Vanguard® ESG U.S. Corporate Bond ETF
Schedule of Investments (unaudited)
As of May 31, 2021
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Corporate Bonds (99.3%) | ||||||
Communications (15.3%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 50 | 55 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 35 | 30 | ||
Alphabet Inc. | 3.375% | 2/25/24 | 90 | 98 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 45 | 47 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 60 | 58 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 145 | 136 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 70 | 62 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 121 | 102 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 55 | 46 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 170 | 170 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 130 | 130 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 20 | 20 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 145 | 145 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 20 | 20 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 165 | 165 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 75 | 76 | ||
America Movil SAB de CV | 3.125% | 7/16/22 | 5 | 5 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 95 | 104 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 65 | 67 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 160 | 222 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 45 | 53 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 70 | 83 | ||
AT&T Inc. | 3.000% | 6/30/22 | 75 | 77 | ||
AT&T Inc. | 2.625% | 12/1/22 | 30 | 31 | ||
AT&T Inc. | 0.900% | 3/25/24 | 60 | 60 | ||
AT&T Inc. | 4.450% | 4/1/24 | 25 | 28 | ||
AT&T Inc. | 3.400% | 5/15/25 | 250 | 274 | ||
AT&T Inc. | 4.125% | 2/17/26 | 150 | 169 | ||
AT&T Inc. | 1.700% | 3/25/26 | 160 | 161 | ||
AT&T Inc. | 3.800% | 2/15/27 | 50 | 56 | ||
AT&T Inc. | 2.300% | 6/1/27 | 160 | 166 | ||
AT&T Inc. | 1.650% | 2/1/28 | 65 | 64 | ||
AT&T Inc. | 4.350% | 3/1/29 | 100 | 114 | ||
1 | AT&T Inc. | 4.300% | 2/15/30 | 75 | 85 | |
AT&T Inc. | 2.750% | 6/1/31 | 135 | 137 | ||
AT&T Inc. | 2.250% | 2/1/32 | 75 | 72 | ||
1,2 | AT&T Inc. | 2.550% | 12/1/33 | 50 | 48 | |
AT&T Inc. | 4.500% | 5/15/35 | 65 | 75 | ||
AT&T Inc. | 5.250% | 3/1/37 | 70 | 86 | ||
AT&T Inc. | 4.850% | 3/1/39 | 109 | 129 | ||
AT&T Inc. | 5.350% | 9/1/40 | 80 | 100 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AT&T Inc. | 3.500% | 6/1/41 | 300 | 303 | ||
AT&T Inc. | 3.100% | 2/1/43 | 180 | 171 | ||
AT&T Inc. | 4.350% | 6/15/45 | 35 | 39 | ||
AT&T Inc. | 4.750% | 5/15/46 | 75 | 88 | ||
AT&T Inc. | 5.650% | 2/15/47 | 25 | 33 | ||
AT&T Inc. | 4.500% | 3/9/48 | 120 | 135 | ||
AT&T Inc. | 4.550% | 3/9/49 | 200 | 227 | ||
AT&T Inc. | 5.150% | 2/15/50 | 25 | 31 | ||
AT&T Inc. | 3.650% | 6/1/51 | 100 | 100 | ||
AT&T Inc. | 3.300% | 2/1/52 | 50 | 47 | ||
1,2 | AT&T Inc. | 3.500% | 9/15/53 | 430 | 410 | |
1,2 | AT&T Inc. | 3.550% | 9/15/55 | 395 | 375 | |
1,2 | AT&T Inc. | 3.800% | 12/1/57 | 142 | 141 | |
1,2 | AT&T Inc. | 3.650% | 9/15/59 | 185 | 178 | |
AT&T Inc. | 3.850% | 6/1/60 | 125 | 125 | ||
AT&T Inc. | 3.500% | 2/1/61 | 98 | 92 | ||
Bell Canada | 4.464% | 4/1/48 | 40 | 48 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 50 | 55 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 100 | 117 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 140 | 218 | ||
3 | Charter Communications Operating LLC | 4.400% | 12/1/61 | 50 | 51 | |
Charter Communications Operating LLC | 4.464% | 7/23/22 | 126 | 131 | ||
Charter Communications Operating LLC | 4.908% | 7/23/25 | 125 | 142 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 75 | 82 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 100 | 112 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 95 | 111 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 50 | 50 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 100 | 94 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 145 | 190 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 95 | 113 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 130 | 125 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 225 | 296 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 30 | 35 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 78 | 95 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 50 | 57 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 40 | 44 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 140 | 132 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 95 | 92 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 110 | 101 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 60 | 68 | ||
Comcast Corp. | 3.000% | 2/1/24 | 125 | 133 | ||
Comcast Corp. | 3.600% | 3/1/24 | 25 | 27 | ||
Comcast Corp. | 3.700% | 4/15/24 | 125 | 136 | ||
Comcast Corp. | 3.375% | 2/15/25 | 100 | 109 | ||
Comcast Corp. | 3.375% | 8/15/25 | 25 | 27 | ||
Comcast Corp. | 3.950% | 10/15/25 | 115 | 129 | ||
Comcast Corp. | 3.150% | 3/1/26 | 100 | 109 | ||
Comcast Corp. | 2.350% | 1/15/27 | 110 | 115 | ||
Comcast Corp. | 3.300% | 2/1/27 | 100 | 110 | ||
Comcast Corp. | 3.150% | 2/15/28 | 25 | 27 | ||
Comcast Corp. | 3.550% | 5/1/28 | 75 | 83 | ||
Comcast Corp. | 4.150% | 10/15/28 | 100 | 115 | ||
Comcast Corp. | 2.650% | 2/1/30 | 100 | 104 | ||
Comcast Corp. | 3.400% | 4/1/30 | 25 | 27 | ||
Comcast Corp. | 4.250% | 10/15/30 | 145 | 168 | ||
Comcast Corp. | 1.950% | 1/15/31 | 75 | 73 | ||
Comcast Corp. | 1.500% | 2/15/31 | 25 | 23 | ||
Comcast Corp. | 4.250% | 1/15/33 | 75 | 88 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Comcast Corp. | 7.050% | 3/15/33 | 75 | 108 | ||
Comcast Corp. | 4.200% | 8/15/34 | 100 | 116 | ||
Comcast Corp. | 4.400% | 8/15/35 | 15 | 18 | ||
Comcast Corp. | 6.500% | 11/15/35 | 100 | 143 | ||
Comcast Corp. | 3.200% | 7/15/36 | 85 | 89 | ||
Comcast Corp. | 6.450% | 3/15/37 | 40 | 57 | ||
Comcast Corp. | 6.950% | 8/15/37 | 45 | 67 | ||
Comcast Corp. | 3.900% | 3/1/38 | 60 | 67 | ||
Comcast Corp. | 4.600% | 10/15/38 | 40 | 48 | ||
Comcast Corp. | 3.750% | 4/1/40 | 115 | 127 | ||
Comcast Corp. | 4.650% | 7/15/42 | 120 | 146 | ||
Comcast Corp. | 4.750% | 3/1/44 | 73 | 91 | ||
Comcast Corp. | 4.600% | 8/15/45 | 75 | 91 | ||
Comcast Corp. | 3.400% | 7/15/46 | 75 | 77 | ||
Comcast Corp. | 4.000% | 8/15/47 | 75 | 85 | ||
Comcast Corp. | 3.969% | 11/1/47 | 120 | 135 | ||
Comcast Corp. | 4.000% | 3/1/48 | 100 | 113 | ||
Comcast Corp. | 4.700% | 10/15/48 | 75 | 93 | ||
Comcast Corp. | 3.999% | 11/1/49 | 145 | 164 | ||
Comcast Corp. | 3.450% | 2/1/50 | 35 | 36 | ||
Comcast Corp. | 2.800% | 1/15/51 | 52 | 48 | ||
Comcast Corp. | 2.450% | 8/15/52 | 150 | 129 | ||
Comcast Corp. | 4.950% | 10/15/58 | 60 | 80 | ||
Comcast Corp. | 2.650% | 8/15/62 | 95 | 82 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 210 | 311 | ||
Discovery Communications LLC | 2.950% | 3/20/23 | 18 | 19 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 125 | 137 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 25 | 28 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 5 | 5 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 115 | 135 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 85 | 101 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 35 | 39 | ||
1,2 | Discovery Communications LLC | 4.000% | 9/15/55 | 15 | 15 | |
eBay Inc. | 1.400% | 5/10/26 | 30 | 30 | ||
eBay Inc. | 2.600% | 5/10/31 | 35 | 35 | ||
eBay Inc. | 3.650% | 5/10/51 | 40 | 40 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 25 | 24 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 25 | 23 | ||
1,2 | Expedia Group Inc. | 4.625% | 8/1/27 | 50 | 57 | |
Expedia Group Inc. | 3.800% | 2/15/28 | 70 | 75 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 100 | 103 | ||
Fox Corp. | 4.030% | 1/25/24 | 5 | 5 | ||
Fox Corp. | 4.709% | 1/25/29 | 140 | 163 | ||
Fox Corp. | 5.476% | 1/25/39 | 125 | 156 | ||
Fox Corp. | 5.576% | 1/25/49 | 53 | 68 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 100 | 121 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 50 | 50 | ||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 100 | 141 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 20 | 24 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 30 | 30 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 135 | 147 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 40 | 44 | ||
Orange SA | 9.000% | 3/1/31 | 159 | 248 | ||
Orange SA | 5.375% | 1/13/42 | 25 | 33 | ||
Orange SA | 5.500% | 2/6/44 | 20 | 27 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 30 | 32 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 20 | 24 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 20 | 22 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Rogers Communications Inc. | 4.350% | 5/1/49 | 70 | 78 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 85 | 86 | ||
Telefonica Emisiones SA | 4.570% | 4/27/23 | 50 | 54 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 90 | 101 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 130 | 183 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 10 | 11 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 95 | 114 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 60 | 69 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 35 | 44 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 65 | 93 | ||
TELUS Corp. | 4.600% | 11/16/48 | 55 | 66 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 90 | 120 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 65 | 89 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 40 | 50 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 45 | 54 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 55 | 59 | ||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 85 | 97 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 85 | 126 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 70 | 76 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 75 | 75 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 195 | 215 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 105 | 105 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 225 | 246 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 150 | 149 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 35 | 34 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 75 | 84 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 95 | 89 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 105 | 119 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 185 | 174 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 30 | 29 | ||
1 | TWDC Enterprises 18 Corp. | 2.350% | 12/1/22 | 10 | 10 | |
1 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 80 | 87 | |
1 | TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 45 | 49 | |
1 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 45 | 52 | |
VeriSign Inc. | 4.625% | 5/1/23 | 25 | 25 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 100 | 94 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 160 | 143 | ||
Verizon Communications Inc. | 0.750% | 3/22/24 | 25 | 25 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 170 | 185 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 280 | 283 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 25 | 27 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 145 | 166 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 105 | 113 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 250 | 254 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 115 | 132 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 135 | 153 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 125 | 133 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 10 | 9 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 50 | 47 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 230 | 231 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 70 | 82 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 152 | 178 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 105 | 122 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 100 | 128 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 70 | 65 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 130 | 133 | ||
Verizon Communications Inc. | 3.850% | 11/1/42 | 175 | 191 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 55 | 62 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Verizon Communications Inc. | 4.862% | 8/21/46 | 226 | 281 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 85 | 101 | ||
Verizon Communications Inc. | 5.012% | 4/15/49 | 125 | 159 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 130 | 143 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 120 | 109 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 250 | 255 | ||
Verizon Communications Inc. | 4.672% | 3/15/55 | 40 | 49 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 235 | 210 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 210 | 213 | ||
ViacomCBS Inc. | 4.750% | 5/15/25 | 85 | 96 | ||
ViacomCBS Inc. | 4.000% | 1/15/26 | 25 | 28 | ||
ViacomCBS Inc. | 7.875% | 7/30/30 | 70 | 98 | ||
ViacomCBS Inc. | 4.950% | 1/15/31 | 75 | 89 | ||
ViacomCBS Inc. | 4.200% | 5/19/32 | 85 | 96 | ||
ViacomCBS Inc. | 6.875% | 4/30/36 | 50 | 70 | ||
ViacomCBS Inc. | 4.375% | 3/15/43 | 60 | 65 | ||
ViacomCBS Inc. | 5.850% | 9/1/43 | 40 | 52 | ||
ViacomCBS Inc. | 4.950% | 5/19/50 | 25 | 30 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 38 | 41 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 110 | 123 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 75 | 86 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 115 | 155 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 65 | 73 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 170 | 215 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 90 | 109 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 90 | 100 | ||
Walt Disney Co. | 3.000% | 9/15/22 | 115 | 119 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 110 | 114 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 50 | 55 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 25 | 26 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 105 | 108 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 65 | 65 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 105 | 118 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 140 | 145 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 70 | 97 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 75 | 108 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 25 | 37 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 45 | 48 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 85 | 107 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 185 | 199 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 90 | 99 | ||
Weibo Corp. | 3.500% | 7/5/24 | 50 | 53 | ||
Weibo Corp. | 3.375% | 7/8/30 | 10 | 10 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 45 | 49 | ||
25,876 | ||||||
Consumer Discretionary (6.2%) | ||||||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 100 | 109 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 35 | 38 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 105 | 102 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 115 | 125 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 85 | 79 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 45 | 50 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 45 | 43 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 80 | 92 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 140 | 144 | ||
Amazon.com Inc. | 2.400% | 2/22/23 | 100 | 103 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 105 | 112 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 65 | 65 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amazon.com Inc. | 1.200% | 6/3/27 | 50 | 50 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 240 | 265 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 60 | 58 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 80 | 101 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 110 | 127 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 115 | 150 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 200 | 233 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 95 | 85 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 100 | 121 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 103 | 92 | ||
1 | American Honda Finance Corp. | 2.200% | 6/27/22 | 50 | 51 | |
1 | American Honda Finance Corp. | 2.050% | 1/10/23 | 20 | 21 | |
1 | American Honda Finance Corp. | 1.950% | 5/10/23 | 20 | 21 | |
1 | American Honda Finance Corp. | 0.875% | 7/7/23 | 120 | 121 | |
1 | American Honda Finance Corp. | 0.650% | 9/8/23 | 65 | 65 | |
1 | American Honda Finance Corp. | 1.200% | 7/8/25 | 45 | 46 | |
1 | American Honda Finance Corp. | 2.000% | 3/24/28 | 50 | 51 | |
AutoZone Inc. | 4.000% | 4/15/30 | 65 | 73 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 55 | 58 | ||
Daimler Finance North America LLC | 8.500% | 1/18/31 | 66 | 99 | ||
eBay Inc. | 2.750% | 1/30/23 | 25 | 26 | ||
eBay Inc. | 1.900% | 3/11/25 | 25 | 26 | ||
eBay Inc. | 3.600% | 6/5/27 | 70 | 78 | ||
eBay Inc. | 2.700% | 3/11/30 | 20 | 20 | ||
eBay Inc. | 4.000% | 7/15/42 | 37 | 40 | ||
General Motors Co. | 4.875% | 10/2/23 | 50 | 55 | ||
General Motors Co. | 6.125% | 10/1/25 | 70 | 83 | ||
General Motors Co. | 4.200% | 10/1/27 | 95 | 106 | ||
General Motors Co. | 6.800% | 10/1/27 | 150 | 189 | ||
General Motors Co. | 5.000% | 10/1/28 | 100 | 116 | ||
General Motors Co. | 5.000% | 4/1/35 | 45 | 53 | ||
General Motors Co. | 6.600% | 4/1/36 | 25 | 34 | ||
General Motors Co. | 5.150% | 4/1/38 | 20 | 24 | ||
General Motors Co. | 6.250% | 10/2/43 | 95 | 127 | ||
General Motors Co. | 5.200% | 4/1/45 | 60 | 72 | ||
General Motors Co. | 6.750% | 4/1/46 | 50 | 70 | ||
General Motors Co. | 5.400% | 4/1/48 | 85 | 104 | ||
General Motors Co. | 5.950% | 4/1/49 | 10 | 13 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 25 | 25 | ||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 55 | 56 | ||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 50 | 52 | ||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 110 | 119 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 75 | 79 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 50 | 55 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 42 | 45 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 100 | 109 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 75 | 79 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 25 | 28 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 25 | 26 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 75 | 83 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 45 | 52 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 25 | 28 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 85 | 96 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 40 | 42 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 65 | 70 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 35 | 38 | ||
Home Depot Inc. | 2.625% | 6/1/22 | 54 | 55 | ||
Home Depot Inc. | 2.700% | 4/1/23 | 45 | 47 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Home Depot Inc. | 3.750% | 2/15/24 | 50 | 54 | ||
Home Depot Inc. | 3.350% | 9/15/25 | 75 | 83 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 50 | 55 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 100 | 105 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 25 | 27 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 65 | 70 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 140 | 148 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 50 | 47 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 59 | 82 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 66 | 70 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 15 | 21 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 20 | 24 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 85 | 104 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 105 | 125 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 75 | 85 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 110 | 138 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 110 | 111 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 90 | 95 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 105 | 113 | ||
Lear Corp. | 3.800% | 9/15/27 | 35 | 39 | ||
Lennar Corp. | 4.750% | 11/29/27 | 60 | 69 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 15 | 16 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 150 | 159 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 25 | 24 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 101 | 112 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 15 | 18 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 70 | 66 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 110 | 112 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 70 | 74 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 90 | 100 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 25 | 24 | ||
Magna International Inc. | 3.625% | 6/15/24 | 40 | 43 | ||
Magna International Inc. | 2.450% | 6/15/30 | 40 | 41 | ||
1 | Marriott International Inc. | 5.750% | 5/1/25 | 55 | 64 | |
1 | Marriott International Inc. | 3.125% | 6/15/26 | 60 | 64 | |
1 | Marriott International Inc. | 4.625% | 6/15/30 | 70 | 79 | |
1 | Marriott International Inc. | 3.500% | 10/15/32 | 35 | 37 | |
1 | McDonald's Corp. | 3.700% | 1/30/26 | 25 | 28 | |
1 | McDonald's Corp. | 3.500% | 3/1/27 | 50 | 55 | |
1 | McDonald's Corp. | 3.500% | 7/1/27 | 55 | 61 | |
1 | McDonald's Corp. | 3.800% | 4/1/28 | 110 | 124 | |
1 | McDonald's Corp. | 2.625% | 9/1/29 | 194 | 202 | |
1 | McDonald's Corp. | 4.700% | 12/9/35 | 95 | 116 | |
1 | McDonald's Corp. | 6.300% | 3/1/38 | 60 | 84 | |
1 | McDonald's Corp. | 4.875% | 12/9/45 | 50 | 62 | |
1 | McDonald's Corp. | 4.450% | 3/1/47 | 75 | 88 | |
1 | McDonald's Corp. | 4.450% | 9/1/48 | 42 | 50 | |
1 | McDonald's Corp. | 3.625% | 9/1/49 | 40 | 42 | |
1 | McDonald's Corp. | 4.200% | 4/1/50 | 10 | 12 | |
NIKE Inc. | 2.400% | 3/27/25 | 10 | 11 | ||
NIKE Inc. | 2.375% | 11/1/26 | 65 | 69 | ||
NIKE Inc. | 2.750% | 3/27/27 | 59 | 64 | ||
NIKE Inc. | 2.850% | 3/27/30 | 45 | 48 | ||
NIKE Inc. | 3.250% | 3/27/40 | 95 | 101 | ||
NIKE Inc. | 3.375% | 3/27/50 | 103 | 111 | ||
NVR Inc. | 3.000% | 5/15/30 | 42 | 44 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 40 | 44 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 15 | 16 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 20 | 20 | ||
Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 20 | 19 | ||
1 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 85 | 90 | |
Starbucks Corp. | 3.100% | 3/1/23 | 80 | 84 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 50 | 56 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 45 | 51 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 55 | 61 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 50 | 50 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 45 | 46 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 50 | 59 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 25 | 29 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 50 | 51 | ||
Stellantis NV | 5.250% | 4/15/23 | 60 | 65 | ||
TJX Cos. Inc. | 3.500% | 4/15/25 | 35 | 38 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 100 | 106 | ||
TJX Cos. Inc. | 3.750% | 4/15/27 | 75 | 84 | ||
VF Corp. | 2.400% | 4/23/25 | 70 | 74 | ||
10,483 | ||||||
Consumer Staples (3.9%) | ||||||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 70 | 75 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 25 | 27 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 50 | 55 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 35 | 40 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 115 | 116 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 45 | 47 | ||
Coca-Cola Co. | 2.875% | 10/27/25 | 80 | 87 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 70 | 78 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 75 | 75 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 120 | 116 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 60 | 61 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 90 | 100 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 25 | 24 | ||
Coca-Cola Co. | 2.000% | 3/5/31 | 85 | 84 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 20 | 19 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 130 | 124 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 58 | 53 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 75 | 74 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 75 | 67 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 20 | 18 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 75 | 86 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 50 | 59 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 100 | 124 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 60 | 77 | ||
Dollar General Corp. | 3.250% | 4/15/23 | 85 | 89 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 40 | 43 | ||
Dollar Tree Inc. | 3.700% | 5/15/23 | 95 | 101 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 20 | 22 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 35 | 40 | ||
General Mills Inc. | 3.700% | 10/17/23 | 25 | 27 | ||
General Mills Inc. | 4.000% | 4/17/25 | 60 | 67 | ||
General Mills Inc. | 4.200% | 4/17/28 | 60 | 69 | ||
General Mills Inc. | 2.875% | 4/15/30 | 75 | 78 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 20 | 20 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 60 | 66 | ||
Kellogg Co. | 3.250% | 4/1/26 | 25 | 27 | ||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 13 | 14 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 70 | 79 | ||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 95 | 111 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 60 | 64 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 70 | 75 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 50 | 55 | ||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 85 | 87 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 20 | 22 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 66 | 75 | ||
Mondelez International Inc. | 0.625% | 7/1/22 | 50 | 50 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 70 | 71 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 25 | 26 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 105 | 93 | ||
Nordstrom Inc. | 5.000% | 1/15/44 | 30 | 29 | ||
PepsiCo Inc. | 3.100% | 7/17/22 | 120 | 123 | ||
PepsiCo Inc. | 2.750% | 3/1/23 | 85 | 89 | ||
PepsiCo Inc. | 0.400% | 10/7/23 | 60 | 60 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 21 | 23 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 75 | 79 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 100 | 108 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 80 | 86 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 50 | 55 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 90 | 96 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 50 | 49 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 50 | 56 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 50 | 59 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 100 | 123 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 110 | 119 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 80 | 85 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 50 | 56 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 43 | 50 | ||
Procter & Gamble Co. | 2.150% | 8/11/22 | 135 | 138 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 30 | 32 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 60 | 59 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 85 | 91 | ||
Procter & Gamble Co. | 2.850% | 8/11/27 | 5 | 5 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 40 | 44 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 75 | 70 | ||
Sysco Corp. | 5.650% | 4/1/25 | 35 | 41 | ||
Sysco Corp. | 3.750% | 10/1/25 | 25 | 28 | ||
Sysco Corp. | 3.300% | 7/15/26 | 110 | 120 | ||
Sysco Corp. | 3.250% | 7/15/27 | 75 | 82 | ||
Sysco Corp. | 5.950% | 4/1/30 | 25 | 32 | ||
Sysco Corp. | 6.600% | 4/1/50 | 50 | 75 | ||
Target Corp. | 3.500% | 7/1/24 | 55 | 60 | ||
Target Corp. | 2.250% | 4/15/25 | 75 | 79 | ||
Target Corp. | 2.500% | 4/15/26 | 35 | 38 | ||
Target Corp. | 3.375% | 4/15/29 | 50 | 56 | ||
Target Corp. | 2.350% | 2/15/30 | 10 | 10 | ||
Target Corp. | 4.000% | 7/1/42 | 45 | 54 | ||
Tyson Foods Inc. | 4.500% | 6/15/22 | 95 | 98 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 47 | 51 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 5 | 6 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 110 | 122 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 25 | 30 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 65 | 84 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 25 | 27 | ||
Unilever Capital Corp. | 2.900% | 5/5/27 | 55 | 60 | ||
Unilever Capital Corp. | 3.500% | 3/22/28 | 20 | 22 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 75 | 76 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 80 | 109 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 35 | 38 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 75 | 82 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 85 | 98 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 25 | 26 | ||
6,545 | ||||||
Financials (38.5%) | ||||||
1 | Aegon NV | 5.500% | 4/11/48 | 10 | 11 | |
AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 10 | 11 | ||
AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 25 | 27 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 50 | 52 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 125 | 146 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 65 | 69 | ||
Aflac Inc. | 3.625% | 11/15/24 | 50 | 55 | ||
Aflac Inc. | 3.600% | 4/1/30 | 95 | 106 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 45 | 47 | ||
1 | Air Lease Corp. | 2.300% | 2/1/25 | 25 | 26 | |
1 | Air Lease Corp. | 2.875% | 1/15/26 | 25 | 26 | |
1 | Air Lease Corp. | 3.750% | 6/1/26 | 95 | 103 | |
Air Lease Corp. | 3.125% | 12/1/30 | 50 | 50 | ||
1 | Allstate Corp. | 5.750% | 8/15/53 | 30 | 32 | |
Ally Financial Inc. | 3.050% | 6/5/23 | 50 | 52 | ||
Ally Financial Inc. | 1.450% | 10/2/23 | 40 | 41 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 60 | 65 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 110 | 129 | ||
1 | Ally Financial Inc. | 8.000% | 11/1/31 | 68 | 96 | |
American Express Co. | 2.500% | 8/1/22 | 100 | 102 | ||
American Express Co. | 2.650% | 12/2/22 | 23 | 24 | ||
American Express Co. | 3.400% | 2/27/23 | 75 | 79 | ||
American Express Co. | 3.700% | 8/3/23 | 45 | 48 | ||
American Express Co. | 3.400% | 2/22/24 | 100 | 108 | ||
American Express Co. | 2.500% | 7/30/24 | 90 | 96 | ||
American Express Co. | 3.000% | 10/30/24 | 30 | 32 | ||
American Express Co. | 4.200% | 11/6/25 | 25 | 28 | ||
American Express Co. | 3.125% | 5/20/26 | 90 | 99 | ||
American Express Co. | 4.050% | 12/3/42 | 105 | 122 | ||
1 | American Express Credit Corp. | 3.300% | 5/3/27 | 60 | 67 | |
American International Group Inc. | 4.125% | 2/15/24 | 25 | 27 | ||
American International Group Inc. | 2.500% | 6/30/25 | 110 | 116 | ||
American International Group Inc. | 3.750% | 7/10/25 | 20 | 22 | ||
American International Group Inc. | 3.900% | 4/1/26 | 135 | 151 | ||
American International Group Inc. | 4.200% | 4/1/28 | 75 | 85 | ||
American International Group Inc. | 3.400% | 6/30/30 | 55 | 59 | ||
American International Group Inc. | 3.875% | 1/15/35 | 35 | 39 | ||
American International Group Inc. | 6.250% | 5/1/36 | 60 | 82 | ||
American International Group Inc. | 4.500% | 7/16/44 | 60 | 70 | ||
American International Group Inc. | 4.800% | 7/10/45 | 10 | 12 | ||
American International Group Inc. | 4.750% | 4/1/48 | 110 | 134 | ||
1 | American International Group Inc. | 5.750% | 4/1/48 | 10 | 11 | |
American International Group Inc. | 4.375% | 1/15/55 | 105 | 121 | ||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 50 | 54 | ||
Aon Corp. | 3.750% | 5/2/29 | 10 | 11 | ||
Aon Corp. | 2.800% | 5/15/30 | 75 | 78 | ||
Aon plc | 3.875% | 12/15/25 | 25 | 28 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 35 | 36 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 25 | 25 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 130 | 144 | ||
1 | Australia & New Zealand Banking Group Ltd. | 2.050% | 11/21/22 | 100 | 103 | |
1 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 25 | 28 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AXA SA | 8.600% | 12/15/30 | 10 | 15 | ||
Banco Bilbao Vizcaya Argentaria SA | 0.875% | 9/18/23 | 25 | 25 | ||
Banco Bilbao Vizcaya Argentaria SA | 1.125% | 9/18/25 | 70 | 70 | ||
Banco Santander SA | 3.125% | 2/23/23 | 105 | 110 | ||
Banco Santander SA | 3.848% | 4/12/23 | 110 | 117 | ||
Banco Santander SA | 2.746% | 5/28/25 | 110 | 117 | ||
Banco Santander SA | 5.179% | 11/19/25 | 40 | 46 | ||
Banco Santander SA | 4.250% | 4/11/27 | 160 | 180 | ||
Banco Santander SA | 3.800% | 2/23/28 | 65 | 71 | ||
Banco Santander SA | 4.379% | 4/12/28 | 25 | 28 | ||
Banco Santander SA | 3.306% | 6/27/29 | 10 | 11 | ||
Banco Santander SA | 3.490% | 5/28/30 | 75 | 80 | ||
Banco Santander SA | 2.749% | 12/3/30 | 25 | 24 | ||
Bancolombia SA | 3.000% | 1/29/25 | 40 | 41 | ||
Bank of America Corp. | 0.976% | 4/22/25 | 75 | 76 | ||
1 | Bank of America Corp. | 2.503% | 10/21/22 | 70 | 71 | |
1 | Bank of America Corp. | 3.300% | 1/11/23 | 251 | 263 | |
1 | Bank of America Corp. | 2.816% | 7/21/23 | 150 | 154 | |
Bank of America Corp. | 4.100% | 7/24/23 | 150 | 162 | ||
1 | Bank of America Corp. | 3.004% | 12/20/23 | 210 | 219 | |
1 | Bank of America Corp. | 4.125% | 1/22/24 | 185 | 203 | |
1 | Bank of America Corp. | 3.550% | 3/5/24 | 230 | 243 | |
1 | Bank of America Corp. | 4.000% | 4/1/24 | 75 | 82 | |
1 | Bank of America Corp. | 3.864% | 7/23/24 | 100 | 107 | |
1 | Bank of America Corp. | 4.200% | 8/26/24 | 100 | 111 | |
1 | Bank of America Corp. | 0.810% | 10/24/24 | 95 | 95 | |
1 | Bank of America Corp. | 4.000% | 1/22/25 | 90 | 99 | |
1 | Bank of America Corp. | 3.458% | 3/15/25 | 50 | 54 | |
1 | Bank of America Corp. | 3.950% | 4/21/25 | 100 | 110 | |
1 | Bank of America Corp. | 3.875% | 8/1/25 | 80 | 90 | |
1 | Bank of America Corp. | 0.981% | 9/25/25 | 75 | 75 | |
1 | Bank of America Corp. | 2.456% | 10/22/25 | 175 | 184 | |
1 | Bank of America Corp. | 3.366% | 1/23/26 | 50 | 54 | |
1 | Bank of America Corp. | 2.015% | 2/13/26 | 100 | 104 | |
1 | Bank of America Corp. | 3.500% | 4/19/26 | 150 | 166 | |
1 | Bank of America Corp. | 1.319% | 6/19/26 | 185 | 186 | |
1 | Bank of America Corp. | 4.250% | 10/22/26 | 133 | 151 | |
1 | Bank of America Corp. | 1.197% | 10/24/26 | 175 | 175 | |
1 | Bank of America Corp. | 1.658% | 3/11/27 | 50 | 51 | |
1 | Bank of America Corp. | 3.559% | 4/23/27 | 175 | 193 | |
Bank of America Corp. | 1.734% | 7/22/27 | 125 | 127 | ||
1 | Bank of America Corp. | 3.248% | 10/21/27 | 75 | 82 | |
1 | Bank of America Corp. | 4.183% | 11/25/27 | 150 | 169 | |
1 | Bank of America Corp. | 3.824% | 1/20/28 | 160 | 179 | |
1 | Bank of America Corp. | 3.705% | 4/24/28 | 75 | 83 | |
1 | Bank of America Corp. | 3.593% | 7/21/28 | 75 | 83 | |
1 | Bank of America Corp. | 3.419% | 12/20/28 | 213 | 233 | |
1 | Bank of America Corp. | 3.970% | 3/5/29 | 205 | 230 | |
1 | Bank of America Corp. | 4.271% | 7/23/29 | 88 | 100 | |
1 | Bank of America Corp. | 3.974% | 2/7/30 | 210 | 236 | |
1 | Bank of America Corp. | 3.194% | 7/23/30 | 100 | 107 | |
1 | Bank of America Corp. | 2.884% | 10/22/30 | 75 | 78 | |
1 | Bank of America Corp. | 2.496% | 2/13/31 | 265 | 267 | |
1 | Bank of America Corp. | 2.592% | 4/29/31 | 75 | 76 | |
1 | Bank of America Corp. | 1.898% | 7/23/31 | 125 | 119 | |
1 | Bank of America Corp. | 1.922% | 10/24/31 | 100 | 96 | |
1 | Bank of America Corp. | 2.651% | 3/11/32 | 85 | 86 | |
Bank of America Corp. | 2.687% | 4/22/32 | 200 | 203 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bank of America Corp. | 6.110% | 1/29/37 | 75 | 101 | ||
1 | Bank of America Corp. | 4.244% | 4/24/38 | 85 | 99 | |
Bank of America Corp. | 7.750% | 5/14/38 | 90 | 140 | ||
1 | Bank of America Corp. | 4.078% | 4/23/40 | 10 | 11 | |
1 | Bank of America Corp. | 2.676% | 6/19/41 | 160 | 151 | |
1 | Bank of America Corp. | 5.875% | 2/7/42 | 60 | 84 | |
Bank of America Corp. | 3.311% | 4/22/42 | 165 | 169 | ||
1 | Bank of America Corp. | 5.000% | 1/21/44 | 50 | 64 | |
1 | Bank of America Corp. | 4.443% | 1/20/48 | 50 | 59 | |
1 | Bank of America Corp. | 3.946% | 1/23/49 | 55 | 61 | |
1 | Bank of America Corp. | 4.330% | 3/15/50 | 205 | 241 | |
1 | Bank of America Corp. | 4.083% | 3/20/51 | 245 | 279 | |
1 | Bank of America Corp. | 2.831% | 10/24/51 | 55 | 52 | |
1 | Bank of America Corp. | 3.483% | 3/13/52 | 135 | 140 | |
1 | Bank of America NA | 6.000% | 10/15/36 | 195 | 272 | |
1 | Bank of Montreal | 2.550% | 11/6/22 | 50 | 52 | |
Bank of Montreal | 0.450% | 12/8/23 | 105 | 105 | ||
1 | Bank of Montreal | 3.300% | 2/5/24 | 25 | 27 | |
1 | Bank of Montreal | 2.500% | 6/28/24 | 25 | 26 | |
1 | Bank of Montreal | 1.850% | 5/1/25 | 95 | 99 | |
1 | Bank of Montreal | 0.949% | 1/22/27 | 25 | 25 | |
1 | Bank of Montreal | 4.338% | 10/5/28 | 74 | 80 | |
1 | Bank of Montreal | 3.803% | 12/15/32 | 60 | 66 | |
1 | Bank of New York Mellon Corp. | 1.950% | 8/23/22 | 15 | 15 | |
1 | Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 45 | 46 | |
1 | Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 50 | 52 | |
1 | Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 25 | 27 | |
1 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 86 | 89 | |
1 | Bank of New York Mellon Corp. | 0.350% | 12/7/23 | 50 | 50 | |
1 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 20 | 21 | |
1 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 50 | 54 | |
1 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 85 | 88 | |
1 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 20 | 22 | |
1 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 80 | 88 | |
1 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 54 | 60 | |
1 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 15 | 17 | |
1 | Bank of New York Mellon Corp. | 3.850% | 4/28/28 | 25 | 29 | |
1 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 60 | 66 | |
Bank of Nova Scotia | 2.000% | 11/15/22 | 115 | 118 | ||
Bank of Nova Scotia | 1.950% | 2/1/23 | 65 | 67 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 150 | 154 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 40 | 43 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 75 | 79 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 25 | 25 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 15 | 17 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 65 | 70 | ||
1 | Barclays plc | 4.338% | 5/16/24 | 50 | 54 | |
Barclays plc | 4.375% | 9/11/24 | 275 | 301 | ||
Barclays plc | 3.650% | 3/16/25 | 50 | 54 | ||
1 | Barclays plc | 3.932% | 5/7/25 | 60 | 65 | |
Barclays plc | 4.375% | 1/12/26 | 165 | 186 | ||
1 | Barclays plc | 2.852% | 5/7/26 | 50 | 53 | |
Barclays plc | 5.200% | 5/12/26 | 179 | 205 | ||
Barclays plc | 4.337% | 1/10/28 | 25 | 28 | ||
Barclays plc | 4.836% | 5/9/28 | 90 | 101 | ||
1 | Barclays plc | 4.972% | 5/16/29 | 75 | 87 | |
Barclays plc | 2.645% | 6/24/31 | 100 | 100 | ||
Barclays plc | 2.667% | 3/10/32 | 85 | 84 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Barclays plc | 3.564% | 9/23/35 | 20 | 20 | ||
Barclays plc | 5.250% | 8/17/45 | 105 | 134 | ||
Barclays plc | 4.950% | 1/10/47 | 55 | 68 | ||
1 | BBVA USA | 2.875% | 6/29/22 | 35 | 36 | |
BlackRock Inc. | 3.500% | 3/18/24 | 45 | 49 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 50 | 55 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 83 | 86 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 45 | 44 | ||
1 | BNP Paribas SA | 3.250% | 3/3/23 | 30 | 32 | |
1 | BNP Paribas SA | 4.250% | 10/15/24 | 65 | 72 | |
BPCE SA | 4.000% | 4/15/24 | 95 | 104 | ||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 64 | 70 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 55 | 59 | ||
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 75 | 77 | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 10 | 10 | ||
1 | Canadian Imperial Bank of Commerce | 2.606% | 7/22/23 | 50 | 51 | |
1 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 80 | 86 | |
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 40 | 43 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 25 | 26 | ||
Capital One Bank USA NA | 3.375% | 2/15/23 | 25 | 26 | ||
Capital One Financial Corp. | 3.200% | 1/30/23 | 105 | 110 | ||
Capital One Financial Corp. | 2.600% | 5/11/23 | 50 | 52 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 25 | 27 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 15 | 16 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 15 | 16 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 125 | 135 | ||
Capital One Financial Corp. | 3.200% | 2/5/25 | 100 | 108 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 80 | 90 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 110 | 122 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 40 | 45 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 45 | 50 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 80 | 90 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 25 | 25 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 25 | 25 | ||
Charles Schwab Corp. | 2.650% | 1/25/23 | 75 | 78 | ||
Charles Schwab Corp. | 0.750% | 3/18/24 | 50 | 50 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 20 | 22 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 75 | 75 | ||
Charles Schwab Corp. | 2.000% | 3/20/28 | 100 | 102 | ||
Chubb Corp. | 6.000% | 5/11/37 | 35 | 49 | ||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 95 | 98 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 25 | 27 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 145 | 160 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 50 | 47 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 45 | 55 | ||
1 | Citibank NA | 3.650% | 1/23/24 | 20 | 22 | |
Citigroup Inc. | 4.050% | 7/30/22 | 25 | 26 | ||
Citigroup Inc. | 2.700% | 10/27/22 | 110 | 113 | ||
Citigroup Inc. | 3.500% | 5/15/23 | 125 | 132 | ||
1 | Citigroup Inc. | 2.876% | 7/24/23 | 110 | 113 | |
Citigroup Inc. | 3.875% | 10/25/23 | 125 | 136 | ||
1 | Citigroup Inc. | 1.678% | 5/15/24 | 110 | 113 | |
1 | Citigroup Inc. | 4.044% | 6/1/24 | 60 | 64 | |
Citigroup Inc. | 4.000% | 8/5/24 | 65 | 71 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 60 | 60 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 100 | 110 | ||
1 | Citigroup Inc. | 3.352% | 4/24/25 | 135 | 145 | |
Citigroup Inc. | 3.300% | 4/27/25 | 100 | 109 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Citigroup Inc. | 4.400% | 6/10/25 | 75 | 84 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 25 | 29 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 100 | 111 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 75 | 86 | ||
1 | Citigroup Inc. | 3.106% | 4/8/26 | 75 | 81 | |
Citigroup Inc. | 3.400% | 5/1/26 | 125 | 137 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 190 | 207 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 75 | 85 | ||
Citigroup Inc. | 1.122% | 1/28/27 | 25 | 25 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 265 | 303 | ||
1 | Citigroup Inc. | 3.887% | 1/10/28 | 40 | 45 | |
1 | Citigroup Inc. | 3.668% | 7/24/28 | 110 | 122 | |
Citigroup Inc. | 4.125% | 7/25/28 | 100 | 113 | ||
1 | Citigroup Inc. | 3.520% | 10/27/28 | 180 | 198 | |
1 | Citigroup Inc. | 4.075% | 4/23/29 | 75 | 85 | |
1 | Citigroup Inc. | 3.980% | 3/20/30 | 150 | 169 | |
1 | Citigroup Inc. | 2.976% | 11/5/30 | 100 | 105 | |
1 | Citigroup Inc. | 2.666% | 1/29/31 | 150 | 153 | |
1 | Citigroup Inc. | 4.412% | 3/31/31 | 135 | 155 | |
1 | Citigroup Inc. | 2.572% | 6/3/31 | 120 | 121 | |
Citigroup Inc. | 6.625% | 6/15/32 | 65 | 88 | ||
1 | Citigroup Inc. | 3.878% | 1/24/39 | 6 | 7 | |
Citigroup Inc. | 8.125% | 7/15/39 | 122 | 205 | ||
1 | Citigroup Inc. | 5.316% | 3/26/41 | 120 | 157 | |
Citigroup Inc. | 5.875% | 1/30/42 | 100 | 140 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 40 | 60 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 45 | 58 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 95 | 118 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 50 | 61 | ||
1 | Citigroup Inc. | 4.281% | 4/24/48 | 25 | 30 | |
Citigroup Inc. | 4.650% | 7/23/48 | 65 | 82 | ||
1 | Citizens Bank NA | 2.250% | 4/28/25 | 35 | 37 | |
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 60 | 65 | ||
CME Group Inc. | 3.000% | 3/15/25 | 50 | 54 | ||
CME Group Inc. | 5.300% | 9/15/43 | 38 | 53 | ||
Comerica Inc. | 3.700% | 7/31/23 | 35 | 37 | ||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 60 | 63 | ||
Cooperatieve Rabobank UA | 2.750% | 1/10/23 | 90 | 94 | ||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 75 | 82 | ||
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 25 | 25 | ||
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 35 | 39 | ||
1 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 50 | 55 | |
1 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 105 | 139 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 120 | 163 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 25 | 33 | ||
Credit Suisse AG | 1.000% | 5/5/23 | 200 | 202 | ||
1 | Credit Suisse AG | 3.625% | 9/9/24 | 210 | 230 | |
Credit Suisse AG | 2.950% | 4/9/25 | 45 | 48 | ||
Credit Suisse Group AG | 3.800% | 6/9/23 | 65 | 69 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 25 | 27 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 75 | 85 | ||
Credit Suisse Group AG | 4.875% | 5/15/45 | 90 | 110 | ||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 105 | 110 | ||
1 | Deutsche Bank AG | 3.300% | 11/16/22 | 100 | 104 | |
Deutsche Bank AG | 3.950% | 2/27/23 | 75 | 79 | ||
Deutsche Bank AG | 3.700% | 5/30/24 | 70 | 76 | ||
1 | Deutsche Bank AG | 2.222% | 9/18/24 | 75 | 77 | |
1 | Deutsche Bank AG | 3.961% | 11/26/25 | 40 | 43 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Deutsche Bank AG | 2.129% | 11/24/26 | 45 | 46 | ||
1 | Deutsche Bank AG | 3.547% | 9/18/31 | 145 | 152 | |
1 | Discover Bank | 4.200% | 8/8/23 | 40 | 43 | |
Discover Bank | 2.450% | 9/12/24 | 65 | 68 | ||
1 | Discover Bank | 3.450% | 7/27/26 | 50 | 55 | |
1 | Discover Bank | 4.650% | 9/13/28 | 115 | 133 | |
Discover Financial Services | 4.100% | 2/9/27 | 50 | 56 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 127 | 144 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 41 | 50 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 15 | 15 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 25 | 27 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 75 | 79 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 50 | 53 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 15 | 25 | ||
1 | Fifth Third Bank NA | 3.950% | 7/28/25 | 85 | 96 | |
1 | Fifth Third Bank NA | 3.850% | 3/15/26 | 25 | 28 | |
Franklin Resources Inc. | 1.600% | 10/30/30 | 40 | 38 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 2 | 2 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 65 | 75 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 75 | 79 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 65 | 67 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 75 | 83 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 35 | 48 | ||
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 115 | 121 | ||
1 | Goldman Sachs Group Inc. | 0.481% | 1/27/23 | 25 | 25 | |
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 50 | 52 | ||
1 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 100 | 103 | |
1 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 155 | 159 | |
1 | Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 150 | 150 | |
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 200 | 216 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 200 | 219 | ||
Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 120 | 120 | ||
1 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 150 | 163 | |
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 63 | 68 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 74 | 81 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 110 | 121 | ||
1 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 75 | 81 | |
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 75 | 84 | ||
Goldman Sachs Group Inc. | 0.855% | 2/12/26 | 30 | 30 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 150 | 167 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 97 | 106 | ||
1 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 25 | 25 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 50 | 61 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 165 | 183 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 95 | 95 | ||
1 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 130 | 144 | |
1 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 200 | 222 | |
1 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 148 | 168 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 50 | 51 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 30 | 33 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 110 | 105 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 50 | 50 | ||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 135 | 182 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 50 | 72 | ||
1 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 170 | 193 | |
1 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 125 | 148 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 175 | 252 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 50 | 51 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 75 | 94 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 145 | 189 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 120 | 151 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 50 | 53 | ||
HSBC Holdings plc | 0.976% | 5/24/25 | 100 | 100 | ||
HSBC Holdings plc | 2.804% | 5/24/32 | 100 | 101 | ||
HSBC Holdings plc | 3.600% | 5/25/23 | 145 | 154 | ||
1 | HSBC Holdings plc | 3.033% | 11/22/23 | 150 | 156 | |
HSBC Holdings plc | 4.250% | 3/14/24 | 25 | 27 | ||
1 | HSBC Holdings plc | 3.950% | 5/18/24 | 25 | 27 | |
1 | HSBC Holdings plc | 3.803% | 3/11/25 | 225 | 243 | |
HSBC Holdings plc | 4.250% | 8/18/25 | 50 | 56 | ||
1 | HSBC Holdings plc | 2.633% | 11/7/25 | 100 | 106 | |
HSBC Holdings plc | 4.300% | 3/8/26 | 75 | 85 | ||
1 | HSBC Holdings plc | 1.645% | 4/18/26 | 75 | 76 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 125 | 139 | ||
1 | HSBC Holdings plc | 2.099% | 6/4/26 | 50 | 52 | |
1 | HSBC Holdings plc | 4.292% | 9/12/26 | 125 | 140 | |
HSBC Holdings plc | 4.375% | 11/23/26 | 65 | 73 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 155 | 155 | ||
1 | HSBC Holdings plc | 4.041% | 3/13/28 | 75 | 83 | |
1 | HSBC Holdings plc | 2.013% | 9/22/28 | 125 | 125 | |
1 | HSBC Holdings plc | 4.583% | 6/19/29 | 145 | 166 | |
HSBC Holdings plc | 4.950% | 3/31/30 | 195 | 231 | ||
1 | HSBC Holdings plc | 3.973% | 5/22/30 | 160 | 177 | |
1 | HSBC Holdings plc | 2.848% | 6/4/31 | 35 | 36 | |
1 | HSBC Holdings plc | 2.357% | 8/18/31 | 50 | 49 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 55 | 74 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 45 | 61 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 80 | 113 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 90 | 127 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 102 | 128 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 90 | 98 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 50 | 53 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 85 | 87 | ||
1 | Huntington National Bank | 3.550% | 10/6/23 | 35 | 37 | |
ING Groep NV | 4.100% | 10/2/23 | 50 | 54 | ||
ING Groep NV | 3.550% | 4/9/24 | 75 | 81 | ||
ING Groep NV | 3.950% | 3/29/27 | 120 | 135 | ||
ING Groep NV | 4.550% | 10/2/28 | 50 | 58 | ||
ING Groep NV | 4.050% | 4/9/29 | 25 | 28 | ||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 35 | 38 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 70 | 78 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 45 | 44 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 145 | 136 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 25 | 23 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 95 | 109 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 15 | 14 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 55 | 50 | ||
International Lease Finance Corp. | 5.875% | 8/15/22 | 145 | 154 | ||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 130 | 135 | ||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 60 | 61 | ||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 120 | 126 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 160 | 169 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 114 | 119 | ||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 215 | 234 | ||
JPMorgan Chase & Co. | 0.697% | 3/16/24 | 90 | 90 | ||
1 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 60 | 63 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 150 | 153 | |
1 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 290 | 310 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 50 | 55 | ||
1 | JPMorgan Chase & Co. | 0.653% | 9/16/24 | 50 | 50 | |
1 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 225 | 244 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 75 | 81 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 30 | 30 | ||
1 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 165 | 176 | |
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 25 | 28 | ||
1 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 75 | 79 | |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 350 | 384 | ||
1 | JPMorgan Chase & Co. | 2.083% | 4/22/26 | 260 | 270 | |
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 100 | 109 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 100 | 108 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 205 | 203 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 30 | 34 | ||
1 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 95 | 106 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 60 | 59 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 50 | 50 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 60 | 66 | ||
1 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 130 | 145 | |
1 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 130 | 143 | |
1 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 100 | 103 | |
1 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 75 | 82 | |
1 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 105 | 118 | |
1 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 160 | 183 | |
1 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 130 | 151 | |
1 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 85 | 94 | |
1 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 115 | 119 | |
1 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 165 | 193 | |
1 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 150 | 152 | |
1 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 100 | 104 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 65 | 62 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 215 | 206 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 115 | 116 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 122 | 176 | ||
1 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 50 | 56 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 95 | 126 | ||
1 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 70 | 70 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 125 | 170 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 40 | 37 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 25 | 33 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 75 | 102 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 80 | 101 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 55 | 70 | ||
1 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 165 | 193 | |
1 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 100 | 113 | |
1 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 210 | 235 | |
1 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 130 | 145 | |
1 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 62 | 61 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 140 | 142 | ||
1 | KeyBank NA | 2.300% | 9/14/22 | 110 | 113 | |
1 | KeyBank NA | 3.300% | 6/1/25 | 15 | 16 | |
1 | KeyCorp | 2.250% | 4/6/27 | 45 | 47 | |
1 | KeyCorp | 4.100% | 4/30/28 | 25 | 29 | |
1 | KeyCorp | 2.550% | 10/1/29 | 25 | 26 | |
1 | Lloyds Banking Group plc | 1.326% | 6/15/23 | 100 | 101 | |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 100 | 108 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 110 | 114 | |
Lloyds Banking Group plc | 3.900% | 3/12/24 | 75 | 82 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 25 | 28 | ||
1 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 75 | 82 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 100 | 113 | ||
1 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 80 | 84 | |
Lloyds Banking Group plc | 4.650% | 3/24/26 | 150 | 170 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 25 | 28 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 55 | 64 | ||
1 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 25 | 27 | |
Lloyds Banking Group plc | 5.300% | 12/1/45 | 25 | 32 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 75 | 84 | ||
1 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 75 | 80 | |
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 85 | 93 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 80 | 93 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 25 | 25 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 40 | 52 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 70 | 76 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 60 | 65 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 65 | 72 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 120 | 133 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 95 | 106 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 60 | 69 | ||
1 | MetLife Inc. | 4.368% | 9/15/23 | 25 | 27 | |
MetLife Inc. | 3.600% | 4/10/24 | 10 | 11 | ||
MetLife Inc. | 4.550% | 3/23/30 | 115 | 136 | ||
MetLife Inc. | 5.700% | 6/15/35 | 90 | 122 | ||
1 | MetLife Inc. | 6.400% | 12/15/36 | 70 | 89 | |
MetLife Inc. | 5.875% | 2/6/41 | 10 | 14 | ||
MetLife Inc. | 4.125% | 8/13/42 | 30 | 35 | ||
MetLife Inc. | 4.875% | 11/13/43 | 35 | 45 | ||
MetLife Inc. | 4.050% | 3/1/45 | 25 | 29 | ||
MetLife Inc. | 4.600% | 5/13/46 | 60 | 74 | ||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 150 | 154 | ||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 47 | 48 | ||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 110 | 116 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 105 | 112 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 75 | 81 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 100 | 106 | ||
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 175 | 183 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 18 | 20 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 125 | 126 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 70 | 79 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 25 | 27 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 50 | 55 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 45 | 51 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 100 | 112 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 95 | 97 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 100 | 98 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 60 | 66 | ||
Mizuho Financial Group Inc. | 2.601% | 9/11/22 | 60 | 62 | ||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 100 | 106 | ||
1 | Mizuho Financial Group Inc. | 1.241% | 7/10/24 | 125 | 127 | |
1 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 45 | 47 | |
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 50 | 49 | ||
Mizuho Financial Group Inc. | 3.170% | 9/11/27 | 50 | 55 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 45 | 51 | ||
1 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 45 | 51 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 50 | 53 | |
1 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 110 | 108 | |
1 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 25 | 24 | |
3 | Morgan Stanley | 0.790% | 5/30/25 | 200 | 200 | |
Morgan Stanley | 4.875% | 11/1/22 | 135 | 143 | ||
1 | Morgan Stanley | 3.125% | 1/23/23 | 50 | 52 | |
1 | Morgan Stanley | 3.750% | 2/25/23 | 135 | 143 | |
1 | Morgan Stanley | 4.100% | 5/22/23 | 100 | 107 | |
1 | Morgan Stanley | 0.560% | 11/10/23 | 50 | 50 | |
1 | Morgan Stanley | 0.529% | 1/25/24 | 185 | 185 | |
1 | Morgan Stanley | 3.737% | 4/24/24 | 215 | 228 | |
1 | Morgan Stanley | 3.875% | 4/29/24 | 75 | 82 | |
1 | Morgan Stanley | 2.720% | 7/22/25 | 150 | 159 | |
1 | Morgan Stanley | 0.864% | 10/21/25 | 50 | 50 | |
Morgan Stanley | 5.000% | 11/24/25 | 100 | 116 | ||
1 | Morgan Stanley | 3.875% | 1/27/26 | 100 | 112 | |
1 | Morgan Stanley | 2.188% | 4/28/26 | 200 | 209 | |
1 | Morgan Stanley | 3.125% | 7/27/26 | 175 | 190 | |
1 | Morgan Stanley | 4.350% | 9/8/26 | 125 | 142 | |
Morgan Stanley | 0.985% | 12/10/26 | 175 | 173 | ||
Morgan Stanley | 3.625% | 1/20/27 | 226 | 252 | ||
Morgan Stanley | 3.950% | 4/23/27 | 200 | 225 | ||
1 | Morgan Stanley | 3.591% | 7/22/28 | 165 | 182 | |
1 | Morgan Stanley | 3.772% | 1/24/29 | 170 | 189 | |
1 | Morgan Stanley | 4.431% | 1/23/30 | 140 | 162 | |
1 | Morgan Stanley | 2.699% | 1/22/31 | 75 | 77 | |
1 | Morgan Stanley | 3.622% | 4/1/31 | 225 | 248 | |
1 | Morgan Stanley | 1.794% | 2/13/32 | 35 | 33 | |
Morgan Stanley | 7.250% | 4/1/32 | 100 | 144 | ||
1 | Morgan Stanley | 1.928% | 4/28/32 | 25 | 24 | |
1 | Morgan Stanley | 3.971% | 7/22/38 | 125 | 143 | |
1 | Morgan Stanley | 4.457% | 4/22/39 | 10 | 12 | |
Morgan Stanley | 6.375% | 7/24/42 | 155 | 230 | ||
Morgan Stanley | 4.300% | 1/27/45 | 120 | 143 | ||
Morgan Stanley | 4.375% | 1/22/47 | 135 | 163 | ||
1 | Morgan Stanley | 5.597% | 3/24/51 | 125 | 179 | |
1 | Morgan Stanley | 2.802% | 1/25/52 | 90 | 84 | |
National Australia Bank Ltd. | 3.000% | 1/20/23 | 35 | 37 | ||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 50 | 53 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 25 | 28 | ||
1 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 135 | 144 | |
1 | National Bank of Canada | 2.100% | 2/1/23 | 50 | 51 | |
Natwest Group plc | 6.125% | 12/15/22 | 45 | 49 | ||
Natwest Group plc | 3.875% | 9/12/23 | 75 | 81 | ||
Natwest Group plc | 6.000% | 12/19/23 | 54 | 61 | ||
Natwest Group plc | 5.125% | 5/28/24 | 35 | 39 | ||
1 | Natwest Group plc | 4.519% | 6/25/24 | 50 | 54 | |
1 | Natwest Group plc | 4.269% | 3/22/25 | 75 | 82 | |
Natwest Group plc | 4.800% | 4/5/26 | 50 | 58 | ||
1 | Natwest Group plc | 3.073% | 5/22/28 | 50 | 53 | |
1 | Natwest Group plc | 4.892% | 5/18/29 | 40 | 46 | |
1 | Natwest Group plc | 3.754% | 11/1/29 | 135 | 144 | |
1 | Natwest Group plc | 5.076% | 1/27/30 | 140 | 164 | |
1 | Natwest Group plc | 4.445% | 5/8/30 | 25 | 28 | |
1 | Natwest Group plc | 3.032% | 11/28/35 | 50 | 49 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 25 | 26 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 125 | 127 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 5 | 5 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 65 | 65 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 25 | 28 | ||
Northern Trust Corp. | 1.950% | 5/1/30 | 40 | 40 | ||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 120 | 123 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 60 | 61 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 10 | 11 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 25 | 26 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 75 | 80 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 70 | 74 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 25 | 25 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 60 | 61 | ||
1 | PNC Bank NA | 2.450% | 7/28/22 | 75 | 77 | |
1 | PNC Bank NA | 2.700% | 11/1/22 | 25 | 26 | |
1 | PNC Bank NA | 2.950% | 1/30/23 | 75 | 78 | |
1 | PNC Bank NA | 3.500% | 6/8/23 | 15 | 16 | |
1 | PNC Bank NA | 2.950% | 2/23/25 | 60 | 65 | |
1 | PNC Bank NA | 3.100% | 10/25/27 | 50 | 55 | |
1 | PNC Bank NA | 4.050% | 7/26/28 | 65 | 74 | |
1 | PNC Bank NA | 2.700% | 10/22/29 | 100 | 104 | |
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 45 | 49 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 45 | 49 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 25 | 27 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 60 | 66 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 120 | 133 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 15 | 16 | ||
Progressive Corp. | 4.125% | 4/15/47 | 55 | 65 | ||
1 | Prudential Financial Inc. | 5.700% | 12/14/36 | 95 | 129 | |
1 | Prudential Financial Inc. | 5.625% | 6/15/43 | 65 | 70 | |
1 | Prudential Financial Inc. | 5.375% | 5/15/45 | 25 | 28 | |
1 | Prudential Financial Inc. | 4.500% | 9/15/47 | 50 | 54 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 35 | 39 | ||
1 | Prudential Financial Inc. | 5.700% | 9/15/48 | 75 | 87 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 25 | 28 | ||
1 | Prudential Financial Inc. | 4.350% | 2/25/50 | 70 | 83 | |
1 | Prudential Financial Inc. | 3.700% | 10/1/50 | 40 | 42 | |
1 | Prudential Financial Inc. | 3.700% | 3/13/51 | 50 | 54 | |
Prudential plc | 3.125% | 4/14/30 | 35 | 37 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 35 | 44 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 60 | 64 | ||
Regions Financial Corp. | 3.800% | 8/14/23 | 20 | 21 | ||
Regions Financial Corp. | 2.250% | 5/18/25 | 50 | 52 | ||
Royal Bank of Canada | 1.200% | 4/27/26 | 30 | 30 | ||
1 | Royal Bank of Canada | 1.950% | 1/17/23 | 60 | 62 | |
1 | Royal Bank of Canada | 1.600% | 4/17/23 | 85 | 87 | |
1 | Royal Bank of Canada | 3.700% | 10/5/23 | 125 | 135 | |
1 | Royal Bank of Canada | 0.500% | 10/26/23 | 100 | 100 | |
1 | Royal Bank of Canada | 0.425% | 1/19/24 | 25 | 25 | |
1 | Royal Bank of Canada | 2.250% | 11/1/24 | 135 | 142 | |
1 | Royal Bank of Canada | 1.150% | 6/10/25 | 50 | 50 | |
1 | Royal Bank of Canada | 0.875% | 1/20/26 | 60 | 59 | |
1 | Royal Bank of Canada | 4.650% | 1/27/26 | 40 | 46 | |
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 85 | 89 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 20 | 22 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 110 | 118 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 90 | 101 | ||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 100 | 102 | ||
1 | Santander UK Group Holdings plc | 3.373% | 1/5/24 | 70 | 73 | |
Santander UK Group Holdings plc | 1.089% | 3/15/25 | 30 | 30 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 65 | 72 | |
Santander UK plc | 2.100% | 1/13/23 | 50 | 51 | ||
Santander UK plc | 4.000% | 3/13/24 | 70 | 77 | ||
State Street Corp. | 3.100% | 5/15/23 | 45 | 48 | ||
State Street Corp. | 3.700% | 11/20/23 | 95 | 103 | ||
State Street Corp. | 3.300% | 12/16/24 | 25 | 27 | ||
State Street Corp. | 3.550% | 8/18/25 | 25 | 28 | ||
State Street Corp. | 2.650% | 5/19/26 | 35 | 38 | ||
State Street Corp. | 2.400% | 1/24/30 | 120 | 124 | ||
State Street Corp. | 2.200% | 3/3/31 | 25 | 25 | ||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 125 | 129 | ||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 150 | 157 | ||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 135 | 145 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 150 | 162 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 25 | 27 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 50 | 52 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 50 | 51 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 45 | 50 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 25 | 27 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 70 | 76 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 60 | 66 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 50 | 55 | ||
Sumitomo Mitsui Financial Group Inc. | 3.352% | 10/18/27 | 100 | 110 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 25 | 27 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 75 | 78 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 130 | 129 | ||
Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | 160 | 154 | ||
1 | Svenska Handelsbanken AB | 3.900% | 11/20/23 | 70 | 76 | |
1 | Synchrony Bank | 3.000% | 6/15/22 | 10 | 10 | |
Synchrony Financial | 2.850% | 7/25/22 | 50 | 51 | ||
Synchrony Financial | 4.250% | 8/15/24 | 75 | 82 | ||
Synchrony Financial | 4.500% | 7/23/25 | 20 | 22 | ||
Synchrony Financial | 3.950% | 12/1/27 | 70 | 77 | ||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 40 | 44 | ||
1 | Toronto-Dominion Bank | 1.900% | 12/1/22 | 105 | 108 | |
1 | Toronto-Dominion Bank | 0.250% | 1/6/23 | 60 | 60 | |
1 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 75 | 76 | |
1 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 150 | 160 | |
1 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 50 | 50 | |
Toronto-Dominion Bank | 0.550% | 3/4/24 | 115 | 115 | ||
1 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 60 | 65 | |
1 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 25 | 27 | |
1 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 40 | 40 | |
1 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 50 | 50 | |
1 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 25 | 28 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 45 | 61 | ||
1 | Truist Bank | 2.450% | 8/1/22 | 55 | 56 | |
1 | Truist Bank | 1.250% | 3/9/23 | 75 | 76 | |
1 | Truist Bank | 3.200% | 4/1/24 | 25 | 27 | |
1 | Truist Bank | 2.150% | 12/6/24 | 100 | 105 | |
1 | Truist Bank | 3.625% | 9/16/25 | 25 | 28 | |
1 | Truist Bank | 3.800% | 10/30/26 | 55 | 62 | |
1 | Truist Bank | 2.636% | 9/17/29 | 60 | 63 | |
1 | Truist Bank | 2.250% | 3/11/30 | 65 | 65 | |
1 | Truist Financial Corp. | 3.050% | 6/20/22 | 25 | 26 | |
1 | Truist Financial Corp. | 2.200% | 3/16/23 | 75 | 77 | |
1 | Truist Financial Corp. | 3.750% | 12/6/23 | 25 | 27 | |
1 | Truist Financial Corp. | 2.500% | 8/1/24 | 105 | 111 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
1 | Truist Financial Corp. | 2.850% | 10/26/24 | 75 | 81 | |
1 | Truist Financial Corp. | 1.267% | 3/2/27 | 105 | 105 | |
1 | Truist Financial Corp. | 1.125% | 8/3/27 | 75 | 73 | |
1 | Truist Financial Corp. | 1.950% | 6/5/30 | 50 | 49 | |
1 | US Bancorp | 2.950% | 7/15/22 | 20 | 21 | |
1 | US Bancorp | 3.700% | 1/30/24 | 40 | 43 | |
US Bancorp | 3.375% | 2/5/24 | 70 | 75 | ||
US Bancorp | 2.400% | 7/30/24 | 100 | 106 | ||
1 | US Bancorp | 3.600% | 9/11/24 | 70 | 77 | |
US Bancorp | 1.450% | 5/12/25 | 75 | 77 | ||
1 | US Bancorp | 3.950% | 11/17/25 | 125 | 141 | |
1 | US Bancorp | 3.100% | 4/27/26 | 25 | 27 | |
1 | US Bancorp | 2.375% | 7/22/26 | 20 | 21 | |
1 | US Bancorp | 3.150% | 4/27/27 | 70 | 77 | |
1 | US Bancorp | 3.900% | 4/26/28 | 50 | 57 | |
1 | US Bancorp | 3.000% | 7/30/29 | 45 | 48 | |
1 | US Bancorp | 1.375% | 7/22/30 | 53 | 50 | |
US Bank NA | 1.950% | 1/9/23 | 25 | 26 | ||
1 | US Bank NA | 2.850% | 1/23/23 | 75 | 78 | |
1 | US Bank NA | 3.400% | 7/24/23 | 20 | 21 | |
1 | US Bank NA | 2.800% | 1/27/25 | 35 | 37 | |
Visa Inc. | 2.800% | 12/14/22 | 140 | 145 | ||
Visa Inc. | 3.150% | 12/14/25 | 110 | 121 | ||
Visa Inc. | 1.900% | 4/15/27 | 150 | 155 | ||
Visa Inc. | 2.750% | 9/15/27 | 25 | 27 | ||
Visa Inc. | 2.050% | 4/15/30 | 90 | 91 | ||
Visa Inc. | 1.100% | 2/15/31 | 50 | 46 | ||
Visa Inc. | 4.150% | 12/14/35 | 55 | 66 | ||
Visa Inc. | 4.300% | 12/14/45 | 120 | 148 | ||
Visa Inc. | 3.650% | 9/15/47 | 100 | 113 | ||
Visa Inc. | 2.000% | 8/15/50 | 70 | 59 | ||
3 | Westpac Banking Corp. | 1.150% | 6/3/26 | 50 | 50 | |
Westpac Banking Corp. | 2.500% | 6/28/22 | 25 | 26 | ||
Westpac Banking Corp. | 2.750% | 1/11/23 | 110 | 114 | ||
Westpac Banking Corp. | 2.000% | 1/13/23 | 50 | 51 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 20 | 22 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 125 | 135 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 50 | 54 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 85 | 94 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 50 | 56 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 15 | 16 | ||
1 | Westpac Banking Corp. | 2.894% | 2/4/30 | 25 | 26 | |
1 | Westpac Banking Corp. | 4.322% | 11/23/31 | 105 | 117 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 50 | 54 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 70 | 68 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 85 | 98 | ||
64,925 | ||||||
Health Care (16.0%) | ||||||
Abbott Laboratories | 3.400% | 11/30/23 | 25 | 27 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 85 | 96 | ||
4 | Abbott Laboratories | 4.750% | 11/30/36 | 135 | 170 | |
Abbott Laboratories | 4.900% | 11/30/46 | 110 | 146 | ||
AbbVie Inc. | 3.250% | 10/1/22 | 155 | 160 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 150 | 155 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 75 | 78 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 70 | 72 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 125 | 136 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 25 | 27 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AbbVie Inc. | 3.800% | 3/15/25 | 100 | 110 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 297 | 325 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 165 | 179 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 175 | 188 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 50 | 58 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 175 | 188 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 145 | 173 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 160 | 190 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 60 | 70 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 25 | 28 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 125 | 146 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 75 | 92 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 125 | 152 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 205 | 247 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 100 | 117 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 95 | 119 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 180 | 207 | ||
Aetna Inc. | 2.750% | 11/15/22 | 60 | 62 | ||
Aetna Inc. | 2.800% | 6/15/23 | 20 | 21 | ||
Aetna Inc. | 3.500% | 11/15/24 | 50 | 54 | ||
Aetna Inc. | 6.625% | 6/15/36 | 60 | 86 | ||
Aetna Inc. | 3.875% | 8/15/47 | 45 | 48 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 25 | 25 | ||
AmerisourceBergen Corp. | 0.737% | 3/15/23 | 110 | 110 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 45 | 49 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 50 | 51 | ||
Amgen Inc. | 2.770% | 9/1/53 | 80 | 72 | ||
Amgen Inc. | 2.250% | 8/19/23 | 50 | 52 | ||
Amgen Inc. | 3.625% | 5/22/24 | 50 | 54 | ||
Amgen Inc. | 3.125% | 5/1/25 | 15 | 16 | ||
Amgen Inc. | 2.600% | 8/19/26 | 40 | 43 | ||
Amgen Inc. | 2.200% | 2/21/27 | 80 | 83 | ||
Amgen Inc. | 2.450% | 2/21/30 | 70 | 71 | ||
Amgen Inc. | 2.300% | 2/25/31 | 135 | 135 | ||
Amgen Inc. | 3.150% | 2/21/40 | 115 | 116 | ||
Amgen Inc. | 4.400% | 5/1/45 | 30 | 35 | ||
Amgen Inc. | 4.563% | 6/15/48 | 75 | 90 | ||
Amgen Inc. | 3.375% | 2/21/50 | 150 | 152 | ||
Amgen Inc. | 4.663% | 6/15/51 | 110 | 136 | ||
Anthem Inc. | 3.300% | 1/15/23 | 30 | 31 | ||
Anthem Inc. | 3.500% | 8/15/24 | 75 | 81 | ||
Anthem Inc. | 3.350% | 12/1/24 | 50 | 54 | ||
Anthem Inc. | 2.375% | 1/15/25 | 100 | 105 | ||
Anthem Inc. | 3.650% | 12/1/27 | 112 | 125 | ||
Anthem Inc. | 4.101% | 3/1/28 | 5 | 6 | ||
Anthem Inc. | 2.875% | 9/15/29 | 70 | 74 | ||
Anthem Inc. | 2.250% | 5/15/30 | 35 | 35 | ||
Anthem Inc. | 4.625% | 5/15/42 | 30 | 36 | ||
Anthem Inc. | 4.650% | 1/15/43 | 40 | 48 | ||
Anthem Inc. | 4.650% | 8/15/44 | 5 | 6 | ||
Anthem Inc. | 4.375% | 12/1/47 | 135 | 158 | ||
Anthem Inc. | 4.550% | 3/1/48 | 30 | 36 | ||
Anthem Inc. | 3.700% | 9/15/49 | 90 | 96 | ||
Anthem Inc. | 3.125% | 5/15/50 | 80 | 78 | ||
Astrazeneca Finance LLC | 0.700% | 5/28/24 | 60 | 60 | ||
Astrazeneca Finance LLC | 1.200% | 5/28/26 | 45 | 45 | ||
Astrazeneca Finance LLC | 1.750% | 5/28/28 | 45 | 45 | ||
Astrazeneca Finance LLC | 2.250% | 5/28/31 | 45 | 45 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AstraZeneca plc | 0.300% | 5/26/23 | 45 | 45 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 35 | 35 | ||
AstraZeneca plc | 2.375% | 6/12/22 | 25 | 26 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 20 | 21 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 85 | 93 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 50 | 49 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 115 | 126 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 50 | 57 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 20 | 19 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 90 | 131 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 35 | 40 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 75 | 90 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 47 | 57 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 20 | 22 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 36 | 39 | ||
Becton Dickinson & Co. | 2.894% | 6/6/22 | 78 | 80 | ||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 70 | 75 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 69 | 77 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 70 | 73 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 25 | 24 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 115 | 138 | ||
Becton Dickinson & Co. | 3.794% | 5/20/50 | 85 | 91 | ||
Biogen Inc. | 3.625% | 9/15/22 | 75 | 78 | ||
Biogen Inc. | 4.050% | 9/15/25 | 30 | 33 | ||
Biogen Inc. | 2.250% | 5/1/30 | 130 | 128 | ||
Biogen Inc. | 3.150% | 5/1/50 | 90 | 84 | ||
Boston Scientific Corp. | 3.450% | 3/1/24 | 25 | 27 | ||
Boston Scientific Corp. | 3.750% | 3/1/26 | 70 | 78 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 25 | 25 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 40 | 48 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 71 | 88 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 115 | 119 | ||
Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 30 | 31 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 105 | 105 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 115 | 123 | ||
Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 145 | 163 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 100 | 99 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 40 | 44 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 50 | 56 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 75 | 85 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 130 | 144 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 90 | 86 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 50 | 59 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 75 | 70 | ||
Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 114 | 150 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 20 | 24 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 140 | 174 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 95 | 114 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 105 | 96 | ||
Cardinal Health Inc. | 2.616% | 6/15/22 | 75 | 77 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 50 | 53 | ||
1 | Cigna Corp. | 3.000% | 7/15/23 | 100 | 105 | |
Cigna Corp. | 3.750% | 7/15/23 | 76 | 81 | ||
1 | Cigna Corp. | 3.250% | 4/15/25 | 75 | 81 | |
Cigna Corp. | 4.125% | 11/15/25 | 75 | 85 | ||
1 | Cigna Corp. | 4.500% | 2/25/26 | 100 | 114 | |
1 | Cigna Corp. | 3.400% | 3/1/27 | 75 | 82 | |
Cigna Corp. | 4.375% | 10/15/28 | 35 | 40 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Cigna Corp. | 2.400% | 3/15/30 | 86 | 87 | ||
Cigna Corp. | 2.375% | 3/15/31 | 155 | 155 | ||
Cigna Corp. | 4.800% | 8/15/38 | 60 | 73 | ||
Cigna Corp. | 3.200% | 3/15/40 | 5 | 5 | ||
1 | Cigna Corp. | 4.800% | 7/15/46 | 110 | 135 | |
1 | Cigna Corp. | 3.875% | 10/15/47 | 50 | 54 | |
Cigna Corp. | 4.900% | 12/15/48 | 90 | 112 | ||
Cigna Corp. | 3.400% | 3/15/50 | 135 | 136 | ||
Cigna Corp. | 3.400% | 3/15/51 | 50 | 50 | ||
CVS Health Corp. | 3.500% | 7/20/22 | 125 | 129 | ||
CVS Health Corp. | 2.750% | 12/1/22 | 50 | 52 | ||
CVS Health Corp. | 3.700% | 3/9/23 | 90 | 95 | ||
CVS Health Corp. | 2.625% | 8/15/24 | 10 | 11 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 300 | 332 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 50 | 54 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 125 | 135 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 200 | 222 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 25 | 24 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 140 | 160 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 90 | 97 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 80 | 76 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 210 | 251 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 75 | 84 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 25 | 23 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 55 | 70 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 190 | 238 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 325 | 403 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 70 | 79 | ||
Danaher Corp. | 2.600% | 10/1/50 | 25 | 23 | ||
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 20 | 21 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 80 | 83 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 80 | 83 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 25 | 26 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 115 | 128 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 25 | 29 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 35 | 30 | ||
Eli Lilly & Co. | 4.150% | 3/15/59 | 20 | 24 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 90 | 78 | ||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 50 | 52 | ||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 60 | 63 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 75 | 81 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 100 | 109 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 25 | 28 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 125 | 135 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 35 | 34 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 135 | 128 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 20 | 24 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 85 | 96 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 20 | 19 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 15 | 20 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 60 | 73 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 35 | 41 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 120 | 146 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 115 | 129 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 95 | 86 | ||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 90 | 94 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 75 | 80 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 50 | 55 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 80 | 91 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 165 | 240 | ||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 60 | 62 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 60 | 60 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 35 | 38 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 25 | 27 | ||
HCA Inc. | 4.750% | 5/1/23 | 125 | 135 | ||
HCA Inc. | 5.000% | 3/15/24 | 55 | 61 | ||
HCA Inc. | 5.250% | 6/15/26 | 75 | ��� 87 | ||
HCA Inc. | 4.500% | 2/15/27 | 50 | 57 | ||
HCA Inc. | 4.125% | 6/15/29 | 75 | 84 | ||
HCA Inc. | 5.125% | 6/15/39 | 25 | 31 | ||
HCA Inc. | 5.500% | 6/15/47 | 90 | 113 | ||
HCA Inc. | 5.250% | 6/15/49 | 95 | 117 | ||
Humana Inc. | 4.950% | 10/1/44 | 38 | 47 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 25 | 27 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 50 | 50 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 125 | 134 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 95 | 104 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 120 | 131 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 125 | 120 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 50 | 57 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 110 | 126 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 70 | 101 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 50 | 46 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 40 | 46 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 55 | 62 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 60 | 54 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 75 | 68 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 50 | 54 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 25 | 29 | ||
McKesson Corp. | 3.796% | 3/15/24 | 25 | 27 | ||
Medtronic Inc. | 3.500% | 3/15/25 | 102 | 113 | ||
Medtronic Inc. | 4.375% | 3/15/35 | 90 | 110 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 85 | 108 | ||
Merck & Co. Inc. | 2.400% | 9/15/22 | 80 | 82 | ||
Merck & Co. Inc. | 2.800% | 5/18/23 | 115 | 121 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 80 | 86 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 135 | 134 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 30 | 33 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 20 | 19 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 55 | 63 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 115 | 107 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 20 | 24 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 100 | 112 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 50 | 59 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 95 | 85 | ||
Mylan Inc. | 5.200% | 4/15/48 | 80 | 94 | ||
Novartis Capital Corp. | 2.400% | 9/21/22 | 25 | 26 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 105 | 114 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 40 | 44 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 85 | 88 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 100 | 110 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 95 | 97 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 125 | 155 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 45 | 53 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 20 | 19 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 35 | 37 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 25 | 25 | ||
Pfizer Inc. | 3.000% | 6/15/23 | 60 | 63 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 100 | 106 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 75 | 80 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 50 | 55 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 50 | 50 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 100 | 108 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 25 | 27 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 70 | 79 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 20 | 22 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 83 | 87 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 25 | 40 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 110 | 107 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 100 | 120 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 15 | 18 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 75 | 89 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 55 | 66 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 25 | 29 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 110 | 105 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 50 | 52 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 50 | 47 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 20 | 17 | ||
1,2 | Royalty Pharma plc | 0.750% | 9/2/23 | 103 | 103 | |
1,2 | Royalty Pharma plc | 1.200% | 9/2/25 | 50 | 50 | |
1,2 | Royalty Pharma plc | 1.750% | 9/2/27 | 35 | 35 | |
1,2 | Royalty Pharma plc | 3.300% | 9/2/40 | 20 | 19 | |
1,2 | Royalty Pharma plc | 3.550% | 9/2/50 | 55 | 53 | |
Sanofi | 3.625% | 6/19/28 | 80 | 90 | ||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 155 | 163 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 90 | 98 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 50 | 48 | ||
Stryker Corp. | 3.375% | 11/1/25 | 100 | 110 | ||
Stryker Corp. | 3.500% | 3/15/26 | 15 | 17 | ||
Stryker Corp. | 1.950% | 6/15/30 | 10 | 10 | ||
Stryker Corp. | 4.625% | 3/15/46 | 50 | 62 | ||
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 45 | 49 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 100 | 119 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 175 | 171 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 85 | 83 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 100 | 96 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 25 | 24 | ||
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 75 | 84 | ||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 75 | 81 | ||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 6 | 7 | ||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 60 | 71 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 35 | 41 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 50 | 50 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 50 | 50 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 50 | 51 | ||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 40 | 41 | ||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 40 | 41 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 25 | 26 | ||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 25 | 27 | ||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 20 | 22 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 50 | 53 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 80 | 89 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 50 | 55 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 75 | 85 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 65 | 74 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 75 | 80 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 150 | 149 | ||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 35 | 43 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 57 | 79 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 135 | 205 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 25 | 30 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 85 | 108 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 90 | 106 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 75 | 83 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 115 | 138 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 75 | 93 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 30 | 33 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 50 | 48 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 50 | 57 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 20 | 20 | ||
1,2 | Universal Health Services Inc. | 2.650% | 10/15/30 | 35 | 35 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 115 | 127 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 55 | 65 | ||
1,2 | Viatris Inc. | 1.125% | 6/22/22 | 55 | 55 | |
1,2 | Viatris Inc. | 1.650% | 6/22/25 | 65 | 66 | |
1,2 | Viatris Inc. | 2.300% | 6/22/27 | 40 | 41 | |
1,2 | Viatris Inc. | 2.700% | 6/22/30 | 40 | 40 | |
1,2 | Viatris Inc. | 3.850% | 6/22/40 | 45 | 47 | |
1,2 | Viatris Inc. | 4.000% | 6/22/50 | 40 | 41 | |
Wyeth LLC | 6.500% | 2/1/34 | 70 | 101 | ||
Wyeth LLC | 5.950% | 4/1/37 | 85 | 119 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 130 | 142 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 3/20/30 | 25 | 27 | ||
Zoetis Inc. | 3.250% | 2/1/23 | 70 | 73 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 75 | 81 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 10 | 10 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 95 | 118 | ||
26,977 | ||||||
Industrials (2.6%) | ||||||
1 | 3M Co. | 3.250% | 2/14/24 | 25 | 27 | |
3M Co. | 2.000% | 2/14/25 | 10 | 11 | ||
3M Co. | 2.875% | 10/15/27 | 45 | 49 | ||
1 | 3M Co. | 3.375% | 3/1/29 | 50 | 55 | |
3M Co. | 2.375% | 8/26/29 | 75 | 78 | ||
1 | 3M Co. | 4.000% | 9/14/48 | 60 | 71 | |
3M Co. | 3.250% | 8/26/49 | 50 | 53 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 35 | 36 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 70 | 73 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 125 | 131 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 120 | 123 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 50 | 51 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 110 | 112 | ||
1 | Caterpillar Financial Services Corp. | 1.900% | 9/6/22 | 15 | 15 | |
1 | Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 75 | 77 | |
Caterpillar Financial Services Corp. | 0.250% | 3/1/23 | 60 | 60 | ||
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 25 | 25 | ||
1 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 25 | 25 | |
1 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 115 | 121 | |
1 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 25 | 25 | |
1 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 85 | 84 | |
Caterpillar Inc. | 3.400% | 5/15/24 | 20 | 22 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 45 | 47 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Caterpillar Inc. | 5.200% | 5/27/41 | 30 | 40 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 65 | 75 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 55 | 58 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 45 | 48 | ||
Cummins Inc. | 1.500% | 9/1/30 | 55 | 52 | ||
Deere & Co. | 2.600% | 6/8/22 | 35 | 36 | ||
Deere & Co. | 3.900% | 6/9/42 | 55 | 65 | ||
Deere & Co. | 3.750% | 4/15/50 | 65 | 75 | ||
Eaton Corp. | 2.750% | 11/2/22 | 90 | 93 | ||
Eaton Corp. | 4.150% | 11/2/42 | 15 | 17 | ||
FedEx Corp. | 3.250% | 4/1/26 | 75 | 82 | ||
FedEx Corp. | 3.100% | 8/5/29 | 45 | 48 | ||
FedEx Corp. | 4.250% | 5/15/30 | 80 | 92 | ||
FedEx Corp. | 3.250% | 5/15/41 | 20 | 20 | ||
FedEx Corp. | 5.100% | 1/15/44 | 25 | 31 | ||
FedEx Corp. | 4.750% | 11/15/45 | 50 | 60 | ||
FedEx Corp. | 4.550% | 4/1/46 | 80 | 94 | ||
FedEx Corp. | 4.050% | 2/15/48 | 35 | 39 | ||
FedEx Corp. | 4.950% | 10/17/48 | 75 | 94 | ||
FedEx Corp. | 5.250% | 5/15/50 | 65 | 86 | ||
Fortive Corp. | 3.150% | 6/15/26 | 35 | 38 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 90 | 97 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 35 | 41 | ||
1 | John Deere Capital Corp. | 2.800% | 3/6/23 | 60 | 63 | |
1 | John Deere Capital Corp. | 0.450% | 1/17/24 | 50 | 50 | |
1 | John Deere Capital Corp. | 3.450% | 3/13/25 | 45 | 50 | |
Otis Worldwide Corp. | 2.056% | 4/5/25 | 73 | 76 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 55 | 56 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 20 | 22 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 74 | 84 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 20 | 21 | ||
Republic Services Inc. | 3.950% | 5/15/28 | 95 | 107 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 45 | 52 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 150 | 176 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 30 | 34 | ||
United Parcel Service Inc. | 2.450% | 10/1/22 | 20 | 21 | ||
United Parcel Service Inc. | 2.500% | 4/1/23 | 50 | 52 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 4 | 4 | ||
United Parcel Service Inc. | 3.050% | 11/15/27 | 65 | 72 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 62 | 69 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 67 | 80 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 85 | 123 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 20 | 23 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 25 | 30 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 70 | 98 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 25 | 27 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 50 | 46 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 65 | 70 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 45 | 52 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 55 | 68 | ||
4,378 | ||||||
Materials (1.6%) | ||||||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 65 | 65 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 45 | 43 | ||
1,2 | Berry Global Inc. | 0.950% | 2/15/24 | 100 | 100 | |
1,2 | Berry Global Inc. | 1.570% | 1/15/26 | 10 | 10 | |
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 30 | 31 | ||
Dow Chemical Co. | 3.500% | 10/1/24 | 25 | 27 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Dow Chemical Co. | 7.375% | 11/1/29 | 97 | 133 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 15 | 15 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 15 | 26 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 85 | 107 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 140 | 162 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 25 | 34 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 85 | 92 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 75 | 86 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 125 | 147 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 50 | 64 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 95 | 127 | ||
Eastman Chemical Co. | 3.600% | 8/15/22 | 55 | 57 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 30 | 36 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 15 | 17 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 10 | 12 | ||
International Paper Co. | 4.800% | 6/15/44 | 56 | 69 | ||
International Paper Co. | 4.400% | 8/15/47 | 25 | 30 | ||
International Paper Co. | 4.350% | 8/15/48 | 40 | 48 | ||
Mosaic Co. | 4.250% | 11/15/23 | 105 | 113 | ||
Newmont Corp. | 2.250% | 10/1/30 | 50 | 49 | ||
Newmont Corp. | 6.250% | 10/1/39 | 25 | 35 | ||
Newmont Corp. | 4.875% | 3/15/42 | 100 | 123 | ||
Nutrien Ltd. | 4.200% | 4/1/29 | 55 | 63 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 9 | 11 | ||
PPG Industries Inc. | 3.750% | 3/15/28 | 35 | 40 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 15 | 20 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 110 | 122 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 49 | 52 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 70 | 84 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 110 | 130 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 100 | 112 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 20 | 22 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 85 | 101 | ||
2,615 | ||||||
Real Estate (2.0%) | ||||||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 25 | 27 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 60 | 57 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 128 | 119 | ||
American Tower Corp. | 3.500% | 1/31/23 | 35 | 37 | ||
American Tower Corp. | 5.000% | 2/15/24 | 25 | 28 | ||
American Tower Corp. | 4.000% | 6/1/25 | 50 | 55 | ||
American Tower Corp. | 3.375% | 10/15/26 | 10 | 11 | ||
American Tower Corp. | 2.750% | 1/15/27 | 35 | 37 | ||
American Tower Corp. | 3.550% | 7/15/27 | 95 | 104 | ||
American Tower Corp. | 3.800% | 8/15/29 | 50 | 55 | ||
American Tower Corp. | 2.900% | 1/15/30 | 30 | 31 | ||
American Tower Corp. | 2.100% | 6/15/30 | 45 | 43 | ||
American Tower Corp. | 1.875% | 10/15/30 | 50 | 47 | ||
American Tower Corp. | 3.100% | 6/15/50 | 40 | 37 | ||
Boston Properties LP | 3.850% | 2/1/23 | 30 | 31 | ||
Boston Properties LP | 3.200% | 1/15/25 | 20 | 21 | ||
Boston Properties LP | 3.650% | 2/1/26 | 85 | 94 | ||
Boston Properties LP | 2.750% | 10/1/26 | 45 | 48 | ||
Boston Properties LP | 3.400% | 6/21/29 | 113 | 121 | ||
Boston Properties LP | 3.250% | 1/30/31 | 50 | 53 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 15 | 17 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 80 | 88 | ||
Camden Property Trust | 2.800% | 5/15/30 | 70 | 73 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CC Holdings GS V LLC | 3.849% | 4/15/23 | 15 | 16 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 20 | 21 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 20 | 21 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 50 | 57 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 95 | 105 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 60 | 66 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 55 | 61 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 135 | 143 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 5 | 5 | ||
Crown Castle International Corp. | 2.900% | 4/1/41 | 75 | 70 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 37 | 35 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 10 | 11 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 85 | 94 | ||
Equinix Inc. | 2.625% | 11/18/24 | 115 | 122 | ||
Equinix Inc. | 5.375% | 5/15/27 | 20 | 21 | ||
Equinix Inc. | 3.200% | 11/18/29 | 50 | 53 | ||
Equinix Inc. | 2.150% | 7/15/30 | 20 | 19 | ||
ERP Operating LP | 4.500% | 7/1/44 | 25 | 30 | ||
GLP Capital LP | 5.250% | 6/1/25 | 35 | 40 | ||
GLP Capital LP | 5.375% | 4/15/26 | 30 | 34 | ||
GLP Capital LP | 5.300% | 1/15/29 | 45 | 52 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 75 | 79 | ||
1 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 12 | 12 | |
Prologis LP | 2.250% | 4/15/30 | 75 | 75 | ||
Prologis LP | 1.250% | 10/15/30 | 20 | 18 | ||
Realty Income Corp. | 4.650% | 8/1/23 | 50 | 54 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 45 | 48 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 20 | 22 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 35 | 38 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 50 | 54 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 30 | 33 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 35 | 38 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 85 | 93 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 115 | 117 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 50 | 51 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 38 | 36 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 35 | 37 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 5 | 6 | ||
Welltower Inc. | 3.625% | 3/15/24 | 15 | 16 | ||
Welltower Inc. | 4.000% | 6/1/25 | 6 | 7 | ||
Welltower Inc. | 4.250% | 4/15/28 | 60 | 68 | ||
Welltower Inc. | 3.100% | 1/15/30 | 90 | 94 | ||
3,306 | ||||||
Technology (13.1%) | ||||||
Adobe Inc. | 3.250% | 2/1/25 | 125 | 136 | ||
Adobe Inc. | 2.150% | 2/1/27 | 25 | 26 | ||
Adobe Inc. | 2.300% | 2/1/30 | 25 | 26 | ||
Analog Devices Inc. | 3.900% | 12/15/25 | 80 | 89 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 15 | 17 | ||
Apple Inc. | 1.700% | 9/11/22 | 40 | 41 | ||
Apple Inc. | 2.100% | 9/12/22 | 100 | 102 | ||
Apple Inc. | 2.400% | 1/13/23 | 175 | 181 | ||
Apple Inc. | 2.850% | 2/23/23 | 100 | 104 | ||
Apple Inc. | 2.400% | 5/3/23 | 175 | 182 | ||
Apple Inc. | 0.750% | 5/11/23 | 25 | 25 | ||
Apple Inc. | 3.000% | 2/9/24 | 50 | 53 | ||
Apple Inc. | 3.450% | 5/6/24 | 25 | 27 | ||
Apple Inc. | 2.850% | 5/11/24 | 38 | 41 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Apple Inc. | 1.800% | 9/11/24 | 100 | 104 | ||
Apple Inc. | 2.750% | 1/13/25 | 50 | 54 | ||
Apple Inc. | 2.500% | 2/9/25 | 50 | 53 | ||
Apple Inc. | 3.200% | 5/13/25 | 25 | 27 | ||
Apple Inc. | 0.550% | 8/20/25 | 75 | 74 | ||
Apple Inc. | 3.250% | 2/23/26 | 390 | 429 | ||
Apple Inc. | 2.450% | 8/4/26 | 25 | 27 | ||
Apple Inc. | 2.050% | 9/11/26 | 75 | 79 | ||
Apple Inc. | 3.350% | 2/9/27 | 230 | 256 | ||
Apple Inc. | 3.200% | 5/11/27 | 125 | 138 | ||
Apple Inc. | 3.000% | 6/20/27 | 110 | 121 | ||
Apple Inc. | 2.900% | 9/12/27 | 150 | 163 | ||
Apple Inc. | 3.000% | 11/13/27 | 20 | 22 | ||
Apple Inc. | 2.200% | 9/11/29 | 50 | 51 | ||
Apple Inc. | 1.650% | 5/11/30 | 50 | 49 | ||
Apple Inc. | 1.250% | 8/20/30 | 25 | 24 | ||
Apple Inc. | 1.650% | 2/8/31 | 170 | 164 | ||
Apple Inc. | 4.500% | 2/23/36 | 138 | 171 | ||
Apple Inc. | 3.850% | 5/4/43 | 200 | 228 | ||
Apple Inc. | 4.450% | 5/6/44 | 25 | 31 | ||
Apple Inc. | 4.375% | 5/13/45 | 110 | 135 | ||
Apple Inc. | 4.650% | 2/23/46 | 75 | 95 | ||
Apple Inc. | 3.850% | 8/4/46 | 75 | 86 | ||
Apple Inc. | 4.250% | 2/9/47 | 75 | 91 | ||
Apple Inc. | 3.750% | 9/12/47 | 105 | 118 | ||
Apple Inc. | 3.750% | 11/13/47 | 100 | 112 | ||
Apple Inc. | 2.950% | 9/11/49 | 50 | 50 | ||
Apple Inc. | 2.650% | 5/11/50 | 145 | 135 | ||
Apple Inc. | 2.400% | 8/20/50 | 50 | 45 | ||
Apple Inc. | 2.650% | 2/8/51 | 155 | 144 | ||
Apple Inc. | 2.550% | 8/20/60 | 100 | 88 | ||
Apple Inc. | 2.800% | 2/8/61 | 145 | 134 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 66 | 73 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 20 | 20 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 45 | 55 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 40 | 38 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 80 | 88 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 35 | 33 | ||
Broadcom Corp. | 3.625% | 1/15/24 | 75 | 80 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 275 | 302 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 70 | 75 | ||
1,2 | Broadcom Inc. | 3.419% | 4/15/33 | 38 | 39 | |
1,2 | Broadcom Inc. | 3.469% | 4/15/34 | 70 | 71 | |
Broadcom Inc. | 4.700% | 4/15/25 | 50 | 56 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 62 | 67 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 130 | 146 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 30 | 33 | ||
Broadcom Inc. | 4.110% | 9/15/28 | 160 | 177 | ||
Broadcom Inc. | 4.750% | 4/15/29 | 100 | 114 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 25 | 29 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 75 | 82 | ||
1,2 | Broadcom Inc. | 2.450% | 2/15/31 | 170 | 163 | |
Broadcom Inc. | 4.300% | 11/15/32 | 175 | 194 | ||
1,2 | Broadcom Inc. | 2.600% | 2/15/33 | 55 | 52 | |
1,2 | Broadcom Inc. | 3.500% | 2/15/41 | 205 | 199 | |
1,2 | Broadcom Inc. | 3.750% | 2/15/51 | 40 | 39 | |
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 60 | 60 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 25 | 26 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 95 | 107 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 50 | 52 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 75 | 82 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 50 | 55 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 45 | 48 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 50 | 71 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 105 | 144 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 25 | 25 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 70 | 80 | ||
Corning Inc. | 4.375% | 11/15/57 | 80 | 90 | ||
Corning Inc. | 5.450% | 11/15/79 | 10 | 13 | ||
1,2 | Dell International LLC | 5.450% | 6/15/23 | 110 | 120 | |
1,2 | Dell International LLC | 4.000% | 7/15/24 | 5 | 5 | |
1,2 | Dell International LLC | 5.850% | 7/15/25 | 25 | 29 | |
1,2 | Dell International LLC | 6.020% | 6/15/26 | 205 | 245 | |
1,2 | Dell International LLC | 4.900% | 10/1/26 | 117 | 135 | |
1,2 | Dell International LLC | 5.300% | 10/1/29 | 35 | 41 | |
1,2 | Dell International LLC | 6.200% | 7/15/30 | 70 | 88 | |
1,2 | Dell International LLC | 8.100% | 7/15/36 | 54 | 80 | |
1,2 | Dell International LLC | 8.350% | 7/15/46 | 87 | 137 | |
Equifax Inc. | 2.600% | 12/1/24 | 85 | 90 | ||
Fidelity National Information Services Inc. | 0.375% | 3/1/23 | 25 | 25 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 125 | 125 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 25 | 25 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 75 | 74 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 40 | 39 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 50 | 49 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 50 | 54 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 75 | 80 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 30 | 33 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 135 | 147 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 55 | 57 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 50 | 57 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 55 | 60 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 90 | 92 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 152 | 176 | ||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 110 | 115 | ||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 150 | 155 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 25 | 27 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 20 | 20 | ||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 25 | 28 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 15 | 17 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 50 | 51 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 75 | 99 | ||
HP Inc. | 2.200% | 6/17/25 | 45 | 47 | ||
HP Inc. | 3.000% | 6/17/27 | 40 | 43 | ||
HP Inc. | 3.400% | 6/17/30 | 40 | 43 | ||
HP Inc. | 6.000% | 9/15/41 | 38 | 49 | ||
Intel Corp. | 3.100% | 7/29/22 | 25 | 26 | ||
Intel Corp. | 2.700% | 12/15/22 | 110 | 114 | ||
Intel Corp. | 2.875% | 5/11/24 | 25 | 27 | ||
Intel Corp. | 3.400% | 3/25/25 | 25 | 27 | ||
Intel Corp. | 3.700% | 7/29/25 | 100 | 111 | ||
Intel Corp. | 2.600% | 5/19/26 | 25 | 27 | ||
Intel Corp. | 3.750% | 3/25/27 | 55 | 62 | ||
Intel Corp. | 3.150% | 5/11/27 | 50 | 55 | ||
Intel Corp. | 2.450% | 11/15/29 | 150 | 156 | ||
Intel Corp. | 3.900% | 3/25/30 | 85 | 97 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Intel Corp. | 4.000% | 12/15/32 | 35 | 41 | ||
Intel Corp. | 4.600% | 3/25/40 | 50 | 61 | ||
Intel Corp. | 4.800% | 10/1/41 | 25 | 31 | ||
Intel Corp. | 4.900% | 7/29/45 | 25 | 32 | ||
Intel Corp. | 4.100% | 5/11/47 | 80 | 92 | ||
Intel Corp. | 3.734% | 12/8/47 | 150 | 164 | ||
Intel Corp. | 3.250% | 11/15/49 | 125 | 127 | ||
Intel Corp. | 4.750% | 3/25/50 | 60 | 76 | ||
Intel Corp. | 3.100% | 2/15/60 | 40 | 39 | ||
Intel Corp. | 4.950% | 3/25/60 | 35 | 47 | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 100 | 102 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 25 | 26 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 50 | 53 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 110 | 119 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 115 | 123 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 113 | 125 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 85 | 94 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 55 | 56 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 110 | 121 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 125 | 123 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 75 | 86 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 45 | 51 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 155 | 180 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 105 | 100 | ||
KLA Corp. | 4.650% | 11/1/24 | 40 | 45 | ||
KLA Corp. | 4.100% | 3/15/29 | 90 | 102 | ||
KLA Corp. | 3.300% | 3/1/50 | 20 | 20 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 15 | 17 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 75 | 86 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 15 | 15 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 45 | 59 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 25 | 24 | ||
1,2 | Marvell Technology Inc. | 2.950% | 4/15/31 | 60 | 61 | |
Microchip Technology Inc. | 4.333% | 6/1/23 | 60 | 64 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 55 | 62 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 75 | 86 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 25 | 26 | ||
Microsoft Corp. | 2.125% | 11/15/22 | 80 | 82 | ||
Microsoft Corp. | 2.375% | 5/1/23 | 50 | 52 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 25 | 26 | ||
Microsoft Corp. | 3.625% | 12/15/23 | 55 | 59 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 150 | 160 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 55 | 59 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 75 | 82 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 310 | 331 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 200 | 223 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 95 | 107 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 130 | 146 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 5 | 6 | ||
Microsoft Corp. | 4.450% | 11/3/45 | 25 | 32 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 71 | 81 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 250 | 233 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 289 | 290 | ||
Microsoft Corp. | 4.500% | 2/6/57 | 85 | 113 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 135 | 126 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 145 | 146 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 65 | 75 | ||
NetApp Inc. | 1.875% | 6/22/25 | 35 | 36 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
NVIDIA Corp. | 3.200% | 9/16/26 | 40 | 44 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 75 | 80 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 30 | 33 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 145 | 156 | ||
1,2 | NXP BV | 3.875% | 6/18/26 | 65 | 72 | |
1,2 | NXP BV | 4.300% | 6/18/29 | 95 | 108 | |
1,2 | NXP BV | 3.400% | 5/1/30 | 50 | 54 | |
Oracle Corp. | 2.500% | 10/15/22 | 138 | 142 | ||
Oracle Corp. | 2.625% | 2/15/23 | 100 | 104 | ||
Oracle Corp. | 3.625% | 7/15/23 | 150 | 160 | ||
Oracle Corp. | 2.400% | 9/15/23 | 76 | 79 | ||
Oracle Corp. | 3.400% | 7/8/24 | 25 | 27 | ||
Oracle Corp. | 2.950% | 11/15/24 | 50 | 53 | ||
Oracle Corp. | 2.500% | 4/1/25 | 205 | 216 | ||
Oracle Corp. | 2.950% | 5/15/25 | 50 | 53 | ||
Oracle Corp. | 1.650% | 3/25/26 | 25 | 25 | ||
Oracle Corp. | 2.650% | 7/15/26 | 115 | 122 | ||
Oracle Corp. | 2.800% | 4/1/27 | 225 | 239 | ||
Oracle Corp. | 3.250% | 11/15/27 | 175 | 190 | ||
Oracle Corp. | 2.300% | 3/25/28 | 100 | 102 | ||
Oracle Corp. | 2.950% | 4/1/30 | 135 | 141 | ||
Oracle Corp. | 2.875% | 3/25/31 | 140 | 143 | ||
Oracle Corp. | 4.300% | 7/8/34 | 150 | 171 | ||
Oracle Corp. | 3.850% | 7/15/36 | 85 | 92 | ||
Oracle Corp. | 3.800% | 11/15/37 | 20 | 21 | ||
Oracle Corp. | 6.500% | 4/15/38 | 40 | 55 | ||
Oracle Corp. | 6.125% | 7/8/39 | 50 | 67 | ||
Oracle Corp. | 3.600% | 4/1/40 | 165 | 169 | ||
Oracle Corp. | 5.375% | 7/15/40 | 110 | 138 | ||
Oracle Corp. | 3.650% | 3/25/41 | 85 | 87 | ||
Oracle Corp. | 4.500% | 7/8/44 | 25 | 28 | ||
Oracle Corp. | 4.125% | 5/15/45 | 45 | 48 | ||
Oracle Corp. | 4.000% | 7/15/46 | 130 | 136 | ||
Oracle Corp. | 4.000% | 11/15/47 | 50 | 52 | ||
Oracle Corp. | 3.600% | 4/1/50 | 256 | 253 | ||
Oracle Corp. | 3.950% | 3/25/51 | 195 | 203 | ||
Oracle Corp. | 4.375% | 5/15/55 | 130 | 143 | ||
Oracle Corp. | 3.850% | 4/1/60 | 190 | 191 | ||
QUALCOMM Inc. | 2.600% | 1/30/23 | 100 | 104 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 25 | 27 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 75 | 82 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 72 | 80 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 175 | 176 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 25 | 31 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 20 | 25 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 45 | 54 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 80 | 82 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 15 | 17 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 50 | 52 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 45 | 51 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 50 | 47 | ||
salesforce.com Inc. | 3.250% | 4/11/23 | 50 | 53 | ||
salesforce.com Inc. | 3.700% | 4/11/28 | 65 | 73 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 53 | 49 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 60 | 62 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 70 | 72 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 50 | 49 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 65 | 79 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 66 | 73 | ||
VMware Inc. | 2.950% | 8/21/22 | 95 | 98 | ||
VMware Inc. | 3.900% | 8/21/27 | 85 | 95 | ||
VMware Inc. | 4.700% | 5/15/30 | 60 | 70 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 60 | 60 | ||
22,144 | ||||||
Utilities (0.1%) | ||||||
American Water Capital Corp. | 6.593% | 10/15/37 | 42 | 61 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 35 | 38 | ||
99 | ||||||
Total Investments (99.3%) (Cost $169,409) | 167,348 | |||||
Other Assets and Liabilities—Net (0.7%) | 1,226 | |||||
Net Assets (100%) | 168,574 | |||||
Cost is in $000. |
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 | 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 May 31, 2021, the aggregate value was $3,657,000, representing 2.2% of net assets. |
3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of May 31, 2021. |
4 | Securities with a value of $25,000 have been segregated as initial margin for open futures contracts. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
5-Year U.S. Treasury Note | September 2021 | 5 | 619 | — |
Long U.S. Treasury Bond | September 2021 | 1 | 157 | (1) |
Ultra 10-Year U.S. Treasury Note | September 2021 | 4 | 580 | — |
(1) | ||||
Short Futures Contracts | ||||
2-Year U.S. Treasury Note | September 2021 | (2) | (442) | — |
10-Year U.S. Treasury Note | September 2021 | (6) | (792) | (1) |
Ultra Long U.S. Treasury Bond | September 2021 | (1) | (185) | — |
(1) | ||||
(2) |
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services.
Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.
B. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. 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—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments and derivatives as of May 31, 2021, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Corporate Bonds | — | 167,348 | — | 167,348 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 2 | — | — | 2 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |