CAD | 8,853 | 5,552 | |
Province of Saskatchewan | 2.800% | 12/2/52 | CAD | 7,845 | 4,612 | |
Province of Saskatchewan | 3.750% | 3/5/54 | CAD | 1,936 | 1,374 | |
Province of Saskatchewan | 2.950% | 6/2/58 | CAD | 1,428 | 856 | |
PSP Capital Inc. | 3.000% | 11/5/25 | CAD | 3,087 | 2,234 | |
PSP Capital Inc. | 0.900% | 6/15/26 | CAD | 4,550 | 3,089 | |
PSP Capital Inc. | 1.500% | 3/15/28 | CAD | 3,700 | 2,515 | |
PSP Capital Inc. | 3.750% | 6/15/29 | CAD | 3,000 | 2,256 | |
PSP Capital Inc. | 2.050% | 1/15/30 | CAD | 6,972 | 4,716 | |
PSP Capital Inc. | 2.600% | 3/1/32 | CAD | 3,000 | 2,053 | |
Regional Municipality of Peel Ontario | 4.250% | 12/2/33 | CAD | 1,000 | 756 | |
Regional Municipality of Peel Ontario | 5.100% | 6/29/40 | CAD | 3,561 | 2,893 | |
Regional Municipality of Peel Ontario | 2.500% | 6/16/51 | CAD | 747 | 397 | |
Regional Municipality of York | 2.600% | 12/15/25 | CAD | 2,550 | 1,824 | |
Regional Municipality of York | 2.500% | 6/2/26 | CAD | 1,529 | 1,089 | |
Regional Municipality of York | 2.350% | 6/9/27 | CAD | 1 | 1 | |
Regional Municipality of York | 1.700% | 5/27/30 | CAD | 1,512 | 987 | |
Regional Municipality of York | 2.150% | 6/22/31 | CAD | 1,346 | 891 | |
Regional Municipality of York | 4.000% | 5/31/32 | CAD | 2,365 | 1,794 | |
Regional Municipality of York | 3.650% | 5/13/33 | CAD | 1,581 | 1,158 | |
Regional Municipality of York | 4.050% | 5/1/34 | CAD | 1,223 | 917 | |
Royal Office Finance LP | 5.209% | 11/12/37 | CAD | 3,659 | 2,863 | |
South Coast British Columbia Transportation Authority | 3.050% | 6/4/25 | CAD | 3,143 | 2,278 | |
South Coast British Columbia Transportation Authority | 3.150% | 11/16/48 | CAD | 4,793 | 2,921 | |
South Coast British Columbia Transportation Authority | 2.650% | 10/29/50 | CAD | 504 | 275 | |
South Coast British Columbia Transportation Authority | 4.150% | 12/12/53 | CAD | 700 | 511 | |
TCHC Issuer Trust | 5.395% | 2/22/40 | CAD | 1,060 | 860 | |
Toronto Canada | 2.450% | 2/6/25 | CAD | 2,410 | 1,735 | |
Toronto Canada | 2.400% | 6/7/27 | CAD | 2,587 | 1,830 | |
Toronto Canada | 2.650% | 11/9/29 | CAD | 2,170 | 1,524 | |
Toronto Canada | 3.250% | 4/20/32 | CAD | 2,400 | 1,719 | |
Toronto Canada | 2.950% | 4/28/35 | CAD | 3,188 | 2,097 | |
Toronto Canada | 3.500% | 6/2/36 | CAD | 2,800 | 1,939 | |
Toronto Canada | 2.600% | 9/24/39 | CAD | 1,023 | 611 | |
Toronto Canada | 5.200% | 6/1/40 | CAD | 621 | 509 | |
Toronto Canada | 2.150% | 8/25/40 | CAD | 2,582 | 1,414 | |
Toronto Canada | 4.700% | 6/10/41 | CAD | 1,019 | 789 | |
Toronto Canada | 3.800% | 12/13/42 | CAD | 1,160 | 802 | |
Toronto Canada | 4.150% | 3/10/44 | CAD | 2,515 | 1,818 | |
Toronto Canada | 3.250% | 6/24/46 | CAD | 2,040 | 1,272 | |
Toronto Canada | 3.200% | 8/1/48 | CAD | 927 | 567 | |
Toronto Canada | 2.800% | 11/22/49 | CAD | 2,802 | 1,580 | |
Toronto Canada | 2.900% | 4/29/51 | CAD | 2,796 | 1,619 | |
Toronto Canada | 4.300% | 6/1/52 | CAD | 1,116 | 831 | |
Vancouver Canada | 3.700% | 10/18/52 | CAD | 652 | 442 | |
Winnipeg Canada | 4.100% | 6/1/45 | CAD | 1,160 | 822 | |
Winnipeg Canada | 4.300% | 11/15/51 | CAD | 2,121 | 1,583 | |
4,084,370 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Chile (0.2%) | ||||||
3 | Bonos de la Tesoreria de la Republica en pesos | 5.800% | 6/1/24 | CLP | 8,175,000 | 9,898 |
Bonos de la Tesoreria de la Republica en pesos | 2.500% | 3/1/25 | CLP | 14,000,000 | 15,954 | |
Bonos de la Tesoreria de la Republica en pesos | 4.500% | 3/1/26 | CLP | 18,940,000 | 22,158 | |
3 | Bonos de la Tesoreria de la Republica en pesos | 5.000% | 10/1/28 | CLP | 10,500,000 | 12,417 |
3 | Bonos de la Tesoreria de la Republica en pesos | 4.700% | 9/1/30 | CLP | 14,250,000 | 16,570 |
Bonos de la Tesoreria de la Republica en pesos | 5.000% | 3/1/35 | CLP | 10,750,000 | 12,576 | |
Bonos de la Tesoreria de la Republica en pesos | 6.000% | 1/1/43 | CLP | 15,000,000 | 19,688 | |
Republic of Chile | 1.625% | 1/30/25 | EUR | 2,884 | 3,059 | |
Republic of Chile | 1.750% | 1/20/26 | EUR | 100 | 104 | |
Republic of Chile | 0.100% | 1/26/27 | EUR | 7,438 | 7,099 | |
Republic of Chile | 0.555% | 1/21/29 | EUR | 5,400 | 4,889 | |
Republic of Chile | 1.440% | 2/1/29 | EUR | 2,269 | 2,162 | |
Republic of Chile | 0.830% | 7/2/31 | EUR | 5,659 | 4,858 | |
Republic of Chile | 1.300% | 7/26/36 | EUR | 4,046 | 3,172 | |
Republic of Chile | 1.250% | 1/29/40 | EUR | 4,868 | 3,506 | |
Republic of Chile | 1.250% | 1/22/51 | EUR | 5,937 | 3,383 | |
141,493 | ||||||
China (1.1%) | ||||||
Agricultural Development Bank of China | 4.000% | 11/12/25 | CNY | 39,900 | 5,951 | |
Agricultural Development Bank of China | 3.630% | 7/19/26 | CNY | 50,000 | 7,424 | |
Agricultural Development Bank of China | 3.750% | 1/25/29 | CNY | 375,200 | 56,657 | |
Agricultural Development Bank of China | 3.520% | 5/24/31 | CNY | 20,000 | 3,001 | |
Agricultural Development Bank of China | 3.300% | 11/5/31 | CNY | 100,000 | 14,789 | |
Agricultural Development Bank of China | 3.060% | 6/6/32 | CNY | 170,000 | 24,696 | |
China Development Bank | 2.730% | 11/11/24 | CNY | 20,000 | 2,897 | |
China Development Bank | 3.340% | 7/14/25 | CNY | 30,000 | 4,401 | |
China Development Bank | 3.680% | 2/26/26 | CNY | 391,800 | 58,160 | |
China Development Bank | 3.300% | 3/3/26 | CNY | 10,000 | 1,470 | |
China Development Bank | 3.500% | 8/13/26 | CNY | 235,300 | 34,834 | |
China Development Bank | 3.430% | 1/14/27 | CNY | 50,000 | 7,395 | |
China Development Bank | 3.390% | 7/10/27 | CNY | 100,000 | 14,734 | |
China Development Bank | 3.400% | 1/8/28 | CNY | 100,000 | 14,808 | |
China Development Bank | 2.990% | 3/1/29 | CNY | 100,000 | 14,518 | |
China Development Bank | 3.450% | 9/20/29 | CNY | 50,000 | 7,443 | |
China Development Bank | 3.070% | 3/10/30 | CNY | 25,000 | 3,640 | |
China Development Bank | 3.700% | 10/20/30 | CNY | 50,000 | 7,577 | |
China Development Bank | 3.660% | 3/1/31 | CNY | 60,000 | 9,086 | |
China Development Bank | 3.410% | 6/7/31 | CNY | 150,000 | 22,352 | |
China Development Bank | 3.120% | 9/13/31 | CNY | 120,000 | 17,522 | |
China Development Bank | 4.010% | 1/9/37 | CNY | 74,900 | 11,911 | |
China Development Bank | 3.490% | 11/8/41 | CNY | 60,000 | 9,036 | |
China Government Bond | 2.180% | 6/25/24 | CNY | 180,000 | 25,982 | |
China Government Bond | 2.470% | 9/2/24 | CNY | 115,000 | 16,653 | |
China Government Bond | 2.290% | 12/25/24 | CNY | 150,000 | 21,653 | |
China Government Bond | 2.260% | 2/24/25 | CNY | 130,000 | 18,744 | |
China Government Bond | 2.240% | 5/25/25 | CNY | 120,000 | 17,278 | |
China Government Bond | 3.020% | 10/22/25 | CNY | 85,000 | 12,449 | |
China Government Bond | 3.220% | 12/6/25 | CNY | 243,600 | 35,867 | |
China Government Bond | 3.250% | 6/6/26 | CNY | 52,800 | 7,799 | |
China Government Bond | 2.740% | 8/4/26 | CNY | 85,000 | 12,372 | |
China Government Bond | 0.125% | 11/12/26 | EUR | 2,300 | 2,247 | |
China Government Bond | 3.120% | 12/5/26 | CNY | 100,000 | 14,738 | |
China Government Bond | 2.850% | 6/4/27 | CNY | 130,000 | 18,989 | |
China Government Bond | 2.440% | 10/15/27 | CNY | 130,000 | 18,661 | |
China Government Bond | 3.010% | 5/13/28 | CNY | 160,000 | 23,519 | |
China Government Bond | 2.910% | 10/14/28 | CNY | 100,000 | 14,623 | |
China Government Bond | 0.125% | 11/17/28 | EUR | 5,000 | 4,560 | |
China Government Bond | 2.800% | 3/24/29 | CNY | 40,000 | 5,812 | |
China Government Bond | 2.750% | 6/15/29 | CNY | 40,000 | 5,792 | |
China Government Bond | 2.620% | 9/25/29 | CNY | 70,000 | 10,050 | |
China Government Bond | 2.680% | 5/21/30 | CNY | 60,000 | 8,605 | |
China Government Bond | 3.270% | 11/19/30 | CNY | 40,000 | 5,973 | |
China Government Bond | 3.020% | 5/27/31 | CNY | 115,000 | 16,896 | |
China Government Bond | 0.500% | 11/12/31 | EUR | 5,737 | 4,968 | |
China Government Bond | 2.890% | 11/18/31 | CNY | 30,000 | 4,365 | |
China Government Bond | 2.750% | 2/17/32 | CNY | 75,000 | 10,796 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
China Government Bond | 2.690% | 8/15/32 | CNY | 30,000 | 4,294 | |
China Government Bond | 2.600% | 9/1/32 | CNY | 105,000 | 14,920 | |
China Government Bond | 2.800% | 11/15/32 | CNY | 100,000 | 14,445 | |
China Government Bond | 0.625% | 11/25/35 | EUR | 5,087 | 3,987 | |
China Government Bond | 1.000% | 11/12/39 | EUR | 4,922 | 3,699 | |
China Government Bond | 3.970% | 7/23/48 | CNY | 163,000 | 26,814 | |
China Government Bond | 4.080% | 10/22/48 | CNY | 40,000 | 6,694 | |
China Government Bond | 3.860% | 7/22/49 | CNY | 170,200 | 27,576 | |
China Government Bond | 3.390% | 3/16/50 | CNY | 158,000 | 23,727 | |
China Government Bond | 3.320% | 4/15/52 | CNY | 30,000 | 4,491 | |
China Government Bond | 4.240% | 11/24/64 | CNY | 20,000 | 3,592 | |
China Government Bond | 3.730% | 5/25/70 | CNY | 30,000 | 4,868 | |
China Government Bond | 3.760% | 3/22/71 | CNY | 20,000 | 3,269 | |
China Government Bond | 3.400% | 7/15/72 | CNY | 20,000 | 3,017 | |
Export-Import Bank of China | 3.260% | 2/24/27 | CNY | 140,000 | 20,573 | |
Export-Import Bank of China | 3.860% | 5/20/29 | CNY | 50,000 | 7,592 | |
Export-Import Bank of China | 3.230% | 3/23/30 | CNY | 55,000 | 8,075 | |
Export-Import Bank of China | 3.380% | 7/16/31 | CNY | 70,000 | 10,392 | |
Export-Import Bank of China | 3.180% | 3/11/32 | CNY | 170,000 | 24,896 | |
910,614 | ||||||
Colombia (0.2%) | ||||||
Colombian TES | 10.000% | 7/24/24 | COP | 102,170,000 | 21,540 | |
Colombian TES | 6.250% | 11/26/25 | COP | 73,070,000 | 13,892 | |
Colombian TES | 7.500% | 8/26/26 | COP | 109,275,000 | 20,905 | |
Colombian TES | 5.750% | 11/3/27 | COP | 82,310,000 | 14,174 | |
Colombian TES | 6.000% | 4/28/28 | COP | 117,605,000 | 20,088 | |
Colombian TES | 7.750% | 9/18/30 | COP | 88,110,000 | 15,253 | |
Colombian TES | 7.000% | 3/26/31 | COP | 86,000,000 | 14,022 | |
Colombian TES | 7.000% | 6/30/32 | COP | 103,300,000 | 16,205 | |
Colombian TES | 7.250% | 10/18/34 | COP | 133,945,000 | 20,441 | |
Colombian TES | 9.250% | 5/28/42 | COP | 72,500,000 | 12,182 | |
Colombian TES | 7.250% | 10/26/50 | COP | 73,000,000 | 9,572 | |
178,274 | ||||||
Croatia (0.1%) | ||||||
Republic of Croatia | 3.000% | 3/11/25 | EUR | 996 | 1,085 | |
Republic of Croatia | 3.000% | 3/20/27 | EUR | 3,541 | 3,836 | |
Republic of Croatia | 2.700% | 6/15/28 | EUR | 2,982 | 3,158 | |
Republic of Croatia | 1.125% | 6/19/29 | EUR | 3,541 | 3,359 | |
Republic of Croatia | 2.750% | 1/27/30 | EUR | 4,541 | 4,704 | |
Republic of Croatia | 1.500% | 6/17/31 | EUR | 22,361 | 20,727 | |
Republic of Croatia | 2.875% | 4/22/32 | EUR | 4,600 | 4,715 | |
Republic of Croatia | 1.125% | 3/4/33 | EUR | 4,000 | 3,423 | |
Republic of Croatia | 1.750% | 3/4/41 | EUR | 5,053 | 3,818 | |
48,825 | ||||||
Cyprus (0.1%) | ||||||
Republic of Cyprus | 2.375% | 9/25/28 | EUR | 11,076 | 11,420 | |
Republic of Cyprus | 4.125% | 4/13/33 | EUR | 27,039 | 30,135 | |
41,555 | ||||||
Czech Republic (0.5%) | ||||||
Czech Republic | 5.700% | 5/25/24 | CZK | 112,260 | 5,253 | |
Czech Republic | 0.000% | 12/12/24 | CZK | 538,920 | 23,060 | |
Czech Republic | 2.400% | 9/17/25 | CZK | 531,660 | 23,247 | |
Czech Republic | 6.000% | 2/26/26 | CZK | 2,379,110 | 114,378 | |
Czech Republic | 1.000% | 6/26/26 | CZK | 946,570 | 39,165 | |
Czech Republic | 0.250% | 2/10/27 | CZK | 251,570 | 9,895 | |
Czech Republic | 2.500% | 8/25/28 | CZK | 188,810 | 7,898 | |
Czech Republic | 2.750% | 7/23/29 | CZK | 1,832,470 | 76,977 | |
Czech Republic | 0.950% | 5/15/30 | CZK | 811,930 | 29,733 | |
Czech Republic | 5.000% | 9/30/30 | CZK | 639,980 | 30,877 | |
Czech Republic | 1.200% | 3/13/31 | CZK | 548,580 | 20,088 | |
Czech Republic | 2.000% | 10/13/33 | CZK | 190,090 | 7,028 | |
Czech Republic | 4.200% | 12/4/36 | CZK | 49,580 | 2,225 | |
Czech Republic | 1.500% | 4/24/40 | CZK | 99,250 | 2,953 | |
Czech Republic | 4.850% | 11/26/57 | CZK | 46,430 | 2,217 | |
394,994 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Denmark (0.4%) | ||||||
Kingdom of Denmark | 7.000% | 11/10/24 | DKK | 37,910 | 5,949 | |
Kingdom of Denmark | 1.750% | 11/15/25 | DKK | 345,649 | 49,872 | |
Kingdom of Denmark | 0.500% | 11/15/27 | DKK | 388,364 | 52,441 | |
Kingdom of Denmark | 0.500% | 11/15/29 | DKK | 588,247 | 76,495 | |
Kingdom of Denmark | 0.000% | 11/15/31 | DKK | 441,612 | 52,765 | |
Kingdom of Denmark | 4.500% | 11/15/39 | DKK | 381,645 | 70,004 | |
Kingdom of Denmark | 0.250% | 11/15/52 | DKK | 50,182 | 3,929 | |
Kommunekredit | 0.625% | 5/11/26 | EUR | 2,214 | 2,263 | |
Kommunekredit | 2.900% | 11/27/26 | AUD | 2,131 | 1,358 | |
Kommunekredit | 0.750% | 5/18/27 | EUR | 13,135 | 13,222 | |
Kommunekredit | 0.000% | 11/17/29 | EUR | 30,000 | 27,213 | |
Kommunekredit | 0.010% | 5/4/34 | EUR | 14,000 | 10,975 | |
366,486 | ||||||
Finland (0.5%) | ||||||
Finnvera OYJ | 0.500% | 4/13/26 | EUR | 3,266 | 3,330 | |
Finnvera OYJ | 2.125% | 3/8/28 | EUR | 15,300 | 16,212 | |
Finnvera OYJ | 0.375% | 4/9/29 | EUR | 5,831 | 5,517 | |
Finnvera OYJ | 1.125% | 5/17/32 | EUR | 1,900 | 1,784 | |
Kuntarahoitus OYJ | 0.000% | 4/21/28 | EUR | 4,600 | 4,376 | |
Kuntarahoitus OYJ | 0.250% | 2/25/32 | EUR | 17,200 | 14,934 | |
Kuntarahoitus OYJ | 0.050% | 9/10/35 | EUR | 6,823 | 5,180 | |
Municipality Finance plc | 0.625% | 11/26/26 | EUR | 2,543 | 2,578 | |
Municipality Finance plc | 1.250% | 2/23/33 | EUR | 5,087 | 4,758 | |
3 | Republic of Finland | 0.000% | 9/15/24 | EUR | 25,620 | 27,154 |
3 | Republic of Finland | 4.000% | 7/4/25 | EUR | 22,373 | 25,297 |
3 | Republic of Finland | 0.875% | 9/15/25 | EUR | 5,380 | 5,674 |
3 | Republic of Finland | 0.500% | 9/15/27 | EUR | 26,133 | 26,245 |
3 | Republic of Finland | 2.750% | 7/4/28 | EUR | 5,818 | 6,422 |
3 | Republic of Finland | 0.500% | 9/15/29 | EUR | 58,950 | 56,367 |
3 | Republic of Finland | 0.000% | 9/15/30 | EUR | 29,510 | 26,421 |
3 | Republic of Finland | 0.750% | 4/15/31 | EUR | 33,047 | 30,902 |
3 | Republic of Finland | 0.125% | 9/15/31 | EUR | 14,549 | 12,791 |
3 | Republic of Finland | 1.500% | 9/15/32 | EUR | 53,031 | 51,711 |
3 | Republic of Finland | 1.125% | 4/15/34 | EUR | 16,396 | 14,883 |
3 | Republic of Finland | 2.750% | 4/15/38 | EUR | 19,441 | 20,309 |
3 | Republic of Finland | 0.250% | 9/15/40 | EUR | 38,836 | 26,439 |
3 | Republic of Finland | 2.625% | 7/4/42 | EUR | 17,532 | 18,068 |
3 | Republic of Finland | 0.500% | 4/15/43 | EUR | 14,007 | 9,498 |
3 | Republic of Finland | 0.125% | 4/15/52 | EUR | 16,853 | 8,573 |
425,423 | ||||||
France (8.5%) | ||||||
Action Logement Services | 1.375% | 4/13/32 | EUR | 7,500 | 7,071 | |
Action Logement Services | 0.750% | 7/19/41 | EUR | 13,600 | 9,231 | |
Agence Francaise de Developpement EPIC | 1.375% | 9/17/24 | EUR | 10,500 | 11,264 | |
Agence Francaise de Developpement EPIC | 2.250% | 5/27/25 | EUR | 5,000 | 5,401 | |
Agence Francaise de Developpement EPIC | 0.500% | 10/31/25 | EUR | 5,000 | 5,162 | |
Agence Francaise de Developpement EPIC | 0.250% | 7/21/26 | EUR | 6,000 | 6,038 | |
Agence Francaise de Developpement EPIC | 3.750% | 2/15/27 | EUR | 1,800 | 2,027 | |
Agence Francaise de Developpement EPIC | 1.000% | 1/31/28 | EUR | 2,500 | 2,507 | |
Agence Francaise de Developpement EPIC | 0.010% | 11/25/28 | EUR | 11,200 | 10,420 | |
Agence Francaise de Developpement EPIC | 0.250% | 6/29/29 | EUR | 19,600 | 18,173 | |
Agence Francaise de Developpement EPIC | 0.500% | 5/25/30 | EUR | 5,300 | 4,878 | |
Agence Francaise de Developpement EPIC | 1.375% | 7/5/32 | EUR | 20,600 | 19,469 | |
Agence Francaise de Developpement EPIC | 1.500% | 10/31/34 | EUR | 10,000 | 9,192 | |
Agence Francaise de Developpement EPIC | 0.500% | 5/31/35 | EUR | 5,000 | 3,976 | |
Agence Francaise de Developpement EPIC | 1.125% | 3/2/37 | EUR | 18,200 | 14,911 | |
Agence France Locale | 0.500% | 6/20/24 | EUR | 4,900 | 5,223 | |
Agence France Locale | 0.125% | 6/20/26 | EUR | 8,600 | 8,629 | |
Agence France Locale | 1.125% | 6/20/28 | EUR | 4,500 | 4,498 | |
Agence France Locale | 0.000% | 3/20/31 | EUR | 6,400 | 5,504 | |
Bpifrance SACA | 2.500% | 5/25/24 | EUR | 5,000 | 5,458 | |
Bpifrance SACA | 0.750% | 11/25/24 | EUR | 8,100 | 8,583 | |
Bpifrance SACA | 0.125% | 3/25/25 | EUR | 16,400 | 17,058 | |
Bpifrance SACA | 0.500% | 5/25/25 | EUR | ��� 4,900 | 5,111 | |
Bpifrance SACA | 2.750% | 10/25/25 | EUR | 12,000 | 13,088 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Bpifrance SACA | 2.125% | 11/29/27 | EUR | 12,500 | 13,246 | |
Bpifrance SACA | 0.125% | 11/25/28 | EUR | 8,300 | 7,804 | |
Bpifrance SACA | 0.050% | 9/26/29 | EUR | 5,000 | 4,554 | |
Bpifrance SACA | 1.875% | 5/25/30 | EUR | 5,000 | 5,098 | |
Bpifrance SACA | 2.000% | 9/2/30 | EUR | 12,000 | 12,269 | |
Bpifrance SACA | 0.250% | 6/4/31 | EUR | 9,300 | 8,208 | |
Caisse d'Amortissement de la Dette Sociale | 1.375% | 11/25/24 | EUR | 35,869 | 38,411 | |
Caisse d'Amortissement de la Dette Sociale | 4.000% | 12/15/25 | EUR | 5,124 | 5,770 | |
Caisse d'Amortissement de la Dette Sociale | 2.875% | 5/25/27 | EUR | 42,000 | 46,032 | |
Caisse d'Amortissement de la Dette Sociale | 0.000% | 2/25/28 | EUR | 9,300 | 8,899 | |
Caisse d'Amortissement de la Dette Sociale | 0.000% | 5/25/29 | EUR | 31,300 | 28,890 | |
Caisse d'Amortissement de la Dette Sociale | 0.600% | 11/25/29 | EUR | 55,800 | 52,755 | |
Caisse d'Amortissement de la Dette Sociale | 0.000% | 5/25/31 | EUR | 55,700 | 48,345 | |
Caisse d'Amortissement de la Dette Sociale | 0.125% | 9/15/31 | EUR | 30,800 | 26,820 | |
Caisse d'Amortissement de la Dette Sociale | 0.450% | 1/19/32 | EUR | 23,100 | 20,421 | |
Caisse d'Amortissement de la Dette Sociale | 2.750% | 11/25/32 | EUR | 9,500 | 10,187 | |
Caisse des Depots et Consignations | 0.000% | 6/19/24 | EUR | 2,000 | 2,121 | |
Caisse Francaise de Financement Local | 0.375% | 5/11/24 | EUR | 10,200 | 10,877 | |
Caisse Francaise de Financement Local | 5.375% | 7/8/24 | EUR | 2,049 | 2,303 | |
Caisse Francaise de Financement Local | 0.375% | 6/23/25 | EUR | 11,800 | 12,193 | |
Caisse Francaise de Financement Local | 1.125% | 9/9/25 | EUR | 1,700 | 1,778 | |
Caisse Francaise de Financement Local | 0.500% | 1/19/26 | EUR | 900 | 920 | |
Caisse Francaise de Financement Local | 0.625% | 4/13/26 | EUR | 3,000 | 3,057 | |
Caisse Francaise de Financement Local | 0.750% | 1/11/27 | EUR | 2,000 | 2,013 | |
Caisse Francaise de Financement Local | 0.750% | 9/27/27 | EUR | 5,000 | 4,958 | |
Caisse Francaise de Financement Local | 1.000% | 4/25/28 | EUR | 100 | 99 | |
Caisse Francaise de Financement Local | 3.000% | 10/2/28 | EUR | 20,200 | 21,999 | |
Caisse Francaise de Financement Local | 0.010% | 6/24/30 | EUR | 25,600 | 22,491 | |
Caisse Francaise de Financement Local | 1.500% | 1/13/31 | EUR | 5,000 | 4,869 | |
Caisse Francaise de Financement Local | 1.125% | 12/1/31 | EUR | 30,000 | 27,881 | |
Caisse Francaise de Financement Local | 1.250% | 5/11/32 | EUR | 9,600 | 8,928 | |
Caisse Francaise de Financement Local | 1.250% | 1/22/35 | EUR | 400 | 352 | |
Caisse Francaise de Financement Local | 1.500% | 6/28/38 | EUR | 3,400 | 2,909 | |
Caisse Francaise de Financement Local | 0.375% | 2/13/40 | EUR | 14,800 | 10,049 | |
France | 1.750% | 11/25/24 | EUR | 78,829 | 85,321 | |
France | 0.000% | 2/25/25 | EUR | 243,280 | 254,615 | |
9 | France | 0.000% | 3/25/25 | EUR | 220,000 | 229,853 |
France | 0.500% | 5/25/25 | EUR | 148,245 | 155,862 | |
France | 1.000% | 11/25/25 | EUR | 144,791 | 152,776 | |
France | 0.000% | 2/25/26 | EUR | 162,410 | 165,956 | |
9 | France | 3.500% | 4/25/26 | EUR | 152,257 | 171,548 |
9 | France | 0.500% | 5/25/26 | EUR | 178,321 | 183,957 |
France | 2.500% | 9/24/26 | EUR | 50,000 | 54,679 | |
France | 0.250% | 11/25/26 | EUR | 83,694 | 84,682 | |
9,10 | France | 0.000% | 2/25/27 | EUR | 268,188 | 267,378 |
9 | France | 1.000% | 5/25/27 | EUR | 164,689 | 170,003 |
9 | France | 2.750% | 10/25/27 | EUR | 179,885 | 199,052 |
France | 0.750% | 2/25/28 | EUR | 113,278 | 114,189 | |
France | 0.750% | 5/25/28 | EUR | 226,349 | 227,220 | |
9 | France | 0.750% | 11/25/28 | EUR | 191,509 | 190,725 |
France | 2.750% | 2/25/29 | EUR | 30,000 | 33,166 | |
France | 5.500% | 4/25/29 | EUR | 136,812 | 173,926 | |
9 | France | 0.500% | 5/25/29 | EUR | 176,702 | 171,536 |
9 | France | 0.000% | 11/25/29 | EUR | 190,770 | 176,752 |
9 | France | 2.500% | 5/25/30 | EUR | 199,502 | 217,490 |
9 | France | 0.000% | 11/25/30 | EUR | 201,798 | 181,738 |
France | 1.500% | 5/25/31 | EUR | 112,885 | 113,791 | |
France | 0.000% | 11/25/31 | EUR | 217,173 | 189,721 | |
France | 0.000% | 5/25/32 | EUR | 142,980 | 122,838 | |
France | 5.750% | 10/25/32 | EUR | 82,358 | 112,705 | |
France | 2.000% | 11/25/32 | EUR | 160,000 | 164,329 | |
France | 3.000% | 5/25/33 | EUR | 50,000 | 55,597 | |
France | 1.250% | 5/25/34 | EUR | 134,376 | 124,473 | |
France | 4.750% | 4/25/35 | EUR | 106,535 | 137,742 | |
3,9 | France | 1.250% | 5/25/36 | EUR | 142,099 | 126,277 |
France | 1.250% | 5/25/38 | EUR | 84,041 | 71,680 | |
France | 4.000% | 10/25/38 | EUR | 95,869 | 116,389 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
3 | France | 1.750% | 6/25/39 | EUR | 47,084 | 42,972 |
3 | France | 0.500% | 5/25/40 | EUR | 88,590 | 63,376 |
9 | France | 4.500% | 4/25/41 | EUR | 165,428 | 214,382 |
3 | France | 2.500% | 5/25/43 | EUR | 39,087 | 38,343 |
3 | France | 0.500% | 6/25/44 | EUR | 24,019 | 15,678 |
9 | France | 3.250% | 5/25/45 | EUR | 129,509 | 142,977 |
3 | France | 2.000% | 5/25/48 | EUR | 114,568 | 99,624 |
3,9 | France | 1.500% | 5/25/50 | EUR | 130,205 | 98,988 |
9 | France | 0.750% | 5/25/52 | EUR | 105,268 | 62,635 |
3 | France | 0.750% | 5/25/53 | EUR | 91,253 | 52,885 |
3 | France | 3.000% | 5/25/54 | EUR | 36,133 | 37,242 |
3 | France | 4.000% | 4/25/55 | EUR | 71,409 | 89,581 |
France | 4.000% | 4/25/60 | EUR | 57,833 | 73,240 | |
3 | France | 1.750% | 5/25/66 | EUR | 66,794 | 49,939 |
3 | France | 0.500% | 5/25/72 | EUR | 34,906 | 14,947 |
Ile-de-France Mobilites | 0.950% | 5/28/41 | EUR | 1,900 | 1,365 | |
Ile-de-France Mobilites | 1.275% | 2/14/42 | EUR | 10,700 | 8,037 | |
Regie Autonome des Transports Parisiens | 0.875% | 5/25/27 | EUR | 1,500 | 1,510 | |
Regie Autonome des Transports Parisiens | 1.875% | 5/25/32 | EUR | 5,300 | 5,138 | |
Region of Ile de France | 0.500% | 6/14/25 | EUR | 15,100 | 15,724 | |
Region of Ile de France | 0.625% | 4/23/27 | EUR | 2,500 | 2,505 | |
Region of Ile de France | 0.000% | 4/20/28 | EUR | 2,500 | 2,371 | |
Region of Ile de France | 1.375% | 3/14/29 | EUR | 100 | 100 | |
Region of Ile de France | 0.100% | 7/2/30 | EUR | 5,100 | 4,532 | |
Region of Ile de France | 1.375% | 6/20/33 | EUR | 3,000 | 2,780 | |
SFIL SA | 0.050% | 6/4/29 | EUR | 23,300 | 21,415 | |
SNCF Reseau | 2.625% | 12/29/25 | EUR | 2,300 | 2,500 | |
SNCF Reseau | 4.250% | 10/7/26 | EUR | 900 | 1,028 | |
SNCF Reseau | 3.125% | 10/25/28 | EUR | 3,400 | 3,754 | |
SNCF Reseau | 5.250% | 12/7/28 | GBP | 8,708 | 11,357 | |
SNCF Reseau | 0.875% | 1/22/29 | EUR | 3,000 | 2,924 | |
SNCF Reseau | 1.125% | 5/25/30 | EUR | 14,300 | 13,798 | |
SNCF Reseau | 1.000% | 11/9/31 | EUR | 7,600 | 7,029 | |
SNCF Reseau | 5.000% | 10/10/33 | EUR | 7,891 | 9,926 | |
SNCF Reseau | 5.250% | 1/31/35 | GBP | 2,716 | 3,591 | |
SNCF Reseau | 0.750% | 5/25/36 | EUR | 10,900 | 8,616 | |
SNCF Reseau | 1.500% | 5/29/37 | EUR | 9,100 | 7,826 | |
SNCF Reseau | 2.250% | 12/20/47 | EUR | 6,300 | 5,288 | |
SNCF Reseau | 2.000% | 2/5/48 | EUR | 2,500 | 1,962 | |
SNCF Reseau | 5.000% | 3/11/52 | GBP | 2,574 | 3,199 | |
SNCF Reseau | 4.830% | 3/25/60 | GBP | 717 | 889 | |
Societe Du Grand Paris EPIC | 1.125% | 10/22/28 | EUR | 5,200 | 5,184 | |
Societe Du Grand Paris EPIC | 0.000% | 11/25/30 | EUR | 14,500 | 12,648 | |
Societe Du Grand Paris EPIC | 1.125% | 5/25/34 | EUR | 23,200 | 20,273 | |
Societe Du Grand Paris EPIC | 3.500% | 5/25/43 | EUR | 5,600 | 5,978 | |
Societe Du Grand Paris EPIC | 0.875% | 5/10/46 | EUR | 7,000 | 4,379 | |
Societe Du Grand Paris EPIC | 1.700% | 5/25/50 | EUR | 8,500 | 6,217 | |
Societe Du Grand Paris EPIC | 1.000% | 11/26/51 | EUR | 16,800 | 9,651 | |
Societe Du Grand Paris EPIC | 0.700% | 10/15/60 | EUR | 5,100 | 2,174 | |
Societe Du Grand Paris EPIC | 1.000% | 2/18/70 | EUR | 9,300 | 4,196 | |
Societe Nationale SNCF SA | 4.125% | 2/19/25 | EUR | 400 | 447 | |
Societe Nationale SNCF SA | 0.875% | 12/28/26 | GBP | 6,400 | 7,053 | |
Societe Nationale SNCF SA | 5.375% | 3/18/27 | GBP | 4,134 | 5,316 | |
Societe Nationale SNCF SA | 1.500% | 2/2/29 | EUR | 17,100 | 17,172 | |
Societe Nationale SNCF SA | 1.000% | 5/25/40 | EUR | 14,900 | 10,761 | |
Societe Nationale SNCF SA | 0.875% | 2/28/51 | EUR | 5,200 | 2,774 | |
UNEDIC ASSEO | 2.375% | 5/25/24 | EUR | 1,500 | 1,634 | |
UNEDIC ASSEO | 0.125% | 11/25/24 | EUR | 46,000 | 48,208 | |
UNEDIC ASSEO | 0.625% | 2/17/25 | EUR | 4,500 | 4,739 | |
UNEDIC ASSEO | 0.625% | 3/3/26 | EUR | 7,300 | 7,514 | |
UNEDIC ASSEO | 0.100% | 11/25/26 | EUR | 43,800 | 43,550 | |
UNEDIC ASSEO | 1.250% | 10/21/27 | EUR | 11,000 | 11,266 | |
UNEDIC ASSEO | 0.500% | 3/20/29 | EUR | 12,200 | 11,709 | |
UNEDIC ASSEO | 0.250% | 11/25/29 | EUR | 15,300 | 14,191 | |
UNEDIC ASSEO | 0.000% | 11/19/30 | EUR | 9,500 | 8,415 | |
UNEDIC ASSEO | 1.500% | 4/20/32 | EUR | 700 | 683 | |
UNEDIC ASSEO | 1.250% | 5/25/33 | EUR | 1,000 | 929 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
UNEDIC ASSEO | 0.100% | 5/25/34 | EUR | 25,400 | 20,073 | |
UNEDIC ASSEO | 0.250% | 7/16/35 | EUR | 27,200 | 21,127 | |
Ville de Paris | 1.250% | 1/12/32 | EUR | 5,000 | 4,703 | |
7,237,281 | ||||||
Germany (8.1%) | ||||||
Bundesobligation | 0.000% | 4/11/25 | EUR | 143,276 | 149,957 | |
Bundesobligation | 0.000% | 10/10/25 | EUR | 377,723 | 391,033 | |
Bundesobligation | 0.000% | 10/9/26 | EUR | 161,401 | 163,799 | |
Bundesobligation | 0.000% | 4/16/27 | EUR | 84,891 | 85,246 | |
Bundesobligation | 2.200% | 4/13/28 | EUR | 102,000 | 111,777 | |
Bundesschatzanweisungen | 0.200% | 6/14/24 | EUR | 182,116 | 194,928 | |
Bundesschatzanweisungen | 0.400% | 9/13/24 | EUR | 116,102 | 123,815 | |
Bundesschatzanweisungen | 2.200% | 12/12/24 | EUR | 100,000 | 109,157 | |
Bundesschatzanweisungen | 2.500% | 3/13/25 | EUR | 80,000 | 87,788 | |
Federal Republic of Germany | 1.500% | 5/15/24 | EUR | 43,640 | 47,418 | |
Federal Republic of Germany | 0.500% | 2/15/26 | EUR | 134,252 | 139,977 | |
Federal Republic of Germany | 0.000% | 8/15/26 | EUR | 113,840 | 115,924 | |
Federal Republic of Germany | 0.250% | 2/15/27 | EUR | 115,138 | 117,214 | |
Federal Republic of Germany | 0.500% | 8/15/27 | EUR | 13,872 | 14,157 | |
Federal Republic of Germany | 0.000% | 11/15/27 | EUR | 109,252 | 108,506 | |
Federal Republic of Germany | 5.625% | 1/4/28 | EUR | 59,562 | 75,108 | |
Federal Republic of Germany | 0.500% | 2/15/28 | EUR | 123,946 | 125,654 | |
Federal Republic of Germany | 4.750% | 7/4/28 | EUR | 48,175 | 59,364 | |
Federal Republic of Germany | 0.250% | 8/15/28 | EUR | 127,586 | 126,555 | |
Federal Republic of Germany | 0.000% | 11/15/28 | EUR | 125,465 | 122,078 | |
Federal Republic of Germany | 0.250% | 2/15/29 | EUR | 49,782 | 48,873 | |
Federal Republic of Germany | 0.000% | 8/15/29 | EUR | 88,233 | 84,441 | |
Federal Republic of Germany | 2.100% | 11/15/29 | EUR | 100,000 | 108,820 | |
Federal Republic of Germany | 6.250% | 1/4/30 | EUR | 40,000 | 54,851 | |
Federal Republic of Germany | 0.000% | 2/15/30 | EUR | 100,000 | 94,701 | |
Federal Republic of Germany | 5.500% | 1/4/31 | EUR | 55,000 | 74,213 | |
Federal Republic of Germany | 0.000% | 2/15/31 | EUR | 5,458 | 5,058 | |
Federal Republic of Germany | 0.000% | 8/15/31 | EUR | 54,486 | 49,940 | |
Federal Republic of Germany | 0.000% | 2/15/32 | EUR | 121,295 | 109,873 | |
Federal Republic of Germany | 1.700% | 8/15/32 | EUR | 144,812 | 151,952 | |
Federal Republic of Germany | 2.300% | 2/15/33 | EUR | 20,000 | 21,753 | |
Federal Republic of Germany | 4.750% | 7/4/34 | EUR | 39,707 | 53,946 | |
Federal Republic of Germany | 0.000% | 5/15/35 | EUR | 148,581 | 123,154 | |
Federal Republic of Germany | 0.000% | 5/15/36 | EUR | 120,943 | 97,498 | |
Federal Republic of Germany | 4.000% | 1/4/37 | EUR | 55,040 | 71,597 | |
Federal Republic of Germany | 1.000% | 5/15/38 | EUR | 79,398 | 71,494 | |
Federal Republic of Germany | 4.250% | 7/4/39 | EUR | 45,000 | 61,239 | |
Federal Republic of Germany | 4.750% | 7/4/40 | EUR | 53,000 | 76,920 | |
Federal Republic of Germany | 3.250% | 7/4/42 | EUR | 85,000 | 104,776 | |
9 | Federal Republic of Germany | 2.500% | 7/4/44 | EUR | 99,968 | 111,408 |
9 | Federal Republic of Germany | 2.500% | 8/15/46 | EUR | 180,709 | 203,081 |
Federal Republic of Germany | 1.250% | 8/15/48 | EUR | 137,990 | 120,543 | |
Federal Republic of Germany | 0.000% | 8/15/50 | EUR | 126,517 | 74,530 | |
Federal Republic of Germany | 0.000% | 8/15/50 | EUR | 35,000 | 20,649 | |
Federal Republic of Germany | 0.000% | 8/15/52 | EUR | 30,000 | 16,800 | |
Federal Republic of Germany | 1.800% | 8/15/53 | EUR | 81,016 | 77,746 | |
FMS Wertmanagement | 1.375% | 3/7/25 | GBP | 10,200 | 12,042 | |
FMS Wertmanagement | 0.375% | 4/29/30 | EUR | 5,600 | 5,176 | |
Free and Hanseatic City of Hamburg | 0.250% | 1/20/25 | EUR | 11,784 | 12,335 | |
Free and Hanseatic City of Hamburg | 0.375% | 4/1/25 | EUR | 3,235 | 3,377 | |
Free and Hanseatic City of Hamburg | 0.010% | 6/15/28 | EUR | 7,500 | 7,123 | |
Free and Hanseatic City of Hamburg | 0.800% | 4/11/34 | EUR | 1,023 | 891 | |
Free and Hanseatic City of Hamburg | 1.450% | 11/5/38 | EUR | 7,686 | 6,656 | |
Free and Hanseatic City of Hamburg | 0.250% | 2/18/41 | EUR | 14,000 | 9,283 | |
Free State of Bavaria | 0.030% | 4/3/28 | EUR | 22,546 | 21,578 | |
Free State of Bavaria | 0.150% | 4/3/30 | EUR | 5,036 | 4,595 | |
Free State of Bavaria | 0.010% | 1/18/35 | EUR | 17,718 | 13,765 | |
Free State of Saxony | 0.010% | 10/15/27 | EUR | 2,500 | 2,421 | |
Free State of Saxony | 0.010% | 11/5/29 | EUR | 11,459 | 10,460 | |
Free State of Saxony | 0.010% | 12/17/35 | EUR | 15,751 | 11,760 | |
Gemeinsame Deutsche Bundeslaender | 1.125% | 9/30/24 | EUR | 2,817 | 3,009 | |
Gemeinsame Deutsche Bundeslaender | 0.500% | 2/5/25 | EUR | 8,608 | 9,046 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Gemeinsame Deutsche Bundeslaender | 0.375% | 4/17/25 | EUR | 10,248 | 10,691 | |
Gemeinsame Deutsche Bundeslaender | 0.625% | 2/13/29 | EUR | 2,049 | 1,985 | |
Gemeinsame Deutsche Bundeslaender | 0.010% | 8/26/30 | EUR | 18,449 | 16,448 | |
Investitionsbank Berlin | 0.250% | 2/3/32 | EUR | 10,000 | 8,785 | |
11 | KFW | 0.875% | 7/18/24 | GBP | 423 | 507 |
11 | KFW | 1.500% | 7/24/24 | AUD | 790 | 509 |
11 | KFW | 0.125% | 10/4/24 | EUR | 41,511 | 43,856 |
11 | KFW | 1.375% | 12/9/24 | GBP | 20,668 | 24,618 |
11 | KFW | 0.625% | 1/15/25 | EUR | 18,977 | 20,072 |
11 | KFW | 4.000% | 2/27/25 | AUD | 3,929 | 2,615 |
11 | KFW | 0.010% | 3/31/25 | EUR | 41,647 | 43,321 |
11 | KFW | 0.375% | 4/23/25 | EUR | 14,859 | 15,551 |
11 | KFW | 5.500% | 6/18/25 | GBP | 10,248 | 13,129 |
11 | KFW | 0.125% | 6/30/25 | EUR | 86,690 | 89,893 |
11 | KFW | 2.500% | 8/25/25 | CHF | 5,390 | 6,164 |
11 | KFW | 0.250% | 9/15/25 | EUR | 39,114 | 40,473 |
11 | KFW | 0.750% | 2/19/26 | CAD | 3,295 | 2,241 |
11 | KFW | 0.375% | 3/9/26 | EUR | 22,802 | 23,397 |
11 | KFW | 0.000% | 6/15/26 | EUR | 38,607 | 38,898 |
11 | KFW | 1.250% | 7/31/26 | GBP | 39,838 | 45,422 |
11 | KFW | 3.200% | 9/11/26 | AUD | 4,317 | 2,821 |
11 | KFW | 0.000% | 9/30/26 | EUR | 76,605 | 76,637 |
11 | KFW | 2.000% | 2/15/27 | AUD | 9,300 | 5,791 |
11 | KFW | 0.625% | 2/22/27 | EUR | 19,471 | 19,718 |
11 | KFW | 0.000% | 3/31/27 | EUR | 5,919 | 5,835 |
11 | KFW | 1.250% | 6/30/27 | EUR | 31,942 | 32,963 |
11 | KFW | 0.500% | 9/15/27 | EUR | 17,400 | 17,319 |
11 | KFW | 0.000% | 12/15/27 | EUR | 13,876 | 13,421 |
11 | KFW | 0.625% | 1/7/28 | EUR | 20,497 | 20,411 |
11 | KFW | 1.375% | 2/2/28 | SEK | 56,730 | 4,900 |
11 | KFW | 2.750% | 3/15/28 | EUR | 23,204 | 25,496 |
11 | KFW | 3.200% | 3/15/28 | AUD | 14,325 | 9,247 |
11 | KFW | 0.750% | 6/28/28 | EUR | 15,810 | 15,706 |
11 | KFW | 0.000% | 9/15/28 | EUR | 922 | 874 |
11 | KFW | 6.000% | 12/7/28 | GBP | 5,124 | 7,013 |
11 | KFW | 0.750% | 1/15/29 | EUR | 14,123 | 13,851 |
11 | KFW | 2.875% | 12/28/29 | EUR | 40,000 | 44,182 |
11 | KFW | 3.125% | 6/7/30 | EUR | 19,562 | 21,951 |
11 | KFW | 0.000% | 9/17/30 | EUR | 38,887 | 34,792 |
11 | KFW | 0.000% | 1/10/31 | EUR | 22,546 | 20,002 |
11 | KFW | 0.125% | 1/9/32 | EUR | 28,014 | 24,469 |
11 | KFW | 1.375% | 6/7/32 | EUR | 10,000 | 9,723 |
11 | KFW | 5.750% | 6/7/32 | GBP | 5,380 | 7,621 |
11 | KFW | 1.125% | 9/15/32 | EUR | 12,500 | 11,829 |
11 | KFW | 1.125% | 5/9/33 | EUR | 19,984 | 18,633 |
11 | KFW | 2.875% | 6/7/33 | EUR | 35,817 | 39,391 |
11 | KFW | 0.050% | 9/29/34 | EUR | 13,002 | 10,291 |
11 | KFW | 1.375% | 7/31/35 | EUR | 7,173 | 6,568 |
11 | KFW | 5.000% | 6/9/36 | GBP | 3,735 | 5,097 |
11 | KFW | 1.250% | 7/4/36 | EUR | 11,784 | 10,368 |
11 | KFW | 4.875% | 3/15/37 | GBP | 1,017 | 1,361 |
11 | KFW | 1.125% | 3/31/37 | EUR | 21,007 | 17,931 |
11 | KFW | 4.700% | 6/2/37 | CAD | 1,198 | 962 |
11 | KFW | 1.125% | 6/15/37 | EUR | 5,124 | 4,347 |
11 | KFW | 2.600% | 6/20/37 | JPY | 18,000 | 164 |
11 | KFW | 0.875% | 7/4/39 | EUR | 2,561 | 2,019 |
Land Baden-Wuerttemberg | 0.625% | 2/9/27 | EUR | 5,124 | 5,174 | |
Land Baden-Wuerttemberg | 0.800% | 4/5/28 | EUR | 5,124 | 5,097 | |
Land Baden-Wuerttemberg | 0.010% | 7/9/32 | EUR | 16,396 | 13,819 | |
Land Berlin | 0.500% | 2/10/25 | EUR | 10,760 | 11,298 | |
Land Berlin | 0.250% | 4/22/25 | EUR | 5,124 | 5,326 | |
Land Berlin | 0.625% | 3/20/26 | EUR | 5,096 | 5,241 | |
Land Berlin | 0.625% | 2/8/27 | EUR | 2,869 | 2,898 | |
Land Berlin | 0.010% | 5/18/27 | EUR | 18,140 | 17,766 | |
Land Berlin | 1.250% | 6/1/28 | EUR | 9,000 | 9,139 | |
Land Berlin | 0.010% | 10/26/28 | EUR | 13,835 | 13,032 | |
Land Berlin | 0.010% | 7/2/30 | EUR | 32,085 | 28,688 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Land Berlin | 1.300% | 6/13/33 | EUR | 1,023 | 964 | |
Land Berlin | 0.750% | 4/3/34 | EUR | 2,548 | 2,206 | |
Land Berlin | 0.125% | 6/4/35 | EUR | 5,124 | 3,965 | |
Land Berlin | 0.625% | 8/25/36 | EUR | 1,281 | 1,025 | |
Land Berlin | 1.375% | 6/5/37 | EUR | 2,561 | 2,245 | |
Land Berlin | 1.375% | 8/27/38 | EUR | 2,561 | 2,198 | |
Land Berlin | 0.050% | 8/6/40 | EUR | 7,686 | 4,914 | |
Land Berlin | 0.100% | 1/18/41 | EUR | 17,561 | 11,251 | |
Land Schleswig-Holstein Germany | 0.010% | 10/22/26 | EUR | 12,300 | 12,235 | |
Land Thueringen | 0.500% | 5/12/25 | EUR | 2,306 | 2,409 | |
Land Thueringen | 0.200% | 10/26/26 | EUR | 7,686 | 7,698 | |
Land Thueringen | 0.500% | 3/2/29 | EUR | 15,000 | 14,403 | |
Land Thueringen | 0.250% | 3/5/40 | EUR | 4,201 | 2,826 | |
Landeskreditbank Baden-Wuerttemberg Foerderbank | 4.250% | 8/7/25 | AUD | 6,020 | 4,009 | |
Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.375% | 4/13/26 | EUR | 7,686 | 7,818 | |
Landeskreditbank Baden-Wuerttemberg Foerderbank | 1.000% | 12/15/26 | GBP | 20,000 | 22,269 | |
Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.375% | 2/25/27 | EUR | 7,500 | 7,479 | |
Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.750% | 3/16/32 | EUR | 12,000 | 10,961 | |
11 | Landwirtschaftliche Rentenbank | 4.250% | 1/9/25 | AUD | 8,410 | 5,615 |
11 | Landwirtschaftliche Rentenbank | 0.500% | 3/6/25 | EUR | 11,784 | 12,376 |
11 | Landwirtschaftliche Rentenbank | 0.000% | 9/28/26 | EUR | 20,000 | 19,949 |
11 | Landwirtschaftliche Rentenbank | 0.875% | 12/15/26 | GBP | 10,000 | 11,143 |
11 | Landwirtschaftliche Rentenbank | 0.100% | 3/8/27 | EUR | 5,500 | 5,440 |
11 | Landwirtschaftliche Rentenbank | 2.600% | 3/23/27 | AUD | 2,390 | 1,520 |
11 | Landwirtschaftliche Rentenbank | 0.625% | 5/18/27 | EUR | 16,551 | 16,625 |
11 | Landwirtschaftliche Rentenbank | 0.000% | 9/22/27 | EUR | 5,600 | 5,430 |
11 | Landwirtschaftliche Rentenbank | 0.375% | 2/14/28 | EUR | 5,124 | 5,020 |
11 | Landwirtschaftliche Rentenbank | 3.250% | 4/12/28 | AUD | 2,210 | 1,427 |
11 | Landwirtschaftliche Rentenbank | 0.000% | 7/19/28 | EUR | 5,110 | 4,844 |
11 | Landwirtschaftliche Rentenbank | 0.500% | 2/28/29 | EUR | 28,916 | 27,795 |
11 | Landwirtschaftliche Rentenbank | 0.000% | 11/27/29 | EUR | 16,701 | 15,237 |
11 | Landwirtschaftliche Rentenbank | 0.050% | 12/18/29 | EUR | 6,000 | 5,481 |
11 | Landwirtschaftliche Rentenbank | 0.625% | 2/20/30 | EUR | 1,944 | 1,841 |
11 | Landwirtschaftliche Rentenbank | 0.050% | 1/31/31 | EUR | 14,941 | 13,203 |
Niedersachsen Invest GmbH | 0.250% | 7/16/35 | EUR | 10,000 | 7,872 | |
NRW Bank | 0.375% | 12/16/24 | GBP | 15,000 | 17,568 | |
NRW Bank | 0.250% | 3/10/25 | EUR | 7,686 | 8,004 | |
NRW Bank | 0.625% | 2/11/26 | EUR | 7,686 | 7,908 | |
NRW Bank | 0.500% | 5/11/26 | EUR | 6,145 | 6,267 | |
NRW Bank | 0.250% | 9/28/26 | EUR | 3,049 | 3,059 | |
NRW Bank | 0.625% | 2/23/27 | EUR | 7,686 | 7,744 | |
NRW Bank | 0.250% | 3/16/27 | EUR | 2,895 | 2,872 | |
NRW Bank | 0.125% | 4/12/27 | EUR | 8,352 | 8,209 | |
NRW Bank | 0.500% | 9/13/27 | EUR | 7,686 | 7,605 | |
NRW Bank | 0.625% | 1/4/28 | EUR | 3,587 | 3,556 | |
NRW Bank | 0.375% | 5/16/29 | EUR | 3,715 | 3,513 | |
NRW Bank | 0.125% | 2/4/30 | EUR | 25,000 | 22,813 | |
NRW Bank | 0.875% | 4/12/34 | EUR | 4,669 | 4,137 | |
NRW Bank | 0.100% | 7/9/35 | EUR | 8,697 | 6,634 | |
NRW Bank | 0.500% | 6/17/41 | EUR | 3,000 | 2,090 | |
NRW Bank | 1.250% | 5/13/49 | EUR | 5,124 | 3,828 | |
State of Brandenburg | 0.010% | 6/26/28 | EUR | 2,104 | 2,000 | |
State of Brandenburg | 0.050% | 7/1/31 | EUR | 8,363 | 7,299 | |
State of Brandenburg | 1.125% | 7/4/33 | EUR | 3,000 | 2,770 | |
State of Brandenburg | 0.750% | 8/8/36 | EUR | 5,124 | 4,183 | |
State of Brandenburg | 1.450% | 11/26/38 | EUR | 7,225 | 6,236 | |
State of Brandenburg | 0.300% | 10/4/49 | EUR | 512 | 276 | |
State of Bremen | 0.500% | 3/3/25 | EUR | 6,661 | 6,982 | |
State of Bremen | 1.200% | 1/30/34 | EUR | 300 | 274 | |
State of Bremen | 1.500% | 11/12/38 | EUR | 2,526 | 2,192 | |
State of Bremen | 1.000% | 5/27/39 | EUR | 6,403 | 5,073 | |
State of Bremen | 0.500% | 5/6/41 | EUR | 5,260 | 3,623 | |
State of Bremen | 0.550% | 2/4/50 | EUR | 6,365 | 3,639 | |
State of Hesse | 1.375% | 6/10/24 | EUR | 2,049 | 2,209 | |
State of Hesse | 0.125% | 6/20/24 | EUR | 6,763 | 7,185 | |
State of Hesse | 0.000% | 9/15/24 | EUR | 12,024 | 12,662 | |
State of Hesse | 0.500% | 2/17/25 | EUR | 5,380 | 5,646 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
State of Hesse | 0.250% | 6/10/25 | EUR | 12,810 | 13,280 | |
State of Hesse | 0.000% | 4/14/26 | EUR | 922 | 929 | |
State of Hesse | 0.375% | 7/6/26 | EUR | 30,693 | 31,127 | |
State of Hesse | 0.625% | 8/2/28 | EUR | 5,124 | 5,018 | |
State of Hesse | 0.010% | 3/11/30 | EUR | 8,821 | 7,969 | |
State of Hesse | 0.000% | 11/8/30 | EUR | 12,810 | 11,348 | |
State of Hesse | 1.300% | 10/10/33 | EUR | 4,099 | 3,830 | |
State of Lower Saxony | 0.000% | 8/2/24 | EUR | 12,306 | 13,001 | |
State of Lower Saxony | 0.625% | 1/20/25 | EUR | 5,124 | 5,398 | |
State of Lower Saxony | 0.125% | 3/7/25 | EUR | 2,049 | 2,135 | |
State of Lower Saxony | 0.500% | 6/13/25 | EUR | 5,124 | 5,344 | |
State of Lower Saxony | 0.375% | 1/9/26 | EUR | 10,600 | 10,868 | |
State of Lower Saxony | 0.500% | 6/8/26 | EUR | 1,281 | 1,307 | |
State of Lower Saxony | 0.010% | 9/8/26 | EUR | 12,731 | 12,694 | |
State of Lower Saxony | 0.000% | 2/11/27 | EUR | ��6,000 | 5,915 | |
State of Lower Saxony | 0.010% | 11/25/27 | EUR | 33,879 | 32,698 | |
State of Lower Saxony | 0.750% | 2/15/28 | EUR | 7,686 | 7,652 | |
State of Lower Saxony | 0.010% | 2/19/29 | EUR | 10,002 | 9,325 | |
State of Lower Saxony | 0.375% | 5/14/29 | EUR | 3,074 | 2,915 | |
State of Lower Saxony | 0.125% | 1/10/30 | EUR | 5,124 | 4,691 | |
State of Lower Saxony | 0.010% | 8/13/30 | EUR | 13,307 | 11,872 | |
State of Lower Saxony | 0.010% | 1/10/31 | EUR | 4,669 | 4,117 | |
State of Lower Saxony | 0.050% | 3/9/35 | EUR | 13,026 | 10,052 | |
State of North Rhine-Westphalia Germany | 1.000% | 1/16/25 | EUR | 165 | 175 | |
State of North Rhine-Westphalia Germany | 0.500% | 3/11/25 | EUR | 1,536 | 1,611 | |
State of North Rhine-Westphalia Germany | 2.000% | 10/15/25 | EUR | 1,536 | 1,648 | |
State of North Rhine-Westphalia Germany | 0.750% | 1/16/26 | EUR | 7,686 | 7,961 | |
State of North Rhine-Westphalia Germany | 0.250% | 3/13/26 | EUR | 53,968 | 54,964 | |
State of North Rhine-Westphalia Germany | 0.500% | 4/16/26 | EUR | 5,124 | 5,244 | |
State of North Rhine-Westphalia Germany | 0.500% | 2/16/27 | EUR | 10,453 | 10,498 | |
State of North Rhine-Westphalia Germany | 0.200% | 3/31/27 | EUR | 17,695 | 17,510 | |
State of North Rhine-Westphalia Germany | 0.950% | 3/13/28 | EUR | 14,348 | 14,414 | |
State of North Rhine-Westphalia Germany | 0.000% | 1/15/29 | EUR | 3,119 | 2,917 | |
State of North Rhine-Westphalia Germany | 0.200% | 4/9/30 | EUR | 4,035 | 3,692 | |
State of North Rhine-Westphalia Germany | 1.625% | 10/24/30 | EUR | 5,124 | 5,152 | |
State of North Rhine-Westphalia Germany | 0.625% | 7/21/31 | EUR | 7,686 | 7,046 | |
State of North Rhine-Westphalia Germany | 2.375% | 5/13/33 | EUR | 14,652 | 15,286 | |
State of North Rhine-Westphalia Germany | 1.100% | 3/13/34 | EUR | 13,832 | 12,516 | |
State of North Rhine-Westphalia Germany | 0.000% | 10/12/35 | EUR | 20,755 | 15,573 | |
State of North Rhine-Westphalia Germany | 1.250% | 5/12/36 | EUR | 7,173 | 6,310 | |
State of North Rhine-Westphalia Germany | 1.650% | 2/22/38 | EUR | 3,000 | 2,708 | |
State of North Rhine-Westphalia Germany | 0.500% | 11/25/39 | EUR | 12,776 | 9,171 | |
State of North Rhine-Westphalia Germany | 1.500% | 6/12/40 | EUR | 1,742 | 1,485 | |
State of North Rhine-Westphalia Germany | 0.600% | 6/4/41 | EUR | 8,427 | 5,922 | |
State of North Rhine-Westphalia Germany | 0.750% | 8/16/41 | EUR | 1,023 | 737 | |
State of North Rhine-Westphalia Germany | 1.450% | 2/16/43 | EUR | 2,561 | 2,079 | |
State of North Rhine-Westphalia Germany | 1.000% | 10/16/46 | EUR | 3,735 | 2,645 | |
State of North Rhine-Westphalia Germany | 1.650% | 5/16/47 | EUR | 28,800 | 23,532 | |
State of North Rhine-Westphalia Germany | 1.550% | 6/16/48 | EUR | 5,124 | 4,083 | |
State of North Rhine-Westphalia Germany | 0.800% | 7/30/49 | EUR | 1,683 | 1,069 | |
State of North Rhine-Westphalia Germany | 0.375% | 9/2/50 | EUR | 15,000 | 8,062 | |
State of North Rhine-Westphalia Germany | 0.200% | 1/27/51 | EUR | 16,266 | 8,170 | |
State of North Rhine-Westphalia Germany | 0.500% | 1/15/52 | EUR | 7,470 | 4,141 | |
State of North Rhine-Westphalia Germany | 1.750% | 10/26/57 | EUR | 14,734 | 11,357 | |
State of North Rhine-Westphalia Germany | 1.750% | 7/11/68 | EUR | 10,732 | 7,658 | |
State of North Rhine-Westphalia Germany | 1.950% | 9/26/78 | EUR | 10,515 | 7,885 | |
State of North Rhine-Westphalia Germany | 2.150% | 3/21/19 | EUR | 9,512 | 7,449 | |
State of North Rhine-Westphalia Germany | 1.375% | 1/15/20 | EUR | 10,651 | 5,659 | |
State of North Rhine-Westphalia Germany | 0.950% | 1/10/21 | EUR | 15,344 | 6,572 | |
State of North Rhine-Westphalia Germany | 1.450% | 1/19/22 | EUR | 4,202 | 2,331 | |
State of Rhineland-Palatinate | 0.500% | 1/21/25 | EUR | 3,074 | 3,233 | |
State of Rhineland-Palatinate | 0.100% | 8/18/26 | EUR | 5,124 | 5,136 | |
State of Rhineland-Palatinate | 0.375% | 1/26/27 | EUR | 5,124 | 5,129 | |
State of Rhineland-Palatinate | 0.700% | 1/26/28 | EUR | 5,124 | 5,093 | |
State of Rhineland-Palatinate | 0.750% | 2/23/32 | EUR | 32,683 | 29,945 | |
State of Rhineland-Palatinate | 0.375% | 3/10/51 | EUR | 6,012 | 3,226 | |
State of Saxony-Anhalt | 0.500% | 6/25/27 | EUR | 1,281 | 1,277 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
State of Saxony-Anhalt | 0.000% | 3/10/31 | EUR | 20,000 | 17,545 | |
State of Saxony-Anhalt | 0.500% | 3/24/51 | EUR | 7,515 | 4,243 | |
State of Schleswig-Holstein Germany | 0.500% | 5/19/26 | EUR | 13,442 | 13,723 | |
State of Schleswig-Holstein Germany | 0.250% | 4/18/28 | EUR | 1,023 | 990 | |
State of Schleswig-Holstein Germany | 0.625% | 8/31/28 | EUR | 3,509 | 3,434 | |
State of Schleswig-Holstein Germany | 0.010% | 11/26/29 | EUR | 13,669 | 12,467 | |
State of Schleswig-Holstein Germany | 0.010% | 5/22/30 | EUR | 1,502 | 1,348 | |
State of Schleswig-Holstein Germany | 0.050% | 7/8/31 | EUR | 2,574 | 2,246 | |
6,920,086 | ||||||
Hong Kong (0.0%) | ||||||
Hong Kong Government Bond Programme | 0.360% | 4/15/24 | HKD | 74,800 | 9,264 | |
Hong Kong Government Bond Programme | 2.220% | 8/7/24 | HKD | 15,250 | 1,917 | |
Hong Kong Government Bond Programme | 1.680% | 1/21/26 | HKD | 5,050 | 619 | |
Hong Kong Government Bond Programme | 1.250% | 6/29/27 | HKD | 3,000 | 355 | |
Hong Kong Government Bond Programme | 1.970% | 1/17/29 | HKD | 61,150 | 7,353 | |
Hong Kong Government Bond Programme | 2.130% | 7/16/30 | HKD | 40,250 | 4,827 | |
Hong Kong Government Bond Programme | 1.890% | 3/2/32 | HKD | 3,250 | 377 | |
Hong Kong Government Bond Programme | 2.020% | 3/7/34 | HKD | 14,000 | 1,606 | |
26,318 | ||||||
Hungary (0.2%) | ||||||
Republic of Hungary | 1.500% | 8/23/23 | HUF | 1,730,540 | 4,928 | |
Republic of Hungary | 6.000% | 11/24/23 | HUF | 1,485,060 | 4,192 | |
Republic of Hungary | 2.500% | 10/24/24 | HUF | 6,363,750 | 16,334 | |
Republic of Hungary | 5.500% | 6/24/25 | HUF | 3,081,090 | 8,101 | |
Republic of Hungary | 1.250% | 10/22/25 | EUR | 6,918 | 7,111 | |
Republic of Hungary | 1.000% | 11/26/25 | HUF | 1,919,870 | 4,483 | |
Republic of Hungary | 1.500% | 4/22/26 | HUF | 5,563,460 | 12,865 | |
Republic of Hungary | 2.750% | 12/22/26 | HUF | 3,546,820 | 8,307 | |
Republic of Hungary | 5.000% | 2/22/27 | EUR | 3,245 | 3,623 | |
Republic of Hungary | 1.750% | 10/10/27 | EUR | 2,254 | 2,217 | |
Republic of Hungary | 3.000% | 10/27/27 | HUF | 10,167,150 | 23,435 | |
Republic of Hungary | 4.500% | 3/23/28 | HUF | 15,525,090 | 38,303 | |
3 | Republic of Hungary | 0.125% | 9/21/28 | EUR | 3,522 | 3,019 |
Republic of Hungary | 2.000% | 5/23/29 | HUF | 2,058,080 | 4,328 | |
Republic of Hungary | 3.000% | 8/21/30 | HUF | 6,884,230 | 14,965 | |
3 | Republic of Hungary | 4.250% | 6/16/31 | EUR | 2,200 | 2,243 |
Republic of Hungary | 3.250% | 10/22/31 | HUF | 484,810 | 1,034 | |
Republic of Hungary | 1.625% | 4/28/32 | EUR | 16,162 | 13,320 | |
Republic of Hungary | 4.750% | 11/24/32 | HUF | 3,500,000 | 8,242 | |
Republic of Hungary | 2.250% | 4/20/33 | HUF | 2,472,710 | 4,626 | |
Republic of Hungary | 1.750% | 6/5/35 | EUR | 1,131 | 858 | |
Republic of Hungary | 3.000% | 10/27/38 | HUF | 1,531,000 | 2,658 | |
Republic of Hungary | 3.000% | 4/25/41 | HUF | 1,902,090 | 3,151 | |
Republic of Hungary | 1.500% | 11/17/50 | EUR | 3,819 | 2,135 | |
194,478 | ||||||
Iceland (0.0%) | ||||||
Republic of Iceland | 0.625% | 6/3/26 | EUR | 2,310 | 2,313 | |
Indonesia (1.2%) | ||||||
Indonesia Treasury Bond | 8.375% | 3/15/24 | IDR | 786,315,000 | 54,673 | |
Indonesia Treasury Bond | 8.125% | 5/15/24 | IDR | 541,084,000 | 37,645 | |
Indonesia Treasury Bond | 6.500% | 6/15/25 | IDR | 816,589,000 | 56,000 | |
Indonesia Treasury Bond | 7.250% | 2/15/26 | IDR | 143,913,000 | 10,047 | |
Indonesia Treasury Bond | 5.500% | 4/15/26 | IDR | 664,399,000 | 44,400 | |
Indonesia Treasury Bond | 8.375% | 9/15/26 | IDR | 344,475,000 | 24,973 | |
Indonesia Treasury Bond | 5.125% | 4/15/27 | IDR | 348,269,000 | 22,854 | |
Indonesia Treasury Bond | 7.000% | 5/15/27 | IDR | 761,037,000 | 53,216 | |
Indonesia Treasury Bond | 6.125% | 5/15/28 | IDR | 736,413,000 | 49,847 | |
Indonesia Treasury Bond | 6.375% | 8/15/28 | IDR | 450,000,000 | 30,812 | |
Indonesia Treasury Bond | 9.000% | 3/15/29 | IDR | 25,516,000 | 1,951 | |
Indonesia Treasury Bond | 8.250% | 5/15/29 | IDR | 629,199,000 | 46,826 | |
Indonesia Treasury Bond | 7.000% | 9/15/30 | IDR | 750,587,000 | 52,622 | |
Indonesia Treasury Bond | 6.500% | 2/15/31 | IDR | 646,998,000 | 43,945 | |
Indonesia Treasury Bond | 8.750% | 5/15/31 | IDR | 143,138,000 | 11,009 | |
Indonesia Treasury Bond | 6.375% | 4/15/32 | IDR | 726,872,000 | 48,997 | |
Indonesia Treasury Bond | 7.500% | 8/15/32 | IDR | 286,121,000 | 20,620 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Indonesia Treasury Bond | 7.000% | 2/15/33 | IDR | 150,000,000 | 10,556 | |
Indonesia Treasury Bond | 6.625% | 5/15/33 | IDR | 928,627,000 | 62,946 | |
Indonesia Treasury Bond | 8.375% | 3/15/34 | IDR | 472,741,000 | 36,259 | |
Indonesia Treasury Bond | 7.500% | 6/15/35 | IDR | 549,847,000 | 39,447 | |
Indonesia Treasury Bond | 8.250% | 5/15/36 | IDR | 398,139,000 | 30,164 | |
Indonesia Treasury Bond | 9.750% | 5/15/37 | IDR | 66,511,000 | 5,528 | |
Indonesia Treasury Bond | 7.500% | 5/15/38 | IDR | 435,166,000 | 31,272 | |
Indonesia Treasury Bond | 7.125% | 6/15/38 | IDR | 30,000,000 | 2,092 | |
Indonesia Treasury Bond | 8.375% | 4/15/39 | IDR | 316,832,000 | 24,487 | |
Indonesia Treasury Bond | 7.500% | 4/15/40 | IDR | 598,682,000 | 42,999 | |
Indonesia Treasury Bond | 9.500% | 5/15/41 | IDR | 81,900,000 | 7,004 | |
Indonesia Treasury Bond | 7.125% | 6/15/42 | IDR | 530,449,000 | 36,999 | |
Indonesia Treasury Bond | 7.125% | 6/15/43 | IDR | 220,000,000 | 15,340 | |
Indonesia Treasury Bond | 7.375% | 5/15/48 | IDR | 388,193,000 | 27,284 | |
Indonesia Treasury Bond | 6.875% | 8/15/51 | IDR | 332,981,000 | 22,471 | |
Republic of Indonesia | 2.150% | 7/18/24 | EUR | 1,020 | 1,100 | |
Republic of Indonesia | 1.750% | 4/24/25 | EUR | 9,152 | 9,670 | |
Republic of Indonesia | 1.450% | 9/18/26 | EUR | 2,224 | 2,253 | |
Republic of Indonesia | 0.900% | 2/14/27 | EUR | 7,195 | 7,067 | |
Republic of Indonesia | 3.750% | 6/14/28 | EUR | 9,561 | 10,419 | |
Republic of Indonesia | 1.000% | 7/28/29 | EUR | 4,429 | 4,025 | |
Republic of Indonesia | 1.100% | 3/12/33 | EUR | 4,791 | 3,918 | |
1,043,737 | ||||||
Ireland (0.5%) | ||||||
Republic of Ireland | 1.000% | 5/15/26 | EUR | 47,116 | 49,505 | |
Republic of Ireland | 0.200% | 5/15/27 | EUR | 61,450 | 61,568 | |
Republic of Ireland | 0.900% | 5/15/28 | EUR | 32,172 | 32,693 | |
Republic of Ireland | 1.100% | 5/15/29 | EUR | 25,620 | 26,007 | |
Republic of Ireland | 0.200% | 10/18/30 | EUR | 45,492 | 41,990 | |
Republic of Ireland | 1.350% | 3/18/31 | EUR | 20,497 | 20,555 | |
Republic of Ireland | 0.000% | 10/18/31 | EUR | 86,597 | 76,271 | |
Republic of Ireland | 0.350% | 10/18/32 | EUR | 32,683 | 28,914 | |
Republic of Ireland | 1.300% | 5/15/33 | EUR | 10,453 | 10,072 | |
Republic of Ireland | 0.400% | 5/15/35 | EUR | 11,459 | 9,460 | |
Republic of Ireland | 1.700% | 5/15/37 | EUR | 2,649 | 2,488 | |
Republic of Ireland | 0.550% | 4/22/41 | EUR | 31,283 | 22,129 | |
Republic of Ireland | 3.000% | 10/18/43 | EUR | 20,000 | 21,472 | |
Republic of Ireland | 2.000% | 2/18/45 | EUR | 4,459 | 3,969 | |
Republic of Ireland | 1.500% | 5/15/50 | EUR | 47,915 | 36,862 | |
443,955 | ||||||
Isle Of Man (0.0%) | ||||||
Isle of Man | 1.625% | 9/14/51 | GBP | 4,968 | 3,165 | |
Israel (0.3%) | ||||||
State of Israel | 0.150% | 7/31/23 | ILS | 30,688 | 8,365 | |
State of Israel | 1.500% | 11/30/23 | ILS | 27,960 | 7,578 | |
State of Israel | 3.750% | 3/31/24 | ILS | 18,873 | 5,173 | |
State of Israel | 0.400% | 10/31/24 | ILS | 29,933 | 7,783 | |
State of Israel | 0.500% | 4/30/25 | ILS | 122,478 | 31,384 | |
State of Israel | 1.750% | 8/31/25 | ILS | 182,117 | 47,504 | |
State of Israel | 6.250% | 10/30/26 | ILS | 28,757 | 8,494 | |
State of Israel | 1.500% | 1/18/27 | EUR | 13,151 | 13,254 | |
State of Israel | 2.000% | 3/31/27 | ILS | 82,667 | 21,187 | |
State of Israel | 2.250% | 9/28/28 | ILS | 116,708 | 29,605 | |
State of Israel | 1.500% | 1/16/29 | EUR | 5,561 | 5,399 | |
State of Israel | 1.000% | 3/31/30 | ILS | 120,127 | 27,425 | |
State of Israel | 0.625% | 1/18/32 | EUR | 1,934 | 1,603 | |
State of Israel | 1.500% | 5/31/37 | ILS | 37,121 | 7,423 | |
State of Israel | 5.500% | 1/31/42 | ILS | 33,676 | 10,852 | |
State of Israel | 3.750% | 3/31/47 | ILS | 92,481 | 23,525 | |
State of Israel | 2.500% | 1/16/49 | EUR | 1,281 | 1,076 | |
State of Israel | 2.800% | 11/29/52 | ILS | 62,870 | 12,930 | |
270,560 | ||||||
Italy (6.7%) | ||||||
Cassa Depositi e Prestiti SpA | 1.500% | 6/21/24 | EUR | 2,500 | 2,688 | |
Cassa Depositi e Prestiti SpA | 1.500% | 4/9/25 | EUR | 3,800 | 4,016 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Cassa Depositi e Prestiti SpA | 1.875% | 2/7/26 | EUR | 2,500 | 2,612 | |
Cassa Depositi e Prestiti SpA | 2.000% | 4/20/27 | EUR | 7,600 | 7,806 | |
Cassa Depositi e Prestiti SpA | 1.000% | 2/11/30 | EUR | 8,600 | 7,690 | |
Italy Buoni Poliennali Del Tesoro | 1.750% | 5/30/24 | EUR | 140,058 | 151,638 | |
Italy Buoni Poliennali Del Tesoro | 1.750% | 7/1/24 | EUR | 88,874 | 96,095 | |
Italy Buoni Poliennali Del Tesoro | 0.000% | 8/15/24 | EUR | 135,359 | 143,002 | |
Italy Buoni Poliennali Del Tesoro | 1.450% | 11/15/24 | EUR | 30,189 | 32,271 | |
Italy Buoni Poliennali Del Tesoro | 2.500% | 12/1/24 | EUR | 86,585 | 94,179 | |
Italy Buoni Poliennali Del Tesoro | 0.000% | 12/15/24 | EUR | 50,852 | 53,116 | |
Italy Buoni Poliennali Del Tesoro | 0.350% | 2/1/25 | EUR | 65,000 | 67,998 | |
3 | Italy Buoni Poliennali Del Tesoro | 5.000% | 3/1/25 | EUR | 88,109 | 99,841 |
Italy Buoni Poliennali Del Tesoro | 3.400% | 3/28/25 | EUR | 164,576 | 181,265 | |
Italy Buoni Poliennali Del Tesoro | 1.500% | 6/1/25 | EUR | 74,943 | 79,495 | |
3 | Italy Buoni Poliennali Del Tesoro | 1.850% | 7/1/25 | EUR | 86,732 | 92,612 |
Italy Buoni Poliennali Del Tesoro | 1.200% | 8/15/25 | EUR | 48,017 | 50,387 | |
Italy Buoni Poliennali Del Tesoro | 2.500% | 11/15/25 | EUR | 50,000 | 53,894 | |
Italy Buoni Poliennali Del Tesoro | 3.500% | 1/15/26 | EUR | 192,589 | 212,446 | |
Italy Buoni Poliennali Del Tesoro | 0.000% | 4/1/26 | EUR | 50,000 | 49,855 | |
Italy Buoni Poliennali Del Tesoro | 3.800% | 4/15/26 | EUR | 101,912 | 113,258 | |
Italy Buoni Poliennali Del Tesoro | 2.100% | 7/15/26 | EUR | 149,632 | 158,175 | |
Italy Buoni Poliennali Del Tesoro | 0.000% | 8/1/26 | EUR | 47,626 | 46,949 | |
Italy Buoni Poliennali Del Tesoro | 7.250% | 11/1/26 | EUR | 43,515 | 53,881 | |
Italy Buoni Poliennali Del Tesoro | 0.850% | 1/15/27 | EUR | 69,546 | 69,730 | |
Italy Buoni Poliennali Del Tesoro | 1.100% | 4/1/27 | EUR | 101,436 | 102,098 | |
Italy Buoni Poliennali Del Tesoro | 2.200% | 6/1/27 | EUR | 32,000 | 33,539 | |
Italy Buoni Poliennali Del Tesoro | 2.050% | 8/1/27 | EUR | 65,766 | 68,291 | |
Italy Buoni Poliennali Del Tesoro | 0.950% | 9/15/27 | EUR | 53,475 | 52,816 | |
Italy Buoni Poliennali Del Tesoro | 6.500% | 11/1/27 | EUR | 95,150 | 117,689 | |
Italy Buoni Poliennali Del Tesoro | 2.650% | 12/1/27 | EUR | 126,036 | 133,466 | |
Italy Buoni Poliennali Del Tesoro | 0.250% | 3/15/28 | EUR | 125,426 | 117,734 | |
Italy Buoni Poliennali Del Tesoro | 3.400% | 4/1/28 | EUR | 148,537 | 161,678 | |
Italy Buoni Poliennali Del Tesoro | 0.500% | 7/15/28 | EUR | 53,889 | 50,589 | |
Italy Buoni Poliennali Del Tesoro | 2.800% | 6/15/29 | EUR | 221,952 | 231,460 | |
Italy Buoni Poliennali Del Tesoro | 3.000% | 8/1/29 | EUR | 71,461 | 75,467 | |
Italy Buoni Poliennali Del Tesoro | 5.250% | 11/1/29 | EUR | 25,000 | 29,933 | |
Italy Buoni Poliennali Del Tesoro | 3.850% | 12/15/29 | EUR | 49,237 | 54,270 | |
3 | Italy Buoni Poliennali Del Tesoro | 3.500% | 3/1/30 | EUR | 52,219 | 56,441 |
Italy Buoni Poliennali Del Tesoro | 1.350% | 4/1/30 | EUR | 69,175 | 64,759 | |
Italy Buoni Poliennali Del Tesoro | 3.700% | 6/15/30 | EUR | 63,404 | 69,181 | |
Italy Buoni Poliennali Del Tesoro | 0.950% | 8/1/30 | EUR | 65,523 | 58,811 | |
3 | Italy Buoni Poliennali Del Tesoro | 1.650% | 12/1/30 | EUR | 83,599 | 78,538 |
Italy Buoni Poliennali Del Tesoro | 0.900% | 4/1/31 | EUR | 83,764 | 73,454 | |
Italy Buoni Poliennali Del Tesoro | 6.000% | 5/1/31 | EUR | 72,304 | 91,143 | |
3 | Italy Buoni Poliennali Del Tesoro | 0.600% | 8/1/31 | EUR | 57,295 | 48,320 |
3 | Italy Buoni Poliennali Del Tesoro | 4.000% | 10/30/31 | EUR | 167,697 | 185,422 |
3 | Italy Buoni Poliennali Del Tesoro | 0.950% | 12/1/31 | EUR | 70,000 | 60,229 |
3 | Italy Buoni Poliennali Del Tesoro | 1.650% | 3/1/32 | EUR | 66,412 | 60,452 |
Italy Buoni Poliennali Del Tesoro | 0.950% | 6/1/32 | EUR | 84,388 | 71,460 | |
Italy Buoni Poliennali Del Tesoro | 2.500% | 12/1/32 | EUR | 60,997 | 58,879 | |
Italy Buoni Poliennali Del Tesoro | 5.750% | 2/1/33 | EUR | 100,845 | 125,210 | |
Italy Buoni Poliennali Del Tesoro | 4.400% | 5/1/33 | EUR | 68,814 | 77,380 | |
3 | Italy Buoni Poliennali Del Tesoro | 2.450% | 9/1/33 | EUR | 57,354 | 54,024 |
3 | Italy Buoni Poliennali Del Tesoro | 5.000% | 8/1/34 | EUR | 69,080 | 80,894 |
3 | Italy Buoni Poliennali Del Tesoro | 3.350% | 3/1/35 | EUR | 51,841 | 51,985 |
3 | Italy Buoni Poliennali Del Tesoro | 4.000% | 4/30/35 | EUR | 82,326 | 88,049 |
3 | Italy Buoni Poliennali Del Tesoro | 4.000% | 2/1/37 | EUR | 80,601 | 85,694 |
3 | Italy Buoni Poliennali Del Tesoro | 0.950% | 3/1/37 | EUR | 59,952 | 43,354 |
3 | Italy Buoni Poliennali Del Tesoro | 3.250% | 3/1/38 | EUR | 109,813 | 105,549 |
3 | Italy Buoni Poliennali Del Tesoro | 2.950% | 9/1/38 | EUR | 55,169 | 51,142 |
3 | Italy Buoni Poliennali Del Tesoro | 5.000% | 8/1/39 | EUR | 86,507 | 101,229 |
3 | Italy Buoni Poliennali Del Tesoro | 3.100% | 3/1/40 | EUR | 57,451 | 53,288 |
3 | Italy Buoni Poliennali Del Tesoro | 5.000% | 9/1/40 | EUR | 51,949 | 61,021 |
3 | Italy Buoni Poliennali Del Tesoro | 1.800% | 3/1/41 | EUR | 58,187 | 43,745 |
3 | Italy Buoni Poliennali Del Tesoro | 4.450% | 9/1/43 | EUR | 23,981 | 26,114 |
3 | Italy Buoni Poliennali Del Tesoro | 4.750% | 9/1/44 | EUR | 52,768 | 60,068 |
3 | Italy Buoni Poliennali Del Tesoro | 1.500% | 4/30/45 | EUR | 47,279 | 31,096 |
3 | Italy Buoni Poliennali Del Tesoro | 3.250% | 9/1/46 | EUR | 60,807 | 55,021 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
3 | Italy Buoni Poliennali Del Tesoro | 2.700% | 3/1/47 | EUR | 54,235 | 44,728 |
3 | Italy Buoni Poliennali Del Tesoro | 3.450% | 3/1/48 | EUR | 66,690 | 62,640 |
3 | Italy Buoni Poliennali Del Tesoro | 3.850% | 9/1/49 | EUR | 83,843 | 83,389 |
3 | Italy Buoni Poliennali Del Tesoro | 2.450% | 9/1/50 | EUR | 79,209 | 60,176 |
3 | Italy Buoni Poliennali Del Tesoro | 1.700% | 9/1/51 | EUR | 3,253 | 2,062 |
3 | Italy Buoni Poliennali Del Tesoro | 2.150% | 9/1/52 | EUR | 57,630 | 40,007 |
3 | Italy Buoni Poliennali Del Tesoro | 4.500% | 10/1/53 | EUR | 30,994 | 33,633 |
3 | Italy Buoni Poliennali Del Tesoro | 2.800% | 3/1/67 | EUR | 43,717 | 33,075 |
Republic of Italy | 6.000% | 8/4/28 | GBP | 6,098 | 7,807 | |
5,693,398 | ||||||
Japan (14.6%) | ||||||
Aichi Prefecture | 0.001% | 10/15/26 | JPY | 100,000 | 731 | |
Deposit Insurance Corp. of Japan | 0.100% | 8/6/24 | JPY | 3,000,000 | 22,045 | |
Development Bank of Japan Inc. | 0.466% | 12/12/24 | JPY | 307,500 | 2,273 | |
Development Bank of Japan Inc. | 1.250% | 1/31/25 | GBP | 10,043 | 11,843 | |
Development Bank of Japan Inc. | 0.450% | 3/13/25 | JPY | 205,000 | 1,516 | |
Development Bank of Japan Inc. | 0.425% | 9/11/25 | JPY | 387,900 | 2,873 | |
Development Bank of Japan Inc. | 0.875% | 10/10/25 | EUR | 26,269 | 27,165 | |
Development Bank of Japan Inc. | 0.020% | 3/16/26 | JPY | 23,300 | 171 | |
Fukuoka Prefecture | 0.432% | 6/18/49 | JPY | 350,000 | 2,091 | |
Hyogo Prefecture | 1.020% | 7/13/29 | JPY | 850,000 | 6,506 | |
Hyogo Prefecture | 1.400% | 9/8/34 | JPY | 200,000 | 1,569 | |
Japan | 0.005% | 6/1/24 | JPY | 10,551,850 | 77,547 | |
Japan | 0.100% | 6/20/24 | JPY | 9,184,100 | 67,568 | |
Japan | 0.600% | 6/20/24 | JPY | 363,800 | 2,692 | |
Japan | 0.005% | 7/1/24 | JPY | 6,141,700 | 45,135 | |
Japan | 0.005% | 8/1/24 | JPY | 15,309,500 | 112,566 | |
Japan | 0.005% | 9/1/24 | JPY | 6,000,000 | 44,116 | |
Japan | 0.100% | 9/20/24 | JPY | 6,909,000 | 50,839 | |
Japan | 0.500% | 9/20/24 | JPY | 6,507,700 | 48,150 | |
Japan | 2.100% | 9/20/24 | JPY | 668,700 | 5,057 | |
Japan | 0.005% | 10/1/24 | JPY | 11,000,000 | 80,843 | |
Japan | 0.005% | 11/1/24 | JPY | 13,800,000 | 101,468 | |
Japan | 0.005% | 12/1/24 | JPY | 15,600,000 | 114,660 | |
Japan | 0.100% | 12/20/24 | JPY | 8,332,300 | 61,329 | |
Japan | 0.300% | 12/20/24 | JPY | 5,154,900 | 38,065 | |
Japan | 0.500% | 12/20/24 | JPY | 3,960,950 | 29,344 | |
Japan | 0.005% | 1/1/25 | JPY | 13,000,000 | 95,541 | |
Japan | 0.005% | 2/1/25 | JPY | 13,000,000 | 95,547 | |
Japan | 0.100% | 3/20/25 | JPY | 8,198,650 | 60,356 | |
Japan | 0.400% | 3/20/25 | JPY | 5,055,000 | 37,422 | |
Japan | 2.000% | 3/20/25 | JPY | 38,400 | 293 | |
Japan | 0.005% | 4/1/25 | JPY | 5,800,000 | 42,621 | |
Japan | 0.100% | 6/20/25 | JPY | 4,152,600 | 30,578 | |
Japan | 0.400% | 6/20/25 | JPY | 4,253,000 | 31,516 | |
Japan | 1.900% | 6/20/25 | JPY | 589,200 | 4,505 | |
Japan | 2.100% | 6/20/25 | JPY | 1,537,250 | 11,802 | |
Japan | 0.100% | 9/20/25 | JPY | 5,445,900 | 40,104 | |
Japan | 0.400% | 9/20/25 | JPY | 1,637,150 | 12,145 | |
Japan | 2.100% | 9/20/25 | JPY | 102,500 | 791 | |
Japan | 0.100% | 12/20/25 | JPY | 6,691,100 | 49,300 | |
Japan | 0.300% | 12/20/25 | JPY | 7,931,800 | 58,746 | |
Japan | 2.000% | 12/20/25 | JPY | 1,711,450 | 13,239 | |
Japan | 0.005% | 3/20/26 | JPY | 14,919,100 | 109,649 | |
Japan | 0.100% | 3/20/26 | JPY | 2,613,300 | 19,259 | |
Japan | 2.100% | 3/20/26 | JPY | 440,650 | 3,434 | |
Japan | 2.200% | 3/20/26 | JPY | 409,950 | 3,204 | |
Japan | 0.005% | 6/20/26 | JPY | 16,304,150 | 119,814 | |
Japan | 0.100% | 6/20/26 | JPY | 2,784,100 | 20,518 | |
Japan | 0.005% | 9/20/26 | JPY | 17,865,650 | 131,254 | |
Japan | 0.100% | 9/20/26 | JPY | 3,558,700 | 26,228 | |
Japan | 2.200% | 9/20/26 | JPY | 1,530,700 | 12,081 | |
Japan | 2.300% | 9/20/26 | JPY | 17,900 | 142 | |
Japan | 0.005% | 12/20/26 | JPY | 15,699,800 | 115,297 | |
Japan | 0.100% | 12/20/26 | JPY | 9,358,350 | 68,956 | |
Japan | 2.100% | 12/20/26 | JPY | 2,562,050 | 20,248 | |
Japan | 0.005% | 3/20/27 | JPY | 16,990,650 | 124,699 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Japan | 0.100% | 3/20/27 | JPY | 8,316,950 | 61,265 | |
Japan | 0.100% | 3/20/27 | JPY | 8,731,150 | 64,317 | |
Japan | 2.000% | 3/20/27 | JPY | 512,400 | 4,052 | |
Japan | 2.100% | 3/20/27 | JPY | 179,300 | 1,423 | |
Japan | 0.005% | 6/20/27 | JPY | 16,482,000 | 120,866 | |
Japan | 0.100% | 6/20/27 | JPY | 7,347,850 | 54,091 | |
Japan | 2.100% | 6/20/27 | JPY | 1,000,000 | 7,970 | |
Japan | 2.300% | 6/20/27 | JPY | 1,010,200 | 8,112 | |
Japan | 0.100% | 9/20/27 | JPY | 9,584,000 | 70,488 | |
Japan | 0.100% | 9/20/27 | JPY | 5,850,000 | 43,028 | |
Japan | 2.200% | 9/20/27 | JPY | 1,007,650 | 8,092 | |
Japan | 0.100% | 12/20/27 | JPY | 8,264,400 | 60,737 | |
Japan | 0.200% | 12/20/27 | JPY | 10,500,000 | 77,524 | |
Japan | 0.300% | 12/20/27 | JPY | 2,000,000 | 14,835 | |
Japan | 2.100% | 12/20/27 | JPY | 2,988,300 | 23,992 | |
Japan | 0.100% | 3/20/28 | JPY | 8,412,050 | 61,752 | |
Japan | 0.200% | 3/20/28 | JPY | 4,600,000 | 33,930 | |
Japan | 2.200% | 3/20/28 | JPY | 3,824,050 | 30,942 | |
Japan | 2.400% | 3/20/28 | JPY | 2,997,600 | 24,471 | |
Japan | 0.100% | 6/20/28 | JPY | 8,595,250 | 63,064 | |
Japan | 2.300% | 6/20/28 | JPY | 760,000 | 6,205 | |
Japan | 2.400% | 6/20/28 | JPY | 1,282,800 | 10,521 | |
Japan | 0.100% | 9/20/28 | JPY | 8,030,450 | 58,885 | |
Japan | 2.100% | 9/20/28 | JPY | 3,139,100 | 25,496 | |
Japan | 2.200% | 9/20/28 | JPY | 614,850 | 5,017 | |
Japan | 0.100% | 12/20/28 | JPY | 4,828,750 | 35,393 | |
Japan | 1.900% | 12/20/28 | JPY | 3,709,800 | 29,941 | |
Japan | 2.100% | 12/20/28 | JPY | 307,400 | 2,506 | |
Japan | 0.100% | 3/20/29 | JPY | 8,564,400 | 62,715 | |
Japan | 1.900% | 3/20/29 | JPY | 2,126,500 | 17,217 | |
Japan | 2.100% | 3/20/29 | JPY | 2,312,500 | 18,922 | |
Japan | 0.100% | 6/20/29 | JPY | 5,856,400 | 42,837 | |
Japan | 2.100% | 6/20/29 | JPY | 2,833,600 | 23,270 | |
Japan | 0.100% | 9/20/29 | JPY | 7,603,400 | 55,582 | |
Japan | 2.100% | 9/20/29 | JPY | 3,705,350 | 30,544 | |
Japan | 2.800% | 9/20/29 | JPY | 1,383,450 | 11,853 | |
Japan | 0.100% | 12/20/29 | JPY | 6,851,550 | 50,028 | |
Japan | 2.100% | 12/20/29 | JPY | 3,843,100 | 31,789 | |
Japan | 2.200% | 12/20/29 | JPY | 2,941,200 | 24,468 | |
Japan | 2.100% | 3/20/30 | JPY | 6,340,950 | 52,608 | |
Japan | 2.200% | 3/20/30 | JPY | 3,228,150 | 26,944 | |
Japan | 2.300% | 5/20/30 | JPY | 87,100 | 733 | |
Japan | 0.100% | 6/20/30 | JPY | 11,653,050 | 84,926 | |
Japan | 1.600% | 6/20/30 | JPY | 292,050 | 2,355 | |
Japan | 1.800% | 6/20/30 | JPY | 20,450 | 167 | |
Japan | 2.000% | 6/20/30 | JPY | 2,562,050 | 21,188 | |
Japan | 0.100% | 9/20/30 | JPY | 4,406,850 | 32,044 | |
Japan | 1.800% | 9/20/30 | JPY | 717,350 | 5,870 | |
Japan | 1.900% | 9/20/30 | JPY | 2,239,250 | 18,442 | |
Japan | 0.100% | 12/20/30 | JPY | 4,808,400 | 34,891 | |
Japan | 2.000% | 12/20/30 | JPY | 2,837,200 | 23,573 | |
Japan | 2.100% | 12/20/30 | JPY | 5,436,400 | 45,467 | |
Japan | 0.100% | 3/20/31 | JPY | 12,480,300 | 90,408 | |
Japan | 1.900% | 3/20/31 | JPY | 3,074,450 | 25,422 | |
Japan | 2.000% | 3/20/31 | JPY | 6,241,250 | 51,962 | |
Japan | 2.200% | 3/20/31 | JPY | 4,556,200 | 38,461 | |
Japan | 0.100% | 6/20/31 | JPY | 16,868,350 | 122,048 | |
Japan | 1.800% | 6/20/31 | JPY | 3,185,250 | 26,215 | |
Japan | 1.900% | 6/20/31 | JPY | 6,348,850 | 52,624 | |
Japan | 0.100% | 9/20/31 | JPY | 4,677,250 | 33,799 | |
Japan | 1.700% | 9/20/31 | JPY | 8,040,350 | 65,870 | |
Japan | 1.800% | 9/20/31 | JPY | 6,581,550 | 54,317 | |
Japan | 0.100% | 12/20/31 | JPY | 1,244,700 | 8,979 | |
Japan | 1.700% | 12/20/31 | JPY | 4,833,200 | 39,683 | |
Japan | 1.800% | 12/20/31 | JPY | 9,444,650 | 78,129 | |
Japan | 0.200% | 3/20/32 | JPY | 1,000,000 | 7,269 | |
Japan | 1.600% | 3/20/32 | JPY | 4,586,150 | 37,428 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Japan | 1.700% | 3/20/32 | JPY | 2,639,700 | 21,711 | |
Japan | 1.800% | 3/20/32 | JPY | 5,379,000 | 44,584 | |
Japan | 1.500% | 6/20/32 | JPY | 3,228,150 | 26,158 | |
Japan | 1.600% | 6/20/32 | JPY | 3,792,600 | 30,978 | |
Japan | 1.700% | 6/20/32 | JPY | 3,000,000 | 24,701 | |
Japan | 1.700% | 9/20/32 | JPY | 13,017,100 | 107,327 | |
Japan | 1.800% | 11/22/32 | JPY | 800,000 | 6,656 | |
Japan | 0.500% | 12/20/32 | JPY | 3,500,000 | 26,058 | |
Japan | 1.700% | 12/20/32 | JPY | 8,254,400 | 68,146 | |
Japan | 1.800% | 12/20/32 | JPY | 4,574,450 | 38,083 | |
Japan | 0.500% | 3/20/33 | JPY | 7,000,000 | 51,827 | |
Japan | 1.100% | 3/20/33 | JPY | 800,000 | 6,265 | |
Japan | 1.500% | 3/20/33 | JPY | 6,311,250 | 51,226 | |
Japan | 1.600% | 3/20/33 | JPY | 5,101,150 | 41,770 | |
Japan | 1.700% | 6/20/33 | JPY | 1,294,250 | 10,701 | |
Japan | 1.700% | 6/20/33 | JPY | 9,138,450 | 75,561 | |
Japan | 1.700% | 9/20/33 | JPY | 7,838,600 | 64,863 | |
Japan | 1.600% | 12/20/33 | JPY | 7,503,300 | 61,562 | |
Japan | 2.000% | 12/20/33 | JPY | 256,200 | 2,180 | |
Japan | 1.500% | 3/20/34 | JPY | 8,799,050 | 71,534 | |
Japan | 2.400% | 3/20/34 | JPY | 1,895,900 | 16,739 | |
Japan | 1.500% | 6/20/34 | JPY | 8,276,150 | 67,316 | |
Japan | 2.500% | 6/20/34 | JPY | 1,031,450 | 9,209 | |
Japan | 1.400% | 9/20/34 | JPY | 11,128,950 | 89,630 | |
Japan | 2.500% | 9/20/34 | JPY | 1,004,950 | 8,993 | |
Japan | 1.200% | 12/20/34 | JPY | 11,566,650 | 91,211 | |
Japan | 2.400% | 12/20/34 | JPY | 1,178,550 | 10,462 | |
Japan | 1.200% | 3/20/35 | JPY | 10,380,300 | 81,833 | |
Japan | 2.300% | 3/20/35 | JPY | 1,281,000 | 11,287 | |
Japan | 1.300% | 6/20/35 | JPY | 6,640,850 | 52,892 | |
Japan | 2.300% | 6/20/35 | JPY | 1,834,450 | 16,191 | |
Japan | 1.200% | 9/20/35 | JPY | 7,898,000 | 62,187 | |
Japan | 2.500% | 9/20/35 | JPY | 512,400 | 4,619 | |
Japan | 1.000% | 12/20/35 | JPY | 8,060,050 | 61,984 | |
Japan | 2.300% | 12/20/35 | JPY | 1,286,150 | 11,381 | |
Japan | 0.400% | 3/20/36 | JPY | 7,084,800 | 50,558 | |
Japan | 2.500% | 3/20/36 | JPY | 1,131,400 | 10,231 | |
Japan | 0.200% | 6/20/36 | JPY | 5,897,900 | 40,880 | |
Japan | 2.500% | 6/20/36 | JPY | 2,242,950 | 20,301 | |
Japan | 0.500% | 9/20/36 | JPY | 9,147,850 | 65,807 | |
Japan | 2.500% | 9/20/36 | JPY | 307,400 | 2,789 | |
Japan | 0.600% | 12/20/36 | JPY | 9,445,400 | 68,705 | |
Japan | 2.300% | 12/20/36 | JPY | 414,050 | 3,685 | |
Japan | 0.700% | 3/20/37 | JPY | 8,555,500 | 62,939 | |
Japan | 2.400% | 3/20/37 | JPY | 1,851,850 | 16,681 | |
Japan | 0.600% | 6/20/37 | JPY | 9,009,250 | 65,259 | |
Japan | 0.600% | 9/20/37 | JPY | 10,478,550 | 75,758 | |
Japan | 2.500% | 9/20/37 | JPY | 1,688,650 | 15,419 | |
Japan | 0.600% | 12/20/37 | JPY | 5,776,950 | 41,660 | |
Japan | 0.500% | 3/20/38 | JPY | 9,975,050 | 70,709 | |
Japan | 2.500% | 3/20/38 | JPY | 3,134,700 | 28,697 | |
Japan | 0.500% | 6/20/38 | JPY | 11,168,800 | 78,952 | |
Japan | 0.700% | 9/20/38 | JPY | 9,271,800 | 67,311 | |
Japan | 2.400% | 9/20/38 | JPY | 2,572,400 | 23,328 | |
Japan | 0.500% | 12/20/38 | JPY | 11,790,450 | 82,865 | |
Japan | 0.400% | 3/20/39 | JPY | 12,264,900 | 84,578 | |
Japan | 2.300% | 3/20/39 | JPY | 3,549,950 | 31,833 | |
Japan | 0.300% | 6/20/39 | JPY | 11,302,400 | 76,429 | |
Japan | 0.300% | 9/20/39 | JPY | 12,042,900 | 81,108 | |
Japan | 2.200% | 9/20/39 | JPY | 5,874,850 | 52,067 | |
Japan | 0.300% | 12/20/39 | JPY | 12,164,800 | 81,601 | |
Japan | 0.400% | 3/20/40 | JPY | 13,734,200 | 93,373 | |
Japan | 2.300% | 3/20/40 | JPY | 5,626,850 | 50,576 | |
Japan | 0.400% | 6/20/40 | JPY | 18,259,650 | 123,639 | |
Japan | 0.400% | 9/20/40 | JPY | 18,396,800 | 124,128 | |
Japan | 2.000% | 9/20/40 | JPY | 9,206,700 | 79,503 | |
Japan | 0.500% | 12/20/40 | JPY | 15,647,250 | 107,115 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Japan | 0.500% | 3/20/41 | JPY | 14,665,650 | 100,128 | |
Japan | 2.200% | 3/20/41 | JPY | 6,798,700 | 60,389 | |
Japan | 0.400% | 6/20/41 | JPY | 19,076,750 | 127,609 | |
Japan | 0.500% | 9/20/41 | JPY | 16,202,750 | 110,093 | |
Japan | 2.000% | 9/20/41 | JPY | 6,808,600 | 58,903 | |
Japan | 0.500% | 12/20/41 | JPY | 17,586,400 | 119,292 | |
Japan | 0.800% | 3/20/42 | JPY | 14,733,450 | 105,246 | |
Japan | 2.000% | 3/20/42 | JPY | 8,954,450 | 77,536 | |
Japan | 0.900% | 6/20/42 | JPY | 12,514,000 | 90,841 | |
Japan | 1.100% | 9/20/42 | JPY | 10,790,000 | 80,987 | |
Japan | 1.900% | 9/20/42 | JPY | 10,501,050 | 89,673 | |
Japan | 1.400% | 12/20/42 | JPY | 8,010,000 | 63,185 | |
Japan | 1.100% | 3/20/43 | JPY | 1,300,000 | 9,702 | |
Japan | 1.800% | 3/20/43 | JPY | 5,954,750 | 50,009 | |
Japan | 1.900% | 6/20/43 | JPY | 4,897,750 | 41,803 | |
Japan | 1.800% | 9/20/43 | JPY | 5,721,800 | 48,060 | |
Japan | 1.700% | 12/20/43 | JPY | 4,389,800 | 36,269 | |
Japan | 1.700% | 3/20/44 | JPY | 5,446,700 | 45,032 | |
Japan | 1.700% | 6/20/44 | JPY | 4,962,200 | 41,018 | |
Japan | 1.700% | 9/20/44 | JPY | 5,165,800 | 42,710 | |
Japan | 1.500% | 12/20/44 | JPY | 3,986,800 | 31,839 | |
Japan | 1.500% | 3/20/45 | JPY | 6,254,900 | 49,932 | |
Japan | 1.600% | 6/20/45 | JPY | 3,205,100 | 26,033 | |
Japan | 1.400% | 9/20/45 | JPY | 2,165,500 | 16,948 | |
Japan | 1.400% | 12/20/45 | JPY | 2,772,150 | 21,687 | |
Japan | 0.800% | 3/20/46 | JPY | 4,612,650 | 31,933 | |
Japan | 0.300% | 6/20/46 | JPY | 3,982,000 | 24,517 | |
Japan | 0.500% | 9/20/46 | JPY | 6,327,950 | 40,757 | |
Japan | 0.600% | 12/20/46 | JPY | 3,457,150 | 22,736 | |
Japan | 0.800% | 3/20/47 | JPY | 5,138,400 | 35,308 | |
Japan | 0.800% | 6/20/47 | JPY | 5,915,400 | 40,535 | |
Japan | 0.800% | 9/20/47 | JPY | 5,227,600 | 35,729 | |
Japan | 0.800% | 12/20/47 | JPY | 6,082,550 | 41,484 | |
Japan | 0.800% | 3/20/48 | JPY | 8,194,550 | 55,696 | |
Japan | 2.400% | 3/20/48 | JPY | 1,209,950 | 11,292 | |
Japan | 0.700% | 6/20/48 | JPY | 7,992,400 | 52,877 | |
Japan | 0.900% | 9/20/48 | JPY | 3,013,500 | 20,853 | |
Japan | 0.700% | 12/20/48 | JPY | 6,466,600 | 42,491 | |
Japan | 0.500% | 3/20/49 | JPY | 8,126,050 | 50,532 | |
Japan | 2.200% | 3/20/49 | JPY | 1,632,650 | 14,683 | |
Japan | 0.400% | 6/20/49 | JPY | 7,198,550 | 43,358 | |
Japan | 0.400% | 9/20/49 | JPY | 7,946,200 | 47,669 | |
Japan | 0.400% | 12/20/49 | JPY | 8,540,250 | 51,165 | |
8 | Japan | 0.400% | 3/20/50 | JPY | 9,362,550 | 55,765 |
Japan | 2.200% | 3/20/50 | JPY | 1,597,800 | 14,343 | |
8 | Japan | 0.600% | 6/20/50 | JPY | 9,658,350 | 60,621 |
8 | Japan | 0.600% | 9/20/50 | JPY | 12,050,000 | 75,440 |
8 | Japan | 0.700% | 12/20/50 | JPY | 13,545,450 | 87,042 |
8 | Japan | 0.700% | 3/20/51 | JPY | 10,403,400 | 66,687 |
8 | Japan | 2.200% | 3/20/51 | JPY | 2,017,000 | 18,160 |
8 | Japan | 0.700% | 6/20/51 | JPY | 10,596,800 | 67,900 |
8 | Japan | 0.700% | 9/20/51 | JPY | 11,110,300 | 71,082 |
8 | Japan | 0.700% | 12/20/51 | JPY | 12,880,100 | 82,332 |
8 | Japan | 1.000% | 3/20/52 | JPY | 10,784,000 | 74,619 |
8 | Japan | 2.000% | 3/20/52 | JPY | 3,667,350 | 31,877 |
8 | Japan | 1.300% | 6/20/52 | JPY | 9,711,000 | 72,360 |
8 | Japan | 1.400% | 9/20/52 | JPY | 8,270,000 | 63,113 |
8 | Japan | 1.600% | 12/20/52 | JPY | 6,410,000 | 51,212 |
Japan | 1.400% | 3/20/53 | JPY | 2,200,000 | 16,735 | |
Japan | 1.900% | 3/20/53 | JPY | 3,782,450 | 32,332 | |
Japan | 1.700% | 3/20/54 | JPY | 3,676,550 | 30,113 | |
Japan | 1.400% | 3/20/55 | JPY | 4,776,950 | 36,361 | |
Japan | 0.400% | 3/20/56 | JPY | 7,646,050 | 43,017 | |
Japan | 0.900% | 3/20/57 | JPY | 8,775,400 | 57,728 | |
Japan | 0.800% | 3/20/58 | JPY | 8,318,300 | 52,729 | |
Japan | 0.500% | 3/20/59 | JPY | 10,457,450 | 59,287 | |
Japan | 0.500% | 3/20/60 | JPY | 13,564,950 | 76,403 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Japan | 0.700% | 3/20/61 | JPY | 13,266,350 | 79,814 | |
Japan | 1.000% | 3/20/62 | JPY | 13,232,700 | 87,304 | |
Japan Bank for International Cooperation | 3.125% | 2/15/28 | EUR | 3,500 | 3,836 | |
Japan Expressway Holding and Debt Repayment Agency | 0.660% | 5/31/24 | JPY | 576,100 | 4,254 | |
Japan Expressway Holding and Debt Repayment Agency | 0.601% | 7/31/24 | JPY | 1,024,800 | 7,578 | |
Japan Expressway Holding and Debt Repayment Agency | 0.544% | 9/30/24 | JPY | 12,700 | 94 | |
Japan Expressway Holding and Debt Repayment Agency | 0.539% | 10/31/24 | JPY | 512,400 | 3,790 | |
Japan Expressway Holding and Debt Repayment Agency | 0.495% | 11/29/24 | JPY | 778,800 | 5,759 | |
Japan Expressway Holding and Debt Repayment Agency | 0.466% | 12/27/24 | JPY | 1,024,700 | 7,577 | |
Japan Expressway Holding and Debt Repayment Agency | 0.320% | 1/31/25 | JPY | 205,000 | 1,512 | |
Japan Expressway Holding and Debt Repayment Agency | 0.414% | 2/28/25 | JPY | 209,600 | 1,549 | |
Japan Expressway Holding and Debt Repayment Agency | 0.450% | 3/31/25 | JPY | 293,800 | 2,173 | |
Japan Expressway Holding and Debt Repayment Agency | 0.509% | 5/30/25 | JPY | 297,100 | 2,202 | |
Japan Expressway Holding and Debt Repayment Agency | 0.557% | 7/31/25 | JPY | 7,100 | 53 | |
Japan Expressway Holding and Debt Repayment Agency | 0.440% | 8/29/25 | JPY | 32,700 | 242 | |
Japan Expressway Holding and Debt Repayment Agency | 0.320% | 1/30/26 | JPY | 384,700 | 2,845 | |
Japan Expressway Holding and Debt Repayment Agency | 0.145% | 2/27/26 | JPY | 21,000 | 155 | |
Japan Expressway Holding and Debt Repayment Agency | 2.450% | 3/19/26 | JPY | 90,000 | 705 | |
Japan Expressway Holding and Debt Repayment Agency | 2.280% | 4/20/27 | JPY | 30,000 | 234 | |
Japan Expressway Holding and Debt Repayment Agency | 0.140% | 4/30/27 | JPY | 1,216,600 | 8,942 | |
Japan Expressway Holding and Debt Repayment Agency | 0.110% | 5/31/27 | JPY | 5,600 | 41 | |
Japan Expressway Holding and Debt Repayment Agency | 0.130% | 6/30/27 | JPY | 650,400 | 4,778 | |
Japan Expressway Holding and Debt Repayment Agency | 0.155% | 8/31/27 | JPY | 429,700 | 3,156 | |
Japan Expressway Holding and Debt Repayment Agency | 0.090% | 9/30/27 | JPY | 1,521,300 | 11,146 | |
Japan Expressway Holding and Debt Repayment Agency | 2.340% | 10/20/27 | JPY | 340,000 | 2,724 | |
Japan Expressway Holding and Debt Repayment Agency | 0.170% | 10/29/27 | JPY | 614,800 | 4,519 | |
Japan Expressway Holding and Debt Repayment Agency | 0.160% | 11/30/27 | JPY | 307,500 | 2,257 | |
Japan Expressway Holding and Debt Repayment Agency | 2.250% | 12/20/27 | JPY | 40,000 | 314 | |
Japan Expressway Holding and Debt Repayment Agency | 0.185% | 1/31/28 | JPY | 379,400 | 2,786 | |
Japan Expressway Holding and Debt Repayment Agency | 2.420% | 6/20/28 | JPY | 750,000 | 6,091 | |
Japan Expressway Holding and Debt Repayment Agency | 2.370% | 9/20/28 | JPY | 60,000 | 488 | |
Japan Expressway Holding and Debt Repayment Agency | 2.410% | 4/20/29 | JPY | 320,000 | 2,567 | |
Japan Expressway Holding and Debt Repayment Agency | 2.100% | 12/28/29 | JPY | 100,000 | 822 | |
Japan Expressway Holding and Debt Repayment Agency | 1.427% | 7/31/34 | JPY | 200,000 | 1,591 | |
Japan Expressway Holding and Debt Repayment Agency | 1.338% | 10/31/34 | JPY | 100,000 | 788 | |
Japan Expressway Holding and Debt Repayment Agency | 0.970% | 1/31/35 | JPY | 1,000,000 | 7,578 | |
Japan Expressway Holding and Debt Repayment Agency | 1.240% | 7/31/35 | JPY | 200,000 | 1,560 | |
Japan Expressway Holding and Debt Repayment Agency | 1.119% | 10/31/35 | JPY | 300,000 | 2,307 | |
Japan Expressway Holding and Debt Repayment Agency | 0.934% | 1/31/36 | JPY | 1,800,000 | 13,530 | |
Japan Expressway Holding and Debt Repayment Agency | 0.306% | 4/30/36 | JPY | 100,000 | 694 | |
Japan Expressway Holding and Debt Repayment Agency | 0.149% | 7/31/36 | JPY | 1,000,000 | 6,770 | |
Japan Expressway Holding and Debt Repayment Agency | 0.397% | 10/31/36 | JPY | 100,000 | 699 | |
Japan Expressway Holding and Debt Repayment Agency | 0.591% | 1/29/38 | JPY | 1,000,000 | 7,093 | |
Japan Expressway Holding and Debt Repayment Agency | 0.538% | 5/31/38 | JPY | 100,000 | 701 | |
Japan Expressway Holding and Debt Repayment Agency | 0.543% | 6/30/38 | JPY | 100,000 | 701 | |
Japan Expressway Holding and Debt Repayment Agency | 0.500% | 9/17/38 | JPY | 100,000 | 688 | |
Japan Expressway Holding and Debt Repayment Agency | 0.625% | 9/30/38 | JPY | 800,000 | 5,662 | |
Japan Expressway Holding and Debt Repayment Agency | 0.500% | 3/18/39 | JPY | 100,000 | 681 | |
Japan Expressway Holding and Debt Repayment Agency | 2.300% | 2/29/40 | JPY | 100,000 | 888 | |
Japan Expressway Holding and Debt Repayment Agency | 2.960% | 3/19/46 | JPY | 170,000 | 1,650 | |
Japan Expressway Holding and Debt Repayment Agency | 2.870% | 12/20/46 | JPY | 70,000 | 671 | |
Japan Expressway Holding and Debt Repayment Agency | 2.700% | 3/20/48 | JPY | 1,050,000 | 9,790 | |
Japan Expressway Holding and Debt Repayment Agency | 0.730% | 4/30/48 | JPY | 100,000 | 660 | |
Japan Expressway Holding and Debt Repayment Agency | 0.686% | 7/31/48 | JPY | 100,000 | 651 | |
Japan Expressway Holding and Debt Repayment Agency | 0.542% | 5/31/49 | JPY | 300,000 | 1,855 | |
Japan Expressway Holding and Debt Repayment Agency | 0.297% | 9/30/49 | JPY | 200,000 | 1,151 | |
Japan Expressway Holding and Debt Repayment Agency | 0.306% | 3/31/50 | JPY | 100,000 | 575 | |
Japan Expressway Holding and Debt Repayment Agency | 1.861% | 3/19/55 | JPY | 1,220,000 | 9,793 | |
Japan Finance Corp. | 0.001% | 7/31/24 | JPY | 1,050,000 | 7,709 | |
Japan Finance Organization for Municipalities | 0.660% | 5/21/24 | JPY | 1,566,900 | 11,561 | |
Japan Finance Organization for Municipalities | 0.391% | 4/25/25 | JPY | 115,200 | 850 | |
Japan Finance Organization for Municipalities | 0.484% | 6/13/25 | JPY | 103,400 | 766 | |
Japan Finance Organization for Municipalities | 0.320% | 1/19/26 | JPY | 512,400 | 3,732 | |
Japan Finance Organization for Municipalities | 0.145% | 2/16/26 | JPY | 46,000 | 339 | |
Japan Finance Organization for Municipalities | 0.020% | 3/13/26 | JPY | 76,600 | 559 | |
Japan Finance Organization for Municipalities | 0.140% | 4/16/27 | JPY | 128,000 | 920 | |
Japan Finance Organization for Municipalities | 0.110% | 5/21/27 | JPY | 768,600 | 5,638 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Japan Finance Organization for Municipalities | 0.160% | 7/16/27 | JPY | 542,400 | 3,964 | |
Japan Finance Organization for Municipalities | 0.170% | 10/15/27 | JPY | 512,400 | 3,673 | |
Japan Finance Organization for Municipalities | 0.160% | 11/15/27 | JPY | 1,024,800 | 7,335 | |
Japan Finance Organization for Municipalities | 0.185% | 1/21/28 | JPY | 1,024,800 | 7,523 | |
Japan Finance Organization for Municipalities | 0.195% | 2/15/28 | JPY | 22,500 | 165 | |
Japan Finance Organization for Municipalities | 2.290% | 4/25/28 | JPY | 90,000 | 726 | |
Japan Finance Organization for Municipalities | 2.290% | 4/27/29 | JPY | 30,000 | 239 | |
Japan Finance Organization for Municipalities | 2.220% | 1/28/30 | JPY | 1,150,000 | 9,181 | |
Japan Finance Organization for Municipalities | 0.224% | 3/28/31 | JPY | 900,000 | 6,463 | |
Japan Finance Organization for Municipalities | 2.030% | 6/27/31 | JPY | 90,000 | 738 | |
Japan Finance Organization for Municipalities | 2.950% | 3/24/34 | JPY | 50,000 | 453 | |
Japan Housing Finance Agency | 0.040% | 6/20/25 | JPY | 10,000 | 73 | |
Japan Housing Finance Agency | 0.075% | 10/20/26 | JPY | 2,130,000 | 15,589 | |
Japan Housing Finance Agency | 0.547% | 3/18/50 | JPY | 370,000 | 2,195 | |
Major Joint Local Government Bond | 0.674% | 5/24/24 | JPY | 205,000 | 1,516 | |
Major Joint Local Government Bond | 0.659% | 6/25/24 | JPY | 409,900 | 3,025 | |
Major Joint Local Government Bond | 0.611% | 7/25/24 | JPY | 677,000 | 5,009 | |
Major Joint Local Government Bond | 0.566% | 8/23/24 | JPY | 256,100 | 1,893 | |
Major Joint Local Government Bond | 0.554% | 9/25/24 | JPY | 768,600 | 5,670 | |
Major Joint Local Government Bond | 0.456% | 12/25/24 | JPY | 1,229,700 | 9,015 | |
Major Joint Local Government Bond | 0.448% | 2/25/25 | JPY | 1,178,500 | 8,711 | |
Major Joint Local Government Bond | 0.470% | 3/25/25 | JPY | 896,600 | 6,632 | |
Major Joint Local Government Bond | 0.406% | 4/25/25 | JPY | 1,870,300 | 13,820 | |
Major Joint Local Government Bond | 0.553% | 5/23/25 | JPY | 2,613,200 | 19,374 | |
Major Joint Local Government Bond | 0.548% | 6/25/25 | JPY | 1,332,200 | 9,880 | |
Major Joint Local Government Bond | 0.553% | 7/25/25 | JPY | 637,200 | 4,728 | |
Major Joint Local Government Bond | 0.500% | 8/25/25 | JPY | 819,900 | 6,079 | |
Major Joint Local Government Bond | 0.510% | 9/25/25 | JPY | 1,112,200 | 8,217 | |
Major Joint Local Government Bond | 0.496% | 11/25/25 | JPY | 512,400 | 3,802 | |
Major Joint Local Government Bond | 0.469% | 12/25/25 | JPY | 2,613,200 | 19,302 | |
Major Joint Local Government Bond | 0.060% | 8/25/26 | JPY | 22,500 | 165 | |
Major Joint Local Government Bond | 0.060% | 10/23/26 | JPY | 14,900 | 109 | |
Major Joint Local Government Bond | 0.145% | 12/25/26 | JPY | 1,690,900 | 12,427 | |
Major Joint Local Government Bond | 0.180% | 1/25/27 | JPY | 1,583,300 | 11,649 | |
Major Joint Local Government Bond | 0.245% | 2/25/27 | JPY | 871,000 | 6,378 | |
Major Joint Local Government Bond | 0.210% | 3/25/27 | JPY | 998,100 | 7,196 | |
Major Joint Local Government Bond | 0.215% | 10/25/27 | JPY | 406,100 | 2,983 | |
Major Joint Local Government Bond | 0.240% | 2/25/28 | JPY | 245,400 | 1,803 | |
Major Joint Local Government Bond | 0.180% | 4/25/28 | JPY | 2,920,700 | 21,382 | |
Major Joint Local Government Bond | 0.200% | 5/25/28 | JPY | 456,000 | 3,340 | |
Major Joint Local Government Bond | 0.205% | 6/23/28 | JPY | 536,000 | 3,926 | |
Major Joint Local Government Bond | 0.175% | 7/25/28 | JPY | 22,800 | 167 | |
Major Joint Local Government Bond | 0.245% | 8/25/28 | JPY | 267,500 | 1,962 | |
Major Joint Local Government Bond | 0.250% | 9/25/28 | JPY | 698,100 | 5,121 | |
Major Joint Local Government Bond | 0.269% | 10/25/28 | JPY | 93,400 | 686 | |
Major Joint Local Government Bond | 0.160% | 1/25/29 | JPY | 825,000 | 6,013 | |
Major Joint Local Government Bond | 0.140% | 2/22/29 | JPY | 820,000 | 5,967 | |
Major Joint Local Government Bond | 0.100% | 4/25/29 | JPY | 1,878,900 | 13,627 | |
Major Joint Local Government Bond | 0.050% | 9/25/29 | JPY | 25,600 | 185 | |
Major Joint Local Government Bond | 0.070% | 11/22/29 | JPY | 1,872,100 | 13,499 | |
Major Joint Local Government Bond | 0.095% | 2/25/30 | JPY | 15,300 | 110 | |
Major Joint Local Government Bond | 0.150% | 6/25/30 | JPY | 512,400 | 3,698 | |
Major Joint Local Government Bond | 0.125% | 8/23/30 | JPY | 225,500 | 1,622 | |
Major Joint Local Government Bond | 0.150% | 9/25/30 | JPY | 75,100 | 541 | |
Major Joint Local Government Bond | 0.125% | 10/25/30 | JPY | 1,749,400 | 12,564 | |
Major Joint Local Government Bond | 0.120% | 11/25/30 | JPY | 33,200 | 238 | |
Major Joint Local Government Bond | 0.145% | 2/25/31 | JPY | 1,368,800 | 9,811 | |
Major Joint Local Government Bond | 0.199% | 4/25/31 | JPY | 90,100 | 647 | |
Major Joint Local Government Bond | 0.145% | 6/25/31 | JPY | 375,800 | 2,686 | |
Major Joint Local Government Bond | 0.110% | 12/25/31 | JPY | 1,000,000 | 7,095 | |
Major Joint Local Government Bond | 0.299% | 4/23/32 | JPY | 3,763,200 | 27,072 | |
Major Joint Local Government Bond | 0.364% | 7/23/32 | JPY | 250,000 | 1,802 | |
Major Joint Local Government Bond | 0.315% | 8/25/32 | JPY | 250,000 | 1,791 | |
Osaka Prefecture | 1.453% | 9/26/34 | JPY | 140,000 | 1,104 | |
Osaka Prefecture | 0.366% | 9/28/35 | JPY | 840,000 | 5,855 | |
Osaka Prefecture | 1.203% | 9/28/35 | JPY | 900,000 | 6,932 | |
Saitama Prefecture | 2.290% | 6/22/29 | JPY | 500,000 | 4,113 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Tokyo Metropolitan Government | 0.505% | 9/20/24 | JPY | 358,700 | 2,629 | |
Tokyo Metropolitan Government | 0.426% | 12/20/24 | JPY | 71,600 | 524 | |
Tokyo Metropolitan Government | 0.386% | 3/19/25 | JPY | 512,400 | 3,750 | |
Tokyo Metropolitan Government | 0.435% | 3/19/25 | JPY | 1,270,100 | 9,286 | |
Tokyo Metropolitan Government | 0.499% | 6/20/25 | JPY | 384,300 | 2,839 | |
Tokyo Metropolitan Government | 0.533% | 6/20/25 | JPY | 256,100 | 1,877 | |
Tokyo Metropolitan Government | 0.456% | 9/19/25 | JPY | 256,100 | 1,892 | |
Tokyo Metropolitan Government | 0.475% | 9/19/25 | JPY | �� 563,500 | 4,163 | |
Tokyo Metropolitan Government | 0.444% | 12/19/25 | JPY | 343,300 | 2,510 | |
Tokyo Metropolitan Government | 0.075% | 9/18/26 | JPY | 90,900 | 666 | |
Tokyo Metropolitan Government | 0.210% | 3/19/27 | JPY | 1,024,800 | 7,543 | |
Tokyo Metropolitan Government | 0.040% | 6/20/29 | JPY | 819,900 | 5,918 | |
Tokyo Metropolitan Government | 0.095% | 9/20/30 | JPY | 1,219,200 | 8,751 | |
Tokyo Metropolitan Government | 0.150% | 12/20/30 | JPY | 811,700 | 5,835 | |
Tokyo Metropolitan Government | 0.080% | 3/20/31 | JPY | 45,000 | 321 | |
Tokyo Metropolitan Government | 1.980% | 6/20/31 | JPY | 180,000 | 1,483 | |
Tokyo Metropolitan Government | 1.293% | 6/20/35 | JPY | 340,000 | 2,643 | |
12,416,513 | ||||||
Jersey (0.0%) | ||||||
Bailiwick of Jersey | 3.750% | 6/9/54 | GBP | 728 | 752 | |
Kazakhstan (0.0%) | ||||||
3 | Republic of Kazakhstan | 1.550% | 11/9/23 | EUR | 1,628 | 1,770 |
Republic of Kazakhstan | 0.600% | 9/30/26 | EUR | 812 | 783 | |
3 | Republic of Kazakhstan | 0.600% | 9/30/26 | EUR | 3,156 | 3,045 |
Republic of Kazakhstan | 2.375% | 11/9/28 | EUR | 2,387 | 2,375 | |
3 | Republic of Kazakhstan | 1.500% | 9/30/34 | EUR | 2,434 | 1,936 |
9,909 | ||||||
Latvia (0.1%) | ||||||
Republic of Latvia | 3.875% | 3/25/27 | EUR | 7,659 | 8,507 | |
Republic of Latvia | 3.500% | 1/17/28 | EUR | 23,407 | 25,597 | |
Republic of Latvia | 0.010% | 3/17/31 | EUR | 10,983 | 8,915 | |
43,019 | ||||||
Lithuania (0.0%) | ||||||
Republic of Lithuania | 2.125% | 10/29/26 | EUR | 7,072 | 7,386 | |
Republic of Lithuania | 4.125% | 4/25/28 | EUR | 4,500 | 5,003 | |
Republic of Lithuania | 2.125% | 6/1/32 | EUR | 24,252 | 23,225 | |
35,614 | ||||||
Luxembourg (0.1%) | ||||||
Grand Duchy of Luxembourg | 0.625% | 2/1/27 | EUR | 2,500 | 2,525 | |
Grand Duchy of Luxembourg | 2.250% | 3/19/28 | EUR | 1,536 | 1,642 | |
Grand Duchy of Luxembourg | 0.000% | 4/28/30 | EUR | 3,000 | 2,710 | |
State of the Grand-Duchy of Luxembourg | 0.000% | 3/24/31 | EUR | 14,000 | 12,310 | |
State of the Grand-Duchy of Luxembourg | 0.000% | 9/14/32 | EUR | 25,000 | 21,008 | |
State of the Grand-Duchy of Luxembourg | 1.750% | 5/25/42 | EUR | 7,500 | 6,615 | |
46,810 | ||||||
Malaysia (0.9%) | ||||||
Federation of Malaysia | 3.478% | 6/14/24 | MYR | 132,686 | 29,920 | |
Federation of Malaysia | 4.181% | 7/15/24 | MYR | 72,466 | 16,468 | |
Federation of Malaysia | 4.059% | 9/30/24 | MYR | 27,557 | 6,262 | |
Federation of Malaysia | 3.882% | 3/14/25 | MYR | 75,079 | 17,058 | |
Federation of Malaysia | 3.955% | 9/15/25 | MYR | 238,326 | 54,333 | |
Federation of Malaysia | 4.392% | 4/15/26 | MYR | 35,723 | 8,253 | |
Federation of Malaysia | 3.906% | 7/15/26 | MYR | 118,643 | 27,051 | |
Federation of Malaysia | 3.900% | 11/30/26 | MYR | 67,108 | 15,306 | |
Federation of Malaysia | 3.892% | 3/15/27 | MYR | 373 | 85 | |
Federation of Malaysia | 3.899% | 11/16/27 | MYR | 49,502 | 11,310 | |
Federation of Malaysia | 3.733% | 6/15/28 | MYR | 130,850 | 29,655 | |
Federation of Malaysia | 4.504% | 4/30/29 | MYR | 86,000 | 20,183 | |
Federation of Malaysia | 3.885% | 8/15/29 | MYR | 77,460 | 17,596 | |
Federation of Malaysia | 4.498% | 4/15/30 | MYR | 71,702 | 16,904 | |
Federation of Malaysia | 2.632% | 4/15/31 | MYR | 32,034 | 6,629 | |
Federation of Malaysia | 4.232% | 6/30/31 | MYR | 10,562 | 2,445 | |
Federation of Malaysia | 4.127% | 4/15/32 | MYR | 12,757 | 2,925 | |
Federation of Malaysia | 3.582% | 7/15/32 | MYR | 50,000 | 11,071 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Federation of Malaysia | 4.193% | 10/7/32 | MYR | 68,600 | 15,783 | |
Federation of Malaysia | 3.844% | 4/15/33 | MYR | 103,536 | 23,194 | |
Federation of Malaysia | 4.642% | 11/7/33 | MYR | 58,024 | 13,906 | |
Federation of Malaysia | 3.828% | 7/5/34 | MYR | 108,288 | 24,101 | |
Federation of Malaysia | 4.254% | 5/31/35 | MYR | 54,605 | 12,599 | |
Federation of Malaysia | 4.762% | 4/7/37 | MYR | 23,781 | 5,749 | |
Federation of Malaysia | 4.893% | 6/8/38 | MYR | 100,791 | 25,015 | |
Federation of Malaysia | 3.757% | 5/22/40 | MYR | 71,446 | 15,331 | |
Federation of Malaysia | 4.696% | 10/15/42 | MYR | 128,600 | 31,364 | |
Federation of Malaysia | 4.935% | 9/30/43 | MYR | 9,096 | 2,254 | |
Federation of Malaysia | 4.736% | 3/15/46 | MYR | 17,860 | 4,350 | |
Federation of Malaysia | 4.921% | 7/6/48 | MYR | 58,178 | 14,764 | |
Federation of Malaysia | 4.065% | 6/15/50 | MYR | 93,261 | 20,436 | |
Malaysia Government Investment Issue | 4.444% | 5/22/24 | MYR | 12,679 | 2,880 | |
Malaysia Government Investment Issue | 3.655% | 10/15/24 | MYR | 5,987 | 1,350 | |
Malaysia Government Investment Issue | 3.726% | 3/31/26 | MYR | 112,915 | 25,582 | |
Malaysia Government Investment Issue | 3.422% | 9/30/27 | MYR | 134,278 | 30,052 | |
Malaysia Government Investment Issue | 3.871% | 8/8/28 | MYR | 2,500 | 568 | |
Malaysia Government Investment Issue | 4.369% | 10/31/28 | MYR | 144,150 | 33,530 | |
Malaysia Government Investment Issue | 4.130% | 7/9/29 | MYR | 94,390 | 21,603 | |
Malaysia Government Investment Issue | 3.465% | 10/15/30 | MYR | 139,340 | 30,628 | |
Malaysia Government Investment Issue | 4.724% | 6/15/33 | MYR | 37,424 | 9,023 | |
Malaysia Government Investment Issue | 4.582% | 8/30/33 | MYR | 13,950 | 3,297 | |
Malaysia Government Investment Issue | 4.119% | 11/30/34 | MYR | 80,504 | 18,299 | |
Malaysia Government Investment Issue | 3.447% | 7/15/36 | MYR | 110,232 | 23,299 | |
Malaysia Government Investment Issue | 4.467% | 9/15/39 | MYR | 75,715 | 17,756 | |
Malaysia Government Investment Issue | 4.417% | 9/30/41 | MYR | 104,838 | 24,382 | |
Malaysia Government Investment Issue | 4.638% | 11/15/49 | MYR | 119,341 | 28,568 | |
Malaysia Government Investment Issue | 5.357% | 5/15/52 | MYR | 29,650 | 7,811 | |
780,928 | ||||||
Mexico (0.8%) | ||||||
Mexican Bonos | 8.000% | 9/5/24 | MXN | 1,086,190 | 58,198 | |
Mexican Bonos | 10.000% | 12/5/24 | MXN | 987,120 | 54,274 | |
Mexican Bonos | 5.000% | 3/6/25 | MXN | 535,000 | 27,112 | |
Mexican Bonos | 5.750% | 3/5/26 | MXN | 1,662,140 | 83,748 | |
Mexican Bonos | 5.500% | 3/4/27 | MXN | 787,700 | 38,699 | |
Mexican Bonos | 7.500% | 6/3/27 | MXN | 1,234,730 | 64,949 | |
Mexican Bonos | 8.500% | 5/31/29 | MXN | 953,190 | 52,182 | |
Mexican Bonos | 7.750% | 5/29/31 | MXN | 1,547,460 | 80,776 | |
Mexican Bonos | 7.500% | 5/26/33 | MXN | 320,000 | 16,284 | |
Mexican Bonos | 7.750% | 11/23/34 | MXN | 368,830 | 18,820 | |
Mexican Bonos | 10.000% | 11/20/36 | MXN | 253,420 | 15,333 | |
Mexican Bonos | 8.500% | 11/18/38 | MXN | 904,560 | 47,669 | |
Mexican Bonos | 7.750% | 11/13/42 | MXN | 861,640 | 41,721 | |
Mexican Bonos | 8.000% | 11/7/47 | MXN | 1,017,010 | 50,182 | |
Mexican Bonos | 8.000% | 7/31/53 | MXN | 247,500 | 12,206 | |
United Mexican States | 1.625% | 4/8/26 | EUR | 2,052 | 2,126 | |
United Mexican States | 1.350% | 9/18/27 | EUR | 3,030 | 3,013 | |
United Mexican States | 1.750% | 4/17/28 | EUR | 9,453 | 9,299 | |
United Mexican States | 3.625% | 4/9/29 | EUR | 4,648 | 4,950 | |
United Mexican States | 1.125% | 1/17/30 | EUR | 3,886 | 3,494 | |
United Mexican States | 2.375% | 2/11/30 | EUR | 4,600 | 4,448 | |
United Mexican States | 3.375% | 2/23/31 | EUR | 4,377 | 4,443 | |
United Mexican States | 1.450% | 10/25/33 | EUR | 8,935 | 7,099 | |
United Mexican States | 2.250% | 8/12/36 | EUR | 3,724 | 2,919 | |
United Mexican States | 2.875% | 4/8/39 | EUR | 6,024 | 4,822 | |
United Mexican States | 3.000% | 3/6/45 | EUR | 2,872 | 2,289 | |
United Mexican States | 2.125% | 10/25/51 | EUR | 6,382 | 3,910 | |
United Mexican States | 5.625% | 3/19/14 | GBP | 3,095 | 2,955 | |
United Mexican States | 4.000% | 3/15/15 | EUR | 1,765 | 1,383 | |
719,303 | ||||||
Netherlands (1.8%) | ||||||
BNG Bank NV | 5.250% | 5/20/24 | AUD | 4,082 | 2,738 | |
BNG Bank NV | 0.250% | 6/7/24 | EUR | 3,074 | 3,271 | |
BNG Bank NV | 0.050% | 7/13/24 | EUR | 12,810 | 13,564 | |
BNG Bank NV | 1.125% | 9/4/24 | EUR | 716 | 766 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
BNG Bank NV | 0.200% | 11/9/24 | EUR | 10,275 | 10,794 | |
BNG Bank NV | 0.250% | 5/7/25 | EUR | 14,629 | 15,187 | |
BNG Bank NV | 3.250% | 7/15/25 | AUD | 5,179 | 3,385 | |
BNG Bank NV | 1.625% | 8/26/25 | GBP | 300 | 352 | |
BNG Bank NV | 1.000% | 1/12/26 | EUR | 7,686 | 8,010 | |
BNG Bank NV | 0.125% | 4/11/26 | EUR | 3,705 | 3,749 | |
BNG Bank NV | 3.250% | 8/24/26 | AUD | 373 | 243 | |
BNG Bank NV | 0.625% | 6/19/27 | EUR | 7,521 | 7,541 | |
BNG Bank NV | 3.500% | 7/19/27 | AUD | 3,980 | 2,597 | |
BNG Bank NV | 0.750% | 1/11/28 | EUR | 11,876 | 11,811 | |
BNG Bank NV | 3.300% | 7/17/28 | AUD | 30,104 | 19,325 | |
BNG Bank NV | 5.200% | 12/7/28 | GBP | 1,550 | 2,021 | |
BNG Bank NV | 0.100% | 1/15/30 | EUR | 7,631 | 6,935 | |
BNG Bank NV | 1.375% | 10/21/30 | EUR | 3,074 | 3,017 | |
BNG Bank NV | 0.250% | 1/12/32 | EUR | 5,900 | 5,126 | |
BNG Bank NV | 1.875% | 7/13/32 | EUR | 6,000 | 6,000 | |
BNG Bank NV | 3.000% | 1/11/33 | EUR | 15,000 | 16,416 | |
BNG Bank NV | 0.125% | 4/19/33 | EUR | 7,636 | 6,306 | |
BNG Bank NV | 0.125% | 7/9/35 | EUR | 34,808 | 26,779 | |
BNG Bank NV | 0.875% | 10/17/35 | EUR | 2,543 | 2,151 | |
BNG Bank NV | 0.875% | 10/24/36 | EUR | 9,300 | 7,680 | |
BNG Bank NV | 0.250% | 11/22/36 | EUR | 9,300 | 6,912 | |
BNG Bank NV | 1.250% | 3/30/37 | EUR | 9,300 | 7,973 | |
BNG Bank NV | 1.500% | 3/29/38 | EUR | 1,545 | 1,348 | |
BNG Bank NV | 1.500% | 7/15/39 | EUR | 2,094 | 1,791 | |
BNG Bank NV | 0.805% | 6/28/49 | EUR | 3,700 | 2,263 | |
3 | Kingdom of Netherlands | 2.000% | 7/15/24 | EUR | 104,043 | 113,533 |
3 | Kingdom of Netherlands | 0.250% | 7/15/25 | EUR | 54,952 | 57,456 |
3 | Kingdom of Netherlands | 0.000% | 1/15/26 | EUR | 25,000 | 25,647 |
3 | Kingdom of Netherlands | 0.500% | 7/15/26 | EUR | 31,742 | 32,759 |
3 | Kingdom of Netherlands | 0.000% | 1/15/27 | EUR | 101,614 | 101,814 |
3 | Kingdom of Netherlands | 0.750% | 7/15/27 | EUR | 91,458 | 93,624 |
3 | Kingdom of Netherlands | 0.750% | 7/15/28 | EUR | 51,539 | 51,907 |
3 | Kingdom of Netherlands | 0.250% | 7/15/29 | EUR | 81,217 | 77,792 |
3 | Kingdom of Netherlands | 0.000% | 7/15/30 | EUR | 110,169 | 101,168 |
3 | Kingdom of Netherlands | 0.000% | 7/15/31 | EUR | 57,762 | 51,571 |
3 | Kingdom of Netherlands | 0.500% | 7/15/32 | EUR | 51,011 | 46,593 |
3 | Kingdom of Netherlands | 2.500% | 1/15/33 | EUR | 53,546 | 58,328 |
3 | Kingdom of Netherlands | 2.500% | 7/15/33 | EUR | 35,000 | 37,958 |
3 | Kingdom of Netherlands | 4.000% | 1/15/37 | EUR | 63,551 | 79,722 |
3 | Kingdom of Netherlands | 0.000% | 1/15/38 | EUR | 29,356 | 21,657 |
3 | Kingdom of Netherlands | 0.500% | 1/15/40 | EUR | 49,063 | 38,039 |
3 | Kingdom of Netherlands | 3.750% | 1/15/42 | EUR | 55,786 | 70,457 |
3 | Kingdom of Netherlands | 2.750% | 1/15/47 | EUR | 71,146 | 79,725 |
3,8 | Kingdom of Netherlands | 0.000% | 1/15/52 | EUR | 69,318 | 37,207 |
3 | Kingdom of Netherlands | 2.000% | 1/15/54 | EUR | 15,000 | 14,309 |
Nederlandse Waterschapsbank NV | 5.200% | 3/31/25 | CAD | 870 | 651 | |
Nederlandse Waterschapsbank NV | 3.400% | 7/22/25 | AUD | 1,770 | 1,160 | |
Nederlandse Waterschapsbank NV | 0.250% | 12/15/25 | GBP | 8,398 | 9,430 | |
Nederlandse Waterschapsbank NV | 3.150% | 9/2/26 | AUD | 4,560 | 2,958 | |
Nederlandse Waterschapsbank NV | 0.000% | 11/16/26 | EUR | 12,782 | 12,664 | |
Nederlandse Waterschapsbank NV | 3.250% | 3/9/27 | EUR | 5,087 | 5,642 | |
Nederlandse Waterschapsbank NV | 1.000% | 3/1/28 | EUR | 3,092 | 3,102 | |
Nederlandse Waterschapsbank NV | 3.450% | 7/17/28 | AUD | 2,030 | 1,313 | |
Nederlandse Waterschapsbank NV | 3.300% | 5/2/29 | AUD | 2,290 | 1,454 | |
Nederlandse Waterschapsbank NV | 0.500% | 4/29/30 | EUR | 2,700 | 2,507 | |
Nederlandse Waterschapsbank NV | 0.000% | 9/8/31 | EUR | 11,700 | 10,063 | |
Nederlandse Waterschapsbank NV | 3.000% | 9/11/31 | EUR | 3,000 | 3,311 | |
Nederlandse Waterschapsbank NV | 0.250% | 1/19/32 | EUR | 21,800 | 18,923 | |
Nederlandse Waterschapsbank NV | 5.375% | 6/7/32 | GBP | 5,124 | 6,983 | |
Nederlandse Waterschapsbank NV | 1.250% | 5/27/36 | EUR | 9,287 | 8,104 | |
Nederlandse Waterschapsbank NV | 0.000% | 2/16/37 | EUR | 16,300 | 11,602 | |
Nederlandse Waterschapsbank NV | 1.500% | 6/15/39 | EUR | 2,543 | 2,189 | |
Nederlandse Waterschapsbank NV | 0.750% | 10/4/41 | EUR | 10,000 | 7,154 | |
1,506,527 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
New Zealand (0.4%) | ||||||
Auckland Council | 0.625% | 11/13/24 | EUR | 5,087 | 5,361 | |
Auckland Council | 3.500% | 3/9/26 | AUD | 300 | 196 | |
Auckland Council | 0.125% | 9/26/29 | EUR | 1,501 | 1,362 | |
Housing New Zealand Ltd. | 3.360% | 6/12/25 | NZD | 5,390 | 3,220 | |
Housing New Zealand Ltd. | 2.247% | 10/5/26 | NZD | 13,510 | 7,719 | |
Housing New Zealand Ltd. | 2.183% | 4/24/30 | NZD | 3,720 | 1,958 | |
Housing New Zealand Ltd. | 1.534% | 9/10/35 | NZD | 3,720 | 1,600 | |
New Zealand | 0.500% | 5/15/24 | NZD | 43,200 | 25,472 | |
New Zealand | 2.750% | 4/15/25 | NZD | 69,821 | 41,738 | |
New Zealand | 0.500% | 5/15/26 | NZD | 58,240 | 32,257 | |
New Zealand | 4.500% | 4/15/27 | NZD | 76,170 | 47,806 | |
New Zealand | 0.250% | 5/15/28 | NZD | 38,981 | 19,994 | |
New Zealand | 3.000% | 4/20/29 | NZD | 43,255 | 25,290 | |
New Zealand | 1.500% | 5/15/31 | NZD | 51,269 | 26,194 | |
New Zealand | 2.000% | 5/15/32 | NZD | 23,164 | 12,117 | |
New Zealand | 3.500% | 4/14/33 | NZD | 45,482 | 26,829 | |
New Zealand | 2.750% | 4/15/37 | NZD | 39,636 | 20,698 | |
New Zealand | 1.750% | 5/15/41 | NZD | 29,092 | 12,285 | |
New Zealand | 2.750% | 5/15/51 | NZD | 15,397 | 7,263 | |
New Zealand Local Government Funding Agency Bond | 2.250% | 4/15/24 | NZD | 5,705 | 3,420 | |
New Zealand Local Government Funding Agency Bond | 2.750% | 4/15/25 | NZD | 4,589 | 2,716 | |
New Zealand Local Government Funding Agency Bond | 1.500% | 4/15/26 | NZD | 5,097 | 2,865 | |
New Zealand Local Government Funding Agency Bond | 4.500% | 4/15/27 | NZD | 1,016 | 623 | |
New Zealand Local Government Funding Agency Bond | 1.500% | 4/20/29 | NZD | 14,855 | 7,656 | |
New Zealand Local Government Funding Agency Bond | 3.500% | 4/14/33 | NZD | 7,381 | 4,070 | |
340,709 | ||||||
Norway (0.2%) | ||||||
3 | Kingdom of Norway | 1.750% | 3/13/25 | NOK | 89,307 | 8,136 |
3 | Kingdom of Norway | 1.500% | 2/19/26 | NOK | 66,343 | 5,942 |
3 | Kingdom of Norway | 1.750% | 2/17/27 | NOK | 78,080 | 6,966 |
3 | Kingdom of Norway | 2.000% | 4/26/28 | NOK | 102,066 | 9,092 |
3 | Kingdom of Norway | 1.750% | 9/6/29 | NOK | 182,140 | 15,781 |
3 | Kingdom of Norway | 1.375% | 8/19/30 | NOK | 554,802 | 46,240 |
3 | Kingdom of Norway | 1.250% | 9/17/31 | NOK | 221,910 | 17,963 |
3 | Kingdom of Norway | 3.500% | 10/6/42 | NOK | 110,000 | 11,148 |
Kommunalbanken A/S | 5.250% | 7/15/24 | AUD | 3,196 | 2,148 | |
Kommunalbanken A/S | 4.250% | 7/16/25 | AUD | 632 | 422 | |
Kommunalbanken A/S | 0.625% | 4/20/26 | EUR | 4,090 | 4,174 | |
Kommunalbanken A/S | 0.600% | 6/1/26 | AUD | 9,300 | 5,585 | |
Kommunalbanken A/S | 3.000% | 12/9/26 | AUD | 4,592 | 2,956 | |
Kommunalbanken A/S | 0.875% | 5/24/27 | EUR | 14,748 | 14,863 | |
Kommunalbanken A/S | 3.400% | 7/24/28 | AUD | 4,080 | 2,621 | |
Kommunalbanken A/S | 0.050% | 10/24/29 | EUR | 4,758 | 4,326 | |
158,363 | ||||||
Peru (0.2%) | ||||||
Republic of Peru | 5.700% | 8/12/24 | PEN | 25,355 | 6,768 | |
Republic of Peru | 2.750% | 1/30/26 | EUR | 7,182 | 7,667 | |
Republic of Peru | 8.200% | 8/12/26 | PEN | 63,040 | 17,766 | |
Republic of Peru | 6.350% | 8/12/28 | PEN | 66,780 | 17,480 | |
Republic of Peru | 5.940% | 2/12/29 | PEN | 61,875 | 15,765 | |
Republic of Peru | 3.750% | 3/1/30 | EUR | 996 | 1,051 | |
Republic of Peru | 6.950% | 8/12/31 | PEN | 52,125 | 13,692 | |
Republic of Peru | 6.150% | 8/12/32 | PEN | 55,121 | 13,592 | |
Republic of Peru | 1.250% | 3/11/33 | EUR | 4,699 | 3,753 | |
Republic of Peru | 5.400% | 8/12/34 | PEN | 49,943 | 11,332 | |
Republic of Peru | 1.950% | 11/17/36 | EUR | 4,339 | 3,340 | |
Republic of Peru | 6.900% | 8/12/37 | PEN | 52,230 | 13,240 | |
Republic of Peru | 5.350% | 8/12/40 | PEN | 33,749 | 7,156 | |
Republic of Peru | 6.850% | 2/12/42 | PEN | 17,630 | 4,367 | |
Republic of Peru | 6.714% | 2/12/55 | PEN | 10,725 | 2,604 | |
139,573 | ||||||
Philippines (0.0%) | ||||||
Republic of Philippines | 0.250% | 4/28/25 | EUR | 2,683 | 2,739 | |
Republic of Philippines | 0.875% | 5/17/27 | EUR | 4,013 | 3,907 | |
Republic of Philippines | 0.700% | 2/3/29 | EUR | 2,599 | 2,365 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Republic of Philippines | 1.200% | 4/28/33 | EUR | 4,613 | 3,782 | |
Republic of Philippines | 1.750% | 4/28/41 | EUR | 4,659 | 3,311 | |
16,104 | ||||||
Poland (0.5%) | ||||||
Bank Gospodarstwa Krajowego | 1.375% | 6/1/25 | EUR | 5,145 | 5,324 | |
Bank Gospodarstwa Krajowego | 1.750% | 5/6/26 | EUR | 2,094 | 2,136 | |
Bank Gospodarstwa Krajowego | 1.625% | 4/30/28 | EUR | 2,615 | 2,493 | |
Bank Gospodarstwa Krajowego | 0.375% | 10/13/28 | EUR | 800 | 705 | |
Bank Gospodarstwa Krajowego | 3.000% | 5/30/29 | EUR | 2,500 | 2,529 | |
Bank Gospodarstwa Krajowego | 2.000% | 6/1/30 | EUR | 394 | 363 | |
Bank Gospodarstwa Krajowego | 0.500% | 7/8/31 | EUR | 1,250 | 988 | |
Republic of Poland | 2.500% | 4/25/24 | PLN | 56,105 | 13,071 | |
Republic of Poland | 3.375% | 7/9/24 | EUR | 3,074 | 3,388 | |
Republic of Poland | 2.250% | 10/25/24 | PLN | 25,516 | 5,839 | |
Republic of Poland | 5.250% | 1/20/25 | EUR | 3,792 | 4,283 | |
Republic of Poland | 0.000% | 2/10/25 | EUR | 7,686 | 7,916 | |
Republic of Poland | 0.750% | 4/25/25 | PLN | 148,117 | 32,310 | |
Republic of Poland | 3.250% | 7/25/25 | PLN | 66,853 | 15,201 | |
Republic of Poland | 1.500% | 9/9/25 | EUR | 2,561 | 2,688 | |
Republic of Poland | 1.500% | 1/19/26 | EUR | 24,494 | 25,620 | |
Republic of Poland | 2.500% | 7/25/26 | PLN | 82,417 | 17,864 | |
Republic of Poland | 1.125% | 8/7/26 | EUR | 1,794 | 1,824 | |
Republic of Poland | 0.250% | 10/25/26 | PLN | 135,172 | 26,879 | |
Republic of Poland | 0.875% | 5/10/27 | EUR | 16,806 | 16,574 | |
Republic of Poland | 3.750% | 5/25/27 | PLN | 268,144 | 59,612 | |
Republic of Poland | 2.500% | 7/25/27 | PLN | 79,101 | 16,666 | |
Republic of Poland | 1.375% | 10/22/27 | EUR | 2,075 | 2,063 | |
Republic of Poland | 2.750% | 4/25/28 | PLN | 134,365 | 28,002 | |
Republic of Poland | 5.750% | 4/25/29 | PLN | 13,192 | 3,160 | |
Republic of Poland | 2.750% | 10/25/29 | PLN | 65,316 | 13,169 | |
Republic of Poland | 1.750% | 4/25/32 | PLN | 429,810 | 74,604 | |
Republic of Poland | 2.750% | 5/25/32 | EUR | 7,643 | 7,626 | |
Republic of Poland | 3.875% | 2/14/33 | EUR | 5,940 | 6,480 | |
Republic of Poland | 2.375% | 1/18/36 | EUR | 6,821 | 6,203 | |
Republic of Poland | 4.250% | 2/14/43 | EUR | 6,990 | 7,459 | |
Republic of Poland | 2.000% | 10/25/46 | EUR | 225 | 168 | |
Republic of Poland | 4.000% | 4/25/47 | PLN | 32,636 | 5,873 | |
419,080 | ||||||
Portugal (0.5%) | ||||||
3 | Portugal Obrigacoes do Tesouro OT | 2.875% | 7/21/26 | EUR | 34,787 | 38,583 |
3 | Portugal Obrigacoes do Tesouro OT | 4.125% | 4/14/27 | EUR | 16,914 | 19,653 |
3 | Portugal Obrigacoes do Tesouro OT | 0.700% | 10/15/27 | EUR | 44,950 | 45,530 |
3 | Portugal Obrigacoes do Tesouro OT | 2.125% | 10/17/28 | EUR | 25,000 | 26,719 |
3 | Portugal Obrigacoes do Tesouro OT | 1.950% | 6/15/29 | EUR | 58,482 | 61,453 |
3 | Portugal Obrigacoes do Tesouro OT | 3.875% | 2/15/30 | EUR | 20,497 | 23,987 |
3 | Portugal Obrigacoes do Tesouro OT | 0.475% | 10/18/30 | EUR | 38,430 | 35,450 |
3 | Portugal Obrigacoes do Tesouro OT | 0.300% | 10/17/31 | EUR | 30,062 | 26,480 |
3 | Portugal Obrigacoes do Tesouro OT | 1.650% | 7/16/32 | EUR | 56,690 | 55,194 |
3 | Portugal Obrigacoes do Tesouro OT | 2.250% | 4/18/34 | EUR | 35,869 | 36,025 |
3 | Portugal Obrigacoes do Tesouro OT | 0.900% | 10/12/35 | EUR | 22,037 | 18,309 |
3 | Portugal Obrigacoes do Tesouro OT | 4.100% | 4/15/37 | EUR | 8,556 | 10,137 |
3 | Portugal Obrigacoes do Tesouro OT | 3.500% | 6/18/38 | EUR | 23,000 | 25,317 |
3 | Portugal Obrigacoes do Tesouro OT | 1.150% | 4/11/42 | EUR | 10,990 | 8,147 |
3 | Portugal Obrigacoes do Tesouro OT | 4.100% | 2/15/45 | EUR | 22,545 | 26,874 |
457,858 | ||||||
Romania (0.3%) | ||||||
Romania | 3.625% | 4/24/24 | EUR | 2,664 | 2,928 | |
Romania | 4.750% | 2/24/25 | RON | 50,000 | 10,798 | |
Romania | 2.750% | 10/29/25 | EUR | 8,652 | 9,236 | |
Romania | 3.500% | 11/25/25 | RON | 54,750 | 11,272 | |
3 | Romania | 2.750% | 2/26/26 | EUR | 1,906 | 1,983 |
Romania | 3.250% | 6/24/26 | RON | 49,260 | 9,877 | |
Romania | 5.000% | 9/27/26 | EUR | 3,980 | 4,397 | |
3 | Romania | 2.000% | 12/8/26 | EUR | 1,869 | 1,859 |
Romania | 2.375% | 4/19/27 | EUR | 11,529 | 11,434 | |
Romania | 5.800% | 7/26/27 | RON | 116,950 | 24,851 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Romania | 2.500% | 10/25/27 | RON | 150,000 | 27,653 | |
3 | Romania | 2.125% | 3/7/28 | EUR | 2,708 | 2,555 |
Romania | 2.125% | 3/7/28 | EUR | 1,868 | 1,763 | |
Romania | 2.875% | 5/26/28 | EUR | 17,178 | 16,745 | |
Romania | 4.850% | 7/25/29 | RON | 50,000 | 9,826 | |
Romania | 6.625% | 9/27/29 | EUR | 2,380 | 2,690 | |
3 | Romania | 1.375% | 12/2/29 | EUR | 1,655 | 1,382 |
Romania | 1.375% | 12/2/29 | EUR | 4,100 | 3,425 | |
Romania | 2.500% | 2/8/30 | EUR | 3,587 | 3,180 | |
3 | Romania | 3.624% | 5/26/30 | EUR | 1,598 | 1,506 |
Romania | 3.624% | 5/26/30 | EUR | 10,320 | 9,726 | |
3 | Romania | 1.750% | 7/13/30 | EUR | 4,366 | 3,579 |
Romania | 1.750% | 7/13/30 | EUR | 7,768 | 6,367 | |
Romania | 7.350% | 4/28/31 | RON | 31,000 | 6,913 | |
Romania | 2.124% | 7/16/31 | EUR | 4,364 | 3,561 | |
3 | Romania | 2.124% | 7/16/31 | EUR | 2,208 | 1,802 |
Romania | 2.000% | 1/28/32 | EUR | 2,785 | 2,192 | |
3 | Romania | 2.000% | 1/28/32 | EUR | 2,306 | 1,815 |
Romania | 6.700% | 2/25/32 | RON | 104,000 | 22,215 | |
3 | Romania | 2.000% | 4/14/33 | EUR | 1,892 | 1,440 |
3 | Romania | 3.750% | 2/7/34 | EUR | 2,148 | 1,879 |
Romania | 3.750% | 2/7/34 | EUR | 5,136 | 4,492 | |
Romania | 3.875% | 10/29/35 | EUR | 7,467 | 6,321 | |
Romania | 4.250% | 4/28/36 | RON | 117,500 | 19,240 | |
Romania | 4.125% | 3/11/39 | EUR | 1,536 | 1,261 | |
3 | Romania | 2.625% | 12/2/40 | EUR | 1,023 | 659 |
3 | Romania | 2.750% | 4/14/41 | EUR | 4,774 | 3,101 |
Romania | 2.750% | 4/14/41 | EUR | 3,182 | 2,067 | |
3 | Romania | 2.875% | 4/13/42 | EUR | 2,728 | 1,769 |
3 | Romania | 4.625% | 4/3/49 | EUR | 4,347 | 3,568 |
Romania | 4.625% | 4/3/49 | EUR | 5,124 | 4,206 | |
3 | Romania | 3.375% | 1/28/50 | EUR | 5,124 | 3,383 |
270,916 | ||||||
Saudi Arabia (0.0%) | ||||||
3 | Kingdom of Saudi Arabia | 0.000% | 3/3/24 | EUR | 17,870 | 19,007 |
3 | Kingdom of Saudi Arabia | 0.750% | 7/9/27 | EUR | 5,087 | 4,983 |
3 | Kingdom of Saudi Arabia | 0.625% | 3/3/30 | EUR | 7,682 | 6,863 |
Kingdom of Saudi Arabia | 2.000% | 7/9/39 | EUR | 7,411 | 5,903 | |
36,756 | ||||||
Singapore (0.5%) | ||||||
Housing & Development Board | 2.505% | 6/27/24 | SGD | 750 | 554 | |
Housing & Development Board | 3.100% | 7/24/24 | SGD | 4,500 | 3,346 | |
Housing & Development Board | 2.495% | 3/11/26 | SGD | 750 | 547 | |
Housing & Development Board | 2.035% | 9/16/26 | SGD | 4,500 | 3,218 | |
Housing & Development Board | 2.675% | 1/22/29 | SGD | 3,000 | 2,153 | |
Housing & Development Board | 2.598% | 10/30/29 | SGD | 2,750 | 1,947 | |
Housing & Development Board | 3.995% | 12/6/29 | SGD | 8,250 | 6,335 | |
Housing & Development Board | 3.080% | 5/31/30 | SGD | 7,250 | 5,250 | |
Housing & Development Board | 2.545% | 7/4/31 | SGD | 1,250 | 866 | |
Housing & Development Board | 1.865% | 7/21/33 | SGD | 3,500 | 2,228 | |
Republic of Singapore | 3.000% | 9/1/24 | SGD | 31,669 | 23,632 | |
Republic of Singapore | 2.375% | 6/1/25 | SGD | 25,520 | 18,852 | |
Republic of Singapore | 0.500% | 11/1/25 | SGD | 29,939 | 21,097 | |
Republic of Singapore | 2.125% | 6/1/26 | SGD | 53,028 | 38,804 | |
Republic of Singapore | 1.250% | 11/1/26 | SGD | 27,394 | 19,436 | |
Republic of Singapore | 3.500% | 3/1/27 | SGD | 53,448 | 41,010 | |
Republic of Singapore | 2.875% | 9/1/27 | SGD | 6,000 | 4,511 | |
Republic of Singapore | 2.625% | 5/1/28 | SGD | 31,923 | 23,736 | |
Republic of Singapore | 2.875% | 7/1/29 | SGD | 25,646 | 19,316 | |
Republic of Singapore | 2.875% | 9/1/30 | SGD | 47,004 | 35,410 | |
Republic of Singapore | 1.625% | 7/1/31 | SGD | 21,300 | 14,618 | |
Republic of Singapore | 2.625% | 8/1/32 | SGD | 43,000 | 31,926 | |
Republic of Singapore | 3.375% | 9/1/33 | SGD | 30,104 | 23,859 | |
Republic of Singapore | 2.250% | 8/1/36 | SGD | 34,254 | 24,533 | |
Republic of Singapore | 2.375% | 7/1/39 | SGD | 12,768 | 9,323 | |
Republic of Singapore | 2.750% | 4/1/42 | SGD | 29,124 | 22,642 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Republic of Singapore | 2.750% | 3/1/46 | SGD | 31,282 | 24,629 | |
Republic of Singapore | 1.875% | 3/1/50 | SGD | 26,878 | 18,017 | |
Republic of Singapore | 1.875% | 10/1/51 | SGD | 17,058 | 11,529 | |
Republic of Singapore | 3.000% | 8/1/72 | SGD | 4,309 | 3,856 | |
457,180 | ||||||
Slovakia (0.2%) | ||||||
Slovak Republic | 0.000% | 6/17/24 | EUR | 4,965 | 5,269 | |
Slovak Republic | 0.250% | 5/14/25 | EUR | 12,343 | 12,779 | |
Slovak Republic | 0.625% | 5/22/26 | EUR | 6,661 | 6,780 | |
Slovak Republic | 1.375% | 1/21/27 | EUR | 10,863 | 11,191 | |
Slovak Republic | 1.000% | 6/12/28 | EUR | 17,304 | 16,955 | |
Slovak Republic | 0.750% | 4/9/30 | EUR | 8,109 | 7,465 | |
Slovak Republic | 1.000% | 5/14/32 | EUR | 28,704 | 25,339 | |
Slovak Republic | 4.000% | 10/19/32 | EUR | 9,500 | 10,637 | |
Slovak Republic | 3.750% | 2/23/35 | EUR | 26,485 | 28,445 | |
Slovak Republic | 1.875% | 3/9/37 | EUR | 5,200 | 4,474 | |
Slovak Republic | 2.000% | 10/17/47 | EUR | 11,595 | 9,057 | |
Slovak Republic | 2.250% | 6/12/68 | EUR | 12,923 | 9,824 | |
148,215 | ||||||
Slovenia (0.1%) | ||||||
Republic of Slovenia | 5.125% | 3/30/26 | EUR | 4,099 | 4,834 | |
Republic of Slovenia | 1.250% | 3/22/27 | EUR | 7,173 | 7,450 | |
Republic of Slovenia | 1.000% | 3/6/28 | EUR | 17,933 | 17,954 | |
Republic of Slovenia | 1.188% | 3/14/29 | EUR | 5,124 | 5,088 | |
Republic of Slovenia | 0.275% | 1/14/30 | EUR | 7,686 | 6,992 | |
Republic of Slovenia | 0.000% | 2/12/31 | EUR | 22,280 | 19,211 | |
Republic of Slovenia | 2.250% | 3/3/32 | EUR | 29,681 | 30,339 | |
Republic of Slovenia | 3.625% | 3/11/33 | EUR | 3,850 | 4,414 | |
Republic of Slovenia | 1.500% | 3/25/35 | EUR | 6,145 | 5,451 | |
Republic of Slovenia | 1.750% | 11/3/40 | EUR | 5,124 | 4,298 | |
Republic of Slovenia | 3.125% | 8/7/45 | EUR | 5,124 | 5,244 | |
Republic of Slovenia | 0.488% | 10/20/50 | EUR | 8,307 | 4,453 | |
115,728 | ||||||
South Korea (2.8%) | ||||||
Export-Import Bank of Korea | 0.000% | 10/19/24 | EUR | 5,500 | 5,742 | |
Export-Import Bank of Korea | 4.000% | 6/7/27 | AUD | 530 | 341 | |
Korea Development Bank | 2.625% | 9/8/27 | EUR | 5,000 | 5,347 | |
Korea Gas Corp. | 0.000% | 11/28/23 | CHF | 2,035 | 2,244 | |
3 | Korea Housing Finance Corp | 1.963% | 7/19/26 | EUR | 14,400 | 15,042 |
3 | Korea Housing Finance Corp. | 0.750% | 10/30/23 | EUR | 2,434 | 2,644 |
3 | Korea Housing Finance Corp. | 0.010% | 2/5/25 | EUR | 2,543 | 2,618 |
Korea Housing Finance Corp. | 0.010% | 2/5/25 | EUR | 24,979 | 25,720 | |
3 | Korea Housing Finance Corp. | 0.010% | 7/7/25 | EUR | 7,457 | 7,565 |
Korea Housing Finance Corp. | 0.010% | 6/29/26 | EUR | 6,542 | 6,425 | |
Korea National Housing Bond I | 1.750% | 4/30/24 | KRW | 8,800,000 | 6,470 | |
Republic of Korea | 1.125% | 6/10/24 | KRW | 139,000,000 | 101,421 | |
Republic of Korea | 1.375% | 9/10/24 | KRW | 50,000,000 | 36,407 | |
Republic of Korea | 3.000% | 9/10/24 | KRW | 95,000,000 | 70,688 | |
Republic of Korea | 3.125% | 9/10/24 | KRW | 20,000,000 | 14,906 | |
Republic of Korea | 1.875% | 12/10/24 | KRW | 103,000,000 | 75,225 | |
Republic of Korea | 4.250% | 12/10/24 | KRW | 20,000,000 | 15,160 | |
Republic of Korea | 1.500% | 3/10/25 | KRW | 77,500,000 | 56,023 | |
Republic of Korea | 3.375% | 3/10/25 | KRW | 20,000,000 | 14,955 | |
Republic of Korea | 2.250% | 6/10/25 | KRW | 79,000,000 | 57,749 | |
Republic of Korea | 3.125% | 6/10/25 | KRW | 45,000,000 | 33,489 | |
Republic of Korea | 1.125% | 9/10/25 | KRW | 92,500,000 | 65,705 | |
Republic of Korea | 0.000% | 9/16/25 | EUR | 6,298 | 6,378 | |
Republic of Korea | 2.250% | 12/10/25 | KRW | 30,000,000 | 21,828 | |
Republic of Korea | 4.250% | 12/10/25 | KRW | 30,000,000 | 22,929 | |
Republic of Korea | 1.250% | 3/10/26 | KRW | 102,500,000 | 72,349 | |
Republic of Korea | 5.750% | 3/10/26 | KRW | 14,000,000 | 11,145 | |
Republic of Korea | 1.875% | 6/10/26 | KRW | 72,000,000 | 51,527 | |
Republic of Korea | 1.750% | 9/10/26 | KRW | 57,500,000 | 40,859 | |
Republic of Korea | 1.500% | 12/10/26 | KRW | 70,000,000 | 49,152 | |
Republic of Korea | 2.375% | 3/10/27 | KRW | 50,000,000 | 36,112 | |
Republic of Korea | 5.250% | 3/10/27 | KRW | 15,500,000 | 12,398 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Republic of Korea | 2.125% | 6/10/27 | KRW | 75,000,000 | 53,527 | |
Republic of Korea | 3.125% | 9/10/27 | KRW | 26,000,000 | 19,284 | |
Republic of Korea | 2.375% | 12/10/27 | KRW | 45,000,000 | 32,271 | |
Republic of Korea | 3.250% | 3/10/28 | KRW | 20,000,000 | 14,882 | |
Republic of Korea | 5.500% | 3/10/28 | KRW | 20,000,000 | 16,377 | |
Republic of Korea | 2.625% | 6/10/28 | KRW | 50,260,000 | 36,286 | |
Republic of Korea | 2.375% | 12/10/28 | KRW | 50,000,000 | 35,545 | |
Republic of Korea | 1.875% | 6/10/29 | KRW | 63,000,000 | 43,268 | |
Republic of Korea | 1.375% | 12/10/29 | KRW | 75,000,000 | 49,513 | |
Republic of Korea | 5.500% | 12/10/29 | KRW | 12,137,000 | 10,218 | |
Republic of Korea | 1.375% | 6/10/30 | KRW | 94,000,000 | 61,526 | |
Republic of Korea | 1.500% | 12/10/30 | KRW | 68,000,000 | 44,515 | |
Republic of Korea | 4.750% | 12/10/30 | KRW | 28,000,000 | 22,861 | |
Republic of Korea | 2.000% | 6/10/31 | KRW | 83,003,340 | 56,066 | |
Republic of Korea | 2.375% | 12/10/31 | KRW | 55,000,000 | 38,095 | |
Republic of Korea | 4.000% | 12/10/31 | KRW | 41,000,000 | 32,112 | |
Republic of Korea | 3.375% | 6/10/32 | KRW | 30,000,000 | 22,476 | |
Republic of Korea | 4.250% | 12/10/32 | KRW | 33,200,000 | 26,643 | |
Republic of Korea | 3.750% | 12/10/33 | KRW | 86,500,000 | 67,015 | |
Republic of Korea | 2.625% | 9/10/35 | KRW | 49,000,000 | 34,083 | |
Republic of Korea | 1.500% | 9/10/36 | KRW | 40,000,000 | 24,123 | |
Republic of Korea | 2.250% | 9/10/37 | KRW | 20,000,000 | 13,187 | |
Republic of Korea | 2.375% | 9/10/38 | KRW | 36,600,000 | 24,372 | |
Republic of Korea | 1.125% | 9/10/39 | KRW | 26,800,000 | 14,546 | |
Republic of Korea | 1.500% | 9/10/40 | KRW | 39,700,000 | 22,568 | |
Republic of Korea | 1.875% | 9/10/41 | KRW | 31,000,000 | 18,580 | |
Republic of Korea | 3.250% | 9/10/42 | KRW | 14,000,000 | 10,288 | |
Republic of Korea | 3.000% | 12/10/42 | KRW | 59,500,000 | 42,101 | |
Republic of Korea | 2.750% | 12/10/44 | KRW | 57,990,000 | 39,384 | |
Republic of Korea | 2.000% | 3/10/46 | KRW | 49,000,000 | 28,923 | |
Republic of Korea | 2.125% | 3/10/47 | KRW | 62,955,000 | 37,985 | |
Republic of Korea | 2.625% | 3/10/48 | KRW | 98,695,000 | 64,481 | |
Republic of Korea | 2.000% | 3/10/49 | KRW | 91,360,000 | 52,160 | |
Republic of Korea | 1.500% | 3/10/50 | KRW | 153,730,000 | 77,043 | |
Republic of Korea | 1.875% | 3/10/51 | KRW | 174,845,380 | 95,471 | |
Republic of Korea | 2.500% | 3/10/52 | KRW | 57,600,000 | 36,701 | |
Republic of Korea | 3.125% | 9/10/52 | KRW | 54,700,000 | 39,623 | |
Republic of Korea | 3.250% | 3/10/53 | KRW | 12,500,000 | 9,269 | |
Republic of Korea | 2.000% | 9/10/68 | KRW | 35,697,000 | 18,631 | |
Republic of Korea | 1.625% | 9/10/70 | KRW | 34,012,000 | 15,327 | |
Republic of Korea | 3.500% | 9/10/72 | KRW | 5,350,000 | 4,209 | |
2,352,098 | ||||||
Spain (4.6%) | ||||||
Adif Alta Velocidad | 3.500% | 5/27/24 | EUR | 6,000 | 6,609 | |
Adif Alta Velocidad | 1.875% | 1/28/25 | EUR | 7,600 | 8,159 | |
Adif Alta Velocidad | 0.950% | 4/30/27 | EUR | 7,500 | 7,546 | |
Adif Alta Velocidad | 0.550% | 10/31/31 | EUR | 4,000 | 3,415 | |
Autonomous Community of Andalusia Spain | 0.500% | 4/30/31 | EUR | 22,546 | 19,670 | |
Autonomous Community of Madrid Spain | 4.125% | 5/21/24 | EUR | 11,017 | 12,209 | |
Autonomous Community of Madrid Spain | 0.997% | 9/30/24 | EUR | 881 | 938 | |
Autonomous Community of Madrid Spain | 1.826% | 4/30/25 | EUR | 7,173 | 7,686 | |
Autonomous Community of Madrid Spain | 4.300% | 9/15/26 | EUR | 10,901 | 12,401 | |
Autonomous Community of Madrid Spain | 2.146% | 4/30/27 | EUR | 8,710 | 9,203 | |
Autonomous Community of Madrid Spain | 1.773% | 4/30/28 | EUR | 6,981 | 7,174 | |
Autonomous Community of Madrid Spain | 1.571% | 4/30/29 | EUR | 10,248 | 10,247 | |
Autonomous Community of Madrid Spain | 2.080% | 3/12/30 | EUR | 2,561 | 2,603 | |
Autonomous Community of Madrid Spain | 0.419% | 4/30/30 | EUR | 2,021 | 1,819 | |
Autonomous Community of Madrid Spain | 0.420% | 4/30/31 | EUR | 14,052 | 12,239 | |
Basque Government | 0.850% | 4/30/30 | EUR | 8,751 | 8,174 | |
Basque Government | 0.450% | 4/30/32 | EUR | 7,813 | 6,653 | |
Instituto de Credito Oficial | 0.000% | 4/30/26 | EUR | 13,227 | 13,295 | |
Kingdom of Spain | 0.000% | 5/31/24 | EUR | 206,475 | 220,052 | |
3 | Kingdom of Spain | 2.750% | 10/31/24 | EUR | 28,321 | 31,081 |
Kingdom of Spain | 0.000% | 1/31/25 | EUR | 110,347 | 115,576 | |
3 | Kingdom of Spain | 1.600% | 4/30/25 | EUR | 47,900 | 51,440 |
Kingdom of Spain | 0.000% | 5/31/25 | EUR | 215,081 | 222,921 | |
Kingdom of Spain | 0.000% | 1/31/26 | EUR | 317,974 | 323,341 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
3 | Kingdom of Spain | 1.950% | 4/30/26 | EUR | 53,054 | 56,852 |
Kingdom of Spain | 2.800% | 5/31/26 | EUR | 78,565 | 86,047 | |
Kingdom of Spain | 0.000% | 1/31/27 | EUR | 225,792 | 222,859 | |
3 | Kingdom of Spain | 1.500% | 4/30/27 | EUR | 13,222 | 13,787 |
3 | Kingdom of Spain | 0.800% | 7/30/27 | EUR | 77,534 | 78,188 |
Kingdom of Spain | 0.000% | 1/31/28 | EUR | 266,032 | 255,051 | |
3 | Kingdom of Spain | 1.400% | 4/30/28 | EUR | 62,566 | 63,937 |
3 | Kingdom of Spain | 1.400% | 7/30/28 | EUR | 61,318 | 62,386 |
3 | Kingdom of Spain | 5.150% | 10/31/28 | EUR | 102,682 | 125,062 |
Kingdom of Spain | 5.250% | 4/6/29 | GBP | 437 | 562 | |
3 | Kingdom of Spain | 1.450% | 4/30/29 | EUR | 73,522 | 74,127 |
Kingdom of Spain | 0.800% | 7/30/29 | EUR | 182,089 | 174,809 | |
3 | Kingdom of Spain | 0.600% | 10/31/29 | EUR | 40,000 | 37,792 |
3 | Kingdom of Spain | 0.500% | 4/30/30 | EUR | 110,000 | 101,758 |
3 | Kingdom of Spain | 1.950% | 7/30/30 | EUR | 80,000 | 81,586 |
3 | Kingdom of Spain | 1.250% | 10/31/30 | EUR | 38,382 | 37,009 |
3 | Kingdom of Spain | 0.100% | 4/30/31 | EUR | 13,000 | 11,263 |
3 | Kingdom of Spain | 0.500% | 10/31/31 | EUR | 68,193 | 60,174 |
3 | Kingdom of Spain | 0.700% | 4/30/32 | EUR | 81,585 | 72,280 |
Kingdom of Spain | 5.750% | 7/30/32 | EUR | 22,396 | 29,602 | |
3 | Kingdom of Spain | 2.550% | 10/31/32 | EUR | 152,008 | 157,172 |
3 | Kingdom of Spain | 3.150% | 4/30/33 | EUR | 178,363 | 192,470 |
3 | Kingdom of Spain | 2.350% | 7/30/33 | EUR | 7,219 | 7,273 |
3 | Kingdom of Spain | 1.850% | 7/30/35 | EUR | 81,756 | 75,468 |
3 | Kingdom of Spain | 4.200% | 1/31/37 | EUR | 32,343 | 37,995 |
3 | Kingdom of Spain | 0.850% | 7/30/37 | EUR | 51,360 | 39,208 |
3 | Kingdom of Spain | 3.900% | 7/30/39 | EUR | 50,641 | 56,709 |
3 | Kingdom of Spain | 4.900% | 7/30/40 | EUR | 52,552 | 66,449 |
3 | Kingdom of Spain | 1.200% | 10/31/40 | EUR | 61,751 | 45,890 |
3 | Kingdom of Spain | 4.700% | 7/30/41 | EUR | 85,345 | 105,583 |
3 | Kingdom of Spain | 1.000% | 7/30/42 | EUR | 28,941 | 19,923 |
3 | Kingdom of Spain | 3.450% | 7/30/43 | EUR | 25,415 | 26,402 |
3 | Kingdom of Spain | 5.150% | 10/31/44 | EUR | 56,520 | 74,432 |
3 | Kingdom of Spain | 2.900% | 10/31/46 | EUR | 53,405 | 50,840 |
3 | Kingdom of Spain | 2.700% | 10/31/48 | EUR | 42,351 | 38,184 |
3 | Kingdom of Spain | 1.000% | 10/31/50 | EUR | 33,127 | 19,227 |
3 | Kingdom of Spain | 1.900% | 10/31/52 | EUR | 110,444 | 79,419 |
3 | Kingdom of Spain | 3.450% | 7/30/66 | EUR | 53,292 | 52,634 |
3 | Kingdom of Spain | 1.450% | 10/31/71 | EUR | 36,946 | 19,388 |
3,924,248 | ||||||
Supranational (4.1%) | ||||||
African Development Bank | 0.250% | 11/21/24 | EUR | 11,580 | 12,143 | |
African Development Bank | 0.875% | 12/16/24 | GBP | 3,758 | 4,438 | |
African Development Bank | 4.000% | 1/10/25 | AUD | 7,312 | 4,855 | |
African Development Bank | 4.500% | 6/2/26 | AUD | 3,178 | 2,149 | |
African Development Bank | 0.500% | 6/22/26 | GBP | 16,308 | 18,175 | |
African Development Bank | 0.125% | 10/7/26 | EUR | 2,049 | 2,046 | |
African Development Bank | 0.500% | 3/22/27 | EUR | 10,191 | 10,193 | |
African Development Bank | 3.300% | 7/27/27 | AUD | 509 | 329 | |
African Development Bank | 3.350% | 8/8/28 | AUD | 373 | 239 | |
African Development Bank | 0.500% | 3/21/29 | EUR | 7,854 | 7,490 | |
African Development Bank | 2.250% | 9/14/29 | EUR | 18,696 | 19,671 | |
Asian Development Bank | 3.500% | 5/30/24 | NZD | 10,206 | 6,171 | |
Asian Development Bank | 2.500% | 12/19/24 | GBP | 8,000 | 9,717 | |
Asian Development Bank | 1.625% | 1/28/25 | CAD | 7,114 | 5,018 | |
Asian Development Bank | 3.750% | 3/12/25 | AUD | 5,725 | 3,794 | |
Asian Development Bank | 3.700% | 6/17/25 | AUD | 40,000 | 26,492 | |
Asian Development Bank | 0.750% | 2/10/26 | CAD | 6,586 | 4,482 | |
Asian Development Bank | 1.342% | 6/18/26 | NOK | 18,000 | 1,570 | |
Asian Development Bank | 0.625% | 9/15/26 | GBP | 3,792 | 4,218 | |
Asian Development Bank | 3.000% | 10/14/26 | AUD | 925 | 599 | |
Asian Development Bank | 0.125% | 12/15/26 | GBP | 8,198 | 8,843 | |
Asian Development Bank | 4.650% | 2/16/27 | CAD | 1,424 | 1,093 | |
Asian Development Bank | 3.400% | 9/10/27 | AUD | 6,655 | 4,341 | |
Asian Development Bank | 0.250% | 10/28/27 | GBP | 6,918 | 7,273 | |
Asian Development Bank | 0.750% | 12/7/27 | GBP | 6,365 | 6,823 | |
Asian Development Bank | 3.300% | 8/8/28 | AUD | 1,320 | 850 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Asian Development Bank | 0.000% | 10/24/29 | EUR | 7,788 | 7,113 | |
Asian Development Bank | 0.025% | 1/31/30 | EUR | 7,834 | 7,098 | |
Asian Development Bank | 0.100% | 6/17/31 | EUR | 8,447 | 7,390 | |
Asian Development Bank | 1.950% | 7/22/32 | EUR | 8,930 | 8,978 | |
Asian Development Bank | 2.000% | 6/10/37 | EUR | 4,669 | 4,482 | |
Asian Infrastructure Investment Bank | 1.000% | 5/6/26 | AUD | 3,742 | 2,269 | |
Asian Infrastructure Investment Bank | 3.000% | 2/14/28 | EUR | 34,800 | 38,040 | |
Corp. Andina de Fomento | 1.125% | 2/13/25 | EUR | 7,631 | 7,975 | |
Corp. Andina de Fomento | 1.625% | 6/3/25 | EUR | 3,965 | 4,152 | |
Corp. Andina de Fomento | 0.250% | 2/4/26 | EUR | 100 | 99 | |
Corp. Andina de Fomento | 0.500% | 2/26/26 | CHF | 4,435 | 4,715 | |
Corp. Andina de Fomento | 2.375% | 7/13/27 | EUR | 3,440 | 3,553 | |
Corp. Andina de Fomento | 4.500% | 9/14/27 | AUD | 816 | 517 | |
Council of Europe Development Bank | 1.000% | 10/21/24 | CAD | 930 | 653 | |
Council of Europe Development Bank | 0.750% | 6/9/25 | EUR | 3,593 | 3,759 | |
Council of Europe Development Bank | 0.375% | 6/8/26 | EUR | 44,653 | 45,303 | |
Council of Europe Development Bank | 0.000% | 4/9/27 | EUR | 4,760 | 4,666 | |
Council of Europe Development Bank | 0.250% | 1/19/32 | EUR | 9,338 | 8,161 | |
EUROFIMA | 3.000% | 5/22/24 | CHF | 2,545 | 2,882 | |
EUROFIMA | 3.900% | 12/19/25 | AUD | 505 | 335 | |
EUROFIMA | 3.000% | 5/15/26 | CHF | 3,315 | 3,844 | |
EUROFIMA | 2.600% | 1/13/27 | AUD | 12,660 | 8,007 | |
EUROFIMA | 4.550% | 3/30/27 | CAD | 1,372 | 1,045 | |
EUROFIMA | 3.350% | 5/21/29 | AUD | 2,190 | 1,383 | |
Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 2.875% | 2/4/30 | CHF | 5,000 | 5,955 | |
European Bank for Reconstruction & Development | 0.000% | 10/17/24 | EUR | 5,124 | 5,379 | |
European Bank for Reconstruction & Development | 5.625% | 12/7/28 | GBP | 512 | 686 | |
5 | European Financial Stability Facility | 1.750% | 6/27/24 | EUR | 8,710 | 9,429 |
5 | European Financial Stability Facility | 0.400% | 2/17/25 | EUR | 7,788 | 8,178 |
5 | European Financial Stability Facility | 0.200% | 4/28/25 | EUR | 8,198 | 8,529 |
5 | European Financial Stability Facility | 0.500% | 7/11/25 | EUR | 15,372 | 16,030 |
5 | European Financial Stability Facility | 0.000% | 10/15/25 | EUR | 6,012 | 6,159 |
5 | European Financial Stability Facility | 0.400% | 5/31/26 | EUR | 40,993 | 41,807 |
5 | European Financial Stability Facility | 0.000% | 7/20/26 | EUR | 24,801 | 24,892 |
5 | European Financial Stability Facility | 0.750% | 5/3/27 | EUR | 28,413 | 28,773 |
5 | European Financial Stability Facility | 0.875% | 7/26/27 | EUR | 12,810 | 12,979 |
5 | European Financial Stability Facility | 0.000% | 10/13/27 | EUR | 18,000 | 17,420 |
5 | European Financial Stability Facility | 0.950% | 2/14/28 | EUR | 21,454 | 21,561 |
5 | European Financial Stability Facility | 0.875% | 9/5/28 | EUR | 7,003 | 6,939 |
5 | European Financial Stability Facility | 0.050% | 10/17/29 | EUR | 2,997 | 2,749 |
5 | European Financial Stability Facility | 2.750% | 12/3/29 | EUR | 2,817 | 3,073 |
5 | European Financial Stability Facility | 0.125% | 3/18/30 | EUR | 9,689 | 8,826 |
5 | European Financial Stability Facility | 0.000% | 1/20/31 | EUR | 46,917 | 41,299 |
5 | European Financial Stability Facility | 3.875% | 3/30/32 | EUR | 10,248 | 12,051 |
5 | European Financial Stability Facility | 2.875% | 2/16/33 | EUR | 15,000 | 16,315 |
5 | European Financial Stability Facility | 1.250% | 5/24/33 | EUR | 23,345 | 21,774 |
5 | European Financial Stability Facility | 3.000% | 9/4/34 | EUR | 2,664 | 2,903 |
5 | European Financial Stability Facility | 0.875% | 4/10/35 | EUR | 31,787 | 27,120 |
5 | European Financial Stability Facility | 3.375% | 4/3/37 | EUR | 20,378 | 22,821 |
5 | European Financial Stability Facility | 1.450% | 9/5/40 | EUR | 10,447 | 8,800 |
5 | European Financial Stability Facility | 1.700% | 2/13/43 | EUR | 18,810 | 16,032 |
5 | European Financial Stability Facility | 2.350% | 7/29/44 | EUR | 6,968 | 6,663 |
5 | European Financial Stability Facility | 1.200% | 2/17/45 | EUR | 18,703 | 14,157 |
5 | European Financial Stability Facility | 1.375% | 5/31/47 | EUR | 29,083 | 22,253 |
5 | European Financial Stability Facility | 1.800% | 7/10/48 | EUR | 19,554 | 16,027 |
5 | European Financial Stability Facility | 0.700% | 1/20/50 | EUR | 15,370 | 9,234 |
5 | European Financial Stability Facility | 0.050% | 1/18/52 | EUR | 7,425 | 3,288 |
5 | European Financial Stability Facility | 0.700% | 1/17/53 | EUR | 3,735 | 2,105 |
5 | European Financial Stability Facility | 1.750% | 7/17/53 | EUR | 1,793 | 1,386 |
5 | European Financial Stability Facility | 2.000% | 2/28/56 | EUR | 10,211 | 8,403 |
European Investment Bank | 0.050% | 5/24/24 | EUR | 15,851 | 16,869 | |
European Investment Bank | 0.200% | 7/15/24 | EUR | 20,497 | 21,768 | |
European Investment Bank | 1.750% | 7/30/24 | CAD | 7,105 | 5,083 | |
European Investment Bank | 4.750% | 8/7/24 | AUD | 1,657 | 1,110 | |
European Investment Bank | 0.875% | 9/13/24 | EUR | 16,908 | 18,038 | |
European Investment Bank | 0.750% | 11/15/24 | GBP | 12,651 | 14,971 | |
European Investment Bank | 1.625% | 2/4/25 | CHF | 1,265 | 1,417 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
European Investment Bank | 0.000% | 3/25/25 | EUR | 1,536 | 1,596 | |
European Investment Bank | 0.125% | 4/15/25 | EUR | 15,372 | 15,990 | |
European Investment Bank | 5.500% | 4/15/25 | GBP | 1,366 | 1,743 | |
European Investment Bank | 1.125% | 6/19/25 | GBP | 15,500 | 18,193 | |
European Investment Bank | 0.375% | 7/16/25 | EUR | 11,837 | 12,309 | |
European Investment Bank | 2.750% | 9/15/25 | EUR | 20,497 | 22,422 | |
European Investment Bank | 4.500% | 10/15/25 | EUR | 7,686 | 8,759 | |
European Investment Bank | 2.900% | 10/17/25 | AUD | 19,624 | 12,766 | |
European Investment Bank | 0.000% | 3/13/26 | EUR | 5,124 | 5,197 | |
European Investment Bank | 0.375% | 4/14/26 | EUR | 26,021 | 26,599 | |
European Investment Bank | 0.875% | 5/15/26 | GBP | 5,000 | 5,676 | |
European Investment Bank | 3.100% | 8/17/26 | AUD | 17,970 | 11,711 | |
European Investment Bank | 2.750% | 8/25/26 | PLN | 5,102 | 1,095 | |
European Investment Bank | 1.000% | 9/21/26 | GBP | 1,640 | 1,853 | |
European Investment Bank | 0.100% | 10/15/26 | EUR | 12,611 | 12,634 | |
European Investment Bank | 1.750% | 11/12/26 | SEK | 25,000 | 2,301 | |
European Investment Bank | 1.250% | 11/13/26 | EUR | 3,074 | 3,204 | |
European Investment Bank | 0.000% | 12/22/26 | EUR | 28,656 | 28,456 | |
European Investment Bank | 0.500% | 1/15/27 | EUR | 27,516 | 27,793 | |
European Investment Bank | 3.500% | 4/15/27 | EUR | 27,561 | 30,988 | |
European Investment Bank | 0.375% | 9/15/27 | EUR | 75,514 | 74,713 | |
European Investment Bank | 3.750% | 12/7/27 | GBP | 1,947 | 2,396 | |
European Investment Bank | 1.000% | 1/28/28 | CAD | 5,538 | 3,654 | |
European Investment Bank | 3.300% | 2/3/28 | AUD | 1,147 | 745 | |
European Investment Bank | 0.000% | 3/28/28 | EUR | 19,098 | 18,286 | |
European Investment Bank | 1.375% | 5/12/28 | SEK | 38,260 | 3,407 | |
European Investment Bank | 0.000% | 5/15/28 | EUR | 5,124 | 4,884 | |
European Investment Bank | 0.000% | 9/28/28 | EUR | 11,672 | 11,026 | |
European Investment Bank | 0.000% | 12/7/28 | GBP | 1,332 | 1,329 | |
European Investment Bank | 6.000% | 12/7/28 | GBP | 8,198 | 11,234 | |
European Investment Bank | 0.625% | 1/22/29 | EUR | 23,372 | 22,699 | |
European Investment Bank | 3.300% | 5/25/29 | AUD | 3,524 | 2,250 | |
European Investment Bank | 0.125% | 6/20/29 | EUR | 5,894 | 5,498 | |
European Investment Bank | 0.250% | 9/14/29 | EUR | 9,544 | 8,918 | |
European Investment Bank | 0.050% | 11/15/29 | EUR | 20,000 | 18,352 | |
European Investment Bank | 0.050% | 1/16/30 | EUR | 16,660 | 15,209 | |
European Investment Bank | 2.250% | 3/15/30 | EUR | 35,000 | 37,011 | |
European Investment Bank | 4.000% | 4/15/30 | EUR | 3,650 | 4,293 | |
European Investment Bank | 0.000% | 9/9/30 | EUR | 12,731 | 11,363 | |
European Investment Bank | 2.750% | 9/13/30 | EUR | 15,373 | 16,760 | |
European Investment Bank | 0.000% | 1/14/31 | EUR | 23,948 | 21,093 | |
European Investment Bank | 1.300% | 1/27/31 | AUD | 6,510 | 3,473 | |
European Investment Bank | 1.000% | 3/14/31 | EUR | 22,265 | 21,217 | |
European Investment Bank | 1.000% | 4/14/32 | EUR | 16,396 | 15,273 | |
European Investment Bank | 5.625% | 6/7/32 | GBP | 2,000 | 2,825 | |
European Investment Bank | 1.125% | 11/15/32 | EUR | 10,248 | 9,565 | |
European Investment Bank | 2.875% | 1/12/33 | EUR | 18,511 | 20,194 | |
European Investment Bank | 1.125% | 4/13/33 | EUR | 15,372 | 14,216 | |
European Investment Bank | 3.000% | 10/14/33 | EUR | 26,902 | 29,573 | |
European Investment Bank | 0.050% | 10/13/34 | EUR | 12,721 | 9,957 | |
European Investment Bank | 2.625% | 3/15/35 | EUR | 3,638 | 3,807 | |
European Investment Bank | 0.010% | 11/15/35 | EUR | 16,341 | 12,219 | |
European Investment Bank | 0.200% | 3/17/36 | EUR | 14,007 | 10,650 | |
European Investment Bank | 3.125% | 6/30/36 | CHF | 505 | 651 | |
European Investment Bank | 1.125% | 9/15/36 | EUR | 24,593 | 21,129 | |
European Investment Bank | 3.875% | 6/8/37 | GBP | 10,767 | 13,053 | |
European Investment Bank | 0.500% | 11/13/37 | EUR | 1,260 | 960 | |
European Investment Bank | 5.000% | 4/15/39 | GBP | 3,584 | 4,868 | |
European Investment Bank | 2.750% | 3/15/40 | EUR | 9,505 | 9,821 | |
European Investment Bank | 0.250% | 6/15/40 | EUR | 11,552 | 7,761 | |
European Investment Bank | 0.010% | 5/15/41 | EUR | 6,000 | 3,717 | |
European Investment Bank | 3.625% | 3/14/42 | EUR | 2,869 | 3,298 | |
European Investment Bank | 1.000% | 11/14/42 | EUR | 5,124 | 3,817 | |
European Investment Bank | 4.500% | 3/7/44 | GBP | 4,355 | 5,592 | |
European Investment Bank | 1.750% | 9/15/45 | EUR | 12,153 | 10,256 | |
European Investment Bank | 0.875% | 9/13/47 | EUR | 5,124 | 3,457 | |
European Investment Bank | 1.500% | 11/15/47 | EUR | 2,561 | 2,009 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
European Investment Bank | 1.500% | 10/16/48 | EUR | 1,575 | 1,213 | |
European Investment Bank | 0.050% | 1/27/51 | EUR | 10,303 | 4,700 | |
European Investment Bank | 4.625% | 10/12/54 | GBP | 3,945 | 5,152 | |
European Stability Mechanism | 0.000% | 3/14/25 | EUR | 34,984 | 36,394 | |
European Stability Mechanism | 1.000% | 9/23/25 | EUR | 20,497 | 21,547 | |
European Stability Mechanism | 0.500% | 3/2/26 | EUR | 23,929 | 24,603 | |
European Stability Mechanism | 0.750% | 3/15/27 | EUR | 19,640 | 19,940 | |
European Stability Mechanism | 0.750% | 9/5/28 | EUR | 9,456 | 9,313 | |
European Stability Mechanism | 0.500% | 3/5/29 | EUR | 21,522 | 20,661 | |
European Stability Mechanism | 0.010% | 3/4/30 | EUR | 26,804 | 24,227 | |
European Stability Mechanism | 0.010% | 10/15/31 | EUR | 10,202 | 8,797 | |
European Stability Mechanism | 1.125% | 5/3/32 | EUR | 2,680 | 2,520 | |
European Stability Mechanism | 1.200% | 5/23/33 | EUR | 6,148 | 5,716 | |
European Stability Mechanism | 1.625% | 11/17/36 | EUR | 20,471 | 18,647 | |
European Stability Mechanism | 1.750% | 10/20/45 | EUR | 5,124 | 4,301 | |
European Stability Mechanism | 1.800% | 11/2/46 | EUR | 16,820 | 14,165 | |
European Stability Mechanism | 1.850% | 12/1/55 | EUR | 17,355 | 13,623 | |
European Union | 0.500% | 4/4/25 | EUR | 30,744 | 32,242 | |
European Union | 0.800% | 7/4/25 | EUR | 33,600 | 35,280 | |
European Union | 0.000% | 11/4/25 | EUR | 5,457 | 5,588 | |
European Union | 0.000% | 3/4/26 | EUR | 52,608 | 53,397 | |
European Union | 0.000% | 7/6/26 | EUR | 48,703 | 49,025 | |
European Union | 3.000% | 9/4/26 | EUR | 3,650 | 4,028 | |
European Union | 2.000% | 10/4/27 | EUR | 105,656 | 112,120 | |
European Union | 2.500% | 11/4/27 | EUR | 9,736 | 10,538 | |
European Union | 2.875% | 4/4/28 | EUR | 2,561 | 2,818 | |
European Union | 0.000% | 6/2/28 | EUR | 49,300 | 46,968 | |
European Union | 0.000% | 10/4/28 | EUR | 25,684 | 24,235 | |
European Union | 0.000% | 7/4/29 | EUR | 30,922 | 28,540 | |
European Union | 1.375% | 10/4/29 | EUR | 8,198 | 8,221 | |
European Union | 1.625% | 12/4/29 | EUR | 87,813 | 89,142 | |
European Union | 0.000% | 10/4/30 | EUR | 2,148 | 1,912 | |
European Union | 0.750% | 4/4/31 | EUR | 16,781 | 15,670 | |
European Union | 0.000% | 4/22/31 | EUR | 20,237 | 17,715 | |
European Union | 0.000% | 7/4/31 | EUR | 73,695 | 64,046 | |
European Union | 1.000% | 7/6/32 | EUR | 68,440 | 63,544 | |
European Union | 2.750% | 2/4/33 | EUR | 27,500 | 29,606 | |
European Union | 1.250% | 4/4/33 | EUR | 12,810 | 11,961 | |
European Union | 3.250% | 7/4/34 | EUR | 20,000 | 22,276 | |
European Union | 0.000% | 7/4/35 | EUR | 39,174 | 29,594 | |
European Union | 1.125% | 4/4/36 | EUR | 10,248 | 8,938 | |
European Union | 0.250% | 4/22/36 | EUR | 21,290 | 16,267 | |
European Union | 0.200% | 6/4/36 | EUR | 44,216 | 33,132 | |
European Union | 0.400% | 2/4/37 | EUR | 31,007 | 23,534 | |
European Union | 0.875% | 3/11/37 | EUR | 1,868 | 1,532 | |
European Union | 1.125% | 6/4/37 | EUR | �� 1,299 | 1,089 | |
European Union | 2.750% | 12/4/37 | EUR | 10,312 | 10,722 | |
European Union | 3.375% | 4/4/38 | EUR | 1,371 | 1,539 | |
European Union | 3.375% | 10/4/38 | EUR | 57,212 | 63,362 | |
European Union | 0.100% | 10/4/40 | EUR | 22,559 | 14,456 | |
European Union | 0.450% | 7/4/41 | EUR | 49,591 | 33,348 | |
European Union | 3.750% | 4/4/42 | EUR | 5,124 | 5,971 | |
European Union | 3.375% | 11/4/42 | EUR | 41,436 | 45,658 | |
European Union | 1.250% | 2/4/43 | EUR | 14,647 | 11,325 | |
European Union | 0.450% | 5/2/46 | EUR | 17,889 | 10,803 | |
European Union | 0.750% | 1/4/47 | EUR | 21,887 | 14,185 | |
European Union | 2.625% | 2/4/48 | EUR | 45,957 | 44,606 | |
European Union | 0.300% | 11/4/50 | EUR | 14,661 | 7,556 | |
European Union | 0.700% | 7/6/51 | EUR | 28,629 | 16,686 | |
European Union | 2.500% | 10/4/52 | EUR | 22,315 | 20,616 | |
European Union | 3.000% | 3/4/53 | EUR | 37,396 | 38,199 | |
Inter-American Development Bank | 4.750% | 8/27/24 | AUD | 10,931 | 7,327 | |
Inter-American Development Bank | 1.700% | 10/10/24 | CAD | 6,283 | 4,471 | |
Inter-American Development Bank | 1.375% | 12/15/24 | GBP | 14,089 | 16,792 | |
Inter-American Development Bank | 0.750% | 10/15/25 | CAD | 2,411 | 1,650 | |
Inter-American Development Bank | 2.750% | 10/30/25 | AUD | 5,562 | 3,600 | |
Inter-American Development Bank | 1.250% | 12/15/25 | GBP | 12,544 | 14,482 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Inter-American Development Bank | 4.400% | 1/26/26 | CAD | 37 | 28 | |
Inter-American Development Bank | 4.250% | 6/11/26 | AUD | 663 | 446 | |
Inter-American Development Bank | 1.000% | 6/29/26 | CAD | 4,800 | 3,261 | |
Inter-American Development Bank | 0.500% | 9/15/26 | GBP | 5,124 | 5,665 | |
Inter-American Development Bank | 0.875% | 8/27/27 | CAD | 3,219 | 2,131 | |
Inter-American Development Bank | 2.125% | 12/15/28 | GBP | 4,669 | 5,264 | |
Inter-American Development Bank | 3.290% | 6/28/32 | AUD | 5,238 | 3,203 | |
International Bank for Reconstruction & Development | 1.800% | 7/26/24 | CAD | 5,877 | 4,211 | |
International Bank for Reconstruction & Development | 1.900% | 1/16/25 | CAD | 3,916 | 2,785 | |
International Bank for Reconstruction & Development | 4.250% | 6/24/25 | AUD | 6,430 | 4,307 | |
International Bank for Reconstruction & Development | 0.750% | 7/2/25 | CAD | 3,010 | 2,077 | |
International Bank for Reconstruction & Development | 2.900% | 11/26/25 | AUD | 5,307 | 3,448 | |
International Bank for Reconstruction & Development | 0.625% | 1/14/26 | CAD | 3,178 | 2,159 | |
International Bank for Reconstruction & Development | 0.750% | 6/10/26 | NZD | 2,993 | 1,637 | |
International Bank for Reconstruction & Development | 0.250% | 7/22/26 | GBP | 2,561 | 2,830 | |
International Bank for Reconstruction & Development | 1.200% | 7/22/26 | CAD | 6,735 | 4,604 | |
International Bank for Reconstruction & Development | 3.000% | 10/19/26 | AUD | 8,419 | 5,457 | |
International Bank for Reconstruction & Development | 0.750% | 12/15/26 | GBP | 7,107 | 7,859 | |
International Bank for Reconstruction & Development | 0.000% | 1/15/27 | EUR | 23,660 | 23,354 | |
International Bank for Reconstruction & Development | 1.800% | 1/19/27 | CAD | 2,918 | 2,019 | |
International Bank for Reconstruction & Development | 0.250% | 9/23/27 | GBP | 10,248 | 10,842 | |
International Bank for Reconstruction & Development | 0.625% | 9/24/27 | NZD | 4,490 | 2,333 | |
International Bank for Reconstruction & Development | 0.875% | 9/28/27 | CAD | 2,761 | 1,827 | |
International Bank for Reconstruction & Development | 0.625% | 11/22/27 | EUR | 5,635 | 5,593 | |
International Bank for Reconstruction & Development | 0.010% | 4/24/28 | EUR | 26,829 | 25,559 | |
International Bank for Reconstruction & Development | 1.625% | 5/10/28 | NZD | 6,735 | 3,610 | |
International Bank for Reconstruction & Development | 0.625% | 7/14/28 | GBP | 11,122 | 11,663 | |
International Bank for Reconstruction & Development | 3.300% | 8/14/28 | AUD | 1,683 | 1,087 | |
International Bank for Reconstruction & Development | 4.875% | 12/7/28 | GBP | 300 | 389 | |
International Bank for Reconstruction & Development | 1.250% | 12/13/28 | GBP | 6,012 | 6,466 | |
International Bank for Reconstruction & Development | 1.950% | 9/20/29 | CAD | 919 | 623 | |
International Bank for Reconstruction & Development | 1.000% | 12/21/29 | GBP | 1,720 | 1,779 | |
International Bank for Reconstruction & Development | 0.000% | 2/21/30 | EUR | 5,854 | 5,274 | |
International Bank for Reconstruction & Development | 0.500% | 4/16/30 | EUR | 2,767 | 2,575 | |
International Bank for Reconstruction & Development | 5.750% | 6/7/32 | GBP | 3,074 | 4,344 | |
International Bank for Reconstruction & Development | 0.625% | 1/12/33 | EUR | 23,743 | 20,884 | |
International Bank for Reconstruction & Development | 1.200% | 8/8/34 | EUR | 4,943 | 4,483 | |
International Bank for Reconstruction & Development | 0.500% | 6/21/35 | EUR | 1,844 | 1,497 | |
International Bank for Reconstruction & Development | 0.100% | 9/17/35 | EUR | 2,801 | 2,131 | |
International Bank for Reconstruction & Development | 0.700% | 10/22/46 | EUR | 5,260 | 3,427 | |
International Bank for Reconstruction & Development | 0.125% | 1/3/51 | EUR | 4,315 | 2,084 | |
International Bank for Reconstruction & Development | 0.200% | 1/21/61 | EUR | 2,767 | 1,078 | |
International Development Assn. | 0.750% | 9/21/28 | GBP | 1,502 | 1,570 | |
International Development Assn. | 0.000% | 7/15/31 | EUR | 9,338 | 8,056 | |
International Development Assn. | 0.350% | 4/22/36 | EUR | 12,139 | 9,478 | |
International Development Assn. | 1.750% | 5/5/37 | EUR | 12,000 | 11,112 | |
International Development Assn. | 0.700% | 1/17/42 | EUR | 5,789 | 4,096 | |
International Finance Corp. | 1.450% | 7/22/24 | AUD | 1,759 | 1,132 | |
International Finance Corp. | 1.375% | 9/13/24 | CAD | 1,707 | 1,212 | |
International Finance Corp. | 1.375% | 3/7/25 | GBP | 5,032 | 5,964 | |
International Finance Corp. | 4.000% | 4/3/25 | AUD | 4,156 | 2,766 | |
International Finance Corp. | 0.250% | 12/15/25 | GBP | 5,226 | 5,879 | |
International Finance Corp. | 3.200% | 7/22/26 | AUD | 12,741 | 8,319 | |
International Finance Corp. | 0.875% | 9/15/26 | GBP | 7,515 | 8,435 | |
International Finance Corp. | 1.850% | 1/28/27 | CAD | 5,138 | 3,573 | |
International Finance Corp. | 0.750% | 7/22/27 | GBP | 5,124 | 5,575 | |
International Finance Corp. | 3.200% | 10/18/27 | AUD | 611 | 396 | |
International Finance Corp. | 3.150% | 6/26/29 | AUD | 4,864 | 3,074 | |
International Finance Corp. | 1.500% | 4/15/35 | AUD | 13,020 | 6,236 | |
Nordic Investment Bank | 0.125% | 6/10/24 | EUR | 12,657 | 13,420 | |
Nordic Investment Bank | 0.500% | 11/3/25 | EUR | 10,055 | 10,367 | |
Nordic Investment Bank | 0.125% | 12/15/26 | GBP | 13,368 | 14,410 | |
3,497,639 | ||||||
Sweden (0.3%) | ||||||
Kingdom of Sweden | 2.500% | 5/12/25 | SEK | 65,980 | 6,385 | |
Kingdom of Sweden | 0.750% | 5/12/28 | SEK | 3,570 | 321 | |
Kingdom of Sweden | 0.750% | 11/12/29 | SEK | 198,515 | 17,486 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Kingdom of Sweden | 0.125% | 5/12/31 | SEK | 582,080 | 47,761 | |
Kingdom of Sweden | 2.250% | 6/1/32 | SEK | 188,345 | 18,285 | |
Kingdom of Sweden | 1.750% | 11/11/33 | SEK | 195,000 | 18,064 | |
Kingdom of Sweden | 3.500% | 3/30/39 | SEK | 118,110 | 13,133 | |
Kingdom of Sweden | 1.375% | 6/23/71 | SEK | 168,410 | 10,192 | |
Kommuninvest I Sverige AB | 1.000% | 10/2/24 | SEK | 102,050 | 9,599 | |
Kommuninvest I Sverige AB | 1.000% | 5/12/25 | SEK | 201,090 | 18,660 | |
Kommuninvest I Sverige AB | 0.750% | 2/4/26 | SEK | 367,740 | 33,276 | |
Kommuninvest I Sverige AB | 1.000% | 11/12/26 | SEK | 306,190 | 27,546 | |
Kommuninvest I Sverige AB | 3.250% | 11/12/29 | SEK | 120,000 | 11,566 | |
Region Stockholm | 0.750% | 2/26/25 | EUR | 2,543 | 2,659 | |
Svensk Exportkredit AB | 2.750% | 2/23/28 | EUR | 25,000 | 26,980 | |
261,913 | ||||||
Switzerland (0.4%) | ||||||
Canton of Basel-Landschaft | 1.375% | 9/29/34 | CHF | 8,465 | 9,098 | |
Canton of Geneva Switzerland | 1.625% | 7/30/29 | CHF | 1,805 | 2,004 | |
Canton of Geneva Switzerland | 1.500% | 3/5/32 | CHF | 810 | 884 | |
Canton of Geneva Switzerland | 0.400% | 4/28/36 | CHF | 2,545 | 2,372 | |
Canton of Geneva Switzerland | 0.600% | 7/4/46 | CHF | 1,520 | 1,297 | |
Canton of Vaud | 2.000% | 10/24/33 | CHF | 4,540 | 5,187 | |
Canton of Zurich | 1.250% | 12/3/32 | CHF | 1,525 | 1,625 | |
Canton of Zurich | 2.000% | 7/29/38 | CHF | 5,100 | 5,904 | |
Canton of Zurich | 0.250% | 7/12/39 | CHF | 6,375 | 5,597 | |
Swiss Confederation | 1.250% | 6/11/24 | CHF | 10,818 | 12,115 | |
Swiss Confederation | 1.500% | 7/24/25 | CHF | 8,904 | 10,047 | |
Swiss Confederation | 1.250% | 5/28/26 | CHF | 71,517 | 80,578 | |
Swiss Confederation | 3.250% | 6/27/27 | CHF | 4,593 | 5,607 | |
Swiss Confederation | 4.000% | 4/8/28 | CHF | 298 | 382 | |
Swiss Confederation | 0.000% | 6/22/29 | CHF | 22,568 | 23,731 | |
Swiss Confederation | 2.250% | 6/22/31 | CHF | 29,389 | 36,029 | |
Swiss Confederation | 0.500% | 6/27/32 | CHF | 7,246 | 7,704 | |
Swiss Confederation | 3.500% | 4/8/33 | CHF | 10,512 | 14,448 | |
Swiss Confederation | 0.000% | 6/26/34 | CHF | 7,655 | 7,590 | |
Swiss Confederation | 0.250% | 6/23/35 | CHF | 22,707 | 22,909 | |
Swiss Confederation | 2.500% | 3/8/36 | CHF | 3,137 | 4,090 | |
Swiss Confederation | 1.250% | 6/27/37 | CHF | 15,437 | 17,415 | |
Swiss Confederation | 1.500% | 10/26/38 | CHF | 10,000 | 11,829 | |
Swiss Confederation | 0.000% | 7/24/39 | CHF | 9,185 | 8,447 | |
Swiss Confederation | 1.500% | 4/30/42 | CHF | 20,974 | 24,625 | |
Swiss Confederation | 0.500% | 6/28/45 | CHF | 12,757 | 12,329 | |
Swiss Confederation | 4.000% | 1/6/49 | CHF | 9,337 | 16,950 | |
Swiss Confederation | 0.500% | 5/24/55 | CHF | 3,188 | 2,917 | |
Swiss Confederation | 0.500% | 5/30/58 | CHF | 11,313 | 10,231 | |
Swiss Confederation | 2.000% | 6/25/64 | CHF | 2,449 | 3,593 | |
367,534 | ||||||
Thailand (0.8%) | ||||||
Kingdom of Thailand | 0.750% | 6/17/24 | THB | 1,039,382 | 30,090 | |
Kingdom of Thailand | 0.750% | 9/17/24 | THB | 440,000 | 12,697 | |
Kingdom of Thailand | 1.450% | 12/17/24 | THB | 1,149,482 | 33,450 | |
Kingdom of Thailand | 0.950% | 6/17/25 | THB | 1,007,774 | 28,925 | |
Kingdom of Thailand | 3.850% | 12/12/25 | THB | 637,918 | 19,581 | |
Kingdom of Thailand | 2.125% | 12/17/26 | THB | 496,408 | 14,578 | |
Kingdom of Thailand | 1.000% | 6/17/27 | THB | 1,757,022 | 49,300 | |
Kingdom of Thailand | 3.580% | 12/17/27 | THB | 466,275 | 14,546 | |
Kingdom of Thailand | 5.670% | 3/13/28 | THB | 61,239 | 2,093 | |
Kingdom of Thailand | 2.650% | 6/17/28 | THB | 600,000 | 18,013 | |
Kingdom of Thailand | 2.875% | 12/17/28 | THB | 839,187 | 25,471 | |
Kingdom of Thailand | 4.875% | 6/22/29 | THB | 887,982 | 29,975 | |
Kingdom of Thailand | 1.600% | 12/17/29 | THB | 744,661 | 21,005 | |
Kingdom of Thailand | 3.650% | 6/20/31 | THB | 627,711 | 20,004 | |
Kingdom of Thailand | 2.000% | 12/17/31 | THB | 1,142,818 | 32,374 | |
Kingdom of Thailand | 3.775% | 6/25/32 | THB | 769,585 | 24,956 | |
Kingdom of Thailand | 3.350% | 6/17/33 | THB | 470,000 | 14,775 | |
Kingdom of Thailand | 1.600% | 6/17/35 | THB | 153,099 | 4,013 | |
Kingdom of Thailand | 1.585% | 12/17/35 | THB | 1,231,603 | 31,922 | |
Kingdom of Thailand | 3.400% | 6/17/36 | THB | 1,511,203 | 47,462 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Kingdom of Thailand | 3.390% | 6/17/37 | THB | 316,000 | 9,956 | |
Kingdom of Thailand | 4.260% | 12/12/37 | THB | 141,362 | 4,712 | |
Kingdom of Thailand | 3.300% | 6/17/38 | THB | 1,076,247 | 33,237 | |
Kingdom of Thailand | 3.800% | 6/14/41 | THB | 76,549 | 2,527 | |
Kingdom of Thailand | 2.000% | 6/17/42 | THB | 970,118 | 24,531 | |
Kingdom of Thailand | 3.450% | 6/17/43 | THB | 410,000 | 12,879 | |
Kingdom of Thailand | 4.675% | 6/29/44 | THB | 429,761 | 15,903 | |
Kingdom of Thailand | 2.875% | 6/17/46 | THB | 576,435 | 16,361 | |
Kingdom of Thailand | 3.140% | 6/17/47 | THB | 291,000 | 8,636 | |
Kingdom of Thailand | 1.875% | 6/17/49 | THB | 472,937 | 10,838 | |
Kingdom of Thailand | 2.750% | 6/17/52 | THB | 137,200 | 3,782 | |
Kingdom of Thailand | 4.850% | 6/17/61 | THB | 9,492 | 351 | |
Kingdom of Thailand | 4.000% | 6/17/66 | THB | 248,447 | 7,930 | |
Kingdom of Thailand | 3.600% | 6/17/67 | THB | 1,195,459 | 35,092 | |
Kingdom of Thailand | 2.500% | 6/17/71 | THB | 93,000 | 2,007 | |
Kingdom of Thailand | 4.000% | 6/17/72 | THB | 100,000 | 3,187 | |
667,159 | ||||||
United Kingdom (4.2%) | ||||||
1 | Community Finance Co. 1 plc | 5.017% | 7/31/34 | GBP | 2,253 | 2,816 |
6 | LCR Finance plc | 4.500% | 12/7/28 | GBP | 3,843 | 4,907 |
6 | LCR Finance plc | 4.500% | 12/7/38 | GBP | 820 | 1,039 |
6 | LCR Finance plc | 5.100% | 3/7/51 | GBP | 3,433 | 4,757 |
Transport for London | 2.125% | 4/24/25 | GBP | 2,034 | 2,397 | |
Transport for London | 3.875% | 7/23/42 | GBP | 518 | 540 | |
Transport for London | 3.625% | 5/15/45 | GBP | 2,019 | 1,971 | |
United Kingdom Gilt | 0.250% | 1/31/25 | GBP | 246,378 | 289,311 | |
United Kingdom Gilt | 5.000% | 3/7/25 | GBP | 62,379 | 79,661 | |
United Kingdom Gilt | 3.500% | 10/22/25 | GBP | 82,539 | 102,120 | |
United Kingdom Gilt | 0.375% | 10/22/26 | GBP | 81,655 | 91,247 | |
United Kingdom Gilt | 4.125% | 1/29/27 | GBP | 220,952 | 279,426 | |
United Kingdom Gilt | 4.250% | 12/7/27 | GBP | 7,775 | 10,005 | |
United Kingdom Gilt | 0.125% | 1/31/28 | GBP | 111,983 | 119,281 | |
United Kingdom Gilt | 0.500% | 1/31/29 | GBP | 180,289 | 189,174 | |
United Kingdom Gilt | 0.875% | 10/22/29 | GBP | 40,000 | 42,459 | |
United Kingdom Gilt | 0.375% | 10/22/30 | GBP | 12,000 | 11,920 | |
United Kingdom Gilt | 4.750% | 12/7/30 | GBP | 64,441 | 87,222 | |
United Kingdom Gilt | 0.250% | 7/31/31 | GBP | 150,992 | 144,197 | |
United Kingdom Gilt | 1.000% | 1/31/32 | GBP | 70,000 | 70,437 | |
United Kingdom Gilt | 4.250% | 6/7/32 | GBP | 98,346 | 129,586 | |
United Kingdom Gilt | 3.250% | 1/31/33 | GBP | 60,000 | 72,574 | |
United Kingdom Gilt | 0.875% | 7/31/33 | GBP | 63,000 | 59,976 | |
United Kingdom Gilt | 4.500% | 9/7/34 | GBP | 59,109 | 79,241 | |
United Kingdom Gilt | 0.625% | 7/31/35 | GBP | 68,948 | 59,612 | |
United Kingdom Gilt | 4.250% | 3/7/36 | GBP | 54,829 | 71,714 | |
United Kingdom Gilt | 1.750% | 9/7/37 | GBP | 120,886 | 115,348 | |
United Kingdom Gilt | 4.750% | 12/7/38 | GBP | 20,000 | 27,370 | |
United Kingdom Gilt | 1.125% | 1/31/39 | GBP | 98,949 | 82,365 | |
United Kingdom Gilt | 4.250% | 9/7/39 | GBP | 46,239 | 59,603 | |
United Kingdom Gilt | 4.250% | 12/7/40 | GBP | 53,250 | 68,573 | |
United Kingdom Gilt | 1.250% | 10/22/41 | GBP | 84,525 | 67,754 | |
United Kingdom Gilt | 4.500% | 12/7/42 | GBP | 48,730 | 64,820 | |
United Kingdom Gilt | 3.250% | 1/22/44 | GBP | 92,157 | 101,934 | |
United Kingdom Gilt | 3.500% | 1/22/45 | GBP | 55,260 | 63,281 | |
United Kingdom Gilt | 0.875% | 1/31/46 | GBP | 72,149 | 47,699 | |
United Kingdom Gilt | 4.250% | 12/7/46 | GBP | 79,111 | 101,353 | |
United Kingdom Gilt | 1.500% | 7/22/47 | GBP | 60,600 | 45,959 | |
United Kingdom Gilt | 1.750% | 1/22/49 | GBP | 41,486 | 32,921 | |
United Kingdom Gilt | 4.250% | 12/7/49 | GBP | 47,188 | 60,756 | |
United Kingdom Gilt | 0.625% | 10/22/50 | GBP | 33,909 | 18,635 | |
United Kingdom Gilt | 1.250% | 7/31/51 | GBP | 84,644 | 56,501 | |
United Kingdom Gilt | 3.750% | 7/22/52 | GBP | 53,582 | 63,653 | |
United Kingdom Gilt | 1.500% | 7/31/53 | GBP | 43,769 | 30,724 | |
United Kingdom Gilt | 3.750% | 10/22/53 | GBP | 34,112 | 40,351 | |
United Kingdom Gilt | 1.625% | 10/22/54 | GBP | 50,592 | 36,432 | |
United Kingdom Gilt | 4.250% | 12/7/55 | GBP | 64,510 | 84,118 | |
United Kingdom Gilt | 1.750% | 7/22/57 | GBP | 52,515 | 38,667 | |
United Kingdom Gilt | 4.000% | 1/22/60 | GBP | 35,637 | 45,001 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
United Kingdom Gilt | 0.500% | 10/22/61 | GBP | 67,029 | 28,137 | |
United Kingdom Gilt | 2.500% | 7/22/65 | GBP | 56,244 | 50,208 | |
United Kingdom Gilt | 3.500% | 7/22/68 | GBP | 48,734 | 56,034 | |
United Kingdom Gilt | 1.625% | 10/22/71 | GBP | 62,836 | 41,262 | |
United Kingdom Gilt | 1.125% | 10/22/73 | GBP | 29,639 | 15,374 | |
3,552,423 | ||||||
Total Sovereign Bonds (Cost $76,097,374) | 66,383,244 | |||||
Shares | ||||||
Temporary Cash Investments (1.2%) | ||||||
Money Market Fund (1.2%) | ||||||
12 | Vanguard Market Liquidity Fund (Cost $1,004,282) | 4.853% | 10,043,851 | 1,004,285 | ||
Total Investments (99.7%) (Cost $97,027,778) | 85,029,320 | |||||
Other Assets and Liabilities—Net (0.3%) | 241,510 | |||||
Net Assets (100.0%) | 85,270,830 | |||||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
2 | Guaranteed by the Republic of Austria. |
3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2023, the aggregate value was $10,046,888,000, representing 11.8% of net assets. |
4 | Guaranteed by the Republic of France. |
5 | Guaranteed by multiple countries. |
6 | Guaranteed by the Government of the United Kingdom. |
7 | Guaranteed by Commissioners of Her Majesty's Treasury. |
8 | Securities with a value of $945,511,000 have been pledged as collateral for open forward currency contracts. |
9 | Securities with a value of $509,727,000 have been segregated as collateral for open forward currency contracts. |
10 | Securities with a value of $7,510,000 have been segregated as initial margin for open futures contracts. |
11 | Guaranteed by the Federal Republic of Germany. |
12 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
DAC—Designated Activity Company. | |
GMTN—Global Medium Term Note. | |
REIT—Real Estate Investment Trust. | |
AUD—Australian dollar. | |
CAD—Canadian dollar. | |
CHF—Swiss franc. | |
CLP—Chilean peso. | |
CNY—Chinese renminbi. | |
COP—Colombia peso. | |
CZK—Czech koruna. | |
DKK—Danish krone. | |
EUR—euro. | |
GBP—British pound. | |
HKD—Hong Kong dollar. | |
HUF—Hungarian forint. | |
IDR—Indonesian rupiah. | |
ILS—Israeli shekel. | |
JPY—Japanese yen. | |
KRW—Korean won. | |
MXN—Mexican peso. | |
MYR—Malaysian ringgit. | |
NOK—Norwegian krone. | |
NZD—New Zealand dollar. | |
PEN—Peruvian sol. | |
PLN—Polish zloty. | |
RON—Romania new leu. | |
SEK—Swedish krona. | |
SGD—Singapore dollar. | |
THB—Thai baht. | |
USD—U.S. dollar. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
Euro-Buxl | June 2023 | 90 | 13,834 | 750 |
Euro-Schatz | June 2023 | 3,870 | 450,636 | (259) |
KRW 10-Year Treasury Bond | June 2023 | 222 | 18,864 | 11 |
Long Gilt | June 2023 | 200 | 25,502 | 362 |
864 |
Forward Currency Contracts | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
UBS AG | 5/3/23 | CHF | 439,450 | USD | 493,736 | — | (1,931) | |
Toronto-Dominion Bank | 5/3/23 | CHF | 352,500 | USD | 396,045 | — | (1,549) | |
Bank of America, N.A. | 5/3/23 | CHF | 120,798 | USD | 134,970 | 220 | — | |
BNP Paribas | 5/3/23 | CHF | 23,500 | USD | 26,403 | — | (103) | |
State Street Bank & Trust Co. | 5/4/23 | CLP | 43,508,173 | USD | 53,435 | 430 | — | |
Toronto-Dominion Bank | 5/4/23 | CLP | 28,922,296 | USD | 36,007 | — | (199) | |
Wells Fargo Bank N.A. | 5/4/23 | CLP | 19,281,531 | USD | 23,931 | — | (60) | |
HSBC Bank plc | 5/5/23 | CNY | 4,183,800 | USD | 604,857 | — | (700) | |
State Street Bank & Trust Co. | 5/5/23 | CNY | 2,107,543 | USD | 304,514 | — | (177) | |
Standard Chartered Bank | 5/4/23 | CNY | 74,086 | USD | 10,701 | — | (4) | |
Toronto-Dominion Bank | 5/4/23 | COP | 411,415,805 | USD | 90,014 | — | (2,524) | |
Wells Fargo Bank N.A. | 5/4/23 | COP | 300,936,982 | USD | 65,685 | — | (1,689) | |
State Street Bank & Trust Co. | 5/4/23 | COP | 191,556,444 | USD | 41,715 | — | (980) | |
Toronto-Dominion Bank | 5/3/23 | CZK | 4,277,725 | USD | 200,259 | 41 | — | |
Deutsche Bank AG | 5/3/23 | CZK | 4,277,725 | USD | 200,081 | 218 | — | |
Morgan Stanley Capital Services Inc. | 5/3/23 | EUR | 4,230,000 | USD | 4,671,258 | — | (9,339) | |
Toronto-Dominion Bank | 5/3/23 | EUR | 3,734,502 | USD | 4,122,797 | — | (6,971) | |
Bank of America, N.A. | 5/3/23 | EUR | 2,105,000 | USD | 2,321,194 | — | (1,256) | |
HSBC Bank plc | 5/3/23 | EUR | 1,910,000 | USD | 2,101,470 | 3,557 | — | |
Bank of New York | 5/3/23 | EUR | 1,880,000 | USD | 2,069,551 | 2,413 | — | |
Morgan Stanley Capital Services Inc. | 5/3/23 | EUR | 1,880,000 | USD | 2,069,010 | 2,954 | — | |
Bank of America, N.A. | 5/3/23 | EUR | 1,880,000 | USD | 2,066,120 | 5,844 | — | |
UBS AG | 5/3/23 | EUR | 1,767,697 | USD | 1,950,730 | — | (2,537) | |
BNP Paribas | 5/3/23 | EUR | 1,463,140 | USD | 1,613,779 | — | (1,241) | |
Wells Fargo Bank N.A. | 5/3/23 | EUR | 1,410,000 | USD | 1,551,282 | 2,691 | — |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
Toronto-Dominion Bank | 5/3/23 | EUR | 1,000,000 | USD | 1,101,100 | 1,008 | — | |
HSBC Bank plc | 5/3/23 | EUR | 940,000 | USD | 1,038,277 | — | (2,295) | |
BNP Paribas | 5/3/23 | EUR | 940,000 | USD | 1,033,812 | 2,170 | — | |
Commonwealth Bank of Australia | 5/3/23 | EUR | 940,000 | USD | 1,033,248 | 2,734 | — | |
Royal Bank of Canada | 5/3/23 | EUR | 795,043 | USD | 878,292 | — | (2,068) | |
Standard Chartered Bank | 5/3/23 | EUR | 767,567 | USD | 847,393 | — | (1,452) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | EUR | 517,102 | USD | 570,552 | — | (650) | |
Deutsche Bank AG | 5/3/23 | EUR | 470,000 | USD | 520,713 | — | (2,722) | |
Bank of New York | 5/3/23 | EUR | 470,000 | USD | 519,350 | — | (1,359) | |
Wells Fargo Bank N.A. | 5/3/23 | EUR | 470,000 | USD | 518,692 | — | (701) | |
Deutsche Bank AG | 5/3/23 | EUR | 470,000 | USD | 517,917 | 74 | — | |
Royal Bank of Canada | 5/3/23 | EUR | 470,000 | USD | 517,235 | 756 | — | |
HSBC Bank plc | 5/3/23 | GBP | 2,183,361 | USD | 2,744,266 | — | (118) | |
Royal Bank of Canada | 5/3/23 | GBP | 1,121,215 | USD | 1,409,255 | — | (61) | |
UBS AG | 5/3/23 | GBP | 866,495 | USD | 1,089,097 | — | (47) | |
Toronto-Dominion Bank | 5/3/23 | GBP | 667,939 | USD | 839,532 | — | (36) | |
State Street Bank & Trust Co. | 6/2/23 | GBP | 72,000 | USD | 90,559 | — | (4) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | GBP | 30,000 | USD | 37,143 | 562 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | GBP | 10,000 | USD | 12,577 | — | — | |
Morgan Stanley Capital Services Inc. | 5/3/23 | GBP | 6,000 | USD | 7,433 | 108 | — | |
Wells Fargo Bank N.A. | 5/3/23 | HKD | 205,500 | USD | 26,179 | 4 | — | |
BNP Paribas | 5/3/23 | HUF | 55,340,202 | USD | 163,094 | 204 | — | |
Deutsche Bank AG | 5/3/23 | IDR | 7,394,080,400 | USD | 504,028 | — | (48) | |
Standard Chartered Bank | 5/3/23 | IDR | 5,470,783,200 | USD | 373,312 | — | (424) | |
Standard Chartered Bank | 5/3/23 | IDR | 1,429,429,400 | USD | 97,240 | 188 | — | |
Deutsche Bank AG | 5/2/23 | ILS | 476,980 | USD | 131,147 | 281 | — | |
Toronto-Dominion Bank | 5/2/23 | JPY | 124,613,396 | USD | 929,778 | — | (14,874) | |
UBS AG | 5/2/23 | JPY | 62,293,959 | USD | 465,714 | — | (8,356) | |
Wells Fargo Bank N.A. | 5/2/23 | JPY | 61,902,564 | USD | 461,615 | — | (7,130) | |
Bank of America, N.A. | 6/2/23 | JPY | 7,636,374 | USD | 56,352 | — | (25) | |
State Street Bank & Trust Co. | 5/2/23 | JPY | 3,385,000 | USD | 25,529 | — | (676) | |
Toronto-Dominion Bank | 6/2/23 | JPY | 1,099,626 | USD | 8,098 | 13 | — | |
State Street Bank & Trust Co. | 6/2/23 | JPY | 1,000,000 | USD | 7,378 | — | (2) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | KRW | 1,947,195,160 | USD | 1,453,868 | 1,209 | — | |
HSBC Bank plc | 5/3/23 | KRW | 653,882,400 | USD | 488,300 | 326 | — | |
HSBC Bank plc | 5/3/23 | KRW | 630,342,200 | USD | 471,874 | — | (839) | |
BNP Paribas | 5/3/23 | KRW | 627,719,200 | USD | 468,762 | 313 | — |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
JPMorgan Chase Bank, N.A. | 5/3/23 | KRW | 411,466,360 | USD | 307,581 | — | (105) | |
State Street Bank & Trust Co. | 5/3/23 | KRW | 381,024,200 | USD | 287,201 | — | (2,473) | |
Standard Chartered Bank | 5/3/23 | KRW | 310,381,200 | USD | 232,297 | — | (359) | |
Deutsche Bank AG | 5/3/23 | KRW | 295,912,400 | USD | 221,078 | 48 | — | |
Standard Chartered Bank | 5/3/23 | KRW | 244,939,800 | USD | 182,914 | 122 | — | |
State Street Bank & Trust Co. | 5/3/23 | KRW | 221,934,400 | USD | 165,808 | 36 | — | |
Standard Chartered Bank | 5/2/23 | MXN | 100,000 | USD | 5,537 | 22 | — | |
BNP Paribas | 5/3/23 | MYR | 1,637,800 | USD | 367,367 | — | (116) | |
HSBC Bank plc | 5/3/23 | MYR | 995,540 | USD | 223,040 | 194 | — | |
BNP Paribas | 5/3/23 | MYR | 814,600 | USD | 182,584 | 77 | — | |
Standard Chartered Bank | 5/3/23 | MYR | 55,015 | USD | 12,327 | 9 | — | |
BNP Paribas | 5/3/23 | NOK | 1,575,000 | USD | 147,319 | 493 | — | |
Toronto-Dominion Bank | 5/3/23 | NOK | 62,393 | USD | 5,820 | 35 | — | |
Citibank, N.A. | 5/4/23 | PEN | 328,662 | USD | 88,041 | 613 | — | |
Wells Fargo Bank N.A. | 5/4/23 | PEN | 109,554 | USD | 29,230 | 321 | — | |
UBS AG | 5/4/23 | PEN | 51,958 | USD | 13,821 | 195 | — | |
Toronto-Dominion Bank | 5/4/23 | PLN | 881,397 | USD | 211,063 | 657 | — | |
Deutsche Bank AG | 5/4/23 | PLN | 444,012 | USD | 106,386 | 270 | — | |
Barclays Bank plc | 5/3/23 | RON | 327,000 | USD | 72,804 | 300 | — | |
Deutsche Bank AG | 5/3/23 | RON | 327,000 | USD | 72,781 | 323 | — | |
UBS AG | 5/3/23 | SEK | 2,631,799 | USD | 254,526 | 2,147 | — | |
Barclays Bank plc | 5/3/23 | SEK | 2,631,799 | USD | 254,403 | 2,270 | — | |
Deutsche Bank AG | 5/3/23 | SEK | 2,592,518 | USD | 251,569 | 1,273 | — | |
Bank of America, N.A. | 5/2/23 | SEK | 92,000 | USD | 8,927 | 45 | — | |
HSBC Bank plc | 5/3/23 | SGD | 594,511 | USD | 444,827 | 748 | — | |
Morgan Stanley Capital Services Inc. | 5/3/23 | SGD | 60,000 | USD | 45,188 | — | (219) | |
Toronto-Dominion Bank | 5/2/23 | SGD | 12,000 | USD | 8,980 | 14 | — | |
Standard Chartered Bank | 5/3/23 | THB | 10,798,325 | USD | 314,821 | 1,496 | — | |
JPMorgan Chase Bank, N.A. | 5/3/23 | THB | 6,405,200 | USD | 187,275 | 353 | — | |
Standard Chartered Bank | 5/3/23 | THB | 3,306,000 | USD | 96,865 | — | (22) | |
Deutsche Bank AG | 5/3/23 | THB | 2,257,200 | USD | 66,194 | — | (73) | |
Commonwealth Bank of Australia | 6/2/23 | USD | 1,548,831 | AUD | 2,340,580 | — | (2,112) | |
Commonwealth Bank of Australia | 5/2/23 | USD | 1,366,209 | AUD | 2,037,825 | 17,671 | — | |
JPMorgan Chase Bank, N.A. | 5/2/23 | USD | 1,163,256 | AUD | 1,735,103 | 15,045 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 1,032,554 | AUD | 1,560,387 | — | (1,408) | |
UBS AG | 5/2/23 | USD | 471,105 | AUD | 702,697 | 6,094 | — | |
UBS AG | 6/2/23 | USD | 463,778 | AUD | 700,858 | — | (632) |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
State Street Bank & Trust Co. | 5/2/23 | USD | 64,493 | AUD | 96,200 | 833 | — | |
State Street Bank & Trust Co. | 6/2/23 | USD | 34,334 | AUD | 52,000 | — | (123) | |
Morgan Stanley Capital Services Inc. | 5/2/23 | USD | 12,861 | AUD | 19,000 | 288 | — | |
BNP Paribas | 5/2/23 | USD | 7,317 | AUD | 11,000 | 38 | — | |
Toronto-Dominion Bank | 5/2/23 | USD | 1,646,622 | CAD | 2,227,517 | 2,458 | — | |
Toronto-Dominion Bank | 6/2/23 | USD | 1,637,760 | CAD | 2,219,961 | — | (1,820) | |
Royal Bank of Canada | 6/2/23 | USD | 1,168,584 | CAD | 1,590,950 | — | (6,431) | |
Standard Chartered Bank | 6/2/23 | USD | 944,863 | CAD | 1,280,750 | — | (1,050) | |
Standard Chartered Bank | 5/2/23 | USD | 922,926 | CAD | 1,248,532 | 1,367 | — | |
State Street Bank & Trust Co. | 5/2/23 | USD | 757,943 | CAD | 1,024,735 | 1,570 | — | |
Commonwealth Bank of Australia | 6/2/23 | USD | 692,054 | CAD | 940,000 | — | (2,194) | |
Bank of New York | 5/2/23 | USD | 679,749 | CAD | 920,000 | 684 | — | |
BNP Paribas | 6/2/23 | USD | 346,206 | CAD | 470,000 | — | (918) | |
Bank of New York | 6/2/23 | USD | 345,342 | CAD | 470,000 | — | (1,782) | |
Wells Fargo Bank N.A. | 5/2/23 | USD | 340,251 | CAD | 460,000 | 718 | — | |
Commonwealth Bank of Australia | 5/2/23 | USD | 340,025 | CAD | 460,000 | 492 | — | |
Bank of America, N.A. | 5/2/23 | USD | 339,874 | CAD | 460,000 | 342 | — | |
Royal Bank of Canada | 5/2/23 | USD | 131,186 | CAD | 177,468 | 194 | — | |
Morgan Stanley Capital Services Inc. | 6/2/23 | USD | 87,424 | CAD | 118,591 | — | (163) | |
UBS AG | 5/2/23 | USD | 25,885 | CAD | 35,018 | 38 | — | |
BNP Paribas | 5/2/23 | USD | 25,885 | CAD | 35,018 | 38 | — | |
JPMorgan Chase Bank, N.A. | 5/2/23 | USD | 25,847 | CAD | 34,965 | 38 | — | |
UBS AG | 5/3/23 | USD | 650,725 | CHF | 592,590 | — | (12,465) | |
UBS AG | 6/2/23 | USD | 495,432 | CHF | 439,450 | 1,835 | — | |
Toronto-Dominion Bank | 6/2/23 | USD | 397,405 | CHF | 352,500 | 1,472 | — | |
Toronto-Dominion Bank | 5/3/23 | USD | 371,862 | CHF | 338,658 | — | (7,143) | |
Bank of America, N.A. | 6/2/23 | USD | 135,434 | CHF | 120,798 | — | (248) | |
BNP Paribas | 6/2/23 | USD | 26,494 | CHF | 23,500 | 98 | — | |
State Street Bank & Trust Co. | 5/3/23 | USD | 5,490 | CHF | 5,000 | — | (106) | |
State Street Bank & Trust Co. | 5/4/23 | USD | 72,726 | CLP | 57,791,858 | 1,178 | — | |
State Street Bank & Trust Co. | 6/5/23 | USD | 53,196 | CLP | 43,508,173 | — | (429) | |
Toronto-Dominion Bank | 6/5/23 | USD | 35,853 | CLP | 28,922,296 | 206 | — | |
Wells Fargo Bank N.A. | 6/5/23 | USD | 23,825 | CLP | 19,281,531 | 60 | — | |
Wells Fargo Bank N.A. | 5/4/23 | USD | 23,848 | CLP | 18,984,384 | 345 | — | |
UBS AG | 5/4/23 | USD | 18,792 | CLP | 14,935,758 | 301 | — | |
HSBC Bank plc | 5/5/23 | USD | 615,361 | CNY | 4,214,910 | 6,711 | — |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
HSBC Bank plc | 6/2/23 | USD | 606,378 | CNY | 4,183,800 | 723 | — | |
State Street Bank & Trust Co. | 6/2/23 | USD | 305,273 | CNY | 2,107,543 | 181 | — | |
State Street Bank & Trust Co. | 5/5/23 | USD | 303,459 | CNY | 2,076,433 | 3,614 | — | |
Standard Chartered Bank | 6/2/23 | USD | 10,729 | CNY | 74,086 | 4 | — | |
Toronto-Dominion Bank | 6/5/23 | USD | 89,396 | COP | 411,415,805 | 2,601 | — | |
State Street Bank & Trust Co. | 5/4/23 | USD | 82,087 | COP | 382,337,003 | 780 | — | |
Toronto-Dominion Bank | 5/4/23 | USD | 76,542 | COP | 357,745,949 | 466 | — | |
Wells Fargo Bank N.A. | 6/5/23 | USD | 65,241 | COP | 300,936,982 | 1,753 | — | |
State Street Bank & Trust Co. | 6/5/23 | USD | 41,437 | COP | 191,556,444 | 1,025 | — | |
Wells Fargo Bank N.A. | 5/4/23 | USD | 23,694 | COP | 111,076,280 | 73 | — | |
Bank of America, N.A. | 5/4/23 | USD | 11,322 | COP | 52,750,000 | 105 | — | |
BNP Paribas | 5/3/23 | USD | 241,608 | CZK | 5,234,655 | — | (3,498) | |
Toronto-Dominion Bank | 6/2/23 | USD | 199,970 | CZK | 4,277,725 | — | (26) | |
Deutsche Bank AG | 6/2/23 | USD | 199,793 | CZK | 4,277,725 | — | (203) | |
Toronto-Dominion Bank | 5/3/23 | USD | 145,116 | CZK | 3,140,793 | — | (1,948) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | USD | 8,316 | CZK | 180,000 | — | (112) | |
Deutsche Bank AG | 6/2/23 | USD | 212,234 | DKK | 1,436,949 | — | (660) | |
Bank of America, N.A. | 6/2/23 | USD | 212,144 | DKK | 1,436,949 | — | (750) | |
BNP Paribas | 5/2/23 | USD | 207,537 | DKK | 1,416,949 | — | (1,960) | |
Deutsche Bank AG | 5/2/23 | USD | 207,446 | DKK | 1,416,949 | — | (2,051) | |
State Street Bank & Trust Co. | 5/2/23 | USD | 5,844 | DKK | 40,000 | — | (70) | |
State Street Bank & Trust Co. | 5/3/23 | USD | 12,473,244 | EUR | 11,455,000 | — | (151,405) | |
State Street Bank & Trust Co. | 6/2/23 | USD | 9,093,276 | EUR | 8,224,900 | 12,114 | — | |
Toronto-Dominion Bank | 5/3/23 | USD | 7,562,373 | EUR | 6,944,004 | — | (90,672) | |
Bank of America, N.A. | 5/3/23 | USD | 6,355,607 | EUR | 5,841,261 | — | (82,094) | |
HSBC Bank plc | 5/3/23 | USD | 5,523,648 | EUR | 5,090,000 | — | (86,081) | |
Morgan Stanley Capital Services Inc. | 6/2/23 | USD | 4,679,165 | EUR | 4,230,000 | 8,796 | — | |
Morgan Stanley Capital Services Inc. | 5/3/23 | USD | 4,078,019 | EUR | 3,740,000 | — | (43,867) | |
Toronto-Dominion Bank | 6/2/23 | USD | 4,129,869 | EUR | 3,734,502 | 6,581 | — | |
State Street Bank & Trust Co. | 6/2/23 | USD | 3,722,271 | EUR | 3,377,971 | — | (7,366) | |
Bank of New York | 5/3/23 | USD | 3,031,386 | EUR | 2,790,000 | — | (43,497) | |
Bank of America, N.A. | 6/2/23 | USD | 2,325,154 | EUR | 2,105,000 | 1,010 | — | |
HSBC Bank plc | 6/2/23 | USD | 2,105,058 | EUR | 1,910,000 | — | (3,785) | |
Bank of New York | 6/2/23 | USD | 2,073,089 | EUR | 1,880,000 | — | (2,631) |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
Morgan Stanley Capital Services Inc. | 6/2/23 | USD | 2,072,514 | EUR | 1,880,000 | — | (3,206) | |
Bank of America, N.A. | 6/2/23 | USD | 2,069,672 | EUR | 1,880,000 | — | (6,046) | |
Royal Bank of Canada | 5/3/23 | USD | 1,915,708 | EUR | 1,757,583 | — | (21,339) | |
UBS AG | 6/2/23 | USD | 1,901,342 | EUR | 1,720,000 | 2,279 | — | |
Wells Fargo Bank N.A. | 5/3/23 | USD | 1,634,825 | EUR | 1,500,000 | — | (18,336) | |
BNP Paribas | 6/2/23 | USD | 1,554,446 | EUR | 1,410,000 | — | (2,344) | |
Wells Fargo Bank N.A. | 6/2/23 | USD | 1,553,937 | EUR | 1,410,000 | — | (2,853) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | USD | 1,144,710 | EUR | 1,050,400 | — | (12,944) | |
Toronto-Dominion Bank | 6/2/23 | USD | 1,103,002 | EUR | 1,000,000 | — | (1,104) | |
BNP Paribas | 6/2/23 | USD | 1,045,518 | EUR | 946,029 | 1,001 | — | |
HSBC Bank plc | 6/2/23 | USD | 1,040,042 | EUR | 940,000 | 2,182 | — | |
Commonwealth Bank of Australia | 6/2/23 | USD | 1,035,032 | EUR | 940,000 | — | (2,828) | |
UBS AG | 5/3/23 | USD | 889,027 | EUR | 816,765 | — | (11,136) | |
Standard Chartered Bank | 5/3/23 | USD | 869,479 | EUR | 799,000 | — | (11,105) | |
Royal Bank of Canada | 6/2/23 | USD | 879,779 | EUR | 795,043 | 1,966 | — | |
Standard Chartered Bank | 6/2/23 | USD | 848,841 | EUR | 767,567 | 1,366 | — | |
Deutsche Bank AG | 6/2/23 | USD | 521,602 | EUR | 470,000 | 2,672 | — | |
Bank of New York | 6/2/23 | USD | 520,239 | EUR | 470,000 | 1,309 | — | |
Wells Fargo Bank N.A. | 6/2/23 | USD | 519,572 | EUR | 470,000 | 642 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 519,425 | EUR | 470,000 | 495 | — | |
Deutsche Bank AG | 6/2/23 | USD | 518,799 | EUR | 470,000 | — | (131) | |
Royal Bank of Canada | 6/2/23 | USD | 518,115 | EUR | 470,000 | — | (815) | |
Commonwealth Bank of Australia | 5/3/23 | USD | 513,039 | EUR | 470,000 | — | (4,952) | |
Bank of New York | 5/3/23 | USD | 2,212 | EUR | 2,000 | 8 | — | |
HSBC Bank plc | 6/2/23 | USD | 2,746,066 | GBP | 2,183,361 | 55 | — | |
HSBC Bank plc | 5/3/23 | USD | 2,524,437 | GBP | 2,040,460 | — | (40,107) | |
Toronto-Dominion Bank | 5/3/23 | USD | 1,560,770 | GBP | 1,261,524 | — | (24,771) | |
Royal Bank of Canada | 6/2/23 | USD | 1,410,179 | GBP | 1,121,215 | 28 | — | |
UBS AG | 6/2/23 | USD | 1,089,811 | GBP | 866,495 | 22 | — | |
UBS AG | 5/3/23 | USD | 1,051,885 | GBP | 850,221 | — | (16,712) | |
Royal Bank of Canada | 5/3/23 | USD | 853,107 | GBP | 689,551 | — | (13,552) | |
Toronto-Dominion Bank | 6/2/23 | USD | 840,083 | GBP | 667,939 | 17 | — | |
Toronto-Dominion Bank | 6/2/23 | USD | 37,724 | GBP | 30,000 | — | (7) | |
State Street Bank & Trust Co. | 5/3/23 | USD | 30,958 | GBP | 25,000 | — | (464) | |
State Street Bank & Trust Co. | 6/2/23 | USD | 12,492 | GBP | 10,000 | — | (85) | |
Morgan Stanley Capital Services Inc. | 5/3/23 | USD | 10,276 | GBP | 8,254 | — | (98) | |
HSBC Bank plc | 5/3/23 | USD | 26,220 | HKD | 205,500 | 37 | — | |
Wells Fargo Bank N.A. | 6/2/23 | USD | 26,214 | HKD | 205,500 | — | (6) |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
BNP Paribas | 6/2/23 | USD | 161,530 | HUF | 55,340,202 | — | (138) | |
BNP Paribas | 5/3/23 | USD | 156,744 | HUF | 55,340,202 | — | (6,554) | |
Deutsche Bank AG | 5/3/23 | USD | 584,412 | IDR | 8,773,194,600 | — | (13,564) | |
Deutsche Bank AG | 6/6/23 | USD | 503,624 | IDR | 7,394,080,400 | 76 | — | |
Standard Chartered Bank | 5/3/23 | USD | 367,600 | IDR | 5,521,098,400 | — | (8,716) | |
Standard Chartered Bank | 6/6/23 | USD | 373,012 | IDR | 5,470,783,200 | 440 | — | |
Standard Chartered Bank | 6/6/23 | USD | 97,164 | IDR | 1,429,429,400 | — | (184) | |
Toronto-Dominion Bank | 5/2/23 | USD | 133,240 | ILS | 476,980 | 1,813 | — | |
BNP Paribas | 5/2/23 | USD | 131,975 | ILS | 476,980 | 548 | — | |
Deutsche Bank AG | 6/2/23 | USD | 131,265 | ILS | 476,980 | — | (291) | |
BNP Paribas | 6/2/23 | USD | 131,164 | ILS | 476,980 | — | (392) | |
Toronto-Dominion Bank | 6/2/23 | USD | 3,370,645 | JPY | 454,611,775 | 17,318 | — | |
Royal Bank of Canada | 5/2/23 | USD | 1,983,109 | JPY | 262,871,000 | 53,125 | — | |
JPMorgan Chase Bank, N.A. | 5/2/23 | USD | 1,581,152 | JPY | 209,785,470 | 40,920 | — | |
Wells Fargo Bank N.A. | 5/2/23 | USD | 1,536,377 | JPY | 203,768,946 | 40,317 | — | |
UBS AG | 5/2/23 | USD | 1,535,155 | JPY | 201,907,232 | 52,763 | — | |
Wells Fargo Bank N.A. | 6/2/23 | USD | 1,376,832 | JPY | 185,528,467 | 8,330 | — | |
BNP Paribas | 5/2/23 | USD | 1,213,748 | JPY | 160,888,500 | 32,513 | — | |
Royal Bank of Canada | 6/2/23 | USD | 1,186,362 | JPY | 160,790,650 | 330 | — | |
Toronto-Dominion Bank | 5/2/23 | USD | 1,202,678 | JPY | 159,580,849 | 31,046 | — | |
Bank of America, N.A. | 5/2/23 | USD | 1,172,740 | JPY | 155,452,500 | 31,416 | — | |
Standard Chartered Bank | 5/2/23 | USD | 1,172,740 | JPY | 155,452,500 | 31,416 | — | |
Standard Chartered Bank | 6/2/23 | USD | 1,140,301 | JPY | 154,547,934 | 318 | — | |
Bank of America, N.A. | 6/2/23 | USD | 1,140,301 | JPY | 154,547,934 | 317 | — | |
BNP Paribas | 6/2/23 | USD | 1,140,301 | JPY | 154,547,934 | 318 | — | |
Bank of New York | 5/2/23 | USD | 918,826 | JPY | 121,628,433 | 25,837 | — | |
UBS AG | 6/2/23 | USD | 467,876 | JPY | 62,293,959 | 8,381 | — | |
Morgan Stanley Capital Services Inc. | 6/2/23 | USD | 457,432 | JPY | 61,861,624 | 1,126 | — | |
Bank of New York | 6/2/23 | USD | 458,103 | JPY | 61,830,344 | 2,027 | — | |
HSBC Bank plc | 6/2/23 | USD | 456,131 | JPY | 61,799,824 | 281 | — | |
BNP Paribas | 6/2/23 | USD | 455,314 | JPY | 61,779,638 | — | (388) | |
UBS AG | 6/2/23 | USD | 454,877 | JPY | 61,779,638 | — | (824) | |
Morgan Stanley Capital Services Inc. | 6/2/23 | USD | 455,132 | JPY | 61,773,460 | — | (524) | |
HSBC Bank plc | 5/2/23 | USD | 459,869 | JPY | 60,742,751 | 13,900 | — | |
Commonwealth Bank of Australia | 6/2/23 | USD | 96,057 | JPY | 13,000,000 | 166 | — | |
State Street Bank & Trust Co. | 5/2/23 | USD | 68,615 | JPY | 9,000,000 | 2,537 | — | |
Bank of Montreal | 6/2/23 | USD | 5,999 | JPY | 800,000 | 98 | — | |
JPMorgan Chase Bank, N.A. | 5/3/23 | USD | 913,161 | KRW | 1,222,814,760 | — | (609) |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
JPMorgan Chase Bank, N.A. | 5/3/23 | USD | 875,120 | KRW | 1,135,846,760 | 26,338 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 618,426 | KRW | 827,024,400 | — | (742) | |
HSBC Bank plc | 5/3/23 | USD | 504,616 | KRW | 653,882,400 | 15,991 | — | |
HSBC Bank plc | 5/3/23 | USD | 470,722 | KRW | 630,342,200 | — | (314) | |
BNP Paribas | 5/3/23 | USD | 482,603 | KRW | 627,719,200 | 13,529 | — | |
HSBC Bank plc | 6/2/23 | USD | 459,624 | KRW | 613,174,200 | 559 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 308,114 | KRW | 411,466,360 | 62 | — | |
State Street Bank & Trust Co. | 5/3/23 | USD | 307,693 | KRW | 400,021,000 | 8,770 | — | |
State Street Bank & Trust Co. | 6/2/23 | USD | 233,161 | KRW | 310,676,588 | 566 | — | |
Standard Chartered Bank | 6/2/23 | USD | 232,697 | KRW | 310,381,200 | 324 | — | |
Standard Chartered Bank | 5/3/23 | USD | 231,783 | KRW | 310,381,200 | — | (155) | |
Deutsche Bank AG | 6/2/23 | USD | 221,461 | KRW | 295,912,400 | — | (79) | |
Deutsche Bank AG | 5/3/23 | USD | 220,979 | KRW | 295,912,400 | — | (147) | |
Standard Chartered Bank | 5/3/23 | USD | 189,340 | KRW | 244,939,800 | 6,304 | — | |
State Street Bank & Trust Co. | 6/2/23 | USD | 166,097 | KRW | 221,934,400 | — | (58) | |
State Street Bank & Trust Co. | 5/3/23 | USD | 670,489 | MXN | 12,153,296 | — | (5,023) | |
State Street Bank & Trust Co. | 6/2/23 | USD | 455,988 | MXN | 8,273,898 | — | (885) | |
State Street Bank & Trust Co. | 6/2/23 | USD | 214,322 | MXN | 3,879,398 | 107 | — | |
Standard Chartered Bank | 6/2/23 | USD | 5,501 | MXN | 100,000 | — | (21) | |
BNP Paribas | 5/3/23 | USD | 556,312 | MYR | 2,446,340 | 7,759 | — | |
BNP Paribas | 6/2/23 | USD | 368,134 | MYR | 1,637,800 | 68 | — | |
HSBC Bank plc | 5/3/23 | USD | 227,631 | MYR | 1,001,600 | 3,038 | — | |
HSBC Bank plc | 6/2/23 | USD | 223,514 | MYR | 995,540 | — | (215) | |
BNP Paribas | 6/2/23 | USD | 182,966 | MYR | 814,600 | — | (100) | |
Standard Chartered Bank | 6/2/23 | USD | 12,352 | MYR | 55,015 | — | (11) | |
BNP Paribas | 6/2/23 | USD | 147,540 | NOK | 1,575,000 | — | (505) | |
BNP Paribas | 5/3/23 | USD | 143,418 | NOK | 1,500,000 | 2,645 | — | |
UBS AG | 5/3/23 | USD | 8,383 | NOK | 87,393 | 181 | — | |
Toronto-Dominion Bank | 6/2/23 | USD | 5,829 | NOK | 62,393 | — | (36) | |
State Street Bank & Trust Co. | 5/3/23 | USD | 4,780 | NOK | 50,000 | 88 | — | |
Commonwealth Bank of Australia | 6/2/23 | USD | 208,277 | NZD | 337,236 | — | (252) | |
Commonwealth Bank of Australia | 5/2/23 | USD | 201,241 | NZD | 321,636 | 2,343 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 138,851 | NZD | 224,824 | — | (168) | |
JPMorgan Chase Bank, N.A. | 5/2/23 | USD | 140,418 | NZD | 224,424 | 1,635 | — | |
HSBC Bank plc | 5/2/23 | USD | 10,002 | NZD | 16,000 | 107 | — | |
BNP Paribas | 6/2/23 | USD | 6,176 | NZD | 10,000 | — | (8) | |
Citibank, N.A. | 6/5/23 | USD | 87,872 | PEN | 328,662 | — | (589) |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
Wells Fargo Bank N.A. | 5/4/23 | USD | 54,540 | PEN | 205,701 | — | (946) | |
Citibank, N.A. | 5/4/23 | USD | 42,233 | PEN | 158,684 | — | (570) | |
Wells Fargo Bank N.A. | 6/5/23 | USD | 29,177 | PEN | 109,554 | — | (310) | |
Toronto-Dominion Bank | 5/4/23 | USD | 28,110 | PEN | 105,789 | — | (426) | |
UBS AG | 6/5/23 | USD | 13,796 | PEN | 51,958 | — | (189) | |
Goldman Sachs & Co. | 5/4/23 | USD | 5,300 | PEN | 20,000 | — | (95) | |
Toronto-Dominion Bank | 6/2/23 | USD | 210,716 | PLN | 881,397 | — | (639) | |
Toronto-Dominion Bank | 5/4/23 | USD | 187,739 | PLN | 809,630 | — | (6,742) | |
BNP Paribas | 5/4/23 | USD | 112,785 | PLN | 485,778 | — | (3,903) | |
Deutsche Bank AG | 6/2/23 | USD | 106,211 | PLN | 444,012 | — | (261) | |
UBS AG | 5/4/23 | USD | 6,951 | PLN | 30,000 | — | (256) | |
Barclays Bank plc | 6/6/23 | USD | 72,750 | RON | 327,000 | — | (301) | |
Deutsche Bank AG | 6/6/23 | USD | 72,728 | RON | 327,000 | — | (323) | |
Deutsche Bank AG | 5/3/23 | USD | 69,338 | RON | 315,500 | — | (1,196) | |
Barclays Bank plc | 5/3/23 | USD | 69,292 | RON | 315,500 | — | (1,242) | |
HSBC Bank plc | 5/3/23 | USD | 5,114 | RON | 23,000 | — | (28) | |
UBS AG | 5/3/23 | USD | 523,154 | SEK | 5,408,282 | — | (4,302) | |
UBS AG | 6/2/23 | USD | 254,913 | SEK | 2,631,799 | — | (2,178) | |
Barclays Bank plc | 6/2/23 | USD | 254,790 | SEK | 2,631,799 | — | (2,302) | |
Deutsche Bank AG | 6/2/23 | USD | 251,947 | SEK | 2,592,518 | — | (1,307) | |
Toronto-Dominion Bank | 5/3/23 | USD | 223,133 | SEK | 2,317,835 | — | (2,920) | |
State Street Bank & Trust Co. | 5/3/23 | USD | 12,557 | SEK | 130,000 | — | (121) | |
State Street Bank & Trust Co. | 6/2/23 | USD | 11,725 | SEK | 120,000 | 3 | — | |
Bank of America, N.A. | 6/2/23 | USD | 8,941 | SEK | 92,000 | — | (46) | |
HSBC Bank plc | 6/5/23 | USD | 445,335 | SGD | 594,511 | — | (806) | |
BNP Paribas | 5/3/23 | USD | 238,925 | SGD | 317,319 | 1,101 | — | |
HSBC Bank plc | 5/3/23 | USD | 238,749 | SGD | 317,192 | 1,020 | — | |
UBS AG | 5/3/23 | USD | 15,056 | SGD | 20,000 | 66 | — | |
Toronto-Dominion Bank | 6/5/23 | USD | 8,991 | SGD | 12,000 | — | (14) | |
JPMorgan Chase Bank, N.A. | 6/5/23 | USD | 7,504 | SGD | 10,000 | — | — | |
Standard Chartered Bank | 5/3/23 | USD | 458,291 | THB | 15,593,525 | 1,508 | — | |
Standard Chartered Bank | 6/2/23 | USD | 412,957 | THB | 14,104,325 | — | (1,523) | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 187,840 | THB | 6,405,200 | — | (389) | |
Standard Chartered Bank | 5/3/23 | USD | 110,536 | THB | 3,775,400 | — | (57) | |
BNP Paribas | 5/3/23 | USD | 99,479 | THB | 3,397,800 | — | (53) | |
Deutsche Bank AG | 6/2/23 | USD | 76,612 | THB | 2,604,508 | 74 | — | |
646,261 | (910,092) |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $96,023,496) | 84,025,035 |
Affiliated Issuers (Cost $1,004,282) | 1,004,285 |
Total Investments in Securities | 85,029,320 |
Investment in Vanguard | 2,997 |
Cash | 267 |
Foreign Currency, at Value (Cost $452,251) | 454,241 |
Receivables for Investment Securities Sold | 255,957 |
Receivables for Accrued Income | 633,865 |
Receivables for Capital Shares Issued | 13,910 |
Unrealized Appreciation—Forward Currency Contracts | 646,261 |
Other Assets | 19,988 |
Total Assets | 87,056,806 |
Liabilities | |
Payables for Investment Securities Purchased | 838,862 |
Payables for Capital Shares Redeemed | 31,268 |
Payables for Distributions | 2,684 |
Payables to Vanguard | 2,823 |
Variation Margin Payable—Futures Contracts | 247 |
Unrealized Depreciation—Forward Currency Contracts | 910,092 |
Total Liabilities | 1,785,976 |
Net Assets | 85,270,830 |
At April 30, 2023, net assets consisted of: | |
Paid-in Capital | 94,816,744 |
Total Distributable Earnings (Loss) | (9,545,914) |
Net Assets | 85,270,830 |
Investor Shares—Net Assets | |
Applicable to 3,918,003 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 38,318 |
Net Asset Value Per Share—Investor Shares | $9.78 |
ETF Shares—Net Assets | |
Applicable to 1,005,114,192 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 49,127,699 |
Net Asset Value Per Share—ETF Shares | $48.88 |
Admiral Shares—Net Assets | |
Applicable to 1,225,176,792 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 23,950,026 |
Net Asset Value Per Share—Admiral Shares | $19.55 |
Institutional Shares—Net Assets | |
Applicable to 414,353,263 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 12,154,787 |
Net Asset Value Per Share—Institutional Shares | $29.33 |
Six Months Ended April 30, 2023 | ||
($000) | ||
Investment Income | ||
Income | ||
Interest1,2 | 682,861 | |
Total Income | 682,861 | |
Expenses | ||
The Vanguard Group—Note B | ||
Investment Advisory Services | 2,891 | |
Management and Administrative— Investor Shares | 32 | |
Management and Administrative— ETF Shares | 11,924 | |
Management and Administrative— Admiral Shares | 11,121 | |
Management and Administrative— Institutional Shares | 3,150 | |
Marketing and Distribution— Investor Shares | 2 | |
Marketing and Distribution— ETF Shares | 948 | |
Marketing and Distribution— Admiral Shares | 533 | |
Marketing and Distribution— Institutional Shares | 223 | |
Custodian Fees | 1,408 | |
Shareholders’ Reports—Investor Shares | — | |
Shareholders’ Reports—ETF Shares | 899 | |
Shareholders’ Reports—Admiral Shares | 157 | |
Shareholders’ Reports—Institutional Shares | 9 | |
Trustees’ Fees and Expenses | 18 | |
Other Expenses | 27 | |
Total Expenses | 33,342 | |
Expenses Paid Indirectly | (54) | |
Net Expenses | 33,288 | |
Net Investment Income | 649,573 | |
Realized Net Gain (Loss) | ||
Investment Securities Sold1 | (2,833,301) | |
Futures Contracts | (33,031) | |
Forward Currency Contracts | (8,327,099) | |
Foreign Currencies | 1,711,496 | |
Realized Net Gain (Loss) | (9,481,935) | |
Change in Unrealized Appreciation (Depreciation) | ||
Investment Securities1 | 11,328,336 | |
Futures Contracts | 4,040 | |
Forward Currency Contracts | 26,534 | |
Foreign Currencies | 98,331 | |
Change in Unrealized Appreciation (Depreciation) | 11,457,241 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,624,879 |
1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $14,172,000, $6,000, $2,000, and $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Interest is net of foreign withholding taxes of $11,566,000. |
Six Months Ended April 30, 2023 | Year Ended October 31, 2022 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 649,573 | 895,067 | |
Realized Net Gain (Loss) | (9,481,935) | 12,595,846 | |
Change in Unrealized Appreciation (Depreciation) | 11,457,241 | (25,145,875) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,624,879 | (11,654,962) | |
Distributions | |||
Investor Shares | (618) | (904,557) | |
ETF Shares | (498,860) | (1,726,038) | |
Admiral Shares | (260,682) | (1,069,575) | |
Institutional Shares | (127,332) | (473,513) | |
Total Distributions | (887,492) | (4,173,683) | |
Capital Share Transactions | |||
Investor Shares | (22,044) | (28,476,384) | |
ETF Shares | 3,387,475 | 7,014,128 | |
Admiral Shares | (489,138) | (755,230) | |
Institutional Shares | 924,921 | 478,429 | |
Net Increase (Decrease) from Capital Share Transactions | 3,801,214 | (21,739,057) | |
Total Increase (Decrease) | 5,538,601 | (37,567,702) | |
Net Assets | |||
Beginning of Period | 79,732,229 | 117,299,931 | |
End of Period | 85,270,830 | 79,732,229 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended April 30, 2023 | Year Ended October 31, | ||||
2022 | 2021 | 2020 | 2019 | 2018 | ||
Net Asset Value, Beginning of Period | $9.58 | $11.32 | $11.66 | $11.68 | $10.90 | $10.96 |
Investment Operations | ||||||
Net Investment Income1 | .074 | .086 | .092 | .109 | .121 | .113 |
Net Realized and Unrealized Gain (Loss) on Investments | .231 | (1.417) | (.320) | .240 | .988 | .068 |
Total from Investment Operations | .305 | (1.331) | (.228) | .349 | 1.109 | .181 |
Distributions | ||||||
Dividends from Net Investment Income | (.105) | (.336) | (.094) | (.369) | (.329) | (.241) |
Distributions from Realized Capital Gains | — | (.073) | (.018) | — | — | — |
Total Distributions | (.105) | (.409) | (.112) | (.369) | (.329) | (.241) |
Net Asset Value, End of Period | $9.78 | $9.58 | $11.32 | $11.66 | $11.68 | $10.90 |
Total Return2 | 3.20% | -12.16% | -1.97% | 3.09% | 10.39% | 1.68% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $38 | $59 | $30,174 | $32,054 | $30,053 | $27,299 |
Ratio of Total Expenses to Average Net Assets | 0.13%3 | 0.13%3 | 0.13% | 0.13% | 0.13% | 0.13% |
Ratio of Net Investment Income to Average Net Assets | 1.54% | 0.79% | 0.80% | 0.95% | 1.07% | 1.03% |
Portfolio Turnover Rate | 17% | 27%4 | 25%4 | 31%4 | 26% | 22% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.13%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
ETF Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended April 30, 2023 | Year Ended October 31, | ||||
2022 | 2021 | 2020 | 2019 | 2018 | ||
Net Asset Value, Beginning of Period | $47.84 | $56.56 | $58.27 | $58.34 | $54.47 | $54.75 |
Investment Operations | ||||||
Net Investment Income1 | .386 | .510 | .492 | .572 | .630 | .584 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.176 | (7.150) | (1.603) | 1.232 | 4.913 | .356 |
Total from Investment Operations | 1.562 | (6.640) | (1.111) | 1.804 | 5.543 | .940 |
Distributions | ||||||
Dividends from Net Investment Income | (.522) | (1.713) | (.510) | (1.874) | (1.673) | (1.220) |
Distributions from Realized Capital Gains | — | (.367) | (.089) | — | — | — |
Total Distributions | (.522) | (2.080) | (.599) | (1.874) | (1.673) | (1.220) |
Net Asset Value, End of Period | $48.88 | $47.84 | $56.56 | $58.27 | $58.34 | $54.47 |
Total Return | 3.29% | -12.16% | -1.92% | 3.20% | 10.40% | 1.74% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $49,128 | $44,751 | $45,348 | $33,941 | $23,911 | $12,092 |
Ratio of Total Expenses to Average Net Assets | 0.07%2 | 0.07%2 | 0.07% | 0.08% | 0.08% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 1.61% | 0.99% | 0.86% | 0.99% | 1.12% | 1.07% |
Portfolio Turnover Rate | 17% | 27%3 | 25%3 | 31%3 | 26% | 22% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended April 30, 2023 | Year Ended October 31, | ||||
2022 | 2021 | 2020 | 2019 | 2018 | ||
Net Asset Value, Beginning of Period | $19.14 | $22.64 | $23.32 | $23.35 | $21.79 | $21.91 |
Investment Operations | ||||||
Net Investment Income1 | .150 | .195 | .191 | .223 | .246 | .230 |
Net Realized and Unrealized Gain (Loss) on Investments | .472 | (2.864) | (.644) | .489 | 1.976 | .137 |
Total from Investment Operations | .622 | (2.669) | (.453) | .712 | 2.222 | .367 |
Distributions | ||||||
Dividends from Net Investment Income | (.212) | (.684) | (.191) | (.742) | (.662) | (.487) |
Distributions from Realized Capital Gains | — | (.147) | (.036) | — | — | — |
Total Distributions | (.212) | (.831) | (.227) | (.742) | (.662) | (.487) |
Net Asset Value, End of Period | $19.55 | $19.14 | $22.64 | $23.32 | $23.35 | $21.79 |
Total Return2 | 3.26% | -12.20% | -1.96% | 3.15% | 10.41% | 1.70% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $23,950 | $23,933 | $29,241 | $50,818 | $51,889 | $43,550 |
Ratio of Total Expenses to Average Net Assets | 0.11%3 | 0.11%3 | 0.11% | 0.11% | 0.11% | 0.11% |
Ratio of Net Investment Income to Average Net Assets | 1.56% | 0.94% | 0.83% | 0.97% | 1.09% | 1.05% |
Portfolio Turnover Rate | 17% | 27%4 | 25%4 | 31%4 | 26% | 22% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.11%. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended April 30, 2023 | Year Ended October 31, | ||||
2022 | 2021 | 2020 | 2019 | 2018 | ||
Net Asset Value, Beginning of Period | $28.72 | $33.97 | $34.99 | $35.03 | $32.70 | $32.88 |
Investment Operations | ||||||
Net Investment Income1 | .232 | .305 | .310 | .348 | .382 | .358 |
Net Realized and Unrealized Gain (Loss) on Investments | .701 | (4.297) | (.977) | .739 | 2.954 | .206 |
Total from Investment Operations | .933 | (3.992) | (.667) | 1.087 | 3.336 | .564 |
Distributions | ||||||
Dividends from Net Investment Income | (.323) | (1.038) | (.299) | (1.127) | (1.006) | (.744) |
Distributions from Realized Capital Gains | — | (.220) | (.054) | — | — | — |
Total Distributions | (.323) | (1.258) | (.353) | (1.127) | (1.006) | (.744) |
Net Asset Value, End of Period | $29.33 | $28.72 | $33.97 | $34.99 | $35.03 | $32.70 |
Total Return | 3.27% | -12.17% | -1.92% | 3.21% | 10.42% | 1.74% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $12,155 | $10,989 | $12,538 | $40,548 | $34,596 | $28,196 |
Ratio of Total Expenses to Average Net Assets | 0.07%2 | 0.07%2 | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.61% | 0.98% | 0.89% | 1.01% | 1.13% | 1.09% |
Portfolio Turnover Rate | 17% | 27%3 | 25%3 | 31%3 | 26% | 22% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
Assets Reflected in Statement of Assets and Liabilities1 ($000) | Liabilities Reflected in Statement of Assets and Liabilities1 ($000) | Net Amount Receivable (Payable) ($000) | Amounts Not Offset in the Statement of Assets and Liabilities | Net Exposure3 (Not Less Than $0) ($000) | ||
Collateral Pledged2 ($000) | Collateral Received2 ($000) | |||||
Derivatives Subject to Offsetting Arrangements, by Counterparty | ||||||
Bank of America, N.A. | 39,299 | (90,465) | (51,166) | 66,988 | — | — |
Bank of Montreal | 98 | — | 98 | — | — | 98 |
Bank of New York | 32,278 | (49,269) | (16,991) | 32,910 | — | — |
Barclays Bank plc | 2,570 | (3,845) | (1,275) | 880 | — | — |
BNP Paribas | 62,913 | (22,221) | 40,692 | — | 24,608 | 16,084 |
Citibank, N.A. | 613 | (1,159) | (546) | — | — | — |
Commonwealth Bank of Australia | 23,406 | (12,338) | 11,068 | — | 20,071 | — |
Deutsche Bank AG | 5,309 | (23,056) | (17,747) | 11,382 | — | — |
Goldman Sachs & Co. | — | (95) | (95) | — | — | — |
HSBC Bank plc | 49,429 | (135,288) | (85,859) | 71,101 | — | — |
JPMorgan Chase Bank, N.A. | 86,657 | (17,127) | 69,530 | — | 47,892 | 21,638 |
Morgan Stanley Capital Services Inc. | 13,272 | (57,416) | (44,144) | 52,521 | — | — |
Royal Bank of Canada | 56,399 | (44,266) | 12,133 | 5,753 | — | 12,133 |
Standard Chartered Bank | 44,884 | (25,083) | 19,801 | — | 7,350 | 12,451 |
State Street Bank & Trust Co. | 33,832 | (170,447) | (136,615) | 153,373 | — | — |
Toronto-Dominion Bank | 65,746 | (164,421) | (98,675) | 109,001 | — | — |
UBS AG | 74,302 | (61,565) | 12,737 | 3,174 | — | 12,737 |
Wells Fargo Bank N.A. | 55,254 | (32,031) | 23,223 | 2,644 | — | 23,223 |
Assets Reflected in Statement of Assets and Liabilities1 ($000) | Liabilities Reflected in Statement of Assets and Liabilities1 ($000) | Net Amount Receivable (Payable) ($000) | Amounts Not Offset in the Statement of Assets and Liabilities | Net Exposure3 (Not Less Than $0) ($000) | ||
Collateral Pledged2 ($000) | Collateral Received2 ($000) | |||||
Exchange-Traded Futures Contracts | — | (247) | (247) | 7,510 | — | — |
Total | 646,261 | (910,339) | (264,078) | 517,237 | 99,921 | 98,364 |
B. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | The fund’s custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the six months ended April 30, 2023, custodian fee offset arrangements reduced the fund’s expenses by $54,000 (an annual rate of less than 0.01% of average net assets). |
D. | Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 970 | — | 970 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 733 | — | 733 |
Corporate Bonds | — | 17,640,088 | — | 17,640,088 |
Sovereign Bonds | — | 66,383,244 | — | 66,383,244 |
Temporary Cash Investments | 1,004,285 | — | — | 1,004,285 |
Total | 1,004,285 | 84,025,035 | — | 85,029,320 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 1,123 | — | — | 1,123 |
Forward Currency Contracts | — | 646,261 | — | 646,261 |
Total | 1,123 | 646,261 | — | 647,384 |
Liabilities | ||||
Futures Contracts1 | 259 | — | — | 259 |
Forward Currency Contracts | — | 910,092 | — | 910,092 |
Total | 259 | 910,092 | — | 910,351 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
E. | At April 30, 2023, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows: |
Statement of Assets and Liabilities | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Unrealized Appreciation—Futures Contracts1 | 1,123 | — | 1,123 |
Unrealized Appreciation—Forward Currency Contracts | — | 646,261 | 646,261 |
Total Assets | 1,123 | 646,261 | 647,384 |
Unrealized Depreciation—Futures Contracts1 | 259 | — | 259 |
Unrealized Depreciation—Forward Currency Contracts | — | 910,092 | 910,092 |
Total Liabilities | 259 | 910,092 | 910,351 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Realized Net Gain (Loss) on Derivatives | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Futures Contracts | (33,031) | — | (33,031) |
Forward Currency Contracts | — | (8,327,099) | (8,327,099) |
Realized Net Gain (Loss) on Derivatives | (33,031) | (8,327,099) | (8,360,130) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | |||
Futures Contracts | 4,040 | — | 4,040 |
Forward Currency Contracts | — | 26,534 | 26,534 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | 4,040 | 26,534 | 30,574 |
F. | As of April 30, 2023, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 83,829,716 |
Gross Unrealized Appreciation | 14,811,819 |
Gross Unrealized Depreciation | (13,875,182) |
Net Unrealized Appreciation (Depreciation) | 936,637 |
G. | During the six months ended April 30, 2023, the fund purchased $13,771,742,000 of investment securities and sold $16,214,129,000 of investment securities, other than temporary cash investments. |
H. | Capital share transactions for each class of shares were: |
Six Months Ended April 30, 2023 | Year Ended October 31, 2022 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 3,320 | 342 | 14,939 | 1,334 | |
Issued in Lieu of Cash Distributions | 618 | 64 | 904,557 | 81,691 | |
Redeemed | (25,982) | (2,665) | (29,395,880) | (2,741,979) | |
Net Increase (Decrease)—Investor Shares | (22,044) | (2,259) | (28,476,384) | (2,658,954) | |
ETF Shares | |||||
Issued | 3,411,587 | 70,187 | 7,295,220 | 139,392 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (24,112) | (500) | (281,092) | (5,700) | |
Net Increase (Decrease)—ETF Shares | 3,387,475 | 69,687 | 7,014,128 | 133,692 | |
Admiral Shares | |||||
Issued | 1,614,499 | 83,192 | 3,720,765 | 177,764 | |
Issued in Lieu of Cash Distributions | 243,001 | 12,573 | 998,753 | 45,929 | |
Redeemed | (2,346,638) | (121,051) | (5,474,748) | (264,888) | |
Net Increase (Decrease)—Admiral Shares | (489,138) | (25,286) | (755,230) | (41,195) | |
Institutional Shares | |||||
Issued | 1,439,006 | 49,391 | 2,725,020 | 86,584 | |
Issued in Lieu of Cash Distributions | 124,425 | 4,289 | 459,785 | 14,106 | |
Redeemed | (638,510) | (21,954) | (2,706,376) | (87,134) | |
Net Increase (Decrease)—Institutional Shares | 924,921 | 31,726 | 478,429 | 13,556 |
I. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund’s investments and fund performance. |
J. | Management has determined that no events or transactions occurred subsequent to April 30, 2023, that would require recognition or disclosure in these financial statements. |
All rights reserved.
U.S. Patent Nos. 6,879,964.
Vanguard Marketing Corporation, Distributor.
About Your Fund’s Expenses | 1 |
Financial Statements | 3 |
Trustees Approve Advisory Arrangement | 133 |
Liquidity Risk Management | 134 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended April 30, 2023 | |||
Beginning Account Value 10/31/2022 | Ending Account Value 4/30/2023 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Total International Bond II Index Fund | |||
Investor Shares | $1,000.00 | $1,032.60 | $0.66 |
Institutional Shares | 1,000.00 | 1,032.40 | 0.35 |
Based on Hypothetical 5% Yearly Return | |||
Total International Bond II Index Fund | |||
Investor Shares | $1,000.00 | $1,024.15 | $0.65 |
Institutional Shares | 1,000.00 | 1,024.45 | 0.35 |
Japan | 15.2% |
France | 11.9 |
Germany | 11.3 |
Italy | 7.5 |
Canada | 6.6 |
United Kingdom | 6.6 |
Spain | 5.5 |
Supranational | 4.1 |
Australia | 3.7 |
United States | 3.0 |
Netherlands | 2.8 |
South Korea | 2.7 |
Belgium | 2.2 |
Switzerland | 1.5 |
Austria | 1.4 |
Sweden | 1.3 |
Indonesia | 1.2 |
China | 1.1 |
Other | 10.4 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
U.S. Government and Agency Obligations (0.0%) | ||||||
Tennessee Valley Authority (Cost $1,259) | 5.625% | 6/7/32 | GBP | 684 | 926 | |
Asset-Backed/Commercial Mortgage-Backed Securities (0.0%) | ||||||
United Kingdom (0.0%) | ||||||
1 | Canary Wharf Finance II plc (Cost $1,023) | 5.952% | 10/22/37 | GBP | 650 | 836 |
Corporate Bonds (20.6%) | ||||||
Australia (0.5%) | ||||||
Amcor UK Finance plc | 1.125% | 6/23/27 | EUR | 2,457 | 2,414 | |
Ampol Ltd. | 4.000% | 4/17/25 | AUD | 6,920 | 4,517 | |
APA Infrastructure Ltd. | 2.000% | 7/15/30 | EUR | 5,000 | 4,689 | |
APA Infrastructure Ltd. | 3.125% | 7/18/31 | GBP | 1,000 | 1,037 | |
APT Pipelines Ltd. | 4.250% | 11/26/24 | GBP | 552 | 679 | |
APT Pipelines Ltd. | 2.000% | 3/22/27 | EUR | 4,091 | 4,167 | |
APT Pipelines Ltd. | 0.750% | 3/15/29 | EUR | 4,400 | 3,971 | |
APT Pipelines Ltd. | 1.250% | 3/15/33 | EUR | 5,092 | 4,131 | |
APT Pipelines Ltd. | 2.500% | 3/15/36 | GBP | 4,924 | 4,227 | |
Aurizon Network Pty Ltd. | 4.000% | 6/21/24 | AUD | 570 | 375 | |
Aurizon Network Pty Ltd. | 2.000% | 9/18/24 | EUR | 1,455 | 1,563 | |
Aurizon Network Pty Ltd. | 3.125% | 6/1/26 | EUR | 8,081 | 8,659 | |
Ausgrid Finance Pty Ltd. | 3.750% | 10/30/24 | AUD | 7,000 | 4,592 | |
Ausgrid Finance Pty Ltd. | 1.250% | 7/30/25 | EUR | 1,590 | 1,659 | |
Ausgrid Finance Pty Ltd. | 1.814% | 2/5/27 | AUD | 990 | 586 | |
AusNet Services Holdings Pty Ltd. | 1.500% | 2/26/27 | EUR | 2,231 | 2,264 | |
AusNet Services Holdings Pty Ltd. | 4.400% | 8/16/27 | AUD | 390 | 254 | |
AusNet Services Holdings Pty Ltd. | 4.200% | 8/21/28 | AUD | 1,390 | 882 | |
AusNet Services Holdings Pty Ltd. | 2.600% | 7/31/29 | AUD | 14,200 | 8,018 | |
AusNet Services Holdings Pty Ltd. | 1.625% | 3/11/81 | EUR | 200 | 184 | |
Australia & New Zealand Banking Group Ltd. | 5.000% | 8/16/23 | AUD | 2,750 | 1,824 | |
Australia & New Zealand Banking Group Ltd. | 0.669% | 5/5/31 | EUR | 4,400 | 4,199 | |
Australia & New Zealand Banking Group Ltd. | 5.906% | 8/12/32 | AUD | 6,000 | 4,019 | |
Australia Pacific Airports Melbourne Pty Ltd. | 3.125% | 9/26/23 | EUR | 2,457 | 2,699 | |
Australia Pacific Airports Melbourne Pty Ltd. | 1.750% | 10/15/24 | EUR | 6,818 | 7,229 | |
BHP Billiton Finance Ltd. | 3.250% | 9/25/24 | GBP | 3,000 | 3,687 | |
BHP Billiton Finance Ltd. | 3.250% | 9/24/27 | EUR | 7,847 | 8,576 | |
BHP Billiton Finance Ltd. | 1.500% | 4/29/30 | EUR | 2,801 | 2,666 | |
BHP Billiton Finance Ltd. | 3.125% | 4/29/33 | EUR | 6,455 | 6,659 | |
BHP Billiton Finance Ltd. | 4.300% | 9/25/42 | GBP | 7,316 | 8,179 | |
Brambles Finance Ltd. | 2.375% | 6/12/24 | EUR | 200 | 217 | |
Brisbane Airport Corp. Pty Ltd. | 3.900% | 4/24/25 | AUD | 1,880 | 1,229 | |
CIMIC Finance Ltd. | 1.500% | 5/28/29 | EUR | 3,200 | 2,756 | |
Coles Group Treasury Pty Ltd. | 2.650% | 11/6/29 | AUD | 890 | 508 | |
Coles Group Treasury Pty Ltd. | 2.100% | 8/27/30 | AUD | 640 | 340 | |
Commonwealth Bank of Australia | 0.500% | 7/27/26 | EUR | 13,235 | 13,280 | |
Commonwealth Bank of Australia | 3.000% | 9/4/26 | GBP | 3,324 | 3,959 | |
Commonwealth Bank of Australia | 0.750% | 2/28/28 | EUR | 7,000 | 6,821 | |
Commonwealth Bank of Australia | 0.875% | 2/19/29 | EUR | 4,913 | 4,705 | |
Commonwealth Bank of Australia | 1.936% | 10/3/29 | EUR | 4,568 | 4,801 | |
Commonwealth Bank of Australia | 6.860% | 11/9/32 | AUD | 10,000 | 6,940 | |
Commonwealth Bank of Australia | 6.704% | 3/15/38 | AUD | 6,980 | 4,811 | |
CPIF Finance Pty Ltd. | 2.485% | 10/28/30 | AUD | 3,800 | 1,967 | |
DBNGP Finance Co. Pty Ltd. | 4.225% | 5/28/25 | AUD | 1,430 | 934 | |
DEXUS Finance Pty Ltd. | 3.000% | 2/3/32 | AUD | 2,780 | 1,478 | |
ETSA Utilities Finance Pty Ltd. | 3.500% | 8/29/24 | AUD | 350 | 229 | |
GAIF Bond Issuer Pty Ltd. | 2.584% | 11/18/27 | AUD | 2,200 | 1,327 | |
GAIF Bond Issuer Pty Ltd. | 1.900% | 12/14/28 | AUD | 2,260 | 1,255 | |
Glencore Capital Finance DAC | 1.125% | 3/10/28 | EUR | 7,930 | 7,526 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Glencore Capital Finance DAC | 1.250% | 3/1/33 | EUR | 3,771 | 3,015 | |
Glencore Finance Europe Ltd. | 1.875% | 9/13/23 | EUR | 200 | 219 | |
Glencore Finance Europe Ltd. | 0.625% | 9/11/24 | EUR | 6,000 | 6,325 | |
Glencore Finance Europe Ltd. | 1.750% | 3/17/25 | EUR | 2,592 | 2,747 | |
Glencore Finance Europe Ltd. | 3.125% | 3/26/26 | GBP | 1,476 | 1,745 | |
Glencore Finance Europe Ltd. | 3.750% | 4/1/26 | EUR | 100 | 110 | |
Glencore Finance Europe Ltd. | 1.500% | 10/15/26 | EUR | 4,100 | 4,169 | |
Goodman Australia Finance Pty Ltd. | 1.375% | 9/27/25 | EUR | 1,906 | 1,932 | |
GTA Finance Co Pty Ltd. | 2.200% | 8/26/27 | AUD | 1,190 | 697 | |
Lendlease Finance Ltd. | 3.400% | 10/27/27 | AUD | 2,070 | 1,244 | |
Lendlease Finance Ltd. | 3.700% | 3/31/31 | AUD | 1,020 | 547 | |
Lonsdale Finance Pty Ltd. | 3.900% | 10/15/25 | AUD | 2,480 | 1,619 | |
Lonsdale Finance Pty Ltd. | 2.100% | 10/15/27 | AUD | 510 | 302 | |
Macquarie Bank Ltd. | 1.700% | 2/12/25 | AUD | 3,000 | 1,892 | |
Macquarie Group Ltd. | 0.350% | 3/3/28 | EUR | 9,684 | 8,895 | |
Macquarie Group Ltd. | 4.080% | 5/31/29 | GBP | 4,300 | 4,923 | |
Macquarie Group Ltd. | 2.723% | 8/21/29 | CAD | 1,605 | 1,035 | |
Macquarie Group Ltd. | 0.950% | 5/21/31 | EUR | 4,786 | 4,023 | |
National Australia Bank Ltd. | 0.250% | 5/20/24 | EUR | 4,913 | 5,222 | |
National Australia Bank Ltd. | 0.300% | 10/31/25 | CHF | 4,855 | 5,142 | |
National Australia Bank Ltd. | 3.000% | 9/4/26 | GBP | 100 | 118 | |
National Australia Bank Ltd. | 0.875% | 2/19/27 | EUR | 5,913 | 5,923 | |
National Australia Bank Ltd. | 2.900% | 2/25/27 | AUD | 10,454 | 6,584 | |
National Australia Bank Ltd. | 4.950% | 11/25/27 | AUD | 35,000 | 23,788 | |
National Australia Bank Ltd. | 0.010% | 1/6/29 | EUR | 20,000 | 18,244 | |
National Australia Bank Ltd. | 3.515% | 6/12/30 | CAD | 4,102 | 2,873 | |
National Australia Bank Ltd. | 1.699% | 9/15/31 | GBP | 4,036 | 4,278 | |
NBN Co. Ltd. | 1.000% | 12/3/25 | AUD | 1,000 | 608 | |
NBN Co. Ltd. | 2.150% | 6/2/28 | AUD | 350 | 204 | |
NBN Co. Ltd. | 2.200% | 12/16/30 | AUD | 8,520 | 4,577 | |
NSW Electricity Networks Finance Pty Ltd. | 2.732% | 4/23/29 | AUD | 760 | 438 | |
Optus Finance Pty Ltd. | 2.500% | 7/1/30 | AUD | 10,200 | 5,700 | |
Optus Finance Pty Ltd. Co. | 1.600% | 7/1/25 | AUD | 200 | 125 | |
Optus Finance Pty Ltd. Co. | 2.600% | 11/24/28 | AUD | 500 | 297 | |
Origin Energy Finance Ltd. | 1.000% | 9/17/29 | EUR | 2,501 | 2,540 | |
Pacific National Finance Pty Ltd. | 5.000% | 9/19/23 | GBP | 200 | 249 | |
Pacific National Finance Pty Ltd. | 3.700% | 9/24/29 | AUD | 5,000 | 2,778 | |
Qantas Airways Ltd. | 3.150% | 9/27/28 | AUD | 12,290 | 7,231 | |
Qantas Airways Ltd. | 2.950% | 11/27/29 | AUD | 5,260 | 2,921 | |
Qantas Airways Ltd. | 5.250% | 9/9/30 | AUD | 6,470 | 4,140 | |
Scentre Group Trust 1 | 2.250% | 7/16/24 | EUR | 1,859 | 1,990 | |
Scentre Group Trust 1 | 3.875% | 7/16/26 | GBP | 2,259 | 2,696 | |
Scentre Group Trust 1 / Scentre Group Trust 2 | 1.750% | 4/11/28 | EUR | 6,461 | 6,188 | |
Scentre Group Trust 1 / Scentre Group Trust 2 | 1.450% | 3/28/29 | EUR | 3,042 | 2,779 | |
SGSP Australia Assets Pty Ltd. | 1.843% | 9/15/28 | AUD | 2,000 | 1,113 | |
Stockland Trust | 1.625% | 4/27/26 | EUR | 5,615 | 5,635 | |
Suncorp-Metway Ltd. | 3.000% | 9/13/23 | AUD | 1,400 | 922 | |
Suncorp-Metway Ltd. | 3.250% | 8/24/26 | AUD | 600 | 384 | |
Telstra Corp. Ltd. | 1.125% | 4/14/26 | EUR | 5,590 | 5,745 | |
Telstra Corp. Ltd. | 4.000% | 4/19/27 | AUD | 1,110 | 727 | |
Telstra Corp. Ltd. | 1.375% | 3/26/29 | EUR | 2,737 | 2,665 | |
Telstra Corp. Ltd. | 1.000% | 4/23/30 | EUR | 2,457 | 2,284 | |
Toyota Finance Australia Ltd. | 2.280% | 10/21/27 | EUR | 7,369 | 7,717 | |
Transurban Finance Co. Pty Ltd. | 1.875% | 9/16/24 | EUR | 1,455 | 1,562 | |
Transurban Finance Co. Pty Ltd. | 4.555% | 11/14/28 | CAD | 787 | 573 | |
Transurban Finance Co. Pty Ltd. | 3.000% | 4/8/30 | EUR | 4,461 | 4,624 | |
Transurban Queensland Finance Pty Ltd. | 3.250% | 8/5/31 | AUD | 740 | 412 | |
United Energy Distribution Pty Ltd. | 3.850% | 10/23/24 | AUD | 1,510 | 992 | |
University of Technology Sydney | 3.750% | 7/20/27 | AUD | 80 | 52 | |
Vicinity Centres Trust | 3.375% | 4/7/26 | GBP | 669 | 794 | |
Vicinity Centres Trust | 1.125% | 11/7/29 | EUR | 2,188 | 1,928 | |
Wesfarmers Ltd. | 0.954% | 10/21/33 | EUR | 13,264 | 11,096 | |
WestConnex Finance Co. Pty Ltd. | 3.150% | 3/31/31 | AUD | 1,140 | 631 | |
Westpac Banking Corp. | 0.500% | 5/17/24 | EUR | 1,228 | 1,308 | |
Westpac Banking Corp. | 0.625% | 11/22/24 | EUR | 2,457 | 2,574 | |
Westpac Banking Corp. | 4.125% | 6/4/26 | AUD | 1,500 | 990 | |
Westpac Banking Corp. | 1.079% | 4/5/27 | EUR | 8,079 | 8,124 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Westpac Banking Corp. | 0.875% | 4/17/27 | EUR | 100 | 99 | |
Westpac Banking Corp. | 1.125% | 9/5/27 | EUR | 5,410 | 5,360 | |
Westpac Banking Corp. | 1.450% | 7/17/28 | EUR | 382 | 379 | |
Westpac Banking Corp. | 0.010% | 9/22/28 | EUR | 22,080 | 20,195 | |
Westpac Banking Corp. | 0.766% | 5/13/31 | EUR | 3,000 | 2,869 | |
Westpac Banking Corp. | 1.375% | 5/17/32 | EUR | 4,913 | 4,539 | |
Woolworths Group Ltd. | 1.850% | 11/15/27 | AUD | 12,020 | 7,121 | |
Woolworths Group Ltd. | 0.375% | 11/15/28 | EUR | 18,700 | 17,087 | |
Woolworths Group Ltd. | 2.800% | 5/20/30 | AUD | 5,660 | 3,214 | |
WSO Finance Pty Ltd. | 4.500% | 3/31/27 | AUD | 1,270 | 837 | |
461,312 | ||||||
Austria (0.3%) | ||||||
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.125% | 7/31/28 | EUR | 26,700 | 26,456 | |
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 0.010% | 10/2/29 | EUR | 5,600 | 5,022 | |
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.750% | 3/8/30 | EUR | 10,000 | 10,010 | |
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 0.375% | 3/25/41 | EUR | 12,000 | 7,915 | |
Borealis AG | 1.750% | 12/10/25 | EUR | 75 | 80 | |
CA Immobilien Anlagen AG | 1.000% | 10/27/25 | EUR | 1,700 | 1,635 | |
Erste Group Bank AG | 0.750% | 2/5/25 | EUR | 1,300 | 1,365 | |
Erste Group Bank AG | 1.500% | 4/7/26 | EUR | 5,000 | 5,212 | |
Erste Group Bank AG | 0.625% | 4/17/26 | EUR | 7,400 | 7,530 | |
Erste Group Bank AG | 0.750% | 1/17/28 | EUR | 8,000 | 7,862 | |
Erste Group Bank AG | 0.010% | 9/11/29 | EUR | 9,500 | 8,568 | |
Erste Group Bank AG | 0.250% | 9/14/29 | EUR | 800 | 710 | |
Erste Group Bank AG | 0.875% | 11/15/32 | EUR | 8,000 | 7,180 | |
Erste Group Bank AG | 0.875% | 5/15/34 | EUR | 7,400 | 6,305 | |
HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 0.375% | 6/25/24 | EUR | 5,500 | 5,783 | |
HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 0.500% | 9/4/25 | EUR | 2,500 | 2,574 | |
HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 1.625% | 5/11/29 | EUR | 20,800 | 20,916 | |
Hypo Vorarlberg Bank AG | 3.250% | 2/19/27 | EUR | 5,000 | 5,484 | |
2 | OeBB-Infrastruktur AG | 1.000% | 11/18/24 | EUR | 5,852 | 6,210 |
2 | OeBB-Infrastruktur AG | 3.875% | 6/30/25 | EUR | 4,876 | 5,428 |
2 | OeBB-Infrastruktur AG | 3.500% | 10/19/26 | EUR | 878 | 980 |
2 | OeBB-Infrastruktur AG | 2.250% | 5/28/29 | EUR | 1,464 | 1,546 |
2 | OeBB-Infrastruktur AG | 3.375% | 5/18/32 | EUR | 3,413 | 3,856 |
2 | OeBB-Infrastruktur AG | 3.000% | 10/24/33 | EUR | 14,038 | 15,366 |
OMV AG | 0.750% | 12/4/23 | EUR | 1,219 | 1,322 | |
OMV AG | 1.000% | 12/14/26 | EUR | 1,683 | 1,714 | |
OMV AG | 3.500% | 9/27/27 | EUR | 1,500 | 1,661 | |
OMV AG | 2.000% | 4/9/28 | EUR | 3,500 | 3,628 | |
OMV AG | 1.875% | 12/4/28 | EUR | 1,073 | 1,102 | |
OMV AG | 2.375% | 4/9/32 | EUR | 7,317 | 7,386 | |
OMV AG | 6.250% | Perpetual | EUR | 1,610 | 1,822 | |
OMV AG | 2.875% | Perpetual | EUR | 4,700 | 4,245 | |
Raiffeisen Bank International AG | 0.250% | 1/22/25 | EUR | 3,200 | 3,257 | |
Raiffeisen Bank International AG | 4.125% | 9/8/25 | EUR | 5,500 | 5,989 | |
Raiffeisen Bank International AG | 0.050% | 9/1/27 | EUR | 1,500 | 1,339 | |
Raiffeisen Bank International AG | 5.750% | 1/27/28 | EUR | 5,000 | 5,691 | |
Raiffeisen Bank International AG | 1.500% | 3/12/30 | EUR | 1,700 | 1,563 | |
Raiffeisen Bank International AG | 2.875% | 6/18/32 | EUR | 4,500 | 3,964 | |
Raiffeisen Bank International AG | 7.375% | 12/20/32 | EUR | 4,700 | 5,128 | |
Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.625% | 3/3/25 | EUR | 100 | 104 | |
Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.625% | 8/28/26 | EUR | 2,500 | 2,519 | |
Raiffeisenlandesbank Niederoesterreich-Wien AG | 1.250% | 4/21/27 | EUR | 20,500 | 20,852 | |
Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | 1/24/28 | EUR | 1,500 | 1,479 | |
Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | 1/30/29 | EUR | 6,100 | 5,879 | |
Raiffeisen-Landesbank Steiermark AG | 2.375% | 6/14/28 | EUR | 100 | 105 | |
Raiffeisen-Landesbank Steiermark AG | 1.375% | 5/11/33 | EUR | 2,500 | 2,301 | |
Raiffeisenlandesbank Vorarlberg Waren-und Revisionsverband registrierte GmbH | 0.500% | 9/17/25 | EUR | 2,500 | 2,569 | |
UniCredit Bank Austria AG | 0.750% | 2/25/25 | EUR | 200 | 210 | |
UniCredit Bank Austria AG | 0.250% | 6/4/27 | EUR | 5,000 | 4,879 | |
UNIQA Insurance Group AG | 6.000% | 7/27/46 | EUR | 900 | 975 | |
255,676 | ||||||
Belgium (0.3%) | ||||||
AG Insurance SA | 3.500% | 6/30/47 | EUR | 1,300 | 1,313 | |
Ageas SA NV | 3.250% | 7/2/49 | EUR | 5,200 | 4,890 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Ageas SA NV | 1.875% | 11/24/51 | EUR | 3,000 | 2,398 | |
Anheuser-Busch InBev Finance Inc. | 4.320% | 5/15/47 | CAD | 4,696 | 3,143 | |
Anheuser-Busch InBev SA NV | 9.750% | 7/30/24 | GBP | 932 | 1,233 | |
Anheuser-Busch InBev SA NV | 2.875% | 9/25/24 | EUR | 2,194 | 2,415 | |
Anheuser-Busch InBev SA NV | 4.000% | 9/24/25 | GBP | 5,455 | 6,736 | |
Anheuser-Busch InBev SA NV | 2.700% | 3/31/26 | EUR | 100 | 108 | |
Anheuser-Busch InBev SA NV | 1.150% | 1/22/27 | EUR | 12,089 | 12,335 | |
Anheuser-Busch InBev SA NV | 1.125% | 7/1/27 | EUR | 8,362 | 8,459 | |
Anheuser-Busch InBev SA NV | 2.125% | 12/2/27 | EUR | 8,913 | 9,365 | |
Anheuser-Busch InBev SA NV | 2.000% | 3/17/28 | EUR | 11,166 | 11,617 | |
Anheuser-Busch InBev SA NV | 1.500% | 4/18/30 | EUR | 439 | 430 | |
Anheuser-Busch InBev SA NV | 1.650% | 3/28/31 | EUR | 10,142 | 9,774 | |
Anheuser-Busch InBev SA NV | 2.875% | 4/2/32 | EUR | 3,513 | 3,661 | |
Anheuser-Busch InBev SA NV | 3.250% | 1/24/33 | EUR | 2,501 | 2,674 | |
Anheuser-Busch InBev SA NV | 2.000% | 1/23/35 | EUR | 3,459 | 3,153 | |
Anheuser-Busch InBev SA NV | 2.750% | 3/17/36 | EUR | 9,255 | 8,988 | |
Anheuser-Busch InBev SA NV | 3.700% | 4/2/40 | EUR | 11,198 | 11,669 | |
Anheuser-Busch InBev Worldwide Inc. | 4.100% | 9/6/27 | AUD | 1,210 | 789 | |
Argenta Spaarbank NV | 1.000% | 10/13/26 | EUR | 6,900 | 6,923 | |
Argenta Spaarbank NV | 1.000% | 1/29/27 | EUR | 3,000 | 2,861 | |
Barry Callebaut Services NV | 2.375% | 5/24/24 | EUR | 1,725 | 1,869 | |
Belfius Bank SA | 1.750% | 6/24/24 | EUR | 300 | 324 | |
Belfius Bank SA | 1.000% | 10/26/24 | EUR | 5,000 | 5,278 | |
Belfius Bank SA | 0.750% | 2/10/25 | EUR | 100 | 105 | |
Belfius Bank SA | 0.375% | 9/2/25 | EUR | 5,000 | 5,080 | |
Belfius Bank SA | 0.010% | 10/15/25 | EUR | 3,000 | 3,021 | |
Belfius Bank SA | 0.375% | 2/13/26 | EUR | 3,000 | 3,000 | |
Belfius Bank SA | 3.125% | 5/11/26 | EUR | 5,800 | 6,094 | |
Belfius Bank SA | 0.125% | 9/14/26 | EUR | 5,000 | 4,966 | |
Belfius Bank SA | 0.125% | 2/8/28 | EUR | 8,700 | 8,085 | |
Belgium ING SA | 1.500% | 5/19/29 | EUR | 5,800 | 5,808 | |
BNP Paribas Fortis SA | 0.625% | 10/4/25 | EUR | 200 | 206 | |
BNP Paribas Fortis SA | 0.875% | 3/22/28 | EUR | 5,000 | 4,944 | |
Brussels Airport Co. NV SA | 1.000% | 5/3/24 | EUR | 4,600 | 4,927 | |
Cofinimmo SA | 1.000% | 1/24/28 | EUR | 2,100 | 1,882 | |
Cofinimmo SA | 0.875% | 12/2/30 | EUR | 1,800 | 1,422 | |
Elia Group SA NV | 1.500% | 9/5/28 | EUR | 1,300 | 1,275 | |
Elia Transmission Belgium SA | 1.375% | 1/14/26 | EUR | 7,100 | 7,413 | |
Elia Transmission Belgium SA | 3.250% | 4/4/28 | EUR | 100 | 110 | |
Elia Transmission Belgium SA | 3.000% | 4/7/29 | EUR | 100 | 108 | |
Elia Transmission Belgium SA | 0.875% | 4/28/30 | EUR | 2,800 | 2,589 | |
Ethias SA | 5.000% | 1/14/26 | EUR | 4,400 | 4,825 | |
Euroclear Bank SA | 1.250% | 9/30/24 | GBP | 200 | 238 | |
Euroclear Bank SA | 0.125% | 7/7/25 | EUR | 13,040 | 13,380 | |
Euroclear Investments SA | 1.125% | 12/7/26 | EUR | 3,000 | 3,036 | |
Euroclear Investments SA | 1.500% | 4/11/30 | EUR | 2,000 | 1,939 | |
FLUVIUS System Operator CVBA | 1.750% | 12/4/26 | EUR | 2,900 | 2,960 | |
FLUVIUS System Operator CVBA | 0.250% | 6/14/28 | EUR | 3,900 | 3,633 | |
FLUVIUS System Operator CVBA | 2.875% | 5/7/29 | EUR | 2,600 | 2,764 | |
FLUVIUS System Operator CVBA | 0.250% | 12/2/30 | EUR | 3,300 | 2,849 | |
FLUVIUS System Operator CVBA | 0.625% | 11/24/31 | EUR | 5,500 | 4,755 | |
FLUVIUS System Operator CVBA | 4.000% | 7/6/32 | EUR | 2,000 | 2,265 | |
Groupe Bruxelles Lambert NV | 1.875% | 6/19/25 | EUR | 2,000 | 2,125 | |
Groupe Bruxelles Lambert SA | 1.375% | 5/23/24 | EUR | 1,400 | 1,508 | |
ING Belgium SA | 0.625% | 5/30/25 | EUR | 11,300 | 11,746 | |
KBC Bank NV | 0.750% | 10/24/27 | EUR | 3,700 | 3,671 | |
KBC Group NV | 1.500% | 3/29/26 | EUR | 5,400 | 5,663 | |
KBC Group NV | 0.125% | 9/10/26 | EUR | 3,000 | 3,020 | |
KBC Group NV | 0.750% | 1/21/28 | EUR | 14,600 | 14,160 | |
KBC Group NV | 5.500% | 9/20/28 | GBP | 3,000 | 3,731 | |
KBC Group NV | 0.125% | 1/14/29 | EUR | 17,000 | 15,595 | |
KBC Group NV | 0.625% | 12/7/31 | EUR | 1,000 | 943 | |
Solvay SA | 2.750% | 12/2/27 | EUR | 600 | 646 | |
Solvay SA | 0.500% | 9/6/29 | EUR | 4,000 | 3,704 | |
VGP NV | 1.625% | 1/17/27 | EUR | 100 | 86 | |
VGP NV | 1.500% | 4/8/29 | EUR | 3,100 | 2,327 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
VGP NV | 2.250% | 1/17/30 | EUR | 2,500 | 1,901 | |
296,910 | ||||||
Canada (1.7%) | ||||||
407 International Inc. | 3.350% | 5/16/24 | CAD | 2,500 | 1,819 | |
3 | 407 International Inc. | 1.800% | 5/22/25 | CAD | 1,323 | 929 |
407 International Inc. | 2.430% | 5/4/27 | CAD | 1,054 | 736 | |
407 International Inc. | 3.140% | 3/6/30 | CAD | 2,681 | 1,884 | |
3 | 407 International Inc. | 2.590% | 5/25/32 | CAD | 1,471 | 962 |
407 International Inc. | 3.430% | 6/1/33 | CAD | 2,000 | 1,383 | |
407 International Inc. | 5.750% | 2/14/36 | CAD | 978 | 786 | |
407 International Inc. | 4.450% | 11/15/41 | CAD | 2,450 | 1,777 | |
407 International Inc. | 4.190% | 4/25/42 | CAD | 2,695 | 1,898 | |
407 International Inc. | 3.650% | 9/8/44 | CAD | 4,898 | 3,177 | |
407 International Inc. | 3.300% | 3/27/45 | CAD | 500 | 304 | |
407 International Inc. | 3.830% | 5/11/46 | CAD | 4,898 | 3,231 | |
407 International Inc. | 3.600% | 5/21/47 | CAD | 3,368 | 2,147 | |
407 International Inc. | 3.720% | 5/11/48 | CAD | 9 | 6 | |
407 International Inc. | 3.670% | 3/8/49 | CAD | 981 | 631 | |
407 International Inc. | 2.840% | 3/7/50 | CAD | 2,008 | 1,098 | |
407 International Inc. | 3.980% | 9/11/52 | CAD | 1,600 | 1,077 | |
55 Ontario School Board Trust | 5.900% | 6/2/33 | CAD | 2,520 | 2,133 | |
Aeroports de Montreal | 5.170% | 9/17/35 | CAD | 1,777 | 1,386 | |
Aeroports de Montreal | 5.670% | 10/16/37 | CAD | 1,054 | 868 | |
Aeroports de Montreal | 3.030% | 4/21/50 | CAD | 4,078 | 2,329 | |
Aeroports de Montreal | 3.441% | 4/26/51 | CAD | 2,000 | 1,232 | |
AIMCo Realty Investors LP | 2.266% | 6/26/24 | CAD | 2,463 | 1,766 | |
AIMCo Realty Investors LP | 3.367% | 6/1/27 | CAD | 924 | 659 | |
AIMCo Realty Investors LP | 3.043% | 6/1/28 | CAD | 981 | 682 | |
AIMCo Realty Investors LP | 2.712% | 6/1/29 | CAD | 5,486 | 3,688 | |
Alberta Powerline LP | 4.065% | 12/1/53 | CAD | 2,485 | 1,631 | |
Alberta Powerline LP | 4.065% | 3/1/54 | CAD | 800 | 525 | |
Alectra Inc. | 2.488% | 5/17/27 | CAD | 5,415 | 3,766 | |
Alectra Inc. | 1.751% | 2/11/31 | CAD | 900 | 561 | |
Alectra Inc. | 3.958% | 7/30/42 | CAD | 900 | 618 | |
Alectra Inc. | 3.458% | 4/12/49 | CAD | 1,193 | 745 | |
Alectra Inc. | 5.225% | 11/14/52 | CAD | 900 | 742 | |
Algonquin Power Co. | 4.090% | 2/17/27 | CAD | 1,200 | 865 | |
Algonquin Power Co. | 4.600% | 1/29/29 | CAD | 1,111 | 818 | |
Algonquin Power Co. | 2.850% | 7/15/31 | CAD | 1,804 | 1,155 | |
Alimentation Couche-Tard Inc. | 3.056% | 7/26/24 | CAD | 4,146 | 2,993 | |
Alimentation Couche-Tard Inc. | 3.600% | 6/2/25 | CAD | 4,016 | 2,901 | |
Allied Properties REIT | 3.636% | 4/21/25 | CAD | 2,450 | 1,739 | |
Allied Properties REIT | 1.726% | 2/12/26 | CAD | 2,504 | 1,662 | |
Allied Properties REIT | 3.113% | 4/8/27 | CAD | 2,450 | 1,643 | |
Allied Properties REIT | 3.394% | 8/15/29 | CAD | 733 | 469 | |
Allied Properties REIT | 3.117% | 2/21/30 | CAD | 2,035 | 1,260 | |
Allied Properties REIT | 3.095% | 2/6/32 | CAD | 2,004 | 1,163 | |
AltaGas Canada Inc. | 3.150% | 4/6/26 | CAD | 890 | 629 | |
AltaGas Canada Inc. | 4.260% | 12/5/28 | CAD | 1,335 | 967 | |
AltaGas Ltd. | 3.840% | 1/15/25 | CAD | 4,489 | 3,262 | |
AltaGas Ltd. | 2.157% | 6/10/25 | CAD | 1,100 | 769 | |
AltaGas Ltd. | 3.980% | 10/4/27 | CAD | 1,475 | 1,058 | |
AltaGas Ltd. | 2.075% | 5/30/28 | CAD | 2,180 | 1,422 | |
AltaGas Ltd. | 2.477% | 11/30/30 | CAD | 500 | 314 | |
AltaGas Ltd. | 4.500% | 8/15/44 | CAD | 1,215 | 777 | |
AltaGas Ltd. | 4.990% | 10/4/47 | CAD | 1,007 | 686 | |
AltaLink LP | 3.399% | 6/6/24 | CAD | 4,925 | 3,582 | |
AltaLink LP | 4.872% | 11/15/40 | CAD | 2,501 | 1,931 | |
AltaLink LP | 4.462% | 11/8/41 | CAD | 1,177 | 866 | |
AltaLink LP | 3.990% | 6/30/42 | CAD | 2,334 | 1,615 | |
AltaLink LP | 4.922% | 9/17/43 | CAD | 1,471 | 1,149 | |
AltaLink LP | 4.054% | 11/21/44 | CAD | 1,089 | 758 | |
AltaLink LP | 4.090% | 6/30/45 | CAD | 1,537 | 1,075 | |
AltaLink LP | 3.717% | 12/3/46 | CAD | 2,232 | 1,470 | |
ARC Resources Ltd. | 2.354% | 3/10/26 | CAD | 2,400 | 1,655 | |
ARC Resources Ltd. | 3.465% | 3/10/31 | CAD | 2,147 | 1,428 | |
Artis REIT | 5.600% | 4/29/25 | CAD | 800 | 572 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Atco Ltd. | 5.500% | 11/1/78 | CAD | 501 | 356 | |
Bank of Montreal | 2.280% | 7/29/24 | CAD | 7,012 | 5,008 | |
Bank of Montreal | 2.700% | 9/11/24 | CAD | 6,912 | 4,968 | |
Bank of Montreal | 2.370% | 2/3/25 | CAD | 5,877 | 4,161 | |
Bank of Montreal | 4.609% | 9/10/25 | CAD | 2,450 | 1,815 | |
Bank of Montreal | 1.758% | 3/10/26 | CAD | 4,015 | 2,746 | |
Bank of Montreal | 1.000% | 4/5/26 | EUR | 13,440 | 13,796 | |
Bank of Montreal | 1.551% | 5/28/26 | CAD | 4,813 | 3,254 | |
Bank of Montreal | 1.000% | 9/9/26 | GBP | 1,700 | 1,865 | |
Bank of Montreal | 2.700% | 12/9/26 | CAD | 4,898 | 3,429 | |
Bank of Montreal | 3.650% | 4/1/27 | CAD | 7,764 | 5,556 | |
Bank of Montreal | 4.309% | 6/1/27 | CAD | 8,767 | 6,424 | |
Bank of Montreal | 4.709% | 12/7/27 | CAD | 11,100 | 8,258 | |
Bank of Montreal | 3.190% | 3/1/28 | CAD | 9,461 | 6,693 | |
Bank of Montreal | 0.050% | 6/8/29 | EUR | 14,819 | 13,416 | |
Bank of Montreal | 2.880% | 9/17/29 | CAD | 2,650 | 1,890 | |
Bank of Montreal | 2.077% | 6/17/30 | CAD | 5,616 | 3,887 | |
Bank of Montreal | 1.928% | 7/22/31 | CAD | 4,087 | 2,723 | |
Bank of Montreal | 6.534% | 10/27/32 | CAD | 2,700 | 2,106 | |
Bank of Nova Scotia | 2.290% | 6/28/24 | CAD | 10,008 | 7,185 | |
Bank of Nova Scotia | 2.490% | 9/23/24 | CAD | 11,267 | 8,046 | |
Bank of Nova Scotia | 1.950% | 1/10/25 | CAD | 6,436 | 4,530 | |
Bank of Nova Scotia | 2.160% | 2/3/25 | CAD | 5,388 | 3,800 | |
Bank of Nova Scotia | 0.010% | 3/18/25 | EUR | 8,461 | 8,721 | |
Bank of Nova Scotia | 0.125% | 9/4/26 | EUR | 4,062 | 3,977 | |
Bank of Nova Scotia | 1.850% | 11/2/26 | CAD | 8,694 | 5,875 | |
Bank of Nova Scotia | 2.620% | 12/2/26 | CAD | 7,346 | 5,133 | |
Bank of Nova Scotia | 0.010% | 1/14/27 | EUR | 4,913 | 4,779 | |
Bank of Nova Scotia | 2.950% | 3/8/27 | CAD | 15,103 | 10,539 | |
Bank of Nova Scotia | 1.400% | 11/1/27 | CAD | 7,771 | 5,046 | |
Bank of Nova Scotia | 0.010% | 12/15/27 | EUR | 10,597 | 10,025 | |
Bank of Nova Scotia | 3.250% | 1/18/28 | EUR | 30,000 | 32,933 | |
Bank of Nova Scotia | 3.100% | 2/2/28 | CAD | 8,723 | 6,147 | |
Bank of Nova Scotia | 2.836% | 7/3/29 | CAD | 7,124 | 5,101 | |
Bank of Nova Scotia | 3.934% | 5/3/32 | CAD | 7,070 | 4,988 | |
BCI QuadReal Realty | 1.680% | 3/3/25 | CAD | 981 | 687 | |
BCI QuadReal Realty | 1.747% | 7/24/30 | CAD | 3,686 | 2,272 | |
bcIMC Realty Corp. | 2.840% | 6/3/25 | CAD | 3,428 | 2,443 | |
bcIMC Realty Corp. | 3.000% | 3/31/27 | CAD | 3,574 | 2,509 | |
Bell Telephone Co. of Canada or Bell Canada | 2.750% | 1/29/25 | CAD | 1,213 | 865 | |
Bell Telephone Co. of Canada or Bell Canada | 3.350% | 3/12/25 | CAD | 6,465 | 4,669 | |
Bell Telephone Co. of Canada or Bell Canada | 3.550% | 3/2/26 | CAD | 1,471 | 1,062 | |
Bell Telephone Co. of Canada or Bell Canada | 2.900% | 8/12/26 | CAD | 1,471 | 1,035 | |
Bell Telephone Co. of Canada or Bell Canada | 1.650% | 8/16/27 | CAD | 2,700 | 1,784 | |
Bell Telephone Co. of Canada or Bell Canada | 3.600% | 9/29/27 | CAD | 4,300 | 3,080 | |
Bell Telephone Co. of Canada or Bell Canada | 2.200% | 5/29/28 | CAD | 2,600 | 1,732 | |
Bell Telephone Co. of Canada or Bell Canada | 3.800% | 8/21/28 | CAD | 3,771 | 2,706 | |
Bell Telephone Co. of Canada or Bell Canada | 2.900% | 9/10/29 | CAD | 2,450 | 1,655 | |
Bell Telephone Co. of Canada or Bell Canada | 4.550% | 2/9/30 | CAD | 12,400 | 9,163 | |
Bell Telephone Co. of Canada or Bell Canada | 2.500% | 5/14/30 | CAD | 5,316 | 3,448 | |
Bell Telephone Co. of Canada or Bell Canada | 3.000% | 3/17/31 | CAD | 5,300 | 3,501 | |
Bell Telephone Co. of Canada or Bell Canada | 7.850% | 4/2/31 | CAD | 2,450 | 2,153 | |
Bell Telephone Co. of Canada or Bell Canada | 6.170% | 2/26/37 | CAD | 400 | 324 | |
Bell Telephone Co. of Canada or Bell Canada | 4.750% | 9/29/44 | CAD | 3,114 | 2,173 | |
Bell Telephone Co. of Canada or Bell Canada | 4.350% | 12/18/45 | CAD | 3,137 | 2,062 | |
Bell Telephone Co. of Canada or Bell Canada | 4.450% | 2/27/47 | CAD | 3,066 | 2,042 | |
Bell Telephone Co. of Canada or Bell Canada | 3.500% | 9/30/50 | CAD | 6,543 | 3,684 | |
Bell Telephone Co. of Canada or Bell Canada | 4.050% | 3/17/51 | CAD | 3,194 | 1,985 | |
Bell Telephone Co. of Canada or Bell Canada | 5.150% | 2/9/53 | CAD | 400 | 295 | |
Bridging North America GP | 4.341% | 8/31/53 | CAD | 1,133 | 708 | |
British Columbia Ferry Services Inc. | 4.702% | 10/23/43 | CAD | 2,746 | 2,087 | |
British Columbia Ferry Services Inc. | 4.289% | 4/28/44 | CAD | 500 | 359 | |
British Columbia Ferry Services Inc. | 2.794% | 10/15/49 | CAD | 950 | 522 | |
Brookfield Asset Management Inc. | 4.820% | 1/28/26 | CAD | 7,215 | 5,319 | |
Brookfield Asset Management Inc. | 3.800% | 3/16/27 | CAD | 2,075 | 1,481 | |
Brookfield Asset Management Inc. | 5.950% | 6/14/35 | CAD | 1,000 | 773 | |
Brookfield Finance II Inc. | 5.431% | 12/14/32 | CAD | 4,100 | 3,085 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Brookfield Infrastructure Finance ULC | 4.193% | 9/11/28 | CAD | 2,082 | 1,494 | |
Brookfield Infrastructure Finance ULC | 3.410% | 10/9/29 | CAD | 3,001 | 2,040 | |
Brookfield Infrastructure Finance ULC | 2.855% | 9/1/32 | CAD | 1,681 | 1,038 | |
Brookfield Infrastructure Finance ULC | 5.980% | 2/14/33 | CAD | 1,500 | 1,178 | |
Brookfield Infrastructure Finance ULC | 5.439% | 4/25/34 | CAD | 2,398 | 1,799 | |
Brookfield Infrastructure Finance ULC | 5.789% | 4/25/52 | CAD | 770 | 586 | |
Brookfield Renewable Partners ULC | 3.752% | 6/2/25 | CAD | 2,597 | 1,876 | |
Brookfield Renewable Partners ULC | 3.630% | 1/15/27 | CAD | 1,910 | 1,359 | |
Brookfield Renewable Partners ULC | 3.380% | 1/15/30 | CAD | 2,695 | 1,844 | |
Brookfield Renewable Partners ULC | 5.292% | 10/28/33 | CAD | 2,000 | 1,510 | |
Brookfield Renewable Partners ULC | 4.290% | 11/5/49 | CAD | 1,910 | 1,218 | |
Brookfield Renewable Partners ULC | 3.330% | 8/13/50 | CAD | 3,104 | 1,660 | |
Bruce Power LP | 3.000% | 6/21/24 | CAD | 987 | 713 | |
Bruce Power LP | 3.969% | 6/23/26 | CAD | 2,450 | 1,782 | |
Bruce Power LP | 2.680% | 12/21/28 | CAD | 2,000 | 1,348 | |
Bruce Power LP | 4.010% | 6/21/29 | CAD | 1,182 | 852 | |
Bruce Power LP | 4.000% | 6/21/30 | CAD | 2,459 | 1,754 | |
Bruce Power LP | 4.132% | 6/21/33 | CAD | 3,855 | 2,693 | |
Bruce Power LP | 4.746% | 6/21/49 | CAD | 1,795 | 1,254 | |
Calgary Airport Authority | 3.199% | 10/7/36 | CAD | 8,099 | 5,182 | |
Calgary Airport Authority | 3.341% | 10/7/38 | CAD | 3,048 | 1,948 | |
Cameco Corp. | 4.190% | 6/24/24 | CAD | 1,356 | 987 | |
Cameco Corp. | 2.950% | 10/21/27 | CAD | 1,578 | 1,079 | |
Canadian Imperial Bank of Commerce | 0.375% | 5/3/24 | EUR | 9,274 | 9,872 | |
Canadian Imperial Bank of Commerce | 2.350% | 8/28/24 | CAD | 4,186 | 2,987 | |
Canadian Imperial Bank of Commerce | 2.750% | 3/7/25 | CAD | 18,001 | 12,811 | |
Canadian Imperial Bank of Commerce | 2.000% | 4/17/25 | CAD | 6,698 | 4,690 | |
Canadian Imperial Bank of Commerce | 3.300% | 5/26/25 | CAD | 12,683 | 9,159 | |
Canadian Imperial Bank of Commerce | 1.100% | 1/19/26 | CAD | 2,758 | 1,857 | |
Canadian Imperial Bank of Commerce | 1.875% | 1/27/26 | GBP | 3,000 | 3,461 | |
Canadian Imperial Bank of Commerce | 1.700% | 7/15/26 | CAD | 5,199 | 3,517 | |
Canadian Imperial Bank of Commerce | 2.250% | 1/7/27 | CAD | 9,897 | 6,743 | |
Canadian Imperial Bank of Commerce | 4.950% | 6/29/27 | CAD | 8,000 | 5,955 | |
Canadian Imperial Bank of Commerce | 5.050% | 10/7/27 | CAD | 8,300 | 6,242 | |
Canadian Imperial Bank of Commerce | 0.010% | 4/30/29 | EUR | 59,024 | 53,488 | |
Canadian Imperial Bank of Commerce | 2.010% | 7/21/30 | CAD | 7,985 | 5,504 | |
Canadian Imperial Bank of Commerce | 1.960% | 4/21/31 | CAD | 4,054 | 2,721 | |
Canadian Imperial Bank of Commerce | 4.200% | 4/7/32 | CAD | 4,042 | 2,881 | |
Canadian Imperial Bank of Commerce | 5.330% | 1/20/33 | CAD | 4,000 | 2,972 | |
Canadian National Railway Co. | 2.800% | 9/22/25 | CAD | 2,446 | 1,743 | |
Canadian National Railway Co. | 3.200% | 7/31/28 | CAD | 1,347 | 960 | |
Canadian National Railway Co. | 3.000% | 2/8/29 | CAD | 2,000 | 1,402 | |
Canadian National Railway Co. | 3.950% | 9/22/45 | CAD | 2,000 | 1,353 | |
Canadian National Railway Co. | 3.600% | 8/1/47 | CAD | 4,892 | 3,117 | |
Canadian National Railway Co. | 3.600% | 7/31/48 | CAD | 200 | 127 | |
Canadian National Railway Co. | 3.600% | 2/8/49 | CAD | 1,048 | 666 | |
Canadian National Railway Co. | 3.050% | 2/8/50 | CAD | 1,339 | 764 | |
Canadian Natural Resources Ltd. | 3.550% | 6/3/24 | CAD | 4,925 | 3,584 | |
Canadian Natural Resources Ltd. | 3.420% | 12/1/26 | CAD | 1,700 | 1,211 | |
Canadian Natural Resources Ltd. | 2.500% | 1/17/28 | CAD | 2,464 | 1,670 | |
Canadian Natural Resources Ltd. | 4.850% | 5/30/47 | CAD | 1,069 | 718 | |
Canadian Pacific Railway Co. | 2.540% | 2/28/28 | CAD | 1,535 | 1,048 | |
Canadian Pacific Railway Co. | 3.150% | 3/13/29 | CAD | 4,516 | 3,129 | |
Canadian Pacific Railway Co. | 6.450% | 11/17/39 | CAD | 858 | 753 | |
Canadian Pacific Railway Co. | 3.050% | 3/9/50 | CAD | 3,613 | 1,983 | |
Canadian Tire Corp. Ltd. | 6.570% | 2/24/34 | CAD | 425 | 340 | |
Canadian Tire Corp. Ltd. | 5.610% | 9/4/35 | CAD | 984 | 726 | |
Canadian Utilities Ltd. | 4.851% | 6/3/52 | CAD | 620 | 463 | |
Canadian Western Bank | 2.597% | 9/6/24 | CAD | 1,971 | 1,402 | |
Canadian Western Bank | 2.606% | 1/30/25 | CAD | 3,233 | 2,275 | |
Canadian Western Bank | 1.926% | 4/16/26 | CAD | 2,140 | 1,442 | |
Canadian Western Bank | 5.146% | 9/2/27 | CAD | 2,200 | 1,630 | |
Canadian Western Bank | 1.818% | 12/16/27 | CAD | 2,504 | 1,603 | |
Capital City Link General Partnership | 4.386% | 3/31/46 | CAD | 396 | 275 | |
Capital Power Corp. | 4.284% | 9/18/24 | CAD | 1,231 | 896 | |
Capital Power Corp. | 4.986% | 1/23/26 | CAD | 823 | 606 | |
Capital Power Corp. | 4.424% | 2/8/30 | CAD | 1,139 | 819 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Capital Power Corp. | 3.147% | 10/1/32 | CAD | 1,466 | 926 | |
CCL Industries Inc. | 3.864% | 4/13/28 | CAD | 795 | 563 | |
Cenovus Energy Inc. | 3.600% | 3/10/27 | CAD | 3,002 | 2,153 | |
Cenovus Energy Inc. | 3.500% | 2/7/28 | CAD | 5,290 | 3,739 | |
Central 1 Credit Union | 4.648% | 2/7/28 | CAD | 2,000 | 1,441 | |
Central 1 Credit Union | 2.391% | 6/30/31 | CAD | 2,104 | 1,387 | |
CGI Inc. | 2.100% | 9/18/28 | CAD | 6,939 | 4,556 | |
Chartwell Retirement Residences | 4.211% | 4/28/25 | CAD | 491 | 350 | |
Choice Properties REIT | 3.556% | 9/9/24 | CAD | 1,986 | 1,434 | |
Choice Properties REIT | 3.546% | 1/10/25 | CAD | 3,918 | 2,815 | |
Choice Properties REIT | 2.848% | 5/21/27 | CAD | 3,409 | 2,334 | |
Choice Properties REIT | 4.178% | 3/8/28 | CAD | 2,450 | 1,752 | |
Choice Properties REIT | 3.532% | 6/11/29 | CAD | 3,477 | 2,386 | |
Choice Properties REIT | 2.981% | 3/4/30 | CAD | 2,504 | 1,639 | |
Choice Properties REIT | 6.003% | 6/24/32 | CAD | 1,600 | 1,254 | |
Choice Properties REIT | 5.400% | 3/1/33 | CAD | 1,800 | 1,348 | |
CI Financial Corp. | 3.215% | 7/22/24 | CAD | 2,512 | 1,802 | |
CI Financial Corp. | 3.759% | 5/26/25 | CAD | 1,471 | 1,044 | |
CI Financial Corp. | 3.904% | 9/27/27 | CAD | 1,706 | 1,168 | |
Clover LP | 4.216% | 3/31/34 | CAD | 407 | 291 | |
Clover LP | 4.216% | 6/30/34 | CAD | 606 | 438 | |
Cogeco Communications Inc. | 2.991% | 9/22/31 | CAD | 2,104 | 1,346 | |
Cogeco Communications Inc. | 5.299% | 2/16/33 | CAD | 1,100 | 826 | |
Concordia University | 6.550% | 9/2/42 | CAD | 1,471 | 1,352 | |
Co-operators Financial Services Ltd. | 3.327% | 5/13/30 | CAD | 2,960 | 1,900 | |
1 | Cordelio Amalco GP I | 4.087% | 6/30/34 | CAD | 1,477 | 1,046 |
Crombie REIT | 4.800% | 1/31/25 | CAD | 2,000 | 1,459 | |
Crombie REIT | 3.677% | 8/26/26 | CAD | 1,471 | 1,034 | |
Crombie REIT | 3.917% | 6/21/27 | CAD | 883 | 621 | |
Crombie REIT | 2.686% | 3/31/28 | CAD | 858 | 565 | |
Crombie REIT | 3.211% | 10/9/30 | CAD | 319 | 203 | |
Crombie REIT | 3.133% | 8/12/31 | CAD | 2,000 | 1,241 | |
Crosslinx Transit Solutions GP | 4.651% | 9/30/46 | CAD | 1,528 | 1,037 | |
CSS FSCC Partnership | 6.915% | 7/31/42 | CAD | 7 | 6 | |
CT REIT | 3.527% | 6/9/25 | CAD | 2,254 | 1,608 | |
CT REIT | 3.289% | 6/1/26 | CAD | 2,000 | 1,401 | |
CT REIT | 3.469% | 6/16/27 | CAD | 654 | 455 | |
CT REIT | 2.371% | 1/6/31 | CAD | 981 | 591 | |
CU Inc. | 4.543% | 10/24/41 | CAD | 2,381 | 1,748 | |
CU Inc. | 3.805% | 9/10/42 | CAD | 4,199 | 2,792 | |
CU Inc. | 4.722% | 9/9/43 | CAD | 3,471 | 2,608 | |
CU Inc. | 4.085% | 9/2/44 | CAD | 3,245 | 2,235 | |
CU Inc. | 3.964% | 7/27/45 | CAD | 1,471 | 993 | |
CU Inc. | 3.763% | 11/19/46 | CAD | 1,535 | 1,001 | |
CU Inc. | 3.548% | 11/22/47 | CAD | �� 1,333 | 837 | |
CU Inc. | 3.950% | 11/23/48 | CAD | 2,177 | 1,458 | |
CU Inc. | 2.963% | 9/7/49 | CAD | 2,204 | 1,235 | |
CU Inc. | 3.174% | 9/5/51 | CAD | 1,677 | 968 | |
CU Inc. | 3.857% | 11/14/52 | CAD | 400 | 262 | |
CU Inc. | 4.211% | 10/29/55 | CAD | 7,346 | 5,054 | |
CU Inc. | 4.593% | 10/24/61 | CAD | 218 | 160 | |
Dollarama Inc. | 1.871% | 7/8/26 | CAD | 2,504 | 1,708 | |
Dollarama Inc. | 1.505% | 9/20/27 | CAD | 981 | 641 | |
Dollarama Inc. | 2.443% | 7/9/29 | CAD | 2,356 | 1,552 | |
Dollarama Inc. | 5.165% | 4/26/30 | CAD | 1,300 | 994 | |
Dream Industrial REIT | 1.662% | 12/22/25 | CAD | 4,504 | 3,032 | |
Dream Industrial REIT | 2.057% | 6/17/27 | CAD | 2,305 | 1,503 | |
Dream Summit Industrial LP | 2.150% | 9/17/25 | CAD | 637 | 437 | |
Dream Summit Industrial LP | 1.820% | 4/1/26 | CAD | 529 | 355 | |
Dream Summit Industrial LP | 2.250% | 1/12/27 | CAD | 1,000 | 660 | |
Dream Summit Industrial LP | 2.440% | 7/14/28 | CAD | 2,504 | 1,617 | |
Enbridge Gas Inc. | 3.150% | 8/22/24 | CAD | 3,192 | 2,307 | |
Enbridge Gas Inc. | 3.310% | 9/11/25 | CAD | 1,588 | 1,142 | |
Enbridge Gas Inc. | 2.810% | 6/1/26 | CAD | 1,153 | 816 | |
Enbridge Gas Inc. | 2.500% | 8/5/26 | CAD | 984 | 688 | |
Enbridge Gas Inc. | 2.880% | 11/22/27 | CAD | 1,700 | 1,192 | |
Enbridge Gas Inc. | 2.370% | 8/9/29 | CAD | 1,500 | 1,006 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Enbridge Gas Inc. | 2.900% | 4/1/30 | CAD | 2,450 | 1,681 | |
Enbridge Gas Inc. | 2.350% | 9/15/31 | CAD | 2,100 | 1,350 | |
Enbridge Gas Inc. | 4.150% | 8/17/32 | CAD | 1,300 | 952 | |
Enbridge Gas Inc. | 5.200% | 7/23/40 | CAD | 700 | 549 | |
Enbridge Gas Inc. | 4.880% | 6/21/41 | CAD | 1,691 | 1,281 | |
Enbridge Gas Inc. | 4.500% | 11/23/43 | CAD | 200 | 145 | |
Enbridge Gas Inc. | 4.200% | 6/2/44 | CAD | 2,947 | 2,044 | |
Enbridge Gas Inc. | 4.000% | 8/22/44 | CAD | 984 | 663 | |
Enbridge Gas Inc. | 3.800% | 6/1/46 | CAD | 1,471 | 956 | |
Enbridge Gas Inc. | 3.590% | 11/22/47 | CAD | 1,183 | 740 | |
Enbridge Gas Inc. | 3.510% | 11/29/47 | CAD | 2,305 | 1,421 | |
Enbridge Gas Inc. | 3.010% | 8/9/49 | CAD | 1,671 | 933 | |
Enbridge Gas Inc. | 3.650% | 4/1/50 | CAD | 2,628 | 1,653 | |
Enbridge Gas Inc. | 4.950% | 11/22/50 | CAD | 1,323 | 1,026 | |
Enbridge Gas Inc. | 3.200% | 9/15/51 | CAD | 2,329 | 1,337 | |
Enbridge Gas Inc. | 4.550% | 8/17/52 | CAD | 2,200 | 1,607 | |
Enbridge Inc. | 3.950% | 11/19/24 | CAD | 1,479 | 1,076 | |
Enbridge Inc. | 2.440% | 6/2/25 | CAD | 2,504 | 1,767 | |
Enbridge Inc. | 3.200% | 6/8/27 | CAD | 7,088 | 4,984 | |
Enbridge Inc. | 5.700% | 11/9/27 | CAD | 2,000 | 1,545 | |
Enbridge Inc. | 2.990% | 10/3/29 | CAD | 6,419 | 4,326 | |
Enbridge Inc. | 6.100% | 11/9/32 | CAD | 2,800 | 2,248 | |
Enbridge Inc. | 3.100% | 9/21/33 | CAD | 5,010 | 3,148 | |
Enbridge Inc. | 4.240% | 8/27/42 | CAD | 2,638 | 1,669 | |
Enbridge Inc. | 4.570% | 3/11/44 | CAD | 3,299 | 2,171 | |
Enbridge Inc. | 4.870% | 11/21/44 | CAD | 2,058 | 1,407 | |
Enbridge Inc. | 4.100% | 9/21/51 | CAD | 1,603 | 957 | |
Enbridge Inc. | 6.510% | 11/9/52 | CAD | 2,000 | 1,703 | |
Enbridge Pipelines Inc. | 3.450% | 9/29/25 | CAD | 2,571 | 1,847 | |
Enbridge Pipelines Inc. | 3.000% | 8/10/26 | CAD | 1,700 | 1,202 | |
Enbridge Pipelines Inc. | 3.520% | 2/22/29 | CAD | 3,931 | 2,769 | |
Enbridge Pipelines Inc. | 2.820% | 5/12/31 | CAD | 2,207 | 1,433 | |
Enbridge Pipelines Inc. | 4.550% | 8/17/43 | CAD | 992 | 658 | |
Enbridge Pipelines Inc. | 4.550% | 9/29/45 | CAD | 2,744 | 1,809 | |
Enbridge Pipelines Inc. | 4.130% | 8/9/46 | CAD | 2,452 | 1,513 | |
Enbridge Pipelines Inc. | 4.330% | 2/22/49 | CAD | 2,621 | 1,657 | |
Enbridge Pipelines Inc. | 4.200% | 5/12/51 | CAD | 1,849 | 1,136 | |
Energir Inc. | 2.100% | 4/16/27 | CAD | 963 | 660 | |
Energir Inc. | 3.530% | 5/16/47 | CAD | 1,227 | 771 | |
Energir LP | 3.040% | 2/9/32 | CAD | 2,684 | 1,813 | |
ENMAX Corp. | 3.836% | 6/5/28 | CAD | 1,054 | 741 | |
ENMAX Corp. | 3.876% | 10/18/29 | CAD | 2,557 | 1,789 | |
EPCOR Utilities Inc. | 2.411% | 6/30/31 | CAD | 1,500 | 978 | |
EPCOR Utilities Inc. | 4.550% | 2/28/42 | CAD | 1,463 | 1,078 | |
EPCOR Utilities Inc. | 3.554% | 11/27/47 | CAD | 3,429 | 2,160 | |
EPCOR Utilities Inc. | 3.949% | 11/26/48 | CAD | 1,035 | 695 | |
EPCOR Utilities Inc. | 3.106% | 7/8/49 | CAD | 528 | 304 | |
EPCOR Utilities Inc. | 2.899% | 5/19/50 | CAD | 924 | 510 | |
EPCOR Utilities Inc. | 3.287% | 6/28/51 | CAD | 953 | 566 | |
EPCOR Utilities Inc. | 4.725% | 9/2/52 | CAD | 2,400 | 1,827 | |
Equitable Bank | 1.983% | 5/9/24 | CAD | 240 | 170 | |
Equitable Bank | 1.939% | 3/10/25 | CAD | 504 | 347 | |
Equitable Bank | 1.876% | 11/26/25 | CAD | 981 | 658 | |
Equitable Bank | 3.362% | 3/2/26 | CAD | 1,000 | 694 | |
Fair Hydro Trust | 3.357% | 5/15/35 | CAD | 3,516 | 2,471 | |
Fairfax Financial Holdings Ltd. | 4.950% | 3/3/25 | CAD | 1,989 | 1,459 | |
Fairfax Financial Holdings Ltd. | 4.700% | 12/16/26 | CAD | 2,450 | 1,782 | |
Fairfax Financial Holdings Ltd. | 4.250% | 12/6/27 | CAD | 3,208 | 2,290 | |
Fairfax Financial Holdings Ltd. | 4.230% | 6/14/29 | CAD | 1,355 | 951 | |
Fairfax Financial Holdings Ltd. | 3.950% | 3/3/31 | CAD | 3,183 | 2,100 | |
Federated Co-Operatives Ltd. | 3.917% | 6/17/25 | CAD | 1,051 | 755 | |
Federation des Caisses Desjardins du Quebec | 2.417% | 10/4/24 | CAD | 6,385 | 4,551 | |
Federation des Caisses Desjardins du Quebec | 0.010% | 9/24/25 | EUR | 20,587 | 20,887 | |
Federation des Caisses Desjardins du Quebec | 5.200% | 10/1/25 | CAD | 2,500 | 1,867 | |
Federation des Caisses Desjardins du Quebec | 1.093% | 1/21/26 | CAD | 1,975 | 1,328 | |
Federation des Caisses Desjardins du Quebec | 1.587% | 9/10/26 | CAD | 2,000 | 1,346 | |
Federation des Caisses Desjardins du Quebec | 4.407% | 5/19/27 | CAD | 4,700 | 3,451 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Federation des Caisses Desjardins du Quebec | 2.856% | 5/26/30 | CAD | 4,495 | 3,162 | |
Federation des Caisses Desjardins du Quebec | 1.992% | 5/28/31 | CAD | 3,559 | 2,382 | |
Federation des Caisses Desjardins du Quebec | 5.035% | 8/23/32 | CAD | 4,300 | 3,156 | |
First Capital REIT | 4.790% | 8/30/24 | CAD | 2,456 | 1,786 | |
First Capital REIT | 4.323% | 7/31/25 | CAD | 4,898 | 3,507 | |
First Capital REIT | 3.604% | 5/6/26 | CAD | 1,700 | 1,183 | |
First Capital REIT | 3.456% | 1/22/27 | CAD | 2,000 | 1,361 | |
First Capital REIT | 3.753% | 7/12/27 | CAD | 1,422 | 970 | |
First National Financial Corp. | 2.961% | 11/17/25 | CAD | 491 | 336 | |
Fortis Inc. | 2.180% | 5/15/28 | CAD | 2,532 | 1,695 | |
Fortis Inc. | 4.431% | 5/31/29 | CAD | 3,300 | 2,444 | |
FortisAlberta Inc. | 6.220% | 10/31/34 | CAD | 18 | 15 | |
FortisAlberta Inc. | 4.850% | 9/11/43 | CAD | 300 | 228 | |
FortisAlberta Inc. | 3.672% | 9/9/47 | CAD | 2,052 | 1,316 | |
FortisAlberta Inc. | 3.734% | 9/18/48 | CAD | 900 | 582 | |
FortisAlberta Inc. | 2.632% | 6/8/51 | CAD | 652 | 336 | |
FortisBC Energy Inc. | 6.500% | 5/1/34 | CAD | 4,898 | 4,256 | |
FortisBC Energy Inc. | 6.050% | 2/15/38 | CAD | 4,898 | 4,173 | |
FortisBC Energy Inc. | 2.820% | 8/9/49 | CAD | 700 | 378 | |
FortisBC Energy Inc. | 2.540% | 7/13/50 | CAD | 800 | 410 | |
FortisBC Energy Inc. | 4.670% | 11/28/52 | CAD | 400 | 302 | |
FortisBC Inc. | 4.000% | 10/28/44 | CAD | 1,029 | 674 | |
Gibson Energy Inc. | 2.450% | 7/14/25 | CAD | 883 | 618 | |
Gibson Energy Inc. | 2.850% | 7/14/27 | CAD | 1,311 | 897 | |
Gibson Energy Inc. | 3.600% | 9/17/29 | CAD | 1,747 | 1,201 | |
Granite REIT Holdings LP | 3.062% | 6/4/27 | CAD | 1,051 | 723 | |
Granite REIT Holdings LP | 2.194% | 8/30/28 | CAD | 2,504 | 1,614 | |
Granite REIT Holdings LP | 2.378% | 12/18/30 | CAD | 2,172 | 1,329 | |
Greater Toronto Airports Authority | 1.540% | 5/3/28 | CAD | 3,144 | 2,077 | |
Greater Toronto Airports Authority | 2.730% | 4/3/29 | CAD | 4,391 | 3,049 | |
Greater Toronto Airports Authority | 3.260% | 6/1/37 | CAD | 4,424 | 2,844 | |
Greater Toronto Airports Authority | 2.750% | 10/17/39 | CAD | 4,546 | 2,682 | |
Greater Toronto Airports Authority | 5.300% | 2/25/41 | CAD | 1,519 | 1,232 | |
Greater Toronto Airports Authority | 5.300% | 2/25/41 | CAD | 2,450 | 1,819 | |
Great-West Lifeco Inc. | 1.750% | 12/7/26 | EUR | 100 | 101 | |
Great-West Lifeco Inc. | 2.379% | 5/14/30 | CAD | 6,136 | 3,994 | |
Great-West Lifeco Inc. | 6.670% | 3/21/33 | CAD | 975 | 834 | |
Great-West Lifeco Inc. | 5.998% | 11/16/39 | CAD | 3,388 | 2,827 | |
Great-West Lifeco Inc. | 2.981% | 7/8/50 | CAD | 1,400 | 761 | |
H&R REIT | 2.906% | 6/2/26 | CAD | 2,450 | 1,674 | |
H&R REIT | 2.633% | 2/19/27 | CAD | 1,452 | 966 | |
Halifax International Airport Authority | 5.503% | 7/19/41 | CAD | 52 | 41 | |
Honda Canada Finance Inc. | 2.500% | 6/4/24 | CAD | 2,016 | 1,450 | |
Honda Canada Finance Inc. | 3.444% | 5/23/25 | CAD | 2,111 | 1,523 | |
Honda Canada Finance Inc. | 1.337% | 3/17/26 | CAD | 1,815 | 1,230 | |
Honda Canada Finance Inc. | 1.711% | 9/28/26 | CAD | 1,706 | 1,150 | |
Honda Canada Finance Inc. | 1.646% | 2/25/28 | CAD | 2,047 | 1,331 | |
Hospital for Sick Children | 5.217% | 12/16/49 | CAD | 850 | 709 | |
Hospital for Sick Children | 3.416% | 12/7/57 | CAD | 1,381 | 847 | |
Hospital Infrastructure Partners NOH Partnership | 5.439% | 1/31/45 | CAD | 2,183 | 1,676 | |
HSBC Bank Canada | 3.403% | 3/24/25 | CAD | 5,608 | 4,040 | |
HSBC Bank Canada | 1.782% | 5/20/26 | CAD | 5,989 | 4,078 | |
HSBC Bank Canada | 0.010% | 9/14/26 | EUR | 1,300 | 1,281 | |
HSBC Bank Canada | 1.500% | 9/15/27 | EUR | 10,300 | 10,501 | |
Hydro One Inc. | 1.760% | 2/28/25 | CAD | 1,000 | 704 | |
Hydro One Inc. | 2.970% | 6/26/25 | CAD | 62 | 44 | |
Hydro One Inc. | 2.770% | 2/24/26 | CAD | 4,800 | 3,425 | |
Hydro One Inc. | 4.910% | 1/27/28 | CAD | 1,800 | 1,378 | |
Hydro One Inc. | 3.020% | 4/5/29 | CAD | 4,461 | 3,138 | |
Hydro One Inc. | 3.930% | 11/30/29 | CAD | 1,700 | 1,255 | |
Hydro One Inc. | 2.160% | 2/28/30 | CAD | 1,500 | 990 | |
Hydro One Inc. | 7.350% | 6/3/30 | CAD | 981 | 857 | |
Hydro One Inc. | 1.690% | 1/16/31 | CAD | 1,900 | 1,188 | |
Hydro One Inc. | 2.230% | 9/17/31 | CAD | 1,854 | 1,193 | |
Hydro One Inc. | 6.930% | 6/1/32 | CAD | 557 | 489 | |
Hydro One Inc. | 4.160% | 1/27/33 | CAD | 2,100 | 1,552 | |
Hydro One Inc. | 5.360% | 5/20/36 | CAD | 491 | 393 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Hydro One Inc. | 4.890% | 3/13/37 | CAD | 2,450 | 1,879 | |
Hydro One Inc. | 5.490% | 7/16/40 | CAD | 1,727 | 1,423 | |
Hydro One Inc. | 4.390% | 9/26/41 | CAD | 2,505 | 1,819 | |
Hydro One Inc. | 4.590% | 10/9/43 | CAD | 2,695 | 2,009 | |
Hydro One Inc. | 4.170% | 6/6/44 | CAD | 2,600 | 1,832 | |
Hydro One Inc. | 3.910% | 2/23/46 | CAD | 1,567 | 1,059 | |
Hydro One Inc. | 5.000% | 10/19/46 | CAD | 981 | 772 | |
Hydro One Inc. | 3.720% | 11/18/47 | CAD | 1,907 | 1,248 | |
Hydro One Inc. | 3.630% | 6/25/49 | CAD | 4,467 | 2,875 | |
Hydro One Inc. | 2.710% | 2/28/50 | CAD | 1,877 | 1,007 | |
Hydro One Inc. | 3.640% | 4/5/50 | CAD | 1,802 | 1,156 | |
Hydro One Inc. | 3.100% | 9/15/51 | CAD | 2,530 | 1,460 | |
Hydro One Inc. | 4.000% | 12/22/51 | CAD | 1,077 | 733 | |
Hydro One Inc. | 3.790% | 7/31/62 | CAD | 981 | 621 | |
Hydro One Ltd. | 1.410% | 10/15/27 | CAD | 5,541 | 3,642 | |
Hydro Ottawa Holding Inc. | 3.991% | 5/14/43 | CAD | 1,029 | 679 | |
Hyundai Capital Canada Inc. | 2.008% | 5/12/26 | CAD | 3,604 | 2,437 | |
Hyundai Capital Canada Inc. | 3.196% | 2/16/27 | CAD | 926 | 640 | |
Hyundai Capital Canada Inc. | 5.565% | 3/8/28 | CAD | 2,000 | 1,507 | |
iA Financial Corp Inc. | 3.187% | 2/25/32 | CAD | 1,700 | 1,171 | |
iA Financial Corp. Inc. | 3.072% | 9/24/31 | CAD | 1,471 | 1,016 | |
IGM Financial Inc. | 3.440% | 1/26/27 | CAD | 2,514 | 1,773 | |
IGM Financial Inc. | 4.560% | 1/25/47 | CAD | 1,041 | 718 | |
IGM Financial Inc. | 4.115% | 12/9/47 | CAD | 2,981 | 1,917 | |
IGM Financial Inc. | 4.174% | 7/13/48 | CAD | 600 | 389 | |
IGM Financial Inc. | 4.206% | 3/21/50 | CAD | 687 | 446 | |
Independent Order of Foresters | 2.885% | 10/15/35 | CAD | 557 | 345 | |
InPower BC General Partnership | 4.471% | 3/31/33 | CAD | 1,637 | 1,176 | |
Intact Financial Corp. | 1.207% | 5/21/24 | CAD | 359 | 255 | |
Intact Financial Corp. | 3.770% | 3/2/26 | CAD | 1,165 | 842 | |
Intact Financial Corp. | 2.850% | 6/7/27 | CAD | 2,196 | 1,531 | |
Intact Financial Corp. | 2.179% | 5/18/28 | CAD | 1,500 | 998 | |
Intact Financial Corp. | 1.928% | 12/16/30 | CAD | 3,624 | 2,244 | |
Intact Financial Corp. | 6.400% | 11/23/39 | CAD | 25 | 22 | |
Intact Financial Corp. | 5.160% | 6/16/42 | CAD | 1,460 | 1,118 | |
Intact Financial Corp. | 2.954% | 12/16/50 | CAD | 1,946 | 1,046 | |
Integrated Team Solutions SJHC Partnership | 5.946% | 11/30/42 | CAD | 22 | 18 | |
Inter Pipeline Ltd. | 3.173% | 3/24/25 | CAD | 812 | 579 | |
Inter Pipeline Ltd. | 3.484% | 12/16/26 | CAD | 1,225 | 861 | |
Inter Pipeline Ltd. | 4.232% | 6/1/27 | CAD | 3,404 | 2,453 | |
Inter Pipeline Ltd. | 5.760% | 2/17/28 | CAD | 2,000 | 1,521 | |
Inter Pipeline Ltd. | 3.983% | 11/25/31 | CAD | 2,782 | 1,861 | |
Inter Pipeline Ltd. | 5.849% | 5/18/32 | CAD | 2,240 | 1,702 | |
Inter Pipeline Ltd. | 6.380% | 2/17/33 | CAD | 2,000 | 1,571 | |
Inter Pipeline Ltd. | 4.637% | 5/30/44 | CAD | 1,943 | 1,211 | |
Inter Pipeline Ltd. | 5.091% | 11/27/51 | CAD | 1,053 | 688 | |
Ivanhoe Cambridge II Inc. | 2.296% | 12/12/24 | CAD | 2,512 | 1,783 | |
Keyera Corp. | 3.934% | 6/21/28 | CAD | 1,679 | 1,196 | |
Keyera Corp. | 3.959% | 5/29/30 | CAD | 1,378 | 963 | |
Keyera Corp. | 5.022% | 3/28/32 | CAD | 1,812 | 1,333 | |
Laurentian Bank of Canada | 1.950% | 3/17/25 | CAD | 2,000 | 1,388 | |
Laurentian Bank of Canada | 4.600% | 9/2/25 | CAD | 2,000 | 1,453 | |
Loblaw Cos. Ltd. | 4.488% | 12/11/28 | CAD | 3,631 | 2,703 | |
Loblaw Cos. Ltd. | 2.284% | 5/7/30 | CAD | 6,067 | 3,916 | |
Loblaw Cos. Ltd. | 5.008% | 9/13/32 | CAD | 3,700 | 2,825 | |
Loblaw Cos. Ltd. | 5.900% | 1/18/36 | CAD | 1,228 | 964 | |
Loblaw Cos. Ltd. | 5.336% | 9/13/52 | CAD | 300 | 234 | |
Lower Mattagami Energy LP | 3.416% | 6/20/24 | CAD | 1,054 | 766 | |
Lower Mattagami Energy LP | 2.433% | 5/14/31 | CAD | 3,241 | 2,132 | |
Lower Mattagami Energy LP | 5.139% | 5/18/41 | CAD | 2,557 | 2,036 | |
Lower Mattagami Energy LP | 4.944% | 9/21/43 | CAD | 277 | 216 | |
Lower Mattagami Energy LP | 4.175% | 4/23/52 | CAD | 800 | 563 | |
Manulife Bank of Canada | 2.378% | 11/19/24 | CAD | 1,429 | 1,015 | |
Manulife Bank of Canada | 1.337% | 2/26/26 | CAD | 4,329 | 2,920 | |
Manulife Bank of Canada | 1.536% | 9/14/26 | CAD | 1,504 | 1,006 | |
Manulife Bank of Canada | 2.864% | 2/16/27 | CAD | 2,782 | 1,929 | |
Manulife Finance Delaware LP | 5.059% | 12/15/41 | CAD | 1,857 | 1,328 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Manulife Financial Corp. | 3.049% | 8/20/29 | CAD | 2,450 | 1,757 | |
Manulife Financial Corp. | 2.237% | 5/12/30 | CAD | 6,577 | 4,595 | |
Manulife Financial Corp. | 2.818% | 5/13/35 | CAD | 5,296 | 3,411 | |
McGill University | 6.150% | 9/22/42 | CAD | 16 | 14 | |
McGill University | 3.975% | 1/29/56 | CAD | 169 | 114 | |
McGill University Health Centre | 5.360% | 12/31/43 | CAD | 306 | 251 | |
Metro Inc. | 3.390% | 12/6/27 | CAD | 5,198 | 3,692 | |
Metro Inc. | 5.970% | 10/15/35 | CAD | 2,473 | 1,991 | |
Metro Inc. | 4.270% | 12/4/47 | CAD | 3,283 | 2,182 | |
Metro Inc. | 3.413% | 2/28/50 | CAD | 1,681 | �� 959 | |
Mountain View Partners GP | 3.974% | 3/31/51 | CAD | 30 | 19 | |
National Bank of Canada | 2.545% | 7/12/24 | CAD | 4,531 | 3,249 | |
National Bank of Canada | 2.580% | 2/3/25 | CAD | 3,282 | 2,331 | |
National Bank of Canada | 0.750% | 3/13/25 | EUR | 4,461 | 4,669 | |
National Bank of Canada | 5.296% | 11/3/25 | CAD | 1,300 | 974 | |
National Bank of Canada | 1.534% | 6/15/26 | CAD | 2,799 | 1,888 | |
National Bank of Canada | 1.573% | 8/18/26 | CAD | 3,200 | 2,200 | |
National Bank of Canada | 2.237% | 11/4/26 | CAD | 5,233 | 3,579 | |
National Bank of Canada | 5.426% | 8/16/32 | CAD | 3,000 | 2,234 | |
NAV Canada | 0.937% | 2/9/26 | CAD | 1,420 | 962 | |
NAV Canada | 2.063% | 5/29/30 | CAD | 2,106 | 1,380 | |
NAV Canada | 3.534% | 2/23/46 | CAD | 491 | 317 | |
NAV Canada | 3.293% | 3/30/48 | CAD | 3,428 | 2,101 | |
NAV Canada | 2.924% | 9/29/51 | CAD | 1,650 | 934 | |
Nissan Canada Inc. | 2.103% | 9/22/25 | CAD | 4,221 | 2,849 | |
North Battleford Power LP | 4.958% | 12/31/32 | CAD | 1,817 | 1,348 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 3.200% | 7/22/24 | CAD | 1,054 | 762 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 3.200% | 4/24/26 | CAD | 982 | 701 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 2.000% | 12/1/26 | CAD | 1,705 | 1,162 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 2.800% | 6/1/27 | CAD | 3,730 | 2,602 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 4.250% | 6/1/29 | CAD | 2,426 | 1,788 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 2.800% | 6/1/31 | CAD | 4,899 | 3,214 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 4.150% | 6/1/33 | CAD | 2,695 | 1,916 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 3.650% | 6/1/35 | CAD | 2,807 | 1,876 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 4.750% | 6/1/37 | CAD | 2,271 | 1,669 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 4.350% | 1/10/39 | CAD | 1,706 | 1,190 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 3.700% | 2/23/43 | CAD | 2,150 | 1,349 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 4.050% | 7/22/44 | CAD | 2,828 | 1,858 | |
North West Redwater Partnership / NWR Financing Co. Ltd. | 3.750% | 6/1/51 | CAD | 2,756 | 1,695 | |
Northern Courier Pipeline LP | 3.365% | 6/30/42 | CAD | 768 | 509 | |
3 | Northern Courier Pipeline LP | 3.365% | 6/30/42 | CAD | 1,355 | 898 |
Northwestern Hydro Acquisition Co. II LP | 3.877% | 12/31/36 | CAD | 2,040 | 1,316 | |
Northwestern Hydro Acquisition Co. III LP | 3.940% | 12/31/38 | CAD | 2,147 | 1,395 | |
Nouvelle Autoroute 30 Financement Inc. | 4.114% | 3/31/42 | CAD | 2,874 | 1,898 | |
Nouvelle Autoroute 30 Financement Inc. | 4.115% | 6/30/42 | CAD | 896 | 591 | |
Nova Scotia Power Inc. | 5.610% | 6/15/40 | CAD | 1,212 | 945 | |
Nova Scotia Power Inc. | 4.150% | 3/6/42 | CAD | 1,000 | 656 | |
Nova Scotia Power Inc. | 4.500% | 7/20/43 | CAD | 1,211 | 831 | |
Nova Scotia Power Inc. | 3.612% | 5/1/45 | CAD | 500 | 299 | |
Nova Scotia Power Inc. | 3.571% | 4/5/49 | CAD | 1,614 | 942 | |
Nova Scotia Power Inc. | 3.307% | 4/25/50 | CAD | 1,054 | 582 | |
OMERS Realty Corp. | 3.328% | 11/12/24 | CAD | 520 | 375 | |
OMERS Realty Corp. | 3.331% | 6/5/25 | CAD | 3,563 | 2,565 | |
OMERS Realty Corp. | 3.244% | 10/4/27 | CAD | 3,312 | 2,331 | |
OMERS Realty Corp. | 5.381% | 11/14/28 | CAD | 3,500 | 2,713 | |
OMERS Realty Corp. | 3.628% | 6/5/30 | CAD | 2,204 | 1,548 | |
Ontario Power Generation Inc. | 1.170% | 4/22/26 | CAD | 1,900 | 1,278 | |
Ontario Power Generation Inc. | 3.315% | 10/4/27 | CAD | 2,905 | 2,069 | |
Ontario Power Generation Inc. | 2.977% | 9/13/29 | CAD | 3,918 | 2,702 | |
Ontario Power Generation Inc. | 3.215% | 4/8/30 | CAD | 4,939 | 3,424 | |
Ontario Power Generation Inc. | 3.838% | 6/22/48 | CAD | 2,939 | 1,883 | |
Ontario Power Generation Inc. | 4.248% | 1/18/49 | CAD | 700 | 479 | |
Ontario Power Generation Inc. | 3.651% | 9/13/50 | CAD | 1,277 | 787 | |
Ontario Power Generation Inc. | 2.947% | 2/21/51 | CAD | 1,743 | 933 | |
OPB Finance Trust | 3.890% | 7/4/42 | CAD | 1,000 | 696 | |
Ottawa MacDonald-Cartier International Airport Authority | 3.933% | 6/9/45 | CAD | 658 | 430 | |
Pembina Pipeline Corp. | 3.540% | 2/3/25 | CAD | 1,500 | 1,080 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Pembina Pipeline Corp. | 3.710% | 8/11/26 | CAD | 2,380 | 1,707 | |
Pembina Pipeline Corp. | 4.240% | 6/15/27 | CAD | 1,475 | 1,071 | |
Pembina Pipeline Corp. | 4.020% | 3/27/28 | CAD | 2,254 | 1,616 | |
Pembina Pipeline Corp. | 3.620% | 4/3/29 | CAD | 2,071 | 1,443 | |
Pembina Pipeline Corp. | 3.310% | 2/1/30 | CAD | 3,624 | 2,457 | |
Pembina Pipeline Corp. | 3.530% | 12/10/31 | CAD | 2,000 | 1,333 | |
Pembina Pipeline Corp. | 4.750% | 4/30/43 | CAD | 1,475 | 982 | |
Pembina Pipeline Corp. | 4.810% | 3/25/44 | CAD | 2,720 | 1,821 | |
Pembina Pipeline Corp. | 4.740% | 1/21/47 | CAD | 2,577 | 1,696 | |
Pembina Pipeline Corp. | 4.750% | 3/26/48 | CAD | 2,811 | 1,849 | |
Pembina Pipeline Corp. | 4.540% | 4/3/49 | CAD | 3,244 | 2,060 | |
Pembina Pipeline Corp. | 4.670% | 5/28/50 | CAD | 1,572 | 1,014 | |
Pembina Pipeline Corp. | 4.490% | 12/10/51 | CAD | 2,406 | 1,506 | |
Plenary Health Care Partnerships Humber LP | 4.895% | 5/31/39 | CAD | 1,278 | 946 | |
Plenary Properties LTAP LP | 6.288% | 1/31/44 | CAD | 2,464 | 2,052 | |
Power Corp. of Canada | 4.455% | 7/27/48 | CAD | 1,664 | 1,132 | |
Power Financial Corp. | 6.900% | 3/11/33 | CAD | 615 | 523 | |
Reliance LP | 3.836% | 3/15/25 | CAD | 2,000 | 1,433 | |
Reliance LP | 3.750% | 3/15/26 | CAD | 964 | 687 | |
Reliance LP | 2.680% | 12/1/27 | CAD | 2,187 | 1,460 | |
Reliance LP | 2.670% | 8/1/28 | CAD | 1,704 | 1,121 | |
RioCan REIT | 2.576% | 2/12/25 | CAD | 2,107 | 1,478 | |
RioCan REIT | 1.974% | 6/15/26 | CAD | 1,471 | 985 | |
RioCan REIT | 2.361% | 3/10/27 | CAD | 1,583 | 1,045 | |
RioCan REIT | 2.829% | 11/8/28 | CAD | 1,776 | 1,149 | |
RioCan REIT | 4.628% | 5/1/29 | CAD | 1,200 | 847 | |
Rogers Communications Inc. | 3.100% | 4/15/25 | CAD | 2,561 | 1,829 | |
Rogers Communications Inc. | 3.800% | 3/1/27 | CAD | 2,800 | 2,000 | |
Rogers Communications Inc. | 3.650% | 3/31/27 | CAD | 6,092 | 4,340 | |
Rogers Communications Inc. | 4.400% | 11/2/28 | CAD | 64 | 46 | |
Rogers Communications Inc. | 3.750% | 4/15/29 | CAD | 3,938 | 2,757 | |
Rogers Communications Inc. | 3.250% | 5/1/29 | CAD | 5,206 | 3,545 | |
Rogers Communications Inc. | 3.300% | 12/10/29 | CAD | 2,700 | 1,822 | |
Rogers Communications Inc. | 2.900% | 12/9/30 | CAD | 2,463 | 1,586 | |
Rogers Communications Inc. | 4.250% | 4/15/32 | CAD | 4,838 | 3,368 | |
Rogers Communications Inc. | 6.680% | 11/4/39 | CAD | 1,891 | 1,553 | |
Rogers Communications Inc. | 6.750% | 11/9/39 | CAD | 5,507 | 4,536 | |
Rogers Communications Inc. | 6.110% | 8/25/40 | CAD | 3,650 | 2,836 | |
Rogers Communications Inc. | 6.560% | 3/22/41 | CAD | 1,698 | 1,383 | |
Rogers Communications Inc. | 4.250% | 12/9/49 | CAD | 1,714 | 1,030 | |
Rogers Communications Inc. | 5.250% | 4/15/52 | CAD | 3,780 | 2,662 | |
Royal Bank of Canada | 2.352% | 7/2/24 | CAD | 8,796 | 6,299 | |
Royal Bank of Canada | 0.125% | 7/23/24 | EUR | 9,455 | 9,978 | |
Royal Bank of Canada | 2.609% | 11/1/24 | CAD | 9,498 | 6,780 | |
Royal Bank of Canada | 1.375% | 12/9/24 | GBP | 1,555 | 1,838 | |
Royal Bank of Canada | 0.125% | 3/25/25 | EUR | 35,000 | 36,158 | |
Royal Bank of Canada | 1.936% | 5/1/25 | CAD | 5,424 | 3,795 | |
Royal Bank of Canada | 3.369% | 9/29/25 | CAD | 15,050 | 10,789 | |
Royal Bank of Canada | 1.589% | 5/4/26 | CAD | 5,570 | 3,775 | |
Royal Bank of Canada | 0.050% | 6/19/26 | EUR | 8,272 | 8,217 | |
Royal Bank of Canada | 1.000% | 9/9/26 | GBP | 5,000 | 5,529 | |
Royal Bank of Canada | 5.235% | 11/2/26 | CAD | 7,000 | 5,290 | |
Royal Bank of Canada | 0.010% | 1/21/27 | EUR | 7,369 | 7,178 | |
Royal Bank of Canada | 2.328% | 1/28/27 | CAD | 9,698 | 6,622 | |
Royal Bank of Canada | 0.125% | 4/26/27 | EUR | 7,500 | 7,283 | |
Royal Bank of Canada | 3.625% | 6/14/27 | GBP | 3,000 | 3,554 | |
Royal Bank of Canada | 4.612% | 7/26/27 | CAD | 8,100 | 6,006 | |
Royal Bank of Canada | 4.642% | 1/17/28 | CAD | 11,200 | 8,329 | |
Royal Bank of Canada | 1.833% | 7/31/28 | CAD | 5,242 | 3,412 | |
Royal Bank of Canada | 2.125% | 4/26/29 | EUR | 5,400 | 5,342 | |
Royal Bank of Canada | 2.740% | 7/25/29 | CAD | 4,898 | 3,498 | |
Royal Bank of Canada | 2.880% | 12/23/29 | CAD | 6,150 | 4,362 | |
Royal Bank of Canada | 2.088% | 6/30/30 | CAD | 4,928 | 3,409 | |
Royal Bank of Canada | 0.010% | 1/27/31 | EUR | 9,000 | 7,689 | |
Royal Bank of Canada | 2.140% | 11/3/31 | CAD | 6,985 | 4,661 | |
Royal Bank of Canada | 2.940% | 5/3/32 | CAD | 3,640 | 2,476 | |
Royal Bank of Canada | 1.670% | 1/28/33 | CAD | 4,043 | 2,560 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Royal Bank of Canada | 5.010% | 2/1/33 | CAD | 3,400 | 2,495 | |
Sagen MI Canada Inc. | 2.955% | 3/1/27 | CAD | 908 | 607 | |
Sagen MI Canada Inc. | 3.261% | 3/5/31 | CAD | 700 | 435 | |
Saputo Inc. | 2.876% | 11/19/24 | CAD | 158 | 113 | |
Saputo Inc. | 3.603% | 8/14/25 | CAD | 3,480 | 2,506 | |
Saputo Inc. | 1.415% | 6/19/26 | CAD | 981 | 659 | |
Saputo Inc. | 2.242% | 6/16/27 | CAD | 2,610 | 1,765 | |
Saputo Inc. | 2.297% | 6/22/28 | CAD | 1,600 | 1,060 | |
Saputo Inc. | 5.250% | 11/29/29 | CAD | 800 | 611 | |
Scotiabank Capital Trust | 5.650% | 12/31/56 | CAD | 1,933 | 1,445 | |
SEC LP and Arci Ltd. | 5.188% | 8/29/33 | CAD | 996 | 724 | |
Simon Fraser University | 5.613% | 6/10/43 | CAD | 160 | 135 | |
SmartCentres REIT | 3.444% | 8/28/26 | CAD | 107 | 75 | |
SmartCentres REIT | 3.192% | 6/11/27 | CAD | 2,000 | 1,371 | |
SmartCentres REIT | 3.834% | 12/21/27 | CAD | 2,450 | 1,705 | |
SmartCentres REIT | 2.307% | 12/18/28 | CAD | 1,274 | 803 | |
SmartCentres REIT | 3.526% | 12/20/29 | CAD | 3,184 | 2,098 | |
SmartCentres REIT | 3.648% | 12/11/30 | CAD | 981 | 638 | |
SSL Finance Inc. | 4.099% | 10/31/45 | CAD | 1,355 | 926 | |
Stantec Inc. | 2.048% | 10/8/27 | CAD | 1,200 | 793 | |
Sun Life Financial Inc. | 2.380% | 8/13/29 | CAD | 2,655 | 1,889 | |
Sun Life Financial Inc. | 2.460% | 11/18/31 | CAD | 2,500 | 1,699 | |
Sun Life Financial Inc. | 2.580% | 5/10/32 | CAD | 3,495 | 2,374 | |
Sun Life Financial Inc. | 2.800% | 11/21/33 | CAD | 4,481 | 2,981 | |
Sun Life Financial Inc. | 4.780% | 8/10/34 | CAD | 3,100 | 2,279 | |
Sun Life Financial Inc. | 2.060% | 10/1/35 | CAD | 5,877 | 3,565 | |
Sun Life Financial Inc. | 5.400% | 5/29/42 | CAD | 2,377 | 1,767 | |
Suncor Energy Inc. | 5.390% | 3/26/37 | CAD | 1,800 | 1,335 | |
Suncor Energy Inc. | 4.340% | 9/13/46 | CAD | 1,113 | 707 | |
Suncor Energy Inc. | 3.950% | 3/4/51 | CAD | 1,948 | 1,139 | |
TELUS Corp. | 3.750% | 1/17/25 | CAD | 2,186 | 1,586 | |
TELUS Corp. | 3.750% | 3/10/26 | CAD | 3,376 | 2,436 | |
TELUS Corp. | 2.750% | 7/8/26 | CAD | 1,300 | 911 | |
TELUS Corp. | 2.350% | 1/27/28 | CAD | 2,939 | 1,976 | |
TELUS Corp. | 3.625% | 3/1/28 | CAD | 4,701 | 3,343 | |
TELUS Corp. | 3.300% | 5/2/29 | CAD | 3,707 | 2,570 | |
TELUS Corp. | 5.000% | 9/13/29 | CAD | 1,500 | 1,137 | |
TELUS Corp. | 3.150% | 2/19/30 | CAD | 3,100 | 2,101 | |
TELUS Corp. | 2.050% | 10/7/30 | CAD | 1,104 | 685 | |
TELUS Corp. | 2.850% | 11/13/31 | CAD | 3,100 | 1,992 | |
TELUS Corp. | 5.250% | 11/15/32 | CAD | 4,600 | 3,511 | |
TELUS Corp. | 4.400% | 4/1/43 | CAD | 1,165 | 762 | |
TELUS Corp. | 4.850% | 4/5/44 | CAD | 4,530 | 3,139 | |
TELUS Corp. | 4.750% | 1/17/45 | CAD | 1,727 | 1,179 | |
TELUS Corp. | 4.400% | 1/29/46 | CAD | 2,141 | 1,387 | |
TELUS Corp. | 4.700% | 3/6/48 | CAD | 2,293 | 1,548 | |
TELUS Corp. | 3.950% | 2/16/50 | CAD | 4,290 | 2,543 | |
TELUS Corp. | 4.100% | 4/5/51 | CAD | 2,272 | 1,386 | |
TELUS Corp. | 5.650% | 9/13/52 | CAD | 2,700 | 2,092 | |
Teranet Holdings LP | 3.544% | 6/11/25 | CAD | 4,101 | 2,925 | |
Teranet Holdings LP | 5.754% | 12/17/40 | CAD | 1,663 | 1,207 | |
Teranet Holdings LP | 6.100% | 6/17/41 | CAD | 702 | 530 | |
Thomson Reuters Corp. | 2.239% | 5/14/25 | CAD | 9,342 | 6,576 | |
TMX Group Ltd. | 3.779% | 6/5/28 | CAD | 1,400 | 1,008 | |
Toromont Industries Ltd. | 3.842% | 10/27/27 | CAD | 1,077 | 777 | |
Toronto Hydro Corp. | 2.520% | 8/25/26 | CAD | 2,695 | 1,892 | |
Toronto Hydro Corp. | 2.430% | 12/11/29 | CAD | 2,939 | 1,982 | |
Toronto Hydro Corp. | 5.540% | 5/21/40 | CAD | 652 | 543 | |
Toronto Hydro Corp. | 3.550% | 7/28/45 | CAD | 684 | 441 | |
Toronto Hydro Corp. | 3.485% | 2/28/48 | CAD | 2,497 | 1,581 | |
Toronto Hydro Corp. | 2.990% | 12/10/49 | CAD | 815 | 468 | |
Toronto Hydro Corp. | 3.270% | 10/18/51 | CAD | 1,103 | 663 | |
Toronto Hydro Corp. | 4.950% | 10/13/52 | CAD | 1,400 | 1,119 | |
Toronto-Dominion Bank | 2.050% | 7/10/24 | AUD | 2,480 | 1,593 | |
Toronto-Dominion Bank | 3.226% | 7/24/24 | CAD | 16,690 | 12,098 | |
Toronto-Dominion Bank | 2.496% | 12/2/24 | CAD | 11,640 | 8,284 | |
Toronto-Dominion Bank | 1.943% | 3/13/25 | CAD | 5,820 | 4,086 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Toronto-Dominion Bank | 0.625% | 6/6/25 | EUR | 6,818 | 7,076 | |
Toronto-Dominion Bank | 2.667% | 9/9/25 | CAD | 9,369 | 6,612 | |
Toronto-Dominion Bank | 1.128% | 12/9/25 | CAD | 5,093 | 3,445 | |
Toronto-Dominion Bank | 2.260% | 1/7/27 | CAD | 5,620 | 3,838 | |
Toronto-Dominion Bank | 0.500% | 1/18/27 | EUR | 4,300 | 4,171 | |
Toronto-Dominion Bank | 2.875% | 4/5/27 | GBP | 3,200 | 3,671 | |
Toronto-Dominion Bank | 4.210% | 6/1/27 | CAD | 10,396 | 7,611 | |
Toronto-Dominion Bank | 0.100% | 7/19/27 | EUR | 9,681 | 9,312 | |
Toronto-Dominion Bank | 2.551% | 8/3/27 | EUR | 4,000 | 4,155 | |
Toronto-Dominion Bank | 5.376% | 10/21/27 | CAD | 7,400 | 5,653 | |
Toronto-Dominion Bank | 4.477% | 1/18/28 | CAD | 2,000 | 1,477 | |
Toronto-Dominion Bank | 1.888% | 3/8/28 | CAD | 13,957 | 9,231 | |
Toronto-Dominion Bank | 1.896% | 9/11/28 | CAD | 5,101 | 3,321 | |
Toronto-Dominion Bank | 4.680% | 1/8/29 | CAD | 12,500 | 9,339 | |
Toronto-Dominion Bank | 3.224% | 7/25/29 | CAD | 5,155 | 3,704 | |
Toronto-Dominion Bank | 1.952% | 4/8/30 | EUR | 22,400 | 21,469 | |
Toronto-Dominion Bank | 3.105% | 4/22/30 | CAD | 12,214 | 8,664 | |
Toronto-Dominion Bank | 4.859% | 3/4/31 | CAD | 4,130 | 3,019 | |
Toronto-Dominion Bank | 3.060% | 1/26/32 | CAD | 7,860 | 5,407 | |
Toronto-Dominion Bank | 3.129% | 8/3/32 | EUR | 2,000 | 2,030 | |
Tourmaline Oil Corp. | 2.529% | 2/12/29 | CAD | 1,700 | 1,123 | |
Toyota Credit Canada Inc. | 1.270% | 7/22/24 | CAD | 2,592 | 1,832 | |
Toyota Credit Canada Inc. | 2.310% | 10/23/24 | CAD | 2,884 | 2,056 | |
Toyota Credit Canada Inc. | 2.110% | 2/26/25 | CAD | 2,458 | 1,737 | |
Toyota Credit Canada Inc. | 2.730% | 8/25/25 | CAD | 2,000 | 1,418 | |
Toyota Credit Canada Inc. | 1.180% | 2/23/26 | CAD | 1,770 | 1,196 | |
Toyota Credit Canada Inc. | 1.660% | 7/20/26 | CAD | 592 | 402 | |
Toyota Credit Canada Inc. | 4.330% | 1/24/28 | CAD | 1,900 | 1,398 | |
TransCanada PipeLines Ltd. | 3.300% | 7/17/25 | CAD | 3,849 | 2,759 | |
TransCanada PipeLines Ltd. | 5.419% | 3/10/26 | CAD | 2,000 | 1,482 | |
TransCanada PipeLines Ltd. | 3.800% | 4/5/27 | CAD | 9,440 | 6,816 | |
TransCanada PipeLines Ltd. | 3.390% | 3/15/28 | CAD | 2,575 | 1,803 | |
TransCanada PipeLines Ltd. | 6.280% | 5/26/28 | CAD | 2,211 | 1,726 | |
TransCanada PipeLines Ltd. | 3.000% | 9/18/29 | CAD | 3,275 | 2,205 | |
TransCanada PipeLines Ltd. | 5.277% | 7/15/30 | CAD | 1,600 | 1,221 | |
TransCanada PipeLines Ltd. | 2.970% | 6/9/31 | CAD | 2,949 | 1,909 | |
TransCanada PipeLines Ltd. | 5.330% | 5/12/32 | CAD | 4,205 | 3,198 | |
TransCanada PipeLines Ltd. | 8.050% | 2/17/39 | CAD | 24 | 22 | |
TransCanada PipeLines Ltd. | 4.550% | 11/15/41 | CAD | 3,929 | 2,597 | |
TransCanada PipeLines Ltd. | 4.350% | 6/6/46 | CAD | 3,841 | 2,425 | |
TransCanada PipeLines Ltd. | 4.330% | 9/16/47 | CAD | 4,004 | 2,509 | |
TransCanada PipeLines Ltd. | 4.180% | 7/3/48 | CAD | 4,991 | 3,045 | |
TransCanada PipeLines Ltd. | 4.340% | 10/15/49 | CAD | 4,040 | 2,521 | |
TransCanada PipeLines Ltd. | 5.920% | 5/12/52 | CAD | 1,200 | 946 | |
Trillium Health Partners Volunteers | 3.702% | 12/20/58 | CAD | 635 | 408 | |
University of Ottawa | 6.280% | 4/15/43 | CAD | 800 | 721 | |
University of Ottawa | 2.635% | 2/13/60 | CAD | 1,811 | 885 | |
University of Toronto | 5.841% | 12/15/43 | CAD | 34 | 29 | |
University of Toronto | 4.251% | 12/7/51 | CAD | 1,225 | 872 | |
University of Western Ontario | 4.798% | 5/24/47 | CAD | 47 | 36 | |
3 | Vancouver Airport Authority | 7.425% | 12/7/26 | CAD | 7,346 | 5,992 |
Vancouver Airport Authority | 3.857% | 11/10/45 | CAD | 626 | 424 | |
Vancouver Airport Authority | 2.874% | 10/18/49 | CAD | 1,026 | 576 | |
Vancouver Airport Authority | 2.800% | 9/21/50 | CAD | 1,678 | 925 | |
Westcoast Energy Inc. | 3.430% | 9/12/24 | CAD | 3,300 | 2,384 | |
Westcoast Energy Inc. | 3.770% | 12/8/25 | CAD | 1,828 | 1,318 | |
Westcoast Energy Inc. | 4.791% | 10/28/41 | CAD | 1,385 | 954 | |
WSP Global Inc. | 2.408% | 4/19/28 | CAD | 2,079 | 1,388 | |
York University | 6.480% | 3/7/42 | CAD | 846 | 774 | |
1,673,062 | ||||||
China (0.0%) | ||||||
Bank of China Ltd. | 0.000% | 4/28/24 | EUR | 3,200 | 3,385 | |
China Construction Bank Europe SA | 0.000% | 6/28/24 | EUR | 270 | 284 | |
Industrial & Commercial Bank of China Ltd. | 0.125% | 10/28/24 | EUR | 4,960 | 5,155 | |
Prosus NV | 1.539% | 8/3/28 | EUR | 796 | 718 | |
3 | Prosus NV | 1.288% | 7/13/29 | EUR | 1,884 | 1,590 |
Prosus NV | 2.031% | 8/3/32 | EUR | 4,015 | 3,159 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
3 | Prosus NV | 1.985% | 7/13/33 | EUR | 2,786 | 2,124 |
Prosus NV | 2.778% | 1/19/34 | EUR | 6,400 | 5,214 | |
State Grid Europe Development 2014 plc | 2.450% | 1/26/27 | EUR | 1,112 | 1,150 | |
State Grid Overseas Investment BVI Ltd. | 1.375% | 5/2/25 | EUR | 3,459 | 3,610 | |
State Grid Overseas Investment BVI Ltd. | 0.797% | 8/5/26 | EUR | 13,455 | 13,471 | |
State Grid Overseas Investment BVI Ltd. | 2.125% | 5/2/30 | EUR | 3,415 | 3,248 | |
43,108 | ||||||
Czech Republic (0.0%) | ||||||
CEZ A/S | 4.875% | 4/16/25 | EUR | 6,091 | 6,799 | |
CEZ A/S | 3.000% | 6/5/28 | EUR | 6,141 | 6,312 | |
CPI Property Group SA | 2.750% | 5/12/26 | EUR | 2,500 | 2,232 | |
CPI Property Group SA | 1.625% | 4/23/27 | EUR | 6,094 | 4,813 | |
CPI Property Group SA | 2.750% | 1/22/28 | GBP | 2,293 | 1,969 | |
CPI Property Group SA | 1.750% | 1/14/30 | EUR | 3,000 | 1,962 | |
CPI Property Group SA | 1.500% | 1/27/31 | EUR | 2,981 | 1,747 | |
EP Infrastructure A/S | 1.698% | 7/30/26 | EUR | 836 | 791 | |
EP Infrastructure A/S | 2.045% | 10/9/28 | EUR | 3,808 | 3,307 | |
EP Infrastructure A/S | 1.816% | 3/2/31 | EUR | 2,046 | 1,597 | |
31,529 | ||||||
Denmark (0.4%) | ||||||
AP Moller - Maersk A/S | 1.750% | 3/16/26 | EUR | 26,325 | 27,483 | |
AP Moller - Maersk A/S | 0.750% | 11/25/31 | EUR | 12,786 | 10,950 | |
Carlsberg Breweries A/S | 2.500% | 5/28/24 | EUR | 8,272 | 9,007 | |
Carlsberg Breweries A/S | 0.375% | 6/30/27 | EUR | 4,000 | 3,882 | |
Carlsberg Breweries A/S | 0.875% | 7/1/29 | EUR | 2,000 | 1,886 | |
Carlsberg Breweries A/S | 0.625% | 3/9/30 | EUR | 400 | 361 | |
Clearstream Banking AG | 0.000% | 12/1/25 | EUR | 8,200 | 8,264 | |
Danfoss Finance I BV | 0.125% | 4/28/26 | EUR | 5,169 | 5,121 | |
Danfoss Finance I BV | 0.375% | 10/28/28 | EUR | 2,200 | 2,038 | |
Danica Pension Livsforsikrings AB | 4.375% | 9/29/45 | EUR | 1,635 | 1,734 | |
Danmarks Skibskredit A/S | 0.250% | 6/21/28 | EUR | 700 | 657 | |
Danske Bank A/S | 0.625% | 5/26/25 | EUR | 1,786 | 1,843 | |
Danske Bank A/S | 0.500% | 8/27/25 | EUR | 10,400 | 10,873 | |
Danske Bank A/S | 0.750% | 11/22/27 | EUR | 7,369 | 7,288 | |
Danske Bank A/S | 2.250% | 1/14/28 | GBP | 9,315 | 10,131 | |
Danske Bank A/S | 0.750% | 6/9/29 | EUR | 11,776 | 10,782 | |
Danske Bank A/S | 1.375% | 2/12/30 | EUR | 10,136 | 10,327 | |
Danske Bank A/S | 1.500% | 9/2/30 | EUR | 7,000 | 7,002 | |
Danske Bank A/S | 4.125% | 1/10/31 | EUR | 12,000 | 13,237 | |
DSV Panalpina Finance BV | 0.875% | 9/17/36 | EUR | 4,276 | 3,211 | |
Eurogrid GmbH | 0.741% | 4/21/33 | EUR | 5,400 | 4,510 | |
ISS Global A/S | 2.125% | 12/2/24 | EUR | 200 | 215 | |
ISS Global A/S | 0.875% | 6/18/26 | EUR | 100 | 100 | |
ISS Global A/S | 1.500% | 8/31/27 | EUR | 9,771 | 9,780 | |
Jyske Bank A/S | 2.250% | 4/5/29 | EUR | 5,410 | 5,783 | |
Jyske Realkredit A/S | 0.375% | 4/1/25 | EUR | 3,459 | 3,590 | |
Jyske Realkredit A/S | 0.500% | 10/1/26 | EUR | 10,810 | 10,839 | |
Nordea Kredit Realkreditaktieselskab | 1.000% | 4/1/26 | DKK | 26,000 | 3,597 | |
Nordea Kredit Realkreditaktieselskab | 1.000% | 10/1/26 | DKK | 214,000 | 29,263 | |
Nordea Kredit Realkreditaktieselskab | 3.500% | 10/1/44 | DKK | 56 | 8 | |
Novo Nordisk Finance Netherlands BV | 0.000% | 6/4/24 | EUR | 7,855 | 8,341 | |
Nykredit Realkredit A/S | 2.000% | 1/1/25 | DKK | 199,119 | 28,717 | |
Nykredit Realkredit A/S | 0.500% | 7/10/25 | EUR | 9,947 | 10,171 | |
Nykredit Realkredit A/S | 2.000% | 1/1/26 | DKK | 160,500 | 22,884 | |
Nykredit Realkredit A/S | 1.000% | 7/1/26 | DKK | 137,560 | 18,900 | |
Nykredit Realkredit A/S | 1.000% | 1/1/27 | DKK | 350,302 | 47,614 | |
Nykredit Realkredit A/S | 0.375% | 1/17/28 | EUR | 12,604 | 11,604 | |
Nykredit Realkredit A/S | 2.000% | 10/1/47 | DKK | 16,925 | 2,083 | |
Orsted A/S | 3.625% | 3/1/26 | EUR | 2,500 | 2,768 | |
Orsted A/S | 2.250% | 6/14/28 | EUR | 5,000 | 5,209 | |
Orsted A/S | 1.500% | 11/26/29 | EUR | 21,318 | 20,716 | |
Orsted A/S | 3.250% | 9/13/31 | EUR | 2,000 | 2,132 | |
Orsted A/S | 4.875% | 1/12/32 | GBP | 8,901 | 10,989 | |
Orsted A/S | 2.500% | 5/16/33 | GBP | 2,200 | 2,196 | |
Orsted A/S | 5.125% | 9/13/34 | GBP | 3,000 | 3,719 | |
Orsted A/S | 5.750% | 4/9/40 | GBP | 1,702 | 2,216 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Orsted A/S | 2.250% | 11/24/17 | EUR | 1,500 | 1,566 | |
Orsted A/S | 1.750% | 12/9/19 | EUR | 2,000 | 1,868 | |
Orsted A/S | 2.500% | 2/18/21 | GBP | 1,900 | 1,641 | |
Orsted A/S | 5.250% | 12/8/22 | EUR | 2,500 | 2,731 | |
Vestas Wind Systems Finance BV | 2.000% | 6/15/34 | EUR | 1,915 | 1,724 | |
423,551 | ||||||
Estonia (0.0%) | ||||||
Luminor Bank A/S | 0.539% | 9/23/26 | EUR | 16,985 | 16,466 | |
Finland (0.2%) | ||||||
Aktia Bank OYJ | 0.375% | 3/5/26 | EUR | 5,000 | 5,078 | |
Citycon Treasury BV | 1.250% | 9/8/26 | EUR | 900 | 780 | |
Elenia Verkko OYJ | 0.375% | 2/6/27 | EUR | 4,913 | 4,748 | |
Fortum OYJ | 1.625% | 2/27/26 | EUR | 700 | 727 | |
Fortum OYJ | 2.125% | 2/27/29 | EUR | 1,100 | 1,105 | |
Kojamo OYJ | 1.875% | 5/27/27 | EUR | 3,831 | 3,522 | |
Kojamo OYJ | 0.875% | 5/28/29 | EUR | 3,762 | 2,947 | |
Metso Outotec OYJ | 0.875% | 5/26/28 | EUR | 1,500 | 1,403 | |
Nokia OYJ | 3.125% | 5/15/28 | EUR | 4,000 | 4,195 | |
Nordea Bank Abp | 1.125% | 2/12/25 | EUR | 100 | 105 | |
Nordea Bank Abp | 0.550% | 6/23/25 | CHF | 6,275 | 6,790 | |
Nordea Bank Abp | 1.125% | 2/16/27 | EUR | 11,800 | 11,753 | |
Nordea Bank Abp | 0.500% | 5/14/27 | EUR | 9,913 | 9,681 | |
Nordea Bank Abp | 0.500% | 11/2/28 | EUR | 3,062 | 2,811 | |
Nordea Bank Abp | 2.500% | 5/23/29 | EUR | 6,400 | 6,459 | |
Nordea Bank Abp | 2.875% | 8/24/32 | EUR | 3,000 | 2,985 | |
Nordea Bank Abp | 1.625% | 12/9/32 | GBP | 2,491 | 2,536 | |
Nordea Kiinnitysluottopankki OYJ | 0.250% | 3/18/26 | EUR | 13,411 | 13,559 | |
Nordea Kiinnitysluottopankki OYJ | 0.625% | 3/17/27 | EUR | 11,180 | 11,179 | |
Nordea Kiinnitysluottopankki OYJ | 3.000% | 2/20/30 | EUR | 15,000 | 16,392 | |
Oma Saastopankki OYJ | 0.010% | 11/25/27 | EUR | 4,800 | 4,540 | |
OP Corporate Bank plc | 0.375% | 6/19/24 | EUR | 3,910 | 4,136 | |
OP Corporate Bank plc | 0.125% | 7/1/24 | EUR | 2,552 | 2,697 | |
OP Corporate Bank plc | 1.000% | 5/22/25 | EUR | 4,913 | 5,132 | |
OP Corporate Bank plc | 0.500% | 8/12/25 | EUR | 1,568 | 1,609 | |
OP Corporate Bank plc | 0.600% | 1/18/27 | EUR | 10,729 | 10,355 | |
OP Corporate Bank plc | 0.100% | 11/16/27 | EUR | 12,231 | 11,497 | |
OP Corporate Bank plc | 0.375% | 6/16/28 | EUR | 5,000 | 4,539 | |
OP Corporate Bank plc | 1.625% | 6/9/30 | EUR | 12,182 | 12,384 | |
OP Mortgage Bank | 1.000% | 11/28/24 | EUR | 3,459 | 3,666 | |
OP Mortgage Bank | 0.010% | 11/19/26 | EUR | 4,913 | 4,836 | |
OP Mortgage Bank | 0.625% | 2/15/29 | EUR | 4,913 | 4,703 | |
OP Mortgage Bank | 0.010% | 11/19/30 | EUR | 14,638 | 12,765 | |
Sampo OYJ | 3.375% | 5/23/49 | EUR | 6,836 | 6,725 | |
Sampo OYJ | 2.500% | 9/3/52 | EUR | 10,873 | 9,344 | |
SATO OYJ | 1.375% | 2/24/28 | EUR | 1,700 | 1,412 | |
Stora Enso OYJ | 2.500% | 6/7/27 | EUR | 2,231 | 2,344 | |
Stora Enso OYJ | 2.500% | 3/21/28 | EUR | 2,806 | 2,929 | |
214,368 | ||||||
France (3.4%) | ||||||
Aeroports de Paris | 3.125% | 6/11/24 | EUR | 1,500 | 1,649 | |
Aeroports de Paris | 1.500% | 4/7/25 | EUR | 2,000 | 2,127 | |
Aeroports de Paris | 2.125% | 10/2/26 | EUR | 9,300 | 9,846 | |
Aeroports de Paris | 1.000% | 1/5/29 | EUR | 3,000 | 2,871 | |
Aeroports de Paris | 2.750% | 4/2/30 | EUR | 9,300 | 9,680 | |
Aeroports de Paris | 1.500% | 7/2/32 | EUR | 3,600 | 3,278 | |
Aeroports de Paris | 1.125% | 6/18/34 | EUR | 1,500 | 1,240 | |
Aeroports de Paris | 2.125% | 10/11/38 | EUR | 3,700 | 3,195 | |
Air Liquide Finance SA | 1.000% | 4/2/25 | EUR | 12,000 | 12,674 | |
Air Liquide Finance SA | 1.250% | 6/3/25 | EUR | 2,800 | 2,982 | |
Air Liquide Finance SA | 1.250% | 6/13/28 | EUR | 500 | 504 | |
Air Liquide Finance SA | 1.375% | 4/2/30 | EUR | 7,700 | 7,569 | |
Air Liquide SA | 2.375% | 9/6/23 | EUR | 1,200 | 1,316 | |
Airbus Finance BV | 2.125% | 10/29/29 | EUR | 1,547 | 1,588 | |
Airbus Finance BV | 1.375% | 5/13/31 | EUR | 6,731 | 6,322 | |
Airbus SE | 1.625% | 4/7/25 | EUR | 2,296 | 2,443 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Airbus SE | 1.375% | 6/9/26 | EUR | 4,094 | 4,253 | |
Airbus SE | 1.625% | 6/9/30 | EUR | 4,800 | 4,690 | |
Airbus SE | 2.375% | 4/7/32 | EUR | 7,986 | 8,014 | |
Airbus SE | 2.375% | 6/9/40 | EUR | 6,487 | 5,627 | |
ALD SA | 1.250% | 3/2/26 | EUR | 2,500 | 2,542 | |
ALD SA | 4.250% | 1/18/27 | EUR | 5,800 | 6,350 | |
ALD SA | 4.000% | 7/5/27 | EUR | 4,600 | 5,021 | |
Alstom SA | 0.250% | 10/14/26 | EUR | 7,100 | 7,071 | |
Alstom SA | 0.000% | 1/11/29 | EUR | 3,400 | 3,065 | |
Altarea SCA | 1.750% | 1/16/30 | EUR | 1,500 | 1,155 | |
APRR SA | 1.875% | 1/15/25 | EUR | 1,300 | 1,395 | |
APRR SA | 1.125% | 1/9/26 | EUR | 5,300 | 5,508 | |
APRR SA | 1.250% | 1/6/27 | EUR | 5,400 | 5,534 | |
APRR SA | 1.250% | 1/18/28 | EUR | 3,500 | 3,508 | |
APRR SA | 1.500% | 1/25/30 | EUR | 200 | 196 | |
APRR SA | 1.875% | 1/6/31 | EUR | 100 | 100 | |
APRR SA | 1.625% | 1/13/32 | EUR | 4,700 | 4,460 | |
APRR SA | 1.500% | 1/17/33 | EUR | 100 | 93 | |
Arkea Home Loans SFH SA | 0.750% | 10/5/27 | EUR | 25 | 25 | |
Arkea Home Loans SFH SA | 1.500% | 6/1/33 | EUR | 5,000 | 4,677 | |
Arkema SA | 1.500% | 1/20/25 | EUR | 200 | 213 | |
Arkema SA | 0.125% | 10/14/26 | EUR | 10,000 | 9,905 | |
Arkema SA | 1.500% | 4/20/27 | EUR | 3,600 | 3,704 | |
Arkema SA | 1.500% | Perpetual | EUR | 3,000 | 2,863 | |
Arval Service Lease SA | 4.125% | 4/13/26 | EUR | 7,500 | 8,199 | |
Arval Service Lease SA | 4.000% | 9/22/26 | EUR | 2,500 | 2,721 | |
Autoroutes du Sud de la France SA | 2.950% | 1/17/24 | EUR | 1,300 | 1,428 | |
Autoroutes du Sud de la France SA | 1.125% | 4/20/26 | EUR | 600 | 618 | |
Autoroutes du Sud de la France SA | 1.000% | 5/13/26 | EUR | 5,300 | 5,438 | |
Autoroutes du Sud de la France SA | 1.250% | 1/18/27 | EUR | 100 | 102 | |
Autoroutes du Sud de la France SA | 1.375% | 6/27/28 | EUR | 11,000 | 11,064 | |
Autoroutes du Sud de la France SA | 1.375% | 1/22/30 | EUR | 5,000 | 4,860 | |
Autoroutes du Sud de la France SA | 1.375% | 2/21/31 | EUR | 4,000 | 3,786 | |
AXA Bank Europe SCF | 0.500% | 4/18/25 | EUR | 13,700 | 14,242 | |
AXA Bank Europe SCF | 1.375% | 4/18/33 | EUR | 7,700 | 7,132 | |
AXA Home Loan SFH SA | 0.010% | 10/16/29 | EUR | 5,000 | 4,497 | |
AXA SA | 3.750% | 10/12/30 | EUR | 2,000 | 2,232 | |
AXA SA | 1.375% | 10/7/41 | EUR | 4,276 | 3,566 | |
AXA SA | 1.875% | 7/10/42 | EUR | 11,100 | 9,170 | |
AXA SA | 3.375% | 7/6/47 | EUR | 13,007 | 13,444 | |
AXA SA | 3.875% | Perpetual | EUR | 7,576 | 8,031 | |
AXA SA | 3.250% | 5/28/49 | EUR | 12,396 | 12,330 | |
AXA SA | 6.686% | Perpetual | GBP | 2,913 | 3,716 | |
AXA SA | 3.941% | Perpetual | EUR | 6,271 | 6,723 | |
AXA SA | 5.453% | Perpetual | GBP | 3,076 | 3,820 | |
Banque Federative du Credit Mutuel SA | 3.000% | 5/21/24 | EUR | 9,195 | 9,988 | |
Banque Federative du Credit Mutuel SA | 0.250% | 10/10/24 | JPY | 1,000,000 | 7,326 | |
Banque Federative du Credit Mutuel SA | 0.384% | 10/11/24 | JPY | 100,000 | 730 | |
Banque Federative du Credit Mutuel SA | 1.750% | 12/19/24 | GBP | 4,700 | 5,570 | |
Banque Federative du Credit Mutuel SA | 1.250% | 1/14/25 | EUR | 24,900 | 26,235 | |
Banque Federative du Credit Mutuel SA | 0.010% | 3/7/25 | EUR | 25,400 | 26,097 | |
Banque Federative du Credit Mutuel SA | 0.750% | 7/17/25 | EUR | 7,600 | 7,811 | |
Banque Federative du Credit Mutuel SA | 3.000% | 9/11/25 | EUR | 2,500 | 2,686 | |
Banque Federative du Credit Mutuel SA | 1.250% | 12/5/25 | GBP | 5,000 | 5,683 | |
Banque Federative du Credit Mutuel SA | 1.625% | 1/19/26 | EUR | 100 | 104 | |
Banque Federative du Credit Mutuel SA | 5.000% | 1/19/26 | GBP | 2,700 | 3,364 | |
Banque Federative du Credit Mutuel SA | 2.375% | 3/24/26 | EUR | 15,800 | 16,507 | |
Banque Federative du Credit Mutuel SA | 0.010% | 5/11/26 | EUR | 25,500 | 25,057 | |
Banque Federative du Credit Mutuel SA | 0.750% | 6/8/26 | EUR | 11,200 | 11,233 | |
Banque Federative du Credit Mutuel SA | 1.000% | 7/16/26 | GBP | 7,500 | 8,284 | |
Banque Federative du Credit Mutuel SA | 1.875% | 11/4/26 | EUR | 2,800 | 2,845 | |
Banque Federative du Credit Mutuel SA | 2.625% | 3/31/27 | EUR | 500 | 512 | |
Banque Federative du Credit Mutuel SA | 0.100% | 10/8/27 | EUR | 4,300 | 4,049 | |
Banque Federative du Credit Mutuel SA | 1.625% | 11/15/27 | EUR | 2,500 | 2,416 | |
Banque Federative du Credit Mutuel SA | 0.875% | 12/7/27 | GBP | 1,100 | 1,147 | |
Banque Federative du Credit Mutuel SA | 2.500% | 5/25/28 | EUR | 7,500 | 7,414 | |
Banque Federative du Credit Mutuel SA | 0.250% | 6/29/28 | EUR | 13,200 | 12,274 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Banque Federative du Credit Mutuel SA | 0.250% | 7/19/28 | EUR | 18,200 | 16,401 | |
Banque Federative du Credit Mutuel SA | 1.875% | 10/26/28 | GBP | 3,200 | 3,412 | |
Banque Federative du Credit Mutuel SA | 0.625% | 11/3/28 | EUR | 28,400 | 25,816 | |
Banque Federative du Credit Mutuel SA | 1.875% | 6/18/29 | EUR | 5,000 | 4,687 | |
Banque Federative du Credit Mutuel SA | 0.750% | 1/17/30 | EUR | 1,200 | 1,055 | |
Banque Federative du Credit Mutuel SA | 1.250% | 6/3/30 | EUR | 11,000 | 9,917 | |
Banque Federative du Credit Mutuel SA | 0.625% | 2/21/31 | EUR | 15,200 | 12,778 | |
Banque Federative du Credit Mutuel SA | 3.625% | 9/14/32 | EUR | 9,000 | 9,718 | |
Banque Federative du Credit Mutuel SA | 5.125% | 1/13/33 | EUR | 9,000 | 9,756 | |
Banque Federative du Credit Mutuel SA | 3.750% | 2/1/33 | EUR | 2,000 | 2,162 | |
BNP Paribas Cardif SA | 4.032% | Perpetual | EUR | 1,500 | 1,591 | |
BNP Paribas Home Loan SFH SA | 0.875% | 11/14/24 | EUR | 2,439 | 2,583 | |
BNP Paribas SA | 2.375% | 5/20/24 | EUR | 4,145 | 4,516 | |
BNP Paribas SA | 1.000% | 6/27/24 | EUR | 2,457 | 2,623 | |
BNP Paribas SA | 1.125% | 8/28/24 | EUR | 3,000 | 3,196 | |
BNP Paribas SA | 2.375% | 2/17/25 | EUR | 7,457 | 7,949 | |
BNP Paribas SA | 1.250% | 3/19/25 | EUR | 4,913 | 5,169 | |
BNP Paribas SA | 0.500% | 7/15/25 | EUR | 10,600 | 11,184 | |
BNP Paribas SA | 1.500% | 11/17/25 | EUR | 10,051 | 10,591 | |
BNP Paribas SA | 3.375% | 1/23/26 | GBP | 1,319 | 1,574 | |
BNP Paribas SA | 1.125% | 6/11/26 | EUR | 7,697 | 7,851 | |
BNP Paribas SA | 2.875% | 10/1/26 | EUR | 2,366 | 2,492 | |
BNP Paribas SA | 2.125% | 1/23/27 | EUR | 14,200 | 14,807 | |
BNP Paribas SA | 0.250% | 4/13/27 | EUR | 18,000 | 17,642 | |
BNP Paribas SA | 0.375% | 10/14/27 | EUR | 10,700 | 10,404 | |
BNP Paribas SA | 1.875% | 12/14/27 | GBP | 3,000 | 3,220 | |
BNP Paribas SA | 0.500% | 2/19/28 | EUR | 16,200 | 15,524 | |
BNP Paribas SA | 0.500% | 5/30/28 | EUR | 1,000 | 954 | |
BNP Paribas SA | 2.750% | 7/25/28 | EUR | 10,000 | 10,354 | |
BNP Paribas SA | 0.500% | 9/1/28 | EUR | 5,600 | 5,247 | |
BNP Paribas SA | 2.875% | 2/24/29 | GBP | 6,000 | 6,530 | |
BNP Paribas SA | 1.125% | 4/17/29 | EUR | 5,000 | 4,740 | |
BNP Paribas SA | 1.375% | 5/28/29 | EUR | 13,300 | 12,439 | |
BNP Paribas SA | 2.538% | 7/13/29 | CAD | 2,491 | 1,607 | |
BNP Paribas SA | 0.500% | 1/19/30 | EUR | 9,400 | 8,347 | |
BNP Paribas SA | 0.875% | 7/11/30 | EUR | 5,400 | 4,835 | |
BNP Paribas SA | 2.375% | 11/20/30 | EUR | 5,000 | 5,130 | |
BNP Paribas SA | 3.875% | 1/10/31 | EUR | 5,000 | 5,484 | |
BNP Paribas SA | 2.000% | 5/24/31 | GBP | 3,000 | 3,269 | |
BNP Paribas SA | 1.625% | 7/2/31 | EUR | 3,200 | 2,746 | |
BNP Paribas SA | 1.250% | 7/13/31 | GBP | 4,100 | 3,722 | |
BNP Paribas SA | 1.125% | 1/15/32 | EUR | 7,000 | 6,557 | |
BNP Paribas SA | 2.500% | 3/31/32 | EUR | 2,000 | 1,964 | |
BNP Paribas SA | 2.100% | 4/7/32 | EUR | 6,000 | 5,622 | |
BNP Paribas SA | 0.875% | 8/31/33 | EUR | 3,000 | 2,604 | |
BNP Paribas SA | 2.000% | 9/13/36 | GBP | 2,200 | 1,848 | |
Bouygues SA | 5.500% | 10/6/26 | GBP | 3,050 | 3,892 | |
Bouygues SA | 1.375% | 6/7/27 | EUR | 8,200 | 8,427 | |
Bouygues SA | 1.125% | 7/24/28 | EUR | 200 | 200 | |
Bouygues SA | 2.250% | 6/29/29 | EUR | 2,000 | 2,052 | |
Bouygues SA | 0.500% | 2/11/30 | EUR | 2,500 | 2,267 | |
Bouygues SA | 4.625% | 6/7/32 | EUR | 7,500 | 8,840 | |
Bouygues SA | 3.250% | 6/30/37 | EUR | 6,200 | 6,242 | |
Bouygues SA | 5.375% | 6/30/42 | EUR | 2,500 | 3,044 | |
BPCE SA | 1.000% | 7/15/24 | EUR | 4,200 | 4,480 | |
BPCE SA | 3.000% | 7/19/24 | EUR | 4,300 | 4,686 | |
BPCE SA | 0.625% | 9/26/24 | EUR | 12,000 | 12,628 | |
BPCE SA | 1.000% | 4/1/25 | EUR | 7,400 | 7,718 | |
BPCE SA | 0.625% | 4/28/25 | EUR | 11,300 | 11,702 | |
BPCE SA | 0.250% | 1/15/26 | EUR | 5,300 | 5,319 | |
BPCE SA | 1.375% | 12/23/26 | GBP | 3,600 | 3,944 | |
BPCE SA | 0.010% | 1/14/27 | EUR | 2,400 | 2,298 | |
BPCE SA | 0.500% | 2/24/27 | EUR | 400 | 386 | |
BPCE SA | 0.500% | 9/15/27 | EUR | 15,000 | 14,550 | |
BPCE SA | 0.500% | 1/14/28 | EUR | 3,500 | 3,353 | |
BPCE SA | 1.625% | 1/31/28 | EUR | 6,300 | 6,181 | |
BPCE SA | 4.500% | 4/26/28 | AUD | 9,640 | 5,880 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
BPCE SA | 5.250% | 4/16/29 | GBP | 1,500 | 1,763 | |
BPCE SA | 0.625% | 1/15/30 | EUR | 6,900 | 6,134 | |
BPCE SA | 0.250% | 1/14/31 | EUR | 32,600 | 27,094 | |
BPCE SA | 0.750% | 3/3/31 | EUR | 6,000 | 5,101 | |
BPCE SA | 1.100% | 12/16/31 | JPY | 400,000 | 2,869 | |
BPCE SA | 1.000% | 1/14/32 | EUR | 500 | 427 | |
BPCE SA | 2.250% | 3/2/32 | EUR | 8,500 | 8,304 | |
BPCE SA | 4.500% | 1/13/33 | EUR | �� 5,000 | 5,531 | |
BPCE SA | 1.750% | 2/2/34 | EUR | 4,500 | 4,020 | |
BPCE SA | 5.125% | 1/25/35 | EUR | 2,000 | 2,135 | |
BPCE SFH SA | 1.750% | 6/27/24 | EUR | 9,800 | 10,577 | |
BPCE SFH SA | 1.000% | 2/24/25 | EUR | 6,700 | 7,064 | |
BPCE SFH SA | 0.398% | 4/24/25 | EUR | 9,800 | 10,172 | |
BPCE SFH SA | 0.750% | 9/2/25 | EUR | 32,000 | 33,187 | |
BPCE SFH SA | 0.010% | 11/8/26 | EUR | 15,000 | 14,778 | |
BPCE SFH SA | 0.625% | 9/22/27 | EUR | 2,500 | 2,463 | |
BPCE SFH SA | 0.010% | 11/10/27 | EUR | 28,900 | 27,568 | |
BPCE SFH SA | 0.875% | 4/13/28 | EUR | 6,100 | 6,000 | |
BPCE SFH SA | 0.750% | 2/23/29 | EUR | 27,000 | 25,884 | |
BPCE SFH SA | 1.000% | 6/8/29 | EUR | 2,400 | 2,323 | |
BPCE SFH SA | 1.125% | 4/12/30 | EUR | 16,200 | 15,533 | |
BPCE SFH SA | 0.125% | 12/3/30 | EUR | 23,500 | 20,555 | |
BPCE SFH SA | 0.625% | 5/29/31 | EUR | 5,200 | 4,672 | |
4 | Caisse Centrale du Credit Immobilier de France SA | 0.050% | 3/25/25 | EUR | 5,000 | 5,200 |
Caisse de Refinancement de l'Habitat SA | 2.400% | 1/17/25 | EUR | 547 | 592 | |
Caisse de Refinancement de l'Habitat SA | 0.010% | 2/7/28 | EUR | 5,000 | 4,746 | |
Caisse de Refinancement de l'Habitat SA | 0.010% | 10/8/29 | EUR | 10,300 | 9,285 | |
Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 0.750% | 7/7/28 | EUR | 3,500 | 3,170 | |
Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 3.375% | 9/24/28 | EUR | 2,100 | 2,144 | |
Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 6.375% | Perpetual | EUR | 3,000 | 3,329 | |
Capgemini SE | 1.000% | 10/18/24 | EUR | 3,200 | 3,394 | |
Capgemini SE | 1.750% | 4/18/28 | EUR | 6,500 | 6,573 | |
Capgemini SE | 2.000% | 4/15/29 | EUR | 3,000 | 3,021 | |
Capgemini SE | 1.125% | 6/23/30 | EUR | 5,000 | 4,648 | |
Capgemini SE | 2.375% | 4/15/32 | EUR | 5,800 | 5,723 | |
Carmila SA | 2.125% | 3/7/28 | EUR | 1,600 | 1,561 | |
Carmila SA | 1.625% | 4/1/29 | EUR | 1,200 | 1,103 | |
Carrefour SA | 0.875% | 6/12/23 | EUR | 100 | 110 | |
Carrefour SA | 0.750% | 4/26/24 | EUR | 4,507 | 4,837 | |
Carrefour SA | 1.250% | 6/3/25 | EUR | 7,867 | 8,262 | |
Carrefour SA | 1.750% | 5/4/26 | EUR | 5,500 | 5,752 | |
Carrefour SA | 2.625% | 12/15/27 | EUR | 5,000 | 5,309 | |
Carrefour SA | 2.375% | 10/30/29 | EUR | 4,800 | 4,877 | |
Cie de Financement Foncier SA | 2.000% | 5/7/24 | EUR | 7,000 | 7,587 | |
Cie de Financement Foncier SA | 0.500% | 9/4/24 | EUR | 5,000 | 5,289 | |
Cie de Financement Foncier SA | 0.375% | 12/11/24 | EUR | 600 | 630 | |
Cie de Financement Foncier SA | 0.750% | 1/21/25 | EUR | 3,600 | 3,786 | |
Cie de Financement Foncier SA | 4.000% | 10/24/25 | EUR | 12,336 | 13,792 | |
Cie de Financement Foncier SA | 1.000% | 2/2/26 | EUR | 50 | 52 | |
Cie de Financement Foncier SA | 0.750% | 5/29/26 | EUR | 1,100 | 1,123 | |
Cie de Financement Foncier SA | 0.225% | 9/14/26 | EUR | 2,800 | 2,789 | |
Cie de Financement Foncier SA | 5.500% | 1/26/27 | GBP | 1,146 | 1,465 | |
Cie de Financement Foncier SA | 0.375% | 4/9/27 | EUR | 34,000 | 33,528 | |
Cie de Financement Foncier SA | 0.010% | 11/10/27 | EUR | 23,000 | 21,935 | |
Cie de Financement Foncier SA | 0.750% | 1/11/28 | EUR | 5,400 | 5,316 | |
Cie de Financement Foncier SA | 0.500% | 3/16/28 | EUR | 11,400 | 11,043 | |
Cie de Financement Foncier SA | 0.875% | 9/11/28 | EUR | 9,200 | 8,988 | |
Cie de Financement Foncier SA | 0.010% | 4/16/29 | EUR | 16,800 | 15,372 | |
Cie de Financement Foncier SA | 0.010% | 10/29/35 | EUR | 21,000 | 15,401 | |
Cie de Financement Foncier SA | 3.875% | 4/25/55 | EUR | 6,951 | 8,704 | |
Cie de Saint-Gobain | 1.000% | 3/17/25 | EUR | 3,400 | 3,590 | |
Cie de Saint-Gobain | 2.375% | 10/4/27 | EUR | 4,800 | 5,077 | |
Cie de Saint-Gobain | 1.875% | 9/21/28 | EUR | 9,700 | 9,887 | |
Cie de Saint-Gobain | 1.875% | 3/15/31 | EUR | 2,700 | 2,606 | |
Cie de Saint-Gobain | 2.625% | 8/10/32 | EUR | 2,100 | 2,125 | |
Cie Financiere et Industrielle des Autoroutes SA | 0.375% | 2/7/25 | EUR | 3,900 | 4,074 | |
Cie Generale des Etablissements Michelin SCA | 0.000% | 11/2/28 | EUR | 7,700 | 7,151 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Cie Generale des Etablissements Michelin SCA | 0.250% | 11/2/32 | EUR | 4,000 | 3,390 | |
Cie Generale des Etablissements Michelin SCA | 2.500% | 9/3/38 | EUR | 2,500 | 2,451 | |
CNP Assurances | 4.250% | 6/5/45 | EUR | 5,000 | 5,345 | |
CNP Assurances | 4.500% | 6/10/47 | EUR | 3,800 | 4,077 | |
CNP Assurances | 4.000% | Perpetual | EUR | 3,000 | 3,208 | |
CNP Assurances | 2.000% | 7/27/50 | EUR | 1,000 | 882 | |
CNP Assurances | 2.500% | 6/30/51 | EUR | 3,400 | 2,995 | |
CNP Assurances | 5.250% | 7/18/53 | EUR | 5,000 | 5,236 | |
Coentreprise de Transport d'Electricite SA | 2.125% | 7/29/32 | EUR | 8,000 | 7,619 | |
Covivio | 1.875% | 5/20/26 | EUR | 100 | 103 | |
Covivio | 1.500% | 6/21/27 | EUR | 2,000 | 1,966 | |
Covivio | 2.375% | 2/20/28 | EUR | 100 | 99 | |
Covivio | 1.625% | 6/23/30 | EUR | 6,800 | 6,242 | |
Covivio Hotels SACA | 1.875% | 9/24/25 | EUR | 500 | 511 | |
Covivio Hotels SACA | 1.000% | 7/27/29 | EUR | 5,400 | 4,738 | |
Credit Agricole Assurances SA | 4.250% | Perpetual | EUR | 8,200 | 8,781 | |
Credit Agricole Assurances SA | 2.000% | 7/17/30 | EUR | 3,200 | 2,866 | |
Credit Agricole Assurances SA | 1.500% | 10/6/31 | EUR | 6,200 | 5,219 | |
Credit Agricole Assurances SA | 2.625% | 1/29/48 | EUR | 4,000 | 3,850 | |
Credit Agricole Assurances SA | 4.750% | 9/27/48 | EUR | 2,400 | 2,529 | |
Credit Agricole Assurances SA | 4.500% | Perpetual | EUR | 2,700 | 2,891 | |
Credit Agricole Home Loan SFH SA | 0.375% | 9/30/24 | EUR | 2,500 | 2,635 | |
Credit Agricole Home Loan SFH SA | 0.500% | 4/3/25 | EUR | 2,500 | 2,605 | |
Credit Agricole Home Loan SFH SA | 4.000% | 7/16/25 | EUR | 1,000 | 1,116 | |
Credit Agricole Home Loan SFH SA | 0.500% | 2/19/26 | EUR | 600 | 612 | |
Credit Agricole Home Loan SFH SA | 3.250% | 9/28/26 | EUR | 25,600 | 28,229 | |
Credit Agricole Home Loan SFH SA | 0.750% | 5/5/27 | EUR | 17,600 | 17,592 | |
Credit Agricole Home Loan SFH SA | 0.875% | 8/31/27 | EUR | 5,500 | 5,488 | |
Credit Agricole Home Loan SFH SA | 0.875% | 8/11/28 | EUR | 7,400 | 7,236 | |
Credit Agricole Home Loan SFH SA | 1.000% | 1/16/29 | EUR | 7,400 | 7,227 | |
Credit Agricole Home Loan SFH SA | 0.050% | 12/6/29 | EUR | 5,000 | 4,486 | |
Credit Agricole Home Loan SFH SA | 1.625% | 5/31/30 | EUR | 9,000 | 8,923 | |
Credit Agricole Home Loan SFH SA | 1.250% | 3/24/31 | EUR | 8,900 | 8,468 | |
Credit Agricole Home Loan SFH SA | 0.010% | 11/3/31 | EUR | 5,000 | 4,204 | |
Credit Agricole Home Loan SFH SA | 1.375% | 2/3/32 | EUR | 10,300 | 9,761 | |
Credit Agricole Home Loan SFH SA | 0.875% | 5/6/34 | EUR | 9,900 | 8,492 | |
Credit Agricole Home Loan SFH SA | 1.500% | 9/28/38 | EUR | 2,500 | 2,136 | |
Credit Agricole Public Sector SCF SA | 0.500% | 10/10/25 | EUR | 10,600 | 10,900 | |
Credit Agricole Public Sector SCF SA | 0.250% | 10/31/26 | EUR | 13,970 | 13,880 | |
Credit Agricole Public Sector SCF SA | 0.875% | 8/2/27 | EUR | 20,257 | 20,249 | |
Credit Agricole Public Sector SCF SA | 0.010% | 9/13/28 | EUR | 5,000 | 4,656 | |
Credit Agricole Public Sector SCF SA | 0.625% | 3/29/29 | EUR | 6,900 | 6,558 | |
Credit Agricole SA | 2.375% | 5/20/24 | EUR | 6,900 | 7,499 | |
Credit Agricole SA | 0.500% | 6/24/24 | EUR | 3,000 | 3,185 | |
Credit Agricole SA | 1.000% | 9/16/24 | EUR | 1,000 | 1,060 | |
Credit Agricole SA | 3.125% | 2/5/26 | EUR | 2,100 | 2,274 | |
Credit Agricole SA | 1.000% | 4/22/26 | EUR | 14,300 | 14,825 | |
Credit Agricole SA | 1.875% | 12/20/26 | EUR | 5,000 | 5,141 | |
Credit Agricole SA | 2.625% | 3/17/27 | EUR | 9,771 | 10,144 | |
Credit Agricole SA | 1.375% | 5/3/27 | EUR | 500 | 503 | |
Credit Agricole SA | 0.514% | 7/6/27 | JPY | 1,100,000 | 7,843 | |
Credit Agricole SA | 5.750% | 11/29/27 | GBP | 3,000 | 3,760 | |
Credit Agricole SA | 0.375% | 4/20/28 | EUR | 6,200 | 5,720 | |
Credit Agricole SA | 1.750% | 3/5/29 | EUR | 11,000 | 10,620 | |
Credit Agricole SA | 2.000% | 3/25/29 | EUR | 6,600 | 6,238 | |
Credit Agricole SA | 1.000% | 7/3/29 | EUR | 7,700 | 7,227 | |
Credit Agricole SA | 2.500% | 8/29/29 | EUR | 12,000 | 12,295 | |
Credit Agricole SA | 0.500% | 9/21/29 | EUR | 16,400 | 14,931 | |
Credit Agricole SA | 1.625% | 6/5/30 | EUR | 9,500 | 9,720 | |
Credit Agricole SA | 0.875% | 1/14/32 | EUR | 3,600 | 3,059 | |
Credit Agricole SA | 4.000% | 1/18/33 | EUR | 3,000 | 3,332 | |
Credit Agricole SA | 2.500% | 4/22/34 | EUR | 4,000 | 3,826 | |
Credit Agricole SA | 3.875% | 11/28/34 | EUR | 12,000 | 13,157 | |
Credit Mutuel Arkea SA | 1.250% | 5/31/24 | EUR | 10,600 | 11,360 | |
Credit Mutuel Arkea SA | 0.875% | 5/7/27 | EUR | 6,000 | 5,863 | |
Credit Mutuel Arkea SA | 0.375% | 10/3/28 | EUR | 10,100 | 9,219 | |
Credit Mutuel Arkea SA | 3.500% | 2/9/29 | EUR | 9,700 | 9,976 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Credit Mutuel Arkea SA | 1.125% | 5/23/29 | EUR | 1,200 | 1,114 | |
Credit Mutuel Arkea SA | 0.750% | 1/18/30 | EUR | 5,000 | 4,442 | |
Credit Mutuel Arkea SA | 0.875% | 10/25/31 | EUR | 4,300 | 3,642 | |
Credit Mutuel Home Loan SFH SA | 1.750% | 6/19/24 | EUR | 5,000 | 5,393 | |
Credit Mutuel Home Loan SFH SA | 0.625% | 2/10/25 | EUR | 1,200 | 1,257 | |
Credit Mutuel Home Loan SFH SA | 0.625% | 2/2/26 | EUR | 2,500 | 2,561 | |
Credit Mutuel Home Loan SFH SA | 0.875% | 4/7/26 | EUR | 316 | 324 | |
Credit Mutuel Home Loan SFH SA | 0.625% | 3/4/27 | EUR | 26,500 | 26,475 | |
Credit Mutuel Home Loan SFH SA | 0.750% | 9/15/27 | EUR | 6,200 | 6,148 | |
Credit Mutuel Home Loan SFH SA | 1.000% | 4/30/28 | EUR | 15,000 | 14,856 | |
Credit Mutuel Home Loan SFH SA | 0.010% | 7/20/28 | EUR | 10,800 | 10,095 | |
Credit Mutuel Home Loan SFH SA | 1.000% | 1/30/29 | EUR | 2,900 | 2,830 | |
Danone SA | 2.600% | 6/28/23 | EUR | 2,900 | 3,192 | |
Danone SA | 1.250% | 5/30/24 | EUR | 200 | 216 | |
Danone SA | 0.709% | 11/3/24 | EUR | 6,700 | 7,119 | |
Danone SA | 1.125% | 1/14/25 | EUR | 5,000 | 5,321 | |
Danone SA | 0.000% | 12/1/25 | EUR | 5,000 | 5,079 | |
Danone SA | 0.571% | 3/17/27 | EUR | 9,000 | 9,053 | |
Danone SA | 0.395% | 6/10/29 | EUR | 700 | 651 | |
Danone SA | 0.520% | 11/9/30 | EUR | 4,000 | 3,606 | |
Dassault Systemes SE | 0.125% | 9/16/26 | EUR | 2,500 | 2,483 | |
Dassault Systemes SE | 0.375% | 9/16/29 | EUR | 5,000 | 4,613 | |
5 | Dexia Credit Local SA | 1.250% | 11/26/24 | EUR | 8,400 | 8,944 |
5 | Dexia Credit Local SA | 0.500% | 1/17/25 | EUR | 12,300 | 12,897 |
5 | Dexia Credit Local SA | 2.125% | 2/12/25 | GBP | 1,500 | 1,796 |
5 | Dexia Credit Local SA | 1.250% | 7/21/25 | GBP | 5,000 | 5,834 |
5 | Dexia Credit Local SA | 0.625% | 1/17/26 | EUR | 4,500 | 4,623 |
5 | Dexia Credit Local SA | 0.250% | 12/10/26 | GBP | 10,000 | 10,766 |
5 | Dexia Credit Local SA | 0.010% | 1/22/27 | EUR | 5,000 | 4,907 |
5 | Dexia Credit Local SA | 1.000% | 10/18/27 | EUR | 5,950 | 5,989 |
5 | Dexia Credit Local SA | 0.000% | 1/21/28 | EUR | 6,100 | 5,814 |
Edenred | 1.375% | 3/10/25 | EUR | 300 | 318 | |
Edenred | 1.375% | 6/18/29 | EUR | 3,000 | 2,948 | |
Electricite de France SA | 4.625% | 9/11/24 | EUR | 10,250 | 11,460 | |
Electricite de France SA | 0.300% | 10/14/24 | CHF | 5,465 | 5,944 | |
Electricite de France SA | 4.000% | 11/12/25 | EUR | 6,200 | 6,901 | |
Electricite de France SA | 1.000% | 10/13/26 | EUR | 8,000 | 8,138 | |
Electricite de France SA | 4.125% | 3/25/27 | EUR | 1,600 | 1,792 | |
Electricite de France SA | 4.375% | 10/12/29 | EUR | 13,500 | 15,077 | |
Electricite de France SA | 2.000% | 10/2/30 | EUR | 1,000 | 958 | |
Electricite de France SA | 5.875% | 7/18/31 | GBP | 1,512 | 1,898 | |
Electricite de France SA | 1.000% | 11/29/33 | EUR | 9,900 | 7,808 | |
Electricite de France SA | 6.125% | 6/2/34 | GBP | 10,550 | 13,403 | |
Electricite de France SA | 4.750% | 10/12/34 | EUR | 6,800 | 7,545 | |
Electricite de France SA | 5.500% | 1/25/35 | GBP | 700 | 829 | |
Electricite de France SA | 1.875% | 10/13/36 | EUR | 7,300 | 5,886 | |
Electricite de France SA | 5.500% | 3/27/37 | GBP | 6,800 | 7,960 | |
Electricite de France SA | 4.500% | 11/12/40 | EUR | 2,000 | 2,151 | |
Electricite de France SA | 5.500% | 10/17/41 | GBP | 6,600 | 7,499 | |
Electricite de France SA | 4.625% | 1/25/43 | EUR | 500 | 520 | |
Electricite de France SA | ���2.000% | 12/9/49 | EUR | 7,700 | 5,050 | |
Electricite de France SA | 5.125% | 9/22/50 | GBP | 150 | 157 | |
Electricite de France SA | 6.000% | 1/23/14 | GBP | 5,900 | 6,655 | |
ELO SACA | 2.375% | 4/25/25 | EUR | 4,000 | 4,252 | |
Engie SA | 0.875% | 9/19/25 | EUR | 6,700 | 6,959 | |
Engie SA | 1.000% | 3/13/26 | EUR | 1,500 | 1,545 | |
Engie SA | 2.375% | 5/19/26 | EUR | 100 | 107 | |
Engie SA | 0.375% | 6/11/27 | EUR | 8,200 | 8,018 | |
Engie SA | 1.750% | 3/27/28 | EUR | 8,500 | 8,671 | |
Engie SA | 1.375% | 6/22/28 | EUR | 12,000 | 11,956 | |
Engie SA | 7.000% | 10/30/28 | GBP | 4,000 | 5,461 | |
Engie SA | 3.500% | 9/27/29 | EUR | 2,800 | 3,081 | |
Engie SA | 0.375% | 10/26/29 | EUR | 1,000 | 902 | |
Engie SA | 3.625% | 1/11/30 | EUR | 3,500 | 3,852 | |
Engie SA | 2.125% | 3/30/32 | EUR | 6,400 | 6,223 | |
Engie SA | 1.875% | 9/19/33 | EUR | 2,700 | 2,484 | |
Engie SA | 4.000% | 1/11/35 | EUR | 1,000 | 1,097 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Engie SA | 1.500% | 3/13/35 | EUR | 10,900 | 9,141 | |
Engie SA | 1.000% | 10/26/36 | EUR | 6,000 | 4,536 | |
Engie SA | 2.000% | 9/28/37 | EUR | 4,100 | 3,470 | |
Engie SA | 1.375% | 6/21/39 | EUR | 3,200 | 2,373 | |
Engie SA | 1.250% | 10/24/41 | EUR | 4,400 | 2,999 | |
Engie SA | 4.250% | 1/11/43 | EUR | 2,000 | 2,186 | |
Engie SA | 3.875% | Perpetual | EUR | 4,400 | 4,799 | |
Engie SA | 5.000% | 10/1/60 | GBP | 3,500 | 4,043 | |
Engie SA | 1.500% | Perpetual | EUR | 500 | 448 | |
Engie SA | 1.625% | Perpetual | EUR | 4,700 | 4,770 | |
Engie SA | 5.950% | 3/16/11 | EUR | 1,547 | 1,943 | |
EssilorLuxottica SA | 0.125% | 5/27/25 | EUR | 5,000 | 5,159 | |
EssilorLuxottica SA | 0.500% | 6/5/28 | EUR | 9,800 | 9,546 | |
Eutelsat SA | 2.000% | 10/2/25 | EUR | 2,000 | 2,037 | |
Eutelsat SA | 2.250% | 7/13/27 | EUR | 500 | 489 | |
Eutelsat SA | 1.500% | 10/13/28 | EUR | 600 | 518 | |
Gecina SA | 1.500% | 1/20/25 | EUR | 1,600 | 1,696 | |
Gecina SA | 1.375% | 1/26/28 | EUR | 800 | 798 | |
Gecina SA | 1.000% | 1/30/29 | EUR | 1,200 | 1,128 | |
Gecina SA | 1.625% | 3/14/30 | EUR | 4,000 | 3,782 | |
Gecina SA | 0.875% | 1/25/33 | EUR | 3,600 | 2,971 | |
Gecina SA | 0.875% | 6/30/36 | EUR | 4,200 | 3,080 | |
GELF Bond Issuer I SA | 1.625% | 10/20/26 | EUR | 1,000 | 979 | |
GELF Bond Issuer I SA | 1.125% | 7/18/29 | EUR | 2,096 | 1,801 | |
Groupe des Assurances du Credit Mutuel SADIR | 1.850% | 4/21/42 | EUR | 2,800 | 2,257 | |
Holding d'Infrastructures de Transport SASU | 2.250% | 3/24/25 | EUR | 2,200 | 2,362 | |
Holding d'Infrastructures de Transport SASU | 1.625% | 11/27/27 | EUR | 7,500 | 7,418 | |
Holding d'Infrastructures de Transport SASU | 1.625% | 9/18/29 | EUR | 3,000 | 2,825 | |
Holding d'Infrastructures de Transport SASU | 1.475% | 1/18/31 | EUR | 4,100 | 3,647 | |
Holding d'Infrastructures des Metiers de l'Environnement | 0.125% | 9/16/25 | EUR | 5,230 | 5,206 | |
Holding d'Infrastructures des Metiers de l'Environnement | 0.625% | 9/16/28 | EUR | 15,155 | 13,636 | |
HSBC Continental Europe SA | 0.250% | 5/17/24 | EUR | 1,500 | 1,591 | |
HSBC Continental Europe SA | 0.100% | 9/3/27 | EUR | 5,000 | 4,757 | |
HSBC SFH France SA | 2.500% | 6/28/28 | EUR | 8,800 | 9,352 | |
ICADE | 1.125% | 11/17/25 | EUR | 5,600 | 5,767 | |
ICADE | 1.625% | 2/28/28 | EUR | 300 | 293 | |
ICADE | 1.000% | 1/19/30 | EUR | 1,800 | 1,590 | |
ICADE | 0.625% | 1/18/31 | EUR | 5,100 | 4,155 | |
Icade Sante SAS | 0.875% | 11/4/29 | EUR | 8,400 | 7,419 | |
Imerys SA | 2.000% | 12/10/24 | EUR | 300 | 321 | |
Imerys SA | 1.500% | 1/15/27 | EUR | 5,500 | 5,545 | |
Imerys SA | 1.000% | 7/15/31 | EUR | 500 | 413 | |
Indigo Group SAS | 1.625% | 4/19/28 | EUR | 100 | 97 | |
In'li SA | 1.125% | 7/2/29 | EUR | 900 | 800 | |
JCDecaux SA | 2.625% | 4/24/28 | EUR | 2,500 | 2,561 | |
JCDecaux SA | 1.625% | 2/7/30 | EUR | 1,100 | 1,000 | |
Kering SA | 1.250% | 5/10/26 | EUR | 4,700 | 4,895 | |
Klepierre SA | 1.375% | 2/16/27 | EUR | 5,500 | 5,547 | |
Klepierre SA | 0.625% | 7/1/30 | EUR | 5,200 | 4,387 | |
Klepierre SA | 0.875% | 2/17/31 | EUR | 2,100 | 1,743 | |
Klepierre SA | 1.250% | 9/29/31 | EUR | 100 | 84 | |
Klepierre SA | 1.625% | 12/13/32 | EUR | 1,500 | 1,270 | |
La Banque Postale Home Loan SFH SA | 0.625% | 6/23/27 | EUR | 6,150 | 6,111 | |
La Banque Postale Home Loan SFH SA | 0.875% | 2/7/28 | EUR | 4,500 | 4,457 | |
La Banque Postale Home Loan SFH SA | 1.000% | 10/4/28 | EUR | 2,500 | 2,462 | |
La Banque Postale Home Loan SFH SA | 0.010% | 10/22/29 | EUR | 27,000 | 24,326 | |
La Banque Postale SA | 1.000% | 10/16/24 | EUR | 2,500 | 2,643 | |
La Banque Postale SA | 0.500% | 6/17/26 | EUR | 1,000 | 1,019 | |
La Banque Postale SA | 3.000% | 6/9/28 | EUR | 4,000 | 4,062 | |
La Banque Postale SA | 2.000% | 7/13/28 | EUR | 4,800 | 4,761 | |
La Banque Postale SA | 1.375% | 4/24/29 | EUR | 1,800 | 1,696 | |
La Banque Postale SA | 0.875% | 1/26/31 | EUR | 2,700 | 2,626 | |
La Banque Postale SA | 0.750% | 6/23/31 | EUR | 10,000 | 8,401 | |
La Banque Postale SA | 0.750% | 8/2/32 | EUR | 3,500 | 3,145 | |
La Mondiale SAM | 5.050% | Perpetual | EUR | 3,369 | 3,642 | |
La Poste SA | 2.750% | 11/26/24 | EUR | 2,200 | 2,392 | |
La Poste SA | 1.125% | 6/4/25 | EUR | 5,000 | 5,239 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
La Poste SA | 0.625% | 10/21/26 | EUR | 4,800 | 4,788 | |
La Poste SA | 0.375% | 9/17/27 | EUR | 9,700 | 9,355 | |
La Poste SA | 1.450% | 11/30/28 | EUR | 1,100 | 1,087 | |
La Poste SA | 0.000% | 7/18/29 | EUR | 5,800 | 5,104 | |
La Poste SA | 1.375% | 4/21/32 | EUR | 20,800 | 18,933 | |
Legrand SA | 0.750% | 7/6/24 | EUR | 100 | 107 | |
Legrand SA | 0.750% | 5/20/30 | EUR | 8,500 | 7,937 | |
Legrand SA | 0.375% | 10/6/31 | EUR | 800 | 700 | |
Legrand SA | 1.875% | 7/6/32 | EUR | 600 | 587 | |
LVMH Moet Hennessy Louis Vuitton SE | 0.750% | 5/26/24 | EUR | 5,411 | 5,819 | |
LVMH Moet Hennessy Louis Vuitton SE | 0.000% | 2/11/26 | EUR | 9,300 | 9,403 | |
LVMH Moet Hennessy Louis Vuitton SE | 1.125% | 2/11/27 | GBP | 7,600 | 8,435 | |
LVMH Moet Hennessy Louis Vuitton SE | 0.125% | 2/11/28 | EUR | 5,000 | 4,822 | |
LVMH Moet Hennessy Louis Vuitton SE | 0.375% | 2/11/31 | EUR | 7,400 | 6,679 | |
Mercialys SA | 2.500% | 2/28/29 | EUR | 1,600 | 1,411 | |
MMS USA Investments Inc. | 0.625% | 6/13/25 | EUR | 3,000 | 3,107 | |
MMS USA Investments Inc. | 1.250% | 6/13/28 | EUR | 12,100 | 11,982 | |
MMS USA Investments Inc. | 1.750% | 6/13/31 | EUR | 1,300 | 1,244 | |
Nerval SAS | 2.875% | 4/14/32 | EUR | 3,100 | 2,829 | |
Orange SA | 3.125% | 1/9/24 | EUR | 200 | 220 | |
Orange SA | 1.125% | 7/15/24 | EUR | 4,800 | 5,149 | |
Orange SA | 1.000% | 5/12/25 | EUR | 5,000 | 5,263 | |
Orange SA | 1.000% | 9/12/25 | EUR | 6,700 | 7,008 | |
Orange SA | 5.250% | 12/5/25 | GBP | 674 | 853 | |
Orange SA | 0.000% | 6/29/26 | EUR | 3,000 | 2,978 | |
Orange SA | 0.000% | 9/4/26 | EUR | 3,000 | 2,961 | |
Orange SA | 0.875% | 2/3/27 | EUR | 600 | 607 | |
Orange SA | 1.250% | 7/7/27 | EUR | 4,000 | 4,069 | |
Orange SA | 1.375% | 3/20/28 | EUR | 17,800 | 17,984 | |
Orange SA | 8.125% | 11/20/28 | GBP | 3,184 | 4,603 | |
Orange SA | 2.000% | 1/15/29 | EUR | 200 | 206 | |
Orange SA | 1.375% | 1/16/30 | EUR | 1,300 | 1,261 | |
Orange SA | 1.875% | 9/12/30 | EUR | 14,400 | 14,332 | |
Orange SA | 3.250% | 1/15/32 | GBP | 10,500 | 11,615 | |
Orange SA | 1.625% | 4/7/32 | EUR | 7,300 | 6,958 | |
Orange SA | 2.375% | 5/18/32 | EUR | 5,000 | 5,076 | |
Orange SA | 0.500% | 9/4/32 | EUR | 5,500 | 4,675 | |
Orange SA | 8.125% | 1/28/33 | EUR | 238 | 357 | |
Orange SA | 0.625% | 12/16/33 | EUR | 9,500 | 7,856 | |
Orange SA | 5.625% | 1/23/34 | GBP | 1,900 | 2,505 | |
Orange SA | 0.750% | 6/29/34 | EUR | 2,000 | 1,628 | |
Orange SA | 5.000% | Perpetual | EUR | 6,529 | 7,176 | |
Orange SA | 1.375% | Perpetual | EUR | 1,600 | 1,413 | |
Orange SA | 1.750% | Perpetual | EUR | 3,200 | 2,958 | |
Orange SA | 2.375% | Perpetual | EUR | 6,000 | 6,273 | |
Orano SA | 3.375% | 4/23/26 | EUR | 8,000 | 8,580 | |
Pernod Ricard SA | 1.125% | 4/7/25 | EUR | 400 | 422 | |
Pernod Ricard SA | 1.500% | 5/18/26 | EUR | 1,500 | 1,567 | |
Pernod Ricard SA | 0.125% | 10/4/29 | EUR | 7,000 | 6,315 | |
Pernod Ricard SA | 1.750% | 4/8/30 | EUR | 100 | 99 | |
Pernod Ricard SA | 0.875% | 10/24/31 | EUR | 5,000 | 4,510 | |
PSA Banque France SA | 0.625% | 6/21/24 | EUR | 3,000 | 3,190 | |
PSA Tresorerie GIE | 6.000% | 9/19/33 | EUR | 1,926 | 2,414 | |
RCI Banque SA | 1.625% | 4/11/25 | EUR | 9,826 | 10,329 | |
RCI Banque SA | 4.125% | 12/1/25 | EUR | 1,000 | 1,101 | |
RCI Banque SA | 1.750% | 4/10/26 | EUR | 7,110 | 7,274 | |
RCI Banque SA | 1.625% | 5/26/26 | EUR | 3,634 | 3,687 | |
RCI Banque SA | 4.875% | 9/21/28 | EUR | 5,000 | 5,509 | |
RTE Reseau de Transport d'Electricite SADIR | 1.625% | 11/27/25 | EUR | 6,400 | 6,745 | |
RTE Reseau de Transport d'Electricite SADIR | 0.000% | 9/9/27 | EUR | 15,900 | 15,223 | |
RTE Reseau de Transport d'Electricite SADIR | 2.750% | 6/20/29 | EUR | 1,000 | 1,067 | |
RTE Reseau de Transport d'Electricite SADIR | 1.500% | 9/27/30 | EUR | 2,500 | 2,392 | |
RTE Reseau de Transport d'Electricite SADIR | 2.000% | 4/18/36 | EUR | 2,500 | 2,290 | |
RTE Reseau de Transport d'Electricite SADIR | 1.875% | 10/23/37 | EUR | 3,000 | 2,618 | |
RTE Reseau de Transport d'Electricite SADIR | 1.125% | 7/8/40 | EUR | 8,800 | 6,575 | |
Safran SA | 0.125% | 3/16/26 | EUR | 1,800 | 1,815 | |
Safran SA | 0.950% | 10/19/28 | EUR | 1,000 | 951 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
SCOR SE | 3.000% | 6/8/46 | EUR | 9,000 | 9,128 | |
SCOR SE | 3.625% | 5/27/48 | EUR | 3,600 | 3,612 | |
SCOR SE | 1.375% | 9/17/51 | EUR | 3,300 | 2,589 | |
Societe Fonciere Lyonnaise SA | 1.500% | 6/5/27 | EUR | 3,000 | 3,028 | |
Societe Fonciere Lyonnaise SA | 0.500% | 4/21/28 | EUR | 1,900 | 1,770 | |
Societe Generale SA | 1.125% | 1/23/25 | EUR | 5,700 | 5,991 | |
Societe Generale SA | 1.125% | 4/21/26 | EUR | 9,000 | 9,317 | |
Societe Generale SA | 0.125% | 11/17/26 | EUR | 4,000 | 4,002 | |
Societe Generale SA | 0.750% | 1/25/27 | EUR | 11,500 | 11,201 | |
Societe Generale SA | 0.847% | 5/26/27 | JPY | 1,000,000 | 7,021 | |
Societe Generale SA | 0.250% | 7/8/27 | EUR | 4,500 | 4,262 | |
Societe Generale SA | 1.250% | 12/7/27 | GBP | 5,300 | 5,481 | |
Societe Generale SA | 2.125% | 9/27/28 | EUR | 7,400 | 7,300 | |
Societe Generale SA | 1.750% | 3/22/29 | EUR | 5,500 | 5,236 | |
Societe Generale SA | 0.500% | 6/12/29 | EUR | 16,900 | 15,223 | |
Societe Generale SA | 1.250% | 6/12/30 | EUR | 4,000 | 3,556 | |
Societe Generale SA | 1.000% | 11/24/30 | EUR | 10,000 | 9,701 | |
Societe Generale SA | 4.250% | 12/6/30 | EUR | 11,000 | 11,805 | |
Societe Generale SA | 1.125% | 6/30/31 | EUR | 2,500 | 2,370 | |
Societe Generale SA | 5.250% | 9/6/32 | EUR | 1,000 | 1,085 | |
Societe Generale SA | 4.250% | 11/16/32 | EUR | 4,000 | 4,469 | |
Societe Generale SFH SA | 0.500% | 1/30/25 | EUR | 4,500 | 4,709 | |
Societe Generale SFH SA | 0.500% | 1/28/26 | EUR | 5,500 | 5,620 | |
Societe Generale SFH SA | 0.750% | 1/19/28 | EUR | 5,000 | 4,926 | |
Societe Generale SFH SA | 1.375% | 5/5/28 | EUR | 12,500 | 12,634 | |
Societe Generale SFH SA | 0.125% | 2/2/29 | EUR | 25,100 | 23,269 | |
Societe Generale SFH SA | 0.010% | 2/11/30 | EUR | 1,800 | 1,602 | |
Societe Generale SFH SA | 0.010% | 2/5/31 | EUR | 40,500 | 34,940 | |
Sodexo SA | 0.750% | 4/27/25 | EUR | 9,086 | 9,478 | |
Sodexo SA | 2.500% | 6/24/26 | EUR | 217 | 233 | |
Sodexo SA | 0.750% | 4/14/27 | EUR | 4,086 | 4,120 | |
Sodexo SA | 1.750% | 6/26/28 | GBP | 3,910 | 4,201 | |
Sodexo SA | 1.000% | 4/27/29 | EUR | 3,300 | 3,190 | |
Suez SA | 5.500% | 7/22/24 | EUR | 2,400 | 2,698 | |
Suez SA | 1.000% | 4/3/25 | EUR | 5,100 | 5,355 | |
Suez SA | 1.750% | 9/10/25 | EUR | 200 | 212 | |
Suez SA | 1.250% | 4/2/27 | EUR | 9,800 | 9,914 | |
Suez SA | 1.500% | 4/3/29 | EUR | 1,100 | 1,080 | |
Suez SA | 1.625% | 9/17/30 | EUR | 200 | 193 | |
Suez SA | 5.375% | 12/2/30 | GBP | 500 | 640 | |
Suez SACA | 2.375% | 5/24/30 | EUR | 2,000 | 1,965 | |
Suez SACA | 5.000% | 11/3/32 | EUR | 1,400 | 1,632 | |
Suez SACA | 2.875% | 5/24/34 | EUR | 1,100 | 1,063 | |
TDF Infrastructure SAS | 2.500% | 4/7/26 | EUR | 400 | 419 | |
TDF Infrastructure SAS | 1.750% | 12/1/29 | EUR | 3,200 | 2,821 | |
Terega SA | 0.625% | 2/27/28 | EUR | 1,000 | 942 | |
Terega SA | 0.875% | 9/17/30 | EUR | 2,500 | 2,199 | |
Thales SA | 0.000% | 3/26/26 | EUR | 3,000 | 2,993 | |
TotalEnergies Capital Canada Ltd. | 2.125% | 9/18/29 | EUR | 7,700 | 7,891 | |
TotalEnergies Capital International SA | 0.625% | 10/4/24 | EUR | 5,800 | 6,171 | |
TotalEnergies Capital International SA | 1.375% | 3/19/25 | EUR | 6,700 | 7,150 | |
TotalEnergies Capital International SA | 1.750% | 7/7/25 | GBP | 4,517 | 5,354 | |
TotalEnergies Capital International SA | 2.875% | 11/19/25 | EUR | 4,000 | 4,388 | |
TotalEnergies Capital International SA | 2.500% | 3/25/26 | EUR | 2,200 | 2,380 | |
TotalEnergies Capital International SA | 1.491% | 4/8/27 | EUR | 7,000 | 7,212 | |
TotalEnergies Capital International SA | 0.696% | 5/31/28 | EUR | 11,000 | 10,653 | |
TotalEnergies Capital International SA | 1.491% | 9/4/30 | EUR | 500 | 485 | |
TotalEnergies Capital International SA | 0.952% | 5/18/31 | EUR | 3,000 | 2,736 | |
TotalEnergies Capital International SA | 1.994% | 4/8/32 | EUR | 5,200 | 5,074 | |
TotalEnergies Capital International SA | 1.618% | 5/18/40 | EUR | 6,000 | 4,761 | |
TotalEnergies SE | 2.625% | Perpetual | EUR | 11,142 | 11,591 | |
TotalEnergies SE | 3.369% | Perpetual | EUR | 3,550 | 3,701 | |
TotalEnergies SE | 1.625% | Perpetual | EUR | 8,684 | 7,898 | |
TotalEnergies SE | 2.000% | Perpetual | EUR | 4,691 | 3,981 | |
TotalEnergies SE | 2.125% | Perpetual | EUR | 7,781 | 6,150 | |
TotalEnergies SE | 3.250% | Perpetual | EUR | 2,000 | 1,620 | |
UMG Groupe VYV | 1.625% | 7/2/29 | EUR | 2,000 | 1,846 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Unibail-Rodamco-Westfield SE | 1.000% | 3/14/25 | EUR | 4,913 | 5,115 | |
Unibail-Rodamco-Westfield SE | 1.125% | 9/15/25 | EUR | 5,700 | 5,836 | |
Unibail-Rodamco-Westfield SE | 1.375% | 3/9/26 | EUR | 213 | 217 | |
Unibail-Rodamco-Westfield SE | 2.500% | 6/4/26 | EUR | 100 | 104 | |
Unibail-Rodamco-Westfield SE | 1.000% | 2/27/27 | EUR | 1,700 | 1,648 | |
Unibail-Rodamco-Westfield SE | 0.625% | 5/4/27 | EUR | 14,800 | 13,936 | |
Unibail-Rodamco-Westfield SE | 0.750% | 10/25/28 | EUR | 2,100 | 1,874 | |
Unibail-Rodamco-Westfield SE | 1.500% | 5/29/29 | EUR | 100 | 91 | |
Unibail-Rodamco-Westfield SE | 2.625% | 4/9/30 | EUR | 3,000 | 2,895 | |
Unibail-Rodamco-Westfield SE | 1.375% | 4/15/30 | EUR | 4,685 | 4,160 | |
Unibail-Rodamco-Westfield SE | 1.875% | 1/15/31 | EUR | 11,000 | 9,970 | |
Unibail-Rodamco-Westfield SE | 1.375% | 12/4/31 | EUR | 4,100 | 3,404 | |
Unibail-Rodamco-Westfield SE | 0.875% | 3/29/32 | EUR | 9,200 | 7,130 | |
Unibail-Rodamco-Westfield SE | 2.000% | 6/29/32 | EUR | 1,400 | 1,199 | |
Unibail-Rodamco-Westfield SE | 1.375% | 5/25/33 | EUR | 800 | 639 | |
Unibail-Rodamco-Westfield SE | 2.000% | 4/28/36 | EUR | 687 | 565 | |
Unibail-Rodamco-Westfield SE | 2.250% | 5/14/38 | EUR | 400 | 316 | |
Unibail-Rodamco-Westfield SE | 1.750% | 7/1/49 | EUR | 2,000 | 1,250 | |
Unibail-Rodamco-Westfield SE | 2.875% | Perpetual | EUR | �� 300 | 263 | |
Veolia Environnement SA | 0.000% | 6/9/26 | EUR | 1,000 | 993 | |
Veolia Environnement SA | 4.625% | 3/30/27 | EUR | 4,900 | 5,626 | |
Veolia Environnement SA | 1.590% | 1/10/28 | EUR | 3,100 | 3,145 | |
Veolia Environnement SA | 1.250% | 4/15/28 | EUR | 4,900 | 4,871 | |
Veolia Environnement SA | 0.927% | 1/4/29 | EUR | 2,500 | 2,380 | |
Veolia Environnement SA | 0.800% | 1/15/32 | EUR | 5,000 | 4,350 | |
Veolia Environnement SA | 6.125% | 11/25/33 | EUR | 2,136 | 2,858 | |
Vinci SA | 1.000% | 9/26/25 | EUR | 2,500 | 2,631 | |
Vinci SA | 2.250% | 3/15/27 | GBP | 500 | 573 | |
Vinci SA | 0.000% | 11/27/28 | EUR | 2,000 | 1,882 | |
Vinci SA | 1.625% | 1/18/29 | EUR | 15,000 | 15,063 | |
Vinci SA | 1.750% | 9/26/30 | EUR | 3,400 | 3,359 | |
Vinci SA | 0.500% | 1/9/32 | EUR | 5,800 | 5,018 | |
Vinci SA | 2.750% | 9/15/34 | GBP | 4,400 | 4,552 | |
Vivendi SE | 1.125% | 12/11/28 | EUR | 2,700 | 2,619 | |
Wendel SE | 1.375% | 4/26/26 | EUR | 3,000 | 3,080 | |
Wendel SE | 1.000% | 6/1/31 | EUR | 3,200 | 2,719 | |
Westfield America Management Ltd. | 2.625% | 3/30/29 | GBP | 2,400 | 2,392 | |
3,302,841 | ||||||
Germany (2.5%) | ||||||
Aareal Bank AG | 0.375% | 7/15/25 | EUR | 1,073 | 1,107 | |
Aareal Bank AG | 0.010% | 2/1/28 | EUR | 18,800 | 17,850 | |
Aareal Bank AG | 0.010% | 9/15/28 | EUR | 11,900 | 11,107 | |
Allianz Finance II BV | 0.875% | 1/15/26 | EUR | 1,000 | 1,040 | |
Allianz Finance II BV | 3.000% | 3/13/28 | EUR | 1,400 | 1,554 | |
Allianz Finance II BV | 0.500% | 1/14/31 | EUR | 6,200 | 5,640 | |
Allianz SE | 2.241% | 7/7/45 | EUR | 3,400 | 3,535 | |
Allianz SE | 2.121% | 7/8/50 | EUR | 5,000 | 4,521 | |
Allianz SE | 4.252% | 7/5/52 | EUR | 7,100 | 7,233 | |
Allianz SE | 3.375% | Perpetual | EUR | 17,800 | 19,066 | |
alstria office REIT AG | 1.500% | 11/15/27 | EUR | 3,600 | 2,940 | |
Amprion GmbH | 3.450% | 9/22/27 | EUR | 6,000 | 6,568 | |
Amprion GmbH | 0.625% | 9/23/33 | EUR | 5,200 | 4,205 | |
Aroundtown SA | 4.625% | 9/18/25 | CAD | 850 | 586 | |
Aroundtown SA | 1.500% | 5/28/26 | EUR | 6,900 | 6,028 | |
Aroundtown SA | 0.000% | 7/16/26 | EUR | 2,400 | 1,975 | |
Aroundtown SA | 0.375% | 4/15/27 | EUR | 6,400 | 4,978 | |
Aroundtown SA | 1.450% | 7/9/28 | EUR | 3,000 | 2,181 | |
Aroundtown SA | 3.000% | 10/16/29 | GBP | 2,017 | 1,591 | |
Aroundtown SA | 3.625% | 4/10/31 | GBP | 1,500 | 1,140 | |
Aroundtown SA | 1.625% | Perpetual | EUR | 2,000 | 562 | |
Aroundtown SA | 2.875% | Perpetual | EUR | 1,000 | 347 | |
Aroundtown SA | 3.375% | Perpetual | EUR | 1,800 | 860 | |
BASF SE | 0.101% | 6/5/23 | EUR | 800 | 879 | |
BASF SE | 0.875% | 10/6/23 | GBP | 125 | 154 | |
BASF SE | 1.750% | 3/11/25 | GBP | 316 | 373 | |
BASF SE | 4.000% | 3/8/29 | EUR | 3,000 | 3,412 | |
BASF SE | 1.500% | 5/22/30 | EUR | 3,901 | 3,872 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
BASF SE | 1.500% | 3/17/31 | EUR | 3,000 | 2,890 | |
BASF SE | 0.875% | 10/6/31 | EUR | 238 | 216 | |
BASF SE | 4.250% | 3/8/32 | EUR | 10,000 | 11,472 | |
BASF SE | 1.450% | 12/13/32 | EUR | 8,100 | 7,271 | |
BASF SE | 1.625% | 11/15/37 | EUR | 746 | 620 | |
Bausparkasse Schwaebisch Hall | 2.000% | 5/17/34 | EUR | 23,100 | 22,745 | |
Bayer AG | 0.050% | 1/12/25 | EUR | 6,700 | 6,960 | |
Bayer AG | 0.750% | 1/6/27 | EUR | 6,500 | 6,465 | |
Bayer AG | 0.375% | 1/12/29 | EUR | 4,000 | 3,673 | |
Bayer AG | 1.125% | 1/6/30 | EUR | 700 | 650 | |
Bayer AG | 0.625% | 7/12/31 | EUR | 4,600 | 3,916 | |
Bayer AG | 1.375% | 7/6/32 | EUR | 12,000 | 10,594 | |
Bayer AG | 1.000% | 1/12/36 | EUR | 4,600 | 3,507 | |
Bayer Capital Corp. BV | 1.500% | 6/26/26 | EUR | 100 | 104 | |
Bayer Capital Corp. BV | 2.125% | 12/15/29 | EUR | 5,100 | 5,108 | |
Bayerische Landesbank | 0.500% | 3/19/25 | EUR | 4,876 | 5,090 | |
Bayerische Landesbank | 0.625% | 7/19/27 | EUR | 977 | 973 | |
Bayerische Landesbank | 0.200% | 5/20/30 | EUR | 10,251 | 9,302 | |
Bayerische Landesbank | 1.000% | 9/23/31 | EUR | 5,000 | 4,531 | |
Berlin Hyp AG | 0.375% | 5/3/24 | EUR | 3,809 | 4,065 | |
Berlin Hyp AG | 1.250% | 1/22/25 | EUR | 200 | 211 | |
Berlin Hyp AG | 0.375% | 2/21/25 | EUR | 10,000 | 10,435 | |
Berlin Hyp AG | 0.625% | 10/22/25 | EUR | 125 | 129 | |
Berlin Hyp AG | 0.010% | 8/24/26 | EUR | 31,212 | 31,014 | |
Berlin Hyp AG | 0.010% | 1/24/28 | EUR | 7,299 | 6,978 | |
Berlin Hyp AG | 0.010% | 7/7/28 | EUR | 20,510 | 19,341 | |
Berlin Hyp AG | 0.375% | 5/29/29 | EUR | 10,000 | 9,407 | |
Berlin Hyp AG | 0.125% | 1/18/30 | EUR | 1,126 | 1,025 | |
Berlin Hyp AG | 0.250% | 5/19/33 | EUR | 8,127 | 6,786 | |
Bertelsmann SE & Co. KGaA | 1.750% | 10/14/24 | EUR | 2,900 | 3,112 | |
Bertelsmann SE & Co. KGaA | 2.000% | 4/1/28 | EUR | 4,000 | 4,123 | |
Bertelsmann SE & Co. KGaA | 3.500% | 5/29/29 | EUR | 2,900 | 3,157 | |
BMW Canada Inc. | 0.990% | 1/14/25 | CAD | 2,104 | 1,460 | |
BMW Canada Inc. | 4.410% | 2/10/27 | CAD | 1,200 | 887 | |
BMW Finance NV | 0.750% | 7/12/24 | EUR | 199 | 213 | |
BMW Finance NV | 1.000% | 11/14/24 | EUR | 5,745 | 6,126 | |
BMW Finance NV | 0.500% | 2/22/25 | EUR | 199 | 209 | |
BMW Finance NV | 0.875% | 4/3/25 | EUR | 4,486 | 4,749 | |
BMW Finance NV | 1.000% | 8/29/25 | EUR | 3,891 | 4,100 | |
BMW Finance NV | 0.000% | 1/11/26 | EUR | 16,635 | 16,881 | |
BMW Finance NV | 0.375% | 1/14/27 | EUR | 7,314 | 7,316 | |
BMW Finance NV | 1.500% | 2/6/29 | EUR | 8,152 | 8,179 | |
BMW Finance NV | 0.200% | 1/11/33 | EUR | 2,545 | 2,088 | |
Brenntag Finance BV | 1.125% | 9/27/25 | EUR | 1,725 | 1,803 | |
Commerzbank AG | 0.050% | 7/11/24 | EUR | 12,426 | 13,130 | |
Commerzbank AG | 0.625% | 8/28/24 | EUR | 4,876 | 5,146 | |
Commerzbank AG | 0.625% | 3/13/25 | EUR | 7,486 | 7,833 | |
Commerzbank AG | 0.625% | 5/28/25 | EUR | 4,388 | 4,571 | |
Commerzbank AG | 0.875% | 9/8/25 | EUR | 4,925 | 5,128 | |
Commerzbank AG | 1.000% | 3/4/26 | EUR | 10,605 | 10,848 | |
Commerzbank AG | 0.750% | 3/24/26 | EUR | 2,000 | 2,040 | |
Commerzbank AG | 0.500% | 6/9/26 | EUR | 7,314 | 7,419 | |
Commerzbank AG | 0.500% | 12/4/26 | EUR | 7,314 | 7,211 | |
Commerzbank AG | 0.125% | 12/15/26 | EUR | 5,755 | 5,693 | |
Commerzbank AG | 0.875% | 1/22/27 | EUR | 2,500 | 2,409 | |
Commerzbank AG | 0.625% | 8/24/27 | EUR | 537 | 533 | |
Commerzbank AG | 3.000% | 9/14/27 | EUR | 11,500 | 11,939 | |
Commerzbank AG | 4.625% | 3/21/28 | EUR | 2,200 | 2,396 | |
Commerzbank AG | 0.010% | 3/11/30 | EUR | 4,388 | 3,931 | |
Commerzbank AG | 1.250% | 1/9/34 | EUR | 3,413 | 3,122 | |
Covestro AG | 1.750% | 9/25/24 | EUR | 4,876 | 5,228 | |
Covestro AG | 0.875% | 2/3/26 | EUR | 398 | 410 | |
Covestro AG | 1.375% | 6/12/30 | EUR | 2,000 | 1,909 | |
Daimler Canada Finance Inc. | 1.650% | 9/22/25 | CAD | 3,325 | 2,291 | |
Daimler International Finance BV | 2.625% | 4/7/25 | EUR | 12,478 | 13,633 | |
Daimler International Finance BV | 1.000% | 11/11/25 | EUR | 10,240 | 10,689 | |
Daimler International Finance BV | 1.375% | 6/26/26 | EUR | 8,484 | 8,884 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Daimler International Finance BV | 2.000% | 8/22/26 | EUR | 16,072 | 17,167 | |
Daimler International Finance BV | 0.625% | 5/6/27 | EUR | 7,314 | 7,283 | |
Daimler Trucks Finance Canada Inc. | 2.140% | 12/13/24 | CAD | 2,612 | 1,840 | |
Daimler Trucks Finance Canada Inc. | 5.180% | 9/19/25 | CAD | 3,500 | 2,593 | |
Daimler Trucks Finance Canada Inc. | 2.460% | 12/15/26 | CAD | 1,504 | 1,022 | |
Daimler Trucks Finance Canada Inc. | 5.220% | 9/20/27 | CAD | 600 | 449 | |
DekaBank Deutsche Girozentrale | 0.300% | 11/20/26 | EUR | 2,500 | 2,454 | |
Deutsche Apotheker-und Aerztebank eG | 0.750% | 10/5/27 | EUR | 300 | 298 | |
Deutsche Bahn Finance GmbH | 1.500% | 8/26/24 | CHF | 2,375 | 2,644 | |
Deutsche Bahn Finance GmbH | 3.500% | 9/27/24 | AUD | 2,200 | 1,440 | |
Deutsche Bahn Finance GmbH | 1.375% | 7/7/25 | GBP | 11,976 | 14,114 | |
Deutsche Bahn Finance GmbH | 1.250% | 10/23/25 | EUR | 1,219 | 1,287 | |
Deutsche Bahn Finance GmbH | 1.875% | 2/13/26 | GBP | 1,907 | 2,237 | |
Deutsche Bahn Finance GmbH | 3.125% | 7/24/26 | GBP | 125 | 151 | |
Deutsche Bahn Finance GmbH | 0.500% | 4/9/27 | EUR | 6,740 | 6,767 | |
Deutsche Bahn Finance GmbH | 1.125% | 12/18/28 | EUR | 249 | 248 | |
Deutsche Bahn Finance GmbH | 2.750% | 3/19/29 | EUR | 1,706 | 1,859 | |
Deutsche Bahn Finance GmbH | 0.375% | 6/23/29 | EUR | 1,390 | 1,302 | |
Deutsche Bahn Finance GmbH | 1.625% | 11/6/30 | EUR | 25 | 25 | |
Deutsche Bahn Finance GmbH | 1.375% | 3/28/31 | EUR | 1,464 | 1,423 | |
Deutsche Bahn Finance GmbH | 0.875% | 7/11/31 | EUR | 1,317 | 1,220 | |
Deutsche Bahn Finance GmbH | 0.200% | 5/20/33 | CHF | 6,515 | 6,035 | |
Deutsche Bahn Finance GmbH | 1.625% | 8/16/33 | EUR | 4,779 | 4,488 | |
Deutsche Bahn Finance GmbH | 0.750% | 7/16/35 | EUR | 6,935 | 5,589 | |
Deutsche Bahn Finance GmbH | 0.625% | 4/15/36 | EUR | 17,995 | 14,079 | |
Deutsche Bahn Finance GmbH | 1.375% | 4/16/40 | EUR | 4,932 | 3,891 | |
Deutsche Bahn Finance GmbH | 0.625% | 12/8/50 | EUR | 10,449 | 5,913 | |
Deutsche Bahn Finance GmbH | 1.125% | 5/29/51 | EUR | 4,494 | 2,902 | |
Deutsche Bahn Finance GmbH | 0.950% | Perpetual | EUR | 3,300 | 3,348 | |
Deutsche Bahn Finance GmbH | 1.600% | Perpetual | EUR | 3,900 | 3,419 | |
Deutsche Bank AG | 2.625% | 12/16/24 | GBP | 6,000 | 7,035 | |
Deutsche Bank AG | 2.625% | 2/12/26 | EUR | 7,800 | 8,059 | |
Deutsche Bank AG | 4.000% | 6/24/26 | GBP | 3,000 | 3,554 | |
Deutsche Bank AG | 1.625% | 1/20/27 | EUR | 6,000 | 5,810 | |
Deutsche Bank AG | 0.750% | 2/17/27 | EUR | 9,300 | 9,075 | |
Deutsche Bank AG | 1.750% | 1/17/28 | EUR | 3,700 | 3,478 | |
Deutsche Bank AG | 3.250% | 5/24/28 | EUR | 8,500 | 8,565 | |
Deutsche Bank AG | 0.250% | 8/31/28 | EUR | 2,439 | 2,315 | |
Deutsche Bank AG | 1.750% | 11/19/30 | EUR | 14,000 | 12,198 | |
Deutsche Bank AG | 5.625% | 5/19/31 | EUR | 5,000 | 5,228 | |
Deutsche Bank AG | 1.375% | 2/17/32 | EUR | 11,500 | 9,352 | |
Deutsche Bank AG | 4.000% | 6/24/32 | EUR | 9,400 | 8,963 | |
Deutsche Boerse AG | 0.000% | 2/22/26 | EUR | 5,700 | 5,759 | |
Deutsche Boerse AG | 1.125% | 3/26/28 | EUR | 1,876 | 1,887 | |
Deutsche Hypothekenbank AG | 0.250% | 5/17/24 | EUR | 5,100 | 5,426 | |
Deutsche Hypothekenbank AG | 0.500% | 6/29/26 | EUR | 25 | 25 | |
Deutsche Hypothekenbank AG | 0.750% | 3/5/29 | EUR | 39,655 | 38,271 | |
Deutsche Kreditbank AG | 1.625% | 6/18/24 | EUR | 600 | 647 | |
Deutsche Kreditbank AG | 0.500% | 3/19/27 | EUR | 900 | 896 | |
Deutsche Pfandbriefbank AG | 0.010% | 10/16/25 | EUR | 9,800 | 9,961 | |
Deutsche Pfandbriefbank AG | 0.010% | 8/25/26 | EUR | 18,000 | 17,855 | |
Deutsche Pfandbriefbank AG | 0.625% | 8/30/27 | EUR | 32,700 | 32,381 | |
Deutsche Pfandbriefbank AG | 2.375% | 5/29/28 | EUR | 2,975 | 3,159 | |
Deutsche Pfandbriefbank AG | 1.250% | 4/20/35 | EUR | 4,876 | 4,335 | |
Deutsche Post AG | 2.875% | 12/11/24 | EUR | 977 | 1,074 | |
Deutsche Post AG | 1.250% | 4/1/26 | EUR | 4,000 | 4,211 | |
Deutsche Post AG | 0.375% | 5/20/26 | EUR | 5,302 | 5,435 | |
Deutsche Post AG | 1.625% | 12/5/28 | EUR | 13,535 | 13,925 | |
Deutsche Post AG | 0.750% | 5/20/29 | EUR | 1,818 | 1,761 | |
Deutsche Telekom AG | 0.500% | 7/5/27 | EUR | 12,348 | 12,369 | |
Deutsche Telekom AG | 3.125% | 2/6/34 | GBP | 766 | 817 | |
Deutsche Telekom AG | 1.375% | 7/5/34 | EUR | 1,710 | 1,548 | |
Deutsche Telekom AG | 2.250% | 3/29/39 | EUR | 2,073 | 1,902 | |
Deutsche Telekom AG | 1.750% | 12/9/49 | EUR | 4,007 | 2,972 | |
Deutsche Telekom International Finance BV | 2.750% | 10/24/24 | EUR | 2,144 | 2,349 | |
Deutsche Telekom International Finance BV | 1.375% | 12/1/25 | EUR | 19,760 | 21,043 | |
Deutsche Telekom International Finance BV | 1.125% | 5/22/26 | EUR | 2,522 | 2,625 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Deutsche Telekom International Finance BV | 1.375% | 1/30/27 | EUR | 3,051 | 3,161 | |
Deutsche Telekom International Finance BV | 3.250% | 1/17/28 | EUR | 25 | 28 | |
Deutsche Telekom International Finance BV | 1.500% | 4/3/28 | EUR | 9,950 | 10,173 | |
Deutsche Telekom International Finance BV | 8.875% | 11/27/28 | GBP | 4,439 | 6,624 | |
Deutsche Telekom International Finance BV | 2.250% | 4/13/29 | GBP | 2,132 | 2,327 | |
Deutsche Telekom International Finance BV | 2.000% | 12/1/29 | EUR | 8,242 | 8,513 | |
Deutsche Telekom International Finance BV | 7.625% | 6/15/30 | GBP | 498 | 731 | |
Deutsche Telekom International Finance BV | 7.500% | 1/24/33 | EUR | 1,185 | 1,728 | |
Deutsche Wohnen SE | 1.000% | 4/30/25 | EUR | 5,000 | 5,161 | |
Deutsche Wohnen SE | 1.500% | 4/30/30 | EUR | 4,000 | 3,496 | |
DZ HYP AG | 0.625% | 6/5/24 | EUR | 25 | 27 | |
DZ HYP AG | 0.375% | 6/6/25 | EUR | 1,000 | 1,036 | |
DZ HYP AG | 0.500% | 11/13/25 | EUR | 7,802 | 8,023 | |
DZ HYP AG | 0.750% | 2/2/26 | EUR | 5,000 | 5,145 | |
DZ HYP AG | 0.375% | 3/31/26 | EUR | 3,023 | 3,069 | |
DZ HYP AG | 0.100% | 8/31/26 | EUR | 500 | 498 | |
DZ HYP AG | 0.500% | 9/30/26 | EUR | 4,876 | 4,913 | |
DZ HYP AG | 0.500% | 4/1/27 | EUR | 2,500 | 2,489 | |
DZ HYP AG | 0.750% | 6/30/27 | EUR | 586 | 586 | |
DZ HYP AG | 0.625% | 8/30/27 | EUR | 5,000 | 4,959 | |
DZ HYP AG | 0.875% | 3/22/28 | EUR | 10,755 | 10,675 | |
DZ HYP AG | 0.010% | 6/23/28 | EUR | 55,000 | 51,868 | |
DZ HYP AG | 0.010% | 10/27/28 | EUR | 9,000 | 8,400 | |
DZ HYP AG | 0.875% | 1/30/29 | EUR | 4,876 | 4,760 | |
DZ HYP AG | 0.050% | 6/29/29 | EUR | 4,876 | 4,476 | |
DZ HYP AG | 0.875% | 1/18/30 | EUR | 6,100 | 5,836 | |
DZ HYP AG | 0.010% | 3/29/30 | EUR | 17,269 | 15,442 | |
DZ HYP AG | 0.010% | 11/15/30 | EUR | 10,000 | 8,771 | |
DZ HYP AG | 0.875% | 4/17/34 | EUR | 4,876 | 4,252 | |
DZ HYP AG | 0.375% | 11/10/34 | EUR | 5,000 | 4,026 | |
E.ON International Finance BV | 1.000% | 4/13/25 | EUR | 2,439 | 2,568 | |
E.ON International Finance BV | 1.625% | 5/30/26 | EUR | 6,242 | 6,546 | |
E.ON International Finance BV | 1.250% | 10/19/27 | EUR | 5,463 | 5,539 | |
E.ON International Finance BV | 1.500% | 7/31/29 | EUR | 10,418 | 10,190 | |
E.ON International Finance BV | 6.250% | 6/3/30 | GBP | 10,434 | 13,795 | |
E.ON International Finance BV | 6.375% | 6/7/32 | GBP | 3,073 | 4,120 | |
E.ON International Finance BV | 4.750% | 1/31/34 | GBP | 2,800 | 3,300 | |
E.ON International Finance BV | 5.875% | 10/30/37 | GBP | 5,600 | 7,115 | |
E.ON International Finance BV | 6.750% | 1/27/39 | GBP | 400 | 551 | |
E.ON International Finance BV | 6.125% | 7/6/39 | GBP | 1,500 | 1,950 | |
E.ON SE | 0.875% | 5/22/24 | EUR | 125 | 134 | |
E.ON SE | 0.000% | 8/28/24 | EUR | 4,494 | 4,730 | |
E.ON SE | 0.250% | 10/24/26 | EUR | 1,851 | 1,840 | |
E.ON SE | 0.375% | 9/29/27 | EUR | 2,439 | 2,377 | |
E.ON SE | 0.750% | 2/20/28 | EUR | 4,526 | 4,425 | |
E.ON SE | 1.625% | 5/22/29 | EUR | 9,984 | 9,862 | |
E.ON SE | 0.350% | 2/28/30 | EUR | 5,017 | 4,473 | |
E.ON SE | 1.625% | 3/29/31 | EUR | 4,582 | 4,392 | |
E.ON SE | 0.625% | 11/7/31 | EUR | 8,436 | 7,314 | |
EnBW Energie Baden-Wuerttemberg AG | 1.625% | 8/5/79 | EUR | 1,600 | 1,478 | |
EnBW Energie Baden-Wuerttemberg AG | 1.125% | 11/5/79 | EUR | 4,500 | 4,609 | |
EnBW Energie Baden-Wuerttemberg AG | 1.875% | 6/29/80 | EUR | 5,300 | 5,195 | |
EnBW Energie Baden-Wuerttemberg AG | 1.375% | 8/31/81 | EUR | 4,000 | 3,433 | |
EnBW International Finance BV | 0.625% | 4/17/25 | EUR | 17,891 | 18,705 | |
EnBW International Finance BV | 2.500% | 6/4/26 | EUR | 5,560 | 6,013 | |
EnBW International Finance BV | 0.250% | 10/19/30 | EUR | 6,881 | 5,855 | |
EnBW International Finance BV | 0.500% | 3/1/33 | EUR | 5,650 | 4,527 | |
EnBW International Finance BV | 6.125% | 7/7/39 | EUR | 2,090 | 2,743 | |
Eurogrid GmbH | 1.875% | 6/10/25 | EUR | 9,700 | 10,326 | |
Eurogrid GmbH | 1.500% | 4/18/28 | EUR | 3,100 | 3,101 | |
Evonik Industries AG | 0.625% | 9/18/25 | EUR | 2,900 | 2,992 | |
EWE AG | 0.250% | 6/8/28 | EUR | 5,000 | 4,697 | |
EWE AG | 0.375% | 10/22/32 | EUR | 9,038 | 7,254 | |
Fresenius Finance Ireland plc | 0.500% | 10/1/28 | EUR | 5,635 | 5,163 | |
Fresenius Finance Ireland plc | 0.875% | 10/1/31 | EUR | 1,000 | 821 | |
Fresenius Finance Ireland plc | 3.000% | 1/30/32 | EUR | 710 | 693 | |
Fresenius Medical Care AG & Co. KGaA | 1.500% | 7/11/25 | EUR | 100 | 105 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Fresenius Medical Care AG & Co. KGaA | 1.500% | 5/29/30 | EUR | 2,276 | 2,097 | |
Fresenius SE & Co. KGaA | 1.625% | 10/8/27 | EUR | 4,876 | 4,906 | |
Fresenius SE & Co. KGaA | 0.750% | 1/15/28 | EUR | 5,608 | 5,384 | |
Fresenius SE & Co. KGaA | 2.875% | 2/15/29 | EUR | 3,352 | 3,470 | |
Fresenius SE & Co. KGaA | 5.000% | 11/28/29 | EUR | 2,500 | 2,821 | |
Grand City Properties SA | 1.375% | 8/3/26 | EUR | 8,800 | 8,048 | |
Grand City Properties SA | 1.500% | 2/22/27 | EUR | 4,100 | 3,646 | |
Grand City Properties SA | 1.500% | Perpetual | EUR | 1,500 | 587 | |
Hamburg Commercial Bank AG | 0.375% | 3/9/26 | EUR | 3,300 | 3,181 | |
Hamburg Commercial Bank AG | 0.500% | 9/22/26 | EUR | 10,100 | 9,213 | |
Hamburg Commercial Bank AG | 0.010% | 1/19/27 | EUR | 2,700 | 2,642 | |
Hannover Rueck SE | 1.750% | 10/8/40 | EUR | 6,000 | 5,182 | |
Hannover Rueck SE | 5.875% | 8/26/43 | EUR | 6,500 | 7,374 | |
Hannover Rueck SE | 3.375% | Perpetual | EUR | 3,000 | 3,158 | |
HeidelbergCement AG | 2.250% | 6/3/24 | EUR | 5,218 | 5,663 | |
HeidelbergCement AG | 1.500% | 2/7/25 | EUR | 6,827 | 7,245 | |
HeidelbergCement AG | 3.750% | 5/31/32 | EUR | 5,000 | 5,231 | |
HeidelbergCement Finance Luxembourg SA | 2.500% | 10/9/24 | EUR | 4,000 | 4,332 | |
HeidelbergCement Finance Luxembourg SA | 1.625% | 4/7/26 | EUR | 3,755 | 3,915 | |
HeidelbergCement Finance Luxembourg SA | 1.500% | 6/14/27 | EUR | 100 | 103 | |
HeidelbergCement Finance Luxembourg SA | 1.125% | 12/1/27 | EUR | 8,373 | 8,330 | |
HeidelbergCement Finance Luxembourg SA | 1.750% | 4/24/28 | EUR | 2,200 | 2,198 | |
Hella GmbH & Co. KGaA | 1.000% | 5/17/24 | EUR | 316 | 338 | |
Henkel AG & Co. KGaA | 0.500% | 11/17/32 | EUR | 2,500 | 2,125 | |
HOCHTIEF AG | 0.625% | 4/26/29 | EUR | 1,498 | 1,317 | |
HOWOGE Wohnungs-baugesellschaft mbH | 0.625% | 11/1/28 | EUR | 2,900 | 2,622 | |
HOWOGE Wohnungs-baugesellschaft mbH | 1.125% | 11/1/33 | EUR | 3,600 | 2,879 | |
Infineon Technologies AG | 1.625% | 6/24/29 | EUR | 4,200 | 4,159 | |
Infineon Technologies AG | 2.000% | 6/24/32 | EUR | 1,800 | 1,728 | |
ING-DiBa AG | 0.250% | 11/16/26 | EUR | 2,500 | 2,490 | |
ING-DiBa AG | 0.125% | 5/23/27 | EUR | 17,500 | 17,101 | |
ING-DiBa AG | 1.250% | 10/9/33 | EUR | 6,000 | 5,493 | |
ING-DiBa AG | 1.000% | 5/23/39 | EUR | 9,400 | 7,409 | |
Landesbank Baden-Wuerttemberg | 0.375% | 5/24/24 | EUR | 600 | 637 | |
Landesbank Baden-Wuerttemberg | 0.250% | 1/10/25 | EUR | 5,000 | 5,225 | |
Landesbank Baden-Wuerttemberg | 1.500% | 2/3/25 | GBP | 7,800 | 9,136 | |
Landesbank Baden-Wuerttemberg | 0.375% | 2/27/25 | EUR | 4,876 | 5,087 | |
Landesbank Baden-Wuerttemberg | 0.375% | 2/18/27 | EUR | 27,200 | 25,937 | |
Landesbank Baden-Wuerttemberg | 0.010% | 7/16/27 | EUR | 1,580 | 1,533 | |
Landesbank Baden-Wuerttemberg | 0.010% | 9/18/28 | EUR | 4,003 | 3,755 | |
Landesbank Baden-Wuerttemberg | 0.375% | 5/7/29 | EUR | 6,500 | 5,635 | |
Landesbank Hessen-Thueringen Girozentrale | 0.125% | 11/19/24 | EUR | 1,100 | 1,144 | |
Landesbank Hessen-Thueringen Girozentrale | 0.375% | 5/12/25 | EUR | 4,500 | 4,611 | |
Landesbank Hessen-Thueringen Girozentrale | 0.500% | 9/25/25 | EUR | 200 | 206 | |
Landesbank Hessen-Thueringen Girozentrale | 2.375% | 9/21/26 | EUR | 5,000 | 5,378 | |
Landesbank Hessen-Thueringen Girozentrale | 0.625% | 1/12/27 | EUR | 4,000 | 4,026 | |
Landesbank Hessen-Thueringen Girozentrale | 0.010% | 7/19/27 | EUR | 12,500 | 12,106 | |
Landesbank Hessen-Thueringen Girozentrale | 4.000% | 2/4/30 | EUR | 5,000 | 5,439 | |
Landesbank Hessen-Thueringen Girozentrale | 4.500% | 9/15/32 | EUR | 6,000 | 6,193 | |
Landesbank Hessen-Thueringen Girozentrale | 0.500% | 1/19/37 | EUR | 4,000 | 3,110 | |
Landwirtschaftliche Rentenbank | 3.200% | 5/25/29 | AUD | 10,790 | 6,845 | |
LANXESS AG | 1.125% | 5/16/25 | EUR | 2,501 | 2,622 | |
LANXESS AG | 0.625% | 12/1/29 | EUR | 2,600 | 2,284 | |
LEG Immobilien SE | 0.375% | 1/17/26 | EUR | 2,300 | 2,286 | |
LEG Immobilien SE | 0.875% | 11/28/27 | EUR | 4,500 | 4,236 | |
LEG Immobilien SE | 0.875% | 1/17/29 | EUR | 2,100 | 1,872 | |
LEG Immobilien SE | 1.000% | 11/19/32 | EUR | 1,700 | 1,337 | |
LEG Immobilien SE | 0.875% | 3/30/33 | EUR | 2,300 | 1,755 | |
LEG Immobilien SE | 1.500% | 1/17/34 | EUR | 4,900 | 3,765 | |
Mercedes-Benz Group AG | 1.000% | 11/15/27 | EUR | 4,740 | 4,790 | |
Mercedes-Benz Group AG | 0.750% | 2/8/30 | EUR | 9,388 | 8,721 | |
Mercedes-Benz Group AG | 2.375% | 5/22/30 | EUR | 11,900 | 12,367 | |
Mercedes-Benz Group AG | 0.750% | 9/10/30 | EUR | 2,439 | 2,258 | |
Mercedes-Benz Group AG | 2.000% | 2/27/31 | EUR | 5,581 | 5,599 | |
Mercedes-Benz Group AG | 1.125% | 11/6/31 | EUR | 4,876 | 4,493 | |
Mercedes-Benz Group AG | 0.750% | 3/11/33 | EUR | 4,900 | 4,231 | |
Mercedes-Benz Group AG | 2.125% | 7/3/37 | EUR | 1,818 | 1,655 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Mercedes-Benz International Finance BV | 0.375% | 11/8/26 | EUR | 7,314 | 7,345 | |
Mercedes-Benz International Finance BV | 1.500% | 2/9/27 | EUR | 4,700 | 4,874 | |
Merck Financial Services GmbH | 0.500% | 7/16/28 | EUR | 4,000 | 3,841 | |
Merck Financial Services GmbH | 0.875% | 7/5/31 | EUR | 200 | 183 | |
Merck KGaA | 3.375% | 12/12/74 | EUR | 75 | 81 | |
Merck KGaA | 1.625% | 9/9/80 | EUR | 5,400 | 5,288 | |
Muenchener Hypothekenbank eG | 0.500% | 4/22/26 | EUR | 10,425 | 10,616 | |
Muenchener Hypothekenbank eG | 0.625% | 10/23/26 | EUR | 586 | 593 | |
Muenchener Hypothekenbank eG | 0.625% | 5/7/27 | EUR | 6,339 | 6,342 | |
Muenchener Hypothekenbank eG | 3.000% | 8/4/27 | EUR | 55,000 | 60,401 | |
Muenchener Hypothekenbank eG | 0.625% | 11/10/27 | EUR | 7,314 | 7,230 | |
Muenchener Hypothekenbank eG | 2.500% | 7/4/28 | EUR | 6,217 | 6,662 | |
Muenchener Hypothekenbank eG | 1.000% | 4/18/39 | EUR | 4,535 | 3,619 | |
Muenchener Hypothekenbank eG | 0.010% | 11/2/40 | EUR | 3,635 | 2,287 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.250% | 5/26/41 | EUR | 6,700 | 5,598 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.000% | 5/26/42 | EUR | 3,000 | 2,355 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3.250% | 5/26/49 | EUR | 2,200 | 2,204 | |
Norddeutsche Landesbank-Girozentrale | 0.375% | 10/9/24 | EUR | 537 | 565 | |
Norddeutsche Landesbank-Girozentrale | 0.010% | 9/23/26 | EUR | 14,600 | 14,469 | |
Norddeutsche Landesbank-Girozentrale | 0.250% | 10/28/26 | EUR | 4,876 | 4,858 | |
O2 Telefonica Deutschland Finanzierungs GmbH | 1.750% | 7/5/25 | EUR | 3,400 | 3,579 | |
Roadster Finance DAC | 2.375% | 12/8/32 | EUR | 100 | 89 | |
Robert Bosch GmbH | 1.750% | 7/8/24 | EUR | 100 | 108 | |
Robert Bosch Investment Nederland BV | 2.625% | 5/24/28 | EUR | 500 | 537 | |
RWE AG | 2.500% | 8/24/25 | EUR | 2,000 | 2,162 | |
RWE AG | 2.125% | 5/24/26 | EUR | 2,000 | 2,116 | |
RWE AG | 0.500% | 11/26/28 | EUR | 8,695 | 8,082 | |
RWE AG | 2.750% | 5/24/30 | EUR | 9,500 | 9,657 | |
RWE AG | 0.625% | 6/11/31 | EUR | 7,491 | 6,356 | |
RWE AG | 1.000% | 11/26/33 | EUR | 6,585 | 5,320 | |
Santander Consumer Bank AG | 0.250% | 10/15/24 | EUR | 12,300 | 12,827 | |
SAP SE | 0.750% | 12/10/24 | EUR | 500 | 529 | |
SAP SE | 0.125% | 5/18/26 | EUR | 5,000 | 5,040 | |
SAP SE | 1.750% | 2/22/27 | EUR | 3,000 | 3,176 | |
SAP SE | 1.250% | 3/10/28 | EUR | 2,900 | 2,938 | |
SAP SE | 0.375% | 5/18/29 | EUR | 6,900 | 6,501 | |
SAP SE | 1.625% | 3/10/31 | EUR | 7,600 | 7,473 | |
Siemens Financieringsmaatschappij NV | 0.250% | 6/5/24 | EUR | 10,300 | 10,989 | |
Siemens Financieringsmaatschappij NV | 0.000% | 9/5/24 | EUR | 6,803 | 7,188 | |
Siemens Financieringsmaatschappij NV | 2.250% | 3/10/25 | EUR | 3,000 | 3,242 | |
Siemens Financieringsmaatschappij NV | 2.750% | 9/10/25 | GBP | 500 | 604 | |
Siemens Financieringsmaatschappij NV | 1.000% | 9/6/27 | EUR | 1,000 | 1,031 | |
Siemens Financieringsmaatschappij NV | 0.900% | 2/28/28 | EUR | 1,000 | 1,003 | |
Siemens Financieringsmaatschappij NV | 2.875% | 3/10/28 | EUR | 7,523 | 8,270 | |
Siemens Financieringsmaatschappij NV | 0.250% | 2/20/29 | EUR | 15,200 | 14,264 | |
Siemens Financieringsmaatschappij NV | 0.125% | 9/5/29 | EUR | 9,179 | 8,715 | |
Siemens Financieringsmaatschappij NV | 1.375% | 9/6/30 | EUR | 4,275 | 4,189 | |
Siemens Financieringsmaatschappij NV | 2.750% | 9/9/30 | EUR | 5,100 | 5,465 | |
Siemens Financieringsmaatschappij NV | 1.250% | 2/28/31 | EUR | 3,128 | 2,999 | |
Siemens Financieringsmaatschappij NV | 0.500% | 2/20/32 | EUR | 3,800 | 3,330 | |
Siemens Financieringsmaatschappij NV | 3.000% | 9/8/33 | EUR | 8,000 | 8,653 | |
Siemens Financieringsmaatschappij NV | 0.500% | 9/5/34 | EUR | 3,413 | 2,829 | |
Siemens Financieringsmaatschappij NV | 1.250% | 2/25/35 | EUR | 2,800 | 2,468 | |
Siemens Financieringsmaatschappij NV | 1.750% | 2/28/39 | EUR | 6,084 | 5,301 | |
Siemens Financieringsmaatschappij NV | 3.750% | 9/10/42 | GBP | 3,600 | 4,007 | |
Sirius Real Estate Ltd. | 1.125% | 6/22/26 | EUR | 100 | 86 | |
Talanx AG | 4.000% | 10/25/29 | EUR | 2,500 | 2,779 | |
Talanx AG | 2.250% | 12/5/47 | EUR | 5,100 | 4,895 | |
Traton Finance Luxembourg SA | 0.000% | 6/14/24 | EUR | 6,000 | 6,348 | |
Traton Finance Luxembourg SA | 4.125% | 1/18/25 | EUR | 1,400 | 1,542 | |
Traton Finance Luxembourg SA | 0.125% | 3/24/25 | EUR | 6,700 | 6,879 | |
Traton Finance Luxembourg SA | 4.125% | 11/22/25 | EUR | 17,000 | 18,809 | |
Traton Finance Luxembourg SA | 1.250% | 3/24/33 | EUR | 4,600 | 3,831 | |
UniCredit Bank AG | 0.625% | 2/12/25 | EUR | 25 | 26 | |
UniCredit Bank AG | 0.625% | 11/20/25 | EUR | 10,400 | 10,720 | |
UniCredit Bank AG | 0.500% | 5/4/26 | EUR | 125 | 127 | |
UniCredit Bank AG | 0.500% | 2/23/27 | EUR | 27,000 | 26,952 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
UniCredit Bank AG | 0.010% | 11/19/27 | EUR | 10,000 | 9,585 | |
UniCredit Bank AG | 0.010% | 9/15/28 | EUR | 7,545 | 7,067 | |
UniCredit Bank AG | 0.875% | 1/11/29 | EUR | 6,192 | 6,044 | |
UniCredit Bank AG | 0.125% | 11/22/29 | EUR | 7,000 | 6,368 | |
UniCredit Bank AG | 0.010% | 6/24/30 | EUR | 6,242 | 5,544 | |
UniCredit Bank AG | 0.250% | 1/15/32 | EUR | 9,508 | 8,227 | |
UniCredit Bank AG | 0.850% | 5/22/34 | EUR | 17,363 | 15,048 | |
Vantage Towers AG | 0.000% | 3/31/25 | EUR | 2,000 | 2,197 | |
Vantage Towers AG | 0.375% | 3/31/27 | EUR | 2,700 | 2,972 | |
Vantage Towers AG | 0.750% | 3/31/30 | EUR | 4,200 | 4,607 | |
Vier Gas Transport GmbH | 3.125% | 7/10/23 | EUR | 3,956 | 4,356 | |
Vier Gas Transport GmbH | 2.875% | 6/12/25 | EUR | 5,590 | 6,024 | |
Vier Gas Transport GmbH | 0.125% | 9/10/29 | EUR | 4,000 | 3,504 | |
Volkswagen Bank GmbH | 1.250% | 6/10/24 | EUR | 22,400 | 23,964 | |
Volkswagen Bank GmbH | 1.250% | 12/15/25 | EUR | 634 | 655 | |
Volkswagen Bank GmbH | 2.500% | 7/31/26 | EUR | 2,700 | 2,830 | |
Volkswagen Financial Services AG | 1.500% | 10/1/24 | EUR | 2,926 | 3,130 | |
Volkswagen Financial Services AG | 0.000% | 2/12/25 | EUR | 6,733 | 6,919 | |
Volkswagen Financial Services AG | 2.250% | 10/16/26 | EUR | 4,103 | 4,294 | |
Volkswagen Financial Services AG | 0.125% | 2/12/27 | EUR | 16,000 | 15,314 | |
Volkswagen Financial Services AG | 0.875% | 1/31/28 | EUR | 8,083 | 7,677 | |
Volkswagen Financial Services AG | 3.375% | 4/6/28 | EUR | 15,838 | 16,882 | |
Volkswagen Financial Services AG | 0.375% | 2/12/30 | EUR | 3,397 | 2,867 | |
Volkswagen Financial Services NV | 0.875% | 2/20/25 | GBP | 5,000 | 5,787 | |
Volkswagen Financial Services NV | 2.250% | 4/12/25 | GBP | 238 | 283 | |
Volkswagen Financial Services NV | 3.250% | 4/13/27 | GBP | 4,400 | 5,096 | |
Volkswagen Financial Services NV | 2.125% | 1/18/28 | GBP | 8,700 | 9,496 | |
Volkswagen Financial Services NV | ��1.375% | 9/14/28 | GBP | 4,300 | 4,424 | |
Volkswagen International Finance NV | 4.125% | 11/15/25 | EUR | 5,200 | 5,760 | |
Volkswagen International Finance NV | 3.375% | 11/16/26 | GBP | 3,600 | 4,210 | |
Volkswagen International Finance NV | 1.875% | 3/30/27 | EUR | 11,500 | 11,665 | |
Volkswagen International Finance NV | 3.750% | 9/28/27 | EUR | 4,000 | 4,356 | |
Volkswagen International Finance NV | 2.625% | 11/16/27 | EUR | 5,000 | 5,202 | |
Volkswagen International Finance NV | 3.250% | 11/18/30 | EUR | 200 | 205 | |
Volkswagen International Finance NV | 1.250% | 9/23/32 | EUR | 2,900 | 2,462 | |
Volkswagen International Finance NV | 3.300% | 3/22/33 | EUR | 300 | 304 | |
Volkswagen International Finance NV | 4.125% | 11/16/38 | EUR | 5,700 | 5,888 | |
Volkswagen International Finance NV | 1.500% | 1/21/41 | EUR | 4,000 | 2,691 | |
Volkswagen International Finance NV | 4.625% | Perpetual | EUR | 2,358 | 2,469 | |
Volkswagen International Finance NV | 3.500% | Perpetual | EUR | 5,000 | 4,557 | |
Volkswagen International Finance NV | 3.375% | Perpetual | EUR | 8,100 | 8,578 | |
Volkswagen International Finance NV | 3.500% | Perpetual | EUR | 10,600 | 10,935 | |
Volkswagen International Finance NV | 3.748% | Perpetual | EUR | 8,000 | 7,651 | |
Volkswagen International Finance NV | 3.875% | Perpetual | EUR | 7,700 | 7,563 | |
Volkswagen International Finance NV | 3.875% | Perpetual | EUR | 13,500 | 12,479 | |
Volkswagen International Finance NV | 4.375% | Perpetual | EUR | 2,000 | 1,827 | |
Volkswagen International Finance NV | 4.625% | Perpetual | EUR | 4,700 | 4,672 | |
Volkswagen Leasing GmbH | 0.000% | 7/19/24 | EUR | 5,000 | 5,264 | |
Volkswagen Leasing GmbH | 1.375% | 1/20/25 | EUR | 5,656 | 5,976 | |
Volkswagen Leasing GmbH | 1.625% | 8/15/25 | EUR | 1,064 | 1,120 | |
Volkswagen Leasing GmbH | 0.375% | 7/20/26 | EUR | 3,147 | 3,092 | |
Volkswagen Leasing GmbH | 0.500% | 1/12/29 | EUR | 12,099 | 10,815 | |
Volkswagen Leasing GmbH | 0.625% | 7/19/29 | EUR | 4,000 | 3,530 | |
Vonovia Finance BV | 1.250% | 12/6/24 | EUR | 2,000 | 2,097 | |
Vonovia Finance BV | 1.500% | 3/31/25 | EUR | 2,486 | 2,585 | |
Vonovia Finance BV | 1.800% | 6/29/25 | EUR | 7,200 | 7,499 | |
Vonovia Finance BV | 1.500% | 3/22/26 | EUR | 7,600 | 7,611 | |
Vonovia Finance BV | 1.500% | 6/10/26 | EUR | 2,500 | 2,505 | |
Vonovia Finance BV | 0.625% | 7/9/26 | EUR | 8,000 | 7,725 | |
Vonovia Finance BV | 1.750% | 1/25/27 | EUR | 100 | 98 | |
Vonovia Finance BV | 0.625% | 10/7/27 | EUR | 3,000 | 2,756 | |
Vonovia Finance BV | 2.250% | 4/7/30 | EUR | 1,900 | 1,741 | |
Vonovia Finance BV | 1.000% | 7/9/30 | EUR | 2,800 | 2,359 | |
Vonovia Finance BV | 1.125% | 9/14/34 | EUR | 5,000 | 3,511 | |
Vonovia Finance BV | 2.750% | 3/22/38 | EUR | 700 | 542 | |
Vonovia Finance BV | 1.625% | 10/7/39 | EUR | 1,400 | 902 | |
Vonovia Finance BV | 1.000% | 1/28/41 | EUR | 2,000 | 1,131 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Vonovia SE | 0.000% | 12/1/25 | EUR | 10,000 | 9,767 | |
Vonovia SE | 1.375% | 1/28/26 | EUR | 5,200 | 5,246 | |
Vonovia SE | 0.375% | 6/16/27 | EUR | 3,500 | 3,212 | |
Vonovia SE | 1.875% | 6/28/28 | EUR | 10,400 | 9,932 | |
Vonovia SE | 0.250% | 9/1/28 | EUR | 6,000 | 5,179 | |
Vonovia SE | 0.625% | 12/14/29 | EUR | 11,300 | 9,444 | |
Vonovia SE | 2.375% | 3/25/32 | EUR | 5,100 | 4,579 | |
Vonovia SE | 0.750% | 9/1/32 | EUR | 4,900 | 3,708 | |
Vonovia SE | 1.000% | 6/16/33 | EUR | 2,300 | 1,702 | |
Vonovia SE | 1.500% | 6/14/41 | EUR | 2,000 | 1,239 | |
VW Credit Canada Inc. | 2.850% | 9/26/24 | CAD | 835 | 598 | |
VW Credit Canada Inc. | 2.050% | 12/10/24 | CAD | 2,170 | 1,529 | |
VW Credit Canada Inc. | 1.500% | 9/23/25 | CAD | 3,040 | 2,075 | |
VW Credit Canada Inc. | 2.450% | 12/10/26 | CAD | 1,785 | 1,218 | |
VW Credit Canada Inc. | 5.860% | 11/15/27 | CAD | 2,000 | 1,539 | |
Wintershall Dea Finance BV | 0.840% | 9/25/25 | EUR | 1,900 | 1,936 | |
Wintershall Dea Finance BV | 1.332% | 9/25/28 | EUR | 3,500 | 3,250 | |
Wintershall Dea Finance BV | 1.823% | 9/25/31 | EUR | 4,900 | 4,262 | |
2,437,466 | ||||||
Hong Kong (0.0%) | ||||||
Cheung Kong Infrastructure Finance BVI Ltd. | 1.000% | 12/12/24 | EUR | 317 | 328 | |
Hong Kong & Shanghai Banking Corp. Ltd. | 0.204% | 6/25/24 | JPY | 400,000 | 2,911 | |
Prudential plc | 5.875% | 5/11/29 | GBP | 1,541 | 1,989 | |
Prudential plc | 6.125% | 12/19/31 | GBP | 3,322 | 4,165 | |
9,393 | ||||||
Indonesia (0.0%) | ||||||
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 1.875% | 11/5/31 | EUR | 1,100 | 913 | |
Ireland (0.1%) | ||||||
AIB Group plc | 3.625% | 7/4/26 | EUR | 9,000 | 9,762 | |
AIB Group plc | 2.250% | 4/4/28 | EUR | 8,200 | 8,244 | |
AIB Group plc | 5.750% | 2/16/29 | EUR | 6,300 | 7,223 | |
Bank of Ireland Group plc | 1.000% | 11/25/25 | EUR | 10,729 | 11,258 | |
CRH Finance DAC | 1.375% | 10/18/28 | EUR | 733 | 721 | |
CRH Funding BV | 1.625% | 5/5/30 | EUR | 5,603 | 5,406 | |
CRH SMW Finance DAC | 1.250% | 11/5/26 | EUR | 11,216 | 11,461 | |
Dell Bank International DAC | 0.500% | 10/27/26 | EUR | 12,500 | 12,275 | |
Dell Bank International DAC | 4.500% | 10/18/27 | EUR | 5,000 | 5,627 | |
ESB Finance DAC | 2.125% | 6/8/27 | EUR | 3,154 | 3,281 | |
ESB Finance DAC | 1.875% | 6/14/31 | EUR | 8,037 | 7,836 | |
ESB Finance DAC | 4.000% | 5/3/32 | EUR | 1,500 | 1,697 | |
ESB Finance DAC | 2.125% | 11/5/33 | EUR | 3,429 | 3,316 | |
ESB Finance DAC | 3.750% | 1/25/43 | EUR | 2,500 | 2,616 | |
Freshwater Finance plc | 4.607% | 10/17/36 | GBP | 2,108 | 2,254 | |
GAS Networks Ireland | 1.375% | 12/5/26 | EUR | 1,228 | 1,257 | |
Kerry Group Financial Services Unltd Co. | 2.375% | 9/10/25 | EUR | 5,139 | 5,572 | |
PartnerRe Ireland Finance DAC | 1.250% | 9/15/26 | EUR | 3,396 | 3,428 | |
Ryanair DAC | 2.875% | 9/15/25 | EUR | 10,172 | 10,949 | |
Smurfit Kappa Acquisitions ULC | 2.875% | 1/15/26 | EUR | 5,286 | 5,651 | |
Smurfit Kappa Treasury ULC | 1.500% | 9/15/27 | EUR | 6,500 | 6,466 | |
Smurfit Kappa Treasury ULC | 1.000% | 9/22/33 | EUR | 6,571 | 5,372 | |
131,672 | ||||||
Italy (0.7%) | ||||||
2i Rete Gas SpA | 3.000% | 7/16/24 | EUR | 2,908 | 3,172 | |
2i Rete Gas SpA | 1.750% | 8/28/26 | EUR | 465 | 479 | |
2i Rete Gas SpA | 1.608% | 10/31/27 | EUR | 3,234 | 3,245 | |
2i Rete Gas SpA | 0.579% | 1/29/31 | EUR | 10,200 | 8,743 | |
A2A SpA | 0.625% | 7/15/31 | EUR | 2,000 | 1,655 | |
A2A SpA | 0.625% | 10/28/32 | EUR | 2,302 | 1,818 | |
A2A SpA | 4.375% | 2/3/34 | EUR | 2,000 | 2,190 | |
ACEA SpA | 1.000% | 10/24/26 | EUR | 3,063 | 3,090 | |
ACEA SpA | 1.500% | 6/8/27 | EUR | 11,966 | 12,173 | |
ACEA SpA | 0.500% | 4/6/29 | EUR | 16,904 | 15,436 | |
ACEA SpA | 0.250% | 7/28/30 | EUR | 1,093 | 937 | |
Acquirente Unico SpA | 2.800% | 2/20/26 | EUR | 4,000 | 4,224 | |
Aeroporti di Roma SpA | 1.625% | 6/8/27 | EUR | 1,860 | 1,920 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Aeroporti di Roma SpA | 1.750% | 7/30/31 | EUR | 1,863 | 1,667 | |
AMCO - Asset Management Co. SpA | 1.375% | 1/27/25 | EUR | 11,991 | 12,606 | |
AMCO - Asset Management Co. SpA | 2.250% | 7/17/27 | EUR | 10,042 | 10,055 | |
AMCO - Asset Management Co. SpA | 0.750% | 4/20/28 | EUR | 4,552 | 4,142 | |
Assicurazioni Generali SpA | 5.125% | 9/16/24 | EUR | 3,536 | 3,985 | |
Assicurazioni Generali SpA | 2.124% | 10/1/30 | EUR | 2,700 | 2,444 | |
Assicurazioni Generali SpA | 2.429% | 7/14/31 | EUR | 2,000 | 1,827 | |
Assicurazioni Generali SpA | 1.713% | 6/30/32 | EUR | 2,700 | 2,259 | |
Assicurazioni Generali SpA | 5.800% | 7/6/32 | EUR | 3,000 | 3,445 | |
Assicurazioni Generali SpA | 5.500% | 10/27/47 | EUR | 7,336 | 8,129 | |
Assicurazioni Generali SpA | 6.269% | Perpetual | GBP | 5,100 | 6,314 | |
Assicurazioni Generali SpA | 4.596% | Perpetual | EUR | 10,000 | 10,726 | |
ASTM SpA | 1.625% | 2/8/28 | EUR | 3,182 | 3,092 | |
ASTM SpA | 1.500% | 1/25/30 | EUR | 4,707 | 4,184 | |
ASTM SpA | 2.375% | 11/25/33 | EUR | 3,200 | 2,743 | |
Autostrade per l'Italia SpA | 2.000% | 12/4/28 | EUR | 5,000 | 4,791 | |
Autostrade per l'Italia SpA | 1.875% | 9/26/29 | EUR | 4,000 | 3,705 | |
Autostrade per l'Italia SpA | 2.250% | 1/25/32 | EUR | 9,000 | 7,990 | |
Banca Monte dei Paschi di Siena SpA | 2.875% | 7/16/24 | EUR | 2,746 | 2,980 | |
Banca Monte dei Paschi di Siena SpA | 2.125% | 11/26/25 | EUR | 4,461 | 4,698 | |
Banco BPM SpA | 1.000% | 1/23/25 | EUR | 7,369 | 7,746 | |
Banco di Desio e della Brianza SpA | 0.875% | 9/12/24 | EUR | 7,821 | 8,283 | |
Coca-Cola HBC Finance BV | 1.875% | 11/11/24 | EUR | 100 | 107 | |
Coca-Cola HBC Finance BV | 1.000% | 5/14/27 | EUR | 5,000 | 4,971 | |
Credit Agricole Italia SpA | 0.250% | 9/30/24 | EUR | 5,400 | 5,663 | |
Credit Agricole Italia SpA | 0.625% | 1/13/26 | EUR | 8,900 | 9,081 | |
Credit Agricole Italia SpA | 1.000% | 3/25/27 | EUR | 7,400 | 7,434 | |
Credit Agricole Italia SpA | 0.250% | 1/17/28 | EUR | 2,500 | 2,375 | |
Credit Agricole Italia SpA | 1.625% | 3/21/29 | EUR | 1,000 | 997 | |
Credit Agricole Italia SpA | 1.750% | 1/15/38 | EUR | 2,500 | 2,116 | |
Credit Agricole Italia SpA | 1.000% | 1/17/45 | EUR | 300 | 195 | |
Enel Finance International NV | 0.000% | 6/17/24 | EUR | 4,778 | 5,058 | |
Enel Finance International NV | 1.000% | 9/16/24 | EUR | 1,815 | 1,932 | |
Enel Finance International NV | 1.966% | 1/27/25 | EUR | 16,202 | 17,382 | |
Enel Finance International NV | 1.375% | 6/1/26 | EUR | 18,270 | 18,987 | |
Enel Finance International NV | 0.000% | 6/17/27 | EUR | 3,000 | 2,839 | |
Enel Finance International NV | 0.375% | 6/17/27 | EUR | 5,892 | 5,699 | |
Enel Finance International NV | 1.000% | 10/20/27 | GBP | 12,199 | 12,881 | |
Enel Finance International NV | 2.875% | 4/11/29 | GBP | 5,300 | 5,845 | |
Enel Finance International NV | 0.375% | 5/28/29 | EUR | 10,000 | 9,022 | |
Enel Finance International NV | 0.500% | 6/17/30 | EUR | 12,800 | 11,156 | |
Enel Finance International NV | 0.875% | 9/28/34 | EUR | 3,100 | 2,409 | |
Enel Finance International NV | 1.125% | 10/17/34 | EUR | 2,547 | 2,045 | |
Enel Finance International NV | 1.250% | 1/17/35 | EUR | 3,000 | 2,386 | |
Enel Finance International NV | 0.875% | 6/17/36 | EUR | 2,786 | 2,043 | |
Enel Finance International NV | 5.750% | 9/14/40 | GBP | 3,390 | 4,334 | |
Enel SpA | 1.875% | Perpetual | EUR | 3,000 | 2,398 | |
Enel SpA | 5.625% | 6/21/27 | EUR | 1,060 | 1,264 | |
Enel SpA | 5.750% | 6/22/37 | GBP | 1,455 | 1,865 | |
Enel SpA | 3.500% | Perpetual | EUR | 11,386 | 11,872 | |
Enel SpA | 3.375% | Perpetual | EUR | 8,120 | 8,170 | |
Enel SpA | 1.375% | Perpetual | EUR | 5,552 | 4,955 | |
Enel SpA | 2.250% | Perpetual | EUR | 13,023 | 12,387 | |
Eni SpA | 0.625% | 9/19/24 | EUR | 4,913 | 5,213 | |
Eni SpA | 3.750% | 9/12/25 | EUR | 3,279 | 3,648 | |
Eni SpA | 1.500% | 2/2/26 | EUR | 931 | 975 | |
Eni SpA | 1.250% | 5/18/26 | EUR | 8,000 | 8,263 | |
Eni SpA | 1.500% | 1/17/27 | EUR | 2,457 | 2,533 | |
Eni SpA | 1.625% | 5/17/28 | EUR | 1,209 | 1,222 | |
Eni SpA | 1.125% | 9/19/28 | EUR | 2,683 | 2,613 | |
Eni SpA | 3.625% | 1/29/29 | EUR | 3,400 | 3,751 | |
Eni SpA | 0.625% | 1/23/30 | EUR | 11,089 | 9,996 | |
Eni SpA | 1.000% | 10/11/34 | EUR | 2,908 | 2,378 | |
Eni SpA | 2.000% | Perpetual | EUR | 2,000 | 1,853 | |
Eni SpA | 2.625% | Perpetual | EUR | 3,910 | 3,983 | |
Eni SpA | 2.750% | Perpetual | EUR | 6,276 | 5,303 | |
Eni SpA | 3.375% | Perpetual | EUR | 6,437 | 5,943 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Hera SpA | 0.875% | 10/14/26 | EUR | 2,457 | 2,485 | |
Hera SpA | 0.875% | 7/5/27 | EUR | 4,913 | 4,851 | |
Hera SpA | 5.200% | 1/29/28 | EUR | 2,908 | 3,373 | |
Hera SpA | 0.250% | 12/3/30 | EUR | 2,900 | 2,415 | |
Hera SpA | 1.000% | 4/25/34 | EUR | 3,491 | 2,793 | |
Intesa Sanpaolo SpA | 1.000% | 7/4/24 | EUR | 2,818 | 3,003 | |
Intesa Sanpaolo SpA | 0.500% | 7/15/24 | EUR | 2,683 | 2,841 | |
Intesa Sanpaolo SpA | 3.375% | 1/24/25 | EUR | 5,200 | 5,703 | |
Intesa Sanpaolo SpA | 1.250% | 2/7/25 | EUR | 1,228 | 1,299 | |
Intesa Sanpaolo SpA | 1.125% | 7/14/25 | EUR | 2,500 | 2,615 | |
Intesa Sanpaolo SpA | 1.000% | 9/25/25 | EUR | 4,913 | 5,109 | |
Intesa Sanpaolo SpA | 3.250% | 2/10/26 | EUR | 2,000 | 2,189 | |
Intesa Sanpaolo SpA | 0.375% | 9/14/26 | EUR | 4,913 | 4,899 | |
Intesa Sanpaolo SpA | 1.000% | 11/19/26 | EUR | 6,367 | 6,371 | |
Intesa Sanpaolo SpA | 1.125% | 10/4/27 | EUR | 6,683 | 6,700 | |
Intesa Sanpaolo SpA | 0.750% | 3/16/28 | EUR | 3,000 | 2,836 | |
Intesa Sanpaolo SpA | 1.750% | 3/20/28 | EUR | 12,669 | 12,557 | |
Intesa Sanpaolo SpA | 1.250% | 1/15/30 | EUR | 100 | 97 | |
Intesa Sanpaolo SpA | 2.500% | 1/15/30 | GBP | 3,455 | 3,513 | |
Intesa Sanpaolo SpA | 1.350% | 2/24/31 | EUR | 20,875 | 17,367 | |
Intesa Sanpaolo SpA | 2.625% | 3/11/36 | GBP | 2,776 | 2,413 | |
Iren SpA | 0.875% | 11/4/24 | EUR | 2,277 | 2,399 | |
Iren SpA | 1.950% | 9/19/25 | EUR | 2,908 | 3,063 | |
Italgas SpA | 0.875% | 4/24/30 | EUR | 3,908 | 3,528 | |
Mediobanca Banca di Credito Finanziario SpA | 1.125% | 4/23/25 | EUR | 1,600 | 1,664 | |
Mediobanca Banca di Credito Finanziario SpA | 1.125% | 7/15/25 | EUR | 3,459 | 3,592 | |
Mediobanca Banca di Credito Finanziario SpA | 1.375% | 11/10/25 | EUR | 5,275 | 5,503 | |
Mediobanca Banca di Credito Finanziario SpA | 0.875% | 1/15/26 | EUR | 7,821 | 7,968 | |
Mediobanca Banca di Credito Finanziario SpA | 0.750% | 11/2/28 | EUR | 5,000 | 4,564 | |
Mediobanca Banca di Credito Finanziario SpA | 1.250% | 11/24/29 | EUR | 1,274 | 1,227 | |
Snam SpA | 0.000% | 5/12/24 | EUR | 1,455 | 1,545 | |
Snam SpA | 0.875% | 10/25/26 | EUR | 9,570 | 9,662 | |
Snam SpA | 0.750% | 6/20/29 | EUR | 4,600 | 4,210 | |
Snam SpA | 0.750% | 6/17/30 | EUR | 2,500 | 2,213 | |
Snam SpA | 1.000% | 9/12/34 | EUR | 3,910 | 3,074 | |
Terna - Rete Elettrica Nazionale | 1.375% | 7/26/27 | EUR | 4,796 | 4,869 | |
Terna - Rete Elettrica Nazionale | 1.000% | 10/11/28 | EUR | 6,502 | 6,251 | |
UniCredit SpA | 1.250% | 6/25/25 | EUR | 15,500 | 16,497 | |
UniCredit SpA | 0.325% | 1/19/26 | EUR | 5,000 | 4,999 | |
UniCredit SpA | 1.250% | 6/16/26 | EUR | 6,056 | 6,267 | |
UniCredit SpA | 0.375% | 10/31/26 | EUR | 9,297 | 9,207 | |
UniCredit SpA | 2.200% | 7/22/27 | EUR | 18,465 | 18,760 | |
UniCredit SpA | 5.850% | 11/15/27 | EUR | 5,000 | 5,643 | |
UniCredit SpA | 0.925% | 1/18/28 | EUR | 5,000 | 4,858 | |
UniCredit SpA | 4.450% | 2/16/29 | EUR | 4,000 | 4,271 | |
UniCredit SpA | 0.850% | 1/19/31 | EUR | 12,014 | 9,935 | |
655,633 | ||||||
Japan (0.4%) | ||||||
Asahi Group Holdings Ltd. | 0.155% | 10/23/24 | EUR | 7,459 | 7,786 | |
Asahi Group Holdings Ltd. | 0.336% | 4/19/27 | EUR | 3,000 | 2,904 | |
Central Nippon Expressway Co. Ltd. | 0.040% | 8/19/24 | JPY | 20,000 | 147 | |
Central Nippon Expressway Co. Ltd. | 0.030% | 10/30/24 | JPY | 500,000 | 3,665 | |
Central Nippon Expressway Co. Ltd. | 0.070% | 10/21/25 | JPY | 450,000 | 3,295 | |
Central Nippon Expressway Co. Ltd. | 0.050% | 5/8/26 | JPY | 4,600,000 | 33,614 | |
Central Nippon Expressway Co. Ltd. | 0.050% | 7/27/26 | JPY | 480,000 | 3,502 | |
Daiichi Sankyo Co. Ltd. | 0.810% | 7/25/36 | JPY | 700,000 | 4,903 | |
Denso Corp. | 0.315% | 3/17/28 | JPY | 500,000 | 3,648 | |
East Japan Railway Co. | 1.162% | 9/15/28 | GBP | 3,326 | 3,437 | |
East Japan Railway Co. | 3.245% | 9/8/30 | EUR | 5,000 | 5,402 | |
East Japan Railway Co. | 4.875% | 6/14/34 | GBP | 2,700 | 3,369 | |
East Japan Railway Co. | 0.773% | 9/15/34 | EUR | 491 | 398 | |
East Japan Railway Co. | 1.104% | 9/15/39 | EUR | 5,786 | 4,322 | |
East Nippon Expressway Co. Ltd. | 0.070% | 6/20/25 | JPY | 650,000 | 4,762 | |
East Nippon Expressway Co. Ltd. | 0.140% | 7/31/29 | JPY | 630,000 | 4,546 | |
East Nippon Expressway Co. Ltd. | 0.140% | 11/29/29 | JPY | 400,000 | 2,881 | |
East Nippon Expressway Co. Ltd. | 0.220% | 1/31/30 | JPY | 370,000 | 2,677 | |
East Nippon Expressway Co. Ltd. | 0.140% | 7/15/31 | JPY | 10,000 | 71 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Fast Retailing Co. Ltd. | 0.405% | 6/6/28 | JPY | 800,000 | 5,883 | |
JT International Financial Services BV | 1.000% | 11/26/29 | EUR | 5,455 | 4,891 | |
JT International Financial Services BV | 2.750% | 9/28/33 | GBP | 2,501 | 2,393 | |
JT International Financial Services BV | 2.375% | 4/7/81 | EUR | 4,913 | 4,946 | |
Kansai Electric Power Co. Inc. | 0.470% | 5/25/27 | JPY | 86,000 | 628 | |
Kansai Electric Power Co. Inc. | 0.490% | 7/23/27 | JPY | 119,000 | 871 | |
Kansai Electric Power Co. Inc. | 0.460% | 12/20/27 | JPY | 341,000 | 2,484 | |
Kansai Electric Power Co. Inc. | 0.440% | 12/20/30 | JPY | 373,000 | 2,627 | |
Kansai Electric Power Co. Inc. | 0.370% | 9/19/31 | JPY | 213,000 | 1,476 | |
Kyushu Electric Power Co. Inc. | 0.170% | 8/23/24 | JPY | 36,000 | 264 | |
Kyushu Electric Power Co. Inc. | 0.430% | 5/25/29 | JPY | 89,000 | 640 | |
Kyushu Electric Power Co. Inc. | 0.375% | 11/22/29 | JPY | 600,000 | 4,276 | |
Mitsubishi UFJ Financial Group Inc. | 0.940% | 6/26/24 | JPY | 100,000 | 736 | |
Mitsubishi UFJ Financial Group Inc. | 0.872% | 9/7/24 | EUR | 9,274 | 9,821 | |
Mitsubishi UFJ Financial Group Inc. | 2.264% | 6/14/25 | EUR | 5,000 | 5,380 | |
Mitsubishi UFJ Financial Group Inc. | 3.273% | 9/19/25 | EUR | 20,000 | 21,707 | |
Mitsubishi UFJ Financial Group Inc. | 0.535% | 4/28/26 | JPY | 100,000 | 728 | |
Mitsubishi UFJ Financial Group Inc. | 0.250% | 11/4/27 | JPY | 300,000 | 2,166 | |
Mitsubishi UFJ Financial Group Inc. | 0.535% | 5/31/28 | JPY | 200,000 | 1,433 | |
Mitsubishi UFJ Financial Group Inc. | 0.848% | 7/19/29 | EUR | 7,821 | 7,217 | |
Mizuho Financial Group Inc. | 0.523% | 6/10/24 | EUR | 3,139 | 3,334 | |
Mizuho Financial Group Inc. | 0.956% | 10/16/24 | EUR | 2,434 | 2,574 | |
Mizuho Financial Group Inc. | 0.184% | 4/13/26 | EUR | 5,400 | 5,331 | |
Mizuho Financial Group Inc. | 0.650% | 1/26/27 | JPY | 127,000 | 909 | |
Mizuho Financial Group Inc. | 5.628% | 6/13/28 | GBP | 1,000 | 1,261 | |
Mizuho Financial Group Inc. | 0.402% | 9/6/29 | EUR | 2,457 | 2,157 | |
Mizuho Financial Group Inc. | 0.797% | 4/15/30 | EUR | 4,913 | 4,349 | |
Mizuho Financial Group Inc. | 0.895% | 6/24/30 | JPY | 100,000 | 713 | |
Mizuho Financial Group Inc. | 0.693% | 10/7/30 | EUR | 19,300 | 16,626 | |
Mizuho Financial Group Inc. | 4.029% | 9/5/32 | EUR | 2,000 | 2,134 | |
Mizuho Financial Group Inc. | 0.843% | 4/12/33 | EUR | 3,000 | 2,410 | |
MUFG Bank Ltd. | 1.950% | 11/12/25 | JPY | 400,000 | 3,029 | |
Nissan Motor Co. Ltd. | 3.201% | 9/17/28 | EUR | 5,053 | 4,995 | |
NTT Finance Corp. | 0.010% | 3/3/25 | EUR | 8,320 | 8,601 | |
NTT Finance Corp. | 0.280% | 12/20/27 | JPY | 100,000 | 730 | |
NTT Finance Corp. | 0.399% | 12/13/28 | EUR | 8,400 | 7,877 | |
NTT Finance Corp. | 0.342% | 3/3/30 | EUR | 4,910 | 4,348 | |
NTT Finance Corp. | 0.380% | 9/20/30 | JPY | 4,300,000 | 30,923 | |
NTT Finance Corp. | 0.270% | 9/19/31 | JPY | 200,000 | 1,451 | |
ORIX Corp. | 4.477% | 6/1/28 | EUR | 1,500 | 1,675 | |
Panasonic Corp. | 0.934% | 3/19/25 | JPY | 700,000 | 5,206 | |
Panasonic Corp. | 0.470% | 9/18/26 | JPY | 1,000,000 | 7,262 | |
Sompo Japan Insurance Inc. | 2.500% | 2/13/83 | JPY | 100,000 | 761 | |
Sumitomo Mitsui Banking Corp. | 0.010% | 9/10/25 | EUR | 40,533 | 40,953 | |
Sumitomo Mitsui Banking Corp. | 0.267% | 6/18/26 | EUR | 4,913 | 4,874 | |
Sumitomo Mitsui Banking Corp. | 0.409% | 11/7/29 | EUR | 3,459 | 3,121 | |
Sumitomo Mitsui Financial Group Inc. | 0.849% | 9/12/24 | JPY | 800,000 | 5,881 | |
Sumitomo Mitsui Financial Group Inc. | 0.934% | 10/11/24 | EUR | 100 | 106 | |
Sumitomo Mitsui Financial Group Inc. | 1.546% | 6/15/26 | EUR | 5,455 | 5,588 | |
Sumitomo Mitsui Financial Group Inc. | 0.632% | 10/23/29 | EUR | 5,365 | 4,758 | |
Sumitomo Mitsui Trust Bank Ltd. | 0.010% | 10/15/27 | EUR | 8,868 | 8,338 | |
Takeda Pharmaceutical Co. Ltd. | 2.250% | 11/21/26 | EUR | 4,181 | 4,415 | |
Takeda Pharmaceutical Co. Ltd. | 0.750% | 7/9/27 | EUR | 5,000 | 4,925 | |
Takeda Pharmaceutical Co. Ltd. | 3.000% | 11/21/30 | EUR | 14,786 | 15,480 | |
Takeda Pharmaceutical Co. Ltd. | 0.400% | 10/14/31 | JPY | 400,000 | 2,816 | |
Takeda Pharmaceutical Co. Ltd. | 1.375% | 7/9/32 | EUR | 3,000 | 2,694 | |
Takeda Pharmaceutical Co. Ltd. | 2.000% | 7/9/40 | EUR | 4,136 | 3,326 | |
Toyota Motor Finance Netherlands BV | 0.000% | 10/27/25 | EUR | 1,276 | 1,291 | |
Toyota Motor Finance Netherlands BV | 0.750% | ���12/19/25 | GBP | 4,000 | 4,528 | |
West Nippon Expressway Co. Ltd. | 0.050% | 3/19/26 | JPY | 1,000,000 | 7,310 | |
West Nippon Expressway Co. Ltd. | 0.170% | 5/22/26 | JPY | 470,000 | 3,445 | |
West Nippon Expressway Co. Ltd. | 0.175% | 8/28/26 | JPY | 1,440,000 | 10,553 | |
West Nippon Expressway Co. Ltd. | 0.200% | 10/19/26 | JPY | 100,000 | 723 | |
429,677 | ||||||
Luxembourg (0.2%) | ||||||
Acef Holding SCA | 0.750% | 6/14/28 | EUR | 1,393 | 1,182 | |
Acef Holding SCA | 1.250% | 4/26/30 | EUR | 5,086 | 4,007 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
ArcelorMittal SA | 1.000% | 5/19/23 | EUR | 3,000 | 3,302 | |
ArcelorMittal SA | 1.750% | 11/19/25 | EUR | 4,986 | 5,210 | |
AXA Logistics Europe Master SCA | 0.375% | 11/15/26 | EUR | 3,000 | 2,774 | |
AXA Logistics Europe Master SCA | 0.875% | 11/15/29 | EUR | 1,000 | 833 | |
Bevco Lux Sarl | 1.000% | 1/16/30 | EUR | 3,786 | 3,269 | |
Blackstone Property Partners Europe Holdings Sarl | 1.000% | 10/20/26 | EUR | 1,471 | 1,338 | |
Blackstone Property Partners Europe Holdings Sarl | 1.250% | 4/26/27 | EUR | 4,710 | 4,155 | |
Blackstone Property Partners Europe Holdings Sarl | 2.625% | 10/20/28 | GBP | 1,200 | 1,144 | |
Blackstone Property Partners Europe Holdings Sarl | 1.750% | 3/12/29 | EUR | 6,272 | 5,127 | |
Blackstone Property Partners Europe Holdings Sarl | 3.625% | 10/29/29 | EUR | 2,200 | 1,984 | |
Blackstone Property Partners Europe Holdings Sarl | 4.875% | 4/29/32 | GBP | 4,200 | 4,125 | |
CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund | 0.500% | 1/27/28 | EUR | 4,658 | 3,900 | |
CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund | 0.900% | 10/12/29 | EUR | 1,600 | 1,252 | |
Czech Gas Networks Investments Sarl | 0.450% | 9/8/29 | EUR | 1,400 | 1,183 | |
Eurofins Scientific SE | 3.750% | 7/17/26 | EUR | 9,400 | 10,230 | |
JAB Holdings BV | 1.250% | 5/22/24 | EUR | 13,000 | 13,975 | |
JAB Holdings BV | 1.625% | 4/30/25 | EUR | 4,000 | 4,225 | |
JAB Holdings BV | 1.750% | 6/25/26 | EUR | 6,900 | 7,139 | |
JAB Holdings BV | 2.500% | 4/17/27 | EUR | 2,500 | 2,625 | |
JAB Holdings BV | 1.000% | 12/20/27 | EUR | 3,000 | 2,911 | |
JAB Holdings BV | 2.500% | 6/25/29 | EUR | 5,900 | 5,916 | |
JAB Holdings BV | 2.250% | 12/19/39 | EUR | 11,200 | 8,744 | |
Logicor Financing Sarl | 2.250% | 5/13/25 | EUR | 1,499 | 1,531 | |
Logicor Financing Sarl | 1.500% | 7/13/26 | EUR | 4,000 | 3,764 | |
Logicor Financing Sarl | 1.625% | 7/15/27 | EUR | 4,913 | 4,456 | |
Logicor Financing Sarl | 3.250% | 11/13/28 | EUR | 5,820 | 5,423 | |
Logicor Financing Sarl | 2.750% | 1/15/30 | GBP | 4,000 | 3,864 | |
Logicor Financing Sarl | 1.625% | 1/17/30 | EUR | 2,000 | 1,615 | |
Logicor Financing Sarl | 0.875% | 1/14/31 | EUR | 1,986 | 1,439 | |
P3 Group Sarl | 0.875% | 1/26/26 | EUR | 300 | 288 | |
P3 Group Sarl | 1.625% | 1/26/29 | EUR | 3,100 | 2,620 | |
Prologis International Funding II SA | 1.750% | 3/15/28 | EUR | 375 | 372 | |
Prologis International Funding II SA | 0.875% | 7/9/29 | EUR | 2,958 | 2,625 | |
Prologis International Funding II SA | 3.625% | 3/7/30 | EUR | 4,000 | 4,141 | |
Prologis International Funding II SA | 3.125% | 6/1/31 | EUR | 3,000 | 2,940 | |
Prologis International Funding II SA | 1.625% | 6/17/32 | EUR | 6,181 | 5,313 | |
Prologis International Funding II SA | 3.000% | 2/22/42 | GBP | 800 | 707 | |
SELP Finance Sarl | 1.500% | 12/20/26 | EUR | 2,552 | 2,463 | |
SELP Finance Sarl | 0.875% | 5/27/29 | EUR | 3,000 | 2,555 | |
SES SA | 0.875% | 11/4/27 | EUR | 1,810 | 1,710 | |
SES SA | 2.000% | 7/2/28 | EUR | 2,100 | 2,001 | |
150,377 | ||||||
Mexico (0.0%) | ||||||
America Movil SAB de CV | 5.000% | 10/27/26 | GBP | 1,139 | 1,423 | |
America Movil SAB de CV | 0.750% | 6/26/27 | EUR | 2,141 | 2,092 | |
America Movil SAB de CV | 2.125% | 3/10/28 | EUR | 2,501 | 2,553 | |
America Movil SAB de CV | 5.750% | 6/28/30 | GBP | 3,410 | 4,439 | |
America Movil SAB de CV | 4.948% | 7/22/33 | GBP | 1,100 | 1,346 | |
America Movil SAB de CV | 4.375% | 8/7/41 | GBP | 3,704 | 4,014 | |
�� | 15,867 | |||||
Netherlands (1.0%) | ||||||
ABN AMRO Bank NV | 1.250% | 5/28/25 | EUR | 16,000 | 16,743 | |
ABN AMRO Bank NV | 0.875% | 1/14/26 | EUR | 500 | 517 | |
ABN AMRO Bank NV | 0.600% | 1/15/27 | EUR | 7,400 | 7,200 | |
ABN AMRO Bank NV | 4.000% | 1/16/28 | EUR | 5,000 | 5,454 | |
ABN AMRO Bank NV | 5.125% | 2/22/28 | GBP | 2,600 | 3,235 | |
ABN AMRO Bank NV | 0.500% | 9/23/29 | EUR | 10,000 | 8,793 | |
ABN AMRO Bank NV | 4.250% | 2/21/30 | EUR | 8,000 | 8,799 | |
ABN AMRO Bank NV | 1.500% | 9/30/30 | EUR | 10,593 | 10,434 | |
ABN AMRO Bank NV | 1.000% | 4/13/31 | EUR | 4,000 | 3,756 | |
ABN AMRO Bank NV | 3.000% | 6/1/32 | EUR | 2,100 | 2,131 | |
ABN AMRO Bank NV | 5.125% | 2/22/33 | EUR | 5,000 | 5,436 | |
ABN AMRO Bank NV | 1.000% | 6/2/33 | EUR | 7,300 | 6,118 | |
ABN AMRO Bank NV | 1.375% | 1/10/34 | EUR | 7,000 | 6,447 | |
ABN AMRO Bank NV | 4.500% | 11/21/34 | EUR | 10,000 | 11,041 | |
ABN AMRO Bank NV | 0.375% | 1/14/35 | EUR | 19,600 | 15,649 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
ABN AMRO Bank NV | 1.375% | 1/12/37 | EUR | 10,800 | 9,444 | |
ABN AMRO Bank NV | 1.450% | 4/12/38 | EUR | 13,700 | 11,846 | |
ABN AMRO Bank NV | 1.125% | 4/23/39 | EUR | 2,500 | 2,021 | |
ABN AMRO Bank NV | 0.400% | 9/17/41 | EUR | 11,400 | 7,509 | |
Aegon Bank NV | 0.375% | 11/21/56 | EUR | 5,000 | 5,238 | |
Aegon Bank NV | 0.750% | 6/27/59 | EUR | 1,300 | 1,295 | |
Aegon NV | 6.625% | 12/16/39 | GBP | 456 | 646 | |
Akzo Nobel NV | 1.750% | 11/7/24 | EUR | 1,725 | 1,858 | |
Akzo Nobel NV | 1.125% | 4/8/26 | EUR | 2,050 | 2,118 | |
Akzo Nobel NV | 1.625% | 4/14/30 | EUR | 7,400 | 7,137 | |
Alliander NV | 2.875% | 6/14/24 | EUR | 200 | 220 | |
Alliander NV | 0.375% | 6/10/30 | EUR | 3,684 | 3,365 | |
ASML Holding NV | 1.375% | 7/7/26 | EUR | 9,275 | 9,706 | |
ASML Holding NV | 1.625% | 5/28/27 | EUR | 733 | 764 | |
ASML Holding NV | 0.625% | 5/7/29 | EUR | 3,786 | 3,599 | |
ASR Nederland NV | 7.000% | 12/7/43 | EUR | 3,000 | 3,468 | |
ASR Nederland NV | 5.125% | 9/29/45 | EUR | 1,455 | 1,573 | |
ASR Nederland NV | 3.375% | 5/2/49 | EUR | 4,075 | 3,864 | |
ASR Nederland NV | 5.000% | Perpetual | EUR | 1,443 | 1,564 | |
Athora Netherlands NV | 2.250% | 7/15/31 | EUR | 3,260 | 3,041 | |
Cooperatieve Rabobank UA | 1.250% | 1/14/25 | GBP | 2,000 | 2,351 | |
Cooperatieve Rabobank UA | 4.125% | 7/14/25 | EUR | 7,752 | 8,635 | |
Cooperatieve Rabobank UA | 1.250% | 3/23/26 | EUR | 2,829 | 2,937 | |
Cooperatieve Rabobank UA | 4.250% | 5/12/26 | AUD | 500 | 330 | |
Cooperatieve Rabobank UA | 3.125% | 9/15/26 | CHF | 6,470 | 7,418 | |
Cooperatieve Rabobank UA | 1.375% | 2/3/27 | EUR | 2,146 | 2,196 | |
Cooperatieve Rabobank UA | 0.000% | 6/21/27 | EUR | 22,600 | 21,942 | |
Cooperatieve Rabobank UA | 5.250% | 9/14/27 | GBP | 7,645 | 9,330 | |
Cooperatieve Rabobank UA | 0.375% | 12/1/27 | EUR | 12,900 | 12,492 | |
Cooperatieve Rabobank UA | 0.875% | 2/8/28 | EUR | 18,500 | 18,395 | |
Cooperatieve Rabobank UA | 0.875% | 5/5/28 | EUR | 8,900 | 8,655 | |
Cooperatieve Rabobank UA | 1.875% | 7/12/28 | GBP | 8,500 | 9,341 | |
Cooperatieve Rabobank UA | 0.875% | 2/1/29 | EUR | 5,000 | 4,873 | |
Cooperatieve Rabobank UA | 4.625% | 5/23/29 | GBP | 3,688 | 4,280 | |
Cooperatieve Rabobank UA | 4.550% | 8/30/29 | GBP | 3,466 | 4,290 | |
Cooperatieve Rabobank UA | 4.000% | 1/10/30 | EUR | 4,000 | 4,383 | |
Cooperatieve Rabobank UA | 0.750% | 3/2/32 | EUR | 3,000 | 2,707 | |
Cooperatieve Rabobank UA | 1.250% | 5/31/32 | EUR | 3,700 | 3,475 | |
Cooperatieve Rabobank UA | 0.625% | 2/25/33 | EUR | 11,800 | 9,552 | |
Cooperatieve Rabobank UA | 1.500% | 4/26/38 | EUR | 3,500 | 3,044 | |
Cooperatieve Rabobank UA | 0.750% | 6/21/39 | EUR | 6,000 | 4,515 | |
Cooperatieve Rabobank UA | 5.250% | 5/23/41 | GBP | 316 | 418 | |
CTP NV | 2.125% | 10/1/25 | EUR | 700 | 690 | |
CTP NV | 0.875% | 1/20/26 | EUR | 3,500 | 3,237 | |
CTP NV | 0.625% | 9/27/26 | EUR | 4,957 | 4,361 | |
CTP NV | 0.750% | 2/18/27 | EUR | 5,786 | 4,992 | |
CTP NV | 1.250% | 6/21/29 | EUR | 300 | 231 | |
CTP NV | 1.500% | 9/27/31 | EUR | 2,496 | 1,790 | |
de Volksbank NV | 0.500% | 1/30/26 | EUR | 3,700 | 3,778 | |
de Volksbank NV | 0.250% | 6/22/26 | EUR | 7,000 | 6,833 | |
de Volksbank NV | 2.375% | 5/4/27 | EUR | 6,700 | 6,946 | |
de Volksbank NV | 0.750% | 5/18/27 | EUR | 2,500 | 2,504 | |
de Volksbank NV | 0.375% | 3/3/28 | EUR | 7,300 | 6,677 | |
de Volksbank NV | 1.750% | 10/22/30 | EUR | 2,000 | 2,005 | |
de Volksbank NV | 0.750% | 10/24/31 | EUR | 2,457 | 2,227 | |
Enexis Holding NV | 0.875% | 4/28/26 | EUR | 6,000 | 6,151 | |
Euronext NV | 1.125% | 6/12/29 | EUR | 4,000 | 3,854 | |
Euronext NV | 0.750% | 5/17/31 | EUR | 3,000 | 2,641 | |
Euronext NV | 1.500% | 5/17/41 | EUR | 3,200 | 2,414 | |
EXOR NV | 1.750% | 1/18/28 | EUR | 2,592 | 2,602 | |
EXOR NV | 2.250% | 4/29/30 | EUR | 5,947 | 5,805 | |
EXOR NV | 0.875% | 1/19/31 | EUR | 3,000 | 2,585 | |
Heineken NV | 1.500% | 12/7/24 | EUR | 2,501 | 2,665 | |
Heineken NV | 1.625% | 3/30/25 | EUR | 3,910 | 4,178 | |
Heineken NV | 2.875% | 8/4/25 | EUR | 2,863 | 3,131 | |
Heineken NV | 1.375% | 1/29/27 | EUR | 4,958 | 5,061 | |
Heineken NV | 1.500% | 10/3/29 | EUR | 100 | 98 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Heineken NV | 2.250% | 3/30/30 | EUR | 7,369 | 7,526 | |
Heineken NV | 1.250% | 5/7/33 | EUR | 4,000 | 3,551 | |
Heineken NV | 1.750% | 5/7/40 | EUR | 4,529 | 3,633 | |
ING Bank NV | 0.875% | 4/11/28 | EUR | 7,700 | 7,631 | |
ING Bank NV | 2.500% | 2/21/30 | EUR | 30,000 | 31,851 | |
ING Bank NV | 0.125% | 12/8/32 | EUR | 18,400 | 15,765 | |
ING Groep NV | 0.100% | 9/3/25 | EUR | 5,000 | 5,225 | |
ING Groep NV | 2.125% | 1/10/26 | EUR | 3,200 | 3,403 | |
ING Groep NV | 3.000% | 2/18/26 | GBP | 4,600 | 5,429 | |
ING Groep NV | 1.250% | 2/16/27 | EUR | 21,700 | 22,034 | |
ING Groep NV | 0.375% | 9/29/28 | EUR | 19,800 | 18,398 | |
ING Groep NV | 0.250% | 2/18/29 | EUR | 16,800 | 15,243 | |
ING Groep NV | 1.625% | 9/26/29 | EUR | 13,200 | 13,721 | |
ING Groep NV | 0.250% | 2/1/30 | EUR | 9,500 | 8,301 | |
ING Groep NV | 1.000% | 11/13/30 | EUR | 5,000 | 4,925 | |
ING Groep NV | 0.875% | 11/29/30 | EUR | 3,000 | 2,660 | |
ING Groep NV | 1.750% | 2/16/31 | EUR | 5,400 | 5,043 | |
ING Groep NV | 0.875% | 6/9/32 | EUR | 3,000 | 2,803 | |
ING Groep NV | 4.125% | 8/24/33 | EUR | 2,000 | 2,089 | |
ING Groep NV | 5.250% | 11/14/33 | EUR | 2,000 | 2,320 | |
JDE Peet's NV | 0.625% | 2/9/28 | EUR | 8,300 | 7,896 | |
JDE Peet's NV | 0.500% | 1/16/29 | EUR | 7,500 | 6,815 | |
JDE Peet's NV | 1.125% | 6/16/33 | EUR | 8,000 | 6,549 | |
Koninklijke Ahold Delhaize NV | 1.750% | 4/2/27 | EUR | 5,000 | 5,173 | |
Koninklijke Ahold Delhaize NV | 0.375% | 3/18/30 | EUR | 4,000 | 3,572 | |
Koninklijke DSM NV | 1.000% | 4/9/25 | EUR | 1,544 | 1,642 | |
Koninklijke DSM NV | 0.750% | 9/28/26 | EUR | 10,700 | 10,981 | |
Koninklijke DSM NV | 0.250% | 6/23/28 | EUR | 4,000 | 3,805 | |
Koninklijke DSM NV | 0.625% | 6/23/32 | EUR | 8,500 | 7,459 | |
Koninklijke KPN NV | 0.625% | 4/9/25 | EUR | 5,000 | 5,236 | |
Koninklijke KPN NV | 5.750% | 9/17/29 | GBP | 1,944 | 2,465 | |
Koninklijke KPN NV | 0.875% | 12/14/32 | EUR | 7,600 | 6,440 | |
Koninklijke KPN NV | 0.875% | 11/15/33 | EUR | 1,800 | 1,492 | |
Koninklijke Philips NV | 1.375% | 5/2/28 | EUR | 3,775 | 3,725 | |
Koninklijke Philips NV | 2.000% | 3/30/30 | EUR | 4,913 | 4,833 | |
LeasePlan Corp. NV | 3.500% | 4/9/25 | EUR | 3,276 | 3,558 | |
LeasePlan Corp. NV | 2.125% | 5/6/25 | EUR | 2,900 | 3,063 | |
LeasePlan Corp. NV | 0.250% | 2/23/26 | EUR | 10,891 | 10,780 | |
Louis Dreyfus Co. Finance BV | 1.625% | 4/28/28 | EUR | 2,100 | 2,038 | |
Nationale-Nederlanden Bank NV | 0.375% | 2/26/25 | EUR | 6,500 | 6,714 | |
Nationale-Nederlanden Bank NV | 0.500% | 9/21/28 | EUR | 9,000 | 8,255 | |
Nationale-Nederlanden Bank NV | 0.375% | 3/4/41 | EUR | 10,000 | 6,659 | |
Nationale-Nederlanden Bank NV | 0.625% | 9/11/55 | EUR | 3,900 | 4,029 | |
Nationale-Nederlanden Bank NV | 0.500% | 10/10/56 | EUR | 400 | 422 | |
Nederlandse Gasunie NV | 1.000% | 5/11/26 | EUR | 8,293 | 8,502 | |
Nederlandse Gasunie NV | 0.375% | 10/3/31 | EUR | 1,455 | 1,246 | |
NIBC Bank NV | 0.625% | 6/1/26 | EUR | 5,700 | 5,786 | |
NIBC Bank NV | 0.250% | 9/9/26 | EUR | 10,000 | 9,362 | |
NIBC Bank NV | 0.500% | 3/19/27 | EUR | 7,600 | 7,538 | |
NIBC Bank NV | 1.000% | 9/11/28 | EUR | 2,500 | 2,455 | |
NIBC Bank NV | 0.010% | 10/15/29 | EUR | 5,000 | 4,490 | |
NIBC Bank NV | 0.125% | 4/21/31 | EUR | 23,000 | 19,880 | |
NN Group NV | 1.625% | 6/1/27 | EUR | 3,100 | 3,146 | |
NN Group NV | 4.625% | 1/13/48 | EUR | 6,591 | 6,982 | |
NN Group NV | 4.375% | Perpetual | EUR | 5,252 | 5,702 | |
NN Group NV | 4.500% | Perpetual | EUR | 5,300 | 5,622 | |
PostNL NV | 1.000% | 11/21/24 | EUR | 957 | 1,002 | |
PostNL NV | 0.625% | 9/23/26 | EUR | 2,457 | 2,428 | |
Royal Schiphol Group NV | 0.000% | 4/22/25 | EUR | 7,578 | 7,773 | |
Royal Schiphol Group NV | 2.000% | 10/5/26 | EUR | 2,000 | 2,102 | |
Royal Schiphol Group NV | 2.000% | 4/6/29 | EUR | 17,546 | 17,880 | |
Royal Schiphol Group NV | 0.875% | 9/8/32 | EUR | 5,000 | 4,360 | |
Shell International Finance BV | 0.375% | 2/15/25 | EUR | 11,548 | 12,081 | |
Shell International Finance BV | 1.625% | 1/20/27 | EUR | 11,925 | 12,411 | |
Shell International Finance BV | 0.125% | 11/8/27 | EUR | 2,457 | 2,355 | |
Shell International Finance BV | 1.500% | 4/7/28 | EUR | 8,000 | 8,103 | |
Shell International Finance BV | 1.250% | 5/12/28 | EUR | 4,217 | 4,192 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Shell International Finance BV | 0.750% | 8/15/28 | EUR | 4,913 | 4,741 | |
Shell International Finance BV | 1.000% | 12/10/30 | GBP | 2,771 | 2,666 | |
Shell International Finance BV | 1.875% | 4/7/32 | EUR | 8,913 | 8,537 | |
Shell International Finance BV | 0.875% | 11/8/39 | EUR | 4,868 | 3,390 | |
Shell International Finance BV | 1.750% | 9/10/52 | GBP | 2,457 | 1,480 | |
Stedin Holding NV | 0.875% | 10/24/25 | EUR | 6,650 | 6,872 | |
Stedin Holding NV | 0.500% | 11/14/29 | EUR | 2,457 | 2,252 | |
Stedin Holding NV | 2.375% | 6/3/30 | EUR | 2,500 | 2,569 | |
TenneT Holding BV | 1.000% | 6/13/26 | EUR | 100 | 103 | |
TenneT Holding BV | 1.375% | 6/5/28 | EUR | 22,013 | 22,219 | |
TenneT Holding BV | 1.375% | 6/26/29 | EUR | 5,149 | 5,113 | |
TenneT Holding BV | 0.875% | 6/3/30 | EUR | 5,403 | 5,109 | |
TenneT Holding BV | 0.500% | 6/9/31 | EUR | 4,000 | 3,644 | |
TenneT Holding BV | 0.125% | 11/30/32 | EUR | 500 | 417 | |
TenneT Holding BV | 1.250% | 10/24/33 | EUR | 822 | 741 | |
TenneT Holding BV | 0.875% | 6/16/35 | EUR | 7,700 | 6,526 | |
TenneT Holding BV | 1.875% | 6/13/36 | EUR | 2,737 | 2,517 | |
TenneT Holding BV | 1.500% | 6/3/39 | EUR | 5,862 | 4,933 | |
TenneT Holding BV | 0.500% | 11/30/40 | EUR | 5,916 | 4,192 | |
TenneT Holding BV | 1.125% | 6/9/41 | EUR | 5,300 | 4,168 | |
TenneT Holding BV | 2.750% | 5/17/42 | EUR | 8,100 | 7,798 | |
Universal Music Group NV | 3.000% | 6/30/27 | EUR | 4,028 | 4,309 | |
Vesteda Finance BV | 1.500% | 5/24/27 | EUR | 1,906 | 1,902 | |
Vesteda Finance BV | 0.750% | 10/18/31 | EUR | 2,786 | 2,266 | |
VIA Outlets BV | 1.750% | 11/15/28 | EUR | 2,400 | 2,085 | |
Wolters Kluwer NV | 0.250% | 3/30/28 | EUR | 1,500 | 1,425 | |
Wolters Kluwer NV | 0.750% | 7/3/30 | EUR | 1,300 | 1,192 | |
�� | 998,760 | |||||
New Zealand (0.1%) | ||||||
ANZ New Zealand Int'l Ltd. | 0.200% | 9/23/27 | EUR | 16,876 | 15,847 | |
ASB Bank Ltd. | 1.646% | 5/4/26 | NZD | 3,000 | 1,672 | |
ASB Finance Ltd. | 0.625% | 10/18/24 | EUR | 1,737 | 1,831 | |
ASB Finance Ltd. | 0.750% | 10/9/25 | EUR | 2,457 | 2,529 | |
ASB Finance Ltd. | 0.250% | 5/21/31 | EUR | 34,362 | 29,436 | |
Bank of New Zealand | 1.884% | 6/8/26 | NZD | 1,000 | 558 | |
BNZ International Funding Ltd. | 0.500% | 7/3/24 | EUR | 15,500 | 16,444 | |
Chorus Ltd. | 3.625% | 9/7/29 | EUR | 2,000 | 2,159 | |
Fonterra Co-operative Group Ltd. | 0.750% | 11/8/24 | EUR | 837 | 874 | |
Fonterra Co-operative Group Ltd. | 4.000% | 11/2/27 | AUD | 200 | 130 | |
Westpac New Zealand Ltd. | 1.439% | 2/24/26 | NZD | 4,000 | 2,225 | |
Westpac Securities NZ Ltd. | 0.300% | 6/25/24 | EUR | 3,910 | 4,140 | |
77,845 | ||||||
Norway (0.4%) | ||||||
Aker BP ASA | 1.125% | 5/12/29 | EUR | 3,200 | 2,913 | |
DNB Bank ASA | 2.625% | 6/10/26 | GBP | 15,300 | 18,181 | |
DNB Bank ASA | 4.000% | 8/17/27 | GBP | 7,000 | 8,384 | |
DNB Bank ASA | 3.125% | 9/21/27 | EUR | 2,400 | 2,590 | |
DNB Bank ASA | 0.375% | 1/18/28 | EUR | 200 | 195 | |
DNB Bank ASA | 0.250% | 2/23/29 | EUR | 12,000 | 11,020 | |
DNB Bank ASA | 4.000% | 3/14/29 | EUR | 3,000 | 3,342 | |
DNB Bank ASA | 4.625% | 2/28/33 | EUR | 4,000 | 4,347 | |
DNB Boligkreditt A/S | 0.375% | 11/20/24 | EUR | 4,913 | 5,159 | |
DNB Boligkreditt A/S | 0.625% | 1/14/26 | EUR | 7,369 | 7,550 | |
DNB Boligkreditt A/S | 0.250% | 9/7/26 | EUR | 20,576 | 20,507 | |
DNB Boligkreditt A/S | 0.010% | 5/12/28 | EUR | 27,000 | 25,353 | |
Eika Boligkreditt A/S | 0.375% | 2/26/25 | EUR | 822 | 856 | |
Eika Boligkreditt A/S | 0.010% | 3/23/28 | EUR | 9,057 | 8,563 | |
Equinor ASA | 2.875% | 9/10/25 | EUR | 16,016 | 17,449 | |
Equinor ASA | 0.750% | 5/22/26 | EUR | 5,518 | 5,612 | |
Equinor ASA | 0.750% | 11/9/26 | EUR | 6,953 | 6,997 | |
Equinor ASA | 1.250% | 2/17/27 | EUR | 9,681 | 9,862 | |
Equinor ASA | 6.125% | 11/27/28 | GBP | 4,302 | 5,725 | |
Equinor ASA | 6.875% | 3/11/31 | GBP | 3,477 | 4,976 | |
Equinor ASA | 1.375% | 5/22/32 | EUR | 12,567 | 11,604 | |
Equinor ASA | 1.625% | 2/17/35 | EUR | 4,501 | 4,005 | |
Equinor ASA | 1.625% | 11/9/36 | EUR | 1,004 | 864 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Equinor ASA | 4.250% | 4/10/41 | GBP | 2,293 | 2,609 | |
Norsk Hydro ASA | 1.125% | 4/11/25 | EUR | 642 | 668 | |
Santander Consumer Bank A/S | 0.125% | 9/11/24 | EUR | 8,500 | 8,867 | |
Santander Consumer Bank A/S | 0.500% | 8/11/25 | EUR | 400 | 406 | |
Santander Consumer Bank A/S | 0.125% | 4/14/26 | EUR | 5,000 | 4,897 | |
SpareBank 1 Boligkreditt A/S | 0.375% | 6/26/24 | EUR | 15,000 | 15,915 | |
SpareBank 1 Boligkreditt A/S | 0.500% | 1/30/25 | EUR | 15,000 | 15,697 | |
SpareBank 1 Boligkreditt A/S | 0.125% | 5/14/26 | EUR | 4,913 | 4,916 | |
SpareBank 1 Boligkreditt A/S | 0.250% | 8/30/26 | EUR | 20,228 | 20,162 | |
SpareBank 1 Boligkreditt A/S | 0.125% | 1/20/28 | EUR | 20,000 | 19,075 | |
SpareBank 1 Boligkreditt A/S | 1.000% | 1/30/29 | EUR | 4,913 | 4,783 | |
SpareBank 1 Boligkreditt A/S | 0.125% | 11/5/29 | EUR | 4,913 | 4,430 | |
SpareBank 1 SMN | 0.010% | 2/18/28 | EUR | 4,947 | 4,489 | |
Sparebanken Vest Boligkreditt A/S | 0.750% | 2/27/25 | EUR | 4,913 | 5,154 | |
Sparebanken Vest Boligkreditt A/S | 0.500% | 2/12/26 | EUR | 27,274 | 27,814 | |
SR-Boligkreditt A/S | 0.375% | 10/3/24 | EUR | 12,264 | 12,920 | |
SR-Boligkreditt A/S | 0.750% | 10/17/25 | EUR | 14,075 | 14,560 | |
Statkraft A/S | 1.125% | 3/20/25 | EUR | 7,369 | 7,762 | |
Statkraft A/S | 1.500% | 3/26/30 | EUR | 1,323 | 1,294 | |
Statnett SF | 0.875% | 3/8/25 | EUR | 308 | 322 | |
Statnett SF | 1.250% | 4/26/30 | EUR | 1,847 | 1,767 | |
�� | Storebrand Livsforsikring A/S | 1.875% | 9/30/51 | EUR | 4,321 | 3,435 |
Telenor ASA | 2.500% | 5/22/25 | EUR | 1,184 | 1,278 | |
Telenor ASA | 0.750% | 5/31/26 | EUR | 7,911 | 8,014 | |
Telenor ASA | 1.125% | 5/31/29 | EUR | 6,614 | 6,325 | |
383,613 | ||||||
Poland (0.0%) | ||||||
ORLEN Capital AB | 2.500% | 6/7/23 | EUR | 2,773 | 3,052 | |
Polski Koncern Naftowy ORLEN SA | 1.125% | 5/27/28 | EUR | 1,000 | 934 | |
3,986 | ||||||
Portugal (0.1%) | ||||||
Banco Santander Totta SA | 1.250% | 9/26/27 | EUR | 4,600 | 4,644 | |
Brisa-Concessao Rodoviaria SA | 2.375% | 5/10/27 | EUR | 6,500 | 6,862 | |
Cia de Seguros Fidelidade SA | 4.250% | 9/4/31 | EUR | 4,300 | 4,137 | |
EDP - Energias de Portugal SA | 1.625% | 4/15/27 | EUR | 8,200 | 8,387 | |
EDP Finance BV | 2.000% | 4/22/25 | EUR | 7,811 | 8,403 | |
EDP Finance BV | 1.625% | 1/26/26 | EUR | 12,849 | 13,542 | |
EDP Finance BV | 0.375% | 9/16/26 | EUR | 4,913 | 4,887 | |
EDP Finance BV | 1.500% | 11/22/27 | EUR | 1,398 | 1,407 | |
Energias de Portugal SA | 2.875% | 6/1/26 | EUR | 5,900 | 6,355 | |
Ren Finance BV | 1.750% | 1/18/28 | EUR | 1,296 | 1,309 | |
59,933 | ||||||
Romania (0.0%) | ||||||
NE Property BV | 1.875% | 10/9/26 | EUR | 2,908 | 2,750 | |
NE Property BV | 3.375% | 7/14/27 | EUR | 393 | 384 | |
NE Property BV | 2.000% | 1/20/30 | EUR | 2,000 | 1,591 | |
4,725 | ||||||
Singapore (0.0%) | ||||||
DBS Group Holdings Ltd. | 3.980% | Perpetual | SGD | 1,250 | 920 | |
Oversea-Chinese Banking Corp. Ltd. | 0.625% | 4/18/25 | EUR | 4,913 | 5,113 | |
Temasek Financial I Ltd. | 0.500% | 11/20/31 | EUR | 10,829 | 9,335 | |
Temasek Financial I Ltd. | 3.500% | 2/15/33 | EUR | 4,587 | 5,049 | |
Temasek Financial I Ltd. | 5.125% | 7/26/40 | GBP | 3,234 | 4,160 | |
Temasek Financial I Ltd. | 1.250% | 11/20/49 | EUR | 2,444 | 1,737 | |
United Overseas Bank Ltd. | 0.500% | 1/16/25 | EUR | 6,141 | 6,416 | |
United Overseas Bank Ltd. | 0.100% | 5/25/29 | EUR | 15,348 | 14,015 | |
United Overseas Bank Ltd. | 3.580% | Perpetual | SGD | 500 | 363 | |
47,108 | ||||||
South Africa (0.0%) | ||||||
Anglo American Capital plc | 1.625% | 9/18/25 | EUR | 100 | 105 | |
Anglo American Capital plc | 1.625% | 3/11/26 | EUR | 1,315 | 1,372 | |
1,477 | ||||||
Spain (0.9%) | ||||||
Abanca Corp. Bancaria SA | 0.500% | 9/8/27 | EUR | 1,600 | 1,501 | |
Abanca Corp. Bancaria SA | 5.250% | 9/14/28 | EUR | 2,500 | 2,713 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Abertis Infraestructuras SA | 3.750% | 6/20/23 | EUR | 5,000 | 5,513 | |
Abertis Infraestructuras SA | 2.500% | 2/27/25 | EUR | 100 | 108 | |
Abertis Infraestructuras SA | 0.625% | 7/15/25 | EUR | 2,000 | 2,066 | |
Abertis Infraestructuras SA | 1.375% | 5/20/26 | EUR | 300 | 309 | |
Abertis Infraestructuras SA | 3.375% | 11/27/26 | GBP | 1,500 | 1,747 | |
Abertis Infraestructuras SA | 1.000% | 2/27/27 | EUR | 600 | 597 | |
Abertis Infraestructuras SA | 2.375% | 9/27/27 | EUR | 3,600 | 3,729 | |
Abertis Infraestructuras SA | 1.250% | 2/7/28 | EUR | 1,800 | 1,759 | |
Abertis Infraestructuras SA | 1.125% | 3/26/28 | EUR | 3,000 | 2,898 | |
Abertis Infraestructuras SA | 2.250% | 3/29/29 | EUR | 16,500 | 16,449 | |
Abertis Infraestructuras SA | 3.000% | 3/27/31 | EUR | 1,800 | 1,814 | |
Abertis Infraestructuras SA | 1.875% | 3/26/32 | EUR | 3,000 | 2,719 | |
Acciona Energia Financiacion Filiales SA | 1.375% | 1/26/32 | EUR | 3,200 | 2,895 | |
ACS Servicios Comunicaciones y Energia SA | 1.875% | 4/20/26 | EUR | 2,000 | 2,070 | |
Amadeus IT Group SA | 2.500% | 5/20/24 | EUR | 2,000 | 2,171 | |
Amadeus IT Group SA | 1.875% | 9/24/28 | EUR | 3,300 | 3,325 | |
AYT Cedulas Cajas Global FTA | 4.750% | 5/25/27 | EUR | 17,300 | 19,883 | |
AYT Cedulas Cajas X Fondo de Titulizacion de Activos | 3.750% | 6/30/25 | EUR | 5,000 | 5,504 | |
Banco Bilbao Vizcaya Argentaria SA | 2.250% | 6/12/24 | EUR | 1,500 | 1,625 | |
Banco Bilbao Vizcaya Argentaria SA | 0.375% | 10/2/24 | EUR | 1,500 | 1,576 | |
Banco Bilbao Vizcaya Argentaria SA | 4.000% | 2/25/25 | EUR | 3,600 | 3,990 | |
Banco Bilbao Vizcaya Argentaria SA | 0.875% | 11/22/26 | EUR | 7,400 | 7,483 | |
Banco Bilbao Vizcaya Argentaria SA | 0.500% | 1/14/27 | EUR | 5,300 | 5,154 | |
Banco Bilbao Vizcaya Argentaria SA | 0.125% | 3/24/27 | EUR | 32,000 | 31,646 | |
Banco Bilbao Vizcaya Argentaria SA | 3.125% | 7/17/27 | EUR | 6,500 | 7,108 | |
Banco Bilbao Vizcaya Argentaria SA | 3.375% | 9/20/27 | EUR | 8,000 | 8,652 | |
Banco Bilbao Vizcaya Argentaria SA | 4.375% | 10/14/29 | EUR | 3,700 | 4,176 | |
Banco Bilbao Vizcaya Argentaria SA | 1.000% | 1/16/30 | EUR | 4,100 | 4,157 | |
Banco de Sabadell SA | 0.625% | 6/10/24 | EUR | 14,900 | 15,858 | |
Banco de Sabadell SA | 1.125% | 3/11/27 | EUR | 8,700 | 8,679 | |
Banco de Sabadell SA | 5.125% | 11/10/28 | EUR | 4,000 | 4,462 | |
Banco Santander SA | 1.375% | 7/31/24 | GBP | 2,000 | 2,388 | |
Banco Santander SA | 1.125% | 11/27/24 | EUR | 7,200 | 7,627 | |
Banco Santander SA | 0.463% | 12/5/24 | JPY | 1,000,000 | 7,309 | |
Banco Santander SA | 1.125% | 1/17/25 | EUR | 2,000 | 2,105 | |
Banco Santander SA | 2.500% | 3/18/25 | EUR | 4,800 | 5,140 | |
Banco Santander SA | 1.000% | 4/7/25 | EUR | 21,100 | 22,138 | |
Banco Santander SA | 1.375% | 1/5/26 | EUR | 2,000 | 2,060 | |
Banco Santander SA | 1.500% | 1/25/26 | EUR | 12,700 | 13,286 | |
Banco Santander SA | 3.875% | 2/6/26 | EUR | 100 | 111 | |
Banco Santander SA | 3.250% | 4/4/26 | EUR | 5,500 | 5,894 | |
Banco Santander SA | 3.625% | 9/27/26 | EUR | 10,000 | 10,919 | |
Banco Santander SA | 0.300% | 10/4/26 | EUR | 5,000 | 4,925 | |
Banco Santander SA | 0.500% | 2/4/27 | EUR | 4,500 | 4,340 | |
Banco Santander SA | 1.750% | 2/17/27 | GBP | 3,000 | 3,250 | |
Banco Santander SA | 0.500% | 3/24/27 | EUR | 10,800 | 10,660 | |
Banco Santander SA | 4.625% | 5/4/27 | EUR | 900 | 1,039 | |
Banco Santander SA | 2.375% | 9/8/27 | EUR | 20,000 | 21,177 | |
Banco Santander SA | 3.875% | 1/16/28 | EUR | 5,000 | 5,490 | |
Banco Santander SA | 2.125% | 2/8/28 | EUR | 1,400 | 1,386 | |
Banco Santander SA | 0.200% | 2/11/28 | EUR | 7,300 | 6,776 | |
Banco Santander SA | 0.310% | 6/9/28 | CHF | 3,465 | 3,453 | |
Banco Santander SA | 1.125% | 10/25/28 | EUR | 2,500 | 2,462 | |
Banco Santander SA | 3.375% | 1/11/30 | EUR | 5,000 | 5,496 | |
Banco Santander SA | 1.625% | 10/22/30 | EUR | 8,000 | 7,021 | |
Banco Santander SA | 0.875% | 5/9/31 | EUR | 5,100 | 4,624 | |
Banco Santander SA | 2.750% | 9/8/32 | EUR | 25,000 | 26,061 | |
Banco Santander SA | 2.000% | 11/27/34 | EUR | 5,700 | 5,398 | |
Bankinter SA | 1.000% | 2/5/25 | EUR | 4,000 | 4,198 | |
Bankinter SA | 1.250% | 2/7/28 | EUR | 100 | 100 | |
CaixaBank SA | 1.125% | 5/17/24 | EUR | 4,000 | 4,286 | |
CaixaBank SA | 0.625% | 10/1/24 | EUR | 2,000 | 2,107 | |
CaixaBank SA | 0.375% | 2/3/25 | EUR | 2,000 | 2,074 | |
CaixaBank SA | 4.000% | 2/3/25 | EUR | 6,100 | 6,753 | |
CaixaBank SA | 3.875% | 2/17/25 | EUR | 29,800 | 32,921 | |
CaixaBank SA | 0.625% | 3/27/25 | EUR | 8,900 | 9,264 | |
CaixaBank SA | 1.000% | 9/25/25 | EUR | 5,500 | 5,703 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
CaixaBank SA | 1.125% | 3/27/26 | EUR | 5,000 | 5,107 | |
CaixaBank SA | 1.375% | 6/19/26 | EUR | 2,500 | 2,526 | |
CaixaBank SA | 0.750% | 7/9/26 | EUR | 13,300 | 13,317 | |
CaixaBank SA | 0.750% | 7/10/26 | EUR | 11,200 | 11,516 | |
CaixaBank SA | 1.125% | 11/12/26 | EUR | 2,500 | 2,486 | |
CaixaBank SA | 0.375% | 11/18/26 | EUR | 4,000 | 3,979 | |
CaixaBank SA | 1.250% | 1/11/27 | EUR | 200 | 204 | |
CaixaBank SA | 1.000% | 1/17/28 | EUR | 17,900 | 17,704 | |
CaixaBank SA | 3.500% | 4/6/28 | GBP | 5,000 | 5,664 | |
CaixaBank SA | 0.750% | 5/26/28 | EUR | 10,900 | 10,365 | |
CaixaBank SA | 0.500% | 2/9/29 | EUR | 6,500 | 5,950 | |
CaixaBank SA | 2.250% | 4/17/30 | EUR | 11,700 | 11,962 | |
CaixaBank SA | 5.375% | 11/14/30 | EUR | 3,000 | 3,423 | |
CaixaBank SA | 1.250% | 6/18/31 | EUR | 3,000 | 2,895 | |
CaixaBank SA | 6.250% | 2/23/33 | EUR | 2,500 | 2,804 | |
CaixaBank SA | 6.875% | 10/25/33 | GBP | 3,000 | 3,676 | |
CaixaBank SA | 4.125% | 3/24/36 | EUR | 2,350 | 2,717 | |
Caja Rural de Navarra SCC | 0.875% | 5/8/25 | EUR | 3,300 | 3,441 | |
Canal de Isabel II Gestion SA | 1.680% | 2/26/25 | EUR | 1,700 | 1,802 | |
Cedulas TDA 6 Fondo de Titulizacion de Activos | 3.875% | 5/23/25 | EUR | 500 | 552 | |
Cepsa Finance SA | 0.750% | 2/12/28 | EUR | 3,000 | 2,723 | |
Criteria Caixa SA | 0.875% | 10/28/27 | EUR | 3,300 | 3,149 | |
Enagas Financiaciones SA | 1.250% | 2/6/25 | EUR | 2,600 | 2,753 | |
Enagas Financiaciones SA | 1.375% | 5/5/28 | EUR | 100 | 102 | |
Eurocaja Rural SCC | 0.875% | 5/27/24 | EUR | 2,500 | 2,666 | |
FCC Aqualia SA | 2.629% | 6/8/27 | EUR | 1,893 | 1,964 | |
Ferrovial Emisiones SA | 2.500% | 7/15/24 | EUR | 2,500 | 2,713 | |
Iberdrola Finanzas SA | 1.000% | 3/7/25 | EUR | 100 | 106 | |
Iberdrola Finanzas SA | 0.875% | 6/16/25 | EUR | 6,500 | 6,809 | |
Iberdrola Finanzas SA | 3.125% | 11/22/28 | EUR | 6,000 | 6,562 | |
Iberdrola Finanzas SA | 1.621% | 11/29/29 | EUR | 2,100 | 2,123 | |
Iberdrola Finanzas SA | 1.375% | 3/11/32 | EUR | 3,100 | 2,950 | |
Iberdrola International BV | 1.875% | 10/8/24 | EUR | 200 | 216 | |
Iberdrola International BV | 0.375% | 9/15/25 | EUR | 8,300 | 8,584 | |
Iberdrola International BV | 1.125% | 4/21/26 | EUR | 2,200 | 2,287 | |
Iberdrola International BV | 1.450% | Perpetual | EUR | 6,000 | 5,619 | |
Iberdrola International BV | 1.874% | Perpetual | EUR | 15,800 | 15,648 | |
Iberdrola International BV | 2.250% | Perpetual | EUR | 12,300 | 10,987 | |
Iberdrola International BV | 3.250% | Perpetual | EUR | 11,800 | 12,493 | |
Inmobiliaria Colonial Socimi SA | 1.450% | 10/28/24 | EUR | 2,300 | 2,440 | |
Inmobiliaria Colonial Socimi SA | 1.625% | 11/28/25 | EUR | 4,200 | 4,378 | |
Inmobiliaria Colonial Socimi SA | 2.000% | 4/17/26 | EUR | 2,000 | 2,086 | |
Inmobiliaria Colonial Socimi SA | 2.500% | 11/28/29 | EUR | 1,000 | 972 | |
Mapfre SA | 1.625% | 5/19/26 | EUR | 600 | 620 | |
Mapfre SA | 4.375% | 3/31/47 | EUR | 2,600 | 2,726 | |
Mapfre SA | 4.125% | 9/7/48 | EUR | 3,600 | 3,662 | |
Merlin Properties Socimi SA | 1.750% | 5/26/25 | EUR | 4,764 | 4,992 | |
Merlin Properties Socimi SA | 1.375% | 6/1/30 | EUR | 6,200 | 5,217 | |
Merlin Properties Socimi SA | 1.875% | 12/4/34 | EUR | 3,000 | 2,258 | |
Naturgy Finance BV | 0.875% | 5/15/25 | EUR | 3,900 | 4,067 | |
Naturgy Finance BV | 1.250% | 4/19/26 | EUR | 4,400 | 4,527 | |
Naturgy Finance BV | 1.375% | 1/19/27 | EUR | 100 | 102 | |
Naturgy Finance BV | 1.500% | 1/29/28 | EUR | 1,000 | 1,006 | |
Naturgy Finance BV | 0.750% | 11/28/29 | EUR | 3,200 | 2,954 | |
NorteGas Energia Distribucion SAU | 2.065% | 9/28/27 | EUR | 5,139 | 5,300 | |
Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | 3/28/27 | EUR | 4,200 | 4,763 | |
Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | 4/10/31 | EUR | 17,700 | 20,665 | |
Prosegur Cash SA | 1.375% | 2/4/26 | EUR | 500 | 519 | |
Red Electrica Financiaciones SAU | 1.125% | 4/24/25 | EUR | 100 | 106 | |
Red Electrica Financiaciones SAU | 1.000% | 4/21/26 | EUR | 200 | 207 | |
Red Electrica Financiaciones SAU | 1.250% | 3/13/27 | EUR | 1,200 | 1,240 | |
Redexis Gas Finance BV | 1.875% | 5/28/25 | EUR | 4,000 | 4,220 | |
Redexis Gas Finance BV | 1.875% | 4/27/27 | EUR | 7,596 | 7,731 | |
Repsol Europe Finance Sarl | 0.375% | 7/6/29 | EUR | 2,000 | 1,827 | |
Repsol Europe Finance Sarl | 0.875% | 7/6/33 | EUR | 2,900 | 2,435 | |
Repsol International Finance BV | 2.500% | Perpetual | EUR | 3,000 | 2,871 | |
Repsol International Finance BV | 3.750% | Perpetual | EUR | 3,500 | 3,593 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Repsol International Finance BV | 4.247% | Perpetual | EUR | 3,500 | 3,460 | |
Repsol International Finance BV | 2.250% | 12/10/26 | EUR | 5,000 | 5,318 | |
Repsol International Finance BV | 0.250% | 8/2/27 | EUR | 500 | 483 | |
Santander Consumer Finance SA | 0.375% | 6/27/24 | EUR | 5,000 | 5,293 | |
Santander Consumer Finance SA | 0.375% | 1/17/25 | EUR | 9,600 | 9,978 | |
Santander Consumer Finance SA | 0.000% | 2/23/26 | EUR | 2,000 | 1,962 | |
Santander Consumer Finance SA | 0.500% | 1/14/27 | EUR | 10,700 | 10,377 | |
Telefonica Emisiones SA | 5.375% | 2/2/26 | GBP | 707 | 889 | |
Telefonica Emisiones SA | 1.460% | 4/13/26 | EUR | 2,000 | 2,089 | |
Telefonica Emisiones SA | 1.447% | 1/22/27 | EUR | 10,100 | 10,404 | |
Telefonica Emisiones SA | 2.318% | 10/17/28 | EUR | 400 | 415 | |
Telefonica Emisiones SA | 1.788% | 3/12/29 | EUR | 4,300 | 4,322 | |
Telefonica Emisiones SA | 5.445% | 10/8/29 | GBP | 2,850 | 3,597 | |
Telefonica Emisiones SA | 2.932% | 10/17/29 | EUR | 5,600 | 5,972 | |
Telefonica Emisiones SA | 0.664% | 2/3/30 | EUR | 5,900 | 5,405 | |
Telefonica Emisiones SA | 2.592% | 5/25/31 | EUR | 11,900 | 12,247 | |
Telefonica Emisiones SA | 1.807% | 5/21/32 | EUR | 7,900 | 7,453 | |
Telefonica Emisiones SA | 1.864% | 7/13/40 | EUR | 3,900 | 3,082 | |
Telefonica Europe BV | 5.875% | 2/14/33 | EUR | 3,152 | 4,091 | |
Unicaja Banco SA | 4.500% | 6/30/25 | EUR | 400 | 438 | |
Unicaja Banco SA | 1.000% | 12/1/26 | EUR | 3,700 | 3,652 | |
845,232 | ||||||
Sweden (1.0%) | ||||||
Akelius Residential Property AB | 1.750% | 2/7/25 | EUR | 777 | 801 | |
Akelius Residential Property AB | 2.375% | 8/15/25 | GBP | 1,455 | 1,679 | |
Akelius Residential Property Financing BV | 1.125% | 1/11/29 | EUR | 4,005 | 3,439 | |
Akelius Residential Property Financing BV | 0.750% | 2/22/30 | EUR | 5,262 | 4,179 | |
Alfa Laval Treasury International AB | 0.875% | 2/18/26 | EUR | 3,125 | 3,199 | |
Alfa Laval Treasury International AB | 1.375% | 2/18/29 | EUR | 1,100 | 1,066 | |
Atlas Copco AB | 0.625% | 8/30/26 | EUR | 100 | 102 | |
Balder Finland OYJ | 1.000% | 1/20/29 | EUR | 3,000 | 2,197 | |
Balder Finland OYJ | 1.375% | 5/24/30 | EUR | 1,071 | 743 | |
Balder Finland OYJ | 2.000% | 1/18/31 | EUR | 2,000 | 1,412 | |
Castellum AB | 0.750% | 9/4/26 | EUR | 2,329 | 2,065 | |
Castellum Helsinki Finance Holding Abp | 2.000% | 3/24/25 | EUR | 2,900 | 2,902 | |
Castellum Helsinki Finance Holding Abp | 0.875% | 9/17/29 | EUR | 3,730 | 2,707 | |
Danske Hypotek AB | 1.000% | 12/17/25 | SEK | 268,000 | 24,509 | |
EQT AB | 2.375% | 4/6/28 | EUR | 3,500 | 3,404 | |
EQT AB | 2.875% | 4/6/32 | EUR | 5,400 | 4,745 | |
Essity AB | 1.625% | 3/30/27 | EUR | 822 | 845 | |
Essity AB | 0.250% | 2/8/31 | EUR | 5,684 | 4,783 | |
Fastighets AB Balder | 1.125% | 1/29/27 | EUR | 3,300 | 2,807 | |
Fastighets AB Balder | 1.250% | 1/28/28 | EUR | 1,257 | 994 | |
Heimstaden Bostad Treasury BV | 1.375% | 3/3/27 | EUR | 6,652 | 5,826 | |
Heimstaden Bostad Treasury BV | 1.000% | 4/13/28 | EUR | 7,391 | 6,026 | |
Heimstaden Bostad Treasury BV | 1.375% | 7/24/28 | EUR | 2,500 | 2,008 | |
Heimstaden Bostad Treasury BV | 1.625% | 10/13/31 | EUR | 2,962 | 2,042 | |
Investor AB | 0.375% | 10/29/35 | EUR | 4,500 | 3,354 | |
Investor AB | 1.500% | 6/20/39 | EUR | 7,000 | 5,540 | |
Lansforsakringar Hypotek AB | 1.500% | 9/18/24 | SEK | 78,500 | 7,438 | |
Lansforsakringar Hypotek AB | 1.000% | 9/15/27 | SEK | 420,800 | 37,578 | |
Molnlycke Holding AB | 1.875% | 2/28/25 | EUR | 2,457 | 2,606 | |
Nordea Hypotek AB | 1.000% | 9/18/24 | SEK | 643,100 | 60,470 | |
Nordea Hypotek AB | 0.500% | 9/16/26 | SEK | 25,300 | 2,251 | |
Nordea Hypotek AB | 1.000% | 6/16/27 | SEK | 390,000 | 34,849 | |
Nordea Hypotek AB | 3.500% | 9/20/28 | SEK | 150,000 | 14,611 | |
Sagax AB | 2.250% | 3/13/25 | EUR | 491 | 511 | |
Sagax Euro Mtn NL BV | 0.750% | 1/26/28 | EUR | 5,786 | 4,706 | |
Sagax Euro Mtn NL BV | 1.000% | 5/17/29 | EUR | 100 | 77 | |
Samhallsbyggnadsbolaget i Norden AB | 1.750% | 1/14/25 | EUR | 1,200 | 1,159 | |
Samhallsbyggnadsbolaget i Norden AB | 1.000% | 8/12/27 | EUR | 2,913 | 2,166 | |
Sandvik AB | 2.125% | 6/7/27 | EUR | 2,500 | 2,616 | |
SBB Treasury OYJ | 0.750% | 12/14/28 | EUR | 6,713 | 4,445 | |
SBB Treasury OYJ | 1.125% | 11/26/29 | EUR | 2,200 | 1,414 | |
Skandinaviska Enskilda Banken AB | 1.000% | 12/18/24 | SEK | 26,000 | 2,434 | |
Skandinaviska Enskilda Banken AB | 1.000% | 12/17/25 | SEK | 570,000 | 52,132 | |
Skandinaviska Enskilda Banken AB | 0.375% | 2/9/26 | EUR | 9,725 | 9,885 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Skandinaviska Enskilda Banken AB | 0.500% | 12/16/26 | SEK | 180,000 | 15,841 | |
Skandinaviska Enskilda Banken AB | 0.375% | 2/11/27 | EUR | 3,359 | 3,218 | |
Skandinaviska Enskilda Banken AB | 0.750% | 8/9/27 | EUR | 11,000 | 10,505 | |
Skandinaviska Enskilda Banken AB | 0.750% | 11/15/27 | EUR | 597 | 590 | |
Skandinaviska Enskilda Banken AB | 0.375% | 6/21/28 | EUR | 5,000 | 4,526 | |
Skandinaviska Enskilda Banken AB | 1.375% | 10/31/28 | EUR | 8,286 | 8,943 | |
Skandinaviska Enskilda Banken AB | 0.625% | 11/12/29 | EUR | 4,913 | 4,299 | |
Skandinaviska Enskilda Banken AB | 1.000% | 12/19/29 | SEK | 26,000 | 2,201 | |
SKF AB | 0.250% | 2/15/31 | EUR | 2,845 | 2,378 | |
Stadshypotek AB | 1.500% | 12/3/24 | SEK | 602,000 | 56,585 | |
Stadshypotek AB | 0.500% | 7/11/25 | EUR | 1,455 | 1,506 | |
Stadshypotek AB | 0.375% | 3/13/26 | EUR | 16,804 | 17,043 | |
Stadshypotek AB | 0.500% | 6/1/26 | SEK | 584,000 | 52,073 | |
Stadshypotek AB | 0.125% | 10/5/26 | EUR | 100 | 99 | |
Stadshypotek AB | 1.000% | 3/1/27 | SEK | 268,000 | 23,861 | |
Stadshypotek AB | 0.750% | 11/1/27 | EUR | 3,459 | 3,425 | |
Stadshypotek AB | 2.500% | 12/1/27 | SEK | 434,000 | 40,581 | |
Stadshypotek AB | 2.000% | 9/1/28 | SEK | 50,000 | 4,526 | |
Svenska Handelsbanken AB | 0.125% | 6/18/24 | EUR | 2,457 | 2,601 | |
Svenska Handelsbanken AB | 1.000% | 4/15/25 | EUR | 14,204 | 14,909 | |
Svenska Handelsbanken AB | 0.050% | 9/3/26 | EUR | 9,958 | 9,638 | |
Svenska Handelsbanken AB | 0.125% | 11/3/26 | EUR | 10,000 | 9,752 | |
Svenska Handelsbanken AB | 1.375% | 2/23/29 | EUR | 13,500 | 12,699 | |
Svenska Handelsbanken AB | 0.500% | 2/18/30 | EUR | 4,913 | 4,245 | |
Svenska Handelsbanken AB | 4.625% | 8/23/32 | GBP | 4,000 | 4,659 | |
Sveriges Sakerstallda Obligationer AB | 1.000% | 6/12/24 | SEK | 174,000 | 16,497 | |
Sveriges Sakerstallda Obligationer AB | 0.500% | 1/29/25 | EUR | 5,365 | 5,611 | |
Sveriges Sakerstallda Obligationer AB | 0.500% | 6/11/25 | SEK | 656,000 | 59,984 | |
Sveriges Sakerstallda Obligationer AB | 0.625% | 10/30/25 | EUR | 2,457 | 2,532 | |
Sveriges Sakerstallda Obligationer AB | 2.000% | 6/17/26 | SEK | 59,000 | 5,514 | |
Sveriges Sakerstallda Obligationer AB | 0.875% | 3/29/27 | EUR | 382 | 384 | |
Sveriges Sakerstallda Obligationer AB | 0.250% | 6/9/27 | SEK | 300,000 | 25,717 | |
Sveriges Sakerstallda Obligationer AB | 1.750% | 2/10/32 | EUR | 24,000 | 23,433 | |
Swedbank AB | 0.750% | 5/5/25 | EUR | 7,908 | 8,191 | |
Swedbank AB | 0.250% | 11/2/26 | EUR | 9,767 | 9,492 | |
Swedbank AB | 1.300% | 2/17/27 | EUR | 4,900 | 4,839 | |
Swedbank AB | 0.300% | 5/20/27 | EUR | 13,262 | 12,906 | |
Swedbank AB | 1.375% | 12/8/27 | GBP | 6,100 | 6,635 | |
Swedbank AB | 0.200% | 1/12/28 | EUR | 11,759 | 10,749 | |
Swedbank Hypotek AB | 0.400% | 5/8/24 | EUR | 2,457 | 2,619 | |
Swedbank Hypotek AB | 1.000% | 9/18/24 | SEK | 846,900 | 79,460 | |
Swedbank Hypotek AB | 0.050% | 5/28/25 | EUR | 2,000 | 2,056 | |
Swedbank Hypotek AB | 0.500% | 2/5/26 | EUR | 4,913 | 5,014 | |
Swedbank Hypotek AB | 1.375% | 5/31/27 | EUR | 18,800 | 19,276 | |
Tele2 AB | 1.125% | 5/15/24 | EUR | 4,046 | 4,331 | |
Tele2 AB | 2.125% | 5/15/28 | EUR | 1,508 | 1,534 | |
Tele2 AB | 0.750% | 3/23/31 | EUR | 896 | 769 | |
Telefonaktiebolaget LM Ericsson | 1.000% | 5/26/29 | EUR | 1,300 | 1,133 | |
Telia Co. AB | 3.875% | 10/1/25 | EUR | 954 | 1,059 | |
Telia Co. AB | 0.125% | 11/27/30 | EUR | 5,255 | 4,482 | |
Telia Co. AB | 2.125% | 2/20/34 | EUR | 5,961 | 5,572 | |
Telia Co. AB | 1.625% | 2/23/35 | EUR | 1,100 | 953 | |
Telia Co. AB | 1.375% | 5/11/81 | EUR | 2,100 | 2,047 | |
Telia Co. AB | 2.750% | 6/30/83 | EUR | 2,000 | 1,954 | |
Vattenfall AB | 0.050% | 10/15/25 | EUR | 2,863 | 2,903 | |
Vattenfall AB | 6.875% | 4/15/39 | GBP | 2,457 | 3,573 | |
Volvo Treasury AB | 2.000% | 8/19/27 | EUR | 1,000 | 1,035 | |
977,679 | ||||||
Switzerland (1.1%) | ||||||
ABB Finance BV | 0.000% | 1/19/30 | EUR | 7,151 | 6,328 | |
Adecco International Financial Services BV | 1.000% | 12/2/24 | EUR | 552 | 583 | |
Adecco International Financial Services BV | 0.125% | 9/21/28 | EUR | 7,500 | 6,854 | |
Argentum Netherlands BV for Givaudan SA | 2.000% | 9/17/30 | EUR | 1,600 | 1,590 | |
Argentum Netherlands BV for Swiss Life AG | 4.375% | Perpetual | EUR | 7,461 | 7,913 | |
Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 3.500% | 10/1/46 | EUR | 17,657 | 18,358 | |
Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 2.750% | 2/19/49 | EUR | 1,004 | 968 | |
Basellandschaftliche Kantonalbank | 0.375% | 5/13/30 | CHF | 2,455 | 2,456 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Basler Kantonalbank | 0.300% | 6/22/27 | CHF | 2,210 | 2,316 | |
Cloverie plc for Zurich Insurance Co. Ltd. | 1.750% | 9/16/24 | EUR | 2,637 | 2,820 | |
Cloverie plc for Zurich Insurance Co. Ltd. | 1.500% | 12/15/28 | EUR | 3,000 | 2,987 | |
Credit Suisse AG | 1.125% | 12/15/25 | GBP | 3,000 | 3,325 | |
Credit Suisse AG | 0.250% | 1/5/26 | EUR | 10,800 | 10,572 | |
Credit Suisse AG | 1.500% | 4/10/26 | EUR | 382 | 384 | |
Credit Suisse Group AG | 1.250% | 7/17/25 | EUR | 18,459 | 19,076 | |
Credit Suisse Group AG | 2.750% | 8/8/25 | GBP | 1,000 | 1,145 | |
Credit Suisse Group AG | 2.125% | 9/12/25 | GBP | 6,953 | 8,105 | |
Credit Suisse Group AG | 3.250% | 4/2/26 | EUR | 17,997 | 18,724 | |
Credit Suisse Group AG | 2.125% | 10/13/26 | EUR | 4,000 | 4,033 | |
Credit Suisse Group AG | 1.000% | 6/24/27 | EUR | 3,988 | 3,814 | |
Credit Suisse Group AG | 0.650% | 1/14/28 | EUR | 17,725 | 16,331 | |
Credit Suisse Group AG | 2.250% | 6/9/28 | GBP | 8,521 | 9,037 | |
Credit Suisse Group AG | 7.750% | 3/1/29 | EUR | 10,000 | 11,996 | |
Credit Suisse Group AG | 0.650% | 9/10/29 | EUR | 9,241 | 7,663 | |
Credit Suisse Group AG | 2.125% | 11/15/29 | GBP | 500 | 502 | |
Credit Suisse Group AG | 0.625% | 1/18/33 | EUR | 5,900 | 4,256 | |
Credit Suisse Group AG | 7.375% | 9/7/33 | GBP | 2,500 | 3,338 | |
Credit Suisse Schweiz AG | 0.000% | 7/31/25 | CHF | 5,590 | 5,928 | |
ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | 3.375% | 9/29/47 | EUR | 3,108 | 3,078 | |
ELM BV for Swiss Reinsurance Co. Ltd. | 2.600% | Perpetual | EUR | 13,249 | 13,431 | |
Firmenich Productions Participations SAS | 1.375% | 10/30/26 | EUR | 4,913 | 5,065 | |
Firmenich Productions Participations SAS | 1.750% | 4/30/30 | EUR | 4,913 | 4,852 | |
Givaudan Finance Europe BV | 1.000% | 4/22/27 | EUR | 4,913 | 4,972 | |
Givaudan Finance Europe BV | 1.625% | 4/22/32 | EUR | 4,000 | 3,738 | |
Helvetia Europe SA | 2.750% | 9/30/41 | EUR | 6,257 | 5,464 | |
Holcim Finance Luxembourg SA | 1.500% | 4/6/25 | EUR | 3,000 | 3,168 | |
Holcim Finance Luxembourg SA | 2.375% | 4/9/25 | EUR | 4,100 | 4,427 | |
Holcim Finance Luxembourg SA | 0.500% | 11/29/26 | EUR | 1,786 | 1,774 | |
Holcim Finance Luxembourg SA | 0.125% | 7/19/27 | EUR | 3,000 | 2,892 | |
Holcim Finance Luxembourg SA | 2.250% | 5/26/28 | EUR | 4,712 | 4,850 | |
Holcim Finance Luxembourg SA | 0.500% | 9/3/30 | EUR | 1,249 | 1,078 | |
Holcim Finance Luxembourg SA | 0.500% | 4/23/31 | EUR | 7,369 | 6,214 | |
Holcim Finance Luxembourg SA | 0.625% | 1/19/33 | EUR | 4,300 | 3,413 | |
Holcim Sterling Finance Netherlands BV | 3.000% | 5/12/32 | GBP | 1,282 | 1,323 | |
Holcim Sterling Finance Netherlands BV | 2.250% | 4/4/34 | GBP | 1,100 | 1,006 | |
Luzerner Kantonalbank AG | 0.125% | 11/25/32 | CHF | 700 | 653 | |
Novartis AG | 0.625% | 11/13/29 | CHF | 1,355 | 1,392 | |
Novartis Finance SA | 1.625% | 11/9/26 | EUR | 2,457 | 2,563 | |
Novartis Finance SA | 0.000% | 9/23/28 | EUR | 9,000 | 8,462 | |
Novartis Finance SA | 1.375% | 8/14/30 | EUR | 3,956 | 3,887 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | 5/21/24 | CHF | 5,200 | 5,767 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 10/15/25 | CHF | 2,455 | 2,651 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 1/26/26 | CHF | 3,920 | 4,215 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.500% | 3/30/26 | CHF | 5,835 | 6,646 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 9/18/26 | CHF | 5,245 | 5,552 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.750% | 12/15/26 | CHF | 1,475 | 1,701 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 1/18/27 | CHF | 10,080 | 10,637 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.500% | 2/16/27 | CHF | 985 | 1,127 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 5/12/27 | CHF | 12,250 | 12,907 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 6/15/27 | CHF | 18,725 | 19,394 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/12/27 | CHF | 10,000 | 10,412 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 1/21/28 | CHF | 5,000 | 5,501 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 5/5/28 | CHF | 3,920 | 4,101 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 7/10/28 | CHF | 2,455 | 2,530 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 9/6/28 | CHF | 13,720 | 14,000 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 10/9/28 | CHF | 7,355 | 7,653 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 1/22/29 | CHF | 29,435 | 30,285 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 5/8/29 | CHF | 3,680 | 3,682 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 6/15/29 | CHF | 7,355 | 7,576 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | 9/20/29 | CHF | 985 | 1,068 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 10/26/29 | CHF | 46,990 | 46,179 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 2/26/30 | CHF | 43,885 | 42,795 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 4/15/30 | CHF | 4,900 | 4,852 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.625% | 7/3/30 | CHF | 985 | 1,081 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 3/19/31 | CHF | 15,000 | 14,452 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 5/16/31 | CHF | 1,720 | 1,741 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 7/15/31 | CHF | 4,535 | 4,385 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.875% | 9/15/31 | CHF | 13,275 | 14,761 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 12/19/31 | CHF | 7,490 | 7,159 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | 5/12/32 | CHF | 3,680 | 3,798 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.250% | 8/13/32 | CHF | 5,000 | 5,735 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 11/19/32 | CHF | 8,285 | 7,699 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 4/25/33 | CHF | 2,455 | 2,417 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 8/2/33 | CHF | 8,575 | 9,185 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.750% | 11/28/34 | CHF | 12,500 | 12,223 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 1/25/35 | CHF | 10,000 | 9,597 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | 5/7/35 | CHF | 985 | 972 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 10/5/35 | CHF | 2,455 | 2,298 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/14/36 | CHF | 1,990 | 1,773 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 1/23/37 | CHF | 1,965 | 1,839 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | 6/25/37 | CHF | 2,700 | 2,605 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 8/4/38 | CHF | 1,400 | 1,207 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 7/8/39 | CHF | 4,065 | 3,522 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 12/5/40 | CHF | 2,455 | 2,545 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 6/17/41 | CHF | 4,045 | 3,494 | |
Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/6/42 | CHF | 4,900 | 3,958 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 6/14/24 | CHF | 15,915 | 17,459 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.750% | 9/23/24 | CHF | 1,080 | 1,189 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 12/2/24 | CHF | 7,355 | 8,005 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 7/28/25 | CHF | 2,455 | 2,666 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 2.000% | 10/30/25 | CHF | 1,475 | 1,657 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.250% | 12/1/25 | CHF | 7,030 | 7,555 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.625% | 6/17/26 | CHF | 3,430 | 3,811 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.050% | 11/6/26 | CHF | 4,900 | 5,147 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 1/27/27 | CHF | 27,520 | 28,749 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.375% | 3/19/27 | CHF | 3,920 | 4,305 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.250% | 2/11/28 | CHF | 1,365 | 1,415 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 3/13/28 | CHF | 3,025 | 3,093 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.000% | 9/22/28 | CHF | 2,455 | 2,624 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | 4/9/29 | CHF | 12,315 | 12,564 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.500% | 5/21/29 | CHF | 15,040 | 16,446 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.625% | 7/16/29 | CHF | 11,760 | 12,178 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 4/30/30 | CHF | 2,455 | 2,496 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 7/19/30 | CHF | 14,640 | 14,284 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 9/20/30 | CHF | 8,575 | 8,662 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.550% | 1/29/31 | CHF | 4,655 | 4,695 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | 6/6/31 | CHF | 3,680 | 3,614 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 9/2/31 | CHF | 15,230 | 14,687 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 4/23/32 | CHF | 25,000 | 23,786 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.650% | 2/15/33 | CHF | 4,900 | 4,843 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 3/18/33 | CHF | 7,500 | 6,916 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 5/15/34 | CHF | 2,945 | 2,815 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | 6/12/35 | CHF | 19,000 | 17,188 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | 7/13/35 | CHF | 7,355 | 6,642 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.600% | 12/11/35 | CHF | 6,370 | 6,023 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 2/15/36 | CHF | 5,035 | 4,364 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.700% | 3/4/39 | CHF | 2,455 | 2,256 | |
Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.020% | 1/30/40 | CHF | 5,000 | 4,008 | |
Richemont International Holding SA | 1.000% | 3/26/26 | EUR | 7,550 | 7,886 | |
Richemont International Holding SA | 1.500% | 3/26/30 | EUR | 3,000 | 2,978 | |
Richemont International Holding SA | 1.125% | 5/26/32 | EUR | 3,684 | 3,388 | |
Richemont International Holding SA | 2.000% | 3/26/38 | EUR | 7,550 | 6,705 | |
Richemont International Holding SA | 1.625% | 5/26/40 | EUR | 4,913 | 3,987 | |
SIX Finance Luxembourg SA | 0.000% | 12/2/25 | EUR | 5,400 | 5,392 | |
St. Galler Kantonalbank | 0.500% | 6/24/25 | CHF | 210 | 228 | |
Swiss Life Finance I Ltd. | 3.250% | 8/31/29 | EUR | 5,000 | 5,314 | |
Swiss Re Finance Luxembourg SA | 2.534% | 4/30/50 | EUR | 3,900 | 3,588 | |
Swisscom AG | 1.750% | 7/10/24 | CHF | 985 | 1,099 | |
Tyco Electronics Group SA | 0.000% | 2/14/25 | EUR | 3,144 | 3,255 | |
Tyco Electronics Group SA | 0.000% | 2/16/29 | EUR | 2,756 | 2,471 | |
UBS AG | 0.500% | 3/31/31 | EUR | 4,600 | 3,893 | |
UBS Group AG | 1.500% | 11/30/24 | EUR | 3,675 | 3,864 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
UBS Group AG | 0.250% | 1/29/26 | EUR | 2,457 | 2,491 | |
UBS Group AG | 1.250% | 9/1/26 | EUR | 12,959 | 12,841 | |
UBS Group AG | 0.250% | 2/24/28 | EUR | 8,784 | 7,913 | |
UBS Group AG | 0.250% | 11/5/28 | EUR | 10,959 | 9,850 | |
UBS Group AG | 4.375% | 1/11/31 | EUR | 4,000 | 4,298 | |
UBS Group AG | 0.875% | 11/3/31 | EUR | 12,176 | 9,786 | |
UBS Group AG | 0.625% | 2/24/33 | EUR | 3,000 | 2,302 | |
Zuercher Kantonalbank | 0.250% | 1/27/26 | CHF | 2,455 | 2,623 | |
Zuercher Kantonalbank | 0.125% | 5/13/26 | CHF | 805 | 853 | |
Zuercher Kantonalbank | 0.300% | 1/25/28 | CHF | 10,000 | 10,336 | |
Zuercher Kantonalbank | 0.100% | 3/31/31 | CHF | 5,000 | 4,805 | |
Zuercher Kantonalbank | 0.010% | 1/21/33 | CHF | 3,000 | 2,751 | |
Zurich Finance Ireland DAC | 5.125% | 11/23/52 | GBP | 4,000 | 4,567 | |
Zurich Finance Ireland Designated Activity Co. | 1.625% | 6/17/39 | EUR | 7,369 | 5,953 | |
��� | 1,030,340 | |||||
United Arab Emirates (0.0%) | ||||||
DP World Ltd. | 2.375% | 9/25/26 | EUR | 100 | 104 | |
DP World Ltd. | 4.250% | 9/25/30 | GBP | 1,004 | 1,165 | |
Emirates NBD Bank PJSC | 4.750% | 2/9/28 | AUD | 1,530 | 1,003 | |
Emirates NBD Bank PJSC | 3.050% | 2/26/30 | AUD | 1,130 | 647 | |
Emirates Telecommunications Group Co. PJSC | 2.750% | 6/18/26 | EUR | 8,145 | 8,696 | |
Emirates Telecommunications Group Co. PJSC | 0.375% | 5/17/28 | EUR | 2,265 | 2,147 | |
First Abu Dhabi Bank PJSC | 0.875% | 12/9/25 | GBP | 1,498 | 1,672 | |
First Abu Dhabi Bank PJSC | 0.125% | 2/16/26 | EUR | 9,170 | 9,054 | |
MDGH - GMTN BV | 6.875% | 3/14/26 | GBP | 225 | 297 | |
MDGH GMTN RSC Ltd. | 1.000% | 3/10/34 | EUR | 2,000 | 1,617 | |
26,402 | ||||||
United Kingdom (2.3%) | ||||||
3i Group plc | 5.750% | 12/3/32 | GBP | 2,439 | 3,095 | |
3i Group plc | 3.750% | 6/5/40 | GBP | 1,300 | 1,223 | |
A2Dominion Housing Group Ltd. | 3.500% | 11/15/28 | GBP | 3,098 | 3,558 | |
AA Bond Co. Ltd. | 6.269% | 7/2/43 | GBP | 1,404 | 1,712 | |
AA Bond Co. Ltd. | 3.250% | 7/31/50 | GBP | 500 | 498 | |
AA Bond Co. Ltd. | 5.500% | 7/31/50 | GBP | 500 | 567 | |
AA Bond Co. Ltd. | 8.450% | 7/31/50 | GBP | 4,000 | 5,046 | |
ABP Finance plc | 6.250% | 12/14/26 | GBP | 2,141 | 2,738 | |
Admiral Group plc | 5.500% | 7/25/24 | GBP | 1,184 | 1,471 | |
Affinity Sutton Capital Markets plc | 5.981% | 9/17/38 | GBP | 1,000 | 1,337 | |
Affinity Sutton Capital Markets plc | 4.250% | 10/8/42 | GBP | 777 | 836 | |
Affinity Water Finance 2004 plc | 5.875% | 7/13/26 | GBP | 4,219 | 5,421 | |
Affinity Water Finance plc | 4.500% | 3/31/36 | GBP | 2,231 | 2,608 | |
Affordable Housing Finance plc | 3.800% | 5/20/44 | GBP | 2,457 | 2,830 | |
Affordable Housing Finance plc | 2.893% | 8/11/45 | GBP | 1,307 | 1,299 | |
Anchor Hanover Group | 2.000% | 7/21/51 | GBP | 1,491 | 1,031 | |
Anglian Water Services Financing plc | 1.625% | 8/10/25 | GBP | 1,411 | 1,650 | |
Anglian Water Services Financing plc | 4.500% | 2/22/26 | GBP | 8,381 | 10,425 | |
Anglian Water Services Financing plc | 2.625% | 6/15/27 | GBP | 14,425 | 16,468 | |
Anglian Water Services Financing plc | 4.500% | 10/5/27 | GBP | 1,360 | 1,673 | |
Anglian Water Services Financing plc | 6.625% | 1/15/29 | GBP | 242 | 327 | |
Anglian Water Services Financing plc | 4.525% | 8/26/32 | CAD | 1,500 | 1,096 | |
Anglo American Capital plc | 5.000% | 3/15/31 | EUR | 5,000 | 5,631 | |
Annington Funding plc | 1.650% | 7/12/24 | EUR | 4,815 | 5,080 | |
Annington Funding plc | 2.646% | 7/12/25 | GBP | 1,455 | 1,699 | |
Annington Funding plc | 3.184% | 7/12/29 | GBP | 4,526 | 4,774 | |
Annington Funding plc | 3.685% | 7/12/34 | GBP | 3,595 | 3,553 | |
Annington Funding plc | 3.935% | 7/12/47 | GBP | 3,513 | 3,079 | |
Arqiva Financing plc | 4.882% | 12/31/32 | GBP | 1,319 | 1,577 | |
Artesian Finance II plc | 6.000% | 9/30/33 | GBP | 1,495 | 1,987 | |
Aspire Defence Finance plc | 4.674% | 3/31/40 | GBP | 2,888 | 3,450 | |
Aspire Defence Finance plc | 4.674% | 3/31/40 | GBP | 1,365 | 1,633 | |
Assura Financing plc | 1.625% | 6/30/33 | GBP | 1,100 | 955 | |
Aster Treasury plc | 1.405% | 1/27/36 | GBP | 2,000 | 1,721 | |
Aster Treasury plc | 4.500% | 12/18/43 | GBP | 1,319 | 1,565 | |
AstraZeneca plc | 0.750% | 5/12/24 | EUR | 8,700 | 9,349 | |
AstraZeneca plc | 0.375% | 6/3/29 | EUR | 15,000 | 13,867 | |
AstraZeneca plc | 5.750% | 11/13/31 | GBP | 1,956 | 2,670 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Aviva plc | 1.875% | 11/13/27 | EUR | 4,906 | 5,009 | |
Aviva plc | 4.000% | 10/2/30 | CAD | 1,537 | 1,042 | |
Aviva plc | 3.875% | 7/3/44 | EUR | 1,210 | 1,304 | |
Aviva plc | 3.375% | 12/4/45 | EUR | 2,908 | 3,026 | |
Aviva plc | 4.375% | 9/12/49 | GBP | 1,453 | 1,622 | |
Aviva plc | 4.000% | 6/3/55 | GBP | 1,804 | 1,777 | |
Aviva plc | 6.875% | 5/20/58 | GBP | 4,223 | 5,620 | |
Babcock International Group plc | 1.875% | 10/5/26 | GBP | 1,906 | 2,091 | |
Babcock International Group plc | 1.375% | 9/13/27 | EUR | 217 | 213 | |
Backward 2017 Ltd. | 2.125% | 3/25/53 | GBP | 2,000 | 1,355 | |
Bank of Scotland plc | 4.875% | 12/20/24 | GBP | 684 | 858 | |
Barclays plc | 0.750% | 6/9/25 | EUR | 5,000 | 5,301 | |
Barclays plc | 1.375% | 1/24/26 | EUR | 8,047 | 8,408 | |
Barclays plc | 3.000% | 5/8/26 | GBP | 6,165 | 7,157 | |
Barclays plc | 3.250% | 2/12/27 | GBP | 11,031 | 12,656 | |
Barclays plc | 2.166% | 6/23/27 | CAD | 1,591 | 1,057 | |
Barclays plc | 0.877% | 1/28/28 | EUR | 7,200 | 6,899 | |
Barclays plc | 4.000% | 6/26/29 | AUD | 1,000 | 575 | |
Barclays plc | 0.577% | 8/9/29 | EUR | 13,552 | 11,997 | |
Barclays plc | 3.750% | 11/22/30 | GBP | 2,261 | 2,608 | |
Barclays plc | 6.369% | 1/31/31 | GBP | 3,000 | 3,807 | |
Barclays plc | 1.125% | 3/22/31 | EUR | 5,179 | 4,943 | |
Barclays plc | 1.106% | 5/12/32 | EUR | 5,552 | 4,583 | |
Barclays plc | 8.407% | 11/14/32 | GBP | 3,500 | 4,561 | |
Barclays plc | 3.250% | 1/17/33 | GBP | 5,100 | 5,102 | |
Barclays plc | 5.262% | 1/29/34 | EUR | 3,000 | 3,327 | |
BAT Capital Corp. | 2.125% | 8/15/25 | GBP | 1,687 | 1,962 | |
BAT International Finance plc | 2.750% | 3/25/25 | EUR | 2,908 | 3,147 | |
BAT International Finance plc | 4.000% | 9/4/26 | GBP | 2,100 | 2,486 | |
BAT International Finance plc | 1.250% | 3/13/27 | EUR | 3,843 | 3,814 | |
BAT International Finance plc | 2.250% | 6/26/28 | GBP | 13,500 | 13,969 | |
BAT International Finance plc | 2.250% | 1/16/30 | EUR | 8,823 | 8,090 | |
BAT International Finance plc | 6.000% | 11/24/34 | GBP | 2,313 | 2,622 | |
BAT International Finance plc | 5.750% | 7/5/40 | GBP | 1,414 | 1,473 | |
BAT International Finance plc | 2.250% | 9/9/52 | GBP | 1,559 | 779 | |
BAT Netherlands Finance BV | 2.375% | 10/7/24 | EUR | 14,913 | 16,070 | |
BAT Netherlands Finance BV | 3.125% | 4/7/28 | EUR | 8,923 | 9,293 | |
Bazalgette Finance plc | 2.375% | 11/29/27 | GBP | 1,392 | 1,567 | |
Beyond Housing Ltd. | 2.125% | 5/17/51 | GBP | 1,981 | 1,430 | |
BG Energy Capital plc | 5.125% | 12/1/25 | GBP | 2,962 | 3,739 | |
BG Energy Capital plc | 2.250% | 11/21/29 | EUR | 3,101 | 3,150 | |
BG Energy Capital plc | 5.000% | 11/4/36 | GBP | 2,000 | 2,441 | |
Blend Funding plc | 3.459% | 9/21/49 | GBP | 4,500 | 4,335 | |
Blend Funding plc | 2.922% | 4/5/56 | GBP | 2,545 | 2,072 | |
BP Capital Markets BV | 0.933% | 12/4/40 | EUR | 4,459 | 2,956 | |
BP Capital Markets BV | 1.467% | 9/21/41 | EUR | 981 | 694 | |
BP Capital Markets plc | 1.177% | 8/12/23 | GBP | 1,499 | 1,863 | |
BP Capital Markets plc | 0.900% | 7/3/24 | EUR | 9,053 | 9,679 | |
BP Capital Markets plc | 0.830% | 9/19/24 | EUR | 3,910 | 4,167 | |
BP Capital Markets plc | 2.030% | 2/14/25 | GBP | 687 | 820 | |
BP Capital Markets plc | 1.953% | 3/3/25 | EUR | 3,550 | 3,818 | |
BP Capital Markets plc | 3.470% | 5/15/25 | CAD | 1,351 | 978 | |
BP Capital Markets plc | 1.077% | 6/26/25 | EUR | 2,592 | 2,727 | |
BP Capital Markets plc | 2.972% | 2/27/26 | EUR | 2,547 | 2,776 | |
BP Capital Markets plc | 2.274% | 7/3/26 | GBP | 5,462 | 6,391 | |
BP Capital Markets plc | 2.213% | 9/25/26 | EUR | 6,367 | 6,727 | |
BP Capital Markets plc | 1.573% | 2/16/27 | EUR | 14,084 | 14,485 | |
BP Capital Markets plc | 0.831% | 11/8/27 | EUR | 7,369 | 7,270 | |
BP Capital Markets plc | 2.519% | 4/7/28 | EUR | 1,767 | 1,863 | |
BP Capital Markets plc | 2.822% | 4/7/32 | EUR | 10,599 | 10,800 | |
BP Capital Markets plc | 1.104% | 11/15/34 | EUR | 8,300 | 6,741 | |
BP Capital Markets plc | 3.250% | Perpetual | EUR | 7,471 | 7,580 | |
BP Capital Markets plc | 3.625% | Perpetual | EUR | 9,089 | 8,677 | |
BP Capital Markets plc | 4.250% | Perpetual | GBP | 4,913 | 5,518 | |
BPHA Finance plc | 4.816% | 4/11/44 | GBP | 987 | 1,167 | |
British Land Co. plc | 2.375% | 9/14/29 | GBP | 913 | 921 | |
British Telecommunications plc | 1.750% | 3/10/26 | EUR | 1,720 | 1,806 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
British Telecommunications plc | 1.500% | 6/23/27 | EUR | 5,113 | 5,201 | |
British Telecommunications plc | 5.750% | 12/7/28 | GBP | 474 | 607 | |
British Telecommunications plc | 1.125% | 9/12/29 | EUR | 3,000 | 2,847 | |
British Telecommunications plc | 3.125% | 11/21/31 | GBP | 800 | 853 | |
British Telecommunications plc | 3.375% | 8/30/32 | EUR | 1,500 | 1,588 | |
British Telecommunications plc | 6.375% | 6/23/37 | GBP | 2,585 | 3,344 | |
1 | Broadgate Financing plc | 4.999% | 10/5/33 | GBP | 3,170 | 3,825 |
Bromford Housing Group Ltd. | 3.125% | 5/3/48 | GBP | 957 | 866 | |
BUPA Finance plc | 5.000% | 12/8/26 | GBP | 2,501 | 3,024 | |
Burberry Group plc | 1.125% | 9/21/25 | GBP | 2,457 | 2,808 | |
Cadent Finance plc | 0.625% | 9/22/24 | EUR | 14,740 | 15,558 | |
Cadent Finance plc | 2.125% | 9/22/28 | GBP | 5,323 | 5,676 | |
Cadent Finance plc | 0.625% | 3/19/30 | EUR | 22,317 | 19,616 | |
Cadent Finance plc | 0.750% | 3/11/32 | EUR | 857 | 721 | |
Cadent Finance plc | 2.250% | 10/10/35 | GBP | 4,778 | 4,220 | |
Cadent Finance plc | 2.625% | 9/22/38 | GBP | 1,690 | 1,455 | |
Cadent Finance plc | 3.125% | 3/21/40 | GBP | 3,553 | 3,203 | |
Cadent Finance plc | 2.750% | 9/22/46 | GBP | 502 | 385 | |
Cardiff University | 3.000% | 12/7/55 | GBP | 1,004 | 890 | |
Catalyst Housing Ltd. | 3.125% | 10/31/47 | GBP | 1,491 | 1,297 | |
CCEP Finance Ireland DAC | 0.000% | 9/6/25 | EUR | 5,000 | 5,068 | |
CCEP Finance Ireland DAC | 0.500% | 9/6/29 | EUR | 4,062 | 3,713 | |
CCEP Finance Ireland DAC | 0.875% | 5/6/33 | EUR | 3,276 | 2,767 | |
CCEP Finance Ireland DAC | 1.500% | 5/6/41 | EUR | 1,296 | 974 | |
Centrica plc | 4.375% | 3/13/29 | GBP | 8,324 | 9,826 | |
Centrica plc | 7.000% | 9/19/33 | GBP | 3,455 | 4,819 | |
Centrica plc | 4.250% | 9/12/44 | GBP | 5,567 | 5,581 | |
Channel Link Enterprises Finance plc | 3.043% | 6/30/50 | GBP | 3,336 | 3,553 | |
Church Commissioners for England | 3.625% | 7/14/52 | GBP | 2,000 | 1,975 | |
Circle Anglia Social Housing plc | 7.250% | 11/12/38 | GBP | 2,390 | 3,591 | |
Circle Anglia Social Housing plc | 5.200% | 3/2/44 | GBP | 1,000 | 1,211 | |
Citizen Treasury plc | 3.250% | 10/20/48 | GBP | 4,322 | 3,985 | |
CK Hutchison Europe Finance 18 Ltd. | 1.250% | 4/13/25 | EUR | 7,956 | 8,318 | |
CK Hutchison Europe Finance 18 Ltd. | 2.000% | 4/13/30 | EUR | 200 | 191 | |
CK Hutchison Europe Finance 21 Ltd. | 0.750% | 11/2/29 | EUR | 3,200 | 2,834 | |
CK Hutchison Europe Finance 21 Ltd. | 1.000% | 11/2/33 | EUR | 3,100 | 2,484 | |
CK Hutchison Finance 16 II Ltd. | 0.875% | 10/3/24 | EUR | 5,545 | 5,836 | |
CK Hutchison Finance 16 Ltd. | 2.000% | 4/6/28 | EUR | 100 | 100 | |
CK Hutchison Group Telecom Finance SA | 2.000% | 10/17/27 | GBP | 5,457 | 5,955 | |
CK Hutchison Group Telecom Finance SA | 1.125% | 10/17/28 | EUR | 100 | 93 | |
CK Hutchison Group Telecom Finance SA | 1.500% | 10/17/31 | EUR | 7,867 | 6,816 | |
CK Hutchison Group Telecom Finance SA | 2.625% | 10/17/34 | GBP | 1,591 | 1,429 | |
Clarion Funding plc | 2.625% | 1/18/29 | GBP | 802 | 887 | |
Clarion Funding plc | 1.250% | 11/13/32 | GBP | 2,900 | 2,605 | |
Clarion Funding plc | 1.875% | 1/22/35 | GBP | 3,000 | 2,674 | |
Clarion Funding plc | 3.125% | 4/19/48 | GBP | 1,076 | 932 | |
Close Brothers Finance plc | 1.625% | 12/3/30 | GBP | 5,000 | 4,541 | |
Clydesdale Bank plc | 4.625% | 6/8/26 | GBP | 6,367 | 7,979 | |
CNH Industrial Finance Europe SA | 1.875% | 1/19/26 | EUR | 9,454 | 10,008 | |
CNH Industrial Finance Europe SA | 1.750% | 3/25/27 | EUR | 2,200 | 2,267 | |
CNH Industrial Finance Europe SA | 1.625% | 7/3/29 | EUR | 7,484 | 7,315 | |
Coca-Cola Europacific Partners plc | 1.125% | 5/26/24 | EUR | 2,818 | 3,023 | |
Coca-Cola Europacific Partners plc | 2.375% | 5/7/25 | EUR | 1,455 | 1,565 | |
Coca-Cola Europacific Partners plc | 1.750% | 3/27/26 | EUR | 5,916 | 6,194 | |
Coca-Cola Europacific Partners plc | 1.750% | 5/26/28 | EUR | 2,547 | 2,562 | |
Coca-Cola Europacific Partners plc | 0.200% | 12/2/28 | EUR | 6,684 | 6,128 | |
Coca-Cola Europacific Partners plc | 0.700% | 9/12/31 | EUR | 4,136 | 3,588 | |
Compass Group Finance Netherlands BV | 0.625% | 7/3/24 | EUR | 868 | 926 | |
Compass Group Finance Netherlands BV | 1.500% | 9/5/28 | EUR | 4,000 | ��� 4,038 | |
Compass Group plc | 2.000% | 9/5/25 | GBP | 200 | 237 | |
Compass Group plc | 2.000% | 7/3/29 | GBP | 3,072 | 3,320 | |
1 | Connect Plus M25 Issuer plc | 2.607% | 3/31/39 | GBP | 1,104 | 1,131 |
Coventry Building Society | 2.000% | 12/20/30 | GBP | 2,062 | 2,008 | |
CPUK Finance Ltd. | 3.588% | 2/28/42 | GBP | 1,455 | 1,727 | |
Crh Finance UK plc | 4.125% | 12/2/29 | GBP | 2,773 | 3,279 | |
1,6 | CTRL Section 1 Finance plc | 5.234% | 5/2/35 | GBP | 115 | 152 |
Dali Capital plc | 4.799% | 12/21/37 | GBP | 200 | 240 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Derby Healthcare plc | 5.564% | 6/30/41 | GBP | 373 | 477 | |
Derwent London plc | 1.875% | 11/17/31 | GBP | 1,400 | 1,283 | |
Diageo Capital BV | 0.125% | 9/28/28 | EUR | 700 | 656 | |
Diageo Finance plc | 0.500% | 6/19/24 | EUR | 486 | 518 | |
Diageo Finance plc | 1.750% | 9/23/24 | EUR | 800 | 863 | |
Diageo Finance plc | 2.875% | 3/27/29 | GBP | 5,000 | 5,714 | |
Diageo Finance plc | 2.500% | 3/27/32 | EUR | 8,569 | 8,734 | |
Diageo Finance plc | 1.250% | 3/28/33 | GBP | 3,459 | 3,181 | |
Direct Line Insurance Group plc | 4.000% | 6/5/32 | GBP | 1,000 | 960 | |
DS Smith plc | 1.375% | 7/26/24 | EUR | 200 | 214 | |
DS Smith plc | 0.875% | 9/12/26 | EUR | 4,981 | 4,984 | |
DWR Cymru Financing UK plc | 1.625% | 3/31/26 | GBP | 1,893 | 2,155 | |
DWR Cymru Financing UK plc | 6.015% | 3/31/28 | GBP | 125 | 164 | |
DWR Cymru Financing UK plc | 1.375% | 3/31/33 | GBP | 500 | 457 | |
DWR Cymru Financing UK plc | 2.375% | 3/31/34 | GBP | 1,182 | 1,093 | |
DWR Cymru Financing UK plc | 2.500% | 3/31/36 | GBP | 1,217 | 1,180 | |
Eastern Power Networks plc | 1.875% | 6/1/35 | GBP | 2,000 | 1,801 | |
easyJet FinCo BV | 1.875% | 3/3/28 | EUR | 15,474 | 14,946 | |
Electricity North West Ltd. | 8.875% | 3/25/26 | GBP | 977 | 1,342 | |
EMH Treasury plc | 4.500% | 1/29/44 | GBP | 449 | 512 | |
1 | Eversholt Funding plc | 6.697% | 2/22/35 | GBP | 775 | 1,014 |
1 | Eversholt Funding plc | 3.529% | 8/7/42 | GBP | 1,635 | 1,530 |
Fidelity International Ltd. | 2.500% | 11/4/26 | EUR | 1,337 | 1,326 | |
Firstgroup plc | 6.875% | 9/18/24 | GBP | 1,301 | 1,636 | |
Flagship Finance plc | 1.875% | 7/14/61 | GBP | 1,254 | 777 | |
Futures Treasury plc | 3.375% | 2/8/44 | GBP | 1,306 | 1,264 | |
Gatwick Funding Ltd. | 5.250% | 1/23/26 | GBP | 552 | 693 | |
Gatwick Funding Ltd. | 6.125% | 3/2/28 | GBP | 8,800 | 11,313 | |
Gatwick Funding Ltd. | 2.500% | 4/15/32 | GBP | 200 | 210 | |
Gatwick Funding Ltd. | 5.750% | 1/23/39 | GBP | 4,052 | 5,036 | |
Gatwick Funding Ltd. | 3.125% | 9/28/41 | GBP | 2,141 | 1,918 | |
Gatwick Funding Ltd. | 3.250% | 2/26/48 | GBP | 2,100 | 1,775 | |
Genfinance II plc | 6.064% | 12/21/39 | GBP | 2,863 | 3,836 | |
GlaxoSmithKline Capital plc | 1.375% | 12/2/24 | EUR | 200 | 214 | |
GlaxoSmithKline Capital plc | 4.000% | 6/16/25 | EUR | 488 | 547 | |
GlaxoSmithKline Capital plc | 1.250% | 5/21/26 | EUR | 9,369 | 9,724 | |
GlaxoSmithKline Capital plc | 1.000% | 9/12/26 | EUR | 100 | 103 | |
GlaxoSmithKline Capital plc | 3.375% | 12/20/27 | GBP | 1,860 | 2,245 | |
GlaxoSmithKline Capital plc | 1.250% | 10/12/28 | GBP | 12,276 | 13,048 | |
GlaxoSmithKline Capital plc | 1.750% | 5/21/30 | EUR | 7,302 | 7,298 | |
GlaxoSmithKline Capital plc | 5.250% | 12/19/33 | GBP | 3,579 | 4,749 | |
GlaxoSmithKline Capital plc | 1.625% | 5/12/35 | GBP | 12,189 | 11,000 | |
GlaxoSmithKline Capital plc | 6.375% | 3/9/39 | GBP | 567 | 821 | |
GlaxoSmithKline Capital plc | 5.250% | 4/10/42 | GBP | 2,116 | 2,741 | |
GlaxoSmithKline Capital plc | 4.250% | 12/18/45 | GBP | 3,217 | 3,624 | |
Global Switch Finance BV | 1.375% | 10/7/30 | EUR | 2,800 | 2,577 | |
Global Switch Holdings Ltd. | 2.250% | 5/31/27 | EUR | 100 | 104 | |
Grainger plc | 3.000% | 7/3/30 | GBP | 900 | 887 | |
Great Places Housing Group Ltd. | 4.750% | 10/22/42 | GBP | 2,955 | 3,509 | |
1 | Great Rolling Stock Co. plc | 6.875% | 7/27/35 | GBP | 150 | 196 |
1 | Greater Gabbard OFTO plc | 4.137% | 11/29/32 | GBP | 333 | 393 |
Greene King Finance plc | 5.318% | 9/15/31 | GBP | 200 | 234 | |
Greene King Finance plc | 5.106% | 3/15/34 | GBP | 452 | 513 | |
1 | Greene King Finance plc | 4.064% | 3/15/35 | GBP | 413 | 442 |
Guinness Partnership Ltd. | 4.000% | 10/24/44 | GBP | 2,242 | 2,389 | |
Guinness Partnership Ltd. | 2.000% | 4/22/55 | GBP | 100 | 65 | |
1 | Gwynt y Mor OFTO plc | 2.778% | 2/17/34 | GBP | 705 | 758 |
Hammerson Ireland Finance DAC | 1.750% | 6/3/27 | EUR | 2,686 | 2,374 | |
Hammerson plc | 7.250% | 4/21/28 | GBP | 1,951 | 2,257 | |
Heathrow Funding Ltd. | 3.250% | 5/21/27 | CAD | 2,000 | 1,427 | |
Heathrow Funding Ltd. | 1.500% | 10/12/27 | EUR | 11,684 | 12,182 | |
Heathrow Funding Ltd. | 2.625% | 3/16/28 | GBP | 8,000 | 8,492 | |
Heathrow Funding Ltd. | 6.750% | 12/3/28 | GBP | 2,888 | 3,781 | |
Heathrow Funding Ltd. | 2.694% | 10/13/29 | CAD | 2,232 | 1,527 | |
Heathrow Funding Ltd. | 1.500% | 2/11/30 | EUR | 9,004 | 8,520 | |
Heathrow Funding Ltd. | 3.400% | 3/8/30 | CAD | 3,559 | 2,478 | |
Heathrow Funding Ltd. | 2.750% | 10/13/31 | GBP | 2,457 | 2,658 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Heathrow Funding Ltd. | 6.450% | 12/10/31 | GBP | 1,527 | 2,045 | |
Heathrow Funding Ltd. | 1.875% | 7/12/32 | EUR | 2,096 | 1,936 | |
Heathrow Funding Ltd. | 3.782% | 9/4/32 | CAD | 1,419 | 985 | |
Heathrow Funding Ltd. | 1.125% | 10/8/32 | EUR | 5,000 | 4,497 | |
Heathrow Funding Ltd. | 3.661% | 1/13/33 | CAD | 2,100 | 1,431 | |
Heathrow Funding Ltd. | 3.726% | 4/13/35 | CAD | 2,493 | 1,644 | |
Heathrow Funding Ltd. | 1.875% | 3/14/36 | EUR | 1,696 | 1,485 | |
Heathrow Funding Ltd. | 5.875% | 5/13/43 | GBP | 6,231 | 8,027 | |
Heathrow Funding Ltd. | 4.625% | 10/31/46 | GBP | 1,228 | 1,335 | |
Heathrow Funding Ltd. | 2.750% | 8/9/51 | GBP | 429 | 337 | |
Hexagon Housing Association Ltd. | 3.625% | 4/22/48 | GBP | 900 | 808 | |
High Speed Rail Finance 1 plc | 4.375% | 11/1/38 | GBP | 3,324 | 3,806 | |
Home Group Ltd. | 3.125% | 3/27/43 | GBP | 1,004 | 907 | |
1 | Housing & Care 21 | 3.288% | 11/8/49 | GBP | 980 | 886 |
HSBC Bank Capital Funding Sterling 1 LP | 5.844% | Perpetual | GBP | 62 | 80 | |
HSBC Holdings plc | 0.875% | 9/6/24 | EUR | 13,642 | 14,466 | |
HSBC Holdings plc | 3.000% | 6/30/25 | EUR | 9,459 | 10,176 | |
HSBC Holdings plc | 0.309% | 11/13/26 | EUR | 25,859 | 26,005 | |
HSBC Holdings plc | 2.256% | 11/13/26 | GBP | 3,234 | 3,720 | |
HSBC Holdings plc | 2.500% | 3/15/27 | EUR | 1,276 | 1,341 | |
HSBC Holdings plc | 3.019% | 6/15/27 | EUR | 5,400 | 5,716 | |
HSBC Holdings plc | 1.750% | 7/24/27 | GBP | 9,029 | 9,984 | |
HSBC Holdings plc | 4.752% | 3/10/28 | EUR | 5,000 | 5,589 | |
HSBC Holdings plc | 3.000% | 7/22/28 | GBP | 19,044 | 21,485 | |
HSBC Holdings plc | 2.625% | 8/16/28 | GBP | 1,510 | 1,660 | |
HSBC Holdings plc | 6.750% | 9/11/28 | GBP | 1,400 | 1,789 | |
HSBC Holdings plc | 0.641% | 9/24/29 | EUR | 6,062 | 5,519 | |
HSBC Holdings plc | 3.000% | 5/29/30 | GBP | 4,815 | 5,168 | |
HSBC Holdings plc | 4.787% | 3/10/32 | EUR | 4,000 | 4,469 | |
HSBC Holdings plc | 6.364% | 11/16/32 | EUR | 7,000 | 7,902 | |
HSBC Holdings plc | 8.201% | 11/16/34 | GBP | 3,500 | 4,672 | |
HSBC Holdings plc | 7.000% | 4/7/38 | GBP | 4,950 | 6,306 | |
HSBC Holdings plc | 6.000% | 3/29/40 | GBP | 3,752 | 4,299 | |
Hyde Housing Assn. Ltd. | 5.125% | 7/23/40 | GBP | 54 | 68 | |
Hyde Housing Assn. Ltd. | 1.750% | 8/18/55 | GBP | 4,920 | 3,016 | |
IG Group Holdings plc | 3.125% | 11/18/28 | GBP | 2,000 | 1,937 | |
Imperial Brands Finance Netherlands BV | 1.750% | 3/18/33 | EUR | 4,947 | 3,950 | |
Imperial Brands Finance plc | 1.375% | 1/27/25 | EUR | 552 | 583 | |
Imperial Brands Finance plc | 3.375% | 2/26/26 | EUR | 217 | 235 | |
Imperial Brands Finance plc | 2.125% | 2/12/27 | EUR | 7,595 | 7,753 | |
Imperial Brands Finance plc | 4.875% | 6/7/32 | GBP | 3,730 | 4,013 | |
Incommunities Treasury plc | 3.250% | 3/21/49 | GBP | 1,499 | 1,408 | |
Informa plc | 3.125% | 7/5/26 | GBP | 919 | 1,071 | |
Informa plc | 1.250% | 4/22/28 | EUR | 2,030 | 1,941 | |
Intermediate Capital Group plc | 1.625% | 2/17/27 | EUR | 1,600 | 1,439 | |
Juturna European Loan Conduit No. 16 plc | 5.064% | 8/10/33 | GBP | 1,902 | 2,366 | |
Karbon Homes Ltd. | 3.375% | 11/15/47 | GBP | 2,685 | 2,603 | |
Land Securities Capital Markets plc | 2.375% | 3/29/29 | GBP | 382 | 433 | |
Land Securities Capital Markets plc | 2.399% | 2/8/31 | GBP | 2,400 | 2,624 | |
Land Securities Capital Markets plc | 2.625% | 9/22/39 | GBP | 996 | 928 | |
Land Securities Capital Markets plc | 2.750% | 9/22/59 | GBP | 1,787 | 1,338 | |
Leeds Building Society | 0.500% | 7/3/24 | EUR | 200 | 212 | |
Leeds Building Society | 1.500% | 3/16/27 | GBP | 1,724 | 1,913 | |
Leeds Building Society | 1.375% | 10/6/27 | GBP | 12,606 | 13,330 | |
Legal & General Finance plc | 5.875% | 12/11/31 | GBP | 3,413 | 4,574 | |
Legal & General Group plc | 5.375% | 10/27/45 | GBP | 1,635 | 2,008 | |
Legal & General Group plc | 5.125% | 11/14/48 | GBP | 452 | 536 | |
Legal & General Group plc | 4.500% | 11/1/50 | GBP | 4,400 | 4,855 | |
Legal & General Group plc | 5.500% | 6/27/64 | GBP | 1,098 | 1,242 | |
Lendlease Europe Finance plc | 3.500% | 12/2/33 | GBP | 1,896 | 1,549 | |
Liberty Living Finance plc | 2.625% | 11/28/24 | GBP | 1,004 | 1,191 | |
Libra Longhurst Group Treasury No. 2 plc | 3.250% | 5/15/43 | GBP | 2,603 | 2,428 | |
Libra Longhurst Group Treasury plc | 5.125% | 8/2/38 | GBP | 912 | 1,130 | |
Linde Finance BV | 0.550% | 5/19/32 | EUR | 6,800 | 5,870 | |
LiveWest Treasury plc | 1.875% | 2/18/56 | GBP | 1,100 | 701 | |
Lloyds Bank Corporate Markets plc | 2.375% | 4/9/26 | EUR | 5,000 | 5,306 | |
Lloyds Bank plc | 5.125% | 3/7/25 | GBP | 7,460 | 9,368 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Lloyds Bank plc | 0.625% | 3/26/25 | EUR | 200 | 209 | |
Lloyds Bank plc | 0.125% | 6/18/26 | EUR | 4,913 | 4,890 | |
Lloyds Bank plc | 4.875% | 3/30/27 | GBP | 1,491 | 1,879 | |
Lloyds Bank plc | 6.000% | 2/8/29 | GBP | 5,072 | 6,807 | |
Lloyds Bank plc | 0.125% | 9/23/29 | EUR | 19,550 | 17,629 | |
Lloyds Banking Group plc | 2.250% | 10/16/24 | GBP | 1,004 | 1,205 | |
Lloyds Banking Group plc | 3.500% | 2/3/25 | CAD | 1,374 | 976 | |
Lloyds Banking Group plc | 4.000% | 3/7/25 | AUD | 5,840 | 3,763 | |
Lloyds Banking Group plc | 0.824% | 5/30/25 | JPY | 900,000 | 6,592 | |
Lloyds Banking Group plc | 0.500% | 11/12/25 | EUR | 5,139 | 5,379 | |
Lloyds Banking Group plc | 3.500% | 4/1/26 | EUR | 5,000 | 5,454 | |
Lloyds Banking Group plc | 4.250% | 11/22/27 | AUD | 2,440 | 1,516 | |
Lloyds Banking Group plc | 4.500% | 3/18/30 | EUR | 1,679 | 1,806 | |
Lloyds Banking Group plc | 3.125% | 8/24/30 | EUR | 8,500 | 8,721 | |
Lloyds Banking Group plc | 2.707% | 12/3/35 | GBP | 6,455 | 6,257 | |
Logicor 2019-1 UK plc | 1.875% | 11/17/31 | GBP | 3,486 | 3,861 | |
London & Quadrant Housing Trust | 2.625% | 2/28/28 | GBP | 2,028 | 2,279 | |
London & Quadrant Housing Trust | 2.250% | 7/20/29 | GBP | 3,200 | 3,399 | |
London & Quadrant Housing Trust | 2.000% | 3/31/32 | GBP | 2,800 | 2,732 | |
London & Quadrant Housing Trust | 4.625% | 12/5/33 | GBP | 100 | 120 | |
London & Quadrant Housing Trust | 5.500% | 1/27/40 | GBP | 400 | 506 | |
London & Quadrant Housing Trust | 5.486% | 6/15/42 | GBP | 2,500 | 3,155 | |
London & Quadrant Housing Trust | 3.750% | 10/27/49 | GBP | 1,815 | 1,727 | |
London & Quadrant Housing Trust | 3.125% | 2/28/53 | GBP | 868 | 720 | |
London Power Networks plc | 6.125% | 6/7/27 | GBP | 238 | 309 | |
London Power Networks plc | 2.625% | 3/1/29 | GBP | 1,500 | 1,646 | |
London Stock Exchange Group plc | 1.750% | 12/6/27 | EUR | 6,502 | 6,648 | |
London Stock Exchange Group plc | 1.625% | 4/6/30 | GBP | 3,000 | 3,072 | |
1 | Longstone Finance plc | 4.791% | 4/19/36 | GBP | 67 | 82 |
Lseg Netherlands BV | 0.000% | 4/6/25 | EUR | 5,000 | 5,147 | |
Lseg Netherlands BV | 0.750% | 4/6/33 | EUR | 6,062 | 5,101 | |
M&G plc | 5.625% | 10/20/51 | GBP | 3,496 | 4,044 | |
M&G plc | 5.560% | 7/20/55 | GBP | 5,623 | 6,337 | |
M&G plc | 6.340% | 12/19/63 | GBP | 2,590 | 2,924 | |
Manchester Airport Group Funding plc | 4.750% | 3/31/34 | GBP | 1,004 | 1,209 | |
Manchester Airport Group Funding plc | 2.875% | 9/30/44 | GBP | 1,906 | 1,606 | |
Martlet Homes Ltd. | 3.000% | 5/9/52 | GBP | 2,635 | 2,262 | |
1 | Meadowhall Finance plc | 4.986% | 7/12/37 | GBP | 429 | 491 |
1,7 | Merseylink Issuer plc | 3.842% | 3/31/43 | GBP | 100 | 114 |
1 | Metropolitan Funding plc | 4.125% | 4/5/48 | GBP | 1,004 | 1,017 |
Metropolitan Housing Trust Ltd. | 1.875% | 7/28/36 | GBP | 600 | 516 | |
Moat Homes Finance plc | 5.000% | 9/23/41 | GBP | 1,035 | 1,263 | |
Morhomes plc | 3.400% | 2/19/40 | GBP | 913 | 918 | |
Motability Operations Group plc | 0.375% | 1/3/26 | EUR | 3,828 | 3,885 | |
Motability Operations Group plc | 4.375% | 2/8/27 | GBP | 4,181 | 5,175 | |
Motability Operations Group plc | 0.125% | 7/20/28 | EUR | 9,056 | 8,431 | |
Motability Operations Group plc | 1.750% | 7/3/29 | GBP | 4,806 | 5,087 | |
Motability Operations Group plc | 5.625% | 11/29/30 | GBP | 1,004 | 1,338 | |
Motability Operations Group plc | 3.500% | 7/17/31 | EUR | 2,500 | 2,734 | |
Motability Operations Group plc | 2.375% | 3/14/32 | GBP | 582 | 606 | |
Motability Operations Group plc | 3.625% | 3/10/36 | GBP | 1,400 | 1,548 | |
Motability Operations Group plc | 1.500% | 1/20/41 | GBP | 5,000 | 3,739 | |
Motability Operations Group plc | 2.125% | 1/18/42 | GBP | 3,000 | 2,474 | |
Myriad Capital plc | 4.750% | 12/20/43 | GBP | 500 | 562 | |
National Grid Electricity Distribution East Midlands plc | 3.530% | 9/20/28 | EUR | 2,000 | 2,173 | |
National Grid Electricity Distribution East Midlands plc | 3.949% | 9/20/32 | EUR | 5,900 | 6,420 | |
National Grid Electricity Distribution plc | 3.500% | 10/16/26 | GBP | 19,097 | 22,624 | |
National Grid Electricity Transmission plc | 1.375% | 9/16/26 | GBP | 2,096 | 2,355 | |
National Grid Electricity Transmission plc | 2.301% | 6/22/29 | CAD | 2,764 | 1,801 | |
National Grid Electricity Transmission plc | 5.221% | 9/16/31 | CAD | 2,700 | 2,054 | |
National Grid Electricity Transmission plc | 0.823% | 7/7/32 | EUR | 3,200 | 2,708 | |
National Grid Electricity Transmission plc | 2.000% | 9/16/38 | GBP | 2,818 | 2,298 | |
National Grid Electricity Transmission plc | 0.872% | 11/26/40 | EUR | 1,600 | 1,044 | |
National Grid plc | 2.179% | 6/30/26 | EUR | 1,000 | 1,058 | |
National Grid plc | 0.163% | 1/20/28 | EUR | 13,000 | 12,189 | |
National Grid plc | 0.553% | 9/18/29 | EUR | 16,607 | 14,829 | |
National Grid plc | 2.949% | 3/30/30 | EUR | 6,300 | 6,499 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
National Grid plc | 0.750% | 9/1/33 | EUR | 1,100 | 868 | |
National Grid plc | 3.245% | 3/30/34 | EUR | 3,000 | 2,992 | |
National Grid plc | 4.275% | 1/16/35 | EUR | 2,000 | 2,193 | |
National Westminster Bank plc | 0.500% | 5/15/24 | EUR | 4,913 | 5,236 | |
Nationwide Building Society | 1.250% | 3/3/25 | EUR | 200 | 211 | |
Nationwide Building Society | 5.625% | 1/28/26 | GBP | 777 | 1,000 | |
Nationwide Building Society | 1.500% | 3/8/26 | EUR | 10,324 | 10,782 | |
Nationwide Building Society | 3.000% | 5/6/26 | GBP | 9,866 | 11,712 | |
Nationwide Building Society | 0.625% | 3/25/27 | EUR | 21,095 | 20,953 | |
Nationwide Building Society | 3.250% | 1/20/28 | GBP | 7,493 | 8,745 | |
Nationwide Building Society | 0.250% | 9/14/28 | EUR | 6,194 | 5,596 | |
Nationwide Building Society | 2.250% | 6/25/29 | EUR | 2,457 | 2,557 | |
Nationwide Building Society | 2.000% | 7/25/29 | EUR | 5,788 | 6,100 | |
Nationwide Building Society | 1.375% | 6/29/32 | EUR | 7,821 | 7,345 | |
NatWest Group plc | 1.750% | 3/2/26 | EUR | 19,048 | 20,032 | |
NatWest Group plc | 3.619% | 3/29/29 | GBP | 9,400 | 10,708 | |
NatWest Group plc | 0.670% | 9/14/29 | EUR | 17,400 | 15,736 | |
NatWest Group plc | 1.043% | 9/14/32 | EUR | 10,000 | 8,990 | |
NatWest Group plc | 7.416% | 6/6/33 | GBP | 4,000 | 5,131 | |
NatWest Markets plc | 1.000% | 5/28/24 | EUR | 4,913 | 5,247 | |
NatWest Markets plc | 1.375% | 3/2/27 | EUR | 19,100 | 19,119 | |
6 | Network Rail Infrastructure Finance plc | 4.375% | 12/9/30 | GBP | 4,367 | 5,598 |
6 | Network Rail Infrastructure Finance plc | 4.750% | 11/29/35 | GBP | 2,046 | 2,676 |
NewRiver REIT plc | 3.500% | 3/7/28 | GBP | 913 | 972 | |
Next Group plc | 3.625% | 5/18/28 | GBP | 3,459 | 4,000 | |
NIE Finance plc | 2.500% | 10/27/25 | GBP | 1,357 | 1,595 | |
NIE Finance plc | 6.375% | 6/2/26 | GBP | 2,000 | 2,595 | |
NIE Finance plc | 5.875% | 12/1/32 | GBP | 2,000 | 2,629 | |
Northern Gas Networks Finance plc | 4.875% | 6/30/27 | GBP | 59 | 74 | |
Northern Gas Networks Finance plc | 4.875% | 11/15/35 | GBP | 1,465 | 1,728 | |
Northern Powergrid Yorkshire plc | 5.125% | 5/4/35 | GBP | 742 | 922 | |
Northern Powergrid Yorkshire plc | 2.250% | 10/9/59 | GBP | 822 | 568 | |
Northumbrian Water Finance plc | 1.625% | 10/11/26 | GBP | 3,415 | 3,807 | |
Northumbrian Water Finance plc | 2.375% | 10/5/27 | GBP | 100 | 112 | |
Northumbrian Water Finance plc | 5.625% | 4/29/33 | GBP | 1,266 | 1,613 | |
Northumbrian Water Finance plc | 5.125% | 1/23/42 | GBP | 264 | 315 | |
Notting Hill Genesis | 3.750% | 12/20/32 | GBP | 2,637 | 2,974 | |
Notting Hill Genesis | 2.000% | 6/3/36 | GBP | 319 | 278 | |
Notting Hill Genesis | 5.250% | 7/7/42 | GBP | 777 | 952 | |
Notting Hill Genesis | 3.250% | 10/12/48 | GBP | 100 | 87 | |
Notting Hill Genesis | 4.375% | 2/20/54 | GBP | 2,142 | 2,260 | |
1 | Octagon Healthcare Funding plc | 5.333% | 6/30/36 | GBP | 215 | 274 |
Optivo Finance plc | 2.857% | 10/7/35 | GBP | 2,500 | 2,462 | |
Optivo Finance plc | 5.250% | 3/13/43 | GBP | 3,200 | 3,914 | |
Orbit Capital plc | 2.000% | 11/24/38 | GBP | 1,500 | 1,232 | |
Orbit Capital plc | 3.500% | 3/24/45 | GBP | 1,090 | 1,032 | |
Orbit Capital plc | 3.375% | 6/14/48 | GBP | 126 | 115 | |
Paradigm Homes Charitable Housing Assn. Ltd. | 2.250% | 5/20/51 | GBP | 2,923 | 2,157 | |
Paragon Treasury plc | 2.000% | 5/7/36 | GBP | 2,091 | 1,851 | |
1 | Paragon Treasury plc | 3.625% | 1/21/47 | GBP | 1,004 | 973 |
Peabody Capital No. 2 plc | 2.750% | 3/2/34 | GBP | 1,000 | 1,012 | |
Peabody Capital No. 2 plc | 4.625% | 12/12/53 | GBP | 1,700 | 1,914 | |
Peabody Capital plc | 5.250% | 3/17/43 | GBP | 2,750 | 3,402 | |
Pearson Funding plc | 1.375% | 5/6/25 | EUR | 317 | 333 | |
Pearson Funding plc | 3.750% | 6/4/30 | GBP | 1,293 | 1,448 | |
1 | Penarian Housing Finance plc | 3.212% | 6/7/52 | GBP | 777 | 699 |
Pension Insurance Corp. plc | 8.000% | 11/23/26 | GBP | 1,428 | 1,857 | |
Pension Insurance Corp. plc | 5.625% | 9/20/30 | GBP | 5,680 | 6,470 | |
Pension Insurance Corp. plc | 4.625% | 5/7/31 | GBP | 2,000 | 2,116 | |
Phoenix Group Holdings plc | 4.375% | 1/24/29 | EUR | 5,234 | 5,216 | |
Phoenix Group Holdings plc | 5.867% | 6/13/29 | GBP | 5,981 | 7,035 | |
Phoenix Group Holdings plc | 5.625% | 4/28/31 | GBP | 1,319 | 1,508 | |
Places For People Treasury plc | 2.875% | 8/17/26 | GBP | 4,263 | 4,961 | |
Platform HG Financing plc | 1.625% | 8/10/55 | GBP | 2,452 | 1,456 | |
Porterbrook Rail Finance Ltd. | 7.125% | 10/20/26 | GBP | 1,455 | 1,934 | |
Prs Finance plc | 1.750% | 11/24/26 | GBP | 9,052 | 10,367 | |
Prs Finance plc | 2.000% | 1/23/29 | GBP | 8,669 | 9,595 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Quadgas Finance plc | 3.375% | 9/17/29 | GBP | 2,321 | 2,418 | |
RAC Bond Co. plc | 4.870% | 5/6/46 | GBP | 1,455 | 1,677 | |
3 | Reckitt Benckiser Treasury Services Nederland BV | 0.375% | 5/19/26 | EUR | 2,457 | 2,507 |
Reckitt Benckiser Treasury Services Nederland BV | 0.750% | 5/19/30 | EUR | 5,947 | 5,545 | |
3 | Reckitt Benckiser Treasury Services Nederland BV | 0.750% | 5/19/30 | EUR | 2,457 | 2,291 |
3 | Reckitt Benckiser Treasury Services plc | 1.750% | 5/19/32 | GBP | 2,141 | 2,128 |
RELX Capital Inc. | 1.300% | 5/12/25 | EUR | 1,004 | 1,057 | |
RELX Finance BV | 0.500% | 3/10/28 | EUR | 9,369 | 9,015 | |
RELX Finance BV | 0.875% | 3/10/32 | EUR | 1,892 | 1,678 | |
Rentokil Initial Finance BV | 3.875% | 6/27/27 | EUR | 7,500 | 8,333 | |
Rentokil Initial Finance BV | 4.375% | 6/27/30 | EUR | 3,000 | 3,395 | |
Rentokil Initial plc | 0.950% | 11/22/24 | EUR | 2,501 | 2,645 | |
Rio Tinto Finance plc | 2.875% | 12/11/24 | EUR | 200 | 219 | |
Rio Tinto Finance plc | 4.000% | 12/11/29 | GBP | 400 | 480 | |
Riverside Finance plc | 3.875% | 12/5/44 | GBP | 1,093 | 1,134 | |
RL Finance Bonds No. 3 plc | 6.125% | 11/13/28 | GBP | 1,544 | 1,884 | |
RL Finance Bonds No. 4 plc | 4.875% | 10/7/49 | GBP | 5,229 | 4,969 | |
1 | RMPA Services plc | 5.337% | 9/30/38 | GBP | 1,956 | 2,489 |
Rothesay Life plc | 8.000% | 10/30/25 | GBP | 2,200 | 2,835 | |
Rothesay Life plc | 3.375% | 7/12/26 | GBP | 3,989 | 4,591 | |
Royal Bank of Scotland Group plc | 2.875% | 9/19/26 | GBP | 4,593 | 5,383 | |
Royal Bank of Scotland Group plc | 3.125% | 3/28/27 | GBP | 2,908 | 3,385 | |
Royal Mail plc | 1.250% | 10/8/26 | EUR | 2,457 | 2,467 | |
Sage Group plc | 1.625% | 2/25/31 | GBP | 5,392 | 5,216 | |
Sanctuary Capital plc | 6.697% | 3/23/39 | GBP | 3,048 | 4,448 | |
Sanctuary Capital plc | 5.000% | 4/26/47 | GBP | 2,057 | 2,473 | |
Sanctuary Capital plc | 2.375% | 4/14/50 | GBP | 452 | 340 | |
Santander UK Group Holdings plc | 3.625% | 1/14/26 | GBP | 8,099 | 9,620 | |
Santander UK Group Holdings plc | 2.920% | 5/8/26 | GBP | 6,999 | 8,201 | |
Santander UK Group Holdings plc | 0.603% | 9/13/29 | EUR | 13,042 | 11,541 | |
Santander UK plc | 0.100% | 5/12/24 | EUR | 9,725 | 10,330 | |
Santander UK plc | 1.250% | 9/18/24 | EUR | 3,324 | 3,541 | |
Santander UK plc | 0.500% | 1/10/25 | EUR | 3,956 | 4,134 | |
Santander UK plc | 5.750% | 3/2/26 | GBP | 2,843 | 3,669 | |
Santander UK plc | 5.250% | 2/16/29 | GBP | 4,696 | 6,062 | |
Santander UK plc | 3.875% | 10/15/29 | GBP | 7,552 | 8,809 | |
1 | Saxon Weald Capital plc | 5.375% | 6/6/42 | GBP | 281 | 346 |
Scotland Gas Networks plc | 3.250% | 3/8/27 | GBP | 1,655 | 1,937 | |
Scotland Gas Networks plc | 4.875% | 12/21/34 | GBP | 502 | 590 | |
Scottish Hydro Electric Transmission plc | 2.250% | 9/27/35 | GBP | 200 | 185 | |
Scottish Widows Ltd. | 7.000% | 6/16/43 | GBP | 2,000 | 2,477 | |
Segro Capital Sarl | 0.500% | 9/22/31 | EUR | 4,276 | 3,283 | |
Segro plc | 2.375% | 10/11/29 | GBP | 642 | 686 | |
Segro plc | 2.875% | 10/11/37 | GBP | 1,600 | 1,508 | |
Severn Trent Utilities Finance plc | 3.625% | 1/16/26 | GBP | 2,688 | 3,248 | |
Severn Trent Utilities Finance plc | 2.750% | 12/5/31 | GBP | 687 | 722 | |
Severn Trent Utilities Finance plc | 4.625% | 11/30/34 | GBP | 4,000 | 4,773 | |
Severn Trent Utilities Finance plc | 2.000% | 6/2/40 | GBP | 542 | 425 | |
Severn Trent Utilities Finance plc | 4.875% | 1/24/42 | GBP | 2,249 | 2,658 | |
Skipton Building Society | 2.000% | 10/2/26 | GBP | 300 | 340 | |
Sky Ltd. | 2.250% | 11/17/25 | EUR | 200 | 214 | |
Sky Ltd. | 2.500% | 9/15/26 | EUR | 22,426 | 23,995 | |
Sky Ltd. | 6.000% | 5/21/27 | GBP | 50 | 66 | |
Sky Ltd. | 4.000% | 11/26/29 | GBP | 2,366 | 2,823 | |
Smith & Nephew plc | 4.565% | 10/11/29 | EUR | 1,000 | 1,137 | |
South Eastern Power Networks plc | 5.500% | 6/5/26 | GBP | 238 | 302 | |
South Eastern Power Networks plc | 5.625% | 9/30/30 | GBP | 1,251 | 1,618 | |
South Eastern Power Networks plc | 6.375% | 11/12/31 | GBP | 1,387 | 1,888 | |
South Eastern Power Networks plc | 1.750% | 9/30/34 | GBP | 1,315 | 1,186 | |
Southern Electric Power Distribution plc | 4.625% | 2/20/37 | GBP | 3,736 | 4,333 | |
Southern Gas Networks plc | 2.500% | 2/3/25 | GBP | 2,265 | 2,715 | |
Southern Gas Networks plc | 6.375% | 5/15/40 | GBP | 82 | 109 | |
Southern Housing | 3.500% | 10/19/47 | GBP | 777 | 714 | |
Southern Water Services Finance Ltd. | 6.640% | 3/31/26 | GBP | 11,362 | 14,691 | |
Southern Water Services Finance Ltd. | 1.625% | 3/30/27 | GBP | 10,186 | 11,047 | |
Southern Water Services Finance Ltd. | 6.192% | 3/31/29 | GBP | 1,464 | 1,920 | |
Southern Water Services Finance Ltd. | 3.000% | 5/28/37 | GBP | 1,500 | 1,374 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Southern Water Services Finance Ltd. | 4.500% | 3/31/52 | GBP | 50 | 55 | |
Southern Water Services Finance Ltd. | 5.125% | 9/30/56 | GBP | 50 | 60 | |
Sovereign Housing Capital plc | 4.768% | 6/1/43 | GBP | 100 | 120 | |
Sovereign Housing Capital plc | 2.375% | 11/4/48 | GBP | 2,455 | 1,897 | |
SP Distribution plc | 5.875% | 7/17/26 | GBP | 687 | 880 | |
SP Manweb plc | 4.875% | 9/20/27 | GBP | 100 | 125 | |
SSE plc | 3.125% | Perpetual | EUR | 1,000 | 1,000 | |
SSE plc | 1.250% | 4/16/25 | EUR | 6,321 | 6,657 | |
SSE plc | 0.875% | 9/6/25 | EUR | 822 | 853 | |
SSE plc | 8.375% | 11/20/28 | GBP | 1,518 | 2,189 | |
SSE plc | 1.750% | 4/16/30 | EUR | 9,500 | 9,187 | |
SSE plc | 6.250% | 8/27/38 | GBP | 3,272 | 4,379 | |
SSE plc | 4.000% | Perpetual | EUR | 5,167 | 5,187 | |
Stagecoach Group plc | 4.000% | 9/29/25 | GBP | 100 | 118 | |
Standard Chartered plc | 2.900% | 6/28/25 | AUD | 2,000 | 1,277 | |
Standard Chartered plc | 1.625% | 10/3/27 | EUR | 347 | 349 | |
Standard Chartered plc | 0.850% | 1/27/28 | EUR | 2,908 | 2,806 | |
Standard Chartered plc | 1.200% | 9/23/31 | EUR | 100 | 94 | |
Standard Chartered plc | 4.375% | 1/18/38 | GBP | 1,455 | 1,726 | |
Student Finance plc | 2.666% | 9/30/29 | GBP | 777 | 959 | |
Sunderland SHG Finance plc | 6.380% | 3/31/42 | GBP | 64 | 87 | |
1 | TC Dudgeon Ofto plc | 3.158% | 11/12/38 | GBP | 435 | 466 |
1 | Telereal Secured Finance plc | 4.010% | 12/10/33 | GBP | 1,172 | 1,347 |
1 | Telereal Securitisation plc | 6.165% | 12/10/33 | GBP | 290 | 361 |
Tesco Corporate Treasury Services plc | 0.875% | 5/29/26 | EUR | 14,958 | 15,102 | |
Tesco Corporate Treasury Services plc | 1.875% | 11/2/28 | GBP | 2,000 | 2,113 | |
Tesco Corporate Treasury Services plc | 0.375% | 7/27/29 | EUR | 2,000 | 1,769 | |
1 | Tesco Property Finance 1 plc | 7.623% | 7/13/39 | GBP | 916 | 1,282 |
1 | Tesco Property Finance 2 plc | 6.052% | 10/13/39 | GBP | 1,505 | 1,900 |
1 | Tesco Property Finance 3 plc | 5.744% | 4/13/40 | GBP | 4,971 | 6,079 |
1 | Tesco Property Finance 4 plc | 5.801% | 10/13/40 | GBP | 2,810 | 3,465 |
1 | Tesco Property Finance 6 plc | 5.411% | 7/13/44 | GBP | 2,749 | 3,256 |
Thames Water Utilities Finance plc | 2.875% | 12/12/24 | CAD | 829 | 590 | |
Thames Water Utilities Finance plc | 4.000% | 6/19/25 | GBP | 3,910 | 4,793 | |
Thames Water Utilities Finance plc | 0.875% | 1/31/28 | EUR | 5,400 | 5,136 | |
Thames Water Utilities Finance plc | 3.500% | 2/25/28 | GBP | 687 | 796 | |
Thames Water Utilities Finance plc | 6.750% | 11/16/28 | GBP | 1,750 | 2,340 | |
Thames Water Utilities Finance plc | 4.375% | 1/18/31 | EUR | 4,000 | 4,415 | |
Thames Water Utilities Finance plc | 2.625% | 1/24/32 | GBP | 993 | 1,012 | |
Thames Water Utilities Finance plc | 1.250% | 1/31/32 | EUR | 2,500 | 2,130 | |
Thames Water Utilities Finance plc | 6.500% | 2/9/32 | GBP | 2,300 | 3,077 | |
Thames Water Utilities Finance plc | 4.375% | 7/3/34 | GBP | 1,362 | 1,542 | |
Thames Water Utilities Finance plc | 5.125% | 9/28/37 | GBP | 2,686 | 3,171 | |
Thames Water Utilities Finance plc | 2.375% | 4/22/40 | GBP | 3,401 | 2,722 | |
Thames Water Utilities Finance plc | 5.500% | 2/11/41 | GBP | 2,674 | 3,263 | |
Thames Water Utilities Finance plc | 4.625% | 6/4/46 | GBP | 2,538 | 2,713 | |
Thames Water Utilities Finance plc | 7.738% | 4/9/58 | GBP | 497 | 774 | |
THFC Funding No. 2 plc | 6.350% | 7/8/41 | GBP | 1,184 | 1,659 | |
THFC Funding No. 2 plc | 5.200% | 10/11/45 | GBP | 7,737 | 9,546 | |
Together Housing Finance plc | 4.500% | 12/17/42 | GBP | 1,400 | 1,583 | |
Tritax Big Box REIT plc | 1.500% | 11/27/33 | GBP | 1,500 | 1,256 | |
Tritax EuroBox plc | 0.950% | 6/2/26 | EUR | 1,796 | 1,670 | |
Unilever Finance Netherlands BV | 1.250% | 3/25/25 | EUR | 9,725 | 10,337 | |
Unilever Finance Netherlands BV | 1.125% | 2/12/27 | EUR | 4,958 | 5,059 | |
Unilever Finance Netherlands BV | 1.375% | 7/31/29 | EUR | 2,592 | 2,566 | |
Unilever Finance Netherlands BV | 1.750% | 3/25/30 | EUR | 10,413 | 10,455 | |
Unilever Finance Netherlands BV | 1.375% | 9/4/30 | EUR | 687 | 669 | |
Unilever plc | 1.500% | 7/22/26 | GBP | 100 | 115 | |
Unilever plc | 1.500% | 6/11/39 | EUR | 2,547 | 2,132 | |
UNITE Group plc | 3.500% | 10/15/28 | GBP | 1,296 | 1,433 | |
UNITE USAF II plc | 3.921% | 6/30/30 | GBP | 1,859 | 2,238 | |
United Utilities Water Finance plc | 0.875% | 10/28/29 | GBP | 751 | 731 | |
United Utilities Water Finance plc | 2.625% | 2/12/31 | GBP | 5,866 | 6,260 | |
United Utilities Water Finance plc | 2.000% | 7/3/33 | GBP | 1,004 | 960 | |
United Utilities Water Finance plc | 1.875% | 6/3/42 | GBP | 235 | 177 | |
United Utilities Water Ltd. | 5.625% | 12/20/27 | GBP | 3,321 | 4,279 | |
University College London | 1.625% | 6/4/61 | GBP | 2,200 | 1,357 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
University of Cambridge | 3.750% | 10/17/52 | GBP | 406 | 443 | |
University of Cambridge | 2.350% | 6/27/78 | GBP | 1,452 | 1,065 | |
University of Leeds | 3.125% | 12/19/50 | GBP | 2,100 | 1,982 | |
University of Liverpool | 3.375% | 6/25/55 | GBP | 100 | 97 | |
University of Manchester | 4.250% | 7/4/53 | GBP | 957 | 1,111 | |
University of Oxford | 2.544% | 12/8/17 | GBP | 4,459 | 2,971 | |
Urenco Finance NV | 2.375% | 12/2/24 | EUR | 1,906 | 2,059 | |
Utmost Group plc | 4.000% | 12/15/31 | GBP | 2,000 | 1,860 | |
Virgin Money UK plc | 2.875% | 6/24/25 | EUR | 3,100 | 3,307 | |
Virgin Money UK plc | 3.375% | 4/24/26 | GBP | 7,658 | 8,934 | |
Virgin Money UK plc | 4.000% | 9/25/26 | GBP | 3,200 | 3,768 | |
Virgin Money UK plc | 4.000% | 9/3/27 | GBP | 2,728 | 3,145 | |
Virgin Money UK plc | 5.125% | 12/11/30 | GBP | 1,555 | 1,814 | |
Vodafone Group plc | 1.875% | 9/11/25 | EUR | 9,725 | 10,330 | |
Vodafone Group plc | 1.125% | 11/20/25 | EUR | 12,277 | 12,776 | |
Vodafone Group plc | 5.625% | 12/4/25 | GBP | 586 | 751 | |
Vodafone Group plc | 2.200% | 8/25/26 | EUR | 2,251 | 2,399 | |
Vodafone Group plc | 1.500% | 7/24/27 | EUR | 4,401 | 4,514 | |
Vodafone Group plc | 4.200% | 12/13/27 | AUD | 4,590 | 2,952 | |
Vodafone Group plc | 1.875% | 11/20/29 | EUR | 2,000 | 1,994 | |
Vodafone Group plc | 1.625% | 11/24/30 | EUR | 5,761 | 5,530 | |
Vodafone Group plc | 1.600% | 7/29/31 | EUR | 6,300 | 5,940 | |
Vodafone Group plc | 5.900% | 11/26/32 | GBP | 7,210 | 9,556 | |
Vodafone Group plc | 2.875% | 11/20/37 | EUR | 4,654 | 4,463 | |
Vodafone Group plc | 2.500% | 5/24/39 | EUR | 5,931 | 5,274 | |
Vodafone Group plc | 3.375% | 8/8/49 | GBP | 3,709 | 3,203 | |
Vodafone Group plc | 3.000% | 8/12/56 | GBP | 3,848 | 2,895 | |
Wales & West Utilities Finance plc | 5.750% | 3/29/30 | GBP | 2,457 | 3,174 | |
Wales & West Utilities Finance plc | 3.000% | 8/3/38 | GBP | 777 | 742 | |
Wellcome Trust Finance plc | 4.625% | 7/25/36 | GBP | 4,716 | 6,024 | |
Wellcome Trust Ltd. | 4.000% | 5/9/59 | GBP | 1,093 | 1,241 | |
Wellcome Trust Ltd. | 1.500% | 7/14/71 | GBP | 1,000 | 513 | |
Wellcome Trust Ltd. | 2.517% | 2/7/18 | GBP | 2,141 | 1,427 | |
Wessex Water Services Finance plc | 5.375% | 3/10/28 | GBP | 316 | 396 | |
Wessex Water Services Finance plc | 1.250% | 1/12/36 | GBP | 1,786 | 1,385 | |
Western Power Distribution East Midlands plc | 1.750% | 9/9/31 | GBP | 1,000 | 964 | |
Western Power Distribution South Wales plc | 1.625% | 10/7/35 | GBP | 2,486 | 2,098 | |
Western Power Distribution South Wales plc | 5.750% | 3/23/40 | GBP | 1,100 | 1,416 | |
Western Power Distribution South West plc | 5.875% | 3/25/27 | GBP | 1,073 | 1,383 | |
Western Power Distribution South West plc | 5.750% | 3/23/40 | GBP | 850 | 1,095 | |
Western Power Distribution West Midlands plc | 5.750% | 4/16/32 | GBP | 2,728 | 3,517 | |
Westfield Stratford City Finance No. 2 plc | 1.642% | 8/4/31 | GBP | 1,228 | 1,345 | |
Wheatley Group Capital plc | 4.375% | 11/28/44 | GBP | 1,131 | 1,260 | |
WHG Treasury plc | 4.250% | 10/6/45 | GBP | 1,906 | 2,112 | |
1 | Wods Transmission plc | 3.446% | 8/24/34 | GBP | 73 | 85 |
WPP Finance 2013 | 2.875% | 9/14/46 | GBP | 1,393 | 1,055 | |
WPP Finance 2016 | 1.375% | 3/20/25 | EUR | 6,908 | 7,274 | |
WPP Finance 2017 | 3.750% | 5/19/32 | GBP | 2,067 | 2,245 | |
WPP Finance Deutschland GmbH | 1.625% | 3/23/30 | EUR | 3,769 | 3,644 | |
WPP Finance SA | 2.250% | 9/22/26 | EUR | 100 | 105 | |
WPP Finance SA | 2.375% | 5/19/27 | EUR | 5,947 | 6,255 | |
Wrekin Housing Group Ltd. | 2.500% | 10/22/48 | GBP | 1,000 | 774 | |
Yorkshire Building Society | 0.625% | 9/21/25 | EUR | 4,377 | 4,444 | |
Yorkshire Building Society | 3.500% | 4/21/26 | GBP | 597 | 716 | |
Yorkshire Building Society | 0.010% | 10/13/27 | EUR | 16,178 | 15,315 | |
Yorkshire Building Society | 0.500% | 7/1/28 | EUR | 6,981 | 6,401 | |
Yorkshire Building Society | 3.375% | 9/13/28 | GBP | 9,610 | 10,547 | |
Yorkshire Building Society | 1.500% | 9/15/29 | GBP | 2,786 | 2,792 | |
Yorkshire Housing Finance plc | 4.125% | 10/31/44 | GBP | 1,791 | 1,880 | |
Yorkshire Power Finance Ltd. | 7.250% | 8/4/28 | GBP | 51 | 70 | |
Yorkshire Water Finance plc | 3.625% | 8/1/29 | GBP | 3,188 | 3,680 | |
Yorkshire Water Finance plc | 6.375% | 8/19/39 | GBP | 574 | 790 | |
Yorkshire Water Finance plc | 2.750% | 4/18/41 | GBP | 6,739 | 5,970 | |
Yorkshire Water Services Finance Ltd. | 5.500% | 5/28/37 | GBP | 400 | 516 | |
2,295,885 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
United States (3.0%) | ||||||
3M Co. | 1.500% | 11/9/26 | EUR | 100 | 103 | |
3M Co. | 1.750% | 5/15/30 | EUR | 831 | 817 | |
Abbott Ireland Financing DAC | 1.500% | 9/27/26 | EUR | 8,733 | 9,074 | |
Abbott Ireland Financing DAC | 0.375% | 11/19/27 | EUR | 4,913 | 4,767 | |
AbbVie Inc. | 1.375% | 5/17/24 | EUR | 6,516 | 7,019 | |
AbbVie Inc. | 1.250% | 6/1/24 | EUR | 9,913 | 10,656 | |
AbbVie Inc. | 0.750% | 11/18/27 | EUR | 3,057 | 2,980 | |
AbbVie Inc. | 2.625% | 11/15/28 | EUR | 3,104 | 3,238 | |
AbbVie Inc. | 2.125% | 11/17/28 | EUR | 9,681 | 9,868 | |
AbbVie Inc. | 2.125% | 6/1/29 | EUR | 6,341 | 6,393 | |
AGCO International Holdings BV | 0.800% | 10/6/28 | EUR | 2,500 | 2,296 | |
Air Lease Corp. | 2.625% | 12/5/24 | CAD | 4,037 | 2,845 | |
Air Products and Chemicals Inc. | 1.000% | 2/12/25 | EUR | 1,607 | 1,702 | |
Air Products and Chemicals Inc. | 0.500% | 5/5/28 | EUR | 1,815 | 1,739 | |
Air Products and Chemicals Inc. | 0.800% | 5/5/32 | EUR | 1,647 | 1,433 | |
Air Products and Chemicals Inc. | 4.000% | 3/3/35 | EUR | 2,800 | 3,151 | |
Altria Group Inc. | 1.700% | 6/15/25 | EUR | 1,499 | 1,578 | |
Altria Group Inc. | 2.200% | 6/15/27 | EUR | 6,164 | 6,276 | |
Altria Group Inc. | 3.125% | 6/15/31 | EUR | 9,820 | 9,295 | |
American Honda Finance Corp. | 0.750% | 11/25/26 | GBP | 3,234 | 3,530 | |
American Honda Finance Corp. | 0.300% | 7/7/28 | EUR | 5,100 | 4,774 | |
American International Group Inc. | 1.875% | 6/21/27 | EUR | 2,592 | 2,613 | |
American Medical Systems Europe BV | 0.750% | 3/8/25 | EUR | 13,800 | 14,409 | |
American Medical Systems Europe BV | 1.625% | 3/8/31 | EUR | 12,500 | 11,698 | |
American Medical Systems Europe BV | 1.875% | 3/8/34 | EUR | 5,700 | 5,109 | |
American Tower Corp. | 1.950% | 5/22/26 | EUR | 9,811 | 10,205 | |
American Tower Corp. | 0.450% | 1/15/27 | EUR | 6,882 | 6,658 | |
American Tower Corp. | 0.400% | 2/15/27 | EUR | 1,857 | 1,786 | |
American Tower Corp. | 0.500% | 1/15/28 | EUR | 5,757 | 5,378 | |
American Tower Corp. | 0.875% | 5/21/29 | EUR | 4,765 | 4,291 | |
American Tower Corp. | 0.950% | 10/5/30 | EUR | 2,998 | 2,598 | |
American Tower Corp. | 1.250% | 5/21/33 | EUR | 1,000 | 819 | |
Amgen Inc. | 2.000% | 2/25/26 | EUR | 1,274 | 1,348 | |
Amgen Inc. | 5.500% | 12/7/26 | GBP | 2,186 | 2,779 | |
Amgen Inc. | 4.000% | 9/13/29 | GBP | 7,231 | 8,548 | |
Amphenol Technologies Holding GmbH | 2.000% | 10/8/28 | EUR | 2,000 | 2,051 | |
Aon plc | 2.875% | 5/14/26 | EUR | 1,635 | 1,737 | |
Apple Inc. | 2.513% | 8/19/24 | CAD | 13,875 | 9,969 | |
Apple Inc. | 0.875% | 5/24/25 | EUR | 16,289 | 17,176 | |
Apple Inc. | 0.000% | 11/15/25 | EUR | 4,420 | 4,511 | |
Apple Inc. | 3.600% | 6/10/26 | AUD | 940 | 615 | |
Apple Inc. | 2.000% | 9/17/27 | EUR | 3,496 | 3,686 | |
Apple Inc. | 1.375% | 5/24/29 | EUR | 4,260 | 4,267 | |
Apple Inc. | 0.750% | 2/25/30 | CHF | 2,700 | 2,774 | |
Apple Inc. | 0.500% | 11/15/31 | EUR | 2,587 | 2,316 | |
Apple Inc. | 3.600% | 7/31/42 | GBP | 1,564 | 1,721 | |
Aptiv plc | 1.500% | 3/10/25 | EUR | 5,925 | 6,278 | |
Archer-Daniels-Midland Co. | 1.000% | 9/12/25 | EUR | 7,640 | 7,948 | |
AT&T Inc. | 2.850% | 5/25/24 | CAD | 2,000 | 1,442 | |
AT&T Inc. | 1.375% | 12/4/24 | CHF | 130 | 144 | |
AT&T Inc. | 4.000% | 11/25/25 | CAD | 5,233 | 3,800 | |
AT&T Inc. | 4.100% | 1/19/26 | AUD | 250 | 164 | |
AT&T Inc. | 0.250% | 3/4/26 | EUR | 1,276 | 1,283 | |
AT&T Inc. | 2.900% | 12/4/26 | GBP | 1,344 | 1,565 | |
AT&T Inc. | 5.500% | 3/15/27 | GBP | 750 | 947 | |
AT&T Inc. | 1.600% | 5/19/28 | EUR | 1,000 | 998 | |
AT&T Inc. | 4.600% | 9/19/28 | AUD | 5,060 | 3,326 | |
AT&T Inc. | 2.350% | 9/5/29 | EUR | 6,931 | 7,050 | |
AT&T Inc. | 4.375% | 9/14/29 | GBP | 2,300 | 2,748 | |
AT&T Inc. | 2.600% | 12/17/29 | EUR | 1,850 | 1,901 | |
AT&T Inc. | 0.800% | 3/4/30 | EUR | 1,906 | 1,726 | |
AT&T Inc. | 3.550% | 12/17/32 | EUR | 6,896 | 7,312 | |
AT&T Inc. | 5.200% | 11/18/33 | GBP | 1,528 | 1,898 | |
AT&T Inc. | 3.375% | 3/15/34 | EUR | 1,364 | 1,408 | |
AT&T Inc. | 2.450% | 3/15/35 | EUR | 2,501 | 2,301 | |
AT&T Inc. | 3.150% | 9/4/36 | EUR | 11,534 | 11,183 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
AT&T Inc. | 2.600% | 5/19/38 | EUR | 7,899 | 6,941 | |
AT&T Inc. | 1.800% | 9/14/39 | EUR | 1,000 | 770 | |
AT&T Inc. | 7.000% | 4/30/40 | GBP | 4,850 | 6,819 | |
AT&T Inc. | 4.250% | 6/1/43 | GBP | 6,514 | 6,684 | |
AT&T Inc. | 4.875% | 6/1/44 | GBP | 1,376 | 1,524 | |
AT&T Inc. | 4.850% | 5/25/47 | CAD | 5,613 | 3,790 | |
AT&T Inc. | 5.100% | 11/25/48 | CAD | 2,850 | 1,992 | |
Athene Global Funding | 3.127% | 3/10/25 | CAD | 2,000 | 1,415 | |
Athene Global Funding | 2.100% | 9/24/25 | CAD | 1,372 | 936 | |
Athene Global Funding | 0.366% | 9/10/26 | EUR | 1,786 | 1,703 | |
Athene Global Funding | 0.832% | 1/8/27 | EUR | 2,000 | 1,901 | |
Athene Global Funding | 1.750% | 11/24/27 | GBP | 9,981 | 10,310 | |
Athene Global Funding | 0.625% | 1/12/28 | EUR | 3,713 | 3,348 | |
Athene Global Funding | 2.470% | 6/9/28 | CAD | 2,356 | 1,517 | |
Bank of America Corp. | 2.300% | 7/25/25 | GBP | 2,908 | 3,450 | |
Bank of America Corp. | 3.407% | 9/20/25 | CAD | 3,071 | 2,213 | |
Bank of America Corp. | 3.515% | 3/24/26 | CAD | 1,471 | 1,056 | |
Bank of America Corp. | 0.808% | 5/9/26 | EUR | 17,256 | 17,795 | |
Bank of America Corp. | 1.949% | 10/27/26 | EUR | 3,000 | 3,132 | |
Bank of America Corp. | 4.250% | 12/10/26 | GBP | 2,196 | 2,678 | |
Bank of America Corp. | 1.776% | 5/4/27 | EUR | 10,773 | 11,053 | |
Bank of America Corp. | 1.978% | 9/15/27 | CAD | 4,404 | 2,965 | |
Bank of America Corp. | 3.615% | 3/16/28 | CAD | 7,098 | 5,016 | |
Bank of America Corp. | 1.662% | 4/25/28 | EUR | 1,100 | 1,097 | |
Bank of America Corp. | 0.583% | 8/24/28 | EUR | 16,789 | 15,899 | |
Bank of America Corp. | 3.648% | 3/31/29 | EUR | 2,289 | 2,464 | |
Bank of America Corp. | 2.598% | 4/4/29 | CAD | 2,499 | 1,669 | |
Bank of America Corp. | 1.667% | 6/2/29 | GBP | 9,000 | 9,462 | |
Bank of America Corp. | 0.694% | 3/22/31 | EUR | 19,233 | 16,754 | |
Bank of America Corp. | 3.584% | 4/27/31 | GBP | 2,200 | 2,469 | |
Bank of America Corp. | 0.654% | 10/26/31 | EUR | 27,125 | 23,074 | |
Bank of America Corp. | 1.102% | 5/24/32 | EUR | 2,000 | 1,727 | |
Baxter International Inc. | 1.300% | 5/30/25 | EUR | 7,068 | 7,386 | |
Baxter International Inc. | 1.300% | 5/15/29 | EUR | 3,595 | 3,378 | |
Becton Dickinson & Co. | 0.034% | 8/13/25 | EUR | 2,623 | 2,673 | |
Becton Dickinson & Co. | 1.900% | 12/15/26 | EUR | 5,833 | 6,078 | |
Becton Dickinson Euro Finance Sarl | 1.208% | 6/4/26 | EUR | 13,956 | 14,335 | |
Becton Dickinson Euro Finance Sarl | 0.334% | 8/13/28 | EUR | 4,049 | 3,770 | |
Becton Dickinson Euro Finance Sarl | 3.553% | 9/13/29 | EUR | 2,500 | 2,726 | |
Becton Dickinson Euro Finance Sarl | 1.213% | 2/12/36 | EUR | 3,000 | 2,339 | |
Becton Dickinson Euro Finance Sarl | 1.336% | 8/13/41 | EUR | 1,706 | 1,176 | |
Berkshire Hathaway Finance Corp. | 2.000% | 3/18/34 | EUR | 6,200 | 5,811 | |
Berkshire Hathaway Finance Corp. | 2.375% | 6/19/39 | GBP | 3,559 | 3,190 | |
Berkshire Hathaway Finance Corp. | 2.625% | 6/19/59 | GBP | 1,725 | 1,322 | |
Berkshire Hathaway Inc. | 0.170% | 9/13/24 | JPY | 780,000 | 5,695 | |
Berkshire Hathaway Inc. | 1.125% | 3/16/27 | EUR | 7,574 | 7,638 | |
Berkshire Hathaway Inc. | 2.150% | 3/15/28 | EUR | 4,200 | 4,369 | |
Berkshire Hathaway Inc. | 0.440% | 9/13/29 | JPY | 2,690,000 | 18,990 | |
Berkshire Hathaway Inc. | 0.437% | 4/15/31 | JPY | 500,000 | 3,471 | |
Berkshire Hathaway Inc. | 1.625% | 3/16/35 | EUR | 4,408 | 3,884 | |
Berkshire Hathaway Inc. | 0.965% | 9/13/39 | JPY | 500,000 | 3,299 | |
Berkshire Hathaway Inc. | 1.108% | 9/13/49 | JPY | 470,000 | 2,658 | |
Berry Global Inc. | 1.500% | 1/15/27 | EUR | 2,786 | 2,744 | |
Blackstone Holdings Finance Co. LLC | 1.000% | 10/5/26 | EUR | 502 | 493 | |
Blackstone Holdings Finance Co. LLC | 1.500% | 4/10/29 | EUR | 4,938 | 4,594 | |
Blackstone Holdings Finance Co. LLC | 3.500% | 6/1/34 | EUR | 2,000 | 1,855 | |
Blackstone Private Credit Fund | 1.750% | 11/30/26 | EUR | 5,000 | 4,632 | |
Booking Holdings Inc. | 2.375% | 9/23/24 | EUR | 1,906 | 2,067 | |
Booking Holdings Inc. | 0.100% | 3/8/25 | EUR | 16,447 | 16,990 | |
Booking Holdings Inc. | 4.000% | 11/15/26 | EUR | 5,900 | 6,619 | |
Booking Holdings Inc. | 1.800% | 3/3/27 | EUR | 5,275 | 5,475 | |
Booking Holdings Inc. | 0.500% | 3/8/28 | EUR | 11,594 | 11,098 | |
Booking Holdings Inc. | 4.500% | 11/15/31 | EUR | 6,300 | 7,230 | |
Booking Holdings Inc. | 4.750% | 11/15/34 | EUR | 4,900 | 5,739 | |
BorgWarner Inc. | 1.000% | 5/19/31 | EUR | 4,629 | 3,902 | |
Boston Scientific Corp. | 0.625% | 12/1/27 | EUR | 2,434 | 2,353 | |
Bristol-Myers Squibb Co. | 1.000% | 5/15/25 | EUR | 835 | 878 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Bristol-Myers Squibb Co. | 1.750% | 5/15/35 | EUR | 1,906 | 1,730 | |
Brown-Forman Corp. | 1.200% | 7/7/26 | EUR | 1,256 | 1,280 | |
Brown-Forman Corp. | 2.600% | 7/7/28 | GBP | 4,607 | 5,258 | |
Capital One Financial Corp. | 1.650% | 6/12/29 | EUR | 1,803 | 1,543 | |
Celanese US Holdings LLC | 4.777% | 7/19/26 | EUR | 2,500 | 2,735 | |
Celanese US Holdings LLC | 2.125% | 3/1/27 | EUR | 3,866 | 3,828 | |
Celanese US Holdings LLC | 0.625% | 9/10/28 | EUR | 1,510 | 1,291 | |
Celanese US Holdings LLC | 5.337% | 1/19/29 | EUR | 1,156 | 1,248 | |
Chubb INA Holdings Inc. | 0.300% | 12/15/24 | EUR | 957 | 995 | |
Chubb INA Holdings Inc. | 1.550% | 3/15/28 | EUR | 4,535 | 4,536 | |
Chubb INA Holdings Inc. | 0.875% | 12/15/29 | EUR | 7,188 | 6,561 | |
Chubb INA Holdings Inc. | 1.400% | 6/15/31 | EUR | 2,366 | 2,146 | |
Chubb INA Holdings Inc. | 2.500% | 3/15/38 | EUR | 4,175 | 3,762 | |
Citigroup Inc. | 2.375% | 5/22/24 | EUR | 1,004 | 1,091 | |
Citigroup Inc. | 4.090% | 6/9/25 | CAD | 1,599 | 1,158 | |
Citigroup Inc. | 2.400% | 10/31/25 | JPY | 3,164,500 | 23,720 | |
Citigroup Inc. | 1.250% | 7/6/26 | EUR | 5,400 | 5,596 | |
Citigroup Inc. | 1.500% | 7/24/26 | EUR | 9,461 | 9,829 | |
Citigroup Inc. | 2.125% | 9/10/26 | EUR | 2,637 | 2,746 | |
Citigroup Inc. | 1.750% | 10/23/26 | GBP | 5,455 | 6,106 | |
Citigroup Inc. | 2.800% | 6/25/27 | JPY | 199,400 | 1,584 | |
Citigroup Inc. | 0.500% | 10/8/27 | EUR | 18,367 | 17,919 | |
Citigroup Inc. | 1.625% | 3/21/28 | EUR | 3,000 | 2,963 | |
Citigroup Inc. | 1.250% | 4/10/29 | EUR | 1,455 | 1,373 | |
Citigroup Inc. | 4.500% | 3/3/31 | GBP | 502 | 578 | |
Citigroup Inc. | 6.800% | 6/25/38 | GBP | 2,079 | 3,105 | |
Citigroup Inc. | 7.375% | 9/1/39 | GBP | 262 | 413 | |
Coca-Cola Co. | 3.250% | 6/11/24 | AUD | 840 | 551 | |
Coca-Cola Co. | 1.125% | 3/9/27 | EUR | 6,412 | 6,501 | |
Coca-Cola Co. | 0.125% | 3/9/29 | EUR | 2,911 | 2,667 | |
Coca-Cola Co. | 0.125% | 3/15/29 | EUR | 4,600 | 4,201 | |
Coca-Cola Co. | 0.400% | 5/6/30 | EUR | 5,670 | 5,099 | |
Coca-Cola Co. | 0.500% | 3/9/33 | EUR | 5,629 | 4,690 | |
Coca-Cola Co. | 0.375% | 3/15/33 | EUR | 8,413 | 6,927 | |
Coca-Cola Co. | 1.625% | 3/9/35 | EUR | 2,750 | 2,482 | |
Coca-Cola Co. | 0.950% | 5/6/36 | EUR | 3,356 | 2,699 | |
Coca-Cola Co. | 0.800% | 3/15/40 | EUR | 3,013 | 2,156 | |
Coca-Cola Co. | 1.000% | 3/9/41 | EUR | 1,600 | 1,146 | |
Colgate-Palmolive Co. | 0.500% | 3/6/26 | EUR | 4,957 | 5,081 | |
Colgate-Palmolive Co. | 0.300% | 11/10/29 | EUR | 5,000 | 4,645 | |
Colgate-Palmolive Co. | 1.375% | 3/6/34 | EUR | 1,274 | 1,169 | |
Colgate-Palmolive Co. | 0.875% | 11/12/39 | EUR | 217 | 165 | |
Comcast Corp. | 0.000% | 9/14/26 | EUR | 3,606 | 3,549 | |
Comcast Corp. | 1.500% | 2/20/29 | GBP | 3,269 | 3,432 | |
Comcast Corp. | 0.250% | 9/14/29 | EUR | 6,118 | 5,538 | |
Comcast Corp. | 5.500% | 11/23/29 | GBP | 1,956 | 2,557 | |
Comcast Corp. | 0.750% | 2/20/32 | EUR | 2,500 | 2,187 | |
Comcast Corp. | 1.875% | 2/20/36 | GBP | 3,542 | 3,191 | |
Comcast Corp. | 1.250% | 2/20/40 | EUR | 3,702 | 2,789 | |
Corning Inc. | 0.992% | 8/10/27 | JPY | 870,000 | 6,158 | |
Danaher Corp. | 2.500% | 3/30/30 | EUR | 5,590 | 5,796 | |
DH Europe Finance II Sarl | 0.200% | 3/18/26 | EUR | 7,504 | 7,561 | |
DH Europe Finance II Sarl | 0.450% | 3/18/28 | EUR | 1,590 | 1,526 | |
DH Europe Finance II Sarl | 0.750% | 9/18/31 | EUR | 3,685 | 3,251 | |
DH Europe Finance II Sarl | 1.350% | 9/18/39 | EUR | 7,275 | 5,557 | |
DH Europe Finance II Sarl | 1.800% | 9/18/49 | EUR | 1,108 | 818 | |
Digital Dutch Finco BV | 1.500% | 3/15/30 | EUR | 2,500 | 2,160 | |
Digital Dutch Finco BV | 1.250% | 2/1/31 | EUR | 6,684 | 5,518 | |
Digital Euro Finco LLC | 1.125% | 4/9/28 | EUR | 9,633 | 8,798 | |
Digital Intrepid Holding BV | 0.625% | 7/15/31 | EUR | 1,200 | 925 | |
Digital Intrepid Holding BV | 1.375% | 7/18/32 | EUR | 3,000 | 2,353 | |
Digital Stout Holding LLC | 3.300% | 7/19/29 | GBP | 4,938 | 5,290 | |
Digital Stout Holding LLC | 3.750% | 10/17/30 | GBP | 1,906 | 2,061 | |
Discovery Communications LLC | 2.500% | 9/20/24 | GBP | 3,685 | 4,443 | |
Discovery Communications LLC | 1.900% | 3/19/27 | EUR | 8,701 | 8,855 | |
Dover Corp. | 1.250% | 11/9/26 | EUR | 10,890 | 11,167 | |
Dover Corp. | 0.750% | 11/4/27 | EUR | 3,100 | 3,010 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Dow Chemical Co. | 0.500% | 3/15/27 | EUR | 8,778 | 8,565 | |
Dow Chemical Co. | 1.125% | 3/15/32 | EUR | 4,000 | 3,455 | |
Duke Energy Corp. | 3.100% | 6/15/28 | EUR | 10,450 | 10,985 | |
Duke Energy Corp. | 3.850% | 6/15/34 | EUR | 5,400 | 5,475 | |
DXC Capital Funding DAC | 0.450% | 9/15/27 | EUR | 2,903 | 2,659 | |
DXC Capital Funding DAC | 0.950% | 9/15/31 | EUR | 4,171 | 3,372 | |
DXC Technology Co. | 1.750% | 1/15/26 | EUR | 7,863 | 8,097 | |
Eastman Chemical Co. | 1.500% | 5/26/23 | EUR | 4,913 | 5,405 | |
Eastman Chemical Co. | 1.875% | 11/23/26 | EUR | 15,729 | 16,402 | |
Eaton Capital Unlimited Co. | 0.697% | 5/14/25 | EUR | 8,062 | 8,371 | |
Eaton Capital Unlimited Co. | 0.577% | 3/8/30 | EUR | 1,600 | 1,443 | |
Ecolab Inc. | 1.000% | 1/15/24 | EUR | 2,450 | 2,653 | |
Eli Lilly & Co. | 2.125% | 6/3/30 | EUR | 3,956 | 4,057 | |
Eli Lilly & Co. | 0.500% | 9/14/33 | EUR | 4,000 | 3,341 | |
Eli Lilly & Co. | 1.700% | 11/1/49 | EUR | 3,098 | 2,308 | |
Eli Lilly & Co. | 1.375% | 9/14/61 | EUR | 3,000 | 1,725 | |
Emerson Electric Co. | 0.375% | 5/22/24 | EUR | 1,025 | 1,093 | |
Emerson Electric Co. | 1.250% | 10/15/25 | EUR | 3,004 | 3,140 | |
Emerson Electric Co. | 2.000% | 10/15/29 | EUR | 1,004 | 1,025 | |
Equinix Inc. | 0.250% | 3/15/27 | EUR | 2,086 | 1,999 | |
Euronet Worldwide Inc. | 1.375% | 5/22/26 | EUR | 3,144 | 3,111 | |
Experian Europe DAC | 1.560% | 5/16/31 | EUR | 1,800 | 1,686 | |
Experian Finance plc | 1.375% | 6/25/26 | EUR | 100 | 103 | |
Experian Finance plc | 3.250% | 4/7/32 | GBP | 3,128 | 3,455 | |
Exxon Mobil Corp. | 0.142% | 6/26/24 | EUR | 11,771 | 12,496 | |
Exxon Mobil Corp. | 0.835% | 6/26/32 | EUR | 14,968 | 12,773 | |
FedEx Corp. | 1.625% | 1/11/27 | EUR | 3,459 | 3,524 | |
FedEx Corp. | 1.300% | 8/5/31 | EUR | 1,139 | 1,013 | |
FedEx Corp. | 0.950% | 5/4/33 | EUR | 8,109 | 6,627 | |
Fidelity National Information Services Inc. | 0.625% | 12/3/25 | EUR | 2,000 | 2,029 | |
Fidelity National Information Services Inc. | 1.500% | 5/21/27 | EUR | 13,291 | 13,348 | |
Fidelity National Information Services Inc. | 2.250% | 12/3/29 | GBP | 1,080 | 1,124 | |
Fidelity National Information Services Inc. | 2.000% | 5/21/30 | EUR | 1,986 | 1,897 | |
Fidelity National Information Services Inc. | 3.360% | 5/21/31 | GBP | 2,858 | 3,107 | |
Fidelity National Information Services Inc. | 2.950% | 5/21/39 | EUR | 714 | 625 | |
Fiserv Inc. | 2.250% | 7/1/25 | GBP | 100 | 118 | |
Fiserv Inc. | 1.125% | 7/1/27 | EUR | 2,008 | 1,996 | |
Fiserv Inc. | 1.625% | 7/1/30 | EUR | 10,415 | 9,796 | |
Fiserv Inc. | 3.000% | 7/1/31 | GBP | 4,100 | 4,328 | |
GE Capital Canada Funding Co. | 5.730% | 10/22/37 | CAD | 735 | 558 | |
GE Capital UK Funding Unlimited Co. | 5.875% | 1/18/33 | GBP | 4,959 | 6,344 | |
General Electric Co. | 0.875% | 5/17/25 | EUR | 300 | 313 | |
General Electric Co. | 1.500% | 5/17/29 | EUR | 4,771 | 4,773 | |
General Electric Co. | 4.125% | 9/19/35 | EUR | 6,585 | 7,374 | |
General Electric Co. | 2.125% | 5/17/37 | EUR | 3,706 | 3,233 | |
General Electric Co. | 4.875% | 9/18/37 | GBP | 465 | 522 | |
General Mills Inc. | 0.450% | 1/15/26 | EUR | 4,590 | 4,659 | |
General Mills Inc. | 1.500% | 4/27/27 | EUR | 1,004 | 1,018 | |
General Mills Inc. | 3.907% | 4/13/29 | EUR | 1,098 | 1,215 | |
General Motors Financial Co. Inc. | 2.250% | 9/6/24 | GBP | 506 | 609 | |
General Motors Financial Co. Inc. | 1.000% | 2/24/25 | EUR | 700 | 734 | |
General Motors Financial Co. Inc. | 0.850% | 2/26/26 | EUR | 13,213 | 13,318 | |
General Motors Financial Co. Inc. | 0.650% | 9/7/28 | EUR | 2,981 | 2,703 | |
General Motors Financial of Canada Ltd. | 5.950% | 5/14/24 | CAD | 2,463 | 1,827 | |
General Motors Financial of Canada Ltd. | 1.700% | 7/9/25 | CAD | 2,000 | 1,370 | |
General Motors Financial of Canada Ltd. | 1.750% | 4/15/26 | CAD | 1,804 | 1,211 | |
General Motors Financial of Canada Ltd. | 3.150% | 2/8/27 | CAD | 1,840 | 1,259 | |
General Motors Financial of Canada Ltd. | 5.200% | 2/9/28 | CAD | 1,900 | 1,404 | |
Global Payments Inc. | 4.875% | 3/17/31 | EUR | 11,380 | 12,714 | |
Goldman Sachs Group Inc. | 1.375% | 5/15/24 | EUR | 15,897 | 17,159 | |
Goldman Sachs Group Inc. | 2.125% | 9/30/24 | EUR | 7,122 | 7,676 | |
Goldman Sachs Group Inc. | 3.375% | 3/27/25 | EUR | 2,439 | 2,670 | |
Goldman Sachs Group Inc. | 1.250% | 5/1/25 | EUR | 15,656 | 16,377 | |
Goldman Sachs Group Inc. | 7.125% | 8/7/25 | GBP | 1,835 | 2,393 | |
Goldman Sachs Group Inc. | 3.307% | 10/31/25 | CAD | 379 | 272 | |
Goldman Sachs Group Inc. | 4.250% | 1/29/26 | GBP | 8,823 | 10,817 | |
Goldman Sachs Group Inc. | 2.875% | 6/3/26 | EUR | 13,101 | 14,097 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Goldman Sachs Group Inc. | 1.625% | 7/27/26 | EUR | 1,324 | 1,364 | |
Goldman Sachs Group Inc. | 2.599% | 11/30/27 | CAD | 4,330 | 2,954 | |
Goldman Sachs Group Inc. | 1.500% | 12/7/27 | GBP | 8,485 | 9,049 | |
Goldman Sachs Group Inc. | 0.250% | 1/26/28 | EUR | 18,635 | 17,198 | |
Goldman Sachs Group Inc. | 2.000% | 3/22/28 | EUR | 3,462 | 3,486 | |
Goldman Sachs Group Inc. | 7.250% | 4/10/28 | GBP | 297 | 403 | |
Goldman Sachs Group Inc. | 2.000% | 11/1/28 | EUR | 4,974 | 4,949 | |
Goldman Sachs Group Inc. | 2.013% | 2/28/29 | CAD | 4,799 | 3,115 | |
Goldman Sachs Group Inc. | 0.875% | 5/9/29 | EUR | 700 | 632 | |
Goldman Sachs Group Inc. | 3.125% | 7/25/29 | GBP | 2,789 | 3,084 | |
Goldman Sachs Group Inc. | 3.625% | 10/29/29 | GBP | 5,066 | 5,775 | |
Goldman Sachs Group Inc. | 1.875% | 12/16/30 | GBP | 625 | 614 | |
Goldman Sachs Group Inc. | 0.750% | 3/23/32 | EUR | 10,794 | 8,734 | |
Goldman Sachs Group Inc. | 1.000% | 3/18/33 | EUR | 11,231 | 9,026 | |
Goldman Sachs Group Inc. | 6.875% | 1/18/38 | GBP | 737 | 972 | |
GSK Consumer Healthcare Capital NL BV | 1.250% | 3/29/26 | EUR | 4,500 | 4,628 | |
GSK Consumer Healthcare Capital NL BV | 2.125% | 3/29/34 | EUR | 3,200 | 2,967 | |
HCN Canadian Holdings-1 LP | 2.950% | 1/15/27 | CAD | 883 | 600 | |
Highland Holdings Sarl | 0.318% | 12/15/26 | EUR | 8,700 | 8,443 | |
Highland Holdings Sarl | 0.934% | 12/15/31 | EUR | 4,000 | 3,472 | |
Honeywell International Inc. | 2.250% | 2/22/28 | EUR | 14,318 | 14,939 | |
Honeywell International Inc. | 0.750% | 3/10/32 | EUR | 3,000 | 2,606 | |
Honeywell International Inc. | 4.125% | 11/2/34 | EUR | 2,508 | 2,819 | |
Illinois Tool Works Inc. | 0.250% | 12/5/24 | EUR | 2,321 | 2,432 | |
Illinois Tool Works Inc. | 0.625% | 12/5/27 | EUR | 2,883 | 2,817 | |
Illinois Tool Works Inc. | 2.125% | 5/22/30 | EUR | 12,280 | 12,326 | |
Illinois Tool Works Inc. | 1.000% | 6/5/31 | EUR | 3,098 | 2,833 | |
International Business Machines Corp. | 0.875% | 1/31/25 | EUR | 1,455 | 1,533 | |
International Business Machines Corp. | 0.950% | 5/23/25 | EUR | 7,003 | 7,343 | |
International Business Machines Corp. | 2.875% | 11/7/25 | EUR | 2,050 | 2,232 | |
International Business Machines Corp. | 1.250% | 1/29/27 | EUR | 7,235 | 7,385 | |
International Business Machines Corp. | 0.300% | 2/11/28 | EUR | 3,685 | 3,515 | |
International Business Machines Corp. | 1.750% | 3/7/28 | EUR | 2,100 | 2,141 | |
International Business Machines Corp. | 1.500% | 5/23/29 | EUR | 3,300 | 3,260 | |
International Business Machines Corp. | 0.875% | 2/9/30 | EUR | 3,000 | 2,787 | |
International Business Machines Corp. | 1.750% | 1/31/31 | EUR | 4,642 | 4,488 | |
International Business Machines Corp. | 3.625% | 2/6/31 | EUR | 4,700 | 5,180 | |
International Business Machines Corp. | 0.650% | 2/11/32 | EUR | 1,000 | 857 | |
International Business Machines Corp. | 1.250% | 2/9/34 | EUR | 4,900 | 4,217 | |
International Business Machines Corp. | 3.750% | 2/6/35 | EUR | 5,000 | 5,400 | |
International Business Machines Corp. | 1.200% | 2/11/40 | EUR | 2,637 | 1,942 | |
International Business Machines Corp. | 4.000% | 2/6/43 | EUR | 2,584 | 2,770 | |
International Flavors & Fragrances Inc. | 1.800% | 9/25/26 | EUR | 4,898 | 4,984 | |
John Deere Cash Management Sarl | 2.200% | 4/2/32 | EUR | 4,913 | 4,996 | |
John Deere Cash Management Sarl | 1.650% | 6/13/39 | EUR | 2,457 | 2,120 | |
John Deere Financial Inc. | 1.090% | 7/17/24 | CAD | 512 | 361 | |
John Deere Financial Inc. | 2.410% | 1/14/25 | CAD | 2,000 | 1,423 | |
John Deere Financial Inc. | 1.630% | 4/9/26 | CAD | 2,000 | 1,367 | |
John Deere Financial Inc. | 2.580% | 10/16/26 | CAD | 931 | 650 | |
John Deere Financial Inc. | 1.340% | 9/8/27 | CAD | 3,870 | 2,528 | |
Johnson & Johnson | 0.650% | 5/20/24 | EUR | 5,003 | 5,370 | |
Johnson & Johnson | 1.150% | 11/20/28 | EUR | 642 | 639 | |
Johnson Controls International plc | 1.375% | 2/25/25 | EUR | 7,805 | 8,267 | |
Johnson Controls International plc / Tyco Fire & Security Finance SCA | 0.375% | 9/15/27 | EUR | 2,448 | 2,347 | |
Johnson Controls International plc / Tyco Fire & Security Finance SCA | 3.000% | 9/15/28 | EUR | 1,931 | 2,053 | |
JPMorgan Chase & Co. | 3.000% | 2/19/26 | EUR | 2,728 | 2,967 | |
JPMorgan Chase & Co. | 0.991% | 4/28/26 | GBP | 7,552 | 8,707 | |
JPMorgan Chase & Co. | 3.500% | 12/18/26 | GBP | 2,457 | 2,950 | |
JPMorgan Chase & Co. | 1.090% | 3/11/27 | EUR | 37,224 | 37,785 | |
JPMorgan Chase & Co. | 0.389% | 2/24/28 | EUR | 14,212 | 13,624 | |
JPMorgan Chase & Co. | 1.896% | 3/5/28 | CAD | 7,350 | 4,923 | |
JPMorgan Chase & Co. | 1.638% | 5/18/28 | EUR | 2,079 | 2,083 | |
JPMorgan Chase & Co. | 1.963% | 3/23/30 | EUR | 26,250 | 25,741 | |
JPMorgan Chase & Co. | 1.001% | 7/25/31 | EUR | 4,950 | 4,412 | |
JPMorgan Chase & Co. | 1.047% | 11/4/32 | EUR | 4,647 | 4,016 | |
JPMorgan Chase & Co. | 1.895% | 4/28/33 | GBP | 6,000 | 5,817 | |
Kellogg Co. | 1.250% | 3/10/25 | EUR | 2,501 | 2,649 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Kinder Morgan Inc. | 2.250% | 3/16/27 | EUR | 3,489 | 3,606 | |
KKR Group Finance Co. V LLC | 1.625% | 5/22/29 | EUR | 4,913 | 4,337 | |
3 | KKR Group Finance Co. V LLC | 1.625% | 5/22/29 | EUR | 1,455 | 1,284 |
Kraft Heinz Foods Co. | 2.250% | 5/25/28 | EUR | 6,000 | 6,169 | |
Liberty Mutual Group Inc. | 2.750% | 5/4/26 | EUR | 6,818 | 7,217 | |
Linde plc | 1.000% | 9/30/51 | EUR | 8,300 | 5,106 | |
LYB International Finance II BV | 0.875% | 9/17/26 | EUR | 4,461 | 4,465 | |
ManpowerGroup Inc. | 1.750% | 6/22/26 | EUR | 100 | 103 | |
Mastercard Inc. | 2.100% | 12/1/27 | EUR | 3,975 | 4,176 | |
Mastercard Inc. | 1.000% | 2/22/29 | EUR | 10,500 | 10,173 | |
McDonald's Corp. | 3.000% | 3/8/24 | AUD | 5,820 | 3,811 | |
McDonald's Corp. | 3.125% | 3/4/25 | CAD | 6,899 | 4,963 | |
McDonald's Corp. | 1.750% | 5/3/28 | EUR | 1,200 | 1,224 | |
McDonald's Corp. | 0.250% | 10/4/28 | EUR | 10,700 | 9,926 | |
McDonald's Corp. | 2.375% | 5/31/29 | EUR | 3,000 | 3,094 | |
McDonald's Corp. | 1.500% | 11/28/29 | EUR | 7,700 | 7,456 | |
McDonald's Corp. | 2.950% | 3/15/34 | GBP | 6,200 | 6,454 | |
McDonald's Corp. | 3.000% | 5/31/34 | EUR | 4,900 | 5,031 | |
McDonald's Corp. | 4.125% | 6/11/54 | GBP | 600 | 630 | |
McKesson Corp. | 1.500% | 11/17/25 | EUR | 6,186 | 6,480 | |
McKesson Corp. | 1.625% | 10/30/26 | EUR | 5,003 | 5,162 | |
McKesson Corp. | 3.125% | 2/17/29 | GBP | 511 | 572 | |
Medtronic Global Holdings SCA | 0.250% | 7/2/25 | EUR | 1,409 | 1,450 | |
Medtronic Global Holdings SCA | 0.000% | 10/15/25 | EUR | 10,000 | 10,160 | |
Medtronic Global Holdings SCA | 2.625% | 10/15/25 | EUR | 763 | 824 | |
Medtronic Global Holdings SCA | 1.125% | 3/7/27 | EUR | 6,000 | 6,085 | |
Medtronic Global Holdings SCA | 0.375% | 10/15/28 | EUR | 6,904 | 6,472 | |
Medtronic Global Holdings SCA | 3.000% | 10/15/28 | EUR | 1,730 | 1,867 | |
Medtronic Global Holdings SCA | 1.625% | 3/7/31 | EUR | 3,956 | 3,800 | |
Medtronic Global Holdings SCA | 1.000% | 7/2/31 | EUR | 1,364 | 1,243 | |
Medtronic Global Holdings SCA | 3.125% | 10/15/31 | EUR | 960 | 1,021 | |
Medtronic Global Holdings SCA | 0.750% | 10/15/32 | EUR | 1,913 | 1,649 | |
Medtronic Global Holdings SCA | 3.375% | 10/15/34 | EUR | 1,547 | 1,626 | |
Medtronic Global Holdings SCA | 2.250% | 3/7/39 | EUR | 1,499 | 1,305 | |
Medtronic Global Holdings SCA | 1.500% | 7/2/39 | EUR | 3,603 | 2,780 | |
Medtronic Global Holdings SCA | 1.375% | 10/15/40 | EUR | 12,866 | 9,435 | |
Medtronic Global Holdings SCA | 1.750% | 7/2/49 | EUR | 7,504 | 5,163 | |
Medtronic Global Holdings SCA | 1.625% | 10/15/50 | EUR | 7,042 | 4,582 | |
Merck & Co. Inc. | 0.500% | 11/2/24 | EUR | 4,877 | 5,155 | |
Merck & Co. Inc. | 1.875% | 10/15/26 | EUR | 1,590 | 1,673 | |
Merck & Co. Inc. | 2.500% | 10/15/34 | EUR | 2,574 | 2,591 | |
Merck & Co. Inc. | 1.375% | 11/2/36 | EUR | 1,184 | 1,009 | |
MetLife Inc. | 5.375% | 12/9/24 | GBP | 5,113 | 6,401 | |
MetLife Inc. | 0.769% | 5/23/29 | JPY | 730,000 | 5,362 | |
Metropolitan Life Global Funding I | 4.125% | 9/2/25 | GBP | 3,000 | 3,677 | |
Metropolitan Life Global Funding I | 4.000% | 7/13/27 | AUD | 1,419 | 901 | |
Metropolitan Life Global Funding I | 0.625% | 12/8/27 | GBP | 4,529 | 4,652 | |
Metropolitan Life Global Funding I | 1.950% | 3/20/28 | CAD | 3,152 | 2,074 | |
Metropolitan Life Global Funding I | 2.450% | 1/12/29 | CAD | 750 | 497 | |
Metropolitan Life Global Funding I | 5.000% | 1/10/30 | GBP | 3,000 | 3,737 | |
Metropolitan Life Global Funding I | 3.394% | 4/9/30 | CAD | 3,372 | 2,311 | |
Metropolitan Life Global Funding I | 3.750% | 12/5/30 | EUR | 5,400 | 5,889 | |
Microsoft Corp. | 3.125% | 12/6/28 | EUR | 7,964 | 8,892 | |
Microsoft Corp. | 2.625% | 5/2/33 | EUR | 2,906 | 3,102 | |
Mohawk Capital Finance SA | 1.750% | 6/12/27 | EUR | 1,400 | 1,423 | |
Molson Coors Beverage Co. | 1.250% | 7/15/24 | EUR | 4,371 | 4,658 | |
Molson Coors International LP | 3.440% | 7/15/26 | CAD | 1,397 | 988 | |
3 | Mondelez International Holdings Netherlands BV | 0.000% | 9/22/26 | EUR | 4,688 | 4,582 |
3 | Mondelez International Holdings Netherlands BV | 0.250% | 9/9/29 | EUR | 4,637 | 4,146 |
3 | Mondelez International Holdings Netherlands BV | 1.250% | 9/9/41 | EUR | 1,410 | 1,005 |
Mondelez International Inc. | 3.250% | 3/7/25 | CAD | 1,576 | 1,131 | |
Mondelez International Inc. | 1.625% | 3/8/27 | EUR | 5,854 | 5,967 | |
Mondelez International Inc. | 0.250% | 3/17/28 | EUR | 20,135 | 18,927 | |
Mondelez International Inc. | 0.750% | 3/17/33 | EUR | 700 | 578 | |
Mondelez International Inc. | 2.375% | 3/6/35 | EUR | 1,525 | 1,430 | |
Moody's Corp. | 0.950% | 2/25/30 | EUR | 6,108 | 5,665 | |
Morgan Stanley | 0.637% | 7/26/24 | EUR | 8,875 | 9,707 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Morgan Stanley | 2.103% | 5/8/26 | EUR | 3,100 | 3,280 | |
Morgan Stanley | 1.342% | 10/23/26 | EUR | 6,592 | 6,796 | |
Morgan Stanley | 1.375% | 10/27/26 | EUR | 4,300 | 4,383 | |
Morgan Stanley | 2.625% | 3/9/27 | GBP | 4,243 | 4,859 | |
Morgan Stanley | 1.875% | 4/27/27 | EUR | 4,887 | 4,978 | |
Morgan Stanley | 1.779% | 8/4/27 | CAD | 3,891 | 2,610 | |
Morgan Stanley | 0.406% | 10/29/27 | EUR | 8,920 | 8,605 | |
Morgan Stanley | 0.495% | 10/26/29 | EUR | 15,981 | 14,395 | |
Morgan Stanley | 0.497% | 2/7/31 | EUR | 14,880 | 12,789 | |
Morgan Stanley | 2.950% | 5/7/32 | EUR | 6,100 | 6,079 | |
Morgan Stanley | 1.102% | 4/29/33 | EUR | 2,571 | 2,140 | |
Morgan Stanley | 5.789% | 11/18/33 | GBP | 8,700 | 11,104 | |
Morgan Stanley | 5.148% | 1/25/34 | EUR | 14,000 | 16,156 | |
Mylan Inc. | 2.125% | 5/23/25 | EUR | 3,400 | 3,607 | |
Nasdaq Inc. | 1.750% | 3/28/29 | EUR | 4,688 | 4,595 | |
Nasdaq Inc. | 0.875% | 2/13/30 | EUR | 11,882 | 10,737 | |
National Grid North America Inc | 1.054% | 1/20/31 | EUR | 7,500 | 6,622 | |
National Grid North America Inc. | 1.000% | 7/12/24 | EUR | 200 | 213 | |
Nestle Finance International Ltd. | 0.000% | 11/12/24 | EUR | 12,485 | 13,134 | |
Nestle Finance International Ltd. | 0.000% | 6/14/26 | EUR | 5,000 | 5,023 | |
Nestle Finance International Ltd. | 0.125% | 11/12/27 | EUR | 6,000 | 5,866 | |
Nestle Finance International Ltd. | 1.250% | 11/2/29 | EUR | 1,464 | 1,448 | |
Nestle Finance International Ltd. | 1.500% | 4/1/30 | EUR | 4,876 | 4,845 | |
Nestle Finance International Ltd. | 0.375% | 5/12/32 | EUR | 4,000 | 3,460 | |
Nestle Finance International Ltd. | 0.000% | 3/3/33 | EUR | 8,545 | 6,919 | |
Nestle Finance International Ltd. | 1.500% | 3/29/35 | EUR | 3,500 | 3,196 | |
Nestle Finance International Ltd. | 1.750% | 11/2/37 | EUR | 2,975 | 2,719 | |
Nestle Finance International Ltd. | 0.375% | 12/3/40 | EUR | 3,413 | 2,293 | |
Nestle Finance International Ltd. | 0.875% | 6/14/41 | EUR | 11,740 | 8,625 | |
Nestle Holdings Inc. | 0.875% | 7/18/25 | EUR | 4,000 | 4,208 | |
Nestle Holdings Inc. | 2.125% | 4/4/27 | GBP | 1,250 | 1,433 | |
Nestle Holdings Inc. | 2.192% | 1/26/29 | CAD | 9,220 | 6,137 | |
Nestle Holdings Inc. | 2.500% | 4/4/32 | GBP | 5,000 | 5,350 | |
Nestle Holdings Inc. | 1.375% | 6/23/33 | GBP | 5,000 | 4,664 | |
Nestle SA | 2.500% | 7/14/34 | CHF | 4,900 | 5,664 | |
Netflix Inc. | 3.625% | 6/15/30 | EUR | 5,500 | 5,813 | |
New York Life Global Funding | 1.250% | 12/17/26 | GBP | 1,276 | 1,403 | |
New York Life Global Funding | 0.250% | 1/23/27 | EUR | 8,513 | 8,275 | |
New York Life Global Funding | 2.000% | 4/17/28 | CAD | 5,207 | 3,461 | |
New York Life Global Funding | 0.750% | 12/14/28 | GBP | 2,000 | 2,021 | |
New York Life Global Funding | 3.625% | 1/9/30 | EUR | 4,000 | 4,391 | |
NextEra Energy Capital Holdings Inc. | 2.200% | 12/2/26 | AUD | 2,210 | 1,351 | |
Omnicom Capital Holdings plc | 2.250% | 11/22/33 | GBP | 2,271 | 2,158 | |
Omnicom Finance Holdings plc | 0.800% | 7/8/27 | EUR | 6,896 | 6,798 | |
Omnicom Finance Holdings plc | 1.400% | 7/8/31 | EUR | 2,231 | 2,055 | |
Oracle Corp. | 3.125% | 7/10/25 | EUR | 552 | 604 | |
Paccar Financial Ltd. | 0.985% | 5/14/24 | CAD | 2,000 | 1,417 | |
Parker-Hannifin Corp. | 1.125% | 3/1/25 | EUR | 6,545 | 6,851 | |
PepsiCo Inc. | 0.250% | 5/6/24 | EUR | 3,144 | 3,361 | |
PepsiCo Inc. | 2.150% | 5/6/24 | CAD | 1,576 | 1,134 | |
PepsiCo Inc. | 0.750% | 3/18/27 | EUR | 1,004 | 1,009 | |
PepsiCo Inc. | 0.500% | 5/6/28 | EUR | 5,826 | 5,632 | |
PepsiCo Inc. | 0.875% | 7/18/28 | EUR | 1,725 | 1,686 | |
PepsiCo Inc. | 1.125% | 3/18/31 | EUR | 957 | 900 | |
PepsiCo Inc. | 0.400% | 10/9/32 | EUR | 6,172 | 5,218 | |
PepsiCo Inc. | 0.750% | 10/14/33 | EUR | 3,455 | 2,936 | |
PepsiCo Inc. | 0.875% | 10/16/39 | EUR | 4,868 | 3,621 | |
PepsiCo Inc. | 1.050% | 10/9/50 | EUR | 3,093 | 2,094 | |
PerkinElmer Inc. | 1.875% | 7/19/26 | EUR | 2,277 | 2,350 | |
Pfizer Inc. | 1.000% | 3/6/27 | EUR | 1,635 | 1,661 | |
Pfizer Inc. | 2.735% | 6/15/43 | GBP | 5,207 | 4,750 | |
Philip Morris International Inc. | 0.625% | 11/8/24 | EUR | 733 | 772 | |
Philip Morris International Inc. | 2.750% | 3/19/25 | EUR | 1,100 | 1,195 | |
Philip Morris International Inc. | 2.875% | 5/14/29 | EUR | 1,228 | 1,290 | |
Philip Morris International Inc. | 0.800% | 8/1/31 | EUR | 4,461 | 3,713 | |
Philip Morris International Inc. | 3.125% | 6/3/33 | EUR | 452 | 445 | |
Philip Morris International Inc. | 2.000% | 5/9/36 | EUR | 2,910 | 2,268 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Philip Morris International Inc. | 1.875% | 11/6/37 | EUR | 1,237 | 908 | |
Philip Morris International Inc. | 1.450% | 8/1/39 | EUR | 7,998 | 5,127 | |
PPG Industries Inc. | 1.875% | 6/1/25 | EUR | 2,695 | 2,869 | |
PPG Industries Inc. | 0.875% | 11/3/25 | EUR | 1,274 | 1,320 | |
PPG Industries Inc. | 1.400% | 3/13/27 | EUR | 100 | 101 | |
PPG Industries Inc. | 2.750% | 6/1/29 | EUR | 3,306 | 3,448 | |
Praxair Inc. | 1.625% | 12/1/25 | EUR | 10,074 | 10,675 | |
Procter & Gamble Co. | 0.500% | 10/25/24 | EUR | 1,455 | 1,539 | |
Procter & Gamble Co. | 0.625% | 10/30/24 | EUR | 10,939 | 11,590 | |
Procter & Gamble Co. | 1.375% | 5/3/25 | GBP | 4,823 | 5,704 | |
Procter & Gamble Co. | 3.250% | 8/2/26 | EUR | 6,625 | 7,329 | |
Procter & Gamble Co. | 1.200% | 10/30/28 | EUR | 2,321 | 2,314 | |
Procter & Gamble Co. | 1.800% | 5/3/29 | GBP | 6,198 | 6,758 | |
Procter & Gamble Co. | 1.250% | 10/25/29 | EUR | 3,459 | 3,401 | |
Procter & Gamble Co. | 0.350% | 5/5/30 | EUR | 10,000 | 9,132 | |
Procter & Gamble Co. | 3.250% | 8/2/31 | EUR | 3,000 | 3,318 | |
Procter & Gamble Co. | 1.875% | 10/30/38 | EUR | 1,184 | 1,079 | |
Prologis Euro Finance LLC | 0.250% | 9/10/27 | EUR | 6,272 | 5,931 | |
Prologis Euro Finance LLC | 0.375% | 2/6/28 | EUR | 2,771 | 2,598 | |
Prologis Euro Finance LLC | 1.875% | 1/5/29 | EUR | 5,579 | 5,489 | |
Prologis Euro Finance LLC | 1.000% | 2/8/29 | EUR | 3,700 | 3,400 | |
Prologis Euro Finance LLC | 0.625% | 9/10/31 | EUR | 3,031 | 2,510 | |
Prologis Euro Finance LLC | 0.500% | 2/16/32 | EUR | 4,603 | 3,717 | |
Prologis Euro Finance LLC | 1.500% | 2/8/34 | EUR | 2,100 | 1,743 | |
Prologis Euro Finance LLC | 1.000% | 2/6/35 | EUR | 1,590 | 1,206 | |
Prologis Euro Finance LLC | 1.000% | 2/16/41 | EUR | 3,470 | 2,187 | |
Prologis Euro Finance LLC | 4.250% | 1/31/43 | EUR | 2,000 | 2,007 | |
Prologis Euro Finance LLC | 1.500% | 9/10/49 | EUR | 1,481 | 901 | |
Prologis LP | 3.000% | 6/2/26 | EUR | 822 | 888 | |
Prologis LP | 2.250% | 6/30/29 | GBP | 4,549 | 4,843 | |
Prologis LP | 5.250% | 1/15/31 | CAD | 2,100 | 1,599 | |
Public Storage | 0.500% | 9/9/30 | EUR | 4,259 | 3,584 | |
Public Storage | 0.875% | 1/24/32 | EUR | 3,324 | 2,735 | |
Raytheon Technologies Corp. | 2.150% | 5/18/30 | EUR | 4,684 | 4,579 | |
Realty Income Corp. | 1.875% | 1/14/27 | GBP | 1,176 | 1,300 | |
Realty Income Corp. | 1.125% | 7/13/27 | GBP | 6,862 | 7,178 | |
Realty Income Corp. | 1.625% | 12/15/30 | GBP | 2,000 | 1,916 | |
Realty Income Corp. | 1.750% | 7/13/33 | GBP | 1,257 | 1,112 | |
Realty Income Corp. | 2.500% | 1/14/42 | GBP | 1,254 | 1,004 | |
Roche Finance Europe BV | 0.875% | 2/25/25 | EUR | 316 | 336 | |
Sanofi | 1.000% | 4/1/25 | EUR | 9,400 | 9,931 | |
Sanofi | 1.750% | 9/10/26 | EUR | 3,600 | 3,798 | |
Sanofi | 0.500% | 1/13/27 | EUR | 100 | 101 | |
Sanofi | 1.125% | 4/5/28 | EUR | 5,200 | 5,238 | |
Sanofi | 0.875% | 3/21/29 | EUR | 5,000 | 4,871 | |
Sanofi | 1.500% | 4/1/30 | EUR | 13,400 | 13,338 | |
Sanofi | 1.875% | 3/21/38 | EUR | 3,700 | 3,418 | |
Schlumberger Finance BV | 0.250% | 10/15/27 | EUR | 6,913 | 6,646 | |
Schlumberger Finance BV | 0.500% | 10/15/31 | EUR | 4,913 | 4,235 | |
Schlumberger Finance BV | 2.000% | 5/6/32 | EUR | 2,981 | 2,881 | |
Schlumberger Finance France SAS | 1.000% | 2/18/26 | EUR | 1,635 | 1,685 | |
Schneider Electric SE | 0.250% | 9/9/24 | EUR | 4,800 | 5,089 | |
Schneider Electric SE | 0.875% | 3/11/25 | EUR | 1,700 | 1,798 | |
Schneider Electric SE | 1.375% | 6/21/27 | EUR | 7,200 | 7,380 | |
Schneider Electric SE | 1.500% | 1/15/28 | EUR | 5,400 | 5,539 | |
Schneider Electric SE | 0.250% | 3/11/29 | EUR | 12,400 | 11,599 | |
Schneider Electric SE | 3.375% | 4/13/34 | EUR | 5,000 | 5,459 | |
Signify NV | 2.375% | 5/11/27 | EUR | 4,450 | 4,637 | |
Simon International Finance SCA | 1.125% | 3/19/33 | EUR | 7,179 | 5,436 | |
Southern Co. | 1.875% | 9/15/81 | EUR | 3,776 | 3,296 | |
Southern Power Co. | 1.850% | 6/20/26 | EUR | 5,229 | 5,434 | |
Stellantis NV | 2.000% | 3/20/25 | EUR | 1,800 | 1,927 | |
Stellantis NV | 3.875% | 1/5/26 | EUR | 8,272 | 9,162 | |
Stellantis NV | 2.750% | 5/15/26 | EUR | 3,400 | 3,670 | |
Stellantis NV | 4.500% | 7/7/28 | EUR | 16,423 | 18,666 | |
Stellantis NV | 1.125% | 9/18/29 | EUR | 4,000 | 3,735 | |
Stellantis NV | 2.750% | 4/1/32 | EUR | 5,500 | 5,371 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Stellantis NV | 1.250% | 6/20/33 | EUR | 7,052 | 5,802 | |
Stryker Corp. | 0.250% | 12/3/24 | EUR | 1,815 | 1,901 | |
Stryker Corp. | 2.125% | 11/30/27 | EUR | 957 | 994 | |
Stryker Corp. | 0.750% | 3/1/29 | EUR | 4,900 | 4,595 | |
Stryker Corp. | 2.625% | 11/30/30 | EUR | 1,048 | 1,078 | |
Stryker Corp. | 1.000% | 12/3/31 | EUR | 5,365 | 4,731 | |
Swiss Re Finance UK plc | 2.714% | 6/4/52 | EUR | 2,900 | 2,525 | |
Sysco Canada Inc. | 3.650% | 4/25/25 | CAD | 1,256 | 907 | |
Thermo Fisher Scientific Finance I BV | 0.000% | 11/18/25 | EUR | 4,327 | 4,376 | |
Thermo Fisher Scientific Finance I BV | 0.800% | 10/18/30 | EUR | 15,536 | 14,128 | |
Thermo Fisher Scientific Finance I BV | 1.125% | 10/18/33 | EUR | 8,231 | 7,094 | |
Thermo Fisher Scientific Finance I BV | 1.625% | 10/18/41 | EUR | 6,747 | 5,089 | |
Thermo Fisher Scientific Finance I BV | 2.000% | 10/18/51 | EUR | 7,000 | 4,885 | |
Thermo Fisher Scientific Inc. | 0.750% | 9/12/24 | EUR | 2,313 | 2,454 | |
Thermo Fisher Scientific Inc. | 0.125% | 3/1/25 | EUR | 3,188 | 3,306 | |
Thermo Fisher Scientific Inc. | 2.000% | 4/15/25 | EUR | 2,908 | 3,111 | |
Thermo Fisher Scientific Inc. | 3.200% | 1/21/26 | EUR | 3,800 | 4,164 | |
Thermo Fisher Scientific Inc. | 1.400% | 1/23/26 | EUR | 8,525 | 8,911 | |
Thermo Fisher Scientific Inc. | 1.450% | 3/16/27 | EUR | 3,500 | 3,594 | |
Thermo Fisher Scientific Inc. | 1.750% | 4/15/27 | EUR | 1,455 | 1,507 | |
Thermo Fisher Scientific Inc. | 0.500% | 3/1/28 | EUR | 1,899 | 1,835 | |
Thermo Fisher Scientific Inc. | 1.375% | 9/12/28 | EUR | 552 | 552 | |
Thermo Fisher Scientific Inc. | 0.875% | 10/1/31 | EUR | 5,000 | 4,440 | |
Thermo Fisher Scientific Inc. | 3.650% | 11/21/34 | EUR | 2,800 | 3,048 | |
Thermo Fisher Scientific Inc. | 2.875% | 7/24/37 | EUR | 3,289 | 3,198 | |
Thermo Fisher Scientific Inc. | 1.500% | 10/1/39 | EUR | 1,906 | 1,478 | |
Thermo Fisher Scientific Inc. | 1.875% | 10/1/49 | EUR | 2,819 | 1,943 | |
Time Warner Cable LLC | 5.250% | 7/15/42 | GBP | 2,863 | 2,968 | |
Toyota Motor Credit Corp. | 0.625% | 11/21/24 | EUR | 100 | 106 | |
Toyota Motor Credit Corp. | 0.750% | 11/19/26 | GBP | 4,376 | 4,767 | |
Toyota Motor Credit Corp. | 0.125% | 11/5/27 | EUR | 11,552 | 10,977 | |
Trillium Windpower LP | 5.803% | 2/15/33 | CAD | 280 | 210 | |
TWDC Enterprises 18 Corp. | 2.758% | 10/7/24 | CAD | 6,885 | 4,935 | |
United Parcel Service Inc. | 0.375% | 11/15/23 | EUR | 3,639 | 3,950 | |
United Parcel Service Inc. | 2.125% | 5/21/24 | CAD | �� 5,448 | 3,912 | |
United Parcel Service Inc. | 1.625% | 11/15/25 | EUR | 5,870 | 6,197 | |
United Parcel Service Inc. | 1.500% | 11/15/32 | EUR | 1,590 | 1,460 | |
United Parcel Service Inc. | 5.125% | 2/12/50 | GBP | 500 | 659 | |
Upjohn Finance BV | 1.023% | 6/23/24 | EUR | 3,000 | 3,194 | |
Upjohn Finance BV | 1.362% | 6/23/27 | EUR | 6,910 | 6,733 | |
Upjohn Finance BV | 1.908% | 6/23/32 | EUR | 5,210 | 4,400 | |
US Bancorp | 0.850% | 6/7/24 | EUR | 7,299 | 7,671 | |
Utah Acquisition Sub Inc. | 2.250% | 11/22/24 | EUR | 5,000 | 5,356 | |
Utah Acquisition Sub Inc. | 3.125% | 11/22/28 | EUR | 4,833 | 4,925 | |
Ventas Canada Finance Ltd. | 4.125% | 9/30/24 | CAD | 324 | 235 | |
Ventas Canada Finance Ltd. | 2.450% | 1/4/27 | CAD | 1,000 | 671 | |
Ventas Canada Finance Ltd. | 3.300% | 12/1/31 | CAD | 1,328 | 842 | |
Verizon Communications Inc. | 4.073% | 6/18/24 | GBP | 1,455 | 1,809 | |
Verizon Communications Inc. | 4.050% | 2/17/25 | AUD | 770 | 507 | |
Verizon Communications Inc. | 0.875% | 4/2/25 | EUR | 2,412 | 2,531 | |
Verizon Communications Inc. | 3.250% | 2/17/26 | EUR | 1,274 | 1,400 | |
Verizon Communications Inc. | 1.375% | 10/27/26 | EUR | 16,059 | 16,493 | |
Verizon Communications Inc. | 0.875% | 4/8/27 | EUR | 12,101 | 12,069 | |
Verizon Communications Inc. | 4.500% | 8/17/27 | AUD | 7,000 | 4,631 | |
Verizon Communications Inc. | 2.375% | 3/22/28 | CAD | 4,107 | 2,770 | |
Verizon Communications Inc. | 2.350% | 3/23/28 | AUD | 600 | 355 | |
Verizon Communications Inc. | 1.375% | 11/2/28 | EUR | 6,823 | 6,701 | |
Verizon Communications Inc. | 1.125% | 11/3/28 | GBP | 9,303 | 9,532 | |
Verizon Communications Inc. | 0.375% | 3/22/29 | EUR | 12,083 | 11,001 | |
Verizon Communications Inc. | 1.875% | 10/26/29 | EUR | 951 | 935 | |
Verizon Communications Inc. | 1.250% | 4/8/30 | EUR | 1,213 | 1,136 | |
Verizon Communications Inc. | 2.500% | 5/16/30 | CAD | 2,727 | 1,772 | |
Verizon Communications Inc. | 1.875% | 9/19/30 | GBP | 2,322 | 2,352 | |
Verizon Communications Inc. | 2.500% | 4/8/31 | GBP | 466 | 487 | |
Verizon Communications Inc. | 2.625% | 12/1/31 | EUR | 3,291 | 3,325 | |
Verizon Communications Inc. | 0.875% | 3/19/32 | EUR | 7,276 | 6,224 | |
Verizon Communications Inc. | 0.750% | 3/22/32 | EUR | 10,098 | 8,510 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Verizon Communications Inc. | 1.300% | 5/18/33 | EUR | 2,229 | 1,912 | |
Verizon Communications Inc. | 4.750% | 2/17/34 | GBP | 2,000 | 2,419 | |
Verizon Communications Inc. | 4.750% | 10/31/34 | EUR | 11,167 | 13,073 | |
Verizon Communications Inc. | 1.125% | 9/19/35 | EUR | 2,796 | 2,208 | |
Verizon Communications Inc. | 3.125% | 11/2/35 | GBP | 2,029 | 2,051 | |
Verizon Communications Inc. | 3.375% | 10/27/36 | GBP | 5,326 | 5,459 | |
Verizon Communications Inc. | 2.875% | 1/15/38 | EUR | 4,785 | 4,506 | |
Verizon Communications Inc. | 1.875% | 11/3/38 | GBP | 2,106 | 1,681 | |
Verizon Communications Inc. | 1.500% | 9/19/39 | EUR | 2,345 | 1,752 | |
Verizon Communications Inc. | 3.500% | 11/4/39 | AUD | 5,500 | 2,569 | |
Verizon Communications Inc. | 1.850% | 5/18/40 | EUR | 496 | 388 | |
Verizon Communications Inc. | 3.625% | 5/16/50 | CAD | 2,880 | 1,665 | |
Verizon Communications Inc. | 4.050% | 3/22/51 | CAD | 1,148 | 714 | |
VF Corp. | 4.125% | 3/7/26 | EUR | 1,500 | 1,661 | |
VF Corp. | 0.250% | 2/25/28 | EUR | 777 | 716 | |
VF Corp. | 4.250% | 3/7/29 | EUR | 3,000 | 3,310 | |
Visa Inc. | 1.500% | 6/15/26 | EUR | 2,700 | 2,814 | |
Visa Inc. | 2.000% | 6/15/29 | EUR | 8,500 | 8,763 | |
Visa Inc. | 2.375% | 6/15/34 | EUR | 4,500 | 4,530 | |
Wabtec Transportation Netherlands BV | 1.250% | 12/3/27 | EUR | 2,757 | 2,631 | |
Walgreens Boots Alliance Inc. | 3.600% | 11/20/25 | GBP | 699 | 837 | |
Walmart Inc. | 2.550% | 4/8/26 | EUR | 957 | 1,045 | |
Walmart Inc. | 4.875% | 9/21/29 | EUR | 5,252 | 6,368 | |
Walmart Inc. | 5.625% | 3/27/34 | GBP | 7,245 | 9,891 | |
Walmart Inc. | 5.250% | 9/28/35 | GBP | 488 | 646 | |
Walt Disney Co. | 3.057% | 3/30/27 | CAD | 7,275 | 5,095 | |
Waste Management of Canada Corp. | 2.600% | 9/23/26 | CAD | 1,897 | 1,313 | |
Wells Fargo & Co. | 2.125% | 6/4/24 | EUR | 10,700 | 11,571 | |
Wells Fargo & Co. | 3.874% | 5/21/25 | CAD | 1,994 | 1,434 | |
Wells Fargo & Co. | 2.000% | 7/28/25 | GBP | 13,365 | 15,628 | |
Wells Fargo & Co. | 2.000% | 4/27/26 | EUR | 11,925 | 12,434 | |
Wells Fargo & Co. | 4.168% | 4/28/26 | CAD | 5,400 | 3,913 | |
Wells Fargo & Co. | 2.568% | 5/1/26 | CAD | 4,330 | 3,042 | |
Wells Fargo & Co. | 2.975% | 5/19/26 | CAD | 4,948 | 3,459 | |
Wells Fargo & Co. | 1.375% | 10/26/26 | EUR | 16,502 | 16,657 | |
Wells Fargo & Co. | 1.000% | 2/2/27 | EUR | 11,763 | 11,579 | |
Wells Fargo & Co. | 2.493% | 2/18/27 | CAD | 3,596 | 2,445 | |
Wells Fargo & Co. | 1.500% | 5/24/27 | EUR | 9,725 | 9,695 | |
Wells Fargo & Co. | 3.473% | 4/26/28 | GBP | 300 | 347 | |
Wells Fargo & Co. | 3.500% | 9/12/29 | GBP | 2,155 | 2,417 | |
Wells Fargo & Co. | 1.741% | 5/4/30 | EUR | 4,913 | 4,646 | |
Wells Fargo & Co. | 0.625% | 8/14/30 | EUR | 3,610 | 3,075 | |
Wells Fargo & Co. | 4.625% | 11/2/35 | GBP | 1,737 | 2,060 | |
Welltower Inc. | 4.800% | 11/20/28 | GBP | 3,595 | 4,260 | |
Welltower Inc. | 4.500% | 12/1/34 | GBP | 2,366 | 2,556 | |
Westlake Chemical Corp. | 1.625% | 7/17/29 | EUR | 3,100 | 2,823 | |
Whirlpool Finance Luxembourg Sarl | 1.250% | 11/2/26 | EUR | 5,229 | 5,318 | |
Whirlpool Finance Luxembourg Sarl | 1.100% | 11/9/27 | EUR | 1,725 | 1,697 | |
WPC Eurobond BV | 2.250% | 7/19/24 | EUR | 3,144 | 3,351 | |
WPC Eurobond BV | 2.250% | 4/9/26 | EUR | 2,050 | 2,106 | |
WPC Eurobond BV | 2.125% | 4/15/27 | EUR | 8,339 | 8,382 | |
WPC Eurobond BV | 1.350% | 4/15/28 | EUR | 4,461 | 4,112 | |
WPC Eurobond BV | 0.950% | 6/1/30 | EUR | 1,024 | 850 | |
2,948,211 | ||||||
Total Corporate Bonds (Cost $23,483,529) | 20,251,017 | |||||
Sovereign Bonds (78.1%) | ||||||
Australia (3.2%) | ||||||
Australia & New Zealand Banking Group Ltd. | 5.350% | 11/4/27 | AUD | 2,364 | 1,632 | |
Australian Capital Territory | 4.000% | 5/22/24 | AUD | 2,470 | 1,644 | |
Australian Capital Territory | 1.250% | 5/22/25 | AUD | 370 | 234 | |
Australian Capital Territory | 2.500% | 5/21/26 | AUD | 990 | 638 | |
Australian Capital Territory | 3.000% | 4/18/28 | AUD | 110 | 71 | |
Australian Capital Territory | 2.250% | 5/22/29 | AUD | 4,650 | 2,852 | |
Australian Capital Territory | 1.750% | 5/17/30 | AUD | 390 | 226 | |
Australian Capital Territory | 1.750% | 10/23/31 | AUD | 4,160 | 2,327 | |
Australian Capital Territory | 4.500% | 10/23/34 | AUD | 5,000 | 3,435 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Commonwealth of Australia | 2.750% | 4/21/24 | AUD | 150,587 | 99,092 | |
Commonwealth of Australia | 0.250% | 11/21/24 | AUD | 187,412 | 118,599 | |
Commonwealth of Australia | 3.250% | 4/21/25 | AUD | 142,687 | 94,818 | |
Commonwealth of Australia | 0.250% | 11/21/25 | AUD | 150,115 | 92,787 | |
Commonwealth of Australia | 4.250% | 4/21/26 | AUD | 175,212 | 120,073 | |
Commonwealth of Australia | 0.500% | 9/21/26 | AUD | 175,603 | 106,943 | |
Commonwealth of Australia | 4.750% | 4/21/27 | AUD | 185,559 | 130,714 | |
Commonwealth of Australia | 2.750% | 11/21/27 | AUD | 139,680 | 91,320 | |
Commonwealth of Australia | 2.250% | 5/21/28 | AUD | 131,607 | 83,803 | |
Commonwealth of Australia | 2.750% | 11/21/28 | AUD | 123,332 | 80,222 | |
Commonwealth of Australia | 3.250% | 4/21/29 | AUD | 134,969 | 89,971 | |
Commonwealth of Australia | 2.750% | 11/21/29 | AUD | 115,415 | 74,545 | |
Commonwealth of Australia | 2.500% | 5/21/30 | AUD | 150,425 | 95,197 | |
Commonwealth of Australia | 1.000% | 12/21/30 | AUD | 157,581 | 88,450 | |
Commonwealth of Australia | 1.500% | 6/21/31 | AUD | 154,052 | 89,165 | |
Commonwealth of Australia | 1.000% | 11/21/31 | AUD | 163,185 | 89,650 | |
Commonwealth of Australia | 1.250% | 5/21/32 | AUD | 146,458 | 81,307 | |
Commonwealth of Australia | 1.750% | 11/21/32 | AUD | 128,599 | 74,248 | |
Commonwealth of Australia | 4.500% | 4/21/33 | AUD | 164,730 | 119,847 | |
Commonwealth of Australia | 3.000% | 11/21/33 | AUD | 19,170 | 12,299 | |
Commonwealth of Australia | 3.750% | 5/21/34 | AUD | 56,000 | 38,365 | |
Commonwealth of Australia | 3.500% | 12/21/34 | AUD | 60,000 | 39,964 | |
Commonwealth of Australia | 2.750% | 6/21/35 | AUD | 36,718 | 22,633 | |
Commonwealth of Australia | 3.750% | 4/21/37 | AUD | 63,531 | 42,914 | |
Commonwealth of Australia | 3.250% | 6/21/39 | AUD | 43,137 | 27,045 | |
Commonwealth of Australia | 2.750% | 5/21/41 | AUD | 55,669 | 31,949 | |
Commonwealth of Australia | 3.000% | 3/21/47 | AUD | 47,016 | 27,054 | |
Commonwealth of Australia | 1.750% | 6/21/51 | AUD | 102,351 | 43,572 | |
National Housing Finance and Investment Corp. | 2.380% | 3/28/29 | AUD | 1,435 | 890 | |
National Housing Finance and Investment Corp. | 1.520% | 5/27/30 | AUD | 4,500 | 2,598 | |
National Housing Finance and Investment Corp. | 1.410% | 6/29/32 | AUD | 400 | 215 | |
National Housing Finance and Investment Corp. | 2.335% | 6/30/36 | AUD | 1,265 | 688 | |
New South Wales Treasury Corp. | 5.000% | 8/20/24 | AUD | 16,257 | 10,962 | |
New South Wales Treasury Corp. | 1.250% | 3/20/25 | AUD | 19,587 | 12,455 | |
New South Wales Treasury Corp. | 4.000% | 5/20/26 | AUD | 4,701 | 3,165 | |
New South Wales Treasury Corp. | 3.000% | 5/20/27 | AUD | 64,134 | 41,813 | |
New South Wales Treasury Corp. | 3.000% | 3/20/28 | AUD | 79,668 | 51,657 | |
New South Wales Treasury Corp. | 3.000% | 11/15/28 | AUD | 9,794 | 6,315 | |
New South Wales Treasury Corp. | 3.000% | 4/20/29 | AUD | 18,463 | 11,860 | |
New South Wales Treasury Corp. | 3.000% | 2/20/30 | AUD | 67,903 | 43,121 | |
New South Wales Treasury Corp. | 1.250% | 11/20/30 | AUD | 2,516 | 1,389 | |
New South Wales Treasury Corp. | 2.000% | 3/20/31 | AUD | 45,691 | 26,535 | |
New South Wales Treasury Corp. | 1.500% | 2/20/32 | AUD | 54,231 | 29,419 | |
New South Wales Treasury Corp. | 2.500% | 11/22/32 | AUD | 15,000 | 8,774 | |
New South Wales Treasury Corp. | 2.000% | 3/8/33 | AUD | 41,212 | 22,693 | |
New South Wales Treasury Corp. | 1.750% | 3/20/34 | AUD | 29,000 | 15,111 | |
New South Wales Treasury Corp. | 3.500% | 3/20/34 | AUD | 278 | 173 | |
New South Wales Treasury Corp. | 4.750% | 2/20/35 | AUD | 25,000 | 17,273 | |
New South Wales Treasury Corp. | 3.500% | 11/20/37 | AUD | 2,158 | 1,277 | |
New South Wales Treasury Corp. | 2.250% | 11/20/40 | AUD | 8,603 | 4,018 | |
New South Wales Treasury Corp. | 2.250% | 5/7/41 | AUD | 5,500 | 2,531 | |
New South Wales Treasury Corp. | 2.450% | 8/24/50 | AUD | 89 | 38 | |
Northern Territory Treasury Corp. | 2.750% | 10/21/24 | AUD | 3,100 | 2,025 | |
Northern Territory Treasury Corp. | 2.750% | 4/21/27 | AUD | 6,900 | 4,444 | |
Northern Territory Treasury Corp. | 3.500% | 4/21/28 | AUD | 1,100 | 727 | |
Northern Territory Treasury Corp. | 2.000% | 5/21/29 | AUD | 5,000 | 3,007 | |
Northern Territory Treasury Corp. | 3.500% | 5/21/30 | AUD | 1,900 | 1,231 | |
Northern Territory Treasury Corp. | 2.000% | 4/21/31 | AUD | 1,600 | 917 | |
Northern Territory Treasury Corp. | 3.750% | 4/21/33 | AUD | 1,400 | 892 | |
Northern Territory Treasury Corp. | 4.100% | 11/21/42 | AUD | 500 | 300 | |
Queensland Treasury Corp. | 5.750% | 7/22/24 | AUD | 22,623 | 15,370 | |
3 | Queensland Treasury Corp. | 4.750% | 7/21/25 | AUD | 24,243 | 16,500 |
3 | Queensland Treasury Corp. | 3.250% | 7/21/26 | AUD | 30,605 | 20,174 |
3 | Queensland Treasury Corp. | 2.750% | 8/20/27 | AUD | 33,503 | 21,606 |
3 | Queensland Treasury Corp. | 3.250% | 7/21/28 | AUD | 44,701 | 29,304 |
3 | Queensland Treasury Corp. | 3.250% | 8/21/29 | AUD | 32,949 | 21,438 |
3 | Queensland Treasury Corp. | 3.500% | 8/21/30 | AUD | 36,883 | 24,131 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
3 | Queensland Treasury Corp. | 1.250% | 3/10/31 | AUD | 15,000 | 8,234 |
3 | Queensland Treasury Corp. | 1.750% | 8/21/31 | AUD | 44,678 | 25,247 |
3 | Queensland Treasury Corp. | 1.500% | 3/2/32 | AUD | 10,700 | 5,827 |
3 | Queensland Treasury Corp. | 1.500% | 8/20/32 | AUD | 17,131 | 9,234 |
3 | Queensland Treasury Corp. | 4.500% | 3/9/33 | AUD | 6,500 | 4,506 |
Queensland Treasury Corp. | 6.500% | 3/14/33 | AUD | 4,065 | 3,251 | |
Queensland Treasury Corp. | 2.000% | 8/22/33 | AUD | 5,000 | 2,749 | |
3 | Queensland Treasury Corp. | 1.750% | 7/20/34 | AUD | 20,875 | 10,847 |
3 | Queensland Treasury Corp. | 2.250% | 4/16/40 | AUD | 7,346 | 3,477 |
3 | Queensland Treasury Corp. | 2.250% | 11/20/41 | AUD | 7,248 | 3,323 |
3 | Queensland Treasury Corp. | 4.200% | 2/20/47 | AUD | 8,749 | 5,368 |
South Australian Government Financing Authority | 2.250% | 8/15/24 | AUD | 8,571 | 5,586 | |
South Australian Government Financing Authority | 2.750% | 4/16/25 | AUD | 5,388 | 3,521 | |
South Australian Government Financing Authority | 3.000% | 7/20/26 | AUD | 4,040 | 2,642 | |
South Australian Government Financing Authority | 3.000% | 9/20/27 | AUD | 613 | 398 | |
South Australian Government Financing Authority | 3.000% | 5/24/28 | AUD | 6,545 | 4,229 | |
South Australian Government Financing Authority | 2.750% | 5/24/30 | AUD | 37,989 | 23,683 | |
South Australian Government Financing Authority | 1.750% | 5/24/32 | AUD | 25,665 | 14,134 | |
South Australian Government Financing Authority | 1.750% | 5/24/34 | AUD | 10,000 | 5,191 | |
South Australian Government Financing Authority | 2.000% | 5/23/36 | AUD | 6,762 | 3,411 | |
Tasmanian Public Finance Corp. | 3.250% | 2/19/26 | AUD | 4,700 | 3,100 | |
Tasmanian Public Finance Corp. | 3.250% | 1/24/28 | AUD | 735 | 483 | |
Tasmanian Public Finance Corp. | 2.000% | 1/24/30 | AUD | 265 | 158 | |
Tasmanian Public Finance Corp. | 2.250% | 1/22/32 | AUD | 4,258 | 2,477 | |
Treasury Corp. of Victoria | 5.500% | 12/17/24 | AUD | 6,856 | 4,683 | |
Treasury Corp. of Victoria | 0.500% | 11/20/25 | AUD | 80,774 | 49,698 | |
Treasury Corp. of Victoria | 5.500% | 11/17/26 | AUD | 40,463 | 28,624 | |
Treasury Corp. of Victoria | 1.250% | 11/19/27 | AUD | 22,321 | 13,403 | |
Treasury Corp. of Victoria | 3.000% | 10/20/28 | AUD | 35,964 | 23,171 | |
Treasury Corp. of Victoria | 2.500% | 10/22/29 | AUD | 32,889 | 20,367 | |
Treasury Corp. of Victoria | 1.500% | 11/20/30 | AUD | 31,540 | 17,772 | |
Treasury Corp. of Victoria | 1.500% | 9/10/31 | AUD | 34,099 | 18,752 | |
Treasury Corp. of Victoria | 4.250% | 12/20/32 | AUD | 35,982 | 24,343 | |
Treasury Corp. of Victoria | 2.250% | 9/15/33 | AUD | 22,516 | 12,563 | |
Treasury Corp. of Victoria | 2.250% | 11/20/34 | AUD | 28,782 | 15,554 | |
Treasury Corp. of Victoria | 2.000% | 9/17/35 | AUD | 35,116 | 18,019 | |
Treasury Corp. of Victoria | 4.750% | 9/15/36 | AUD | 25,000 | 17,123 | |
Treasury Corp. of Victoria | 2.000% | 11/20/37 | AUD | 7,516 | 3,640 | |
Treasury Corp. of Victoria | 2.250% | 11/20/41 | AUD | 17,167 | 7,781 | |
Western Australian Treasury Corp. | 2.500% | 7/23/24 | AUD | 23,507 | 15,373 | |
Western Australian Treasury Corp. | 5.000% | 7/23/25 | AUD | 7,590 | 5,193 | |
Western Australian Treasury Corp. | 3.000% | 10/21/26 | AUD | 12,162 | 7,957 | |
Western Australian Treasury Corp. | 3.000% | 10/21/27 | AUD | 4,897 | 3,191 | |
Western Australian Treasury Corp. | 3.250% | 7/20/28 | AUD | 24,607 | 16,142 | |
Western Australian Treasury Corp. | 2.750% | 7/24/29 | AUD | 17,991 | 11,388 | |
Western Australian Treasury Corp. | 1.500% | 10/22/30 | AUD | 1,400 | 796 | |
Western Australian Treasury Corp. | 1.750% | 10/22/31 | AUD | 30,131 | 16,976 | |
Western Australian Treasury Corp. | 2.000% | 10/24/34 | AUD | 7,629 | 4,083 | |
Western Australian Treasury Corp. | 2.250% | 7/23/41 | AUD | 1,006 | 474 | |
3,104,783 | ||||||
Austria (1.1%) | ||||||
Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.250% | 10/18/24 | EUR | 16,544 | 17,404 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 3.375% | 9/22/25 | EUR | 954 | 1,054 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | 7/9/29 | EUR | 4,461 | 4,130 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 1.500% | 9/15/30 | EUR | 12,450 | 12,411 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.125% | 6/2/31 | EUR | 6,150 | 5,407 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | 6/11/32 | EUR | 100 | 108 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | 6/20/33 | EUR | 2,192 | 2,356 | |
Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | 7/16/35 | EUR | 2,750 | 2,123 | |
Erste Group Bank AG | 2.500% | 9/19/30 | EUR | 10,300 | 10,806 | |
2 | Oesterreichische Kontrollbank AG | 2.625% | 11/22/24 | CHF | 15,000 | 16,998 |
2 | Oesterreichische Kontrollbank AG | 3.200% | 8/25/25 | AUD | 735 | 479 |
2 | Oesterreichische Kontrollbank AG | 0.000% | 10/8/26 | EUR | 2,457 | 2,438 |
2 | Oesterreichische Kontrollbank AG | 2.875% | 2/25/30 | CHF | 2,210 | 2,652 |
3 | Republic of Austria | 0.000% | 7/15/24 | EUR | 34,131 | 36,265 |
3 | Republic of Austria | 1.650% | 10/21/24 | EUR | 3,312 | 3,578 |
3 | Republic of Austria | 0.000% | 4/20/25 | EUR | 192,131 | 199,800 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
3 | Republic of Austria | 2.000% | 7/15/26 | EUR | 50,000 | 53,824 |
3 | Republic of Austria | 0.750% | 10/20/26 | EUR | 79,642 | 82,104 |
3 | Republic of Austria | 0.500% | 4/20/27 | EUR | 19,991 | 20,183 |
3 | Republic of Austria | 0.750% | 2/20/28 | EUR | 37,190 | 37,362 |
3 | Republic of Austria | 0.000% | 10/20/28 | EUR | 17,760 | 16,852 |
3 | Republic of Austria | 0.500% | 2/20/29 | EUR | 49,540 | 47,986 |
3 | Republic of Austria | 0.000% | 2/20/30 | EUR | 35,904 | 32,652 |
3 | Republic of Austria | 0.000% | 2/20/31 | EUR | 71,491 | 62,917 |
3 | Republic of Austria | 0.900% | 2/20/32 | EUR | 78,018 | 72,339 |
3 | Republic of Austria | 2.900% | 2/20/33 | EUR | 64,779 | 70,881 |
3 | Republic of Austria | 2.400% | 5/23/34 | EUR | 2,758 | 2,867 |
3 | Republic of Austria | 5.375% | 12/1/34 | CAD | 798 | 666 |
3 | Republic of Austria | 0.250% | 10/20/36 | EUR | 54,294 | 41,265 |
3 | Republic of Austria | 4.150% | 3/15/37 | EUR | 48,732 | 59,759 |
3 | Republic of Austria | 0.000% | 10/20/40 | EUR | 68,567 | 43,968 |
3 | Republic of Austria | 3.150% | 6/20/44 | EUR | 24,502 | 27,192 |
3 | Republic of Austria | 1.500% | 2/20/47 | EUR | 26,373 | 21,364 |
3 | Republic of Austria | 1.850% | 5/23/49 | EUR | 17,899 | 15,365 |
3 | Republic of Austria | 0.750% | 3/20/51 | EUR | 35,488 | 22,418 |
3 | Republic of Austria | 3.800% | 1/26/62 | EUR | 13,303 | 17,001 |
3 | Republic of Austria | 0.700% | 4/20/71 | EUR | 21,170 | 10,556 |
3 | Republic of Austria | 1.500% | 11/2/86 | EUR | 11,911 | 7,885 |
3 | Republic of Austria | 2.100% | 9/20/17 | EUR | 15,380 | 12,456 |
3 | Republic of Austria | 0.850% | 6/30/20 | EUR | 28,316 | 13,190 |
1,111,061 | ||||||
Belgium (1.8%) | ||||||
Communaute Francaise de Belgique | 0.625% | 6/11/35 | EUR | 14,100 | 11,084 | |
3 | Kingdom of Belgium | 0.500% | 10/22/24 | EUR | 25,354 | 26,931 |
3 | Kingdom of Belgium | 0.800% | 6/22/25 | EUR | 203,714 | 215,460 |
3 | Kingdom of Belgium | 4.500% | 3/28/26 | EUR | 47,847 | 55,305 |
3,8 | Kingdom of Belgium | 1.000% | 6/22/26 | EUR | 187,000 | 195,653 |
3 | Kingdom of Belgium | 0.800% | 6/22/27 | EUR | 115,380 | 117,879 |
3 | Kingdom of Belgium | 0.000% | 10/22/27 | EUR | 39,652 | 38,828 |
Kingdom of Belgium | 5.500% | 3/28/28 | EUR | 47,352 | 58,940 | |
3 | Kingdom of Belgium | 0.800% | 6/22/28 | EUR | 55,498 | 55,814 |
3 | Kingdom of Belgium | 0.900% | 6/22/29 | EUR | 74,719 | 74,114 |
3 | Kingdom of Belgium | 0.100% | 6/22/30 | EUR | 49,856 | 45,572 |
3 | Kingdom of Belgium | 1.000% | 6/22/31 | EUR | 34,229 | 32,714 |
3 | Kingdom of Belgium | 0.000% | 10/22/31 | EUR | 69,188 | 59,874 |
Kingdom of Belgium | 4.000% | 3/28/32 | EUR | 36,938 | 43,987 | |
3 | Kingdom of Belgium | 0.350% | 6/22/32 | EUR | 66,526 | 58,240 |
3 | Kingdom of Belgium | 1.250% | 4/22/33 | EUR | 42,936 | 40,507 |
3 | Kingdom of Belgium | 3.000% | 6/22/33 | EUR | 28,271 | 31,118 |
3 | Kingdom of Belgium | 3.000% | 6/22/34 | EUR | 34,056 | 37,105 |
3 | Kingdom of Belgium | 5.000% | 3/28/35 | EUR | 46,923 | 61,077 |
3 | Kingdom of Belgium | 1.450% | 6/22/37 | EUR | 28,566 | 25,194 |
3 | Kingdom of Belgium | 1.900% | 6/22/38 | EUR | 33,609 | 31,064 |
3 | Kingdom of Belgium | 2.750% | 4/22/39 | EUR | 71,598 | 73,545 |
3 | Kingdom of Belgium | 0.400% | 6/22/40 | EUR | 86,096 | 58,831 |
3 | Kingdom of Belgium | 4.250% | 3/28/41 | EUR | 12,000 | 14,772 |
Kingdom of Belgium | 3.750% | 6/22/45 | EUR | 44,522 | 51,901 | |
3 | Kingdom of Belgium | 1.600% | 6/22/47 | EUR | 45,980 | 35,873 |
3,9 | Kingdom of Belgium | 1.700% | 6/22/50 | EUR | 56,369 | 43,742 |
3 | Kingdom of Belgium | 1.400% | 6/22/53 | EUR | 49,334 | 34,070 |
3 | Kingdom of Belgium | 3.300% | 6/22/54 | EUR | 12,200 | 13,008 |
3 | Kingdom of Belgium | 2.250% | 6/22/57 | EUR | 22,607 | 19,164 |
3 | Kingdom of Belgium | 2.150% | 6/22/66 | EUR | 32,130 | 26,059 |
3 | Kingdom of Belgium | 0.650% | 6/22/71 | EUR | 21,294 | 9,668 |
Ministeries Van de Vlaamse Gemeenschap | 0.375% | 10/13/26 | EUR | 2,500 | 2,514 | |
Ministeries Van de Vlaamse Gemeenschap | 0.010% | 6/23/27 | EUR | 4,300 | 4,195 | |
Ministeries Van de Vlaamse Gemeenschap | 0.300% | 10/20/31 | EUR | 12,000 | 10,415 | |
Ministeries Van de Vlaamse Gemeenschap | 1.000% | 10/13/36 | EUR | 5,200 | 4,244 | |
Ministeries Van de Vlaamse Gemeenschap | 1.500% | 7/12/38 | EUR | 1,500 | 1,262 | |
Ministeries Van de Vlaamse Gemeenschap | 1.875% | 6/2/42 | EUR | 1,700 | 1,434 | |
Ministeries Van de Vlaamse Gemeenschap | 3.250% | 1/12/43 | EUR | 14,000 | 14,592 | |
Ministeries Van de Vlaamse Gemeenschap | 1.500% | 4/11/44 | EUR | 3,200 | 2,440 | |
Ministeries Van de Vlaamse Gemeenschap | 1.000% | 1/23/51 | EUR | 8,100 | 4,923 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Region Wallonne Belgium | 0.050% | 6/22/25 | EUR | 4,400 | 4,542 | |
Region Wallonne Belgium | 0.250% | 5/3/26 | EUR | 18,800 | 19,036 | |
Region Wallonne Belgium | 0.500% | 4/8/30 | EUR | 6,400 | 5,885 | |
Region Wallonne Belgium | 0.375% | 10/22/31 | EUR | 2,800 | 2,432 | |
Region Wallonne Belgium | 1.250% | 5/3/34 | EUR | 13,400 | 11,775 | |
Region Wallonne Belgium | 0.500% | 6/22/37 | EUR | 7,000 | 5,107 | |
Region Wallonne Belgium | 1.050% | 6/22/40 | EUR | 3,000 | 2,189 | |
Region Wallonne Belgium | 0.650% | 1/16/51 | EUR | 4,500 | 2,327 | |
Region Wallonne Belgium | 1.250% | 6/22/71 | EUR | 2,800 | 1,535 | |
1,797,940 | ||||||
Bulgaria (0.0%) | ||||||
Republic of Bulgaria | 2.950% | 9/3/24 | EUR | 382 | 417 | |
Republic of Bulgaria | 2.625% | 3/26/27 | EUR | 1,455 | 1,540 | |
Republic of Bulgaria | 3.000% | 3/21/28 | EUR | 12,184 | 12,881 | |
3 | Republic of Bulgaria | 4.500% | 1/27/33 | EUR | 4,500 | 4,866 |
Republic of Bulgaria | 3.125% | 3/26/35 | EUR | 4,457 | 4,225 | |
Republic of Bulgaria | 1.375% | 9/23/50 | EUR | 3,413 | 2,041 | |
Republic of Bulgaria | 4.125% | 9/23/29 | EUR | 3,200 | 3,470 | |
Republic of Bulgaria | 0.375% | 9/23/30 | EUR | 1,000 | 831 | |
Republic of Bulgaria | 4.625% | 9/23/34 | EUR | 2,500 | 2,713 | |
32,984 | ||||||
Canada (4.8%) | ||||||
British Columbia Municipal Finance Authority | 2.150% | 6/3/24 | CAD | 2,655 | 1,916 | |
British Columbia Municipal Finance Authority | 2.950% | 10/14/24 | CAD | 2,948 | 2,139 | |
British Columbia Municipal Finance Authority | 1.100% | 6/1/25 | CAD | 2,939 | 2,048 | |
British Columbia Municipal Finance Authority | 2.650% | 10/2/25 | CAD | 5,863 | 4,206 | |
British Columbia Municipal Finance Authority | 2.500% | 4/19/26 | CAD | 2,255 | 1,612 | |
British Columbia Municipal Finance Authority | 1.350% | 6/30/26 | CAD | 1,253 | 859 | |
British Columbia Municipal Finance Authority | 3.050% | 10/23/28 | CAD | 3,732 | 2,706 | |
British Columbia Municipal Finance Authority | 2.550% | 10/9/29 | CAD | 1,686 | 1,180 | |
British Columbia Municipal Finance Authority | 2.300% | 4/15/31 | CAD | 2,129 | 1,429 | |
Canada | 1.500% | 5/1/24 | CAD | 43,875 | 31,528 | |
Canada | 2.500% | 6/1/24 | CAD | 30,247 | 21,950 | |
Canada | 2.750% | 8/1/24 | CAD | 149,617 | 108,685 | |
Canada | 1.500% | 9/1/24 | CAD | 31,649 | 22,615 | |
Canada | 0.750% | 10/1/24 | CAD | 37,100 | 26,201 | |
Canada | 3.000% | 11/1/24 | CAD | 15,000 | 10,927 | |
Canada | 3.750% | 2/1/25 | CAD | 62,810 | 46,350 | |
Canada | 1.250% | 3/1/25 | CAD | 42,565 | 30,075 | |
Canada | 1.500% | 4/1/25 | CAD | 98,772 | 69,967 | |
Canada | 3.750% | 5/1/25 | CAD | 31,760 | 23,484 | |
Canada | 2.250% | 6/1/25 | CAD | 2,620 | 1,883 | |
Canada | 9.000% | 6/1/25 | CAD | 5,877 | 4,805 | |
Canada | 0.500% | 9/1/25 | CAD | 85,060 | 58,518 | |
Canada | 3.000% | 10/1/25 | CAD | 50,400 | 36,755 | |
Canada | 0.250% | 3/1/26 | CAD | 73,365 | 49,621 | |
Canada | 1.000% | 9/1/26 | CAD | 32,397 | 22,270 | |
Canada | 1.250% | 3/1/27 | CAD | 32,706 | 22,526 | |
Canada | 8.000% | 6/1/27 | CAD | 2,497 | 2,196 | |
Canada | 2.750% | 9/1/27 | CAD | 106,285 | 77,504 | |
Canada | 3.500% | 3/1/28 | CAD | 31,500 | 23,791 | |
Canada | 2.000% | 6/1/28 | CAD | 49,302 | 34,931 | |
Canada | 5.750% | 6/1/29 | CAD | 19,776 | 16,961 | |
Canada | 2.250% | 12/1/29 | CAD | 27,982 | 19,940 | |
Canada | 1.250% | 6/1/30 | CAD | 75,031 | 49,876 | |
Canada | 0.500% | 12/1/30 | CAD | 87,721 | 54,560 | |
Canada | 1.500% | 6/1/31 | CAD | 138,244 | 92,322 | |
Canada | 1.500% | 12/1/31 | CAD | 114,205 | 75,825 | |
Canada | 2.000% | 6/1/32 | CAD | 107,822 | 74,294 | |
Canada | 2.500% | 12/1/32 | CAD | 67,590 | 48,459 | |
Canada | 2.750% | 6/1/33 | CAD | 98,900 | 72,351 | |
Canada | 5.750% | 6/1/33 | CAD | 52,282 | 48,289 | |
Canada | 5.000% | 6/1/37 | CAD | 40,530 | 36,850 | |
Canada | 4.000% | 6/1/41 | CAD | 68,901 | 57,816 | |
Canada | 3.500% | 12/1/45 | CAD | 9,300 | 7,423 | |
Canada | 2.750% | 12/1/48 | CAD | 19,514 | 13,845 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
9 | Canada | 2.000% | 12/1/51 | CAD | 136,825 | 82,453 |
Canada | 1.750% | 12/1/53 | CAD | 116,285 | 65,443 | |
Canada | 2.750% | 12/1/55 | CAD | 4,200 | 2,958 | |
Canada | 2.750% | 12/1/64 | CAD | 37,930 | 26,660 | |
3 | Canada Housing Trust No. 1 | 2.900% | 6/15/24 | CAD | 65,290 | 47,472 |
3 | Canada Housing Trust No. 1 | 1.800% | 12/15/24 | CAD | 36,235 | 25,689 |
3 | Canada Housing Trust No. 1 | 2.550% | 3/15/25 | CAD | 25,785 | 18,888 |
3 | Canada Housing Trust No. 1 | 0.950% | 6/15/25 | CAD | 41,045 | 29,025 |
3 | Canada Housing Trust No. 1 | 1.950% | 12/15/25 | CAD | 66,280 | 47,793 |
3 | Canada Housing Trust No. 1 | 2.250% | 12/15/25 | CAD | 10,645 | 7,735 |
3 | Canada Housing Trust No. 1 | 1.250% | 6/15/26 | CAD | 45,845 | 31,586 |
3 | Canada Housing Trust No. 1 | 1.900% | 9/15/26 | CAD | 23,515 | 16,466 |
3 | Canada Housing Trust No. 1 | 1.100% | 12/15/26 | CAD | 21,135 | 14,345 |
3 | Canada Housing Trust No. 1 | 1.550% | 12/15/26 | CAD | 14,155 | 9,766 |
3 | Canada Housing Trust No. 1 | 2.350% | 6/15/27 | CAD | 35,285 | 24,987 |
3 | Canada Housing Trust No. 1 | 3.800% | 6/15/27 | CAD | 20,450 | 15,316 |
3 | Canada Housing Trust No. 1 | 3.600% | 12/15/27 | CAD | 23,000 | 17,139 |
3 | Canada Housing Trust No. 1 | 2.350% | 3/15/28 | CAD | 10,250 | 7,229 |
3 | Canada Housing Trust No. 1 | 2.650% | 3/15/28 | CAD | 46,150 | 33,002 |
3 | Canada Housing Trust No. 1 | 2.650% | 12/15/28 | CAD | 31,080 | 22,379 |
3 | Canada Housing Trust No. 1 | 2.100% | 9/15/29 | CAD | 18,540 | 12,805 |
3 | Canada Housing Trust No. 1 | 1.750% | 6/15/30 | CAD | 49,005 | 32,782 |
3 | Canada Housing Trust No. 1 | 1.100% | 3/15/31 | CAD | 21,815 | 13,701 |
3 | Canada Housing Trust No. 1 | 1.400% | 3/15/31 | CAD | 16,490 | 10,608 |
3 | Canada Housing Trust No. 1 | 1.900% | 3/15/31 | CAD | 12,190 | 8,149 |
3 | Canada Housing Trust No. 1 | 1.600% | 12/15/31 | CAD | 17,470 | 11,288 |
3 | Canada Housing Trust No. 1 | 2.150% | 12/15/31 | CAD | 16,690 | 11,288 |
3 | Canada Housing Trust No. 1 | 2.450% | 12/15/31 | CAD | 13,955 | 9,669 |
3 | Canada Housing Trust No. 1 | 3.550% | 9/15/32 | CAD | 41,430 | 31,264 |
Canada Housing Trust No. 1 | 3.650% | 6/15/33 | CAD | 13,200 | 10,020 | |
Canada Post Corp. | 4.080% | 7/16/25 | CAD | 4,363 | 3,220 | |
Canada Post Corp. | 4.360% | 7/16/40 | CAD | 1,789 | 1,366 | |
CDP Financial Inc. | 1.125% | 4/6/27 | EUR | 33,400 | 33,857 | |
City of Montreal | 3.500% | 9/1/24 | CAD | 389 | 284 | |
City of Montreal | 3.000% | 9/1/25 | CAD | 3,428 | 2,477 | |
City of Montreal | 2.750% | 9/1/26 | CAD | 2,700 | 1,883 | |
City of Montreal | 3.000% | 9/1/27 | CAD | 2,450 | 1,764 | |
City of Montreal | 3.150% | 9/1/28 | CAD | 2,795 | 2,020 | |
City of Montreal | 2.300% | 9/1/29 | CAD | 2,131 | 1,458 | |
City of Montreal | 1.750% | 9/1/30 | CAD | 3,449 | 2,231 | |
City of Montreal | 2.000% | 9/1/31 | CAD | 5,458 | 3,518 | |
City of Montreal | 4.250% | 12/1/32 | CAD | 2,154 | 1,650 | |
City of Montreal | 4.100% | 12/1/34 | CAD | 1,566 | 1,157 | |
City of Montreal | 3.150% | 12/1/36 | CAD | 2,931 | 1,945 | |
City of Montreal | 3.500% | 12/1/38 | CAD | 4,239 | 2,868 | |
City of Montreal | 2.400% | 12/1/41 | CAD | 2,924 | 1,645 | |
City of Montreal | 4.700% | 12/1/41 | CAD | 2,354 | 1,801 | |
City of Montreal | 6.000% | 6/1/43 | CAD | 1,987 | 1,805 | |
CPPIB Capital Inc. | 0.375% | 6/20/24 | EUR | 16,591 | 17,636 | |
CPPIB Capital Inc. | 0.250% | 4/6/27 | EUR | 7,700 | 7,561 | |
CPPIB Capital Inc. | 4.450% | 9/1/27 | AUD | 6,000 | 4,055 | |
CPPIB Capital Inc. | 1.250% | 12/7/27 | GBP | 5,250 | 5,720 | |
CPPIB Capital Inc. | 3.000% | 6/15/28 | CAD | 10,697 | 7,747 | |
CPPIB Capital Inc. | 0.875% | 2/6/29 | EUR | 9,133 | 8,827 | |
CPPIB Capital Inc. | 1.950% | 9/30/29 | CAD | 7,192 | 4,863 | |
CPPIB Capital Inc. | 1.125% | 12/14/29 | GBP | 8,000 | 8,209 | |
CPPIB Capital Inc. | 0.050% | 2/24/31 | EUR | 5,250 | 4,503 | |
CPPIB Capital Inc. | 3.950% | 6/2/32 | CAD | 8,700 | 6,606 | |
CPPIB Capital Inc. | 0.250% | 1/18/41 | EUR | 3,288 | 2,078 | |
CPPIB Capital Inc. | 0.750% | 7/15/49 | EUR | 2,327 | 1,431 | |
CPPIB Capital Inc. | 1.625% | 10/22/71 | GBP | 3,250 | 1,725 | |
Export Development Canada | 1.650% | 7/31/24 | CAD | 2,060 | 1,471 | |
Export Development Canada | 2.875% | 1/19/28 | EUR | 30,000 | 32,856 | |
Financement-Quebec | 5.250% | 6/1/34 | CAD | 6,253 | 5,224 | |
First Nations Finance Authority | 3.050% | 6/1/28 | CAD | 507 | 367 | |
First Nations Finance Authority | 1.710% | 6/16/30 | CAD | 1,639 | 1,069 | |
First Nations Finance Authority | 2.850% | 6/1/32 | CAD | 3,845 | 2,656 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Government of the Northwest Territories | 2.200% | 9/29/51 | CAD | 491 | 240 | |
Greater Sudbury Canada | 2.416% | 3/12/50 | CAD | 427 | 221 | |
Hydro-Quebec | 2.000% | 9/1/28 | CAD | 8,727 | 6,000 | |
Hydro-Quebec | 3.400% | 9/1/29 | CAD | 2,700 | 1,989 | |
Hydro-Quebec | 6.000% | 8/15/31 | CAD | 4,550 | 3,931 | |
Hydro-Quebec | 6.500% | 1/16/35 | CAD | 2,035 | 1,867 | |
Hydro-Quebec | 6.500% | 2/15/35 | CAD | 18,308 | 16,967 | |
Hydro-Quebec | 6.000% | 2/15/40 | CAD | 13,732 | 12,578 | |
Hydro-Quebec | 5.000% | 2/15/45 | CAD | 19,795 | 16,707 | |
Hydro-Quebec | 5.000% | 2/15/50 | CAD | 29,576 | 25,520 | |
Hydro-Quebec | 4.000% | 2/15/55 | CAD | 27,307 | 20,404 | |
Hydro-Quebec | 2.100% | 2/15/60 | CAD | 31,187 | 14,938 | |
Hydro-Quebec | 4.000% | 2/15/63 | CAD | 7,043 | 5,291 | |
3 | Labrador-Island Link Funding Trust | 3.760% | 6/1/33 | CAD | 4,412 | 3,307 |
3 | Labrador-Island Link Funding Trust | 3.860% | 12/1/45 | CAD | 3,311 | 2,391 |
3 | Labrador-Island Link Funding Trust | 3.850% | 12/1/53 | CAD | 3,339 | 2,448 |
Maritime Link Financing Trust | 3.500% | 12/1/52 | CAD | 3,775 | 2,680 | |
Municipal Finance Authority of British Columbia | 4.950% | 12/1/27 | CAD | 2,700 | 2,115 | |
Municipal Finance Authority of British Columbia | 3.300% | 4/8/32 | CAD | 4,226 | 3,035 | |
Municipal Finance Authority of British Columbia | 2.500% | 9/27/41 | CAD | 1,153 | 660 | |
3 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.630% | 6/1/29 | CAD | 2,692 | 2,014 |
3 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.830% | 6/1/37 | CAD | 2,150 | 1,584 |
3 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.860% | 12/1/48 | CAD | 5,482 | 3,966 |
Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.382% | 6/1/57 | CAD | 2,140 | 1,440 | |
New Brunswick F-M Project Co. Inc. | 6.470% | 11/30/27 | CAD | 155 | 117 | |
Newfoundland & Labrador Hydro | 6.650% | 8/27/31 | CAD | 981 | 867 | |
Newfoundland & Labrador Hydro | 3.600% | 12/1/45 | CAD | 1,771 | 1,148 | |
OMERS Finance Trust | 0.450% | 5/13/25 | EUR | 6,592 | 6,830 | |
OMERS Finance Trust | 1.550% | 4/21/27 | CAD | 3,003 | 2,047 | |
OMERS Finance Trust | 2.600% | 5/14/29 | CAD | 5,105 | 3,566 | |
Ontario Electricity Financial Corp. | 8.250% | 6/22/26 | CAD | 6,872 | 5,740 | |
Ontario Electricity Financial Corp. | 0.000% | 4/11/31 | CAD | 1,600 | 890 | |
Ontario Infrastructure & Lands Corp. | 4.700% | 6/1/37 | CAD | 878 | 673 | |
Ontario School Boards Financing Corp. | 5.483% | 11/26/29 | CAD | 17 | 13 | |
Ontario Teachers Finance Trust | 0.500% | 5/6/25 | EUR | 30,512 | 31,607 | |
Ontario Teachers Finance Trust | 0.100% | 5/19/28 | EUR | 6,900 | 6,462 | |
3 | Ontario Teachers Finance Trust | 1.850% | 5/3/32 | EUR | 4,300 | 4,134 |
Ontario Teachers Finance Trust | 1.850% | 5/3/32 | EUR | 10,250 | 9,857 | |
Ontario Teachers Finance Trust | 0.900% | 5/20/41 | EUR | 8,330 | 5,941 | |
Ontario Teachers' Finance Trust | 4.150% | 11/1/29 | CAD | 4,000 | 3,048 | |
OPB Finance Trust | 2.950% | 2/2/26 | CAD | 14,201 | 10,182 | |
OPB Finance Trust | 2.980% | 1/25/27 | CAD | 2,442 | 1,746 | |
Ottawa Ontario | 4.600% | 7/14/42 | CAD | 931 | 719 | |
Ottawa Ontario | 3.250% | 11/10/47 | CAD | 1,173 | 729 | |
Ottawa Ontario | 3.100% | 7/27/48 | CAD | 1,841 | 1,125 | |
Ottawa Ontario | 2.500% | 5/11/51 | CAD | 2,620 | 1,393 | |
Ottawa Ontario | 4.100% | 12/6/52 | CAD | 1,384 | 1,024 | |
Ottawa Ontario | 4.200% | 7/30/53 | CAD | 1,648 | 1,226 | |
Province of Alberta | 3.100% | 6/1/24 | CAD | 11,637 | 8,484 | |
Province of Alberta | 0.625% | 4/18/25 | EUR | 5,183 | 5,419 | |
Province of Alberta | 2.350% | 6/1/25 | CAD | 15,183 | 10,873 | |
Province of Alberta | 0.625% | 1/16/26 | EUR | 2,501 | 2,575 | |
Province of Alberta | 2.200% | 6/1/26 | CAD | 15,094 | 10,687 | |
Province of Alberta | 3.100% | 12/14/26 | AUD | 1,148 | 739 | |
Province of Alberta | 2.550% | 6/1/27 | CAD | 23,104 | 16,472 | |
Province of Alberta | 3.600% | 4/11/28 | AUD | 110 | 71 | |
Province of Alberta | 2.900% | 12/1/28 | CAD | 12,079 | 8,685 | |
Province of Alberta | 0.375% | 2/7/29 | CHF | 10,000 | 10,259 | |
Province of Alberta | 1.403% | 2/20/29 | SEK | 106,000 | 9,221 | |
Province of Alberta | 2.900% | 9/20/29 | CAD | 7,122 | 5,098 | |
Province of Alberta | 2.050% | 6/1/30 | CAD | 35,396 | 23,824 | |
Province of Alberta | 1.650% | 6/1/31 | CAD | 12,891 | 8,258 | |
Province of Alberta | 3.500% | 6/1/31 | CAD | 4,554 | 3,352 | |
Province of Alberta | 4.150% | 6/1/33 | CAD | 3,210 | 2,471 | |
Province of Alberta | 3.900% | 12/1/33 | CAD | 7,402 | 5,558 | |
Province of Alberta | 4.500% | 12/1/40 | CAD | 2,450 | 1,907 | |
Province of Alberta | 3.450% | 12/1/43 | CAD | 9,342 | 6,293 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Province of Alberta | 3.300% | 12/1/46 | CAD | 21,716 | 14,217 | |
Province of Alberta | 3.050% | 12/1/48 | CAD | 28,475 | 17,732 | |
Province of Alberta | 3.100% | 6/1/50 | CAD | 36,026 | 22,534 | |
Province of Alberta | 2.950% | 6/1/52 | CAD | 14,771 | 8,952 | |
Province of British Columbia | 4.250% | 11/27/24 | AUD | 1,730 | 1,151 | |
Province of British Columbia | 2.850% | 6/18/25 | CAD | 18,576 | 13,437 | |
Province of British Columbia | 2.300% | 6/18/26 | CAD | 9,486 | 6,737 | |
Province of British Columbia | 2.550% | 6/18/27 | CAD | 14,234 | 10,154 | |
Province of British Columbia | 2.950% | 12/18/28 | CAD | 11,974 | 8,640 | |
Province of British Columbia | 5.700% | 6/18/29 | CAD | 6,649 | 5,533 | |
Province of British Columbia | 2.200% | 6/18/30 | CAD | 19,775 | 13,466 | |
Province of British Columbia | 1.550% | 6/18/31 | CAD | 14,285 | 9,112 | |
Province of British Columbia | 6.350% | 6/18/31 | CAD | 7,346 | 6,492 | |
Province of British Columbia | 3.200% | 6/18/32 | CAD | 6,695 | 4,804 | |
Province of British Columbia | 5.400% | 6/18/35 | CAD | 3,000 | 2,558 | |
Province of British Columbia | 4.700% | 6/18/37 | CAD | 3,409 | 2,732 | |
Province of British Columbia | 4.950% | 6/18/40 | CAD | 6,373 | 5,241 | |
Province of British Columbia | 4.300% | 6/18/42 | CAD | 18,568 | 14,207 | |
Province of British Columbia | 3.200% | 6/18/44 | CAD | 17,315 | 11,295 | |
Province of British Columbia | 2.800% | 6/18/48 | CAD | 21,063 | 12,603 | |
Province of British Columbia | 4.900% | 6/18/48 | CAD | 1,471 | 1,236 | |
Province of British Columbia | 2.950% | 6/18/50 | CAD | 28,010 | 17,188 | |
Province of British Columbia | 2.750% | 6/18/52 | CAD | 22,419 | 13,258 | |
Province of British Columbia | 4.250% | 12/18/53 | CAD | 3,708 | 2,922 | |
Province of Manitoba | 3.300% | 6/2/24 | CAD | 2,979 | 2,177 | |
Province of Manitoba | 4.250% | 3/3/25 | AUD | 491 | 326 | |
Province of Manitoba | 2.450% | 6/2/25 | CAD | 11,435 | 8,201 | |
Province of Manitoba | 4.400% | 9/5/25 | CAD | 3,471 | 2,594 | |
Province of Manitoba | 2.550% | 6/2/26 | CAD | 9,304 | 6,654 | |
Province of Manitoba | 2.600% | 6/2/27 | CAD | 7,584 | 5,419 | |
Province of Manitoba | 3.000% | 6/2/28 | CAD | 6,318 | 4,579 | |
Province of Manitoba | 2.750% | 6/2/29 | CAD | 4,669 | 3,323 | |
Province of Manitoba | 3.250% | 9/5/29 | CAD | 2,213 | 1,617 | |
Province of Manitoba | 2.050% | 6/2/30 | CAD | 9,482 | 6,386 | |
Province of Manitoba | 6.300% | 3/5/31 | CAD | 469 | 410 | |
Province of Manitoba | 2.050% | 6/2/31 | CAD | 10,481 | 6,936 | |
Province of Manitoba | 3.900% | 12/2/32 | CAD | 6,000 | 4,521 | |
Province of Manitoba | 5.700% | 3/5/37 | CAD | 3,171 | 2,764 | |
Province of Manitoba | 4.600% | 3/5/38 | CAD | 2,780 | 2,180 | |
Province of Manitoba | 4.650% | 3/5/40 | CAD | 1,960 | 1,541 | |
Province of Manitoba | 4.100% | 3/5/41 | CAD | 3,250 | 2,395 | |
Province of Manitoba | 4.400% | 3/5/42 | CAD | 3,184 | 2,438 | |
Province of Manitoba | 3.350% | 3/5/43 | CAD | 1,581 | 1,042 | |
Province of Manitoba | 4.050% | 9/5/45 | CAD | 5,226 | 3,806 | |
Province of Manitoba | 2.850% | 9/5/46 | CAD | 8,155 | 4,870 | |
Province of Manitoba | 3.400% | 9/5/48 | CAD | 9,070 | 5,948 | |
Province of Manitoba | 3.200% | 3/5/50 | CAD | 13,225 | 8,338 | |
Province of Manitoba | 4.700% | 3/5/50 | CAD | 990 | 799 | |
Province of Manitoba | 2.050% | 9/5/52 | CAD | 8,409 | 4,068 | |
Province of Manitoba | 3.150% | 9/5/52 | CAD | 3,936 | 2,458 | |
Province of Manitoba | 3.800% | 9/5/53 | CAD | 6,189 | 4,366 | |
Province of New Brunswick | 3.650% | 6/3/24 | CAD | 5,418 | 3,973 | |
Province of New Brunswick | 1.800% | 8/14/25 | CAD | 5,400 | 3,811 | |
Province of New Brunswick | 2.600% | 8/14/26 | CAD | 4,898 | 3,503 | |
Province of New Brunswick | 2.350% | 8/14/27 | CAD | 4,770 | 3,363 | |
Province of New Brunswick | 3.100% | 8/14/28 | CAD | 4,044 | 2,938 | |
Province of New Brunswick | 2.550% | 8/14/31 | CAD | 6,250 | 4,275 | |
Province of New Brunswick | 5.500% | 1/27/34 | CAD | 1,960 | 1,654 | |
Province of New Brunswick | 4.550% | 3/26/37 | CAD | 3,428 | 2,681 | |
Province of New Brunswick | 4.800% | 9/26/39 | CAD | 1,186 | 948 | |
Province of New Brunswick | 4.800% | 6/3/41 | CAD | 3,765 | 3,017 | |
Province of New Brunswick | 3.550% | 6/3/43 | CAD | 4,641 | 3,165 | |
Province of New Brunswick | 3.800% | 8/14/45 | CAD | 5,713 | 4,011 | |
Province of New Brunswick | 3.100% | 8/14/48 | CAD | 8,071 | 5,011 | |
Province of New Brunswick | 3.050% | 8/14/50 | CAD | 8,688 | 5,331 | |
Province of New Brunswick | 2.900% | 8/14/52 | CAD | 2,419 | 1,446 | |
Province of New Brunswick | 3.550% | 6/3/55 | CAD | 900 | 593 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Province of Newfoundland and Labrador | 2.300% | 6/2/25 | CAD | 4,150 | 2,964 | |
Province of Newfoundland and Labrador | 3.000% | 6/2/26 | CAD | 4,898 | 3,541 | |
Province of Newfoundland and Labrador | 1.250% | 6/2/27 | CAD | 1,700 | 1,145 | |
Province of Newfoundland and Labrador | 6.150% | 4/17/28 | CAD | 491 | 403 | |
Province of Newfoundland and Labrador | 2.850% | 6/2/28 | CAD | 7,346 | 5,262 | |
Province of Newfoundland and Labrador | 2.850% | 6/2/29 | CAD | 10,107 | 7,191 | |
Province of Newfoundland and Labrador | 1.750% | 6/2/30 | CAD | 7,215 | 4,716 | |
Province of Newfoundland and Labrador | 2.050% | 6/2/31 | CAD | 4,131 | 2,698 | |
Province of Newfoundland and Labrador | 5.700% | 10/17/35 | CAD | 491 | 417 | |
Province of Newfoundland and Labrador | 4.650% | 10/17/40 | CAD | 2,550 | 1,952 | |
Province of Newfoundland and Labrador | 3.300% | 10/17/46 | CAD | 9,147 | 5,665 | |
Province of Newfoundland and Labrador | 3.700% | 10/17/48 | CAD | 5,940 | 3,916 | |
Province of Newfoundland and Labrador | 2.650% | 10/17/50 | CAD | 9,380 | 5,055 | |
Province of Newfoundland and Labrador | 3.150% | 12/2/52 | CAD | 3,729 | 2,217 | |
Province of Nova Scotia | 2.100% | 6/1/27 | CAD | 4,169 | 2,920 | |
Province of Nova Scotia | 1.100% | 6/1/28 | CAD | 5,287 | 3,493 | |
Province of Nova Scotia | 2.000% | 9/1/30 | CAD | 8,313 | 5,545 | |
Province of Nova Scotia | 2.400% | 12/1/31 | CAD | 4,700 | 3,169 | |
Province of Nova Scotia | 6.600% | 12/1/31 | CAD | 12 | 11 | |
Province of Nova Scotia | 5.800% | 6/1/33 | CAD | 981 | 852 | |
Province of Nova Scotia | 4.500% | 6/1/37 | CAD | 2,450 | 1,903 | |
Province of Nova Scotia | 4.700% | 6/1/41 | CAD | 4,150 | 3,295 | |
Province of Nova Scotia | 4.400% | 6/1/42 | CAD | 4,866 | 3,719 | |
Province of Nova Scotia | 3.450% | 6/1/45 | CAD | 2,376 | 1,585 | |
Province of Nova Scotia | 3.150% | 12/1/51 | CAD | 10,525 | 6,645 | |
Province of Nova Scotia | 3.500% | 6/2/62 | CAD | 4,124 | 2,762 | |
Province of Ontario | 1.875% | 5/21/24 | EUR | 2,457 | 2,655 | |
Province of Ontario | 3.500% | 6/2/24 | CAD | 50,582 | 37,040 | |
Province of Ontario | 0.375% | 6/14/24 | EUR | 11,821 | 12,556 | |
Province of Ontario | 4.250% | 8/22/24 | AUD | 495 | 328 | |
Province of Ontario | 2.300% | 9/8/24 | CAD | 19,544 | 14,077 | |
Province of Ontario | 0.875% | 1/21/25 | EUR | 2,457 | 2,591 | |
Province of Ontario | 2.650% | 2/5/25 | CAD | 16,212 | 11,715 | |
Province of Ontario | 0.625% | 4/17/25 | EUR | 6,647 | 6,938 | |
Province of Ontario | 2.600% | 6/2/25 | CAD | 56,589 | 40,733 | |
Province of Ontario | 3.100% | 8/26/25 | AUD | 985 | 640 | |
Province of Ontario | 1.750% | 9/8/25 | CAD | 39,298 | 27,676 | |
Province of Ontario | 2.250% | 5/26/26 | GBP | 1,500 | 1,761 | |
Province of Ontario | 2.400% | 6/2/26 | CAD | 31,887 | 22,717 | |
Province of Ontario | 1.350% | 9/8/26 | CAD | 11,564 | 7,952 | |
Province of Ontario | 3.500% | 1/27/27 | AUD | 495 | 321 | |
Province of Ontario | 1.850% | 2/1/27 | CAD | 13,498 | 9,406 | |
Province of Ontario | 0.375% | 4/8/27 | EUR | 957 | 946 | |
Province of Ontario | 2.600% | 6/2/27 | CAD | 36,481 | 26,076 | |
Province of Ontario | 7.600% | 6/2/27 | CAD | 7,346 | 6,275 | |
Province of Ontario | 1.050% | 9/8/27 | CAD | 10,255 | 6,854 | |
Province of Ontario | 3.600% | 3/8/28 | CAD | 25,100 | 18,700 | |
Province of Ontario | 2.900% | 6/2/28 | CAD | 37,175 | 26,820 | |
Province of Ontario | 6.500% | 3/8/29 | CAD | 8,110 | 6,965 | |
Province of Ontario | 2.700% | 6/2/29 | CAD | 37,631 | 26,739 | |
Province of Ontario | 0.250% | 6/28/29 | CHF | 5,515 | 5,584 | |
Province of Ontario | 1.550% | 11/1/29 | CAD | 21,996 | 14,494 | |
Province of Ontario | 2.050% | 6/2/30 | CAD | 44,799 | 30,182 | |
Province of Ontario | 0.010% | 11/25/30 | EUR | 10,214 | 8,828 | |
Province of Ontario | 1.350% | 12/2/30 | CAD | 25,904 | 16,423 | |
Province of Ontario | 2.150% | 6/2/31 | CAD | 52,612 | 35,110 | |
Province of Ontario | 6.200% | 6/2/31 | CAD | 6,367 | 5,575 | |
Province of Ontario | 0.250% | 6/9/31 | EUR | 7,600 | 6,572 | |
Province of Ontario | 2.250% | 12/2/31 | CAD | 22,555 | 15,074 | |
Province of Ontario | 3.750% | 6/2/32 | CAD | 60,700 | 45,439 | |
Province of Ontario | 5.850% | 3/8/33 | CAD | 13,198 | 11,503 | |
Province of Ontario | 5.600% | 6/2/35 | CAD | 23,098 | 19,986 | |
Province of Ontario | 4.700% | 6/2/37 | CAD | 41,136 | 32,968 | |
Province of Ontario | 4.600% | 6/2/39 | CAD | 38,496 | 30,505 | |
Province of Ontario | 4.650% | 6/2/41 | CAD | 59,443 | 47,490 | |
Province of Ontario | 3.500% | 6/2/43 | CAD | 39,795 | 27,304 | |
Province of Ontario | 3.450% | 6/2/45 | CAD | 63,625 | 43,107 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Province of Ontario | 2.900% | 12/2/46 | CAD | 56,945 | 34,964 | |
Province of Ontario | 2.800% | 6/2/48 | CAD | 50,869 | 30,510 | |
Province of Ontario | 2.900% | 6/2/49 | CAD | 54,773 | 33,369 | |
Province of Ontario | 2.650% | 12/2/50 | CAD | 60,479 | 34,923 | |
Province of Ontario | 1.900% | 12/2/51 | CAD | 53,256 | 25,716 | |
Province of Ontario | 2.550% | 12/2/52 | CAD | 32,880 | 18,483 | |
Province of Ontario | 3.750% | 12/2/53 | CAD | 39,859 | 28,653 | |
Province of Prince Edward Island | 4.600% | 5/19/41 | CAD | 800 | 619 | |
Province of Prince Edward Island | 3.650% | 6/27/42 | CAD | 1,284 | 874 | |
Province of Prince Edward Island | 2.650% | 12/1/51 | CAD | 1,261 | 698 | |
Province of Prince Edward Island | 3.600% | 1/17/53 | CAD | 1,467 | 986 | |
Province of Quebec | 3.750% | 9/1/24 | CAD | 23,933 | 17,576 | |
Province of Quebec | 0.875% | 1/15/25 | EUR | 5,500 | 5,799 | |
Province of Quebec | 4.200% | 3/10/25 | AUD | 739 | 492 | |
Province of Quebec | 2.600% | 7/6/25 | CAD | 3,099 | 2,230 | |
Province of Quebec | 2.750% | 9/1/25 | CAD | 29,627 | 21,365 | |
Province of Quebec | 8.500% | 4/1/26 | CAD | 4,898 | 4,092 | |
Province of Quebec | 3.700% | 5/20/26 | AUD | 279 | 184 | |
Province of Quebec | 2.500% | 9/1/26 | CAD | 22,964 | 16,408 | |
Province of Quebec | 1.850% | 2/13/27 | CAD | 3,112 | 2,170 | |
Province of Quebec | 0.875% | 5/4/27 | EUR | 17,049 | 17,151 | |
Province of Quebec | 2.750% | 9/1/27 | CAD | 31,554 | 22,768 | |
Province of Quebec | 0.875% | 7/5/28 | EUR | 20,214 | 19,825 | |
Province of Quebec | 2.750% | 9/1/28 | CAD | 22,350 | 15,996 | |
Province of Quebec | 2.300% | 9/1/29 | CAD | 24,778 | 17,170 | |
Province of Quebec | 6.000% | 10/1/29 | CAD | 7,346 | 6,206 | |
Province of Quebec | 1.900% | 9/1/30 | CAD | 41,650 | 27,668 | |
Province of Quebec | 0.000% | 10/29/30 | EUR | 16,093 | 13,969 | |
Province of Quebec | 0.250% | 5/5/31 | EUR | 12,300 | 10,696 | |
Province of Quebec | 2.100% | 5/27/31 | CAD | 15,300 | 10,200 | |
Province of Quebec | 1.500% | 9/1/31 | CAD | 52,164 | 32,940 | |
Province of Quebec | 6.250% | 6/1/32 | CAD | 10,564 | 9,378 | |
Province of Quebec | 3.250% | 9/1/32 | CAD | 41,735 | 30,015 | |
Province of Quebec | 5.750% | 12/1/36 | CAD | 14,609 | 12,911 | |
Province of Quebec | 5.000% | 12/1/38 | CAD | 18,957 | 15,701 | |
Province of Quebec | 5.000% | 12/1/41 | CAD | 35,004 | 29,156 | |
Province of Quebec | 4.250% | 12/1/43 | CAD | 30,242 | 23,023 | |
Province of Quebec | 3.500% | 12/1/45 | CAD | 37,714 | 25,691 | |
Province of Quebec | 3.500% | 12/1/48 | CAD | 45,671 | 31,068 | |
Province of Quebec | 3.100% | 12/1/51 | CAD | 67,005 | 42,093 | |
Province of Quebec | 2.850% | 12/1/53 | CAD | 45,283 | 27,180 | |
Province of Quebec | 4.400% | 12/1/55 | CAD | 19,300 | 15,604 | |
Province of Saskatchewan | 3.200% | 6/3/24 | CAD | 7,679 | 5,606 | |
Province of Saskatchewan | 0.800% | 9/2/25 | CAD | 5,074 | 3,496 | |
Province of Saskatchewan | 2.550% | 6/2/26 | CAD | 4,997 | 3,575 | |
Province of Saskatchewan | 2.650% | 6/2/27 | CAD | 6,898 | 4,937 | |
Province of Saskatchewan | 3.050% | 12/2/28 | CAD | 6,693 | 4,848 | |
Province of Saskatchewan | 5.750% | 3/5/29 | CAD | 2,939 | 2,436 | |
Province of Saskatchewan | 2.200% | 6/2/30 | CAD | 5,140 | 3,493 | |
Province of Saskatchewan | 2.150% | 6/2/31 | CAD | 7,585 | 5,054 | |
Province of Saskatchewan | 6.400% | 9/5/31 | CAD | 259 | 230 | |
Province of Saskatchewan | 5.800% | 9/5/33 | CAD | 140 | 122 | |
Province of Saskatchewan | 5.000% | 3/5/37 | CAD | 61 | 50 | |
Province of Saskatchewan | 4.750% | 6/1/40 | CAD | 3,624 | 2,910 | |
Province of Saskatchewan | 3.400% | 2/3/42 | CAD | 3,250 | 2,193 | |
Province of Saskatchewan | 3.900% | 6/2/45 | CAD | 6,816 | 4,906 | |
Province of Saskatchewan | 2.750% | 12/2/46 | CAD | 10,666 | 6,310 | |
Province of Saskatchewan | 3.300% | 6/2/48 | CAD | 8,685 | 5,660 | |
Province of Saskatchewan | 3.100% | 6/2/50 | CAD | 13,142 | 8,241 | |
Province of Saskatchewan | 2.800% | 12/2/52 | CAD | 8,455 | 4,971 | |
Province of Saskatchewan | 3.750% | 3/5/54 | CAD | 1,859 | 1,320 | |
Province of Saskatchewan | 2.950% | 6/2/58 | CAD | 1,872 | 1,122 | |
PSP Capital Inc. | 3.000% | 11/5/25 | CAD | 5,383 | 3,895 | |
PSP Capital Inc. | 0.900% | 6/15/26 | CAD | 2,450 | 1,663 | |
PSP Capital Inc. | 1.500% | 3/15/28 | CAD | 7,700 | 5,233 | |
PSP Capital Inc. | 2.050% | 1/15/30 | CAD | 8,828 | 5,972 | |
PSP Capital Inc. | 2.600% | 3/1/32 | CAD | 3,500 | 2,395 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Regional Municipality of Peel Ontario | 4.250% | 12/2/33 | CAD | 700 | 529 | |
Regional Municipality of Peel Ontario | 5.100% | 6/29/40 | CAD | 3,419 | 2,778 | |
Regional Municipality of Peel Ontario | 2.500% | 6/16/51 | CAD | 1,653 | 879 | |
Regional Municipality of York | 2.600% | 12/15/25 | CAD | 2,450 | 1,752 | |
Regional Municipality of York | 2.500% | 6/2/26 | CAD | 1,471 | 1,048 | |
Regional Municipality of York | 2.350% | 6/9/27 | CAD | 2 | 1 | |
Regional Municipality of York | 1.700% | 5/27/30 | CAD | 1,453 | 949 | |
Regional Municipality of York | 2.150% | 6/22/31 | CAD | 1,954 | 1,293 | |
Regional Municipality of York | 4.000% | 5/31/32 | CAD | 2,135 | 1,620 | |
Regional Municipality of York | 3.650% | 5/13/33 | CAD | 1,519 | 1,113 | |
Regional Municipality of York | 4.050% | 5/1/34 | CAD | 1,577 | 1,183 | |
Royal Office Finance LP | 5.209% | 11/12/37 | CAD | 2,437 | 1,907 | |
South Coast British Columbia Transportation Authority | 3.050% | 6/4/25 | CAD | 2,657 | 1,926 | |
South Coast British Columbia Transportation Authority | 3.250% | 11/23/28 | CAD | 1,300 | 949 | |
South Coast British Columbia Transportation Authority | 4.450% | 6/9/44 | CAD | 500 | 375 | |
South Coast British Columbia Transportation Authority | 3.150% | 11/16/48 | CAD | 4,601 | 2,804 | |
South Coast British Columbia Transportation Authority | 2.650% | 10/29/50 | CAD | 486 | 265 | |
South Coast British Columbia Transportation Authority | 4.150% | 12/12/53 | CAD | 900 | 657 | |
TCHC Issuer Trust | 5.395% | 2/22/40 | CAD | 1,018 | 826 | |
Toronto Canada | 3.400% | 5/21/24 | CAD | 1,300 | 949 | |
Toronto Canada | 2.450% | 2/6/25 | CAD | 2,690 | 1,936 | |
Toronto Canada | 2.400% | 6/7/27 | CAD | 2,484 | 1,757 | |
Toronto Canada | 2.650% | 11/9/29 | CAD | 2,630 | 1,846 | |
Toronto Canada | 3.250% | 4/20/32 | CAD | 3,000 | 2,148 | |
Toronto Canada | 2.950% | 4/28/35 | CAD | 3,062 | 2,014 | |
Toronto Canada | 3.500% | 6/2/36 | CAD | 2,000 | 1,385 | |
Toronto Canada | 2.600% | 9/24/39 | CAD | 2,977 | 1,778 | |
Toronto Canada | 5.200% | 6/1/40 | CAD | 599 | 491 | |
Toronto Canada | 2.150% | 8/25/40 | CAD | 2,873 | 1,573 | |
Toronto Canada | 4.700% | 6/10/41 | CAD | 981 | 760 | |
Toronto Canada | 2.850% | 11/23/41 | CAD | 500 | 301 | |
Toronto Canada | 3.800% | 12/13/42 | CAD | 1,240 | 857 | |
Toronto Canada | 4.150% | 3/10/44 | CAD | 2,415 | 1,745 | |
Toronto Canada | 3.250% | 6/24/46 | CAD | 1,960 | 1,222 | |
Toronto Canada | 3.200% | 8/1/48 | CAD | 893 | 546 | |
Toronto Canada | 2.800% | 11/22/49 | CAD | 2,898 | 1,634 | |
Toronto Canada | 2.900% | 4/29/51 | CAD | 3,204 | 1,855 | |
Toronto Canada | 4.300% | 6/1/52 | CAD | 2,284 | 1,700 | |
Vancouver Canada | 3.700% | 10/18/52 | CAD | 628 | 426 | |
Winnipeg Canada | 4.100% | 6/1/45 | CAD | 1,240 | 879 | |
Winnipeg Canada | 4.300% | 11/15/51 | CAD | 2,537 | 1,894 | |
4,750,020 | ||||||
Chile (0.2%) | ||||||
3 | Bonos de la Tesoreria de la Republica en pesos | 5.800% | 6/1/24 | CLP | 8,175,000 | 9,898 |
Bonos de la Tesoreria de la Republica en pesos | 2.500% | 3/1/25 | CLP | 17,500,000 | 19,942 | |
Bonos de la Tesoreria de la Republica en pesos | 4.500% | 3/1/26 | CLP | 20,945,000 | 24,504 | |
3 | Bonos de la Tesoreria de la Republica en pesos | 5.000% | 10/1/28 | CLP | 10,500,000 | 12,417 |
3 | Bonos de la Tesoreria de la Republica en pesos | 4.700% | 9/1/30 | CLP | 18,650,000 | 21,687 |
Bonos de la Tesoreria de la Republica en pesos | 5.000% | 3/1/35 | CLP | 10,755,000 | 12,582 | |
Bonos de la Tesoreria de la Republica en pesos | 6.000% | 1/1/43 | CLP | 15,590,000 | 20,463 | |
Republic of Chile | 1.625% | 1/30/25 | EUR | 2,736 | 2,902 | |
Republic of Chile | 0.100% | 1/26/27 | EUR | 7,762 | 7,408 | |
Republic of Chile | 0.555% | 1/21/29 | EUR | 8,600 | 7,786 | |
Republic of Chile | 1.440% | 2/1/29 | EUR | ��� 2,231 | 2,125 | |
Republic of Chile | 0.830% | 7/2/31 | EUR | 5,384 | 4,622 | |
Republic of Chile | 1.300% | 7/26/36 | EUR | 6,554 | 5,138 | |
Republic of Chile | 1.250% | 1/29/40 | EUR | 4,732 | 3,408 | |
Republic of Chile | 1.250% | 1/22/51 | EUR | 5,795 | 3,302 | |
158,184 | ||||||
China (1.1%) | ||||||
Agricultural Development Bank of China | 3.240% | 8/14/24 | CNY | 50,000 | 7,287 | |
Agricultural Development Bank of China | 2.610% | 3/9/25 | CNY | 20,000 | 2,891 | |
Agricultural Development Bank of China | 2.250% | 4/22/25 | CNY | 50,000 | 7,176 | |
Agricultural Development Bank of China | 3.450% | 9/23/25 | CNY | 50,000 | 7,357 | |
Agricultural Development Bank of China | 3.350% | 3/24/26 | CNY | 50,000 | 7,355 | |
Agricultural Development Bank of China | 3.630% | 7/19/26 | CNY | 40,000 | 5,939 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Agricultural Development Bank of China | 2.990% | 8/11/26 | CNY | 50,000 | 7,284 | |
Agricultural Development Bank of China | 2.870% | 5/14/27 | CNY | 50,000 | 7,254 | |
Agricultural Development Bank of China | 3.480% | 2/4/28 | CNY | 60,000 | 8,913 | |
Agricultural Development Bank of China | 3.190% | 8/12/28 | CNY | 80,000 | 11,737 | |
Agricultural Development Bank of China | 2.960% | 4/17/30 | CNY | 30,000 | 4,337 | |
Agricultural Development Bank of China | 3.790% | 10/26/30 | CNY | 50,000 | 7,617 | |
Agricultural Development Bank of China | 3.520% | 5/24/31 | CNY | 20,000 | 3,001 | |
Agricultural Development Bank of China | 3.300% | 11/5/31 | CNY | 90,000 | 13,310 | |
Agricultural Development Bank of China | 3.060% | 6/6/32 | CNY | 180,000 | 26,148 | |
Agricultural Development Bank of China | 3.920% | 6/18/51 | CNY | 30,000 | 4,855 | |
China Development Bank | 2.730% | 11/11/24 | CNY | 160,000 | 23,174 | |
China Development Bank | 3.230% | 1/10/25 | CNY | 20,000 | 2,921 | |
China Development Bank | 2.590% | 3/17/25 | CNY | 100,000 | 14,448 | |
China Development Bank | 3.340% | 7/14/25 | CNY | 20,000 | 2,934 | |
China Development Bank | 3.430% | 1/14/27 | CNY | 110,000 | 16,268 | |
China Development Bank | 4.240% | 8/24/27 | CNY | 120,000 | 18,333 | |
China Development Bank | 3.400% | 1/8/28 | CNY | 230,000 | 34,058 | |
China Development Bank | 3.090% | 8/9/28 | CNY | 70,000 | 10,228 | |
China Development Bank | 3.480% | 1/8/29 | CNY | 50,000 | 7,446 | |
China Development Bank | 2.990% | 3/1/29 | CNY | 130,000 | 18,873 | |
China Development Bank | 3.070% | 3/10/30 | CNY | 65,000 | 9,465 | |
China Development Bank | 3.090% | 6/18/30 | CNY | 125,000 | 18,219 | |
China Development Bank | 3.700% | 10/20/30 | CNY | 30,000 | 4,546 | |
China Development Bank | 3.660% | 3/1/31 | CNY | 145,000 | 21,957 | |
China Development Bank | 3.410% | 6/7/31 | CNY | 50,000 | 7,451 | |
China Development Bank | 3.120% | 9/13/31 | CNY | 120,000 | 17,522 | |
China Development Bank | 3.000% | 1/17/32 | CNY | 50,000 | 7,234 | |
China Development Bank | 3.800% | 1/25/36 | CNY | 30,000 | 4,659 | |
China Development Bank | 3.900% | 8/3/40 | CNY | 160,000 | 25,361 | |
China Development Bank | 3.560% | 11/19/51 | CNY | 50,000 | 7,538 | |
China Government Bond | 2.470% | 9/2/24 | CNY | 300,000 | 43,442 | |
China Government Bond | 2.940% | 10/17/24 | CNY | 80,000 | 11,661 | |
China Government Bond | 1.990% | 4/9/25 | CNY | 160,000 | 22,941 | |
China Government Bond | 2.240% | 5/25/25 | CNY | 200,000 | 28,796 | |
China Government Bond | 2.180% | 8/25/25 | CNY | 50,000 | 7,184 | |
China Government Bond | 3.020% | 10/22/25 | CNY | 135,000 | 19,772 | |
China Government Bond | 2.280% | 11/25/25 | CNY | 250,000 | 35,971 | |
China Government Bond | 2.460% | 2/15/26 | CNY | 50,000 | 7,223 | |
China Government Bond | 3.030% | 3/11/26 | CNY | 110,000 | 16,133 | |
China Government Bond | 2.690% | 8/12/26 | CNY | 220,000 | 31,966 | |
China Government Bond | 0.125% | 11/12/26 | EUR | 2,700 | 2,638 | |
China Government Bond | 2.850% | 6/4/27 | CNY | 40,000 | 5,843 | |
China Government Bond | 3.280% | 12/3/27 | CNY | 80,000 | 11,891 | |
China Government Bond | 3.010% | 5/13/28 | CNY | 130,000 | 19,109 | |
China Government Bond | 2.910% | 10/14/28 | CNY | 145,000 | 21,204 | |
China Government Bond | 0.125% | 11/17/28 | EUR | 5,000 | 4,560 | |
China Government Bond | 2.800% | 3/24/29 | CNY | 100,000 | 14,529 | |
China Government Bond | 3.290% | 5/23/29 | CNY | 90,000 | 13,425 | |
China Government Bond | 2.750% | 6/15/29 | CNY | 50,000 | 7,240 | |
China Government Bond | 2.620% | 9/25/29 | CNY | 100,000 | 14,357 | |
China Government Bond | 3.130% | 11/21/29 | CNY | 40,000 | 5,909 | |
China Government Bond | 2.680% | 5/21/30 | CNY | 90,000 | 12,908 | |
China Government Bond | 3.270% | 11/19/30 | CNY | 50,000 | 7,467 | |
China Government Bond | 3.020% | 5/27/31 | CNY | 133,000 | 19,541 | |
China Government Bond | 0.500% | 11/12/31 | EUR | 10,447 | 9,048 | |
China Government Bond | 2.890% | 11/18/31 | CNY | 110,000 | 16,006 | |
China Government Bond | 2.760% | 5/15/32 | CNY | 30,000 | 4,320 | |
China Government Bond | 2.690% | 8/15/32 | CNY | 30,000 | 4,295 | |
China Government Bond | 2.600% | 9/1/32 | CNY | 130,000 | 18,472 | |
China Government Bond | 2.800% | 11/15/32 | CNY | 30,000 | 4,334 | |
China Government Bond | 0.625% | 11/25/35 | EUR | 4,913 | 3,850 | |
China Government Bond | 4.270% | 5/17/37 | CNY | 30,000 | 5,014 | |
China Government Bond | 1.000% | 11/12/39 | EUR | 4,778 | 3,591 | |
China Government Bond | 3.520% | 4/25/46 | CNY | 20,000 | 3,070 | |
China Government Bond | 3.770% | 2/20/47 | CNY | 20,000 | 3,190 | |
China Government Bond | 4.050% | 7/24/47 | CNY | 20,000 | 3,324 | |
China Government Bond | 3.970% | 7/23/48 | CNY | 20,000 | 3,290 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
China Government Bond | 4.080% | 10/22/48 | CNY | 25,000 | 4,184 | |
China Government Bond | 3.860% | 7/22/49 | CNY | 70,000 | 11,341 | |
China Government Bond | 3.390% | 3/16/50 | CNY | 60,000 | 9,010 | |
China Government Bond | 3.810% | 9/14/50 | CNY | 40,000 | 6,448 | |
China Government Bond | 3.720% | 4/12/51 | CNY | 85,000 | 13,509 | |
China Government Bond | 3.530% | 10/18/51 | CNY | 85,000 | 13,218 | |
China Government Bond | 3.120% | 10/25/52 | CNY | 40,000 | 5,739 | |
China Government Bond | 4.240% | 11/24/64 | CNY | 30,000 | 5,389 | |
China Government Bond | 3.730% | 5/25/70 | CNY | 30,000 | 4,868 | |
China Government Bond | 3.760% | 3/22/71 | CNY | 40,000 | 6,539 | |
China Government Bond | 3.400% | 7/15/72 | CNY | 45,000 | 6,789 | |
Export-Import Bank of China | 2.760% | 11/5/24 | CNY | 230,000 | 33,310 | |
Export-Import Bank of China | 3.430% | 10/23/25 | CNY | 50,000 | 7,353 | |
Export-Import Bank of China | 3.220% | 5/14/26 | CNY | 70,000 | 10,260 | |
Export-Import Bank of China | 3.400% | 1/11/28 | CNY | 90,000 | 13,310 | |
Export-Import Bank of China | 3.860% | 5/20/29 | CNY | 40,000 | 6,073 | |
Export-Import Bank of China | 3.740% | 11/16/30 | CNY | 80,000 | 12,136 | |
Export-Import Bank of China | 3.180% | 3/11/32 | CNY | 140,000 | 20,503 | |
1,062,589 | ||||||
Colombia (0.2%) | ||||||
Colombian TES | 10.000% | 7/24/24 | COP | 95,100,000 | 20,050 | |
Colombian TES | 6.250% | 11/26/25 | COP | 79,000,000 | 15,020 | |
Colombian TES | 7.500% | 8/26/26 | COP | 123,500,000 | 23,626 | |
Colombian TES | 5.750% | 11/3/27 | COP | 85,000,000 | 14,637 | |
Colombian TES | 6.000% | 4/28/28 | COP | 131,000,000 | 22,376 | |
Colombian TES | 7.750% | 9/18/30 | COP | 95,300,000 | 16,497 | |
Colombian TES | 7.000% | 3/26/31 | COP | 99,000,000 | 16,141 | |
Colombian TES | 7.000% | 6/30/32 | COP | 118,700,000 | 18,621 | |
Colombian TES | 7.250% | 10/18/34 | COP | 115,250,000 | 17,588 | |
Colombian TES | 6.250% | 7/9/36 | COP | 68,000,000 | 9,115 | |
Colombian TES | 9.250% | 5/28/42 | COP | 77,500,000 | 13,022 | |
Colombian TES | 7.250% | 10/26/50 | COP | 83,500,000 | 10,949 | |
197,642 | ||||||
Croatia (0.1%) | ||||||
Republic of Croatia | 3.000% | 3/11/25 | EUR | 1,004 | 1,094 | |
Republic of Croatia | 3.000% | 3/20/27 | EUR | 3,459 | 3,747 | |
Republic of Croatia | 2.700% | 6/15/28 | EUR | 2,818 | 2,985 | |
Republic of Croatia | 1.125% | 6/19/29 | EUR | 8,459 | 8,024 | |
Republic of Croatia | 2.750% | 1/27/30 | EUR | 4,459 | 4,619 | |
Republic of Croatia | 1.500% | 6/17/31 | EUR | 27,639 | 25,619 | |
Republic of Croatia | 2.875% | 4/22/32 | EUR | 5,400 | 5,535 | |
Republic of Croatia | 1.125% | 3/4/33 | EUR | 4,000 | 3,423 | |
Republic of Croatia | 1.750% | 3/4/41 | EUR | 4,947 | 3,738 | |
58,784 | ||||||
Cyprus (0.1%) | ||||||
Republic of Cyprus | 2.375% | 9/25/28 | EUR | 12,521 | 12,910 | |
Republic of Cyprus | 4.125% | 4/13/33 | EUR | 31,169 | 34,737 | |
47,647 | ||||||
Czech Republic (0.5%) | ||||||
Czech Republic | 5.700% | 5/25/24 | CZK | 107,740 | 5,042 | |
Czech Republic | 0.000% | 12/12/24 | CZK | 561,080 | 24,008 | |
Czech Republic | 1.250% | 2/14/25 | CZK | 1,050,000 | 45,718 | |
Czech Republic | 2.400% | 9/17/25 | CZK | 353,340 | 15,450 | |
Czech Republic | 6.000% | 2/26/26 | CZK | 1,901,590 | 91,421 | |
Czech Republic | 1.000% | 6/26/26 | CZK | 908,230 | 37,578 | |
Czech Republic | 0.250% | 2/10/27 | CZK | 401,400 | 15,788 | |
Czech Republic | 2.500% | 8/25/28 | CZK | 181,190 | 7,579 | |
Czech Republic | 2.750% | 7/23/29 | CZK | 2,202,870 | 92,537 | |
Czech Republic | 0.950% | 5/15/30 | CZK | 779,080 | 28,530 | |
Czech Republic | 5.000% | 9/30/30 | CZK | 1,039,370 | 50,146 | |
Czech Republic | 1.200% | 3/13/31 | CZK | 541,410 | 19,825 | |
Czech Republic | 2.000% | 10/13/33 | CZK | 278,500 | 10,297 | |
Czech Republic | 4.200% | 12/4/36 | CZK | 48,170 | 2,161 | |
Czech Republic | 1.500% | 4/24/40 | CZK | 100,340 | 2,986 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Czech Republic | 4.850% | 11/26/57 | CZK | 44,570 | 2,128 | |
451,194 | ||||||
Denmark (0.4%) | ||||||
Kingdom of Denmark | 7.000% | 11/10/24 | DKK | 36,375 | 5,708 | |
Kingdom of Denmark | 1.750% | 11/15/25 | DKK | 331,651 | 47,852 | |
Kingdom of Denmark | 0.500% | 11/15/27 | DKK | 492,636 | 66,520 | |
Kingdom of Denmark | 0.500% | 11/15/29 | DKK | 561,753 | 73,050 | |
Kingdom of Denmark | 0.000% | 11/15/31 | DKK | 608,388 | 72,692 | |
Kingdom of Denmark | 4.500% | 11/15/39 | DKK | 373,185 | 68,453 | |
Kingdom of Denmark | 0.250% | 11/15/52 | DKK | 99,818 | 7,815 | |
Kommunekredit | 0.625% | 5/11/26 | EUR | 2,186 | 2,235 | |
Kommunekredit | 2.900% | 11/27/26 | AUD | 2,047 | 1,304 | |
Kommunekredit | 0.750% | 5/18/27 | EUR | 12,443 | 12,525 | |
Kommunekredit | 0.000% | 11/17/29 | EUR | 30,000 | 27,213 | |
Kommunekredit | 0.000% | 3/3/31 | EUR | 5,000 | 4,357 | |
Kommunekredit | 2.375% | 9/15/32 | EUR | 10,450 | 10,882 | |
Kommunekredit | 0.010% | 5/4/34 | EUR | 1,000 | 784 | |
Kommunekredit | 0.875% | 11/3/36 | EUR | 4,500 | 3,694 | |
405,084 | ||||||
Finland (0.5%) | ||||||
Finnvera OYJ | 0.500% | 4/13/26 | EUR | 3,234 | 3,297 | |
Finnvera OYJ | 2.125% | 3/8/28 | EUR | 20,400 | 21,616 | |
Finnvera OYJ | 0.375% | 4/9/29 | EUR | 4,169 | 3,945 | |
Finnvera OYJ | 1.125% | 5/17/32 | EUR | 3,100 | 2,910 | |
Kuntarahoitus OYJ | 0.000% | 4/21/28 | EUR | 5,400 | 5,137 | |
Kuntarahoitus OYJ | 0.000% | 3/2/31 | EUR | 15,800 | 13,817 | |
Kuntarahoitus OYJ | 0.250% | 2/25/32 | EUR | 17,800 | 15,455 | |
Kuntarahoitus OYJ | 0.050% | 9/10/35 | EUR | 11,277 | 8,561 | |
Municipality Finance plc | 0.625% | 11/26/26 | EUR | 2,457 | 2,491 | |
Municipality Finance plc | 1.250% | 2/23/33 | EUR | 4,913 | 4,595 | |
3 | Republic of Finland | 0.000% | 9/15/24 | EUR | 24,380 | 25,840 |
3 | Republic of Finland | 4.000% | 7/4/25 | EUR | 21,290 | 24,073 |
3 | Republic of Finland | 0.875% | 9/15/25 | EUR | 5,120 | 5,400 |
3 | Republic of Finland | 0.000% | 9/15/26 | EUR | 35,000 | 35,262 |
3 | Republic of Finland | 1.375% | 4/15/27 | EUR | 25,000 | 26,228 |
3 | Republic of Finland | 0.500% | 9/15/27 | EUR | 24,867 | 24,974 |
3 | Republic of Finland | 2.750% | 7/4/28 | EUR | 5,535 | 6,110 |
3 | Republic of Finland | 0.500% | 9/15/29 | EUR | 10,581 | 10,117 |
3 | Republic of Finland | 0.000% | 9/15/30 | EUR | 39,490 | 35,357 |
3 | Republic of Finland | 0.750% | 4/15/31 | EUR | 24,445 | 22,858 |
3 | Republic of Finland | 0.125% | 9/15/31 | EUR | 38,750 | 34,069 |
3 | Republic of Finland | 1.500% | 9/15/32 | EUR | 60,364 | 58,861 |
3 | Republic of Finland | 1.125% | 4/15/34 | EUR | 15,604 | 14,165 |
3 | Republic of Finland | 0.125% | 4/15/36 | EUR | 13,000 | 9,796 |
3 | Republic of Finland | 2.750% | 4/15/38 | EUR | 22,026 | 23,009 |
3 | Republic of Finland | 0.250% | 9/15/40 | EUR | 57,995 | 39,482 |
3 | Republic of Finland | 2.625% | 7/4/42 | EUR | 16,683 | 17,193 |
3 | Republic of Finland | 0.500% | 4/15/43 | EUR | 993 | 673 |
3 | Republic of Finland | 1.375% | 4/15/47 | EUR | 10,000 | 8,040 |
3 | Republic of Finland | 0.125% | 4/15/52 | EUR | 11,677 | 5,940 |
509,271 | ||||||
France (8.4%) | ||||||
Action Logement Services | 1.375% | 4/13/32 | EUR | 12,500 | 11,786 | |
Action Logement Services | 0.750% | 7/19/41 | EUR | 15,600 | 10,589 | |
Agence Francaise de Developpement EPIC | 1.375% | 9/17/24 | EUR | 10,000 | 10,727 | |
Agence Francaise de Developpement EPIC | 2.250% | 5/27/25 | EUR | 5,000 | 5,401 | |
Agence Francaise de Developpement EPIC | 0.500% | 10/31/25 | EUR | 5,000 | 5,162 | |
Agence Francaise de Developpement EPIC | 0.250% | 7/21/26 | EUR | 6,100 | 6,139 | |
Agence Francaise de Developpement EPIC | 3.750% | 2/15/27 | EUR | 1,800 | 2,027 | |
Agence Francaise de Developpement EPIC | 1.000% | 1/31/28 | EUR | 2,500 | 2,507 | |
Agence Francaise de Developpement EPIC | 0.010% | 11/25/28 | EUR | 13,800 | 12,839 | |
Agence Francaise de Developpement EPIC | 0.250% | 6/29/29 | EUR | 27,200 | 25,219 | |
Agence Francaise de Developpement EPIC | 0.500% | 5/25/30 | EUR | 5,900 | 5,430 | |
Agence Francaise de Developpement EPIC | 1.375% | 7/5/32 | EUR | 20,400 | 19,280 | |
Agence Francaise de Developpement EPIC | 1.500% | 10/31/34 | EUR | 13,000 | 11,949 | |
Agence Francaise de Developpement EPIC | 0.500% | 5/31/35 | EUR | 5,000 | 3,976 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Agence Francaise de Developpement EPIC | 1.125% | 3/2/37 | EUR | 14,300 | 11,716 | |
Agence France Locale | 0.500% | 6/20/24 | EUR | 4,900 | 5,223 | |
Agence France Locale | 0.125% | 6/20/26 | EUR | 8,400 | 8,429 | |
Agence France Locale | 0.000% | 9/20/27 | EUR | 15,000 | 14,441 | |
Agence France Locale | 1.125% | 6/20/28 | EUR | 4,500 | 4,498 | |
Agence France Locale | 0.000% | 3/20/31 | EUR | 500 | 430 | |
Bpifrance SACA | 2.500% | 5/25/24 | EUR | 5,000 | 5,458 | |
Bpifrance SACA | 0.750% | 11/25/24 | EUR | 8,000 | 8,477 | |
Bpifrance SACA | 0.125% | 3/25/25 | EUR | 15,800 | 16,434 | |
Bpifrance SACA | 0.500% | 5/25/25 | EUR | 5,600 | 5,841 | |
Bpifrance SACA | 2.750% | 10/25/25 | EUR | 11,000 | 11,998 | |
Bpifrance SACA | 2.125% | 11/29/27 | EUR | 12,500 | 13,246 | |
Bpifrance SACA | 0.125% | 11/25/28 | EUR | 28,300 | 26,608 | |
Bpifrance SACA | 0.050% | 9/26/29 | EUR | 5,000 | 4,554 | |
Bpifrance SACA | 1.875% | 5/25/30 | EUR | 5,000 | 5,098 | |
Bpifrance SACA | 2.000% | 9/2/30 | EUR | 14,000 | 14,314 | |
Bpifrance SACA | 0.250% | 6/4/31 | EUR | 700 | 618 | |
Caisse d'Amortissement de la Dette Sociale | 1.375% | 11/25/24 | EUR | 49,131 | 52,613 | |
Caisse d'Amortissement de la Dette Sociale | 4.000% | 12/15/25 | EUR | 4,876 | 5,491 | |
Caisse d'Amortissement de la Dette Sociale | 0.000% | 11/25/26 | EUR | 10,000 | 9,925 | |
Caisse d'Amortissement de la Dette Sociale | 2.875% | 5/25/27 | EUR | 50,000 | 54,800 | |
Caisse d'Amortissement de la Dette Sociale | 0.000% | 2/25/28 | EUR | 5,700 | 5,454 | |
Caisse d'Amortissement de la Dette Sociale | 0.000% | 5/25/29 | EUR | 43,700 | 40,335 | |
Caisse d'Amortissement de la Dette Sociale | 0.600% | 11/25/29 | EUR | 55,800 | 52,755 | |
Caisse d'Amortissement de la Dette Sociale | 0.000% | 5/25/31 | EUR | 47,300 | 41,054 | |
Caisse d'Amortissement de la Dette Sociale | 0.125% | 9/15/31 | EUR | 45,200 | 39,360 | |
Caisse d'Amortissement de la Dette Sociale | 0.450% | 1/19/32 | EUR | 25,800 | 22,807 | |
Caisse d'Amortissement de la Dette Sociale | 2.750% | 11/25/32 | EUR | 9,500 | 10,187 | |
Caisse des Depots et Consignations | 0.000% | 6/19/24 | EUR | 2,200 | 2,333 | |
Caisse Francaise de Financement Local | 0.375% | 5/11/24 | EUR | 9,800 | 10,450 | |
Caisse Francaise de Financement Local | 5.375% | 7/8/24 | EUR | 1,951 | 2,193 | |
Caisse Francaise de Financement Local | 0.375% | 6/23/25 | EUR | 11,300 | 11,676 | |
Caisse Francaise de Financement Local | 1.125% | 9/9/25 | EUR | 1,700 | 1,778 | |
Caisse Francaise de Financement Local | 0.500% | 1/19/26 | EUR | 600 | 613 | |
Caisse Francaise de Financement Local | 0.625% | 4/13/26 | EUR | 3,000 | 3,057 | |
Caisse Francaise de Financement Local | 0.750% | 1/11/27 | EUR | 2,000 | 2,013 | |
Caisse Francaise de Financement Local | 0.750% | 9/27/27 | EUR | 5,000 | 4,958 | |
Caisse Francaise de Financement Local | 1.000% | 4/25/28 | EUR | 100 | 99 | |
Caisse Francaise de Financement Local | 3.000% | 10/2/28 | EUR | 22,300 | 24,286 | |
Caisse Francaise de Financement Local | 0.010% | 6/24/30 | EUR | 54,400 | 47,794 | |
Caisse Francaise de Financement Local | 1.500% | 1/13/31 | EUR | 5,000 | 4,869 | |
Caisse Francaise de Financement Local | 1.250% | 5/11/32 | EUR | 9,400 | 8,742 | |
Caisse Francaise de Financement Local | 1.450% | 1/16/34 | EUR | 2,500 | 2,290 | |
Caisse Francaise de Financement Local | 1.250% | 1/22/35 | EUR | 100 | 88 | |
Caisse Francaise de Financement Local | 1.500% | 6/28/38 | EUR | 3,600 | 3,080 | |
Caisse Francaise de Financement Local | 0.375% | 2/13/40 | EUR | 21,300 | 14,463 | |
France | 1.750% | 11/25/24 | EUR | 125,011 | 135,307 | |
France | 0.000% | 2/25/25 | EUR | 520,386 | 544,631 | |
France | 0.000% | 3/25/25 | EUR | 60,000 | 62,687 | |
France | 0.500% | 5/25/25 | EUR | 69,695 | 73,276 | |
8 | France | 1.000% | 11/25/25 | EUR | 340,209 | 358,970 |
France | 0.000% | 2/25/26 | EUR | 128,703 | 131,513 | |
France | 3.500% | 4/25/26 | EUR | 54,610 | 61,529 | |
8 | France | 0.500% | 5/25/26 | EUR | 169,679 | 175,042 |
France | 0.250% | 11/25/26 | EUR | 176,306 | 178,387 | |
10 | France | 0.000% | 2/25/27 | EUR | 560,977 | 559,283 |
France | 1.000% | 5/25/27 | EUR | 65,450 | 67,562 | |
8 | France | 2.750% | 10/25/27 | EUR | 148,395 | 164,206 |
France | 0.750% | 2/25/28 | EUR | 129,364 | 130,404 | |
8 | France | 0.750% | 5/25/28 | EUR | 216,770 | 217,604 |
8 | France | 0.750% | 11/25/28 | EUR | 420,393 | 418,673 |
France | 2.750% | 2/25/29 | EUR | 50,000 | 55,277 | |
France | 5.500% | 4/25/29 | EUR | 77,522 | 98,552 | |
France | 0.500% | 5/25/29 | EUR | 91,931 | 89,243 | |
8 | France | 0.000% | 11/25/29 | EUR | 318,476 | 295,074 |
8 | France | 2.500% | 5/25/30 | EUR | 226,027 | 246,406 |
8 | France | 0.000% | 11/25/30 | EUR | 201,904 | 181,834 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
France | 1.500% | 5/25/31 | EUR | 177,411 | 178,835 | |
France | 0.000% | 11/25/31 | EUR | 265,253 | 231,723 | |
France | 0.000% | 5/25/32 | EUR | 153,573 | 131,939 | |
France | 5.750% | 10/25/32 | EUR | 140,000 | 191,586 | |
France | 2.000% | 11/25/32 | EUR | 161,000 | 165,356 | |
8 | France | 1.250% | 5/25/34 | EUR | 251,529 | 232,992 |
France | 4.750% | 4/25/35 | EUR | 40,221 | 52,003 | |
3,8 | France | 1.250% | 5/25/36 | EUR | 210,705 | 187,245 |
France | 1.250% | 5/25/38 | EUR | 65,959 | 56,258 | |
France | 4.000% | 10/25/38 | EUR | 130,951 | 158,981 | |
3 | France | 1.750% | 6/25/39 | EUR | 55,255 | 50,429 |
3 | France | 0.500% | 5/25/40 | EUR | 98,263 | 70,296 |
France | 4.500% | 4/25/41 | EUR | 153,442 | 198,849 | |
3 | France | 2.500% | 5/25/43 | EUR | 34,927 | 34,262 |
3 | France | 0.500% | 6/25/44 | EUR | 69,874 | 45,609 |
France | 3.250% | 5/25/45 | EUR | 118,276 | 130,576 | |
3,8 | France | 2.000% | 5/25/48 | EUR | 138,735 | 120,638 |
3,8 | France | 1.500% | 5/25/50 | EUR | 122,558 | 93,175 |
8 | France | 0.750% | 5/25/52 | EUR | 136,375 | 81,144 |
3 | France | 0.750% | 5/25/53 | EUR | 144,433 | 83,705 |
3 | France | 3.000% | 5/25/54 | EUR | 21,695 | 22,361 |
3 | France | 4.000% | 4/25/55 | EUR | 90,930 | 114,069 |
France | 4.000% | 4/25/60 | EUR | 67,417 | 85,377 | |
3 | France | 1.750% | 5/25/66 | EUR | 68,468 | 51,191 |
3 | France | 0.500% | 5/25/72 | EUR | 40,287 | 17,251 |
Ile-de-France Mobilites | 0.950% | 5/28/41 | EUR | 100 | 72 | |
Ile-de-France Mobilites | 1.275% | 2/14/42 | EUR | 14,800 | 11,116 | |
Regie Autonome des Transports Parisiens | 0.875% | 5/25/27 | EUR | 1,500 | 1,510 | |
Regie Autonome des Transports Parisiens | 1.875% | 5/25/32 | EUR | 5,400 | 5,235 | |
Region of Ile de France | 0.500% | 6/14/25 | EUR | 17,900 | 18,639 | |
Region of Ile de France | 0.625% | 4/23/27 | EUR | 2,500 | 2,505 | |
Region of Ile de France | 0.000% | 4/20/28 | EUR | 2,500 | 2,371 | |
Region of Ile de France | 0.100% | 7/2/30 | EUR | 1,200 | 1,066 | |
Region of Ile de France | 1.375% | 6/20/33 | EUR | 3,000 | 2,780 | |
SFIL SA | 0.050% | 6/4/29 | EUR | 1,700 | 1,562 | |
SFIL SA | 1.500% | 3/5/32 | EUR | 14,500 | 13,979 | |
SNCF Reseau | 2.625% | 12/29/25 | EUR | 2,500 | 2,718 | |
SNCF Reseau | 4.250% | 10/7/26 | EUR | 600 | 685 | |
SNCF Reseau | 3.125% | 10/25/28 | EUR | 3,600 | 3,975 | |
SNCF Reseau | 5.250% | 12/7/28 | GBP | 8,292 | 10,815 | |
SNCF Reseau | 0.875% | 1/22/29 | EUR | 3,000 | 2,924 | |
SNCF Reseau | 1.125% | 5/25/30 | EUR | 13,800 | 13,315 | |
SNCF Reseau | 1.000% | 11/9/31 | EUR | 7,400 | 6,844 | |
SNCF Reseau | 5.000% | 10/10/33 | EUR | 7,509 | 9,446 | |
SNCF Reseau | 5.250% | 1/31/35 | GBP | 2,684 | 3,548 | |
SNCF Reseau | 0.750% | 5/25/36 | EUR | 18,200 | 14,386 | |
SNCF Reseau | 1.500% | 5/29/37 | EUR | 8,900 | 7,654 | |
SNCF Reseau | 2.250% | 12/20/47 | EUR | 6,200 | 5,204 | |
SNCF Reseau | 2.000% | 2/5/48 | EUR | 2,500 | 1,962 | |
SNCF Reseau | 5.000% | 3/11/52 | GBP | 2,451 | 3,047 | |
SNCF Reseau | 4.830% | 3/25/60 | GBP | 683 | 847 | |
Societe Du Grand Paris EPIC | 1.125% | 10/22/28 | EUR | 5,200 | 5,184 | |
Societe Du Grand Paris EPIC | 0.000% | 11/25/30 | EUR | 17,400 | 15,178 | |
Societe Du Grand Paris EPIC | 1.125% | 5/25/34 | EUR | 23,000 | 20,099 | |
Societe Du Grand Paris EPIC | 3.500% | 5/25/43 | EUR | 7,000 | 7,473 | |
Societe Du Grand Paris EPIC | 0.875% | 5/10/46 | EUR | 10,000 | 6,255 | |
Societe Du Grand Paris EPIC | 1.700% | 5/25/50 | EUR | 6,500 | 4,754 | |
Societe Du Grand Paris EPIC | 1.000% | 11/26/51 | EUR | 22,200 | 12,753 | |
Societe Du Grand Paris EPIC | 0.700% | 10/15/60 | EUR | 5,900 | 2,516 | |
Societe Du Grand Paris EPIC | 1.000% | 2/18/70 | EUR | 11,000 | 4,963 | |
Societe Nationale SNCF SA | 4.125% | 2/19/25 | EUR | 300 | 335 | |
Societe Nationale SNCF SA | 5.375% | 3/18/27 | GBP | 3,935 | 5,060 | |
Societe Nationale SNCF SA | 1.500% | 2/2/29 | EUR | 6,900 | 6,929 | |
Societe Nationale SNCF SA | 1.000% | 5/25/40 | EUR | 17,000 | 12,278 | |
Societe Nationale SNCF SA | 0.875% | 2/28/51 | EUR | 10,800 | 5,761 | |
UNEDIC ASSEO | 2.375% | 5/25/24 | EUR | 1,500 | 1,634 | |
UNEDIC ASSEO | 0.125% | 11/25/24 | EUR | 44,000 | 46,112 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
UNEDIC ASSEO | 0.625% | 2/17/25 | EUR | 5,500 | 5,793 | |
UNEDIC ASSEO | 0.625% | 3/3/26 | EUR | 7,000 | 7,205 | |
UNEDIC ASSEO | 0.100% | 11/25/26 | EUR | 41,200 | 40,965 | |
UNEDIC ASSEO | 1.250% | 10/21/27 | EUR | 10,500 | 10,754 | |
UNEDIC ASSEO | 0.500% | 3/20/29 | EUR | 11,800 | 11,325 | |
UNEDIC ASSEO | 0.250% | 11/25/29 | EUR | 14,700 | 13,634 | |
UNEDIC ASSEO | 0.000% | 3/5/30 | EUR | 10,000 | 9,028 | |
UNEDIC ASSEO | 0.000% | 11/19/30 | EUR | 5,500 | 4,872 | |
UNEDIC ASSEO | 1.500% | 4/20/32 | EUR | 500 | 488 | |
UNEDIC ASSEO | 1.250% | 5/25/33 | EUR | 1,000 | 929 | |
UNEDIC ASSEO | 0.100% | 5/25/34 | EUR | 34,600 | 27,343 | |
UNEDIC ASSEO | 0.250% | 7/16/35 | EUR | ��� 34,800 | 27,030 | |
Ville de Paris | 1.250% | 1/12/32 | EUR | 6,300 | 5,926 | |
8,272,068 | ||||||
Germany (8.7%) | ||||||
Bundesobligation | 0.000% | 10/18/24 | EUR | 169,217 | 179,058 | |
Bundesobligation | 0.000% | 4/11/25 | EUR | 435,476 | 455,783 | |
Bundesobligation | 0.000% | 10/10/25 | EUR | 682,277 | 706,319 | |
Bundesobligation | 0.000% | 4/10/26 | EUR | 122,000 | 125,039 | |
Bundesobligation | 0.000% | 10/9/26 | EUR | 90,000 | 91,337 | |
Bundesobligation | 0.000% | 4/16/27 | EUR | 70,109 | 70,403 | |
Bundesobligation | 2.200% | 4/13/28 | EUR | 80,000 | 87,668 | |
Bundesschatzanweisungen | 0.200% | 6/14/24 | EUR | 345,330 | 369,625 | |
Bundesschatzanweisungen | 2.500% | 3/13/25 | EUR | 100,000 | 109,735 | |
8 | Federal Republic of Germany | 1.000% | 8/15/25 | EUR | 200,000 | 212,590 |
Federal Republic of Germany | 0.500% | 2/15/26 | EUR | 44,383 | 46,276 | |
Federal Republic of Germany | 0.000% | 8/15/26 | EUR | 21,455 | 21,848 | |
Federal Republic of Germany | 0.250% | 2/15/27 | EUR | 87,560 | 89,139 | |
Federal Republic of Germany | 0.500% | 8/15/27 | EUR | 4,587 | 4,681 | |
Federal Republic of Germany | 0.000% | 11/15/27 | EUR | 45,542 | 45,231 | |
Federal Republic of Germany | 5.625% | 1/4/28 | EUR | 68,082 | 85,852 | |
Federal Republic of Germany | 0.500% | 2/15/28 | EUR | 121,655 | 123,332 | |
Federal Republic of Germany | 0.250% | 8/15/28 | EUR | 375,770 | 372,733 | |
Federal Republic of Germany | 0.000% | 11/15/28 | EUR | 76,535 | 74,469 | |
8 | Federal Republic of Germany | 0.250% | 2/15/29 | EUR | 163,530 | 160,543 |
Federal Republic of Germany | 0.000% | 8/15/29 | EUR | 96,256 | 92,120 | |
Federal Republic of Germany | 2.100% | 11/15/29 | EUR | 50,000 | 54,410 | |
Federal Republic of Germany | 0.000% | 2/15/30 | EUR | 115,000 | 108,906 | |
Federal Republic of Germany | 0.000% | 8/15/30 | EUR | 130,000 | 121,807 | |
Federal Republic of Germany | 0.000% | 2/15/31 | EUR | 387 | 359 | |
Federal Republic of Germany | 0.000% | 8/15/31 | EUR | 101,516 | 93,047 | |
Federal Republic of Germany | 0.000% | 2/15/32 | EUR | 31,854 | 28,854 | |
Federal Republic of Germany | 1.700% | 8/15/32 | EUR | 235,670 | 247,291 | |
Federal Republic of Germany | 2.300% | 2/15/33 | EUR | 150,000 | 165,015 | |
Federal Republic of Germany | 4.750% | 7/4/34 | EUR | 39,075 | 53,087 | |
Federal Republic of Germany | 0.000% | 5/15/35 | EUR | 184,194 | 152,671 | |
Federal Republic of Germany | 0.000% | 5/15/36 | EUR | 202,597 | 163,323 | |
Federal Republic of Germany | 4.000% | 1/4/37 | EUR | 48,904 | 63,615 | |
Federal Republic of Germany | 1.000% | 5/15/38 | EUR | 44,993 | 40,514 | |
Federal Republic of Germany | 4.250% | 7/4/39 | EUR | 50,000 | 68,044 | |
Federal Republic of Germany | 4.750% | 7/4/40 | EUR | 37,079 | 53,814 | |
Federal Republic of Germany | 3.250% | 7/4/42 | EUR | 79,116 | 97,523 | |
8 | Federal Republic of Germany | 2.500% | 7/4/44 | EUR | 160,032 | 178,346 |
8 | Federal Republic of Germany | 2.500% | 8/15/46 | EUR | 183,941 | 206,713 |
Federal Republic of Germany | 1.250% | 8/15/48 | EUR | 167,862 | 146,638 | |
Federal Republic of Germany | 0.000% | 8/15/50 | EUR | 143,357 | 84,450 | |
Federal Republic of Germany | 0.000% | 8/15/50 | EUR | 30,000 | 17,699 | |
Federal Republic of Germany | 0.000% | 8/15/52 | EUR | 45,000 | 25,200 | |
Federal Republic of Germany | 1.800% | 8/15/53 | EUR | 109,144 | 104,738 | |
FMS Wertmanagement | 1.375% | 3/7/25 | GBP | 9,800 | 11,570 | |
FMS Wertmanagement | 0.375% | 4/29/30 | EUR | 5,400 | 4,991 | |
Free and Hanseatic City of Hamburg | 0.250% | 1/20/25 | EUR | 11,216 | 11,741 | |
Free and Hanseatic City of Hamburg | 0.375% | 4/1/25 | EUR | 3,080 | 3,215 | |
Free and Hanseatic City of Hamburg | 0.010% | 6/15/28 | EUR | 7,500 | 7,123 | |
Free and Hanseatic City of Hamburg | 0.010% | 6/30/28 | EUR | 20,000 | 19,007 | |
Free and Hanseatic City of Hamburg | 0.800% | 4/11/34 | EUR | 977 | 851 | |
Free and Hanseatic City of Hamburg | 1.450% | 11/5/38 | EUR | 7,314 | 6,334 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Free and Hanseatic City of Hamburg | 0.250% | 2/18/41 | EUR | 4,750 | 3,149 | |
Free and Hanseatic City of Hamburg | 0.400% | 11/23/51 | EUR | 8,000 | 4,219 | |
Free State of Bavaria | 0.030% | 4/3/28 | EUR | 28,454 | 27,233 | |
Free State of Bavaria | 0.150% | 4/3/30 | EUR | 4,794 | 4,374 | |
Free State of Bavaria | 0.010% | 1/18/35 | EUR | 19,182 | 14,903 | |
Free State of Saxony | 0.010% | 10/15/27 | EUR | 2,500 | 2,421 | |
Free State of Saxony | 0.010% | 11/5/29 | EUR | 20,541 | 18,750 | |
Free State of Saxony | 0.010% | 12/17/35 | EUR | 17,349 | 12,953 | |
Gemeinsame Deutsche Bundeslaender | 1.125% | 9/30/24 | EUR | 2,683 | 2,866 | |
Gemeinsame Deutsche Bundeslaender | 0.500% | 2/5/25 | EUR | 8,192 | 8,609 | |
Gemeinsame Deutsche Bundeslaender | 0.375% | 4/17/25 | EUR | 9,752 | 10,173 | |
Gemeinsame Deutsche Bundeslaender | 0.625% | 2/13/29 | EUR | 1,951 | 1,890 | |
Gemeinsame Deutsche Bundeslaender | 1.250% | 5/4/29 | EUR | 15,000 | 15,010 | |
Gemeinsame Deutsche Bundeslaender | 0.010% | 8/26/30 | EUR | 17,551 | 15,647 | |
Investitionsbank Berlin | 0.250% | 2/3/32 | EUR | 5,500 | 4,832 | |
11 | KFW | 0.875% | 7/18/24 | GBP | 277 | 332 |
11 | KFW | 1.500% | 7/24/24 | AUD | 760 | 490 |
11 | KFW | 1.375% | 12/9/24 | GBP | 17,332 | 20,645 |
11 | KFW | 0.625% | 1/15/25 | EUR | 13,848 | 14,647 |
11 | KFW | 0.000% | 2/18/25 | EUR | 70,000 | 73,085 |
11 | KFW | 4.000% | 2/27/25 | AUD | 13,771 | 9,166 |
11 | KFW | 0.010% | 3/31/25 | EUR | 37,553 | 39,062 |
11 | KFW | 0.375% | 4/23/25 | EUR | 14,141 | 14,800 |
11 | KFW | 5.500% | 6/18/25 | GBP | 9,752 | 12,493 |
11 | KFW | 0.125% | 6/30/25 | EUR | 113,310 | 117,497 |
11 | KFW | 2.500% | 8/25/25 | CHF | 5,185 | 5,929 |
11 | KFW | 0.250% | 9/15/25 | EUR | 55,886 | 57,828 |
11 | KFW | 0.750% | 2/19/26 | CAD | 4,905 | 3,335 |
11 | KFW | 0.375% | 3/9/26 | EUR | 21,698 | 22,264 |
11 | KFW | 0.000% | 6/15/26 | EUR | 39,860 | 40,161 |
11 | KFW | 1.250% | 7/31/26 | GBP | 51,821 | 59,085 |
11 | KFW | 3.200% | 9/11/26 | AUD | 9,143 | 5,975 |
11 | KFW | 0.000% | 9/30/26 | EUR | 39,395 | 39,412 |
11 | KFW | 2.000% | 2/15/27 | AUD | 700 | 436 |
11 | KFW | 0.625% | 2/22/27 | EUR | 18,529 | 18,764 |
11 | KFW | 0.000% | 3/31/27 | EUR | 3,381 | 3,333 |
11 | KFW | 1.250% | 6/30/27 | EUR | 33,802 | 34,883 |
11 | KFW | 4.300% | 7/13/27 | AUD | 10,000 | 6,769 |
11 | KFW | 0.500% | 9/15/27 | EUR | 19,908 | 19,816 |
11 | KFW | 0.750% | 12/7/27 | GBP | 20,000 | 21,601 |
11 | KFW | 0.000% | 12/15/27 | EUR | 15,905 | 15,383 |
11 | KFW | 0.625% | 1/7/28 | EUR | 19,503 | 19,422 |
11 | KFW | 1.375% | 2/2/28 | SEK | 65,270 | 5,638 |
11 | KFW | 2.750% | 3/15/28 | EUR | 21,862 | 24,022 |
11 | KFW | 3.200% | 3/15/28 | AUD | 5,295 | 3,418 |
11 | KFW | 0.750% | 6/28/28 | EUR | 36,890 | 36,647 |
11 | KFW | 0.000% | 9/15/28 | EUR | 78 | 74 |
11 | KFW | 6.000% | 12/7/28 | GBP | 4,876 | 6,674 |
11 | KFW | 0.750% | 1/15/29 | EUR | 40,577 | 39,795 |
11 | KFW | 0.000% | 6/15/29 | EUR | 20,000 | 18,565 |
11 | KFW | 2.875% | 12/28/29 | EUR | 45,000 | 49,704 |
11 | KFW | 0.375% | 4/23/30 | EUR | 10,000 | 9,325 |
11 | KFW | 3.125% | 6/7/30 | EUR | 22,307 | 25,031 |
11 | KFW | 0.000% | 9/17/30 | EUR | 44,113 | 39,468 |
11 | KFW | 0.000% | 1/10/31 | EUR | 37,454 | 33,228 |
11 | KFW | 0.125% | 1/9/32 | EUR | 31,986 | 27,939 |
11 | KFW | 1.375% | 6/7/32 | EUR | 10,000 | 9,723 |
11 | KFW | 5.750% | 6/7/32 | GBP | 5,120 | 7,253 |
11 | KFW | 1.125% | 9/15/32 | EUR | 12,500 | 11,829 |
11 | KFW | 1.125% | 5/9/33 | EUR | 19,016 | 17,730 |
11 | KFW | 2.875% | 6/7/33 | EUR | 30,791 | 33,864 |
11 | KFW | 0.050% | 9/29/34 | EUR | 12,373 | 9,793 |
11 | KFW | 1.375% | 7/31/35 | EUR | 6,827 | 6,251 |
11 | KFW | 0.375% | 5/20/36 | EUR | 1,670 | 1,311 |
11 | KFW | 5.000% | 6/9/36 | GBP | 4,265 | 5,820 |
11 | KFW | 1.250% | 7/4/36 | EUR | 11,216 | 9,869 |
11 | KFW | 4.875% | 3/15/37 | GBP | 969 | 1,297 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
11 | KFW | 1.125% | 3/31/37 | EUR | 22,993 | 19,626 |
11 | KFW | 4.700% | 6/2/37 | CAD | 1,152 | 925 |
11 | KFW | 1.125% | 6/15/37 | EUR | 4,876 | 4,136 |
11 | KFW | 2.600% | 6/20/37 | JPY | 812,000 | 7,417 |
11 | KFW | 0.875% | 7/4/39 | EUR | 2,439 | 1,923 |
Land Baden-Wuerttemberg | 0.625% | 1/16/25 | EUR | 4,000 | 4,217 | |
Land Baden-Wuerttemberg | 0.625% | 2/9/27 | EUR | 4,876 | 4,923 | |
Land Baden-Wuerttemberg | 0.800% | 4/5/28 | EUR | 4,876 | 4,851 | |
Land Baden-Wuerttemberg | 0.010% | 7/9/32 | EUR | 15,604 | 13,151 | |
Land Berlin | 0.500% | 2/10/25 | EUR | 10,240 | 10,752 | |
Land Berlin | 0.250% | 4/22/25 | EUR | 4,876 | 5,068 | |
Land Berlin | 0.625% | 3/20/26 | EUR | 5,833 | 5,998 | |
Land Berlin | 0.625% | 2/8/27 | EUR | 2,731 | 2,758 | |
Land Berlin | 0.010% | 5/18/27 | EUR | 43,860 | 42,956 | |
Land Berlin | 1.250% | 6/1/28 | EUR | 9,000 | 9,139 | |
Land Berlin | 0.010% | 10/26/28 | EUR | 13,165 | 12,401 | |
Land Berlin | 0.010% | 7/2/30 | EUR | 32,115 | 28,715 | |
Land Berlin | 1.300% | 6/13/33 | EUR | 977 | 920 | |
Land Berlin | 0.750% | 4/3/34 | EUR | 2,917 | 2,526 | |
Land Berlin | 0.125% | 6/4/35 | EUR | 4,876 | 3,773 | |
Land Berlin | 0.625% | 8/25/36 | EUR | 1,219 | 975 | |
Land Berlin | 1.375% | 6/5/37 | EUR | 2,439 | 2,138 | |
Land Berlin | 1.375% | 8/27/38 | EUR | 2,439 | 2,094 | |
Land Berlin | 0.050% | 8/6/40 | EUR | 14,314 | 9,152 | |
Land Berlin | 0.100% | 1/18/41 | EUR | 15,939 | 10,211 | |
Land Schleswig-Holstein Germany | 0.010% | 10/22/26 | EUR | 12,300 | 12,235 | |
Land Thueringen | 0.500% | 5/12/25 | EUR | 2,194 | 2,292 | |
Land Thueringen | 0.200% | 10/26/26 | EUR | 7,314 | 7,325 | |
Land Thueringen | 0.500% | 3/2/29 | EUR | 15,000 | 14,403 | |
Land Thueringen | 0.010% | 3/24/31 | EUR | 5,000 | 4,376 | |
Land Thueringen | 0.250% | 3/5/40 | EUR | 3,999 | 2,690 | |
Landeskreditbank Baden-Wuerttemberg Foerderbank | 4.250% | 8/7/25 | AUD | 5,780 | 3,849 | |
Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.375% | 4/13/26 | EUR | 7,314 | 7,440 | |
Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.375% | 2/25/27 | EUR | 7,500 | 7,479 | |
Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.750% | 3/16/32 | EUR | 12,000 | 10,961 | |
11 | Landwirtschaftliche Rentenbank | 4.250% | 1/9/25 | AUD | 8,090 | 5,401 |
11 | Landwirtschaftliche Rentenbank | 0.500% | 3/6/25 | EUR | 11,216 | 11,779 |
11 | Landwirtschaftliche Rentenbank | 0.000% | 9/28/26 | EUR | 20,000 | 19,949 |
11 | Landwirtschaftliche Rentenbank | 0.875% | 12/15/26 | GBP | 10,000 | 11,143 |
11 | Landwirtschaftliche Rentenbank | 0.100% | 3/8/27 | EUR | 5,500 | 5,440 |
11 | Landwirtschaftliche Rentenbank | 2.600% | 3/23/27 | AUD | 2,310 | 1,469 |
11 | Landwirtschaftliche Rentenbank | 0.625% | 5/18/27 | EUR | 15,749 | 15,819 |
11 | Landwirtschaftliche Rentenbank | 0.000% | 9/22/27 | EUR | 5,600 | 5,430 |
11 | Landwirtschaftliche Rentenbank | 0.375% | 2/14/28 | EUR | 4,876 | 4,777 |
11 | Landwirtschaftliche Rentenbank | 3.250% | 4/12/28 | AUD | 2,140 | 1,382 |
11 | Landwirtschaftliche Rentenbank | 0.000% | 7/19/28 | EUR | 5,690 | 5,394 |
11 | Landwirtschaftliche Rentenbank | 0.000% | 12/13/28 | EUR | 10,000 | 9,387 |
11 | Landwirtschaftliche Rentenbank | 0.500% | 2/28/29 | EUR | 30,084 | 28,918 |
11 | Landwirtschaftliche Rentenbank | 0.000% | 11/27/29 | EUR | 18,155 | 16,564 |
11 | Landwirtschaftliche Rentenbank | 0.050% | 12/18/29 | EUR | 6,000 | 5,481 |
11 | Landwirtschaftliche Rentenbank | 0.625% | 2/20/30 | EUR | 1,850 | 1,752 |
11 | Landwirtschaftliche Rentenbank | 0.050% | 1/31/31 | EUR | 25,059 | 22,143 |
Niedersachsen Invest GmbH | 0.250% | 7/16/35 | EUR | 10,000 | 7,872 | |
NRW Bank | 0.375% | 12/16/24 | GBP | 25,000 | 29,280 | |
NRW Bank | 0.250% | 3/10/25 | EUR | 7,314 | 7,617 | |
NRW Bank | 0.625% | 2/11/26 | EUR | 7,314 | 7,526 | |
NRW Bank | 0.500% | 5/11/26 | EUR | 5,855 | 5,971 | |
NRW Bank | 0.250% | 9/28/26 | EUR | 2,901 | 2,910 | |
NRW Bank | 0.625% | 2/23/27 | EUR | 7,314 | 7,369 | |
NRW Bank | 0.250% | 3/16/27 | EUR | 205 | 203 | |
NRW Bank | 0.125% | 4/12/27 | EUR | 7,948 | 7,812 | |
NRW Bank | 0.500% | 9/13/27 | EUR | 7,314 | 7,237 | |
NRW Bank | 0.625% | 1/4/28 | EUR | 3,413 | 3,383 | |
NRW Bank | 0.375% | 5/16/29 | EUR | 3,535 | 3,342 | |
NRW Bank | 0.125% | 2/4/30 | EUR | 25,000 | 22,813 | |
NRW Bank | 0.875% | 4/12/34 | EUR | 331 | 293 | |
NRW Bank | 0.100% | 7/9/35 | EUR | 13,519 | 10,313 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
NRW Bank | 1.200% | 3/28/39 | EUR | 5,000 | 4,116 | |
NRW Bank | 0.500% | 6/17/41 | EUR | 4,000 | 2,787 | |
NRW Bank | 1.250% | 5/13/49 | EUR | 4,876 | 3,643 | |
State of Brandenburg | 0.010% | 6/26/28 | EUR | 15,696 | 14,920 | |
State of Brandenburg | 0.125% | 2/4/30 | EUR | 3,275 | 2,992 | |
State of Brandenburg | 0.050% | 7/1/31 | EUR | 8,363 | 7,299 | |
State of Brandenburg | 0.750% | 8/8/36 | EUR | 4,876 | 3,981 | |
State of Brandenburg | 1.450% | 11/26/38 | EUR | 6,875 | 5,934 | |
State of Brandenburg | 0.300% | 10/4/49 | EUR | 488 | 263 | |
State of Bremen | 0.500% | 3/3/25 | EUR | 6,339 | 6,644 | |
State of Bremen | 1.200% | 1/30/34 | EUR | 100 | 91 | |
State of Bremen | 1.500% | 11/12/38 | EUR | 2,404 | 2,086 | |
State of Bremen | 1.000% | 5/27/39 | EUR | 6,097 | 4,830 | |
State of Bremen | 0.500% | 5/6/41 | EUR | 9,740 | 6,710 | |
State of Bremen | 0.550% | 2/4/50 | EUR | 8,635 | 4,937 | |
State of Hesse | 1.375% | 6/10/24 | EUR | 1,951 | 2,104 | |
State of Hesse | 0.125% | 6/20/24 | EUR | 4,337 | 4,608 | |
State of Hesse | 0.000% | 9/15/24 | EUR | 17,976 | 18,930 | |
State of Hesse | 0.500% | 2/17/25 | EUR | 5,120 | 5,373 | |
State of Hesse | 0.000% | 3/10/25 | EUR | 10,000 | 10,383 | |
State of Hesse | 0.250% | 6/10/25 | EUR | 12,190 | 12,637 | |
State of Hesse | 0.000% | 4/14/26 | EUR | 878 | 885 | |
State of Hesse | 0.375% | 7/6/26 | EUR | 29,207 | 29,620 | |
State of Hesse | 0.625% | 8/2/28 | EUR | 4,876 | 4,775 | |
State of Hesse | 0.010% | 3/11/30 | EUR | 12,829 | 11,590 | |
State of Hesse | 0.000% | 11/8/30 | EUR | 12,190 | 10,799 | |
State of Hesse | 1.300% | 10/10/33 | EUR | 3,901 | 3,645 | |
State of Lower Saxony | 0.000% | 8/2/24 | EUR | 10,194 | 10,770 | |
State of Lower Saxony | 0.625% | 1/20/25 | EUR | 4,876 | 5,136 | |
State of Lower Saxony | 0.125% | 3/7/25 | EUR | 1,951 | 2,033 | |
State of Lower Saxony | 0.500% | 6/13/25 | EUR | 4,876 | 5,086 | |
State of Lower Saxony | 0.375% | 1/9/26 | EUR | 10,087 | 10,342 | |
State of Lower Saxony | 0.500% | 6/8/26 | EUR | 1,219 | 1,244 | |
State of Lower Saxony | 0.010% | 9/8/26 | EUR | 14,269 | 14,227 | |
State of Lower Saxony | 0.000% | 2/11/27 | EUR | 6,000 | 5,915 | |
State of Lower Saxony | 0.010% | 11/25/27 | EUR | 37,521 | 36,213 | |
State of Lower Saxony | 0.750% | 2/15/28 | EUR | 7,314 | 7,282 | |
State of Lower Saxony | 0.010% | 2/19/29 | EUR | 9,518 | 8,874 | |
State of Lower Saxony | 0.375% | 5/14/29 | EUR | 2,926 | 2,774 | |
State of Lower Saxony | 0.125% | 1/10/30 | EUR | 4,876 | 4,464 | |
State of Lower Saxony | 0.010% | 8/13/30 | EUR | 33,963 | 30,300 | |
State of Lower Saxony | 0.010% | 1/10/31 | EUR | 5,331 | 4,701 | |
State of Lower Saxony | 0.050% | 3/9/35 | EUR | 9,974 | 7,697 | |
State of North Rhine-Westphalia Germany | 1.000% | 1/16/25 | EUR | 55 | 58 | |
State of North Rhine-Westphalia Germany | 0.500% | 3/11/25 | EUR | 1,464 | 1,535 | |
State of North Rhine-Westphalia Germany | 2.000% | 10/15/25 | EUR | 1,464 | 1,570 | |
State of North Rhine-Westphalia Germany | 0.750% | 1/16/26 | EUR | 7,314 | 7,575 | |
State of North Rhine-Westphalia Germany | 0.250% | 3/13/26 | EUR | 70,352 | 71,651 | |
State of North Rhine-Westphalia Germany | 0.500% | 4/16/26 | EUR | 4,876 | 4,991 | |
State of North Rhine-Westphalia Germany | 0.500% | 2/16/27 | EUR | 9,947 | 9,990 | |
State of North Rhine-Westphalia Germany | 0.200% | 3/31/27 | EUR | 20,205 | 19,993 | |
State of North Rhine-Westphalia Germany | 0.950% | 3/13/28 | EUR | 13,652 | 13,714 | |
State of North Rhine-Westphalia Germany | 0.000% | 1/15/29 | EUR | 6,681 | 6,249 | |
State of North Rhine-Westphalia Germany | 0.200% | 4/9/30 | EUR | 3,840 | 3,514 | |
State of North Rhine-Westphalia Germany | 0.625% | 7/21/31 | EUR | 7,314 | 6,705 | |
State of North Rhine-Westphalia Germany | 2.375% | 5/13/33 | EUR | 11,748 | 12,256 | |
State of North Rhine-Westphalia Germany | 1.100% | 3/13/34 | EUR | 13,168 | 11,915 | |
State of North Rhine-Westphalia Germany | 0.000% | 10/12/35 | EUR | 31,655 | 23,751 | |
State of North Rhine-Westphalia Germany | 1.250% | 5/12/36 | EUR | 6,827 | 6,005 | |
State of North Rhine-Westphalia Germany | 1.650% | 2/22/38 | EUR | 12,000 | 10,830 | |
State of North Rhine-Westphalia Germany | 0.500% | 11/25/39 | EUR | 18,224 | 13,082 | |
State of North Rhine-Westphalia Germany | 1.500% | 6/12/40 | EUR | 2,258 | 1,925 | |
State of North Rhine-Westphalia Germany | 0.600% | 6/4/41 | EUR | 11,573 | 8,133 | |
State of North Rhine-Westphalia Germany | 0.750% | 8/16/41 | EUR | 977 | 704 | |
State of North Rhine-Westphalia Germany | 1.450% | 2/16/43 | EUR | 2,439 | 1,979 | |
State of North Rhine-Westphalia Germany | 1.000% | 10/16/46 | EUR | 265 | 188 | |
State of North Rhine-Westphalia Germany | 1.650% | 5/16/47 | EUR | 34,200 | 27,945 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
State of North Rhine-Westphalia Germany | 1.550% | 6/16/48 | EUR | 4,876 | 3,885 | |
State of North Rhine-Westphalia Germany | 0.800% | 7/30/49 | EUR | 5,792 | 3,678 | |
State of North Rhine-Westphalia Germany | 0.375% | 9/2/50 | EUR | 16,605 | 8,925 | |
State of North Rhine-Westphalia Germany | 0.200% | 1/27/51 | EUR | 18,134 | 9,108 | |
State of North Rhine-Westphalia Germany | 0.500% | 1/15/52 | EUR | 8,530 | 4,728 | |
State of North Rhine-Westphalia Germany | 1.750% | 10/26/57 | EUR | 8,266 | 6,371 | |
State of North Rhine-Westphalia Germany | 1.750% | 7/11/68 | EUR | 15,018 | 10,716 | |
State of North Rhine-Westphalia Germany | 1.950% | 9/26/78 | EUR | 14,185 | 10,637 | |
State of North Rhine-Westphalia Germany | 2.150% | 3/21/19 | EUR | 9,518 | 7,454 | |
State of North Rhine-Westphalia Germany | 1.375% | 1/15/20 | EUR | 12,019 | 6,386 | |
State of North Rhine-Westphalia Germany | 0.950% | 1/10/21 | EUR | 18,536 | 7,939 | |
State of North Rhine-Westphalia Germany | 1.450% | 1/19/22 | EUR | 5,283 | 2,931 | |
State of Rhineland-Palatinate | 0.500% | 1/21/25 | EUR | 2,926 | 3,077 | |
State of Rhineland-Palatinate | 0.100% | 8/18/26 | EUR | 4,876 | 4,888 | |
State of Rhineland-Palatinate | 0.375% | 1/26/27 | EUR | 4,876 | 4,881 | |
State of Rhineland-Palatinate | 0.700% | 1/26/28 | EUR | 4,876 | 4,846 | |
State of Rhineland-Palatinate | 0.750% | 2/23/32 | EUR | 37,317 | 34,191 | |
State of Rhineland-Palatinate | 0.375% | 4/1/41 | EUR | 3,400 | 2,302 | |
State of Rhineland-Palatinate | 0.375% | 3/10/51 | EUR | 3,988 | 2,140 | |
State of Saxony-Anhalt | 0.500% | 6/25/27 | EUR | 1,219 | 1,215 | |
State of Saxony-Anhalt | 0.000% | 3/10/31 | EUR | 20,000 | 17,545 | |
State of Saxony-Anhalt | 0.500% | 3/24/51 | EUR | 7,185 | 4,056 | |
State of Schleswig-Holstein Germany | 0.500% | 5/19/26 | EUR | 17,458 | 17,822 | |
State of Schleswig-Holstein Germany | 0.250% | 4/18/28 | EUR | 977 | 945 | |
State of Schleswig-Holstein Germany | 0.625% | 8/31/28 | EUR | 3,341 | 3,270 | |
State of Schleswig-Holstein Germany | 0.010% | 11/26/29 | EUR | 14,331 | 13,071 | |
State of Schleswig-Holstein Germany | 0.010% | 5/22/30 | EUR | 6,998 | 6,283 | |
State of Schleswig-Holstein Germany | 0.050% | 7/8/31 | EUR | 5,852 | 5,107 | |
8,520,846 | ||||||
Hong Kong (0.0%) | ||||||
Hong Kong Government Bond Programme | 0.360% | 4/15/24 | HKD | 75,200 | 9,314 | |
Hong Kong Government Bond Programme | 2.220% | 8/7/24 | HKD | 14,750 | 1,854 | |
Hong Kong Government Bond Programme | 1.680% | 1/21/26 | HKD | 4,950 | 606 | |
Hong Kong Government Bond Programme | 1.250% | 6/29/27 | HKD | 3,000 | 355 | |
Hong Kong Government Bond Programme | 1.970% | 1/17/29 | HKD | �� 58,850 | 7,076 | |
Hong Kong Government Bond Programme | 2.130% | 7/16/30 | HKD | 45,500 | 5,457 | |
Hong Kong Government Bond Programme | 1.890% | 3/2/32 | HKD | 3,200 | 372 | |
Hong Kong Government Bond Programme | 2.020% | 3/7/34 | HKD | 13,600 | 1,560 | |
26,594 | ||||||
Hungary (0.2%) | ||||||
Republic of Hungary | 1.500% | 8/23/23 | HUF | 1,660,450 | 4,728 | |
Republic of Hungary | 6.000% | 11/24/23 | HUF | 1,424,940 | 4,022 | |
Republic of Hungary | 3.000% | 6/26/24 | HUF | 2,000,000 | 5,287 | |
Republic of Hungary | 2.500% | 10/24/24 | HUF | 6,103,250 | 15,665 | |
Republic of Hungary | 5.500% | 6/24/25 | HUF | 2,956,340 | 7,773 | |
Republic of Hungary | 1.250% | 10/22/25 | EUR | 6,582 | 6,765 | |
Republic of Hungary | 1.000% | 11/26/25 | HUF | 1,842,120 | 4,302 | |
Republic of Hungary | 1.500% | 4/22/26 | HUF | 5,341,310 | 12,351 | |
Republic of Hungary | 2.750% | 12/22/26 | HUF | 3,403,180 | 7,970 | |
Republic of Hungary | 5.000% | 2/22/27 | EUR | 3,244 | 3,622 | |
Republic of Hungary | 1.750% | 10/10/27 | EUR | 2,146 | 2,111 | |
Republic of Hungary | 3.000% | 10/27/27 | HUF | 9,755,340 | 22,486 | |
Republic of Hungary | 4.500% | 3/23/28 | HUF | 20,673,470 | 51,005 | |
3 | Republic of Hungary | 0.125% | 9/21/28 | EUR | 3,728 | 3,196 |
Republic of Hungary | 2.000% | 5/23/29 | HUF | 1,974,720 | 4,152 | |
Republic of Hungary | 3.000% | 8/21/30 | HUF | 6,879,200 | 14,954 | |
3 | Republic of Hungary | 4.250% | 6/16/31 | EUR | 2,800 | 2,855 |
Republic of Hungary | 3.250% | 10/22/31 | HUF | 465,190 | 992 | |
Republic of Hungary | 1.625% | 4/28/32 | EUR | 18,413 | 15,175 | |
Republic of Hungary | 4.750% | 11/24/32 | HUF | 4,500,000 | 10,597 | |
Republic of Hungary | 2.250% | 4/20/33 | HUF | 2,847,290 | 5,327 | |
Republic of Hungary | 1.750% | 6/5/35 | EUR | 2,869 | 2,178 | |
Republic of Hungary | 3.000% | 10/27/38 | HUF | 1,469,000 | 2,551 | |
Republic of Hungary | 3.000% | 4/25/41 | HUF | 2,620,910 | 4,342 | |
Republic of Hungary | 1.500% | 11/17/50 | EUR | 3,681 | 2,058 | |
216,464 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Iceland (0.0%) | ||||||
Republic of Iceland | 0.625% | 6/3/26 | EUR | 2,265 | 2,268 | |
Indonesia (1.2%) | ||||||
Indonesia Treasury Bond | 8.375% | 3/15/24 | IDR | 754,470,000 | 52,458 | |
Indonesia Treasury Bond | 8.125% | 5/15/24 | IDR | 738,916,000 | 51,409 | |
Indonesia Treasury Bond | 6.500% | 6/15/25 | IDR | 945,611,000 | 64,848 | |
Indonesia Treasury Bond | 7.250% | 2/15/26 | IDR | 138,087,000 | 9,640 | |
Indonesia Treasury Bond | 5.500% | 4/15/26 | IDR | 938,101,000 | 62,691 | |
Indonesia Treasury Bond | 8.375% | 9/15/26 | IDR | 330,525,000 | 23,962 | |
Indonesia Treasury Bond | 5.125% | 4/15/27 | IDR | 635,731,000 | 41,718 | |
Indonesia Treasury Bond | 7.000% | 5/15/27 | IDR | 730,214,000 | 51,061 | |
Indonesia Treasury Bond | 6.125% | 5/15/28 | IDR | 706,587,000 | 47,828 | |
Indonesia Treasury Bond | 6.375% | 8/15/28 | IDR | 200,000,000 | 13,694 | |
Indonesia Treasury Bond | 9.000% | 3/15/29 | IDR | 24,484,000 | 1,872 | |
Indonesia Treasury Bond | 8.250% | 5/15/29 | IDR | 710,151,000 | 52,851 | |
Indonesia Treasury Bond | 7.000% | 9/15/30 | IDR | 978,735,000 | 68,618 | |
12 | Indonesia Treasury Bond | 6.500% | 2/15/31 | IDR | 953,002,000 | 64,729 |
Indonesia Treasury Bond | 8.750% | 5/15/31 | IDR | 187,925,000 | 14,454 | |
Indonesia Treasury Bond | 6.375% | 4/15/32 | IDR | 784,458,000 | 52,879 | |
Indonesia Treasury Bond | 7.500% | 8/15/32 | IDR | 318,879,000 | 22,981 | |
Indonesia Treasury Bond | 7.000% | 2/15/33 | IDR | 194,000,000 | 13,653 | |
Indonesia Treasury Bond | 6.625% | 5/15/33 | IDR | 795,898,000 | 53,949 | |
Indonesia Treasury Bond | 8.375% | 3/15/34 | IDR | 674,148,000 | 51,707 | |
Indonesia Treasury Bond | 7.500% | 6/15/35 | IDR | 577,006,000 | 41,395 | |
Indonesia Treasury Bond | 8.250% | 5/15/36 | IDR | 509,661,000 | 38,613 | |
Indonesia Treasury Bond | 9.750% | 5/15/37 | IDR | 63,792,000 | 5,302 | |
Indonesia Treasury Bond | 7.500% | 5/15/38 | IDR | 446,806,000 | 32,108 | |
Indonesia Treasury Bond | 7.125% | 6/15/38 | IDR | 310,000,000 | 21,612 | |
Indonesia Treasury Bond | 8.375% | 4/15/39 | IDR | 523,168,000 | 40,434 | |
Indonesia Treasury Bond | 7.500% | 4/15/40 | IDR | 811,318,000 | 58,272 | |
Indonesia Treasury Bond | 9.500% | 5/15/41 | IDR | 81,900,000 | 7,004 | |
Indonesia Treasury Bond | 7.125% | 6/15/42 | IDR | 475,210,000 | 33,146 | |
Indonesia Treasury Bond | 7.125% | 6/15/43 | IDR | 210,000,000 | 14,642 | |
Indonesia Treasury Bond | 7.375% | 5/15/48 | IDR | 422,095,000 | 29,667 | |
Indonesia Treasury Bond | 6.875% | 8/15/51 | IDR | 186,019,000 | 12,554 | |
Republic of Indonesia | 2.150% | 7/18/24 | EUR | 1,530 | 1,650 | |
Republic of Indonesia | 1.750% | 4/24/25 | EUR | 9,248 | 9,771 | |
Republic of Indonesia | 1.450% | 9/18/26 | EUR | 2,196 | 2,224 | |
Republic of Indonesia | 0.900% | 2/14/27 | EUR | 10,565 | 10,377 | |
Republic of Indonesia | 3.750% | 6/14/28 | EUR | 11,139 | 12,139 | |
Republic of Indonesia | 1.000% | 7/28/29 | EUR | 4,571 | 4,154 | |
Republic of Indonesia | 1.100% | 3/12/33 | EUR | 4,669 | 3,818 | |
1,195,884 | ||||||
Ireland (0.5%) | ||||||
Republic of Ireland | 1.000% | 5/15/26 | EUR | 44,834 | 47,107 | |
Republic of Ireland | 0.200% | 5/15/27 | EUR | 58,472 | 58,585 | |
Republic of Ireland | 0.900% | 5/15/28 | EUR | 36,715 | 37,310 | |
Republic of Ireland | 1.100% | 5/15/29 | EUR | 24,380 | 24,749 | |
Republic of Ireland | 0.200% | 10/18/30 | EUR | 34,508 | 31,852 | |
Republic of Ireland | 1.350% | 3/18/31 | EUR | 19,503 | 19,559 | |
Republic of Ireland | 0.000% | 10/18/31 | EUR | 121,403 | 106,927 | |
Republic of Ireland | 0.350% | 10/18/32 | EUR | 42,317 | 37,436 | |
Republic of Ireland | 1.300% | 5/15/33 | EUR | 19,947 | 19,220 | |
Republic of Ireland | 0.400% | 5/15/35 | EUR | 10,906 | 9,003 | |
Republic of Ireland | 1.700% | 5/15/37 | EUR | 2,523 | 2,369 | |
Republic of Ireland | 0.550% | 4/22/41 | EUR | 81,592 | 57,716 | |
Republic of Ireland | 2.000% | 2/18/45 | EUR | 26,244 | 23,356 | |
Republic of Ireland | 1.500% | 5/15/50 | EUR | 25,611 | 19,703 | |
494,892 | ||||||
Isle Of Man (0.0%) | ||||||
Isle of Man | 1.625% | 9/14/51 | GBP | 5,732 | 3,652 | |
Israel (0.3%) | ||||||
State of Israel | 0.150% | 7/31/23 | ILS | 29,312 | 7,990 | |
State of Israel | 1.500% | 11/30/23 | ILS | 26,840 | 7,275 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
State of Israel | 3.750% | 3/31/24 | ILS | 18,127 | 4,968 | |
State of Israel | 0.400% | 10/31/24 | ILS | 36,067 | 9,378 | |
State of Israel | 0.500% | 4/30/25 | ILS | 117,522 | 30,114 | |
State of Israel | 1.750% | 8/31/25 | ILS | 202,383 | 52,791 | |
State of Israel | 6.250% | 10/30/26 | ILS | 27,603 | 8,153 | |
State of Israel | 1.500% | 1/18/27 | EUR | 12,456 | 12,554 | |
State of Israel | 2.000% | 3/31/27 | ILS | 79,333 | 20,332 | |
State of Israel | 2.250% | 9/28/28 | ILS | 166,992 | 42,360 | |
State of Israel | 1.500% | 1/16/29 | EUR | 5,439 | 5,281 | |
State of Israel | 1.000% | 3/31/30 | ILS | 133,975 | 30,586 | |
State of Israel | 0.625% | 1/18/32 | EUR | 2,066 | 1,712 | |
State of Israel | 1.500% | 5/31/37 | ILS | 35,629 | 7,125 | |
State of Israel | 5.500% | 1/31/42 | ILS | 32,324 | 10,417 | |
State of Israel | 3.750% | 3/31/47 | ILS | 131,154 | 33,362 | |
State of Israel | 2.500% | 1/16/49 | EUR | 3,219 | 2,704 | |
State of Israel | 2.800% | 11/29/52 | ILS | 67,330 | 13,847 | |
300,949 | ||||||
Italy (6.7%) | ||||||
Cassa Depositi e Prestiti SpA | 1.500% | 6/21/24 | EUR | 2,500 | 2,687 | |
Cassa Depositi e Prestiti SpA | 1.500% | 4/9/25 | EUR | 3,900 | 4,121 | |
Cassa Depositi e Prestiti SpA | 1.875% | 2/7/26 | EUR | 2,500 | 2,612 | |
Cassa Depositi e Prestiti SpA | 2.000% | 4/20/27 | EUR | 7,400 | 7,601 | |
Cassa Depositi e Prestiti SpA | 1.000% | 2/11/30 | EUR | 8,400 | 7,511 | |
Italy Buoni Poliennali Del Tesoro | 1.750% | 5/30/24 | EUR | 171,742 | 185,942 | |
Italy Buoni Poliennali Del Tesoro | 1.750% | 7/1/24 | EUR | 93,432 | 101,023 | |
Italy Buoni Poliennali Del Tesoro | 0.000% | 8/15/24 | EUR | 191,959 | 202,798 | |
Italy Buoni Poliennali Del Tesoro | 3.750% | 9/1/24 | EUR | 50,000 | 55,377 | |
Italy Buoni Poliennali Del Tesoro | 1.450% | 11/15/24 | EUR | 28,252 | 30,201 | |
Italy Buoni Poliennali Del Tesoro | 2.500% | 12/1/24 | EUR | 22,159 | 24,103 | |
Italy Buoni Poliennali Del Tesoro | 0.000% | 12/15/24 | EUR | 57,263 | 59,812 | |
3 | Italy Buoni Poliennali Del Tesoro | 5.000% | 3/1/25 | EUR | 100,491 | 113,872 |
Italy Buoni Poliennali Del Tesoro | 3.400% | 3/28/25 | EUR | 154,853 | 170,556 | |
Italy Buoni Poliennali Del Tesoro | 1.450% | 5/15/25 | EUR | 145,000 | 153,957 | |
Italy Buoni Poliennali Del Tesoro | 1.500% | 6/1/25 | EUR | 86,354 | 91,599 | |
3 | Italy Buoni Poliennali Del Tesoro | 1.850% | 7/1/25 | EUR | 89,123 | 95,165 |
Italy Buoni Poliennali Del Tesoro | 1.200% | 8/15/25 | EUR | 103,284 | 108,381 | |
Italy Buoni Poliennali Del Tesoro | 3.500% | 1/15/26 | EUR | 204,245 | 225,304 | |
Italy Buoni Poliennali Del Tesoro | 0.000% | 4/1/26 | EUR | 75,000 | 74,783 | |
Italy Buoni Poliennali Del Tesoro | 3.800% | 4/15/26 | EUR | 103,439 | 114,955 | |
Italy Buoni Poliennali Del Tesoro | 1.600% | 6/1/26 | EUR | 50,000 | 52,094 | |
Italy Buoni Poliennali Del Tesoro | 2.100% | 7/15/26 | EUR | 129,175 | 136,550 | |
Italy Buoni Poliennali Del Tesoro | 0.000% | 8/1/26 | EUR | 125,660 | 123,875 | |
Italy Buoni Poliennali Del Tesoro | 7.250% | 11/1/26 | EUR | 50,175 | 62,128 | |
Italy Buoni Poliennali Del Tesoro | 0.850% | 1/15/27 | EUR | 80,136 | 80,347 | |
Italy Buoni Poliennali Del Tesoro | 1.100% | 4/1/27 | EUR | 156,114 | 157,133 | |
Italy Buoni Poliennali Del Tesoro | 2.050% | 8/1/27 | EUR | 75,008 | 77,888 | |
Italy Buoni Poliennali Del Tesoro | 0.950% | 9/15/27 | EUR | 51,525 | 50,890 | |
Italy Buoni Poliennali Del Tesoro | 6.500% | 11/1/27 | EUR | 32,315 | 39,970 | |
Italy Buoni Poliennali Del Tesoro | 2.650% | 12/1/27 | EUR | 70,059 | 74,189 | |
Italy Buoni Poliennali Del Tesoro | 0.250% | 3/15/28 | EUR | 190,622 | 178,931 | |
Italy Buoni Poliennali Del Tesoro | 3.400% | 4/1/28 | EUR | 257,236 | 279,994 | |
Italy Buoni Poliennali Del Tesoro | 0.500% | 7/15/28 | EUR | 139,312 | 130,781 | |
3 | Italy Buoni Poliennali Del Tesoro | 4.750% | 9/1/28 | EUR | 50,000 | 57,995 |
Italy Buoni Poliennali Del Tesoro | 2.800% | 12/1/28 | EUR | 35,000 | 36,907 | |
Italy Buoni Poliennali Del Tesoro | 2.800% | 6/15/29 | EUR | 118,698 | 123,783 | |
Italy Buoni Poliennali Del Tesoro | 3.000% | 8/1/29 | EUR | 80,429 | 84,938 | |
Italy Buoni Poliennali Del Tesoro | 5.250% | 11/1/29 | EUR | 38,935 | 46,617 | |
Italy Buoni Poliennali Del Tesoro | 3.850% | 12/15/29 | EUR | 61,389 | 67,664 | |
3 | Italy Buoni Poliennali Del Tesoro | 3.500% | 3/1/30 | EUR | 71,781 | 77,585 |
Italy Buoni Poliennali Del Tesoro | 1.350% | 4/1/30 | EUR | 40,825 | 38,219 | |
Italy Buoni Poliennali Del Tesoro | 3.700% | 6/15/30 | EUR | 42,761 | 46,657 | |
Italy Buoni Poliennali Del Tesoro | 0.950% | 8/1/30 | EUR | 75,122 | 67,426 | |
3 | Italy Buoni Poliennali Del Tesoro | 1.650% | 12/1/30 | EUR | 95,847 | 90,045 |
Italy Buoni Poliennali Del Tesoro | 0.900% | 4/1/31 | EUR | 114,505 | 100,411 | |
Italy Buoni Poliennali Del Tesoro | 6.000% | 5/1/31 | EUR | 124,245 | 156,618 | |
3 | Italy Buoni Poliennali Del Tesoro | 0.600% | 8/1/31 | EUR | 127,541 | 107,562 |
3 | Italy Buoni Poliennali Del Tesoro | 4.000% | 10/30/31 | EUR | 152,562 | 168,687 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
3 | Italy Buoni Poliennali Del Tesoro | 0.950% | 12/1/31 | EUR | 72,000 | 61,950 |
3 | Italy Buoni Poliennali Del Tesoro | 1.650% | 3/1/32 | EUR | 102,846 | 93,617 |
Italy Buoni Poliennali Del Tesoro | 0.950% | 6/1/32 | EUR | 65,399 | 55,380 | |
Italy Buoni Poliennali Del Tesoro | 2.500% | 12/1/32 | EUR | 68,494 | 66,116 | |
Italy Buoni Poliennali Del Tesoro | 5.750% | 2/1/33 | EUR | 94,810 | 117,716 | |
Italy Buoni Poliennali Del Tesoro | 4.400% | 5/1/33 | EUR | 40,050 | 45,036 | |
3 | Italy Buoni Poliennali Del Tesoro | 2.450% | 9/1/33 | EUR | 14,386 | 13,551 |
3 | Italy Buoni Poliennali Del Tesoro | 5.000% | 8/1/34 | EUR | 84,264 | 98,674 |
3 | Italy Buoni Poliennali Del Tesoro | 3.350% | 3/1/35 | EUR | 59,774 | 59,941 |
3 | Italy Buoni Poliennali Del Tesoro | 4.000% | 4/30/35 | EUR | 175,405 | 187,598 |
3 | Italy Buoni Poliennali Del Tesoro | 1.450% | 3/1/36 | EUR | 21,814 | 17,334 |
3 | Italy Buoni Poliennali Del Tesoro | 2.250% | 9/1/36 | EUR | 25,000 | 21,817 |
3 | Italy Buoni Poliennali Del Tesoro | 4.000% | 2/1/37 | EUR | 73,920 | 78,590 |
3 | Italy Buoni Poliennali Del Tesoro | 0.950% | 3/1/37 | EUR | 68,377 | 49,447 |
3 | Italy Buoni Poliennali Del Tesoro | 3.250% | 3/1/38 | EUR | 93,614 | 89,979 |
3 | Italy Buoni Poliennali Del Tesoro | 2.950% | 9/1/38 | EUR | 59,597 | 55,247 |
3 | Italy Buoni Poliennali Del Tesoro | 5.000% | 8/1/39 | EUR | 98,664 | 115,454 |
3 | Italy Buoni Poliennali Del Tesoro | 3.100% | 3/1/40 | EUR | 47,884 | 44,415 |
3 | Italy Buoni Poliennali Del Tesoro | 5.000% | 9/1/40 | EUR | 89,462 | 105,085 |
3 | Italy Buoni Poliennali Del Tesoro | 1.800% | 3/1/41 | EUR | 85,982 | 64,642 |
3 | Italy Buoni Poliennali Del Tesoro | 4.450% | 9/1/43 | EUR | 27,351 | 29,783 |
3 | Italy Buoni Poliennali Del Tesoro | 4.750% | 9/1/44 | EUR | 80,212 | 91,309 |
3 | Italy Buoni Poliennali Del Tesoro | 1.500% | 4/30/45 | EUR | 66,713 | 43,878 |
3 | Italy Buoni Poliennali Del Tesoro | 3.250% | 9/1/46 | EUR | 73,973 | 66,934 |
3 | Italy Buoni Poliennali Del Tesoro | 2.700% | 3/1/47 | EUR | 82,000 | 67,626 |
3 | Italy Buoni Poliennali Del Tesoro | 3.450% | 3/1/48 | EUR | 49,310 | 46,316 |
3 | Italy Buoni Poliennali Del Tesoro | 3.850% | 9/1/49 | EUR | 79,047 | 78,619 |
3 | Italy Buoni Poliennali Del Tesoro | 2.450% | 9/1/50 | EUR | 42,796 | 32,512 |
3 | Italy Buoni Poliennali Del Tesoro | 1.700% | 9/1/51 | EUR | 4,184 | 2,653 |
3 | Italy Buoni Poliennali Del Tesoro | 2.150% | 9/1/52 | EUR | 75,048 | 52,099 |
3 | Italy Buoni Poliennali Del Tesoro | 4.500% | 10/1/53 | EUR | 35,887 | 38,942 |
3 | Italy Buoni Poliennali Del Tesoro | 2.800% | 3/1/67 | EUR | 47,014 | 35,569 |
3 | Italy Buoni Poliennali Del Tesoro | 2.150% | 3/1/72 | EUR | 12,000 | 7,531 |
Republic of Italy | 6.000% | 8/4/28 | GBP | 5,802 | 7,428 | |
6,591,032 | ||||||
Japan (14.5%) | ||||||
Deposit Insurance Corp. of Japan | 0.100% | 8/6/24 | JPY | 2,000,000 | 14,697 | |
Deposit Insurance Corp. of Japan | 0.100% | 12/10/24 | JPY | 1,500,000 | 11,022 | |
Development Bank of Japan Inc. | 0.466% | 12/12/24 | JPY | 292,500 | 2,162 | |
Development Bank of Japan Inc. | 1.250% | 1/31/25 | GBP | 15,005 | 17,694 | |
Development Bank of Japan Inc. | 0.450% | 3/13/25 | JPY | 195,000 | 1,442 | |
Development Bank of Japan Inc. | 0.425% | 9/11/25 | JPY | 369,100 | 2,734 | |
Development Bank of Japan Inc. | 0.875% | 10/10/25 | EUR | 28,731 | 29,711 | |
Development Bank of Japan Inc. | 0.020% | 3/16/26 | JPY | 22,200 | 163 | |
Fukuoka Prefecture | 0.432% | 6/18/49 | JPY | 350,000 | 2,091 | |
Hyogo Prefecture | 1.020% | 7/13/29 | JPY | 750,000 | 5,740 | |
Hyogo Prefecture | 1.400% | 9/8/34 | JPY | 200,000 | 1,569 | |
Japan | 0.005% | 5/1/24 | JPY | 1,794,500 | 13,186 | |
Japan | 0.005% | 6/1/24 | JPY | 12,248,150 | 90,013 | |
Japan | 0.100% | 6/20/24 | JPY | 11,065,900 | 81,413 | |
Japan | 0.600% | 6/20/24 | JPY | 346,200 | 2,561 | |
Japan | 0.005% | 7/1/24 | JPY | 13,878,350 | 101,992 | |
Japan | 0.005% | 8/1/24 | JPY | 8,000,000 | 58,821 | |
Japan | 0.005% | 9/1/24 | JPY | 26,429,000 | 194,325 | |
Japan | 0.100% | 9/20/24 | JPY | 11,241,000 | 82,715 | |
Japan | 0.500% | 9/20/24 | JPY | 6,192,300 | 45,816 | |
Japan | 2.100% | 9/20/24 | JPY | 636,300 | 4,812 | |
Japan | 0.005% | 10/1/24 | JPY | 16,900,000 | 124,204 | |
Japan | 0.005% | 11/1/24 | JPY | 10,000,000 | 73,527 | |
Japan | 0.005% | 12/1/24 | JPY | 11,400,000 | 83,790 | |
Japan | 0.100% | 12/20/24 | JPY | 9,867,700 | 72,631 | |
Japan | 0.300% | 12/20/24 | JPY | 4,905,100 | 36,220 | |
Japan | 0.500% | 12/20/24 | JPY | 3,769,050 | 27,922 | |
Japan | 0.005% | 1/1/25 | JPY | 15,000,000 | 110,239 | |
Japan | 0.005% | 2/1/25 | JPY | 10,000,000 | 73,497 | |
Japan | 0.005% | 3/1/25 | JPY | 6,500,000 | 47,770 | |
Japan | 0.100% | 3/20/25 | JPY | 7,801,350 | 57,432 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Japan | 0.400% | 3/20/25 | JPY | 4,810,000 | 35,608 | |
Japan | 2.000% | 3/20/25 | JPY | 36,600 | 279 | |
Japan | 0.005% | 4/1/25 | JPY | 6,500,000 | 47,765 | |
Japan | 0.100% | 6/20/25 | JPY | 9,996,400 | 73,610 | |
Japan | 0.400% | 6/20/25 | JPY | 4,047,000 | 29,990 | |
Japan | 1.900% | 6/20/25 | JPY | 560,800 | 4,288 | |
Japan | 2.100% | 6/20/25 | JPY | 1,462,750 | ���11,230 | |
Japan | 0.100% | 9/20/25 | JPY | 5,844,700 | 43,041 | |
Japan | 0.400% | 9/20/25 | JPY | 1,557,850 | 11,557 | |
Japan | 2.100% | 9/20/25 | JPY | 97,500 | 752 | |
Japan | 0.100% | 12/20/25 | JPY | 7,668,900 | 56,504 | |
Japan | 0.300% | 12/20/25 | JPY | 4,368,200 | 32,353 | |
Japan | 2.000% | 12/20/25 | JPY | 1,628,550 | 12,598 | |
Japan | 0.005% | 3/20/26 | JPY | 12,910,900 | 94,890 | |
Japan | 0.100% | 3/20/26 | JPY | 2,486,700 | 18,326 | |
Japan | 2.100% | 3/20/26 | JPY | 419,350 | 3,268 | |
Japan | 2.200% | 3/20/26 | JPY | 390,050 | 3,048 | |
Japan | 0.005% | 6/20/26 | JPY | 18,035,850 | 132,540 | |
Japan | 0.100% | 6/20/26 | JPY | 2,649,200 | 19,524 | |
Japan | 0.005% | 9/20/26 | JPY | 15,659,350 | 115,045 | |
Japan | 0.100% | 9/20/26 | JPY | 3,391,300 | 24,994 | |
Japan | 2.200% | 9/20/26 | JPY | 29,300 | 231 | |
Japan | 2.300% | 9/20/26 | JPY | 17,100 | 135 | |
Japan | 0.005% | 12/20/26 | JPY | 23,200,200 | 170,379 | |
Japan | 0.100% | 12/20/26 | JPY | 6,316,650 | 46,544 | |
Japan | 2.100% | 12/20/26 | JPY | 2,437,950 | 19,267 | |
Japan | 0.005% | 3/20/27 | JPY | 27,313,350 | 200,460 | |
Japan | 0.100% | 3/20/27 | JPY | 5,478,050 | 40,353 | |
Japan | 0.100% | 3/20/27 | JPY | 15,608,850 | 114,981 | |
Japan | 2.000% | 3/20/27 | JPY | 487,600 | 3,856 | |
Japan | 2.100% | 3/20/27 | JPY | 170,700 | 1,355 | |
Japan | 0.005% | 6/20/27 | JPY | 27,604,000 | 202,425 | |
Japan | 0.100% | 6/20/27 | JPY | 9,557,150 | 70,354 | |
Japan | 2.300% | 6/20/27 | JPY | 9,800 | 79 | |
Japan | 0.100% | 9/20/27 | JPY | 10,587,000 | 77,865 | |
Japan | 0.100% | 9/20/27 | JPY | 24,700,000 | 181,672 | |
Japan | 2.200% | 9/20/27 | JPY | 1,007,350 | 8,089 | |
Japan | 0.100% | 12/20/27 | JPY | 10,492,600 | 77,113 | |
Japan | 0.200% | 12/20/27 | JPY | 8,000,000 | 59,066 | |
Japan | 0.300% | 12/20/27 | JPY | 3,000,000 | 22,253 | |
Japan | 2.100% | 12/20/27 | JPY | 1,092,700 | 8,773 | |
Japan | 0.100% | 3/20/28 | JPY | 9,007,950 | 66,127 | |
Japan | 0.200% | 3/20/28 | JPY | 2,600,000 | 19,178 | |
Japan | 2.200% | 3/20/28 | JPY | 1,925,950 | 15,584 | |
Japan | 2.400% | 3/20/28 | JPY | 2,852,400 | 23,285 | |
Japan | 0.100% | 6/20/28 | JPY | 8,966,400 | 65,787 | |
Japan | 2.400% | 6/20/28 | JPY | 502,200 | 4,119 | |
Japan | 0.100% | 9/20/28 | JPY | 6,689,800 | 49,054 | |
Japan | 2.100% | 9/20/28 | JPY | 2,986,900 | 24,260 | |
Japan | 2.200% | 9/20/28 | JPY | 585,150 | 4,775 | |
Japan | 0.100% | 12/20/28 | JPY | 8,723,850 | 63,943 | |
Japan | 1.900% | 12/20/28 | JPY | 3,530,200 | 28,492 | |
Japan | 2.100% | 12/20/28 | JPY | 292,600 | 2,386 | |
Japan | 0.100% | 3/20/29 | JPY | 8,240,600 | 60,344 | |
Japan | 1.900% | 3/20/29 | JPY | 2,023,500 | 16,383 | |
Japan | 2.100% | 3/20/29 | JPY | 2,200,500 | 18,006 | |
Japan | 0.100% | 6/20/29 | JPY | 5,181,850 | 37,903 | |
Japan | 2.100% | 6/20/29 | JPY | 2,696,400 | 22,144 | |
Japan | 0.100% | 9/20/29 | JPY | 5,205,600 | 38,053 | |
Japan | 2.100% | 9/20/29 | JPY | 5,792,650 | 47,750 | |
Japan | 2.800% | 9/20/29 | JPY | 1,316,550 | 11,279 | |
Japan | 0.100% | 12/20/29 | JPY | 9,508,450 | 69,428 | |
Japan | 2.100% | 12/20/29 | JPY | 6,356,900 | 52,582 | |
Japan | 2.200% | 12/20/29 | JPY | 2,798,800 | 23,283 | |
Japan | 0.100% | 3/20/30 | JPY | 1,000,000 | 7,295 | |
Japan | 2.100% | 3/20/30 | JPY | 6,989,050 | 57,985 | |
Japan | 2.200% | 3/20/30 | JPY | 4,771,850 | 39,829 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Japan | 2.300% | 5/20/30 | JPY | 82,900 | 698 | |
Japan | 0.100% | 6/20/30 | JPY | 10,066,950 | 73,366 | |
Japan | 1.600% | 6/20/30 | JPY | 277,950 | 2,241 | |
Japan | 1.800% | 6/20/30 | JPY | 19,550 | 160 | |
Japan | 2.000% | 6/20/30 | JPY | 2,437,950 | 20,161 | |
Japan | 0.100% | 9/20/30 | JPY | 11,013,150 | 80,080 | |
Japan | 1.800% | 9/20/30 | JPY | 682,650 | 5,586 | |
Japan | 1.900% | 9/20/30 | JPY | 2,130,750 | 17,549 | |
Japan | 0.100% | 12/20/30 | JPY | 20,279,600 | 147,156 | |
Japan | 2.000% | 12/20/30 | JPY | 1,462,800 | 12,154 | |
Japan | 2.100% | 12/20/30 | JPY | 5,383,600 | 45,026 | |
Japan | 0.100% | 3/20/31 | JPY | 1,917,700 | 13,892 | |
Japan | 1.900% | 3/20/31 | JPY | 2,925,550 | 24,191 | |
Japan | 2.000% | 3/20/31 | JPY | 5,938,750 | 49,443 | |
Japan | 2.200% | 3/20/31 | JPY | 1,643,800 | 13,876 | |
Japan | 0.100% | 6/20/31 | JPY | 12,795,650 | 92,580 | |
Japan | 1.800% | 6/20/31 | JPY | 3,599,750 | 29,627 | |
Japan | 1.900% | 6/20/31 | JPY | 4,101,150 | 33,993 | |
Japan | 0.100% | 9/20/31 | JPY | 15,962,500 | 115,348 | |
Japan | 1.700% | 9/20/31 | JPY | 9,189,650 | 75,286 | |
Japan | 1.800% | 9/20/31 | JPY | 7,223,450 | 59,615 | |
Japan | 0.100% | 12/20/31 | JPY | 5,498,300 | 39,665 | |
Japan | 1.700% | 12/20/31 | JPY | 6,066,800 | 49,812 | |
Japan | 1.800% | 12/20/31 | JPY | 10,117,350 | 83,693 | |
Japan | 0.200% | 3/20/32 | JPY | 1,300,000 | 9,450 | |
Japan | 1.600% | 3/20/32 | JPY | 4,363,850 | 35,614 | |
Japan | 1.700% | 3/20/32 | JPY | 3,010,300 | 24,759 | |
Japan | 1.800% | 3/20/32 | JPY | 5,951,000 | 49,325 | |
Japan | 2.300% | 5/20/32 | JPY | 1,200,000 | 10,352 | |
Japan | 1.500% | 6/20/32 | JPY | 3,971,850 | 32,184 | |
Japan | 1.600% | 6/20/32 | JPY | 4,015,400 | 32,798 | |
Japan | 1.700% | 6/20/32 | JPY | 2,800,000 | 23,055 | |
Japan | 1.700% | 9/20/32 | JPY | 11,837,900 | 97,605 | |
Japan | 1.800% | 11/22/32 | JPY | 1,200,000 | 9,984 | |
Japan | 0.500% | 12/20/32 | JPY | 5,600,000 | 41,692 | |
Japan | 1.700% | 12/20/32 | JPY | 7,875,600 | 65,018 | |
Japan | 1.800% | 12/20/32 | JPY | 4,625,550 | 38,509 | |
Japan | 0.500% | 3/20/33 | JPY | 10,000,000 | 74,039 | |
Japan | 1.100% | 3/20/33 | JPY | 1,200,000 | 9,397 | |
Japan | 1.500% | 3/20/33 | JPY | 6,038,850 | 49,015 | |
Japan | 1.600% | 3/20/33 | JPY | 7,493,850 | 61,362 | |
Japan | 1.700% | 6/20/33 | JPY | 755,750 | 6,249 | |
Japan | 1.700% | 6/20/33 | JPY | 9,924,550 | 82,061 | |
Japan | 1.700% | 9/20/33 | JPY | 9,882,400 | 81,775 | |
Japan | 1.600% | 12/20/33 | JPY | 7,508,700 | 61,606 | |
Japan | 2.000% | 12/20/33 | JPY | 1,243,800 | 10,584 | |
Japan | 1.500% | 3/20/34 | JPY | 8,735,200 | 71,015 | |
Japan | 2.400% | 3/20/34 | JPY | 1,804,100 | 15,928 | |
Japan | 1.500% | 6/20/34 | JPY | 11,287,850 | 91,812 | |
Japan | 2.500% | 6/20/34 | JPY | 1,581,550 | 14,120 | |
Japan | 1.400% | 9/20/34 | JPY | 14,414,050 | 116,088 | |
Japan | 2.500% | 9/20/34 | JPY | 195,050 | 1,745 | |
Japan | 1.200% | 12/20/34 | JPY | 12,236,350 | 96,492 | |
Japan | 2.400% | 12/20/34 | JPY | 1,121,450 | 9,955 | |
Japan | 1.200% | 3/20/35 | JPY | 8,679,700 | 68,426 | |
Japan | 2.300% | 3/20/35 | JPY | 1,219,000 | 10,740 | |
Japan | 1.300% | 6/20/35 | JPY | 8,294,150 | 66,060 | |
Japan | 2.300% | 6/20/35 | JPY | 1,745,550 | 15,407 | |
Japan | 1.200% | 9/20/35 | JPY | 10,302,000 | 81,115 | |
Japan | 2.500% | 9/20/35 | JPY | 487,600 | 4,395 | |
Japan | 1.000% | 12/20/35 | JPY | 9,479,950 | 72,903 | |
Japan | 2.300% | 12/20/35 | JPY | 1,223,850 | 10,830 | |
Japan | 0.400% | 3/20/36 | JPY | 8,935,200 | 63,762 | |
Japan | 2.500% | 3/20/36 | JPY | 1,076,600 | 9,735 | |
Japan | 0.200% | 6/20/36 | JPY | 9,927,100 | 68,808 | |
Japan | 2.500% | 6/20/36 | JPY | 707,050 | 6,400 | |
Japan | 0.500% | 9/20/36 | JPY | 11,832,150 | 85,117 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Japan | 2.500% | 9/20/36 | JPY | 292,600 | 2,654 | |
Japan | 0.600% | 12/20/36 | JPY | 7,634,600 | 55,534 | |
Japan | 2.300% | 12/20/36 | JPY | 393,950 | 3,506 | |
Japan | 0.700% | 3/20/37 | JPY | 11,279,500 | 82,978 | |
Japan | 2.400% | 3/20/37 | JPY | 2,462,150 | 22,178 | |
Japan | 0.600% | 6/20/37 | JPY | 10,660,750 | 77,222 | |
Japan | 0.600% | 9/20/37 | JPY | 13,826,450 | 99,963 | |
Japan | 2.500% | 9/20/37 | JPY | 1,128,350 | 10,303 | |
Japan | 0.600% | 12/20/37 | JPY | 10,388,600 | 74,916 | |
Japan | 0.500% | 3/20/38 | JPY | 11,464,950 | 81,270 | |
Japan | 2.500% | 3/20/38 | JPY | 3,832,300 | 35,083 | |
Japan | 0.500% | 6/20/38 | JPY | 12,683,200 | 89,657 | |
Japan | 0.700% | 9/20/38 | JPY | 13,188,200 | 95,743 | |
Japan | 2.400% | 9/20/38 | JPY | 2,954,600 | 26,794 | |
Japan | 0.500% | 12/20/38 | JPY | 12,131,150 | 85,259 | |
Japan | 0.400% | 3/20/39 | JPY | 12,384,200 | 85,400 | |
Japan | 2.300% | 3/20/39 | JPY | 3,658,050 | 32,803 | |
Japan | 0.300% | 6/20/39 | JPY | 14,087,600 | 95,263 | |
Japan | 0.300% | 9/20/39 | JPY | 10,005,100 | 67,384 | |
Japan | 2.200% | 9/20/39 | JPY | 4,753,150 | 42,126 | |
Japan | 0.300% | 12/20/39 | JPY | 14,248,200 | 95,577 | |
Japan | 0.400% | 3/20/40 | JPY | 13,226,800 | 89,923 | |
Japan | 2.300% | 3/20/40 | JPY | 4,803,150 | 43,173 | |
Japan | 0.400% | 6/20/40 | JPY | 17,981,350 | 121,755 | |
Japan | 0.400% | 9/20/40 | JPY | 20,756,200 | 140,048 | |
Japan | 2.000% | 9/20/40 | JPY | 8,765,300 | 75,692 | |
Japan | 0.500% | 12/20/40 | JPY | 19,946,750 | 136,548 | |
Japan | 0.500% | 3/20/41 | JPY | 20,395,350 | 139,247 | |
Japan | 2.200% | 3/20/41 | JPY | 7,169,300 | 63,681 | |
Japan | 0.400% | 6/20/41 | JPY | 22,551,250 | 150,851 | |
Japan | 0.500% | 9/20/41 | JPY | 21,737,250 | 147,698 | |
Japan | 2.000% | 9/20/41 | JPY | 6,288,400 | 54,403 | |
Japan | 0.500% | 12/20/41 | JPY | 20,966,600 | 142,221 | |
Japan | 0.800% | 3/20/42 | JPY | 18,138,550 | 129,570 | |
Japan | 2.000% | 3/20/42 | JPY | 8,742,400 | 75,700 | |
Japan | 0.900% | 6/20/42 | JPY | 14,191,000 | 103,015 | |
Japan | 1.100% | 9/20/42 | JPY | 13,190,000 | 99,001 | |
Japan | 1.900% | 9/20/42 | JPY | 10,532,950 | 89,945 | |
Japan | 1.400% | 12/20/42 | JPY | 9,670,000 | 76,280 | |
Japan | 1.100% | 3/20/43 | JPY | 3,000,000 | 22,389 | |
Japan | 1.800% | 3/20/43 | JPY | 7,270,250 | 61,057 | |
Japan | 1.900% | 6/20/43 | JPY | 3,610,900 | 30,819 | |
Japan | 1.800% | 9/20/43 | JPY | 4,908,950 | 41,232 | |
Japan | 1.700% | 12/20/43 | JPY | 7,751,900 | 64,047 | |
Japan | 1.700% | 3/20/44 | JPY | 5,901,000 | 48,788 | |
Japan | 1.700% | 6/20/44 | JPY | 5,029,200 | 41,572 | |
Japan | 1.700% | 9/20/44 | JPY | 7,417,700 | 61,328 | |
Japan | 1.500% | 12/20/44 | JPY | 6,315,200 | 50,434 | |
Japan | 1.500% | 3/20/45 | JPY | 7,010,100 | 55,960 | |
Japan | 1.600% | 6/20/45 | JPY | 2,547,900 | 20,695 | |
Japan | 1.400% | 9/20/45 | JPY | 2,244,500 | 17,566 | |
Japan | 1.400% | 12/20/45 | JPY | 4,637,850 | 36,283 | |
Japan | 0.800% | 3/20/46 | JPY | 5,202,350 | 36,016 | |
Japan | 0.300% | 6/20/46 | JPY | 5,278,000 | 32,496 | |
Japan | 0.500% | 9/20/46 | JPY | 6,752,050 | 43,489 | |
Japan | 0.600% | 12/20/46 | JPY | 5,542,850 | 36,452 | |
Japan | 0.800% | 3/20/47 | JPY | 5,207,600 | 35,783 | |
Japan | 0.800% | 6/20/47 | JPY | 6,180,600 | 42,353 | |
Japan | 0.800% | 9/20/47 | JPY | 6,410,400 | 43,813 | |
Japan | 0.800% | 12/20/47 | JPY | 7,296,450 | 49,763 | |
Japan | 0.800% | 3/20/48 | JPY | 8,820,450 | 59,950 | |
Japan | 2.400% | 3/20/48 | JPY | 660,050 | 6,160 | |
Japan | 0.700% | 6/20/48 | JPY | 9,907,600 | 65,547 | |
Japan | 0.900% | 9/20/48 | JPY | 5,500,950 | 38,065 | |
Japan | 0.700% | 12/20/48 | JPY | 7,541,900 | 49,556 | |
Japan | 0.500% | 3/20/49 | JPY | 7,708,950 | 47,938 | |
Japan | 2.200% | 3/20/49 | JPY | 1,292,350 | 11,622 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Japan | 0.400% | 6/20/49 | JPY | 9,325,050 | 56,166 | |
Japan | 0.400% | 9/20/49 | JPY | 7,270,800 | 43,618 | |
Japan | 0.400% | 12/20/49 | JPY | 9,461,750 | 56,686 | |
9 | Japan | 0.400% | 3/20/50 | JPY | 10,219,450 | 60,869 |
9 | Japan | 2.200% | 3/20/50 | JPY | 1,352,200 | 12,138 |
9 | Japan | 0.600% | 6/20/50 | JPY | 10,965,650 | 68,826 |
9 | Japan | 0.600% | 9/20/50 | JPY | 10,871,950 | 68,064 |
9 | Japan | 0.700% | 12/20/50 | JPY | 14,111,550 | 90,680 |
9 | Japan | 0.700% | 3/20/51 | JPY | 14,341,600 | 91,931 |
9 | Japan | 2.200% | 3/20/51 | JPY | 2,451,000 | 22,068 |
9 | Japan | 0.700% | 6/20/51 | JPY | 14,625,200 | 93,712 |
9 | Japan | 0.700% | 9/20/51 | JPY | 13,652,500 | 87,346 |
9 | Japan | 0.700% | 12/20/51 | JPY | 14,799,900 | 94,604 |
9 | Japan | 1.000% | 3/20/52 | JPY | 12,197,000 | 84,396 |
9 | Japan | 2.000% | 3/20/52 | JPY | 4,727,650 | 41,093 |
9 | Japan | 1.300% | 6/20/52 | JPY | 11,943,000 | 88,992 |
9 | Japan | 1.400% | 9/20/52 | JPY | 10,350,000 | 78,987 |
9 | Japan | 1.600% | 12/20/52 | JPY | 8,000,000 | 63,915 |
Japan | 1.400% | 3/20/53 | JPY | 2,000,000 | 15,214 | |
Japan | 1.900% | 3/20/53 | JPY | 4,000,550 | 34,196 | |
Japan | 1.700% | 3/20/54 | JPY | 3,498,450 | 28,654 | |
Japan | 1.400% | 3/20/55 | JPY | 4,707,050 | 35,829 | |
Japan | 0.400% | 3/20/56 | JPY | 8,103,950 | 45,593 | |
Japan | 0.900% | 3/20/57 | JPY | 9,871,900 | 64,941 | |
Japan | 0.800% | 3/20/58 | JPY | 10,735,650 | 68,052 | |
Japan | 0.500% | 3/20/59 | JPY | 11,217,500 | 63,596 | |
Japan | 0.500% | 3/20/60 | JPY | 15,750,050 | 88,710 | |
Japan | 0.700% | 3/20/61 | JPY | 15,588,650 | 93,785 | |
Japan | 1.000% | 3/20/62 | JPY | 15,817,300 | 104,356 | |
Japan Bank for International Cooperation | 3.125% | 2/15/28 | EUR | 4,100 | 4,494 | |
Japan Expressway Holding and Debt Repayment Agency | 0.660% | 5/31/24 | JPY | 523,900 | 3,868 | |
Japan Expressway Holding and Debt Repayment Agency | 0.601% | 7/31/24 | JPY | 975,200 | 7,212 | |
Japan Expressway Holding and Debt Repayment Agency | 0.544% | 9/30/24 | JPY | 12,300 | 91 | |
Japan Expressway Holding and Debt Repayment Agency | 0.539% | 10/31/24 | JPY | 487,600 | 3,607 | |
Japan Expressway Holding and Debt Repayment Agency | 0.495% | 11/29/24 | JPY | 741,200 | 5,481 | |
Japan Expressway Holding and Debt Repayment Agency | 0.466% | 12/27/24 | JPY | 975,300 | 7,211 | |
Japan Expressway Holding and Debt Repayment Agency | 0.320% | 1/31/25 | JPY | 195,000 | 1,438 | |
Japan Expressway Holding and Debt Repayment Agency | 0.414% | 2/28/25 | JPY | 199,400 | 1,474 | |
Japan Expressway Holding and Debt Repayment Agency | 0.450% | 3/31/25 | JPY | 256,200 | 1,895 | |
Japan Expressway Holding and Debt Repayment Agency | 0.509% | 5/30/25 | JPY | 282,900 | 2,096 | |
Japan Expressway Holding and Debt Repayment Agency | 0.557% | 7/31/25 | JPY | 6,900 | 51 | |
Japan Expressway Holding and Debt Repayment Agency | 0.440% | 8/29/25 | JPY | 31,300 | 232 | |
Japan Expressway Holding and Debt Repayment Agency | 0.320% | 1/30/26 | JPY | 366,300 | 2,709 | |
Japan Expressway Holding and Debt Repayment Agency | 0.145% | 2/27/26 | JPY | 7,000 | 52 | |
Japan Expressway Holding and Debt Repayment Agency | 2.450% | 3/19/26 | JPY | 90,000 | 705 | |
Japan Expressway Holding and Debt Repayment Agency | 2.280% | 4/20/27 | JPY | 50,000 | 390 | |
Japan Expressway Holding and Debt Repayment Agency | 0.140% | 4/30/27 | JPY | 1,143,400 | 8,404 | |
Japan Expressway Holding and Debt Repayment Agency | 0.110% | 5/31/27 | JPY | 5,400 | 40 | |
Japan Expressway Holding and Debt Repayment Agency | 0.130% | 6/30/27 | JPY | 241,600 | 1,775 | |
Japan Expressway Holding and Debt Repayment Agency | 0.160% | 7/30/27 | JPY | 100,000 | 735 | |
Japan Expressway Holding and Debt Repayment Agency | 0.155% | 8/31/27 | JPY | 301,300 | 2,213 | |
Japan Expressway Holding and Debt Repayment Agency | 0.090% | 9/30/27 | JPY | 1,447,700 | 10,606 | |
Japan Expressway Holding and Debt Repayment Agency | 2.340% | 10/20/27 | JPY | 360,000 | 2,884 | |
Japan Expressway Holding and Debt Repayment Agency | 0.170% | 10/29/27 | JPY | 585,200 | 4,301 | |
Japan Expressway Holding and Debt Repayment Agency | 0.160% | 11/30/27 | JPY | 292,500 | 2,147 | |
Japan Expressway Holding and Debt Repayment Agency | 2.250% | 12/20/27 | JPY | 60,000 | 471 | |
Japan Expressway Holding and Debt Repayment Agency | 0.185% | 1/31/28 | JPY | 305,800 | 2,245 | |
Japan Expressway Holding and Debt Repayment Agency | 2.420% | 6/20/28 | JPY | 760,000 | 6,173 | |
Japan Expressway Holding and Debt Repayment Agency | 2.370% | 9/20/28 | JPY | 60,000 | 488 | |
Japan Expressway Holding and Debt Repayment Agency | 2.410% | 4/20/29 | JPY | 1,130,000 | 9,064 | |
Japan Expressway Holding and Debt Repayment Agency | 2.100% | 12/28/29 | JPY | 400,000 | 3,289 | |
Japan Expressway Holding and Debt Repayment Agency | 1.427% | 7/31/34 | JPY | 500,000 | 3,978 | |
Japan Expressway Holding and Debt Repayment Agency | 1.338% | 10/31/34 | JPY | 1,600,000 | 12,610 | |
Japan Expressway Holding and Debt Repayment Agency | 0.970% | 1/31/35 | JPY | 1,000,000 | 7,578 | |
Japan Expressway Holding and Debt Repayment Agency | 1.240% | 7/31/35 | JPY | 400,000 | 3,121 | |
Japan Expressway Holding and Debt Repayment Agency | 1.119% | 10/31/35 | JPY | 200,000 | 1,538 | |
Japan Expressway Holding and Debt Repayment Agency | 0.934% | 1/31/36 | JPY | 1,800,000 | 13,530 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Japan Expressway Holding and Debt Repayment Agency | 0.306% | 4/30/36 | JPY | 100,000 | 694 | |
Japan Expressway Holding and Debt Repayment Agency | 0.149% | 7/31/36 | JPY | 1,100,000 | 7,447 | |
Japan Expressway Holding and Debt Repayment Agency | 0.397% | 10/31/36 | JPY | 700,000 | 4,892 | |
Japan Expressway Holding and Debt Repayment Agency | 0.591% | 1/29/38 | JPY | 1,400,000 | 9,931 | |
Japan Expressway Holding and Debt Repayment Agency | 0.538% | 5/31/38 | JPY | 400,000 | 2,806 | |
Japan Expressway Holding and Debt Repayment Agency | 0.625% | 8/31/38 | JPY | 400,000 | 2,834 | |
Japan Expressway Holding and Debt Repayment Agency | 0.500% | 9/17/38 | JPY | 100,000 | 688 | |
Japan Expressway Holding and Debt Repayment Agency | 0.625% | 9/30/38 | JPY | 600,000 | 4,247 | |
Japan Expressway Holding and Debt Repayment Agency | 0.500% | 3/18/39 | JPY | 100,000 | 681 | |
Japan Expressway Holding and Debt Repayment Agency | 2.300% | 2/29/40 | JPY | 100,000 | 888 | |
Japan Expressway Holding and Debt Repayment Agency | 2.960% | 3/19/46 | JPY | 180,000 | 1,747 | |
Japan Expressway Holding and Debt Repayment Agency | 2.870% | 12/20/46 | JPY | 50,000 | 479 | |
Japan Expressway Holding and Debt Repayment Agency | 2.700% | 3/20/48 | JPY | 1,010,000 | 9,418 | |
Japan Expressway Holding and Debt Repayment Agency | 0.730% | 4/30/48 | JPY | 100,000 | 660 | |
Japan Expressway Holding and Debt Repayment Agency | 0.686% | 7/31/48 | JPY | 200,000 | 1,302 | |
Japan Expressway Holding and Debt Repayment Agency | 0.542% | 5/31/49 | JPY | 600,000 | 3,709 | |
Japan Expressway Holding and Debt Repayment Agency | 0.297% | 9/30/49 | JPY | 400,000 | 2,303 | |
Japan Expressway Holding and Debt Repayment Agency | 0.422% | 12/28/49 | JPY | 800,000 | 4,772 | |
Japan Expressway Holding and Debt Repayment Agency | 0.306% | 3/31/50 | JPY | 200,000 | 1,149 | |
Japan Expressway Holding and Debt Repayment Agency | 1.861% | 3/19/55 | JPY | 1,180,000 | 9,472 | |
Japan Finance Corp. | 0.001% | 7/31/24 | JPY | 1,000,000 | 7,342 | |
Japan Finance Organization for Municipalities | 0.660% | 5/21/24 | JPY | 1,491,100 | 11,002 | |
Japan Finance Organization for Municipalities | 0.391% | 4/25/25 | JPY | 109,800 | 810 | |
Japan Finance Organization for Municipalities | 0.484% | 6/13/25 | JPY | 98,600 | 731 | |
Japan Finance Organization for Municipalities | 0.320% | 1/19/26 | JPY | 487,600 | 3,552 | |
Japan Finance Organization for Municipalities | 0.145% | 2/16/26 | JPY | 44,000 | 324 | |
Japan Finance Organization for Municipalities | 0.020% | 3/13/26 | JPY | 73,100 | 534 | |
Japan Finance Organization for Municipalities | 0.140% | 4/16/27 | JPY | 122,000 | 877 | |
Japan Finance Organization for Municipalities | 0.110% | 5/21/27 | JPY | 831,400 | 6,099 | |
Japan Finance Organization for Municipalities | 0.160% | 7/16/27 | JPY | 497,600 | 3,636 | |
Japan Finance Organization for Municipalities | 0.170% | 10/15/27 | JPY | 487,600 | 3,495 | |
Japan Finance Organization for Municipalities | 0.160% | 11/15/27 | JPY | 975,200 | 6,980 | |
Japan Finance Organization for Municipalities | 0.155% | 12/17/27 | JPY | 200,000 | 1,466 | |
Japan Finance Organization for Municipalities | 0.185% | 1/21/28 | JPY | 975,200 | 7,159 | |
Japan Finance Organization for Municipalities | 0.195% | 2/15/28 | JPY | 7,500 | 55 | |
Japan Finance Organization for Municipalities | 0.145% | 3/14/28 | JPY | 116,000 | 827 | |
Japan Finance Organization for Municipalities | 2.290% | 4/25/28 | JPY | 10,000 | 81 | |
Japan Finance Organization for Municipalities | 2.070% | 12/20/28 | JPY | 1,000,000 | 8,050 | |
Japan Finance Organization for Municipalities | 2.290% | 4/27/29 | JPY | 50,000 | 398 | |
Japan Finance Organization for Municipalities | 2.220% | 1/28/30 | JPY | 1,710,000 | 13,651 | |
Japan Finance Organization for Municipalities | 0.224% | 3/28/31 | JPY | 350,000 | 2,513 | |
Japan Finance Organization for Municipalities | 0.160% | 5/28/31 | JPY | 100,000 | 713 | |
Japan Finance Organization for Municipalities | 2.030% | 6/27/31 | JPY | 10,000 | 82 | |
Japan Finance Organization for Municipalities | 0.229% | 3/26/32 | JPY | 100,000 | 711 | |
Japan Housing Finance Agency | 0.040% | 6/20/25 | JPY | 20,000 | 147 | |
Japan Housing Finance Agency | 0.075% | 10/20/26 | JPY | 2,050,000 | 15,003 | |
Japan Housing Finance Agency | 0.547% | 3/18/50 | JPY | 630,000 | 3,738 | |
Major Joint Local Government Bond | 0.674% | 5/24/24 | JPY | 195,000 | 1,442 | |
Major Joint Local Government Bond | 0.659% | 6/25/24 | JPY | 390,100 | 2,879 | |
Major Joint Local Government Bond | 0.611% | 7/25/24 | JPY | 523,000 | 3,870 | |
Major Joint Local Government Bond | 0.566% | 8/23/24 | JPY | 243,900 | 1,802 | |
Major Joint Local Government Bond | 0.554% | 9/25/24 | JPY | 731,400 | 5,395 | |
Major Joint Local Government Bond | 0.456% | 12/25/24 | JPY | 1,170,300 | 8,580 | |
Major Joint Local Government Bond | 0.448% | 2/25/25 | JPY | 1,121,500 | 8,290 | |
Major Joint Local Government Bond | 0.470% | 3/25/25 | JPY | 853,400 | 6,313 | |
Major Joint Local Government Bond | 0.406% | 4/25/25 | JPY | 1,779,700 | 13,151 | |
Major Joint Local Government Bond | 0.553% | 5/23/25 | JPY | 2,486,800 | 18,437 | |
Major Joint Local Government Bond | 0.548% | 6/25/25 | JPY | 1,267,800 | 9,403 | |
Major Joint Local Government Bond | 0.553% | 7/25/25 | JPY | 606,500 | 4,500 | |
Major Joint Local Government Bond | 0.500% | 8/25/25 | JPY | 780,100 | 5,784 | |
Major Joint Local Government Bond | 0.510% | 9/25/25 | JPY | 1,058,400 | 7,819 | |
Major Joint Local Government Bond | 0.496% | 11/25/25 | JPY | 487,600 | 3,618 | |
Major Joint Local Government Bond | 0.469% | 12/25/25 | JPY | 2,486,800 | 18,369 | |
Major Joint Local Government Bond | 0.060% | 8/25/26 | JPY | 7,500 | 55 | |
Major Joint Local Government Bond | 0.060% | 10/23/26 | JPY | 5,100 | 37 | |
Major Joint Local Government Bond | 0.145% | 12/25/26 | JPY | 1,609,100 | 11,826 | |
Major Joint Local Government Bond | 0.180% | 1/25/27 | JPY | 1,506,700 | 11,086 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Major Joint Local Government Bond | 0.245% | 2/25/27 | JPY | 829,000 | 6,070 | |
Major Joint Local Government Bond | 0.210% | 3/25/27 | JPY | 949,900 | 6,848 | |
Major Joint Local Government Bond | 0.215% | 10/25/27 | JPY | 386,300 | 2,838 | |
Major Joint Local Government Bond | 0.240% | 2/25/28 | JPY | 233,600 | 1,717 | |
Major Joint Local Government Bond | 0.180% | 4/25/28 | JPY | 2,779,300 | 20,347 | |
Major Joint Local Government Bond | 0.200% | 5/25/28 | JPY | 434,000 | 3,179 | |
Major Joint Local Government Bond | 0.205% | 6/23/28 | JPY | 510,000 | 3,736 | |
Major Joint Local Government Bond | 0.175% | 7/25/28 | JPY | 1,167,200 | 8,534 | |
Major Joint Local Government Bond | 0.245% | 8/25/28 | JPY | 272,500 | 1,999 | |
Major Joint Local Government Bond | 0.250% | 9/25/28 | JPY | 664,400 | 4,874 | |
Major Joint Local Government Bond | 0.269% | 10/25/28 | JPY | 6,600 | 48 | |
Major Joint Local Government Bond | 0.160% | 1/25/29 | JPY | 1,085,000 | 7,907 | |
Major Joint Local Government Bond | 0.140% | 2/22/29 | JPY | 780,000 | 5,676 | |
Major Joint Local Government Bond | 0.100% | 4/25/29 | JPY | 1,201,100 | 8,711 | |
Major Joint Local Government Bond | 0.110% | 5/25/29 | JPY | 1,500,000 | 10,881 | |
Major Joint Local Government Bond | 0.050% | 9/25/29 | JPY | 24,400 | 176 | |
Major Joint Local Government Bond | 0.070% | 11/22/29 | JPY | 1,627,900 | 11,739 | |
Major Joint Local Government Bond | 0.095% | 2/25/30 | JPY | 314,700 | 2,269 | |
Major Joint Local Government Bond | 0.150% | 6/25/30 | JPY | 487,600 | 3,519 | |
Major Joint Local Government Bond | 0.125% | 8/23/30 | JPY | 74,500 | 536 | |
Major Joint Local Government Bond | 0.150% | 9/25/30 | JPY | 24,900 | 179 | |
Major Joint Local Government Bond | 0.125% | 10/25/30 | JPY | 1,038,500 | 7,458 | |
Major Joint Local Government Bond | 0.120% | 11/25/30 | JPY | 31,800 | 228 | |
Major Joint Local Government Bond | 0.130% | 1/24/31 | JPY | 200,000 | 1,433 | |
Major Joint Local Government Bond | 0.145% | 2/25/31 | JPY | 781,200 | 5,600 | |
Major Joint Local Government Bond | 0.204% | 3/25/31 | JPY | 2,150,000 | 15,474 | |
Major Joint Local Government Bond | 0.199% | 4/25/31 | JPY | 2,169,900 | 15,594 | |
Major Joint Local Government Bond | 0.145% | 6/25/31 | JPY | 584,200 | 4,175 | |
Major Joint Local Government Bond | 0.299% | 4/23/32 | JPY | 3,766,800 | 27,098 | |
Major Joint Local Government Bond | 0.364% | 7/23/32 | JPY | 250,000 | 1,802 | |
Major Joint Local Government Bond | 0.315% | 8/25/32 | JPY | 250,000 | 1,791 | |
Osaka Prefecture | 1.453% | 9/26/34 | JPY | 130,000 | 1,026 | |
Osaka Prefecture | 0.366% | 9/28/35 | JPY | 1,790,000 | 12,476 | |
Osaka Prefecture | 1.203% | 9/28/35 | JPY | 520,000 | 4,005 | |
Saitama Prefecture | 2.290% | 6/22/29 | JPY | 500,000 | 4,113 | |
Tokyo Metropolitan Government | 0.505% | 9/20/24 | JPY | 341,300 | 2,502 | |
Tokyo Metropolitan Government | 0.426% | 12/20/24 | JPY | 68,400 | 500 | |
Tokyo Metropolitan Government | 0.386% | 3/19/25 | JPY | 487,600 | 3,568 | |
Tokyo Metropolitan Government | 0.435% | 3/19/25 | JPY | 1,207,900 | 8,832 | |
Tokyo Metropolitan Government | 0.499% | 6/20/25 | JPY | 365,700 | 2,702 | |
Tokyo Metropolitan Government | 0.533% | 6/20/25 | JPY | 243,900 | 1,787 | |
Tokyo Metropolitan Government | 0.456% | 9/19/25 | JPY | 243,900 | 1,802 | |
Tokyo Metropolitan Government | 0.475% | 9/19/25 | JPY | 536,500 | 3,963 | |
Tokyo Metropolitan Government | 0.444% | 12/19/25 | JPY | 326,700 | 2,389 | |
Tokyo Metropolitan Government | 0.075% | 9/18/26 | JPY | 86,500 | 634 | |
Tokyo Metropolitan Government | 0.210% | 3/19/27 | JPY | 975,200 | 7,178 | |
Tokyo Metropolitan Government | 0.040% | 6/20/29 | JPY | 1,580,100 | 11,405 | |
Tokyo Metropolitan Government | 0.095% | 9/20/30 | JPY | 1,275,800 | 9,158 | |
Tokyo Metropolitan Government | 0.150% | 12/20/30 | JPY | 868,300 | 6,242 | |
Tokyo Metropolitan Government | 0.080% | 3/20/31 | JPY | 15,000 | 107 | |
Tokyo Metropolitan Government | 1.980% | 6/20/31 | JPY | 110,000 | 906 | |
Tokyo Metropolitan Government | 1.293% | 6/20/35 | JPY | 60,000 | 466 | |
14,259,807 | ||||||
Jersey (0.0%) | ||||||
Bailiwick of Jersey | 3.750% | 6/9/54 | GBP | 782 | 808 | |
Kazakhstan (0.0%) | ||||||
3 | Republic of Kazakhstan | 1.550% | 11/9/23 | EUR | 1,522 | 1,655 |
Republic of Kazakhstan | 0.600% | 9/30/26 | EUR | 858 | 828 | |
3 | Republic of Kazakhstan | 0.600% | 9/30/26 | EUR | 3,144 | 3,034 |
Republic of Kazakhstan | 2.375% | 11/9/28 | EUR | 3,713 | 3,694 | |
3 | Republic of Kazakhstan | 1.500% | 9/30/34 | EUR | 2,366 | 1,881 |
11,092 | ||||||
Latvia (0.1%) | ||||||
Republic of Latvia | 3.875% | 3/25/27 | EUR | 7,660 | 8,509 | |
Republic of Latvia | 3.500% | 1/17/28 | EUR | 27,607 | 30,191 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Republic of Latvia | 0.010% | 3/17/31 | EUR | 12,815 | 10,401 | |
49,101 | ||||||
Lithuania (0.0%) | ||||||
Republic of Lithuania | 2.125% | 10/29/26 | EUR | 6,728 | 7,027 | |
Republic of Lithuania | 4.125% | 4/25/28 | EUR | 5,500 | 6,115 | |
Republic of Lithuania | 2.125% | 6/1/32 | EUR | 27,687 | 26,514 | |
39,656 | ||||||
Luxembourg (0.1%) | ||||||
Grand Duchy of Luxembourg | 0.625% | 2/1/27 | EUR | 2,500 | 2,525 | |
Grand Duchy of Luxembourg | 2.250% | 3/19/28 | EUR | 1,464 | 1,565 | |
Grand Duchy of Luxembourg | 0.000% | 4/28/30 | EUR | 3,000 | 2,709 | |
State of the Grand-Duchy of Luxembourg | 0.000% | 3/24/31 | EUR | 18,000 | 15,827 | |
State of the Grand-Duchy of Luxembourg | 0.000% | 9/14/32 | EUR | 30,000 | 25,210 | |
State of the Grand-Duchy of Luxembourg | 1.750% | 5/25/42 | EUR | 7,500 | 6,615 | |
54,451 | ||||||
Malaysia (0.9%) | ||||||
Federation of Malaysia | 3.478% | 6/14/24 | MYR | 127,314 | 28,709 | |
Federation of Malaysia | 4.181% | 7/15/24 | MYR | 69,534 | 15,801 | |
Federation of Malaysia | 4.059% | 9/30/24 | MYR | 26,443 | 6,009 | |
Federation of Malaysia | 3.882% | 3/14/25 | MYR | 69,921 | 15,886 | |
Federation of Malaysia | 3.955% | 9/15/25 | MYR | 228,674 | 52,133 | |
Federation of Malaysia | 4.392% | 4/15/26 | MYR | 34,277 | 7,919 | |
Federation of Malaysia | 3.906% | 7/15/26 | MYR | 125,357 | 28,582 | |
Federation of Malaysia | 3.900% | 11/30/26 | MYR | 164,392 | 37,496 | |
Federation of Malaysia | 3.892% | 3/15/27 | MYR | 127 | 29 | |
Federation of Malaysia | 3.899% | 11/16/27 | MYR | 77,498 | 17,707 | |
Federation of Malaysia | 3.733% | 6/15/28 | MYR | 125,550 | 28,453 | |
Federation of Malaysia | 4.504% | 4/30/29 | MYR | 125,000 | 29,336 | |
Federation of Malaysia | 3.885% | 8/15/29 | MYR | 107,325 | 24,381 | |
Federation of Malaysia | 4.498% | 4/15/30 | MYR | 68,798 | 16,219 | |
Federation of Malaysia | 2.632% | 4/15/31 | MYR | 38,316 | 7,929 | |
Federation of Malaysia | 4.232% | 6/30/31 | MYR | 10,138 | 2,347 | |
Federation of Malaysia | 4.127% | 4/15/32 | MYR | 12,243 | ��� 2,807 | |
Federation of Malaysia | 3.582% | 7/15/32 | MYR | 75,000 | 16,606 | |
Federation of Malaysia | 4.193% | 10/7/32 | MYR | 21,400 | 4,924 | |
Federation of Malaysia | 3.844% | 4/15/33 | MYR | 90,014 | 20,165 | |
Federation of Malaysia | 4.642% | 11/7/33 | MYR | 63,176 | 15,141 | |
Federation of Malaysia | 3.828% | 7/5/34 | MYR | 113,902 | 25,350 | |
Federation of Malaysia | 4.254% | 5/31/35 | MYR | 52,395 | 12,089 | |
Federation of Malaysia | 4.762% | 4/7/37 | MYR | 57,819 | 13,978 | |
Federation of Malaysia | 4.893% | 6/8/38 | MYR | 96,709 | 24,002 | |
Federation of Malaysia | 3.757% | 5/22/40 | MYR | 68,554 | 14,711 | |
Federation of Malaysia | 4.696% | 10/15/42 | MYR | 175,900 | 42,899 | |
Federation of Malaysia | 4.935% | 9/30/43 | MYR | 9,296 | 2,303 | |
Federation of Malaysia | 4.736% | 3/15/46 | MYR | 17,140 | 4,174 | |
Federation of Malaysia | 4.921% | 7/6/48 | MYR | 55,822 | 14,166 | |
Federation of Malaysia | 4.065% | 6/15/50 | MYR | 110,259 | 24,160 | |
Federation of Malaysia | 4.457% | 3/31/53 | MYR | 30,000 | 6,990 | |
Malaysia Government Investment Issue | 4.444% | 5/22/24 | MYR | 7,321 | 1,663 | |
Malaysia Government Investment Issue | 3.655% | 10/15/24 | MYR | 156,013 | 35,192 | |
Malaysia Government Investment Issue | 3.726% | 3/31/26 | MYR | 152,085 | 34,456 | |
Malaysia Government Investment Issue | 3.422% | 9/30/27 | MYR | 115,722 | 25,899 | |
Malaysia Government Investment Issue | 3.871% | 8/8/28 | MYR | 3,500 | 795 | |
Malaysia Government Investment Issue | 4.369% | 10/31/28 | MYR | 102,850 | 23,923 | |
Malaysia Government Investment Issue | 4.130% | 7/9/29 | MYR | 70,610 | 16,160 | |
Malaysia Government Investment Issue | 3.465% | 10/15/30 | MYR | 274,660 | 60,373 | |
Malaysia Government Investment Issue | 4.724% | 6/15/33 | MYR | 47,576 | 11,471 | |
Malaysia Government Investment Issue | 4.582% | 8/30/33 | MYR | 16,050 | 3,794 | |
Malaysia Government Investment Issue | 4.119% | 11/30/34 | MYR | 84,996 | 19,320 | |
Malaysia Government Investment Issue | 4.786% | 10/31/35 | MYR | 17,000 | 4,108 | |
Malaysia Government Investment Issue | 3.447% | 7/15/36 | MYR | 102,768 | 21,721 | |
Malaysia Government Investment Issue | 4.755% | 8/4/37 | MYR | 20,000 | 4,832 | |
Malaysia Government Investment Issue | 4.467% | 9/15/39 | MYR | 105,285 | 24,690 | |
Malaysia Government Investment Issue | 4.417% | 9/30/41 | MYR | 68,162 | 15,852 | |
Malaysia Government Investment Issue | 4.638% | 11/15/49 | MYR | 146,959 | 35,180 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Malaysia Government Investment Issue | 5.357% | 5/15/52 | MYR | 31,350 | 8,259 | |
911,089 | ||||||
Mexico (0.8%) | ||||||
Mexican Bonos | 8.000% | 9/5/24 | MXN | 1,284,310 | 68,813 | |
Mexican Bonos | 10.000% | 12/5/24 | MXN | 1,111,380 | 61,107 | |
Mexican Bonos | 5.000% | 3/6/25 | MXN | 600,000 | 30,406 | |
Mexican Bonos | 5.750% | 3/5/26 | MXN | 1,964,910 | 99,003 | |
Mexican Bonos | 5.500% | 3/4/27 | MXN | 852,300 | 41,873 | |
Mexican Bonos | 7.500% | 6/3/27 | MXN | 1,411,270 | 74,235 | |
Mexican Bonos | 8.500% | 5/31/29 | MXN | 1,106,810 | 60,591 | |
Mexican Bonos | 7.750% | 5/29/31 | MXN | 1,714,540 | 89,497 | |
Mexican Bonos | 7.500% | 5/26/33 | MXN | 310,000 | 15,775 | |
Mexican Bonos | 7.750% | 11/23/34 | MXN | 471,170 | 24,042 | |
Mexican Bonos | 10.000% | 11/20/36 | MXN | 280,880 | 16,995 | |
Mexican Bonos | 8.500% | 11/18/38 | MXN | 957,940 | 50,482 | |
Mexican Bonos | 7.750% | 11/13/42 | MXN | 1,058,860 | 51,270 | |
Mexican Bonos | 8.000% | 11/7/47 | MXN | 1,136,490 | 56,078 | |
Mexican Bonos | 8.000% | 7/31/53 | MXN | 360,000 | 17,754 | |
United Mexican States | 1.625% | 4/8/26 | EUR | 2,053 | 2,127 | |
United Mexican States | 1.350% | 9/18/27 | EUR | 3,040 | 3,022 | |
United Mexican States | 1.750% | 4/17/28 | EUR | 9,047 | 8,900 | |
United Mexican States | 3.625% | 4/9/29 | EUR | 4,552 | 4,848 | |
United Mexican States | 1.125% | 1/17/30 | EUR | 3,744 | 3,366 | |
United Mexican States | 2.375% | 2/11/30 | EUR | 5,400 | 5,222 | |
United Mexican States | 3.375% | 2/23/31 | EUR | 3,623 | 3,678 | |
United Mexican States | 1.450% | 10/25/33 | EUR | 8,784 | 6,979 | |
United Mexican States | 2.250% | 8/12/36 | EUR | 6,276 | 4,919 | |
United Mexican States | 2.875% | 4/8/39 | EUR | 5,861 | 4,692 | |
United Mexican States | 3.000% | 3/6/45 | EUR | 4,728 | 3,768 | |
United Mexican States | 2.125% | 10/25/51 | EUR | 10,432 | 6,391 | |
United Mexican States | 5.625% | 3/19/14 | GBP | 3,146 | 3,004 | |
United Mexican States | 4.000% | 3/15/15 | EUR | 1,635 | 1,281 | |
820,118 | ||||||
Netherlands (1.8%) | ||||||
BNG Bank NV | 5.250% | 5/20/24 | AUD | 3,918 | 2,628 | |
BNG Bank NV | 0.250% | 6/7/24 | EUR | 2,926 | 3,113 | |
BNG Bank NV | 0.050% | 7/13/24 | EUR | 12,190 | 12,908 | |
BNG Bank NV | 1.125% | 9/4/24 | EUR | 684 | 732 | |
BNG Bank NV | 0.200% | 11/9/24 | EUR | 9,725 | 10,216 | |
BNG Bank NV | 0.250% | 5/7/25 | EUR | 13,921 | 14,452 | |
BNG Bank NV | 3.250% | 7/15/25 | AUD | 4,971 | 3,249 | |
BNG Bank NV | 1.625% | 8/26/25 | GBP | 200 | 235 | |
BNG Bank NV | 1.000% | 1/12/26 | EUR | 7,314 | 7,622 | |
BNG Bank NV | 0.125% | 4/11/26 | EUR | 3,595 | 3,638 | |
BNG Bank NV | 3.250% | 8/24/26 | AUD | 127 | 83 | |
BNG Bank NV | 0.625% | 6/19/27 | EUR | 7,279 | 7,299 | |
BNG Bank NV | 3.500% | 7/19/27 | AUD | 3,820 | 2,492 | |
BNG Bank NV | 0.750% | 1/11/28 | EUR | 11,224 | 11,163 | |
BNG Bank NV | 3.300% | 7/17/28 | AUD | 12,696 | 8,150 | |
BNG Bank NV | 5.200% | 12/7/28 | GBP | 1,650 | 2,151 | |
BNG Bank NV | 0.100% | 1/15/30 | EUR | 7,369 | 6,697 | |
BNG Bank NV | 1.375% | 10/21/30 | EUR | 2,926 | 2,871 | |
BNG Bank NV | 0.250% | 1/12/32 | EUR | 7,200 | 6,255 | |
BNG Bank NV | 1.875% | 7/13/32 | EUR | 5,600 | 5,600 | |
BNG Bank NV | 2.450% | 7/21/32 | AUD | 10,000 | 5,581 | |
BNG Bank NV | 3.000% | 1/11/33 | EUR | 25,000 | 27,359 | |
BNG Bank NV | 0.125% | 4/19/33 | EUR | 8,598 | 7,101 | |
BNG Bank NV | 0.125% | 7/9/35 | EUR | 40,892 | 31,459 | |
BNG Bank NV | 0.875% | 10/17/35 | EUR | 2,457 | 2,078 | |
BNG Bank NV | 0.875% | 10/24/36 | EUR | 18,700 | 15,443 | |
BNG Bank NV | 0.250% | 11/22/36 | EUR | 700 | 520 | |
BNG Bank NV | 1.250% | 3/30/37 | EUR | 10,700 | 9,173 | |
BNG Bank NV | 1.500% | 3/29/38 | EUR | 1,455 | 1,269 | |
BNG Bank NV | 1.500% | 7/15/39 | EUR | 1,906 | 1,630 | |
BNG Bank NV | 0.805% | 6/28/49 | EUR | 4,300 | 2,631 | |
3 | Kingdom of Netherlands | 2.000% | 7/15/24 | EUR | 98,858 | 107,875 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
3 | Kingdom of Netherlands | 0.250% | 7/15/25 | EUR | 102,268 | 106,929 |
3 | Kingdom of Netherlands | 0.000% | 1/15/26 | EUR | 75,000 | 76,942 |
3 | Kingdom of Netherlands | 0.500% | 7/15/26 | EUR | 45,482 | 46,940 |
3 | Kingdom of Netherlands | 0.000% | 1/15/27 | EUR | 141,182 | 141,460 |
3 | Kingdom of Netherlands | 0.750% | 7/15/27 | EUR | 15,661 | 16,032 |
3 | Kingdom of Netherlands | 0.750% | 7/15/28 | EUR | 49,043 | 49,393 |
Kingdom of Netherlands | 0.000% | 1/15/29 | EUR | 90,000 | 85,763 | |
3 | Kingdom of Netherlands | 0.250% | 7/15/29 | EUR | 77,283 | 74,024 |
3 | Kingdom of Netherlands | 0.000% | 7/15/30 | EUR | 54,831 | 50,351 |
3 | Kingdom of Netherlands | 0.000% | 7/15/31 | EUR | 100,671 | 89,881 |
3 | Kingdom of Netherlands | 0.500% | 7/15/32 | EUR | 53,276 | 48,662 |
3 | Kingdom of Netherlands | 2.500% | 1/15/33 | EUR | 49,165 | 53,555 |
3 | Kingdom of Netherlands | 2.500% | 7/15/33 | EUR | 40,000 | 43,381 |
3 | Kingdom of Netherlands | 4.000% | 1/15/37 | EUR | 57,257 | 71,826 |
3 | Kingdom of Netherlands | 0.000% | 1/15/38 | EUR | 75,944 | 56,028 |
3 | Kingdom of Netherlands | 0.500% | 1/15/40 | EUR | 46,688 | 36,197 |
3 | Kingdom of Netherlands | 3.750% | 1/15/42 | EUR | 78,084 | 98,620 |
3 | Kingdom of Netherlands | 2.750% | 1/15/47 | EUR | 72,561 | 81,310 |
3,9 | Kingdom of Netherlands | 0.000% | 1/15/52 | EUR | 69,682 | 37,402 |
3 | Kingdom of Netherlands | 2.000% | 1/15/54 | EUR | 25,000 | 23,848 |
Nederlandse Waterschapsbank NV | 5.200% | 3/31/25 | CAD | 530 | 397 | |
Nederlandse Waterschapsbank NV | 3.400% | 7/22/25 | AUD | 1,730 | 1,133 | |
Nederlandse Waterschapsbank NV | 0.250% | 12/15/25 | GBP | 7,802 | 8,761 | |
Nederlandse Waterschapsbank NV | 3.150% | 9/2/26 | AUD | 4,420 | 2,867 | |
Nederlandse Waterschapsbank NV | 0.000% | 11/16/26 | EUR | 12,218 | 12,105 | |
Nederlandse Waterschapsbank NV | 3.250% | 3/9/27 | EUR | 4,913 | 5,449 | |
Nederlandse Waterschapsbank NV | 1.000% | 3/1/28 | EUR | 2,908 | 2,918 | |
Nederlandse Waterschapsbank NV | 3.450% | 7/17/28 | AUD | 1,970 | 1,274 | |
Nederlandse Waterschapsbank NV | 3.300% | 5/2/29 | AUD | 2,210 | 1,403 | |
Nederlandse Waterschapsbank NV | 0.050% | 1/28/30 | EUR | 1,500 | 1,360 | |
Nederlandse Waterschapsbank NV | 0.500% | 4/29/30 | EUR | 2,800 | 2,600 | |
Nederlandse Waterschapsbank NV | 0.000% | 9/8/31 | EUR | 800 | 688 | |
Nederlandse Waterschapsbank NV | 3.000% | 9/11/31 | EUR | 3,000 | 3,311 | |
Nederlandse Waterschapsbank NV | 0.250% | 1/19/32 | EUR | 23,200 | 20,139 | |
Nederlandse Waterschapsbank NV | 5.375% | 6/7/32 | GBP | 4,876 | 6,645 | |
Nederlandse Waterschapsbank NV | 1.250% | 5/27/36 | EUR | 8,913 | 7,778 | |
Nederlandse Waterschapsbank NV | 0.000% | 2/16/37 | EUR | 26,700 | 19,004 | |
Nederlandse Waterschapsbank NV | 1.500% | 6/15/39 | EUR | 2,457 | 2,115 | |
Nederlandse Waterschapsbank NV | 0.750% | 10/4/41 | EUR | 10,000 | 7,154 | |
1,719,318 | ||||||
New Zealand (0.4%) | ||||||
Auckland Council | 0.625% | 11/13/24 | EUR | 4,913 | 5,178 | |
Auckland Council | 3.500% | 3/9/26 | AUD | 200 | 130 | |
Auckland Council | 0.125% | 9/26/29 | EUR | 1,599 | 1,451 | |
Housing New Zealand Ltd. | 3.360% | 6/12/25 | NZD | 5,260 | 3,143 | |
Housing New Zealand Ltd. | 2.247% | 10/5/26 | NZD | 13,040 | 7,450 | |
Housing New Zealand Ltd. | 2.183% | 4/24/30 | NZD | 1,280 | 674 | |
Housing New Zealand Ltd. | 1.534% | 9/10/35 | NZD | 9,280 | 3,991 | |
New Zealand | 0.500% | 5/15/24 | NZD | 47,300 | 27,889 | |
New Zealand | 2.750% | 4/15/25 | NZD | 71,679 | 42,849 | |
New Zealand | 0.500% | 5/15/26 | NZD | 50,760 | 28,114 | |
New Zealand | 4.500% | 4/15/27 | NZD | 79,830 | 50,103 | |
New Zealand | 0.250% | 5/15/28 | NZD | 31,019 | 15,910 | |
New Zealand | 3.000% | 4/20/29 | NZD | 75,545 | 44,169 | |
New Zealand | 1.500% | 5/15/31 | NZD | 37,161 | 18,986 | |
New Zealand | 2.000% | 5/15/32 | NZD | 18,030 | 9,431 | |
New Zealand | 3.500% | 4/14/33 | NZD | 53,786 | 31,727 | |
New Zealand | 2.750% | 4/15/37 | NZD | 42,399 | 22,141 | |
New Zealand | 1.750% | 5/15/41 | NZD | 36,308 | 15,332 | |
New Zealand | 2.750% | 5/15/51 | NZD | 16,523 | 7,794 | |
New Zealand Local Government Funding Agency Bond | 2.250% | 4/15/24 | NZD | 5,495 | 3,294 | |
New Zealand Local Government Funding Agency Bond | 2.750% | 4/15/25 | NZD | 4,411 | 2,611 | |
New Zealand Local Government Funding Agency Bond | 1.500% | 4/15/26 | NZD | 4,903 | 2,756 | |
New Zealand Local Government Funding Agency Bond | 4.500% | 4/15/27 | NZD | 984 | 604 | |
New Zealand Local Government Funding Agency Bond | 1.500% | 4/20/29 | NZD | 10,145 | 5,229 | |
New Zealand Local Government Funding Agency Bond | 2.250% | 5/15/31 | NZD | 10,000 | 5,132 | |
New Zealand Local Government Funding Agency Bond | 3.500% | 4/14/33 | NZD | 7,091 | 3,910 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
New Zealand Local Government Funding Agency Bond | 2.000% | 4/15/37 | NZD | 5,000 | 2,156 | |
362,154 | ||||||
Norway (0.2%) | ||||||
3 | Kingdom of Norway | 1.750% | 3/13/25 | NOK | 85,693 | 7,807 |
3 | Kingdom of Norway | 1.500% | 2/19/26 | NOK | 63,657 | 5,702 |
3 | Kingdom of Norway | 1.750% | 2/17/27 | NOK | 74,920 | 6,684 |
3 | Kingdom of Norway | 2.000% | 4/26/28 | NOK | 97,934 | 8,724 |
3 | Kingdom of Norway | 1.750% | 9/6/29 | NOK | 274,764 | 23,807 |
3 | Kingdom of Norway | 1.375% | 8/19/30 | NOK | 542,457 | 45,210 |
3 | Kingdom of Norway | 1.250% | 9/17/31 | NOK | 228,090 | 18,464 |
3 | Kingdom of Norway | 3.500% | 10/6/42 | NOK | 130,000 | 13,174 |
Kommunalbanken A/S | 5.250% | 7/15/24 | AUD | 3,074 | 2,066 | |
Kommunalbanken A/S | 4.250% | 7/16/25 | AUD | 368 | 246 | |
Kommunalbanken A/S | 0.250% | 12/15/25 | GBP | 5,000 | 5,610 | |
Kommunalbanken A/S | 0.625% | 4/20/26 | EUR | 3,910 | 3,990 | |
Kommunalbanken A/S | 0.600% | 6/1/26 | AUD | 9,942 | 5,971 | |
Kommunalbanken A/S | 3.000% | 12/9/26 | AUD | 4,408 | 2,838 | |
Kommunalbanken A/S | 0.875% | 5/24/27 | EUR | 13,952 | 14,060 | |
Kommunalbanken A/S | 3.400% | 7/24/28 | AUD | 3,920 | 2,518 | |
Kommunalbanken A/S | 0.050% | 10/24/29 | EUR | 4,642 | 4,221 | |
171,092 | ||||||
Peru (0.1%) | ||||||
Republic of Peru | 5.700% | 8/12/24 | PEN | 10,000 | 2,669 | |
Republic of Peru | 2.750% | 1/30/26 | EUR | 6,818 | 7,279 | |
Republic of Peru | 8.200% | 8/12/26 | PEN | 27,500 | 7,750 | |
Republic of Peru | 6.350% | 8/12/28 | PEN | 58,500 | 15,313 | |
Republic of Peru | 5.940% | 2/12/29 | PEN | 37,875 | 9,650 | |
Republic of Peru | 3.750% | 3/1/30 | EUR | 1,004 | 1,060 | |
Republic of Peru | 6.950% | 8/12/31 | PEN | 101,500 | 26,662 | |
Republic of Peru | 6.150% | 8/12/32 | PEN | 25,724 | 6,343 | |
Republic of Peru | 1.250% | 3/11/33 | EUR | 4,781 | 3,818 | |
Republic of Peru | 5.400% | 8/12/34 | PEN | 23,307 | 5,288 | |
Republic of Peru | 1.950% | 11/17/36 | EUR | 5,021 | 3,865 | |
Republic of Peru | 6.900% | 8/12/37 | PEN | 56,400 | 14,297 | |
Republic of Peru | 5.350% | 8/12/40 | PEN | 36,001 | 7,633 | |
Republic of Peru | 6.850% | 2/12/42 | PEN | 35,500 | 8,793 | |
120,420 | ||||||
Philippines (0.0%) | ||||||
Republic of Philippines | 0.250% | 4/28/25 | EUR | 2,669 | 2,725 | |
Republic of Philippines | 0.875% | 5/17/27 | EUR | 3,847 | 3,745 | |
Republic of Philippines | 0.700% | 2/3/29 | EUR | 2,501 | 2,275 | |
Republic of Philippines | 1.200% | 4/28/33 | EUR | 4,837 | 3,966 | |
Republic of Philippines | 1.750% | 4/28/41 | EUR | 4,660 | 3,312 | |
16,023 | ||||||
Poland (0.5%) | ||||||
Bank Gospodarstwa Krajowego | 1.375% | 6/1/25 | EUR | 5,040 | 5,216 | |
Bank Gospodarstwa Krajowego | 1.750% | 5/6/26 | EUR | 1,906 | 1,944 | |
Bank Gospodarstwa Krajowego | 1.625% | 4/30/28 | EUR | 4,515 | 4,304 | |
Bank Gospodarstwa Krajowego | 0.375% | 10/13/28 | EUR | 1,100 | 969 | |
Bank Gospodarstwa Krajowego | 3.000% | 5/30/29 | EUR | 2,500 | 2,529 | |
Bank Gospodarstwa Krajowego | 2.000% | 6/1/30 | EUR | 506 | 467 | |
Bank Gospodarstwa Krajowego | 0.500% | 7/8/31 | EUR | 1,250 | 988 | |
Republic of Poland | 2.500% | 4/25/24 | PLN | 53,835 | 12,542 | |
Republic of Poland | 3.375% | 7/9/24 | EUR | 2,926 | 3,225 | |
Republic of Poland | 2.250% | 10/25/24 | PLN | 24,484 | 5,602 | |
Republic of Poland | 5.250% | 1/20/25 | EUR | 3,608 | 4,075 | |
Republic of Poland | 0.000% | 2/10/25 | EUR | 7,314 | 7,533 | |
Republic of Poland | 0.750% | 4/25/25 | PLN | 213,883 | 46,657 | |
Republic of Poland | 3.250% | 7/25/25 | PLN | 64,147 | 14,586 | |
Republic of Poland | 1.500% | 9/9/25 | EUR | 2,439 | 2,560 | |
Republic of Poland | 1.500% | 1/19/26 | EUR | 23,306 | 24,377 | |
Republic of Poland | 2.500% | 7/25/26 | PLN | 79,080 | 17,141 | |
Republic of Poland | 1.125% | 8/7/26 | EUR | 1,706 | 1,734 | |
Republic of Poland | 0.250% | 10/25/26 | PLN | 245,540 | 48,826 | |
Republic of Poland | 0.875% | 5/10/27 | EUR | 15,994 | 15,774 | |
Republic of Poland | 3.750% | 5/25/27 | PLN | 255,056 | 56,702 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Republic of Poland | 2.500% | 7/25/27 | PLN | 75,899 | 15,991 | |
Republic of Poland | 1.375% | 10/22/27 | EUR | 1,975 | 1,963 | |
Republic of Poland | 2.750% | 4/25/28 | PLN | 128,925 | 26,868 | |
Republic of Poland | 1.000% | 3/7/29 | EUR | 2,000 | 1,899 | |
Republic of Poland | 5.750% | 4/25/29 | PLN | 12,658 | 3,032 | |
Republic of Poland | 2.750% | 10/25/29 | PLN | 112,704 | 22,724 | |
Republic of Poland | 1.750% | 4/25/32 | PLN | 493,190 | 85,605 | |
Republic of Poland | 2.750% | 5/25/32 | EUR | 10,867 | 10,843 | |
Republic of Poland | 3.875% | 2/14/33 | EUR | 7,310 | 7,975 | |
Republic of Poland | 2.375% | 1/18/36 | EUR | 8,492 | 7,723 | |
Republic of Poland | 4.250% | 2/14/43 | EUR | 7,000 | 7,469 | |
Republic of Poland | 2.000% | 10/25/46 | EUR | 75 | 56 | |
Republic of Poland | 4.000% | 4/25/47 | PLN | 31,318 | 5,636 | |
475,535 | ||||||
Portugal (0.5%) | ||||||
3 | Portugal Obrigacoes do Tesouro OT | 2.875% | 7/21/26 | EUR | 33,254 | 36,883 |
3 | Portugal Obrigacoes do Tesouro OT | 4.125% | 4/14/27 | EUR | 16,095 | 18,701 |
3 | Portugal Obrigacoes do Tesouro OT | 0.700% | 10/15/27 | EUR | 78,774 | 79,790 |
3 | Portugal Obrigacoes do Tesouro OT | 1.950% | 6/15/29 | EUR | 55,647 | 58,474 |
3 | Portugal Obrigacoes do Tesouro OT | 3.875% | 2/15/30 | EUR | 19,503 | 22,824 |
3 | Portugal Obrigacoes do Tesouro OT | 0.475% | 10/18/30 | EUR | 36,570 | 33,734 |
3 | Portugal Obrigacoes do Tesouro OT | 0.300% | 10/17/31 | EUR | 44,938 | 39,584 |
3 | Portugal Obrigacoes do Tesouro OT | 1.650% | 7/16/32 | EUR | 73,310 | 71,375 |
3 | Portugal Obrigacoes do Tesouro OT | 2.250% | 4/18/34 | EUR | 34,131 | 34,280 |
3 | Portugal Obrigacoes do Tesouro OT | 0.900% | 10/12/35 | EUR | 25,951 | 21,561 |
3 | Portugal Obrigacoes do Tesouro OT | 4.100% | 4/15/37 | EUR | 28,144 | 33,343 |
3 | Portugal Obrigacoes do Tesouro OT | 3.500% | 6/18/38 | EUR | 21,678 | 23,861 |
3 | Portugal Obrigacoes do Tesouro OT | 1.150% | 4/11/42 | EUR | 14,634 | 10,849 |
3 | Portugal Obrigacoes do Tesouro OT | 4.100% | 2/15/45 | EUR | 21,455 | 25,575 |
3 | Portugal Obrigacoes do Tesouro OT | 1.000% | 4/12/52 | EUR | 5,000 | 2,928 |
513,762 | ||||||
Romania (0.3%) | ||||||
Romania | 3.625% | 4/24/24 | EUR | 2,536 | 2,787 | |
Romania | 4.750% | 2/24/25 | RON | 50,000 | 10,798 | |
Romania | 2.750% | 10/29/25 | EUR | 8,233 | 8,789 | |
Romania | 3.500% | 11/25/25 | RON | 54,760 | 11,274 | |
Romania | 2.750% | 2/26/26 | EUR | 8,000 | 8,323 | |
3 | Romania | 2.750% | 2/26/26 | EUR | 1,814 | 1,887 |
Romania | 3.250% | 6/24/26 | RON | 49,260 | 9,877 | |
Romania | 5.000% | 9/27/26 | EUR | 3,980 | 4,397 | |
3 | Romania | 2.000% | 12/8/26 | EUR | 1,781 | 1,771 |
Romania | 2.375% | 4/19/27 | EUR | 10,971 | 10,881 | |
Romania | 5.800% | 7/26/27 | RON | 116,950 | 24,851 | |
Romania | 2.500% | 10/25/27 | RON | 150,000 | 27,653 | |
3 | Romania | 2.125% | 3/7/28 | EUR | 1,892 | 1,785 |
Romania | 2.125% | 3/7/28 | EUR | 3,132 | 2,955 | |
Romania | 2.875% | 5/26/28 | EUR | 16,347 | 15,935 | |
Romania | 4.850% | 7/25/29 | RON | 50,000 | 9,826 | |
Romania | 6.625% | 9/27/29 | EUR | 4,750 | 5,369 | |
3 | Romania | 1.375% | 12/2/29 | EUR | 1,575 | 1,316 |
Romania | 1.375% | 12/2/29 | EUR | 2,900 | 2,422 | |
Romania | 2.500% | 2/8/30 | EUR | 3,413 | 3,026 | |
3 | Romania | 3.624% | 5/26/30 | EUR | 1,522 | 1,434 |
Romania | 3.624% | 5/26/30 | EUR | 9,680 | 9,123 | |
3 | Romania | 1.750% | 7/13/30 | EUR | 4,594 | 3,765 |
Romania | 1.750% | 7/13/30 | EUR | 10,232 | 8,387 | |
Romania | 7.350% | 4/28/31 | RON | 21,500 | 4,794 | |
Romania | 2.124% | 7/16/31 | EUR | 3,686 | 3,008 | |
3 | Romania | 2.124% | 7/16/31 | EUR | 2,102 | 1,715 |
Romania | 2.000% | 1/28/32 | EUR | 6,185 | 4,868 | |
3 | Romania | 2.000% | 1/28/32 | EUR | 2,194 | 1,727 |
Romania | 6.700% | 2/25/32 | RON | 93,000 | 19,866 | |
3 | Romania | 2.000% | 4/14/33 | EUR | 3,538 | 2,692 |
Romania | 2.000% | 4/14/33 | EUR | 1,500 | 1,142 | |
3 | Romania | 3.750% | 2/7/34 | EUR | 1,302 | 1,139 |
Romania | 3.750% | 2/7/34 | EUR | 5,864 | 5,129 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Romania | 4.750% | 10/11/34 | RON | 74,900 | 13,341 | |
Romania | 3.875% | 10/29/35 | EUR | 7,533 | 6,377 | |
Romania | 4.250% | 4/28/36 | RON | 111,700 | 18,290 | |
Romania | 3.375% | 2/8/38 | EUR | 1,500 | 1,156 | |
Romania | 4.125% | 3/11/39 | EUR | 3,464 | 2,844 | |
3 | Romania | 2.625% | 12/2/40 | EUR | 977 | 629 |
3 | Romania | 2.750% | 4/14/41 | EUR | 4,726 | 3,070 |
Romania | 2.750% | 4/14/41 | EUR | 5,818 | 3,779 | |
3 | Romania | 2.875% | 4/13/42 | EUR | 3,012 | 1,954 |
Romania | 2.875% | 4/13/42 | EUR | 1,470 | 954 | |
3 | Romania | 4.625% | 4/3/49 | EUR | 4,138 | 3,397 |
Romania | 4.625% | 4/3/49 | EUR | 4,876 | 4,002 | |
3 | Romania | 3.375% | 1/28/50 | EUR | 4,876 | 3,219 |
297,723 | ||||||
Saudi Arabia (0.0%) | ||||||
3 | Kingdom of Saudi Arabia | 0.000% | 3/3/24 | EUR | 17,450 | 18,560 |
3 | Kingdom of Saudi Arabia | 0.750% | 7/9/27 | EUR | 4,913 | 4,813 |
3 | Kingdom of Saudi Arabia | 0.625% | 3/3/30 | EUR | 7,468 | 6,672 |
Kingdom of Saudi Arabia | 0.625% | 3/3/30 | EUR | 3,000 | 2,680 | |
Kingdom of Saudi Arabia | 2.000% | 7/9/39 | EUR | 7,189 | 5,726 | |
38,451 | ||||||
Singapore (0.5%) | ||||||
Housing & Development Board | 2.505% | 6/27/24 | SGD | 1,250 | 923 | |
Housing & Development Board | 3.100% | 7/24/24 | SGD | 4,750 | 3,532 | |
Housing & Development Board | 2.495% | 3/11/26 | SGD | 1,250 | 911 | |
Housing & Development Board | 2.035% | 9/16/26 | SGD | 5,250 | 3,755 | |
Housing & Development Board | 2.675% | 1/22/29 | SGD | 3,250 | 2,332 | |
Housing & Development Board | 1.971% | 1/25/29 | SGD | 250 | 173 | |
Housing & Development Board | 2.598% | 10/30/29 | SGD | 7,500 | 5,310 | |
Housing & Development Board | 3.995% | 12/6/29 | SGD | 9,500 | 7,295 | |
Housing & Development Board | 3.080% | 5/31/30 | SGD | 7,750 | 5,612 | |
Housing & Development Board | 2.545% | 7/4/31 | SGD | 1,750 | 1,212 | |
Housing & Development Board | 1.865% | 7/21/33 | SGD | 15,500 | 9,868 | |
Republic of Singapore | 3.000% | 9/1/24 | SGD | 27,831 | 20,768 | |
Republic of Singapore | 2.375% | 6/1/25 | SGD | 44,480 | 32,859 | |
Republic of Singapore | 0.500% | 11/1/25 | SGD | 56,061 | 39,505 | |
Republic of Singapore | 2.125% | 6/1/26 | SGD | 42,812 | 31,328 | |
Republic of Singapore | 1.250% | 11/1/26 | SGD | 30,306 | 21,502 | |
Republic of Singapore | 3.500% | 3/1/27 | SGD | 48,452 | 37,176 | |
Republic of Singapore | 2.875% | 9/1/27 | SGD | 30,000 | 22,553 | |
Republic of Singapore | 2.625% | 5/1/28 | SGD | 25,552 | 18,999 | |
Republic of Singapore | 2.875% | 7/1/29 | SGD | 47,999 | 36,152 | |
Republic of Singapore | 2.875% | 9/1/30 | SGD | 37,296 | 28,097 | |
Republic of Singapore | 1.625% | 7/1/31 | SGD | 50,700 | 34,794 | |
Republic of Singapore | 2.625% | 8/1/32 | SGD | 12,000 | 8,910 | |
Republic of Singapore | 3.375% | 9/1/33 | SGD | 32,146 | 25,477 | |
Republic of Singapore | 2.250% | 8/1/36 | SGD | 46,386 | 33,222 | |
Republic of Singapore | 2.375% | 7/1/39 | SGD | 18,832 | 13,751 | |
Republic of Singapore | 2.750% | 4/1/42 | SGD | 23,361 | 18,162 | |
Republic of Singapore | 2.750% | 3/1/46 | SGD | 37,968 | 29,893 | |
Republic of Singapore | 1.875% | 3/1/50 | SGD | 30,122 | 20,191 | |
Republic of Singapore | 1.875% | 10/1/51 | SGD | 17,042 | 11,518 | |
Republic of Singapore | 3.000% | 8/1/72 | SGD | 9,742 | 8,719 | |
534,499 | ||||||
Slovakia (0.2%) | ||||||
Slovak Republic | 0.000% | 6/17/24 | EUR | 10,635 | 11,286 | |
Slovak Republic | 0.250% | 5/14/25 | EUR | 16,557 | 17,143 | |
Slovak Republic | 0.625% | 5/22/26 | EUR | 6,339 | 6,452 | |
Slovak Republic | 1.375% | 1/21/27 | EUR | 10,337 | 10,649 | |
Slovak Republic | 1.000% | 6/12/28 | EUR | 16,466 | 16,134 | |
Slovak Republic | 0.750% | 4/9/30 | EUR | 11,716 | 10,785 | |
Slovak Republic | 1.000% | 5/14/32 | EUR | 27,091 | 23,915 | |
Slovak Republic | 4.000% | 10/19/32 | EUR | 28,000 | 31,352 | |
Slovak Republic | 3.750% | 2/23/35 | EUR | 30,490 | 32,746 | |
Slovak Republic | 0.375% | 4/21/36 | EUR | 20,000 | 14,102 | |
Slovak Republic | 1.875% | 3/9/37 | EUR | 4,950 | 4,259 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Slovak Republic | 2.000% | 10/17/47 | EUR | 11,530 | 9,006 | |
Slovak Republic | 2.250% | 6/12/68 | EUR | 2,044 | 1,554 | |
189,383 | ||||||
Slovenia (0.1%) | ||||||
Republic of Slovenia | 5.125% | 3/30/26 | EUR | 3,901 | 4,601 | |
Republic of Slovenia | 1.250% | 3/22/27 | EUR | 6,827 | 7,090 | |
Republic of Slovenia | 1.000% | 3/6/28 | EUR | 17,067 | 17,087 | |
Republic of Slovenia | 1.188% | 3/14/29 | EUR | 4,876 | 4,842 | |
Republic of Slovenia | 0.275% | 1/14/30 | EUR | 7,314 | 6,654 | |
Republic of Slovenia | 0.000% | 2/12/31 | EUR | 23,720 | 20,453 | |
Republic of Slovenia | 2.250% | 3/3/32 | EUR | 44,548 | 45,536 | |
Republic of Slovenia | 3.625% | 3/11/33 | EUR | 3,850 | 4,414 | |
Republic of Slovenia | 1.500% | 3/25/35 | EUR | 5,855 | 5,193 | |
Republic of Slovenia | 1.750% | 11/3/40 | EUR | 7,376 | 6,186 | |
Republic of Slovenia | 3.125% | 8/7/45 | EUR | 4,876 | 4,990 | |
Republic of Slovenia | 0.488% | 10/20/50 | EUR | 8,733 | 4,682 | |
131,728 | ||||||
South Korea (2.7%) | ||||||
Export-Import Bank of Korea | 0.000% | 10/19/24 | EUR | 12,200 | 12,736 | |
Export-Import Bank of Korea | 4.000% | 6/7/27 | AUD | 320 | 206 | |
Korea Development Bank | 2.625% | 9/8/27 | EUR | 5,000 | 5,347 | |
Korea Gas Corp. | 0.000% | 11/28/23 | CHF | 1,965 | 2,167 | |
3 | Korea Housing Finance Corp | 1.963% | 7/19/26 | EUR | 9,600 | 10,028 |
3 | Korea Housing Finance Corp. | 0.750% | 10/30/23 | EUR | 2,366 | 2,570 |
3 | Korea Housing Finance Corp. | 0.010% | 2/5/25 | EUR | 2,457 | 2,530 |
Korea Housing Finance Corp. | 0.010% | 2/5/25 | EUR | 33,821 | 34,824 | |
3 | Korea Housing Finance Corp. | 0.010% | 7/7/25 | EUR | 7,043 | 7,145 |
Korea Housing Finance Corp. | 0.010% | 6/29/26 | EUR | 38,458 | 37,773 | |
Republic of Korea | 1.125% | 6/10/24 | KRW | 50,000,000 | 36,482 | |
Republic of Korea | 2.875% | 6/10/24 | KRW | 15,000,000 | 11,156 | |
Republic of Korea | 1.375% | 9/10/24 | KRW | 60,000,000 | 43,688 | |
Republic of Korea | 3.000% | 9/10/24 | KRW | 15,000,000 | 11,161 | |
Republic of Korea | 3.125% | 9/10/24 | KRW | 70,000,000 | 52,172 | |
Republic of Korea | 1.875% | 12/10/24 | KRW | 120,000,000 | 87,641 | |
Republic of Korea | 4.250% | 12/10/24 | KRW | 60,000,000 | 45,479 | |
Republic of Korea | 1.500% | 3/10/25 | KRW | 130,000,000 | 93,974 | |
Republic of Korea | 3.375% | 3/10/25 | KRW | 40,000,000 | 29,911 | |
Republic of Korea | 2.250% | 6/10/25 | KRW | 15,000,000 | 10,965 | |
Republic of Korea | 3.125% | 6/10/25 | KRW | 45,000,000 | 33,489 | |
Republic of Korea | 1.125% | 9/10/25 | KRW | 144,000,000 | 102,286 | |
Republic of Korea | 0.000% | 9/16/25 | EUR | 6,092 | 6,170 | |
Republic of Korea | 2.250% | 12/10/25 | KRW | 20,000,000 | 14,552 | |
Republic of Korea | 4.250% | 12/10/25 | KRW | 30,000,000 | 22,929 | |
Republic of Korea | 1.250% | 3/10/26 | KRW | 160,000,000 | 112,935 | |
Republic of Korea | 1.875% | 6/10/26 | KRW | 55,000,000 | 39,361 | |
Republic of Korea | 1.750% | 9/10/26 | KRW | 90,000,000 | 63,953 | |
Republic of Korea | 1.500% | 12/10/26 | KRW | 30,000,000 | 21,065 | |
Republic of Korea | 2.375% | 3/10/27 | KRW | 150,000,000 | 108,336 | |
Republic of Korea | 2.125% | 6/10/27 | KRW | 60,000,000 | 42,822 | |
Republic of Korea | 3.125% | 9/10/27 | KRW | 50,000,000 | 37,084 | |
Republic of Korea | 2.375% | 12/10/27 | KRW | 25,000,000 | 17,928 | |
Republic of Korea | 3.250% | 3/10/28 | KRW | 30,000,000 | 22,322 | |
Republic of Korea | 5.500% | 3/10/28 | KRW | 25,000,000 | 20,471 | |
Republic of Korea | 2.625% | 6/10/28 | KRW | 55,000,000 | 39,708 | |
Republic of Korea | 2.375% | 12/10/28 | KRW | 40,000,000 | 28,436 | |
Republic of Korea | 1.875% | 6/10/29 | KRW | 40,000,000 | 27,472 | |
Republic of Korea | 1.375% | 12/10/29 | KRW | 70,000,000 | 46,212 | |
Republic of Korea | 5.500% | 12/10/29 | KRW | 43,000,000 | 36,200 | |
Republic of Korea | 1.375% | 6/10/30 | KRW | 130,000,000 | 85,089 | |
Republic of Korea | 1.500% | 12/10/30 | KRW | 120,000,000 | 78,556 | |
Republic of Korea | 4.750% | 12/10/30 | KRW | 20,000,000 | 16,329 | |
Republic of Korea | 2.000% | 6/10/31 | KRW | 117,409,350 | 79,305 | |
Republic of Korea | 2.375% | 12/10/31 | KRW | 63,600,000 | 44,052 | |
Republic of Korea | 4.000% | 12/10/31 | KRW | 30,000,000 | 23,497 | |
Republic of Korea | 3.375% | 6/10/32 | KRW | 50,000,000 | 37,460 | |
Republic of Korea | 4.250% | 12/10/32 | KRW | 20,000,000 | 16,050 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Republic of Korea | 3.750% | 12/10/33 | KRW | 60,000,000 | 46,485 | |
Republic of Korea | 2.625% | 9/10/35 | KRW | 45,000,000 | 31,301 | |
Republic of Korea | 1.500% | 9/10/36 | KRW | 40,000,000 | 24,123 | |
Republic of Korea | 2.250% | 9/10/37 | KRW | 35,000,000 | 23,077 | |
Republic of Korea | 2.375% | 9/10/38 | KRW | 31,000,000 | 20,643 | |
Republic of Korea | 1.125% | 9/10/39 | KRW | 45,000,000 | 24,425 | |
Republic of Korea | 1.500% | 9/10/40 | KRW | 86,500,000 | 49,173 | |
Republic of Korea | 1.875% | 9/10/41 | KRW | 34,400,000 | 20,617 | |
Republic of Korea | 3.250% | 9/10/42 | KRW | 18,000,000 | 13,228 | |
Republic of Korea | 3.000% | 12/10/42 | KRW | 65,000,000 | 45,992 | |
Republic of Korea | 2.750% | 12/10/44 | KRW | 45,000,000 | 30,562 | |
Republic of Korea | 2.000% | 3/10/46 | KRW | 52,000,000 | 30,693 | |
Republic of Korea | 2.125% | 3/10/47 | KRW | 85,000,000 | 51,287 | |
Republic of Korea | 2.625% | 3/10/48 | KRW | 94,950,000 | 62,035 | |
Republic of Korea | 2.000% | 3/10/49 | KRW | 119,000,000 | 67,941 | |
Republic of Korea | 1.500% | 3/10/50 | KRW | 180,000,000 | 90,209 | |
Republic of Korea | 1.875% | 3/10/51 | KRW | 190,454,410 | 103,994 | |
Republic of Korea | 2.500% | 3/10/52 | KRW | 68,000,000 | 43,327 | |
Republic of Korea | 3.125% | 9/10/52 | KRW | 51,500,000 | 37,305 | |
Republic of Korea | 3.250% | 3/10/53 | KRW | 40,000,000 | 29,662 | |
Republic of Korea | 1.500% | 9/10/66 | KRW | 3,000,000 | 1,321 | |
Republic of Korea | 2.000% | 9/10/68 | KRW | 9,000,000 | 4,697 | |
Republic of Korea | 1.625% | 9/10/70 | KRW | 51,968,000 | 23,419 | |
Republic of Korea | 3.500% | 9/10/72 | KRW | 7,000,000 | 5,507 | |
2,643,047 | ||||||
Spain (4.6%) | ||||||
Adif Alta Velocidad | 3.500% | 5/27/24 | EUR | 6,000 | 6,609 | |
Adif Alta Velocidad | 1.875% | 1/28/25 | EUR | 7,500 | 8,052 | |
Adif Alta Velocidad | 0.950% | 4/30/27 | EUR | 7,500 | 7,546 | |
Adif Alta Velocidad | 0.550% | 10/31/31 | EUR | 4,000 | 3,415 | |
Autonomous Community of Andalusia Spain | 0.500% | 4/30/31 | EUR | 22,454 | 19,589 | |
Autonomous Community of Madrid Spain | 4.125% | 5/21/24 | EUR | 10,483 | 11,618 | |
Autonomous Community of Madrid Spain | 0.997% | 9/30/24 | EUR | 839 | 894 | |
Autonomous Community of Madrid Spain | 1.826% | 4/30/25 | EUR | 6,827 | 7,315 | |
Autonomous Community of Madrid Spain | 4.300% | 9/15/26 | EUR | 10,373 | 11,801 | |
Autonomous Community of Madrid Spain | 2.146% | 4/30/27 | EUR | 8,290 | 8,759 | |
Autonomous Community of Madrid Spain | 1.773% | 4/30/28 | EUR | 6,644 | 6,828 | |
Autonomous Community of Madrid Spain | 1.571% | 4/30/29 | EUR | 9,752 | 9,751 | |
Autonomous Community of Madrid Spain | 2.080% | 3/12/30 | EUR | 2,439 | 2,479 | |
Autonomous Community of Madrid Spain | 0.419% | 4/30/30 | EUR | 1,923 | 1,731 | |
Autonomous Community of Madrid Spain | 0.420% | 4/30/31 | EUR | 22,948 | 19,986 | |
Basque Government | 0.850% | 4/30/30 | EUR | 7,749 | 7,238 | |
Basque Government | 0.450% | 4/30/32 | EUR | 9,187 | 7,823 | |
Instituto de Credito Oficial | 0.000% | 4/30/26 | EUR | 16,773 | 16,860 | |
Kingdom of Spain | 0.000% | 5/31/24 | EUR | 342,507 | 365,029 | |
3 | Kingdom of Spain | 2.750% | 10/31/24 | EUR | 32,639 | 35,820 |
Kingdom of Spain | 0.000% | 1/31/25 | EUR | 96,318 | 100,882 | |
3 | Kingdom of Spain | 1.600% | 4/30/25 | EUR | 26,132 | 28,063 |
Kingdom of Spain | 0.000% | 5/31/25 | EUR | 50,741 | 52,591 | |
Kingdom of Spain | 0.000% | 1/31/26 | EUR | 309,491 | 314,715 | |
3 | Kingdom of Spain | 1.950% | 4/30/26 | EUR | 50,198 | 53,792 |
Kingdom of Spain | 2.800% | 5/31/26 | EUR | 187,666 | 205,537 | |
Kingdom of Spain | 0.000% | 1/31/27 | EUR | 233,494 | 230,461 | |
3 | Kingdom of Spain | 0.800% | 7/30/27 | EUR | 99,896 | 100,739 |
Kingdom of Spain | 0.000% | 1/31/28 | EUR | 400,877 | 384,330 | |
3 | Kingdom of Spain | 1.400% | 4/30/28 | EUR | 59,534 | 60,838 |
3 | Kingdom of Spain | 1.400% | 7/30/28 | EUR | 58,348 | 59,364 |
3 | Kingdom of Spain | 5.150% | 10/31/28 | EUR | 104,822 | 127,669 |
Kingdom of Spain | 6.000% | 1/31/29 | EUR | 14,000 | 17,826 | |
Kingdom of Spain | 5.250% | 4/6/29 | GBP | 500 | 643 | |
3 | Kingdom of Spain | 1.450% | 4/30/29 | EUR | 70,481 | 71,061 |
Kingdom of Spain | 0.800% | 7/30/29 | EUR | 307,911 | 295,601 | |
3 | Kingdom of Spain | 0.600% | 10/31/29 | EUR | 60,000 | 56,689 |
3 | Kingdom of Spain | 1.950% | 7/30/30 | EUR | 100,000 | 101,982 |
3 | Kingdom of Spain | 1.250% | 10/31/30 | EUR | 32,549 | 31,384 |
3 | Kingdom of Spain | 0.100% | 4/30/31 | EUR | 100,000 | 86,642 |
3 | Kingdom of Spain | 0.500% | 10/31/31 | EUR | 84,714 | 74,752 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
3 | Kingdom of Spain | 0.700% | 4/30/32 | EUR | 93,074 | 82,459 |
Kingdom of Spain | 5.750% | 7/30/32 | EUR | 50,637 | 66,930 | |
3 | Kingdom of Spain | 2.550% | 10/31/32 | EUR | 141,798 | 146,615 |
3 | Kingdom of Spain | 3.150% | 4/30/33 | EUR | 167,010 | 180,219 |
3 | Kingdom of Spain | 2.350% | 7/30/33 | EUR | 41,715 | 42,026 |
3 | Kingdom of Spain | 1.850% | 7/30/35 | EUR | 82,325 | 75,993 |
3 | Kingdom of Spain | 4.200% | 1/31/37 | EUR | 59,903 | 70,371 |
3 | Kingdom of Spain | 0.850% | 7/30/37 | EUR | 59,176 | 45,174 |
3 | Kingdom of Spain | 3.900% | 7/30/39 | EUR | 50,910 | 57,010 |
3 | Kingdom of Spain | 4.900% | 7/30/40 | EUR | 58,246 | 73,648 |
3 | Kingdom of Spain | 1.200% | 10/31/40 | EUR | 70,520 | 52,406 |
3 | Kingdom of Spain | 4.700% | 7/30/41 | EUR | 87,312 | 108,016 |
3 | Kingdom of Spain | 1.000% | 7/30/42 | EUR | 27,236 | 18,750 |
3 | Kingdom of Spain | 3.450% | 7/30/43 | EUR | 23,767 | 24,690 |
3 | Kingdom of Spain | 5.150% | 10/31/44 | EUR | 65,003 | 85,603 |
3 | Kingdom of Spain | 2.900% | 10/31/46 | EUR | 79,655 | 75,830 |
3 | Kingdom of Spain | 2.700% | 10/31/48 | EUR | 62,236 | 56,113 |
3 | Kingdom of Spain | 1.000% | 10/31/50 | EUR | 39,061 | 22,672 |
3 | Kingdom of Spain | 1.900% | 10/31/52 | EUR | 127,629 | 91,777 |
3 | Kingdom of Spain | 3.450% | 7/30/66 | EUR | 53,737 | 53,073 |
3 | Kingdom of Spain | 1.450% | 10/31/71 | EUR | 42,435 | 22,268 |
4,466,347 | ||||||
Supranational (4.0%) | ||||||
African Development Bank | 0.250% | 11/21/24 | EUR | 11,020 | 11,556 | |
African Development Bank | 0.875% | 12/16/24 | GBP | 3,242 | 3,828 | |
African Development Bank | 4.000% | 1/10/25 | AUD | 7,018 | 4,659 | |
African Development Bank | 4.500% | 6/2/26 | AUD | 3,052 | 2,063 | |
African Development Bank | 0.500% | 6/22/26 | GBP | 19,692 | 21,946 | |
African Development Bank | 0.125% | 10/7/26 | EUR | 1,951 | 1,948 | |
African Development Bank | 0.500% | 3/22/27 | EUR | 15,409 | 15,413 | |
African Development Bank | 3.300% | 7/27/27 | AUD | 491 | 317 | |
African Development Bank | 3.350% | 8/8/28 | AUD | 127 | 81 | |
African Development Bank | 0.500% | 3/21/29 | EUR | 17,477 | 16,667 | |
African Development Bank | 2.250% | 9/14/29 | EUR | 21,400 | 22,516 | |
Asian Development Bank | 3.500% | 5/30/24 | NZD | 9,794 | 5,922 | |
Asian Development Bank | 2.500% | 12/19/24 | GBP | 8,000 | 9,717 | |
Asian Development Bank | 1.625% | 1/28/25 | CAD | 5,536 | 3,905 | |
Asian Development Bank | 3.750% | 3/12/25 | AUD | 5,505 | 3,648 | |
Asian Development Bank | 3.700% | 6/17/25 | AUD | 20,000 | 13,246 | |
Asian Development Bank | 0.750% | 2/10/26 | CAD | 5,214 | 3,548 | |
Asian Development Bank | 1.342% | 6/18/26 | NOK | 58,000 | 5,059 | |
Asian Development Bank | 0.625% | 9/15/26 | GBP | 3,608 | 4,013 | |
Asian Development Bank | 3.000% | 10/14/26 | AUD | 900 | 583 | |
Asian Development Bank | 0.125% | 12/15/26 | GBP | 7,802 | 8,416 | |
Asian Development Bank | 4.650% | 2/16/27 | CAD | 1,368 | 1,050 | |
Asian Development Bank | 3.400% | 9/10/27 | AUD | 4,300 | 2,805 | |
Asian Development Bank | 0.250% | 10/28/27 | GBP | 6,582 | 6,919 | |
Asian Development Bank | 0.750% | 12/7/27 | GBP | 10,635 | 11,401 | |
Asian Development Bank | 1.100% | 3/2/28 | AUD | 8,535 | 4,968 | |
Asian Development Bank | 1.500% | 5/4/28 | CAD | 2,600 | 1,757 | |
Asian Development Bank | 3.300% | 8/8/28 | AUD | 1,280 | 824 | |
Asian Development Bank | 3.100% | 6/15/29 | AUD | 4,500 | 2,834 | |
Asian Development Bank | 0.000% | 10/24/29 | EUR | 7,412 | 6,769 | |
Asian Development Bank | 0.025% | 1/31/30 | EUR | 3,566 | 3,231 | |
Asian Development Bank | 0.100% | 6/17/31 | EUR | 3,953 | 3,458 | |
Asian Development Bank | 1.950% | 7/22/32 | EUR | 9,175 | 9,224 | |
Asian Development Bank | 2.000% | 6/10/37 | EUR | 5,331 | 5,117 | |
Asian Infrastructure Investment Bank | 1.000% | 5/6/26 | AUD | 6,258 | 3,795 | |
Asian Infrastructure Investment Bank | 3.000% | 2/14/28 | EUR | 34,900 | 38,150 | |
Corp. Andina de Fomento | 1.125% | 2/13/25 | EUR | 7,369 | 7,701 | |
Corp. Andina de Fomento | 1.625% | 6/3/25 | EUR | 5,335 | 5,587 | |
Corp. Andina de Fomento | 0.250% | 2/4/26 | EUR | 300 | 297 | |
Corp. Andina de Fomento | 0.500% | 2/26/26 | CHF | 4,265 | 4,534 | |
Corp. Andina de Fomento | 2.375% | 7/13/27 | EUR | 3,960 | 4,090 | |
Corp. Andina de Fomento | 4.500% | 9/14/27 | AUD | 784 | 497 | |
Council of Europe Development Bank | 1.000% | 10/21/24 | CAD | 1,070 | 751 | |
Council of Europe Development Bank | 0.750% | 6/9/25 | EUR | 23,409 | 24,491 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Council of Europe Development Bank | 0.375% | 6/8/26 | EUR | 52,357 | 53,119 | |
Council of Europe Development Bank | 0.000% | 4/9/27 | EUR | 4,530 | 4,440 | |
Council of Europe Development Bank | 0.250% | 1/19/32 | EUR | 10,662 | 9,318 | |
EUROFIMA | 3.000% | 5/22/24 | CHF | 2,455 | 2,780 | |
EUROFIMA | 3.900% | 12/19/25 | AUD | 495 | 328 | |
EUROFIMA | 3.000% | 5/15/26 | CHF | 3,185 | 3,693 | |
EUROFIMA | 2.600% | 1/13/27 | AUD | 12,160 | 7,691 | |
EUROFIMA | 4.550% | 3/30/27 | CAD | 1,330 | 1,013 | |
EUROFIMA | 3.350% | 5/21/29 | AUD | 2,130 | 1,345 | |
Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 2.875% | 2/4/30 | CHF | 5,000 | 5,955 | |
European Bank for Reconstruction & Development | 0.000% | 10/17/24 | EUR | 4,876 | 5,118 | |
European Bank for Reconstruction & Development | 5.625% | 12/7/28 | GBP | 488 | 654 | |
5 | European Financial Stability Facility | 1.750% | 6/27/24 | EUR | 8,290 | 8,974 |
5 | European Financial Stability Facility | 0.400% | 2/17/25 | EUR | 30,363 | 31,883 |
5 | European Financial Stability Facility | 0.200% | 4/28/25 | EUR | 7,802 | 8,117 |
5 | European Financial Stability Facility | 0.500% | 7/11/25 | EUR | 14,628 | 15,254 |
5 | European Financial Stability Facility | 0.000% | 10/15/25 | EUR | 23,988 | 24,574 |
5 | European Financial Stability Facility | 0.400% | 5/31/26 | EUR | 39,783 | 40,573 |
5 | European Financial Stability Facility | 0.000% | 7/20/26 | EUR | 30,199 | 30,310 |
5 | European Financial Stability Facility | 0.750% | 5/3/27 | EUR | 22,287 | 22,570 |
5 | European Financial Stability Facility | 0.875% | 7/26/27 | EUR | 12,190 | 12,351 |
5 | European Financial Stability Facility | 0.000% | 10/13/27 | EUR | 19,000 | 18,388 |
5 | European Financial Stability Facility | 0.950% | 2/14/28 | EUR | 10,546 | 10,599 |
5 | European Financial Stability Facility | 0.875% | 9/5/28 | EUR | 7,997 | 7,924 |
5 | European Financial Stability Facility | 0.050% | 10/17/29 | EUR | 2,853 | 2,617 |
5 | European Financial Stability Facility | 2.750% | 12/3/29 | EUR | 2,683 | 2,926 |
5 | European Financial Stability Facility | 0.125% | 3/18/30 | EUR | 16,054 | 14,625 |
5 | European Financial Stability Facility | 0.000% | 1/20/31 | EUR | 50,851 | 44,762 |
5 | European Financial Stability Facility | 3.875% | 3/30/32 | EUR | 9,752 | 11,468 |
5 | European Financial Stability Facility | 2.875% | 2/16/33 | EUR | 20,000 | 21,754 |
5 | European Financial Stability Facility | 1.250% | 5/24/33 | EUR | 26,655 | 24,861 |
5 | European Financial Stability Facility | 3.000% | 9/4/34 | EUR | 2,536 | 2,764 |
5 | European Financial Stability Facility | 0.875% | 4/10/35 | EUR | 33,133 | 28,268 |
5 | European Financial Stability Facility | 3.375% | 4/3/37 | EUR | 20,095 | 22,504 |
5 | European Financial Stability Facility | 1.450% | 9/5/40 | EUR | 12,046 | 10,147 |
5 | European Financial Stability Facility | 1.700% | 2/13/43 | EUR | 18,100 | 15,427 |
5 | European Financial Stability Facility | 2.350% | 7/29/44 | EUR | 8,632 | 8,255 |
5 | European Financial Stability Facility | 1.200% | 2/17/45 | EUR | 19,797 | 14,985 |
5 | European Financial Stability Facility | 1.375% | 5/31/47 | EUR | 33,282 | 25,466 |
5 | European Financial Stability Facility | 1.800% | 7/10/48 | EUR | 21,896 | 17,947 |
5 | European Financial Stability Facility | 0.700% | 1/20/50 | EUR | 22,235 | 13,358 |
5 | European Financial Stability Facility | 0.050% | 1/18/52 | EUR | 13,710 | 6,071 |
5 | European Financial Stability Facility | 0.700% | 1/17/53 | EUR | 265 | 149 |
5 | European Financial Stability Facility | 1.750% | 7/17/53 | EUR | 4,262 | 3,295 |
5 | European Financial Stability Facility | 2.000% | 2/28/56 | EUR | 11,569 | 9,521 |
European Investment Bank | 0.050% | 5/24/24 | EUR | 38,149 | 40,599 | |
European Investment Bank | 0.200% | 7/15/24 | EUR | 19,503 | 20,712 | |
European Investment Bank | 1.750% | 7/30/24 | CAD | 6,895 | 4,933 | |
European Investment Bank | 4.750% | 8/7/24 | AUD | 1,593 | 1,067 | |
European Investment Bank | 0.875% | 9/13/24 | EUR | 16,092 | 17,168 | |
European Investment Bank | 0.750% | 11/15/24 | GBP | 14,349 | 16,981 | |
European Investment Bank | 1.900% | 1/22/25 | CAD | 8,900 | 6,327 | |
European Investment Bank | 1.625% | 2/4/25 | CHF | 1,235 | 1,383 | |
European Investment Bank | 0.000% | 3/25/25 | EUR | 11,464 | 11,910 | |
European Investment Bank | 0.125% | 4/15/25 | EUR | 14,628 | 15,216 | |
European Investment Bank | 5.500% | 4/15/25 | GBP | 1,634 | 2,085 | |
European Investment Bank | 1.125% | 6/19/25 | GBP | 15,500 | 18,193 | |
European Investment Bank | 0.375% | 7/16/25 | EUR | 11,263 | 11,712 | |
European Investment Bank | 2.750% | 9/15/25 | EUR | 19,503 | 21,334 | |
European Investment Bank | 4.500% | 10/15/25 | EUR | 7,314 | 8,336 | |
European Investment Bank | 2.900% | 10/17/25 | AUD | 37,662 | 24,501 | |
European Investment Bank | 0.000% | 3/13/26 | EUR | 4,876 | 4,945 | |
European Investment Bank | 0.375% | 4/14/26 | EUR | 26,979 | 27,578 | |
European Investment Bank | 0.875% | 5/15/26 | GBP | 5,000 | 5,676 | |
European Investment Bank | 3.100% | 8/17/26 | AUD | 17,243 | 11,237 | |
European Investment Bank | 2.750% | 8/25/26 | PLN | 4,898 | 1,052 | |
European Investment Bank | 1.000% | 9/21/26 | GBP | 1,560 | 1,762 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
European Investment Bank | 0.100% | 10/15/26 | EUR | 12,889 | 12,913 | |
European Investment Bank | 1.750% | 11/12/26 | SEK | 25,000 | 2,301 | |
European Investment Bank | 1.250% | 11/13/26 | EUR | 2,926 | 3,050 | |
European Investment Bank | 0.125% | 12/14/26 | GBP | 15,000 | 16,201 | |
European Investment Bank | 0.000% | 12/22/26 | EUR | 32,032 | 31,809 | |
European Investment Bank | 0.500% | 1/15/27 | EUR | 26,184 | 26,447 | |
European Investment Bank | 3.500% | 4/15/27 | EUR | 2,439 | 2,742 | |
European Investment Bank | 0.000% | 6/17/27 | EUR | 10,000 | 9,783 | |
European Investment Bank | 0.375% | 9/15/27 | EUR | 29,486 | 29,173 | |
European Investment Bank | 3.750% | 12/7/27 | GBP | 1,853 | 2,281 | |
European Investment Bank | 1.000% | 1/28/28 | CAD | 4,462 | 2,944 | |
European Investment Bank | 3.300% | 2/3/28 | AUD | 1,103 | 717 | |
European Investment Bank | 0.000% | 3/28/28 | EUR | 43,652 | 41,797 | |
European Investment Bank | 1.375% | 5/12/28 | SEK | 36,740 | 3,272 | |
European Investment Bank | 0.000% | 5/15/28 | EUR | 4,876 | 4,648 | |
European Investment Bank | 0.000% | 9/28/28 | EUR | 13,328 | 12,591 | |
European Investment Bank | 0.000% | 12/7/28 | GBP | 1,268 | 1,265 | |
European Investment Bank | 6.000% | 12/7/28 | GBP | 7,802 | 10,691 | |
European Investment Bank | 0.625% | 1/22/29 | EUR | 32,628 | 31,688 | |
European Investment Bank | 3.300% | 5/25/29 | AUD | 11,476 | 7,327 | |
European Investment Bank | 0.125% | 6/20/29 | EUR | 5,606 | 5,230 | |
European Investment Bank | 0.250% | 9/14/29 | EUR | 13,856 | 12,947 | |
European Investment Bank | 0.050% | 11/15/29 | EUR | 20,000 | 18,352 | |
European Investment Bank | 0.050% | 1/16/30 | EUR | 18,917 | 17,269 | |
European Investment Bank | 2.250% | 3/15/30 | EUR | 35,000 | 37,011 | |
European Investment Bank | 4.000% | 4/15/30 | EUR | 3,475 | 4,087 | |
European Investment Bank | 0.000% | 9/9/30 | EUR | 7,269 | 6,488 | |
European Investment Bank | 2.750% | 9/13/30 | EUR | 14,627 | 15,946 | |
European Investment Bank | 0.000% | 1/14/31 | EUR | 49,156 | 43,295 | |
European Investment Bank | 1.300% | 1/27/31 | AUD | 5,490 | 2,929 | |
European Investment Bank | 1.000% | 3/14/31 | EUR | 26,035 | 24,809 | |
European Investment Bank | 1.000% | 4/14/32 | EUR | 15,604 | 14,535 | |
European Investment Bank | 1.125% | 11/15/32 | EUR | 9,752 | 9,102 | |
European Investment Bank | 2.875% | 1/12/33 | EUR | 18,511 | 20,194 | |
European Investment Bank | 1.125% | 4/13/33 | EUR | 14,628 | 13,528 | |
European Investment Bank | 3.000% | 10/14/33 | EUR | 29,742 | 32,695 | |
European Investment Bank | 0.050% | 10/13/34 | EUR | 23,779 | 18,613 | |
European Investment Bank | 2.625% | 3/15/35 | EUR | 3,462 | 3,623 | |
European Investment Bank | 0.010% | 11/15/35 | EUR | 18,659 | 13,952 | |
European Investment Bank | 0.200% | 3/17/36 | EUR | 20,993 | 15,962 | |
European Investment Bank | 3.125% | 6/30/36 | CHF | 495 | 638 | |
European Investment Bank | 1.125% | 9/15/36 | EUR | 23,407 | 20,110 | |
European Investment Bank | 3.875% | 6/8/37 | GBP | 5,633 | 6,829 | |
European Investment Bank | 0.500% | 11/13/37 | EUR | 720 | 549 | |
European Investment Bank | 5.000% | 4/15/39 | GBP | 3,416 | 4,640 | |
European Investment Bank | 2.750% | 3/15/40 | EUR | 9,045 | 9,345 | |
European Investment Bank | 0.250% | 6/15/40 | EUR | 10,993 | 7,386 | |
European Investment Bank | 0.010% | 5/15/41 | EUR | 6,000 | 3,717 | |
European Investment Bank | 3.625% | 3/14/42 | EUR | 2,731 | 3,140 | |
European Investment Bank | 1.000% | 11/14/42 | EUR | 4,876 | 3,633 | |
European Investment Bank | 4.500% | 3/7/44 | GBP | 4,145 | 5,322 | |
European Investment Bank | 1.750% | 9/15/45 | EUR | 6,847 | 5,778 | |
European Investment Bank | 0.875% | 9/13/47 | EUR | 4,876 | 3,289 | |
European Investment Bank | 1.500% | 11/15/47 | EUR | 2,439 | 1,913 | |
European Investment Bank | 1.500% | 10/16/48 | EUR | 30,500 | 23,492 | |
European Investment Bank | 0.050% | 1/27/51 | EUR | 12,351 | 5,634 | |
European Investment Bank | 4.625% | 10/12/54 | GBP | 3,755 | 4,904 | |
European Stability Mechanism | 1.000% | 9/23/25 | EUR | 19,503 | 20,502 | |
European Stability Mechanism | 0.500% | 3/2/26 | EUR | 22,771 | 23,412 | |
European Stability Mechanism | 0.000% | 12/15/26 | EUR | 42,500 | 42,183 | |
European Stability Mechanism | 0.750% | 3/15/27 | EUR | 21,175 | 21,498 | |
European Stability Mechanism | 0.750% | 9/5/28 | EUR | 12,598 | 12,408 | |
European Stability Mechanism | 0.500% | 3/5/29 | EUR | 20,478 | 19,659 | |
European Stability Mechanism | 0.010% | 3/4/30 | EUR | 33,146 | 29,960 | |
European Stability Mechanism | 0.010% | 10/15/31 | EUR | 4,798 | 4,137 | |
European Stability Mechanism | 1.125% | 5/3/32 | EUR | 2,550 | 2,398 | |
European Stability Mechanism | 1.200% | 5/23/33 | EUR | 5,852 | 5,441 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
European Stability Mechanism | 1.625% | 11/17/36 | EUR | 19,479 | 17,744 | |
European Stability Mechanism | 1.750% | 10/20/45 | EUR | 4,876 | 4,093 | |
European Stability Mechanism | 1.800% | 11/2/46 | EUR | 20,455 | 17,226 | |
European Stability Mechanism | 1.850% | 12/1/55 | EUR | 17,645 | 13,850 | |
European Union | 0.500% | 4/4/25 | EUR | 29,256 | 30,681 | |
European Union | 0.800% | 7/4/25 | EUR | 42,883 | 45,026 | |
European Union | 0.000% | 11/4/25 | EUR | 28,573 | 29,259 | |
European Union | 0.000% | 3/4/26 | EUR | 47,392 | 48,103 | |
European Union | 0.000% | 7/6/26 | EUR | 53,409 | 53,762 | |
European Union | 3.000% | 9/4/26 | EUR | 3,475 | 3,835 | |
European Union | 2.000% | 10/4/27 | EUR | 120,841 | 128,234 | |
European Union | 2.500% | 11/4/27 | EUR | 9,264 | 10,027 | |
European Union | 2.875% | 4/4/28 | EUR | 2,439 | 2,684 | |
European Union | 0.000% | 6/2/28 | EUR | 63,700 | 60,687 | |
European Union | 0.000% | 10/4/28 | EUR | 30,216 | 28,511 | |
European Union | 0.000% | 7/4/29 | EUR | 35,098 | 32,395 | |
European Union | 1.375% | 10/4/29 | EUR | 7,802 | 7,824 | |
European Union | 1.625% | 12/4/29 | EUR | 113,393 | 115,109 | |
European Union | 0.000% | 10/4/30 | EUR | 3,000 | 2,671 | |
European Union | 0.750% | 4/4/31 | EUR | 25,969 | 24,250 | |
European Union | 0.000% | 4/22/31 | EUR | 17,863 | 15,637 | |
European Union | 0.000% | 7/4/31 | EUR | 84,195 | 73,171 | |
European Union | 1.000% | 7/6/32 | EUR | 81,210 | 75,401 | |
European Union | 2.750% | 2/4/33 | EUR | 24,000 | 25,838 | |
European Union | 1.250% | 4/4/33 | EUR | 12,190 | 11,382 | |
European Union | 3.250% | 7/4/34 | EUR | 23,000 | 25,617 | |
European Union | 0.000% | 7/4/35 | EUR | 36,676 | 27,707 | |
European Union | 1.125% | 4/4/36 | EUR | 9,752 | 8,505 | |
European Union | 0.250% | 4/22/36 | EUR | 25,620 | 19,575 | |
European Union | 0.200% | 6/4/36 | EUR | 51,634 | 38,690 | |
European Union | 0.400% | 2/4/37 | EUR | 63,606 | 48,276 | |
European Union | 0.875% | 3/11/37 | EUR | 3,132 | 2,569 | |
European Union | 1.125% | 6/4/37 | EUR | 1,496 | 1,254 | |
European Union | 2.750% | 12/4/37 | EUR | 10,017 | 10,415 | |
European Union | 3.375% | 4/4/38 | EUR | 1,305 | 1,465 | |
European Union | 3.375% | 10/4/38 | EUR | 65,761 | 72,829 | |
European Union | 0.100% | 10/4/40 | EUR | 28,358 | 18,172 | |
European Union | 0.450% | 7/4/41 | EUR | 31,314 | 21,057 | |
European Union | 3.750% | 4/4/42 | EUR | 4,876 | 5,682 | |
European Union | 3.375% | 11/4/42 | EUR | 49,208 | 54,221 | |
European Union | 1.250% | 2/4/43 | EUR | 2,911 | 2,251 | |
European Union | 0.450% | 5/2/46 | EUR | 19,811 | 11,964 | |
European Union | 0.750% | 1/4/47 | EUR | 32,693 | 21,188 | |
European Union | 2.625% | 2/4/48 | EUR | 53,342 | 51,774 | |
European Union | 0.300% | 11/4/50 | EUR | 15,943 | 8,217 | |
European Union | 0.700% | 7/6/51 | EUR | 47,278 | 27,555 | |
European Union | 2.500% | 10/4/52 | EUR | 25,312 | 23,385 | |
European Union | 3.000% | 3/4/53 | EUR | 44,852 | 45,815 | |
Inter-American Development Bank | 4.750% | 8/27/24 | AUD | 13,989 | 9,377 | |
Inter-American Development Bank | 1.700% | 10/10/24 | CAD | 6,097 | 4,338 | |
Inter-American Development Bank | 1.375% | 12/15/24 | GBP | 13,411 | 15,984 | |
Inter-American Development Bank | 0.750% | 10/15/25 | CAD | 2,314 | 1,584 | |
Inter-American Development Bank | 2.750% | 10/30/25 | AUD | 5,338 | 3,455 | |
Inter-American Development Bank | 1.250% | 12/15/25 | GBP | 11,956 | 13,804 | |
Inter-American Development Bank | 4.400% | 1/26/26 | CAD | 13 | 10 | |
Inter-American Development Bank | 4.250% | 6/11/26 | AUD | 637 | 429 | |
Inter-American Development Bank | 1.000% | 6/29/26 | CAD | 3,300 | 2,242 | |
Inter-American Development Bank | 0.500% | 9/15/26 | GBP | 4,876 | 5,391 | |
Inter-American Development Bank | 0.875% | 8/27/27 | CAD | 3,091 | 2,047 | |
Inter-American Development Bank | 2.125% | 12/15/28 | GBP | 5,331 | 6,011 | |
Inter-American Development Bank | 3.290% | 6/28/32 | AUD | 1,762 | 1,077 | |
International Bank for Reconstruction & Development | 1.800% | 7/26/24 | CAD | 5,703 | 4,087 | |
International Bank for Reconstruction & Development | 1.900% | 1/16/25 | CAD | 11,459 | 8,149 | |
International Bank for Reconstruction & Development | 4.250% | 6/24/25 | AUD | 6,170 | 4,133 | |
International Bank for Reconstruction & Development | 0.750% | 7/2/25 | CAD | 7,990 | 5,514 | |
International Bank for Reconstruction & Development | 2.900% | 11/26/25 | AUD | 5,093 | 3,309 | |
International Bank for Reconstruction & Development | 0.625% | 1/14/26 | CAD | 3,052 | 2,073 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
International Bank for Reconstruction & Development | 0.750% | 6/10/26 | NZD | 1,007 | 551 | |
International Bank for Reconstruction & Development | 0.250% | 7/22/26 | GBP | 2,439 | 2,695 | |
International Bank for Reconstruction & Development | 1.200% | 7/22/26 | CAD | 2,265 | 1,548 | |
International Bank for Reconstruction & Development | 3.000% | 10/19/26 | AUD | 8,081 | 5,238 | |
International Bank for Reconstruction & Development | 0.750% | 12/15/26 | GBP | 6,763 | 7,478 | |
International Bank for Reconstruction & Development | 0.000% | 1/15/27 | EUR | 22,515 | 22,224 | |
International Bank for Reconstruction & Development | 1.800% | 1/19/27 | CAD | 5,282 | 3,656 | |
International Bank for Reconstruction & Development | 0.250% | 9/23/27 | GBP | 9,752 | 10,317 | |
International Bank for Reconstruction & Development | 0.625% | 9/24/27 | NZD | 1,510 | 785 | |
International Bank for Reconstruction & Development | 0.875% | 9/28/27 | CAD | 2,649 | 1,753 | |
International Bank for Reconstruction & Development | 0.625% | 11/22/27 | EUR | 5,365 | 5,325 | |
International Bank for Reconstruction & Development | 0.010% | 4/24/28 | EUR | 29,171 | 27,790 | |
International Bank for Reconstruction & Development | 1.625% | 5/10/28 | NZD | 12,265 | 6,574 | |
International Bank for Reconstruction & Development | 0.625% | 7/14/28 | GBP | 19,078 | 20,007 | |
International Bank for Reconstruction & Development | 3.300% | 8/14/28 | AUD | 1,617 | 1,044 | |
International Bank for Reconstruction & Development | 4.875% | 12/7/28 | GBP | 100 | 130 | |
International Bank for Reconstruction & Development | 1.250% | 12/13/28 | GBP | 14,488 | 15,582 | |
International Bank for Reconstruction & Development | 0.250% | 5/21/29 | EUR | 10,300 | 9,665 | |
International Bank for Reconstruction & Development | 1.950% | 9/20/29 | CAD | 886 | 601 | |
International Bank for Reconstruction & Development | 1.000% | 12/21/29 | GBP | 2,130 | 2,203 | |
International Bank for Reconstruction & Development | 0.000% | 2/21/30 | EUR | 5,571 | 5,019 | |
International Bank for Reconstruction & Development | 0.500% | 4/16/30 | EUR | 2,633 | 2,451 | |
International Bank for Reconstruction & Development | 5.750% | 6/7/32 | GBP | 2,926 | 4,134 | |
International Bank for Reconstruction & Development | 0.625% | 1/12/33 | EUR | 25,257 | 22,216 | |
International Bank for Reconstruction & Development | 1.200% | 8/8/34 | EUR | 4,703 | 4,265 | |
International Bank for Reconstruction & Development | 0.500% | 6/21/35 | EUR | 2,156 | 1,751 | |
International Bank for Reconstruction & Development | 0.100% | 9/17/35 | EUR | 3,699 | 2,814 | |
International Bank for Reconstruction & Development | 0.700% | 10/22/46 | EUR | 8,840 | 5,759 | |
International Bank for Reconstruction & Development | 0.125% | 1/3/51 | EUR | 3,206 | 1,548 | |
International Bank for Reconstruction & Development | 0.200% | 1/21/61 | EUR | 2,633 | 1,026 | |
International Development Assn. | 0.750% | 9/21/28 | GBP | 2,498 | 2,610 | |
International Development Assn. | 0.000% | 7/15/31 | EUR | 10,662 | 9,198 | |
International Development Assn. | 0.350% | 4/22/36 | EUR | 10,861 | 8,480 | |
International Development Assn. | 1.750% | 5/5/37 | EUR | 15,000 | 13,890 | |
International Development Assn. | 0.700% | 1/17/42 | EUR | 7,760 | 5,491 | |
International Finance Corp. | 1.450% | 7/22/24 | AUD | 1,691 | 1,088 | |
International Finance Corp. | 1.375% | 9/13/24 | CAD | 1,658 | 1,177 | |
International Finance Corp. | 1.375% | 3/7/25 | GBP | 4,789 | 5,676 | |
International Finance Corp. | 4.000% | 4/3/25 | AUD | 4,314 | 2,872 | |
International Finance Corp. | 0.625% | 9/16/25 | CAD | 2,400 | 1,642 | |
International Finance Corp. | 0.250% | 12/15/25 | GBP | 4,974 | 5,596 | |
International Finance Corp. | 3.200% | 7/22/26 | AUD | 24,659 | 16,101 | |
International Finance Corp. | 0.875% | 9/15/26 | GBP | 7,310 | 8,205 | |
International Finance Corp. | 1.850% | 1/28/27 | CAD | 2,212 | 1,538 | |
International Finance Corp. | 0.750% | 7/22/27 | GBP | 4,876 | 5,305 | |
International Finance Corp. | 3.200% | 10/18/27 | AUD | 589 | 381 | |
International Finance Corp. | 0.750% | 5/24/28 | AUD | 10,000 | 5,676 | |
International Finance Corp. | 3.150% | 6/26/29 | AUD | 2,336 | 1,476 | |
International Finance Corp. | 1.250% | 2/6/31 | AUD | 10,000 | 5,319 | |
International Finance Corp. | 1.500% | 4/15/35 | AUD | 6,322 | 3,028 | |
Nordic Investment Bank | 0.125% | 6/10/24 | EUR | 12,043 | 12,769 | |
Nordic Investment Bank | 0.500% | 11/3/25 | EUR | 9,545 | 9,841 | |
Nordic Investment Bank | 0.125% | 12/15/26 | GBP | 17,632 | 19,007 | |
Nordic Investment Bank | 1.375% | 1/27/28 | SEK | 8,000 | 713 | |
3,950,098 | ||||||
Sweden (0.3%) | ||||||
Kingdom of Sweden | 2.500% | 5/12/25 | SEK | 63,320 | 6,128 | |
Kingdom of Sweden | 0.750% | 5/12/28 | SEK | 3,430 | 309 | |
Kingdom of Sweden | 0.750% | 11/12/29 | SEK | 190,485 | 16,779 | |
Kingdom of Sweden | 0.125% | 5/12/31 | SEK | 967,920 | 79,419 | |
Kingdom of Sweden | 2.250% | 6/1/32 | SEK | 197,155 | 19,140 | |
Kingdom of Sweden | 1.750% | 11/11/33 | SEK | 220,000 | 20,380 | |
Kingdom of Sweden | 3.500% | 3/30/39 | SEK | 8,895 | 989 | |
Kingdom of Sweden | 1.375% | 6/23/71 | SEK | 206,590 | 12,503 | |
Kommuninvest I Sverige AB | 1.000% | 10/2/24 | SEK | 97,950 | 9,213 | |
Kommuninvest I Sverige AB | 1.000% | 5/12/25 | SEK | 192,960 | 17,905 | |
Kommuninvest I Sverige AB | 0.750% | 2/4/26 | SEK | 346,410 | 31,346 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Kommuninvest I Sverige AB | 1.000% | 11/12/26 | SEK | 293,810 | 26,432 | |
Kommuninvest I Sverige AB | 0.875% | 5/16/29 | SEK | 50,000 | 4,224 | |
Kommuninvest I Sverige AB | 3.250% | 11/12/29 | SEK | 150,000 | 14,458 | |
Region Stockholm | 0.750% | 2/26/25 | EUR | 2,457 | 2,569 | |
Svensk Exportkredit AB | 2.750% | 2/23/28 | EUR | 25,000 | 26,980 | |
288,774 | ||||||
Switzerland (0.5%) | ||||||
Canton of Basel-Landschaft | 1.375% | 9/29/34 | CHF | 8,135 | 8,744 | |
Canton of Geneva Switzerland | 1.625% | 7/30/29 | CHF | 1,745 | 1,938 | |
Canton of Geneva Switzerland | 0.030% | 6/28/30 | CHF | 13,000 | 12,854 | |
Canton of Geneva Switzerland | 1.500% | 3/5/32 | CHF | 790 | 862 | |
Canton of Geneva Switzerland | 0.400% | 4/28/36 | CHF | 2,455 | 2,288 | |
Canton of Geneva Switzerland | 0.600% | 7/4/46 | CHF | 1,470 | 1,255 | |
Canton of Vaud | 2.000% | 10/24/33 | CHF | 4,365 | 4,987 | |
Canton of Zurich | 1.250% | 12/3/32 | CHF | 1,475 | 1,572 | |
Canton of Zurich | 2.000% | 7/29/38 | CHF | 4,900 | 5,672 | |
Canton of Zurich | 0.250% | 7/12/39 | CHF | 6,125 | 5,377 | |
Swiss Confederation | 1.250% | 6/11/24 | CHF | 10,382 | 11,627 | |
Swiss Confederation | 1.500% | 7/24/25 | CHF | 8,546 | 9,643 | |
Swiss Confederation | 1.250% | 5/28/26 | CHF | 91,283 | 102,848 | |
Swiss Confederation | 3.250% | 6/27/27 | CHF | 24,407 | 29,798 | |
Swiss Confederation | 4.000% | 4/8/28 | CHF | 102 | 131 | |
Swiss Confederation | 0.000% | 6/22/29 | CHF | 23,432 | 24,640 | |
Swiss Confederation | 2.250% | 6/22/31 | CHF | 28,111 | 34,462 | |
Swiss Confederation | 0.500% | 6/27/32 | CHF | 6,954 | 7,393 | |
Swiss Confederation | 3.500% | 4/8/33 | CHF | 10,088 | 13,866 | |
Swiss Confederation | 0.000% | 6/26/34 | CHF | 10,459 | 10,370 | |
Swiss Confederation | 0.250% | 6/23/35 | CHF | 10,869 | 10,966 | |
Swiss Confederation | 2.500% | 3/8/36 | CHF | 3,013 | 3,929 | |
Swiss Confederation | 1.250% | 6/27/37 | CHF | 14,813 | 16,710 | |
Swiss Confederation | 1.500% | 10/26/38 | CHF | 16,000 | 18,926 | |
Swiss Confederation | 0.000% | 7/24/39 | CHF | 18,615 | 17,119 | |
Swiss Confederation | 1.500% | 4/30/42 | CHF | 20,126 | 23,629 | |
Swiss Confederation | 0.500% | 6/28/45 | CHF | 25,243 | 24,395 | |
Swiss Confederation | 4.000% | 1/6/49 | CHF | 9,163 | 16,634 | |
Swiss Confederation | 0.500% | 5/24/55 | CHF | 10,062 | 9,206 | |
Swiss Confederation | 0.500% | 5/30/58 | CHF | 10,857 | 9,819 | |
Swiss Confederation | 2.000% | 6/25/64 | CHF | 2,351 | 3,449 | |
445,109 | ||||||
Thailand (0.8%) | ||||||
Kingdom of Thailand | 0.750% | 6/17/24 | THB | 1,635,618 | 47,351 | |
Kingdom of Thailand | 0.750% | 9/17/24 | THB | 510,000 | 14,717 | |
Kingdom of Thailand | 1.450% | 12/17/24 | THB | 1,110,518 | 32,316 | |
Kingdom of Thailand | 0.950% | 6/17/25 | THB | 1,672,226 | 47,996 | |
Kingdom of Thailand | 3.850% | 12/12/25 | THB | 612,082 | 18,788 | |
Kingdom of Thailand | 2.125% | 12/17/26 | THB | 703,592 | 20,663 | |
Kingdom of Thailand | 1.000% | 6/17/27 | THB | 1,732,978 | 48,625 | |
Kingdom of Thailand | 3.580% | 12/17/27 | THB | 470,725 | 14,684 | |
Kingdom of Thailand | 5.670% | 3/13/28 | THB | 58,761 | 2,008 | |
Kingdom of Thailand | 2.875% | 12/17/28 | THB | 1,067,863 | 32,412 | |
Kingdom of Thailand | 4.875% | 6/22/29 | THB | 852,018 | 28,761 | |
Kingdom of Thailand | 1.600% | 12/17/29 | THB | 1,106,839 | 31,221 | |
Kingdom of Thailand | 3.650% | 6/20/31 | THB | 602,289 | 19,194 | |
Kingdom of Thailand | 2.000% | 12/17/31 | THB | 1,749,182 | 49,551 | |
Kingdom of Thailand | 3.775% | 6/25/32 | THB | 738,415 | 23,945 | |
Kingdom of Thailand | 3.350% | 6/17/33 | THB | 950,000 | 29,865 | |
Kingdom of Thailand | 1.600% | 6/17/35 | THB | 196,901 | 5,161 | |
Kingdom of Thailand | 1.585% | 12/17/35 | THB | 1,280,397 | 33,187 | |
Kingdom of Thailand | 3.400% | 6/17/36 | THB | 1,449,997 | 45,540 | |
Kingdom of Thailand | 3.390% | 6/17/37 | THB | 564,000 | 17,769 | |
Kingdom of Thailand | 4.260% | 12/12/37 | THB | 135,638 | 4,521 | |
Kingdom of Thailand | 3.300% | 6/17/38 | THB | 1,278,753 | 39,491 | |
Kingdom of Thailand | 3.800% | 6/14/41 | THB | 73,451 | 2,424 | |
Kingdom of Thailand | 2.000% | 6/17/42 | THB | 1,009,882 | 25,537 | |
Kingdom of Thailand | 3.450% | 6/17/43 | THB | 510,000 | 16,021 | |
Kingdom of Thailand | 4.675% | 6/29/44 | THB | 451,239 | 16,698 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
Kingdom of Thailand | 2.875% | 6/17/46 | THB | 553,090 | 15,699 | |
Kingdom of Thailand | 3.140% | 6/17/47 | THB | 400,000 | 11,870 | |
Kingdom of Thailand | 1.875% | 6/17/49 | THB | 656,063 | 15,035 | |
Kingdom of Thailand | 2.750% | 6/17/52 | THB | 52,800 | 1,456 | |
Kingdom of Thailand | 4.850% | 6/17/61 | THB | 7,038 | 260 | |
Kingdom of Thailand | 4.000% | 6/17/66 | THB | 450,778 | 14,388 | |
Kingdom of Thailand | 3.600% | 6/17/67 | THB | 1,147,041 | 33,671 | |
Kingdom of Thailand | 2.500% | 6/17/71 | THB | 217,737 | 4,698 | |
Kingdom of Thailand | 4.000% | 6/17/72 | THB | 100,000 | 3,187 | |
768,710 | ||||||
United Kingdom (4.2%) | ||||||
1 | Community Finance Co. 1 plc | 5.017% | 7/31/34 | GBP | 2,097 | 2,621 |
6 | LCR Finance plc | 4.500% | 12/7/28 | GBP | 3,657 | 4,669 |
6 | LCR Finance plc | 4.500% | 12/7/38 | GBP | 780 | 988 |
6 | LCR Finance plc | 5.100% | 3/7/51 | GBP | 3,267 | 4,527 |
Transport for London | 2.125% | 4/24/25 | GBP | 1,966 | 2,316 | |
Transport for London | 3.875% | 7/23/42 | GBP | 282 | 294 | |
Transport for London | 3.625% | 5/15/45 | GBP | 2,281 | 2,227 | |
United Kingdom Gilt | 0.250% | 1/31/25 | GBP | 219,930 | 258,254 | |
United Kingdom Gilt | 5.000% | 3/7/25 | GBP | 61,293 | 78,274 | |
United Kingdom Gilt | 3.500% | 10/22/25 | GBP | 195,348 | 241,690 | |
United Kingdom Gilt | 1.500% | 7/22/26 | GBP | 50,000 | 58,671 | |
United Kingdom Gilt | 0.375% | 10/22/26 | GBP | 91,579 | 102,337 | |
United Kingdom Gilt | 4.125% | 1/29/27 | GBP | 193,063 | 244,157 | |
United Kingdom Gilt | 4.250% | 12/7/27 | GBP | 21,584 | 27,774 | |
United Kingdom Gilt | 0.125% | 1/31/28 | GBP | 86,987 | 92,656 | |
United Kingdom Gilt | 0.500% | 1/31/29 | GBP | 324,499 | 340,492 | |
United Kingdom Gilt | 0.875% | 10/22/29 | GBP | 24,924 | 26,456 | |
United Kingdom Gilt | 4.750% | 12/7/30 | GBP | 74,182 | 100,407 | |
United Kingdom Gilt | 0.250% | 7/31/31 | GBP | 92,008 | 87,868 | |
United Kingdom Gilt | 1.000% | 1/31/32 | GBP | 210,867 | 212,183 | |
United Kingdom Gilt | 4.250% | 6/7/32 | GBP | 67,195 | 88,540 | |
United Kingdom Gilt | 0.875% | 7/31/33 | GBP | 25,000 | 23,800 | |
United Kingdom Gilt | 4.500% | 9/7/34 | GBP | 56,116 | 75,229 | |
United Kingdom Gilt | 0.625% | 7/31/35 | GBP | 123,742 | 106,987 | |
United Kingdom Gilt | 4.250% | 3/7/36 | GBP | 100,887 | 131,956 | |
United Kingdom Gilt | 1.750% | 9/7/37 | GBP | 153,414 | 146,387 | |
United Kingdom Gilt | 3.750% | 1/29/38 | GBP | 50,000 | 61,168 | |
United Kingdom Gilt | 4.750% | 12/7/38 | GBP | 10,000 | 13,685 | |
United Kingdom Gilt | 1.125% | 1/31/39 | GBP | 69,557 | 57,899 | |
United Kingdom Gilt | 4.250% | 9/7/39 | GBP | 33,057 | 42,611 | |
United Kingdom Gilt | 4.250% | 12/7/40 | GBP | 30,453 | 39,216 | |
United Kingdom Gilt | 1.250% | 10/22/41 | GBP | 116,249 | 93,184 | |
United Kingdom Gilt | 4.500% | 12/7/42 | GBP | 61,370 | 81,634 | |
United Kingdom Gilt | 3.250% | 1/22/44 | GBP | 118,143 | 130,677 | |
United Kingdom Gilt | 3.500% | 1/22/45 | GBP | 60,740 | 69,556 | |
United Kingdom Gilt | 0.875% | 1/31/46 | GBP | 94,976 | 62,790 | |
United Kingdom Gilt | 4.250% | 12/7/46 | GBP | 96,489 | 123,617 | |
United Kingdom Gilt | 1.500% | 7/22/47 | GBP | 67,700 | 51,344 | |
United Kingdom Gilt | 1.750% | 1/22/49 | GBP | 56,167 | 44,570 | |
United Kingdom Gilt | 4.250% | 12/7/49 | GBP | 50,608 | 65,159 | |
United Kingdom Gilt | 0.625% | 10/22/50 | GBP | 41,212 | 22,649 | |
United Kingdom Gilt | 1.250% | 7/31/51 | GBP | 94,095 | 62,811 | |
United Kingdom Gilt | 3.750% | 7/22/52 | GBP | 49,139 | 58,375 | |
United Kingdom Gilt | 1.500% | 7/31/53 | GBP | 59,863 | 42,020 | |
United Kingdom Gilt | 3.750% | 10/22/53 | GBP | 40,645 | 48,079 | |
United Kingdom Gilt | 1.625% | 10/22/54 | GBP | 49,998 | 36,004 | |
United Kingdom Gilt | 4.250% | 12/7/55 | GBP | 77,289 | 100,780 | |
United Kingdom Gilt | 1.750% | 7/22/57 | GBP | 72,276 | 53,218 | |
United Kingdom Gilt | 4.000% | 1/22/60 | GBP | 51,133 | 64,568 | |
United Kingdom Gilt | 0.500% | 10/22/61 | GBP | 80,268 | 33,694 | |
United Kingdom Gilt | 2.500% | 7/22/65 | GBP | 59,956 | 53,521 | |
United Kingdom Gilt | 3.500% | 7/22/68 | GBP | 60,330 | 69,367 | |
United Kingdom Gilt | 1.625% | 10/22/71 | GBP | 76,164 | 50,014 |
Coupon | Maturity Date | Currency | Face Amount (000) | Market Value• ($000) | ||
United Kingdom Gilt | 1.125% | 10/22/73 | GBP | 33,509 | 17,382 | |
4,111,352 | ||||||
Total Sovereign Bonds (Cost $88,292,351) | 76,701,479 | |||||
Shares | ||||||
Temporary Cash Investments (0.6%) | ||||||
Money Market Fund (0.6%) | ||||||
13 | Vanguard Market Liquidity Fund (Cost $565,745) | 4.853% | 5,658,075 | 565,751 | ||
Total Investments (99.3%) (Cost $112,343,907) | 97,520,009 | |||||
Other Assets and Liabilities—Net (0.7%) | 729,563 | |||||
Net Assets (100.0%) | 98,249,572 | |||||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
2 | Guaranteed by the Republic of Austria. |
3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2023, the aggregate value was $11,486,251,000, representing 11.7% of net assets. |
4 | Guaranteed by the Republic of France. |
5 | Guaranteed by multiple countries. |
6 | Guaranteed by the Government of the United Kingdom. |
7 | Guaranteed by Commissioners of Her Majesty's Treasury. |
8 | Securities with a value of $596,243,000 have been segregated as collateral for open forward currency contracts. |
9 | Securities with a value of $1,166,886,000 have been pledged as collateral for open forward currency contracts. |
10 | Securities with a value of $7,866,000 have been segregated as initial margin for open futures contracts. |
11 | Guaranteed by the Federal Republic of Germany. |
12 | Face amount denominated in Indonesian rupiah. |
13 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
DAC—Designated Activity Company. | |
GMTN—Global Medium Term Note. | |
REIT—Real Estate Investment Trust. | |
AUD—Australian dollar. | |
CAD—Canadian dollar. | |
CHF—Swiss franc. | |
CLP—Chilean peso. | |
CNY—Chinese renminbi. | |
COP—Colombia peso. | |
CZK—Czech koruna. | |
DKK—Danish krone. | |
EUR—euro. | |
GBP—British pound. | |
HKD—Hong Kong dollar. | |
HUF—Hungarian forint. | |
IDR—Indonesian rupiah. | |
ILS—Israeli shekel. | |
JPY—Japanese yen. | |
KRW—Korean won. | |
MXN—Mexican peso. | |
MYR—Malaysian ringgit. | |
NOK—Norwegian krone. | |
NZD—New Zealand dollar. | |
PEN—Peruvian sol. | |
PLN—Polish zloty. | |
RON—Romania new leu. | |
SEK—Swedish krona. | |
SGD—Singapore dollar. | |
THB—Thai baht. | |
USD—U.S. dollar. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
Euro-Schatz | June 2023 | 2,074 | 241,504 | (26) |
KRW 10-Year Treasury Bond | June 2023 | 616 | 52,344 | 30 |
4 |
Forward Currency Contracts | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
UBS AG | 5/3/23 | CHF | 495,550 | USD | 556,766 | — | (2,177) | |
Toronto-Dominion Bank | 5/3/23 | CHF | 397,500 | USD | 446,604 | — | (1,746) | |
Bank of America, N.A. | 5/3/23 | CHF | 172,335 | USD | 192,553 | 314 | — | |
BNP Paribas | 5/3/23 | CHF | 26,500 | USD | 29,774 | — | (116) | |
State Street Bank & Trust Co. | 5/4/23 | CLP | 48,274,944 | USD | 59,289 | 477 | — | |
Toronto-Dominion Bank | 5/4/23 | CLP | 32,091,034 | USD | 39,951 | — | (221) | |
Wells Fargo Bank N.A. | 5/4/23 | CLP | 21,394,022 | USD | 26,553 | — | (67) | |
HSBC Bank plc | 5/5/23 | CNY | 5,078,600 | USD | 734,219 | — | (850) | |
State Street Bank & Trust Co. | 5/5/23 | CNY | 2,558,444 | USD | 369,664 | — | (215) | |
Standard Chartered Bank | 5/4/23 | CNY | 138,613 | USD | 20,022 | — | (8) | |
Toronto-Dominion Bank | 5/4/23 | COP | 457,378,284 | USD | 100,070 | — | (2,806) | |
Wells Fargo Bank N.A. | 5/4/23 | COP | 334,557,007 | USD | 73,024 | — | (1,878) | |
State Street Bank & Trust Co. | 5/4/23 | COP | 212,956,713 | USD | 46,376 | — | (1,089) | |
Toronto-Dominion Bank | 5/3/23 | CZK | 4,914,254 | USD | 230,057 | 47 | — | |
Deutsche Bank AG | 5/3/23 | CZK | 4,914,254 | USD | 229,853 | 251 | — | |
Morgan Stanley Capital Services Inc. | 5/3/23 | EUR | 4,770,000 | USD | 5,267,588 | — | (10,534) | |
Toronto-Dominion Bank | 5/3/23 | EUR | 4,274,199 | USD | 4,718,609 | — | (7,980) | |
Morgan Stanley Capital Services Inc. | 5/3/23 | EUR | 2,543,838 | USD | 2,799,543 | 4,041 | — | |
Bank of America, N.A. | 5/3/23 | EUR | 2,375,000 | USD | 2,618,926 | — | (1,420) | |
Bank of America, N.A. | 5/3/23 | EUR | 2,307,000 | USD | 2,535,898 | 6,664 | — | |
Bank of New York | 5/3/23 | EUR | 2,120,000 | USD | 2,333,749 | 2,719 | — | |
HSBC Bank plc | 5/3/23 | EUR | 2,090,000 | USD | 2,299,530 | 3,875 | — | |
UBS AG | 5/3/23 | EUR | 1,993,554 | USD | 2,199,974 | — | (2,861) | |
BNP Paribas | 5/3/23 | EUR | 1,650,434 | USD | 1,820,357 | — | (1,401) | |
Wells Fargo Bank N.A. | 5/3/23 | EUR | 1,590,000 | USD | 1,749,318 | 3,033 | — | |
HSBC Bank plc | 5/3/23 | EUR | 1,060,000 | USD | 1,170,823 | — | (2,589) | |
BNP Paribas | 5/3/23 | EUR | 1,060,000 | USD | 1,165,788 | 2,446 | — | |
Commonwealth Bank of Australia | 5/3/23 | EUR | 1,060,000 | USD | 1,165,152 | 3,082 | — |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
Toronto-Dominion Bank | 5/3/23 | EUR | 1,000,000 | USD | 1,101,100 | 1,008 | — | |
Royal Bank of Canada | 5/3/23 | EUR | 904,957 | USD | 999,708 | — | (2,348) | |
Standard Chartered Bank | 5/3/23 | EUR | 885,433 | USD | 977,519 | — | (1,675) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | EUR | 582,896 | USD | 643,147 | — | (733) | |
Deutsche Bank AG | 5/3/23 | EUR | 530,000 | USD | 587,187 | — | (3,070) | |
Bank of New York | 5/3/23 | EUR | 530,000 | USD | 585,650 | — | (1,533) | |
Wells Fargo Bank N.A. | 5/3/23 | EUR | 530,000 | USD | 584,908 | — | (791) | |
Deutsche Bank AG | 5/3/23 | EUR | 530,000 | USD | 584,034 | 84 | — | |
Royal Bank of Canada | 5/3/23 | EUR | 530,000 | USD | 583,265 | 852 | — | |
HSBC Bank plc | 5/3/23 | GBP | 2,513,686 | USD | 3,159,452 | — | (136) | |
Royal Bank of Canada | 5/3/23 | GBP | 1,290,845 | USD | 1,622,464 | — | (70) | |
UBS AG | 5/3/23 | GBP | 997,588 | USD | 1,253,869 | — | (54) | |
Toronto-Dominion Bank | 5/3/23 | GBP | 768,993 | USD | 966,547 | — | (42) | |
State Street Bank & Trust Co. | 6/2/23 | GBP | 69,000 | USD | 86,785 | — | (4) | |
Toronto-Dominion Bank | 6/2/23 | GBP | 25,000 | USD | 31,444 | — | (1) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | GBP | 16,000 | USD | 19,810 | 300 | — | |
Morgan Stanley Capital Services Inc. | 5/3/23 | GBP | 6,000 | USD | 7,433 | 108 | — | |
Wells Fargo Bank N.A. | 5/3/23 | HKD | 210,000 | USD | 26,752 | 4 | — | |
BNP Paribas | 5/3/23 | HUF | 61,905,466 | USD | 182,442 | 228 | — | |
Deutsche Bank AG | 5/3/23 | IDR | 8,457,548,200 | USD | 576,520 | — | (56) | |
Standard Chartered Bank | 5/3/23 | IDR | 6,257,629,000 | USD | 427,000 | — | (484) | |
Standard Chartered Bank | 5/3/23 | IDR | 1,635,019,800 | USD | 111,224 | 216 | — | |
Deutsche Bank AG | 5/2/23 | ILS | 533,335 | USD | 146,642 | 314 | — | |
Toronto-Dominion Bank | 5/2/23 | JPY | 143,609,790 | USD | 1,071,516 | — | (17,141) | |
UBS AG | 5/2/23 | JPY | 71,790,215 | USD | 536,709 | — | (9,630) | |
Wells Fargo Bank N.A. | 5/2/23 | JPY | 71,676,601 | USD | 534,501 | — | (8,256) | |
Bank of America, N.A. | 6/2/23 | JPY | 9,087,426 | USD | 67,060 | — | (29) | |
State Street Bank & Trust Co. | 5/2/23 | JPY | 3,695,000 | USD | 27,867 | — | (738) | |
Toronto-Dominion Bank | 6/2/23 | JPY | 1,308,574 | USD | 9,637 | 16 | — | |
State Street Bank & Trust Co. | 6/2/23 | JPY | 1,000,000 | USD | 7,378 | — | (2) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | KRW | 2,175,211,779 | USD | 1,624,119 | 1,349 | — | |
HSBC Bank plc | 5/3/23 | KRW | 736,786,400 | USD | 550,211 | 368 | — | |
BNP Paribas | 5/3/23 | KRW | 707,305,600 | USD | 528,195 | 352 | — | |
HSBC Bank plc | 5/3/23 | KRW | 697,034,600 | USD | 521,818 | — | (945) | |
State Street Bank & Trust Co. | 5/3/23 | KRW | 492,674,200 | USD | 372,496 | — | (4,336) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | KRW | 454,068,979 | USD | 339,427 | — | (116) | |
Standard Chartered Bank | 5/3/23 | KRW | 342,517,800 | USD | 256,348 | — | (396) |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
Deutsche Bank AG | 5/3/23 | KRW | 326,550,800 | USD | 243,968 | 53 | — | |
Standard Chartered Bank | 5/3/23 | KRW | 275,994,800 | USD | 206,105 | 138 | — | |
State Street Bank & Trust Co. | 5/3/23 | KRW | 244,913,200 | USD | 182,976 | 40 | — | |
BNP Paribas | 5/3/23 | MYR | 1,904,200 | USD | 427,123 | — | (135) | |
HSBC Bank plc | 5/3/23 | MYR | 1,157,544 | USD | 259,336 | 226 | — | |
BNP Paribas | 5/3/23 | MYR | 1,026,378 | USD | 230,056 | 93 | — | |
BNP Paribas | 5/3/23 | NOK | 1,925,000 | USD | 180,056 | 603 | — | |
Toronto-Dominion Bank | 5/3/23 | NOK | 225,052 | USD | 20,994 | 127 | — | |
Citibank, N.A. | 5/4/23 | PEN | 265,966 | USD | 71,245 | 497 | — | |
Wells Fargo Bank N.A. | 5/4/23 | PEN | 88,655 | USD | 23,654 | 260 | — | |
UBS AG | 5/4/23 | PEN | 42,047 | USD | 11,184 | 158 | — | |
Toronto-Dominion Bank | 5/4/23 | PLN | 1,026,045 | USD | 245,701 | 766 | — | |
Deutsche Bank AG | 5/4/23 | PLN | 516,880 | USD | 123,845 | 315 | — | |
Barclays Bank plc | 5/3/23 | RON | 345,850 | USD | 77,001 | 318 | — | |
Deutsche Bank AG | 5/3/23 | RON | 345,850 | USD | 76,977 | 342 | — | |
UBS AG | 5/3/23 | SEK | 3,009,192 | USD | 291,024 | 2,455 | — | |
Barclays Bank plc | 5/3/23 | SEK | 3,009,192 | USD | 290,884 | 2,596 | — | |
Deutsche Bank AG | 5/3/23 | SEK | 2,964,279 | USD | 287,643 | 1,456 | — | |
HSBC Bank plc | 5/3/23 | SGD | 685,033 | USD | 512,557 | 862 | — | |
Morgan Stanley Capital Services Inc. | 5/3/23 | SGD | 26,000 | USD | 19,581 | — | (95) | |
Standard Chartered Bank | 5/3/23 | THB | 12,463,858 | USD | 363,378 | 1,726 | — | |
JPMorgan Chase Bank, N.A. | 5/3/23 | THB | 7,393,200 | USD | 216,162 | 407 | — | |
Standard Chartered Bank | 5/3/23 | THB | 3,816,000 | USD | 111,808 | — | (25) | |
Deutsche Bank AG | 5/3/23 | THB | 2,605,400 | USD | 76,405 | — | (84) | |
Commonwealth Bank of Australia | 6/2/23 | USD | 1,789,045 | AUD | 2,703,590 | — | (2,440) | |
Commonwealth Bank of Australia | 5/2/23 | USD | 1,578,042 | AUD | 2,353,794 | 20,411 | — | |
JPMorgan Chase Bank, N.A. | 5/2/23 | USD | 1,306,349 | AUD | 1,948,540 | 16,896 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 1,192,696 | AUD | 1,802,393 | — | (1,626) | |
UBS AG | 6/2/23 | USD | 584,566 | AUD | 883,557 | — | (906) | |
UBS AG | 5/2/23 | USD | 544,151 | AUD | 811,651 | 7,038 | — | |
State Street Bank & Trust Co. | 5/2/23 | USD | 76,400 | AUD | 113,960 | 987 | — | |
BNP Paribas | 5/2/23 | USD | 37,942 | AUD | 56,595 | 490 | — | |
Morgan Stanley Capital Services Inc. | 5/2/23 | USD | 11,508 | AUD | 17,000 | 258 | — | |
Bank of America, N.A. | 5/2/23 | USD | 9,506 | AUD | 14,000 | 242 | — | |
Toronto-Dominion Bank | 5/2/23 | USD | 1,861,594 | CAD | 2,518,320 | 2,786 | — | |
Toronto-Dominion Bank | 6/2/23 | USD | 1,848,964 | CAD | 2,506,245 | — | (2,054) | |
Royal Bank of Canada | 6/2/23 | USD | 1,317,765 | CAD | 1,794,050 | — | (7,252) | |
Standard Chartered Bank | 5/2/23 | USD | 1,083,435 | CAD | 1,465,668 | 1,604 | — |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
Standard Chartered Bank | 6/2/23 | USD | 1,065,484 | CAD | 1,444,250 | — | (1,184) | |
State Street Bank & Trust Co. | 5/2/23 | USD | 845,081 | CAD | 1,142,547 | 1,750 | — | |
Bank of New York | 5/2/23 | USD | 797,966 | CAD | 1,080,000 | 802 | — | |
Commonwealth Bank of Australia | 6/2/23 | USD | 780,403 | CAD | 1,060,000 | — | (2,473) | |
Wells Fargo Bank N.A. | 5/2/23 | USD | 399,425 | CAD | 540,000 | 843 | — | |
Commonwealth Bank of Australia | 5/2/23 | USD | 399,159 | CAD | 540,000 | 578 | — | |
Bank of America, N.A. | 5/2/23 | USD | 398,983 | CAD | 540,000 | 401 | — | |
BNP Paribas | 6/2/23 | USD | 390,403 | CAD | 530,000 | — | (1,035) | |
Bank of New York | 6/2/23 | USD | 389,428 | CAD | 530,000 | — | (2,010) | |
Morgan Stanley Capital Services Inc. | 6/2/23 | USD | 220,104 | CAD | 298,572 | — | (410) | |
Royal Bank of Canada | 5/2/23 | USD | 154,001 | CAD | 208,332 | 228 | — | |
UBS AG | 5/2/23 | USD | 29,398 | CAD | 39,770 | 43 | — | |
BNP Paribas | 5/2/23 | USD | 29,398 | CAD | 39,770 | 43 | — | |
JPMorgan Chase Bank, N.A. | 5/2/23 | USD | 29,354 | CAD | 39,710 | 44 | — | |
UBS AG | 5/3/23 | USD | 719,848 | CHF | 655,549 | — | (13,803) | |
UBS AG | 6/2/23 | USD | 558,678 | CHF | 495,550 | 2,069 | — | |
Toronto-Dominion Bank | 5/3/23 | USD | 472,530 | CHF | 430,336 | — | (9,077) | |
Toronto-Dominion Bank | 6/2/23 | USD | 448,138 | CHF | 397,500 | 1,660 | — | |
Bank of America, N.A. | 6/2/23 | USD | 193,216 | CHF | 172,335 | — | (353) | |
BNP Paribas | 6/2/23 | USD | 29,876 | CHF | 26,500 | 111 | — | |
State Street Bank & Trust Co. | 5/3/23 | USD | 6,588 | CHF | 6,000 | — | (127) | |
State Street Bank & Trust Co. | 5/4/23 | USD | 80,693 | CLP | 64,123,556 | 1,306 | — | |
State Street Bank & Trust Co. | 6/5/23 | USD | 59,024 | CLP | 48,274,944 | — | (476) | |
Toronto-Dominion Bank | 6/5/23 | USD | 39,782 | CLP | 32,091,034 | 229 | — | |
Wells Fargo Bank N.A. | 6/5/23 | USD | 26,435 | CLP | 21,394,022 | 67 | — | |
Wells Fargo Bank N.A. | 5/4/23 | USD | 26,461 | CLP | 21,064,320 | 382 | — | |
UBS AG | 5/4/23 | USD | 20,851 | CLP | 16,572,125 | 334 | — | |
HSBC Bank plc | 5/5/23 | USD | 749,298 | CNY | 5,132,244 | 8,182 | — | |
HSBC Bank plc | 6/2/23 | USD | 736,065 | CNY | 5,078,600 | 877 | — | |
State Street Bank & Trust Co. | 6/2/23 | USD | 370,585 | CNY | 2,558,444 | 219 | — | |
State Street Bank & Trust Co. | 5/5/23 | USD | 366,082 | CNY | 2,504,800 | 4,379 | — | |
Standard Chartered Bank | 6/2/23 | USD | 20,073 | CNY | 138,613 | 7 | — | |
Toronto-Dominion Bank | 6/5/23 | USD | 99,382 | COP | 457,378,284 | 2,892 | — | |
State Street Bank & Trust Co. | 5/4/23 | USD | 91,167 | COP | 424,631,364 | 867 | — | |
Toronto-Dominion Bank | 5/4/23 | USD | 85,010 | COP | 397,320,031 | 517 | — | |
Wells Fargo Bank N.A. | 6/5/23 | USD | 72,530 | COP | 334,557,007 | 1,950 | — |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
State Street Bank & Trust Co. | 6/5/23 | USD | 46,066 | COP | 212,956,713 | 1,140 | — | |
Wells Fargo Bank N.A. | 5/4/23 | USD | 26,315 | COP | 123,363,608 | 81 | — | |
Bank of America, N.A. | 5/4/23 | USD | 12,788 | COP | 59,577,000 | 118 | — | |
BNP Paribas | 5/3/23 | USD | 278,217 | CZK | 6,027,818 | — | (4,028) | |
Toronto-Dominion Bank | 6/2/23 | USD | 229,726 | CZK | 4,914,254 | — | (30) | |
Deutsche Bank AG | 6/2/23 | USD | 229,523 | CZK | 4,914,254 | — | (233) | |
Toronto-Dominion Bank | 5/3/23 | USD | 167,104 | CZK | 3,616,691 | — | (2,243) | |
State Street Bank & Trust Co. | 5/3/23 | USD | 8,501 | CZK | 184,000 | — | (114) | |
Deutsche Bank AG | 6/2/23 | USD | 249,552 | DKK | 1,689,614 | — | (776) | |
Bank of America, N.A. | 6/2/23 | USD | 249,446 | DKK | 1,689,614 | — | (882) | |
BNP Paribas | 5/2/23 | USD | 244,105 | DKK | 1,666,614 | — | (2,305) | |
Deutsche Bank AG | 5/2/23 | USD | 243,998 | DKK | 1,666,614 | — | (2,412) | |
State Street Bank & Trust Co. | 5/2/23 | USD | 6,721 | DKK | 46,000 | — | (80) | |
State Street Bank & Trust Co. | 5/3/23 | USD | 14,884,238 | EUR | 13,670,000 | — | (181,585) | |
State Street Bank & Trust Co. | 6/2/23 | USD | 11,156,018 | EUR | 10,091,451 | 13,984 | — | |
Toronto-Dominion Bank | 5/3/23 | USD | 8,560,429 | EUR | 7,860,475 | — | (102,667) | |
Bank of America, N.A. | 5/3/23 | USD | 7,265,755 | EUR | 6,678,128 | — | (94,264) | |
HSBC Bank plc | 5/3/23 | USD | 6,413,640 | EUR | 5,910,000 | — | (99,820) | |
Morgan Stanley Capital Services Inc. | 6/2/23 | USD | 5,276,504 | EUR | 4,770,000 | 9,918 | — | |
Morgan Stanley Capital Services Inc. | 5/3/23 | USD | 4,677,506 | EUR | 4,290,000 | — | (50,537) | |
Toronto-Dominion Bank | 6/2/23 | USD | 4,726,705 | EUR | 4,274,199 | 7,534 | — | |
State Street Bank & Trust Co. | 6/2/23 | USD | 4,088,102 | EUR | 3,710,000 | — | (8,133) | |
Bank of New York | 5/3/23 | USD | 3,509,037 | EUR | 3,230,000 | — | (50,771) | |
Morgan Stanley Capital Services Inc. | 6/2/23 | USD | 2,804,297 | EUR | 2,543,838 | — | (4,369) | |
Bank of America, N.A. | 6/2/23 | USD | 2,623,393 | EUR | 2,375,000 | 1,142 | — | |
Bank of America, N.A. | 6/2/23 | USD | 2,540,260 | EUR | 2,307,000 | — | (6,913) | |
Bank of New York | 6/2/23 | USD | 2,337,740 | EUR | 2,120,000 | — | (2,966) | |
HSBC Bank plc | 6/2/23 | USD | 2,303,456 | EUR | 2,090,000 | — | (4,126) | |
Royal Bank of Canada | 5/3/23 | USD | 2,162,532 | EUR | 1,984,038 | — | (24,093) | |
UBS AG | 6/2/23 | USD | 2,144,537 | EUR | 1,940,000 | 2,571 | — | |
Wells Fargo Bank N.A. | 5/3/23 | USD | 1,743,275 | EUR | 1,600,000 | — | (20,099) | |
BNP Paribas | 6/2/23 | USD | 1,752,884 | EUR | 1,590,000 | — | (2,644) | |
Wells Fargo Bank N.A. | 6/2/23 | USD | 1,752,310 | EUR | 1,590,000 | — | (3,218) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | USD | 1,294,659 | EUR | 1,188,000 | — | (14,645) | |
BNP Paribas | 6/2/23 | USD | 1,179,815 | EUR | 1,067,547 | 1,131 | — | |
HSBC Bank plc | 6/2/23 | USD | 1,172,813 | EUR | 1,060,000 | 2,461 | — | |
Commonwealth Bank of Australia | 6/2/23 | USD | 1,167,162 | EUR | 1,060,000 | — | (3,190) | |
Toronto-Dominion Bank | 6/2/23 | USD | 1,103,002 | EUR | 1,000,000 | — | (1,104) |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
Royal Bank of Canada | 6/2/23 | USD | 1,001,401 | EUR | 904,957 | 2,233 | — | |
Standard Chartered Bank | 5/3/23 | USD | 980,477 | EUR | 901,000 | — | (12,523) | |
Standard Chartered Bank | 6/2/23 | USD | 979,188 | EUR | 885,433 | 1,576 | — | |
UBS AG | 5/3/23 | USD | 925,826 | EUR | 850,784 | — | (11,829) | |
Deutsche Bank AG | 6/2/23 | USD | 588,190 | EUR | 530,000 | 3,014 | — | |
Bank of New York | 6/2/23 | USD | 586,653 | EUR | 530,000 | 1,477 | — | |
Wells Fargo Bank N.A. | 6/2/23 | USD | 585,900 | EUR | 530,000 | 724 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 585,735 | EUR | 530,000 | 559 | — | |
Deutsche Bank AG | 6/2/23 | USD | 585,028 | EUR | 530,000 | — | (148) | |
Royal Bank of Canada | 6/2/23 | USD | 584,257 | EUR | 530,000 | — | (919) | |
Commonwealth Bank of Australia | 5/3/23 | USD | 578,533 | EUR | 530,000 | — | (5,584) | |
HSBC Bank plc | 6/2/23 | USD | 3,161,523 | GBP | 2,513,686 | 63 | — | |
HSBC Bank plc | 5/3/23 | USD | 2,898,878 | GBP | 2,343,115 | — | (46,056) | |
Toronto-Dominion Bank | 5/3/23 | USD | 1,784,156 | GBP | 1,442,100 | — | (28,341) | |
Royal Bank of Canada | 6/2/23 | USD | 1,623,527 | GBP | 1,290,845 | 32 | — | |
UBS AG | 6/2/23 | USD | 1,254,691 | GBP | 997,588 | 25 | — | |
UBS AG | 5/3/23 | USD | 1,207,907 | GBP | 976,331 | — | (19,191) | |
Royal Bank of Canada | 5/3/23 | USD | 979,645 | GBP | 791,829 | — | (15,563) | |
Toronto-Dominion Bank | 6/2/23 | USD | 967,181 | GBP | 768,993 | 19 | — | |
Toronto-Dominion Bank | 6/2/23 | USD | 59,101 | GBP | 47,000 | — | (11) | |
State Street Bank & Trust Co. | 5/3/23 | USD | 24,791 | GBP | 20,000 | — | (347) | |
Bank of New York | 5/3/23 | USD | 19,994 | GBP | 16,000 | — | (116) | |
Morgan Stanley Capital Services Inc. | 5/3/23 | USD | 4,623 | GBP | 3,737 | — | (73) | |
HSBC Bank plc | 5/3/23 | USD | 26,794 | HKD | 210,000 | 38 | — | |
Wells Fargo Bank N.A. | 6/2/23 | USD | 26,788 | HKD | 210,000 | — | (6) | |
BNP Paribas | 6/2/23 | USD | 180,692 | HUF | 61,905,466 | — | (154) | |
BNP Paribas | 5/3/23 | USD | 175,338 | HUF | 61,905,466 | — | (7,331) | |
Deutsche Bank AG | 5/3/23 | USD | 659,536 | IDR | 9,899,635,400 | — | (15,220) | |
Deutsche Bank AG | 6/6/23 | USD | 576,060 | IDR | 8,457,548,200 | 88 | — | |
Standard Chartered Bank | 5/3/23 | USD | 429,484 | IDR | 6,450,561,600 | — | (10,180) | |
Standard Chartered Bank | 6/6/23 | USD | 426,656 | IDR | 6,257,629,000 | 504 | — | |
Standard Chartered Bank | 6/6/23 | USD | 111,140 | IDR | 1,635,019,800 | — | (208) | |
BNP Paribas | 6/2/23 | USD | 146,662 | ILS | 533,336 | — | (438) | |
Toronto-Dominion Bank | 5/2/23 | USD | 148,983 | ILS | 533,335 | 2,027 | — | |
BNP Paribas | 5/2/23 | USD | 147,568 | ILS | 533,335 | 613 | — | |
Deutsche Bank AG | 6/2/23 | USD | 146,774 | ILS | 533,335 | — | (325) | |
Toronto-Dominion Bank | 6/2/23 | USD | 3,889,805 | JPY | 524,635,263 | 19,967 | — | |
Royal Bank of Canada | 5/2/23 | USD | 2,236,272 | JPY | 296,429,000 | 59,907 | — | |
Wells Fargo Bank N.A. | 5/2/23 | USD | 1,894,375 | JPY | 251,240,560 | 49,781 | — |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
JPMorgan Chase Bank, N.A. | 5/2/23 | USD | 1,818,192 | JPY | 241,219,384 | 47,173 | — | |
UBS AG | 5/2/23 | USD | 1,796,919 | JPY | 236,344,160 | 61,695 | — | |
Wells Fargo Bank N.A. | 6/2/23 | USD | 1,594,145 | JPY | 214,811,215 | 9,645 | — | |
Royal Bank of Canada | 6/2/23 | USD | 1,360,165 | JPY | 184,346,725 | 379 | — | |
Toronto-Dominion Bank | 5/2/23 | USD | 1,381,981 | JPY | 183,377,347 | 35,634 | — | |
BNP Paribas | 5/2/23 | USD | 1,369,572 | JPY | 181,543,800 | 36,688 | — | |
Bank of America, N.A. | 6/2/23 | USD | 1,307,357 | JPY | 177,189,441 | 364 | — | |
BNP Paribas | 6/2/23 | USD | 1,307,357 | JPY | 177,189,441 | 364 | — | |
Standard Chartered Bank | 6/2/23 | USD | 1,307,357 | JPY | 177,189,441 | 364 | — | |
Bank of America, N.A. | 5/2/23 | USD | 1,322,451 | JPY | 175,297,500 | 35,427 | — | |
Standard Chartered Bank | 5/2/23 | USD | 1,322,451 | JPY | 175,297,500 | 35,427 | — | |
Bank of New York | 5/2/23 | USD | 1,086,058 | JPY | 143,765,484 | 30,540 | — | |
HSBC Bank plc | 5/2/23 | USD | 543,568 | JPY | 71,798,269 | 16,429 | — | |
UBS AG | 6/2/23 | USD | 539,200 | JPY | 71,790,215 | 9,658 | — | |
Morgan Stanley Capital Services Inc. | 6/2/23 | USD | 529,617 | JPY | 71,623,660 | 1,303 | — | |
Bank of New York | 6/2/23 | USD | 530,393 | JPY | 71,587,444 | 2,347 | — | |
HSBC Bank plc | 6/2/23 | USD | 528,111 | JPY | 71,552,107 | 325 | — | |
BNP Paribas | 6/2/23 | USD | 527,164 | JPY | 71,528,736 | — | (449) | |
UBS AG | 6/2/23 | USD | 526,659 | JPY | 71,528,736 | — | (954) | |
Morgan Stanley Capital Services Inc. | 6/2/23 | USD | 526,954 | JPY | 71,521,583 | — | (607) | |
Commonwealth Bank of Australia | 6/2/23 | USD | 145,083 | JPY | 19,635,000 | 250 | — | |
Commonwealth Bank of Australia | 5/2/23 | USD | 29,384 | JPY | 3,876,000 | 927 | — | |
JPMorgan Chase Bank, N.A. | 5/3/23 | USD | 1,007,709 | KRW | 1,349,423,579 | — | (673) | |
JPMorgan Chase Bank, N.A. | 5/3/23 | USD | 986,073 | KRW | 1,279,857,179 | 29,677 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 681,248 | KRW | 911,037,600 | — | (817) | |
HSBC Bank plc | 5/3/23 | USD | 568,595 | KRW | 736,786,400 | 18,018 | — | |
BNP Paribas | 5/3/23 | USD | 543,791 | KRW | 707,305,600 | 15,244 | — | |
HSBC Bank plc | 5/3/23 | USD | 520,524 | KRW | 697,034,600 | — | (347) | |
HSBC Bank plc | 6/2/23 | USD | 507,213 | KRW | 676,661,600 | 617 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 340,016 | KRW | 454,068,979 | 68 | — | |
State Street Bank & Trust Co. | 5/3/23 | USD | 348,574 | KRW | 453,170,200 | 9,934 | — | |
Standard Chartered Bank | 6/2/23 | USD | 256,790 | KRW | 342,517,800 | 358 | — | |
Standard Chartered Bank | 5/3/23 | USD | 255,782 | KRW | 342,517,800 | — | (171) | |
State Street Bank & Trust Co. | 6/2/23 | USD | 245,183 | KRW | 326,674,200 | 612 | — | |
Deutsche Bank AG | 6/2/23 | USD | 244,391 | KRW | 326,550,800 | — | (87) | |
Deutsche Bank AG | 5/3/23 | USD | 243,858 | KRW | 326,550,800 | — | (163) | |
Standard Chartered Bank | 5/3/23 | USD | 213,346 | KRW | 275,994,800 | 7,104 | — | |
State Street Bank & Trust Co. | 6/2/23 | USD | 183,295 | KRW | 244,913,200 | — | (64) |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
State Street Bank & Trust Co. | 5/3/23 | USD | 744,889 | MXN | 13,501,293 | — | (5,545) | |
State Street Bank & Trust Co. | 6/2/23 | USD | 528,240 | MXN | 9,585,397 | — | (1,053) | |
State Street Bank & Trust Co. | 6/2/23 | USD | 246,061 | MXN | 4,453,897 | 122 | — | |
JPMorgan Chase Bank, N.A. | 5/3/23 | USD | 19,935 | MXN | 362,000 | — | (185) | |
BNP Paribas | 5/3/23 | USD | 646,775 | MYR | 2,844,144 | 9,020 | — | |
BNP Paribas | 6/2/23 | USD | 428,013 | MYR | 1,904,200 | 80 | — | |
HSBC Bank plc | 5/3/23 | USD | 264,676 | MYR | 1,164,600 | 3,533 | — | |
HSBC Bank plc | 6/2/23 | USD | 259,886 | MYR | 1,157,544 | — | (250) | |
BNP Paribas | 6/2/23 | USD | 230,535 | MYR | 1,026,378 | — | (124) | |
BNP Paribas | 5/3/23 | USD | 191,224 | NOK | 2,000,000 | 3,527 | — | |
BNP Paribas | 6/2/23 | USD | 180,327 | NOK | 1,925,000 | — | (617) | |
Toronto-Dominion Bank | 6/2/23 | USD | 21,025 | NOK | 225,052 | — | (129) | |
UBS AG | 5/3/23 | USD | 14,394 | NOK | 150,052 | 311 | — | |
Commonwealth Bank of Australia | 6/2/23 | USD | 225,128 | NZD | 364,521 | — | (272) | |
Commonwealth Bank of Australia | 5/2/23 | USD | 222,443 | NZD | 355,521 | 2,590 | — | |
JPMorgan Chase Bank, N.A. | 5/2/23 | USD | 157,681 | NZD | 252,014 | 1,837 | — | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 150,086 | NZD | 243,014 | — | (181) | |
Citibank, N.A. | 6/5/23 | USD | 71,109 | PEN | 265,966 | — | (477) | |
Wells Fargo Bank N.A. | 5/4/23 | USD | 46,014 | PEN | 173,542 | — | (798) | |
Citibank, N.A. | 5/4/23 | USD | 35,631 | PEN | 133,875 | — | (481) | |
Toronto-Dominion Bank | 5/4/23 | USD | 23,715 | PEN | 89,250 | — | (359) | |
Wells Fargo Bank N.A. | 6/5/23 | USD | 23,611 | PEN | 88,655 | — | (251) | |
UBS AG | 6/5/23 | USD | 11,164 | PEN | 42,047 | — | (153) | |
Goldman Sachs & Co. | 6/5/23 | USD | 5,099 | PEN | 19,000 | — | (15) | |
Toronto-Dominion Bank | 6/2/23 | USD | 245,297 | PLN | 1,026,045 | — | (744) | |
Toronto-Dominion Bank | 5/4/23 | USD | 217,958 | PLN | 939,953 | — | (7,828) | |
BNP Paribas | 5/4/23 | USD | 130,940 | PLN | 563,972 | — | (4,531) | |
Deutsche Bank AG | 6/2/23 | USD | 123,642 | PLN | 516,880 | — | (304) | |
UBS AG | 5/4/23 | USD | 9,036 | PLN | 39,000 | — | (332) | |
Barclays Bank plc | 6/6/23 | USD | 76,944 | RON | 345,850 | — | (319) | |
Deutsche Bank AG | 6/6/23 | USD | 76,921 | RON | 345,850 | — | (342) | |
Deutsche Bank AG | 5/3/23 | USD | 74,580 | RON | 339,350 | — | (1,286) | |
Barclays Bank plc | 5/3/23 | USD | 74,530 | RON | 339,350 | — | (1,336) | |
HSBC Bank plc | 5/3/23 | USD | 2,890 | RON | 13,000 | — | (16) | |
UBS AG | 5/3/23 | USD | 597,946 | SEK | 6,181,464 | — | (4,918) | |
UBS AG | 6/2/23 | USD | 291,467 | SEK | 3,009,192 | — | (2,490) | |
Barclays Bank plc | 6/2/23 | USD | 291,326 | SEK | 3,009,192 | — | (2,632) | |
Deutsche Bank AG | 6/2/23 | USD | 288,075 | SEK | 2,964,279 | — | (1,495) | |
Toronto-Dominion Bank | 5/3/23 | USD | 255,033 | SEK | 2,649,199 | — | (3,337) | |
State Street Bank & Trust Co. | 6/2/23 | USD | 39,475 | SEK | 404,000 | 10 | — |
Forward Currency Contracts (continued) | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
State Street Bank & Trust Co. | 5/3/23 | USD | 14,682 | SEK | 152,000 | — | (142) | |
HSBC Bank plc | 6/5/23 | USD | 513,143 | SGD | 685,033 | — | (929) | |
BNP Paribas | 5/3/23 | USD | 259,455 | SGD | 344,585 | 1,196 | — | |
HSBC Bank plc | 5/3/23 | USD | 259,263 | SGD | 344,447 | 1,107 | — | |
State Street Bank & Trust Co. | 6/5/23 | USD | 19,512 | SGD | 26,000 | — | — | |
UBS AG | 5/3/23 | USD | 16,561 | SGD | 22,000 | 73 | — | |
JPMorgan Chase Bank, N.A. | 6/5/23 | USD | 9,005 | SGD | 12,000 | — | — | |
Standard Chartered Bank | 5/3/23 | USD | 527,586 | THB | 17,950,658 | 1,753 | — | |
Standard Chartered Bank | 6/2/23 | USD | 476,653 | THB | 16,279,858 | — | (1,759) | |
JPMorgan Chase Bank, N.A. | 6/2/23 | USD | 216,814 | THB | 7,393,200 | — | (449) | |
Standard Chartered Bank | 5/3/23 | USD | 128,325 | THB | 4,383,000 | — | (67) | |
BNP Paribas | 5/3/23 | USD | 115,494 | THB | 3,944,800 | — | (62) | |
Deutsche Bank AG | 6/2/23 | USD | 104,421 | THB | 3,549,214 | 120 | — | |
741,655 | (1,049,459) |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $111,778,162) | 96,954,258 |
Affiliated Issuers (Cost $565,745) | 565,751 |
Total Investments in Securities | 97,520,009 |
Investment in Vanguard | 3,455 |
Foreign Currency, at Value (Cost $779,436) | 780,338 |
Receivables for Investment Securities Sold | 318,896 |
Receivables for Accrued Income | 678,605 |
Receivables for Capital Shares Issued | 753,199 |
Unrealized Appreciation—Forward Currency Contracts | 741,655 |
Other Assets | 10,975 |
Total Assets | 100,807,132 |
Liabilities | |
Payables for Investment Securities Purchased | 1,501,547 |
Payables for Capital Shares Redeemed | 3,575 |
Payables to Vanguard | 2,937 |
Variation Margin Payable—Futures Contracts | 42 |
Unrealized Depreciation—Forward Currency Contracts | 1,049,459 |
Total Liabilities | 2,557,560 |
Net Assets | 98,249,572 |
At April 30, 2023, net assets consisted of: | |
Paid-in Capital | 109,631,012 |
Total Distributable Earnings (Loss) | (11,381,440) |
Net Assets | 98,249,572 |
Investor Shares—Net Assets | |
Applicable to 702,577,380 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 6,224,850 |
Net Asset Value Per Share—Investor Shares | $8.86 |
Institutional Shares—Net Assets | |
Applicable to 3,499,891,055 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 92,024,722 |
Net Asset Value Per Share—Institutional Shares | $26.29 |
Six Months Ended April 30, 2023 | ||
($000) | ||
Investment Income | ||
Income | ||
Interest1,2 | 714,478 | |
Total Income | 714,478 | |
Expenses | ||
The Vanguard Group—Note B | ||
Investment Advisory Services | 3,884 | |
Management and Administrative— Investor Shares | 3,350 | |
Management and Administrative— Institutional Shares | 23,917 | |
Marketing and Distribution— Investor Shares | 181 | |
Marketing and Distribution— Institutional Shares | 1,139 | |
Custodian Fees | 1,606 | |
Shareholders’ Reports—Investor Shares | 38 | |
Shareholders’ Reports—Institutional Shares | 225 | |
Trustees’ Fees and Expenses | 20 | |
Other Expenses | 17 | |
Total Expenses | 34,377 | |
Expenses Paid Indirectly | (41) | |
Net Expenses | 34,336 | |
Net Investment Income | 680,142 | |
Realized Net Gain (Loss) | ||
Investment Securities Sold1 | (3,204,991) | |
Futures Contracts | (31,434) | |
Forward Currency Contracts | (9,486,974) | |
Foreign Currencies | 1,939,686 | |
Realized Net Gain (Loss) | (10,783,713) | |
Change in Unrealized Appreciation (Depreciation) | ||
Investment Securities1 | 12,939,020 | |
Futures Contracts | 1,435 | |
Forward Currency Contracts | 76,837 | |
Foreign Currencies | 86,926 | |
Change in Unrealized Appreciation (Depreciation) | 13,104,218 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,000,647 |
1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $13,831,000, $12,000, $2,000, and $3,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Interest is net of foreign withholding taxes of $5,720,000. |
Six Months Ended April 30, 2023 | Year Ended October 31, 2022 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 680,142 | 666,622 | |
Realized Net Gain (Loss) | (10,783,713) | 12,407,955 | |
Change in Unrealized Appreciation (Depreciation) | 13,104,218 | (25,073,239) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,000,647 | (11,998,662) | |
Distributions | |||
Investor Shares | (42,890) | (37,383) | |
Admiral Shares | — | (121,120) | |
Institutional Shares | (637,652) | (718,541) | |
Total Distributions | (680,542) | (877,044) | |
Capital Share Transactions | |||
Investor Shares | 23,587 | 5,666,052 | |
Admiral Shares | — | (29,572,710) | |
Institutional Shares | 6,425,810 | 55,194,074 | |
Net Increase (Decrease) from Capital Share Transactions | 6,449,397 | 31,287,416 | |
Total Increase (Decrease) | 8,769,502 | 18,411,710 | |
Net Assets | |||
Beginning of Period | 89,480,070 | 71,068,360 | |
End of Period | 98,249,572 | 89,480,070 |
Investor Shares | |||
For a Share Outstanding Throughout Each Period | Six Months Ended April 30, 2023 | Year Ended October 31, | February 26, 20211 to October 31, 2021 |
2022 | |||
Net Asset Value, Beginning of Period | $8.64 | $9.95 | $10.00 |
Investment Operations | |||
Net Investment Income2 | .061 | .071 | .023 |
Net Realized and Unrealized Gain (Loss) on Investments | .220 | (1.288) | (.051) |
Total from Investment Operations | .281 | (1.217) | (.028) |
Distributions | |||
Dividends from Net Investment Income | (.061) | (.093) | (.022) |
Distributions from Realized Capital Gains | — | — | — |
Total Distributions | (.061) | (.093) | (.022) |
Net Asset Value, End of Period | $8.86 | $8.64 | $9.95 |
Total Return3 | 3.26% | -12.30% | -0.28% |
Ratios/Supplemental Data | |||
Net Assets, End of Period (Millions) | $6,225 | $6,048 | $1,326 |
Ratio of Total Expenses to Average Net Assets | 0.13%4 | 0.13%4 | 0.13%5 |
Ratio of Net Investment Income to Average Net Assets | 1.41% | 0.77% | 0.34%5 |
Portfolio Turnover Rate | 17% | 28%6 | 19%6 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.13%. |
5 | Annualized. |
6 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Institutional Shares | |||
For a Share Outstanding Throughout Each Period | Six Months Ended April 30, 2023 | Year Ended October 31, | February 17 20211 to October 31, 2021 |
2022 | |||
Net Asset Value, Beginning of Period | $25.65 | $29.53 | $30.00 |
Investment Operations | |||
Net Investment Income2 | .190 | .218 | .080 |
Net Realized and Unrealized Gain (Loss) on Investments | .639 | (3.810) | (.472) |
Total from Investment Operations | .829 | (3.592) | (.392) |
Distributions | |||
Dividends from Net Investment Income | (.189) | (.288) | (.078) |
Distributions from Realized Capital Gains | — | — | — |
Total Distributions | (.189) | (.288) | (.078) |
Net Asset Value, End of Period | $26.29 | $25.65 | $29.53 |
Total Return | 3.24% | -12.24% | -1.31% |
Ratios/Supplemental Data | |||
Net Assets, End of Period (Millions) | $92,025 | $83,432 | $39,147 |
Ratio of Total Expenses to Average Net Assets | 0.07%3 | 0.07%3 | 0.07%4 |
Ratio of Net Investment Income to Average Net Assets | 1.47% | 0.80% | 0.38%4 |
Portfolio Turnover Rate | 17% | 28%5 | 19%5 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |
4 | Annualized. |
5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
Assets Reflected in Statement of Assets and Liabilities1 ($000) | Liabilities Reflected in Statement of Assets and Liabilities1 ($000) | Net Amount Receivable (Payable) ($000) | Amounts Not Offset in the Statement of Assets and Liabilities | Net Exposure3 (Not Less Than $0) ($000) | ||
Collateral Pledged2 ($000) | Collateral Received2 ($000) | |||||
Derivatives Subject to Offsetting Arrangements, by Counterparty | ||||||
Bank of America, N.A. | 44,672 | (103,861) | (59,189) | 77,811 | — | — |
Bank of New York | 37,885 | (57,396) | (19,511) | 37,618 | — | — |
Barclays Bank plc | 2,914 | (4,287) | (1,373) | 984 | — | — |
BNP Paribas | 72,229 | (25,370) | 46,859 | — | 28,670 | 18,189 |
Citibank, N.A. | 497 | (958) | (461) | — | — | — |
Commonwealth Bank of Australia | 27,838 | (13,959) | 13,879 | — | 23,544 | — |
Deutsche Bank AG | 6,037 | (26,001) | (19,964) | 12,761 | — | — |
Goldman Sachs & Co. | — | (15) | (15) | — | — | — |
HSBC Bank plc | 56,981 | (156,064) | (99,083) | 82,144 | — | — |
JPMorgan Chase Bank, N.A. | 98,310 | (19,425) | 78,885 | — | 54,266 | 24,619 |
Morgan Stanley Capital Services Inc. | 15,628 | (66,625) | (50,997) | 57,847 | — | — |
Royal Bank of Canada | 63,631 | (50,245) | 13,386 | 6,659 | — | 13,386 |
Standard Chartered Bank | 50,777 | (28,680) | 22,097 | — | 8,270 | 13,827 |
State Street Bank & Trust Co. | 35,827 | (204,050) | (168,223) | 192,243 | — | — |
Toronto-Dominion Bank | 75,229 | (187,861) | (112,632) | 127,990 | — | — |
UBS AG | 86,430 | (69,298) | 17,132 | — | 9,106 | 8,026 |
Wells Fargo Bank N.A. | 66,770 | (35,364) | 31,406 | 186 | — | 31,406 |
Assets Reflected in Statement of Assets and Liabilities1 ($000) | Liabilities Reflected in Statement of Assets and Liabilities1 ($000) | Net Amount Receivable (Payable) ($000) | Amounts Not Offset in the Statement of Assets and Liabilities | Net Exposure3 (Not Less Than $0) ($000) | ||
Collateral Pledged2 ($000) | Collateral Received2 ($000) | |||||
Exchange-Traded Futures Contracts | — | (42) | (42) | 7,866 | — | — |
Total | 741,655 | (1,049,501) | (307,846) | 604,109 | 123,856 | 109,453 |
B. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | The fund’s custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the six months ended April 30, 2023, custodian fee offset arrangements reduced the fund’s expenses by $41,000 (an annual rate of less than 0.01% of average net assets). |
D. | Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 926 | — | 926 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 836 | — | 836 |
Corporate Bonds | — | 20,251,017 | — | 20,251,017 |
Sovereign Bonds | — | 76,701,479 | — | 76,701,479 |
Temporary Cash Investments | 565,751 | — | — | 565,751 |
Total | 565,751 | 96,954,258 | — | 97,520,009 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 30 | — | — | 30 |
Forward Currency Contracts | — | 741,655 | — | 741,655 |
Total | 30 | 741,655 | — | 741,685 |
Liabilities | ||||
Futures Contracts1 | 26 | — | — | 26 |
Forward Currency Contracts | — | 1,049,459 | — | 1,049,459 |
Total | 26 | 1,049,459 | — | 1,049,485 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
E. | At April 30, 2023, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows: |
Statement of Assets and Liabilities | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Unrealized Appreciation—Futures Contracts1 | 30 | — | 30 |
Unrealized Appreciation—Forward Currency Contracts | — | 741,655 | 741,655 |
Total Assets | 30 | 741,655 | 741,685 |
Unrealized Depreciation—Futures Contracts1 | 26 | — | 26 |
Unrealized Depreciation—Forward Currency Contracts | — | 1,049,459 | 1,049,459 |
Total Liabilities | 26 | 1,049,459 | 1,049,485 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Realized Net Gain (Loss) on Derivatives | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Futures Contracts | (31,434) | — | (31,434) |
Forward Currency Contracts | — | (9,486,974) | (9,486,974) |
Realized Net Gain (Loss) on Derivatives | (31,434) | (9,486,974) | (9,518,408) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | |||
Futures Contracts | 1,435 | — | 1,435 |
Forward Currency Contracts | — | 76,837 | 76,837 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | 1,435 | 76,837 | 78,272 |
F. | As of April 30, 2023, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 96,749,254 |
Gross Unrealized Appreciation | 17,365,907 |
Gross Unrealized Depreciation | (16,902,952) |
Net Unrealized Appreciation (Depreciation) | 462,955 |
G. | During the six months ended April 30, 2023, the fund purchased $15,358,589,000 of investment securities and sold $16,019,151,000 of investment securities, other than temporary cash investments. |
H. | Capital share transactions for each class of shares were: |
Six Months Ended April 30, 2023 | Year Ended October 31, 2022 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 32,563 | 3,757 | 29,836,924 | 3,083,561 | |
Issued in Lieu of Cash Distributions | 42,890 | 4,883 | 37,383 | 4,061 | |
Redeemed | (51,866) | (5,906) | (24,208,255) | (2,520,970) | |
Net Increase (Decrease)—Investor Shares | 23,587 | 2,734 | 5,666,052 | 566,652 | |
Admiral Shares | |||||
Issued | — | — | 1,076,656 | 54,717 | |
Issued in Lieu of Cash Distributions | — | — | 121,120 | 6,059 | |
Redeemed1 | — | — | (30,770,486) | (1,598,176) | |
Net Increase (Decrease)—Admiral Shares | — | — | (29,572,710) | (1,537,400) | |
Institutional Shares | |||||
Issued1 | 6,494,292 | 249,496 | 60,616,965 | 2,129,907 | |
Issued in Lieu of Cash Distributions | 637,652 | 24,455 | 718,541 | 26,329 | |
Redeemed | (706,134) | (27,001) | (6,141,432) | (228,841) | |
Net Increase (Decrease)—Institutional Shares | 6,425,810 | 246,950 | 55,194,074 | 1,927,395 |
1 | In February 2022, the fund closed Admiral shares. All the outstanding Admiral Shares automatically converted to Institutional Shares on February 10, 2022. Admiral Shares—Redeemed and Institutional Shares—Issued include 1,463,403,000 and 986,206,000 shares, respectively, in the amount of $28,126,605,000. |
I. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund’s investments and fund performance. |
J. | Management has determined that no events or transactions occurred subsequent to April 30, 2023, that would require recognition or disclosure in these financial statements. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended April 30, 2023 | |||
Beginning Account Value 10/31/2022 | Ending Account Value 4/30/2023 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Global Credit Bond Fund | |||
Investor Shares | $1,000.00 | $1,070.40 | $1.80 |
Admiral™ Shares | 1,000.00 | 1,070.90 | 1.28 |
Based on Hypothetical 5% Yearly Return | |||
Global Credit Bond Fund | |||
Investor Shares | $1,000.00 | $1,023.06 | $1.76 |
Admiral Shares | 1,000.00 | 1,023.56 | 1.25 |
United States | 53.8% |
United Kingdom | 9.2 |
Supranational | 4.1 |
France | 4.0 |
Japan | 3.1 |
Canada | 3.0 |
Australia | 2.9 |
Netherlands | 2.4 |
Mexico | 2.2 |
Germany | 2.0 |
Saudi Arabia | 1.8 |
Denmark | 1.3 |
Belgium | 1.3 |
Switzerland | 1.1 |
Luxembourg | 1.0 |
Other | 6.8 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (2.1%) | ||||||
1,2 | United States Treasury Note/Bond | 1.375% | 8/31/26 | 3,820 | 3,544 | |
United States Treasury Note/Bond | 3.125% | 2/15/42 | 400 | 365 | ||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 168 | 155 | ||
3 | United States Treasury Note/Bond | 3.375% | 8/15/42 | 1,040 | 979 | |
United States Treasury Note/Bond | 3.625% | 2/15/53 | 32 | 32 | ||
United States Treasury Note/Bond | 3.875% | 2/15/43 | 1,000 | 1,011 | ||
Total U.S. Government and Agency Obligations (Cost $6,053) | 6,086 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (0.2%) | ||||||
United States (0.2%) | ||||||
4 | CD Mortgage Trust Series 2018-CD7 | 5.011% | 8/15/51 | 50 | 43 | |
4,5 | EDvestinU Private Education Loan Issue No. 1 LLC Series 2019-A | 3.580% | 11/25/38 | 32 | 31 | |
4,5 | Ford Credit Auto Owner Trust Series 2022-1 | 4.670% | 11/15/34 | 100 | 98 | |
4,5 | Navient Private Education Loan Trust Series 2018-BA | 3.610% | 12/15/59 | 250 | 242 | |
4,5 | Progress Residential Trust Series 2022-SFR5 | 4.896% | 6/17/39 | 100 | 96 | |
4,5 | Santander Retail Auto Lease Trust Series 2020-B | 1.980% | 10/20/25 | 100 | 96 | |
4,5 | Toyota Auto Loan Extended Note Trust Series 2022-1A | 3.820% | 4/25/35 | 40 | 39 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $666) | 645 | |||||
Corporate Bonds (76.7%) | ||||||
Australia (2.7%) | ||||||
4,6 | Aurizon Finance Pty Ltd. | 3.000% | 3/9/28 | 1,000 | 580 | |
5 | Australia & New Zealand Banking Group Ltd. | 2.950% | 7/22/30 | 550 | 508 | |
BHP Billiton Finance USA Ltd. | 4.875% | 2/27/26 | 485 | 491 | ||
BHP Billiton Finance USA Ltd. | 4.750% | 2/28/28 | 565 | 574 | ||
Commonwealth Bank of Australia | 5.316% | 3/13/26 | 250 | 255 | ||
5 | CSL Finance plc | 4.750% | 4/27/52 | 370 | 351 | |
4,6 | DBNGP Finance Co. Pty Ltd. | 4.225% | 5/28/25 | 1,080 | 706 | |
6,7 | Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 2.900% | 6.463% | 5/28/30 | 1,250 | 839 | |
4,6 | Pacific National Finance Pty Ltd. | 5.400% | 5/12/27 | 1,190 | 761 | |
4,6 | Qantas Airways Ltd. | 4.750% | 10/12/26 | 1,100 | 719 | |
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 250 | 258 | ||
Rio Tinto Finance USA plc | 5.125% | 3/9/53 | 230 | 236 | ||
4,6 | United Energy Distribution Pty Ltd. | 3.850% | 10/23/24 | 1,070 | 703 | |
Westpac Banking Corp. | 1.953% | 11/20/28 | 200 | 175 | ||
4,6 | Westpac Banking Corp. | 4.334% | 8/16/29 | 500 | 325 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Westpac Banking Corp. | 2.894% | 2/4/30 | 500 | 470 | |
Westpac Banking Corp. | 2.963% | 11/16/40 | 75 | 51 | ||
8,002 | ||||||
Belgium (1.0%) | ||||||
4 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 230 | 231 | |
4 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 25 | 25 | |
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 468 | 445 | ||
4,8 | Anheuser-Busch InBev SA/NV | 2.750% | 3/17/36 | 1,000 | 971 | |
4,8 | Anheuser-Busch InBev SA/NV | 3.700% | 4/2/40 | 300 | 313 | |
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 360 | 368 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 240 | 265 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 244 | 259 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 89 | 77 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 89 | 85 | ||
3,039 | ||||||
Bermuda (0.1%) | ||||||
Triton Container International Ltd. | 3.250% | 3/15/32 | 260 | 205 | ||
Brazil (0.1%) | ||||||
Embraer Netherlands Finance BV | 5.400% | 2/1/27 | 300 | 289 | ||
Canada (1.8%) | ||||||
5 | 1011778 BC ULC | 3.875% | 1/15/28 | 7 | 7 | |
5 | 1011778 BC ULC | 4.375% | 1/15/28 | 38 | 36 | |
5 | Air Canada | 3.875% | 8/15/26 | 20 | 18 | |
Bank of Montreal | 5.203% | 2/1/28 | 300 | 305 | ||
4 | Bank of Nova Scotia | 3.450% | 4/11/25 | 270 | 262 | |
Bank of Nova Scotia | 4.750% | 2/2/26 | 300 | 299 | ||
Bank of Nova Scotia | 4.850% | 2/1/30 | 200 | 199 | ||
Canadian National Railway Co. | 3.850% | 8/5/32 | 200 | 192 | ||
Canadian National Railway Co. | 4.400% | 8/5/52 | 230 | 218 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 100 | 88 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 290 | 309 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 60 | 59 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 50 | 54 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 100 | 93 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 42 | 38 | ||
5 | Hudbay Minerals Inc. | 4.500% | 4/1/26 | 35 | 33 | |
Nutrien Ltd. | 5.900% | 11/7/24 | 30 | 30 | ||
Nutrien Ltd. | 5.950% | 11/7/25 | 75 | 77 | ||
Nutrien Ltd. | 4.900% | 3/27/28 | 85 | 85 | ||
Nutrien Ltd. | 4.200% | 4/1/29 | 125 | 122 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 70 | 64 | ||
Nutrien Ltd. | 5.800% | 3/27/53 | 155 | 161 | ||
5 | Parkland Corp. | 4.500% | 10/1/29 | 20 | 17 | |
5 | Rogers Communications Inc. | 3.800% | 3/15/32 | 85 | 76 | |
5 | Rogers Communications Inc. | 4.550% | 3/15/52 | 80 | 66 | |
4 | Royal Bank of Canada | 6.000% | 11/1/27 | 725 | 762 | |
Suncor Energy Inc. | 6.500% | 6/15/38 | 145 | 156 | ||
Toronto-Dominion Bank | 5.103% | 1/9/26 | 500 | 504 | ||
Toronto-Dominion Bank | 5.156% | 1/10/28 | 300 | 303 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 398 | 379 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 80 | 85 | ||
5 | Videotron Ltd. | 3.625% | 6/15/29 | 20 | 17 | |
5,114 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Denmark (1.3%) | ||||||
8 | Danske Bank A/S | 4.000% | 1/12/27 | 2,800 | 3,074 | |
8 | Danske Bank A/S | 4.125% | 1/10/31 | 600 | 662 | |
3,736 | ||||||
France (3.8%) | ||||||
4,8 | Airbus SE | 2.375% | 6/9/40 | 300 | 260 | |
4,8 | AXA SA | 3.875% | Perpetual | 1,188 | 1,260 | |
4,8 | Banque Federative du Credit Mutuel SA | 0.750% | 6/8/26 | 1,100 | 1,103 | |
4,8 | Banque Federative du Credit Mutuel SA | 2.625% | 11/6/29 | 1,200 | 1,198 | |
4,8 | Banque Federative du Credit Mutuel SA | 5.125% | 1/13/33 | 400 | 434 | |
4,9 | BNP Paribas SA | 2.875% | 2/24/29 | 400 | 435 | |
4,8 | BNP Paribas SA | 3.875% | 1/10/31 | 1,200 | 1,316 | |
8 | Credit Agricole SA | 0.625% | 1/12/28 | 700 | 676 | |
5 | Credit Agricole SA | 5.301% | 7/12/28 | 500 | 512 | |
4,8 | Credit Agricole SA | 4.000% | 1/18/33 | 500 | 555 | |
4,8 | Engie SA | 2.000% | 9/28/37 | 700 | 593 | |
8 | Engie SA | 1.250% | 10/24/41 | 300 | 205 | |
5 | SPCM SA | 3.125% | 3/15/27 | 10 | 9 | |
5 | SPCM SA | 3.375% | 3/15/30 | 22 | 18 | |
4,9 | TotalEnergies Capital International SA | 1.405% | 9/3/31 | 900 | 875 | |
9 | Westfield America Management Ltd. | 2.125% | 3/30/25 | 1,437 | 1,660 | |
11,109 | ||||||
Germany (0.9%) | ||||||
4,8 | Aroundtown SA | 0.000% | 7/16/26 | 300 | 247 | |
4,8 | Aroundtown SA | 2.875% | Perpetual | 110 | 38 | |
8 | ATF Netherlands BV | 7.078% | Perpetual | 500 | 248 | |
4 | Deutsche Bank AG | 2.222% | 9/18/24 | 150 | 147 | |
Deutsche Bank AG | 6.720% | 1/18/29 | 100 | 102 | ||
4 | Deutsche Bank AG | 3.547% | 9/18/31 | 200 | 167 | |
5 | Deutsche Telekom International Finance BV | 4.875% | 3/6/42 | 75 | 71 | |
5 | Siemens Financieringsmaatschappij NV | 1.200% | 3/11/26 | 520 | 477 | |
5 | Siemens Financieringsmaatschappij NV | 2.875% | 3/11/41 | 370 | 288 | |
5 | Volkswagen Group of America Finance LLC | 1.625% | 11/24/27 | 150 | 131 | |
4,8 | Volkswagen Leasing GmbH | 0.375% | 7/20/26 | 800 | 786 | |
2,702 | ||||||
Hong Kong (0.5%) | ||||||
8 | Cheung Kong Infrastructure Finance BVI Ltd. | 1.000% | 12/12/24 | 1,262 | 1,308 | |
Ireland (0.3%) | ||||||
AerCap Ireland Capital DAC | 1.150% | 10/29/23 | 150 | 147 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 150 | 144 | ||
AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 380 | 330 | ||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 150 | 113 | ||
5 | Avolon Holdings Funding Ltd. | 2.125% | 2/21/26 | 150 | 133 | |
867 | ||||||
Israel (0.0%) | ||||||
Teva Pharmaceutical Finance Netherlands III BV | 7.875% | 9/15/29 | 10 | 11 | ||
Teva Pharmaceutical Finance Netherlands III BV | 8.125% | 9/15/31 | 5 | 5 | ||
16 | ||||||
Italy (0.3%) | ||||||
5 | Enel Finance International NV | 1.375% | 7/12/26 | 200 | 179 | |
4,8 | Enel Finance International NV | 0.875% | 9/28/34 | 700 | 544 | |
5 | Enel Finance International NV | 4.750% | 5/25/47 | 200 | 172 | |
895 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Japan (1.6%) | ||||||
Mitsubishi UFJ Financial Group Inc. | 5.719% | 2/20/26 | 200 | 201 | ||
Mitsubishi UFJ Financial Group Inc. | 5.541% | 4/17/26 | 200 | 201 | ||
Mitsubishi UFJ Financial Group Inc. | 5.422% | 2/22/29 | 200 | 203 | ||
Mitsubishi UFJ Financial Group Inc. | 5.242% | 4/19/29 | 200 | 201 | ||
Mitsubishi UFJ Financial Group Inc. | 5.475% | 2/22/31 | 200 | 203 | ||
Mitsubishi UFJ Financial Group Inc. | 5.441% | 2/22/34 | 200 | 203 | ||
Mizuho Financial Group Inc. | 5.667% | 5/27/29 | 250 | 255 | ||
5 | Nissan Motor Co. Ltd. | 3.043% | 9/15/23 | 450 | 445 | |
5 | Nissan Motor Co. Ltd. | 4.810% | 9/17/30 | 5 | 4 | |
Nomura Holdings Inc. | 2.710% | 1/22/29 | 250 | 213 | ||
Sumitomo Mitsui Financial Group Inc. | 5.520% | 1/13/28 | 600 | 614 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 130 | 122 | ||
Sumitomo Mitsui Financial Group Inc. | 5.710% | 1/13/30 | 200 | 207 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 260 | 205 | ||
4,6,7 | Sumitomo Mitsui Financial Group Inc., 3M Australian Bank Bill Rate + 1.250% | 4.911% | 10/16/24 | 1,056 | 697 | |
5 | Sumitomo Mitsui Trust Bank Ltd. | 5.650% | 3/9/26 | 300 | 306 | |
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 100 | 77 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 100 | 72 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 200 | 141 | ||
4,570 | ||||||
Kazakhstan (0.1%) | ||||||
10 | Kazakhstan Temir Zholy National Co. JSC | 3.250% | 12/5/23 | 275 | 294 | |
Luxembourg (0.9%) | ||||||
4,8 | Blackstone Property Partners Europe Holdings Sarl | 2.000% | 2/15/24 | 600 | 639 | |
4,8 | Blackstone Property Partners Europe Holdings Sarl | 1.000% | 10/20/26 | 975 | 887 | |
8 | JAB Holdings BV | 4.750% | 6/29/32 | 300 | 336 | |
4,8 | Prologis International Funding II SA | 1.625% | 6/17/32 | 976 | 839 | |
2,701 | ||||||
Macao (0.0%) | ||||||
5 | Studio City Co. Ltd. | 7.000% | 2/15/27 | 10 | 9 | |
Malaysia (0.1%) | ||||||
4 | Petronas Capital Ltd. | 3.500% | 4/21/30 | 445 | 421 | |
Netherlands (2.3%) | ||||||
8 | ABN AMRO Bank NV | 0.600% | 1/15/27 | 1,500 | 1,459 | |
8 | ABN AMRO Bank NV | 4.500% | 11/21/34 | 400 | 442 | |
4,8 | Cooperatieve Rabobank UA | 4.625% | 1/27/28 | 900 | 1,007 | |
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 250 | 237 | ||
4,9 | NIBC Bank NV | 3.125% | 11/15/23 | 2,500 | 3,086 | |
Shell International Finance BV | 2.375% | 11/7/29 | 150 | 134 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 210 | 192 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 70 | 65 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 141 | 119 | ||
5 | UPC Broadband Finco BV | 4.875% | 7/15/31 | 15 | 13 | |
5 | VZ Secured Financing BV | 5.000% | 1/15/32 | 15 | 13 | |
6,767 | ||||||
Poland (0.0%) | ||||||
5 | Canpack SA | 3.875% | 11/15/29 | 37 | 30 | |
Spain (0.2%) | ||||||
Banco Santander SA | 5.147% | 8/18/25 | 400 | 397 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 25 | 24 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 250 | 217 | ||
638 | ||||||
Switzerland (1.1%) | ||||||
5 | Alcon Finance Corp. | 3.800% | 9/23/49 | 200 | 159 | |
Credit Suisse AG | 4.750% | 8/9/24 | 400 | 386 | ||
Credit Suisse AG | 5.000% | 7/9/27 | 200 | 193 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 150 | 140 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 320 | 298 | ||
5 | Credit Suisse Group AG | 4.282% | 1/9/28 | 200 | 181 | |
Novartis Capital Corp. | 2.750% | 8/14/50 | 60 | 44 | ||
5 | UBS Group AG | 4.703% | 8/5/27 | 775 | 748 | |
4,8 | Zurich Finance Ireland Designated Activity Co. | 1.875% | 9/17/50 | 600 | 528 | |
4,9 | Zurich Finance Ireland Designated Activity Co. | 5.125% | 11/23/52 | 400 | 457 | |
3,134 | ||||||
United Arab Emirates (0.3%) | ||||||
4 | Galaxy Pipeline Assets Bidco Ltd. | 2.625% | 3/31/36 | 1,000 | 825 | |
United Kingdom (8.1%) | ||||||
AstraZeneca Finance LLC | 1.200% | 5/28/26 | 75 | 69 | ||
AstraZeneca Finance LLC | 1.750% | 5/28/28 | 115 | 103 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 104 | 103 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 100 | 82 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 160 | 146 | ||
5 | BAE Systems plc | 3.000% | 9/15/50 | 400 | 281 | |
Barclays plc | 1.007% | 12/10/24 | 240 | 232 | ||
4 | Barclays plc | 2.852% | 5/7/26 | 200 | 188 | |
Barclays plc | 5.304% | 8/9/26 | 200 | 199 | ||
Barclays plc | 7.385% | 11/2/28 | 400 | 427 | ||
8 | Barclays plc | 0.577% | 8/9/29 | 400 | 354 | |
Barclays plc | 7.437% | 11/2/33 | 100 | 110 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 520 | 487 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 400 | 347 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 200 | 163 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 185 | 138 | ||
4,9 | BAT International Finance plc | 4.000% | 9/4/26 | 2,300 | 2,723 | |
4,8 | BAT Netherlands Finance BV | 5.375% | 2/16/31 | 300 | 328 | |
BP Capital Markets plc | 3.279% | 9/19/27 | 23 | 22 | ||
4,9 | Cadent Finance plc | 2.125% | 9/22/28 | 600 | 640 | |
4,9 | Centrica plc | 4.375% | 3/13/29 | 438 | 517 | |
8 | CK Hutchison Europe Finance 18 Ltd. | 2.000% | 4/13/30 | 1,100 | 1,050 | |
4,8 | Heathrow Funding Ltd. | 1.125% | 10/8/30 | 600 | 540 | |
4,9 | Heathrow Funding Ltd. | 2.750% | 8/9/49 | 400 | 314 | |
HSBC Holdings plc | 0.976% | 5/24/25 | 500 | 473 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 400 | 381 | ||
4 | HSBC Holdings plc | 2.099% | 6/4/26 | 255 | 237 | |
HSBC Holdings plc | 1.589% | 5/24/27 | 210 | 187 | ||
HSBC Holdings plc | 6.161% | 3/9/29 | 200 | 206 | ||
8 | HSBC Holdings plc | 0.641% | 9/24/29 | 1,500 | 1,366 | |
HSBC Holdings plc | 2.871% | 11/22/32 | 500 | 409 | ||
4 | HSBC Holdings plc | 6.500% | 9/15/37 | 125 | 126 | |
4,9 | HSBC Holdings plc | 6.000% | 3/29/40 | 300 | 344 | |
HSBC Holdings plc | 6.332% | 3/9/44 | 200 | 211 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 200 | 182 | ||
5 | Imperial Brands Finance plc | 6.125% | 7/27/27 | 200 | 206 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lloyds Banking Group plc | 0.695% | 5/11/24 | 405 | 404 | ||
4 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 275 | 269 | |
Lloyds Banking Group plc | 4.716% | 8/11/26 | 200 | 197 | ||
Lloyds Banking Group plc | 5.871% | 3/6/29 | 200 | 205 | ||
4,8 | National Grid Electricity Distribution East Midlands plc | 3.530% | 9/20/28 | 3,300 | 3,586 | |
4 | NatWest Group plc | 4.269% | 3/22/25 | 270 | 266 | |
4 | NatWest Group plc | 3.073% | 5/22/28 | 225 | 206 | |
4 | NatWest Group plc | 4.892% | 5/18/29 | 200 | 195 | |
RELX Capital Inc. | 3.000% | 5/22/30 | 100 | 90 | ||
5 | Rolls-Royce plc | 3.625% | 10/14/25 | 3 | 3 | |
5 | Rolls-Royce plc | 5.750% | 10/15/27 | 42 | 42 | |
9 | Rothesay Life plc | 8.000% | 10/30/25 | 600 | 773 | |
Santander UK Group Holdings plc | 6.833% | 11/21/26 | 300 | 305 | ||
Santander UK Group Holdings plc | 6.534% | 1/10/29 | 300 | 308 | ||
9 | Scottish Widows Ltd. | 5.500% | 6/16/23 | 1,475 | 1,852 | |
6,7 | Standard Chartered plc, 3M Australian Bank Bill Rate + 1.850% | 5.549% | 6/28/25 | 250 | 164 | |
9 | Utmost Group plc | 4.000% | 12/15/31 | 196 | 182 | |
Vodafone Group plc | 6.150% | 2/27/37 | 140 | 151 | ||
4,8 | Vodafone Group plc | 2.500% | 5/24/39 | 400 | 356 | |
Vodafone Group plc | 5.625% | 2/10/53 | 260 | 257 | ||
23,702 | ||||||
United States (49.2%) | ||||||
Abbott Laboratories | 4.900% | 11/30/46 | 125 | 129 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 120 | 116 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 175 | 172 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 39 | 38 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 15 | 14 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 418 | 370 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 240 | 210 | ||
Advance Auto Parts Inc. | 5.900% | 3/9/26 | 40 | 41 | ||
Advance Auto Parts Inc. | 5.950% | 3/9/28 | 40 | 41 | ||
5 | Advanced Drainage Systems Inc. | 6.375% | 6/15/30 | 5 | 5 | |
Advanced Micro Devices Inc. | 4.393% | 6/1/52 | 160 | 149 | ||
4 | AdventHealth Obligated Group | 2.795% | 11/15/51 | 300 | 203 | |
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 130 | 107 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 100 | 88 | ||
4 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 70 | 56 | |
4 | AEP Transmission Co. LLC | 2.750% | 8/15/51 | 100 | 67 | |
AEP Transmission Co. LLC | 5.400% | 3/15/53 | 90 | 95 | ||
Aflac Inc. | 1.125% | 3/15/26 | 55 | 50 | ||
Aflac Inc. | 4.750% | 1/15/49 | 50 | 46 | ||
Agree LP | 2.000% | 6/15/28 | 50 | 43 | ||
Agree LP | 2.600% | 6/15/33 | 60 | 48 | ||
4 | Air Lease Corp. | 2.875% | 1/15/26 | 125 | 117 | |
4 | Air Lease Corp. | 3.750% | 6/1/26 | 100 | 95 | |
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 125 | 97 | ||
4 | Alabama Power Co. | 1.450% | 9/15/30 | 430 | 347 | |
Alabama Power Co. | 4.150% | 8/15/44 | 50 | 43 | ||
Albemarle Corp. | 4.650% | 6/1/27 | 50 | 49 | ||
5 | Albertsons Cos. Inc. | 6.500% | 2/15/28 | 10 | 10 | |
Alexandria Real Estate Equities Inc. | 4.750% | 4/15/35 | 100 | 95 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 130 | 81 | ||
Alexandria Real Estate Equities Inc. | 5.150% | 4/15/53 | 100 | 92 | ||
Alleghany Corp. | 3.625% | 5/15/30 | 250 | 239 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Allina Health System | 3.887% | 4/15/49 | 130 | 110 | |
5 | Allison Transmission Inc. | 4.750% | 10/1/27 | 24 | ��� 23 | |
Allstate Corp. | 5.250% | 3/30/33 | 100 | 102 | ||
Ally Financial Inc. | 1.450% | 10/2/23 | 120 | 117 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 101 | 100 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 125 | 112 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 165 | 131 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 70 | 49 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 100 | 92 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 100 | 94 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 40 | 30 | ||
Amazon.com Inc. | 4.700% | 12/1/32 | 605 | 622 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 50 | 47 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 115 | 78 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 85 | 75 | ||
Ameren Corp. | 2.500% | 9/15/24 | 100 | 96 | ||
Ameren Corp. | 3.500% | 1/15/31 | 120 | 109 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 70 | 57 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 75 | 65 | ||
Ameren Illinois Co. | 5.900% | 12/1/52 | 130 | 147 | ||
5 | American Airlines Inc. | 11.750% | 7/15/25 | 5 | 6 | |
5 | American Airlines Inc. | 5.500% | 4/20/26 | 25 | 25 | |
5 | American Airlines Inc. | 7.250% | 2/15/28 | 6 | 6 | |
5 | American Airlines Inc. | 5.750% | 4/20/29 | 60 | 57 | |
5 | American Builders & Contractors Supply Co. Inc. | 3.875% | 11/15/29 | 10 | 9 | |
American Electric Power Co. Inc. | 2.031% | 3/15/24 | 100 | 97 | ||
American Express Co. | 3.950% | 8/1/25 | 600 | 589 | ||
American Express Co. | 5.850% | 11/5/27 | 300 | 314 | ||
American Express Co. | 4.420% | 8/3/33 | 200 | 192 | ||
4 | American Honda Finance Corp. | 1.200% | 7/8/25 | 66 | 61 | |
American Honda Finance Corp. | 4.750% | 1/12/26 | 145 | 147 | ||
American International Group Inc. | 4.800% | 7/10/45 | 32 | 29 | ||
American International Group Inc. | 4.375% | 6/30/50 | 105 | 90 | ||
American Tower Corp. | 3.375% | 10/15/26 | 170 | 162 | ||
American Tower Corp. | 3.600% | 1/15/28 | 100 | 95 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 230 | 199 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 80 | 69 | ||
Amgen Inc. | 5.250% | 3/2/25 | 385 | 388 | ||
Amgen Inc. | 2.200% | 2/21/27 | 125 | 116 | ||
Amgen Inc. | 5.150% | 3/2/28 | 605 | 619 | ||
Amgen Inc. | 3.350% | 2/22/32 | 135 | 122 | ||
Amgen Inc. | 5.150% | 11/15/41 | 61 | 59 | ||
Amgen Inc. | 5.600% | 3/2/43 | 110 | 113 | ||
Amgen Inc. | 3.375% | 2/21/50 | 340 | 251 | ||
Amgen Inc. | 5.650% | 3/2/53 | 85 | 88 | ||
Amgen Inc. | 2.770% | 9/1/53 | 147 | 94 | ||
Amgen Inc. | 5.750% | 3/2/63 | 60 | 62 | ||
5 | Antero Resources Corp. | 5.375% | 3/1/30 | 16 | 15 | |
Aon Corp. | 5.350% | 2/28/33 | 220 | 228 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 35 | 31 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 70 | 64 | ||
4 | Appalachian Power Co. | 4.500% | 3/1/49 | 30 | 26 | |
Apple Inc. | 3.250% | 8/8/29 | 520 | 498 | ||
Apple Inc. | 3.850% | 8/4/46 | 196 | 175 | ||
Apple Inc. | 4.100% | 8/8/62 | 250 | 223 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Aramark Services Inc. | 6.375% | 5/1/25 | 10 | 10 | |
5 | Arconic Corp. | 6.000% | 5/15/25 | 7 | 7 | |
5 | Ardagh Packaging Finance plc | 5.250% | 4/30/25 | 7 | 7 | |
Asbury Automotive Group Inc. | 4.500% | 3/1/28 | 46 | 42 | ||
5 | ASP Unifrax Holdings Inc. | 5.250% | 9/30/28 | 15 | 12 | |
AT&T Inc. | 3.800% | 2/15/27 | 140 | 136 | ||
AT&T Inc. | 4.350% | 3/1/29 | 273 | 268 | ||
4 | AT&T Inc. | 4.300% | 2/15/30 | 56 | 54 | |
AT&T Inc. | 2.550% | 12/1/33 | 130 | 105 | ||
AT&T Inc. | 4.500% | 5/15/35 | 130 | 122 | ||
AT&T Inc. | 4.900% | 8/15/37 | 245 | 236 | ||
4,9 | AT&T Inc. | 7.000% | 4/30/40 | 700 | 984 | |
AT&T Inc. | 3.500% | 6/1/41 | 95 | 75 | ||
AT&T Inc. | 4.750% | 5/15/46 | 70 | 63 | ||
AT&T Inc. | 3.500% | 9/15/53 | 235 | 168 | ||
AT&T Inc. | 3.550% | 9/15/55 | 213 | 151 | ||
AT&T Inc. | 3.800% | 12/1/57 | 111 | 81 | ||
AT&T Inc. | 3.650% | 9/15/59 | 130 | 92 | ||
5 | Athene Global Funding | 0.950% | 1/8/24 | 195 | 187 | |
AutoZone Inc. | 4.500% | 2/1/28 | 200 | 199 | ||
5 | Axalta Coating Systems LLC | 4.750% | 6/15/27 | 3 | 3 | |
Ball Corp. | 2.875% | 8/15/30 | 12 | 10 | ||
Ball Corp. | 3.125% | 9/15/31 | 15 | 12 | ||
4 | Bank of America Corp. | 4.000% | 1/22/25 | 75 | 74 | |
4 | Bank of America Corp. | 0.981% | 9/25/25 | 200 | 187 | |
4 | Bank of America Corp. | 3.366% | 1/23/26 | 86 | 83 | |
4 | Bank of America Corp. | 1.319% | 6/19/26 | 135 | 124 | |
Bank of America Corp. | 1.734% | 7/22/27 | 365 | 327 | ||
4 | Bank of America Corp. | 3.824% | 1/20/28 | 200 | 191 | |
4 | Bank of America Corp. | 4.948% | 7/22/28 | 140 | 140 | |
Bank of America Corp. | 6.204% | 11/10/28 | 440 | 459 | ||
4 | Bank of America Corp. | 3.419% | 12/20/28 | 235 | 218 | |
4 | Bank of America Corp. | 3.970% | 3/5/29 | 200 | 190 | |
Bank of America Corp. | 5.202% | 4/25/29 | 730 | 734 | ||
4 | Bank of America Corp. | 2.087% | 6/14/29 | 350 | 302 | |
4 | Bank of America Corp. | 3.194% | 7/23/30 | 165 | 147 | |
4 | Bank of America Corp. | 2.496% | 2/13/31 | 150 | 127 | |
4 | Bank of America Corp. | 1.898% | 7/23/31 | 115 | 92 | |
4,8 | Bank of America Corp. | 0.654% | 10/26/31 | 1,100 | 936 | |
Bank of America Corp. | 2.687% | 4/22/32 | 675 | 565 | ||
Bank of America Corp. | 5.288% | 4/25/34 | 250 | 251 | ||
4 | Bank of America Corp. | 4.078% | 4/23/40 | 200 | 174 | |
4 | Bank of America Corp. | 2.676% | 6/19/41 | 170 | 121 | |
Bank of America Corp. | 3.311% | 4/22/42 | 60 | 46 | ||
4 | Bank of America Corp. | 4.875% | 4/1/44 | 75 | 73 | |
4 | Bank of America Corp. | 3.946% | 1/23/49 | 35 | 29 | |
4 | Bank of America Corp. | 4.083% | 3/20/51 | 125 | 104 | |
4 | Bank of America Corp. | 2.831% | 10/24/51 | 70 | 46 | |
Bank of New York Mellon Corp. | 4.414% | 7/24/26 | 300 | 297 | ||
4 | Bank of New York Mellon Corp. | 5.802% | 10/25/28 | 450 | 470 | |
Bank of New York Mellon Corp. | 4.543% | 2/1/29 | 150 | 150 | ||
Bank of New York Mellon Corp. | 4.596% | 7/26/30 | 200 | 198 | ||
Bank of New York Mellon Corp. | 4.706% | 2/1/34 | 150 | 149 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 140 | 122 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 100 | 94 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Baxter International Inc. | 2.539% | 2/1/32 | 120 | 99 | ||
Baxter International Inc. | 3.132% | 12/1/51 | 135 | 89 | ||
Becton Dickinson & Co. | 4.693% | 2/13/28 | 100 | 101 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 36 | 34 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 40 | 37 | ||
8 | Becton Dickinson Euro Finance Sarl | 3.553% | 9/13/29 | 700 | 763 | |
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 100 | 69 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 45 | 42 | ||
Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | 250 | 213 | ||
8 | Berkshire Hathaway Inc. | 1.625% | 3/16/35 | 400 | 352 | |
5 | Berry Global Inc. | 4.875% | 7/15/26 | 28 | 27 | |
4 | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 180 | 121 | |
5 | Big River Steel LLC | 6.625% | 1/31/29 | 22 | 22 | |
5 | Blackstone Holdings Finance Co. LLC | 2.000% | 1/30/32 | 50 | 38 | |
Block Inc. | 3.500% | 6/1/31 | 3 | 2 | ||
Boeing Co. | 2.800% | 3/1/24 | 30 | 29 | ||
Boeing Co. | 4.875% | 5/1/25 | 265 | 264 | ||
Boeing Co. | 2.750% | 2/1/26 | 125 | 118 | ||
Boeing Co. | 2.250% | 6/15/26 | 10 | 9 | ||
Boeing Co. | 5.150% | 5/1/30 | 76 | 77 | ||
Boeing Co. | 3.550% | 3/1/38 | 100 | 79 | ||
Boeing Co. | 5.705% | 5/1/40 | 160 | 160 | ||
Boeing Co. | 3.750% | 2/1/50 | 110 | 83 | ||
Boeing Co. | 5.805% | 5/1/50 | 175 | 175 | ||
Boeing Co. | 5.930% | 5/1/60 | 135 | 133 | ||
Boston Properties LP | 3.250% | 1/30/31 | 300 | 245 | ||
4 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 120 | 115 | |
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 300 | 301 | ||
BP Capital Markets America Inc. | 2.721% | 1/12/32 | 110 | 96 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 120 | 84 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 50 | 35 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 718 | 687 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 15 | 12 | ||
Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 150 | 135 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 120 | 80 | ||
5 | Broadcom Inc. | 1.950% | 2/15/28 | 50 | 44 | |
Broadcom Inc. | 5.000% | 4/15/30 | 120 | 119 | ||
5 | Broadcom Inc. | 3.137% | 11/15/35 | 360 | 279 | |
5 | Broadcom Inc. | 3.187% | 11/15/36 | 145 | 110 | |
5 | Broadcom Inc. | 3.500% | 2/15/41 | 60 | 45 | |
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 325 | 351 | ||
5 | Cable One Inc. | 4.000% | 11/15/30 | 16 | 13 | |
5 | Caesars Resort Collection LLC | 5.750% | 7/1/25 | 17 | 17 | |
5 | Calpine Corp. | 5.125% | 3/15/28 | 25 | 23 | |
Camden Property Trust | 3.350% | 11/1/49 | 110 | 81 | ||
5 | Camelot Return Merger Sub Inc. | 8.750% | 8/1/28 | 30 | 28 | |
5 | Cameron LNG LLC | 3.701% | 1/15/39 | 180 | 152 | |
Campbell Soup Co. | 2.375% | 4/24/30 | 468 | 403 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 90 | 84 | ||
Capital One Financial Corp. | 5.468% | 2/1/29 | 90 | 89 | ||
Capital One Financial Corp. | 2.618% | 11/2/32 | 175 | 136 | ||
Capital One Financial Corp. | 5.817% | 2/1/34 | 250 | 244 | ||
4 | Capital One NA | 2.280% | 1/28/26 | 300 | 281 | |
5 | Cargill Inc. | 4.750% | 4/24/33 | 130 | 131 | |
5 | Cargo Aircraft Management Inc. | 4.750% | 2/1/28 | 10 | 9 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Carnival Corp. | 5.750% | 3/1/27 | 35 | 29 | |
5 | Carnival Corp. | 4.000% | 8/1/28 | 25 | 22 | |
5 | Carnival Holdings Bermuda Ltd. | 10.375% | 5/1/28 | 5 | 5 | |
Carrier Global Corp. | 2.700% | 2/15/31 | 350 | 301 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 100 | 78 | ||
5 | Catalent Pharma Solutions Inc. | 3.125% | 2/15/29 | 18 | 15 | |
5 | Catalent Pharma Solutions Inc. | 3.500% | 4/1/30 | 10 | 8 | |
Caterpillar Financial Services Corp. | 4.800% | 1/6/26 | 490 | 498 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 92 | 74 | ||
5 | CCO Holdings LLC | 5.000% | 2/1/28 | 20 | 19 | |
5 | CCO Holdings LLC | 6.375% | 9/1/29 | 15 | 14 | |
5 | CCO Holdings LLC | 4.750% | 3/1/30 | 45 | 39 | |
5 | Cedar Fair LP | 5.500% | 5/1/25 | 16 | 16 | |
Celanese US Holdings LLC | 5.900% | 7/5/24 | 55 | 55 | ||
Centene Corp. | 2.450% | 7/15/28 | 145 | 127 | ||
Centene Corp. | 3.000% | 10/15/30 | 14 | 12 | ||
Centene Corp. | 2.625% | 8/1/31 | 60 | 49 | ||
4 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 30 | 26 | |
4 | CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | 68 | 61 | |
4 | CenterPoint Energy Houston Electric LLC | 4.450% | 10/1/32 | 90 | 89 | |
CenterPoint Energy Houston Electric LLC | 4.950% | 4/1/33 | 90 | 92 | ||
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 65 | 53 | ||
CenterPoint Energy Houston Electric LLC | ���5.300% | 4/1/53 | 40 | 42 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 10 | 9 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 190 | 162 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 200 | 164 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 50 | 42 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 130 | 118 | ||
5 | Chart Industries Inc. | 7.500% | 1/1/30 | 5 | 5 | |
5 | Chart Industries Inc. | 9.500% | 1/1/31 | 2 | 2 | |
4 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 425 | 421 | |
Charter Communications Operating LLC | 4.200% | 3/15/28 | 70 | 66 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 80 | 77 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 200 | 135 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 85 | 79 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 285 | 233 | ||
5 | Chemours Co. | 4.625% | 11/15/29 | 27 | 22 | |
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 70 | 65 | ||
Cheniere Energy Inc. | 4.625% | 10/15/28 | 25 | 24 | ||
Cheniere Energy Partners LP | 4.000% | 3/1/31 | 25 | 22 | ||
Cheniere Energy Partners LP | 3.250% | 1/31/32 | 10 | 8 | ||
Chevron Corp. | 2.236% | 5/11/30 | 75 | 67 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 50 | 48 | ||
4 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 150 | 100 | |
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 220 | 179 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 82 | 76 | ||
5 | Churchill Downs Inc. | 5.500% | 4/1/27 | 33 | 32 | |
5 | Churchill Downs Inc. | 4.750% | 1/15/28 | 41 | 39 | |
Cigna Group | 1.250% | 3/15/26 | 150 | 137 | ||
Cigna Group | 2.375% | 3/15/31 | 75 | 64 | ||
Cigna Group | 4.800% | 8/15/38 | 155 | 150 | ||
Cigna Group | 3.400% | 3/15/50 | 150 | 110 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 210 | 200 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 150 | 142 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 100 | 95 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Citigroup Inc. | 4.300% | 11/20/26 | 150 | 147 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 125 | 122 | ||
Citigroup Inc. | 4.658% | 5/24/28 | 95 | 94 | ||
4 | Citigroup Inc. | 3.668% | 7/24/28 | 415 | 393 | |
Citigroup Inc. | 4.125% | 7/25/28 | 200 | 191 | ||
4 | Citigroup Inc. | 2.976% | 11/5/30 | 140 | 123 | |
4 | Citigroup Inc. | 2.572% | 6/3/31 | 500 | 423 | |
Citigroup Inc. | 2.561% | 5/1/32 | 165 | 137 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 90 | 83 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 55 | 51 | ||
4 | City of Hope | 4.378% | 8/15/48 | 80 | 68 | |
5 | Civitas Resources Inc. | 5.000% | 10/15/26 | 10 | 9 | |
5 | Clarios Global LP | 6.750% | 5/15/25 | 5 | 5 | |
5 | Clarios Global LP | 8.500% | 5/15/27 | 22 | 22 | |
5,11 | Clarios Global LP | 6.750% | 5/15/28 | 5 | 5 | |
CME Group Inc. | 2.650% | 3/15/32 | 200 | 175 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 90 | 86 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 135 | 125 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 200 | 199 | ||
5 | CNX Resources Corp. | 7.375% | 1/15/31 | 5 | 5 | |
Coca-Cola Co. | 3.000% | 3/5/51 | 50 | 39 | ||
5 | Cogent Communications Group Inc. | 7.000% | 6/15/27 | 15 | 15 | |
Comcast Corp. | 5.250% | 11/7/25 | 120 | 122 | ||
8 | Comcast Corp. | 0.000% | 9/14/26 | 2,000 | 1,968 | |
8 | Comcast Corp. | 0.250% | 5/20/27 | 439 | 427 | |
Comcast Corp. | 3.150% | 2/15/28 | 225 | 214 | ||
Comcast Corp. | 4.150% | 10/15/28 | 70 | 69 | ||
Comcast Corp. | 2.650% | 2/1/30 | 275 | 246 | ||
Comcast Corp. | 4.400% | 8/15/35 | 90 | 88 | ||
9 | Comcast Corp. | 1.875% | 2/20/36 | 400 | 360 | |
Comcast Corp. | 6.550% | 7/1/39 | 80 | 92 | ||
Comcast Corp. | 3.250% | 11/1/39 | 145 | 118 | ||
Comcast Corp. | 4.500% | 1/15/43 | 140 | 125 | ||
Comcast Corp. | 4.700% | 10/15/48 | 134 | 127 | ||
Comcast Corp. | 4.950% | 10/15/58 | 65 | 64 | ||
Comcast Corp. | 2.650% | 8/15/62 | 263 | 160 | ||
Comcast Corp. | 2.987% | 11/1/63 | 413 | 268 | ||
4 | CommonSpirit Health | 4.350% | 11/1/42 | 220 | 191 | |
Commonwealth Edison Co. | 4.900% | 2/1/33 | 50 | 51 | ||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 115 | 98 | ||
Commonwealth Edison Co. | 5.300% | 2/1/53 | 180 | 188 | ||
5 | CommScope Inc. | 6.000% | 3/1/26 | 8 | 8 | |
5 | CommScope Inc. | 7.125% | 7/1/28 | 21 | 15 | |
Connecticut Light & Power Co. | 5.250% | 1/15/53 | 175 | 184 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 100 | 113 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 65 | 59 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 180 | 151 | ||
4 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 65 | 66 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 160 | 165 | ||
4 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 100 | 84 | |
11 | Constellation Brands Inc. | 4.900% | 5/1/33 | 230 | 231 | |
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 100 | 106 | ||
Consumers Energy Co. | 3.600% | 8/15/32 | 115 | 107 | ||
5 | Continental Resources Inc. | 2.268% | 11/15/26 | 100 | 90 | |
5 | Continental Resources Inc. | 2.875% | 4/1/32 | 40 | 31 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Corebridge Financial Inc. | 3.500% | 4/4/25 | 100 | 96 | |
5 | Corebridge Financial Inc. | 3.650% | 4/5/27 | 90 | 85 | |
5 | Corebridge Financial Inc. | 3.850% | 4/5/29 | 170 | 155 | |
5 | Corebridge Financial Inc. | 3.900% | 4/5/32 | 100 | 88 | |
5 | Corebridge Financial Inc. | 4.350% | 4/5/42 | 100 | 83 | |
5 | Corebridge Financial Inc. | 4.400% | 4/5/52 | 150 | 117 | |
Corporate Office Properties LP | 2.250% | 3/15/26 | 175 | 156 | ||
Corporate Office Properties LP | 2.750% | 4/15/31 | 105 | 80 | ||
Coterra Energy Inc. | 3.900% | 5/15/27 | 40 | 39 | ||
Coterra Energy Inc. | 4.375% | 3/15/29 | 130 | 125 | ||
5 | Cox Communications Inc. | 4.800% | 2/1/35 | 100 | 93 | |
Crown Castle Inc. | 5.000% | 1/11/28 | 100 | 101 | ||
Crown Castle Inc. | 3.800% | 2/15/28 | 68 | 65 | ||
Crown Castle Inc. | 4.750% | 5/15/47 | 125 | 109 | ||
Crown Castle Inc. | 5.200% | 2/15/49 | 85 | 80 | ||
5 | CrownRock LP | 5.625% | 10/15/25 | 10 | 10 | |
5 | CSC Holdings LLC | 4.625% | 12/1/30 | 16 | 8 | |
5 | CSC Holdings LLC | 3.375% | 2/15/31 | 10 | 7 | |
CSX Corp. | 4.750% | 11/15/48 | 190 | 179 | ||
CubeSmart LP | 2.250% | 12/15/28 | 225 | 195 | ||
CVS Health Corp. | 5.125% | 2/21/30 | 365 | 371 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 80 | 78 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 259 | 247 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 135 | 115 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 75 | 71 | ||
Dana Inc. | 4.500% | 2/15/32 | 27 | 22 | ||
5 | DaVita Inc. | 3.750% | 2/15/31 | 10 | 8 | |
DCP Midstream Operating LP | 5.625% | 7/15/27 | 6 | 6 | ||
DCP Midstream Operating LP | 5.125% | 5/15/29 | 21 | 21 | ||
Dell International LLC | 6.020% | 6/15/26 | 80 | 82 | ||
Dell International LLC | 6.100% | 7/15/27 | 40 | 42 | ||
Dell International LLC | 5.250% | 2/1/28 | 270 | 273 | ||
Dell International LLC | 5.300% | 10/1/29 | 28 | 28 | ||
Dell International LLC | 6.200% | 7/15/30 | 125 | 132 | ||
Delta Air Lines Inc. | 2.900% | 10/28/24 | 12 | 12 | ||
5 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 256 | 248 | |
Delta Air Lines Inc. | 3.750% | 10/28/29 | 15 | 13 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 40 | 41 | ||
Devon Energy Corp. | 5.875% | 6/15/28 | 9 | 9 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 50 | 49 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 30 | 27 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 125 | 113 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 15 | 13 | ||
5 | Directv Financing LLC | 5.875% | 8/15/27 | 30 | 26 | |
Discovery Communications LLC | 4.900% | 3/11/26 | 337 | 337 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 50 | 49 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 62 | 41 | ||
5 | DISH DBS Corp. | 5.250% | 12/1/26 | 15 | 11 | |
5 | DISH DBS Corp. | 5.750% | 12/1/28 | 10 | 7 | |
DISH DBS Corp. | 5.125% | 6/1/29 | 15 | 7 | ||
5 | DISH Network Corp. | 11.750% | 11/15/27 | 21 | 20 | |
4 | Dominion Energy Inc. | 4.050% | 9/15/42 | 170 | 138 | |
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 40 | 41 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 240 | 223 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 100 | 84 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dow Chemical Co. | 4.375% | 11/15/42 | 120 | 105 | ||
5 | DT Midstream Inc. | 4.125% | 6/15/29 | 26 | 23 | |
5 | DT Midstream Inc. | 4.375% | 6/15/31 | 20 | 17 | |
DTE Electric Co. | 4.300% | 7/1/44 | 120 | 107 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 75 | 60 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 85 | 75 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 45 | 39 | ||
Duke Energy Carolinas LLC | 4.950% | 1/15/33 | 100 | 103 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 20 | 21 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 125 | 112 | ||
Duke Energy Carolinas LLC | 5.350% | 1/15/53 | 32 | 34 | ||
8 | Duke Energy Corp. | 3.850% | 6/15/34 | 400 | 406 | |
Duke Energy Corp. | 3.500% | 6/15/51 | 100 | 74 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 35 | 27 | ||
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 75 | 50 | ||
Duke Energy Indiana LLC | 5.400% | 4/1/53 | 185 | 191 | ||
Duke Energy Ohio Inc. | 5.250% | 4/1/33 | 40 | 42 | ||
Duke Energy Ohio Inc. | 5.650% | 4/1/53 | 90 | 95 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 200 | 176 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 170 | 107 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 40 | 41 | ||
eBay Inc. | 5.900% | 11/22/25 | 5 | 5 | ||
eBay Inc. | 5.950% | 11/22/27 | 75 | 79 | ||
eBay Inc. | 6.300% | 11/22/32 | 105 | 114 | ||
5 | Element Solutions Inc. | 3.875% | 9/1/28 | 16 | 14 | |
Elevance Health Inc. | 3.125% | 5/15/50 | 190 | 137 | ||
Elevance Health Inc. | 6.100% | 10/15/52 | 155 | 173 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 100 | 65 | ||
Emerson Electric Co. | 2.200% | 12/21/31 | 90 | 76 | ||
5 | Endeavor Energy Resources LP | 5.750% | 1/30/28 | 15 | 15 | |
5 | Energizer Holdings Inc. | 4.750% | 6/15/28 | 33 | 30 | |
Energy Transfer LP | 4.400% | 3/15/27 | 240 | 234 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 30 | 28 | ||
Energy Transfer LP | 5.750% | 2/15/33 | 130 | 133 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 65 | 65 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 100 | 104 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 75 | 66 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 55 | 48 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 70 | 69 | ||
5 | EnLink Midstream LLC | 5.625% | 1/15/28 | 7 | 7 | |
EnLink Midstream LLC | 5.375% | 6/1/29 | 15 | 15 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 140 | 133 | ||
5 | Entegris Escrow Corp. | 4.750% | 4/15/29 | 190 | 177 | |
5 | Entegris Escrow Corp. | 5.950% | 6/15/30 | 45 | 43 | |
Entergy Arkansas LLC | 5.150% | 1/15/33 | 30 | 31 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 100 | 65 | ||
Entergy Corp. | 2.800% | 6/15/30 | 90 | 79 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 593 | 560 | ||
Enterprise Products Operating LLC | 5.350% | 1/31/33 | 90 | 94 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 215 | 200 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 30 | 28 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 50 | 43 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 70 | 54 | ||
EOG Resources Inc. | 3.900% | 4/1/35 | 20 | 19 | ||
5 | EQM Midstream Partners LP | 7.500% | 6/1/27 | 10 | 10 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | EQM Midstream Partners LP | 6.500% | 7/1/27 | 16 | 16 | |
EQM Midstream Partners LP | 5.500% | 7/15/28 | 15 | 14 | ||
5 | EQM Midstream Partners LP | 7.500% | 6/1/30 | 10 | 10 | |
EQT Corp. | 5.678% | 10/1/25 | 145 | 144 | ||
5 | EQT Corp. | 3.125% | 5/15/26 | 7 | 7 | |
EQT Corp. | 3.900% | 10/1/27 | 96 | 91 | ||
EQT Corp. | 5.000% | 1/15/29 | 25 | 24 | ||
Equitable Holdings Inc. | 5.594% | 1/11/33 | 290 | 288 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 115 | 100 | ||
5,11 | ERAC USA Finance LLC | 4.600% | 5/1/28 | 200 | 200 | |
5 | ERAC USA Finance LLC | 7.000% | 10/15/37 | 180 | 214 | |
ERP Operating LP | 4.500% | 7/1/44 | 135 | 121 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 60 | 50 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 96 | 69 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 150 | 110 | ||
Eversource Energy | 4.200% | 6/27/24 | 163 | 161 | ||
4 | Eversource Energy | 1.400% | 8/15/26 | 110 | 99 | |
Eversource Energy | 5.450% | 3/1/28 | 100 | 104 | ||
Exelon Corp. | 3.400% | 4/15/26 | 125 | 121 | ||
Exelon Corp. | 5.150% | 3/15/28 | 210 | 215 | ||
Exelon Corp. | 3.350% | 3/15/32 | 200 | 180 | ||
Exelon Corp. | 4.450% | 4/15/46 | 165 | 144 | ||
Exelon Corp. | 4.100% | 3/15/52 | 100 | 83 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 155 | 146 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 55 | 49 | ||
FedEx Corp. | 3.875% | 8/1/42 | 30 | 25 | ||
FedEx Corp. | 4.550% | 4/1/46 | 70 | 61 | ||
FedEx Corp. | 4.050% | 2/15/48 | 70 | 57 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 350 | 326 | ||
Fifth Third Bancorp | 4.337% | 4/25/33 | 200 | 181 | ||
4 | Fifth Third Bank NA | 3.950% | 7/28/25 | 300 | 289 | |
FirstEnergy Corp. | 2.650% | 3/1/30 | 150 | 130 | ||
4 | FirstEnergy Corp. | 2.250% | 9/1/30 | 60 | 50 | |
5 | FirstEnergy Transmission LLC | 2.866% | 9/15/28 | 260 | 235 | |
5 | FirstEnergy Transmission LLC | 4.550% | 4/1/49 | 100 | 86 | |
Fiserv Inc. | 5.600% | 3/2/33 | 120 | 125 | ||
5 | Five Corners Funding Trust IV | 5.997% | 2/15/53 | 220 | 226 | |
FMC Corp. | 4.100% | 2/1/24 | 200 | 198 | ||
FMC Corp. | 4.500% | 10/1/49 | 30 | 25 | ||
Ford Motor Credit Co. LLC | 4.950% | 5/28/27 | 45 | 43 | ||
Ford Motor Credit Co. LLC | 4.125% | 8/17/27 | 5 | 5 | ||
Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | 22 | 20 | ||
Ford Motor Credit Co. LLC | 6.800% | 5/12/28 | 25 | 25 | ||
Ford Motor Credit Co. LLC | 2.900% | 2/10/29 | 53 | 44 | ||
Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 62 | 59 | ||
Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 30 | 29 | ||
Freeport-McMoRan Inc. | 5.250% | 9/1/29 | 50 | 49 | ||
Freeport-McMoRan Inc. | 4.250% | 3/1/30 | 10 | 9 | ||
Freeport-McMoRan Inc. | 4.625% | 8/1/30 | 40 | 38 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 10 | 9 | ||
5 | Frontier Communications Holdings LLC | 5.875% | 10/15/27 | 7 | 6 | |
5 | Frontier Communications Holdings LLC | 5.000% | 5/1/28 | 16 | 14 | |
5 | Frontier Communications Holdings LLC | 6.000% | 1/15/30 | 15 | 11 | |
FS KKR Capital Corp. | 3.400% | 1/15/26 | 220 | 201 | ||
5 | Gates Global LLC | 6.250% | 1/15/26 | 5 | 5 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
GATX Corp. | 3.500% | 6/1/32 | 100 | 89 | ||
5 | GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | 220 | 223 | |
5 | GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | 185 | 191 | |
5 | GE HealthCare Technologies Inc. | 5.857% | 3/15/30 | 110 | 116 | |
5 | GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | 100 | 107 | |
5 | GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | 100 | 112 | |
General Dynamics Corp. | 3.250% | 4/1/25 | 40 | 39 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 95 | 89 | ||
8 | General Mills Inc. | 3.907% | 4/13/29 | 608 | 673 | |
General Mills Inc. | 4.150% | 2/15/43 | 70 | 63 | ||
General Motors Co. | 6.125% | 10/1/25 | 150 | 153 | ||
General Motors Co. | 5.200% | 4/1/45 | 88 | 74 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 400 | 390 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 390 | 370 | ||
General Motors Financial Co. Inc. | 6.050% | 10/10/25 | 650 | 657 | ||
General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 455 | 410 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 60 | 54 | ||
General Motors Financial Co. Inc. | 5.850% | 4/6/30 | 150 | 150 | ||
Genesis Energy LP | 6.500% | 10/1/25 | 4 | 4 | ||
5 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 245 | 228 | |
Gilead Sciences Inc. | 4.150% | 3/1/47 | 190 | 168 | ||
Global Payments Inc. | 1.500% | 11/15/24 | 120 | 113 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 265 | 238 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 170 | 156 | ||
4,9 | Goldman Sachs Group Inc. | 7.250% | 4/10/28 | 800 | 1,085 | |
4 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 135 | 130 | |
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 120 | 100 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 100 | 83 | ||
9 | Goldman Sachs Group Inc. | 6.875% | 1/18/38 | 200 | 264 | |
4 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 255 | 229 | |
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 100 | 75 | ||
4 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 90 | 84 | |
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 85 | 79 | ||
4,6,7 | Goldman Sachs Group Inc., 3M Australian Bank Bill Rate + 1.550% | 4.901% | 5/2/24 | 300 | 199 | |
Goodyear Tire & Rubber Co. | 5.000% | 7/15/29 | 12 | 11 | ||
5 | Graphic Packaging International LLC | 3.500% | 3/15/28 | 3 | 3 | |
Haleon US Capital LLC | 3.625% | 3/24/32 | 190 | 174 | ||
5 | Hanesbrands Inc. | 9.000% | 2/15/31 | 5 | 5 | |
5 | Harley-Davidson Financial Services Inc. | 3.050% | 2/14/27 | 230 | 208 | |
HCA Inc. | 5.250% | 6/15/49 | 115 | 104 | ||
Healthpeak OP LLC | 5.250% | 12/15/32 | 170 | 172 | ||
Helmerich & Payne Inc. | 2.900% | 9/29/31 | 130 | 108 | ||
Hess Corp. | 7.300% | 8/15/31 | 5 | 6 | ||
5 | Hilcorp Energy I LP | 5.750% | 2/1/29 | 5 | 5 | |
5 | Hilcorp Energy I LP | 6.000% | 2/1/31 | 6 | 6 | |
Home Depot Inc. | 3.900% | 12/6/28 | 130 | 129 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 85 | 79 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 15 | 14 | ||
Home Depot Inc. | 4.500% | 9/15/32 | 125 | 127 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 125 | 108 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 75 | 71 | ||
Home Depot Inc. | 4.950% | 9/15/52 | 55 | 55 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 70 | 55 | ||
Honeywell International Inc. | 5.000% | 2/15/33 | 295 | 311 | ||
8 | Honeywell International Inc. | 4.125% | 11/2/34 | 819 | 921 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Honeywell International Inc. | 5.700% | 3/15/37 | 430 | 476 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 50 | 45 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 10 | 8 | ||
HP Inc. | 4.000% | 4/15/29 | 220 | 209 | ||
HP Inc. | 2.650% | 6/17/31 | 86 | 70 | ||
HSBC USA Inc. | 5.625% | 3/17/25 | 300 | 302 | ||
5 | Imola Merger Corp. | 4.750% | 5/15/29 | 25 | 22 | |
5 | Ingevity Corp. | 3.875% | 11/1/28 | 15 | 13 | |
Intel Corp. | 4.875% | 2/10/26 | 290 | 294 | ||
Intel Corp. | 4.875% | 2/10/28 | 250 | 254 | ||
Intel Corp. | 5.125% | 2/10/30 | 160 | 164 | ||
Intel Corp. | 5.200% | 2/10/33 | 100 | 102 | ||
Intel Corp. | 5.625% | 2/10/43 | 80 | 82 | ||
Intel Corp. | 4.750% | 3/25/50 | 228 | 207 | ||
Intel Corp. | 3.050% | 8/12/51 | 200 | 136 | ||
Intel Corp. | 4.900% | 8/5/52 | 200 | 185 | ||
Intel Corp. | 5.900% | 2/10/63 | 60 | ��62 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 70 | 70 | ||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 55 | 56 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 160 | 155 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 290 | 257 | ||
International Paper Co. | 4.800% | 6/15/44 | 45 | 41 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 100 | 76 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 55 | 55 | ||
5 | ITC Holdings Corp. | 4.950% | 9/22/27 | 50 | 51 | |
ITC Holdings Corp. | 3.350% | 11/15/27 | 320 | 304 | ||
5 | ITC Holdings Corp. | 2.950% | 5/14/30 | 150 | 133 | |
Jacobs Engineering Group Inc. | 5.900% | 3/1/33 | 110 | 112 | ||
5 | JBS USA LUX SA | 5.750% | 4/1/33 | 567 | 544 | |
4 | John Deere Capital Corp. | 4.800% | 1/9/26 | 480 | 487 | |
4 | John Deere Capital Corp. | 4.850% | 10/11/29 | 300 | 312 | |
Johnson & Johnson | 2.450% | 9/1/60 | 100 | 66 | ||
JPMorgan Chase & Co. | 4.080% | 4/26/26 | 200 | 196 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 500 | 453 | ||
JPMorgan Chase & Co. | 4.323% | 4/26/28 | 270 | 265 | ||
JPMorgan Chase & Co. | 4.851% | 7/25/28 | 140 | 140 | ||
4 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 50 | 47 | |
4 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 212 | 203 | |
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 250 | 202 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 135 | 113 | ||
JPMorgan Chase & Co. | 4.586% | 4/26/33 | 100 | 97 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 150 | 171 | ||
4 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 62 | 55 | |
4 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 240 | 183 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 81 | 85 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 190 | 133 | ||
4 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 70 | 59 | |
4 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 70 | 50 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 290 | 216 | ||
5 | Kaiser Aluminum Corp. | 4.500% | 6/1/31 | 20 | 16 | |
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 347 | 330 | ||
5 | Kenvue Inc. | 5.100% | 3/22/43 | 95 | 99 | |
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 330 | 297 | ||
4 | KeyBank NA | 4.150% | 8/8/25 | 250 | 239 | |
KeyBank NA | 5.000% | 1/26/33 | 140 | 130 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kimco Realty OP LLC | 4.250% | 4/1/45 | 75 | 59 | ||
Kimco Realty OP LLC | 3.700% | 10/1/49 | 70 | 51 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 385 | 395 | ||
Kinder Morgan Inc. | 4.800% | 2/1/33 | 70 | 68 | ||
KLA Corp. | 5.000% | 3/15/49 | 116 | 114 | ||
Kraft Heinz Foods Co. | 3.875% | 5/15/27 | 236 | 231 | ||
Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 80 | 76 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 27 | 25 | ||
Kroger Co. | 2.200% | 5/1/30 | 225 | 190 | ||
Kroger Co. | 3.875% | 10/15/46 | 125 | 99 | ||
4 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 210 | 208 | |
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 30 | 29 | ||
5 | Ladder Capital Finance Holdings LLLP | 4.750% | 6/15/29 | 20 | 16 | |
5 | Lamb Weston Holdings Inc. | 4.875% | 5/15/28 | 16 | 16 | |
Leidos Inc. | 5.750% | 3/15/33 | 103 | 105 | ||
5 | Level 3 Financing Inc. | 4.625% | 9/15/27 | 22 | 14 | |
5 | Level 3 Financing Inc. | 3.625% | 1/15/29 | 10 | 6 | |
5 | Level 3 Financing Inc. | 3.875% | 11/15/29 | 5 | 4 | |
Life Storage LP | 2.400% | 10/15/31 | 80 | 65 | ||
5 | Lithia Motors Inc. | 4.625% | 12/15/27 | 15 | 14 | |
5 | Lithia Motors Inc. | 3.875% | 6/1/29 | 52 | 45 | |
5 | Lithia Motors Inc. | 4.375% | 1/15/31 | 2 | 2 | |
5 | Live Nation Entertainment Inc. | 5.625% | 3/15/26 | 3 | 3 | |
5 | Live Nation Entertainment Inc. | 6.500% | 5/15/27 | 31 | 31 | |
Lockheed Martin Corp. | 4.500% | 5/15/36 | 665 | 664 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 70 | 69 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 295 | 266 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 433 | 413 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 100 | 87 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 90 | 79 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 190 | 156 | ||
5 | Lumen Technologies Inc. | 4.000% | 2/15/27 | 5 | 3 | |
LYB International Finance III LLC | 3.375% | 10/1/40 | 50 | 37 | ||
M&T Bank Corp. | 5.053% | 1/27/34 | 190 | 178 | ||
Manufacturers & Traders Trust Co. | 4.650% | 1/27/26 | 270 | 261 | ||
Manufacturers & Traders Trust Co. | 4.700% | 1/27/28 | 270 | 256 | ||
5 | Mars Inc. | 4.650% | 4/20/31 | 130 | 131 | |
5 | Mars Inc. | 4.750% | 4/20/33 | 510 | 516 | |
Marsh & McLennan Cos. Inc. | 5.750% | 11/1/32 | 140 | 150 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 150 | 103 | ||
Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | 110 | 126 | ||
8 | Mastercard Inc. | 1.000% | 2/22/29 | 989 | 958 | |
5 | Mattel Inc. | 3.375% | 4/1/26 | 10 | 9 | |
5 | Mattel Inc. | 5.875% | 12/15/27 | 10 | 10 | |
5 | Mattel Inc. | 3.750% | 4/1/29 | 5 | 5 | |
5 | McAfee Corp. | 7.375% | 2/15/30 | 25 | 21 | |
5 | Medline Borrower LP | 3.875% | 4/1/29 | 3 | 3 | |
5 | Medline Borrower LP | 5.250% | 10/1/29 | 5 | 4 | |
Merck & Co. Inc. | 1.900% | 12/10/28 | 5 | 4 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 40 | 39 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 330 | 282 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 50 | 45 | ||
5 | Meritage Homes Corp. | 3.875% | 4/15/29 | 25 | 23 | |
Meta Platforms Inc. | 3.850% | 8/15/32 | 140 | 132 | ||
MetLife Inc. | 4.125% | 8/13/42 | 60 | 52 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
MetLife Inc. | 4.875% | 11/13/43 | 60 | 56 | ||
MetLife Inc. | 5.250% | 1/15/54 | 60 | 59 | ||
4,8 | Metropolitan Life Global Funding I | 3.750% | 12/5/30 | 1,400 | 1,527 | |
5 | Midcap Financial Issuer Trust | 5.625% | 1/15/30 | 17 | 14 | |
5 | Mileage Plus Holdings LLC | 6.500% | 6/20/27 | 397 | 397 | |
Mondelez International Inc. | 1.500% | 2/4/31 | 200 | 159 | ||
4 | Morgan Stanley | 4.000% | 7/23/25 | 200 | 197 | |
Morgan Stanley | 4.679% | 7/17/26 | 100 | 99 | ||
Morgan Stanley | 3.950% | 4/23/27 | 270 | 260 | ||
Morgan Stanley | 1.593% | 5/4/27 | 195 | 175 | ||
Morgan Stanley | 2.475% | 1/21/28 | 200 | 183 | ||
4 | Morgan Stanley | 3.591% | 7/22/28 | 275 | 260 | |
Morgan Stanley | 5.123% | 2/1/29 | 270 | 271 | ||
8 | Morgan Stanley | 4.656% | 3/2/29 | 800 | 896 | |
Morgan Stanley | 5.164% | 4/20/29 | 500 | 504 | ||
8 | Morgan Stanley | 0.495% | 10/26/29 | 500 | 450 | |
4 | Morgan Stanley | 2.699% | 1/22/31 | 635 | 549 | |
8 | Morgan Stanley | 2.950% | 5/7/32 | 400 | 399 | |
4,8 | Morgan Stanley | 5.148% | 1/25/34 | 500 | 577 | |
Morgan Stanley | 5.250% | 4/21/34 | 235 | 237 | ||
Morgan Stanley | 5.948% | 1/19/38 | 270 | 271 | ||
4 | Morgan Stanley | 3.971% | 7/22/38 | 90 | 79 | |
4 | Morgan Stanley | 4.457% | 4/22/39 | 165 | 152 | |
Morgan Stanley | 3.217% | 4/22/42 | 135 | 105 | ||
Morgan Stanley | 4.300% | 1/27/45 | 30 | 27 | ||
4 | Morgan Stanley | 2.802% | 1/25/52 | 90 | 60 | |
Mosaic Co. | 4.875% | 11/15/41 | 30 | 27 | ||
4 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 200 | 157 | |
MPLX LP | 1.750% | 3/1/26 | 150 | 138 | ||
MPLX LP | 4.500% | 4/15/38 | 240 | 215 | ||
MPLX LP | 5.650% | 3/1/53 | 100 | 96 | ||
MPT Operating Partnership LP | 3.500% | 3/15/31 | 25 | 17 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 100 | 67 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 30 | 24 | ||
National Rural Utilities Cooperative Finance Corp. | 5.800% | 1/15/33 | 110 | 119 | ||
5 | Nationwide Financial Services Inc. | 3.900% | 11/30/49 | 65 | 49 | |
5 | Nationwide Mutual Insurance Co. | 4.350% | 4/30/50 | 125 | 97 | |
5 | NCL Corp. Ltd. | 5.875% | 2/15/27 | 14 | 13 | |
5 | NCL Corp. Ltd. | 7.750% | 2/15/29 | 10 | 9 | |
5 | Nestle Holdings Inc. | 1.000% | 9/15/27 | 325 | 285 | |
4,9 | Nestle Holdings Inc. | 1.375% | 6/23/33 | 500 | 466 | |
5 | Nestle Holdings Inc. | 4.000% | 9/24/48 | 150 | 135 | |
5 | Netflix Inc. | 3.625% | 6/15/25 | 40 | 39 | |
Netflix Inc. | 4.875% | 4/15/28 | 355 | 358 | ||
Netflix Inc. | 5.875% | 11/15/28 | 305 | 322 | ||
8 | Netflix Inc. | 4.625% | 5/15/29 | 1,200 | 1,351 | |
Netflix Inc. | 6.375% | 5/15/29 | 110 | 119 | ||
5 | New York Life Global Funding | 4.850% | 1/9/28 | 150 | 152 | |
Newell Brands Inc. | 6.375% | 9/15/27 | 2 | 2 | ||
Newell Brands Inc. | 6.625% | 9/15/29 | 22 | 22 | ||
Newmont Corp. | 2.800% | 10/1/29 | 130 | 116 | ||
Newmont Corp. | 2.250% | 10/1/30 | 100 | 84 | ||
5 | News Corp. | 3.875% | 5/15/29 | 33 | 29 | |
5 | Nexstar Media Inc. | 5.625% | 7/15/27 | 15 | 14 | |
5 | Nexstar Media Inc. | 4.750% | 11/1/28 | 22 | 19 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | NextEra Energy Operating Partners LP | 4.500% | 9/15/27 | 5 | 5 | |
NiSource Inc. | 5.250% | 3/30/28 | 100 | 102 | ||
NiSource Inc. | 3.950% | 3/30/48 | 50 | 41 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 120 | 83 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 144 | 161 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 170 | 163 | ||
Northrop Grumman Corp. | 4.700% | 3/15/33 | 150 | 151 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 125 | 129 | ||
Northrop Grumman Corp. | 4.950% | 3/15/53 | 120 | 119 | ||
5 | Novelis Corp. | 4.750% | 1/30/30 | 11 | 10 | |
5 | Novelis Corp. | 3.875% | 8/15/31 | 16 | 13 | |
NRG Energy Inc. | 6.625% | 1/15/27 | 4 | 4 | ||
Nucor Corp. | 4.400% | 5/1/48 | 70 | 62 | ||
Nucor Corp. | 3.850% | 4/1/52 | 50 | 41 | ||
NuStar Logistics LP | 6.375% | 10/1/30 | 20 | 19 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 100 | 86 | ||
Occidental Petroleum Corp. | 5.550% | 3/15/26 | 16 | 16 | ||
Occidental Petroleum Corp. | 8.500% | 7/15/27 | 13 | 14 | ||
Occidental Petroleum Corp. | 6.375% | 9/1/28 | 76 | 79 | ||
Occidental Petroleum Corp. | 6.625% | 9/1/30 | 56 | 60 | ||
Occidental Petroleum Corp. | 6.125% | 1/1/31 | 34 | 36 | ||
Occidental Petroleum Corp. | 7.500% | 5/1/31 | 44 | 49 | ||
Occidental Petroleum Corp. | 6.450% | 9/15/36 | 15 | 16 | ||
Occidental Petroleum Corp. | 6.600% | 3/15/46 | 10 | 11 | ||
Oklahoma Gas & Electric Co. | 5.400% | 1/15/33 | 340 | 355 | ||
5 | Olympus Water US Holding Corp. | 4.250% | 10/1/28 | 4 | 3 | |
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 185 | 147 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 153 | 128 | ||
OneMain Finance Corp. | 3.500% | 1/15/27 | 15 | 13 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 100 | 96 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 50 | 42 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 135 | 134 | ||
Oracle Corp. | 2.500% | 4/1/25 | 520 | 496 | ||
Oracle Corp. | 5.800% | 11/10/25 | 150 | 154 | ||
Oracle Corp. | 2.300% | 3/25/28 | 189 | 169 | ||
Oracle Corp. | 2.950% | 4/1/30 | 40 | 35 | ||
Oracle Corp. | 2.875% | 3/25/31 | 270 | 233 | ||
Oracle Corp. | 3.850% | 7/15/36 | 250 | 214 | ||
Oracle Corp. | 3.600% | 4/1/40 | 430 | 334 | ||
Oracle Corp. | 3.650% | 3/25/41 | 150 | 116 | ||
Oracle Corp. | 6.900% | 11/9/52 | 50 | 56 | ||
5 | Organon & Co. | 4.125% | 4/30/28 | 25 | 23 | |
5 | Owens & Minor Inc. | 6.625% | 4/1/30 | 2 | 2 | |
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 200 | 189 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 100 | 89 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 140 | 113 | ||
Pacific Gas & Electric Co. | 6.150% | 1/15/33 | 130 | 132 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 100 | 81 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 100 | 65 | ||
PacifiCorp | 6.250% | 10/15/37 | 160 | 180 | ||
PacifiCorp | 4.100% | 2/1/42 | 65 | 57 | ||
PacifiCorp | 4.150% | 2/15/50 | 110 | 94 | ||
PacifiCorp | 5.350% | 12/1/53 | 285 | 296 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 10 | 10 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 50 | 41 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Paramount Global | 4.750% | 5/15/25 | 158 | 156 | ||
Paramount Global | 6.875% | 4/30/36 | 136 | 139 | ||
Paramount Global | 4.375% | 3/15/43 | 60 | 43 | ||
Parker-Hannifin Corp. | 3.650% | 6/15/24 | 260 | 256 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 300 | 280 | ||
PayPal Holdings Inc. | 3.900% | 6/1/27 | 50 | 49 | ||
PECO Energy Co. | 4.150% | 10/1/44 | 130 | 114 | ||
5 | Penn Entertainment Inc. | 5.625% | 1/15/27 | 5 | 5 | |
5 | Pennsylvania Electric Co. | 5.150% | 3/30/26 | 60 | 60 | |
PepsiCo Inc. | 2.625% | 7/29/29 | 305 | 280 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 25 | 23 | ||
PepsiCo Inc. | 3.900% | 7/18/32 | 20 | 20 | ||
PepsiCo Inc. | 4.200% | 7/18/52 | 25 | 24 | ||
5 | Performance Food Group Inc. | 6.875% | 5/1/25 | 10 | 10 | |
5 | Permian Resources Operating LLC | 7.750% | 2/15/26 | 10 | 10 | |
5 | Permian Resources Operating LLC | 5.875% | 7/1/29 | 25 | 24 | |
Pfizer Inc. | 2.625% | 4/1/30 | 40 | 36 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 30 | 25 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 225 | 170 | ||
Philip Morris International Inc. | 5.125% | 11/15/24 | 365 | 367 | ||
Philip Morris International Inc. | 5.000% | 11/17/25 | 230 | 232 | ||
Philip Morris International Inc. | 5.125% | 11/17/27 | 185 | 189 | ||
Philip Morris International Inc. | 5.625% | 11/17/29 | 190 | 198 | ||
Philip Morris International Inc. | 5.125% | 2/15/30 | 115 | 116 | ||
Philip Morris International Inc. | 5.750% | 11/17/32 | 140 | 147 | ||
8 | Philip Morris International Inc. | 1.450% | 8/1/39 | 800 | 513 | |
Philip Morris International Inc. | 4.250% | 11/10/44 | 165 | 138 | ||
Phillips 66 | 3.900% | 3/15/28 | 34 | 33 | ||
Phillips 66 | 4.650% | 11/15/34 | 40 | 39 | ||
5 | Phillips 66 Co. | 3.150% | 12/15/29 | 177 | 160 | |
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 150 | 125 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 30 | 24 | ||
PNC Financial Services Group Inc. | 4.758% | 1/26/27 | 500 | 495 | ||
PNC Financial Services Group Inc. | 5.068% | 1/24/34 | 135 | 133 | ||
Principal Financial Group Inc. | 5.500% | 3/15/53 | 219 | 212 | ||
8,11 | Procter & Gamble Co. | 3.250% | 8/2/31 | 1,290 | 1,427 | |
Procter & Gamble Co. | 4.050% | 1/26/33 | 200 | 202 | ||
Progressive Corp. | 2.500% | 3/15/27 | 100 | 94 | ||
4,8 | Prologis Euro Finance LLC | 1.000% | 2/8/29 | 600 | 551 | |
4,8 | Prologis Euro Finance LLC | 3.875% | 1/31/30 | 196 | 211 | |
Prologis LP | 1.750% | 2/1/31 | 157 | 127 | ||
Prologis LP | 4.625% | 1/15/33 | 158 | 157 | ||
Prologis LP | 5.250% | 6/15/53 | 230 | 230 | ||
Prudential Financial Inc. | 3.935% | 12/7/49 | 260 | 210 | ||
4 | Prudential Financial Inc. | 4.350% | 2/25/50 | 65 | 56 | |
4 | Prudential Financial Inc. | 3.700% | 3/13/51 | 70 | 54 | |
4 | Public Service Co. of Colorado | 6.250% | 9/1/37 | 60 | 68 | |
Public Service Co. of New Hampshire | 5.150% | 1/15/53 | 90 | 93 | ||
Public Service Co. of Oklahoma | 5.250% | 1/15/33 | 400 | 411 | ||
4 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 38 | 37 | |
4 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 100 | 81 | |
4 | Public Service Electric & Gas Co. | 5.125% | 3/15/53 | 160 | 165 | |
Public Storage | 1.950% | 11/9/28 | 200 | 176 | ||
Raytheon Technologies Corp. | 5.000% | 2/27/26 | 130 | 132 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 250 | 262 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 160 | 152 | ||
Raytheon Technologies Corp. | 5.375% | 2/27/53 | 140 | 147 | ||
Realty Income Corp. | 2.200% | 6/15/28 | 160 | 142 | ||
Realty Income Corp. | 4.850% | 3/15/30 | 165 | 165 | ||
5 | Regal Rexnord Corp. | 6.050% | 4/15/28 | 60 | 61 | |
5 | Regal Rexnord Corp. | 6.400% | 4/15/33 | 70 | 71 | |
Republic Services Inc. | 1.750% | 2/15/32 | 58 | 47 | ||
Republic Services Inc. | 5.000% | 4/1/34 | 90 | 92 | ||
5 | Roche Holdings Inc. | 2.076% | 12/13/31 | 215 | 183 | |
Rockwell Automation Inc. | 2.800% | 8/15/61 | 230 | 150 | ||
5 | Royal Caribbean Cruises Ltd. | 11.500% | 6/1/25 | 3 | 3 | |
5 | Royal Caribbean Cruises Ltd. | 8.250% | 1/15/29 | 4 | 4 | |
5 | Royal Caribbean Cruises Ltd. | 7.250% | 1/15/30 | 2 | 2 | |
RPM International Inc. | 4.550% | 3/1/29 | 115 | 111 | ||
S&P Global Inc. | 3.700% | 3/1/52 | 45 | 38 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 110 | 112 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 110 | 107 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 250 | 242 | ||
5 | Sabre GLBL Inc. | 7.375% | 9/1/25 | 11 | 10 | |
Santander Holdings USA Inc. | 6.499% | 3/9/29 | 380 | 382 | ||
SBA Communications Corp. | 3.125% | 2/1/29 | 32 | 27 | ||
5 | Scripps Escrow II Inc. | 5.375% | 1/15/31 | 5 | 3 | |
5 | Scripps Escrow Inc. | 5.875% | 7/15/27 | 15 | 11 | |
Sempra Energy | 3.700% | 4/1/29 | 175 | 165 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 80 | 71 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 270 | 261 | ||
5 | Sirius XM Radio Inc. | 5.000% | 8/1/27 | 10 | 9 | |
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 60 | 54 | ||
Southern California Edison Co. | 5.300% | 3/1/28 | 110 | 113 | ||
4 | Southern California Edison Co. | 4.200% | 3/1/29 | 100 | 98 | |
Southern California Edison Co. | 4.500% | 9/1/40 | 50 | 45 | ||
4 | Southern California Edison Co. | 3.900% | 3/15/43 | 50 | 41 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 50 | 41 | ||
Southern California Edison Co. | 3.450% | 2/1/52 | 50 | 37 | ||
4 | Southern California Gas Co. | 2.550% | 2/1/30 | 330 | 290 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 50 | 42 | ||
Southern Co. | 4.475% | 8/1/24 | 520 | 514 | ||
Southern Co. | 5.150% | 10/6/25 | 130 | 131 | ||
4 | Southern Co. | 3.700% | 4/30/30 | 30 | 28 | |
Southern Co. | 5.700% | 10/15/32 | 100 | 106 | ||
Southern Co. | 4.400% | 7/1/46 | 30 | 26 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 70 | 70 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 80 | 81 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 250 | 215 | ||
5 | Spirit AeroSystems Inc. | 7.500% | 4/15/25 | 4 | 4 | |
Spirit AeroSystems Inc. | 4.600% | 6/15/28 | 5 | 4 | ||
5 | Spirit AeroSystems Inc. | 9.375% | 11/30/29 | 11 | 12 | |
Sprint LLC | 7.125% | 6/15/24 | 50 | 51 | ||
Sprint LLC | 7.625% | 3/1/26 | 40 | 42 | ||
5 | SS&C Technologies Inc. | 5.500% | 9/30/27 | 9 | 9 | |
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 45 | 38 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 125 | 96 | ||
State Street Corp. | 4.857% | 1/26/26 | 70 | 70 | ||
State Street Corp. | 5.820% | 11/4/28 | 200 | 209 | ||
State Street Corp. | 4.821% | 1/26/34 | 120 | 120 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 35 | 33 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 100 | 91 | ||
Sun Communities Operating LP | 2.300% | 11/1/28 | 200 | 171 | ||
Synovus Bank | 5.625% | 2/15/28 | 250 | 235 | ||
Tampa Electric Co. | 3.875% | 7/12/24 | 70 | 69 | ||
5 | Tap Rock Resources LLC | 7.000% | 10/1/26 | 20 | 19 | |
Targa Resources Partners LP | 6.500% | 7/15/27 | 50 | 51 | ||
Targa Resources Partners LP | 5.000% | 1/15/28 | 50 | 49 | ||
Targa Resources Partners LP | 6.875% | 1/15/29 | 30 | 31 | ||
Targa Resources Partners LP | 4.875% | 2/1/31 | 50 | 47 | ||
Target Corp. | 4.400% | 1/15/33 | 50 | 50 | ||
Target Corp. | 4.800% | 1/15/53 | 60 | 59 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 70 | 59 | ||
Tenet Healthcare Corp. | 4.625% | 9/1/24 | 5 | 5 | ||
Tenet Healthcare Corp. | 4.875% | 1/1/26 | 40 | 39 | ||
Tenet Healthcare Corp. | 6.250% | 2/1/27 | 10 | 10 | ||
Tenet Healthcare Corp. | 4.250% | 6/1/29 | 13 | 12 | ||
Texas Instruments Inc. | 4.600% | 2/15/28 | 210 | 215 | ||
8 | Thermo Fisher Scientific Finance I BV | 2.000% | 10/18/51 | 500 | 349 | |
8 | Thermo Fisher Scientific Inc. | 3.200% | 1/21/26 | 1,420 | 1,556 | |
Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | 50 | 44 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 100 | 84 | ||
Thermo Fisher Scientific Inc. | 4.950% | 11/21/32 | 220 | 229 | ||
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 170 | 130 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 323 | 287 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 55 | 42 | ||
T-Mobile USA Inc. | 2.625% | 2/15/29 | 290 | 256 | ||
T-Mobile USA Inc. | 3.375% | 4/15/29 | 245 | 225 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 170 | 160 | ||
T-Mobile USA Inc. | 2.875% | 2/15/31 | 75 | 65 | ||
T-Mobile USA Inc. | 5.050% | 7/15/33 | 250 | 252 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 255 | 182 | ||
Toll Brothers Finance Corp. | 3.800% | 11/1/29 | 65 | 59 | ||
5 | TopBuild Corp. | 3.625% | 3/15/29 | 5 | 4 | |
5 | TopBuild Corp. | 4.125% | 2/15/32 | 10 | 9 | |
4 | Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 270 | 248 | |
4 | Toyota Motor Credit Corp. | 3.050% | 3/22/27 | 300 | 287 | |
4,8 | Toyota Motor Credit Corp. | 0.125% | 11/5/27 | 786 | 747 | |
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 5 | 5 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 90 | 82 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 40 | 35 | ||
5 | TransDigm Inc. | 6.250% | 3/15/26 | 49 | 49 | |
5 | TransDigm Inc. | 6.750% | 8/15/28 | 5 | 5 | |
5 | Transocean Inc. | 8.750% | 2/15/30 | 10 | 10 | |
5 | Transocean Titan Financing Ltd. | 8.375% | 2/1/28 | 2 | 2 | |
Travelers Cos. Inc. | 3.750% | 5/15/46 | 260 | 213 | ||
Trimble Inc. | 6.100% | 3/15/33 | 140 | 144 | ||
4 | Truist Financial Corp. | 4.873% | 1/26/29 | 215 | 210 | |
4 | Truist Financial Corp. | 5.122% | 1/26/34 | 160 | 155 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 165 | 160 | ||
Tyco Electronics Group SA | 2.500% | 2/4/32 | 150 | 130 | ||
4 | UDR Inc. | 2.950% | 9/1/26 | 15 | 14 | |
Union Electric Co. | 4.000% | 4/1/48 | 65 | 55 | ||
Union Electric Co. | 3.250% | 10/1/49 | 75 | 55 | ||
Union Electric Co. | 3.900% | 4/1/52 | 150 | 127 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Pacific Corp. | 3.950% | 9/10/28 | 150 | 149 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 270 | 206 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 35 | 28 | ||
Union Pacific Corp. | 3.850% | 2/14/72 | 185 | 146 | ||
5 | United Airlines Inc. | 4.375% | 4/15/26 | 42 | 40 | |
5 | United Airlines Inc. | 4.625% | 4/15/29 | 35 | 32 | |
4 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 43 | 43 | |
5 | United Natural Foods Inc. | 6.750% | 10/15/28 | 4 | 4 | |
United Parcel Service Inc. | 6.200% | 1/15/38 | 260 | 298 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 60 | 64 | ||
UnitedHealth Group Inc. | 5.250% | 2/15/28 | 205 | 214 | ||
UnitedHealth Group Inc. | 5.350% | 2/15/33 | 360 | 384 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 100 | 76 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 215 | 201 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 100 | 76 | ||
UnitedHealth Group Inc. | 6.050% | 2/15/63 | 200 | 230 | ||
5 | Univision Communications Inc. | 7.375% | 6/30/30 | 15 | 14 | |
US Bancorp | 5.727% | 10/21/26 | 245 | 246 | ||
4 | US Bancorp | 4.548% | 7/22/28 | 500 | 485 | |
US Bancorp | 4.653% | 2/1/29 | 150 | 146 | ||
US Bancorp | 5.850% | 10/21/33 | 200 | 206 | ||
5 | Vail Resorts Inc. | 6.250% | 5/15/25 | 66 | 66 | |
Valero Energy Corp. | 4.350% | 6/1/28 | 48 | 47 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 100 | 71 | ||
5 | Venture Global Calcasieu Pass LLC | 3.875% | 8/15/29 | 20 | 18 | |
5 | Venture Global Calcasieu Pass LLC | 6.250% | 1/15/30 | 5 | 5 | |
Verisk Analytics Inc. | 5.500% | 6/15/45 | 100 | 98 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 590 | 527 | ||
8 | Verizon Communications Inc. | 0.375% | 3/22/29 | 700 | 637 | |
Verizon Communications Inc. | 1.500% | 9/18/30 | 285 | 230 | ||
8 | Verizon Communications Inc. | 4.250% | 10/31/30 | 234 | 264 | |
Verizon Communications Inc. | 4.400% | 11/1/34 | 140 | 133 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 170 | 173 | ||
4,8 | Verizon Communications Inc. | 2.875% | 1/15/38 | 300 | 283 | |
Verizon Communications Inc. | 4.812% | 3/15/39 | 110 | 105 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 75 | 53 | ||
Verizon Communications Inc. | 3.850% | 11/1/42 | 30 | 25 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 90 | 85 | ||
Verizon Communications Inc. | 3.875% | 3/1/52 | 130 | 104 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 50 | 32 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 65 | 48 | ||
5 | VICI Properties LP | 5.625% | 5/1/24 | 8 | 8 | |
5 | VICI Properties LP | 4.625% | 6/15/25 | 35 | 34 | |
4 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 533 | 504 | |
4 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 228 | 222 | |
4 | Virginia Electric & Power Co. | 2.875% | 7/15/29 | 65 | 59 | |
4 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 50 | 43 | |
Virginia Electric & Power Co. | 5.450% | 4/1/53 | 100 | 102 | ||
8 | Visa Inc. | 1.500% | 6/15/26 | 2,956 | 3,081 | |
5 | Vistra Operations Co. LLC | 5.625% | 2/15/27 | 20 | 20 | |
5 | Vistra Operations Co. LLC | 5.000% | 7/31/27 | 8 | 7 | |
VMware Inc. | 1.800% | 8/15/28 | 190 | 162 | ||
VMware Inc. | 4.700% | 5/15/30 | 130 | 126 | ||
Walmart Inc. | 3.950% | 6/28/38 | 415 | 398 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 70 | 83 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Walt Disney Co. | 3.500% | 5/13/40 | 125 | 106 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 45 | 31 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 45 | 36 | ||
5 | Warnermedia Holdings Inc. | 3.428% | 3/15/24 | 80 | 78 | |
5 | Warnermedia Holdings Inc. | 5.050% | 3/15/42 | 144 | 119 | |
5 | Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 90 | 72 | |
5 | Warnermedia Holdings Inc. | 5.391% | 3/15/62 | 165 | 132 | |
WEC Energy Group Inc. | 5.000% | 9/27/25 | 405 | 407 | ||
WEC Energy Group Inc. | 4.750% | 1/9/26 | 400 | 401 | ||
WEC Energy Group Inc. | 4.750% | 1/15/28 | 300 | 302 | ||
4 | Wells Fargo & Co. | 2.164% | 2/11/26 | 200 | 189 | |
4 | Wells Fargo & Co. | 2.188% | 4/30/26 | 475 | 448 | |
4 | Wells Fargo & Co. | 3.196% | 6/17/27 | 50 | 47 | |
4 | Wells Fargo & Co. | 3.526% | 3/24/28 | 260 | 246 | |
4,9 | Wells Fargo & Co. | 3.473% | 4/26/28 | 800 | 924 | |
4 | Wells Fargo & Co. | 2.393% | 6/2/28 | 250 | 225 | |
4 | Wells Fargo & Co. | 4.808% | 7/25/28 | 140 | 139 | |
4 | Wells Fargo & Co. | 2.879% | 10/30/30 | 270 | 236 | |
4 | Wells Fargo & Co. | 4.897% | 7/25/33 | 375 | 367 | |
Wells Fargo & Co. | 5.389% | 4/24/34 | 250 | 254 | ||
9 | Wells Fargo & Co. | 4.625% | 11/2/35 | 400 | 474 | |
4,9 | Wells Fargo & Co. | 4.875% | 11/29/35 | 300 | 339 | |
4 | Wells Fargo & Co. | 3.068% | 4/30/41 | 320 | 240 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 90 | 86 | ||
4 | Wells Fargo & Co. | 4.650% | 11/4/44 | 75 | 66 | |
4 | Wells Fargo & Co. | 4.400% | 6/14/46 | 60 | 50 | |
4 | Wells Fargo & Co. | 5.013% | 4/4/51 | 80 | 76 | |
4 | Wells Fargo & Co. | 4.611% | 4/25/53 | 50 | 45 | |
Welltower OP LLC | 4.250% | 4/1/26 | 50 | 49 | ||
Western Midstream Operating LP | 4.500% | 3/1/28 | 49 | 47 | ||
Western Midstream Operating LP | 4.750% | 8/15/28 | 104 | 100 | ||
Westlake Corp. | 3.125% | 8/15/51 | 90 | 58 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 91 | 86 | ||
Williams Cos. Inc. | 4.650% | 8/15/32 | 80 | 78 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 65 | 69 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 75 | 73 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 85 | 75 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 70 | 52 | ||
5 | WMG Acquisition Corp. | 3.750% | 12/1/29 | 60 | 53 | |
Workday Inc. | 3.700% | 4/1/29 | 140 | 132 | ||
5 | WR Grace Holdings LLC | 7.375% | 3/1/31 | 6 | 6 | |
5 | Wyndham Hotels & Resorts Inc. | 4.375% | 8/15/28 | 15 | 14 | |
Xcel Energy Inc. | 3.500% | 12/1/49 | 320 | 246 | ||
5 | Zayo Group Holdings Inc. | 4.000% | 3/1/27 | 27 | 20 | |
Zoetis Inc. | 5.400% | 11/14/25 | 230 | 235 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 129 | 121 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 70 | 59 | ||
143,311 | ||||||
Total Corporate Bonds (Cost $232,775) | 223,684 | |||||
Floating Rate Loan Interests (0.1%) | ||||||
Ireland (0.1%) | ||||||
7 | Setanta Aircraft Leasing DAC Term Loan, 3M USD LIBOR + 2.000% | 7.159% | 11/5/28 | 85 | 85 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States (0.0%) | ||||||
7 | AAdvantage Loyalty IP Ltd. Initial Term Loan, 3M USD LIBOR + 4.750% | 10.000% | 4/20/28 | 5 | 5 | |
7 | Central Parent Inc. First Lien Initial Term Loan, TSFR3M + 4.250% | 9.148% | 7/6/29 | 10 | 10 | |
7 | Directv Financing LLC Term Loan, 1M USD LIBOR + 5.000% | 10.025% | 8/2/27 | 9 | 9 | |
7 | First Student Bidco Inc. Incremental Term Loan B, TSFR3M + 4.000% | 8.998% | 7/21/28 | 20 | 19 | |
7 | First Student Bidco Inc. Incremental Term Loan C, TSFR3M + 4.000% | 8.998% | 7/21/28 | 2 | 2 | |
7 | McAfee Corp. Tranche B-1 Term Loan, TSFR1M + 3.750% | 8.653% | 3/1/29 | 10 | 9 | |
7 | Medline Borrower LP Initial Dollar Term Loan, 1M USD LIBOR + 3.250% | 8.275% | 10/23/28 | 15 | 14 | |
7 | SS&C Technologies Holdings Inc. Term Loan B-6, TSFR1M + 2.250% | 7.332% | 3/22/29 | 5 | 5 | |
7 | SS&C Technologies Holdings Inc. Term Loan B-7, TSFR1M + 2.250% | 7.332% | 3/22/29 | 7 | 8 | |
81 | ||||||
Total Floating Rate Loan Interests (Cost $166) | 166 | |||||
Sovereign Bonds (16.7%) | ||||||
Belgium (0.2%) | ||||||
4,8 | Belfius Bank SA | 5.250% | 4/19/33 | 500 | 540 | |
Bermuda (0.2%) | ||||||
4 | Bermuda | 5.000% | 7/15/32 | 500 | 503 | |
Canada (1.1%) | ||||||
12 | Canadian Government Bond | 3.000% | 11/1/24 | 1,400 | 1,020 | |
12 | Canadian Government Bond | 4.000% | 6/1/41 | 885 | 743 | |
12 | Canadian Government Bond | 2.750% | 12/1/48 | 300 | 213 | |
12 | Canadian Government Bond | 1.750% | 12/1/53 | 150 | 84 | |
4,5 | Ontario Teachers' Cadillac Fairview Properties Trust | 3.875% | 3/20/27 | 800 | 754 | |
4,5 | Ontario Teachers' Cadillac Fairview Properties Trust | 4.125% | 2/1/29 | 350 | 328 | |
3,142 | ||||||
Chile (0.1%) | ||||||
4 | Empresa Nacional del Petroleo | 3.750% | 8/5/26 | 250 | 237 | |
Cyprus (0.4%) | ||||||
4,8 | Republic of Cyprus | 4.125% | 4/13/33 | 1,183 | 1,318 | |
Dominican Republic (0.4%) | ||||||
4 | Dominican Republic | 4.500% | 1/30/30 | 210 | 186 | |
4,5 | Dominican Republic | 7.050% | 2/3/31 | 870 | 885 | |
1,071 | ||||||
El Salvador (0.0%) | ||||||
4 | Republic of El Salvador | 9.500% | 7/15/52 | 200 | 110 | |
Germany (1.0%) | ||||||
8,13 | KFW | 0.625% | 1/7/28 | 2,900 | 2,888 | |
Hungary (0.3%) | ||||||
4,5,11 | Magyar Export-Import Bank Zrt. | 6.125% | 12/4/27 | 400 | 402 | |
8 | Republic of Hungary | 1.625% | 4/28/32 | 700 | 577 | |
979 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Indonesia (0.2%) | ||||||
4,8 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 1.875% | 11/5/31 | 370 | 307 | |
4 | Republic of Indonesia | 4.300% | 3/31/52 | 300 | 264 | |
571 | ||||||
Israel (0.4%) | ||||||
State of Israel | 4.500% | 1/17/33 | 1,185 | 1,189 | ||
Japan (1.4%) | ||||||
14 | Japan Bank for International Cooperation | 4.250% | 4/27/26 | 4,090 | 4,104 | |
Mexico (2.1%) | ||||||
4 | Comision Federal de Electricidad | 4.688% | 5/15/29 | 200 | 181 | |
Petroleos Mexicanos | 6.375% | 1/23/45 | 202 | 121 | ||
Petroleos Mexicanos | 6.750% | 9/21/47 | 1,452 | 895 | ||
4 | United Mexican States | 5.400% | 2/9/28 | 1,316 | 1,359 | |
4 | United Mexican States | 2.659% | 5/24/31 | 400 | 338 | |
4,15 | United Mexican States | 7.750% | 5/29/31 | 25,000 | 1,305 | |
4 | United Mexican States | 6.350% | 2/9/35 | 440 | 472 | |
4,15 | United Mexican States | 10.000% | 11/20/36 | 12,000 | 726 | |
4 | United Mexican States | 6.338% | 5/4/53 | 625 | 644 | |
6,041 | ||||||
Nigeria (0.1%) | ||||||
4 | Federal Republic of Nigeria | 8.747% | 1/21/31 | 380 | 302 | |
Panama (0.1%) | ||||||
4 | Republic of Panama | 3.870% | 7/23/60 | 500 | 335 | |
Peru (0.3%) | ||||||
4 | Petroleos del Peru SA | 5.625% | 6/19/47 | 650 | 412 | |
4 | Republic of Peru | 2.783% | 1/23/31 | 615 | 533 | |
945 | ||||||
Philippines (0.2%) | ||||||
8 | Republic of the Philippines | 1.750% | 4/28/41 | 786 | 559 | |
Poland (0.4%) | ||||||
4 | Republic of Poland | 5.750% | 11/16/32 | 86 | 93 | |
4,8 | Republic of Poland | 4.250% | 2/14/43 | 900 | 960 | |
4 | Republic of Poland | 5.500% | 4/4/53 | 146 | 152 | |
1,205 | ||||||
Romania (0.5%) | ||||||
4,8 | Republic of Romania | 2.125% | 3/7/28 | 764 | 721 | |
4,8 | Republic of Romania | 1.750% | 7/13/30 | 1,080 | 885 | |
1,606 | ||||||
Saudi Arabia (1.7%) | ||||||
4,5 | Kingdom of Saudi Arabia | 4.750% | 1/18/28 | 3,168 | 3,228 | |
4,5 | Kingdom of Saudi Arabia | 5.500% | 10/25/32 | 353 | 383 | |
4 | Kingdom of Saudi Arabia | 4.625% | 10/4/47 | 500 | 455 | |
4,5 | Kingdom of Saudi Arabia | 5.000% | 1/18/53 | 740 | 701 | |
4 | Saudi Arabian Oil Co. | 3.500% | 4/16/29 | 230 | 218 | |
4,985 | ||||||
Serbia (0.3%) | ||||||
4,8 | Republic of Serbia | 3.125% | 5/15/27 | 611 | 606 | |
4,5 | Republic of Serbia | 6.500% | 9/26/33 | 250 | 254 | |
4,8 | Republic of Serbia | 2.050% | 9/23/36 | 200 | 133 | |
993 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
South Africa (0.1%) | ||||||
4 | Eskom Holdings SOC Ltd. | 6.750% | 8/6/23 | 200 | 198 | |
South Korea (0.3%) | ||||||
4,5 | Korea Electric Power Corp. | 5.375% | 4/6/26 | 930 | 944 | |
Supranational (4.0%) | ||||||
4,8 | European Union | 2.000% | 10/4/27 | 8,250 | 8,755 | |
4,8 | European Union | 2.625% | 2/4/48 | 1,816 | 1,762 | |
4,8 | European Union | 0.300% | 11/4/50 | 1,484 | 765 | |
4,8 | European Union | 3.000% | 3/4/53 | 315 | 322 | |
11,604 | ||||||
United Arab Emirates (0.2%) | ||||||
4,5 | Finance Department Government of Sharjah | 6.500% | 11/23/32 | 470 | 488 | |
United Kingdom (0.7%) | ||||||
9 | United Kingdom | 2.750% | 9/7/24 | 915 | 1,129 | |
9 | United Kingdom | 0.500% | 1/31/29 | 600 | 630 | |
9 | United Kingdom | 1.500% | 7/22/47 | 145 | 110 | |
9 | United Kingdom | 3.500% | 7/22/68 | 90 | 103 | |
1,972 | ||||||
Total Sovereign Bonds (Cost $49,412) | 48,829 | |||||
Taxable Municipal Bonds (0.1%) | ||||||
United States (0.1%) | ||||||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) (Cost $318) | 5.871% | 11/15/39 | 300 | 304 |
Coupon | Shares | Market Value• ($000) | ||||
Temporary Cash Investments (4.4%) | ||||||
Money Market Fund (4.4%) | ||||||
16 | Vanguard Market Liquidity Fund (Cost $12,766) | 4.853% | 127,663 | 12,765 | ||
Total Investments (100.3%) (Cost $302,156) | 292,479 | |||||
Other Assets and Liabilities—Net (-0.3%) | (933) | |||||
Net Assets (100%) | 291,546 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $320,000 have been segregated as initial margin for open centrally cleared swap contracts. |
2 | Securities with a value of $760,000 have been segregated as collateral for open forward currency contracts and over-the-counter swap contracts. |
3 | Securities with a value of $913,000 have been segregated as initial margin for open futures contracts. |
4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
5 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2023, the aggregate value was $24,505,000, representing 8.4% of net assets. |
6 | Face amount denominated in Australian dollars. |
7 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
8 | Face amount denominated in euro. |
9 | Face amount denominated in British pounds. |
10 | Face amount denominated in Swiss francs. |
11 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of April 30, 2023. |
12 | Face amount denominated in Canadian dollars. |
13 | Guaranteed by the Federal Republic of Germany. |
14 | Guaranteed by the Government of Japan. |
15 | Face amount denominated in Mexican pesos. |
16 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
1M—1-month. | |
3M—3-month. | |
DAC—Designated Activity Company. | |
LIBOR—London Interbank Offered Rate. | |
TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. | |
TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. | |
USD—U.S. dollar. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
2-Year U.S. Treasury Note | June 2023 | 55 | 11,339 | (5) |
5-Year Government of Canada Bond | June 2023 | 36 | 3,026 | 39 |
10-Year Government of Canada Bond | June 2023 | 17 | 1,582 | 36 |
10-Year U.S. Treasury Note | June 2023 | 82 | 9,447 | 18 |
Euro-Schatz | June 2023 | 83 | 9,665 | (13) |
Ultra Long U.S. Treasury Bond | June 2023 | 23 | 3,252 | 15 |
90 | ||||
Short Futures Contracts | ||||
5-Year U.S. Treasury Note | June 2023 | (24) | (2,634) | (7) |
10-Year Japanese Government Bond | June 2023 | (3) | (3,272) | (37) |
AUD 10-Year Treasury Bond | June 2023 | (4) | (324) | (7) |
Euro-Bobl | June 2023 | (63) | (8,189) | (3) |
Euro-BTP | June 2023 | (10) | (1,266) | (1) |
Euro-Bund | June 2023 | (11) | (1,643) | (14) |
Euro-Buxl | June 2023 | (8) | (1,230) | (25) |
Long Gilt | June 2023 | (7) | (893) | 20 |
Long U.S. Treasury Bond | June 2023 | (15) | (1,975) | (9) |
Mini 10-Year Japanese Government Bond | June 2023 | (18) | (1,966) | (8) |
Ultra 10-Year U.S. Treasury Note | June 2023 | (4) | (486) | (2) |
(93) | ||||
(3) |
Forward Currency Contracts | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized (Depreciation) ($000) | ||||
Counterparty | Receive | Deliver | |||||
State Street Bank & Trust Co. | 5/2/23 | AUD | 8,669 | USD | 5,725 | 11 | — |
UBS AG | 5/2/23 | AUD | 542 | USD | 368 | — | (9) |
Standard Chartered Bank | 5/2/23 | AUD | 32 | USD | 21 | — | — |
Morgan Stanley Capital Services LLC | 5/2/23 | CAD | 2,617 | USD | 1,920 | 11 | — |
Toronto-Dominion Bank | 5/2/23 | CAD | 1,679 | USD | 1,232 | 8 | — |
Toronto-Dominion Bank | 5/2/23 | CAD | 57 | USD | 42 | — | — |
UBS AG | 5/2/23 | CAD | 40 | USD | 30 | — | — |
Forward Currency Contracts (continued) | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized (Depreciation) ($000) | ||||
Counterparty | Receive | Deliver | |||||
HSBC Bank plc | 5/2/23 | CAD | 11 | USD | 8 | — | — |
State Street Bank & Trust Co. | 5/3/23 | CHF | 260 | USD | 290 | 1 | — |
State Street Bank & Trust Co. | 5/3/23 | EUR | 64,682 | USD | 71,111 | 166 | — |
Toronto-Dominion Bank | 5/3/23 | EUR | 3,096 | USD | 3,424 | — | (13) |
Bank of America, N.A. | 5/3/23 | EUR | 2,021 | USD | 2,222 | 5 | — |
Standard Chartered Bank | 5/3/23 | EUR | 1,562 | USD | 1,723 | — | (2) |
JPMorgan Chase Bank, N.A. | 6/2/23 | EUR | 1,179 | USD | 1,300 | 1 | — |
Standard Chartered Bank | 5/3/23 | EUR | 1,094 | USD | 1,201 | 5 | — |
JPMorgan Chase Bank, N.A. | 5/3/23 | EUR | 820 | USD | 899 | 4 | — |
UBS AG | 5/3/23 | EUR | 664 | USD | 728 | 4 | — |
Toronto-Dominion Bank | 6/21/23 | EUR | 676 | USD | 725 | 22 | — |
Toronto-Dominion Bank | 5/2/23 | EUR | 658 | USD | 724 | 1 | — |
Citibank, N.A. | 5/3/23 | EUR | 42 | USD | 46 | — | — |
HSBC Bank plc | 5/3/23 | GBP | 16,979 | USD | 21,132 | 207 | — |
JPMorgan Chase Bank, N.A. | 5/3/23 | GBP | 1,030 | USD | 1,271 | 22 | — |
Toronto-Dominion Bank | 5/3/23 | GBP | 643 | USD | 801 | 8 | — |
Bank of America, N.A. | 5/3/23 | GBP | 332 | USD | 412 | 6 | — |
Morgan Stanley Capital Services LLC | 6/2/23 | GBP | 49 | USD | 61 | 1 | — |
Morgan Stanley Capital Services LLC | 5/3/23 | GBP | 27 | USD | 34 | — | — |
Toronto-Dominion Bank | 5/2/23 | JPY | 5,658 | USD | 43 | — | (1) |
Morgan Stanley Capital Services LLC | 5/2/23 | JPY | 2,151 | USD | 16 | — | — |
Standard Chartered Bank | 6/2/23 | JPY | 1,087 | USD | 8 | — | — |
Goldman Sachs Bank USA | 5/3/23 | MXN | 38,259 | USD | 2,111 | 16 | — |
Standard Chartered Bank | 5/2/23 | USD | 6,204 | AUD | 9,242 | 88 | — |
State Street Bank & Trust Co. | 6/2/23 | USD | 5,732 | AUD | 8,669 | — | (12) |
Toronto-Dominion Bank | 6/21/23 | NOK | 7,504 | CAD | 980 | — | (18) |
Morgan Stanley Capital Services LLC | 5/2/23 | USD | 3,235 | CAD | 4,377 | 5 | — |
Morgan Stanley Capital Services LLC | 6/2/23 | USD | 1,954 | CAD | 2,663 | — | (11) |
Toronto-Dominion Bank | 5/2/23 | USD | 20 | CAD | 27 | — | — |
State Street Bank & Trust Co. | 6/2/23 | USD | 291 | CHF | 260 | — | (1) |
Forward Currency Contracts (continued) | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized (Depreciation) ($000) | ||||
Counterparty | Receive | Deliver | |||||
State Street Bank & Trust Co. | 5/3/23 | USD | 285 | CHF | 260 | — | (6) |
BNP Paribas | 5/3/23 | USD | 73,669 | EUR | 67,358 | — | (558) |
State Street Bank & Trust Co. | 6/2/23 | USD | 71,232 | EUR | 64,682 | — | (180) |
Toronto-Dominion Bank | 6/21/23 | SEK | 7,476 | EUR | 667 | — | (6) |
State Street Bank & Trust Co. | 5/3/23 | USD | 2,958 | EUR | 2,714 | — | (33) |
UBS AG | 6/2/23 | USD | 2,249 | EUR | 2,034 | 3 | — |
UBS AG | 5/3/23 | USD | 2,035 | EUR | 1,854 | — | (9) |
Standard Chartered Bank | 5/3/23 | USD | 1,766 | EUR | 1,600 | 3 | — |
Bank of America, N.A. | 6/21/23 | USD | 825 | EUR | 756 | — | (11) |
Toronto-Dominion Bank | 6/2/23 | USD | 726 | EUR | 658 | — | (1) |
UBS AG | 5/2/23 | USD | 719 | EUR | 658 | — | (7) |
Toronto-Dominion Bank | 6/21/23 | USD | 718 | EUR | 676 | — | (29) |
Toronto-Dominion Bank | 5/3/23 | USD | 340 | EUR | 312 | — | (3) |
Standard Chartered Bank | 5/3/23 | USD | 157 | EUR | 143 | — | (1) |
Morgan Stanley Capital Services LLC | 5/3/23 | USD | 22,658 | GBP | 18,291 | — | (331) |
HSBC Bank plc | 6/2/23 | USD | 21,092 | GBP | 16,935 | — | (208) |
State Street Bank & Trust Co. | 5/3/23 | USD | 527 | GBP | 423 | — | (5) |
Standard Chartered Bank | 5/3/23 | USD | 368 | GBP | 297 | — | (5) |
State Street Bank & Trust Co. | 5/2/23 | USD | 37 | JPY | 4,828 | 1 | — |
Morgan Stanley Capital Services LLC | 5/2/23 | USD | 13 | JPY | 1,680 | — | — |
Barclays Bank plc | 6/2/23 | USD | 12 | JPY | 1,708 | — | — |
Standard Chartered Bank | 5/2/23 | USD | 8 | JPY | 1,087 | — | — |
HSBC Bank plc | 5/2/23 | USD | 2 | JPY | 214 | — | — |
Forward Currency Contracts (continued) | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized (Depreciation) ($000) | ||||
Counterparty | Receive | Deliver | |||||
State Street Bank & Trust Co. | 5/3/23 | USD | 2,099 | MXN | 38,259 | — | (29) |
Goldman Sachs Bank USA | 6/2/23 | USD | 2,098 | MXN | 38,259 | — | (15) |
599 | (1,504) |
AUD—Australian dollar. |
CAD—Canadian dollar. |
CHF—Swiss franc. |
EUR—euro. |
GBP—British pound. |
JPY—Japanese yen. |
MXN—Mexican peso. |
NOK—Norwegian krone. |
SEK—Swedish krona. |
USD—U.S. dollar. |
Centrally Cleared Credit Default Swaps | ||||||
Reference Entity | Termination Date | Notional Amount (000) | Periodic Premium Received (Paid)1 (%) | Value ($000) | Unrealized Appreciation (Depreciation) ($000) | |
Credit Protection Sold | ||||||
CDX-NA-IG-S40-V1 | 6/20/28 | USD | 3,727 | 1.000 | 46 | 9 |
iTraxx Europe-S39-V1 | 6/20/28 | EUR | 6,500 | 1.000 | 65 | 36 |
45 | ||||||
Credit Protection Purchased | ||||||
CDX-NA-HY-S39-V2 | 12/20/27 | USD | 725 | (5.000) | (18) | 1 |
46 |
1 Periodic premium received/paid quarterly. |
EUR—euro. |
USD—U.S. dollar. |
Over-the-Counter Credit Default Swaps | ||||||||
Reference Entity | Termination Date | Counterparty | Notional Amount ($000) | Periodic Premium Received (Paid)1 (%) | Value ($000) | Remaining Up-Front Premium Paid (Received) ($000) | Unrealized Appreciation ($000) | Unrealized (Depreciation) ($000) |
Credit Protection Sold/Moody's Rating | ||||||||
AT&T Inc./Baa2 | 12/20/23 | BARC | 640 | 1.000 | 2 | 2 | — | — |
AT&T Inc./Baa2 | 12/20/23 | BARC | 160 | 1.000 | 1 | 1 | — | — |
3 | 3 | — | — |
Over-the-Counter Credit Default Swaps (continued) | ||||||||
Reference Entity | Termination Date | Counterparty | Notional Amount ($000) | Periodic Premium Received (Paid)1 (%) | Value ($000) | Remaining Up-Front Premium Paid (Received) ($000) | Unrealized Appreciation ($000) | Unrealized (Depreciation) ($000) |
Credit Protection Purchased | ||||||||
Unibail-Rodamco-Westfield SE | 6/20/28 | BARC | 6002 | (1.000) | 51 | 49 | 2 | — |
54 | 52 | 2 | — |
1 Periodic premium received/paid quarterly. |
2 Notional amount denominated in euro. |
BARC—Barclays Bank plc. |
Centrally Cleared Interest Rate Swaps | ||||||
Termination Date | Future Effective Date | Notional Amount (000)1 | Interest Rate Received2 (%) | Interest Rate (Paid)3 (%) | Value ($000) | Unrealized Appreciation (Depreciation) ($000) |
12/21/24 | N/A | 2,350 | 4.179 | (4.274) | (17) | (17) |
1 Notional amount denominated in British pound. |
2 Based on 1-Day Sterling Overnight Index Average Rate (SONIA) as of the most recent reset date. Interest payment received/paid annually. |
3 Interest payment received/paid annually. |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $289,390) | 279,714 |
Affiliated Issuers (Cost $12,766) | 12,765 |
Total Investments in Securities | 292,479 |
Investment in Vanguard | 10 |
Foreign Currency, at Value (Cost $764) | 764 |
Receivables for Investment Securities Sold | 990 |
Receivables for Accrued Income | 3,082 |
Receivables for Capital Shares Issued | 354 |
Swap Premiums Paid | 52 |
Variation Margin Receivable—Futures Contracts | 2 |
Variation Margin Receivable—Centrally Cleared Swap Contracts | 4 |
Unrealized Appreciation—Forward Currency Contracts | 599 |
Unrealized Appreciation—Over-the-Counter Swap Contracts | 2 |
Total Assets | 298,338 |
Liabilities | |
Due to Custodian | 8 |
Payables for Investment Securities Purchased | 4,066 |
Payables for Capital Shares Redeemed | 1,183 |
Payables to Vanguard | 31 |
Unrealized Depreciation—Forward Currency Contracts | 1,504 |
Total Liabilities | 6,792 |
Net Assets | 291,546 |
��
Statement of Assets and Liabilities (continued) | |
At April 30, 2023, net assets consisted of: | |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Paid-in Capital | 325,513 |
Total Distributable Earnings (Loss) | (33,967) |
Net Assets | 291,546 |
Investor Shares—Net Assets | |
Applicable to 4,259,890 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 39,965 |
Net Asset Value Per Share—Investor Shares | $9.38 |
Admiral Shares—Net Assets | |
Applicable to 13,406,682 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 251,581 |
Net Asset Value Per Share—Admiral Shares | $18.77 |
Six Months Ended April 30, 2023 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 5,770 |
Total Income | 5,770 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 13 |
Management and Administrative—Investor Shares | 52 |
Management and Administrative—Admiral Shares | 253 |
Marketing and Distribution—Investor Shares | 1 |
Marketing and Distribution—Admiral Shares | 7 |
Custodian Fees | 23 |
Shareholders’ Reports—Investor Shares | 8 |
Shareholders’ Reports—Admiral Shares | 7 |
Trustees’ Fees and Expenses | — |
Other Expenses | 9 |
Total Expenses | 373 |
Expenses Paid Indirectly | (2) |
Net Expenses | 371 |
Net Investment Income | 5,399 |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | (7,416) |
Futures Contracts | (561) |
Options Purchased | (72) |
Options Written | 4 |
Swap Contracts | 205 |
Forward Currency Contracts | (9,533) |
Foreign Currencies | 10 |
Realized Net Gain (Loss) | (17,363) |
Statement of Operations (continued) | |
Six Months Ended April 30, 2023 | |
($000) | |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 29,695 |
Futures Contracts | 101 |
Options Purchased | 54 |
Options Written | (4) |
Swap Contracts | 48 |
Forward Currency Contracts | 872 |
Foreign Currencies | 41 |
Change in Unrealized Appreciation (Depreciation) | 30,807 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 18,843 |
1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $95,000, $1,000, less than $1,000, and ($1,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Six Months Ended April 30, 2023 | Year Ended October 31, 2022 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 5,399 | 5,719 | |
Realized Net Gain (Loss) | (17,363) | (7,236) | |
Change in Unrealized Appreciation (Depreciation) | 30,807 | (42,778) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 18,843 | (44,295) | |
Distributions | |||
Investor Shares | (729) | (1,447) | |
Admiral Shares | (4,765) | (7,712) | |
Total Distributions | (5,494) | (9,159) | |
Capital Share Transactions | |||
Investor Shares | 2,173 | (1,531) | |
Admiral Shares | 12,126 | 39,841 | |
Net Increase (Decrease) from Capital Share Transactions | 14,299 | 38,310 | |
Total Increase (Decrease) | 27,648 | (15,144) | |
Net Assets | |||
Beginning of Period | 263,898 | 279,042 | |
End of Period | 291,546 | 263,898 |
Investor Shares | |||||
For a Share Outstanding Throughout Each Period | Six Months Ended April 30, 2023 | Year Ended October 31, | November 15, 20181 to October 31, 2019 | ||
2022 | 2021 | 2020 | |||
Net Asset Value, Beginning of Period | $8.93 | $11.02 | $11.26 | $11.09 | $10.00 |
Investment Operations | |||||
Net Investment Income2 | .173 | .214 | .176 | .231 | .287 |
Net Realized and Unrealized Gain (Loss) on Investments | .453 | (1.956) | .059 | .619 | 1.045 |
Total from Investment Operations | .626 | (1.742) | .235 | .850 | 1.332 |
Distributions | |||||
Dividends from Net Investment Income | (.176) | (.182) | (.217) | (.338) | (.242) |
Distributions from Realized Capital Gains | — | (.166) | (.258) | (.342) | — |
Total Distributions | (.176) | (.348) | (.475) | (.680) | (.242) |
Net Asset Value, End of Period | $9.38 | $8.93 | $11.02 | $11.26 | $11.09 |
Total Return3 | 7.04% | -16.15% | 2.07% | 8.10% | 13.46% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $40 | $36 | $46 | $41 | $31 |
Ratio of Total Expenses to Average Net Assets | 0.35%4 | 0.35%4 | 0.35% | 0.35% | 0.35%5 |
Ratio of Net Investment Income to Average Net Assets | 3.74% | 2.14% | 1.59% | 2.11% | 2.78%5 |
Portfolio Turnover Rate | 117%6 | 124% | 128%6 | 264% | 284% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.35%. |
5 | Annualized. |
6 | Includes 13% attributable to mortgage-dollar-roll activity. |
Admiral Shares | |||||
For a Share Outstanding Throughout Each Period | Six Months Ended April 30, 2023 | Year Ended October 31, | November 15, 20181 to October 31, 2019 | ||
2022 | 2021 | 2020 | |||
Net Asset Value, Beginning of Period | $17.87 | $22.04 | $22.52 | $22.19 | $20.00 |
Investment Operations | |||||
Net Investment Income2 | .354 | .449 | .375 | .485 | .591 |
Net Realized and Unrealized Gain (Loss) on Investments | .907 | (3.901) | .117 | 1.228 | 2.101 |
Total from Investment Operations | 1.261 | (3.452) | .492 | 1.713 | 2.692 |
Distributions | |||||
Dividends from Net Investment Income | (.361) | (.385) | (.456) | (.699) | (.502) |
Distributions from Realized Capital Gains | — | (.333) | (.516) | (.684) | — |
Total Distributions | (.361) | (.718) | (.972) | (1.383) | (.502) |
Net Asset Value, End of Period | $18.77 | $17.87 | $22.04 | $22.52 | $22.19 |
Total Return3 | 7.09% | -16.02% | 2.18% | 8.16% | 13.60% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $252 | $228 | $233 | $221 | $177 |
Ratio of Total Expenses to Average Net Assets | 0.25%4 | 0.25%4 | 0.25% | 0.25% | 0.25%5 |
Ratio of Net Investment Income to Average Net Assets | 3.84% | 2.26% | 1.69% | 2.21% | 2.88%5 |
Portfolio Turnover Rate | 117%6 | 124% | 128%6 | 264% | 284% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.25%. |
5 | Annualized. |
6 | Includes 13% attributable to mortgage-dollar-roll activity. |
Assets Reflected in Statement of Assets and Liabilities1 ($000) | Liabilities Reflected in Statement of Assets and Liabilities1 ($000) | Net Amount Receivable (Payable) ($000) | Amounts Not Offset in the Statement of Assets and Liabilities | Net Exposure3 (Not Less Than $0) ($000) | ||
Collateral Pledged2 ($000) | Collateral Received2 ($000) | |||||
Derivatives Subject to Offsettings Arrangements, by Counterparty | ||||||
Bank of America, N.A. | 11 | 11 | — | — | — | — |
Barclays Bank plc | 2 | — | 2 | — | 61 | — |
BNP Paribas | — | 558 | (558) | 560 | — | — |
Goldman Sachs Bank USA | 16 | 15 | 1 | — | — | 1 |
HSBC Bank plc | 207 | 208 | (1) | — | — | — |
JPMorgan Chase Bank, N.A. | 27 | — | 27 | — | — | 27 |
Morgan Stanley Capital Services LLC | 17 | 342 | (325) | 25 | — | — |
Standard Chartered Bank | 96 | 8 | 88 | — | — | 88 |
State Street Bank & Trust Co. | 179 | 266 | (87) | — | — | — |
Toronto-Dominion Bank | 39 | 71 | (32) | 72 | — | — |
UBS AG | 7 | 25 | (18) | 103 | — | — |
Centrally Cleared Swap Contracts | 4 | — | 4 | 320 | — | — |
Exchange-Traded Futures Contracts | 2 | — | 2 | 913 | — | — |
Total | 607 | 1,504 | (897) | 1,993 | 61 | 116 |
1 | Absent an event of default or early termination, derivative assets and liabilities are presented gross and not offset in the Statement of Assets and Liabilities. |
2 | Securities or other assets pledged as collateral are noted in the Schedule of Investments and Statement of Assets and Liabilities. Securities or other assets received as collateral are held in a segregated account and not included in the fund's security holdings in the Schedule of Investments. |
3 | Net exposure represents the net amount receivable from the counterparty in the event of default. Counterparties are not required to exchange collateral if amount is below a specified minimum transfer amount. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 6,086 | — | 6,086 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 645 | — | 645 |
Corporate Bonds | — | 223,684 | — | 223,684 |
Floating Rate Loan Interests | — | 166 | — | 166 |
Sovereign Bonds | — | 48,829 | — | 48,829 |
Taxable Municipal Bonds | — | 304 | — | 304 |
Temporary Cash Investments | 12,765 | — | — | 12,765 |
Total | 12,765 | 279,714 | — | 292,479 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 128 | — | — | 128 |
Forward Currency Contracts | — | 599 | — | 599 |
Swap Contracts | 461 | 2 | — | 48 |
Total | 174 | 601 | — | 775 |
Liabilities | ||||
Futures Contracts1 | 131 | — | — | 131 |
Forward Currency Contracts | — | 1,504 | — | 1,504 |
Swap Contracts | 171 | — | — | 17 |
Total | 148 | 1,504 | — | 1,652 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Statement of Assets and Liabilities | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Credit Contracts ($000) | Total ($000) |
Swap Premiums Paid | — | — | 52 | 52 |
Unrealized Appreciation—Futures Contracts1 | 128 | — | — | 128 |
Unrealized Appreciation—Centrally Cleared Swap Contracts1 | — | — | 46 | 46 |
Unrealized Appreciation—Forward Currency Contracts | — | 599 | — | 599 |
Unrealized Appreciation—Over-the-Counter Swap Contracts | — | — | 2 | 2 |
Total Assets | 128 | 599 | 100 | 827 |
Unrealized Depreciation—Futures Contracts1 | 131 | — | — | 131 |
Unrealized Depreciation—Centrally Cleared Swap Contracts1 | 17 | — | — | 17 |
Unrealized Depreciation—Forward Currency Contracts | — | 1,504 | — | 1,504 |
Total Liabilities | 148 | 1,504 | — | 1,652 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Realized Net Gain (Loss) on Derivatives | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Credit Contracts ($000) | Total ($000) |
Futures Contracts | (561) | — | — | (561) |
Options Purchased | (43) | — | (29) | (72) |
Options Written | — | — | 4 | 4 |
Swap Contracts | — | — | 205 | 205 |
Forward Currency Contracts | — | (9,533) | — | (9,533) |
Realized Net Gain (Loss) on Derivatives | (604) | (9,533) | 180 | (9,957) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | ||||
Futures Contracts | 101 | — | — | 101 |
Options Purchased | 43 | — | 11 | 54 |
Options Written | — | — | (4) | (4) |
Swap Contracts | (36) | — | 84 | 48 |
Forward Currency Contracts | — | 872 | — | 872 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | 108 | 872 | 91 | 1,071 |
Amount ($000) | |
Tax Cost | 294,432 |
Gross Unrealized Appreciation | 14,813 |
Gross Unrealized Depreciation | (17,591) |
Net Unrealized Appreciation (Depreciation) | (2,778) |
Six Months Ended April 30, 2023 | Year Ended October 31, 2022 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 6,866 | 737 | 14,508 | 1,413 | |
Issued in Lieu of Cash Distributions | 616 | 66 | 1,243 | 122 | |
Redeemed | (5,309) | (572) | (17,282) | (1,699) | |
Net Increase (Decrease)—Investor Shares | 2,173 | 231 | (1,531) | (164) | |
Admiral Shares | |||||
Issued | 52,195 | 2,813 | 125,480 | 6,506 | |
Issued in Lieu of Cash Distributions | 3,368 | 182 | 6,233 | 307 | |
Redeemed | (43,437) | (2,343) | (91,872) | (4,622) | |
Net Increase (Decrease)—Admiral Shares | 12,126 | 652 | 39,841 | 2,191 |
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Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
Item 6: Investments.
Not applicable. The complete schedule of investments is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: Controls and Procedures.
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. There were no significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.
Item 12: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13: Exhibits.
(a)(1) | Not applicable. |
(a)(2) | Certifications filed herewith. |
(b) | Certifications filed herewith. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
VANGUARD CHARLOTTE FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: June 19, 2023
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
VANGUARD CHARLOTTE FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: June 19, 2023
VANGUARD CHARLOTTE FUNDS | ||
BY: | /s/ CHRISTINE BUCHANAN* | |
CHRISTINE BUCHANAN | ||
CHIEF FINANCIAL OFFICER |
Date: June 19, 2023
* By: | /s/ Anne E. Robinson |
Anne E. Robinson, pursuant to a Power of Attorney filed on March 29, 2023 (see File Number 2-11444), Incorporated by Reference.