UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT
OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-04681
Name of Registrant: | Vanguard Bond Index Funds |
Address of Registrant: | P.O. Box 2600 |
Valley Forge, PA 19482 |
Name and address of agent for service: | Anne E. Robinson, Esquire |
P.O. Box 876 | |
Valley Forge, PA 19482 |
Registrant’s telephone number, including area code: (610) 669-1000
Date of fiscal year end: December 31
Date of reporting period: January 1, 2020-December 31, 2020
Item 1: Reports to Shareholders
Vanguard Short-Term Bond Index Fund |
Vanguard Intermediate-Term Bond Index Fund |
Vanguard Long-Term Bond Index Fund |
1 | |
2 | |
5 | |
27 | |
49 |
• | For the 12 months ended December 31, 2020, returns for the funds in this report ranged from 4.61% for Investor Shares of Vanguard Short-Term Bond Index Fund to 16.24% for ETF Shares of Vanguard Long-Term Bond Index Fund.1 The three funds performed roughly in line with their benchmarks after taking expenses and fees into account. |
• | The emergence of COVID-19 in early 2020 turned into a global health crisis, and aggressive attempts to contain it resulted in a sharp downturn in economic activity. Unemployment spiked, and sectors where social distancing isn't possible were hit hard. Policymakers were quick to provide robust fiscal and monetary stimulus to blunt the pandemic’s economic impact. Many central banks slashed short-term interest rates and expanded or extended asset-purchase programs. |
• | With yields falling and prices rising, U.S. Treasuries posted a return of 8.00%. Mortgage-backed securities returned less than that, as low mortgage rates led to plenty of supply—but corporate bonds fared even better than Treasuries, returning 9.89%. |
• | By credit quality, lower-rated investment-grade bonds generally did better than higher-rated ones; by maturity, bonds with maturities of 10 years or more significantly outperformed. |
Average Annual Total Returns Periods Ended December 31, 2020 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 20.96% | 14.82% | 15.60% |
Russell 2000 Index (Small-caps) | 19.96 | 10.25 | 13.26 |
Russell 3000 Index (Broad U.S. market) | 20.89 | 14.49 | 15.43 |
FTSE All-World ex US Index (International) | 11.22 | 5.18 | 9.16 |
Bonds | |||
Bloomberg Barclays U.S. Aggregate Bond Index (Broad taxable market) | 7.51% | 5.34% | 4.44% |
Bloomberg Barclays Municipal Bond Index (Broad tax-exempt market) | 5.21 | 4.64 | 3.91 |
FTSE Three-Month U.S. Treasury Bill Index | 0.58 | 1.56 | 1.16 |
CPI | |||
Consumer Price Index | 1.36% | 1.85% | 1.95% |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2020 | |||
Beginning Account Value 6/30/2020 | Ending Account Value 12/31/2020 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Short-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,005.70 | $0.76 |
ETF Shares | 1,000.00 | 1,006.50 | 0.25 |
AdmiralTM Shares | 1,000.00 | 1,006.10 | 0.35 |
Institutional Shares | 1,000.00 | 1,006.20 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,006.30 | 0.20 |
Intermediate-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,017.10 | $0.76 |
ETF Shares | 1,000.00 | 1,017.50 | 0.25 |
Admiral Shares | 1,000.00 | 1,017.60 | 0.36 |
Institutional Shares | 1,000.00 | 1,017.70 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,017.70 | 0.20 |
Long-Term Bond Index Fund | |||
ETF Shares | $1,000.00 | $1,028.10 | $0.25 |
Admiral Shares | 1,000.00 | 1,027.90 | 0.36 |
Institutional Shares | 1,000.00 | 1,028.00 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,028.00 | 0.20 |
Six Months Ended December 31, 2020 | |||
Beginning Account Value 6/30/2020 | Ending Account Value 12/31/2020 | Expenses Paid During Period | |
Based on Hypothetical 5% Yearly Return | |||
Short-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.38 | $0.76 |
ETF Shares | 1,000.00 | 1,024.89 | 0.25 |
Admiral Shares | 1,000.00 | 1,024.79 | 0.36 |
Institutional Shares | 1,000.00 | 1,024.89 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.94 | 0.20 |
Intermediate-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.38 | $0.76 |
ETF Shares | 1,000.00 | 1,024.89 | 0.25 |
Admiral Shares | 1,000.00 | 1,024.79 | 0.36 |
Institutional Shares | 1,000.00 | 1,024.89 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.94 | 0.20 |
Long-Term Bond Index Fund | |||
ETF Shares | $1,000.00 | $1,024.89 | $0.25 |
Admiral Shares | 1,000.00 | 1,024.79 | 0.36 |
Institutional Shares | 1,000.00 | 1,024.89 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.94 | 0.20 |
Average Annual Total Returns Periods Ended December 31, 2020 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Short-Term Bond Index Fund Investor Shares | 4.61% | 2.62% | 2.00% | $12,193 | |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 4.71 | 2.77 | 2.19 | 12,417 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Short-Term Bond Index Fund ETF Shares Net Asset Value | 4.67% | 2.70% | 2.09% | $12,300 | |
Short-Term Bond Index Fund ETF Shares Market Price | 4.70 | 2.69 | 2.09 | 12,293 | |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 4.71 | 2.77 | 2.19 | 12,417 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
Average Annual Total Returns Periods Ended December 31, 2020 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Short-Term Bond Index Fund Admiral Shares | 4.69% | 2.70% | 2.09% | $12,301 | |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 4.71 | 2.77 | 2.19 | 12,417 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
One Year | Five Years | Since Inception (9/27/2011) | Final Value of a $5,000,000 Investment | ||
Short-Term Bond Index Fund Institutional Shares | 4.71% | 2.72% | 2.00% | $6,007,792 | |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 4.71 | 2.77 | 2.07 | 6,044,208 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.52 | 6,889,557 |
One Year | Five Years | Since Inception (9/29/2011) | Final Value of a $100,000,000 Investment | ||
Short-Term Bond Index Fund Institutional Plus Shares | 4.72% | 2.73% | 2.02% | $120,298,250 | |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 4.71 | 2.77 | 2.07 | 120,875,100 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.49 | 137,421,100 |
Cumulative Returns of ETF Shares: December 31, 2010, Through December 31, 2020 | |||
One Year | Five Years | Ten Years | |
Short-Term Bond Index Fund ETF Shares Market Price | 4.70% | 14.22% | 22.93% |
Short-Term Bond Index Fund ETF Shares Net Asset Value | 4.67 | 14.23 | 23.00 |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 4.71 | 14.65 | 24.17 |
Corporate Bonds | 26.7% |
Sovereign Bonds | 7.1 |
Taxable Municipal Bonds | 0.1 |
U.S. Government and Agency Obligations | 66.1 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
U.S. Government and Agency Obligations | ||||||
U.S. Government Securities | ||||||
United States Treasury Note/Bond | 0.125%–8.125% | 2/15/21–8/15/30 | 36,659,265 | 38,219,884 | 62.45% | |
Agency Bonds and Notes | ||||||
Federal Home Loan Banks1 | 3.000% | 10/12/21 | 56,150 | 57,406 | 0.09% | |
Federal Home Loan Banks | 0.125%–5.375% | 11/19/21–9/4/25 | 376,380 | 387,319 | 0.64% | |
Federal Home Loan Mortgage Corp.2 | 0.125%–2.375% | 1/13/22–9/23/25 | 608,520 | 612,753 | 0.99% | |
Federal Home Loan Mortgage Corp.1,2 | 0.125%–2.750% | 7/25/22–7/21/25 | 106,000 | 107,204 | 0.16% | |
Federal National Mortgage Assn.2 | 0.250%–2.875% | 10/7/21–11/7/25 | 657,485 | 676,299 | 1.11% | |
† | Agency Bonds and Notes—Other1,3 | 182,699 | 0.31% | |||
2,023,680 | 3.30% | |||||
Total U.S. Government and Agency Obligations (Cost $39,253,209) | 40,243,564 | 65.75% | ||||
Corporate Bonds | ||||||
Communications | ||||||
Comcast Corp. | 3.000%–3.950% | 2/1/24–10/15/25 | 87,943 | 97,410 | 0.16% | |
† | Other1,4 | 636,569 | 1.04% | |||
733,979 | 1.20% | |||||
Consumer Discretionary | ||||||
American Honda Finance Corp.1 | 0.400%–3.625% | 1/8/21–9/10/25 | 91,197 | 94,571 | 0.14% | |
American Honda Finance Corp. | 1.950% | 5/20/22 | 1,925 | 1,967 | 0.00% | |
General Motors Financial Co. Inc. | 1.700%–5.200% | 1/14/22–7/13/25 | 179,057 | 190,951 | 0.31% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Toyota Motor Credit Corp.1 | 0.350%–3.450% | 4/13/21–10/16/25 | 135,662 | 140,473 | 0.24% | |
† | Other1 | 718,593 | 1.18% | |||
1,146,555 | 1.87% | |||||
Consumer Staples | ||||||
PepsiCo Inc. | 0.400%–3.600% | 8/25/21–2/24/26 | 84,921 | 89,117 | 0.15% | |
Walmart Inc. | 2.350%–3.550% | 12/15/22–6/26/25 | 80,312 | 86,980 | 0.15% | |
† | Other1,4 | 770,423 | 1.25% | |||
946,520 | 1.55% | |||||
Energy | ||||||
Exxon Mobil Corp. | 1.571%–3.176% | 3/6/22–3/19/25 | 92,951 | 98,330 | 0.15% | |
† | Other1 | 1,148,926 | 1.89% | |||
1,247,256 | 2.04% | |||||
Financials | ||||||
American Express Co. | 2.500%–4.200% | 5/20/22–11/6/25 | 104,466 | 111,916 | 0.19% | |
Bank of America Corp.1 | 0.810%–5.000% | 5/13/21–10/24/26 | 468,613 | 495,483 | 0.81% | |
Bank of America Corp. | 4.100% | 7/24/23 | 13,775 | 15,050 | 0.02% | |
Bank of New York Mellon Corp.1 | 1.600%–3.500% | 2/7/22–4/24/25 | 95,757 | 100,386 | 0.19% | |
Bank of New York Mellon Corp. | 0.350%–3.400% | 12/7/23–5/15/24 | 10,080 | 10,466 | 0.02% | |
Bank of Nova Scotia | 0.550%–4.500% | 3/7/22–12/16/25 | 85,882 | 90,741 | 0.14% | |
Bank of Nova Scotia1 | 2.450% | 9/19/22 | 2,496 | 2,586 | 0.00% | |
Capital One Financial Corp. | 2.600%–4.250% | 3/9/22–10/29/25 | 94,031 | 102,665 | 0.18% | |
Citigroup Inc. | 0.776%–5.500% | 12/8/21–9/13/25 | 161,966 | 173,149 | 0.28% | |
Citigroup Inc.1 | 1.678%–4.044% | 1/24/23–4/8/26 | 117,022 | 125,109 | 0.21% | |
Credit Suisse AG | 1.000%–3.000% | 10/29/21–4/9/25 | 75,794 | 80,461 | 0.14% | |
Credit Suisse AG1 | 3.625% | 9/9/24 | 16,844 | 18,677 | 0.03% | |
Goldman Sachs Group Inc. | 3.000%–5.750% | 1/24/22–10/21/25 | 177,965 | 193,393 | 0.31% | |
Goldman Sachs Group Inc.1 | 0.627%–3.850% | 10/31/22–12/9/26 | 113,313 | 119,002 | 0.19% | |
HSBC Holdings plc1 | 1.645%–4.292% | 3/13/23–9/12/26 | 171,874 | 182,854 | 0.30% | |
HSBC Holdings plc | 3.600%–4.250% | 5/25/23–8/18/25 | 37,895 | 41,506 | 0.07% | |
JPMorgan Chase & Co. | 1.045%–3.900% | 9/23/22–11/19/26 | 151,436 | 160,964 | 0.27% | |
JPMorgan Chase & Co.1 | 0.653%–4.023% | 4/1/23–4/22/26 | 257,918 | 271,699 | 0.46% | |
Lloyds Banking Group plc | 3.000%–4.500% | 1/11/22–5/8/25 | 41,312 | 44,249 | 0.08% | |
Lloyds Banking Group plc1 | 1.326%–3.870% | 3/17/23–2/5/26 | 81,155 | 85,561 | 0.14% | |
Mitsubishi UFJ Financial Group Inc. | 1.412%–3.761% | 2/22/22–7/17/25 | 136,886 | 143,956 | 0.24% | |
Mitsubishi UFJ Financial Group Inc.1 | 0.848% | 9/15/24 | 9,300 | 9,334 | 0.02% | |
Morgan Stanley | 0.985%–5.750% | 1/25/21–12/10/26 | 50,337 | 52,985 | 0.08% | |
Morgan Stanley1 | 0.560%–4.100% | 1/23/23–4/28/26 | 216,208 | 232,784 | 0.37% | |
Natwest Group plc1 | 2.359%–4.519% | 5/15/23–11/1/29 | 43,011 | 45,506 | 0.07% | |
Natwest Group plc | 3.875%–6.000% | 9/12/23–5/28/24 | 60,643 | 67,223 | 0.11% | |
PNC Bank NA1 | 1.743%–4.200% | 12/9/21–11/1/25 | 78,047 | 82,449 | 0.14% | |
PNC Bank NA | 3.800% | 7/25/23 | 3,900 | 4,214 | 0.01% | |
Royal Bank of Canada1 | 0.500%–3.700% | 2/1/22–6/10/25 | 93,783 | 97,904 | 0.15% | |
Sumitomo Mitsui Financial Group Inc. | 1.474%–3.936% | 10/19/21–7/8/25 | 119,400 | 124,681 | 0.21% | |
Toronto-Dominion Bank1 | 0.450%–3.500% | 12/1/22–9/11/25 | 88,477 | 92,469 | 0.14% | |
Truist Bank | 2.625% | 1/15/22 | 7,951 | 8,128 | 0.01% | |
Truist Bank1 | 1.250%–3.689% | 5/17/22–9/16/25 | 110,877 | 117,123 | 0.18% | |
Wells Fargo & Co.1 | 1.654%–3.750% | 1/22/21–4/30/26 | 232,224 | 245,465 | 0.39% | |
Wells Fargo & Co. | 3.069%–4.480% | 1/24/23–1/16/24 | 31,675 | 33,421 | 0.06% | |
Westpac Banking Corp. | 2.000%–3.650% | 1/11/22–2/19/25 | 70,914 | 75,081 | 0.12% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Westpac Banking Corp.1 | 2.894% | 2/4/30 | 7,943 | 8,337 | 0.01% | |
† | Other1,4 | 3,171,200 | 5.16% | |||
7,038,177 | 11.50% | |||||
Health Care | ||||||
AbbVie Inc. | 2.300%–3.850% | 3/15/22–5/14/25 | 201,121 | 215,383 | 0.36% | |
Bristol-Myers Squibb Co. | 0.537%–4.000% | 5/16/22–11/13/25 | 132,506 | 141,754 | 0.24% | |
CVS Health Corp. | 2.625%–4.750% | 7/20/22–7/20/25 | 104,478 | 113,163 | 0.18% | |
† | Other1,4 | 1,123,447 | 1.82% | |||
1,593,747 | 2.60% | |||||
Industrials | ||||||
Caterpillar Financial Services Corp.1 | 0.450%–3.750% | 2/26/22–11/13/25 | 96,771 | 101,677 | 0.16% | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 4,375 | 4,408 | 0.01% | |
John Deere Capital Corp.1 | 0.400%–3.900% | 3/4/21–1/9/25 | 78,913 | 82,136 | 0.14% | |
John Deere Capital Corp. | 2.800%–3.650% | 1/27/23–10/12/23 | 10,801 | 11,561 | 0.02% | |
† | Other1,4 | 880,523 | 1.44% | |||
1,080,305 | 1.77% | |||||
†Materials1,4 | 345,244 | 0.56% | ||||
Technology | ||||||
Apple Inc. | 0.550%–3.450% | 2/9/22–8/20/25 | 243,606 | 255,257 | 0.42% | |
International Business Machines Corp. | 1.875%–7.000% | 1/27/22–10/30/25 | 86,990 | 93,207 | 0.16% | |
Microsoft Corp. | 2.000%–3.625% | 2/6/22–11/3/25 | 119,649 | 126,585 | 0.20% | |
Oracle Corp. | 2.400%–3.625% | 5/15/22–5/15/25 | 141,484 | 150,479 | 0.25% | |
† | Other1,4 | 693,048 | 1.12% | |||
1,318,576 | 2.15% | |||||
†Utilities1,4 | 811,197 | 1.33% | ||||
Total Corporate Bonds (Cost $15,666,897) | 16,261,556 | 26.57% | ||||
Sovereign Bonds | ||||||
Asian Development Bank1 | 0.250%–2.750% | 2/16/22–9/3/25 | 267,508 | 271,780 | 0.46% | |
Asian Development Bank | 0.625%–2.625% | 8/10/22–4/29/25 | 105,629 | 108,832 | 0.18% | |
European Bank for Reconstruction & Development1 | 0.250%–2.750% | 2/23/22–11/25/25 | 55,481 | 56,732 | 0.10% | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 32,961 | 33,072 | 0.05% | |
European Investment Bank | 0.250%–3.250% | 12/15/21–12/15/25 | 468,144 | 485,834 | 0.79% | |
European Investment Bank1 | 2.875%–3.125% | 8/15/23–12/14/23 | 52,418 | 56,477 | 0.09% | |
Inter-American Development Bank | 0.250%–3.000% | 1/18/23–7/15/25 | 231,058 | 239,302 | 0.39% | |
Inter-American Development Bank1 | 1.750%–3.000% | 1/18/22–3/14/25 | 94,231 | 97,287 | 0.16% | |
International Bank for Reconstruction & Development1 | 1.500%–2.500% | 12/13/21–7/29/25 | 160,002 | 168,928 | 0.28% | |
International Bank for Reconstruction & Development | 0.250%–7.625% | 1/26/22–10/28/25 | 390,825 | 400,451 | 0.67% | |
International Finance Corp.1 | 0.375%–2.875% | 10/24/22–7/16/25 | 58,100 | 60,433 | 0.09% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Japan Bank for International Cooperation1,5 | 2.125%–3.375% | 7/31/23–5/28/25 | 18,721 | 20,269 | 0.03% | |
Japan Bank for International Cooperation5 | 0.375%–3.375% | 7/20/21–7/15/25 | 166,995 | 172,199 | 0.27% | |
KFW6 | 0.250%–2.625% | 1/25/22–7/18/25 | 479,703 | 495,302 | 0.80% | |
KFW1,6 | 3.125% | 12/15/21 | 27,155 | 27,891 | 0.05% | |
Province of Ontario | 1.750%–3.400% | 2/8/22–5/16/24 | 135,491 | 142,052 | 0.23% | |
Svensk Exportkredit AB | 0.500%–2.000% | 8/30/22–8/26/25 | 28,450 | 28,916 | 0.05% | |
Svensk Exportkredit AB1 | 0.250%–2.875% | 3/9/22–5/14/25 | 70,299 | 71,466 | 0.12% | |
† | Other1,6,7,8,9 | 1,365,782 | 2.22% | |||
Total Sovereign Bonds (Cost $4,197,141) | 4,303,005 | 7.03% | ||||
†Taxable Municipal Bonds (Cost $50,146)10 | 51,222 | 0.08% | ||||
Coupon | Shares | |||||
Temporary Cash Investments | ||||||
Money Market Fund | ||||||
Vanguard Market Liquidity Fund11 (Cost $1,220,934) | 0.111% | 12,209,335 | 1,220,934 | 2.00% | ||
Total Investments (Cost $60,388,327) | 62,080,281 | 101.43% | ||||
Other Assets and Liabilities—Net | (877,067) | (1.43%) | ||||
Net Assets | 61,203,214 | 100.00% |
Cost is in $000. | |
• | See Note A in Notes to Financial Statements. |
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
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 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
3 | U.S. government-guaranteed. |
4 | Certain securities are 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 December 31, 2020, the aggregate value of these securities was $174,722,000, representing 0.3% of net assets. |
5 | Guaranteed by the Government of Japan. |
6 | Guaranteed by the Federal Republic of Germany. |
7 | Guaranteed by the Government of Canada. |
8 | Guaranteed by the Republic of Austria. |
9 | Guaranteed by the Government of Mexico. |
10 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $59,167,393) | 60,859,347 |
Affiliated Issuers (Cost $1,220,934) | 1,220,934 |
Total Investments in Securities | 62,080,281 |
Investment in Vanguard | 2,351 |
Cash | 773 |
Receivables for Investment Securities Sold | 10,536 |
Receivables for Accrued Income | 294,996 |
Receivables for Capital Shares Issued | 62,285 |
Other Assets | 242 |
Total Assets | 62,451,464 |
Liabilities | |
Payables for Investment Securities Purchased | 1,213,087 |
Payables for Capital Shares Redeemed | 29,025 |
Payables for Distributions | 4,316 |
Payables to Vanguard | 1,822 |
Total Liabilities | 1,248,250 |
Net Assets | 61,203,214 |
Statement of Assets and Liabilities (continued) | |
At December 31, 2020, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 59,529,795 |
Total Distributable Earnings (Loss) | 1,673,419 |
Net Assets | 61,203,214 |
Investor Shares—Net Assets | |
Applicable to 8,366,825 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 90,942 |
Net Asset Value Per Share—Investor Shares | $10.87 |
ETF Shares—Net Assets | |
Applicable to 357,679,055 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 29,618,474 |
Net Asset Value Per Share—ETF Shares | $82.81 |
Admiral Shares—Net Assets | |
Applicable to 1,705,988,025 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 18,542,990 |
Net Asset Value Per Share—Admiral Shares | $10.87 |
Institutional Shares—Net Assets | |
Applicable to 564,295,834 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 6,133,541 |
Net Asset Value Per Share—Institutional Shares | $10.87 |
Institutional Plus Shares—Net Assets | |
Applicable to 627,200,890 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 6,817,267 |
Net Asset Value Per Share—Institutional Plus Shares | $10.87 |
Year Ended December 31, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 1,008,678 |
Total Income | 1,008,678 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,327 |
Management and Administrative—Investor Shares | 119 |
Management and Administrative—ETF Shares | 10,328 |
Management and Administrative—Admiral Shares | 10,257 |
Management and Administrative—Institutional Shares | 2,456 |
Management and Administrative—Institutional Plus Shares | 2,525 |
Marketing and Distribution—Investor Shares | 12 |
Marketing and Distribution—ETF Shares | 1,240 |
Marketing and Distribution—Admiral Shares | 1,002 |
Marketing and Distribution—Institutional Shares | 186 |
Marketing and Distribution—Institutional Plus Shares | 99 |
Custodian Fees | 69 |
Auditing Fees | 45 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 232 |
Shareholders’ Reports—Admiral Shares | 158 |
Shareholders’ Reports—Institutional Shares | 15 |
Shareholders’ Reports—Institutional Plus Shares | 27 |
Trustees’ Fees and Expenses | 32 |
Total Expenses | 30,129 |
Net Investment Income | 978,549 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | 328,072 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 1,061,408 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,368,029 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $1,107,000, ($43,000), and ($2,000), respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $101,443,000 of net gain (loss) resulting from in-kind redemptions. |
Year Ended December 31, | ||
2020 ($000) | 2019 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 978,549 | 1,114,701 |
Realized Net Gain (Loss) | 328,072 | 9,784 |
Change in Unrealized Appreciation (Depreciation) | 1,061,408 | 1,214,482 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,368,029 | 2,338,967 |
Distributions1 | ||
Investor Shares | (1,523) | (13,802) |
ETF Shares | (446,170) | (520,079) |
Admiral Shares | (301,032) | (328,656) |
Institutional Shares | (101,144) | (121,962) |
Institutional Plus Shares | (128,903) | (130,015) |
Total Distributions | (978,772) | (1,114,514) |
Capital Share Transactions | ||
Investor Shares | (298) | (1,075,752) |
ETF Shares | 6,479,442 | (5,999,216) |
Admiral Shares | 2,732,056 | 1,208,370 |
Institutional Shares | 461,228 | 461,876 |
Institutional Plus Shares | (2,911) | 1,089,410 |
Net Increase (Decrease) from Capital Share Transactions | 9,669,517 | (4,315,312) |
Total Increase (Decrease) | 11,058,774 | (3,090,859) |
Net Assets | ||
Beginning of Period | 50,144,440 | 53,235,299 |
End of Period | 61,203,214 | 50,144,440 |
1 | Certain prior-period numbers have been reclassified to conform with the current-period presentation. |
Investor Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 |
Investment Operations | |||||
Net Investment Income | .1851 | .2301 | .1981 | .1641 | .146 |
Net Realized and Unrealized Gain (Loss) on Investments | .300 | .258 | (.069) | (.050) | .002 |
Total from Investment Operations | .485 | .488 | .129 | .114 | .148 |
Distributions | |||||
Dividends from Net Investment Income | (.185) | (.228) | (.199) | (.164) | (.146) |
Distributions from Realized Capital Gains | — | — | — | (.000)2 | (.002) |
Total Distributions | (.185) | (.228) | (.199) | (.164) | (.148) |
Net Asset Value, End of Period | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Total Return3 | 4.61% | 4.77% | 1.27% | 1.10% | 1.41% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $91 | $89 | $1,143 | $1,545 | $1,865 |
Ratio of Total Expenses to Average Net Assets | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% |
Ratio of Net Investment Income to Average Net Assets | 1.71% | 2.18% | 1.94% | 1.57% | 1.38% |
Portfolio Turnover Rate4 | 49% | 44% | 48% | 50% | 51% |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
ETF Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $80.55 | $78.56 | $79.09 | $79.44 | $79.49 |
Investment Operations | |||||
Net Investment Income | 1.4741 | 1.8191 | 1.5801 | 1.3141 | 1.172 |
Net Realized and Unrealized Gain (Loss) on Investments | 2.267 | 2.014 | (.545) | (.362) | (.037) |
Total from Investment Operations | 3.741 | 3.833 | 1.035 | .952 | 1.135 |
Distributions | |||||
Dividends from Net Investment Income | (1.481) | (1.843) | (1.565) | (1.300) | (1.172) |
Distributions from Realized Capital Gains | — | — | — | (.002) | (.013) |
Total Distributions | (1.481) | (1.843) | (1.565) | (1.302) | (1.185) |
Net Asset Value, End of Period | $82.81 | $80.55 | $78.56 | $79.09 | $79.44 |
Total Return | 4.67% | 4.92% | 1.34% | 1.20% | 1.42% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $29,618 | $22,522 | $27,946 | $23,902 | $19,576 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.79% | 2.28% | 2.02% | 1.65% | 1.46% |
Portfolio Turnover Rate2 | 49% | 44% | 48% | 50% | 51% |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Admiral Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 |
Investment Operations | |||||
Net Investment Income | .1921 | .2371 | .2071 | .1721 | .154 |
Net Realized and Unrealized Gain (Loss) on Investments | .301 | .260 | (.070) | (.050) | .002 |
Total from Investment Operations | .493 | .497 | .137 | .122 | .156 |
Distributions | |||||
Dividends from Net Investment Income | (.193) | (.237) | (.207) | (.172) | (.154) |
Distributions from Realized Capital Gains | — | — | — | (.000)2 | (.002) |
Total Distributions | (.193) | (.237) | (.207) | (.172) | (.156) |
Net Asset Value, End of Period | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Total Return3 | 4.69% | 4.86% | 1.35% | 1.18% | 1.49% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $18,543 | $15,379 | $13,812 | $16,034 | $15,335 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.77% | 2.26% | 2.02% | 1.65% | 1.46% |
Portfolio Turnover Rate4 | 49% | 44% | 48% | 50% | 51% |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 |
Investment Operations | |||||
Net Investment Income | .1951 | .2391 | .2091 | .1741 | .156 |
Net Realized and Unrealized Gain (Loss) on Investments | .301 | .260 | (.070) | (.050) | .002 |
Total from Investment Operations | .496 | .499 | .139 | .124 | .158 |
Distributions | |||||
Dividends from Net Investment Income | (.196) | (.239) | (.209) | (.174) | (.156) |
Distributions from Realized Capital Gains | — | — | — | (.000)2 | (.002) |
Total Distributions | (.196) | (.239) | (.209) | (.174) | (.158) |
Net Asset Value, End of Period | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Total Return | 4.71% | 4.88% | 1.37% | 1.20% | 1.51% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $6,134 | $5,524 | $4,930 | $5,033 | $4,963 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 1.80% | 2.28% | 2.04% | 1.67% | 1.48% |
Portfolio Turnover Rate3 | 49% | 44% | 48% | 50% | 51% |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Plus Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 |
Investment Operations | |||||
Net Investment Income | .1961 | .2401 | .2101 | .1751 | .158 |
Net Realized and Unrealized Gain (Loss) on Investments | .301 | .260 | (.070) | (.050) | .002 |
Total from Investment Operations | .497 | .500 | .140 | .125 | .160 |
Distributions | |||||
Dividends from Net Investment Income | (.197) | (.240) | (.210) | (.175) | (.158) |
Distributions from Realized Capital Gains | — | — | — | (.000)2 | (.002) |
Total Distributions | (.197) | (.240) | (.210) | (.175) | (.160) |
Net Asset Value, End of Period | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Total Return | 4.72% | 4.89% | 1.38% | 1.21% | 1.52% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $6,817 | $6,631 | $5,404 | $5,078 | $4,336 |
Ratio of Total Expenses to Average Net Assets | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 1.81% | 2.29% | 2.05% | 1.68% | 1.49% |
Portfolio Turnover Rate3 | 49% | 44% | 48% | 50% | 51% |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 40,243,564 | — | 40,243,564 |
Corporate Bonds | — | 16,261,556 | — | 16,261,556 |
Sovereign Bonds | — | 4,303,005 | — | 4,303,005 |
Taxable Municipal Bonds | — | 51,222 | — | 51,222 |
Temporary Cash Investments | 1,220,934 | — | — | 1,220,934 |
Total | 1,220,934 | 60,859,347 | — | 62,080,281 |
D. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for in-kind redemptions were reclassified between the following accounts: |
Amount ($000) | |
Paid-in Capital | 101,406 |
Total Distributable Earnings (Loss) | (101,406) |
Amount ($000) | |
Undistributed Ordinary Income | — |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards | (2,877) |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 1,676,296 |
Year Ended December 31, | ||
2020 Amount ($000) | 2019 Amount ($000) | |
Ordinary Income* | 978,772 | 1,114,514 |
Long-Term Capital Gains | — | — |
Total | 978,772 | 1,114,514 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 60,403,985 |
Gross Unrealized Appreciation | 1,702,205 |
Gross Unrealized Depreciation | (25,909) |
Net Unrealized Appreciation (Depreciation) | 1,676,296 |
E. | During the year ended December 31, 2020, the fund purchased $12,827,355,000 of investment securities and sold $7,642,336,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $28,643,841,000 and $24,041,433,000, respectively. Purchases and sales include $11,125,418,000 and $5,147,855,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares. |
F. | Capital share transactions for each class of shares were: |
Year Ended December 31, | |||||
2020 | 2019 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 35,167 | 3,257 | 293,432 | 27,888 | |
Issued in Lieu of Cash Distributions | 1,523 | 141 | 11,196 | 1,073 | |
Redeemed1 | (36,988) | (3,426) | (1,380,380) | (131,418) | |
Net Increase (Decrease)—Investor Shares | (298) | (28) | (1,075,752) | (102,457) | |
ETF Shares | |||||
Issued | 11,697,834 | 141,766 | 4,503,647 | 56,300 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (5,218,392) | (63,700) | (10,502,863) | (132,400) | |
Net Increase (Decrease)—ETF Shares | 6,479,442 | 78,066 | (5,999,216) | (76,100) | |
Admiral Shares | |||||
Issued1 | 8,227,722 | 760,456 | 4,953,370 | 472,453 | |
Issued in Lieu of Cash Distributions | 255,823 | 23,626 | 282,340 | 26,869 | |
Redeemed | (5,751,489) | (532,730) | (4,027,340) | (384,509) | |
Net Increase (Decrease)—Admiral Shares | 2,732,056 | 251,352 | 1,208,370 | 114,813 | |
Institutional Shares | |||||
Issued | 2,393,325 | 221,202 | 1,947,465 | 185,713 | |
Issued in Lieu of Cash Distributions | 92,189 | 8,516 | 112,032 | 10,663 | |
Redeemed | (2,024,286) | (187,923) | (1,597,621) | (152,105) | |
Net Increase (Decrease)—Institutional Shares | 461,228 | 41,795 | 461,876 | 44,271 | |
Institutional Plus Shares | |||||
Issued | 1,538,306 | 142,398 | 1,841,903 | 174,690 | |
Issued in Lieu of Cash Distributions | 124,314 | 11,482 | 125,488 | 11,944 | |
Redeemed | (1,665,531) | (153,918) | (877,981) | (83,593) | |
Net Increase (Decrease)—Institutional Plus Shares | (2,911) | (38) | 1,089,410 | 103,041 |
1 | In November 2018, the fund announced changes to the availability and minimum investment criteria of the Investor and Admiral share classes. As a result, all of the outstanding Investor Shares automatically converted to Admiral Shares beginning in April 2019, with the exception of those held by Vanguard funds and certain other institutional investors. Investor Shares—Redeemed and Admiral Shares—Issued include 88,906,000 and 88,917,000 shares, respectively, in the amount of $934,434,000 from the conversion during the year ended December 31, 2019. |
G. | Management has determined that no events or transactions occurred subsequent to December 31, 2020, that would require recognition or disclosure in these financial statements. |
Average Annual Total Returns Periods Ended December 31, 2020 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Intermediate-Term Bond Index Fund Investor Shares | 9.71% | 5.13% | 4.71% | $15,845 | |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 9.73 | 5.31 | 4.88 | 16,104 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Intermediate-Term Bond Index Fund ETF Shares Net Asset Value | 9.71% | 5.22% | 4.79% | $15,966 | |
Intermediate-Term Bond Index Fund ETF Shares Market Price | 9.70 | 5.20 | 4.81 | 15,990 | |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 9.73 | 5.31 | 4.88 | 16,104 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
Average Annual Total Returns Periods Ended December 31, 2020 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Intermediate-Term Bond Index Fund Admiral Shares | 9.80% | 5.22% | 4.80% | $15,984 | |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 9.73 | 5.31 | 4.88 | 16,104 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
One Year | Five Years | Ten Years | Final Value of a $5,000,000 Investment | ||
Intermediate-Term Bond Index Fund Institutional Shares | 9.82% | 5.24% | 4.83% | $8,013,099 | |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 9.73 | 5.31 | 4.88 | 8,051,775 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 7,321,867 |
One Year | Five Years | Since Inception (11/30/2011) | Final Value of a $100,000,000 Investment | ||
Intermediate-Term Bond Index Fund Institutional Plus Shares | 9.83% | 5.25% | 4.37% | $147,513,850 | |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 9.73 | 5.31 | 4.40 | 147,826,660 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.54 | 137,221,580 |
Cumulative Returns of ETF Shares: December 31, 2010, Through December 31, 2020 | |||
One Year | Five Years | Ten Years | |
Intermediate-Term Bond Index Fund ETF Shares Market Price | 9.70% | 28.86% | 59.90% |
Intermediate-Term Bond Index Fund ETF Shares Net Asset Value | 9.71 | 28.95 | 59.66 |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 9.73 | 29.55 | 61.04 |
Corporate Bonds | 45.4% |
Sovereign Bonds | 4.5 |
Taxable Municipal Bonds | 0.4 |
U.S. Government and Agency Obligations | 49.7 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
U.S. Government and Agency Obligations | ||||||
U.S. Government Securities | ||||||
United States Treasury Note/Bond | 0.375%–6.875% | 8/15/25–11/15/30 | 18,626,885 | 19,929,533 | 48.38% | |
Agency Bonds and Notes | ||||||
Federal National Mortgage Assn.1 | 0.750%–7.250% | 4/24/26–11/15/30 | 262,989 | 312,378 | 0.76% | |
† | Agency Bonds and Notes—Other1,2,3 | 76,419 | 0.18% | |||
388,797 | 0.94% | |||||
Total U.S. Government and Agency Obligations (Cost $19,187,586) | 20,318,330 | 49.32% | ||||
Corporate Bonds | ||||||
Communications | ||||||
AT&T Inc. | 1.650%–4.350% | 2/17/26–3/1/29 | 128,680 | 144,352 | 0.35% | |
AT&T Inc.3 | 4.100%–4.300% | 2/15/28–2/15/30 | 45,175 | 53,605 | 0.13% | |
Comcast Corp. | 2.350%–4.250% | 3/1/26–10/15/30 | 158,134 | 180,612 | 0.44% | |
T-Mobile USA Inc.3,4 | 1.500%–3.875% | 2/15/26–4/15/30 | 128,358 | 144,716 | 0.35% | |
Verizon Communications Inc. | 1.500%–4.329% | 8/15/26–9/18/30 | 159,855 | 185,841 | 0.46% | |
Verizon Communications Inc.3,4 | 1.680% | 10/30/30 | 17,325 | 17,206 | 0.04% | |
† | Other3,4 | 649,323 | 1.57% | |||
1,375,655 | 3.34% | |||||
Consumer Discretionary | ||||||
Home Depot Inc. | 2.125%–3.900% | 4/1/26–4/15/30 | 81,498 | 91,119 | 0.22% | |
† | Other3,4 | 1,116,235 | 2.71% | |||
1,207,354 | 2.93% | |||||
Consumer Staples | ||||||
Anheuser-Busch InBev Worldwide Inc. | 3.500%–4.900% | 4/13/28–1/23/31 | 73,679 | 88,400 | 0.21% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
BAT Capital Corp. | 2.259%–4.906% | 9/6/26–4/2/30 | 88,000 | 97,783 | 0.23% | |
Coca-Cola Co. | 1.000%–3.450% | 6/1/26–6/1/30 | 81,222 | 87,693 | 0.23% | |
PepsiCo Inc. | 1.625%–3.000% | 2/24/26–5/1/30 | 80,955 | 88,561 | 0.21% | |
Walmart Inc. | 2.375%–7.550% | 7/8/26–2/15/30 | 69,673 | 79,947 | 0.19% | |
† | Other3 | 935,126 | 2.27% | |||
1,377,510 | 3.34% | |||||
Energy | ||||||
BP Capital Markets America Inc. | 1.749%–4.234% | 2/11/26–8/10/30 | 61,427 | 70,829 | 0.17% | |
BP Capital Markets America Inc.3 | 3.017%–3.588% | 5/4/26–4/14/27 | 24,221 | 26,985 | 0.06% | |
Exxon Mobil Corp. | 2.275%–3.482% | 3/1/26–10/15/30 | 81,211 | 90,183 | 0.21% | |
† | Other3,4 | 1,123,126 | 2.74% | |||
1,311,123 | 3.18% | |||||
Financials | ||||||
American Tower Corp. | 1.500%–4.400% | 2/15/26–10/15/30 | 81,173 | 90,136 | 0.22% | |
Bank of America Corp.3 | 1.898%–4.450% | 10/1/25–10/24/31 | 492,994 | 551,343 | 1.32% | |
Barclays plc | 2.645%–5.200% | 3/16/25–9/23/35 | 98,233 | 110,696 | 0.27% | |
Barclays plc3 | 4.972%–5.088% | 5/16/29–6/20/30 | 22,753 | 27,147 | 0.07% | |
Citigroup Inc. | 3.200%–6.625% | 1/12/26–7/25/28 | 139,415 | 159,973 | 0.39% | |
Citigroup Inc.3 | 2.572%–4.412% | 1/10/28–6/3/31 | 222,117 | 254,084 | 0.61% | |
Fiserv Inc. | 2.250%–4.200% | 7/1/26–6/1/30 | 76,911 | 86,667 | 0.20% | |
Goldman Sachs Group Inc. | 2.600%–5.950% | 2/25/26–3/15/30 | 118,262 | 134,802 | 0.33% | |
Goldman Sachs Group Inc.3 | 3.691%–4.223% | 6/5/28–5/1/29 | 77,541 | 90,075 | 0.22% | |
HSBC Holdings plc | 1.589%–4.950% | 3/8/26–3/31/30 | 103,821 | 120,623 | 0.29% | |
HSBC Holdings plc3 | 2.013%–4.583% | 3/13/28–8/18/31 | 127,293 | 143,460 | 0.36% | |
JPMorgan Chase & Co. | 1.764%–8.000% | 4/1/26–11/19/31 | 143,323 | 162,382 | 0.39% | |
JPMorgan Chase & Co.3 | 2.182%–4.493% | 1/29/27–5/13/31 | 312,404 | 360,560 | 0.87% | |
Mitsubishi UFJ Financial Group Inc. | 2.048%–4.050% | 3/1/26–7/17/30 | 111,160 | 125,437 | 0.32% | |
Morgan Stanley3 | 2.699%–6.250% | 1/27/26–4/1/31 | 227,353 | 262,089 | 0.63% | |
Morgan Stanley | 3.625%–3.950% | 1/20/27–4/23/27 | 53,969 | 61,865 | 0.15% | |
Natwest Group plc | 4.800% | 4/5/26 | 10,896 | 12,858 | 0.03% | |
Natwest Group plc3 | 3.032%–5.076% | 5/22/28–11/28/35 | 63,620 | 73,487 | 0.18% | |
Sumitomo Mitsui Financial Group Inc. | 2.130%–4.306% | 3/9/26–9/23/30 | 158,562 | 174,297 | 0.45% | |
Wells Fargo & Co. | 3.000%–3.000% | 4/22/26–10/23/26 | 70,585 | 77,918 | 0.19% | |
Wells Fargo & Co.3 | 2.393%–4.478% | 6/3/26–4/4/31 | 222,483 | 254,094 | 0.62% | |
Westpac Banking Corp. | 2.650%–4.110% | 5/13/26–11/15/35 | 55,804 | 61,567 | 0.16% | |
Westpac Banking Corp.3 | 2.894%–4.322% | 2/4/30–11/23/31 | 25,500 | 28,320 | 0.07% | |
† | Other3,4 | 3,395,395 | 8.21% | |||
6,819,275 | 16.55% | |||||
Health Care | ||||||
AbbVie Inc. | 2.950%–4.250% | 5/14/26–11/21/29 | 132,056 | 148,582 | 0.35% | |
Bristol-Myers Squibb Co. | 1.125%–3.900% | 6/15/26–11/13/30 | 117,605 | 132,078 | 0.32% | |
Cigna Corp.3 | 3.050%–4.500% | 2/25/26–10/15/27 | 32,378 | 36,770 | 0.09% | |
Cigna Corp. | 2.400%–4.375% | 10/15/28–3/15/30 | 54,770 | 63,536 | 0.15% | |
CVS Health Corp. | 1.300%–4.300% | 6/1/26–8/21/30 | 167,123 | 188,827 | 0.46% | |
Pfizer Inc. | 1.700%–3.600% | 6/3/26–5/28/30 | 74,349 | 82,435 | 0.20% | |
UnitedHealth Group Inc. | 1.250%–3.875% | 1/15/26–5/15/30 | 73,298 | 83,236 | 0.20% | |
† | Other3,4 | 1,087,004 | 2.66% | |||
1,822,468 | 4.43% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Industrials | ||||||
Boeing Co. | 2.250%–5.150% | 2/1/26–5/1/30 | 119,450 | 134,325 | 0.34% | |
Raytheon Technologies Corp. | 2.250%–7.500% | 3/15/27–7/1/30 | 76,745 | 89,635 | 0.21% | |
† | Other3,4 | 1,035,749 | 2.51% | |||
1,259,709 | 3.06% | |||||
†Materials3,4 | 585,407 | 1.42% | ||||
Technology | ||||||
Apple Inc. | 1.250%–3.350% | 2/23/26–8/20/30 | 196,403 | 215,301 | 0.53% | |
Broadcom Inc. | 3.459%–5.000% | 4/15/26–11/15/30 | 132,273 | 153,239 | 0.38% | |
Dell International LLC3,4 | 4.900%–6.200% | 6/15/26–7/15/30 | 86,106 | 105,038 | 0.26% | |
International Business Machines Corp. | 1.700%–6.500% | 2/19/26–5/15/30 | 107,248 | 119,144 | 0.29% | |
Microsoft Corp. | 2.400%–3.300% | 8/8/26–2/6/27 | 76,164 | 84,725 | 0.20% | |
Oracle Corp. | 2.650%–3.250% | 7/15/26–5/15/30 | 98,211 | 109,206 | 0.26% | |
† | Other3,4 | 778,504 | 1.88% | |||
1,565,157 | 3.80% | |||||
Utilities | ||||||
Pacific Gas & Electric Co. | 2.500%–4.550% | 1/1/26–2/1/31 | 82,515 | 89,959 | 0.21% | |
† | Other3,4 | 1,107,737 | 2.70% | |||
1,197,696 | 2.91% | |||||
Total Corporate Bonds (Cost $17,134,218) | 18,521,354 | 44.96% | ||||
Sovereign Bonds | ||||||
Asian Development Bank | 5.820% | 6/16/28 | 4,680 | 6,292 | 0.01% | |
Asian Development Bank3 | 0.750%–3.125% | 4/24/26–10/8/30 | 127,796 | 139,879 | 0.35% | |
European Investment Bank | 0.625%–2.375% | 4/13/26–9/23/30 | 87,935 | 92,378 | 0.22% | |
Inter-American Development Bank3 | 2.000% | 6/2/26 | 15,265 | 16,432 | 0.04% | |
Inter-American Development Bank | 0.625%–3.125% | 7/23/26–6/18/29 | 109,623 | 119,719 | 0.30% | |
International Bank for Reconstruction & Development | 0.750%–8.875% | 3/1/26–8/26/30 | 84,625 | 84,479 | 0.21% | |
International Bank for Reconstruction & Development3 | 1.750%–2.500% | 10/27/26–10/23/29 | 80,130 | 86,937 | 0.21% | |
Japan Bank for International Cooperation3,5 | 2.250%–2.750% | 1/21/26–11/4/26 | 31,900 | 34,782 | 0.08% | |
Japan Bank for International Cooperation5 | 1.875%–3.500% | 7/21/26–10/17/29 | 77,376 | 87,541 | 0.22% | |
Province of Quebec | 1.350%–2.750% | 4/20/26–5/28/30 | 72,285 | 75,723 | 0.17% | |
Province of Quebec3 | 7.500% | 9/15/29 | 4,290 | 6,418 | 0.02% | |
United Mexican States | 3.750%–4.500% | 1/21/26–4/22/29 | 97,946 | 112,762 | 0.28% | |
United Mexican States3 | 3.250% | 4/16/30 | 30,450 | 32,955 | 0.08% | |
† | Other3,5,6 | 959,745 | 2.31% | |||
Total Sovereign Bonds (Cost $1,742,392) | 1,856,042 | 4.50% | ||||
†Taxable Municipal Bonds (Cost $137,843)7,8 | 144,908 | 0.35% |
Coupon | Shares | Market Value• ($000) | Percentage of Net Assets | |||
Temporary Cash Investments | ||||||
Money Market Fund | ||||||
Vanguard Market Liquidity Fund9 (Cost $205,043) | 0.111% | 2,050,820 | 205,082 | 0.50% | ||
Total Investments (Cost $38,407,082) | 41,045,716 | 99.63% | ||||
Other Assets and Liabilities—Net | 151,409 | 0.37% | ||||
Net Assets | 41,197,125 | 100.00% |
Cost is in $000. | |
• | See Note A in Notes to Financial Statements. |
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
1 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
2 | U.S. government-guaranteed. |
3 | 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. |
4 | Certain securities are 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 December 31, 2020, the aggregate value of these securities was $544,901,000, representing 1.3% of net assets. |
5 | Guaranteed by the Government of Japan. |
6 | Guaranteed by the Federal Republic of Germany. |
7 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
8 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
9 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $38,202,039) | 40,840,634 |
Affiliated Issuers (Cost $205,043) | 205,082 |
Total Investments in Securities | 41,045,716 |
Investment in Vanguard | 1,597 |
Receivables for Investment Securities Sold | 594,718 |
Receivables for Accrued Income | 242,326 |
Receivables for Capital Shares Issued | 42,285 |
Other Assets | 86 |
Total Assets | 41,926,728 |
Liabilities | |
Due to Custodian | 152 |
Payables for Investment Securities Purchased | 641,028 |
Payables for Capital Shares Redeemed | 80,716 |
Payables for Distributions | 6,368 |
Payables to Vanguard | 1,339 |
Total Liabilities | 729,603 |
Net Assets | 41,197,125 |
Statement of Assets and Liabilities (continued) | |
At December 31, 2020, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 38,466,832 |
Total Distributable Earnings (Loss) | 2,730,293 |
Net Assets | 41,197,125 |
Investor Shares—Net Assets | |
Applicable to 13,538,526 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 170,390 |
Net Asset Value Per Share—Investor Shares | $12.59 |
ETF Shares—Net Assets | |
Applicable to 166,954,060 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 15,482,448 |
Net Asset Value Per Share—ETF Shares | $92.73 |
Admiral Shares—Net Assets | |
Applicable to 1,608,248,103 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 20,240,882 |
Net Asset Value Per Share—Admiral Shares | $12.59 |
Institutional Shares—Net Assets | |
Applicable to 280,230,510 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,526,882 |
Net Asset Value Per Share—Institutional Shares | $12.59 |
Institutional Plus Shares—Net Assets | |
Applicable to 141,154,324 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,776,523 |
Net Asset Value Per Share—Institutional Plus Shares | $12.59 |
Year Ended December 31, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 866,730 |
Total Income | 866,730 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 905 |
Management and Administrative—Investor Shares | 225 |
Management and Administrative—ETF Shares | 5,508 |
Management and Administrative—Admiral Shares | 11,240 |
Management and Administrative—Institutional Shares | 1,451 |
Management and Administrative—Institutional Plus Shares | 581 |
Marketing and Distribution—Investor Shares | 22 |
Marketing and Distribution—ETF Shares | 632 |
Marketing and Distribution—Admiral Shares | 1,088 |
Marketing and Distribution—Institutional Shares | 105 |
Marketing and Distribution—Institutional Plus Shares | 19 |
Custodian Fees | 55 |
Auditing Fees | 43 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 251 |
Shareholders’ Reports—Admiral Shares | 146 |
Shareholders’ Reports—Institutional Shares | 13 |
Shareholders’ Reports—Institutional Plus Shares | 56 |
Trustees’ Fees and Expenses | 23 |
Total Expenses | 22,363 |
Net Investment Income | 844,367 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | 959,206 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 1,444,117 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,247,690 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $971,000, $87,000, and $37,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $365,861,000 of net gain (loss) resulting from in-kind redemptions. |
Year Ended December 31, | ||
2020 ($000) | 2019 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 844,367 | 914,253 |
Realized Net Gain (Loss) | 959,206 | 199,926 |
Change in Unrealized Appreciation (Depreciation) | 1,444,117 | 1,979,993 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,247,690 | 3,094,172 |
Distributions1 | ||
Investor Shares | (4,860) | (17,578) |
ETF Shares | (414,121) | (346,627) |
Admiral Shares | (557,860) | (412,439) |
Institutional Shares | (100,159) | (86,862) |
Institutional Plus Shares | (52,739) | (50,777) |
Total Distributions | (1,129,739) | (914,283) |
Capital Share Transactions | ||
Investor Shares | (2,825) | (931,957) |
ETF Shares | 1,219,912 | (41,131) |
Admiral Shares | 2,382,489 | 2,981,608 |
Institutional Shares | 167,676 | (5,763) |
Institutional Plus Shares | 36,822 | (251,254) |
Net Increase (Decrease) from Capital Share Transactions | 3,804,074 | 1,751,503 |
Total Increase (Decrease) | 5,922,025 | 3,931,392 |
Net Assets | ||
Beginning of Period | 35,275,100 | 31,343,708 |
End of Period | 41,197,125 | 35,275,100 |
1 | Certain prior-period numbers have been reclassified to conform with the current-period presentation. |
Investor Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 |
Investment Operations | |||||
Net Investment Income | .2711 | .3161 | .3061 | .2891 | .289 |
Net Realized and Unrealized Gain (Loss) on Investments | .868 | .787 | (.340) | .132 | .025 |
Total from Investment Operations | 1.139 | 1.103 | (.034) | .421 | .314 |
Distributions | |||||
Dividends from Net Investment Income | (.271) | (.313) | (.306) | (.290) | (.289) |
Distributions from Realized Capital Gains | (.088) | — | — | (.011) | (.045) |
Total Distributions | (.359) | (.313) | (.306) | (.301) | (.334) |
Net Asset Value, End of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Total Return2 | 9.71% | 10.09% | -0.25% | 3.76% | 2.75% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $170 | $163 | $1,037 | $1,307 | $1,472 |
Ratio of Total Expenses to Average Net Assets | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% |
Ratio of Net Investment Income to Average Net Assets | 2.18% | 2.78% | 2.79% | 2.54% | 2.48% |
Portfolio Turnover Rate3 | 55% | 50% | 53% | 55% | 57% |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
ETF Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $87.08 | $81.27 | $83.73 | $82.86 | $82.95 |
Investment Operations | |||||
Net Investment Income | 2.0801 | 2.3921 | 2.3201 | 2.1991 | 2.163 |
Net Realized and Unrealized Gain (Loss) on Investments | 6.313 | 5.816 | (2.442) | .925 | .244 |
Total from Investment Operations | 8.393 | 8.208 | (.122) | 3.124 | 2.407 |
Distributions | |||||
Dividends from Net Investment Income | (2.094) | (2.398) | (2.338) | (2.174) | (2.163) |
Distributions from Realized Capital Gains | (.649) | — | — | (.080) | (.334) |
Total Distributions | (2.743) | (2.398) | (2.338) | (2.254) | (2.497) |
Net Asset Value, End of Period | $92.73 | $87.08 | $81.27 | $83.73 | $82.86 |
Total Return | 9.71% | 10.19% | -0.09% | 3.80% | 2.86% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $15,482 | $13,546 | $12,772 | $15,328 | $11,241 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 2.27% | 2.80% | 2.87% | 2.62% | 2.56% |
Portfolio Turnover Rate2 | 55% | 50% | 53% | 55% | 57% |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Admiral Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 |
Investment Operations | |||||
Net Investment Income | .2801 | .3221 | .3151 | .2981 | .299 |
Net Realized and Unrealized Gain (Loss) on Investments | .869 | .790 | (.341) | .132 | .025 |
Total from Investment Operations | 1.149 | 1.112 | (.026) | .430 | .324 |
Distributions | |||||
Dividends from Net Investment Income | (.281) | (.322) | (.314) | (.299) | (.299) |
Distributions from Realized Capital Gains | (.088) | — | — | (.011) | (.045) |
Total Distributions | (.369) | (.322) | (.314) | (.310) | (.344) |
Net Asset Value, End of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Total Return2 | 9.80% | 10.18% | -0.17% | 3.85% | 2.83% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $20,241 | $16,776 | $12,830 | $13,477 | $11,954 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 2.25% | 2.78% | 2.87% | 2.62% | 2.56% |
Portfolio Turnover Rate3 | 55% | 50% | 53% | 55% | 57% |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 |
Investment Operations | |||||
Net Investment Income | .2831 | .3251 | .3171 | .3011 | .301 |
Net Realized and Unrealized Gain (Loss) on Investments | .868 | .790 | (.340) | .131 | .025 |
Total from Investment Operations | 1.151 | 1.115 | (.023) | .432 | .326 |
Distributions | |||||
Dividends from Net Investment Income | (.283) | (.325) | (.317) | (.301) | (.301) |
Distributions from Realized Capital Gains | (.088) | — | — | (.011) | (.045) |
Total Distributions | (.371) | (.325) | (.317) | (.312) | (.346) |
Net Asset Value, End of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Total Return | 9.82% | 10.20% | -0.15% | 3.87% | 2.85% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $3,527 | $3,158 | $2,952 | $3,127 | $2,626 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 2.28% | 2.81% | 2.89% | 2.64% | 2.58% |
Portfolio Turnover Rate2 | 55% | 50% | 53% | 55% | 57% |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Plus Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 |
Investment Operations | |||||
Net Investment Income | .2851 | .3261 | .3191 | .3021 | .302 |
Net Realized and Unrealized Gain (Loss) on Investments | .868 | .790 | (.341) | .131 | .025 |
Total from Investment Operations | 1.153 | 1.116 | (.022) | .433 | .327 |
Distributions | |||||
Dividends from Net Investment Income | (.285) | (.326) | (.318) | (.302) | (.302) |
Distributions from Realized Capital Gains | (.088) | — | — | (.011) | (.045) |
Total Distributions | (.373) | (.326) | (.318) | (.313) | (.347) |
Net Asset Value, End of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Total Return | 9.83% | 10.21% | -0.14% | 3.88% | 2.86% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,777 | $1,632 | $1,752 | $1,640 | $1,478 |
Ratio of Total Expenses to Average Net Assets | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 2.29% | 2.83% | 2.90% | 2.65% | 2.59% |
Portfolio Turnover Rate2 | 55% | 50% | 53% | 55% | 57% |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 20,318,330 | — | 20,318,330 |
Corporate Bonds | — | 18,521,354 | — | 18,521,354 |
Sovereign Bonds | — | 1,856,042 | — | 1,856,042 |
Taxable Municipal Bonds | — | 144,908 | — | 144,908 |
Temporary Cash Investments | 205,082 | — | — | 205,082 |
Total | 205,082 | 40,840,634 | — | 41,045,716 |
D. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for in-kind redemptions and distributions in connection with fund share redemptions were reclassified between the following accounts: |
Amount ($000) | |
Paid-in Capital | 389,444 |
Total Distributable Earnings (Loss) | (389,444) |
Amount ($000) | |
Undistributed Ordinary Income | — |
Undistributed Long-Term Gains | 133,494 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 2,596,799 |
Year Ended December 31, | ||
2020 Amount ($000) | 2019 Amount ($000) | |
Ordinary Income* | 844,360 | 914,283 |
Long-Term Capital Gains | 285,379 | — |
Total | 1,129,739 | 914,283 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 38,448,917 |
Gross Unrealized Appreciation | 2,710,425 |
Gross Unrealized Depreciation | (113,626) |
Net Unrealized Appreciation (Depreciation) | 2,596,799 |
E. | During the year ended December 31, 2020, the fund purchased $12,513,446,000 of investment securities and sold $8,704,434,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $17,891,194,000 and $18,263,593,000, respectively. Purchases and sales include $7,832,904,000 and $6,636,403,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares. |
F. | Capital share transactions for each class of shares were: |
Year Ended December 31, | |||||
2020 | 2019 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 55,957 | 4,509 | 247,548 | 21,388 | |
Issued in Lieu of Cash Distributions | 4,860 | 389 | 14,595 | 1,277 | |
Redeemed1 | (63,642) | (5,167) | (1,194,100) | (102,949) | |
Net Increase (Decrease)—Investor Shares | (2,825) | (269) | (931,957) | (80,284) | |
ETF Shares | |||||
Issued | 7,958,107 | 86,400 | 3,131,082 | 36,400 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (6,738,195) | (75,000) | (3,172,213) | (38,000) | |
Net Increase (Decrease)—ETF Shares | 1,219,912 | 11,400 | (41,131) | (1,600) | |
Admiral Shares | |||||
Issued1 | 6,748,709 | 542,772 | 5,574,117 | 480,860 | |
Issued in Lieu of Cash Distributions | 480,071 | 38,430 | 353,655 | 30,408 | |
Redeemed | (4,846,291) | (392,940) | (2,946,164) | (255,042) | |
Net Increase (Decrease)—Admiral Shares | 2,382,489 | 188,262 | 2,981,608 | 256,226 | |
Institutional Shares | |||||
Issued | 1,290,307 | 103,732 | 838,573 | 72,508 | |
Issued in Lieu of Cash Distributions | 94,840 | 7,594 | 78,689 | 6,775 | |
Redeemed | (1,217,471) | (98,429) | (923,025) | (79,700) | |
Net Increase (Decrease)—Institutional Shares | 167,676 | 12,897 | (5,763) | (417) | |
Institutional Plus Shares | |||||
Issued | 415,904 | 33,467 | 279,350 | 24,741 | |
Issued in Lieu of Cash Distributions | 24,997 | 2,001 | 24,167 | 2,089 | |
Redeemed | (404,079) | (32,409) | (554,771) | (47,665) | |
Net Increase (Decrease)—Institutional Plus Shares | 36,822 | 3,059 | (251,254) | (20,835) |
1 | In November 2018, the fund announced changes to the availability and minimum investment criteria of the Investor and Admiral share classes. As a result, all of the outstanding Investor Shares automatically converted to Admiral Shares beginning in April 2019, with the exception of those held by Vanguard funds and certain other institutional investors. Investor Shares—Redeemed and Admiral Shares—Issued include 76,881,000 and 76,885,000 shares, respectively, in the amount of $893,324,000 from the conversion during the year ended December 31, 2019. |
G. | Management has determined that no events or transactions occurred subsequent to December 31, 2020, that would require recognition or disclosure in these financial statements. |
Average Annual Total Returns Periods Ended December 31, 2020 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Long-Term Bond Index Fund ETF Shares Net Asset Value | 16.24% | 9.33% | 8.11% | $21,806 | |
Long-Term Bond Index Fund ETF Shares Market Price | 15.85 | 9.33 | 8.06 | 21,718 | |
Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index | 16.12 | 9.35 | 8.16 | 21,911 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
One Year | Since Inception (2/7/2019) | Final Value of a $10,000 Investment | ||
Long-Term Bond Index Fund Admiral Shares | 15.65% | 16.99% | $13,464 | |
Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index | 16.12 | 17.33 | 13,540 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 8.14 | 11,599 |
Average Annual Total Returns Periods Ended December 31, 2020 | |||||
One Year | Five Years | Ten Years | Final Value of a $5,000,000 Investment | ||
Long-Term Bond Index Fund Institutional Shares | 15.67% | 9.24% | 8.09% | $10,883,583 | |
Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index | 16.12 | 9.35 | 8.16 | 10,955,435 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 7,321,867 |
One Year | Five Years | Since Inception (10/6/2011) | Final Value of a $100,000,000 Investment | ||
Long-Term Bond Index Fund Institutional Plus Shares | 15.68% | 9.25% | 6.87% | $184,664,040 | |
Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index | 16.12 | 9.35 | 6.88 | 184,903,280 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.53 | 137,741,160 |
Cumulative Returns of ETF Shares: December 31, 2010, Through December 31, 2020 | |||
One Year | Five Years | Ten Years | |
Long-Term Bond Index Fund ETF Shares Market Price | 15.85% | 56.24% | 117.18% |
Long-Term Bond Index Fund ETF Shares Net Asset Value | 16.24 | 56.22 | 118.06 |
Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index | 16.12 | 56.33 | 119.11 |
Corporate Bonds | 53.3% |
Sovereign Bonds | 3.7 |
Taxable Municipal Bonds | 3.2 |
U.S. Government and Agency Obligations | 39.8 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
U.S. Government and Agency Obligations | ||||||
U.S. Government Securities | ||||||
United States Treasury Note/Bond | 0.625%–6.250% | 5/15/30–11/15/50 | 3,820,010 | 4,683,389 | 38.75% | |
Agency Bonds and Notes | ||||||
Federal Home Loan Mortgage Corp.1 | 6.250%–6.750% | 3/15/31–7/15/32 | 23,466 | 36,296 | 0.30% | |
Federal Home Loan Mortgage Corp.1,2 | 0.000% | 11/15/38 | 40 | 29 | 0.00% | |
Tennessee Valley Authority | 4.250%–6.150% | 6/15/35–9/15/65 | 27,995 | 42,269 | 0.36% | |
† | Agency Bonds and Notes—Other1 | 16,167 | 0.13% | |||
94,761 | 0.79% | |||||
Total U.S. Government and Agency Obligations (Cost $4,074,655) | 4,778,150 | 39.54% | ||||
Corporate Bonds | ||||||
Communications | ||||||
AT&T Inc. | 2.250%–6.150% | 6/1/31–2/1/61 | 98,026 | 113,128 | 0.93% | |
AT&T Inc.2,3 | 2.550%–3.800% | 12/1/33–9/15/59 | 74,632 | 75,532 | 0.62% | |
AT&T Inc.2 | 5.150% | 11/15/46 | 3,447 | 4,497 | 0.04% | |
Charter Communications Operating LLC | 2.800%–6.834% | 4/1/31–4/1/61 | 53,802 | 66,841 | 0.56% | |
Comcast Corp. | 1.500%–7.050% | 1/15/31–8/15/62 | 110,254 | 139,695 | 1.16% | |
NBCUniversal Media LLC | 4.450%–6.400% | 4/30/40–1/15/43 | 7,931 | 11,330 | 0.09% | |
T-Mobile USA Inc.2,3 | 2.250%–4.500% | 2/15/31–11/15/60 | 35,405 | 39,688 | 0.32% | |
Verizon Communications Inc. | 1.750%–6.400% | 1/20/31–11/20/60 | 96,375 | 119,303 | 1.00% | |
Verizon Communications Inc.2,3 | 2.987% | 10/30/56 | 8,537 | 8,576 | 0.07% | |
Vodafone Group plc | 4.250%–6.250% | 11/30/32–6/19/59 | 27,998 | 37,617 | 0.31% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Walt Disney Co. | 2.650%–6.650% | 1/13/31–5/13/60 | 45,430 | 59,559 | 0.51% | |
† | Other2,3 | 220,222 | 1.81% | |||
895,988 | 7.42% | |||||
Consumer Discretionary | ||||||
Amazon.com Inc. | 2.500%–4.950% | 12/5/34–6/3/60 | 38,403 | 47,984 | 0.39% | |
Home Depot Inc. | 3.125%–5.950% | 12/16/36–9/15/56 | 39,916 | 53,937 | 0.44% | |
McDonald's Corp.2 | 3.625%–6.300% | 12/9/35–4/1/50 | 27,228 | 35,697 | 0.31% | |
† | Other2 | 203,291 | 1.68% | |||
340,909 | 2.82% | |||||
Consumer Staples | ||||||
Anheuser-Busch Cos. LLC2 | 4.700%–4.900% | 2/1/36–2/1/46 | 37,845 | 48,703 | 0.41% | |
Anheuser-Busch InBev Finance Inc. | 4.000%–4.900% | 2/1/36–2/1/46 | 15,088 | 18,574 | 0.15% | |
Anheuser-Busch InBev Worldwide Inc. | 3.750%–8.200% | 1/23/31–6/1/60 | 53,565 | 70,878 | 0.60% | |
PepsiCo Inc. | 1.400%–5.500% | 2/25/31–3/19/60 | 30,367 | 38,167 | 0.30% | |
Walmart Inc. | 2.950%–6.500% | 9/1/35–9/24/49 | 35,170 | 49,857 | 0.41% | |
† | Other2 | 300,858 | 2.49% | |||
527,037 | 4.36% | |||||
Energy | ||||||
Enterprise Products Operating LLC2 | 6.650%–6.875% | 3/1/33–10/15/34 | 2,245 | 3,138 | 0.02% | |
Enterprise Products Operating LLC | 3.200%–7.550% | 4/15/38–1/31/60 | 37,137 | 45,054 | 0.36% | |
Exxon Mobil Corp. | 2.995%–4.327% | 8/16/39–4/15/51 | 31,172 | 37,798 | 0.31% | |
Shell International Finance BV | 3.125%–6.375% | 5/11/35–4/6/50 | 40,479 | 51,421 | 0.44% | |
† | Other2,3 | 415,404 | 3.45% | |||
552,815 | 4.58% | |||||
Financials | ||||||
Bank of America Corp. | 6.110%–7.750% | 1/29/37–5/14/38 | 10,873 | 17,222 | 0.14% | |
Bank of America Corp.2 | 2.676%–5.875% | 4/24/38–10/24/51 | 61,846 | 76,813 | 0.62% | |
Berkshire Hathaway Finance Corp. | 2.850%–5.750% | 1/15/40–10/15/50 | 18,646 | 24,237 | 0.21% | |
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 3,424 | 4,624 | 0.04% | |
Citigroup Inc. | 4.650%–8.125% | 6/15/32–7/23/48 | 30,210 | 44,240 | 0.36% | |
Citigroup Inc.2 | 3.878%–5.316% | 1/24/39–4/24/48 | 6,800 | 8,996 | 0.07% | |
Goldman Sachs Group Inc. | 4.750%–6.750% | 2/15/33–10/21/45 | 33,319 | 49,559 | 0.41% | |
Goldman Sachs Group Inc.2 | 4.017%–4.800% | 10/31/38–7/8/44 | 13,955 | 18,181 | 0.15% | |
JPMorgan Chase & Co. | 4.850%–6.400% | 5/15/38–6/1/45 | 27,702 | 40,841 | 0.34% | |
JPMorgan Chase & Co.2 | 3.109%–4.260% | 7/24/38–4/22/51 | 37,827 | 46,061 | 0.39% | |
Morgan Stanley2 | 1.794%–5.597% | 2/13/32–3/24/51 | 21,440 | 28,024 | 0.24% | |
Morgan Stanley | 4.300%–7.250% | 4/1/32–1/22/47 | 15,689 | 22,399 | 0.19% | |
Wells Fargo & Co. | 3.900%–5.606% | 2/7/35–5/1/45 | 17,129 | 23,056 | 0.20% | |
Wells Fargo & Co.2 | 3.068%–5.950% | 12/15/36–4/4/51 | 43,920 | 56,413 | 0.47% | |
† | Other2,3 | 597,756 | 4.93% | |||
1,058,422 | 8.76% | |||||
Health Care | ||||||
AbbVie Inc. | 4.050%–4.875% | 3/15/35–11/21/49 | 67,612 | 85,524 | 0.73% | |
Amgen Inc. | 2.300%–5.150% | 2/25/31–6/15/51 | 36,886 | 44,052 | 0.38% | |
Amgen Inc.2,3 | 2.770% | 9/1/53 | 5,146 | 5,194 | 0.04% | |
Bristol-Myers Squibb Co. | 2.350%–5.250% | 6/15/39–11/13/50 | 39,037 | 51,803 | 0.43% | |
CVS Health Corp. | 1.875%–6.125% | 2/28/31–4/1/50 | 53,609 | 69,539 | 0.58% | |
Gilead Sciences Inc. | 2.600%–5.650% | 9/1/35–10/1/50 | 29,917 | 38,046 | 0.32% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Johnson & Johnson | 2.100%–5.950% | 5/15/33–9/1/60 | 35,846 | 43,850 | 0.35% | |
Pfizer Inc. | 2.550%–7.200% | 12/15/36–5/28/50 | 31,390 | 42,927 | 0.37% | |
UnitedHealth Group Inc. | 2.750%–6.875% | 7/15/35–5/15/60 | 50,198 | 66,397 | 0.53% | |
† | Other2,3 | 477,514 | 3.92% | |||
924,846 | 7.65% | |||||
Industrials | ||||||
Boeing Co. | 3.250%–6.875% | 2/1/31–5/1/60 | 51,373 | 62,998 | 0.52% | |
Burlington Northern Santa Fe LLC | 3.050%–6.200% | 8/15/36–2/15/51 | 34,559 | 46,530 | 0.38% | |
General Electric Co.2 | 5.875%–6.875% | 3/15/32–1/10/39 | 19,383 | 26,806 | 0.22% | |
General Electric Co. | 4.125%–4.500% | 5/1/40–5/1/50 | 18,773 | 22,395 | 0.19% | |
Precision Castparts Corp. | 3.900%–4.375% | 1/15/43–6/15/45 | 1,974 | 2,381 | 0.02% | |
Raytheon Technologies Corp. | 3.125%–6.125% | 6/1/36–7/1/50 | 37,754 | 49,560 | 0.42% | |
Union Pacific Corp. | 3.250%–4.800% | 2/1/35–2/5/70 | 25,176 | 30,121 | 0.24% | |
Union Pacific Corp.2 | 3.550% | 8/15/39 | 150 | 173 | 0.00% | |
Union Pacific Corp.2,3 | 2.973% | 9/16/62 | 7,150 | 7,456 | 0.06% | |
† | Other2 | 345,445 | 2.86% | |||
593,865 | 4.91% | |||||
Materials | ||||||
Lubrizol Corp. | 6.500% | 10/1/34 | 675 | 1,041 | 0.01% | |
† | Other2,3 | 244,556 | 2.02% | |||
245,597 | 2.03% | |||||
Technology | ||||||
Apple Inc. | 2.400%–4.650% | 2/23/36–8/20/60 | 62,568 | 77,040 | 0.65% | |
Intel Corp. | 3.100%–4.950% | 12/15/32–3/25/60 | 34,379 | 43,552 | 0.37% | |
Microsoft Corp. | 2.525%–5.300% | 2/12/35–6/1/60 | 75,848 | 91,956 | 0.74% | |
Oracle Corp. | 3.600%–6.500% | 7/8/34–4/1/60 | 74,520 | 93,416 | 0.77% | |
† | Other2,3 | 170,228 | 1.41% | |||
476,192 | 3.94% | |||||
Utilities | ||||||
Berkshire Hathaway Energy Co.2,3 | 1.650%–4.250% | 5/15/31–5/15/51 | 3,777 | 4,166 | 0.03% | |
Berkshire Hathaway Energy Co. | 3.800%–6.125% | 4/1/36–1/15/49 | 14,140 | 19,000 | 0.15% | |
Consolidated Edison Co. of New York Inc.2 | 3.000%–6.750% | 3/1/35–12/1/60 | 19,997 | 26,074 | 0.23% | |
Consolidated Edison Co. of New York Inc. | 3.700%–5.700% | 6/15/40–11/15/59 | 9,936 | 12,560 | 0.10% | |
Eastern Energy Gas Holdings LLC | 4.600%–4.800% | 11/1/43–12/15/44 | 2,175 | 2,765 | 0.02% | |
Eastern Energy Gas Holdings LLC2 | 3.900% | 11/15/49 | 800 | 934 | 0.01% | |
MidAmerican Energy Co. | 3.650%–6.750% | 12/30/31–7/15/49 | 7,078 | 9,311 | 0.07% | |
Nevada Power Co.2 | 3.125%–6.750% | 4/1/36–8/1/50 | 4,347 | 5,681 | 0.04% | |
Pacific Gas & Electric Co. | 2.500%–4.950% | 2/1/31–8/1/50 | 33,200 | 36,377 | 0.30% | |
PacifiCorp | 3.300%–7.700% | 11/15/31–3/15/51 | 15,092 | 20,864 | 0.17% | |
† | Other2,3 | 635,499 | 5.28% | |||
773,231 | 6.40% | |||||
Total Corporate Bonds (Cost $5,487,367) | 6,388,902 | 52.87% | ||||
Sovereign Bonds | ||||||
Republic of Colombia | 6.125%–10.375% | 1/28/33–1/18/41 | 11,348 | 16,097 | 0.14% | |
Republic of Colombia2 | 3.125%–5.625% | 4/15/31–5/15/51 | 25,885 | 31,624 | 0.26% | |
Republic of Panama2 | 2.252%–6.700% | 9/29/32–7/23/60 | 29,193 | 37,146 | 0.31% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Republic of the Philippines | 1.648%–7.750% | 1/14/31–12/10/45 | 36,173 | 45,910 | 0.38% | |
United Mexican States2 | 2.659%–8.300% | 5/24/31–10/12/10 | 56,515 | 69,375 | 0.57% | |
United Mexican States | 4.350%–6.050% | 1/11/40–2/10/48 | 31,760 | 39,612 | 0.33% | |
† | Other2,4 | 207,861 | 1.71% | |||
Total Sovereign Bonds (Cost $401,700) | 447,625 | 3.70% | ||||
Taxable Municipal Bonds | ||||||
California GO | 1.750% | 11/1/30 | 479 | 493 | 0.00% | |
California GO | 4.500% | 4/1/33 | 1,475 | 1,783 | 0.01% | |
California GO | 7.500% | 4/1/34 | 4,885 | 8,142 | 0.07% | |
California GO | 4.600% | 4/1/38 | 1,925 | 2,315 | 0.02% | |
California GO | 7.550% | 4/1/39 | 7,395 | 12,984 | 0.11% | |
California GO | 7.300% | 10/1/39 | 4,805 | 7,931 | 0.07% | |
California GO | 7.350% | 11/1/39 | 1,000 | 1,661 | 0.01% | |
California GO | 7.625% | 3/1/40 | 2,665 | 4,625 | 0.04% | |
California GO | 7.600% | 11/1/40 | 5,210 | 9,424 | 0.08% | |
† | Other5,6 | 329,044 | 2.72% | |||
Total Taxable Municipal Bonds (Cost $290,560) | 378,402 | 3.13% | ||||
Coupon | Shares | |||||
Temporary Cash Investments | ||||||
Money Market Fund | ||||||
Vanguard Market Liquidity Fund7 (Cost $19,064) | 0.111% | 190,641 | 19,064 | 0.16% | ||
Total Investments (Cost $10,273,346) | 12,012,143 | 99.40% | ||||
Other Assets and Liabilities—Net | 72,744 | 0.60% | ||||
Net Assets | 12,084,887 | 100.00% |
Cost is in $000. | |
• | See Note A in Notes to Financial Statements. |
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
1 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
2 | 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. |
3 | Certain securities are 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 December 31, 2020, the aggregate value of these securities was $190,342,000, representing 1.6% of net assets. |
4 | Guaranteed by the Federal Republic of Germany. |
5 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
6 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
7 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
GO—Government Obligation Bond. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $10,254,282) | 11,993,079 |
Affiliated Issuers (Cost $19,064) | 19,064 |
Total Investments in Securities | 12,012,143 |
Investment in Vanguard | 471 |
Receivables for Investment Securities Sold | 99,717 |
Receivables for Accrued Income | 93,640 |
Receivables for Capital Shares Issued | 3,041 |
Other Assets | 9 |
Total Assets | 12,209,021 |
Liabilities | |
Due to Custodian | 1,272 |
Payables for Investment Securities Purchased | 119,774 |
Payables for Capital Shares Redeemed | 1,634 |
Payables for Distributions | 1,096 |
Payables to Vanguard | 358 |
Total Liabilities | 124,134 |
Net Assets | 12,084,887 |
Statement of Assets and Liabilities (continued) | |
At December 31, 2020, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 10,333,926 |
Total Distributable Earnings (Loss) | 1,750,961 |
Net Assets | 12,084,887 |
ETF Shares—Net Assets | |
Applicable to 53,000,000 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 5,807,575 |
Net Asset Value Per Share—ETF Shares | $109.58 |
Admiral Shares—Net Assets | |
Applicable to 196,243,085 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,266,807 |
Net Asset Value Per Share—Admiral Shares | $16.65 |
Institutional Shares—Net Assets | |
Applicable to 99,039,462 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,648,686 |
Net Asset Value Per Share—Institutional Shares | $16.65 |
Institutional Plus Shares—Net Assets | |
Applicable to 81,807,290 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,361,819 |
Net Asset Value Per Share—Institutional Plus Shares | $16.65 |
Year Ended December 31, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 373,713 |
Total Income | 373,713 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 299 |
Management and Administrative—ETF Shares | 2,008 |
Management and Administrative—Admiral Shares | 1,967 |
Management and Administrative—Institutional Shares | 812 |
Management and Administrative—Institutional Plus Shares | 745 |
Marketing and Distribution—ETF Shares | 269 |
Marketing and Distribution—Admiral Shares | 121 |
Marketing and Distribution—Institutional Shares | 51 |
Marketing and Distribution—Institutional Plus Shares | 21 |
Custodian Fees | 48 |
Auditing Fees | 42 |
Shareholders’ Reports—ETF Shares | 151 |
Shareholders’ Reports—Admiral Shares | 53 |
Shareholders’ Reports—Institutional Shares | 1 |
Shareholders’ Reports—Institutional Plus Shares | 13 |
Trustees’ Fees and Expenses | 8 |
Total Expenses | 6,609 |
Net Investment Income | 367,104 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,2 | 990,440 |
Futures Contracts | 61 |
Realized Net Gain (Loss) | 990,501 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 443,298 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,800,903 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $168,000, $38,000, and $0, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $570,288,000 of net gain (loss) resulting from in-kind redemptions. |
Year Ended December 31, | ||
2020 ($000) | 2019 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 367,104 | 432,248 |
Realized Net Gain (Loss) | 990,501 | 266,987 |
Change in Unrealized Appreciation (Depreciation) | 443,298 | 1,373,478 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,800,903 | 2,072,713 |
Distributions1 | ||
Investor Shares | — | (42,972) |
ETF Shares | (314,576) | (132,361) |
Admiral Shares | (186,444) | (69,620) |
Institutional Shares | (102,522) | (98,557) |
Institutional Plus Shares | (106,222) | (109,646) |
Total Distributions | (709,764) | (453,156) |
Capital Share Transactions | ||
Investor Shares | — | (2,988,972) |
ETF Shares | 1,120,959 | 1,218,350 |
Admiral Shares | (11,067) | 2,765,988 |
Institutional Shares | (650,296) | (996,587) |
Institutional Plus Shares | (1,877,785) | (400,705) |
Net Increase (Decrease) from Capital Share Transactions | (1,418,189) | (401,926) |
Total Increase (Decrease) | (327,050) | 1,217,631 |
Net Assets | ||
Beginning of Period | 12,411,937 | 11,194,306 |
End of Period | 12,084,887 | 12,411,937 |
1 | Certain prior-period numbers have been reclassified to conform with the current-period presentation. |
ETF Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $99.92 | $87.08 | $94.91 | $88.86 | $86.80 |
Investment Operations | |||||
Net Investment Income | 3.2421 | 3.4451 | 3.4611 | 3.4871 | 3.558 |
Net Realized and Unrealized Gain (Loss) on Investments | 12.817 | 12.976 | (7.728) | 6.019 | 2.212 |
Total from Investment Operations | 16.059 | 16.421 | (4.267) | 9.506 | 5.770 |
Distributions | |||||
Dividends from Net Investment Income | (3.236) | (3.409) | (3.420) | (3.456) | (3.558) |
Distributions from Realized Capital Gains | (3.163) | (.172) | (.143) | — | (.152) |
Total Distributions | (6.399) | (3.581) | (3.563) | (3.456) | (3.710) |
Net Asset Value, End of Period | $109.58 | $99.92 | $87.08 | $94.91 | $88.86 |
Total Return | 16.24% | 19.09% | -4.46% | 10.89% | 6.53% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $5,808 | $4,357 | $2,708 | $2,392 | $1,671 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 2.96% | 3.58% | 3.93% | 3.79% | 3.80% |
Portfolio Turnover Rate2 | 48% | 33% | 38% | 41% | 45% |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Admiral Shares | ||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | February 7, 20191 to December 31, |
2020 | 2019 | |
Net Asset Value, Beginning of Period | $15.18 | $13.48 |
Investment Operations | ||
Net Investment Income2 | .490 | .465 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.950 | 1.728 |
Total from Investment Operations | 2.440 | 2.193 |
Distributions | ||
Dividends from Net Investment Income | (.490) | (.467) |
Distributions from Realized Capital Gains | (.480) | (.026) |
Total Distributions | (.970) | (.493) |
Net Asset Value, End of Period | $16.65 | $15.18 |
Total Return3 | 16.23% | 16.43% |
Ratios/Supplemental Data | ||
Net Assets, End of Period (Millions) | $3,267 | $2,998 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07%4 |
Ratio of Net Investment Income to Average Net Assets | 2.95% | 3.44%4 |
Portfolio Turnover Rate5 | 48% | 33%6 |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | Total returns do not include transaction or account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction and account service fees. |
4 | Annualized. |
5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
6 | Reflects the fund’s portfolio turnover for the fiscal year ended December 31, 2019. |
Institutional Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $15.18 | $13.23 | $14.42 | $13.51 | $13.20 |
Investment Operations | |||||
Net Investment Income | .4941 | .5251 | .5291 | .5331 | .544 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.949 | 1.975 | (1.169) | .910 | .333 |
Total from Investment Operations | 2.443 | 2.500 | (.640) | 1.443 | .877 |
Distributions | |||||
Dividends from Net Investment Income | (.493) | (.524) | (.528) | (.533) | (.544) |
Distributions from Realized Capital Gains | (.480) | (.026) | (.022) | — | (.023) |
Total Distributions | (.973) | (.550) | (.550) | (.533) | (.567) |
Net Asset Value, End of Period | $16.65 | $15.18 | $13.23 | $14.42 | $13.51 |
Total Return | 16.25%2 | 19.12%2 | -4.41% | 10.87% | 6.51% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,649 | $2,097 | $2,706 | $2,552 | $2,216 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 2.98% | 3.64% | 3.95% | 3.81% | 3.82% |
Portfolio Turnover Rate3 | 48% | 33% | 38% | 41% | 45% |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include transaction fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Plus Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $15.18 | $13.23 | $14.42 | $13.51 | $13.20 |
Investment Operations | |||||
Net Investment Income | .4981 | .5261 | .5301 | .5351 | .545 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.947 | 1.975 | (1.168) | .910 | .333 |
Total from Investment Operations | 2.445 | 2.501 | (.638) | 1.445 | .878 |
Distributions | |||||
Dividends from Net Investment Income | (.495) | (.525) | (.530) | (.535) | (.545) |
Distributions from Realized Capital Gains | (.480) | (.026) | (.022) | — | (.023) |
Total Distributions | (.975) | (.551) | (.552) | (.535) | (.568) |
Net Asset Value, End of Period | $16.65 | $15.18 | $13.23 | $14.42 | $13.51 |
Total Return | 16.26%2 | 19.14%2 | -4.40% | 10.88% | 6.52% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,362 | $2,960 | $2,972 | $3,315 | $2,745 |
Ratio of Total Expenses to Average Net Assets | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 3.02% | 3.63% | 3.96% | 3.82% | 3.83% |
Portfolio Turnover Rate3 | 48% | 33% | 38% | 41% | 45% |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include transaction fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 4,778,150 | — | 4,778,150 |
Corporate Bonds | — | 6,388,902 | — | 6,388,902 |
Sovereign Bonds | — | 447,625 | — | 447,625 |
Taxable Municipal Bonds | — | 378,402 | — | 378,402 |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Temporary Cash Investments | 19,064 | — | — | 19,064 |
Total | 19,064 | 11,993,079 | — | 12,012,143 |
D. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for in-kind redemptions and distributions in connection with fund share redemptions were reclassified between the following accounts: |
Amount ($000) | |
Paid-in Capital | 666,719 |
Total Distributable Earnings (Loss) | (666,719) |
Amount ($000) | |
Undistributed Ordinary Income | 117 |
Undistributed Long-Term Gains | 32,288 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 1,718,556 |
Year Ended December 31, | ||
2020 Amount ($000) | 2019 Amount ($000) | |
Ordinary Income* | 432,702 | 453,156 |
Long-Term Capital Gains | 277,062 | — |
Total | 709,764 | 453,156 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 10,293,587 |
Gross Unrealized Appreciation | 1,786,540 |
Gross Unrealized Depreciation | (67,984) |
Net Unrealized Appreciation (Depreciation) | 1,718,556 |
E. | During the year ended December 31, 2020, the fund purchased $4,630,402,000 of investment securities and sold $4,936,184,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $4,874,375,000 and $6,289,552,000, respectively. Purchases and sales include $3,577,557,000 and $4,182,520,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares. |
F. | Capital share transactions for each class of shares were: |
Year Ended December 31, | |||||
2020 | 2019 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued1 | — | — | 268,127 | 19,264 | |
Issued in Lieu of Cash Distributions | — | — | 33,695 | 2,450 | |
Redeemed2 | — | — | (3,290,794) | (233,984) | |
Net Increase (Decrease)—Investor Shares | — | — | (2,988,972) | (212,270) | |
ETF Shares | |||||
Issued1 | 4,991,549 | 45,600 | 2,435,718 | 25,400 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (3,870,590) | (36,200) | (1,217,368) | (12,900) | |
Net Increase (Decrease)—ETF Shares | 1,120,959 | 9,400 | 1,218,350 | 12,500 | |
Admiral Shares3 | |||||
Issued1,2 | 483,700 | 29,036 | 3,094,803 | 219,504 | |
Issued in Lieu of Cash Distributions | 163,426 | 9,833 | 59,799 | 3,941 | |
Redeemed | (658,193) | (40,159) | (388,614) | (25,912) | |
Net Increase (Decrease)—Admiral Shares | (11,067) | (1,290) | 2,765,988 | 197,533 |
Year Ended December 31, | |||||
2020 | 2019 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Institutional Shares | |||||
Issued1 | 169,232 | 10,082 | 454,988 | 32,559 | |
Issued in Lieu of Cash Distributions | 99,093 | 5,969 | 95,112 | 6,536 | |
Redeemed | (918,621) | (55,205) | (1,546,687) | (105,461) | |
Net Increase (Decrease)—Institutional Shares | (650,296) | (39,154) | (996,587) | (66,366) | |
Institutional Plus Shares | |||||
Issued1 | 60,991 | 3,576 | 523,351 | 35,123 | |
Issued in Lieu of Cash Distributions | 99,628 | 6,011 | 94,548 | 6,463 | |
Redeemed | (2,038,404) | (122,847) | (1,018,604) | (71,221) | |
Net Increase (Decrease)—Institutional Plus Shares | (1,877,785) | (113,260) | (400,705) | (29,635) |
1 | Includes purchase fees for fiscal 2020 and 2019 of $3,807,000 and $1,244,000, respectively (fund totals). |
2 | In November 2018, the fund announced changes to the availability and minimum investment criteria of the Investor and Admiral share classes. As a result, all of the outstanding Investor Shares automatically converted to Admiral Shares beginning in April 2019. Investor Shares—Redeemed and Admiral Shares—Issued include 196,788,000 and 196,789,000 shares, respectively, in the amount of $2,690,640,000 from the conversion during the year ended December 31, 2019. |
3 | Inception was February 7, 2019, for Admiral Shares. |
G. | Management has determined that no events or transactions occurred subsequent to December 31, 2020, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2021
Joseph Brennan | James M. Norris |
Mortimer J. Buckley | Thomas M. Rampulla |
Gregory Davis | Karin A. Risi |
John James | Anne E. Robinson |
John T. Marcante | Michael Rollings |
Chris D. McIsaac | Lauren Valente |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
U.S. Pat. Nos. 6,879,964; 7,337,138; 7,720,749;
7,925,573; 8,090,646; 8,417,623; and 8,626,636.
Vanguard Marketing Corporation, Distributor.
Annual Report | December 31, 2020 | |
Vanguard Total Bond Market Index Fund | |
Contents
Your Fund’s Performance at a Glance | 1 |
About Your Fund’s Expenses | 2 |
Performance Summary | 4 |
Financial Statements | 8 |
Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.
Your Fund’s Performance at a Glance
● For the 12 months ended December 31, 2020, returns for Vanguard Total Bond Market Index Fund ranged from 7.61% for Investor Shares to 7.76% for Institutional Select Shares. This performance was in line with the 7.75% return of the benchmark index after taking the costs of running the fund into account.
● The emergence of COVID-19 in early 2020 turned into a global health crisis, and aggressive attempts to contain it resulted in a sharp downturn in economic activity. Unemployment spiked, and sectors where social distancing isn’t possible were hit hard. Policymakers were quick to provide robust fiscal and monetary stimulus to blunt the pandemic’s economic impact. Many central banks slashed short-term interest rates and expanded or extended asset-purchase programs.
● With yields falling and prices rising, U.S. Treasuries posted a return of 8.00%. Mortgage-backed securities returned less than that, as low mortgage rates led to plenty of supply—but corporate bonds fared even better than Treasuries, returning 9.89%.
● By credit quality, lower-rated investment-grade bonds generally did better than higher-rated ones; by maturity, bonds with maturities of 10 years or more significantly outperformed.
Market Barometer
Average Annual Total Returns | |||
Periods Ended December 31, 2020 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 20.96% | 14.82% | 15.60% |
Russell 2000 Index (Small-caps) | 19.96 | 10.25 | 13.26 |
Russell 3000 Index (Broad U.S. market) | 20.89 | 14.49 | 15.43 |
FTSE All-World ex US Index (International) | 11.22 | 5.18 | 9.16 |
Bonds | |||
Bloomberg Barclays U.S. Aggregate Bond Index | |||
(Broad taxable market) | 7.51% | 5.34% | 4.44% |
Bloomberg Barclays Municipal Bond Index | |||
(Broad tax-exempt market) | 5.21 | 4.64 | 3.91 |
FTSE Three-Month U.S. Treasury Bill Index | 0.58 | 1.56 | 1.16 |
CPI | |||
Consumer Price Index | 1.36% | 1.85% | 1.95% |
1
About Your Fund’s Expenses
As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.
A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.
The accompanying table illustrates your fund’s costs in two ways:
● Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.
To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”
● Based on hypothetical 5% yearly return. This section is intended to help you compare your fund’s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.
Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”
The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.
You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.
2
Six Months Ended December 31, 2020
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
Total Bond Market Index Fund | 6/30/2020 | 12/31/2020 | Period |
Based on Actual Fund Return | |||
Investor Shares | $1,000.00 | $1,012.37 | $0.76 |
ETF Shares | 1,000.00 | 1,012.77 | 0.18 |
Admiral™ Shares | 1,000.00 | 1,012.88 | 0.25 |
Institutional Shares | 1,000.00 | 1,012.95 | 0.18 |
Institutional Plus Shares | 1,000.00 | 1,012.98 | 0.15 |
Institutional Select Shares | 1,000.00 | 1,013.08 | 0.05 |
Based on Hypothetical 5% Yearly Return | |||
Investor Shares | $1,000.00 | $1,024.38 | $0.76 |
ETF Shares | 1,000.00 | 1,024.96 | 0.18 |
Admiral Shares | 1,000.00 | 1,024.89 | 0.25 |
Institutional Shares | 1,000.00 | 1,024.96 | 0.18 |
Institutional Plus Shares | 1,000.00 | 1,024.99 | 0.15 |
Institutional Select Shares | 1,000.00 | 1,025.09 | 0.05 |
The calculations are based on expenses incurred in the most recent six-month period. The fund’s annualized six-month expense ratios for that period are 0.15% for Investor Shares, 0.035% for ETF Shares, 0.05% for Admiral Shares, 0.035% for Institutional Shares, 0.03% for Institutional Plus Shares, and 0.01% for Institutional Select Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (184/366).
3
Total Bond Market Index Fund
Performance Summary
All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.
Cumulative Performance: December 31, 2010, Through December 31, 2020
Initial Investment of $10,000
Average Annual Total Returns | |||||
Periods Ended December 31, 2020 | |||||
Final Value | |||||
One | Five | Ten | of a $10,000 | ||
Year | Years | Years | Investment | ||
Total Bond Market Index Fund Investor Shares | 7.61% | 4.36% | 3.69% | $14,361 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
Final Value | ||||
One | Five | Ten | of a $10,000 | |
Year | Years | Years | Investment | |
Total Bond Market Index Fund ETF Shares Net Asset Value | 7.71% | 4.46% | 3.79% | $14,510 |
Total Bond Market Index Fund ETF Shares Market Price | 7.69 | 4.45 | 3.80 | 14,521 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
See Financial Highlights for dividend and capital gains information.
4
Total Bond Market Index Fund
Average Annual Total Returns | ||||
Periods Ended December 31, 2020 | ||||
Final Value | ||||
One | Five | Ten | of a $10,000 | |
Year | Years | Years | Investment | |
Total Bond Market Index Fund Admiral Shares | 7.72% | 4.46% | 3.80% | $14,514 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
Final Value | ||||
One | Five | Ten | of a $5,000,000 | |
Year | Years | Years | Investment | |
Total Bond Market Index Fund Institutional Shares | 7.74% | 4.47% | 3.81% | $7,268,208 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 7,321,867 |
Final Value | ||||
One | Five | Ten | of a $100,000,000 | |
Year | Years | Years | Investment | |
Total Bond Market Index Fund Institutional Plus Shares | 7.74% | 4.48% | 3.82% | $145,531,321 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 146,437,330 |
Final Value | |||
Since | of a | ||
One | Inception | $3,000,000,000 | |
Year | (6/24/2016) | Investment | |
Total Bond Market Index Fund Institutional Select Shares | 7.76% | 3.88% | $3,562,839,000 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 3.92 | 3,568,946,700 |
“Since Inception” performance is calculated from the Institutional Select Shares’ inception date for both the fund and its comparative standard(s).
5
Total Bond Market Index Fund
Cumulative Returns of ETF Shares: December 31, 2010, Through December 31, 2020
One | Five | Ten | |
Year | Years | Years | |
Total Bond Market Index Fund ETF Shares Market Price | 7.69% | 24.33% | 45.21% |
Total Bond Market Index Fund ETF Shares Net Asset Value | 7.71 | 24.40 | 45.10 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 24.81 | 46.44 |
For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares’ market prices have compared with their net asset value, visit vanguard.com, select your ETF, and then select the Price and Performance tab. The ETF premium/discount analysis there shows the percentages of days on which the ETF Shares’ market price was above or below the NAV.
6
Total Bond Market Index Fund
Fund Allocation
As of December 31, 2020
Asset-Backed/Commercial Mortgage-Backed Securities | 2.5% |
Corporate Bonds | 29.6 |
Sovereign Bonds | 4.1 |
Taxable Municipal Bonds | 0.8 |
U.S. Government and Agency Obligations | 63.0 |
The table reflects the fund’s investments, except for short-term investments. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.
The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempt-ing to remain fully invested and tracking its target index as closely as possible.
7
Total Bond Market Index Fund
Financial Statements
Schedule of Investments—Investments Summary
As of December 31, 2020
This Statement summarizes the fund’s holdings by asset type. Details are reported for each of the fund’s 50 largest individual holdings and for investments that, in total for any issuer, represent more than 1% of the fund’s net assets. The total value of smaller holdings is reported as a single amount within each category.
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) four times in each fiscal year. For the second and fourth quarters the complete list of the fund’s holdings is available on vanguard.com and on Form N-CSR, or you can have it mailed to you without charge by calling 800-662-7447. For the first and third quarters of each fiscal year, the complete list of the fund’s holdings is available as an exhibit to its reports on Form N-PORT. The fund’s Form N-CSR and Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Face | Market | Percentage | ||||
Maturity | Amount | Value● | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
U.S. Government and Agency Obligations | ||||||
U.S. Government Securities | ||||||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 2,126,420 | 2,131,736 | 0.7% | |
1 | United States Treasury Note/Bond | 0.125% | 11/30/22 | 1,343,651 | 1,343,651 | 0.4% |
United States Treasury Note/Bond | 0.625% | 8/15/30 | 1,323,619 | 1,290,118 | 0.4% | |
United States Treasury Note/Bond | 1.250% | 5/15/50 | 1,400,882 | 1,269,984 | 0.4% | |
United States Treasury Note/Bond | 2.000% | 8/15/25 | 1,131,470 | 1,218,808 | 0.4% | |
United States Treasury Note/Bond | 2.875% | 8/15/28 | 1,040,238 | 1,207,810 | 0.4% | |
United States Treasury Note/Bond | 2.125% | 5/15/25 | 1,112,387 | 1,200,510 | 0.4% | |
United States Treasury Note/Bond | 2.125% | 11/30/24 | 1,110,580 | 1,191,441 | 0.4% | |
United States Treasury Note/Bond | 0.875% | 11/15/30 | 1,192,290 | 1,187,628 | 0.4% | |
United States Treasury Note/Bond | 0.625% | 5/15/30 | 1,187,712 | 1,160,798 | 0.4% | |
United States Treasury Note/Bond | 2.000% | 5/31/24 | 1,092,454 | 1,159,192 | 0.4% | |
United States Treasury Note/Bond | 1.500% | 11/30/24 | 1,100,256 | 1,153,717 | 0.4% | |
United States Treasury Note/Bond | 1.375% | 8/15/50 | 1,202,127 | 1,124,734 | 0.4% | |
United States Treasury Note/Bond | 2.250% | 4/15/22 | 1,083,400 | 1,113,020 | 0.4% | |
United States Treasury Note/Bond | 0.250% | 6/30/25 | 1,084,640 | 1,081,755 | 0.3% | |
United States Treasury Note/Bond | 2.875% | 5/15/49 | 818,568 | 1,056,460 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 5/15/26 | 984,825 | 1,048,227 | 0.3% | |
United States Treasury Note/Bond | 3.125% | 11/15/28 | 866,900 | 1,025,924 | 0.3% | |
United States Treasury Note/Bond | 2.125% | 3/31/24 | 962,029 | 1,022,156 | 0.3% | |
United States Treasury Note/Bond | 2.375% | 5/15/29 | 903,778 | 1,020,708 | 0.3% | |
United States Treasury Note/Bond | 1.750% | 5/15/23 | 974,383 | 1,011,224 | 0.3% | |
United States Treasury Note/Bond | 1.750% | 2/28/22 | 964,382 | 982,464 | 0.3% | |
United States Treasury Note/Bond | 0.125% | 6/30/22 | 951,629 | 951,629 | 0.3% | |
United States Treasury Note/Bond | 3.000% | 5/15/45 | 731,147 | 948,209 | 0.3% | |
United States Treasury Note/Bond | 0.625% | 11/30/27 | 939,020 | 938,438 | 0.3% | |
United States Treasury Note/Bond | 0.500% | 5/31/27 | 939,455 | 935,782 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 11/15/22 | 908,480 | 933,745 | 0.3% | |
United States Treasury Note/Bond | 1.500% | 10/31/24 | 864,346 | 905,809 | 0.3% | |
United States Treasury Note/Bond | 2.250% | 11/15/27 | 813,084 | 902,523 | 0.3% |
8
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value● | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 882,325 | 902,451 | 0.3% | |
United States Treasury Note/Bond | 2.125% | 12/31/22 | 863,325 | 897,590 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 12/15/22 | 869,040 | 894,294 | 0.3% | |
United States Treasury Note/Bond | 1.375% | 10/15/22 | 862,560 | 881,700 | 0.3% | |
United States Treasury Note/Bond | 0.375% | 11/30/25 | 874,670 | 875,763 | 0.3% | |
United States Treasury Note/Bond | 2.875% | 5/15/28 | 755,131 | 874,654 | 0.3% | |
United States Treasury Note/Bond | 1.125% | 8/15/40 | 915,540 | 866,330 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 11/30/26 | 807,440 | 861,062 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 11/15/50 | 847,880 | 843,641 | 0.3% | |
United States Treasury Note/Bond | 2.500% | 1/31/24 | 778,645 | 834,123 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 2/15/26 | 776,005 | 825,235 | 0.3% | |
United States Treasury Note/Bond | 2.250% | 11/15/25 | 742,427 | 810,871 | 0.3% | |
United States Treasury Note/Bond | 0.125% | 7/15/23 | 810,781 | 810,278 | 0.3% | |
United States Treasury Note/Bond | 3.000% | 2/15/48 | 617,611 | 810,232 | 0.3% | |
United States Treasury Note/Bond | 0.500% | 8/31/27 | 815,035 | 809,558 | 0.3% | |
United States Treasury Note/Bond | 2.625% | 2/15/29 | 697,211 | 800,050 | 0.3% | |
United States Treasury Note/Bond | 1.750% | 6/15/22 | 776,420 | 794,619 | 0.3% | |
United States Treasury Note/Bond | 0.125%–8.125% | 2/15/21–2/15/50 | 68,609,704 | 75,976,361 | 25.0% | |
122,887,012 | 40.5% | |||||
Agency Bonds and Notes | ||||||
2 | Federal Home Loan | |||||
Mortgage Corp. | 0.125%–6.750% | 1/13/22–7/15/32 | 1,108,533 | 1,240,545 | 0.4% | |
2 | Federal National | |||||
Mortgage Assn. | 0.250%–7.250% | 10/7/21–7/15/37 | 1,713,945 | 1,826,712 | 0.6% | |
Agency Bonds and | ||||||
Notes—Other † | 1,406,083 | 0.5% | ||||
4,473,340 | 1.5% | |||||
Conventional Mortgage-Backed Securities | ||||||
2,3,4 | Fannie Mae Pool | 1.500%–9.500% | 1/1/21–1/1/51 | 21,403,929 | 22,875,656 | 7.6% |
2,3 | Freddie Mac Gold Pool | 2.000%–10.000% | 1/1/21–2/1/49 | 7,720,069 | 8,305,976 | 2.7% |
3 | Ginnie Mae I Pool | 3.000%–10.000% | 4/15/21–2/15/49 | 754,511 | 824,578 | 0.3% |
3,4 | Ginnie Mae II Pool | 2.000% | 1/1/51 | 770,560 | 805,556 | 0.3% |
3,4 | Ginnie Mae II Pool | 2.000%–8.500% | 7/20/23–1/1/51 | 12,491,384 | 13,378,882 | 4.4% |
2,3,4 | UMBS Pool | 2.000% | 1/1/51 | 2,953,647 | 3,068,101 | 1.0% |
2,3,4 | UMBS Pool | 2.500% | 1/1/51 | 1,433,816 | 1,511,907 | 0.5% |
2,3,4 | UMBS Pool | 2.000% | 1/1/36 | 859,549 | 898,969 | 0.3% |
2,3,4 | UMBS Pool | 1.500%–6.000% | 7/1/26–1/1/51 | 8,451,847 | 8,911,855 | 2.9% |
2,3,4 | UMBS Pool | 1.500%–5.000% | 11/1/33–1/1/51 | 1,647,649 | 1,714,271 | 0.6% |
62,295,751 | 20.6% | |||||
Nonconventional Mortgage-Backed Securities | ||||||
2,3 | Fannie Mae Pool | 2.279% | 7/1/43 | 4,471 | 4,636 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.290% | 2.799% | 12/1/41 | 864 | 899 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.310% | 1.889% | 9/1/37 | 1,198 | 1,239 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.353% | 3.353% | 1/1/35 | 68 | 71 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.392% | 2.033% | 10/1/37 | 552 | 572 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.460% | 3.460% | 2/1/37 | 2 | 2 | 0.0% |
9
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value● | of Net | |||
Coupon | Date | ($000) | ($000) | Assets |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.472% | 2.066% | 7/1/36 | 157 | 163 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.474% | 3.338% | 3/1/43 | 2,082 | 2,115 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.530% | 2.104% | 12/1/43 | 667 | 718 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.553% | 2.053% | 10/1/34 | 4 | 4 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.554% | 2.190% | 9/1/43 | 288 | 291 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.579% | 3.584% | 4/1/37 | 21 | 21 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.597% | 2.610% | 6/1/43 | 1,190 | 1,206 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.607% | 2.096% | 11/1/33 | 86 | 92 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.614% | 2.903% | 8/1/39 | 898 | 931 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.623% | 3.623% | 2/1/36 | 314 | 323 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.625% | 2.337% | 8/1/35 | 616 | 658 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.626% | 2.424% | 10/1/37 | 330 | 342 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.627% | 3.627% | 3/1/38 | 105 | 109 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.633% | 3.633% | 1/1/35 | 1 | 1 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.635% | 2.135% | 11/1/36 | 65 | 69 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.643% | 3.381% | 1/1/37 | 208 | 217 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.658% | 2.408%–2.443% | 7/1/35–10/1/42 | 1,087 | 1,113 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.660% | 2.207% | 9/1/40 | 167 | 178 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.665% | 2.540% | 6/1/36 | 34 | 34 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.682% | 3.682% | 4/1/36 | 205 | 217 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.684% | 2.104% | 12/1/33 | 166 | 178 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.687% | 2.911% | 6/1/42 | 1,100 | 1,152 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.690% | 2.212%–3.149% | 10/1/39–9/1/42 | 2,236 | 2,349 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.693% | 2.364% | 11/1/39 | 388 | 409 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.695% | 2.445% | 7/1/39 | 144 | 151 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.698% | 2.453% | 8/1/40 | 402 | 426 | 0.0% |
10
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value● | of Net | |||
Coupon | Date | ($000) | ($000) | Assets |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.700% | 2.245%–3.128% | 7/1/37–10/1/42 | 2,296 | 2,428 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.705% | 2.108% | 11/1/39 | 201 | 210 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.711% | 2.495% | 4/1/36 | 58 | 60 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.726% | 3.567% | 5/1/42 | 1,031 | 1,084 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.729% | 2.229% | 9/1/34 | 194 | 200 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.732% | 2.537% | 9/1/43 | 1,670 | 1,730 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.739% | 2.614% | 6/1/41 | 141 | 149 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.747% | 2.604% | 7/1/41 | 1,180 | 1,252 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.748% | 3.748% | 5/1/35 | 209 | 218 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.750% | 2.445%–3.750% | 2/1/36–10/1/40 | 402 | 424 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.771% | 3.512% | 5/1/42 | 107 | 112 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.774% | 3.575% | 4/1/37 | 57 | 62 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.780% | 3.496%–3.780% | 2/1/41–4/1/41 | 991 | 1,019 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.781% | 3.098% | 7/1/42 | 522 | 567 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.792% | 3.383% | 8/1/42 | 1,697 | 1,705 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.795% | 2.803%–3.795% | 3/1/42 | 1,214 | 1,298 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.805% | 2.274% | 11/1/41 | 860 | 927 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.810% | 2.185%–3.810% | 9/1/33–12/1/40 | 1,760 | 1,873 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.813% | 2.213%–2.937% | 11/1/41–1/1/42 | 1,073 | 1,142 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.815% | 2.287%–3.815% | 11/1/40–12/1/41 | 2,077 | 2,213 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.816% | 2.573% | 9/1/40 | 818 | 868 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.819% | 3.528% | 3/1/41 | 762 | 812 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.820% | 2.609% | 12/1/40 | 304 | 323 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.822% | 2.327% | 12/1/39 | 352 | 370 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.824% | 3.824% | 2/1/41 | 424 | 432 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.825% | 3.825% | 3/1/41 | 464 | 503 | 0.0% |
11
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value● | of Net | |||
Coupon | Date | ($000) | ($000) | Assets |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.826% | 2.826% | 7/1/38 | 278 | 286 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.830% | 2.830% | 6/1/41 | 628 | 668 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.835% | 3.526% | 1/1/40 | 555 | 584 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.840% | 2.566% | 8/1/39 | 392 | 417 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.847% | 2.770% | 2/1/42 | 669 | 721 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.860% | 3.610% | 5/1/40 | 139 | 146 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.880% | 2.809% | 11/1/34 | 272 | 292 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.909% | 3.659% | 4/1/37 | 312 | 334 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.912% | 2.787% | 5/1/36 | 76 | 77 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.925% | 2.425% | 10/1/37 | 17 | 17 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.965% | 3.965% | 4/1/37 | 15 | 15 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 1.989% | 3.875% | 1/1/37 | 17 | 17 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M | |||||
USD LIBOR + 2.130% | 3.293% | 10/1/36 | 207 | 225 | 0.0% | |
2,3,5 | Fannie Mae Pool, | |||||
1YR CMT + 2.155% | 3.780% | 12/1/37 | 397 | 411 | 0.0% | |
2,3,5 | Fannie Mae Pool, | |||||
1YR CMT + 2.185% | 3.325% | 5/1/36 | 34 | 36 | 0.0% | |
2,3,5 | Fannie Mae Pool, | |||||
1YR CMT + 2.190% | 3.815% | 12/1/36 | 5 | 5 | 0.0% | |
2,3,5 | Fannie Mae Pool, | |||||
1YR CMT + 2.235% | 2.360% | 12/1/35 | 2 | 3 | 0.0% | |
2,3,5 | Fannie Mae Pool, | |||||
1YR CMT + 2.268% | 2.393%–3.768% | 5/1/33–12/1/35 | 205 | 217 | 0.0% | |
2,3,5 | Fannie Mae Pool, | |||||
1YR CMT + 2.275% | 2.400% | 11/1/32 | 6 | 6 | 0.0% | |
2,3,5 | Fannie Mae Pool, | |||||
1YR CMT + 2.313% | 3.623% | 1/1/35 | 215 | 231 | 0.0% | |
2,3,5 | Fannie Mae Pool, 6M | |||||
USD LIBOR + 1.146% | 1.396% | 4/1/37 | 618 | 648 | 0.0% | |
2,3,5 | Fannie Mae Pool, 6M | |||||
USD LIBOR + 1.413% | 2.042% | 7/1/34 | 102 | 108 | 0.0% | |
2,3,5 | Fannie Mae Pool, 6M | |||||
USD LIBOR + 1.840% | 2.715% | 8/1/37 | 437 | 462 | 0.0% | |
2,3 | Fannie Mae REMICS | 2.151% | 10/25/29 | 9,371 | 10,000 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, | |||||
12M USD LIBOR + 1.158% | 2.033% | 8/1/37 | 40 | 40 | 0.0% | |
2,3,5 | Freddie Mac Non Gold Pool, | |||||
12M USD LIBOR + 1.511% | 3.218% | 3/1/37 | 57 | 58 | 0.0% |
12
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value● | of Net | |||
Coupon | Date | ($000) | ($000) | Assets |
2,3,5 | Freddie Mac Non Gold Pool, | |||||
12M USD LIBOR + 1.550% | 3.550% | 4/1/37 | 1 | 1 | 0.0% | |
2,3,5 | Freddie Mac Non Gold Pool, | |||||
12M USD LIBOR + 1.570% | 3.570% | 3/1/37 | 27 | 29 | 0.0% | |
2,3,5 | Freddie Mac Non Gold Pool, | |||||
12M USD LIBOR + 1.588% | 2.389% | 9/1/37 | 158 | 163 | 0.0% | |
2,3,5 | Freddie Mac Non Gold Pool, | |||||
12M USD LIBOR + 1.625% | 3.625% | 1/1/38 | 77 | 83 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.640% | 2.135%–2.647% | 12/1/36–11/1/43 | 675 | 708 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.660% | 2.160% | 10/1/37 | 447 | 466 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.695% | 3.695% | 2/1/37 | 183 | 196 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.727% | 3.727% | 1/1/35 | 56 | 58 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.743% | 2.118% | 12/1/36 | 401 | 419 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.745% | 3.657% | 12/1/40 | 708 | 744 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.750% | 3.500%–3.750% | 4/1/33–5/1/38 | 59 | 62 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.765% | 2.219% | 12/1/36 | 144 | 156 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.766% | 3.737% | 5/1/33 | 11 | 12 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.770% | 2.245% | 12/1/34 | 7 | 7 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.780% | 2.552% | 3/1/36 | 4 | 4 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.798% | 2.040% | 12/1/34 | 99 | 101 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.802% | 2.987% | 6/1/37 | 544 | 586 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.830% | 2.773% | 12/1/35 | 284 | 304 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.831% | 2.438%–2.831% | 1/1/37–3/1/42 | 673 | 719 | 0.0% |
13
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value● | of Net | |||
Coupon | Date | ($000) | ($000) | Assets |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.840% | 2.840% | 6/1/37 | 68 | 73 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.861% | 3.213% | 2/1/42 | 215 | 229 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.867% | 2.544% | 8/1/37 | 204 | 213 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.880% | 2.772%–3.880% | 5/1/40–6/1/41 | 1,960 | 2,066 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.887% | 2.537% | 12/1/39 | 110 | 118 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.889% | 3.790% | 2/1/42 | 379 | 384 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.894% | 2.532% | 9/1/40 | 595 | 632 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.900% | 2.363%–2.806% | 6/1/40–11/1/40 | 796 | 830 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.910% | 3.644%–3.910% | 1/1/41–2/1/41 | 692 | 740 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.995% | 3.995% | 3/1/37 | 397 | 425 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 1.996% | 3.309% | 5/1/37 | 660 | 688 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 12M USD | ||||||
LIBOR + 2.085% | 4.085% | 3/1/38 | 73 | 78 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 1YR CMT + 2.125% | 2.625% | 6/1/35 | 2 | 2 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 1YR CMT + | ||||||
2.250% | 2.378%–3.757% | 6/1/34–11/1/36 | 1,179 | 1,236 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 1YR CMT + 2.273% | 3.773% | 6/1/36 | 8 | 8 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 1YR CMT + 2.315% | 2.440% | 12/1/34 | 23 | 24 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 1YR CMT + 2.409% | 2.534% | 11/1/33 | 1 | 1 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 1YR CMT + 2.410% | 3.769% | 10/1/36 | 379 | 406 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 1YR CMT + 2.549% | 4.048% | 3/1/37 | 87 | 88 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 6M USD | ||||||
LIBOR + 1.355% | 1.605%–1.855% | 5/1/37–6/1/37 | 322 | 331 | 0.0% |
14
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value● | of Net | |||
Coupon | Date | ($000) | ($000) | Assets |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 6M USD | ||||||
LIBOR + 1.570% | 1.945% | 3/1/37 | 105 | 110 | 0.0% | |
2,3,5 | Freddie Mac Non Gold | |||||
Pool, 6M USD | ||||||
LIBOR + 1.665% | 2.068% | 1/1/37 | 525 | 556 | 0.0% | |
3,5 | Ginnie Mae II Pool, | |||||
1YR CMT + 1.500% | 1.625%–3.125% | 6/20/29–1/20/44 | 15,627 | 16,191 | 0.0% | |
3,5 | Ginnie Mae II Pool, | |||||
1YR CMT + 2.000% | 2.375%–3.625% | 11/20/40–5/20/41 | 420 | 434 | 0.0% | |
89,572 | 0.0% | |||||
Total U.S. Government and Agency Obligations (Cost $179,741,497) | 189,745,675 | 62.6% | ||||
6Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,192,684) † | 7,681,707 | 2.5% | ||||
Corporate Bonds | ||||||
Finance | ||||||
6 | Banking † | 18,542,338 | 6.1% | |||
6 | Brokerage † | 1,014,512 | 0.3% | |||
6 | Finance Companies † | 847,650 | 0.3% | |||
Insurance † | 4,104,528 | 1.4% | ||||
6 | Other Finance † | 31,181 | 0.0% | |||
Real Estate Investment Trusts † | 2,382,043 | 0.8% | ||||
26,922,252 | 8.9% | |||||
Industrial | ||||||
6 | Basic Industry † | 2,518,807 | 0.8% | |||
6 | Capital Goods † | 5,131,669 | 1.7% | |||
6 | Communication † | 8,432,912 | 2.8% | |||
6 | Consumer Cyclical † | 6,460,559 | 2.1% | |||
6 | Consumer Noncyclical † | 14,791,923 | 4.9% | |||
6 | Energy † | 7,144,931 | 2.3% | |||
6 | Other Industrial † | 476,151 | 0.2% | |||
6 | Technology † | 7,793,336 | 2.6% | |||
6 | Transportation † | 2,291,126 | 0.7% | |||
55,041,414 | 18.1% | |||||
Utilities | ||||||
6 | Electric † | 6,518,807 | 2.2% | |||
6 | Natural Gas † | 504,951 | 0.2% | |||
Other Utility † | 151,072 | 0.0% | ||||
7,174,830 | 2.4% | |||||
Total Corporate Bonds (Cost $80,094,448) | 89,138,496 | 29.4% | ||||
6Sovereign Bonds (Cost $11,688,100) † | 12,481,163 | 4.1% | ||||
Taxable Municipal Bonds (Cost $1,924,006) † | 2,293,745 | 0.8% |
15
Total Bond Market Index Fund
Market | Percentage | ||||
Value● | of Net | ||||
Coupon | Shares | ($000) | Assets |
Temporary Cash Investment | |||||
Money Market Fund | |||||
7 | Vanguard Market Liquidity Fund | ||||
(Cost $10,130,654) | 0.111% | 101,319,176 | 10,131,918 | 3.3% | |
Total Investments (Cost $290,771,389) | 311,472,704 | 102.7% | |||
Other Assets and Liabilities—Net | (8,285,949) | (2.7%) | |||
Net Assets | 303,186,755 | 100.0% |
Cost is in $000s.
● | See Note A in Notes to Financial Statements. |
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
1 | Securities with a value of $1,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
3 | 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. |
4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2020. |
5 | Variable rate security; rate shown is effective rate at period end. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
6 | Certain securities are 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 December 31, 2020, the aggregate value of these securities was $2,111,272,000, representing 0.7% of net assets. |
7 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
12M—12-month.
1YR—1-year.
6M—6-month.
CMT—Constant Maturing Treasury Rate.
LIBOR—London Interbank Offered Rate.
REMICS—Real Estate Mortgage Investment Conduits.
UMBS—Uniform Mortgage-Backed Securities.
See accompanying Notes, which are an integral part of the Financial Statements.
16
Total Bond Market Index Fund
Statement of Assets and Liabilities
As of December 31, 2020
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $280,640,735) | 301,340,786 |
Affiliated Issuers (Cost $10,130,654) | 10,131,918 |
Total Investments in Securities | 311,472,704 |
Investment in Vanguard | 11,722 |
Cash | 135 |
Receivables for Investment Securities Sold | 337,116 |
Receivables for Accrued Income | 1,543,563 |
Receivables for Capital Shares Issued | 528,863 |
Other Assets | 227 |
Total Assets | 313,894,330 |
Liabilities | |
Payables for Investment Securities Purchased | 10,382,402 |
Payables for Capital Shares Redeemed | 292,412 |
Payables for Distributions | 26,377 |
Payables to Vanguard | 6,384 |
Total Liabilities | 10,707,575 |
Net Assets | 303,186,755 |
17
Total Bond Market Index Fund
Statement of Assets and Liabilities (continued)
At December 31, 2020, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 282,298,259 |
Total Distributable Earnings (Loss) | 20,888,496 |
Net Assets | 303,186,755 |
Investor Shares—Net Assets | |
Applicable to 138,222,285 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,605,842 |
Net Asset Value Per Share—Investor Shares | $11.62 |
ETF Shares—Net Assets | |
Applicable to 775,223,018 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 68,244,846 |
Net Asset Value Per Share—ETF Shares | $88.03 |
Admiral Shares—Net Assets | |
Applicable to 10,406,875,820 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 120,908,545 |
Net Asset Value Per Share—Admiral Shares | $11.62 |
Institutional Shares—Net Assets | |
Applicable to 4,563,341,035 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 53,017,525 |
Net Asset Value Per Share—Institutional Shares | $11.62 |
Institutional Plus Shares—Net Assets | |
Applicable to 2,832,646,935 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 32,910,152 |
Net Asset Value Per Share—Institutional Plus Shares | $11.62 |
Institutional Select Shares—Net Assets | |
Applicable to 2,280,885,799 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 26,499,845 |
Net Asset Value Per Share—Institutional Select Shares | $11.62 |
See accompanying Notes, which are an integral part of the Financial Statements.
18
Total Bond Market Index Fund
Statement of Operations
Year Ended | |
December 31, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 6,348,732 |
Total Income | 6,348,732 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 6,738 |
Management and Administrative—Investor Shares | 2,194 |
Management and Administrative—ETF Shares | 15,327 |
Management and Administrative—Admiral Shares | 47,858 |
Management and Administrative—Institutional Shares | 14,637 |
Management and Administrative—Institutional Plus Shares | 7,129 |
Management and Administrative—Institutional Select Shares | 1,760 |
Marketing and Distribution—Investor Shares | 200 |
Marketing and Distribution—ETF Shares | 2,552 |
Marketing and Distribution—Admiral Shares | 6,114 |
Marketing and Distribution—Institutional Shares | 1,525 |
Marketing and Distribution—Institutional Plus Shares | 384 |
Marketing and Distribution—Institutional Select Shares | 1 |
Custodian Fees | 482 |
Auditing Fees | 57 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 563 |
Shareholders’ Reports—Admiral Shares | 730 |
Shareholders’ Reports—Institutional Shares | 275 |
Shareholders’ Reports—Institutional Plus Shares | 69 |
Shareholders’ Reports—Institutional Select Shares | — |
Trustees’ Fees and Expenses | 168 |
Total Expenses | 108,763 |
Net Investment Income | 6,239,969 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | 1,622,740 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 11,722,932 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 19,585,641 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $31,026,000, $1,000,000, and $968,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $550,845,000 of net gain (loss) resulting from in-kind redemptions. |
See accompanying Notes, which are an integral part of the Financial Statements.
19
Total Bond Market Index Fund
Statement of Changes in Net Assets
Year Ended December 31, | ||
2020 | 2019 | |
($000) | ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 6,239,969 | 6,341,474 |
Realized Net Gain (Loss) | 1,622,740 | 312,316 |
Change in Unrealized Appreciation (Depreciation) | 11,722,932 | 11,925,643 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 19,585,641 | 18,579,433 |
Distributions1 | ||
Investor Shares | (37,585) | (79,531) |
ETF Shares | (1,395,782) | (1,164,386) |
Admiral Shares | (2,791,991) | (2,749,165) |
Institutional Shares | (1,236,339) | (1,248,249) |
Institutional Plus Shares | (677,401) | (618,238) |
Institutional Select Shares | (591,436) | (485,541) |
Total Distributions | (6,730,534) | (6,345,110) |
Capital Share Transactions | ||
Investor Shares | (18,187) | (2,888,656) |
ETF Shares | 17,275,399 | 9,751,333 |
Admiral Shares | 8,318,123 | 13,466,314 |
Institutional Shares | 3,111,383 | 4,332,735 |
Institutional Plus Shares | 7,986,922 | 3,077,058 |
Institutional Select Shares | 5,000,789 | 4,677,528 |
Net Increase (Decrease) from Capital Share Transactions | 41,674,429 | 32,416,312 |
Total Increase (Decrease) | 54,529,536 | 44,650,635 |
Net Assets | ||
Beginning of Period | 248,657,219 | 204,006,584 |
End of Period | 303,186,755 | 248,657,219 |
1 Certain prior-period numbers have been reclassified to conform with the current-period presentation.
See accompanying Notes, which are an integral part of the Financial Statements.
20
Total Bond Market Index Fund
Financial Highlights
Investor Shares
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 |
Net Asset Value, Beginning of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 |
Investment Operations | |||||
Net Investment Income | .2471 | .2941 | .2791 | .2601 | .254 |
Net Realized and Unrealized Gain (Loss) on Investments | .589 | .597 | (.296) | .105 | .015 |
Total from Investment Operations | .836 | .891 | (.017) | .365 | .269 |
Distributions | |||||
Dividends from Net Investment Income | (.247) | (.291) | (.280) | (.260) | (.254) |
Distributions from Realized Capital Gains | (.019) | — | (.003) | (.005) | (.005) |
Total Distributions | (.266) | (.291) | (.283) | (.265) | (.259) |
Net Asset Value, End of Period | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Total Return2 | 7.61% | 8.61% | -0.13% | 3.45% | 2.50% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,606 | $1,546 | $4,250 | $5,166 | $5,969 |
Ratio of Total Expenses to Average Net Assets | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% |
Ratio of Net Investment Income to Average Net Assets | 2.15% | 2.74% | 2.68% | 2.42% | 2.30% |
Portfolio Turnover Rate3,4 | 79% | 31% | 54% | 55% | 61% |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
4 | Includes 29%, 10%, 13%, 15%, and 23% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
21
Total Bond Market Index Fund
Financial Highlights
ETF Shares
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 |
Net Asset Value, Beginning of Period | $83.71 | $79.16 | $81.46 | $80.64 | $80.58 |
Investment Operations | |||||
Net Investment Income | 1.9621 | 2.2951 | 2.2091 | 2.0531 | 1.995 |
Net Realized and Unrealized Gain (Loss) on Investments | 4.455 | 4.535 | (2.280) | .842 | .096 |
Total from Investment Operations | 6.417 | 6.830 | (.071) | 2.895 | 2.091 |
Distributions | |||||
Dividends from Net Investment Income | (1.954) | (2.280) | (2.210) | (2.038) | (1.995) |
Distributions from Realized Capital Gains | (.143) | — | (.019) | (.037) | (.036) |
Total Distributions | (2.097) | (2.280) | (2.229) | (2.075) | (2.031) |
Net Asset Value, End of Period | $88.03 | $83.71 | $79.16 | $81.46 | $80.64 |
Total Return | 7.71% | 8.71% | -0.04% | 3.62% | 2.57% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $68,245 | $48,456 | $36,528 | $37,247 | $31,445 |
Ratio of Total Expenses to Average Net Assets | 0.035% | 0.035% | 0.035% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 2.25% | 2.78% | 2.79% | 2.52% | 2.40% |
Portfolio Turnover Rate2,3 | 79% | 31% | 54% | 55% | 61% |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
3 | Includes 29%, 10%, 13%, 15%, and 23% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
22
Total Bond Market Index Fund
Financial Highlights
Admiral Shares
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 |
Net Asset Value, Beginning of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 |
Investment Operations | |||||
Net Investment Income | .2581 | .3011 | .2901 | .2711 | .265 |
Net Realized and Unrealized Gain (Loss) on Investments | .590 | .601 | (.297) | .105 | .015 |
Total from Investment Operations | .848 | .902 | (.007) | .376 | .280 |
Distributions | |||||
Dividends from Net Investment Income | (.259) | (.302) | (.290) | (.271) | (.265) |
Distributions from Realized Capital Gains | (.019) | — | (.003) | (.005) | (.005) |
Total Distributions | (.278) | (.302) | (.293) | (.276) | (.270) |
Net Asset Value, End of Period | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Total Return2 | 7.72% | 8.71% | -0.03% | 3.56% | 2.60% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $120,909 | $107,098 | $88,281 | $82,839 | $72,592 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 2.25% | 2.78% | 2.78% | 2.52% | 2.40% |
Portfolio Turnover Rate3,4 | 79% | 31% | 54% | 55% | 61% |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
4 | Includes 29%, 10%, 13%, 15%, and 23% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
23
Total Bond Market Index Fund
Financial Highlights
Institutional Shares
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 |
Net Asset Value, Beginning of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 |
Investment Operations | |||||
Net Investment Income | .2601 | .3031 | .2921 | .2721 | .266 |
Net Realized and Unrealized Gain (Loss) on Investments | .590 | .601 | (.297) | .105 | .015 |
Total from Investment Operations | .850 | .904 | (.005) | .377 | .281 |
Distributions | |||||
Dividends from Net Investment Income | (.261) | (.304) | (.292) | (.272) | (.266) |
Distributions from Realized Capital Gains | (.019) | — | (.003) | (.005) | (.005) |
Total Distributions | (.280) | (.304) | (.295) | (.277) | (.271) |
Net Asset Value, End of Period | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Total Return | 7.74% | 8.73% | -0.01% | 3.57% | 2.61% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $53,018 | $47,477 | $40,728 | $39,101 | $34,167 |
Ratio of Total Expenses to Average Net Assets | 0.035% | 0.035% | 0.035% | 0.04% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 2.26% | 2.79% | 2.79% | 2.53% | 2.41% |
Portfolio Turnover Rate2,3 | 79% | 31% | 54% | 55% | 61% |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
3 | Includes 29%, 10%, 13%, 15%, and 23% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
24
Total Bond Market Index Fund
Financial Highlights
Institutional Plus Shares
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 |
Net Asset Value, Beginning of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 |
Investment Operations | |||||
Net Investment Income | .2601 | .3041 | .2921 | .2731 | .267 |
Net Realized and Unrealized Gain (Loss) on Investments | .590 | .600 | (.297) | .105 | .015 |
Total from Investment Operations | .850 | .904 | (.005) | .378 | .282 |
Distributions | |||||
Dividends from Net Investment Income | (.261) | (.304) | (.292) | (.273) | (.267) |
Distributions from Realized Capital Gains | (.019) | — | (.003) | (.005) | (.005) |
Total Distributions | (.280) | (.304) | (.295) | (.278) | (.272) |
Net Asset Value, End of Period | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Total Return | 7.74% | 8.74% | -0.01% | 3.58% | 2.62% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $32,910 | $23,679 | $19,399 | $19,488 | $22,203 |
Ratio of Total Expenses to Average Net Assets | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% |
Ratio of Net Investment Income to | |||||
Average Net Assets | 2.25% | 2.80% | 2.80% | 2.54% | 2.42% |
Portfolio Turnover Rate2,3 | 79% | 31% | 54% | 55% | 61% |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
3 | Includes 29%, 10%, 13%, 15%, and 23% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
25
Total Bond Market Index Fund
Financial Highlights
Institutional Select Shares
June 24, | |||||
Year Ended December 31, | 20161 to | ||||
For a Share Outstanding | Dec. 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 |
Net Asset Value, Beginning of Period | $11.05 | $10.45 | $10.75 | $10.65 | $11.03 |
Investment Operations | |||||
Net Investment Income | .2622 | .3062 | .2952 | .2752 | .135 |
Net Realized and Unrealized Gain (Loss) on Investments | .591 | .600 | (.298) | .105 | (.375) |
Total from Investment Operations | .853 | .906 | (.003) | .380 | (.240) |
Distributions | |||||
Dividends from Net Investment Income | (.264) | (.306) | (.294) | (.275) | (.135) |
Distributions from Realized Capital Gains | (.019) | — | (.003) | (.005) | (.005) |
Total Distributions | (.283) | (.306) | (.297) | (.280) | (.140) |
Net Asset Value, End of Period | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Total Return | 7.76% | 8.76% | 0.01% | 3.60% | -2.20% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $26,500 | $20,401 | $14,821 | $12,031 | $5,438 |
Ratio of Total Expenses to Average Net Assets | 0.01% | 0.01% | 0.01% | 0.01% | 0.01%3 |
Ratio of Net Investment Income to | |||||
Average Net Assets | 2.28% | 2.81% | 2.82% | 2.56% | 2.41%3 |
Portfolio Turnover Rate4,5 | 79% | 31% | 54% | 55% | 61%6 |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | Annualized. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
5 | Includes 29%, 10%, 13%, 15%, and 23% attributable to mortgage-dollar-roll activity. |
6 | Reflects the fund’s portfolio turnover for the fiscal year ended December 31, 2016. |
See accompanying Notes, which are an integral part of the Financial Statements.
26
Total Bond Market Index Fund
Notes to Financial Statements
Vanguard Total Bond Market Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers six classes of shares: Investor Shares, ETF Shares, Admiral Shares, Institutional Shares, Institutional Plus Shares, and Institutional Select Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.
Certain of the fund’s investments are in corporate debt instruments; the issuers’ abilities to meet their obligations may be affected by economic developments in their respective industries. Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. 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 and temporary cash investments 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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. Investments in Vanguard Market Liquidity Fund are valued at that fund’s net asset value. 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.
2. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that
27
Total Bond Market Index Fund
counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements.
At December 31, 2020, counterparties had deposited in segregated accounts securities with a value of $6,713,000 and cash of $9,147,000 in connection with TBA transactions.
3. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund’s portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.
4. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. The fund’s tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund’s tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund’s financial statements.
5. Distributions: Distributions from net investment income are declared daily by all share classes except ETF Shares, and paid on the first business day of the following month. Monthly income dividends from ETF Shares, and annual distributions from realized capital gains, if any, are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
6. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group (“Vanguard”) participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes, subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective
28
Total Bond Market Index Fund
rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and borrowings normally extend overnight, but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the year ended December 31, 2020, the fund did not utilize the credit facilities or the Interfund Lending Program.
7. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.
Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2020, the fund had contributed to Vanguard capital in the amount of $11,722,000, representing less than 0.01% of the fund’s net assets and 4.69% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
29
Total Bond Market Index Fund
C. Various inputs may be used to determine the value of the fund’s investments. 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 valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund’s investments as of December 31, 2020, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | Total | |
($000) | ($000) | ($000) | ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 189,745,675 | — | 189,745,675 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 7,681,707 | — | 7,681,707 |
Corporate Bonds | — | 89,138,496 | — | 89,138,496 |
Sovereign Bonds | — | 12,481,163 | — | 12,481,163 |
Taxable Municipal Bonds | — | 2,293,745 | — | 2,293,745 |
Temporary Cash Investments | 10,131,918 | — | — | 10,131,918 |
Total | 10,131,918 | 301,340,786 | — | 311,472,704 |
D. Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for in-kind redemptions and distributions in connection with fund share redemptions were reclassified between the following accounts:
Amount | |
($000) | |
Paid-in Capital | 584,255 |
Total Distributable Earnings (Loss) | (584,255) |
30
Total Bond Market Index Fund
Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the deferral of losses from wash sales. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:
Amount | |
($000) | |
Undistributed Ordinary Income | 13,561 |
Undistributed Long-Term Gains | 175,852 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 20,699,083 |
The tax character of distributions paid was as follows:
Year Ended December 31, | ||
2020 | 2019 | |
Amount | Amount | |
($000) | ($000) | |
Ordinary Income* | 6,368,646 | 6,345,110 |
Long-Term Capital Gains | 361,888 | — |
Total | 6,730,534 | 6,345,110 |
* Includes short-term capital gains, if any.
As of December 31, 2020, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | |
($000) | |
Tax Cost | 290,773,621 |
Gross Unrealized Appreciation | 21,094,423 |
Gross Unrealized Depreciation | (395,340) |
Net Unrealized Appreciation (Depreciation) | 20,699,083 |
E. During the year ended December 31, 2020, the fund purchased $99,571,006,000 of investment securities and sold $76,918,650,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $166,897,214,000 and $148,187,794,000, respectively. Total purchases and sales include $21,148,508,000 and $7,713,738,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.
31
Total Bond Market Index Fund
F. Capital share transactions for each class of shares were:
Year Ended December 31, | ||||
2020 | 2019 | |||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | |
Investor Shares | ||||
Issued | 277,616 | 24,164 | 314,902 | 29,205 |
Issued in Lieu of Cash Distributions | 37,585 | 3,257 | 72,635 | 6,735 |
Redeemed1 | (333,388) | (29,115) | (3,276,193) | (302,720) |
Net Increase (Decrease)—Investor Shares | (18,187) | (1,694) | (2,888,656) | (266,780) |
ETF Shares | ||||
Issued | 27,271,248 | 312,300 | 10,954,123 | 132,000 |
Issued in Lieu of Cash Distributions | — | — | — | — |
Redeemed | (9,995,849) | (115,900) | (1,202,790) | (14,600) |
Net Increase (Decrease)—ETF Shares | 17,275,399 | 196,400 | 9,751,333 | 117,400 |
Admiral Shares | ||||
Issued1 | 32,833,629 | 2,855,959 | 28,133,518 | 2,599,563 |
Issued in Lieu of Cash Distributions | 2,526,849 | 218,973 | 2,478,605 | 227,640 |
Redeemed | (27,042,355) | (2,361,365) | (17,145,809) | (1,581,483) |
Net Increase (Decrease)—Admiral Shares | 8,318,123 | 713,567 | 13,466,314 | 1,245,720 |
Institutional Shares | ||||
Issued | 16,333,166 | 1,419,275 | 12,742,108 | 1,173,938 |
Issued in Lieu of Cash Distributions | 1,171,471 | 101,527 | 1,175,382 | 107,971 |
Redeemed | (14,393,254) | (1,254,567) | (9,584,755) | (882,050) |
Net Increase (Decrease)—Institutional Shares | 3,111,383 | 266,235 | 4,332,735 | 399,859 |
Institutional Plus Shares | ||||
Issued | 13,383,222 | 1,159,783 | 7,083,423 | 653,802 |
Issued in Lieu of Cash Distributions | 639,039 | 55,349 | 581,981 | 53,455 |
Redeemed | (6,035,339) | (525,670) | (4,588,346) | (420,358) |
Net Increase (Decrease)—Institutional Plus Shares | 7,986,922 | 689,462 | 3,077,058 | 286,899 |
Institutional Select Shares | ||||
Issued | 5,969,746 | 520,606 | 4,809,687 | 441,094 |
Issued in Lieu of Cash Distributions | 591,436 | 51,240 | 485,541 | 44,575 |
Redeemed | (1,560,393) | (137,429) | (617,700) | (57,430) |
Net Increase (Decrease)— Institutional Select Shares | 5,000,789 | 434,417 | 4,677,528 | 428,239 |
1 | In November 2018, the fund announced changes to the availability and minimum investment criteria of the Investor and Admiral share classes. As a result, all of the outstanding Investor Shares automatically converted to Admiral Shares beginning in April 2019, with the exception of those held by Vanguard funds and certain other institutional investors. Investor Shares— Redeemed and Admiral Shares—Issued include 250,589,000 and 250,589,000, shares, respectively, in the amount of $2,708,595,000 from the conversion during the year ended December 31, 2019. |
G. Management has determined that no events or transactions occurred subsequent to December 31, 2020, that would require recognition or disclosure in these financial statements.
32
Report of Independent Registered
Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Total Bond Market Index Fund
Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments–investments summary of Vanguard Total Bond Market Index Fund (one of the funds constituting Vanguard Bond Index Funds, referred to hereafter as the “Fund”) as of December 31, 2020, the related statement of operations for the year ended December 31, 2020, the statement of changes in net assets for each of the two years in the period ended December 31, 2020, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of December 31, 2020, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2020 and the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2020 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
February 16, 2021
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
33
Special 2020 tax information (unaudited) for Vanguard Total Bond Market Index Fund
This information for the fiscal year ended December 31, 2020, is included pursuant to provisions of the Internal Revenue Code.
The fund distributed $387,947,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.
For nonresident alien shareholders, 100% of short-term capital gain dividends distributed by the fund are qualified short-term capital gains.
For nonresident alien shareholders, 87.2% of income dividends are interest-related dividends.
The percentage of the ordinary dividends reported by the fund that is treated as a section 163(j) interest dividend and thus is eligible to be treated as interest income for purposes of Section 163(j) and the regulations thereunder is 97.3%.
34
BLOOMBERG is a trademark and service mark of Bloomberg Finance L.P. BARCLAYS is a trademark and service mark of Barclays Bank Plc, used under license. Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL) (collectively, Bloomberg), or Bloomberg’s licensors, own all proprietary rights in the Bloomberg Barclays U.S. Aggregate Float Adjusted Index (the Index or Bloomberg Barclays Index).
Neither Barclays Bank Plc, Barclays Capital Inc., or any affiliate (collectively Barclays) or Bloomberg is the issuer or producer of the Total Bond Market Index Fund and neither Bloomberg nor Barclays has any responsibilities, obligations or duties to investors in the Total Bond Market Index Fund. The Index is licensed for use by The Vanguard Group, Inc. (Vanguard) as the sponsor of the Total Bond Market Index Fund. Bloomberg and Barclays’ only relationship with Vanguard in respect of the Index is the licensing of the Index, which is determined, composed and calculated by BISL, or any successor thereto, without regard to the Issuer or the Total Bond Market Index Fund or the owners of the Total Bond Market Index Fund.
Additionally, Vanguard may for itself execute transaction(s) with Barclays in or relating to the Index in connection with the Total Bond Market Index Fund. Investors acquire the Total Bond Market Index Fund from Vanguard and investors neither acquire any interest in the Index nor enter into any relationship of any kind whatsoever with Bloomberg or Barclays upon making an investment in the Total Bond Market Index Fund. The Total Bond Market Index Fund is not sponsored, endorsed, sold or promoted by Bloomberg or Barclays. Neither Bloomberg nor Barclays makes any representation or warranty, express or implied regarding the advisability of investing in the Total Bond Market Index Fund or the advisability of investing in securities generally or the ability of the Index to track corresponding or relative market performance. Neither Bloomberg nor Barclays has passed on the legality or suitability of the Total Bond Market Index Fund with respect to any person or entity. Neither Bloomberg nor Barclays is responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Total Bond Market Index Fund to be issued. Neither Bloomberg nor Barclays has any obligation to take the needs of the Issuer or the owners of the Total Bond Market Index Fund or any other third party into consideration in determining, composing or calculating the Index. Neither Bloomberg nor Barclays has any obligation or liability in connection with administration, marketing or trading of the Total Bond Market Index Fund.
The licensing agreement between Bloomberg and Barclays is solely for the benefit of Bloomberg and Barclays and not for the benefit of the owners of the Total Bond Market Index Fund, investors or other third parties. In addition, the licensing agreement between Vanguard and Bloomberg is solely for the benefit of Vanguard and Bloomberg and not for the benefit of the owners of the Total Bond Market Index Fund, investors or other third parties.
NEITHER BLOOMBERG NOR BARCLAYS SHALL HAVE ANY LIABILITY TO THE ISSUER, INVESTORS OR TO OTHER THIRD PARTIES FOR THE QUALITY, ACCURACY AND/OR COMPLETENESS OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN OR FOR INTERRUPTIONS IN THE DELIVERY OF THE BLOOMBERG BARCLAYS INDEX. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY THE ISSUER, THE INVESTORS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY EXPRESS OR IMPLIED WARRANTIES, AND EACH HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN. BLOOMBERG RESERVES THE RIGHT TO CHANGE THE METHODS OF CALCULATION OR PUBLICATION, OR TO CEASE THE CALCULATION OR PUBLICATION OF THE BLOOMBERG BARCLAYS INDEX, AND NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY MISCALCULATION OF OR ANY INCORRECT, DELAYED OR INTERRUPTED PUBLICATION WITH RESPECT TO THE BLOOMBERG BARCLAYS INDEX. NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY DAMAGES, INCLUDING, WITHOUT LIMITATION, ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES, OR ANY LOST PROFITS AND EVEN IF ADVISED OF THE POSSIBILITY OF SUCH, RESULTING FROM THE USE OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN OR WITH RESPECT TO THE TOTAL BOND MARKET INDEX FUND.
None of the information supplied by Bloomberg or Barclays and used in this publication may be reproduced in any manner without the prior written permission of both Bloomberg and Barclays Capital, the investment banking division of Barclays Bank Plc. Barclays Bank Plc is registered in England No. 1026167. Registered office 1 Churchill Place London E14 5HP.
© 2021 Bloomberg. Used with Permission.
Source: Bloomberg Index Services Limited. Copyright 2021, Bloomberg. All rights reserved.
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The People Who Govern Your Fund
The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund’s trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.
A majority of Vanguard’s board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 211 Vanguard funds.
Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in the Statement of Additional Information, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.
Interested Trustee1
Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (2018– present) of Vanguard; chief executive officer, president, and trustee (2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Chairman of the board (2011–2017) and trustee (2009–2017) of the Children’s Hospital of Philadelphia; and trustee (2018–present) and vice chair (2019–present) of The Shipley School.
Independent Trustees
Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Director of SPX FLOW, Inc. (multi-industry manufacturing). Director of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, and Roberts Wesleyan College. Trustee of the University of Rochester.
Amy Gutmann
Born in 1949. Trustee since June 2006. Principal occupation(s) during the past five years and other experience: president (2004–present) of the University of Pennsylvania. Christopher H. Browne Distinguished Professor of Political Science, School of Arts and Sciences, and professor of communication, Annenberg School for Communication, with secondary faculty appointments in the Department of Philosophy, School of Arts and Sciences, and at the Graduate School of Education, University of Pennsylvania.
F. Joseph Loughrey
Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services) and the Lumina Foundation. Director of the V Foundation. Member of the advisory
1 | Mr. Buckley is considered an “interested person,” as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds. |
council for the College of Arts and Letters and chair of the advisory board to the Kellogg Institute for International Studies, both at the University of Notre Dame.
Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM’s Retirement Plan Committee (2004–2013), senior vice president and general manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.
Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: chief investment officer (retired June 2020) and vice president (retired June 2020) of the University of Notre Dame. Assistant professor of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee (retired June 2020). Member of the board of Catholic Investment Services, Inc. (investment advisors) and the board of superintendence of the Institute for the Works of Religion.
Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: board chair (2020–present), chief executive officer (2011–2020), and president (2010–2019) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of the individual life and disability division of Guardian Life. Member of the board of the American Council of Life Insurers and the board of the Economic Club of New York. Trustee of the Partnership for New York City (business leadership), Chief Executives for Corporate Purpose, NewYork-Presbyterian Hospital, Catalyst, and the Bruce Museum (arts and science). Member of the Advisory Council for the Stanford Graduate School of Business.
André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Member of the board of advisors and member of the investment committee of the Museum of Fine Arts Boston. Member of the board (2018–present) of RIT Capital Partners (investment firm). Member of the investment committee of Partners Health Care System.
Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Member of the board of directors (2012–2014) of Neighborhood Reinvestment Corporation. Director (2017–present) of i(x) Investments, LLC; director (2017–present) of Reserve Trust. Rubenstein Fellow (2017–present) of Duke University; trustee (2017–present) of Amherst College, and trustee (2019–present) of the Folger Shakespeare Library.
Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Chairman of the board of trustees of Colby-Sawyer College. Member of the board of Hypertherm Inc. (industrial cutting systems, software, and consumables).
Executive Officers
John Bendl
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (2019–present) of each of the investment companies served by Vanguard. Chief accounting officer, treasurer, and controller of Vanguard (2017–present). Partner (2003–2016) at KPMG (audit, tax, and advisory services).
Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Treasurer (2017–present) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).
David Cermak
Born in 1960. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (2019–present) of each of the investment companies served by Vanguard. Managing director and head (2017–present) of Vanguard Investments Singapore. Managing director and head (2017–2019) of Vanguard Investments Hong Kong. Representative director and head (2014–2017) of Vanguard Investments Japan.
John Galloway
Born in 1973. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (September 2020–present) of each of the investment companies served by Vanguard. Head of Investor Advocacy (February 2020–present) and head of Marketing Strategy and Planning (2017–2020) at Vanguard. Deputy assistant to the President of the United States (2015).
Thomas J. Higgins
Born in 1957. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (2019–present), chief financial officer (2008–2019), and treasurer (1998–2008) of each of the investment companies served by Vanguard.
Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.
Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express.
Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.
John E. Schadl
Born in 1972. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer (2019–present) of Vanguard and of each of the investment companies served by Vanguard. Assistant vice president (2019–present) of Vanguard Marketing Corporation.
Vanguard Senior Management Team
Joseph Brennan | James M. Norris |
Mortimer J. Buckley | Thomas M. Rampulla |
Gregory Davis | Karin A. Risi |
John James | Anne E. Robinson |
John T. Marcante | Michael Rollings |
Chris D. McIsaac | Lauren Valente |
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All comparative mutual fund data are from Morningstar, Inc., unless otherwise noted.
You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
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© 2021 The Vanguard Group, Inc. All rights reserved. | |
U.S. Patent Nos. 6,879,964; 7,337,138; | |
7,720,749; 7,925,573; 8,090,646; 8,417,623; and 8,626,636. Vanguard Marketing Corporation, Distributor. | |
Q840 022021 |
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• | For the 12 months ended December 31, 2020, Vanguard Total Bond Market II Index Fund returned 7.31% for Investor Shares and 7.38% for Institutional Shares. The fund’s benchmark index returned 7.75%. The lack of liquidity in the bond market in March contributed to the greater-than-usual divergence of the fund’s return from its benchmark index. |
• | The emergence of COVID-19 in early 2020 turned into a global health crisis, and aggressive attempts to contain it resulted in a sharp downturn in economic activity. Unemployment spiked, and sectors where social distancing isn't possible were hit hard. Policymakers were quick to provide robust fiscal and monetary stimulus to blunt the pandemic’s economic impact. Many central banks slashed short-term interest rates and expanded or extended asset-purchase programs. |
• | With yields falling and prices rising, U.S. Treasuries posted a return of 8.00%. Mortgage-backed securities returned less than that, as low mortgage rates led to plenty of supply—but corporate bonds fared even better than Treasuries, returning 9.89%. |
• | By credit quality, lower-rated investment-grade bonds generally did better than higher-rated ones; by maturity, longer-dated bonds significantly outperformed. |
Average Annual Total Returns Periods Ended December 31, 2020 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 20.96% | 14.82% | 15.60% |
Russell 2000 Index (Small-caps) | 19.96 | 10.25 | 13.26 |
Russell 3000 Index (Broad U.S. market) | 20.89 | 14.49 | 15.43 |
FTSE All-World ex US Index (International) | 11.22 | 5.18 | 9.16 |
Bonds | |||
Bloomberg Barclays U.S. Aggregate Bond Index (Broad taxable market) | 7.51% | 5.34% | 4.44% |
Bloomberg Barclays Municipal Bond Index (Broad tax-exempt market) | 5.21 | 4.64 | 3.91 |
FTSE Three-Month U.S. Treasury Bill Index | 0.58 | 1.56 | 1.16 |
CPI | |||
Consumer Price Index | 1.36% | 1.85% | 1.95% |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2020 | |||
Beginning Account Value 6/30/2020 | Ending Account Value 12/31/2020 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Total Bond Market II Index Fund | |||
Investor Shares | $1,000.00 | $1,012.70 | $0.46 |
Institutional Shares | 1,000.00 | 1,013.00 | 0.10 |
Based on Hypothetical 5% Yearly Return | |||
Total Bond Market II Index Fund | |||
Investor Shares | $1,000.00 | $1,024.68 | $0.46 |
Institutional Shares | 1,000.00 | 1,025.04 | 0.10 |
Average Annual Total Returns Periods Ended December 31, 2020 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Total Bond Market II Index Fund Investor Shares | 7.31% | 4.33% | 3.68% | $14,349 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 14,644 |
One Year | Five Years | Ten Years | Final Value of a $5,000,000 Investment | ||
Total Bond Market II Index Fund Institutional Shares | 7.38% | 4.40% | 3.75% | $7,223,537 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.75 | 4.53 | 3.89 | 7,321,867 |
Asset-Backed/Commercial Mortgage-Backed Securities | 2.5% |
Corporate Bonds | 29.7 |
Sovereign Bonds | 4.0 |
Taxable Municipal Bonds | 0.8 |
U.S. Government and Agency Obligations | 63.0 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (62.5%) | ||||||
U.S. Government Securities (40.7%) | ||||||
United States Treasury Note/Bond | 8.125% | 8/15/21 | 34,550 | 36,224 | ||
United States Treasury Note/Bond | 1.500% | 11/30/21 | 13,553 | 13,725 | ||
United States Treasury Note/Bond | 1.750% | 11/30/21 | 420,296 | 426,469 | ||
United States Treasury Note/Bond | 1.875% | 11/30/21 | 150,425 | 152,822 | ||
United States Treasury Note/Bond | 2.625% | 12/15/21 | 272,994 | 279,478 | ||
United States Treasury Note/Bond | 2.000% | 12/31/21 | 156,840 | 159,756 | ||
United States Treasury Note/Bond | 2.125% | 12/31/21 | 116,875 | 119,194 | ||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 379,491 | 388,800 | ||
United States Treasury Note/Bond | 1.375% | 1/31/22 | 103,740 | 105,134 | ||
United States Treasury Note/Bond | 1.500% | 1/31/22 | 324,393 | 329,208 | ||
United States Treasury Note/Bond | 1.875% | 1/31/22 | 323,028 | 329,135 | ||
United States Treasury Note/Bond | 2.000% | 2/15/22 | 39,412 | 40,237 | ||
United States Treasury Note/Bond | 2.500% | 2/15/22 | 240,133 | 246,512 | ||
United States Treasury Note/Bond | 1.125% | 2/28/22 | 589,495 | 596,403 | ||
United States Treasury Note/Bond | 1.750% | 2/28/22 | 235,777 | 240,198 | ||
United States Treasury Note/Bond | 1.875% | 2/28/22 | 304,490 | 310,675 | ||
United States Treasury Note/Bond | 2.375% | 3/15/22 | 200,000 | 205,375 | ||
United States Treasury Note/Bond | 0.375% | 3/31/22 | 1,162,069 | 1,165,700 | ||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 202,337 | 206,415 | ||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 345,707 | 353,216 | ||
United States Treasury Note/Bond | 0.125% | 4/30/22 | 981,980 | 982,133 | ||
United States Treasury Note/Bond | 0.125% | 5/31/22 | 209,080 | 209,113 | ||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 67,332 | 68,868 | ||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 317,504 | 324,946 | ||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 21,880 | 21,880 | ||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 367,600 | 376,503 | ||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 135,735 | 139,786 | ||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 348,260 | 356,912 | ||
United States Treasury Note/Bond | 0.125% | 7/31/22 | 380,856 | 380,915 | ||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 269,263 | 276,668 | ||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 187,730 | 193,245 | ||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 365,753 | 373,868 | ||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 259,234 | 265,512 | ||
United States Treasury Note/Bond | 0.125% | 8/31/22 | 331,745 | 331,745 | ||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 341,015 | 349,434 | ||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 229,931 | 236,577 | ||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 583,810 | 597,311 | ||
United States Treasury Note/Bond | 0.125% | 9/30/22 | 55,072 | 55,072 | ||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 268,153 | 275,695 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 250,061 | 257,641 | ||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 447,361 | 457,287 | ||
United States Treasury Note/Bond | 0.125% | 10/31/22 | 325,760 | 325,760 | ||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 317,955 | 328,040 | ||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 320,049 | 330,951 | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 576,460 | 592,493 | ||
United States Treasury Note/Bond | 0.125% | 11/30/22 | 472,365 | 472,365 | ||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 593,275 | 614,318 | ||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 914,345 | 940,918 | ||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 583,086 | 606,227 | ||
United States Treasury Note/Bond | 1.500% | 1/15/23 | 9,420 | 9,682 | ||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 279,340 | 288,680 | ||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 81,440 | 85,207 | ||
United States Treasury Note/Bond | 1.375% | 2/15/23 | 100,000 | 102,625 | ||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 375,850 | 390,649 | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 247,637 | 254,911 | ||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 133,984 | 141,144 | ||
United States Treasury Note/Bond | 0.500% | 3/15/23 | 633,593 | 638,741 | ||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 100,115 | 103,150 | ||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 394,925 | 415,782 | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 903,380 | 905,638 | ||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 151,271 | 156,471 | ||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 153,300 | 162,570 | ||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 1,216,645 | 1,216,265 | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 124,775 | 129,493 | ||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 122,505 | 126,869 | ||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 65,346 | 69,430 | ||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 1,154,255 | 1,157,141 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 254,587 | 262,344 | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 191,146 | 202,913 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 557,552 | 557,204 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 133,182 | 136,969 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 86,268 | 92,037 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 1,170,180 | 1,169,449 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 209,285 | 222,136 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 344,995 | 356,207 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 50,000 | 53,438 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 737,215 | 736,639 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 152,840 | 157,951 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 1,005,354 | 1,004,569 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 50,000 | 52,078 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 114,000 | 122,728 | ||
United States Treasury Note/Bond | 0.250% | 11/15/23 | 818,010 | 820,311 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 349,215 | 375,188 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 182,625 | 193,069 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 197,846 | 213,426 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 809,920 | 808,908 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 120,863 | 128,379 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 1,015,123 | 1,089,354 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 197,225 | 209,798 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 686,069 | 734,951 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 270,399 | 292,115 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 153,000 | 162,348 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 298,197 | 318,791 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 708,094 | 752,350 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 280,940 | 297,753 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 134,542 | 143,708 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 366,753 | 395,119 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 268,571 | 284,979 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 355,810 | 374,824 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 230,940 | 245,302 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 177,500 | 187,207 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 195,665 | 208,995 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 659,320 | 710,417 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 243,460 | 258,106 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 396,425 | 415,131 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 248,720 | 266,208 | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 76,061 | 79,710 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 359,393 | 386,853 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 483,372 | 520,682 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 702,564 | 736,704 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 141,200 | 151,481 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 40,235 | 42,611 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 285,467 | 308,037 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 262,225 | 285,989 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 212,509 | 227,517 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 1,033,810 | 1,070,155 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 333,477 | 367,554 | ||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 1,007,989 | 1,017,124 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 603,909 | 606,079 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 267,029 | 296,652 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 256,221 | 276,519 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 481,780 | 480,801 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 174,085 | 193,697 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 441,568 | 440,395 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 179,285 | 198,810 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 425,550 | 424,220 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 233,510 | 260,656 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 189,083 | 203,677 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 40,840 | 53,022 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 466,895 | 465,290 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 186,630 | 207,509 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 407,661 | 406,005 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 683,693 | 680,702 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 434,690 | 474,763 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 822,280 | 823,308 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 416,497 | 467,583 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 196,375 | 196,498 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 534,932 | 568,867 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 384,057 | 425,583 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 467,794 | 512,892 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 160,000 | 176,650 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 519,377 | 552,812 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 378,579 | 413,183 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 333,440 | 359,698 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 282,000 | 304,384 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 634,832 | 671,930 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 8,800 | 11,869 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 430,805 | 453,018 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 56,188 | 59,875 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 346,480 | 369,380 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 366,562 | 398,751 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 36,215 | 48,794 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 180,570 | 192,561 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 361,253 | 388,065 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 1,190 | 1,261 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 6,056 | 6,692 | ||
United States Treasury Note/Bond | 6.625% | 2/15/27 | 39,650 | 54,234 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 772,870 | 801,128 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 1,023,965 | 1,029,725 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 1,308,350 | 1,304,466 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 43,030 | 47,978 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 586,412 | 584,121 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 608,125 | 605,274 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 743,115 | 733,013 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 342,539 | 379,630 | ||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 6,850 | 9,429 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 569,230 | 565,405 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 554,655 | 545,902 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 1,008,957 | 1,000,444 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 187,761 | 208,414 | ||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 55,808 | 76,518 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 1,040,670 | 1,040,020 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 347,200 | 346,658 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 182,470 | 209,128 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 181,973 | 210,775 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 442,152 | 513,380 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 45,575 | 61,761 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 280,130 | 331,516 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 76,342 | 102,752 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 76,983 | 88,338 | ||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 52,279 | 70,773 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 102,706 | 109,831 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 37,930 | 54,868 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 150,000 | 162,047 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 1,093,597 | 1,156,479 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 780,552 | 762,868 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 114,435 | 170,365 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 834,646 | 813,520 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 940,884 | 937,209 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 128,675 | 184,548 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 188,843 | 276,891 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 78,500 | 119,516 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 77,327 | 121,041 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 204,635 | 303,787 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 83,579 | 126,048 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 46,194 | 62,643 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 117,867 | 174,701 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 100,656 | 153,815 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 120,905 | 182,604 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 84,805 | 131,991 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 703,410 | 667,250 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 109,320 | 165,705 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 348,110 | 329,399 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 140,325 | 200,862 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 339,440 | 335,462 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 141,854 | 212,870 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 78,692 | 125,612 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 117,000 | 179,229 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 145,310 | 206,295 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 133,056 | 173,825 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 153,742 | 201,378 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 138,000 | 177,352 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 212,528 | 263,203 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 243,319 | 301,107 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 264,159 | 346,131 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 365,700 | 461,982 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 290,652 | 410,182 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 237,806 | 341,995 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 348,494 | 492,956 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 204,400 | 279,262 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 306,150 | 403,400 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 295,089 | 381,587 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 377,882 | 450,270 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 362,154 | 469,668 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 365,506 | 464,821 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 142,327 | 185,070 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 302,948 | 361,644 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 332,873 | 397,523 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 334,838 | 382,029 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 266,990 | 340,954 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 251,099 | 328,234 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 202,051 | 264,466 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 265,418 | 332,602 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 310,732 | 389,726 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 375,470 | 492,570 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 411,233 | 551,695 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 454,182 | 597,107 | ||
1 | United States Treasury Note/Bond | 3.375% | 11/15/48 | 336,303 | 472,138 | |
United States Treasury Note/Bond | 3.000% | 2/15/49 | 312,173 | 411,483 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 463,731 | 598,503 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 354,020 | 404,910 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 240,699 | 282,596 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 471,024 | 511,429 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 738,574 | 669,563 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 505,956 | 473,385 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 736,485 | 732,803 | ||
90,229,361 | ||||||
Agency Bonds and Notes (1.4%) | ||||||
2 | AID-Iraq | 2.149% | 1/18/22 | 9,025 | 9,206 | |
2 | AID-Israel | 5.500% | 9/18/23 | 6,500 | 7,413 | |
2 | AID-Israel | 5.500% | 12/4/23 | 7,002 | 8,058 | |
2 | AID-Israel | 5.500% | 4/26/24 | 5,575 | 6,508 | |
2 | AID-Israel | 5.500% | 9/18/33 | 150 | 221 | |
2 | AID-Jordan | 2.578% | 6/30/22 | 3,180 | 3,280 | |
2 | AID-Jordan | 3.000% | 6/30/25 | 4,325 | 4,699 | |
2 | AID-Ukraine | 1.471% | 9/29/21 | 6,825 | 6,868 | |
Federal Farm Credit Banks | 3.050% | 11/15/21 | 6,050 | 6,204 | ||
Federal Farm Credit Banks | 1.600% | 12/28/21 | 10,300 | 10,452 | ||
Federal Farm Credit Banks | 2.600% | 1/18/22 | 6,000 | 6,156 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Federal Farm Credit Banks | 0.375% | 4/8/22 | 40,000 | 40,126 | ||
Federal Farm Credit Banks | 0.125% | 11/23/22 | 24,000 | 23,994 | ||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 6,300 | 6,549 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 5,100 | 5,595 | ||
3 | Federal Home Loan Banks | 3.000% | 10/12/21 | 81,300 | 83,118 | |
Federal Home Loan Banks | 1.625% | 11/19/21 | 38,030 | 38,536 | ||
Federal Home Loan Banks | 1.875% | 11/29/21 | 79,160 | 80,426 | ||
Federal Home Loan Banks | 1.625% | 12/20/21 | 66,960 | 67,933 | ||
Federal Home Loan Banks | 0.250% | 6/3/22 | 39,275 | 39,339 | ||
Federal Home Loan Banks | 2.125% | 6/10/22 | 7,750 | 7,971 | ||
Federal Home Loan Banks | 0.125% | 8/12/22 | 18,850 | 18,844 | ||
3 | Federal Home Loan Banks | 2.000% | 9/9/22 | 11,665 | 12,028 | |
Federal Home Loan Banks | 0.125% | 10/21/22 | 42,250 | 42,233 | ||
Federal Home Loan Banks | 1.375% | 2/17/23 | 40,000 | 41,039 | ||
Federal Home Loan Banks | 2.125% | 3/10/23 | 28,800 | 30,041 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 44,590 | 47,741 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 200 | 218 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 19,940 | 20,842 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 1,585 | 1,877 | ||
Federal Home Loan Banks | 2.875% | 9/13/24 | 1,000 | 1,096 | ||
Federal Home Loan Banks | 0.500% | 4/14/25 | 25,900 | 26,040 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 8,000 | 7,982 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 19,645 | 23,379 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 20,850 | 32,193 | ||
4 | Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 70,985 | ��� 72,630 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 6/8/22 | 20,000 | 20,033 | |
3,4 | Federal Home Loan Mortgage Corp. | 0.125% | 7/25/22 | 25,350 | 25,342 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 3,000 | 3,015 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 34,000 | 34,172 | |
3,4 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 42,650 | 45,351 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 42,000 | 42,086 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 52,625 | 52,711 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 48,000 | 48,067 | |
4 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 34,910 | 34,830 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 86,460 | 86,564 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 60,000 | 60,074 | |
4 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 60,000 | 62,804 | |
3,4 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 44,000 | 43,946 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 108,000 | 107,711 | |
3,4 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 2,573 | 3,836 | |
4 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 35,301 | 54,593 | |
4 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 31,178 | 48,231 | |
4 | Federal National Mortgage Assn. | 1.375% | 10/7/21 | 44,250 | 44,677 | |
4 | Federal National Mortgage Assn. | 2.000% | 1/5/22 | 101,000 | 102,911 | |
4 | Federal National Mortgage Assn. | 2.625% | 1/11/22 | 10,798 | 11,074 | |
4 | Federal National Mortgage Assn. | 1.875% | 4/5/22 | 61,000 | 62,336 | |
4 | Federal National Mortgage Assn. | 2.250% | 4/12/22 | 23,810 | 24,453 | |
4 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 15,115 | 15,425 | |
4 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 69,818 | 72,094 | |
4 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 25,381 | 26,533 | |
4 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 30,000 | 30,066 | |
4 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 30,000 | 30,055 | |
4 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 50,000 | 53,588 | |
4 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 69,000 | 69,084 | |
4 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 45,214 | 48,386 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 41,103 | 43,273 | |
4 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 8,755 | 9,517 | |
4 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 38,890 | 40,897 | |
4 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 43,250 | 45,492 | |
4 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 2,200 | 2,224 | |
4 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 26,000 | 26,112 | |
4 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 86,500 | 86,312 | |
4 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 55,000 | 55,152 | |
4 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 42,302 | 45,984 | |
4 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 30,435 | 32,796 | |
4 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 98,140 | 98,153 | |
4 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 17,526 | 25,018 | |
4 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 17,956 | 27,397 | |
4 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 32,760 | 50,804 | |
4 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 84,000 | 82,538 | |
4 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 27,435 | 41,611 | |
4 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 3,396 | 5,397 | |
4 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 300 | 512 | |
2,3 | Private Export Funding Corp. | 4.300% | 12/15/21 | 7,760 | 8,056 | |
2,3 | Private Export Funding Corp. | 2.800% | 5/15/22 | 1,125 | 1,163 | |
2,3 | Private Export Funding Corp. | 2.050% | 11/15/22 | 15,525 | 16,027 | |
2,3 | Private Export Funding Corp. | 3.550% | 1/15/24 | 16,425 | 17,974 | |
2,3 | Private Export Funding Corp. | 2.450% | 7/15/24 | 4,955 | 5,303 | |
2 | Private Export Funding Corp. | 1.750% | 11/15/24 | 3,115 | 3,273 | |
2,3 | Private Export Funding Corp. | 3.250% | 6/15/25 | 3,250 | 3,628 | |
Tennessee Valley Authority | 1.875% | 8/15/22 | 3,875 | 3,979 | ||
Tennessee Valley Authority | 2.875% | 9/15/24 | 12,231 | 13,382 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 3,000 | 3,040 | ||
3 | Tennessee Valley Authority | 6.750% | 11/1/25 | 19,581 | 25,340 | |
3 | Tennessee Valley Authority | 2.875% | 2/1/27 | 25,750 | 28,997 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 9,625 | 14,711 | ||
3 | Tennessee Valley Authority | 4.700% | 7/15/33 | 6,375 | 8,762 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 4,000 | 5,545 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 6,795 | 10,457 | ||
Tennessee Valley Authority | 6.150% | 1/15/38 | 665 | 1,076 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,436 | 2,196 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 15,248 | 22,988 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 14,320 | 21,651 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 5,585 | 9,490 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 8,838 | 13,680 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 8,050 | 11,868 | ||
3,176,658 | ||||||
Conventional Mortgage-Backed Securities (20.4%) | ||||||
3,4 | Fannie Mae Pool | 6.000% | 11/1/32 | 71 | 80 | |
3,4 | Fannie Mae Pool | 6.500% | 9/1/32 | 39 | 43 | |
3,4 | Freddie Mac Gold Pool | 2.000% | 1/1/28–12/1/31 | 29,477 | 30,840 | |
3,4 | Freddie Mac Gold Pool | 2.500% | 4/1/27–3/1/43 | 452,800 | 474,509 | |
3,4 | Freddie Mac Gold Pool | 3.000% | 10/1/26–4/1/48 | 1,447,743 | 1,532,616 | |
3,4 | Freddie Mac Gold Pool | 3.500% | 2/1/21–3/1/49 | 1,698,319 | 1,818,595 | |
3,4 | Freddie Mac Gold Pool | 4.000% | 10/1/21–2/1/49 | 1,073,658 | 1,165,853 | |
3,4 | Freddie Mac Gold Pool | 4.500% | 6/1/21–1/1/49 | 509,363 | 561,746 | |
3,4 | Freddie Mac Gold Pool | 5.000% | 3/1/21–11/1/48 | 165,579 | 186,564 | |
3,4 | Freddie Mac Gold Pool | 5.500% | 1/1/22–6/1/41 | 89,072 | 102,083 | |
3,4 | Freddie Mac Gold Pool | 6.000% | 5/1/21–5/1/40 | 43,458 | 50,653 | |
3,4 | Freddie Mac Gold Pool | 6.500% | 3/1/22–9/1/39 | 11,870 | 13,697 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Freddie Mac Gold Pool | 7.000% | 3/1/26–12/1/38 | 4,301 | 4,889 | |
3,4 | Freddie Mac Gold Pool | 7.500% | 4/1/27–2/1/32 | 38 | 44 | |
3,4 | Freddie Mac Gold Pool | 8.000% | 1/1/27–11/1/31 | 61 | 71 | |
3,4 | Freddie Mac Gold Pool | 8.500% | 6/1/25 | 11 | 12 | |
3,5 | Ginnie Mae II Pool | 2.000% | 11/20/50–1/15/51 | 669,451 | 699,989 | |
3,5 | Ginnie Mae II Pool | 2.500% | 6/20/27–1/15/51 | 1,295,405 | 1,374,080 | |
3 | Ginnie Mae I Pool | 3.000% | 1/15/26–9/20/50 | 2,823,035 | 2,984,082 | |
3,5 | Ginnie Mae II Pool | 3.500% | 9/20/25–1/15/51 | 2,708,985 | 2,910,318 | |
3 | Ginnie Mae I Pool | 4.000% | 6/15/24–4/20/50 | 1,458,345 | 1,579,047 | |
3 | Ginnie Mae I Pool | 4.500% | 10/15/24–1/20/50 | 762,163 | 833,419 | |
3 | Ginnie Mae I Pool | 5.000% | 12/15/32–12/20/49 | 267,465 | 299,050 | |
3 | Ginnie Mae II Pool | 5.500% | 8/20/23–8/20/49 | 65,922 | 75,398 | |
3 | Ginnie Mae I Pool | 6.000% | 1/15/26–9/20/41 | 38,488 | 44,270 | |
3 | Ginnie Mae I Pool | 6.500% | 5/15/24–11/20/39 | 11,179 | 12,883 | |
3 | Ginnie Mae I Pool | 7.000% | 7/15/23–11/20/38 | 1,067 | 1,292 | |
3 | Ginnie Mae I Pool | 7.500% | 12/15/23 | 4 | 5 | |
3 | Ginnie Mae I Pool | 8.000% | 6/15/25–1/15/27 | 18 | 20 | |
3,4,5 | UMBS Pool | 1.500% | 1/25/36–1/25/51 | 1,235,806 | 1,257,938 | |
3,4,5 | UMBS Pool | 2.000% | 11/1/27–1/25/51 | 5,696,838 | 5,926,690 | |
3,4,5 | UMBS Pool | 2.500% | 11/1/26–1/25/51 | 5,008,358 | 5,272,535 | |
3,4,5 | UMBS Pool | 3.000% | 11/1/23–1/25/51 | 5,700,968 | 6,021,942 | |
3,4,5 | UMBS Pool | 3.500% | 3/1/21–1/15/51 | 4,071,332 | 4,354,304 | |
3,4,5 | UMBS Pool | 4.000% | 4/1/24–1/25/51 | 2,997,610 | 3,249,625 | |
3,4,5 | UMBS Pool | 4.500% | 3/1/21–1/15/51 | 1,381,982 | 1,524,396 | |
3,4 | UMBS Pool | 5.000% | 4/1/21–3/1/50 | 419,478 | 474,901 | |
3,4 | UMBS Pool | 5.500% | 5/1/21–6/1/49 | 171,872 | 198,397 | |
3,4 | UMBS Pool | 6.000% | 4/1/21–5/1/41 | 119,319 | 139,824 | |
3,4 | UMBS Pool | 6.500% | 10/1/21–5/1/40 | 28,736 | 33,570 | |
3,4 | UMBS Pool | 7.000% | 8/1/27–12/1/38 | 7,290 | 8,513 | |
3,4 | UMBS Pool | 7.500% | 7/1/30–12/1/32 | 93 | 111 | |
3,4 | UMBS Pool | 8.000% | 12/1/29 | 9 | 11 | |
45,218,905 | ||||||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.290% | 2.799% | 12/1/41 | 529 | 551 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.310% | 1.889% | 9/1/37 | 1,058 | 1,094 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.392% | 2.033% | 10/1/37 | 154 | 160 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.432% | 2.066% | 7/1/36 | 78 | 81 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.473% | 3.338% | 3/1/43 | 1,283 | 1,303 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.530% | 2.104% | 12/1/43 | 513 | 552 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.553% | 2.190% | 9/1/43 | 187 | 189 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.560% | 2.279% | 7/1/43 | 2,319 | 2,405 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.596% | 2.096% | 11/1/33 | 30 | 32 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.600% | 2.610% | 6/1/43 | 683 | 692 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.623% | 3.623% | 2/1/36 | 96 | 98 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.625% | 2.337% | 8/1/35 | 203 | 217 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.625% | 2.424% | 10/1/37 | 189 | 196 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.627% | 3.627% | 3/1/38 | 81 | 84 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.635% | 2.135% | 11/1/36 | 21 | 23 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.643% | 3.382% | 1/1/37 | 74 | 77 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.657% | 2.443% | 10/1/42 | 431 | 434 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.658% | 2.408% | 7/1/35 | 177 | 187 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.660% | 2.207% | 9/1/40 | 66 | 70 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.665% | 2.540% | 6/1/36 | 11 | 11 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.682% | 3.682% | 4/1/36 | 58 | 61 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.684% | 2.104% | 12/1/33 | 58 | 63 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.685% | 2.903% | 8/1/39 | 556 | 576 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.686% | 2.911% | 6/1/42 | 695 | 728 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.690% | 2.212% | 10/1/39 | 194 | 203 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.690% | 2.326% | 9/1/42 | 826 | 869 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.690% | 3.149% | 5/1/40 | 199 | 209 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.693% | 2.364% | 11/1/39 | 244 | 258 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.695% | 2.445% | 7/1/39 | 70 | 74 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.698% | 2.453% | 8/1/40 | 155 | 164 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.700% | 2.452% | 1/1/42 | 672 | 701 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.700% | 2.678% | 7/1/37 | 135 | 145 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.700% | 3.128% | 12/1/40 | 178 | 190 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.701% | 2.245% | 10/1/42 | 450 | 480 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.705% | 2.108% | 11/1/39 | 88 | 92 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.722% | 3.567% | 5/1/42 | 580 | 610 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.723% | 2.537% | 9/1/43 | 969 | 1,003 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.729% | 2.229% | 9/1/34 | 72 | 74 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.738% | 2.613% | 6/1/41 | 77 | 82 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.747% | 2.604% | 7/1/41 | 616 | 654 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.748% | 3.748% | 5/1/35 | 97 | 101 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.750% | 2.446% | 10/1/40 | 95 | 101 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.750% | 3.750% | 2/1/36 | 108 | 113 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.771% | 3.512% | 5/1/42 | 207 | 217 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.780% | 3.780% | 2/1/41 | 205 | 218 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.781% | 3.098% | 7/1/42 | 484 | 526 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.792% | 3.383% | 8/1/42 | 906 | 910 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.794% | 2.803% | 3/1/42 | 483 | 523 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.795% | 3.795% | 3/1/42 | 572 | 608 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.798% | 3.144% | 2/1/42 | 1,401 | 1,503 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.805% | 2.274% | 11/1/41 | 451 | 486 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.810% | 2.185% | 11/1/39 | 94 | 98 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.810% | 2.310% | 11/1/33–10/1/40 | 595 | 634 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.810% | 3.810% | 12/1/40 | 238 | 253 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.813% | 2.213% | 11/1/41 | 273 | 291 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.813% | 2.937% | 1/1/42 | 366 | 389 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.815% | 2.287% | 12/1/41 | 356 | 382 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.815% | 2.289% | 12/1/40 | 170 | 179 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.815% | 2.315% | 11/1/40 | 180 | 191 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.815% | 3.082% | 5/1/41 | 270 | 289 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.815% | 3.815% | 2/1/41 | 277 | 295 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.818% | 2.573% | 9/1/40 | 423 | 449 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.819% | 3.528% | 3/1/41 | 376 | 401 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.820% | 2.609% | 12/1/40 | 189 | 201 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.823% | 2.327% | 12/1/39 | 196 | 206 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.824% | 3.824% | 2/1/41 | 206 | 209 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.825% | 3.825% | 3/1/41 | 300 | 325 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.826% | 2.826% | 7/1/38 | 78 | 80 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.830% | 2.830% | 6/1/41 | 351 | 373 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.830% | 3.496% | 4/1/41 | 353 | 359 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.835% | 3.526% | 1/1/40 | 204 | 215 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.840% | 2.566% | 8/1/39 | 188 | 200 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.848% | 2.770% | 2/1/42 | 410 | 442 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.860% | 3.610% | 5/1/40 | 67 | 71 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.880% | 2.809% | 11/1/34 | 219 | 235 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.909% | 3.659% | 4/1/37 | 183 | 196 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.912% | 2.787% | 5/1/36 | 21 | 21 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+1.965% | 3.965% | 4/1/37 | 4 | 5 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR+2.130% | 3.293% | 10/1/36 | 101 | 110 | |
3,4,6 | Fannie Mae Pool, 1YR CMT+2.155% | 3.780% | 12/1/37 | 232 | 241 | |
3,4,6 | Fannie Mae Pool, 1YR CMT+2.268% | 2.393% | 12/1/35 | 80 | 85 | |
3,4,6 | Fannie Mae Pool, 1YR CMT+2.313% | 3.623% | 1/1/35 | 104 | 112 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR+1.146% | 1.396% | 4/1/37 | 392 | 410 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR+1.840% | 2.715% | 8/1/37 | 135 | 143 | |
3,4 | Fannie Mae REMICS | 2.411% | 3/25/23 | 5,725 | 5,924 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.487% | 3.236% | 3/1/37 | 27 | 27 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.561% | 2.329% | 9/1/37 | 31 | 32 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.570% | 3.570% | 3/1/37 | 9 | 10 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.625% | 3.625% | 1/1/38 | 37 | 39 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.640% | 2.152% | 11/1/43 | 455 | 475 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.640% | 2.649% | 5/1/42 | 113 | 113 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.640% | 3.755% | 12/1/36 | 108 | 116 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.660% | 2.160% | 10/1/37 | 302 | 314 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.665% | 3.873% | 12/1/34 | 36 | 36 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.695% | 3.695% | 2/1/37 | 75 | 80 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.727% | 3.727% | 1/1/35 | 19 | 20 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.743% | 3.854% | 12/1/36 | 145 | 151 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.745% | 3.751% | 12/1/40–2/1/42 | 657 | 694 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.750% | 3.500% | 5/1/38 | 23 | 24 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.750% | 3.813% | 12/1/41 | 327 | 350 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.765% | 2.853% | 12/1/36 | 40 | 43 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.802% | 2.987% | 6/1/37 | 240 | 259 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.825% | 2.448% | 3/1/42 | 294 | 314 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.830% | 3.363% | 12/1/35 | 109 | 116 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.831% | 2.831% | 1/1/37 | 37 | 40 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.840% | 2.840% | 6/1/37 | 25 | 27 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.850% | 2.585% | 8/1/37 | 71 | 74 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.880% | 2.772% | 6/1/40 | 127 | 134 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.880% | 2.813% | 6/1/41 | 96 | 100 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.880% | 2.880% | 6/1/40 | 181 | 188 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.880% | 2.922% | 5/1/40 | 76 | 79 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.880% | 3.630% | 5/1/40 | 32 | 34 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.880% | 3.880% | 12/1/40–3/1/41 | 602 | 639 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.889% | 3.790% | 2/1/42 | 346 | 351 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.895% | 2.544% | 9/1/40 | 464 | 493 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.900% | 2.814% | 6/1/40 | 140 | 146 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.900% | 2.859% | 11/1/40 | 275 | 287 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.910% | 3.910% | 2/1/41 | 331 | 352 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.910% | 3.928% | 1/1/41 | 68 | 73 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.995% | 3.995% | 3/1/37 | 138 | 147 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+1.996% | 3.529% | 5/1/37 | 498 | 519 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR+2.085% | 4.085% | 3/1/38 | 23 | 25 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT+2.250% | 2.522% | 11/1/36 | 40 | 41 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT+2.250% | 2.914% | 5/1/36 | 76 | 80 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT+2.250% | 2.957% | 11/1/34 | 251 | 264 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT+2.250% | 3.757% | 2/1/36 | 64 | 68 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT+2.410% | 4.009% | 10/1/36 | 188 | 201 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT+2.549% | 4.048% | 3/1/37 | 37 | 37 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR+1.355% | 1.855% | 6/1/37 | 87 | 89 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR+1.570% | 1.945% | 3/1/37 | 8 | 8 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR+1.665% | 2.057% | 1/1/37 | 186 | 198 | |
3,6 | Ginnie Mae II Pool, 1YR CMT+1.500% | 1.625% | 7/20/38 | 39 | 39 | |
3,6 | Ginnie Mae II Pool, 1YR CMT+1.500% | 2.250% | 7/20/41–8/20/41 | 1,874 | 1,936 | |
3,6 | Ginnie Mae II Pool, 1YR CMT+1.500% | 2.875% | 6/20/29–6/20/43 | 3,054 | 3,192 | |
3,6 | Ginnie Mae II Pool, 1YR CMT+1.500% | 3.000% | 1/20/41–3/20/43 | 4,184 | 4,370 | |
3,6 | Ginnie Mae II Pool, 1YR CMT+1.500% | 3.125% | 10/20/38–12/20/43 | 3,802 | 3,929 | |
3,6 | Ginnie Mae II Pool, 1YR CMT+2.000% | 2.375% | 5/20/41 | 85 | 88 | |
3,6 | Ginnie Mae II Pool, 1YR CMT+2.000% | 3.375% | 5/20/41 | 108 | 111 | |
3,6 | Ginnie Mae II Pool, 1YR CMT+2.000% | 3.625% | 11/20/40 | 33 | 35 | |
56,619 | ||||||
Total U.S. Government and Agency Obligations (Cost $132,160,010) | 138,681,543 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.5%) | ||||||
3 | Ally Auto Receivables Trust Series 2017-4 | 1.960% | 7/15/22 | 2,032 | 2,038 | |
3 | Ally Auto Receivables Trust Series 2018-1 | 2.350% | 6/15/22 | 617 | 619 | |
3 | Ally Auto Receivables Trust Series 2018-1 | 2.530% | 2/15/23 | 1,450 | 1,466 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Ally Auto Receivables Trust Series 2018-3 | 3.000% | 1/17/23 | 533 | 538 | |
3 | Ally Auto Receivables Trust Series 2018-3 | 3.120% | 7/17/23 | 1,925 | 1,991 | |
3 | Ally Auto Receivables Trust Series 2019-2 | 2.230% | 1/16/24 | 12,500 | 12,691 | |
3 | Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | 1,450 | 1,506 | |
3 | Ally Auto Receivables Trust Series 2019-4 | 1.840% | 6/17/24 | 10,370 | 10,525 | |
3 | Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | 1,250 | 1,285 | |
3 | Ally Master Owner Trust Series 2018-1 | 2.700% | 1/17/23 | 18,450 | 18,463 | |
3 | Ally Master Owner Trust Series 2018-2 | 3.290% | 5/15/23 | 4,925 | 4,979 | |
3 | American Express Credit Account Master Trust Class A Series 2017-7 | 2.350% | 5/15/25 | 9,825 | 10,199 | |
3 | American Express Credit Account Master Trust Class A Series 2018-2 | 3.010% | 10/15/25 | 11,025 | 11,691 | |
3 | American Express Credit Account Master Trust Class A Series 2018-4 | 2.990% | 12/15/23 | 14,175 | 14,318 | |
3 | American Express Credit Account Master Trust Class A Series 2018-8 | 3.180% | 4/15/24 | 9,000 | 9,187 | |
3 | American Express Credit Account Master Trust Class A Series 2019-1 | 2.870% | 10/15/24 | 12,800 | 13,206 | |
3 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.070% | 12/19/22 | 909 | 913 | |
3 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.260% | 1/18/24 | 2,456 | 2,497 | |
3 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.500% | 1/18/24 | 1,650 | 1,708 | |
3 | AmeriCredit Automobile Receivables Trust Series 2019-1 | 2.970% | 11/20/23 | 3,535 | 3,580 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-1 | 1.110% | 8/19/24 | 6,610 | 6,671 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-2 | 0.660% | 12/18/24 | 700 | 704 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.530% | 6/18/25 | 1,000 | 1,002 | |
AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | 1,000 | 1,004 | ||
3 | BA Credit Card Trust Series 2018-A1 | 2.700% | 7/17/23 | 20,100 | 20,157 | |
3 | BA Credit Card Trust Series 2018-A2 | 3.000% | 9/15/23 | 18,200 | 18,342 | |
3 | BA Credit Card Trust Series 2018-A3 | 3.100% | 12/15/23 | 6,750 | 6,854 | |
3 | BA Credit Card Trust Series 2019-A1 | 1.740% | 1/15/25 | 8,125 | 8,325 | |
3 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | 1,362 | 1,458 | |
3 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | 2,525 | 2,811 | |
3 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.116% | 2/15/50 | 500 | 512 | |
3 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | 7,560 | 8,582 | |
3 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | 2,800 | 3,156 | |
3 | BANK Series 2017-BNK4 | 3.625% | 5/15/50 | 5,950 | 6,800 | |
3 | BANK Series 2017-BNK5 | 3.390% | 6/15/60 | 7,000 | 7,929 | |
3 | BANK Series 2017-BNK5 | 3.624% | 6/15/60 | 3,500 | 3,891 | |
3 | BANK Series 2017-BNK6 | 3.254% | 7/15/60 | 3,650 | 4,060 | |
3 | BANK Series 2017-BNK6 | 3.518% | 7/15/60 | 9,383 | 10,712 | |
3 | BANK Series 2017-BNK6 | 3.741% | 7/15/60 | 9,929 | 11,131 | |
3 | BANK Series 2017-BNK7 | 3.175% | 9/15/60 | 7,575 | 8,375 | |
3 | BANK Series 2017-BNK7 | 3.435% | 9/15/60 | 4,690 | 5,338 | |
3 | BANK Series 2017-BNK7 | 3.748% | 9/15/60 | 5,225 | 5,927 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | BANK Series 2017-BNK8 | 3.488% | 11/15/50 | 5,925 | 6,763 | |
3 | BANK Series 2017-BNK8 | 3.731% | 11/15/50 | 1,000 | 1,144 | |
3 | BANK Series 2017-BNK9 | 3.279% | 11/15/54 | 6,075 | 6,779 | |
3 | BANK Series 2017-BNK9 | 3.538% | 11/15/54 | 5,925 | 6,785 | |
3 | BANK Series 2018-BN10 | 3.641% | 2/15/61 | 1,425 | 1,602 | |
3 | BANK Series 2018-BN10 | 3.688% | 2/15/61 | 4,375 | 5,047 | |
3 | BANK Series 2018-BN10 | 3.898% | 2/15/61 | 1,650 | 1,897 | |
3 | BANK Series 2018-BN11 | 4.046% | 3/15/61 | 4,275 | 5,030 | |
3 | BANK Series 2018-BN12 | 4.255% | 5/15/61 | 5,100 | 6,062 | |
3 | BANK Series 2018-BN12 | 4.357% | 5/15/61 | 1,650 | 1,958 | |
3 | BANK Series 2018-BN13 | 3.953% | 8/15/61 | 2,235 | 2,607 | |
3 | BANK Series 2018-BN13 | 4.217% | 8/15/61 | 6,200 | 7,414 | |
3 | BANK Series 2018-BN14 | 4.128% | 9/15/60 | 5,725 | 6,126 | |
3 | BANK Series 2018-BN14 | 4.231% | 9/15/60 | 2,425 | 2,886 | |
3 | BANK Series 2018-BN14 | 4.481% | 9/15/60 | 2,600 | 3,106 | |
3 | BANK Series 2018-BN15 | 4.407% | 11/15/61 | 9,060 | 10,929 | |
3 | BANK Series 2019-BN16 | 4.005% | 2/15/52 | 6,850 | 8,106 | |
3 | BANK Series 2019-BN17 | 3.714% | 4/15/52 | 5,070 | 5,911 | |
3 | BANK Series 2019-BN17 | 3.976% | 4/15/52 | 2,125 | 2,471 | |
3 | BANK Series 2019-BN18 | 3.584% | 5/15/62 | 2,650 | 3,069 | |
3 | BANK Series 2019-BN18 | 3.826% | 5/15/62 | 2,050 | 2,372 | |
3 | BANK Series 2019-BN19 | 3.183% | 8/15/61 | 3,400 | 3,844 | |
BANK Series 2019-BN19 | 4.034% | 8/15/61 | 1,575 | 1,622 | ||
3 | BANK Series 2019-BN20 | 3.011% | 9/15/62 | 7,775 | 8,696 | |
3 | BANK Series 2019-BN21 | 2.851% | 10/17/52 | 2,550 | 2,820 | |
3 | BANK Series 2019-BN21 | 3.093% | 10/17/52 | 3,275 | 3,614 | |
3 | BANK Series 2019-BN22 | 2.978% | 11/15/62 | 3,630 | 4,053 | |
3 | BANK Series 2019-BN23 | 2.920% | 12/15/52 | 8,290 | 9,227 | |
3 | BANK Series 2019-BN23 | 3.203% | 12/15/52 | 3,125 | 3,499 | |
3 | BANK Series 2019-BN24 | 2.960% | 11/15/62 | 6,225 | 6,956 | |
3 | BANK Series 2019-BN24 | 3.283% | 11/15/62 | 2,900 | 3,262 | |
3 | BANK Series 2020-BN25 | 2.649% | 1/15/63 | 4,025 | 4,394 | |
3 | BANK Series 2020-BN25 | 2.841% | 1/15/63 | 2,970 | 3,210 | |
3 | BANK Series 2020-BN26 | 2.403% | 3/15/63 | 7,625 | 8,162 | |
3 | BANK Series 2020-BN26 | 2.687% | 3/15/63 | 2,410 | 2,576 | |
3 | BANK Series 2020-BN27 | 2.144% | 4/15/63 | 6,675 | 7,011 | |
3 | BANK Series 2020-BN27 | 2.551% | 4/15/63 | 1,950 | 2,079 | |
3 | BANK Series 2020-BN28 | 1.844% | 3/15/63 | 1,950 | 1,995 | |
3 | BANK Series 2020-BN29 | 1.997% | 11/15/53 | 2,775 | 2,873 | |
3 | BANK Series 2020-BN30 | 1.925% | 12/10/53 | 3,425 | 3,524 | |
BANK Series 2020-BN30 | 2.111% | 12/10/53 | 415 | 427 | ||
3 | Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | 17,100 | 19,878 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | 12,600 | 13,930 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | 1,050 | 1,166 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | 6,750 | 7,559 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | 4,150 | 4,664 | |
3 | BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | 10,625 | 12,167 | |
3 | BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | 2,900 | 3,265 | |
3 | BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | 10,125 | 12,124 | |
3 | BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | 6,070 | 6,649 | |
3 | BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | 1,600 | 1,735 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | 1,750 | 1,825 | |
3 | BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | 5,790 | 6,027 | |
BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | 1,205 | 1,253 | ||
3 | Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | 4,700 | 5,401 | |
3 | Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | 2,050 | 2,337 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | 4,150 | 4,353 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | 10,070 | 11,709 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | 5,675 | 6,541 | |
3 | Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | 3,875 | 4,101 | |
3 | Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | 10,250 | 12,027 | |
3 | Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | 2,725 | 3,227 | |
3 | Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | 4,000 | 4,665 | |
3 | Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | 2,100 | 2,505 | |
Benchmark Mortgage Trust Series 2018-B5 | 4.419% | 7/15/51 | 1,750 | 2,067 | ||
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.203% | 10/10/51 | 5,650 | 6,105 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | 7,075 | 8,478 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | 2,175 | 2,608 | |
3 | Benchmark Mortgage Trust Series 2018-B7 | 4.377% | 5/15/53 | 2,225 | 2,419 | |
3 | Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | 9,566 | 11,663 | |
3 | Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | 2,800 | 3,359 | |
3 | Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | 4,000 | 4,813 | |
3 | Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | 7,425 | 8,654 | |
3 | Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | 3,200 | 3,727 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | 2,550 | 2,942 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | 3,350 | 3,863 | |
3 | Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | 11,697 | 13,001 | |
3 | Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | 4,215 | 4,720 | |
3 | Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | 1,045 | 1,162 | |
3 | Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | 6,509 | 7,717 | |
3 | Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | 4,225 | 4,631 | |
3 | Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | 1,035 | 1,137 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | 14,279 | 15,123 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | 1,200 | 1,284 | |
3 | Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | 2,350 | 2,410 | |
3 | Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | 775 | 797 | |
3 | Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | 4,725 | 4,913 | |
Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | 400 | 421 | ||
3 | Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | 5,950 | 6,152 | |
Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | 600 | 626 | ||
3 | Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | 4,375 | 4,520 | |
3 | Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | 6,365 | 6,952 | |
3 | Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | 2,125 | 2,294 | |
3 | BMW Vehicle Owner Trust Series 2018-A | 2.350% | 4/25/22 | 785 | 787 | |
3 | BMW Vehicle Owner Trust Series 2018-A | 2.510% | 6/25/24 | 1,375 | 1,394 | |
3 | BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | 975 | 979 | |
3 | BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | 400 | 402 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | 5,705 | 6,693 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | 6,150 | 6,791 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | 6,225 | 6,985 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | 2,675 | 2,999 | |
3 | Capital One Multi-Asset Execution Trust Series 2017-A3 | 2.430% | 1/15/25 | 7,025 | 7,209 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Capital One Multi-Asset Execution Trust Series 2017-A6 | 2.290% | 7/15/25 | 9,400 | 9,730 | |
3 | Capital One Multi-Asset Execution Trust Series 2018-A1 | 3.010% | 2/15/24 | 5,250 | 5,291 | |
3 | Capital One Multi-Asset Execution Trust Series 2019-A1 | 2.840% | 12/15/24 | 3,350 | 3,447 | |
3 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.510% | 11/15/23 | 5,025 | 5,111 | |
3 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | 1,675 | 1,746 | |
3 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.600% | 11/15/24 | 2,520 | 2,568 | |
3 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | 630 | 649 | |
3 | CarMax Auto Owner Trust Series 2017-4 | 2.110% | 10/17/22 | 752 | 755 | |
3 | CarMax Auto Owner Trust Series 2017-4 | 2.330% | 5/15/23 | 2,350 | 2,385 | |
3 | CarMax Auto Owner Trust Series 2018-1 | 2.480% | 11/15/22 | 1,298 | 1,308 | |
3 | CarMax Auto Owner Trust Series 2018-1 | 2.640% | 6/15/23 | 900 | 920 | |
3 | CarMax Auto Owner Trust Series 2018-2 | 2.980% | 1/17/23 | 1,674 | 1,690 | |
3 | CarMax Auto Owner Trust Series 2018-2 | 3.160% | 7/17/23 | 2,025 | 2,092 | |
3 | CarMax Auto Owner Trust Series 2019-4 | 2.020% | 11/15/24 | 8,250 | 8,474 | |
3 | CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | 1,025 | 1,071 | |
3 | CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | 7,489 | 7,684 | |
3 | CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | 635 | 661 | |
3 | CarMax Auto Owner Trust Series 2020-2 | 1.700% | 11/15/24 | 5,880 | 5,992 | |
3 | CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | 5,350 | 5,380 | |
3 | CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | 600 | 604 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | 2,950 | 2,951 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | 775 | 774 | |
CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | 200 | 200 | ||
3 | CD Mortgage Trust Series 2006-CD3 | 5.648% | 10/15/48 | 1,116 | 1,133 | |
3 | CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | 5,650 | 6,137 | |
3 | CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | 5,000 | 5,665 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | 1,862 | 2,041 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | 14,170 | 16,151 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | 3,706 | 4,105 | |
3 | CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | 4,400 | 4,993 | |
3 | CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | 3,000 | 3,364 | |
3 | CD Mortgage Trust Series 2017-CD5 | 3.431% | 8/15/50 | 3,500 | 3,966 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | 2,400 | 2,645 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | 4,715 | 5,360 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | 2,825 | 3,146 | |
3 | CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | 12,700 | 15,088 | |
3 | CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | 8,400 | 9,284 | |
3 | CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | 4,768 | 5,034 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | 3,650 | 4,139 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | 5,050 | 5,529 | |
CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | 3,600 | 3,969 | ||
3 | CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | 9,400 | 10,356 | |
3 | CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | 3,000 | 3,392 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | 9,900 | 11,242 | |
3 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | 1,950 | 2,186 | |
3 | Chase Issuance Trust Series 2012-A7 | 2.160% | 9/15/24 | 16,005 | 16,532 | |
3 | Chase Issuance Trust Series 2014-A2 | 2.770% | 3/15/23 | 7,550 | 7,588 | |
3 | Chase Issuance Trust Series 2020-A1 | 1.530% | 1/15/25 | 21,035 | 21,588 | |
3 | Citibank Credit Card Issuance Trust Series 2014-A1 | 2.880% | 1/23/23 | 15,000 | 15,018 | |
3 | Citibank Credit Card Issuance Trust Series 2014-A5 | 2.680% | 6/7/23 | 6,525 | 6,593 | |
3 | Citibank Credit Card Issuance Trust Series 2016-A2 | 2.190% | 11/20/23 | 7,175 | 7,299 | |
3 | Citibank Credit Card Issuance Trust Series 2018-A1 | 2.490% | 1/20/23 | 19,200 | 19,219 | |
3 | Citibank Credit Card Issuance Trust Series 2018-A3 | 3.290% | 5/23/25 | 20,500 | 21,987 | |
3 | Citigroup Commercial Mortgage Trust Series 2012-GC8 | 3.024% | 9/10/45 | 3,638 | 3,727 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | 2,300 | 2,414 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | 1,300 | 1,369 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 3.942% | 9/10/46 | 447 | 467 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | 1,200 | 1,311 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | 1,700 | 1,839 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | 331 | 345 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | 1,825 | 1,997 | |
Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | 750 | 813 | ||
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | 750 | 799 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/10/47 | 488 | 513 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/10/47 | 1,150 | 1,256 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/10/47 | 955 | 1,040 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.477% | 5/10/47 | 265 | 278 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | 1,675 | 1,831 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | 1,350 | 1,420 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | 2,725 | 2,982 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | 6,215 | 6,814 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | 7,425 | 8,055 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | 3,025 | 3,252 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | 2,675 | 2,921 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | 2,937 | 3,121 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | 2,925 | 3,274 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | 3,375 | 3,796 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | 2,075 | 2,203 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | 3,950 | 4,378 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C2 | 2.832% | 8/10/49 | 2,500 | 2,730 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | 1,483 | 1,631 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | 9,590 | 10,780 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC37 | 3.314% | 4/10/49 | 10,750 | 11,934 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | 1,500 | 1,598 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | 2,350 | 2,572 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.209% | 10/12/50 | 1,250 | 1,381 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | 7,779 | 8,851 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | 1,575 | 1,769 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-P8 | 3.203% | 9/15/50 | 1,300 | 1,433 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | 2,300 | 2,415 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | 14,475 | 16,878 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 4.228% | 6/10/51 | 1,190 | 1,407 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C6 | 4.412% | 11/10/51 | 1,900 | 2,284 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | 10,500 | 11,589 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | 12,365 | 13,823 | |
3 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | 10,880 | 11,893 | |
3 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | 2,100 | 2,289 | |
3 | COMM Mortgage Trust Series 2012-CR2 | 3.147% | 8/15/45 | 1,285 | 1,319 | |
3 | COMM Mortgage Trust Series 2012-CR2 | 3.791% | 8/15/45 | 1,825 | 1,877 | |
3 | COMM Mortgage Trust Series 2012-CR3 | 2.822% | 10/15/45 | 5,334 | 5,445 | |
3,7 | COMM Mortgage Trust Series 2012-CR3 | 3.416% | 10/15/45 | 2,195 | 2,253 | |
3 | COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | 6,262 | 6,451 | |
3 | COMM Mortgage Trust Series 2012-CR5 | 2.771% | 12/10/45 | 1,500 | 1,543 | |
3 | COMM Mortgage Trust Series 2013-CR10 | 4.210% | 8/10/46 | 660 | 718 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 3.660% | 8/10/50 | 803 | 837 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | 1,750 | 1,888 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 4.258% | 8/10/50 | 6,490 | 7,094 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | 1,310 | 1,434 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 3.623% | 10/10/46 | 647 | 675 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | 1,428 | 1,516 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.046% | 10/10/46 | 1,125 | 1,224 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | 750 | 787 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | 350 | 352 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 3.706% | 11/10/46 | 235 | 246 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | 3,700 | 4,053 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | 1,100 | 1,200 | |
3 | COMM Mortgage Trust Series 2013-CR6 | 3.101% | 3/10/46 | 2,144 | 2,235 | |
3 | COMM Mortgage Trust Series 2013-CR7 | 3.213% | 3/10/46 | 870 | 916 | |
3 | COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | 1,888 | 1,994 | |
3 | COMM Mortgage Trust Series 2013-CR9 | 4.219% | 7/10/45 | 3,595 | 3,836 | |
3 | COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | 2,020 | 2,176 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 2.941% | 1/10/46 | 3,194 | 3,316 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 3.282% | 1/10/46 | 2,184 | 2,274 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | 621 | 631 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | 1,017 | 1,019 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | 2,450 | 2,695 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | 2,725 | 2,981 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.620% | 2/10/47 | 2,650 | 2,880 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 2.928% | 2/10/47 | 800 | 803 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | 619 | 645 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | 1,737 | 1,908 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.692% | 2/10/47 | 869 | 945 | |
COMM Mortgage Trust Series 2014-CR15 | 4.742% | 2/10/47 | 1,925 | 2,058 | ||
3 | COMM Mortgage Trust Series 2014-CR16 | 3.653% | 4/10/47 | 1,036 | 1,083 | |
3 | COMM Mortgage Trust Series 2014-CR16 | 4.278% | 4/10/47 | 1,975 | 2,163 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | 649 | 677 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | 2,425 | 2,678 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | 955 | 1,006 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | 1,863 | 1,934 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | 4,955 | 5,467 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | 1,281 | 1,396 | |
3 | COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | 5,775 | 6,384 | |
3 | COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | 1,550 | 1,700 | |
3 | COMM Mortgage Trust Series 2014-CR20 | 3.326% | 11/10/47 | 5,400 | 5,807 | |
3 | COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | 1,525 | 1,671 | |
3 | COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | 5,698 | 6,136 | |
3 | COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | 5,225 | 5,717 | |
3 | COMM Mortgage Trust Series 2014-LC17 | 3.164% | 10/10/47 | 11 | 11 | |
3 | COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | 1,550 | 1,710 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 2.820% | 3/10/47 | 1 | 1 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | 426 | 445 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.691% | 3/10/47 | 6,000 | 6,412 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | 1,699 | 1,841 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | 475 | 517 | |
COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | 301 | 327 | ||
3 | COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | 3,075 | 3,372 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | 6,000 | 6,574 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | 1,502 | 1,627 | |
3 | COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | 4,575 | 5,046 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 2.935% | 12/10/47 | 632 | 632 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | 3,085 | 3,247 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | 7,500 | 8,266 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | 2,275 | 2,504 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 2.856% | 3/10/48 | 544 | 544 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | 5,325 | 5,867 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | 6,785 | 7,466 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | 1,914 | 2,017 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | 3,250 | 3,616 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | 1,450 | 1,589 | |
3 | COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | 531 | 585 | |
3 | COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | 4,700 | 5,261 | |
3 | COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | 7,125 | 8,008 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | 3,468 | 3,690 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | 3,775 | 4,216 | |
3 | COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | 8,545 | 9,353 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | 627 | 658 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | 4,000 | 4,349 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | 2,125 | 2,309 | |
3 | COMM Mortgage Trust Series 2015-LC21 | 3.445% | 7/10/48 | 400 | 432 | |
3 | COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | 7,797 | 8,756 | |
3 | COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | 5,300 | 5,971 | |
3 | COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | 4,375 | 4,678 | |
3 | COMM Mortgage Trust Series 2017-COR2 | 3.317% | 9/10/50 | 500 | 551 | |
3 | COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | 1,450 | 1,650 | |
3 | COMM Mortgage Trust Series 2018-COR3 | 3.961% | 5/10/51 | 2,500 | 2,922 | |
3 | COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | 6,320 | 7,514 | |
3 | COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | 34,455 | 38,316 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | 3,750 | 4,109 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | 1,900 | 2,068 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | 1,525 | 1,616 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | 4,650 | 5,136 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | 1,800 | 1,910 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | 2,534 | 2,680 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | 6,550 | 7,298 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.126% | 8/15/48 | 1,625 | 1,490 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | 2,098 | 2,246 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | 7,550 | 8,522 | |
3 | CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | 8,100 | 9,036 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | 7,800 | 8,745 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | 5,925 | 6,705 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | 4,175 | 4,692 | |
3 | CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | 12,250 | 14,072 | |
3 | CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | 5,950 | 7,085 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | 15,450 | 18,055 | |
3 | CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | 12,500 | 14,206 | |
3 | DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | 5,372 | 6,535 | |
3 | DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | 2,600 | 2,882 | |
3 | DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | 3,075 | 3,366 | |
3 | DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | 5,700 | 6,415 | |
3 | DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | 1,600 | 1,773 | |
3 | DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 9/15/53 | 6,973 | 7,189 | |
3 | Discover Card Execution Note Trust Series 2017-A2 | 2.390% | 7/15/24 | 7,300 | 7,465 | |
3 | Discover Card Execution Note Trust Series 2018-A1 | 3.030% | 8/15/25 | 10,175 | 10,772 | |
3 | Discover Card Execution Note Trust Series 2019-A3 | 1.890% | 10/15/24 | 12,000 | 12,351 | |
3 | Drive Auto Receivables Trust Series 2018-2 | 3.630% | 8/15/24 | 141 | 141 | |
3 | Drive Auto Receivables Trust Series 2020-1 | 2.080% | 7/15/24 | 3,375 | 3,428 | |
3 | Drive Auto Receivables Trust Series 2020-1 | 2.360% | 3/16/26 | 2,110 | 2,158 | |
3 | Drive Auto Receivables Trust Series 2020-2 | 1.420% | 3/17/25 | 400 | 405 | |
3,4 | Fannie Mae-Aces Series 2011-M2 | 3.764% | 4/25/21 | 1,192 | 1,198 | |
3,4 | Fannie Mae-Aces Series 2011-M4 | 3.726% | 6/25/21 | 2,232 | 2,248 | |
3,4 | Fannie Mae-Aces Series 2013-M14 | 2.548% | 4/25/23 | 1,465 | 1,473 | |
3,4 | Fannie Mae-Aces Series 2013-M14 | 3.329% | 10/25/23 | 8,141 | 8,647 | |
3,4 | Fannie Mae-Aces Series 2013-M4 | 2.608% | 3/25/22 | 45 | 45 | |
3,4 | Fannie Mae-Aces Series 2013-M7 | 2.280% | 12/27/22 | 1,997 | 2,057 | |
3,4 | Fannie Mae-Aces Series 2014-M12 | 2.614% | 10/25/21 | 4,443 | 4,489 | |
3,4 | Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | 5,320 | 5,740 | |
3,4 | Fannie Mae-Aces Series 2014-M2 | 3.513% | 12/25/23 | 7,976 | 8,547 | |
3,4 | Fannie Mae-Aces Series 2014-M3 | 3.495% | 1/25/24 | 3,623 | 3,889 | |
3,4 | Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | 5,384 | 5,785 | |
3,4 | Fannie Mae-Aces Series 2014-M6 | 2.679% | 5/25/21 | 2,471 | 2,483 | |
3,4 | Fannie Mae-Aces Series 2014-M7 | 3.234% | 6/25/24 | 7,716 | 8,242 | |
3,4 | Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | 4,780 | 5,112 | |
3,4 | Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | 6,458 | 6,979 | |
3,4 | Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | 9,391 | 9,950 | |
3,4 | Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | 3,339 | 3,722 | |
3,4 | Fannie Mae-Aces Series 2015-M13 | 2.710% | 6/25/25 | 3,476 | 3,739 | |
3,4 | Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | 8,825 | 9,675 | |
3,4 | Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | 5,486 | 5,834 | |
3,4 | Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | 3,394 | 3,614 | |
3,4 | Fannie Mae-Aces Series 2015-M4 | 2.509% | 7/25/22 | 3,188 | 3,238 | |
3,4 | Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | 5,690 | 6,046 | |
3,4 | Fannie Mae-Aces Series 2015-M8 | 2.344% | 1/25/25 | 1,908 | 1,973 | |
3,4 | Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | 8,100 | 8,788 | |
3,4 | Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | 9,650 | 10,375 | |
3,4 | Fannie Mae-Aces Series 2016-M12 | 2.444% | 9/25/26 | 9,400 | 10,124 | |
3,4 | Fannie Mae-Aces Series 2016-M13 | 2.483% | 9/25/26 | 9,700 | 10,542 | |
3,4 | Fannie Mae-Aces Series 2016-M2 | 2.152% | 1/25/23 | 3,796 | 3,893 | |
3,4 | Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | 3,580 | 3,905 | |
3,4 | Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | 3,525 | 3,816 | |
3,4 | Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | 7,900 | 8,525 | |
3,4 | Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | 5,150 | 5,588 | |
3,4 | Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | 1,584 | 1,637 | |
3,4 | Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | 2,825 | 3,028 | |
3,4 | Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | 14,000 | 14,921 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Fannie Mae-Aces Series 2017-M1 | 2.417% | 10/25/26 | 10,300 | 11,204 | |
3,4 | Fannie Mae-Aces Series 2017-M10 | 2.555% | 7/25/24 | 4,280 | 4,546 | |
3,4 | Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | 5,100 | 5,795 | |
3,4 | Fannie Mae-Aces Series 2017-M12 | 3.079% | 6/25/27 | 12,575 | 14,186 | |
3,4 | Fannie Mae-Aces Series 2017-M15 | 3.136% | 11/25/27 | 11,675 | 12,913 | |
3,4 | Fannie Mae-Aces Series 2017-M2 | 2.801% | 2/25/27 | 7,400 | 8,224 | |
3,4 | Fannie Mae-Aces Series 2017-M3 | 2.477% | 12/25/26 | 12,300 | 13,411 | |
3,4 | Fannie Mae-Aces Series 2017-M4 | 2.584% | 12/25/26 | 11,290 | 12,389 | |
3,4 | Fannie Mae-Aces Series 2017-M5 | 3.171% | 4/25/29 | 1,455 | 1,677 | |
3,4 | Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | 8,240 | 9,215 | |
3,4 | Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | 21,979 | 24,709 | |
3,4 | Fannie Mae-Aces Series 2018-M1 | 2.985% | 12/25/27 | 570 | 644 | |
3,4 | Fannie Mae-Aces Series 2018-M10 | 3.370% | 7/25/28 | 875 | 1,016 | |
3,4 | Fannie Mae-Aces Series 2018-M12 | 3.639% | 8/25/30 | 15,800 | 18,934 | |
3,4 | Fannie Mae-Aces Series 2018-M13 | 3.697% | 9/25/30 | 7,280 | 8,794 | |
3,4 | Fannie Mae-Aces Series 2018-M14 | 3.578% | 8/25/28 | 9,025 | 10,624 | |
3,4 | Fannie Mae-Aces Series 2018-M2 | 2.902% | 1/25/28 | 20,415 | 22,308 | |
3,4 | Fannie Mae-Aces Series 2018-M4 | 3.045% | 3/25/28 | 7,361 | 8,369 | |
3,4 | Fannie Mae-Aces Series 2018-M7 | 3.052% | 3/25/28 | 4,100 | 4,656 | |
3,4 | Fannie Mae-Aces Series 2018-M8 | 3.325% | 6/25/28 | 4,478 | 5,117 | |
3,4 | Fannie Mae-Aces Series 2019-M1 | 3.555% | 9/25/28 | 13,565 | 15,978 | |
3,4 | Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | 11,000 | 11,951 | |
3,4 | Fannie Mae-Aces Series 2019-M2 | 3.631% | 11/25/28 | 13,575 | 15,895 | |
3,4 | Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | 15,300 | 16,845 | |
3,4 | Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | 9,700 | 11,562 | |
3,4 | Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | 8,325 | 9,256 | |
3,4 | Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | 10,450 | 12,010 | |
3,4 | Fannie Mae-Aces Series 2019-M9 | 2.937% | 4/25/29 | 5,250 | 5,892 | |
3,4 | Fannie Mae-Aces Series 2020-M1 | 2.151% | 10/25/29 | 11,971 | 12,775 | |
3,4 | Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | 6,330 | 6,950 | |
3,4 | Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | 3,700 | 3,814 | |
3,4 | Fannie Mae-Aces Series 2020-M20 | 1.435% | 10/25/29 | 800 | 813 | |
3,4 | Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | 13,175 | 13,367 | |
3,4 | Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | 14,300 | 14,239 | |
3,4 | Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | 9,850 | 10,002 | |
3,4 | Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | 5,785 | 6,166 | |
3,4 | Fannie Mae-Aces Series 2020-M52 | 1.320% | 10/25/30 | 7,725 | 7,840 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K014 | 3.871% | 4/25/21 | 3,375 | 3,385 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K017 | 2.873% | 12/25/21 | 11,392 | 11,556 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K019 | 2.272% | 3/25/22 | 5,186 | 5,277 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K020 | 2.373% | 5/25/22 | 13,400 | 13,704 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K021 | 2.396% | 6/25/22 | 8,300 | 8,507 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K022 | 2.355% | 7/25/22 | 575 | 590 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K026 | 2.510% | 11/25/22 | 11,500 | 11,872 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K028 | 3.111% | 2/25/23 | 8,625 | 9,070 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K029 | 3.320% | 2/25/23 | 11,425 | 12,078 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K030 | 2.779% | 9/25/22 | 2,638 | 2,682 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K030 | 3.250% | 4/25/23 | 11,425 | 12,085 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K031 | 3.300% | 4/25/23 | 11,806 | 12,545 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K032 | 3.016% | 2/25/23 | 1,962 | 2,013 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K032 | 3.310% | 5/25/23 | 6,420 | 6,841 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K033 | 2.871% | 2/25/23 | 4,452 | 4,581 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K033 | 3.060% | 7/25/23 | 12,875 | 13,673 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K034 | 3.531% | 7/25/23 | 10,633 | 11,422 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K035 | 3.458% | 8/25/23 | 12,575 | 13,495 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | 400 | 432 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | 475 | 515 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | 1,050 | 1,073 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | 5,425 | 5,902 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | 1,011 | 1,040 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | 2,500 | 2,733 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | 2,179 | 2,269 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | 9,300 | 10,197 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | 9,600 | 10,530 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | 1,049 | 1,079 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | 32,520 | 35,147 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | 1,031 | 1,061 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | 5,600 | 6,137 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 2.493% | 11/25/24 | 2,318 | 2,397 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 1/25/25 | 5,800 | 6,360 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | 5,800 | 6,418 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | 1,147 | 1,198 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | 4,450 | 4,959 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | 6,650 | 7,401 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | 3,850 | 4,249 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | 6,375 | 7,132 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | 4,150 | 4,627 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | 2,450 | 2,717 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | 6,350 | 6,979 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | 7,500 | 8,237 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | 5,325 | 5,817 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | 9,375 | 10,265 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | 9,400 | 10,359 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | 5,000 | 5,636 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | 8,000 | 9,113 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | 17,600 | 20,104 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | 18,250 | 20,939 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | 16,200 | 18,598 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | 15,580 | 17,748 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | 17,557 | 20,065 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | 5,840 | 6,640 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | 3,902 | 4,467 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | 7,823 | 8,983 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | 8,875 | 10,174 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | 2,875 | 3,320 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | 3,950 | 4,554 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | 4,525 | 5,264 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | 7,025 | 8,135 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | 10,275 | 12,058 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | 6,975 | 8,213 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | 16,500 | 19,715 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K077 | 3.850% | 5/25/28 | 12,500 | 14,913 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | 5,200 | 6,204 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | 23,650 | 28,387 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | 2,840 | 3,200 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | 10,090 | 12,135 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | 7,400 | 8,871 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | 13,500 | 16,224 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | 14,770 | 17,893 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 10/25/28 | 19,686 | 23,204 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | 9,975 | 12,041 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | 1,225 | 1,358 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | 8,100 | 9,704 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | 12,725 | 15,175 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | 10,000 | 11,835 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | 9,625 | 11,304 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | 3,100 | 3,662 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | 10,450 | 12,211 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | 18,350 | 20,962 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | 12,550 | 14,275 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | 12,600 | 14,211 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | 10,925 | 12,107 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | 18,540 | 20,427 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | 11,680 | 13,033 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | 16,600 | 18,465 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | 15,400 | 17,145 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | 12,550 | 14,096 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 1/25/30 | 20,545 | 22,401 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 1/25/30 | 4,105 | 4,351 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K106 | 2.069% | 1/25/30 | 17,400 | 18,735 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | 6,725 | 6,948 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | 8,275 | 8,574 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | 4,875 | 5,018 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | 9,875 | 10,048 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | 10,750 | 10,943 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | 13,710 | 13,967 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | 13,350 | 13,627 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | 17,650 | 18,147 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K119 | 1.566% | 9/25/30 | 2,500 | 2,587 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | 12,360 | 12,707 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 8/25/30 | 1,375 | 1,379 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 10/25/30 | 7,850 | 8,104 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 5/25/30 | 610 | 611 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | 7,830 | 8,061 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | 3,300 | 3,976 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | 5,350 | 6,586 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | 4,150 | 4,822 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | 10,275 | 12,460 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | 25,260 | 28,654 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | 10,025 | 11,464 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | 13,000 | 13,481 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | 9,825 | 9,927 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | 18,200 | 18,392 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K1518 | 1.860% | 10/25/35 | 4,200 | 4,314 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | 3,500 | 4,016 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | 14,900 | 17,326 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | 8,100 | 9,350 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | 1,500 | 1,759 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | 2,175 | 2,589 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | 4,100 | 4,972 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | 8,900 | 10,855 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | 2,925 | 3,582 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | 3,775 | 4,709 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K715 | 2.856% | 1/25/21 | 454 | 453 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K716 | 3.130% | 6/25/21 | 11,911 | 11,976 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K717 | 2.991% | 9/25/21 | 12,728 | 12,866 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K718 | 2.375% | 9/25/21 | 1,179 | 1,185 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K718 | 2.791% | 1/25/22 | 6,800 | 6,922 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K720 | 2.716% | 6/25/22 | 4,550 | 4,657 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K722 | 2.183% | 5/25/22 | 1,638 | 1,666 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | 4,650 | 4,875 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | 9,200 | 9,818 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | 16,500 | 17,704 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | 7,055 | 7,543 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | 14,700 | 15,827 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | 16,750 | 18,132 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.452% | 9/25/24 | 981 | 1,016 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | 12,100 | 13,423 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | 10,225 | 11,235 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | 10,450 | 11,641 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | 16,725 | 18,627 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | 16,250 | 17,926 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | 18,975 | 20,771 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K738 | 1.545% | 1/25/27 | 1,225 | 1,278 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | 20,375 | 20,987 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | 8,300 | 8,967 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | 7,000 | 7,626 | |
3 | Fifth Third Auto Trust Series 2019-1 | 2.640% | 12/15/23 | 5,850 | 5,940 | |
3 | Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | 1,875 | 1,949 | |
3,4 | FNMA Multifamily Structured Pass-Through Certificates Series 2015-M12 | 2.797% | 5/25/25 | 7,025 | 7,492 | |
3 | Ford Credit Auto Lease Trust Series 2018-B | 3.190% | 12/15/21 | 333 | 333 | |
3 | Ford Credit Auto Lease Trust Series 2018-B | 3.300% | 2/15/22 | 2,325 | 2,332 | |
3 | Ford Credit Auto Lease Trust Series 2019-A | 2.900% | 5/15/22 | 1,656 | 1,665 | |
3 | Ford Credit Auto Lease Trust Series 2019-A | 2.980% | 6/15/22 | 1,250 | 1,266 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Ford Credit Auto Owner Trust Series 2017-B | 1.870% | 9/15/22 | 581 | 581 | |
3 | Ford Credit Auto Owner Trust Series 2017-C | 2.010% | 3/15/22 | 975 | 976 | |
3 | Ford Credit Auto Owner Trust Series 2019-A | 2.780% | 9/15/23 | 7,325 | 7,453 | |
3 | Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | 2,925 | 3,055 | |
3 | Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | 575 | 582 | |
3 | Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | 6,675 | 6,705 | |
3 | Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | 1,375 | 1,390 | |
3 | Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | 3,175 | 3,186 | |
3 | Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | 1,350 | 1,356 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2017-3 | 2.480% | 9/15/24 | 4,310 | 4,466 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2018-1 | 2.950% | 5/15/23 | 10,200 | 10,299 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 9,275 | 9,830 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 11,735 | 11,795 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 1,860 | 1,886 | |
3 | GM Financial Automobile Leasing Trust Series 2019-2 | 2.670% | 3/21/22 | 2,031 | 2,047 | |
3 | GM Financial Automobile Leasing Trust Series 2019-2 | 2.720% | 3/20/23 | 1,350 | 1,369 | |
3 | GM Financial Automobile Leasing Trust Series 2020-1 | 1.670% | 12/20/22 | 1,160 | 1,175 | |
3 | GM Financial Automobile Leasing Trust Series 2020-1 | 1.700% | 12/20/23 | 420 | 428 | |
3 | GM Financial Automobile Leasing Trust Series 2020-2 | 0.800% | 7/20/23 | 775 | 781 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.450% | 8/21/23 | 1,960 | 1,964 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.510% | 10/21/24 | 775 | 778 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | 400 | 401 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2018-2 | 2.810% | 12/16/22 | 2,287 | 2,309 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2018-2 | 3.020% | 12/18/23 | 4,075 | 4,193 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.840% | 9/16/24 | 4,220 | 4,298 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | 1,265 | 1,310 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | 7,025 | 7,049 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.580% | 1/16/26 | 1,175 | 1,176 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | 4,975 | 4,982 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | 685 | 685 | |
3 | GS Mortgage Securities Corp. II Series 2013-GC10 | 2.943% | 2/10/46 | 3,744 | 3,884 | |
3 | GS Mortgage Securities Corp. II Series 2013-GC10 | 3.279% | 2/10/46 | 1,310 | 1,355 | |
3 | GS Mortgage Securities Trust Series 2011-GC5 | 3.707% | 8/10/44 | 1,453 | 1,461 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GS Mortgage Securities Trust Series 2012-GC6 | 3.482% | 1/10/45 | 6,326 | 6,430 | |
3 | GS Mortgage Securities Trust Series 2012-GCJ7 | 3.377% | 5/10/45 | 2,346 | 2,373 | |
3 | GS Mortgage Securities Trust Series 2012-GCJ9 | 2.773% | 11/10/45 | 2,891 | 2,987 | |
3 | GS Mortgage Securities Trust Series 2013-GC12 | 3.135% | 6/10/46 | 2,255 | 2,371 | |
3 | GS Mortgage Securities Trust Series 2013-GC12 | 3.375% | 6/10/46 | 966 | 1,015 | |
3 | GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | 693 | 720 | |
3 | GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | 450 | 474 | |
3 | GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | 1,150 | 1,257 | |
3 | GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | 15,250 | 16,544 | |
3 | GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | 2,750 | 2,947 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.467% | 6/10/47 | 1,018 | 1,064 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.516% | 6/10/47 | 296 | 298 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | 1,350 | 1,482 | |
3 | GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | 6,282 | 6,917 | |
3 | GS Mortgage Securities Trust Series 2014-GC24 | 4.511% | 9/10/47 | 1,175 | 1,123 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | 1,804 | 1,890 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | 7,475 | 8,231 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | 1,325 | 1,451 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | 1,125 | 1,172 | |
3 | GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | 4,150 | 4,538 | |
3 | GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | 3,700 | 4,075 | |
3 | GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | 3,389 | 3,589 | |
3 | GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | 1,425 | 1,598 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.244% | 10/10/48 | 2,996 | 3,222 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | 3,462 | 3,685 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | 3,400 | 3,787 | |
3 | GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | 2,700 | 2,946 | |
3 | GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | 7,125 | 7,780 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.178% | 11/10/49 | 750 | 826 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | 2,450 | 2,752 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | 1,825 | 2,016 | |
3 | GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | 5,750 | 6,527 | |
3 | GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | 2,300 | 2,581 | |
3 | GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | 5,300 | 5,983 | |
GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | 850 | 924 | ||
3 | GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | 13,872 | 15,701 | |
3 | GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | 3,700 | 4,157 | |
3 | GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | 5,775 | 6,668 | |
3 | GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | 6,250 | 7,027 | |
3 | GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | 12,265 | 13,671 | |
3 | GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | 2,875 | 3,191 | |
3 | GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | 5,525 | 6,192 | |
3 | GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | 5,900 | 6,544 | |
3 | GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | 1,690 | 1,883 | |
3 | GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | 2,780 | 2,965 | |
3 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | 5,175 | 5,323 | |
GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | 800 | 826 | ||
3 | Honda Auto Receivables Owner Trust Series 2017-4 | 2.050% | 11/22/21 | 140 | 140 | |
3 | Honda Auto Receivables Owner Trust Series 2018-1 | 2.640% | 2/15/22 | 2,066 | 2,076 | |
3 | Honda Auto Receivables Owner Trust Series 2018-1 | 2.830% | 5/15/24 | 2,700 | 2,737 | |
3 | Honda Auto Receivables Owner Trust Series 2018-2 | 3.010% | 5/18/22 | 1,061 | 1,069 | |
3 | Honda Auto Receivables Owner Trust Series 2018-2 | 3.160% | 8/19/24 | 2,050 | 2,093 | |
3 | Honda Auto Receivables Owner Trust Series 2019-2 | 2.520% | 6/21/23 | 7,115 | 7,246 | |
3 | Honda Auto Receivables Owner Trust Series 2019-2 | 2.540% | 3/21/25 | 1,360 | 1,412 | |
3 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.610% | 4/22/24 | 5,045 | 5,150 | |
3 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | 765 | 789 | |
3 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.370% | 10/18/24 | 4,100 | 4,107 | |
3 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | 875 | 878 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Hyundai Auto Receivables Trust Series 2018-A | 2.790% | 7/15/22 | 942 | 948 | |
3 | Hyundai Auto Receivables Trust Series 2018-A | 2.940% | 6/17/24 | 3,250 | 3,322 | |
3 | Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | 480 | 489 | |
3 | Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | 1,975 | 1,983 | |
3 | Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | 775 | 781 | |
3 | Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | 2,250 | 2,251 | |
3 | Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | 600 | 601 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C6 | 3.507% | 5/15/45 | 3,220 | 3,320 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C8 | 2.829% | 10/15/45 | 8,694 | 8,950 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-CBX | 3.483% | 6/15/45 | 3,516 | 3,574 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-LC9 | 2.840% | 12/15/47 | 1,789 | 1,844 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | 2,352 | 2,462 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | 1,042 | 1,087 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | 695 | 723 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | 1,495 | 1,604 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | 4,900 | 5,349 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | 1,250 | 1,342 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.962% | 12/15/46 | 1,250 | 1,326 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 2.960% | 4/15/46 | 6,766 | 7,079 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | 1,725 | 1,691 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | 2,045 | 2,238 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | 2,825 | 3,211 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | 8,900 | 9,727 | |
JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 3.397% | 8/15/49 | 1,225 | 1,303 | ||
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | 3,675 | 4,186 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | 2,950 | 3,295 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | 1,982 | 2,110 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.038% | 7/15/45 | 655 | 693 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | 528 | 551 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | 2,640 | 2,809 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | 740 | 795 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | 277 | 289 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | 3,920 | 4,262 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | 2,010 | 2,183 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | 701 | 735 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | 4,320 | 4,731 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | 775 | 846 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.888% | 1/15/47 | 1,162 | 1,249 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | 4,338 | 4,764 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | 771 | 828 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.794% | 2/15/47 | 935 | 990 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.046% | 4/15/47 | 17 | 17 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | 1,900 | 1,915 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | 1,900 | 2,082 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | 1,525 | 1,664 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | 687 | 718 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | 950 | 1,042 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | 575 | 629 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | 5,850 | 6,434 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | 1,550 | 1,691 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | 2,919 | 3,231 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | 1,722 | 1,886 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | 430 | 431 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | 1,525 | 1,676 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | 2,750 | 2,960 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | 6,825 | 7,516 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | 1,900 | 2,084 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | 10,400 | 11,406 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | 1,875 | 2,050 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | 1,875 | 1,993 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | 3,073 | 3,212 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.042% | 10/15/48 | 1,178 | 1,233 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | 1,125 | 1,213 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | 2,520 | 2,647 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | 2,900 | 3,219 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | 3,185 | 3,339 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | 3,600 | 4,045 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | 1,850 | 2,060 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | 1,556 | 1,660 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | 14,650 | 16,468 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | 4,024 | 4,288 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | 3,575 | 3,992 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | 2,610 | 2,946 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/15/49 | 2,838 | 3,034 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | 10,700 | 12,245 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.876% | 3/15/50 | 2,300 | 2,624 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.050% | 7/15/50 | 1,120 | 1,142 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | 8,500 | 9,640 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | 2,800 | 3,133 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 | 3.454% | 9/15/50 | 575 | 652 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | 13,405 | 15,890 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | 9,375 | 10,690 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | 825 | 928 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | 2,580 | 2,846 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | 1,250 | 1,356 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.414% | 3/15/50 | 3,200 | 3,556 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | 12,950 | 14,793 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | 3,975 | 4,437 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | 2,825 | 3,201 | |
JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | 1,775 | 2,015 | ||
3 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | 10,300 | 12,243 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | 1,250 | 1,469 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | 8,300 | 9,312 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | 2,750 | 2,881 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-A | 1.840% | 12/15/22 | 2,950 | 2,990 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-A | 1.880% | 9/15/25 | 1,250 | 1,278 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | 480 | 482 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.550% | 2/18/25 | 1,950 | 1,960 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | 400 | 405 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C5 | 3.176% | 8/15/45 | 2,890 | 2,982 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6 | 2.858% | 11/15/45 | 3,207 | 3,301 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.082% | 7/15/46 | 1,780 | 1,904 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.152% | 8/15/46 | 990 | 1,069 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.352% | 8/15/46 | 490 | 476 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 3.824% | 10/15/46 | 409 | 426 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 4.259% | 10/15/46 | 3,360 | 3,647 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | 2,200 | 2,395 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.746% | 11/15/46 | 1,100 | 1,163 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 2.918% | 2/15/46 | 1,707 | 1,777 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | 341 | 352 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.134% | 12/15/48 | 2,100 | 2,195 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.376% | 12/15/48 | 1,000 | 1,040 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.102% | 5/15/46 | 1,275 | 1,341 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.456% | 5/15/46 | 1,125 | 1,177 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | 3,050 | 3,298 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.860% | 2/15/47 | 1,150 | 1,241 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | 535 | 559 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | 2,875 | 3,141 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.335% | 6/15/47 | 1,150 | 1,182 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | 1,000 | 1,105 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.481% | 10/15/47 | 1,150 | 1,248 | |
Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | 1,609 | 1,689 | ||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | 3,275 | 3,590 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | 1,562 | 1,638 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | 6,650 | 7,204 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21 | 3.338% | 3/15/48 | 1,500 | 1,647 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | 3,298 | 3,449 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | 2,950 | 3,213 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | 1,875 | 1,956 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | 941 | 993 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | 3,650 | 4,074 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | 4,565 | 5,114 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | 3,688 | 3,911 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | 1,975 | 2,218 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | 2,246 | 2,381 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | 2,625 | 2,925 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | 1,766 | 1,883 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | 2,175 | 2,448 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | 2,425 | 2,555 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | 7,000 | 7,831 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.140% | 5/15/49 | 1,500 | 1,602 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.325% | 5/15/49 | 750 | 830 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | 7,300 | 7,995 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | 9,400 | 10,389 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | 7,600 | �� 8,693 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | 3,050 | 3,413 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | 6,500 | 7,364 | |
Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | 3,800 | 4,267 | ||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | 3,600 | 3,957 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | 5,250 | 5,966 | |
3 | Morgan Stanley Capital I Trust Series 2012-C4 | 3.244% | 3/15/45 | 6,000 | 6,099 | |
3 | Morgan Stanley Capital I Trust Series 2012-C4 | 3.773% | 3/15/45 | 1,800 | 1,831 | |
3 | Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | 2,525 | 2,842 | |
3 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | 3,650 | 4,025 | |
3 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | 2,951 | 3,224 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | 7,300 | 7,940 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | 7,350 | 8,302 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.778% | 12/15/49 | 3,000 | 3,275 | |
3 | Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | 5,800 | 6,584 | |
3 | Morgan Stanley Capital I Trust Series 2018-H4 | 4.310% | 12/15/51 | 9,975 | 11,748 | |
3 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | 11,660 | 13,207 | |
3 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | 1,450 | 1,633 | |
3 | Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | 5,650 | 6,351 | |
3 | Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | 3,000 | 3,476 | |
3 | Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | 6,700 | 7,895 | |
3 | Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | 8,415 | 9,399 | |
3 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | 8,485 | 9,225 | |
3 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | 1,275 | 1,382 | |
3 | Nissan Auto Lease Trust Series 2020-A | 1.840% | 1/17/23 | 2,100 | 2,129 | |
3 | Nissan Auto Lease Trust Series 2020-A | 1.880% | 4/15/25 | 850 | 868 | |
3 | Nissan Auto Receivables Owner Trust Series 2017-B | 1.950% | 10/16/23 | 2,710 | 2,723 | |
3 | Nissan Auto Receivables Owner Trust Series 2018-A | 2.650% | 5/16/22 | 1,210 | 1,214 | |
3 | Nissan Auto Receivables Owner Trust Series 2018-A | 2.890% | 6/17/24 | 4,025 | 4,110 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-B | 2.500% | 11/15/23 | 5,850 | 5,963 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-B | 2.540% | 12/15/25 | 1,455 | 1,524 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.930% | 7/15/24 | 7,000 | 7,147 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | 1,650 | 1,714 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-A | 1.380% | 12/16/24 | 1,550 | 1,579 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | 2,250 | 2,260 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | 600 | 606 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.094% | 2/1/26 | 1,116 | 1,161 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | 975 | 1,087 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | 2,200 | 2,555 | |
3 | Santander Drive Auto Receivables Trust Series 2018-2 | 3.350% | 7/17/23 | 1,352 | 1,361 | |
3 | Santander Drive Auto Receivables Trust Series 2018-3 | 3.510% | 8/15/23 | 1,533 | 1,545 | |
3 | Santander Drive Auto Receivables Trust Series 2020-2 | 0.960% | 11/15/24 | 1,175 | 1,182 | |
3 | Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | 1,575 | 1,590 | |
3 | Santander Drive Auto Receivables Trust Series 2020-3 | 0.690% | 3/17/25 | 1,575 | 1,576 | |
3 | Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | 1,175 | 1,181 | |
Santander Drive Auto Receivables Trust Series 2020-4 | 0.730% | 3/17/25 | 1,190 | 1,191 | ||
Santander Drive Auto Receivables Trust Series 2020-4 | 1.010% | 1/15/26 | 1,590 | 1,596 | ||
3 | SG Commercial Mortgage Securities Trust Series 2016-C5 | 3.055% | 10/10/48 | 5,975 | 6,443 | |
3 | Synchrony Card Issuance Trust Series 2018-A1 | 3.380% | 9/15/24 | 12,425 | 12,694 | |
3 | Synchrony Credit Card Master Note Trust Series 2016-2 | 2.210% | 5/15/24 | 15,525 | 15,610 | |
3 | Synchrony Credit Card Master Note Trust Series 2017-2 | 2.620% | 10/15/25 | 6,675 | 6,931 | |
3 | Synchrony Credit Card Master Note Trust Series 2018-1 | 2.970% | 3/15/24 | 12,225 | 12,287 | |
3 | Synchrony Credit Card Master Note Trust Series 2018-2 | 3.470% | 5/15/26 | 12,300 | 13,165 | |
3 | Toyota Auto Receivables Owner Trust Series 2017-D | 1.930% | 1/18/22 | 1,119 | 1,121 | |
3 | Toyota Auto Receivables Owner Trust Series 2018-A | 2.350% | 5/16/22 | 1,426 | 1,432 | |
3 | Toyota Auto Receivables Owner Trust Series 2018-A | 2.520% | 5/15/23 | 2,850 | 2,901 | |
3 | Toyota Auto Receivables Owner Trust Series 2018-B | 2.960% | 9/15/22 | 2,355 | 2,377 | |
3 | Toyota Auto Receivables Owner Trust Series 2018-B | 3.110% | 11/15/23 | 900 | 928 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.660% | 5/15/24 | 6,355 | 6,480 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | 1,060 | 1,096 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | 480 | 489 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | 3,315 | 3,322 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | 645 | 648 | |
3 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | 7,800 | 8,714 | |
3 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | 3,400 | 3,812 | |
3 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | 5,850 | 6,658 | |
3 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | 1,550 | 1,722 | |
3 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | 6,975 | 7,892 | |
3 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | 2,900 | 3,243 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | 4,700 | 5,165 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | 5,875 | 6,621 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | 2,594 | 2,940 | |
3 | UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | 3,950 | 4,458 | |
3 | UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | 5,700 | 6,579 | |
3 | UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | 3,000 | 3,373 | |
3 | UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | 8,250 | 9,766 | |
3 | UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | 1,550 | 1,828 | |
3 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | 10,165 | 12,072 | |
3 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.587% | 8/15/51 | 4,000 | 4,777 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | 2,629 | 2,828 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | 9,825 | 11,810 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | 1,750 | 2,090 | |
3 | UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | 10,250 | 12,345 | |
3 | UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | 9,375 | 11,169 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | 6,125 | 7,037 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | 2,225 | 2,607 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | 3,250 | 3,757 | |
3 | UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | 12,275 | 14,375 | |
3 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | 4,200 | 4,849 | |
3 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | 1,250 | 1,432 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | 4,910 | 5,382 | |
3 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | 2,850 | 3,165 | |
3 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.378% | 12/15/52 | 1,700 | 1,895 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2012-C4 | 2.850% | 12/10/45 | 10,200 | 10,570 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C5 | 3.185% | 3/10/46 | 2,870 | 2,995 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | 4,765 | 4,996 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | 700 | 727 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2018-1 | 3.020% | 11/21/22 | 1,352 | 1,369 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2018-1 | 3.150% | 7/22/24 | 850 | 875 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | 1,200 | 1,212 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2012-LC5 | 2.918% | 10/15/45 | 4,389 | 4,528 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | 539 | 565 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | 12,090 | 13,159 | |
Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | 400 | 425 | ||
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.244% | 12/15/47 | 1,121 | 1,179 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.271% | 12/15/47 | 1,461 | 1,486 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | 3,725 | 4,088 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | 10,875 | 11,978 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | 3,148 | 3,299 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | 2,075 | 2,263 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | 1,500 | 1,617 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | 7,707 | 8,559 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | 1,040 | 1,147 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | 3,386 | 3,578 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.411% | 9/15/58 | 932 | 1,029 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | 886 | 928 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | 4,535 | 4,961 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | 1,900 | 2,015 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | 1,338 | 1,429 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | 2,000 | 2,255 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | 1,775 | 1,979 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | 219 | 219 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | 2,211 | 2,294 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | 1,500 | 1,637 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | 2,875 | 3,082 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | 1,800 | 2,039 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | 7,714 | 8,541 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | 4,875 | 5,267 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.814% | 8/15/49 | 1,200 | 1,260 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | 1,929 | 2,055 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | 4,200 | 4,681 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | 1,450 | 1,623 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | 2,900 | 3,125 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | 1,225 | 1,318 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 3.065% | 11/15/59 | 1,425 | 1,557 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | 2,900 | 3,318 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | 3,275 | 3,455 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | 5,654 | 6,206 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | 1,010 | 1,147 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | 16,230 | 18,397 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | 4,556 | 5,096 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | 7,000 | 7,909 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | 3,900 | 4,377 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | 3,925 | 4,315 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | 5,900 | 6,715 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | 1,575 | 1,780 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | 9,900 | 11,211 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C42 | 3.330% | 12/15/50 | 4,815 | 5,439 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | 10,000 | 11,401 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | 15,275 | 17,449 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | 12,250 | 14,343 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | 2,125 | 2,458 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | 8,200 | 9,665 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | 12,975 | 15,295 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | 10,575 | 12,469 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | 17,050 | 20,482 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | 4,550 | 5,444 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | 10,450 | 12,359 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | 6,075 | 7,058 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | 8,750 | 9,933 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | 1,600 | 1,767 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | 3,775 | 4,198 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | 8,225 | 9,210 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | 4,975 | 5,607 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | 4,635 | 5,078 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | 1,565 | 1,681 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | 1,990 | 2,071 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C10 | 2.875% | 12/15/45 | 8,500 | 8,796 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C6 | 3.440% | 4/15/45 | 4,031 | 4,093 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C7 | 3.431% | 6/15/45 | 3,511 | 3,605 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C7 | 4.090% | 6/15/45 | 2,200 | 2,214 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C8 | 3.001% | 8/15/45 | 1,600 | 1,649 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C9 | 2.870% | 11/15/45 | 2,880 | 2,973 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C11 | 3.071% | 3/15/45 | 2,414 | 2,515 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.198% | 3/15/48 | 1,045 | 1,094 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.560% | 3/15/48 | 495 | 515 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.001% | 5/15/45 | 2,154 | 2,257 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | 421 | 442 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.337% | 6/15/46 | 3,250 | 3,438 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | 1,725 | 1,804 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | 314 | 327 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.153% | 8/15/46 | 2,640 | 2,850 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | 660 | 708 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | 876 | 916 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | 1,520 | 1,659 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | 2,530 | 2,737 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | 437 | 456 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | 925 | 1,004 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | 725 | 778 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | 725 | 774 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | 7,268 | 7,963 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | 375 | 408 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.862% | 12/15/46 | 563 | 602 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | 1,470 | 1,593 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.040% | 3/15/46 | 375 | 404 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | 306 | 321 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.660% | 3/15/47 | 463 | 464 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | 1,450 | 1,596 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | 475 | 515 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | 521 | 549 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.723% | 5/15/47 | 1,525 | 1,607 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | 1,150 | 1,263 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | 1,220 | 1,322 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | 3,000 | 3,282 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | 6,275 | 6,915 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | 1,200 | 1,304 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | 1,578 | 1,662 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | 1,150 | 1,273 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | 800 | 884 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.428% | 11/15/47 | 1,224 | 1,248 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.607% | 11/15/47 | 2,075 | 2,276 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | 1,157 | 1,199 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | 4,415 | 4,829 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | 1,840 | 1,995 | |
3 | World Financial Network Credit Card Master Trust Series 2018-A | 3.070% | 12/16/24 | 8,050 | 8,075 | |
3 | World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | 5,050 | 5,149 | |
3 | World Omni Auto Receivables Trust Series 2019-C | 2.030% | 12/15/25 | 1,400 | 1,450 | |
3 | World Omni Auto Receivables Trust Series 2020-A | 1.700% | 1/17/23 | 2,225 | 2,269 | |
3 | World Omni Auto Receivables Trust Series 2020-A | 1.100% | 4/15/25 | 3,995 | 4,044 | |
3 | World Omni Auto Receivables Trust Series 2020-A | 1.790% | 6/16/25 | 1,275 | 1,307 | |
3 | World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | 1,950 | 1,963 | |
3 | World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | 425 | 429 | |
3 | World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | 2,150 | 2,158 | |
3 | World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | 775 | 781 | |
3 | World Omni Automobile Lease Securitization Trust Series 2018-B | 3.190% | 12/15/21 | 3,245 | 3,256 | |
3 | World Omni Automobile Lease Securitization Trust Series 2018-B | 3.300% | 3/15/24 | 2,500 | 2,521 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.450% | 2/15/24 | 3,900 | 3,901 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | 775 | 777 | |
3 | World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | 575 | 575 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $5,161,310) | 5,530,838 | |||||
Corporate Bonds (29.5%) | ||||||
Communications (2.7%) | ||||||
Alphabet Inc. | 0.450% | 8/15/25 | 9,100 | 9,097 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 7,675 | 8,199 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 12,295 | 12,244 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 20,600 | 20,277 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 13,500 | 13,172 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 24,100 | 23,011 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 18,000 | 17,249 | ||
America Movil SAB de CV | 3.125% | 7/16/22 | 13,640 | 14,185 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
America Movil SAB de CV | 3.625% | 4/22/29 | 7,600 | 8,608 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 6,200 | 6,734 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 8,615 | 12,926 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 2,850 | 4,072 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 18,536 | 27,362 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 9,675 | 12,060 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 19,480 | 25,025 | ||
AT&T Inc. | 3.000% | 6/30/22 | 22,805 | 23,589 | ||
AT&T Inc. | 4.050% | 12/15/23 | 4,340 | 4,793 | ||
AT&T Inc. | 4.450% | 4/1/24 | 12,219 | 13,640 | ||
AT&T Inc. | 3.950% | 1/15/25 | 3,190 | 3,589 | ||
AT&T Inc. | 3.400% | 5/15/25 | 21,699 | 24,080 | ||
AT&T Inc. | 3.600% | 7/15/25 | 13,800 | 15,522 | ||
AT&T Inc. | 4.125% | 2/17/26 | 18,365 | 21,230 | ||
AT&T Inc. | 3.800% | 2/15/27 | 17,613 | 20,233 | ||
AT&T Inc. | 4.250% | 3/1/27 | 16,658 | 19,471 | ||
AT&T Inc. | 2.300% | 6/1/27 | 22,330 | 23,802 | ||
AT&T Inc. | 1.650% | 2/1/28 | 20,000 | 20,381 | ||
3 | AT&T Inc. | 4.100% | 2/15/28 | 15,722 | 18,450 | |
AT&T Inc. | 4.350% | 3/1/29 | 30,600 | 36,399 | ||
3 | AT&T Inc. | 4.300% | 2/15/30 | 27,031 | 32,269 | |
AT&T Inc. | 2.750% | 6/1/31 | 33,160 | 35,336 | ||
AT&T Inc. | 2.250% | 2/1/32 | 38,000 | 38,489 | ||
3,7 | AT&T Inc. | 2.550% | 12/1/33 | 36,570 | 37,583 | |
AT&T Inc. | 4.500% | 5/15/35 | 21,975 | 26,589 | ||
AT&T Inc. | 5.250% | 3/1/37 | 14,720 | 18,984 | ||
AT&T Inc. | 4.900% | 8/15/37 | 19,625 | 24,468 | ||
AT&T Inc. | 4.850% | 3/1/39 | 9,600 | 11,899 | ||
AT&T Inc. | 5.350% | 9/1/40 | 28,053 | 36,547 | ||
AT&T Inc. | 3.500% | 6/1/41 | 24,000 | 25,873 | ||
AT&T Inc. | 5.550% | 8/15/41 | 2,050 | 2,715 | ||
AT&T Inc. | 5.150% | 3/15/42 | 12,734 | 16,223 | ||
AT&T Inc. | 4.900% | 6/15/42 | 13,315 | 16,603 | ||
AT&T Inc. | 4.300% | 12/15/42 | 15,890 | 18,506 | ||
AT&T Inc. | 3.100% | 2/1/43 | 22,000 | 22,290 | ||
AT&T Inc. | 4.650% | 6/1/44 | 9,105 | 10,856 | ||
AT&T Inc. | 4.350% | 6/15/45 | 15,749 | 18,003 | ||
AT&T Inc. | 4.750% | 5/15/46 | 30,443 | 37,717 | ||
3 | AT&T Inc. | 5.150% | 11/15/46 | 6,241 | 8,142 | |
AT&T Inc. | 5.450% | 3/1/47 | 17,545 | 23,518 | ||
AT&T Inc. | 4.500% | 3/9/48 | 19,700 | 23,322 | ||
AT&T Inc. | 4.550% | 3/9/49 | 10,065 | 12,086 | ||
AT&T Inc. | 5.150% | 2/15/50 | 14,600 | 18,846 | ||
AT&T Inc. | 3.650% | 6/1/51 | 26,600 | 27,821 | ||
AT&T Inc. | 3.300% | 2/1/52 | 20,200 | 20,022 | ||
3,7 | AT&T Inc. | 3.500% | 9/15/53 | 73,996 | 74,191 | |
3,7 | AT&T Inc. | 3.550% | 9/15/55 | 65,600 | 65,646 | |
3,7 | AT&T Inc. | 3.800% | 12/1/57 | 46,309 | 48,312 | |
3,7 | AT&T Inc. | 3.650% | 9/15/59 | 59,357 | 59,531 | |
AT&T Inc. | 3.850% | 6/1/60 | 12,600 | 13,216 | ||
AT&T Inc. | 3.500% | 2/1/61 | 13,100 | 12,971 | ||
Baidu Inc. | 2.875% | 7/6/22 | 9,875 | 10,172 | ||
Baidu Inc. | 3.500% | 11/28/22 | 7,325 | 7,674 | ||
Baidu Inc. | 3.875% | 9/29/23 | 8,400 | 9,052 | ||
Baidu Inc. | 4.375% | 5/14/24 | 7,300 | 8,017 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Baidu Inc. | 3.075% | 4/7/25 | 800 | 855 | ||
Baidu Inc. | 4.125% | 6/30/25 | 100 | 112 | ||
Baidu Inc. | 1.720% | 4/9/26 | 9,000 | 9,156 | ||
Baidu Inc. | 3.625% | 7/6/27 | 5,375 | 5,937 | ||
Baidu Inc. | 4.375% | 3/29/28 | 4,025 | 4,632 | ||
Baidu Inc. | 4.875% | 11/14/28 | 2,400 | 2,870 | ||
Baidu Inc. | 3.425% | 4/7/30 | 650 | 721 | ||
Baidu Inc. | 2.375% | 10/9/30 | 3,000 | 3,069 | ||
Bell Canada | 4.300% | 7/29/49 | 5,000 | 6,494 | ||
Booking Holdings Inc. | 2.750% | 3/15/23 | 2,275 | 2,385 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 7,850 | 8,693 | ||
Booking Holdings Inc. | 4.100% | 4/13/25 | 5,629 | 6,374 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 11,245 | 12,728 | ||
Booking Holdings Inc. | 4.500% | 4/13/27 | 5,400 | 6,437 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 170 | 194 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 15,000 | 18,601 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 5,150 | 5,679 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 5,000 | 6,144 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 26,483 | 43,810 | ||
Charter Communications Operating LLC | 4.464% | 7/23/22 | 32,000 | 33,703 | ||
3 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 11,655 | 12,916 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 42,042 | 48,851 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 26,330 | 29,519 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 9,250 | 10,609 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 11,917 | 14,427 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 13,655 | 14,418 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 10,000 | 9,973 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 18,300 | 25,051 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 8,925 | 11,110 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 29,134 | 41,167 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 23,009 | 28,657 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 23,850 | 31,163 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 6,300 | 7,663 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 28,360 | 33,782 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 20,550 | 21,315 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 5,425 | 8,221 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 18,000 | 18,091 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 2,075 | 2,429 | ||
Comcast Corp. | 3.000% | 2/1/24 | 24,340 | 26,198 | ||
Comcast Corp. | 3.600% | 3/1/24 | 4,475 | 4,911 | ||
Comcast Corp. | 3.700% | 4/15/24 | 10,000 | 10,989 | ||
Comcast Corp. | 3.375% | 2/15/25 | 10,866 | 12,004 | ||
Comcast Corp. | 3.100% | 4/1/25 | 6,000 | 6,584 | ||
Comcast Corp. | 3.375% | 8/15/25 | 29,213 | 32,469 | ||
Comcast Corp. | 3.950% | 10/15/25 | 27,650 | 31,665 | ||
Comcast Corp. | 3.150% | 3/1/26 | 13,800 | 15,332 | ||
Comcast Corp. | 2.350% | 1/15/27 | 23,515 | 25,278 | ||
Comcast Corp. | 3.300% | 2/1/27 | 25,135 | 28,286 | ||
Comcast Corp. | 3.300% | 4/1/27 | 6,000 | 6,807 | ||
Comcast Corp. | 3.150% | 2/15/28 | 17,300 | 19,380 | ||
Comcast Corp. | 4.150% | 10/15/28 | 39,692 | 47,489 | ||
Comcast Corp. | 2.650% | 2/1/30 | 15,500 | 16,875 | ||
Comcast Corp. | 3.400% | 4/1/30 | 14,955 | 17,186 | ||
Comcast Corp. | 4.250% | 10/15/30 | 16,050 | 19,627 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Comcast Corp. | 1.950% | 1/15/31 | 22,866 | 23,474 | ||
Comcast Corp. | 1.500% | 2/15/31 | 9,100 | 9,022 | ||
Comcast Corp. | 4.250% | 1/15/33 | 15,335 | 19,154 | ||
Comcast Corp. | 7.050% | 3/15/33 | 2,200 | 3,363 | ||
Comcast Corp. | 4.200% | 8/15/34 | 10,900 | 13,659 | ||
Comcast Corp. | 5.650% | 6/15/35 | 6,890 | 9,767 | ||
Comcast Corp. | 4.400% | 8/15/35 | 17,305 | 21,924 | ||
Comcast Corp. | 6.500% | 11/15/35 | 13,950 | 21,473 | ||
Comcast Corp. | 3.200% | 7/15/36 | 9,275 | 10,508 | ||
Comcast Corp. | 6.450% | 3/15/37 | 8,723 | 13,318 | ||
Comcast Corp. | 6.950% | 8/15/37 | 6,748 | 10,782 | ||
Comcast Corp. | 3.900% | 3/1/38 | 11,000 | 13,377 | ||
Comcast Corp. | 6.400% | 5/15/38 | 5,604 | 8,644 | ||
Comcast Corp. | 4.600% | 10/15/38 | 26,065 | 34,175 | ||
Comcast Corp. | 6.550% | 7/1/39 | 4,779 | 7,442 | ||
Comcast Corp. | 3.250% | 11/1/39 | 16,000 | 18,054 | ||
Comcast Corp. | 6.400% | 3/1/40 | 6,325 | 9,862 | ||
Comcast Corp. | 3.750% | 4/1/40 | 15,050 | 18,144 | ||
Comcast Corp. | 4.650% | 7/15/42 | 16,336 | 22,041 | ||
Comcast Corp. | 4.500% | 1/15/43 | 6,150 | 8,092 | ||
Comcast Corp. | 4.600% | 8/15/45 | 14,592 | 19,491 | ||
Comcast Corp. | 3.400% | 7/15/46 | 13,423 | 15,493 | ||
Comcast Corp. | 4.000% | 8/15/47 | 10,675 | 13,416 | ||
Comcast Corp. | 3.969% | 11/1/47 | 25,986 | 32,407 | ||
Comcast Corp. | 4.000% | 3/1/48 | 9,125 | 11,395 | ||
Comcast Corp. | 4.700% | 10/15/48 | 24,772 | 34,422 | ||
Comcast Corp. | 3.999% | 11/1/49 | 24,111 | 30,304 | ||
Comcast Corp. | 3.450% | 2/1/50 | 15,950 | 18,739 | ||
Comcast Corp. | 2.800% | 1/15/51 | 17,225 | 17,943 | ||
Comcast Corp. | 2.450% | 8/15/52 | 22,000 | 21,337 | ||
Comcast Corp. | 4.049% | 11/1/52 | 17,203 | 21,972 | ||
Comcast Corp. | 4.950% | 10/15/58 | 23,478 | 35,550 | ||
Comcast Corp. | 2.650% | 8/15/62 | 13,500 | 13,502 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 36,833 | 58,147 | ||
Discovery Communications LLC | 2.950% | 3/20/23 | 7,900 | 8,311 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 3,765 | 4,107 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 7,525 | 8,349 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 7,161 | 7,850 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 4,768 | 5,346 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 9,000 | 10,564 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 16,714 | 19,110 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 6,900 | 8,009 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 8,525 | 9,752 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 4,550 | 5,755 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 8,215 | 11,683 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 11,665 | 14,352 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 19,054 | 24,762 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 6,385 | 8,350 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 15,335 | 19,134 | ||
3,7 | Discovery Communications LLC | 4.000% | 9/15/55 | 11,656 | 12,984 | |
3,7 | Expedia Group Inc. | 3.600% | 12/15/23 | 1,000 | 1,064 | |
Expedia Group Inc. | 5.000% | 2/15/26 | 5,315 | 5,921 | ||
3,7 | Expedia Group Inc. | 4.625% | 8/1/27 | 7,000 | 7,807 | |
Expedia Group Inc. | 3.800% | 2/15/28 | 7,958 | 8,534 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 14,355 | 14,850 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fox Corp. | 3.666% | 1/25/22 | 5,580 | 5,775 | ||
Fox Corp. | 4.030% | 1/25/24 | 13,265 | 14,576 | ||
Fox Corp. | 3.050% | 4/7/25 | 5,105 | 5,589 | ||
Fox Corp. | 4.709% | 1/25/29 | 12,325 | 14,927 | ||
Fox Corp. | 3.500% | 4/8/30 | 12,248 | 13,879 | ||
Fox Corp. | 5.476% | 1/25/39 | 15,500 | 21,203 | ||
Fox Corp. | 5.576% | 1/25/49 | 14,020 | 20,367 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 2,025 | 2,466 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 5,420 | 6,093 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 275 | 419 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 4,845 | 6,794 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 20,160 | 24,377 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 8,800 | 11,118 | ||
Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 11,196 | 11,959 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 4,320 | 4,799 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 2,855 | 3,434 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 5,300 | 6,560 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 6,300 | 8,595 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 5,000 | 7,100 | ||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 6,370 | 9,996 | ||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 3,395 | 5,173 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 4,500 | 5,865 | ||
Omnicom Group Inc. | 3.625% | 5/1/22 | 12,051 | 12,564 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 7,375 | 8,130 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 12,675 | 14,442 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 9,438 | 9,993 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 4,900 | 5,874 | ||
Orange SA | 9.000% | 3/1/31 | 16,090 | 26,321 | ||
Orange SA | 5.375% | 1/13/42 | 11,690 | 16,620 | ||
Orange SA | 5.500% | 2/6/44 | 10,815 | 15,740 | ||
Rogers Communications Inc. | 3.000% | 3/15/23 | 5,000 | 5,250 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,400 | 6,983 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 6,435 | 7,262 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 1,500 | 1,659 | ||
Rogers Communications Inc. | 7.500% | 8/15/38 | 300 | 467 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 7,615 | 9,647 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 5,000 | 6,825 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 4,850 | 6,139 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 16,050 | 20,505 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 4,151 | 4,821 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 4,775 | 6,404 | ||
TCI Communications Inc. | 7.125% | 2/15/28 | 725 | 997 | ||
Telefonica Emisiones SA | 4.570% | 4/27/23 | 5,875 | 6,419 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 17,075 | 19,712 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 17,972 | 26,893 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 11,270 | 13,577 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 24,482 | 31,433 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 17,143 | 21,396 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 12,095 | 16,298 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 8,362 | 12,732 | ||
TELUS Corp. | 2.800% | 2/16/27 | 8,525 | 9,313 | ||
TELUS Corp. | 4.300% | 6/15/49 | 5,970 | 7,451 | ||
3,7 | Tencent Holdings Ltd. | 3.240% | 6/3/50 | 1,340 | 1,388 | |
3 | Tencent Holdings Ltd. | 3.240% | 6/3/50 | 1,000 | 1,035 | |
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 3,630 | 3,603 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Time Warner Cable LLC | 6.550% | 5/1/37 | 14,905 | 20,325 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 10,248 | 15,175 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 18,092 | 25,815 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 10,710 | 14,176 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 9,070 | 11,672 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 9,785 | 11,393 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 5,775 | 8,925 | ||
3,7 | T-Mobile USA Inc. | 3.500% | 4/15/25 | 30,500 | 33,709 | |
3,7 | T-Mobile USA Inc. | 1.500% | 2/15/26 | 8,000 | 8,197 | |
3,7 | T-Mobile USA Inc. | 3.750% | 4/15/27 | 41,247 | 46,902 | |
3,7 | T-Mobile USA Inc. | 2.050% | 2/15/28 | 20,006 | 20,814 | |
3,7 | T-Mobile USA Inc. | 3.875% | 4/15/30 | 64,215 | 74,325 | |
3,7 | T-Mobile USA Inc. | 2.550% | 2/15/31 | 24,278 | 25,475 | |
3,7 | T-Mobile USA Inc. | 2.250% | 11/15/31 | 9,000 | 9,230 | |
3,7 | T-Mobile USA Inc. | 4.375% | 4/15/40 | 25,737 | 31,243 | |
3,7 | T-Mobile USA Inc. | 3.000% | 2/15/41 | 24,600 | 25,482 | |
3,7 | T-Mobile USA Inc. | 4.500% | 4/15/50 | 31,305 | 38,821 | |
3,7 | T-Mobile USA Inc. | 3.300% | 2/15/51 | 29,112 | 29,979 | |
3,7 | T-Mobile USA Inc. | 3.600% | 11/15/60 | 13,500 | 14,343 | |
3 | TWDC Enterprises 18 Corp. | 2.550% | 2/15/22 | 3,050 | 3,125 | |
3 | TWDC Enterprises 18 Corp. | 2.450% | 3/4/22 | 8,125 | 8,324 | |
3 | TWDC Enterprises 18 Corp. | 2.350% | 12/1/22 | 2,300 | 2,391 | |
3 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 5,800 | 6,418 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 13,285 | 14,689 | ||
3 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 21,720 | 22,820 | |
3 | TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 250 | 278 | |
3 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 4,425 | 6,647 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 3,310 | 4,207 | ||
3 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 11,701 | 14,534 | |
3 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 8,195 | 9,701 | |
3 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 1,500 | 1,641 | |
Verizon Communications Inc. | 5.150% | 9/15/23 | 21,596 | 24,307 | ||
Verizon Communications Inc. | 3.500% | 11/1/24 | 14,841 | 16,363 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 22,564 | 25,046 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 18,000 | 18,117 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 22,800 | 24,958 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 31,725 | 37,407 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 11,000 | 12,185 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 43,139 | 51,801 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 39,471 | 46,793 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 42,595 | 47,739 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 7,500 | 7,382 | ||
3,7 | Verizon Communications Inc. | 1.680% | 10/30/30 | 15,668 | 15,560 | |
Verizon Communications Inc. | 1.750% | 1/20/31 | 21,075 | 20,949 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 27,744 | 34,973 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 29,782 | 37,170 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 21,943 | 27,136 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 23,230 | 31,546 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 17,935 | 23,245 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 28,000 | 28,313 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 9,350 | 12,312 | ||
Verizon Communications Inc. | 3.850% | 11/1/42 | 9,974 | 11,796 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 9,730 | 11,874 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 36,320 | 48,743 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 40,867 | 53,036 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Verizon Communications Inc. | 5.012% | 4/15/49 | 19,268 | 26,695 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 12,350 | 14,942 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 23,000 | 23,131 | ||
Verizon Communications Inc. | 4.672% | 3/15/55 | 29,470 | 39,222 | ||
3,7 | Verizon Communications Inc. | 2.987% | 10/30/56 | 43,105 | 43,300 | |
Verizon Communications Inc. | 3.000% | 11/20/60 | 18,000 | 18,057 | ||
ViacomCBS Inc. | 3.375% | 3/1/22 | 500 | 512 | ||
ViacomCBS Inc. | 4.250% | 9/1/23 | 11,650 | 12,664 | ||
ViacomCBS Inc. | 3.875% | 4/1/24 | 5,113 | 5,571 | ||
ViacomCBS Inc. | 3.700% | 8/15/24 | 5,225 | 5,720 | ||
ViacomCBS Inc. | 3.500% | 1/15/25 | 5,196 | 5,697 | ||
ViacomCBS Inc. | 4.750% | 5/15/25 | 11,000 | 12,765 | ||
ViacomCBS Inc. | 4.000% | 1/15/26 | 4,225 | 4,823 | ||
ViacomCBS Inc. | 2.900% | 1/15/27 | 17,869 | 19,574 | ||
ViacomCBS Inc. | 3.375% | 2/15/28 | 4,150 | 4,664 | ||
ViacomCBS Inc. | 3.700% | 6/1/28 | 8,019 | 9,142 | ||
ViacomCBS Inc. | 4.950% | 1/15/31 | 20,150 | 25,270 | ||
ViacomCBS Inc. | 4.200% | 5/19/32 | 15,670 | 18,864 | ||
ViacomCBS Inc. | 5.500% | 5/15/33 | 5,200 | 6,659 | ||
ViacomCBS Inc. | 6.875% | 4/30/36 | 10,910 | 15,823 | ||
ViacomCBS Inc. | 5.900% | 10/15/40 | 3,375 | 4,467 | ||
ViacomCBS Inc. | 4.850% | 7/1/42 | 10,293 | 12,527 | ||
ViacomCBS Inc. | 4.375% | 3/15/43 | 14,940 | 17,636 | ||
ViacomCBS Inc. | 5.850% | 9/1/43 | 15,499 | 21,283 | ||
ViacomCBS Inc. | 5.250% | 4/1/44 | 400 | 514 | ||
ViacomCBS Inc. | 4.900% | 8/15/44 | 5,115 | 6,307 | ||
ViacomCBS Inc. | 4.600% | 1/15/45 | 1,400 | 1,657 | ||
ViacomCBS Inc. | 4.950% | 5/19/50 | 9,800 | 12,573 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 33,250 | 36,322 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 16,125 | 18,420 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 32,955 | 39,425 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 1,163 | 1,721 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 5,145 | 7,104 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 6,136 | 8,825 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 21,219 | 27,602 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 17,155 | 21,213 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 27,504 | 38,138 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 16,949 | 22,560 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 12,765 | 15,708 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 4,750 | 6,529 | ||
Walt Disney Co. | 3.000% | 9/15/22 | 23,079 | 24,095 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 3,120 | 3,248 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 10,326 | 11,454 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 13,990 | 15,494 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 8,810 | 9,968 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 15,250 | 15,949 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 8,225 | 9,264 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 4,000 | 4,608 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 8,400 | 8,980 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 18,117 | 18,903 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 12,585 | 14,978 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 28,775 | 31,560 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 2,415 | 3,517 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 9,795 | 14,700 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 9,125 | 14,141 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Walt Disney Co. | 6.150% | 3/1/37 | 14,208 | 20,711 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 6,876 | 10,845 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 7,010 | 9,324 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 16,033 | 18,812 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 6,133 | 8,965 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 11,795 | 16,153 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 550 | 768 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 9,750 | 10,300 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 14,545 | 20,496 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 30,625 | 37,151 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 16,483 | 20,692 | ||
Weibo Corp. | 3.500% | 7/5/24 | 8,375 | 8,759 | ||
Weibo Corp. | 3.375% | 7/8/30 | 8,565 | 8,746 | ||
WPP Finance 2010 | 3.625% | 9/7/22 | 4,400 | 4,626 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 4,490 | 4,976 | ||
5,893,205 | ||||||
Consumer Discretionary (1.8%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 11,800 | 13,510 | ||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 6,625 | 6,964 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 16,485 | 18,133 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 18,425 | 20,579 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 5,710 | 7,060 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 10,760 | 12,668 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 19,375 | 24,367 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 9,000 | 12,007 | ||
Amazon.com Inc. | 3.300% | 12/5/21 | 7,999 | 8,177 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 8,505 | 8,821 | ||
Amazon.com Inc. | 2.400% | 2/22/23 | 16,319 | 17,028 | ||
Amazon.com Inc. | 0.400% | 6/3/23 | 16,815 | 16,905 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 2,000 | 2,163 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 5,049 | 5,669 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 9,785 | 9,923 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 11,460 | 13,928 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 12,232 | 12,471 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 32,883 | 37,394 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 24,125 | 24,492 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 13,670 | 18,698 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 28,490 | 35,370 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 14,326 | 20,929 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 31,830 | 41,981 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 23,355 | 24,146 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 20,975 | 29,606 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 18,000 | 19,236 | ||
3 | American Airlines Pass-Through Trust Class A Series 2016-3 | 3.250% | 10/15/28 | 1,828 | 1,646 | |
3 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 826 | 810 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-1 | ��3.575% | 1/15/28 | 2,550 | 2,502 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 4,339 | 4,147 | |
American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 5,761 | 5,636 | ||
3 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 2,321 | 2,288 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 4,756 | 4,594 | |
3 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 3,113 | 2,989 | |
3 | American Honda Finance Corp. | 1.650% | 7/12/21 | 4,450 | 4,481 | |
3 | American Honda Finance Corp. | 1.700% | 9/9/21 | 16,925 | 17,083 | |
3 | American Honda Finance Corp. | 3.375% | 12/10/21 | 3,500 | 3,600 | |
American Honda Finance Corp. | 1.950% | 5/20/22 | 5,640 | 5,764 | ||
3 | American Honda Finance Corp. | 2.200% | 6/27/22 | 6,250 | 6,423 | |
3 | American Honda Finance Corp. | 0.400% | 10/21/22 | 2,000 | 2,001 | |
3 | American Honda Finance Corp. | 2.600% | 11/16/22 | 4,825 | 5,026 | |
3 | American Honda Finance Corp. | 1.950% | 5/10/23 | 21,100 | 21,869 | |
3 | American Honda Finance Corp. | 0.875% | 7/7/23 | 7,300 | 7,387 | |
3 | American Honda Finance Corp. | 3.450% | 7/14/23 | 4,130 | 4,440 | |
3 | American Honda Finance Corp. | 0.650% | 9/8/23 | 15,826 | 15,918 | |
3 | American Honda Finance Corp. | 3.625% | 10/10/23 | 4,175 | 4,538 | |
3 | American Honda Finance Corp. | 2.900% | 2/16/24 | 6,400 | 6,851 | |
3 | American Honda Finance Corp. | 2.400% | 6/27/24 | 4,200 | 4,464 | |
3 | American Honda Finance Corp. | 2.150% | 9/10/24 | 6,000 | 6,341 | |
3 | American Honda Finance Corp. | 1.200% | 7/8/25 | 5,000 | 5,111 | |
3 | American Honda Finance Corp. | 1.000% | 9/10/25 | 6,000 | 6,069 | |
3 | American Honda Finance Corp. | 2.300% | 9/9/26 | 3,650 | 3,930 | |
3 | American Honda Finance Corp. | 2.350% | 1/8/27 | 4,300 | 4,618 | |
3 | American Honda Finance Corp. | 3.500% | 2/15/28 | 2,000 | 2,292 | |
3 | American University | 3.672% | 4/1/49 | 4,150 | 4,614 | |
Aptiv Corp. | 4.150% | 3/15/24 | 8,355 | 9,177 | ||
Aptiv plc | 4.250% | 1/15/26 | 2,550 | 2,942 | ||
Aptiv plc | 4.350% | 3/15/29 | 1,400 | 1,613 | ||
Aptiv plc | 4.400% | 10/1/46 | 4,825 | 5,212 | ||
Aptiv plc | 5.400% | 3/15/49 | 3,890 | 4,842 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 2,300 | 2,483 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 9,905 | 11,096 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 6,075 | 6,715 | ||
AutoZone Inc. | 3.700% | 4/15/22 | 8,325 | 8,620 | ||
AutoZone Inc. | 2.875% | 1/15/23 | 3,080 | 3,214 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 1,950 | 2,098 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 13,519 | 14,787 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 220 | 246 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 5,200 | 5,721 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 5,600 | 6,402 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 9,657 | 11,077 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 15,250 | 17,959 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 8,500 | 8,436 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 9,000 | 10,803 | ||
Best Buy Co. Inc. | 1.950% | 10/1/30 | 2,000 | 2,007 | ||
Block Financial LLC | 5.500% | 11/1/22 | 5,000 | 5,319 | ||
Block Financial LLC | 5.250% | 10/1/25 | 13,075 | 14,937 | ||
Block Financial LLC | 3.875% | 8/15/30 | 6,850 | 7,399 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 2,788 | 3,071 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 1,000 | 1,074 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 3,965 | 4,620 | ||
3 | Brown University in Providence in the State of Rhode Island & Providence Plant | 2.924% | 9/1/50 | 4,650 | 5,254 | |
California Institute of Technology | 4.321% | 8/1/45 | 1,446 | 1,957 | ||
California Institute of Technology | 4.700% | 11/1/11 | 5,575 | 7,719 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California Institute of Technology | 3.650% | 9/1/19 | 2,945 | 3,335 | ||
Cintas Corp. No. 2 | 2.900% | 4/1/22 | 3,600 | 3,706 | ||
Cintas Corp. No. 2 | 3.250% | 6/1/22 | 1,025 | 1,059 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 8,475 | 9,753 | ||
Cintas Corp. No. 2 | 6.150% | 8/15/36 | 259 | 346 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 3,615 | 5,103 | ||
3 | Continental Airlines Pass-Through Trust Class A Series 2010-1 | 4.750% | 1/12/21 | 2,073 | 2,073 | |
3 | Continental Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 4,914 | 4,936 | |
3 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 894 | 902 | |
3,7 | Daimler Finance North America LLC | 2.625% | 3/10/30 | 1,000 | 1,067 | |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 8,820 | 13,919 | ||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 4,275 | 4,683 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 3,850 | 4,245 | ||
3 | Delta Air Lines Pass-Through Trust Class A Series 2007-1 | 6.821% | 8/10/22 | 5,354 | 5,458 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2015-1 | 3.625% | 7/30/27 | 822 | 824 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 4,000 | 4,091 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 6,791 | 6,727 | |
DR Horton Inc. | 4.375% | 9/15/22 | 9,706 | 10,233 | ||
DR Horton Inc. | 4.750% | 2/15/23 | 3,675 | 3,953 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 4,050 | 4,543 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 5,030 | 5,366 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 4,410 | 4,753 | ||
DR Horton Inc. | 1.400% | 10/15/27 | 2,000 | 2,004 | ||
3 | Duke University | 2.682% | 10/1/44 | 8,500 | 8,884 | |
3 | Duke University | 2.832% | 10/1/55 | 10,650 | 11,552 | |
eBay Inc. | 3.800% | 3/9/22 | 5,925 | 6,143 | ||
eBay Inc. | 2.600% | 7/15/22 | 5,405 | 5,558 | ||
eBay Inc. | 2.750% | 1/30/23 | 7,400 | 7,739 | ||
eBay Inc. | 3.450% | 8/1/24 | 2,502 | 2,723 | ||
eBay Inc. | 1.900% | 3/11/25 | 15,479 | 16,244 | ||
eBay Inc. | 3.600% | 6/5/27 | 6,250 | 7,113 | ||
eBay Inc. | 2.700% | 3/11/30 | 13,295 | 14,277 | ||
eBay Inc. | 4.000% | 7/15/42 | 7,836 | 8,876 | ||
3 | Emory University | 2.143% | 9/1/30 | 6,000 | 6,303 | |
3 | Emory University | 2.969% | 9/1/50 | 1,300 | 1,387 | |
3 | Ford Foundation | 2.415% | 6/1/50 | 2,720 | 2,773 | |
3 | Ford Foundation | 2.815% | 6/1/70 | 5,550 | 5,935 | |
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 9,750 | 10,622 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 4,350 | 4,920 | ||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 5,802 | 6,420 | ||
General Motors Co. | 4.875% | 10/2/23 | 23,293 | 25,837 | ||
General Motors Co. | 5.400% | 10/2/23 | 11,000 | 12,349 | ||
General Motors Co. | 4.000% | 4/1/25 | 11,564 | 12,802 | ||
General Motors Co. | 6.125% | 10/1/25 | 32,763 | 39,679 | ||
General Motors Co. | 4.200% | 10/1/27 | 6,794 | 7,680 | ||
General Motors Co. | 6.800% | 10/1/27 | 10,888 | 13,983 | ||
General Motors Co. | 5.000% | 10/1/28 | 6,075 | 7,199 | ||
General Motors Co. | 5.000% | 4/1/35 | 7,431 | 8,918 | ||
General Motors Co. | 6.600% | 4/1/36 | 7,436 | 10,141 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
General Motors Co. | 5.150% | 4/1/38 | 11,779 | 14,195 | ||
General Motors Co. | 6.250% | 10/2/43 | 12,800 | 17,163 | ||
General Motors Co. | 5.200% | 4/1/45 | 13,096 | 15,907 | ||
General Motors Co. | 6.750% | 4/1/46 | 18,247 | 26,142 | ||
General Motors Co. | 5.400% | 4/1/48 | 8,575 | 10,749 | ||
General Motors Co. | 5.950% | 4/1/49 | 7,350 | 9,879 | ||
General Motors Financial Co. Inc. | 4.200% | 3/1/21 | 8,065 | 8,089 | ||
General Motors Financial Co. Inc. | 3.550% | 4/9/21 | 6,550 | 6,596 | ||
General Motors Financial Co. Inc. | 3.200% | 7/6/21 | 14,317 | 14,464 | ||
General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 3,440 | 3,533 | ||
General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 4,150 | 4,269 | ||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 7,265 | 7,454 | ||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 20,239 | 20,830 | ||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 3,300 | 3,416 | ||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 10,000 | 10,436 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 1,175 | 1,230 | ||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 19,074 | 20,912 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 9,930 | 10,526 | ||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 9,918 | 10,700 | ||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 8,200 | 8,818 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 11,000 | 11,268 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 12,371 | 13,809 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 3,903 | 4,239 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 17,065 | 18,418 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 9,278 | 10,185 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 13,212 | 14,095 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 10,600 | 11,869 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 5,350 | 5,712 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 276 | 309 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 6,871 | 8,086 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 10,102 | 11,347 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 18,050 | 20,535 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 8,000 | 8,439 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 7,207 | 7,985 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 4,075 | 5,032 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 9,800 | 10,892 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 6,000 | 5,946 | ||
3 | George Washington University | 4.300% | 9/15/44 | 1,220 | 1,521 | |
George Washington University | 4.868% | 9/15/45 | 1,742 | 2,377 | ||
3 | George Washington University | 4.126% | 9/15/48 | 11,446 | 14,249 | |
3 | Georgetown University | 4.315% | 4/1/49 | 4,837 | 6,154 | |
3 | Georgetown University | 2.943% | 4/1/50 | 4,750 | 4,756 | |
3 | Georgetown University | 5.215% | 10/1/18 | 2,589 | 3,738 | |
Harley-Davidson Inc. | 3.500% | 7/28/25 | 4,000 | 4,353 | ||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 5,485 | 6,224 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 9,500 | 10,745 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 4,625 | 5,963 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 4,413 | 4,983 | ||
Home Depot Inc. | 3.250% | 3/1/22 | 9,400 | 9,723 | ||
Home Depot Inc. | 2.625% | 6/1/22 | 8,669 | 8,936 | ||
Home Depot Inc. | 2.700% | 4/1/23 | 3,400 | 3,566 | ||
Home Depot Inc. | 3.750% | 2/15/24 | 1,934 | 2,120 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 14,400 | 16,047 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 200 | 216 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 17,915 | 19,584 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Home Depot Inc. | 2.800% | 9/14/27 | 5,480 | 6,107 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 2,190 | 2,624 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 15,455 | 17,540 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 40,205 | 44,808 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 26,531 | 40,150 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 27,900 | 32,828 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 8,402 | 13,053 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 10,625 | 13,774 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 936 | 1,318 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 7,525 | 10,025 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 11,580 | 15,422 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 8,805 | 11,186 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 13,173 | 18,468 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 28,055 | 32,188 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 18,762 | 22,217 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 8,195 | 10,175 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 4,185 | 4,388 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 2,125 | 2,377 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 3,805 | 4,175 | ||
JD.com Inc. | 3.125% | 4/29/21 | 796 | 802 | ||
JD.com Inc. | 3.875% | 4/29/26 | 9,577 | 10,652 | ||
JD.com Inc. | 3.375% | 1/14/30 | 3,300 | 3,588 | ||
JD.com Inc. | 4.125% | 1/14/50 | 3,050 | 3,355 | ||
3 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 1,375 | 1,478 | |
3 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 9,634 | 9,589 | |
3 | Johns Hopkins University | 4.083% | 7/1/53 | 4,950 | 6,568 | |
Kohl's Corp. | 3.250% | 2/1/23 | 1,700 | 1,749 | ||
Kohl's Corp. | 4.750% | 12/15/23 | 1,062 | 1,136 | ||
Kohl's Corp. | 4.250% | 7/17/25 | 6,577 | 7,136 | ||
Kohl's Corp. | 5.550% | 7/17/45 | 3,650 | 3,915 | ||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 11,043 | 11,690 | ||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 8,527 | 8,906 | ||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 6,570 | 7,007 | ||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 3,200 | 3,445 | ||
Lear Corp. | 4.250% | 5/15/29 | 6,850 | 7,779 | ||
Lear Corp. | 3.500% | 5/30/30 | 3,800 | 4,119 | ||
Lear Corp. | 5.250% | 5/15/49 | 5,540 | 6,755 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 3,725 | 4,018 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 12,475 | 13,577 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 14,275 | 18,279 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 4,795 | 4,966 | ||
Lennar Corp. | 4.750% | 11/15/22 | 6,700 | 7,102 | ||
Lennar Corp. | 4.875% | 12/15/23 | 2,200 | 2,434 | ||
Lennar Corp. | 4.500% | 4/30/24 | 12,500 | 13,859 | ||
Lennar Corp. | 4.750% | 5/30/25 | 4,700 | 5,370 | ||
Lennar Corp. | 5.250% | 6/1/26 | 3,700 | 4,384 | ||
Lennar Corp. | 4.750% | 11/29/27 | 12,000 | 14,175 | ||
Lowe's Cos. Inc. | 3.120% | 4/15/22 | 1,875 | 1,928 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 8,844 | 9,603 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 2,950 | 3,200 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 8,697 | 9,880 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 14,235 | 15,876 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 19,425 | 21,009 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 9,618 | 10,779 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 13,500 | 13,590 | ||
Lowe's Cos. Inc. | 6.500% | 3/15/29 | 267 | 361 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 13,780 | 16,063 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 12,555 | 15,537 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 11,000 | 11,089 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 6,775 | 9,212 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 541 | 643 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 10,025 | 11,785 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 10,622 | 13,141 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 9,520 | 12,649 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 10,000 | 14,769 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 10,000 | 10,646 | ||
Magna International Inc. | 3.625% | 6/15/24 | 9,445 | 10,307 | ||
Magna International Inc. | 4.150% | 10/1/25 | 2,775 | 3,180 | ||
Magna International Inc. | 2.450% | 6/15/30 | 5,000 | 5,371 | ||
3 | Marriott International Inc. | 3.125% | 10/15/21 | 4,825 | 4,881 | |
Marriott International Inc. | 3.250% | 9/15/22 | 3,525 | 3,618 | ||
Marriott International Inc. | 3.600% | 4/15/24 | 12,525 | 13,334 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 7,409 | 8,014 | ||
3 | Marriott International Inc. | 5.750% | 5/1/25 | 15,392 | 17,970 | |
Marriott International Inc. | 3.750% | 10/1/25 | 2,190 | 2,363 | ||
3 | Marriott International Inc. | 3.125% | 6/15/26 | 8,235 | 8,767 | |
3 | Marriott International Inc. | 4.650% | 12/1/28 | 1,500 | 1,739 | |
Marriott International Inc. | 4.625% | 6/15/30 | 9,100 | 10,668 | ||
3 | Marriott International Inc. | 3.500% | 10/15/32 | 11,200 | 12,266 | |
Masco Corp. | 5.950% | 3/15/22 | 583 | 621 | ||
Masco Corp. | 4.450% | 4/1/25 | 4,750 | 5,464 | ||
Masco Corp. | 4.375% | 4/1/26 | 4,500 | 5,266 | ||
Masco Corp. | 3.500% | 11/15/27 | 6,550 | 7,415 | ||
Masco Corp. | 7.750% | 8/1/29 | 1,144 | 1,576 | ||
Masco Corp. | 2.000% | 10/1/30 | 1,175 | 1,195 | ||
Masco Corp. | 4.500% | 5/15/47 | 3,600 | 4,507 | ||
3 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 145 | 181 | |
3 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 3,080 | 3,541 | |
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 8,856 | 15,484 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 11,505 | 17,252 | ||
3 | McDonald's Corp. | 2.625% | 1/15/22 | 6,265 | 6,415 | |
3 | McDonald's Corp. | 3.350% | 4/1/23 | 11,981 | 12,739 | |
3 | McDonald's Corp. | 3.375% | 5/26/25 | 11,655 | 12,933 | |
3 | McDonald's Corp. | 3.300% | 7/1/25 | 6,100 | 6,784 | |
3 | McDonald's Corp. | 3.700% | 1/30/26 | 22,615 | 25,681 | |
3 | McDonald's Corp. | 3.500% | 3/1/27 | 8,960 | 10,197 | |
3 | McDonald's Corp. | 3.500% | 7/1/27 | 9,000 | 10,300 | |
3 | McDonald's Corp. | 3.800% | 4/1/28 | 7,475 | 8,733 | |
3 | McDonald's Corp. | 2.625% | 9/1/29 | 8,110 | 8,867 | |
3 | McDonald's Corp. | 2.125% | 3/1/30 | 6,855 | 7,216 | |
3 | McDonald's Corp. | 3.600% | 7/1/30 | 25,716 | 30,095 | |
3 | McDonald's Corp. | 4.700% | 12/9/35 | 9,900 | 12,853 | |
3 | McDonald's Corp. | 6.300% | 10/15/37 | 425 | 638 | |
3 | McDonald's Corp. | 6.300% | 3/1/38 | 4,053 | 6,132 | |
3 | McDonald's Corp. | 5.700% | 2/1/39 | 7,793 | 11,148 | |
3 | McDonald's Corp. | 3.700% | 2/15/42 | 4,175 | 4,866 | |
3 | McDonald's Corp. | 3.625% | 5/1/43 | 4,300 | 4,945 | |
3 | McDonald's Corp. | 4.600% | 5/26/45 | 6,860 | 8,924 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | McDonald's Corp. | 4.875% | 12/9/45 | 15,500 | 20,919 | |
3 | McDonald's Corp. | 4.450% | 3/1/47 | 8,890 | 11,517 | |
3 | McDonald's Corp. | 4.450% | 9/1/48 | 7,755 | 10,121 | |
3 | McDonald's Corp. | 3.625% | 9/1/49 | 14,800 | 17,263 | |
3 | McDonald's Corp. | 4.200% | 4/1/50 | 15,000 | 19,266 | |
Mohawk Industries Inc. | 3.850% | 2/1/23 | 6,125 | 6,512 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 5,625 | 6,280 | ||
NIKE Inc. | 2.250% | 5/1/23 | 3,700 | 3,852 | ||
NIKE Inc. | 2.400% | 3/27/25 | 4,125 | 4,436 | ||
NIKE Inc. | 2.375% | 11/1/26 | 11,270 | 12,290 | ||
NIKE Inc. | 2.750% | 3/27/27 | 12,374 | 13,678 | ||
NIKE Inc. | 2.850% | 3/27/30 | 11,950 | 13,508 | ||
NIKE Inc. | 3.250% | 3/27/40 | 8,750 | 10,140 | ||
NIKE Inc. | 3.625% | 5/1/43 | 6,025 | 7,314 | ||
NIKE Inc. | 3.875% | 11/1/45 | 10,575 | 13,516 | ||
NIKE Inc. | 3.375% | 11/1/46 | 4,125 | 4,866 | ||
NIKE Inc. | 3.375% | 3/27/50 | 14,000 | 17,202 | ||
3 | Northeastern University | 2.894% | 10/1/50 | 3,140 | 3,304 | |
3 | Northwestern University | 4.643% | 12/1/44 | 9,550 | 12,636 | |
3 | Northwestern University | 2.640% | 12/1/50 | 3,000 | 3,083 | |
3 | Northwestern University | 3.662% | 12/1/57 | 2,100 | 2,648 | |
NVR Inc. | 3.950% | 9/15/22 | 16,588 | 17,419 | ||
NVR Inc. | 3.000% | 5/15/30 | 9,072 | 9,853 | ||
O'Reilly Automotive Inc. | 3.800% | 9/1/22 | 4,979 | 5,212 | ||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 7,025 | 7,522 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 1,525 | 1,720 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 11,795 | 13,470 | ||
O'Reilly Automotive Inc. | 4.350% | 6/1/28 | 1,675 | 1,983 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 5,500 | 6,594 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 3,125 | 3,126 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 3,680 | 5,254 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 3,800 | 4,479 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 6,465 | 6,875 | ||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 3,300 | 4,092 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 5,400 | 6,419 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 6,000 | 7,080 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 6,462 | 8,853 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 3,000 | 4,095 | ||
Ralph Lauren Corp. | 1.700% | 6/15/22 | 2,500 | 2,546 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,850 | 4,332 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 6,000 | 6,488 | ||
3 | Rockefeller Foundation | 2.492% | 10/1/50 | 10,100 | 10,293 | |
Ross Stores Inc. | 4.600% | 4/15/25 | 6,640 | 7,652 | ||
Ross Stores Inc. | 4.700% | 4/15/27 | 6,100 | 7,251 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 1,000 | 1,003 | ||
Sands China Ltd. | 4.600% | 8/8/23 | 15,935 | 17,031 | ||
Sands China Ltd. | 5.125% | 8/8/25 | 16,609 | 18,623 | ||
3,7 | Sands China Ltd. | 3.800% | 1/8/26 | 4,040 | 4,298 | |
Sands China Ltd. | 5.400% | 8/8/28 | 15,950 | 18,661 | ||
3,7 | Sands China Ltd. | 4.375% | 6/18/30 | 8,700 | 9,668 | |
Snap-on Inc. | 6.125% | 9/1/21 | 3,135 | 3,252 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 1,900 | 2,115 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 2,600 | 3,326 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 5,225 | 5,851 | ||
Southwest Airlines Co. | 2.750% | 11/16/22 | 1,000 | 1,033 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Southwest Airlines Co. | 4.750% | 5/4/23 | 20,196 | 21,938 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 17,300 | 20,003 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 3,475 | 3,705 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 19,646 | 23,333 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 2,650 | 2,884 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 3,000 | 3,049 | ||
3 | Southwest Airlines Co. Pass-Through Trust Series 2007-1 | 6.150% | 8/1/22 | 1,275 | 1,311 | |
3 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 1,841 | 1,704 | |
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 4,500 | 5,081 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 1,025 | 1,249 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 13,300 | 14,230 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 2,950 | 4,090 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 6,200 | 8,639 | ||
Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 14,000 | 14,600 | ||
3 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 2,000 | 2,136 | |
Starbucks Corp. | 1.300% | 5/7/22 | 5,215 | 5,279 | ||
Starbucks Corp. | 2.700% | 6/15/22 | 2,920 | 3,006 | ||
Starbucks Corp. | 3.100% | 3/1/23 | 11,735 | 12,396 | ||
Starbucks Corp. | 3.850% | 10/1/23 | 5,400 | 5,856 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 1,354 | 1,541 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 11,685 | 12,627 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 5,575 | 6,384 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 7,100 | 8,400 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 4,950 | 5,747 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 19,700 | 21,264 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 2,535 | 3,105 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 1,000 | 1,165 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 15,301 | 19,697 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 8,000 | 10,476 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 8,000 | 8,911 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 10,700 | 12,284 | ||
Steelcase Inc. | 5.125% | 1/18/29 | 3,700 | 4,343 | ||
Tapestry Inc. | 3.000% | 7/15/22 | 2,850 | 2,913 | ||
Tapestry Inc. | 4.250% | 4/1/25 | 4,178 | 4,507 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 6,520 | 7,036 | ||
TJX Cos. Inc. | 2.500% | 5/15/23 | 5,798 | 6,057 | ||
TJX Cos. Inc. | 3.500% | 4/15/25 | 8,000 | 8,926 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 10,275 | 11,077 | ||
TJX Cos. Inc. | 3.750% | 4/15/27 | 19,000 | 21,951 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 5,550 | 5,574 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 8,000 | 9,585 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 5,400 | 5,444 | ||
Toyota Motor Corp. | 2.157% | 7/2/22 | 5,485 | 5,636 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 8,500 | 9,162 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 11,065 | 11,739 | ||
3 | Toyota Motor Credit Corp. | 1.800% | 10/7/21 | 3,400 | 3,437 | |
3 | Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 8,700 | 8,904 | |
3 | Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 9,825 | 10,135 | |
3 | Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 6,750 | 6,950 | |
3 | Toyota Motor Credit Corp. | 1.150% | 5/26/22 | 13,200 | 13,358 | |
3 | Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 1,065 | 1,105 | |
3 | Toyota Motor Credit Corp. | 0.450% | 7/22/22 | 14,225 | 14,258 | |
3 | Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 12,100 | 12,469 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Toyota Motor Credit Corp. | 0.350% | 10/14/22 | 10,000 | 10,024 | |
3 | Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 1,725 | 1,803 | |
3 | Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 3,950 | 4,138 | |
3 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 12,000 | 12,051 | |
3 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 7,500 | 7,689 | |
3 | Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 1,000 | 1,082 | |
3 | Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 4,050 | 4,256 | |
Toyota Motor Credit Corp. | 3.350% | 1/8/24 | 200 | 217 | ||
3 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 4,600 | 4,945 | |
3 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 13,205 | 13,826 | |
3 | Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 3,025 | 3,370 | |
3 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 8,000 | 8,037 | |
3 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 7,032 | 7,864 | |
3 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 9,277 | 9,322 | |
3 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 13,475 | 15,115 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 5,175 | 6,083 | ||
3 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 9,575 | 10,229 | |
3 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 10,000 | 11,698 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 5,750 | 5,780 | ||
3 | Trustees of Boston College | 3.129% | 7/1/52 | 3,500 | 3,815 | |
3 | Trustees of Boston University | 4.061% | 10/1/48 | 3,035 | 3,839 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 6,600 | 10,012 | ||
3 | Trustees of Princeton University | 2.516% | 7/1/50 | 12,575 | 13,299 | |
3 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 3,700 | 3,789 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 6,298 | 9,025 | ||
3 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 1,845 | 1,858 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 2,621 | 2,608 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | 1,867 | 1,876 | |
3 | United Airlines Pass-Through Trust Class A Series 2015-1 | 3.700% | 12/1/22 | 1,750 | 1,725 | |
3 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 2,104 | 2,041 | |
3 | United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | 1,073 | 993 | |
3 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 23,195 | 25,051 | |
3 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 3,267 | 3,221 | |
3 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 19,885 | 20,003 | |
3 | United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | 3,719 | 3,652 | |
3 | United Airlines Pass-Through Trust Class AA Series 2018-1 | 3.500% | 3/1/30 | 295 | 289 | |
3 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 5,194 | 5,350 | |
3 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 4,729 | 4,494 | |
3 | University of Chicago | 2.547% | 4/1/50 | 8,000 | 8,001 | |
3 | University of Chicago | 4.003% | 10/1/53 | 5,300 | 7,001 | |
3 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 8,925 | 10,859 | |
3 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 2,700 | 3,324 | |
3 | University of Southern California | 3.028% | 10/1/39 | 7,751 | 8,463 | |
3 | University of Southern California | 3.841% | 10/1/47 | 9,550 | 12,021 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Southern California | 5.250% | 10/1/11 | 1,840 | 2,906 | ||
3 | University of Southern California | 3.226% | 10/1/20 | 1,500 | 1,527 | |
VF Corp. | 2.050% | 4/23/22 | 5,000 | 5,104 | ||
VF Corp. | 2.400% | 4/23/25 | 6,500 | 6,940 | ||
VF Corp. | 2.800% | 4/23/27 | 2,000 | 2,183 | ||
VF Corp. | 2.950% | 4/23/30 | 10,059 | 11,069 | ||
3,7 | Volkswagen Group of America Finance LLC | 1.250% | 11/24/25 | 1,500 | 1,511 | |
Whirlpool Corp. | 4.700% | 6/1/22 | 6,700 | 7,088 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 2,675 | 2,941 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 800 | 888 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 6,200 | 7,582 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 4,675 | 5,786 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 4,500 | 5,835 | ||
3 | William Marsh Rice University | 3.574% | 5/15/45 | 20,700 | 25,109 | |
3 | Yale University | 0.873% | 4/15/25 | 4,650 | 4,723 | |
3 | Yale University | 1.482% | 4/15/30 | 5,300 | 5,418 | |
3 | Yale University | 2.402% | 4/15/50 | 5,825 | 5,993 | |
4,060,401 | ||||||
Consumer Staples (2.1%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 4,325 | 6,001 | ||
Altria Group Inc. | 3.490% | 2/14/22 | 9,830 | 10,167 | ||
Altria Group Inc. | 2.850% | 8/9/22 | 14,175 | 14,733 | ||
Altria Group Inc. | 2.950% | 5/2/23 | 3,200 | 3,371 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 12,883 | 14,150 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 2,700 | 2,945 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 7,125 | 7,554 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 28,775 | 33,343 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 2,200 | 2,373 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 15,775 | 18,828 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 9,000 | 9,933 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 18,100 | 23,778 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 9,476 | 10,564 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 9,209 | 10,560 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 18,957 | 24,245 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 17,709 | 18,637 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 17,574 | 24,556 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 4,965 | 5,875 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 6,365 | 8,921 | ||
3 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 41,399 | 46,786 | |
3 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 56,511 | 71,515 | |
3 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 109,073 | 141,454 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 7,575 | 9,549 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 12,425 | 14,121 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 9,086 | 11,224 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 17,992 | 23,315 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 19,025 | 21,649 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 22,072 | 25,947 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 43,292 | 53,369 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 25,430 | 29,414 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 5,575 | 7,090 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 13,325 | 16,353 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 7,575 | 12,884 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 17,201 | 23,192 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 21,276 | 27,952 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 10,357 | 11,658 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 26,215 | 33,177 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 31,657 | 39,173 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 18,730 | 26,599 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 31,735 | 39,917 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 18,010 | 23,548 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 11,655 | 14,993 | ||
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 4,200 | 4,565 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 8,750 | 9,516 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 8,700 | 10,026 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 530 | 754 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 2,395 | 3,436 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 2,750 | 3,468 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 5,325 | 7,589 | ||
BAT Capital Corp. | 2.764% | 8/15/22 | 11,750 | 12,161 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 24,910 | 26,997 | ||
BAT Capital Corp. | 2.789% | 9/6/24 | 826 | 884 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 9,250 | 10,172 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 8,325 | 9,803 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 27,770 | 30,918 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 15,625 | 16,183 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 2,568 | 2,815 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 15,805 | 19,057 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 11,000 | 11,388 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 18,325 | 20,533 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 3,000 | 3,123 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 26,893 | 29,773 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 6,025 | 6,898 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 9,950 | 12,288 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 6,575 | 6,833 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 13,400 | 13,697 | ||
Beam Suntory Inc. | 3.250% | 5/15/22 | 600 | 618 | ||
Beam Suntory Inc. | 3.250% | 6/15/23 | 1,400 | 1,480 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 3,978 | 4,405 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 3,895 | 5,233 | ||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 8,768 | 9,108 | ||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 6,700 | 7,395 | ||
Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | 1,650 | 1,699 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 5,840 | 6,487 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 3,750 | 4,282 | ||
Campbell Soup Co. | 2.500% | 8/2/22 | 1,850 | 1,909 | ||
Campbell Soup Co. | 3.650% | 3/15/23 | 3,022 | 3,224 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 6,660 | 7,501 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 4,125 | 4,512 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 6,950 | 8,151 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 4,450 | 4,667 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 6,560 | 8,763 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 6,998 | 7,393 | ||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 1,500 | 1,544 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,575 | 3,957 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 3,350 | 4,192 | ||
Clorox Co. | 3.050% | 9/15/22 | 4,675 | 4,854 | ||
Clorox Co. | 3.500% | 12/15/24 | 3,925 | 4,337 | ||
Clorox Co. | 3.100% | 10/1/27 | 6,100 | 6,830 | ||
Clorox Co. | 3.900% | 5/15/28 | 3,500 | 4,107 | ||
Clorox Co. | 1.800% | 5/15/30 | 1,500 | 1,538 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Coca-Cola Co. | 2.500% | 4/1/23 | 10,229 | 10,750 | ||
Coca-Cola Co. | 3.200% | 11/1/23 | 9,850 | 10,663 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 8,625 | 9,024 | ||
Coca-Cola Co. | 2.950% | 3/25/25 | 8,595 | 9,443 | ||
Coca-Cola Co. | 2.875% | 10/27/25 | 21,266 | 23,583 | ||
Coca-Cola Co. | 2.550% | 6/1/26 | 7,825 | 8,552 | ||
Coca-Cola Co. | 2.250% | 9/1/26 | 10,530 | 11,417 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 8,529 | 9,759 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 1,875 | 2,087 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 17,848 | 18,351 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 5,500 | 5,516 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 6,200 | 6,622 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 10,125 | 11,870 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 20,303 | 20,801 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 6,000 | 5,980 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 3,880 | 4,999 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 9,600 | 10,181 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 5,700 | 7,826 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 13,475 | 14,196 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 13,775 | 14,210 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 9,550 | 10,299 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 8,117 | 9,041 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 2,600 | 2,814 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 2,600 | 2,620 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 7,800 | 10,920 | ||
3 | Colgate-Palmolive Co. | 2.250% | 11/15/22 | 14,525 | 15,063 | |
3 | Colgate-Palmolive Co. | 1.950% | 2/1/23 | 4,200 | 4,346 | |
3 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 4,682 | 5,096 | |
3 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 6,045 | 8,105 | |
3 | Colgate-Palmolive Co. | 3.700% | 8/1/47 | 4,600 | 5,972 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 4,300 | 4,496 | ||
Conagra Brands Inc. | 3.200% | 1/25/23 | 3,135 | 3,297 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 24,235 | 27,041 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 12,225 | 14,404 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 9,050 | 9,113 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 700 | 943 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 10,950 | 13,587 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 4,025 | 6,015 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 12,254 | 16,292 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 11,317 | 15,973 | ||
Constellation Brands Inc. | 2.700% | 5/9/22 | 6,607 | 6,794 | ||
Constellation Brands Inc. | 2.650% | 11/7/22 | 9,825 | 10,214 | ||
Constellation Brands Inc. | 3.200% | 2/15/23 | 5,900 | 6,230 | ||
Constellation Brands Inc. | 4.250% | 5/1/23 | 16,800 | 18,296 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 9,521 | 10,923 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 4,375 | 5,074 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 4,777 | 5,654 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 5,625 | 6,428 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 8,275 | 9,355 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 7,070 | 8,063 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 14,700 | 16,328 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 8,308 | 9,091 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 7,195 | 9,082 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 4,550 | 5,493 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 4,375 | 6,136 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Constellation Brands Inc. | 3.750% | 5/1/50 | 8,825 | 10,345 | ||
Costco Wholesale Corp. | 2.300% | 5/18/22 | 10,375 | 10,648 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 10,000 | 10,734 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 6,532 | 7,323 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 16,720 | 17,220 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 37,723 | 38,595 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 9,400 | 9,756 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 1,930 | 3,091 | ||
Diageo Capital plc | 2.625% | 4/29/23 | 11,470 | 12,014 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 2,000 | 2,157 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 9,400 | 9,906 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 7,500 | 7,696 | ||
Diageo Capital plc | 3.875% | 5/18/28 | 1,000 | 1,166 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 8,800 | 9,457 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 12,140 | 12,616 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 9,824 | 10,349 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 500 | 721 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 5,469 | 6,764 | ||
Diageo Investment Corp. | 2.875% | 5/11/22 | 15,854 | 16,408 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 1,450 | 2,433 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 3,512 | 4,478 | ||
Dollar General Corp. | 3.250% | 4/15/23 | 9,468 | 10,020 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 7,180 | 8,240 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 5,525 | 6,383 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 4,475 | 5,284 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 7,464 | 8,575 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 20,657 | 26,079 | ||
Dollar Tree Inc. | 3.700% | 5/15/23 | 4,800 | 5,140 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 12,815 | 14,450 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 6,270 | 7,415 | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 150 | 158 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 4,300 | 4,831 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 6,000 | 6,485 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 15,600 | 17,121 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,650 | 2,444 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 4,375 | 5,749 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 1,880 | 2,468 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 6,552 | 7,513 | ||
Flowers Foods Inc. | 4.375% | 4/1/22 | 2,950 | 3,055 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 3,500 | 3,904 | ||
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 600 | 627 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 3,550 | 4,423 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 26,700 | 29,665 | ||
General Mills Inc. | 3.150% | 12/15/21 | 7,875 | 8,029 | ||
General Mills Inc. | 2.600% | 10/12/22 | 9,550 | 9,916 | ||
General Mills Inc. | 3.700% | 10/17/23 | 15,602 | 16,980 | ||
General Mills Inc. | 3.650% | 2/15/24 | 5,885 | 6,384 | ||
General Mills Inc. | 4.000% | 4/17/25 | 1,000 | 1,130 | ||
General Mills Inc. | 3.200% | 2/10/27 | 7,500 | 8,402 | ||
General Mills Inc. | 4.200% | 4/17/28 | 11,675 | 13,981 | ||
General Mills Inc. | 2.875% | 4/15/30 | 14,891 | 16,506 | ||
General Mills Inc. | 4.550% | 4/17/38 | 6,825 | 8,748 | ||
General Mills Inc. | 5.400% | 6/15/40 | 5,400 | 7,593 | ||
General Mills Inc. | 4.150% | 2/15/43 | 4,375 | 5,494 | ||
General Mills Inc. | 4.700% | 4/17/48 | 1,620 | 2,276 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hershey Co. | 2.625% | 5/1/23 | 2,750 | 2,876 | ||
Hershey Co. | 3.375% | 5/15/23 | 10,050 | 10,761 | ||
Hershey Co. | 2.050% | 11/15/24 | 2,291 | 2,420 | ||
Hershey Co. | 3.200% | 8/21/25 | 5,028 | 5,596 | ||
Hershey Co. | 2.300% | 8/15/26 | 500 | 541 | ||
Hershey Co. | 2.450% | 11/15/29 | 5,381 | 5,872 | ||
Hershey Co. | 1.700% | 6/1/30 | 7,720 | 7,914 | ||
Hershey Co. | 3.375% | 8/15/46 | 300 | 350 | ||
Hershey Co. | 3.125% | 11/15/49 | 4,035 | 4,573 | ||
Hershey Co. | 2.650% | 6/1/50 | 7,595 | 8,034 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 8,575 | 8,854 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 4,000 | 4,442 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 8,075 | 8,866 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 3,750 | 4,450 | ||
J M Smucker Co. | 3.000% | 3/15/22 | 2,605 | 2,685 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 6,034 | 6,713 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 4,220 | 4,751 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 3,875 | 4,096 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 4,750 | 5,818 | ||
J M Smucker Co. | 4.375% | 3/15/45 | 1,960 | 2,440 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 6,750 | 7,606 | ||
Kellogg Co. | 2.650% | 12/1/23 | 4,536 | 4,840 | ||
Kellogg Co. | 3.250% | 4/1/26 | 5,025 | 5,637 | ||
Kellogg Co. | 3.400% | 11/15/27 | 10,475 | 11,885 | ||
Kellogg Co. | 4.300% | 5/15/28 | 4,850 | 5,781 | ||
Kellogg Co. | 2.100% | 6/1/30 | 4,850 | 5,076 | ||
3 | Kellogg Co. | 7.450% | 4/1/31 | 5,367 | 8,103 | |
Kellogg Co. | 4.500% | 4/1/46 | 7,650 | 9,858 | ||
Keurig Dr Pepper Inc. | 2.700% | 11/15/22 | 2,725 | 2,819 | ||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 16,325 | 17,728 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 7,725 | 8,299 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 11,061 | 12,723 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 6,485 | 7,231 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 5,500 | 5,992 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 2,600 | 2,949 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 19,750 | 22,350 | ||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 305 | 476 | ||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 7,233 | 9,681 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 11,525 | 14,693 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 3,000 | 3,779 | ||
Keurig Dr Pepper Inc. | 5.085% | 5/25/48 | 265 | 371 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 7,100 | 8,492 | ||
Kimberly-Clark Corp. | 2.400% | 3/1/22 | 5,275 | 5,407 | ||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 1,600 | 1,680 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 3,075 | 3,416 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 3,625 | 4,019 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 1,750 | 1,767 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 3,575 | 4,293 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 3,875 | 4,459 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 6,060 | 6,958 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 300 | 490 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 8,275 | 11,993 | ||
Kimberly-Clark Corp. | 3.700% | 6/1/43 | 2,525 | 3,144 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 2,774 | 3,561 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 10,605 | 11,892 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,123 | 3,094 | ||
Kroger Co. | 3.400% | 4/15/22 | 4,102 | 4,233 | ||
Kroger Co. | 2.800% | 8/1/22 | 2,800 | 2,900 | ||
Kroger Co. | 3.850% | 8/1/23 | 9,757 | 10,521 | ||
Kroger Co. | 4.000% | 2/1/24 | 4,309 | 4,727 | ||
Kroger Co. | 3.500% | 2/1/26 | 1,800 | 2,019 | ||
Kroger Co. | 2.650% | 10/15/26 | 5,605 | 6,128 | ||
Kroger Co. | 4.500% | 1/15/29 | 1,435 | 1,759 | ||
3 | Kroger Co. | 7.700% | 6/1/29 | 4,025 | 5,647 | |
Kroger Co. | 8.000% | 9/15/29 | 6,150 | 8,893 | ||
Kroger Co. | 2.200% | 5/1/30 | 5,031 | 5,262 | ||
Kroger Co. | 7.500% | 4/1/31 | 1,125 | 1,647 | ||
Kroger Co. | 6.900% | 4/15/38 | 3,327 | 5,020 | ||
Kroger Co. | 5.400% | 7/15/40 | 2,650 | 3,563 | ||
Kroger Co. | 5.000% | 4/15/42 | 4,524 | 5,980 | ||
Kroger Co. | 5.150% | 8/1/43 | 2,350 | 3,198 | ||
Kroger Co. | 3.875% | 10/15/46 | 13,619 | 15,927 | ||
Kroger Co. | 4.450% | 2/1/47 | 5,959 | 7,502 | ||
Kroger Co. | 4.650% | 1/15/48 | 5,191 | 6,725 | ||
Kroger Co. | 5.400% | 1/15/49 | 2,550 | 3,692 | ||
Kroger Co. | 3.950% | 1/15/50 | 8,075 | 9,707 | ||
McCormick & Co. Inc. | 3.900% | 7/15/21 | 875 | 884 | ||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 5,450 | 5,624 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 6,775 | 7,340 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 10,500 | 11,790 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 4,100 | 4,387 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 1,320 | 1,674 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 12,118 | 13,966 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 5,160 | 7,634 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 8,835 | 11,687 | ||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 826 | 860 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 20,476 | 22,450 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 9,925 | 12,403 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 14,525 | 16,618 | ||
3,7 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 3,800 | 3,910 | |
Mondelez International Inc. | 0.625% | 7/1/22 | 10,984 | 11,037 | ||
Mondelez International Inc. | 2.125% | 4/13/23 | 3,000 | 3,117 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 4,500 | 4,657 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 14,944 | 16,391 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 3,600 | 3,541 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 9,600 | 9,736 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 14,025 | 14,096 | ||
PepsiCo Inc. | 3.000% | 8/25/21 | 12,620 | 12,835 | ||
PepsiCo Inc. | 2.750% | 3/5/22 | 10,320 | 10,623 | ||
PepsiCo Inc. | 2.250% | 5/2/22 | 6,000 | 6,147 | ||
PepsiCo Inc. | 3.100% | 7/17/22 | 3,425 | 3,560 | ||
PepsiCo Inc. | 2.750% | 3/1/23 | 7,975 | 8,407 | ||
PepsiCo Inc. | 0.750% | 5/1/23 | 9,225 | 9,340 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 7,334 | 8,009 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 12,188 | 13,028 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 10,130 | 11,004 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 4,000 | 4,490 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 8,175 | 9,029 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 17,000 | 18,483 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PepsiCo Inc. | 2.625% | 3/19/27 | 2,500 | 2,749 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 13,525 | 15,235 | ||
PepsiCo Inc. | 7.000% | 3/1/29 | 3,527 | 5,139 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 7,984 | 8,787 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 16,510 | 18,389 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 15,350 | 15,714 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 10,000 | 10,032 | ||
PepsiCo Inc. | 5.500% | 1/15/40 | 1,300 | 1,946 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 9,500 | 11,379 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 9,800 | 12,599 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 4,100 | 4,966 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 8,525 | 11,147 | ||
PepsiCo Inc. | 4.600% | 7/17/45 | 5,135 | 7,179 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 13,925 | 19,411 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 14,075 | 16,892 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 11,415 | 13,832 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 9,400 | 10,494 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 22,013 | 27,811 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 6,870 | 9,167 | ||
Philip Morris International Inc. | 2.625% | 2/18/22 | 5,000 | 5,125 | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 7,400 | 7,628 | ||
Philip Morris International Inc. | 2.500% | 8/22/22 | 3,000 | 3,107 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 5,900 | 6,121 | ||
Philip Morris International Inc. | 2.625% | 3/6/23 | 2,970 | 3,123 | ||
Philip Morris International Inc. | 1.125% | 5/1/23 | 5,025 | 5,124 | ||
Philip Morris International Inc. | 2.125% | 5/10/23 | 4,230 | 4,391 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 7,660 | 8,356 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 9,625 | 10,373 | ||
Philip Morris International Inc. | 3.250% | 11/10/24 | 10,600 | 11,644 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 5,412 | 5,597 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 4,625 | 5,145 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 10,500 | 11,458 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 6,750 | 6,777 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 4,500 | 5,027 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 4,230 | 4,724 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 5,730 | 6,545 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 8,250 | 8,551 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 4,500 | 4,550 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 7,600 | 11,462 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 10,418 | 12,972 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 7,090 | 8,942 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 7,802 | 9,084 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 9,990 | 12,228 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 7,750 | 10,242 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 13,935 | 17,522 | ||
3 | Procter & Gamble - Esop | 9.360% | 1/1/21 | 130 | 130 | |
Procter & Gamble Co. | 2.300% | 2/6/22 | 7,164 | 7,321 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 8,250 | 8,865 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 11,250 | 11,279 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 15,050 | 16,676 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 11,110 | 12,244 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 11,395 | 12,667 | ||
Procter & Gamble Co. | 2.850% | 8/11/27 | 6,575 | 7,336 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 25,907 | 29,706 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 10,431 | 10,381 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Procter & Gamble Co. | 5.550% | 3/5/37 | 4,500 | 6,884 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 8,422 | 10,476 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 3,075 | 3,987 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 8,606 | 11,538 | ||
Reynolds American Inc. | 4.850% | 9/15/23 | 2,345 | 2,616 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 35,592 | 40,476 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 6,920 | 8,735 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 4,800 | 6,586 | ||
3 | Reynolds American Inc. | 8.125% | 5/1/40 | 2,239 | 3,255 | |
3 | Reynolds American Inc. | 7.000% | 8/4/41 | 2,040 | 2,674 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 8,075 | 10,447 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 20,590 | 26,281 | ||
Sysco Corp. | 2.600% | 6/12/22 | 1,800 | 1,855 | ||
Sysco Corp. | 3.550% | 3/15/25 | 2,000 | 2,226 | ||
Sysco Corp. | 3.750% | 10/1/25 | 7,349 | 8,236 | ||
Sysco Corp. | 3.300% | 7/15/26 | 8,450 | 9,373 | ||
Sysco Corp. | 3.250% | 7/15/27 | 14,864 | 16,542 | ||
Sysco Corp. | 2.400% | 2/15/30 | 1,815 | 1,883 | ||
Sysco Corp. | 5.950% | 4/1/30 | 10,650 | 13,987 | ||
Sysco Corp. | 6.600% | 4/1/40 | 6,415 | 9,365 | ||
Sysco Corp. | 4.850% | 10/1/45 | 3,680 | 4,595 | ||
Sysco Corp. | 4.500% | 4/1/46 | 6,450 | 7,803 | ||
Sysco Corp. | 4.450% | 3/15/48 | 6,425 | 7,742 | ||
Sysco Corp. | 3.300% | 2/15/50 | 5,300 | 5,551 | ||
Sysco Corp. | 6.600% | 4/1/50 | 11,472 | 17,625 | ||
Target Corp. | 2.900% | 1/15/22 | 9,305 | 9,562 | ||
Target Corp. | 3.500% | 7/1/24 | 9,386 | 10,390 | ||
Target Corp. | 2.250% | 4/15/25 | 14,006 | 15,019 | ||
Target Corp. | 2.500% | 4/15/26 | 4,290 | 4,726 | ||
Target Corp. | 3.375% | 4/15/29 | 6,750 | 7,890 | ||
Target Corp. | 2.350% | 2/15/30 | 3,730 | 4,057 | ||
Target Corp. | 2.650% | 9/15/30 | 16,093 | 18,048 | ||
Target Corp. | 6.500% | 10/15/37 | 5,208 | 8,394 | ||
Target Corp. | 7.000% | 1/15/38 | 3,725 | 6,198 | ||
Target Corp. | 4.000% | 7/1/42 | 5,000 | 6,684 | ||
Target Corp. | 3.625% | 4/15/46 | 5,000 | 6,286 | ||
Target Corp. | 3.900% | 11/15/47 | 700 | 914 | ||
Tyson Foods Inc. | 4.500% | 6/15/22 | 13,525 | 14,175 | ||
Tyson Foods Inc. | 3.900% | 9/28/23 | 3,300 | 3,599 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 18,710 | 20,770 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 26,044 | 29,923 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 11,175 | 12,720 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 17,500 | 21,185 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 4,325 | 5,647 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 625 | 858 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 8,625 | 11,340 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 19,375 | 27,848 | ||
Unilever Capital Corp. | 3.000% | 3/7/22 | 5,075 | 5,240 | ||
Unilever Capital Corp. | 3.125% | 3/22/23 | 200 | 212 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 1,000 | 1,005 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 13,175 | 14,292 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 19,965 | 21,312 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 1,706 | 1,889 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 3,875 | 4,292 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 6,200 | 6,616 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Unilever Capital Corp. | 2.900% | 5/5/27 | 6,400 | 7,118 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 19,166 | 20,450 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 2,500 | 2,505 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 8,600 | 12,486 | ||
Walgreen Co. | 3.100% | 9/15/22 | 7,185 | 7,496 | ||
Walgreen Co. | 4.400% | 9/15/42 | 4,276 | 4,600 | ||
Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 6,250 | 6,378 | ||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 11,087 | 12,218 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 18,555 | 20,550 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 5,000 | 5,423 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 17,146 | 19,415 | ||
Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 6,095 | 6,697 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 9,150 | 9,710 | ||
Walmart Inc. | 2.350% | 12/15/22 | 11,600 | 12,060 | ||
Walmart Inc. | 2.550% | 4/11/23 | 12,735 | 13,321 | ||
Walmart Inc. | 3.400% | 6/26/23 | 16,350 | 17,559 | ||
Walmart Inc. | 3.300% | 4/22/24 | 16,825 | 18,303 | ||
Walmart Inc. | 2.850% | 7/8/24 | 16,905 | 18,283 | ||
Walmart Inc. | 2.650% | 12/15/24 | 16,397 | 17,706 | ||
Walmart Inc. | 3.550% | 6/26/25 | 20,470 | 23,159 | ||
Walmart Inc. | 3.050% | 7/8/26 | 8,035 | 9,023 | ||
Walmart Inc. | 5.875% | 4/5/27 | 8,160 | 10,426 | ||
Walmart Inc. | 3.700% | 6/26/28 | 10,146 | 11,925 | ||
Walmart Inc. | 3.250% | 7/8/29 | 21,340 | 24,700 | ||
Walmart Inc. | 2.375% | 9/24/29 | 7,455 | 8,126 | ||
Walmart Inc. | 7.550% | 2/15/30 | 4,191 | 6,404 | ||
Walmart Inc. | 5.250% | 9/1/35 | 16,935 | 24,594 | ||
Walmart Inc. | 6.500% | 8/15/37 | 5,447 | 8,760 | ||
Walmart Inc. | 6.200% | 4/15/38 | 13,580 | 21,490 | ||
Walmart Inc. | 3.950% | 6/28/38 | 7,175 | 9,099 | ||
Walmart Inc. | 5.625% | 4/1/40 | 8,185 | 12,479 | ||
Walmart Inc. | 4.875% | 7/8/40 | 7,145 | 10,004 | ||
Walmart Inc. | 5.000% | 10/25/40 | 2,755 | 3,966 | ||
Walmart Inc. | 5.625% | 4/15/41 | 6,975 | 10,633 | ||
Walmart Inc. | 4.000% | 4/11/43 | 8,385 | 10,719 | ||
Walmart Inc. | 4.300% | 4/22/44 | 5,250 | 7,087 | ||
Walmart Inc. | 3.625% | 12/15/47 | 13,874 | 17,570 | ||
Walmart Inc. | 4.050% | 6/29/48 | 17,450 | 23,633 | ||
Walmart Inc. | 2.950% | 9/24/49 | 26,870 | 30,863 | ||
4,752,708 | ||||||
Energy (2.3%) | ||||||
Baker Hughes a GE Co. LLC | 2.773% | 12/15/22 | 16,280 | 16,971 | ||
Baker Hughes a GE Co. LLC | 3.337% | 12/15/27 | 15,175 | 16,995 | ||
Baker Hughes a GE Co. LLC | 3.138% | 11/7/29 | 5,100 | 5,581 | ||
Baker Hughes a GE Co. LLC | 4.486% | 5/1/30 | 9,498 | 11,446 | ||
Baker Hughes a GE Co. LLC | 4.080% | 12/15/47 | 13,200 | 14,985 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 6,540 | 8,636 | ||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 2,240 | 2,329 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 575 | 638 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 14,910 | 17,593 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 2,695 | 3,015 | ||
3 | BP Capital Markets America Inc. | 3.245% | 5/6/22 | 11,075 | 11,504 | |
3 | BP Capital Markets America Inc. | 2.520% | 9/19/22 | 5,500 | 5,692 | |
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 5,000 | 5,281 | ||
3 | BP Capital Markets America Inc. | 2.750% | 5/10/23 | 20,495 | 21,607 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | BP Capital Markets America Inc. | 3.216% | 11/28/23 | 5,800 | 6,227 | |
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 3,460 | 3,785 | ||
3 | BP Capital Markets America Inc. | 3.224% | 4/14/24 | 6,697 | 7,232 | |
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 9,500 | ��� 10,448 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 13,500 | 15,106 | ||
3 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 25,301 | 27,978 | |
3 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 7,247 | 7,997 | |
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 8,471 | 9,623 | ||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 7,750 | 9,105 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 19,680 | 23,456 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 22,910 | 26,622 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 6,316 | 6,326 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 15,914 | 16,316 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 13,500 | 13,272 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 10,000 | 10,145 | ||
BP Capital Markets plc | 3.561% | 11/1/21 | 17,674 | 18,147 | ||
BP Capital Markets plc | 3.062% | 3/17/22 | 550 | 568 | ||
BP Capital Markets plc | 2.500% | 11/6/22 | 7,375 | 7,660 | ||
BP Capital Markets plc | 3.994% | 9/26/23 | 2,700 | 2,955 | ||
BP Capital Markets plc | 3.814% | 2/10/24 | 3,190 | 3,501 | ||
BP Capital Markets plc | 3.535% | 11/4/24 | 10,326 | 11,450 | ||
BP Capital Markets plc | 3.506% | 3/17/25 | 6,314 | 7,040 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 22,573 | 25,390 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 12,825 | 14,845 | ||
Burlington Resources LLC | 7.200% | 8/15/31 | 7,062 | 10,534 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 3,875 | 5,764 | ||
Burlington Resources LLC | 5.950% | 10/15/36 | 6,071 | 8,575 | ||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 8,000 | 8,360 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 15,765 | 16,888 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 7,748 | 8,124 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 14,075 | 15,782 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 9,000 | 9,536 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 1,875 | 2,496 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 3,445 | 4,530 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 3,212 | 4,035 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 5,965 | 7,844 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 9,343 | 12,473 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 6,535 | 8,937 | ||
3 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 7,000 | 8,839 | |
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 7,000 | 8,152 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 14,000 | 16,258 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 20,654 | 24,372 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 14,250 | 15,881 | ||
Chevron Corp. | 2.411% | 3/3/22 | 3,925 | 4,008 | ||
Chevron Corp. | 2.498% | 3/3/22 | 4,350 | 4,421 | ||
Chevron Corp. | 2.355% | 12/5/22 | 20,964 | 21,693 | ||
Chevron Corp. | 1.141% | 5/11/23 | 10,200 | 10,392 | ||
Chevron Corp. | 3.191% | 6/24/23 | 28,428 | 30,168 | ||
Chevron Corp. | 2.895% | 3/3/24 | 14,000 | 14,856 | ||
Chevron Corp. | 1.554% | 5/11/25 | 20,600 | 21,350 | ||
Chevron Corp. | 3.326% | 11/17/25 | 8,799 | 9,804 | ||
Chevron Corp. | 2.954% | 5/16/26 | 9,700 | 10,780 | ||
Chevron Corp. | 1.995% | 5/11/27 | 7,286 | 7,704 | ||
Chevron Corp. | 2.236% | 5/11/30 | 18,468 | 19,722 | ||
Chevron Corp. | 2.978% | 5/11/40 | 6,600 | 7,289 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Chevron Corp. | 3.078% | 5/11/50 | 8,945 | 9,865 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 3,000 | 3,004 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 12,952 | 12,989 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 5,667 | 5,671 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 7,000 | 6,765 | ||
Cimarex Energy Co. | 4.375% | 6/1/24 | 5,900 | 6,409 | ||
Cimarex Energy Co. | 3.900% | 5/15/27 | 5,905 | 6,466 | ||
Cimarex Energy Co. | 4.375% | 3/15/29 | 3,280 | 3,731 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 10,448 | 12,041 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 4,385 | 6,017 | ||
Concho Resources Inc. | 3.750% | 10/1/27 | 15,871 | 17,954 | ||
Concho Resources Inc. | 4.300% | 8/15/28 | 15,056 | 17,785 | ||
Concho Resources Inc. | 2.400% | 2/15/31 | 4,900 | 5,117 | ||
Concho Resources Inc. | 4.875% | 10/1/47 | 11,489 | 15,453 | ||
Concho Resources Inc. | 4.850% | 8/15/48 | 3,202 | 4,271 | ||
Conoco Funding Co. | 7.250% | 10/15/31 | 1,740 | 2,593 | ||
ConocoPhillips | 5.900% | 10/15/32 | 2,825 | 3,845 | ||
ConocoPhillips | 5.900% | 5/15/38 | 8,161 | 11,688 | ||
ConocoPhillips | 6.500% | 2/1/39 | 23,463 | 35,845 | ||
ConocoPhillips Co. | 3.350% | 11/15/24 | 2,625 | 2,876 | ||
ConocoPhillips Co. | 4.950% | 3/15/26 | 20,353 | 24,432 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 6,300 | 8,791 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 8,848 | 11,190 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 2,425 | 2,852 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 7,950 | 11,027 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 2,314 | 3,245 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 9,995 | 12,131 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 11,400 | 12,768 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 5,250 | 6,208 | ||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 9,150 | 9,619 | ||
Diamondback Energy Inc. | 5.375% | 5/31/25 | 7,000 | 7,254 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 13,125 | 14,027 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 19,250 | 20,501 | ||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 7,100 | 7,225 | ||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 8,500 | 8,515 | ||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 10,200 | 10,425 | ||
Enable Midstream Partners LP | 4.150% | 9/15/29 | 3,000 | 2,972 | ||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 3,275 | 3,108 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 8,825 | 10,688 | ||
3 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 4,725 | 6,680 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 3,573 | 4,470 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 5,080 | 7,795 | ||
Enbridge Inc. | 2.900% | 7/15/22 | 8,200 | �� 8,487 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 6,425 | 6,971 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 4,500 | 4,809 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 7,400 | 8,613 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 6,675 | 7,586 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 14,295 | 15,689 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 6,495 | 7,601 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 2,000 | 2,667 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 5,750 | 6,547 | ||
Energy Transfer Operating LP | 3.600% | 2/1/23 | 6,888 | 7,207 | ||
Energy Transfer Operating LP | 4.250% | 3/15/23 | 18,860 | 19,779 | ||
3 | Energy Transfer Operating LP | 4.200% | 9/15/23 | 5,600 | 6,034 | |
Energy Transfer Operating LP | 5.875% | 1/15/24 | 2,000 | 2,243 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Energy Transfer Operating LP | 4.900% | 2/1/24 | 1,620 | 1,774 | ||
Energy Transfer Operating LP | 4.050% | 3/15/25 | 15,986 | 17,465 | ||
Energy Transfer Operating LP | 2.900% | 5/15/25 | 9,700 | 10,234 | ||
Energy Transfer Operating LP | 4.750% | 1/15/26 | 16,005 | 17,746 | ||
Energy Transfer Operating LP | 4.200% | 4/15/27 | 5,300 | 5,823 | ||
Energy Transfer Operating LP | 5.500% | 6/1/27 | 8,800 | 10,307 | ||
Energy Transfer Operating LP | 4.950% | 6/15/28 | 10,260 | 11,850 | ||
Energy Transfer Operating LP | 5.250% | 4/15/29 | 13,100 | 15,212 | ||
Energy Transfer Operating LP | 3.750% | 5/15/30 | 23,180 | 25,063 | ||
Energy Transfer Operating LP | 4.900% | 3/15/35 | 4,100 | 4,474 | ||
Energy Transfer Operating LP | 6.625% | 10/15/36 | 1,950 | 2,335 | ||
3 | Energy Transfer Operating LP | 5.800% | 6/15/38 | 5,790 | 6,615 | |
Energy Transfer Operating LP | 7.500% | 7/1/38 | 5,232 | 6,867 | ||
Energy Transfer Operating LP | 6.050% | 6/1/41 | 5,690 | 6,529 | ||
Energy Transfer Operating LP | 6.500% | 2/1/42 | 11,326 | 13,733 | ||
Energy Transfer Operating LP | 5.150% | 2/1/43 | 5,900 | 6,210 | ||
Energy Transfer Operating LP | 5.950% | 10/1/43 | 2,300 | 2,579 | ||
Energy Transfer Operating LP | 5.150% | 3/15/45 | 1,780 | 1,920 | ||
Energy Transfer Operating LP | 6.125% | 12/15/45 | 13,950 | 16,287 | ||
Energy Transfer Operating LP | 5.300% | 4/15/47 | 9,890 | 10,891 | ||
Energy Transfer Operating LP | 6.000% | 6/15/48 | 10,500 | 12,447 | ||
Energy Transfer Operating LP | 6.250% | 4/15/49 | 15,300 | 18,456 | ||
Energy Transfer Operating LP | 5.000% | 5/15/50 | 22,700 | 24,771 | ||
Energy Transfer Partners LP | 5.875% | 3/1/22 | 7,950 | 8,313 | ||
Energy Transfer Partners LP | 5.000% | 10/1/22 | 14,300 | 15,158 | ||
Energy Transfer Partners LP | 4.500% | 11/1/23 | 7,185 | 7,769 | ||
Eni USA Inc. | 7.300% | 11/15/27 | 1,095 | 1,450 | ||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 6,075 | 6,279 | ||
Enterprise Products Operating LLC | 4.050% | 2/15/22 | 625 | 651 | ||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 10,929 | 11,394 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 7,720 | 8,453 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 7,925 | 8,868 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 8,518 | 9,629 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 1,400 | 1,573 | ||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 5,000 | 5,908 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 20,940 | 23,175 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 10,700 | 11,607 | ||
3 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 8,843 | 12,325 | |
3 | Enterprise Products Operating LLC | 6.650% | 10/15/34 | 235 | 329 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 3,330 | 5,052 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 5,845 | 8,076 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 7,465 | 10,221 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 4,065 | 5,579 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 12,293 | 15,158 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 15,212 | 18,146 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 22,326 | 27,487 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 10,370 | 13,097 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 10,385 | 13,008 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 18,492 | 21,548 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 14,798 | 18,683 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 22,000 | 25,816 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 1,000 | 1,097 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 5,050 | 5,094 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 2,725 | 3,430 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 12,900 | 14,140 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 2,100 | 2,129 | |
3 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 7,315 | 7,242 | |
EOG Resources Inc. | 2.625% | 3/15/23 | 15,165 | 15,827 | ||
EOG Resources Inc. | 3.150% | 4/1/25 | 800 | 875 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 6,750 | 7,737 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 11,695 | 14,228 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 13,500 | 18,263 | ||
Exxon Mobil Corp. | 2.397% | 3/6/22 | 31,850 | 32,447 | ||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 43,075 | 45,117 | ||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 14,238 | 14,506 | ||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 9,300 | 9,777 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 34,100 | 37,277 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 9,373 | 10,369 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 4,225 | 4,549 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 9,750 | 10,423 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 15,000 | 17,358 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 22,455 | 24,507 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 8,504 | 9,210 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 23,850 | 29,570 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 13,153 | 15,024 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 10,000 | 12,310 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 16,034 | 17,276 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 38,890 | 50,654 | ||
Exxon Mobil Corp. | 3.452% | ��� 4/15/51 | 22,130 | 25,277 | ||
Halliburton Co. | 3.500% | 8/1/23 | 284 | 302 | ||
Halliburton Co. | 3.800% | 11/15/25 | 1,510 | 1,691 | ||
Halliburton Co. | 2.920% | 3/1/30 | 13,200 | 13,959 | ||
Halliburton Co. | 4.850% | 11/15/35 | 15,025 | 17,241 | ||
Halliburton Co. | 6.700% | 9/15/38 | 12,580 | 16,621 | ||
Halliburton Co. | 4.500% | 11/15/41 | 2,000 | 2,163 | ||
Halliburton Co. | 4.750% | 8/1/43 | 8,875 | 9,862 | ||
Halliburton Co. | 5.000% | 11/15/45 | 17,517 | 20,692 | ||
3 | Helmerich & Payne Inc. | 4.650% | 3/15/25 | 3,975 | 4,407 | |
Hess Corp. | 3.500% | 7/15/24 | 2,750 | 2,901 | ||
Hess Corp. | 4.300% | 4/1/27 | 8,460 | 9,369 | ||
Hess Corp. | 7.875% | 10/1/29 | 2,075 | 2,721 | ||
Hess Corp. | 7.300% | 8/15/31 | 1,000 | 1,290 | ||
Hess Corp. | 7.125% | 3/15/33 | 2,780 | 3,600 | ||
Hess Corp. | 6.000% | 1/15/40 | 16,300 | 19,845 | ||
Hess Corp. | 5.600% | 2/15/41 | 9,422 | 11,436 | ||
Hess Corp. | 5.800% | 4/1/47 | 400 | 507 | ||
HollyFrontier Corp. | 2.625% | 10/1/23 | 3,100 | 3,168 | ||
HollyFrontier Corp. | 5.875% | 4/1/26 | 8,008 | 8,739 | ||
HollyFrontier Corp. | 4.500% | 10/1/30 | 3,300 | 3,486 | ||
Husky Energy Inc. | 3.950% | 4/15/22 | 5,000 | 5,137 | ||
Husky Energy Inc. | 4.000% | 4/15/24 | 5,905 | 6,311 | ||
Husky Energy Inc. | 4.400% | 4/15/29 | 6,500 | 7,166 | ||
Husky Energy Inc. | 6.800% | 9/15/37 | 4,135 | 5,178 | ||
Kinder Morgan Energy Partners LP | 4.150% | 3/1/22 | 4,411 | 4,595 | ||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 15,185 | 15,912 | ||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 8,645 | 9,099 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 12,000 | 12,825 | ||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 2,695 | 2,951 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 5,990 | 6,626 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 11,783 | 13,151 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 1,930 | 2,589 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 2,810 | 3,894 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 5,000 | 6,262 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 6,875 | 8,921 | ||
3 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 8,771 | 12,018 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 9,675 | 12,657 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 4,900 | 6,459 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 1,750 | 2,500 | ||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 4,600 | 6,021 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 9,504 | 11,515 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 4,380 | 5,052 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 6,690 | 7,628 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 5,137 | 5,937 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 9,400 | 11,746 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 629 | 769 | ||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 1,620 | 1,701 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 5,295 | 6,028 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 5,000 | 5,856 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 9,800 | 9,899 | ||
3 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 2,730 | 3,889 | |
3 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 7,956 | 11,456 | |
Kinder Morgan Inc. | 5.300% | 12/1/34 | 7,244 | 8,962 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 21,725 | 27,796 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 8,935 | 10,930 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 2,100 | 2,645 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 9,200 | 9,217 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 9,075 | 10,835 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 11,150 | 12,495 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 3,775 | 4,773 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 5,285 | 6,010 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 10,710 | 12,201 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 500 | 626 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 7,450 | 8,358 | ||
Marathon Oil Corp. | 2.800% | 11/1/22 | 2,714 | 2,789 | ||
Marathon Oil Corp. | 3.850% | 6/1/25 | 8,000 | 8,580 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 13,100 | 14,492 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 6,355 | 7,823 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 6,857 | 8,468 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 2,998 | 3,436 | ||
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 11,900 | 12,897 | ||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 5,605 | 6,201 | ||
Marathon Petroleum Corp. | 5.125% | 4/1/24 | 4,057 | 4,123 | ||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 5,400 | 5,879 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 12,000 | 13,740 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 10,000 | 11,875 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 3,825 | 4,255 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 11,232 | 15,065 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 7,726 | 8,846 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 4,975 | 5,584 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 3,425 | 3,896 | ||
MPLX LP | 3.500% | 12/1/22 | 2,025 | 2,126 | ||
MPLX LP | 3.375% | 3/15/23 | 4,000 | 4,245 | ||
MPLX LP | 4.500% | 7/15/23 | 18,455 | 20,093 | ||
MPLX LP | 4.875% | 12/1/24 | 23,158 | 26,487 | ||
MPLX LP | 5.250% | 1/15/25 | 5,936 | 6,099 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
MPLX LP | 4.000% | 2/15/25 | 3,000 | 3,338 | ||
MPLX LP | 4.875% | 6/1/25 | 11,424 | 13,195 | ||
MPLX LP | 1.750% | 3/1/26 | 8,000 | 8,260 | ||
MPLX LP | 4.125% | 3/1/27 | 8,525 | 9,804 | ||
MPLX LP | 4.250% | 12/1/27 | 10,960 | 12,768 | ||
MPLX LP | 4.000% | 3/15/28 | 13,650 | 15,544 | ||
MPLX LP | 4.800% | 2/15/29 | 5,643 | 6,793 | ||
MPLX LP | 2.650% | 8/15/30 | 20,341 | 21,256 | ||
MPLX LP | 4.500% | 4/15/38 | 11,050 | 12,500 | ||
MPLX LP | 5.200% | 3/1/47 | 16,110 | 19,533 | ||
MPLX LP | 5.200% | 12/1/47 | 11,225 | 13,484 | ||
MPLX LP | 4.700% | 4/15/48 | 7,300 | 8,669 | ||
MPLX LP | 5.500% | 2/15/49 | 6,690 | 8,672 | ||
MPLX LP | 4.900% | 4/15/58 | 4,500 | 5,248 | ||
National Oilwell Varco Inc. | 3.600% | 12/1/29 | 5,000 | 5,219 | ||
National Oilwell Varco Inc. | 3.950% | 12/1/42 | 2,700 | 2,724 | ||
Noble Energy Inc. | 3.900% | 11/15/24 | 1,549 | 1,727 | ||
Noble Energy Inc. | 3.850% | 1/15/28 | 4,789 | 5,543 | ||
Noble Energy Inc. | 3.250% | 10/15/29 | 5,000 | 5,688 | ||
Noble Energy Inc. | 6.000% | 3/1/41 | 7,925 | 11,828 | ||
Noble Energy Inc. | 5.250% | 11/15/43 | 10,200 | 14,369 | ||
Noble Energy Inc. | 5.050% | 11/15/44 | 13,545 | 18,845 | ||
Noble Energy Inc. | 4.950% | 8/15/47 | 4,800 | 6,714 | ||
ONEOK Inc. | 4.250% | 2/1/22 | 5,000 | 5,155 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 4,293 | 4,942 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 2,070 | 2,183 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 4,250 | 4,718 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 12,150 | 13,859 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 9,600 | 10,812 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 13,025 | 13,844 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 7,000 | 8,957 | ||
ONEOK Inc. | 6.000% | 6/15/35 | 550 | 673 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 9,164 | 10,091 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 8,100 | 9,314 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 8,210 | 8,575 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 8,000 | 8,481 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 600 | 836 | ||
ONEOK Partners LP | 3.375% | 10/1/22 | 17,409 | 18,105 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 5,039 | 5,706 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 9,653 | 12,093 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 6,725 | 8,636 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 750 | 893 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 4,185 | 5,097 | ||
Phillips 66 | 4.300% | 4/1/22 | 14,230 | 14,903 | ||
Phillips 66 | 3.700% | 4/6/23 | 3,000 | 3,213 | ||
Phillips 66 | 0.900% | 2/15/24 | 4,000 | 4,015 | ||
Phillips 66 | 3.850% | 4/9/25 | 7,700 | 8,671 | ||
Phillips 66 | 1.300% | 2/15/26 | 2,800 | 2,846 | ||
Phillips 66 | 3.900% | 3/15/28 | 7,250 | 8,322 | ||
Phillips 66 | 2.150% | 12/15/30 | 17,000 | 17,234 | ||
Phillips 66 | 4.650% | 11/15/34 | 9,650 | 11,767 | ||
Phillips 66 | 5.875% | 5/1/42 | 16,587 | 23,048 | ||
Phillips 66 | 4.875% | 11/15/44 | 14,700 | 18,482 | ||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 1,964 | 2,056 | ||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 5,400 | 5,834 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 6,075 | 6,655 | ||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 2,000 | 2,158 | ||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 5,275 | 5,496 | ||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 4,740 | 5,091 | ||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 4,480 | 5,044 | ||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 10,085 | 11,724 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 9,165 | 9,080 | ||
Plains All American Pipeline LP | 3.650% | 6/1/22 | 3,940 | 4,061 | ||
Plains All American Pipeline LP | 2.850% | 1/31/23 | 6,697 | 6,938 | ||
Plains All American Pipeline LP | 3.850% | 10/15/23 | 2,596 | 2,776 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 15,150 | 16,136 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 9,466 | 10,575 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 7,250 | 8,119 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 7,800 | 8,155 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 7,300 | 7,799 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 3,400 | 4,114 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 5,875 | 6,275 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 5,920 | 5,789 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 6,080 | 6,324 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 3,289 | 3,482 | ||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 12,110 | 12,746 | ||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 14,309 | 15,668 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 15,978 | 18,215 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 21,505 | 25,026 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 10,000 | 12,089 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 8,000 | 9,430 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 18,500 | 21,229 | ||
3,7 | Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 17,795 | 21,087 | |
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 1,000 | 1,026 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 12,338 | 13,370 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 14,760 | 15,760 | ||
Shell International Finance BV | 2.375% | 8/21/22 | 8,765 | 9,050 | ||
Shell International Finance BV | 2.250% | 1/6/23 | 4,505 | 4,674 | ||
Shell International Finance BV | 3.400% | 8/12/23 | 8,580 | 9,257 | ||
Shell International Finance BV | 3.500% | 11/13/23 | 9,800 | 10,646 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 10,175 | 10,674 | ||
Shell International Finance BV | 2.375% | 4/6/25 | 29,650 | 31,711 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 24,400 | 27,018 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 13,980 | 15,444 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 7,897 | 8,659 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 13,825 | 16,374 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 45,669 | 48,922 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 16,805 | 18,481 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 20,541 | 25,519 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 22,523 | 34,814 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 12,227 | 14,160 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 15,425 | 20,514 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 28,387 | 37,348 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 25,425 | 31,869 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 6,150 | 7,428 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 9,195 | 10,199 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 18,415 | 20,709 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 8,305 | 9,259 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 9,100 | 9,986 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 5,145 | 5,724 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 3,140 | 4,073 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 10,425 | 12,275 | ||
Suncor Energy Inc. | 2.800% | 5/15/23 | 9,300 | 9,780 | ||
Suncor Energy Inc. | 3.600% | 12/1/24 | 861 | 950 | ||
Suncor Energy Inc. | 3.100% | 5/15/25 | 12,650 | 13,848 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 4,080 | 5,698 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 2,625 | 3,208 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 1,095 | 1,431 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 5,995 | 7,789 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 8,815 | 12,360 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 13,285 | 18,529 | ||
Suncor Energy Inc. | 6.850% | 6/1/39 | 2,250 | 3,154 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 8,970 | 10,108 | ||
Sunoco Logistics Partners Operations LP | 3.450% | 1/15/23 | 2,965 | 3,091 | ||
Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 5,975 | 6,453 | ||
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 3,375 | 3,957 | ||
Sunoco Logistics Partners Operations LP | 3.900% | 7/15/26 | 7,975 | 8,723 | ||
Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 3,700 | 4,038 | ||
Sunoco Logistics Partners Operations LP | 6.100% | 2/15/42 | 2,500 | 2,847 | ||
Sunoco Logistics Partners Operations LP | 4.950% | 1/15/43 | 2,050 | 2,106 | ||
Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 10,675 | 11,382 | ||
Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 8,225 | 9,161 | ||
Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 11,897 | 13,116 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 5,100 | 5,733 | ||
3 | TechnipFMC plc | 3.450% | 10/1/22 | 4,770 | 4,919 | |
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 825 | 1,029 | ||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 200 | 281 | ||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 3,205 | 4,399 | ||
Total Capital Canada Ltd. | 2.750% | 7/15/23 | 11,342 | 12,006 | ||
Total Capital International SA | 2.875% | 2/17/22 | 11,175 | 11,496 | ||
Total Capital International SA | 2.700% | 1/25/23 | 11,290 | 11,838 | ||
Total Capital International SA | 3.700% | 1/15/24 | 12,666 | 13,884 | ||
Total Capital International SA | 3.750% | 4/10/24 | 6,542 | 7,256 | ||
Total Capital International SA | 2.434% | 1/10/25 | 8,500 | 9,059 | ||
Total Capital International SA | 3.455% | 2/19/29 | 18,685 | 21,589 | ||
Total Capital International SA | 2.829% | 1/10/30 | 11,000 | 12,284 | ||
Total Capital International SA | 2.986% | 6/29/41 | 9,750 | 10,610 | ||
Total Capital International SA | 3.461% | 7/12/49 | 1,400 | 1,613 | ||
Total Capital International SA | 3.127% | 5/29/50 | 29,000 | 31,525 | ||
Total Capital International SA | 3.386% | 6/29/60 | 7,000 | 7,904 | ||
Total Capital SA | 3.883% | 10/11/28 | 10,100 | 11,943 | ||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 6,205 | 6,407 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 4,575 | 4,946 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 6,000 | 7,109 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 10,100 | 11,865 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 26,600 | 31,169 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 20,031 | 24,153 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 3,115 | 4,007 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 4,125 | 5,493 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 16,775 | 23,278 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 13,400 | 16,655 | ||
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 945 | 1,457 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 15,149 | 20,337 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 7,300 | 9,160 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 19,200 | 24,721 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 10,000 | 13,087 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 4,200 | 4,840 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 7,750 | 8,646 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 1,050 | 1,330 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 2,323 | 2,701 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 3,250 | 3,917 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 7,000 | 7,871 | ||
Valero Energy Corp. | 2.700% | 4/15/23 | 16,800 | 17,516 | ||
Valero Energy Corp. | 1.200% | 3/15/24 | 3,000 | 3,012 | ||
Valero Energy Corp. | 3.650% | 3/15/25 | 100 | 109 | ||
Valero Energy Corp. | 2.850% | 4/15/25 | 9,240 | 9,821 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 15,060 | 16,469 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 3,000 | 3,055 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 16,488 | 18,723 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 6,000 | 6,726 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 6,981 | 9,642 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 16,035 | 21,225 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 4,000 | 4,663 | ||
Valero Energy Partners LP | 4.375% | 12/15/26 | 5,850 | 6,771 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 3,090 | 3,528 | ||
Williams Cos. Inc. | 4.000% | 11/15/21 | 4,500 | 4,598 | ||
Williams Cos. Inc. | 3.600% | 3/15/22 | 10,530 | 10,866 | ||
Williams Cos. Inc. | 3.350% | 8/15/22 | 6,300 | 6,543 | ||
Williams Cos. Inc. | 3.700% | 1/15/23 | 6,950 | 7,341 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 5,650 | 6,215 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 4,400 | ���4,848 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 12,050 | 13,465 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 22,560 | 24,955 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 7,275 | 8,194 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 12,000 | 13,645 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 17,010 | 19,207 | ||
3 | Williams Cos. Inc. | 7.500% | 1/15/31 | 550 | 737 | |
Williams Cos. Inc. | 6.300% | 4/15/40 | 12,120 | 16,090 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 8,000 | 10,163 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 9,250 | 11,391 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 7,200 | 9,412 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 6,678 | 7,972 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 9,738 | 12,057 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 3,000 | 3,660 | ||
5,143,394 | ||||||
Financials (9.1%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 725 | 1,109 | ||
3 | Aegon NV | 5.500% | 4/11/48 | 4,000 | 4,515 | |
AerCap Ireland Capital DAC | 3.500% | 5/26/22 | 428 | 441 | ||
AerCap Ireland Capital DAC | 4.625% | 7/1/22 | 6,850 | 7,192 | ||
AerCap Ireland Capital DAC | 3.300% | 1/23/23 | 5,045 | 5,248 | ||
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 1,000 | 1,069 | ||
AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 4,200 | 4,534 | ||
AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 970 | 1,059 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 5,000 | 5,236 | ||
AerCap Ireland Capital DAC | 3.500% | 1/15/25 | 2,050 | 2,175 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 19,204 | 22,901 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 8,945 | 9,944 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 2,428 | 2,723 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 12,210 | 13,272 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 22,000 | 25,052 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 15,650 | 16,850 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 3,122 | 3,438 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 5,908 | 6,555 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 11,376 | 12,416 | ||
Aflac Inc. | 3.625% | 6/15/23 | 8,280 | 8,953 | ||
Aflac Inc. | 3.625% | 11/15/24 | 4,610 | 5,157 | ||
Aflac Inc. | 3.250% | 3/17/25 | 5,175 | 5,712 | ||
Aflac Inc. | 2.875% | 10/15/26 | 7,775 | 8,589 | ||
Aflac Inc. | 3.600% | 4/1/30 | 27,801 | 32,615 | ||
Aflac Inc. | 4.000% | 10/15/46 | 1,700 | 2,061 | ||
Aflac Inc. | 4.750% | 1/15/49 | 9,075 | 12,586 | ||
Air Lease Corp. | 3.500% | 1/15/22 | 11,465 | 11,757 | ||
Air Lease Corp. | 3.750% | 2/1/22 | 5,625 | 5,777 | ||
Air Lease Corp. | 2.625% | 7/1/22 | 5,000 | 5,129 | ||
Air Lease Corp. | 2.250% | 1/15/23 | 1,000 | 1,025 | ||
Air Lease Corp. | 2.750% | 1/15/23 | 4,000 | 4,127 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 4,350 | 4,633 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 3,825 | 4,007 | ||
3 | Air Lease Corp. | 4.250% | 2/1/24 | 10,350 | 11,203 | |
Air Lease Corp. | 4.250% | 9/15/24 | 600 | 655 | ||
3 | Air Lease Corp. | 2.300% | 2/1/25 | 4,500 | 4,635 | |
Air Lease Corp. | 3.250% | 3/1/25 | 7,000 | 7,455 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 7,000 | 7,527 | ||
3 | Air Lease Corp. | 2.875% | 1/15/26 | 5,000 | 5,278 | |
3 | Air Lease Corp. | 3.750% | 6/1/26 | 2,000 | 2,189 | |
Air Lease Corp. | 3.625% | 4/1/27 | 7,957 | 8,528 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 6,800 | 7,309 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 6,300 | 7,198 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 4,265 | 4,480 | ||
3 | Air Lease Corp. | 3.000% | 2/1/30 | 10,300 | 10,627 | |
Air Lease Corp. | 3.125% | 12/1/30 | 5,000 | 5,183 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 5,800 | 6,192 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 15,000 | 15,844 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 9,225 | 10,148 | ||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 17,199 | 19,093 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 2,550 | 2,958 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 3,000 | 3,454 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 4,030 | 4,674 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 2,375 | 2,904 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,046 | 1,141 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 6,725 | 8,339 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 6,213 | 7,894 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 8,500 | 9,714 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 7,400 | 7,387 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 2,525 | 3,529 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 4,500 | 5,600 | ||
Alleghany Corp. | 4.950% | 6/27/22 | 2,950 | 3,134 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 4,575 | 5,895 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 5,400 | 5,879 | ||
Allstate Corp. | 3.150% | 6/15/23 | 9,742 | 10,399 | ||
Allstate Corp. | 0.750% | 12/15/25 | 4,000 | 4,018 | ||
Allstate Corp. | 3.280% | 12/15/26 | 7,950 | 9,083 | ||
Allstate Corp. | 1.450% | 12/15/30 | 14,000 | 13,929 | ||
Allstate Corp. | 5.350% | 6/1/33 | 1,700 | 2,336 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Allstate Corp. | 5.550% | 5/9/35 | 975 | 1,438 | ||
Allstate Corp. | 5.950% | 4/1/36 | 925 | 1,341 | ||
Allstate Corp. | 4.500% | 6/15/43 | 5,950 | 7,978 | ||
Allstate Corp. | 4.200% | 12/15/46 | 2,265 | 2,978 | ||
Allstate Corp. | 3.850% | 8/10/49 | 5,280 | 6,692 | ||
3 | Allstate Corp. | 5.750% | 8/15/53 | 6,450 | 6,902 | |
3 | Allstate Corp. | 6.500% | 5/15/57 | 3,275 | 4,389 | |
Ally Financial Inc. | 4.125% | 2/13/22 | 15,030 | 15,612 | ||
��� | Ally Financial Inc. | 1.450% | 10/2/23 | 28,020 | 28,545 | |
Ally Financial Inc. | 3.875% | 5/21/24 | 4,000 | 4,375 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 6,065 | 6,967 | ||
Ally Financial Inc. | 4.625% | 3/30/25 | 2,075 | 2,363 | ||
3 | Ally Financial Inc. | 8.000% | 11/1/31 | 25,625 | 37,413 | |
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 3,575 | 3,893 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 1,000 | 1,089 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 3,075 | 3,371 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 8,030 | 8,376 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 2,750 | 3,089 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 4,550 | 5,142 | ||
American Express Co. | 3.700% | 11/5/21 | 7,229 | 7,410 | ||
American Express Co. | 2.500% | 8/1/22 | 7,800 | 8,053 | ||
American Express Co. | 2.650% | 12/2/22 | 12,750 | 13,306 | ||
American Express Co. | 3.400% | 2/27/23 | 26,198 | 27,833 | ||
American Express Co. | 3.700% | 8/3/23 | 10,100 | 10,921 | ||
American Express Co. | 3.400% | 2/22/24 | 10,000 | 10,888 | ||
American Express Co. | 2.500% | 7/30/24 | 8,300 | 8,860 | ||
American Express Co. | 3.000% | 10/30/24 | 37,849 | 41,302 | ||
American Express Co. | 3.625% | 12/5/24 | 19,560 | 21,710 | ||
American Express Co. | 4.200% | 11/6/25 | 10,043 | 11,650 | ||
American Express Co. | 3.125% | 5/20/26 | 2,748 | 3,081 | ||
American Express Co. | 4.050% | 12/3/42 | 10,148 | 12,955 | ||
3 | American Express Credit Corp. | 2.700% | 3/3/22 | 26,325 | 27,015 | |
3 | American Express Credit Corp. | 3.300% | 5/3/27 | 4,975 | 5,664 | |
American Financial Group Inc. | 3.500% | 8/15/26 | 2,825 | 3,100 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 4,396 | 5,438 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 5,830 | 7,015 | ||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 1,220 | 1,401 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 3,625 | 4,378 | ||
American International Group Inc. | 4.125% | 2/15/24 | 2,605 | 2,881 | ||
American International Group Inc. | 2.500% | 6/30/25 | 26,682 | 28,684 | ||
American International Group Inc. | 3.750% | 7/10/25 | 11,480 | 12,899 | ||
American International Group Inc. | 3.900% | 4/1/26 | 10,473 | 11,940 | ||
American International Group Inc. | 4.200% | 4/1/28 | 8,525 | 10,091 | ||
American International Group Inc. | 4.250% | 3/15/29 | 8,700 | 10,434 | ||
American International Group Inc. | 3.400% | 6/30/30 | 22,000 | 25,109 | ||
American International Group Inc. | 3.875% | 1/15/35 | 13,601 | 16,309 | ||
American International Group Inc. | 4.700% | 7/10/35 | 3,860 | 4,942 | ||
American International Group Inc. | 6.250% | 5/1/36 | 12,905 | 18,616 | ||
American International Group Inc. | 4.500% | 7/16/44 | 18,865 | 24,132 | ||
American International Group Inc. | 4.800% | 7/10/45 | 10,577 | 14,024 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
American International Group Inc. | 4.750% | 4/1/48 | 2,629 | 3,521 | ||
3 | American International Group Inc. | 5.750% | 4/1/48 | 7,950 | 9,230 | |
American International Group Inc. | 4.375% | 6/30/50 | 3,645 | �� 4,724 | ||
American International Group Inc. | 4.375% | 1/15/55 | 12,345 | 15,805 | ||
3 | American International Group Inc. | 8.175% | 5/15/58 | 2,975 | 4,344 | |
American Tower Corp. | 2.250% | 1/15/22 | 3,150 | 3,210 | ||
American Tower Corp. | 4.700% | 3/15/22 | 5,000 | 5,252 | ||
American Tower Corp. | 3.500% | 1/31/23 | 27,228 | 28,914 | ||
American Tower Corp. | 0.600% | 1/15/24 | 5,515 | 5,516 | ||
American Tower Corp. | 5.000% | 2/15/24 | 10,707 | 12,106 | ||
American Tower Corp. | 3.375% | 5/15/24 | 7,545 | 8,193 | ||
American Tower Corp. | 2.950% | 1/15/25 | 2,500 | 2,707 | ||
American Tower Corp. | 2.400% | 3/15/25 | 7,485 | 7,959 | ||
American Tower Corp. | 4.000% | 6/1/25 | 3,822 | 4,313 | ||
American Tower Corp. | 1.300% | 9/15/25 | 4,270 | 4,365 | ||
American Tower Corp. | 3.375% | 10/15/26 | 20,670 | 23,200 | ||
American Tower Corp. | 3.125% | 1/15/27 | 4,590 | 5,035 | ||
American Tower Corp. | 3.550% | 7/15/27 | 7,860 | 8,878 | ||
American Tower Corp. | 3.600% | 1/15/28 | 2,219 | 2,521 | ||
American Tower Corp. | 1.500% | 1/31/28 | ��� 4,680 | 4,703 | ||
American Tower Corp. | 3.950% | 3/15/29 | 10,750 | 12,464 | ||
American Tower Corp. | 3.800% | 8/15/29 | 14,110 | 16,348 | ||
American Tower Corp. | 2.900% | 1/15/30 | 7,000 | 7,609 | ||
American Tower Corp. | 2.100% | 6/15/30 | 7,000 | 7,168 | ||
American Tower Corp. | 1.875% | 10/15/30 | 7,000 | 7,051 | ||
American Tower Corp. | 3.700% | 10/15/49 | 7,082 | 8,021 | ||
American Tower Corp. | 3.100% | 6/15/50 | 9,075 | 9,317 | ||
American Tower Corp. | 2.950% | 1/15/51 | 2,500 | 2,499 | ||
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 1,000 | 1,033 | ||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 10,169 | 11,185 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 4,500 | 5,007 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 600 | 654 | ||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 4,800 | 5,316 | ||
Aon Corp. | 4.500% | 12/15/28 | 8,500 | 10,250 | ||
Aon Corp. | 3.750% | 5/2/29 | 1,280 | 1,492 | ||
Aon Corp. | 2.800% | 5/15/30 | 11,455 | 12,500 | ||
Aon Corp. | 6.250% | 9/30/40 | 2,650 | 3,938 | ||
Aon plc | 4.000% | 11/27/23 | 2,675 | 2,918 | ||
Aon plc | 3.500% | 6/14/24 | 10,100 | 11,004 | ||
Aon plc | 3.875% | 12/15/25 | 5,774 | 6,588 | ||
Aon plc | 4.600% | 6/14/44 | 6,455 | 8,487 | ||
Aon plc | 4.750% | 5/15/45 | 6,100 | 8,289 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 4,725 | 5,473 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 4,725 | 6,419 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 1,100 | 1,682 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 8,110 | 9,402 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 8,337 | 11,303 | ||
Ares Capital Corp. | 3.500% | 2/10/23 | 11,500 | 12,157 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 6,610 | 7,139 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 1,554 | 1,678 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 12,825 | 13,562 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 5,000 | 5,407 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 11,780 | 12,602 | ||
Associated Banc-Corp | 4.250% | 1/15/25 | 500 | 526 | ||
3 | Associated Bank NA | 3.500% | 8/13/21 | 3,100 | 3,147 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Assurant Inc. | 4.000% | 3/15/23 | 6,975 | 7,446 | ||
Assurant Inc. | 4.200% | 9/27/23 | 1,500 | 1,639 | ||
Assurant Inc. | 4.900% | 3/27/28 | 1,600 | 1,859 | ||
Assurant Inc. | 3.700% | 2/22/30 | 1,300 | 1,432 | ||
Assurant Inc. | 6.750% | 2/15/34 | 917 | 1,207 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 4,450 | 5,090 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 8,525 | 9,501 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 8,225 | 10,215 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 5,000 | 5,308 | ||
Australia & New Zealand Banking Group Ltd. | 2.550% | 11/23/21 | 5,900 | 6,021 | ||
Australia & New Zealand Banking Group Ltd. | 2.625% | 5/19/22 | 4,150 | 4,287 | ||
3 | Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 16,850 | 17,578 | |
3 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 1,197 | 1,371 | |
3 | AvalonBay Communities Inc. | 2.950% | 9/15/22 | 75 | 78 | |
3 | AvalonBay Communities Inc. | 2.850% | 3/15/23 | 4,890 | 5,110 | |
3 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 1,680 | 1,850 | |
3 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 2,447 | 2,698 | |
3 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 4,295 | 4,777 | |
3 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 7,000 | 7,735 | |
3 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 4,750 | 5,265 | |
3 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 5,000 | 5,605 | |
3 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 4,175 | 4,655 | |
3 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 10,600 | 11,233 | |
3 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 3,360 | 3,604 | |
3 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 2,755 | 3,358 | |
3 | AvalonBay Communities Inc. | 4.150% | 7/1/47 | 1,000 | 1,260 | |
AXA SA | 8.600% | 12/15/30 | 9,320 | 14,516 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 2,600 | 2,892 | ||
3 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 2,930 | 3,069 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 10,000 | 11,064 | ||
Banco Santander SA | 3.500% | 4/11/22 | 400 | 415 | ||
Banco Santander SA | 3.125% | 2/23/23 | 10,000 | 10,519 | ||
Banco Santander SA | 3.848% | 4/12/23 | 14,850 | 15,925 | ||
Banco Santander SA | 2.706% | 6/27/24 | 4,393 | 4,684 | ||
Banco Santander SA | 2.746% | 5/28/25 | 5,000 | 5,341 | ||
Banco Santander SA | 5.179% | 11/19/25 | 11,300 | 13,205 | ||
Banco Santander SA | 4.250% | 4/11/27 | 18,975 | 21,859 | ||
Banco Santander SA | 3.800% | 2/23/28 | 12,800 | 14,495 | ||
Banco Santander SA | 4.379% | 4/12/28 | 7,800 | 9,075 | ||
Banco Santander SA | 3.490% | 5/28/30 | 6,000 | 6,731 | ||
Banco Santander SA | 2.749% | 12/3/30 | 5,000 | 5,146 | ||
Bancolombia SA | 3.000% | 1/29/25 | 2,700 | 2,808 | ||
Bank of America Corp. | 5.875% | 1/5/21 | 6,246 | 6,247 | ||
3 | Bank of America Corp. | 2.503% | 10/21/22 | 41,925 | 42,657 | |
3 | Bank of America Corp. | 3.300% | 1/11/23 | 48,650 | 51,566 | |
3 | Bank of America Corp. | 3.124% | 1/20/23 | 6,037 | 6,201 | |
3 | Bank of America Corp. | 2.816% | 7/21/23 | 32,850 | 34,127 | |
Bank of America Corp. | 4.100% | 7/24/23 | 22,253 | 24,312 | ||
3 | Bank of America Corp. | 3.004% | 12/20/23 | 65,681 | 69,113 | |
3 | Bank of America Corp. | 3.550% | 3/5/24 | 63,855 | 68,005 | |
3 | Bank of America Corp. | 3.864% | 7/23/24 | 3,938 | 4,273 | |
3 | Bank of America Corp. | 4.200% | 8/26/24 | 45,489 | 50,640 | |
3 | Bank of America Corp. | 0.810% | 10/24/24 | 29,932 | 30,183 | |
3 | Bank of America Corp. | 4.000% | 1/22/25 | 50,180 | 56,131 | |
3 | Bank of America Corp. | 3.458% | 3/15/25 | 20,250 | 21,940 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Bank of America Corp. | 3.950% | 4/21/25 | 12,350 | 13,907 | |
3 | Bank of America Corp. | 3.875% | 8/1/25 | 21,623 | 24,673 | |
3 | Bank of America Corp. | 3.093% | 10/1/25 | 16,100 | 17,401 | |
3 | Bank of America Corp. | 2.456% | 10/22/25 | 11,675 | 12,435 | |
3 | Bank of America Corp. | 3.366% | 1/23/26 | 37,994 | 41,667 | |
3 | Bank of America Corp. | 2.015% | 2/13/26 | 2,355 | 2,463 | |
3 | Bank of America Corp. | 4.450% | 3/3/26 | 22,051 | 25,669 | |
3 | Bank of America Corp. | 3.500% | 4/19/26 | 28,565 | 32,357 | |
3 | Bank of America Corp. | 1.319% | 6/19/26 | 17,500 | 17,775 | |
3 | Bank of America Corp. | 4.250% | 10/22/26 | 14,515 | 16,865 | |
3 | Bank of America Corp. | 1.197% | 10/24/26 | 15,000 | 15,170 | |
3 | Bank of America Corp. | 3.559% | 4/23/27 | 49,330 | 55,557 | |
3 | Bank of America Corp. | 3.248% | 10/21/27 | 43,700 | 48,889 | |
3 | Bank of America Corp. | 3.824% | 1/20/28 | 22,992 | 26,322 | |
3 | Bank of America Corp. | 3.705% | 4/24/28 | 25,875 | 29,339 | |
3 | Bank of America Corp. | 3.593% | 7/21/28 | 35,625 | 40,230 | |
3 | Bank of America Corp. | 3.419% | 12/20/28 | 82,985 | 93,620 | |
3 | Bank of America Corp. | 3.970% | 3/5/29 | 10,000 | 11,649 | |
3 | Bank of America Corp. | 4.271% | 7/23/29 | 20,000 | 23,790 | |
3 | Bank of America Corp. | 3.974% | 2/7/30 | 10,000 | 11,729 | |
3 | Bank of America Corp. | 3.194% | 7/23/30 | 2,865 | 3,195 | |
3 | Bank of America Corp. | 2.884% | 10/22/30 | 28,825 | 31,481 | |
3 | Bank of America Corp. | 2.496% | 2/13/31 | 40,955 | 43,456 | |
3 | Bank of America Corp. | 2.592% | 4/29/31 | 63,048 | 67,614 | |
3 | Bank of America Corp. | 1.898% | 7/23/31 | 10,000 | 10,068 | |
3 | Bank of America Corp. | 1.922% | 10/24/31 | 45,000 | 45,427 | |
Bank of America Corp. | 6.110% | 1/29/37 | 21,337 | 31,004 | ||
3 | Bank of America Corp. | 4.244% | 4/24/38 | 19,571 | 24,034 | |
Bank of America Corp. | 7.750% | 5/14/38 | 17,790 | 30,274 | ||
3 | Bank of America Corp. | 4.078% | 4/23/40 | 22,905 | 27,867 | |
3 | Bank of America Corp. | 2.676% | 6/19/41 | 33,200 | 34,568 | |
3 | Bank of America Corp. | 5.875% | 2/7/42 | 13,775 | 20,920 | |
3 | Bank of America Corp. | 5.000% | 1/21/44 | 23,437 | 32,657 | |
3 | Bank of America Corp. | 4.875% | 4/1/44 | 11,687 | 16,074 | |
3 | Bank of America Corp. | 4.750% | 4/21/45 | 3,625 | 4,901 | |
3 | Bank of America Corp. | 4.443% | 1/20/48 | 25,398 | 33,645 | |
3 | Bank of America Corp. | 3.946% | 1/23/49 | 10,575 | 13,030 | |
3 | Bank of America Corp. | 4.330% | 3/15/50 | 2,600 | 3,401 | |
3 | Bank of America Corp. | 4.083% | 3/20/51 | 89,135 | 112,094 | |
3 | Bank of America Corp. | 2.831% | 10/24/51 | 1,775 | 1,848 | |
3 | Bank of America NA | 6.000% | 10/15/36 | 7,400 | 11,058 | |
3 | Bank of Montreal | 3.100% | 4/13/21 | 17,000 | 17,127 | |
3 | Bank of Montreal | 1.900% | 8/27/21 | 17,600 | 17,797 | |
3 | Bank of Montreal | 2.900% | 3/26/22 | 27,150 | 28,031 | |
3 | Bank of Montreal | 2.350% | 9/11/22 | 1,503 | 1,555 | |
3 | Bank of Montreal | 2.550% | 11/6/22 | 928 | 964 | |
Bank of Montreal | 0.450% | 12/8/23 | 9,050 | 9,056 | ||
3 | Bank of Montreal | 3.300% | 2/5/24 | 8,220 | 8,897 | |
3 | Bank of Montreal | 2.500% | 6/28/24 | 8,700 | 9,266 | |
3 | Bank of Montreal | 1.850% | 5/1/25 | 24,110 | 25,265 | |
3 | Bank of Montreal | 4.338% | 10/5/28 | 3,850 | 4,216 | |
3 | Bank of Montreal | 3.803% | 12/15/32 | 18,390 | 20,758 | |
3 | Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 9,150 | 9,352 | |
3 | Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 21,000 | 21,617 | |
3 | Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 40,570 | 42,621 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 4,500 | 4,819 | |
3 | Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 15,938 | 16,426 | |
3 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 8,000 | 8,632 | |
3 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 8,000 | 8,377 | |
3 | Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 1,100 | 1,204 | |
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 2,875 | 3,142 | ||
3 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 7,422 | 8,135 | |
3 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 2,000 | 2,129 | |
3 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 200 | 219 | |
3 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 3,584 | 3,739 | |
3 | Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 422 | 489 | |
3 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 3,075 | 3,392 | |
3 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 4,500 | 4,884 | |
3 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 12,900 | 14,602 | |
3 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 6,200 | 7,069 | |
3 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 6,975 | 7,939 | |
3 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 3,700 | 4,132 | |
Bank of Nova Scotia | 1.875% | 4/26/21 | 5,225 | 5,249 | ||
Bank of Nova Scotia | 2.700% | 3/7/22 | 1,600 | 1,646 | ||
Bank of Nova Scotia | 2.000% | 11/15/22 | 3,750 | 3,870 | ||
Bank of Nova Scotia | 2.375% | 1/18/23 | 17,350 | 18,027 | ||
Bank of Nova Scotia | 1.950% | 2/1/23 | 23,841 | 24,604 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 2,000 | 2,055 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 28,180 | 29,641 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 26,000 | 26,620 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 19,100 | 22,176 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 24,496 | 26,886 | ||
Bank One Michigan | 8.250% | 11/1/24 | 6,000 | 7,405 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 1,284 | 1,475 | ||
Barclays plc | 3.200% | 8/10/21 | 3,500 | 3,557 | ||
Barclays plc | 3.684% | 1/10/23 | 18,925 | 19,476 | ||
3 | Barclays plc | 4.610% | 2/15/23 | 26,484 | 27,602 | |
3 | Barclays plc | 4.338% | 5/16/24 | 14,800 | 15,984 | |
Barclays plc | 1.007% | 12/10/24 | 16,400 | 16,485 | ||
Barclays plc | 3.650% | 3/16/25 | 14,900 | 16,442 | ||
3 | Barclays plc | 3.932% | 5/7/25 | 47,460 | 51,917 | |
Barclays plc | 4.375% | 1/12/26 | 17,200 | 19,708 | ||
3 | Barclays plc | 2.852% | 5/7/26 | 15,950 | 17,069 | |
Barclays plc | 5.200% | 5/12/26 | 19,105 | 22,199 | ||
Barclays plc | 4.337% | 1/10/28 | 13,206 | 15,136 | ||
Barclays plc | 4.836% | 5/9/28 | 26,410 | 30,550 | ||
3 | Barclays plc | 4.972% | 5/16/29 | 14,400 | 17,139 | |
3 | Barclays plc | 5.088% | 6/20/30 | 10,530 | 12,610 | |
Barclays plc | 2.645% | 6/24/31 | 24,800 | 25,754 | ||
Barclays plc | 5.250% | 8/17/45 | 9,000 | 12,300 | ||
Barclays plc | 4.950% | 1/10/47 | 8,800 | 11,930 | ||
3 | BBVA USA | 2.875% | 6/29/22 | 14,100 | 14,571 | |
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 4,025 | 4,181 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 2,000 | 2,100 | ||
Berkshire Hathaway Finance Corp. | 1.450% | 10/15/30 | 5,000 | 5,060 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 580 | 888 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 3,575 | 4,726 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 16,679 | 21,988 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 20,750 | 27,210 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 17,830 | 23,579 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 20,000 | 21,417 | ||
Berkshire Hathaway Inc. | 3.750% | 8/15/21 | 2,260 | 2,308 | ||
Berkshire Hathaway Inc. | 3.400% | 1/31/22 | 2,000 | 2,067 | ||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 17,279 | 18,121 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 39,992 | 44,687 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 8,490 | 11,466 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 3,376 | 3,533 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 7,650 | 8,403 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 6,000 | 6,773 | ||
BlackRock Inc. | 3.250% | �� 4/30/29 | 3,000 | 3,438 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 11,000 | 11,990 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 13,575 | 14,177 | ||
3,7 | Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 5,000 | 5,128 | |
3 | BNP Paribas SA | 5.000% | 1/15/21 | 4 | 4 | |
3 | BNP Paribas SA | 3.250% | 3/3/23 | 4,625 | 4,908 | |
3,7 | BNP Paribas SA | 3.800% | 1/10/24 | 500 | 546 | |
3 | BNP Paribas SA | 4.250% | 10/15/24 | 1,330 | 1,493 | |
3,7 | BNP Paribas SA | 3.052% | 1/13/31 | 7,955 | 8,631 | |
Boston Properties LP | 3.850% | 2/1/23 | 8,325 | 8,835 | ||
Boston Properties LP | 3.125% | 9/1/23 | 1,771 | 1,877 | ||
Boston Properties LP | 3.800% | 2/1/24 | 4,551 | 4,944 | ||
Boston Properties LP | 3.200% | 1/15/25 | 15,121 | 16,519 | ||
Boston Properties LP | 3.650% | 2/1/26 | 7,250 | 8,219 | ||
Boston Properties LP | 2.750% | 10/1/26 | 2,300 | 2,501 | ||
Boston Properties LP | 4.500% | 12/1/28 | 4,700 | 5,637 | ||
Boston Properties LP | 3.400% | 6/21/29 | 5,940 | 6,616 | ||
Boston Properties LP | 2.900% | 3/15/30 | 10,914 | 11,613 | ||
Boston Properties LP | 3.250% | 1/30/31 | 8,430 | 9,274 | ||
3 | BPCE SA | 2.750% | 12/2/21 | 13,750 | 14,049 | |
3,7 | BPCE SA | 3.000% | 5/22/22 | 5,700 | 5,900 | |
BPCE SA | 4.000% | 4/15/24 | 10,980 | 12,156 | ||
3 | BPCE SA | 3.375% | 12/2/26 | 4,000 | 4,513 | |
3,7 | BPCE SA | 3.250% | 1/11/28 | 275 | 304 | |
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 5,475 | 5,667 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 16,505 | 17,643 | ||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 5,793 | 6,271 | ||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 5,000 | 6,156 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 11,457 | 11,952 | ||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 1,475 | 1,558 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 12,425 | 13,607 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 15,188 | 17,203 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 7,225 | 8,022 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 9,500 | 10,895 | ||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 4,796 | 5,305 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 9,920 | 10,887 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 1,015 | 1,178 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 10,500 | 12,013 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 8,625 | 10,529 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 920 | 1,101 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 8,175 | 10,346 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 1,000 | 1,072 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 12,950 | 13,703 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 3,555 | 3,972 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 6,575 | 7,778 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 7,603 | 7,907 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Camden Property Trust | 2.950% | 12/15/22 | 5,575 | 5,812 | ||
Camden Property Trust | 4.100% | 10/15/28 | 5,475 | 6,501 | ||
Camden Property Trust | 3.150% | 7/1/29 | 10,165 | 11,432 | ||
Camden Property Trust | 2.800% | 5/15/30 | 7,145 | 7,890 | ||
Camden Property Trust | 3.350% | 11/1/49 | 1,550 | 1,782 | ||
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 16,025 | 16,566 | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 2,900 | 2,926 | ||
3 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 10,401 | 11,272 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 20,000 | 19,996 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 10,625 | 11,489 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 5,445 | 5,762 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 2,500 | 2,519 | ||
Capital One Bank USA NA | 3.375% | 2/15/23 | 15,110 | 15,975 | ||
Capital One Financial Corp. | 3.050% | 3/9/22 | 7,350 | 7,587 | ||
Capital One Financial Corp. | 3.200% | 1/30/23 | 22,000 | 23,157 | ||
Capital One Financial Corp. | 2.600% | 5/11/23 | 5,000 | 5,230 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 1,378 | 1,474 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 4,000 | 4,371 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 8,070 | 8,802 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 29,194 | 31,956 | ||
Capital One Financial Corp. | 3.200% | 2/5/25 | 7,000 | 7,630 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 1,530 | 1,736 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 8,037 | 9,107 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 12,700 | 14,329 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 21,750 | 24,684 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 17,750 | 20,300 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 19,950 | 23,051 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 4,910 | 5,607 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 5,830 | 5,891 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 8,208 | 9,685 | ||
CC Holdings GS V LLC | 3.849% | 4/15/23 | 9,550 | 10,254 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 4,464 | 4,670 | ||
Charles Schwab Corp. | 2.650% | 1/25/23 | 7,225 | 7,567 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 10,180 | 11,080 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 5,000 | 5,738 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 2,000 | 2,275 | ||
Charles Schwab Corp. | 3.450% | 2/13/26 | 3,225 | 3,643 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 16,475 | 16,676 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 3,500 | 3,899 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 5,350 | 6,043 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 5,550 | 6,601 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 5,990 | 6,864 | ||
Charles Schwab Corp. | 4.625% | 3/22/30 | 1,030 | 1,289 | ||
Charles Schwab Corp. | 1.650% | 3/11/31 | 7,200 | 7,235 | ||
Chubb Corp. | 6.000% | 5/11/37 | 4,200 | 6,324 | ||
3 | Chubb Corp. | 6.500% | 5/15/38 | 7,955 | 12,636 | |
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 21,344 | 22,224 | ||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 5,060 | 5,319 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 7,900 | 8,620 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 7,654 | 8,449 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 12,270 | 13,830 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 14,400 | 14,340 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 1,810 | 2,818 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 6,100 | 7,854 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 17,327 | 23,408 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CI Financial Corp. | 3.200% | 12/17/30 | 7,000 | 7,131 | ||
3 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 6,363 | 8,387 | |
Citigroup Inc. | 2.350% | 8/2/21 | 7,850 | 7,937 | ||
Citigroup Inc. | 2.900% | 12/8/21 | 34,850 | 35,588 | ||
Citigroup Inc. | 4.500% | 1/14/22 | 4,675 | 4,874 | ||
Citigroup Inc. | 2.750% | 4/25/22 | 21,100 | 21,732 | ||
Citigroup Inc. | 4.050% | 7/30/22 | 9,500 | 10,023 | ||
Citigroup Inc. | 2.700% | 10/27/22 | 5,000 | 5,199 | ||
3 | Citigroup Inc. | 2.312% | 11/4/22 | 8,025 | 8,147 | |
3 | Citigroup Inc. | 3.142% | 1/24/23 | 22,000 | 22,600 | |
Citigroup Inc. | 3.375% | 3/1/23 | 1,925 | 2,034 | ||
Citigroup Inc. | 3.500% | 5/15/23 | 22,865 | 24,455 | ||
3 | Citigroup Inc. | 2.876% | 7/24/23 | 7,650 | 7,947 | |
Citigroup Inc. | 3.875% | 10/25/23 | 41,844 | 45,969 | ||
3 | Citigroup Inc. | 1.678% | 5/15/24 | 750 | 773 | |
3 | Citigroup Inc. | 4.044% | 6/1/24 | 4,900 | 5,303 | |
Citigroup Inc. | 3.750% | 6/16/24 | 2,400 | 2,650 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 5,525 | 6,132 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 15,000 | 15,044 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 20,019 | 22,289 | ||
Citigroup Inc. | 3.300% | 4/27/25 | 1,950 | 2,156 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 49,525 | 56,552 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 4,400 | 5,266 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 7,702 | 8,735 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 37,650 | 44,063 | ||
3 | Citigroup Inc. | 3.106% | 4/8/26 | 47,000 | 51,379 | |
Citigroup Inc. | 3.400% | 5/1/26 | 10,250 | 11,545 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 31,250 | 34,836 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 22,850 | 26,646 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 30,500 | 35,788 | ||
3 | Citigroup Inc. | 3.887% | 1/10/28 | 35,125 | 40,050 | |
Citigroup Inc. | 6.625% | 1/15/28 | 25 | 33 | ||
3 | Citigroup Inc. | 3.668% | 7/24/28 | 48,950 | 55,568 | |
Citigroup Inc. | 4.125% | 7/25/28 | 600 | 697 | ||
3 | Citigroup Inc. | 3.520% | 10/27/28 | 15,050 | 16,962 | |
3 | Citigroup Inc. | 3.980% | 3/20/30 | 8,075 | 9,467 | |
3 | Citigroup Inc. | 2.976% | 11/5/30 | 38,100 | 41,649 | |
3 | Citigroup Inc. | 2.666% | 1/29/31 | 3,680 | 3,926 | |
3 | Citigroup Inc. | 4.412% | 3/31/31 | 78,600 | 95,274 | |
3 | Citigroup Inc. | 2.572% | 6/3/31 | 5,000 | 5,319 | |
Citigroup Inc. | 6.625% | 6/15/32 | 225 | 319 | ||
Citigroup Inc. | 5.875% | 2/22/33 | 3,000 | 4,035 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 5,485 | 7,441 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 10,318 | 14,413 | ||
3 | Citigroup Inc. | 3.878% | 1/24/39 | 13,125 | 15,620 | |
Citigroup Inc. | 8.125% | 7/15/39 | 14,836 | 26,489 | ||
3 | Citigroup Inc. | 5.316% | 3/26/41 | 37,550 | 52,741 | |
Citigroup Inc. | 5.875% | 1/30/42 | 13,339 | 20,229 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 4,600 | 7,440 | ||
Citigroup Inc. | 4.950% | 11/7/43 | 8,250 | 10,427 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 6,200 | 8,695 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 8,275 | 11,072 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 3,658 | 4,858 | ||
3 | Citigroup Inc. | 4.281% | 4/24/48 | 2,125 | 2,761 | |
Citigroup Inc. | 4.650% | 7/23/48 | 26,745 | 36,762 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Citizens Bank NA | 3.250% | 2/14/22 | 12,000 | 12,339 | |
3 | Citizens Bank NA | 2.650% | 5/26/22 | 5,600 | 5,767 | |
3 | Citizens Bank NA | 3.700% | 3/29/23 | 9,000 | 9,625 | |
3 | Citizens Bank NA | 3.750% | 2/18/26 | 8,900 | 10,080 | |
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 2,000 | 2,301 | ||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 950 | 1,057 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 11,045 | 11,734 | ||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 7,000 | 7,902 | ||
3,7 | Citizens Financial Group Inc. | 2.638% | 9/30/32 | 2,200 | 2,321 | |
CME Group Inc. | 3.000% | 9/15/22 | 20,055 | 20,956 | ||
CME Group Inc. | 3.750% | 6/15/28 | 2,671 | 3,169 | ||
CME Group Inc. | 5.300% | 9/15/43 | 7,140 | 10,617 | ||
CME Group Inc. | 4.150% | 6/15/48 | 9,762 | 13,141 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 7,955 | 8,799 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 2,650 | 3,104 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 5,000 | 5,654 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 11,450 | 13,567 | ||
CNA Financial Corp. | 2.050% | 8/15/30 | 7,445 | 7,660 | ||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 4,500 | 5,394 | ||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 5,535 | 5,826 | ||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 5,675 | 5,929 | ||
3 | Comerica Bank | 4.000% | 7/27/25 | 3,332 | 3,746 | |
Comerica Inc. | 3.700% | 7/31/23 | 19,887 | 21,468 | ||
Comerica Inc. | 3.800% | 7/22/26 | 850 | 956 | ||
Comerica Inc. | 4.000% | 2/1/29 | 300 | 358 | ||
3,7 | Commonwealth Bank of Australia | 2.750% | 3/10/22 | 2,600 | 2,675 | |
3,7 | Commonwealth Bank of Australia | 2.625% | 9/6/26 | 500 | 551 | |
Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 14,500 | 14,863 | ||
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 19,821 | 20,591 | ||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 43,693 | 46,391 | ||
Cooperatieve Rabobank UA | 2.750% | 1/10/23 | 250 | 262 | ||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 13,410 | 14,920 | ||
3 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 12,076 | 13,524 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 9,175 | 10,434 | ||
3 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 11,935 | 13,465 | |
3 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 663 | 979 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 13,315 | 19,706 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 26,173 | 36,642 | ||
Corporate Office Properties LP | 3.600% | 5/15/23 | 1,600 | 1,688 | ||
Corporate Office Properties LP | 5.250% | 2/15/24 | 6,725 | 7,449 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 1,500 | 1,559 | ||
Credit Suisse AG | 3.000% | 10/29/21 | 12,050 | 12,316 | ||
Credit Suisse AG | 2.100% | 11/12/21 | 6,900 | 7,007 | ||
Credit Suisse AG | 1.000% | 5/5/23 | 42,944 | 43,621 | ||
3 | Credit Suisse AG | 3.625% | 9/9/24 | 7,847 | 8,701 | |
Credit Suisse AG | 2.950% | 4/9/25 | 2,072 | 2,261 | ||
3,7 | Credit Suisse Group AG | 3.574% | 1/9/23 | 26,470 | 27,313 | |
Credit Suisse Group AG | 3.800% | 6/9/23 | 21,815 | 23,465 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 32,302 | 35,842 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 27,406 | 31,966 | ||
3,7 | Credit Suisse Group AG | 4.282% | 1/9/28 | 5,700 | 6,587 | |
3,7 | Credit Suisse Group AG | 4.194% | 4/1/31 | 23,143 | 27,124 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 12,580 | 17,565 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 1,450 | 1,528 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 4,791 | 7,446 | ||
Crown Castle International Corp. | 5.250% | 1/15/23 | 11,315 | 12,375 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 5,525 | 5,877 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 7,750 | 8,420 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 4,000 | 4,071 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 12,670 | 14,637 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 19,130 | 21,560 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 2,275 | 2,610 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 10,000 | 11,276 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 16,200 | 18,552 | ||
Crown Castle International Corp. | 4.300% | 2/15/29 | 827 | 977 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 5,175 | 5,634 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 6,780 | 7,572 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 7,371 | 7,616 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 4,200 | 5,349 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 7,750 | 10,520 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 9,471 | 11,366 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 6,600 | 6,833 | ||
CubeSmart LP | 4.375% | 12/15/23 | 6,650 | 7,282 | ||
CubeSmart LP | 4.000% | 11/15/25 | 1,375 | 1,552 | ||
CubeSmart LP | 3.125% | 9/1/26 | 2,425 | 2,667 | ||
CubeSmart LP | 4.375% | 2/15/29 | 1,925 | 2,280 | ||
CubeSmart LP | 3.000% | 2/15/30 | 1,850 | 2,020 | ||
CubeSmart LP | 2.000% | 2/15/31 | 1,250 | 1,249 | ||
CyrusOne LP | 2.900% | 11/15/24 | 5,370 | 5,740 | ||
CyrusOne LP | 3.450% | 11/15/29 | 5,625 | 6,045 | ||
CyrusOne LP | 2.150% | 11/1/30 | 3,790 | 3,697 | ||
3 | Deutsche Bank AG | 4.250% | 10/14/21 | 20,575 | 21,080 | |
3 | Deutsche Bank AG | 5.000% | 2/14/22 | 3,425 | 3,577 | |
3 | Deutsche Bank AG | 3.300% | 11/16/22 | 5,900 | 6,160 | |
Deutsche Bank AG | 3.950% | 2/27/23 | 15,000 | 15,901 | ||
3 | Deutsche Bank AG | 3.700% | 5/30/24 | 4,350 | 4,668 | |
3 | Deutsche Bank AG | 2.222% | 9/18/24 | 4,795 | 4,921 | |
3 | Deutsche Bank AG | 3.961% | 11/26/25 | 13,000 | 14,169 | |
3 | Deutsche Bank AG | 4.100% | 1/13/26 | 7,825 | 8,711 | |
Deutsche Bank AG | 2.129% | 11/24/26 | 10,000 | 10,185 | ||
3 | Deutsche Bank AG | 3.547% | 9/18/31 | 6,000 | 6,509 | |
Digital Realty Trust LP | 2.750% | 2/1/23 | 2,400 | 2,505 | ||
Digital Realty Trust LP | 4.750% | 10/1/25 | 4,650 | 5,441 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 5,350 | 6,137 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 8,283 | 9,939 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 18,375 | 21,020 | ||
3 | Discover Bank | 3.200% | 8/9/21 | 1,400 | 1,421 | |
3 | Discover Bank | 3.350% | 2/6/23 | 9,300 | 9,808 | |
3 | Discover Bank | 4.200% | 8/8/23 | 9,475 | 10,358 | |
Discover Bank | 2.450% | 9/12/24 | 11,400 | 12,014 | ||
3 | Discover Bank | 4.250% | 3/13/26 | 2,175 | 2,496 | |
3 | Discover Bank | 3.450% | 7/27/26 | 16,250 | 18,137 | |
3 | Discover Bank | 4.682% | 8/9/28 | 3,190 | 3,367 | |
3 | Discover Bank | 2.700% | 2/6/30 | 3,000 | 3,188 | |
Discover Financial Services | 5.200% | 4/27/22 | 1,050 | 1,112 | ||
Discover Financial Services | 3.850% | 11/21/22 | 5,630 | 5,985 | ||
Discover Financial Services | 3.950% | 11/6/24 | 15,800 | 17,473 | ||
Discover Financial Services | 3.750% | 3/4/25 | 12,486 | 13,736 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Discover Financial Services | 4.500% | 1/30/26 | 18,350 | 21,169 | ||
Discover Financial Services | 4.100% | 2/9/27 | 5,300 | 6,101 | ||
Duke Realty LP | 3.625% | 4/15/23 | 1,740 | 1,844 | ||
Duke Realty LP | 3.750% | 12/1/24 | 2,179 | 2,408 | ||
Duke Realty LP | 3.250% | 6/30/26 | 4,050 | 4,466 | ||
Duke Realty LP | 4.000% | 9/15/28 | 2,025 | 2,388 | ||
Duke Realty LP | 2.875% | 11/15/29 | 1,000 | 1,104 | ||
Duke Realty LP | 1.750% | 7/1/30 | 4,000 | 4,042 | ||
Duke Realty LP | 3.050% | 3/1/50 | 4,675 | 5,080 | ||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 4,262 | 4,430 | ||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 5,250 | 6,011 | ||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 3,630 | 4,341 | ||
Eaton Vance Corp. | 3.625% | 6/15/23 | 2,875 | 3,094 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 2,600 | 2,891 | ||
Enstar Group Ltd. | 4.500% | 3/10/22 | 1,750 | 1,820 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 7,960 | 9,093 | ||
Equinix Inc. | 2.625% | 11/18/24 | 13,750 | 14,705 | ||
Equinix Inc. | 1.250% | 7/15/25 | 4,000 | 4,074 | ||
Equinix Inc. | 1.000% | 9/15/25 | 3,000 | 2,996 | ||
Equinix Inc. | 2.900% | 11/18/26 | 10,000 | 10,964 | ||
Equinix Inc. | 5.375% | 5/15/27 | 1,916 | 2,079 | ||
Equinix Inc. | 1.800% | 7/15/27 | 13,000 | 13,384 | ||
Equinix Inc. | 1.550% | 3/15/28 | 3,000 | 3,021 | ||
Equinix Inc. | 3.200% | 11/18/29 | 11,000 | 12,113 | ||
Equinix Inc. | 2.150% | 7/15/30 | 12,000 | 12,191 | ||
Equinix Inc. | 3.000% | 7/15/50 | 4,000 | 4,053 | ||
Equinix Inc. | 2.950% | 9/15/51 | 3,885 | 3,927 | ||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 2,403 | 2,583 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 1,860 | 2,413 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 21,650 | 25,469 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 20,180 | 26,581 | ||
ERP Operating LP | 4.625% | 12/15/21 | 1,459 | 1,501 | ||
ERP Operating LP | 3.000% | 4/15/23 | 1,675 | 1,761 | ||
ERP Operating LP | 3.375% | 6/1/25 | 300 | 332 | ||
ERP Operating LP | 2.850% | 11/1/26 | 9,175 | 10,148 | ||
ERP Operating LP | 3.500% | 3/1/28 | 7,000 | 7,965 | ||
ERP Operating LP | 4.150% | 12/1/28 | 3,600 | 4,288 | ||
ERP Operating LP | 3.000% | 7/1/29 | 6,195 | 6,898 | ||
ERP Operating LP | 4.500% | 7/1/44 | 4,200 | 5,494 | ||
ERP Operating LP | 4.500% | 6/1/45 | 3,750 | 4,922 | ||
ERP Operating LP | 4.000% | 8/1/47 | 2,775 | 3,428 | ||
3 | Essex Portfolio LP | 3.375% | 1/15/23 | 1,000 | 1,049 | |
Essex Portfolio LP | 3.250% | 5/1/23 | 1,425 | 1,502 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 1,575 | 1,728 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 8,950 | 9,915 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 3,485 | 3,907 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 5,795 | 6,764 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 9,630 | 10,657 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 2,500 | 2,481 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 7,260 | 7,737 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 6,335 | 8,168 | ||
Essex Portfolio LP | 2.650% | 9/1/50 | 4,089 | 3,850 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 3,225 | 4,236 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 9,000 | 10,159 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 4,000 | 4,445 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 5,000 | 5,588 | ||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 2,650 | 2,766 | ||
Federal Realty Investment Trust | 3.950% | 1/15/24 | 5,000 | 5,438 | ||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 4,725 | 5,157 | ||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 3,350 | 3,638 | ||
Federal Realty Investment Trust | 3.500% | 6/1/30 | 2,000 | 2,218 | ||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 6,600 | 7,884 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 4,311 | 4,751 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 7,000 | 7,105 | ||
Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 6,551 | 6,956 | ||
Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 2,820 | 3,101 | ||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 15,005 | 16,711 | ||
3 | Fidelity National Information Services Inc. | 4.250% | 5/15/28 | 5,000 | 5,923 | |
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 10,000 | 11,707 | ||
Fifth Third Bancorp | 3.500% | 3/15/22 | 7,725 | 8,001 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 7,050 | 7,777 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 13,138 | 14,283 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 3,825 | 4,071 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 2,208 | 2,399 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 9,400 | 11,022 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 9,138 | 15,418 | ||
3 | Fifth Third Bank NA | 1.800% | 1/30/23 | 5,285 | 5,435 | |
3 | Fifth Third Bank NA | 3.950% | 7/28/25 | 14,197 | 16,223 | |
3 | Fifth Third Bank NA | 3.850% | 3/15/26 | 19,500 | 22,061 | |
3 | Fifth Third Bank NA | 2.250% | 2/1/27 | 3,400 | 3,621 | |
First American Financial Corp. | 4.600% | 11/15/24 | 4,650 | 5,167 | ||
First American Financial Corp. | 4.000% | 5/15/30 | 3,130 | 3,584 | ||
First Horizon Corp. | 4.000% | 5/26/25 | 3,000 | 3,351 | ||
3 | First Republic Bank | 2.500% | 6/6/22 | 9,800 | 10,076 | |
3 | First Republic Bank | 1.912% | 2/12/24 | 3,000 | 3,089 | |
3 | First Republic Bank | 4.375% | 8/1/46 | 1,725 | 2,179 | |
3 | First Republic Bank | 4.625% | 2/13/47 | 2,675 | 3,516 | |
FirstMerit Bank NA | 4.270% | 11/25/26 | 2,150 | 2,460 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 11,393 | 12,411 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 20,808 | 22,324 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 14,971 | 16,901 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 17,000 | 19,038 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 13,700 | 14,586 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 8,000 | 9,496 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 32,576 | 37,175 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 15,000 | 16,184 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 20,250 | 27,118 | ||
Franklin Resources Inc. | 2.800% | 9/15/22 | 6,875 | 7,158 | ||
Franklin Resources Inc. | 2.850% | 3/30/25 | 3,000 | 3,266 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 6,000 | 5,974 | ||
FS KKR Capital Corp. | 4.750% | 5/15/22 | 3,125 | 3,250 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 4,375 | 4,610 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 3,800 | 3,955 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 9,602 | 9,519 | ||
GATX Corp. | 3.250% | 3/30/25 | 2,300 | 2,507 | ||
GATX Corp. | 3.250% | 9/15/26 | 2,800 | 3,110 | ||
GATX Corp. | 3.850% | 3/30/27 | 4,000 | 4,507 | ||
GATX Corp. | 3.500% | 3/15/28 | 7,000 | 7,860 | ||
GATX Corp. | 4.550% | 11/7/28 | 2,585 | 3,109 | ||
GATX Corp. | 4.700% | 4/1/29 | 4,000 | 4,882 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
GATX Corp. | 4.000% | 6/30/30 | 3,315 | 3,915 | ||
GATX Corp. | 5.200% | 3/15/44 | 325 | 429 | ||
GATX Corp. | 4.500% | 3/30/45 | 2,175 | 2,543 | ||
3,7 | GE Capital Funding LLC | 3.450% | 5/15/25 | 17,350 | 19,150 | |
3,7 | GE Capital Funding LLC | 4.050% | 5/15/27 | 6,000 | 6,800 | |
3,7 | GE Capital Funding LLC | 4.400% | 5/15/30 | 45,255 | 53,197 | |
3,7 | GE Capital Funding LLC | 4.550% | 5/15/32 | 7,130 | 8,548 | |
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 3,544 | 3,937 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 100,257 | 119,248 | ||
Global Payments Inc. | 3.750% | 6/1/23 | 5,450 | 5,832 | ||
Global Payments Inc. | 4.000% | 6/1/23 | 4,595 | 4,968 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 19,475 | 20,864 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 6,500 | 7,718 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 9,060 | 10,733 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 20,743 | 23,015 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 8,000 | 8,670 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 12,635 | 15,493 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 3,200 | 3,834 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 4,450 | 4,511 | ||
GLP Capital LP | 5.375% | 11/1/23 | 5,000 | 5,462 | ||
GLP Capital LP | 5.250% | 6/1/25 | 9,354 | 10,534 | ||
GLP Capital LP | 5.375% | 4/15/26 | 8,406 | 9,646 | ||
GLP Capital LP | 5.750% | 6/1/28 | 750 | 887 | ||
GLP Capital LP | 5.300% | 1/15/29 | 5,225 | 6,062 | ||
GLP Capital LP | 4.000% | 1/15/30 | 5,750 | 6,250 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 2,000 | 2,042 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 9,435 | 13,221 | ||
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 25,044 | 26,458 | ||
Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 36,220 | 36,522 | ||
3 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 46,102 | 46,965 | |
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 23,459 | 24,996 | ||
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 20,315 | 21,462 | ||
3 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 35,139 | 36,387 | |
3 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 23,844 | 24,730 | |
3 | Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 9,250 | 9,281 | |
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 33,000 | 35,873 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 29,950 | 32,917 | ||
3 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 7,878 | 8,621 | |
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 19,600 | 21,603 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 1,330 | 1,479 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 9,456 | 10,613 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 4,388 | 5,002 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 51,600 | 58,238 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 53,115 | 59,569 | ||
3 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 20,000 | 20,192 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 3,845 | 4,807 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 41,026 | 46,811 | ||
3 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 34,575 | 39,822 | |
3 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 30,359 | 34,985 | |
3 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 25,275 | 29,867 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 5,000 | 5,372 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 37,960 | 44,562 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 8,400 | 12,259 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 39,524 | 59,897 | ||
3 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 31,919 | 38,874 | |
3 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 25,604 | 32,594 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 14,791 | 23,077 | ||
3 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 33,720 | 46,611 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 22,225 | 30,659 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 3,700 | 5,136 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 3,120 | 3,653 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 7,250 | 7,899 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 120 | 167 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 6,380 | 9,544 | ||
Hartford Financial Services Group Inc. | 6.625% | 4/15/42 | 1,793 | 2,611 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 490 | 612 | ||
Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | 2,570 | 3,383 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 14,500 | 17,054 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 4,810 | 5,424 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 4,000 | 4,125 | ||
Healthcare Realty Trust Inc. | 2.050% | 3/15/31 | 2,500 | 2,499 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 3,300 | 3,733 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 4,475 | 5,073 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 3,405 | 3,708 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 14,900 | 14,880 | ||
Healthpeak Properties Inc. | 4.250% | 11/15/23 | 240 | 263 | ||
Healthpeak Properties Inc. | 4.200% | 3/1/24 | 10,067 | 11,033 | ||
Healthpeak Properties Inc. | 3.875% | 8/15/24 | 4,600 | 5,088 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 4,850 | 5,359 | ||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 775 | 880 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 5,000 | 5,650 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 11,270 | 12,729 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 10,300 | 11,282 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 5,000 | 5,425 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,496 | 2,199 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 3,850 | 4,256 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 3,000 | 3,387 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 4,000 | 4,196 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 11,053 | 11,243 | ||
3 | Host Hotels & Resorts LP | 3.750% | 10/15/23 | 6,034 | 6,347 | |
3 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 6,328 | 6,800 | |
3 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 5,270 | 5,393 | |
3 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 14,000 | 14,687 | |
3 | HSBC Bank USA NA | 5.875% | 11/1/34 | 500 | 699 | |
3 | HSBC Bank USA NA | 7.000% | 1/15/39 | 7,726 | 12,241 | |
3 | HSBC Holdings plc | 3.262% | 3/13/23 | 32,815 | 33,862 | |
HSBC Holdings plc | 3.600% | 5/25/23 | 15,300 | 16,450 | ||
3 | HSBC Holdings plc | 3.033% | 11/22/23 | 4,000 | 4,188 | |
HSBC Holdings plc | 4.250% | 3/14/24 | 10,600 | 11,692 | ||
3 | HSBC Holdings plc | 3.950% | 5/18/24 | 39,700 | 42,776 | |
3 | HSBC Holdings plc | 3.803% | 3/11/25 | 11,625 | 12,691 | |
HSBC Holdings plc | 4.250% | 8/18/25 | 7,500 | 8,448 | ||
3 | HSBC Holdings plc | 2.633% | 11/7/25 | 3,475 | 3,694 | |
HSBC Holdings plc | 4.300% | 3/8/26 | 34,435 | 39,683 | ||
3 | HSBC Holdings plc | 1.645% | 4/18/26 | 30,000 | 30,616 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 53,300 | 60,824 | ||
3 | HSBC Holdings plc | 2.099% | 6/4/26 | 28,100 | 29,168 | |
3 | HSBC Holdings plc | 4.292% | 9/12/26 | 41,045 | 46,594 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HSBC Holdings plc | 4.375% | 11/23/26 | 23,330 | 26,911 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 25,000 | 25,345 | ||
3 | HSBC Holdings plc | 4.041% | 3/13/28 | 12,700 | 14,414 | |
3 | HSBC Holdings plc | 2.013% | 9/22/28 | 30,000 | 30,466 | |
3 | HSBC Holdings plc | 4.583% | 6/19/29 | 48,192 | 56,983 | |
HSBC Holdings plc | 4.950% | 3/31/30 | 31,705 | 39,385 | ||
3 | HSBC Holdings plc | 2.848% | 6/4/31 | 31,600 | 33,749 | |
3 | HSBC Holdings plc | 2.357% | 8/18/31 | 20,000 | 20,540 | |
3 | HSBC Holdings plc | 7.625% | 5/17/32 | 575 | 835 | |
3 | HSBC Holdings plc | 7.350% | 11/27/32 | 600 | 802 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 16,965 | 24,524 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 30,601 | 44,299 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 5,908 | 8,892 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 4,325 | 6,504 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 25,750 | 35,791 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 11,475 | 12,556 | ||
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 2,500 | 2,757 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 1,500 | 1,733 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 2,585 | 2,745 | ||
Huntington Bancshares Inc. | 2.300% | 1/14/22 | 685 | 697 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 500 | 532 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 16,518 | 18,693 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 1,935 | 2,067 | ||
3 | Huntington National Bank | 3.125% | 4/1/22 | 4,500 | 4,646 | |
3 | Huntington National Bank | 2.500% | 8/7/22 | 10,000 | 10,319 | |
Huntington National Bank | 1.800% | 2/3/23 | 10,675 | 10,966 | ||
3 | Huntington National Bank | 3.550% | 10/6/23 | 5,700 | 6,165 | |
ING Groep NV | 3.150% | 3/29/22 | 3,050 | 3,154 | ||
ING Groep NV | 4.100% | 10/2/23 | 17,000 | 18,664 | ||
ING Groep NV | 3.550% | 4/9/24 | 5,200 | 5,675 | ||
ING Groep NV | 3.950% | 3/29/27 | 10,500 | 12,141 | ||
ING Groep NV | 4.550% | 10/2/28 | 4,000 | 4,857 | ||
ING Groep NV | 4.050% | 4/9/29 | 10,160 | 12,041 | ||
Intercontinental Exchange Inc. | 2.350% | 9/15/22 | 5,375 | 5,545 | ||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 9,975 | 10,943 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 13,115 | 14,894 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 5,100 | 5,692 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 4,375 | 5,103 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 15,740 | 16,371 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 14,400 | 14,516 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 13,000 | 13,331 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 1,115 | 1,412 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 19,875 | 21,048 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 19,000 | 19,835 | ||
International Lease Finance Corp. | 5.875% | 8/15/22 | 8,212 | 8,847 | ||
3,7 | Intesa Sanpaolo SpA | 4.700% | 9/23/49 | 2,000 | 2,494 | |
Invesco Finance plc | 3.125% | 11/30/22 | 16,300 | 17,116 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 14,250 | 15,656 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 10 | 11 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 7,125 | 9,209 | ||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 2,689 | 3,082 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 7,200 | 7,937 | ||
Jefferies Group LLC | 5.125% | 1/20/23 | 2,400 | 2,618 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 11,425 | 13,464 | ||
Jefferies Group LLC | 6.450% | 6/8/27 | 1,235 | 1,558 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Jefferies Group LLC | 4.150% | 1/23/30 | 13,010 | 15,168 | ||
Jefferies Group LLC | 2.750% | 10/15/32 | 4,000 | 4,157 | ||
Jefferies Group LLC | 6.250% | 1/15/36 | 3,055 | 4,052 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 4,305 | 5,889 | ||
Jones Lang LaSalle Inc. | 4.400% | 11/15/22 | 1,150 | 1,216 | ||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 24,350 | 25,583 | ||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 18,995 | 19,519 | ||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 8,799 | 9,317 | ||
3 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 14,900 | 15,413 | |
3 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 15,450 | 15,950 | |
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 6,000 | 6,407 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 15,475 | 16,250 | ||
3 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 46,855 | 50,169 | |
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 6,066 | 6,703 | ||
3 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 23,450 | 24,029 | |
3 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 34,537 | 37,364 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 43,814 | 48,914 | ||
3 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 16,873 | 18,537 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 28,191 | 30,830 | ||
3 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 28,010 | 30,173 | |
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 25,341 | 28,588 | ||
3 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 10,900 | 11,564 | |
3 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 30,000 | 31,443 | |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 53,000 | 59,212 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 30,100 | 33,707 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 51,625 | 57,227 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 875 | 1,193 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 30,500 | 30,832 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 28,750 | 33,348 | ||
JPMorgan Chase & Co. | 8.000% | 4/29/27 | 2,500 | 3,472 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 11,592 | 13,667 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 9,750 | 10,977 | ||
3 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 39,075 | 44,879 | |
3 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 3,490 | 3,958 | |
3 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 10,000 | 10,612 | |
3 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 55,991 | 63,752 | |
3 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 43,930 | 51,249 | |
3 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 27,925 | 33,334 | |
3 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 5,000 | 6,088 | |
3 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 6,864 | 7,914 | |
3 | JPMorgan Chase & Co. | 8.750% | 9/1/30 | 240 | 351 | |
3 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 90,587 | 111,340 | |
3 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 17,000 | 18,161 | |
3 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 30,000 | 32,841 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 15,945 | 16,081 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 12,465 | 19,294 | ||
3 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 37,770 | 45,648 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 25,084 | 36,776 | ||
3 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 31,375 | 35,032 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 500 | 753 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 14,800 | 15,206 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 3,575 | 5,283 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 16,010 | 24,023 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 1,000 | 1,438 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 14,600 | 20,589 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 24,500 | 31,798 | |
3 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 2,000 | 2,529 | |
3 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 43,200 | 54,257 | |
3 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 11,870 | 14,924 | |
3 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 39,000 | 43,141 | |
Kemper Corp. | 4.350% | 2/15/25 | 1,500 | 1,665 | ||
Kemper Corp. | 2.400% | 9/30/30 | 5,000 | 5,067 | ||
3 | KeyBank NA | 2.500% | 11/22/21 | 11,000 | 11,210 | |
3 | KeyBank NA | 3.180% | 5/22/22 | 2,625 | 2,728 | |
3 | KeyBank NA | 2.400% | 6/9/22 | 1,550 | 1,595 | |
3 | KeyBank NA | 2.300% | 9/14/22 | 9,550 | 9,873 | |
3 | KeyBank NA | 3.375% | 3/7/23 | 4,000 | 4,255 | |
3 | KeyBank NA | 0.423% | 1/3/24 | 8,000 | 7,998 | |
3 | KeyBank NA | 3.300% | 6/1/25 | 5,283 | 5,871 | |
3 | KeyBank NA | 3.400% | 5/20/26 | 2,000 | 2,233 | |
3 | KeyBank NA | 6.950% | 2/1/28 | 500 | 659 | |
3 | KeyCorp | 5.100% | 3/24/21 | 9,090 | 9,188 | |
3 | KeyCorp | 4.150% | 10/29/25 | 6,750 | 7,821 | |
3 | KeyCorp | 4.100% | 4/30/28 | 18,000 | 21,343 | |
3 | KeyCorp | 2.550% | 10/1/29 | 6,400 | 6,913 | |
Kilroy Realty LP | 3.800% | 1/15/23 | 9,250 | 9,714 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 2,000 | 2,160 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 800 | 897 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 2,150 | 2,532 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 2,975 | 3,436 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 10,025 | 10,653 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 6,350 | 6,401 | ||
Kimco Realty Corp. | 3.400% | 11/1/22 | 7,275 | 7,630 | ||
Kimco Realty Corp. | 3.125% | 6/1/23 | 875 | 923 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,125 | 3,414 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 1,893 | 2,066 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 16,200 | 16,612 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 4,000 | 4,299 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 325 | 365 | ||
Kimco Realty Corp. | 4.125% | 12/1/46 | 400 | 431 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 3,050 | 3,560 | ||
Kimco Realty Corp. | 3.700% | 10/1/49 | 6,021 | 6,403 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 7,900 | 8,274 | ||
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 111 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 5,075 | 5,519 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 9,350 | 11,125 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 3,502 | 4,163 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 4,875 | 7,025 | ||
Lexington Realty Trust | 2.700% | 9/15/30 | 2,500 | 2,602 | ||
Life Storage LP | 3.875% | 12/15/27 | 1,000 | 1,139 | ||
Life Storage LP | 4.000% | 6/15/29 | 1,950 | 2,269 | ||
Life Storage LP | 2.200% | 10/15/30 | 2,500 | 2,548 | ||
LifeStorage LP | 3.500% | 7/1/26 | 9,625 | 10,878 | ||
Lincoln National Corp. | 4.200% | 3/15/22 | 4,985 | 5,209 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 3,200 | 3,492 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 225 | 247 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 9,925 | 11,350 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 9,750 | 11,242 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 9,625 | 10,718 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 4,150 | 5,717 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lincoln National Corp. | 7.000% | 6/15/40 | 1,070 | 1,629 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 4,100 | 5,220 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 2,267 | 2,922 | ||
Lloyds Banking Group plc | 3.000% | 1/11/22 | 5,340 | 5,478 | ||
3 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 10,675 | 10,966 | |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 34,800 | 37,833 | ||
3 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 18,670 | 19,417 | |
Lloyds Banking Group plc | 3.900% | 3/12/24 | 8,500 | 9,339 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 7,067 | 8,078 | ||
3 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 14,000 | 15,374 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 24,433 | 27,885 | ||
3 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 19,785 | 20,829 | |
Lloyds Banking Group plc | 4.650% | 3/24/26 | 25,864 | 29,688 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 9,750 | 11,048 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 20,510 | 24,250 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 4,150 | 4,995 | ||
3 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 21,225 | 23,789 | |
Lloyds Banking Group plc | 5.300% | 12/1/45 | 1,574 | 2,154 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 5,525 | 6,744 | ||
Loews Corp. | 2.625% | 5/15/23 | 9,675 | 10,122 | ||
Loews Corp. | 3.200% | 5/15/30 | 6,500 | 7,383 | ||
Loews Corp. | 6.000% | 2/1/35 | 3,025 | 4,364 | ||
Loews Corp. | 4.125% | 5/15/43 | 4,315 | 5,114 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 4,500 | 4,866 | ||
3 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 7,425 | 8,058 | |
3 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 7,000 | 7,903 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 8,850 | 10,290 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 6,000 | 6,472 | ||
3 | Manulife Financial Corp. | 4.061% | 2/24/32 | 7,120 | 7,736 | |
Manulife Financial Corp. | 5.375% | 3/4/46 | 8,075 | 11,680 | ||
Markel Corp. | 4.900% | 7/1/22 | 4,665 | 4,962 | ||
Markel Corp. | 3.500% | 11/1/27 | 6,175 | 6,899 | ||
Markel Corp. | 3.350% | 9/17/29 | 2,555 | 2,851 | ||
Markel Corp. | 5.000% | 4/5/46 | 4,650 | 6,306 | ||
Markel Corp. | 4.300% | 11/1/47 | 2,200 | 2,779 | ||
Markel Corp. | 5.000% | 5/20/49 | 5,941 | 8,163 | ||
Markel Corp. | 4.150% | 9/17/50 | 620 | 779 | ||
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 4,300 | 4,402 | ||
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 8,212 | 8,684 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 17,595 | 19,397 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 5,600 | 6,103 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 4,225 | 4,685 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 5,150 | 5,845 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 18,967 | 23,058 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 15,910 | 16,825 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 4,025 | 5,741 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 4,400 | 5,882 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 3,225 | 4,282 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 1,350 | 1,759 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 16,924 | 24,399 | ||
Mastercard Inc. | 2.000% | 11/21/21 | 5,230 | 5,308 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 13,395 | 14,657 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 20,794 | 22,065 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 7,850 | 8,769 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 17,500 | 19,946 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mastercard Inc. | 3.500% | 2/26/28 | 3,720 | 4,300 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 8,575 | 9,647 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 14,000 | 16,284 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 5,700 | 7,199 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 5,110 | 6,598 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 3,030 | 3,745 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 18,706 | 24,041 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 3,265 | 3,620 | ||
MetLife Inc. | 3.048% | 12/15/22 | 8,950 | 9,408 | ||
3 | MetLife Inc. | 4.368% | 9/15/23 | 275 | 305 | |
MetLife Inc. | 3.600% | 4/10/24 | 15,943 | 17,558 | ||
MetLife Inc. | 3.000% | 3/1/25 | 8,475 | 9,300 | ||
MetLife Inc. | 3.600% | 11/13/25 | 7,891 | 8,945 | ||
MetLife Inc. | 4.550% | 3/23/30 | 18,825 | 23,554 | ||
MetLife Inc. | 6.375% | 6/15/34 | 3,445 | 5,243 | ||
MetLife Inc. | 5.700% | 6/15/35 | 2,709 | 3,971 | ||
3 | MetLife Inc. | 6.400% | 12/15/36 | 16,231 | 20,735 | |
3 | MetLife Inc. | 10.750% | 8/1/39 | 500 | 851 | |
MetLife Inc. | 5.875% | 2/6/41 | 12,142 | 18,538 | ||
MetLife Inc. | 4.125% | 8/13/42 | 10,475 | 13,286 | ||
MetLife Inc. | 4.875% | 11/13/43 | 10,919 | 15,427 | ||
MetLife Inc. | 4.721% | 12/15/44 | 9,535 | 13,036 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,835 | 2,337 | ||
3,7 | Metropolitan Life Global Funding I | 3.450% | 12/18/26 | 1,080 | 1,232 | |
Mid-America Apartments LP | 4.300% | 10/15/23 | 2,400 | 2,616 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 2,725 | 2,967 | ||
Mid-America Apartments LP | 4.000% | 11/15/25 | 75 | 85 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 7,770 | 8,781 | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 4,535 | 5,312 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 5,245 | 5,734 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 5,000 | 4,976 | ||
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 11,625 | 11,968 | ||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 22,750 | 23,506 | ||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 27,575 | 28,518 | ||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 6,800 | 7,038 | ||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 12,780 | 13,599 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 20,000 | 21,677 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,000 | 3,158 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 28,300 | 30,641 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 14,800 | 15,843 | ||
3 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 15,000 | 15,054 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 16,045 | 16,943 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 11,160 | 12,454 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 500 | 510 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 652 | 749 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 4,500 | 4,920 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 8,619 | 9,800 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 37,480 | 42,441 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 18,650 | 21,858 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 4,870 | 5,801 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 10,000 | 11,734 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 14,225 | 15,948 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 8,855 | 9,520 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 5,000 | 5,185 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 7,100 | 9,026 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 750 | 943 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 16,450 | 19,885 | ||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 3,175 | 3,382 | ||
3 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 17,775 | 18,335 | |
3 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 4,506 | 4,892 | |
3 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 17,775 | 18,901 | |
3 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 4,275 | 4,529 | |
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 14,250 | 16,653 | ||
3 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 5,600 | 6,637 | |
3 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 17,200 | 19,002 | |
3 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 5,000 | 5,321 | |
3 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 21,902 | 22,236 | |
Morgan Stanley | 5.750% | 1/25/21 | 40 | 40 | ||
3 | Morgan Stanley | 2.625% | 11/17/21 | 10,435 | 10,637 | |
Morgan Stanley | 2.750% | 5/19/22 | 25,475 | 26,302 | ||
Morgan Stanley | 4.875% | 11/1/22 | 16,225 | 17,473 | ||
3 | Morgan Stanley | 3.125% | 1/23/23 | 25,025 | 26,410 | |
3 | Morgan Stanley | 4.100% | 5/22/23 | 20,525 | 22,234 | |
3 | Morgan Stanley | 0.560% | 11/10/23 | 23,000 | 23,030 | |
3 | Morgan Stanley | 3.737% | 4/24/24 | 8,446 | 9,055 | |
3 | Morgan Stanley | 3.875% | 4/29/24 | 26,540 | 29,335 | |
3 | Morgan Stanley | 3.700% | 10/23/24 | 26,815 | 29,853 | |
3 | Morgan Stanley | 2.720% | 7/22/25 | 1,700 | 1,818 | |
3 | Morgan Stanley | 4.000% | 7/23/25 | 51,975 | 59,240 | |
Morgan Stanley | 5.000% | 11/24/25 | 50,940 | 60,787 | ||
3 | Morgan Stanley | 3.875% | 1/27/26 | 44,959 | 51,467 | |
3 | Morgan Stanley | 2.188% | 4/28/26 | 9,400 | 9,921 | |
3 | Morgan Stanley | 3.125% | 7/27/26 | 37,700 | 41,993 | |
3 | Morgan Stanley | 6.250% | 8/9/26 | 9,650 | 12,280 | |
3 | Morgan Stanley | 4.350% | 9/8/26 | 24,070 | 28,275 | |
Morgan Stanley | 0.985% | 12/10/26 | 12,225 | 12,295 | ||
Morgan Stanley | 3.625% | 1/20/27 | 19,278 | 22,083 | ||
Morgan Stanley | 3.950% | 4/23/27 | 5,255 | 6,033 | ||
3 | Morgan Stanley | 3.591% | 7/22/28 | 25,765 | 29,393 | |
3 | Morgan Stanley | 3.772% | 1/24/29 | 2,725 | 3,148 | |
3 | Morgan Stanley | 4.431% | 1/23/30 | 11,000 | 13,379 | |
3 | Morgan Stanley | 2.699% | 1/22/31 | 14,555 | 15,828 | |
3 | Morgan Stanley | 3.622% | 4/1/31 | 131,400 | 152,091 | |
3 | Morgan Stanley | 1.794% | 2/13/32 | 40,000 | 40,180 | |
Morgan Stanley | 7.250% | 4/1/32 | 7,000 | 10,769 | ||
3 | Morgan Stanley | 3.971% | 7/22/38 | 4,600 | 5,648 | |
Morgan Stanley | 6.375% | 7/24/42 | 29,625 | 48,207 | ||
Morgan Stanley | 4.300% | 1/27/45 | 32,394 | 43,110 | ||
3 | Morgan Stanley | 5.597% | 3/24/51 | 31,386 | 50,165 | |
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 5,600 | 5,854 | ||
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 3,700 | 4,005 | ||
3 | MUFG Union Bank NA | 3.150% | 4/1/22 | 31,800 | 32,835 | |
3 | MUFG Union Bank NA | 2.100% | 12/9/22 | 19,290 | 19,905 | |
3 | Munich Re America Corp. | 7.450% | 12/15/26 | 1,200 | 1,639 | |
Nasdaq Inc. | 4.250% | 6/1/24 | 4,325 | 4,786 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 4,350 | 4,987 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 6,250 | 6,190 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 9,500 | 9,348 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 2,225 | 2,431 | ||
3,7 | National Australia Bank Ltd. | 2.250% | 3/16/21 | 12,000 | 12,043 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
National Australia Bank Ltd. | 3.700% | 11/4/21 | 6,000 | 6,173 | ||
National Australia Bank Ltd. | 2.800% | 1/10/22 | 3,250 | 3,334 | ||
3 | National Australia Bank Ltd. | 2.500% | 5/22/22 | 7,600 | 7,834 | |
National Australia Bank Ltd. | 1.875% | 12/13/22 | 2,816 | 2,893 | ||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 3,200 | 3,371 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 3,350 | 3,778 | ||
3 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 12,175 | 13,268 | |
3 | National Bank of Canada | 2.100% | 2/1/23 | 13,165 | 13,544 | |
3 | National Bank of Canada | 0.550% | 11/15/24 | 5,000 | 5,016 | |
National Retail Properties Inc. | 3.300% | 4/15/23 | 900 | 951 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 2,750 | 3,008 | ||
National Retail Properties Inc. | 4.000% | 11/15/25 | 3,145 | 3,542 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 2,475 | 2,729 | ||
National Retail Properties Inc. | 3.500% | 10/15/27 | 1,050 | 1,152 | ||
�� | National Retail Properties Inc. | 4.300% | 10/15/28 | 2,500 | 2,894 | |
National Retail Properties Inc. | 2.500% | 4/15/30 | 8,375 | 8,603 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 2,275 | 2,823 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 8,375 | 8,068 | ||
3,7 | Nationwide Building Society | 3.900% | 7/21/25 | 2,000 | 2,255 | |
3 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 750 | 895 | |
3 | Natwest Group plc | 3.498% | 5/15/23 | 10,050 | 10,438 | |
Natwest Group plc | 3.875% | 9/12/23 | 28,180 | 30,574 | ||
Natwest Group plc | 6.000% | 12/19/23 | 7,550 | 8,613 | ||
Natwest Group plc | 5.125% | 5/28/24 | 18,143 | 20,214 | ||
3 | Natwest Group plc | 4.519% | 6/25/24 | 22,000 | 23,972 | |
3 | Natwest Group plc | 4.269% | 3/22/25 | 11,500 | 12,615 | |
Natwest Group plc | 4.800% | 4/5/26 | 1,700 | 2,006 | ||
3 | Natwest Group plc | 3.073% | 5/22/28 | 27,546 | 29,691 | |
3 | Natwest Group plc | 4.892% | 5/18/29 | 15,800 | 18,942 | |
3 | Natwest Group plc | 3.754% | 11/1/29 | 825 | 876 | |
3 | Natwest Group plc | 5.076% | 1/27/30 | 30,500 | 37,337 | |
3 | Natwest Group plc | 4.445% | 5/8/30 | 2,155 | 2,556 | |
3 | Natwest Group plc | 3.032% | 11/28/35 | 5,000 | 5,146 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 400 | 426 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 13,300 | 13,865 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 22,365 | 24,381 | ||
Northern Trust Corp. | 2.375% | 8/2/22 | 5,480 | 5,663 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 8,750 | 10,115 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 3,425 | 4,019 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 4,200 | 4,764 | ||
3 | Northern Trust Corp. | 3.375% | 5/8/32 | 4,950 | 5,422 | |
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 2,000 | 2,072 | ||
Office Properties Income Trust | 4.150% | 2/1/22 | 1,975 | 2,010 | ||
Office Properties Income Trust | 4.000% | 7/15/22 | 2,725 | 2,790 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 1,325 | 1,382 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 7,051 | 7,438 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 5,266 | 6,010 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 4,560 | 5,238 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 18,025 | 19,513 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 3,325 | 3,620 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 6,765 | 7,392 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 5,250 | 6,003 | ||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 7,375 | 8,294 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 1,984 | 2,262 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 12,270 | 13,068 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 11,800 | 12,381 | ||
ORIX Corp. | 2.900% | 7/18/22 | 2,950 | 3,054 | ||
ORIX Corp. | 3.250% | 12/4/24 | 2,000 | 2,179 | ||
ORIX Corp. | 3.700% | 7/18/27 | 8,150 | 9,286 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 1,000 | 1,083 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 4,725 | 4,932 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 10,347 | 10,714 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 4,600 | 5,270 | ||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 11,200 | 11,568 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 5,000 | 5,118 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 8,104 | 8,660 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 5,325 | 5,564 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 10,300 | 11,288 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 16,109 | 17,882 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 6,750 | 7,219 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 13,000 | 14,883 | ||
People's United Bank NA | 4.000% | 7/15/24 | 3,000 | 3,237 | ||
People's United Financial Inc. | 3.650% | 12/6/22 | 5,695 | 5,954 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 6,400 | 7,043 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 3,000 | 3,251 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 4,950 | 5,148 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 1,750 | 1,884 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 4,537 | 4,644 | ||
3 | PNC Bank NA | 2.550% | 12/9/21 | 17,100 | 17,391 | |
3 | PNC Bank NA | 2.625% | 2/17/22 | 20,800 | 21,253 | |
3 | PNC Bank NA | 2.450% | 7/28/22 | 925 | 955 | |
3 | PNC Bank NA | 2.700% | 11/1/22 | 16,088 | 16,752 | |
3 | PNC Bank NA | 2.028% | 12/9/22 | 6,440 | 6,542 | |
3 | PNC Bank NA | 2.950% | 1/30/23 | 4,500 | 4,735 | |
3 | PNC Bank NA | 3.300% | 10/30/24 | 3,850 | 4,236 | |
3 | PNC Bank NA | 2.950% | 2/23/25 | 5,750 | 6,293 | |
3 | PNC Bank NA | 3.250% | 6/1/25 | 13,401 | 14,858 | |
3 | PNC Bank NA | 4.200% | 11/1/25 | 8,624 | 9,888 | |
3 | PNC Bank NA | 3.100% | 10/25/27 | 275 | 307 | |
3 | PNC Bank NA | 3.250% | 1/22/28 | 10,775 | 12,257 | |
3 | PNC Bank NA | 4.050% | 7/26/28 | 13,750 | 16,256 | |
3 | PNC Bank NA | 2.700% | 10/22/29 | 3,500 | 3,814 | |
PNC Financial Services Group Inc. | 3.300% | 3/8/22 | 2,740 | 2,827 | ||
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 5,300 | 5,547 | ||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 17,328 | 18,877 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 21,223 | 23,473 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 19,075 | 21,488 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 13,400 | 15,453 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 16,955 | 18,526 | ||
Primerica Inc. | 4.750% | 7/15/22 | 1,900 | 2,023 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 9,000 | 9,955 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 18,485 | 20,603 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 3,000 | 3,510 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 6,000 | 6,244 | ||
Principal Financial Group Inc. | 6.050% | 10/15/36 | 425 | 602 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 3,000 | 3,863 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 3,960 | 4,964 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 4,219 | 5,346 | ||
Progressive Corp. | 3.750% | 8/23/21 | 10,555 | 10,792 | ||
Progressive Corp. | 6.625% | 3/1/29 | 2,150 | 2,932 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Progressive Corp. | 3.200% | 3/26/30 | 4,000 | 4,607 | ||
Progressive Corp. | 4.350% | 4/25/44 | 3,219 | 4,237 | ||
Progressive Corp. | 4.125% | 4/15/47 | 9,509 | 12,530 | ||
Progressive Corp. | 4.200% | 3/15/48 | 4,196 | 5,605 | ||
Progressive Corp. | 3.950% | 3/26/50 | 12,359 | 16,140 | ||
Prologis LP | 3.750% | 11/1/25 | 1,450 | 1,648 | ||
Prologis LP | 2.125% | 4/15/27 | 3,395 | 3,640 | ||
Prologis LP | 3.875% | 9/15/28 | 2,500 | 2,965 | ||
Prologis LP | 4.375% | 2/1/29 | 4,000 | 4,882 | ||
Prologis LP | 2.250% | 4/15/30 | 14,009 | 14,966 | ||
Prologis LP | 1.250% | 10/15/30 | 8,000 | 7,900 | ||
Prologis LP | 4.375% | 9/15/48 | 3,500 | 4,787 | ||
Prologis LP | 3.000% | 4/15/50 | 7,089 | 7,823 | ||
Prologis LP | 2.125% | 10/15/50 | 11,618 | 10,673 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 98 | 102 | ||
3 | Prudential Financial Inc. | 3.500% | 5/15/24 | 1,175 | 1,294 | |
3 | Prudential Financial Inc. | 3.878% | 3/27/28 | 6,200 | 7,337 | |
3 | Prudential Financial Inc. | 2.100% | 3/10/30 | 2,000 | 2,118 | |
3 | Prudential Financial Inc. | 5.750% | 7/15/33 | 2,630 | 3,562 | |
3 | Prudential Financial Inc. | 5.700% | 12/14/36 | 4,720 | 6,783 | |
3 | Prudential Financial Inc. | 6.625% | 12/1/37 | 3,250 | 4,866 | |
3 | Prudential Financial Inc. | 3.000% | 3/10/40 | 10,830 | 11,776 | |
3 | Prudential Financial Inc. | 6.625% | 6/21/40 | 8,020 | 12,389 | |
3 | Prudential Financial Inc. | 6.200% | 11/15/40 | 1,065 | 1,492 | |
3 | Prudential Financial Inc. | 5.875% | 9/15/42 | 10,936 | 11,674 | |
3 | Prudential Financial Inc. | 5.625% | 6/15/43 | 15,725 | 16,845 | |
3 | Prudential Financial Inc. | 5.100% | 8/15/43 | 2,775 | 3,439 | |
3 | Prudential Financial Inc. | 5.200% | 3/15/44 | 7,875 | 8,485 | |
3 | Prudential Financial Inc. | 4.600% | 5/15/44 | 15,600 | 20,314 | |
3 | Prudential Financial Inc. | 5.375% | 5/15/45 | 4,850 | 5,287 | |
3 | Prudential Financial Inc. | 4.500% | 9/15/47 | 1,500 | 1,646 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 17,333 | 20,876 | ||
3 | Prudential Financial Inc. | 4.418% | 3/27/48 | 250 | 324 | |
3 | Prudential Financial Inc. | 5.700% | 9/15/48 | 3,000 | 3,465 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 12,404 | 15,051 | ||
3 | Prudential Financial Inc. | 3.700% | 10/1/50 | 7,000 | 7,362 | |
3 | Prudential Financial Inc. | 3.700% | 3/13/51 | 5,700 | 6,811 | |
Prudential plc | 3.125% | 4/14/30 | 8,340 | 9,454 | ||
Public Storage | 2.370% | 9/15/22 | 5,510 | 5,689 | ||
Public Storage | 3.094% | 9/15/27 | 6,600 | 7,377 | ||
Public Storage | 3.385% | 5/1/29 | 4,855 | 5,540 | ||
Raymond James Financial Inc. | 3.625% | ��� 9/15/26 | 3,491 | 3,994 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 19,795 | 24,276 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 8,555 | 11,695 | ||
Rayonier Inc. | 3.750% | 4/1/22 | 1,950 | 2,003 | ||
Realty Income Corp. | 3.250% | 10/15/22 | 9,900 | 10,327 | ||
Realty Income Corp. | 4.650% | 8/1/23 | 1,825 | 1,999 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 1,950 | 2,155 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 6,840 | 7,703 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 10,420 | 12,240 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 7,725 | 8,805 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 4,053 | 4,530 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 15,696 | 17,788 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 13,000 | 13,019 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 6,855 | 9,319 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Regency Centers LP | 3.600% | 2/1/27 | 2,010 | 2,212 | ||
Regency Centers LP | 4.125% | 3/15/28 | 1,375 | 1,569 | ||
Regency Centers LP | 2.950% | 9/15/29 | 1,500 | 1,598 | ||
Regency Centers LP | 3.700% | 6/15/30 | 5,000 | 5,648 | ||
Regency Centers LP | 4.400% | 2/1/47 | 5,650 | 6,519 | ||
Regency Centers LP | 4.650% | 3/15/49 | 4,225 | 5,092 | ||
3 | Regions Bank | 6.450% | 6/26/37 | 1,514 | 2,134 | |
Regions Financial Corp. | 3.800% | 8/14/23 | 7,000 | 7,580 | ||
Regions Financial Corp. | 2.250% | 5/18/25 | 3,100 | 3,272 | ||
Regions Financial Corp. | 7.375% | 12/10/37 | 7,000 | 10,667 | ||
3 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 1,500 | 1,661 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 1,500 | 1,717 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 8,350 | 9,568 | ||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 4,300 | 4,712 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 2,500 | 2,740 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 3,525 | 3,871 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,020 | 1,153 | ||
Retail Properties of America Inc. | 4.750% | 9/15/30 | 3,000 | 3,181 | ||
Rexford Industrial Realty LP | 2.125% | 12/1/30 | 3,000 | 3,002 | ||
Royal Bank of Canada | 2.300% | 3/22/21 | 5,000 | 5,021 | ||
3 | Royal Bank of Canada | 3.200% | 4/30/21 | 25,100 | 25,350 | |
3 | Royal Bank of Canada | 2.750% | 2/1/22 | 13,000 | 13,340 | |
3 | Royal Bank of Canada | 2.800% | 4/29/22 | 24,000 | 24,750 | |
3 | Royal Bank of Canada | 1.950% | 1/17/23 | 7,745 | 7,996 | |
3 | Royal Bank of Canada | 1.600% | 4/17/23 | 2,750 | 2,826 | |
3 | Royal Bank of Canada | 3.700% | 10/5/23 | 8,800 | 9,591 | |
3 | Royal Bank of Canada | 2.550% | 7/16/24 | 7,800 | 8,343 | |
3 | Royal Bank of Canada | 2.250% | 11/1/24 | 35,000 | 37,221 | |
3 | Royal Bank of Canada | 1.150% | 6/10/25 | 18,345 | 18,695 | |
3 | Royal Bank of Canada | 4.650% | 1/27/26 | 6,400 | 7,553 | |
Sabra Health Care LP | 4.800% | 6/1/24 | 1,840 | 1,959 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | ��� 2,500 | 2,787 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 8,975 | 9,358 | ||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 11,400 | 11,950 | ||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 5,000 | 5,403 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 18,500 | 20,914 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 21,818 | 23,745 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 37,150 | 42,308 | ||
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 7,375 | 7,463 | ||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 7,000 | 7,210 | ||
3 | Santander UK Group Holdings plc | 3.373% | 1/5/24 | 7,300 | 7,654 | |
3 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 10,000 | 10,058 | |
3 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 4,000 | 4,494 | |
Santander UK plc | 2.100% | 1/13/23 | 22,360 | 23,076 | ||
Santander UK plc | 4.000% | 3/13/24 | 12,350 | 13,620 | ||
Santander UK plc | 2.875% | 6/18/24 | 5,650 | 6,042 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 2,685 | 3,368 | ||
Signature Bank | 4.000% | 10/15/30 | 2,000 | 2,018 | ||
Simon Property Group LP | 2.350% | 1/30/22 | 3,525 | 3,578 | ||
Simon Property Group LP | 2.625% | 6/15/22 | 10,300 | 10,558 | ||
Simon Property Group LP | 2.750% | 2/1/23 | 3,625 | 3,778 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 6,000 | 6,278 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 5,000 | 5,413 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 2,170 | 2,246 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 4,212 | 4,576 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Simon Property Group LP | 3.500% | 9/1/25 | 8,639 | 9,569 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 6,380 | 6,987 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 2,800 | 3,100 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 8,780 | 9,725 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 4,700 | 5,245 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 13,685 | 14,363 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 3,500 | 3,717 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 4,550 | 6,741 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 5,448 | 6,645 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 200 | 229 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 4,700 | 5,468 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 13,135 | 13,451 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 5,300 | 5,881 | ||
SITE Centers Corp. | 3.900% | 8/15/24 | 9,955 | 9,981 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 5,900 | 6,129 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 1,700 | 1,836 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 11,350 | 12,312 | ||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 2,800 | 2,891 | ||
Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 8,800 | 8,840 | ||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 12,500 | 12,868 | ||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 3,300 | 3,399 | ||
3,7 | Societe Generale SA | 3.000% | 1/22/30 | 2,000 | 2,135 | |
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 5,375 | 5,758 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 2,000 | 2,116 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 2,650 | 2,976 | ||
Spirit Realty LP | 3.200% | 2/15/31 | 2,450 | 2,588 | ||
3,7 | Standard Chartered plc | 4.644% | 4/1/31 | 2,000 | 2,406 | |
3 | State Street Corp. | 2.653% | 5/15/23 | 12,000 | 12,319 | |
State Street Corp. | 3.100% | 5/15/23 | 19,007 | 20,202 | ||
State Street Corp. | 3.700% | 11/20/23 | 373 | 409 | ||
3 | State Street Corp. | 3.776% | 12/3/24 | 5,800 | 6,349 | |
State Street Corp. | 3.550% | 8/18/25 | 23,462 | 26,477 | ||
3 | State Street Corp. | 2.354% | 11/1/25 | 15,115 | 16,043 | |
State Street Corp. | 2.901% | 3/30/26 | 2,000 | 2,173 | ||
State Street Corp. | 2.650% | 5/19/26 | 4,725 | 5,192 | ||
3 | State Street Corp. | 4.141% | 12/3/29 | 2,250 | 2,712 | |
State Street Corp. | 2.400% | 1/24/30 | 16,130 | 17,526 | ||
3 | State Street Corp. | 3.031% | 11/1/34 | 4,850 | 5,295 | |
Stifel Financial Corp. | 4.250% | 7/18/24 | 9,738 | 10,891 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 2,195 | 2,489 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 5,000 | 5,770 | ||
STORE Capital Corp. | 2.750% | 11/18/30 | 1,500 | 1,521 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 1,725 | 1,793 | ||
Sumitomo Mitsui Banking Corp. | 3.000% | 1/18/23 | 550 | 578 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 5,350 | 5,809 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 5,875 | 6,415 | ||
3 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 9,400 | 10,225 | |
3 | Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 2,609 | 2,935 | |
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 8,950 | 9,084 | ||
Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 10,000 | 10,260 | ||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 22,063 | 22,849 | ||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 8,000 | 8,312 | ||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 7,300 | 7,700 | ||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 10,000 | 10,823 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 7,262 | 7,937 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 33,450 | 35,649 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 33,700 | 35,733 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 4,715 | 4,998 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 18,600 | 21,174 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 17,900 | 19,419 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 16,425 | 18,203 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 2,000 | 2,244 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 5,350 | 6,008 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 14,400 | 16,390 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 8,775 | 10,234 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 3,575 | 4,281 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 21,700 | 24,067 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 14,400 | 15,730 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 3,600 | 3,908 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 7,955 | 8,668 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 14,885 | 15,463 | ||
SVB Financial Group | 3.500% | 1/29/25 | 3,611 | 3,936 | ||
SVB Financial Group | 3.125% | 6/5/30 | 3,000 | 3,342 | ||
3 | Svenska Handelsbanken AB | 2.450% | 3/30/21 | 34,759 | 34,941 | |
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 2,175 | 2,767 | ||
3 | Synchrony Bank | 3.000% | 6/15/22 | 2,375 | 2,452 | |
Synchrony Financial | 3.750% | 8/15/21 | 7,450 | 7,558 | ||
Synchrony Financial | 2.850% | 7/25/22 | 1,900 | 1,962 | ||
Synchrony Financial | 4.375% | 3/19/24 | 1,625 | 1,783 | ||
Synchrony Financial | 4.250% | 8/15/24 | 2,350 | 2,572 | ||
Synchrony Financial | 4.500% | 7/23/25 | 18,295 | 20,537 | ||
Synchrony Financial | 3.700% | 8/4/26 | 4,325 | 4,775 | ||
Synchrony Financial | 3.950% | 12/1/27 | 12,415 | 13,845 | ||
Synchrony Financial | 5.150% | 3/19/29 | 6,250 | 7,512 | ||
3 | Synovus Bank | 2.289% | 2/10/23 | 1,750 | 1,771 | |
Synovus Financial Corp. | 3.125% | 11/1/22 | 2,775 | 2,886 | ||
Tanger Properties LP | 3.750% | 12/1/24 | 2,550 | 2,671 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 4,710 | 4,840 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 2,600 | 2,691 | ||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 10,775 | 11,070 | ||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 6,231 | 6,916 | ||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 13,850 | 15,513 | ||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 2,590 | 2,832 | ||
3,7 | Toronto-Dominion Bank | 2.250% | 3/15/21 | 8,000 | 8,020 | |
3 | Toronto-Dominion Bank | 2.125% | 4/7/21 | 23,600 | 23,718 | |
3,7 | Toronto-Dominion Bank | 2.500% | 1/18/22 | 7,080 | 7,236 | |
3 | Toronto-Dominion Bank | 1.900% | 12/1/22 | 10,150 | 10,466 | |
3 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 27,545 | 27,753 | |
3 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 7,036 | 7,598 | |
3 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 19,900 | 21,586 | |
3 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 7,500 | 8,034 | |
3 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 12,000 | 12,218 | |
3 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 8,000 | 8,003 | |
3 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 6,400 | 7,248 | |
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 4,125 | 6,550 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,125 | 1,748 | ||
3 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 8,380 | 12,767 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 5,390 | 7,747 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 6,920 | 9,418 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 1,250 | 1,656 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 12,570 | 15,712 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 12,600 | 16,363 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,680 | 2,233 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 2,280 | 2,379 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 535 | 800 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 1,328 | 1,547 | ||
3 | Truist Bank | 2.850% | 4/1/21 | 3,000 | 3,013 | |
Truist Bank | 2.625% | 1/15/22 | 10,232 | 10,459 | ||
3 | Truist Bank | 2.800% | 5/17/22 | 4,000 | 4,130 | |
3 | Truist Bank | 2.450% | 8/1/22 | 8,583 | 8,871 | |
3 | Truist Bank | 3.502% | 8/2/22 | 4,400 | 4,475 | |
3 | Truist Bank | 3.000% | 2/2/23 | 6,675 | 7,018 | |
3 | Truist Bank | 2.750% | 5/1/23 | 2,150 | 2,264 | |
3 | Truist Bank | 3.200% | 4/1/24 | 49,615 | 53,837 | |
3 | Truist Bank | 3.689% | 8/2/24 | 8,900 | 9,626 | |
3 | Truist Bank | 2.150% | 12/6/24 | 10,310 | 10,915 | |
3 | Truist Bank | 1.500% | 3/10/25 | 400 | 413 | |
3 | Truist Bank | 3.625% | 9/16/25 | 9,909 | 11,123 | |
3 | Truist Bank | 4.050% | 11/3/25 | 13,531 | 15,521 | |
3 | Truist Bank | 3.300% | 5/15/26 | 3,000 | 3,350 | |
3 | Truist Bank | 3.800% | 10/30/26 | 3,450 | 3,975 | |
3 | Truist Bank | 2.636% | 9/17/29 | 250 | 263 | |
3 | Truist Bank | 2.250% | 3/11/30 | 11,444 | 11,954 | |
Truist Financial Corp. | 2.900% | 3/3/21 | 2,525 | 2,528 | ||
Truist Financial Corp. | 2.700% | 1/27/22 | 10,025 | 10,259 | ||
3 | Truist Financial Corp. | 3.950% | 3/22/22 | 2,049 | 2,131 | |
3 | Truist Financial Corp. | 2.750% | 4/1/22 | 7,000 | 7,190 | |
3 | Truist Financial Corp. | 3.050% | 6/20/22 | 7,000 | 7,262 | |
3 | Truist Financial Corp. | 3.750% | 12/6/23 | 600 | 658 | |
3 | Truist Financial Corp. | 2.500% | 8/1/24 | 10,525 | 11,205 | |
3 | Truist Financial Corp. | 2.850% | 10/26/24 | 19,544 | 21,059 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 9,092 | 10,252 | ||
3 | Truist Financial Corp. | 3.700% | 6/5/25 | 15,098 | 17,003 | |
3 | Truist Financial Corp. | 1.200% | 8/5/25 | 6,000 | 6,156 | |
3 | Truist Financial Corp. | 1.125% | 8/3/27 | 13,585 | 13,667 | |
3 | Truist Financial Corp. | 3.875% | 3/19/29 | 6,609 | 7,700 | |
3 | Truist Financial Corp. | 1.950% | 6/5/30 | 6,643 | 6,899 | |
3,7 | UBS Group AG | 3.126% | 8/13/30 | 3,955 | 4,426 | |
3 | UDR Inc. | 4.000% | 10/1/25 | 1,725 | 1,958 | |
3 | UDR Inc. | 2.950% | 9/1/26 | 4,400 | 4,828 | |
3 | UDR Inc. | 3.500% | 7/1/27 | 5,250 | 5,867 | |
3 | UDR Inc. | 3.500% | 1/15/28 | 5,075 | 5,691 | |
UDR Inc. | 3.000% | 8/15/31 | 3,500 | 3,857 | ||
3 | UDR Inc. | 2.100% | 8/1/32 | 4,000 | 4,070 | |
3 | UDR Inc. | 1.900% | 3/15/33 | 7,500 | 7,458 | |
UDR Inc. | 3.100% | 11/1/34 | 3,335 | 3,747 | ||
Unum Group | 4.000% | 3/15/24 | 3,300 | 3,593 | ||
Unum Group | 5.750% | 8/15/42 | 6,143 | 7,448 | ||
Unum Group | 4.500% | 12/15/49 | 4,839 | 5,150 | ||
3 | US Bancorp | 2.625% | 1/24/22 | 10,300 | 10,537 | |
3 | US Bancorp | 3.000% | 3/15/22 | 4,225 | 4,356 | |
3 | US Bancorp | 2.950% | 7/15/22 | 10,725 | 11,131 | |
3 | US Bancorp | 3.700% | 1/30/24 | 11,050 | 12,048 | |
US Bancorp | 3.375% | 2/5/24 | 11,500 | 12,484 | ||
US Bancorp | 2.400% | 7/30/24 | 13,750 | 14,629 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | US Bancorp | 3.600% | 9/11/24 | 2,490 | 2,741 | |
US Bancorp | 1.450% | 5/12/25 | 8,400 | 8,698 | ||
3 | US Bancorp | 3.950% | 11/17/25 | 10,217 | 11,788 | |
3 | US Bancorp | 3.100% | 4/27/26 | 4,450 | 4,955 | |
3 | US Bancorp | 2.375% | 7/22/26 | 17,025 | 18,388 | |
3 | US Bancorp | 3.150% | 4/27/27 | 11,275 | 12,645 | |
3 | US Bancorp | 3.900% | 4/26/28 | 4,475 | 5,317 | |
3 | US Bancorp | 3.000% | 7/30/29 | 9,425 | 10,481 | |
3 | US Bancorp | 1.375% | 7/22/30 | 8,575 | 8,566 | |
3 | US Bank NA | 3.450% | 11/16/21 | 3,700 | 3,792 | |
3 | US Bank NA | 1.800% | 1/21/22 | 12,025 | 12,208 | |
3 | US Bank NA | 2.650% | 5/23/22 | 10,250 | 10,561 | |
US Bank NA | 1.950% | 1/9/23 | 10,950 | 11,300 | ||
3 | US Bank NA | 2.850% | 1/23/23 | 4,625 | 4,854 | |
3 | US Bank NA | 3.400% | 7/24/23 | 7,825 | 8,406 | |
3 | US Bank NA | 2.050% | 1/21/25 | 8,000 | 8,439 | |
3 | US Bank NA | 2.800% | 1/27/25 | 23,016 | 24,973 | |
Ventas Realty LP | 3.100% | 1/15/23 | 4,120 | 4,321 | ||
Ventas Realty LP | 3.125% | 6/15/23 | 7,060 | 7,449 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 3,075 | 3,361 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 2,325 | 2,537 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 3,610 | 3,864 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 8,000 | 8,801 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 1,825 | 2,094 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 9,075 | 9,996 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 2,075 | 2,327 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 12,985 | 14,781 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 1,865 | 2,183 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 3,865 | 4,152 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 765 | 934 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 1,000 | 1,298 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 5,740 | 6,355 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 1,200 | 1,490 | ||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 2,550 | 2,802 | ||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 5,175 | 5,946 | ||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 2,925 | 3,425 | ||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 5,350 | 6,044 | ||
VEREIT Operating Partnership LP | 3.400% | 1/15/28 | 5,000 | 5,519 | ||
VEREIT Operating Partnership LP | 2.200% | 6/15/28 | 3,500 | 3,582 | ||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 12,365 | 13,325 | ||
VEREIT Operating Partnership LP | 2.850% | 12/15/32 | 7,000 | 7,310 | ||
Visa Inc. | 2.150% | 9/15/22 | 8,000 | 8,250 | ||
Visa Inc. | 2.800% | 12/14/22 | 16,775 | 17,549 | ||
Visa Inc. | 3.150% | 12/14/25 | 49,932 | 55,972 | ||
Visa Inc. | 1.900% | 4/15/27 | 10,800 | 11,474 | ||
Visa Inc. | 0.750% | 8/15/27 | 7,500 | 7,469 | ||
Visa Inc. | 2.750% | 9/15/27 | 10,550 | 11,731 | ||
Visa Inc. | 2.050% | 4/15/30 | 14,105 | 15,050 | ||
Visa Inc. | 1.100% | 2/15/31 | 8,200 | 8,037 | ||
Visa Inc. | 4.150% | 12/14/35 | 18,630 | 24,162 | ||
Visa Inc. | 2.700% | 4/15/40 | 8,900 | 9,680 | ||
Visa Inc. | 4.300% | 12/14/45 | 29,960 | 40,895 | ||
Visa Inc. | 3.650% | 9/15/47 | 6,950 | 8,683 | ||
Visa Inc. | 2.000% | 8/15/50 | 21,369 | 20,169 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 3,524 | 3,722 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Voya Financial Inc. | 3.125% | 7/15/24 | 11,284 | 12,185 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 3,050 | 3,476 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 4,550 | 6,216 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 1,935 | 2,445 | ||
3 | Voya Financial Inc. | 4.700% | 1/23/48 | 12,000 | 12,480 | |
W R Berkley Corp. | 4.625% | 3/15/22 | 6,400 | 6,704 | ||
W R Berkley Corp. | 6.250% | 2/15/37 | 150 | 203 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 3,280 | 4,292 | ||
W R Berkley Corp. | 4.000% | 5/12/50 | 4,000 | 4,887 | ||
Wachovia Corp. | 6.605% | 10/1/25 | 1,150 | 1,409 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 500 | 735 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 5,725 | 7,691 | ||
Wachovia Corp. | 6.550% | 10/15/35 | 250 | 330 | ||
Washington REIT | 3.950% | 10/15/22 | 1,050 | 1,075 | ||
3,7 | WEA Finance LLC | 3.750% | 9/17/24 | 500 | 527 | |
Weingarten Realty Investors | 3.375% | 10/15/22 | 8,375 | 8,637 | ||
Weingarten Realty Investors | 3.500% | 4/15/23 | 2,200 | 2,280 | ||
Weingarten Realty Investors | 4.450% | 1/15/24 | 600 | 642 | ||
Weingarten Realty Investors | 3.850% | 6/1/25 | 900 | 965 | ||
3 | Wells Fargo & Co. | 3.000% | 1/22/21 | 10 | 10 | |
3 | Wells Fargo & Co. | 3.500% | 3/8/22 | 7,815 | 8,106 | |
3 | Wells Fargo & Co. | 2.625% | 7/22/22 | 29,270 | 30,293 | |
Wells Fargo & Co. | 3.069% | 1/24/23 | 56,577 | 58,101 | ||
3 | Wells Fargo & Co. | 3.450% | 2/13/23 | 23,387 | 24,762 | |
Wells Fargo & Co. | 4.125% | 8/15/23 | 26,812 | 29,227 | ||
Wells Fargo & Co. | 4.480% | 1/16/24 | 6,800 | 7,529 | ||
3 | Wells Fargo & Co. | 3.750% | 1/24/24 | 5,710 | 6,222 | |
3 | Wells Fargo & Co. | 1.654% | 6/2/24 | 21,750 | 22,262 | |
3 | Wells Fargo & Co. | 3.550% | 9/29/25 | 12,672 | 14,196 | |
3 | Wells Fargo & Co. | 2.406% | 10/30/25 | 56,150 | 59,284 | |
3 | Wells Fargo & Co. | 2.164% | 2/11/26 | 40,526 | 42,511 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 43,475 | 47,843 | ||
3 | Wells Fargo & Co. | 2.188% | 4/30/26 | 10,000 | 10,530 | |
3 | Wells Fargo & Co. | 4.100% | 6/3/26 | 27,600 | 31,574 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 35,748 | 39,622 | ||
3 | Wells Fargo & Co. | 3.196% | 6/17/27 | 20,000 | 22,112 | |
3 | Wells Fargo & Co. | 4.300% | 7/22/27 | 2,625 | 3,067 | |
3 | Wells Fargo & Co. | 3.584% | 5/22/28 | 879 | 995 | |
3 | Wells Fargo & Co. | 2.393% | 6/2/28 | 18,480 | 19,645 | |
3 | Wells Fargo & Co. | 4.150% | 1/24/29 | 2,705 | 3,200 | |
3 | Wells Fargo & Co. | 2.879% | 10/30/30 | 9,511 | 10,320 | |
3 | Wells Fargo & Co. | 2.572% | 2/11/31 | 8,855 | 9,343 | |
3 | Wells Fargo & Co. | 4.478% | 4/4/31 | 108,605 | 132,715 | |
Wells Fargo & Co. | 5.375% | 2/7/35 | 9,100 | 12,386 | ||
3 | Wells Fargo & Co. | 5.950% | 12/15/36 | 3,925 | 5,209 | |
3 | Wells Fargo & Co. | 3.068% | 4/30/41 | 65,250 | 70,686 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 31,354 | 43,497 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 17,195 | 24,273 | ||
3 | Wells Fargo & Co. | 4.650% | 11/4/44 | 17,618 | 22,549 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 13,742 | 17,155 | ||
3 | Wells Fargo & Co. | 4.900% | 11/17/45 | 20,371 | 27,099 | |
3 | Wells Fargo & Co. | 4.400% | 6/14/46 | 7,400 | 9,237 | |
3 | Wells Fargo & Co. | 4.750% | 12/7/46 | 17,941 | 23,469 | |
3 | Wells Fargo & Co. | 5.013% | 4/4/51 | 53,000 | 75,236 | |
3 | Wells Fargo Bank NA | 3.550% | 8/14/23 | 24,875 | 26,865 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wells Fargo Bank NA | 5.950% | 8/26/36 | 3,700 | 5,173 | ||
3 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 11,275 | 15,854 | |
3 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 10,645 | 16,143 | |
Welltower Inc. | 4.500% | 1/15/24 | 5,500 | 6,058 | ||
Welltower Inc. | 3.625% | 3/15/24 | 10,990 | 11,981 | ||
Welltower Inc. | 4.000% | 6/1/25 | 18,665 | 21,092 | ||
Welltower Inc. | 4.250% | 4/1/26 | 12,775 | 14,869 | ||
Welltower Inc. | 2.700% | 2/15/27 | 9,262 | 10,178 | ||
Welltower Inc. | 4.250% | 4/15/28 | 1,525 | 1,771 | ||
Welltower Inc. | 4.125% | 3/15/29 | 3,145 | 3,645 | ||
Welltower Inc. | 2.750% | 1/15/31 | 16,750 | 17,817 | ||
Welltower Inc. | 6.500% | 3/15/41 | 1,250 | 1,748 | ||
Welltower Inc. | 5.125% | 3/15/43 | 950 | 1,164 | ||
Welltower Inc. | 4.950% | 9/1/48 | 3,500 | 4,541 | ||
Western Union Co. | 3.600% | 3/15/22 | 4,725 | 4,875 | ||
Western Union Co. | 2.850% | 1/10/25 | 5,025 | 5,398 | ||
Western Union Co. | 6.200% | 11/17/36 | 5,040 | 6,364 | ||
Western Union Co. | 6.200% | 6/21/40 | 1,430 | 1,767 | ||
Westpac Banking Corp. | 2.650% | 1/25/21 | 8,452 | 8,464 | ||
Westpac Banking Corp. | 2.000% | 8/19/21 | 8,750 | 8,848 | ||
Westpac Banking Corp. | 2.500% | 6/28/22 | 32,869 | 33,948 | ||
Westpac Banking Corp. | 2.750% | 1/11/23 | 9,900 | 10,375 | ||
Westpac Banking Corp. | 2.000% | 1/13/23 | 9,500 | 9,806 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 7,400 | 7,977 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 2,250 | 2,445 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 6,208 | 6,649 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 25,366 | 28,132 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 6,550 | 7,232 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 11,900 | 13,505 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 150 | 172 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 9,250 | 10,364 | ||
3 | Westpac Banking Corp. | 2.894% | 2/4/30 | 22,925 | 24,062 | |
3 | Westpac Banking Corp. | 4.322% | 11/23/31 | 21,460 | 24,464 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 9,021 | 10,225 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 15,000 | 15,435 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 13,000 | 13,847 | ||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 800 | 1,028 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 11,200 | 13,168 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 6,000 | 7,077 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 8,605 | 12,875 | ||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 2,250 | 3,183 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 5,910 | 6,456 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 5,800 | 6,974 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 4,753 | 5,192 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 4,093 | 5,739 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 7,925 | 9,664 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 7,705 | 8,554 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 1,250 | 1,379 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 2,350 | 2,703 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 2,200 | 2,519 | ||
XLIT Ltd. | 4.450% | 3/31/25 | 1,150 | 1,313 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 4,850 | 6,948 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 4,350 | 6,081 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 3,090 | 3,251 | ||
20,283,276 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Health Care (3.5%) | ||||||
Abbott Laboratories | 3.400% | 11/30/23 | 19,185 | 20,789 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 13,868 | 15,199 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 12,146 | 13,891 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 15,486 | 18,112 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 6,500 | 6,582 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 4,000 | 4,053 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 22,460 | 30,913 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 3,830 | 6,007 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 450 | 697 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 1,951 | 2,875 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 4,425 | 6,200 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 36,184 | 53,326 | ||
AbbVie Inc. | 3.450% | 3/15/22 | 19,650 | 20,262 | ||
AbbVie Inc. | 3.250% | 10/1/22 | 21,214 | 22,093 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 36,362 | 38,016 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 16,491 | 17,274 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 26,825 | 27,765 | ||
AbbVie Inc. | 2.800% | 3/15/23 | 650 | 679 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 13,825 | 14,533 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 13,300 | 14,497 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 10,975 | 12,046 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 31,465 | 33,634 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 28,973 | 32,294 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 34,698 | 38,688 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 17,230 | 19,122 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 32,215 | 35,598 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 5,945 | 7,119 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 69,663 | 78,212 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 15,987 | 20,196 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 23,140 | 29,066 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 9,275 | 11,425 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 36,411 | 43,518 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 6,810 | 8,680 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 29,693 | 37,212 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 13,816 | 17,942 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 9,083 | 11,773 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 29,503 | 38,401 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 15,578 | 19,774 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 4,041 | 5,468 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 60,685 | 75,589 | ||
Adventist Health System | 2.952% | 3/1/29 | 4,420 | 4,778 | ||
Adventist Health System | 3.630% | 3/1/49 | 4,745 | 5,251 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,300 | 2,642 | ||
3 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 775 | 801 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 4,050 | 5,264 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 3,275 | 3,692 | ||
3 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 3,000 | 3,233 | |
Aetna Inc. | 2.750% | 11/15/22 | 10,160 | 10,540 | ||
Aetna Inc. | 2.800% | 6/15/23 | 14,700 | 15,471 | ||
Aetna Inc. | 3.500% | 11/15/24 | 6,500 | 7,141 | ||
Aetna Inc. | 6.625% | 6/15/36 | 5,400 | 7,975 | ||
Aetna Inc. | 6.750% | 12/15/37 | 5,000 | 7,607 | ||
Aetna Inc. | 4.500% | 5/15/42 | 4,325 | 5,294 | ||
Aetna Inc. | 4.125% | 11/15/42 | 8,525 | 10,094 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Aetna Inc. | 4.750% | 3/15/44 | 2,520 | 3,233 | ||
Aetna Inc. | 3.875% | 8/15/47 | 9,075 | 10,670 | ||
Agilent Technologies Inc. | 3.200% | 10/1/22 | 6,015 | 6,261 | ||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 3,975 | 4,277 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 6,700 | 7,400 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 1,000 | 1,090 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 3,175 | 3,294 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 3,300 | 4,575 | ||
3 | Allina Health System | 3.887% | 4/15/49 | 3,750 | 4,260 | |
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 7,375 | 8,010 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 5,725 | 6,277 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 6,525 | 7,439 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 4,750 | 5,158 | ||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,857 | 2,257 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 7,675 | 9,370 | ||
Amgen Inc. | 2.700% | 5/1/22 | 3,850 | 3,956 | ||
Amgen Inc. | 2.650% | 5/11/22 | 13,372 | 13,774 | ||
Amgen Inc. | 3.625% | 5/15/22 | 11,075 | 11,477 | ||
Amgen Inc. | 2.250% | 8/19/23 | 7,100 | 7,438 | ||
Amgen Inc. | 3.625% | 5/22/24 | 15,688 | 17,219 | ||
Amgen Inc. | 1.900% | 2/21/25 | 4,125 | 4,336 | ||
Amgen Inc. | 3.125% | 5/1/25 | 3,100 | 3,402 | ||
Amgen Inc. | 2.600% | 8/19/26 | 16,425 | 17,921 | ||
Amgen Inc. | 2.200% | 2/21/27 | 16,307 | 17,402 | ||
Amgen Inc. | 3.200% | 11/2/27 | 4,430 | 4,977 | ||
Amgen Inc. | 2.450% | 2/21/30 | 10,955 | 11,735 | ||
Amgen Inc. | 2.300% | 2/25/31 | 19,172 | 20,347 | ||
Amgen Inc. | 3.150% | 2/21/40 | 22,544 | 24,530 | ||
Amgen Inc. | 4.950% | 10/1/41 | 8,860 | 11,723 | ||
Amgen Inc. | 5.150% | 11/15/41 | 3,478 | 4,781 | ||
Amgen Inc. | 4.400% | 5/1/45 | 18,705 | 23,600 | ||
Amgen Inc. | 4.563% | 6/15/48 | 26,167 | 34,362 | ||
Amgen Inc. | 3.375% | 2/21/50 | 31,625 | 35,086 | ||
Amgen Inc. | 4.663% | 6/15/51 | 30,193 | 40,735 | ||
3,7 | Amgen Inc. | 2.770% | 9/1/53 | 8,543 | 8,623 | |
Anthem Inc. | 3.125% | 5/15/22 | 10,275 | 10,661 | ||
Anthem Inc. | 2.950% | 12/1/22 | 6,500 | 6,809 | ||
Anthem Inc. | 3.300% | 1/15/23 | 11,621 | 12,304 | ||
Anthem Inc. | 3.500% | 8/15/24 | 11,182 | 12,271 | ||
Anthem Inc. | 3.350% | 12/1/24 | 8,272 | 9,098 | ||
Anthem Inc. | 2.375% | 1/15/25 | 6,000 | 6,406 | ||
Anthem Inc. | 3.650% | 12/1/27 | 22,075 | 25,434 | ||
Anthem Inc. | 4.101% | 3/1/28 | 13,000 | 15,370 | ||
Anthem Inc. | 2.875% | 9/15/29 | 8,955 | 9,918 | ||
Anthem Inc. | 2.250% | 5/15/30 | 19,831 | 20,911 | ||
Anthem Inc. | 5.950% | 12/15/34 | 1 | 1 | ||
Anthem Inc. | 5.850% | 1/15/36 | 1,200 | 1,659 | ||
Anthem Inc. | 6.375% | 6/15/37 | 5,865 | 8,436 | ||
Anthem Inc. | 4.625% | 5/15/42 | 9,815 | 12,766 | ||
Anthem Inc. | 4.650% | 1/15/43 | 10,195 | 13,325 | ||
Anthem Inc. | 5.100% | 1/15/44 | 5,855 | 8,084 | ||
Anthem Inc. | 4.650% | 8/15/44 | 9,592 | 12,604 | ||
Anthem Inc. | 4.375% | 12/1/47 | 14,777 | 19,036 | ||
Anthem Inc. | 4.550% | 3/1/48 | 5,240 | 6,926 | ||
Anthem Inc. | 3.125% | 5/15/50 | 7,675 | 8,400 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Anthem Inc. | 4.850% | 8/15/54 | 2,720 | 3,438 | ||
3 | Ascension Health | 2.532% | 11/15/29 | 5,426 | 5,911 | |
3 | Ascension Health | 3.106% | 11/15/39 | 4,450 | 4,931 | |
Ascension Health | 3.945% | 11/15/46 | 8,010 | 10,310 | ||
3 | Ascension Health | 4.847% | 11/15/53 | 6,500 | 9,671 | |
AstraZeneca plc | 2.375% | 6/12/22 | 7,875 | 8,091 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 12,260 | 13,210 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 21,737 | 24,432 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 11,125 | 11,056 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 5,400 | 6,433 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 12,838 | 12,672 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 24,447 | 37,446 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 11,275 | 13,909 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 10,900 | 14,340 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 7,800 | 10,452 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 5,700 | 5,340 | ||
Banner Health | 2.338% | 1/1/30 | 5,000 | 5,216 | ||
Banner Health | 1.897% | 1/1/31 | 1,000 | 1,011 | ||
3 | Banner Health | 3.181% | 1/1/50 | 2,900 | 3,095 | |
Banner Health | 2.913% | 1/1/51 | 3,150 | 3,335 | ||
3 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 4,625 | 5,141 | |
Baxalta Inc. | 3.600% | 6/23/22 | 3,605 | 3,743 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 8,678 | 9,783 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 4,188 | 5,807 | ||
Baxter International Inc. | 1.700% | 8/15/21 | 3,675 | 3,703 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 2,025 | 2,209 | ||
3,7 | Baxter International Inc. | 3.950% | 4/1/30 | 5,930 | 7,062 | |
3,7 | Baxter International Inc. | 1.730% | 4/1/31 | 7,800 | 7,838 | |
Baxter International Inc. | 3.500% | 8/15/46 | 5,725 | 6,499 | ||
3 | BayCare Health System Inc. | 3.831% | 11/15/50 | 1,500 | 1,890 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 4,230 | 5,176 | ||
Becton Dickinson & Co. | 2.894% | 6/6/22 | 17,609 | 18,182 | ||
Becton Dickinson & Co. | 3.300% | 3/1/23 | 3,000 | 3,146 | ||
Becton Dickinson & Co. | 3.875% | 5/15/24 | 1,231 | 1,326 | ||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 16,062 | 17,407 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 13,479 | 14,927 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 20,860 | 23,882 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 3,840 | 4,219 | ||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 940 | 1,172 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 9,915 | 12,762 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 13,895 | 18,177 | ||
Biogen Inc. | 3.625% | 9/15/22 | 11,316 | 11,937 | ||
Biogen Inc. | 4.050% | 9/15/25 | 24,320 | 27,840 | ||
Biogen Inc. | 2.250% | 5/1/30 | 14,575 | 15,153 | ||
Biogen Inc. | 5.200% | 9/15/45 | 16,380 | 22,006 | ||
Biogen Inc. | 3.150% | 5/1/50 | 13,759 | 14,145 | ||
3 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 3,443 | 3,894 | |
3 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 2,725 | 2,793 | |
3 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 3,250 | 3,460 | |
Boston Scientific Corp. | 3.375% | 5/15/22 | 1,487 | 1,548 | ||
Boston Scientific Corp. | 3.450% | 3/1/24 | 8,370 | 9,060 | ||
Boston Scientific Corp. | 3.850% | 5/15/25 | 6,998 | 7,881 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 5,700 | 5,964 | ||
Boston Scientific Corp. | 3.750% | 3/1/26 | 10,157 | 11,526 | ||
Boston Scientific Corp. | 4.000% | 3/1/29 | 15,115 | 17,743 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Boston Scientific Corp. | 2.650% | 6/1/30 | 9,425 | 10,086 | ||
Boston Scientific Corp. | 7.000% | 11/15/35 | 5,295 | 7,755 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 8,175 | 10,411 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 1,150 | 1,815 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 15,545 | 21,154 | ||
Bristol-Myers Squibb Co. | 2.600% | 5/16/22 | 6,325 | 6,506 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 7,950 | 8,158 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 5,000 | 5,249 | ||
Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 14,987 | 15,753 | ||
Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 9,365 | 9,808 | ||
Bristol-Myers Squibb Co. | 7.150% | 6/15/23 | 100 | 116 | ||
Bristol-Myers Squibb Co. | 4.000% | 8/15/23 | 3,550 | 3,885 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 4,250 | 4,601 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 12,614 | 12,621 | ||
Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 17,415 | 19,075 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 41,635 | 45,004 | ||
Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 33,749 | 38,480 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 8,500 | 8,511 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 32,750 | 36,845 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 9,125 | 9,141 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 15,341 | 17,607 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 21,583 | 25,466 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 38,272 | 44,144 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 12,000 | 11,918 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 13,175 | 16,674 | ||
Bristol-Myers Squibb Co. | 5.700% | 10/15/40 | 2,792 | 4,044 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 7,000 | 7,136 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 5,865 | 6,724 | ||
Bristol-Myers Squibb Co. | 5.250% | 8/15/43 | 6,055 | 8,545 | ||
Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 17,070 | 24,621 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 13,950 | 18,825 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 17,598 | 24,242 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 45,446 | 60,886 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 13,500 | 13,849 | ||
Cardinal Health Inc. | 2.616% | 6/15/22 | 8,550 | 8,795 | ||
Cardinal Health Inc. | 3.200% | 6/15/22 | 4,012 | 4,156 | ||
Cardinal Health Inc. | 3.200% | 3/15/23 | 4,450 | 4,711 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 312 | 335 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 1,975 | 2,229 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 4,520 | 5,102 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 4,150 | 4,914 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 3,275 | 3,799 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 3,580 | 4,410 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 4,950 | 5,813 | ||
3 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 5,900 | 6,182 | |
Children's Health System of Texas | 2.511% | 8/15/50 | 4,150 | 4,023 | ||
3 | Children's Hospital | 2.928% | 7/15/50 | 4,575 | 4,565 | |
3 | Children's Hospital Corp. | 4.115% | 1/1/47 | 1,575 | 2,018 | |
3 | Children's Hospital Corp. | 2.585% | 2/1/50 | 2,000 | 2,002 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 1,050 | 1,318 | ||
3 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 4,125 | 4,283 | |
3 | CHRISTUS Health | 4.341% | 7/1/28 | 5,100 | 6,018 | |
3 | Cigna Corp. | 3.900% | 2/15/22 | 13,466 | 13,955 | |
3 | Cigna Corp. | 3.050% | 11/30/22 | 5,500 | 5,736 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Cigna Corp. | 3.000% | 7/15/23 | 14,000 | 14,773 | |
Cigna Corp. | 3.750% | 7/15/23 | 8,455 | 9,120 | ||
3 | Cigna Corp. | 3.500% | 6/15/24 | 6,330 | 6,898 | |
3 | Cigna Corp. | 3.250% | 4/15/25 | 21,352 | 23,366 | |
Cigna Corp. | 4.125% | 11/15/25 | 7,510 | 8,632 | ||
3 | Cigna Corp. | 4.500% | 2/25/26 | 19,300 | 22,368 | |
3 | Cigna Corp. | 3.400% | 3/1/27 | 17,690 | 19,860 | |
3 | Cigna Corp. | 7.875% | 5/15/27 | 362 | 492 | |
3 | Cigna Corp. | 3.050% | 10/15/27 | 5,080 | 5,651 | |
Cigna Corp. | 4.375% | 10/15/28 | 31,571 | 38,028 | ||
Cigna Corp. | 2.400% | 3/15/30 | 25,090 | 26,625 | ||
Cigna Corp. | 4.800% | 8/15/38 | 24,555 | 31,581 | ||
Cigna Corp. | 3.200% | 3/15/40 | 10,600 | 11,541 | ||
3 | Cigna Corp. | 6.125% | 11/15/41 | 4,034 | 5,823 | |
3 | Cigna Corp. | 5.375% | 2/15/42 | 550 | 730 | |
3 | Cigna Corp. | 4.800% | 7/15/46 | 13,715 | 17,963 | |
3 | Cigna Corp. | 3.875% | 10/15/47 | 8,154 | 9,554 | |
Cigna Corp. | 4.900% | 12/15/48 | 22,015 | 30,079 | ||
Cigna Corp. | 3.400% | 3/15/50 | 24,205 | 27,053 | ||
3 | City of Hope | 5.623% | 11/15/43 | 2,000 | 2,862 | |
3 | City of Hope | 4.378% | 8/15/48 | 7,375 | 8,913 | |
CommonSpirit Health | 2.950% | 11/1/22 | 3,225 | 3,374 | ||
CommonSpirit Health | 2.760% | 10/1/24 | 5,000 | 5,369 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 3,285 | 3,371 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 7,925 | 8,709 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 3,375 | 3,569 | ||
3 | CommonSpirit Health | 4.350% | 11/1/42 | 8,635 | 10,074 | |
CommonSpirit Health | 3.817% | 10/1/49 | 6,270 | 7,091 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 10,300 | 11,959 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 4,615 | 5,114 | ||
3 | Community Health Network Inc. | 3.099% | 5/1/50 | 8,000 | 8,052 | |
3 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 5,185 | 5,781 | |
CVS Health Corp. | 3.500% | 7/20/22 | 12,345 | 12,884 | ||
CVS Health Corp. | 2.750% | 12/1/22 | 10,490 | 10,896 | ||
CVS Health Corp. | 4.750% | 12/1/22 | 9,000 | 9,624 | ||
CVS Health Corp. | 3.700% | 3/9/23 | 33,063 | 35,334 | ||
CVS Health Corp. | 3.375% | 8/12/24 | 16,365 | 17,840 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 39,564 | 44,753 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 18,860 | 20,715 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 7,000 | 7,723 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 6,000 | 6,841 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 27,189 | 27,384 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 76,745 | 91,283 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 34,630 | 39,002 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 20,847 | 24,257 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 14,425 | 14,432 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 10,000 | 10,097 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 6,475 | 8,402 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 40,050 | 50,611 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 3,950 | 5,675 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 11,475 | 13,648 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 11,350 | 11,487 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 11,043 | 14,930 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 30,960 | 41,497 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 71,605 | 96,721 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CVS Health Corp. | 4.250% | 4/1/50 | 16,450 | 20,495 | ||
Danaher Corp. | 3.350% | 9/15/25 | 4,300 | 4,799 | ||
Danaher Corp. | 4.375% | 9/15/45 | 4,975 | 6,532 | ||
Danaher Corp. | 2.600% | 10/1/50 | 11,850 | 12,244 | ||
3 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 3,100 | 3,653 | |
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 6,500 | 7,232 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 11,115 | 11,461 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 9,727 | 10,238 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 7,000 | 7,623 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 9,480 | 10,789 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 1,000 | 1,183 | ||
Dignity Health | 3.125% | 11/1/22 | 950 | 986 | ||
Dignity Health | 3.812% | 11/1/24 | 5,150 | 5,600 | ||
Dignity Health | 4.500% | 11/1/42 | 6,000 | 6,730 | ||
Dignity Health | 5.267% | 11/1/64 | 1,075 | 1,449 | ||
3 | Duke University Health System Inc. | 3.920% | 6/1/47 | 4,300 | 5,345 | |
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 4,750 | 5,628 | ||
Eli Lilly & Co. | 2.350% | 5/15/22 | 6,533 | 6,720 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 3,158 | 3,446 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 11,775 | 13,658 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 29,628 | 38,620 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 16,137 | 15,843 | ||
Eli Lilly & Co. | 4.150% | 3/15/59 | 5,525 | 7,547 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 9,700 | 9,832 | ||
3 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 2,000 | 2,365 | |
Gilead Sciences Inc. | 4.400% | 12/1/21 | 14,264 | 14,656 | ||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 8,635 | 9,013 | ||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 17,775 | 18,709 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 8,000 | 8,020 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 6,216 | 6,790 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 3,809 | 4,208 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 24,046 | 27,270 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 15,100 | 16,664 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 4,500 | 4,531 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 6,000 | 6,008 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 9,394 | 12,110 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 6,425 | 7,749 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 4,000 | 4,027 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 8,810 | 12,702 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 18,011 | 23,724 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 15,825 | 20,131 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 30,034 | 39,774 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 16,979 | 20,847 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 12,975 | 12,913 | ||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 4,956 | 5,228 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 11,925 | 12,775 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 21,892 | 24,655 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 24,150 | 28,702 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 3,400 | 4,861 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 24,939 | 39,362 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 1,925 | 2,476 | ||
GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 10,800 | 11,165 | ||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 18,275 | 18,914 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 6,750 | 6,775 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 5,500 | 5,940 | ||
3 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 4,900 | 4,928 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 4,000 | 5,070 | ||
3 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 4,900 | 5,021 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 2,100 | 2,815 | ||
3 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 3,205 | 3,369 | |
HCA Inc. | 4.750% | 5/1/23 | 11,816 | 12,865 | ||
HCA Inc. | 5.000% | 3/15/24 | 18,690 | 20,980 | ||
HCA Inc. | 5.250% | 4/15/25 | 18,743 | 21,859 | ||
HCA Inc. | 5.250% | 6/15/26 | 19,522 | 23,036 | ||
HCA Inc. | 4.500% | 2/15/27 | 3,975 | 4,621 | ||
HCA Inc. | 4.125% | 6/15/29 | 21,024 | 24,388 | ||
HCA Inc. | 5.125% | 6/15/39 | 11,085 | 14,064 | ||
HCA Inc. | 5.500% | 6/15/47 | 25,650 | 33,858 | ||
HCA Inc. | 5.250% | 6/15/49 | 6,500 | 8,515 | ||
Humana Inc. | 3.150% | 12/1/22 | 4,825 | 5,042 | ||
Humana Inc. | 3.850% | 10/1/24 | 21,575 | 23,865 | ||
Humana Inc. | 4.500% | 4/1/25 | 1,605 | 1,844 | ||
Humana Inc. | 3.950% | 3/15/27 | 12,950 | 14,907 | ||
Humana Inc. | 3.125% | 8/15/29 | 4,600 | 5,080 | ||
Humana Inc. | 4.875% | 4/1/30 | 6,150 | 7,689 | ||
Humana Inc. | 4.625% | 12/1/42 | 4,730 | 5,997 | ||
Humana Inc. | 4.950% | 10/1/44 | 9,205 | 12,423 | ||
Humana Inc. | 4.800% | 3/15/47 | 120 | 161 | ||
Humana Inc. | 3.950% | 8/15/49 | 981 | 1,193 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 3,500 | 4,540 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 5,450 | 6,889 | ||
3 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 6,000 | 7,063 | |
3 | Iowa Health System | 3.665% | 2/15/50 | 5,000 | 5,705 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 3,925 | 4,894 | ||
Johnson & Johnson | 2.450% | 12/5/21 | 5,000 | 5,102 | ||
Johnson & Johnson | 2.250% | 3/3/22 | 12,950 | 13,225 | ||
Johnson & Johnson | 2.050% | 3/1/23 | 5,969 | 6,177 | ||
Johnson & Johnson | 6.730% | 11/15/23 | 1,203 | 1,420 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 6,875 | 7,502 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 12,418 | 13,443 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 10,200 | 10,251 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 37,425 | 40,703 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 8,550 | 9,566 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 6,000 | 6,023 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 6,580 | 7,416 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 2,650 | 3,854 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 18,547 | 18,588 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 6,100 | 8,410 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 13,079 | 17,268 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 8,500 | 10,395 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 18,356 | 22,491 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 5,039 | 7,820 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 8,000 | 9,554 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 3,797 | 5,869 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 12,017 | 12,091 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 5,000 | 6,853 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 825 | 1,155 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 7,620 | 10,584 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Johnson & Johnson | 3.700% | 3/1/46 | 23,372 | 29,799 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 7,150 | 9,194 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 4,775 | 5,936 | ||
Johnson & Johnson | 2.250% | ��� 9/1/50 | 10,400 | 10,463 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 10,950 | 11,328 | ||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 1,835 | 1,900 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 4,900 | 5,523 | ||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 5,300 | 7,246 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 12,400 | 16,063 | ||
3 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 9,150 | 10,430 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 4,600 | 7,179 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 7,775 | 10,435 | ||
Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 6,075 | 6,257 | ||
Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 550 | 575 | ||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 550 | 599 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 7,500 | 8,156 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 4,000 | 4,235 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 15,186 | 16,780 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 5,225 | 5,964 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 5,775 | 6,362 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 8,760 | 11,463 | ||
3 | Mayo Clinic | 3.774% | 11/15/43 | 5,125 | 6,165 | |
3 | Mayo Clinic | 4.000% | 11/15/47 | 1,875 | 2,372 | |
3 | Mayo Clinic | 4.128% | 11/15/52 | 1,150 | 1,508 | |
McKesson Corp. | 2.700% | 12/15/22 | 11,300 | 11,737 | ||
McKesson Corp. | 2.850% | 3/15/23 | 1,500 | 1,567 | ||
McKesson Corp. | 3.796% | 3/15/24 | 364 | 399 | ||
McKesson Corp. | 0.900% | 12/3/25 | 14,700 | 14,737 | ||
McKesson Corp. | 3.950% | 2/16/28 | 5,350 | 6,239 | ||
McKesson Corp. | 4.750% | 5/30/29 | 7,275 | 8,948 | ||
McKesson Corp. | 6.000% | 3/1/41 | 375 | 521 | ||
McKesson Corp. | 4.883% | 3/15/44 | 1,679 | 2,107 | ||
3 | McLaren Health Care Corp. | 4.386% | 5/15/48 | 3,583 | 4,635 | |
3 | MedStar Health Inc. | 3.626% | 8/15/49 | 4,000 | 4,657 | |
Medtronic Inc. | 3.500% | 3/15/25 | 9,651 | 10,810 | ||
Medtronic Inc. | 4.375% | 3/15/35 | 27,819 | 37,399 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 14,242 | 20,158 | ||
Memorial Health Services | 3.447% | 11/1/49 | 5,000 | 5,354 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 700 | 945 | ||
3 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 2,000 | 2,119 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 12,605 | 16,347 | ||
3 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,700 | 2,258 | |
Merck & Co. Inc. | 2.350% | 2/10/22 | 11,034 | 11,282 | ||
Merck & Co. Inc. | 2.400% | 9/15/22 | 10,820 | 11,159 | ||
Merck & Co. Inc. | 2.800% | 5/18/23 | 15,925 | 16,879 | ||
Merck & Co. Inc. | 2.900% | 3/7/24 | 4,750 | 5,118 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 23,921 | 25,982 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 9,000 | 9,076 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 15,470 | 17,983 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 9,555 | 9,634 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 5,650 | 8,775 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 7,610 | 9,612 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 13,438 | 13,858 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 8,670 | 10,670 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 14,489 | 18,905 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Merck & Co. Inc. | 3.700% | 2/10/45 | 27,584 | 34,294 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 6,248 | 8,237 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 10,925 | 11,255 | ||
3 | Mercy Health | 4.302% | 7/1/28 | 1,750 | 2,016 | |
3 | Methodist Hospital | 2.705% | 12/1/50 | 4,600 | 4,704 | |
3 | MidMichigan Health | 3.409% | 6/1/50 | 2,875 | 3,195 | |
3 | Montefiore Obligated Group | 5.246% | 11/1/48 | 6,800 | 8,241 | |
3 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 2,150 | 2,424 | |
3 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 5,000 | 5,642 | |
3 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 6,200 | 6,751 | |
MultiCare Health System | 2.803% | 8/15/50 | 2,250 | 2,324 | ||
3,7 | Mylan Inc. | 3.125% | 1/15/23 | 325 | 341 | |
Mylan Inc. | 4.200% | 11/29/23 | 8,205 | 8,974 | ||
Mylan Inc. | 4.550% | 4/15/28 | 3,538 | 4,219 | ||
Mylan Inc. | 5.400% | 11/29/43 | 3,970 | 5,230 | ||
Mylan Inc. | 5.200% | 4/15/48 | 4,775 | 6,261 | ||
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 1,225 | 1,194 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 4,390 | 5,512 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 4,575 | 5,962 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 1,925 | 1,860 | ||
3 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 5,685 | 6,585 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 7,270 | 8,310 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 8,325 | 9,982 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 4,195 | 4,798 | ||
Novartis Capital Corp. | 2.400% | 5/17/22 | 24,250 | 24,915 | ||
Novartis Capital Corp. | 2.400% | 9/21/22 | 5,794 | 6,011 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 15,653 | 17,178 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 4,685 | 4,913 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 15,077 | 16,674 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 5,000 | 5,328 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 10,875 | 12,217 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 18,485 | 19,840 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 5,175 | 6,387 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 15,218 | 20,918 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 14,011 | 18,300 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 10,815 | 11,828 | ||
3 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 3,210 | 3,084 | |
3 | NYU Langone Hospitals | 5.750% | 7/1/43 | 3,100 | 4,289 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 3,425 | 4,338 | ||
3 | NYU Langone Hospitals | 4.368% | 7/1/47 | 4,775 | 5,791 | |
3 | NYU Langone Hospitals | 3.380% | 7/1/55 | 7,245 | 7,539 | |
Ochsner Clinic Foundation | 5.897% | 5/15/45 | 275 | 378 | ||
3 | OhioHealth Corp. | 3.042% | 11/15/50 | 3,025 | 3,304 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 2,200 | 2,664 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 2,750 | 3,042 | ||
3 | Partners Healthcare System Inc. | 3.765% | 7/1/48 | 1,000 | 1,187 | |
3 | Partners Healthcare System Inc. | 3.192% | 7/1/49 | 3,275 | 3,595 | |
3 | Partners Healthcare System Inc. | 4.117% | 7/1/55 | 2,500 | 3,202 | |
3 | Partners Healthcare System Inc. | 3.342% | 7/1/60 | 10,400 | 11,833 | |
3 | PeaceHealth Obligated Group | 1.375% | 11/15/25 | 1,830 | 1,867 | |
3 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 3,300 | 4,389 | |
3 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 5,400 | 5,836 | |
PerkinElmer Inc. | 3.300% | 9/15/29 | 7,350 | 8,266 | ||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 7,600 | 8,344 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 6,980 | 7,886 | ||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 3,750 | 4,017 | ||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 3,011 | 3,346 | ||
Pfizer Inc. | 2.200% | 12/15/21 | 4,200 | 4,279 | ||
Pfizer Inc. | 2.800% | 3/11/22 | 5,085 | 5,237 | ||
Pfizer Inc. | 3.000% | 6/15/23 | 5,760 | 6,135 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 6,225 | 6,699 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 8,000 | 8,620 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 650 | 714 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 4,500 | 4,561 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 14,342 | 15,826 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 17,825 | 20,098 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 8,025 | 9,460 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 16,800 | 19,584 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 14,105 | 15,613 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 15,925 | 16,439 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 10,550 | 13,358 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 7,275 | 9,268 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 6,505 | 8,116 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 19,540 | 33,523 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 8,500 | 9,012 | ||
Pfizer Inc. | 5.600% | 9/15/40 | 1,700 | 2,501 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 5,010 | 6,597 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 13,075 | 17,522 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 11,900 | 15,638 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 9,625 | 12,852 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 5,087 | 6,658 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 18,775 | 20,052 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 5,248 | 7,268 | ||
3 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 1,250 | 1,361 | |
3 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 6,900 | 7,398 | |
3 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 3,125 | 3,668 | |
3 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 4,100 | 4,913 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 3,300 | 3,638 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 1,250 | 1,389 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 10,900 | 12,285 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 2,740 | 3,253 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 8,245 | 9,063 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 4,550 | 4,988 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 876 | 1,135 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 2,050 | 2,577 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 11,750 | 11,542 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 8,755 | 8,441 | ||
3,7 | Royalty Pharma plc | 0.750% | 9/2/23 | 12,887 | 12,943 | |
3,7 | Royalty Pharma plc | 1.200% | 9/2/25 | 8,925 | 9,044 | |
3,7 | Royalty Pharma plc | 1.750% | 9/2/27 | 12,850 | 13,145 | |
3,7 | Royalty Pharma plc | 2.200% | 9/2/30 | 10,000 | 10,204 | |
3,7 | Royalty Pharma plc | 3.300% | 9/2/40 | 13,000 | 13,630 | |
3,7 | Royalty Pharma plc | 3.550% | 9/2/50 | 7,812 | 8,313 | |
3 | Rush Obligated Group | 3.922% | 11/15/29 | 2,875 | 3,405 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 3,500 | 4,224 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 1,400 | 1,577 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sanofi | 3.375% | 6/19/23 | 15,000 | 16,087 | ||
Sanofi | 3.625% | 6/19/28 | 10,775 | 12,565 | ||
3 | Sharp HealthCare | 2.680% | 8/1/50 | 3,000 | 3,026 | |
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 44,882 | 47,585 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 28,636 | 31,992 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 9,035 | 9,166 | ||
3 | Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 2,855 | 3,270 | |
3 | SSM Health Care Corp. | 3.688% | 6/1/23 | 7,600 | 8,123 | |
3 | SSM Health Care Corp. | 3.823% | 6/1/27 | 3,600 | 4,070 | |
3 | Stanford Health Care | 3.795% | 11/15/48 | 5,075 | 6,323 | |
Stryker Corp. | 0.600% | 12/1/23 | 1,750 | 1,751 | ||
Stryker Corp. | 3.375% | 5/15/24 | 5,425 | 5,899 | ||
Stryker Corp. | 1.150% | 6/15/25 | 3,400 | 3,468 | ||
Stryker Corp. | 3.375% | 11/1/25 | 6,265 | 7,009 | ||
Stryker Corp. | 3.500% | 3/15/26 | 8,747 | 9,917 | ||
Stryker Corp. | 3.650% | 3/7/28 | 5,300 | 6,129 | ||
Stryker Corp. | 1.950% | 6/15/30 | 8,350 | 8,577 | ||
Stryker Corp. | 4.100% | 4/1/43 | 3,725 | 4,515 | ||
Stryker Corp. | 4.375% | 5/15/44 | 6,830 | 8,459 | ||
Stryker Corp. | 4.625% | 3/15/46 | 2,490 | 3,317 | ||
Stryker Corp. | 2.900% | 6/15/50 | 10,500 | 11,083 | ||
3 | Sutter Health | 1.321% | 8/15/25 | 2,635 | 2,671 | |
3 | Sutter Health | 3.695% | 8/15/28 | 3,025 | 3,414 | |
3 | Sutter Health | 2.294% | 8/15/30 | 6,325 | 6,586 | |
3 | Sutter Health | 3.161% | 8/15/40 | 3,625 | 3,838 | |
3 | Sutter Health | 4.091% | 8/15/48 | 4,400 | 5,343 | |
3 | Sutter Health | 3.361% | 8/15/50 | 5,500 | 5,989 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 20,050 | 22,217 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 15,050 | 18,682 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 25,257 | 25,784 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 14,000 | 14,681 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 17,925 | 19,120 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 13,829 | 15,336 | ||
Texas Health Resources | 2.328% | 11/15/50 | 3,354 | 3,168 | ||
3 | Texas Health Resources | 4.330% | 11/15/55 | 925 | 1,244 | |
Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 10,000 | 10,548 | ||
Thermo Fisher Scientific Inc. | 4.150% | 2/1/24 | 1,600 | 1,769 | ||
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 10,573 | 12,028 | ||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 6,075 | 6,879 | ||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 9,995 | 11,129 | ||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 7,600 | 8,540 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 8,906 | 9,743 | ||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 10,095 | 12,518 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 4,390 | 6,380 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 4,600 | 6,142 | ||
3 | Toledo Hospital | 5.325% | 11/15/28 | 2,935 | 3,401 | |
Toledo Hospital | 5.750% | 11/15/38 | 3,350 | 3,989 | ||
Toledo Hospital | 6.015% | 11/15/48 | 3,450 | 4,297 | ||
Trinity Health Corp. | 4.125% | 12/1/45 | 5,070 | 6,201 | ||
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 4,400 | 4,510 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/22 | 3,300 | 3,383 | ||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 8,575 | 8,982 | ||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 4,000 | 4,150 | ||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 3,990 | 4,174 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 8,005 | 8,455 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 4,000 | 4,300 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 4,730 | 5,043 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 41,104 | 46,803 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 11,143 | 12,760 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 8,696 | 8,924 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 15,275 | 17,107 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 13,000 | 14,866 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 7,000 | 8,301 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 3,325 | 3,976 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 7,848 | 8,886 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 22,115 | 23,436 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 4,000 | 5,971 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 1,085 | 1,725 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 5,100 | 8,106 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 13,845 | 22,660 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 17,505 | 20,650 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 15,110 | 16,289 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 2,700 | 4,127 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 1,775 | 2,316 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 4,900 | 6,180 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 10,557 | 13,858 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 22,738 | 31,880 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 24,950 | 32,863 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 11,935 | 15,712 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 3,860 | 4,769 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 13,053 | 17,392 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 9,075 | 12,490 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 3,000 | 3,739 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 9,565 | 10,513 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 11,931 | 15,394 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 8,450 | 9,753 | ||
3,7 | Universal Health Services Inc. | 2.650% | 10/15/30 | 8,000 | 8,280 | |
3 | UPMC | 3.600% | 4/3/25 | 5,000 | 5,554 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 19,103 | 21,872 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 15,450 | 20,240 | ||
3,7 | Viatris Inc. | 1.125% | 6/22/22 | 8,600 | 8,688 | |
3,7 | Viatris Inc. | 1.650% | 6/22/25 | 6,500 | 6,723 | |
3,7 | Viatris Inc. | 2.300% | 6/22/27 | 14,000 | 14,849 | |
3,7 | Viatris Inc. | 2.700% | 6/22/30 | 15,500 | 16,344 | |
3,7 | Viatris Inc. | 3.850% | 6/22/40 | 16,250 | 18,280 | |
3,7 | Viatris Inc. | 4.000% | 6/22/50 | 18,083 | 20,682 | |
3 | West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 3,900 | 4,111 | |
3 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 2,925 | 3,886 | |
Wyeth LLC | 7.250% | 3/1/23 | 2,000 | 2,288 | ||
Wyeth LLC | 6.450% | 2/1/24 | 10,991 | 12,956 | ||
Wyeth LLC | 6.500% | 2/1/34 | 5,425 | 8,428 | ||
Wyeth LLC | 6.000% | 2/15/36 | 1,680 | 2,502 | ||
Wyeth LLC | 5.950% | 4/1/37 | 17,010 | 25,584 | ||
3 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 4,075 | 3,956 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 5,100 | 6,006 | ||
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 8,400 | 8,641 | ||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 2,425 | 2,585 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 16,070 | 17,759 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 2,250 | 2,927 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 6,710 | 7,829 | ||
Zoetis Inc. | 3.250% | 2/1/23 | 16,023 | 16,862 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 8,925 | 10,420 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 8,040 | 8,981 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 4,950 | 5,827 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 14,870 | 15,372 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 10,790 | 14,736 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 4,375 | 5,447 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 3,700 | 4,954 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 2,775 | 3,046 | ||
7,647,216 | ||||||
Industrials (2.3%) | ||||||
3 | 3M Co. | 2.750% | 3/1/22 | 7,518 | 7,720 | |
3 | 3M Co. | 2.000% | 6/26/22 | 1,982 | 2,033 | |
3M Co. | 1.750% | 2/14/23 | 5,300 | 5,458 | ||
3 | 3M Co. | 2.250% | 3/15/23 | 2,050 | 2,134 | |
3 | 3M Co. | 3.250% | 2/14/24 | 3,075 | 3,331 | |
3M Co. | 2.000% | 2/14/25 | 6,425 | 6,809 | ||
3M Co. | 2.650% | 4/15/25 | 11,674 | 12,674 | ||
3M Co. | 2.875% | 10/15/27 | 5,150 | 5,728 | ||
3 | 3M Co. | 3.625% | 9/14/28 | 9,136 | 10,647 | |
3 | 3M Co. | 3.375% | 3/1/29 | 8,725 | 10,085 | |
3M Co. | 2.375% | 8/26/29 | 8,375 | 9,050 | ||
3M Co. | 3.050% | 4/15/30 | 6,855 | 7,771 | ||
3 | 3M Co. | 3.875% | 6/15/44 | 1,000 | 1,198 | |
3 | 3M Co. | 3.125% | 9/19/46 | 11,425 | 12,631 | |
3 | 3M Co. | 3.625% | 10/15/47 | 8,625 | 10,297 | |
3 | 3M Co. | 4.000% | 9/14/48 | 7,550 | 9,697 | |
3M Co. | 3.250% | 8/26/49 | 4,809 | 5,467 | ||
3M Co. | 3.700% | 4/15/50 | 11,465 | 14,027 | ||
ABB Finance USA Inc. | 2.875% | 5/8/22 | 8,285 | 8,565 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 3,875 | 3,926 | ||
Allegion plc | 3.500% | 10/1/29 | 3,455 | 3,810 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 2,053 | 2,192 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 3,100 | 3,393 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 6,244 | 6,595 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 4,000 | 4,890 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 2,405 | 2,637 | ||
Boeing Co. | 2.125% | 3/1/22 | 5,075 | 5,143 | ||
Boeing Co. | 2.700% | 5/1/22 | 4,425 | 4,533 | ||
Boeing Co. | 2.800% | 3/1/23 | 7,820 | 8,110 | ||
Boeing Co. | 4.508% | 5/1/23 | 26,095 | 28,169 | ||
Boeing Co. | 1.875% | 6/15/23 | 6,100 | 6,214 | ||
Boeing Co. | 1.950% | 2/1/24 | 8,500 | 8,756 | ||
Boeing Co. | 2.800% | 3/1/24 | 2,000 | 2,103 | ||
Boeing Co. | 2.850% | 10/30/24 | 4,740 | 4,993 | ||
Boeing Co. | 2.500% | 3/1/25 | 1,672 | 1,735 | ||
Boeing Co. | 4.875% | 5/1/25 | 30,005 | 34,165 | ||
Boeing Co. | 7.250% | 6/15/25 | 325 | 394 | ||
Boeing Co. | 2.750% | 2/1/26 | 6,000 | 6,321 | ||
Boeing Co. | 3.100% | 5/1/26 | 4,875 | 5,218 | ||
Boeing Co. | 2.250% | 6/15/26 | 4,025 | 4,126 | ||
Boeing Co. | 2.700% | 2/1/27 | 7,615 | 7,917 | ||
Boeing Co. | 2.800% | 3/1/27 | 6,800 | 7,026 | ||
Boeing Co. | 5.040% | 5/1/27 | 21,760 | 25,466 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Boeing Co. | 3.250% | 2/1/28 | 7,250 | 7,770 | ||
Boeing Co. | 3.250% | 3/1/28 | 2,926 | 3,094 | ||
Boeing Co. | 3.450% | 11/1/28 | 3,092 | 3,291 | ||
Boeing Co. | 2.950% | 2/1/30 | 4,905 | 5,034 | ||
Boeing Co. | 5.150% | 5/1/30 | 39,490 | 47,766 | ||
Boeing Co. | 3.625% | 2/1/31 | 14,475 | 15,812 | ||
Boeing Co. | 6.125% | 2/15/33 | 5,775 | 7,463 | ||
Boeing Co. | 3.600% | 5/1/34 | 18,041 | 18,969 | ||
Boeing Co. | 3.250% | 2/1/35 | 11,075 | 11,349 | ||
Boeing Co. | 6.625% | 2/15/38 | 1,000 | 1,335 | ||
Boeing Co. | 3.550% | 3/1/38 | 2,322 | 2,358 | ||
Boeing Co. | 3.500% | 3/1/39 | 3,415 | 3,424 | ||
Boeing Co. | 6.875% | 3/15/39 | 5,430 | 7,369 | ||
Boeing Co. | 5.875% | 2/15/40 | 3,905 | 4,996 | ||
Boeing Co. | 5.705% | 5/1/40 | 33,635 | 43,575 | ||
Boeing Co. | 3.375% | 6/15/46 | 7,000 | 6,800 | ||
Boeing Co. | 3.650% | 3/1/47 | 5,800 | 5,809 | ||
Boeing Co. | 3.850% | 11/1/48 | 1,903 | 1,964 | ||
Boeing Co. | 3.900% | 5/1/49 | 7,345 | 7,634 | ||
Boeing Co. | 3.750% | 2/1/50 | 4,000 | 4,203 | ||
Boeing Co. | 5.805% | 5/1/50 | 53,020 | 72,799 | ||
Boeing Co. | 3.825% | 3/1/59 | 2,300 | 2,322 | ||
Boeing Co. | 3.950% | 8/1/59 | 3,000 | 3,169 | ||
Boeing Co. | 5.930% | 5/1/60 | 37,030 | 52,448 | ||
Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 2,540 | 2,576 | ||
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 1,025 | 1,051 | ||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 6,360 | 6,603 | ||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 6,190 | 6,498 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 9,785 | 10,599 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 5,983 | 6,557 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 8,460 | 9,265 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 12,300 | 13,457 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 3,200 | 3,608 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 4,132 | 5,344 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 14,050 | 15,897 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 1,650 | 2,490 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 6,775 | 10,040 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 5,600 | 7,721 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 5,225 | 7,536 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 3,680 | 5,079 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 7,304 | 9,619 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 9,591 | 12,690 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 9,803 | 13,161 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 7,337 | 10,509 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 7,380 | 10,404 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 6,305 | 8,494 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 8,641 | 11,291 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 7,722 | 10,837 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 8,700 | 11,038 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 3,135 | 4,104 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 11,915 | 15,628 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 6,195 | 8,267 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 9,575 | 10,877 | ||
Canadian National Railway Co. | 2.850% | 12/15/21 | 13,385 | 13,619 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 1,319 | 1,425 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Canadian National Railway Co. | 2.750% | 3/1/26 | 1,800 | 1,969 | ||
Canadian National Railway Co. | 6.900% | 7/15/28 | 300 | 413 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,370 | 2,093 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 5,425 | 8,034 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 145 | 224 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 5,500 | 6,396 | ||
Canadian National Railway Co. | 3.650% | 2/3/48 | 15,785 | 19,354 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 2,360 | 3,249 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 15,161 | 15,689 | ||
Canadian Pacific Railway Co. | 4.500% | 1/15/22 | 3,291 | 3,422 | ||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 4,630 | 4,983 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 5,625 | 6,075 | ||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 3,000 | 3,511 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 10,100 | 10,586 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 2,431 | 3,611 | ||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 100 | 126 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 11,860 | 17,374 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 100 | 137 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 10,100 | 16,741 | ||
Carrier Global Corp. | 1.923% | 2/15/23 | 3,490 | 3,593 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 17,145 | 18,059 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 11,725 | 12,622 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 28,474 | 30,359 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 2,148 | 2,295 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 15,010 | 16,400 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 21,652 | 24,181 | ||
Caterpillar Financial Services Corp. | 1.700% | 8/9/21 | 7,900 | 7,969 | ||
3 | Caterpillar Financial Services Corp. | 2.750% | 8/20/21 | 1,300 | 1,319 | |
3 | Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 8,050 | 8,301 | |
3 | Caterpillar Financial Services Corp. | 0.950% | 5/13/22 | 13,321 | 13,453 | |
3 | Caterpillar Financial Services Corp. | 2.850% | 6/1/22 | 1,604 | 1,664 | |
3 | Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 7,000 | 7,209 | |
3 | Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 15,520 | 16,005 | |
3 | Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 8,000 | 8,340 | |
3 | Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 1,100 | 1,152 | |
3 | Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 5,350 | 5,738 | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 4,550 | 4,584 | ||
3 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 13,000 | 13,042 | |
3 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 3,000 | 3,289 | |
3 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 4,100 | 4,417 | |
3 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 7,175 | 7,838 | |
3 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 2,749 | 2,917 | |
3 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 6,320 | 6,992 | |
3 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 4,200 | 4,347 | |
3 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 16,945 | 17,008 | |
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 6,800 | 7,402 | ||
3 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 3,750 | 3,780 | |
Caterpillar Inc. | 2.600% | 6/26/22 | 15,425 | 15,862 | ||
Caterpillar Inc. | 3.400% | 5/15/24 | 3,500 | 3,820 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 19,806 | 21,807 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 3,100 | 4,258 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 9,241 | 13,719 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 5,147 | 7,467 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 11,854 | 14,985 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 2,830 | 3,743 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Caterpillar Inc. | 3.250% | 9/19/49 | 16,671 | 19,523 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 9,600 | 11,221 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 1,975 | 2,934 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 4,175 | 4,897 | ||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 2,750 | 2,874 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 3,075 | 3,167 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 11,865 | 13,052 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 3,445 | 3,608 | ||
CNH Industrial NV | 4.500% | 8/15/23 | 5,025 | 5,489 | ||
3 | CNH Industrial NV | 3.850% | 11/15/27 | 4,500 | 5,071 | |
Crane Co. | 4.450% | 12/15/23 | 5,690 | 6,242 | ||
Crane Co. | 4.200% | 3/15/48 | 3,925 | 4,126 | ||
CSX Corp. | 3.400% | 8/1/24 | 4,000 | 4,369 | ||
CSX Corp. | 3.350% | 11/1/25 | 5,400 | 6,044 | ||
CSX Corp. | 2.600% | 11/1/26 | 6,400 | 6,981 | ||
CSX Corp. | 3.250% | 6/1/27 | 12,250 | 13,826 | ||
CSX Corp. | 3.800% | 3/1/28 | 13,350 | 15,511 | ||
CSX Corp. | 4.250% | 3/15/29 | 15,539 | 18,755 | ||
CSX Corp. | 2.400% | 2/15/30 | 10,500 | 11,318 | ||
CSX Corp. | 6.000% | 10/1/36 | 150 | 217 | ||
CSX Corp. | 6.150% | 5/1/37 | 4,600 | 6,740 | ||
CSX Corp. | 6.220% | 4/30/40 | 7,279 | 10,982 | ||
CSX Corp. | 5.500% | 4/15/41 | 5,700 | 7,958 | ||
CSX Corp. | 4.750% | 5/30/42 | 790 | 1,035 | ||
CSX Corp. | 4.100% | 3/15/44 | 8,325 | 10,274 | ||
CSX Corp. | 3.800% | 11/1/46 | 5,240 | 6,339 | ||
CSX Corp. | 4.300% | 3/1/48 | 8,225 | 10,595 | ||
CSX Corp. | 4.750% | 11/15/48 | 3,000 | 4,109 | ||
CSX Corp. | 4.500% | 3/15/49 | 15,133 | 20,260 | ||
CSX Corp. | 3.800% | 4/15/50 | 12,125 | 14,968 | ||
CSX Corp. | 2.500% | 5/15/51 | 9,500 | 9,431 | ||
CSX Corp. | 4.500% | 8/1/54 | 1,300 | 1,757 | ||
CSX Corp. | 4.250% | 11/1/66 | 6,625 | 8,789 | ||
CSX Corp. | 4.650% | 3/1/68 | 3,145 | 4,372 | ||
Cummins Inc. | 3.650% | 10/1/23 | 2,790 | 3,023 | ||
Cummins Inc. | 0.750% | 9/1/25 | 2,500 | 2,515 | ||
Cummins Inc. | 1.500% | 9/1/30 | 6,500 | 6,533 | ||
Cummins Inc. | 4.875% | 10/1/43 | 7,190 | 10,028 | ||
Cummins Inc. | 2.600% | 9/1/50 | 3,950 | 4,026 | ||
Deere & Co. | 2.600% | 6/8/22 | 6,165 | 6,332 | ||
Deere & Co. | 2.750% | 4/15/25 | 1,063 | 1,155 | ||
Deere & Co. | 5.375% | 10/16/29 | 6,170 | 8,186 | ||
Deere & Co. | 3.100% | 4/15/30 | 6,138 | 7,002 | ||
Deere & Co. | 3.900% | 6/9/42 | 7,237 | 9,194 | ||
Deere & Co. | 2.875% | 9/7/49 | 3,100 | 3,460 | ||
Deere & Co. | 3.750% | 4/15/50 | 10,306 | 13,364 | ||
Dover Corp. | 3.150% | 11/15/25 | 5,900 | 6,504 | ||
Dover Corp. | 2.950% | 11/4/29 | 2,600 | 2,810 | ||
Dover Corp. | 5.375% | 10/15/35 | 300 | 399 | ||
Dover Corp. | 6.600% | 3/15/38 | 2,050 | 2,929 | ||
Dover Corp. | 5.375% | 3/1/41 | 2,020 | 2,551 | ||
Eaton Corp. | 2.750% | 11/2/22 | 12,994 | 13,560 | ||
Eaton Corp. | 3.103% | 9/15/27 | 7,765 | 8,673 | ||
Eaton Corp. | 4.000% | 11/2/32 | 7,729 | 9,350 | ||
Eaton Corp. | 4.150% | 11/2/42 | 2,326 | 2,909 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Eaton Corp. | 3.915% | 9/15/47 | 4,950 | 5,825 | ||
Emerson Electric Co. | 2.625% | 12/1/21 | 11,025 | 11,240 | ||
Emerson Electric Co. | 2.625% | 2/15/23 | 3,500 | 3,648 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 1,800 | 1,991 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 12,545 | 12,621 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 9,550 | 10,077 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 4,250 | 4,467 | ||
Emerson Electric Co. | 5.250% | 11/15/39 | 440 | 599 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 6,175 | 6,532 | ||
FedEx Corp. | 2.625% | 8/1/22 | 4,083 | 4,229 | ||
FedEx Corp. | 3.200% | 2/1/25 | 3,350 | 3,681 | ||
FedEx Corp. | 3.800% | 5/15/25 | 2,000 | 2,259 | ||
FedEx Corp. | 3.250% | 4/1/26 | 3,637 | 4,060 | ||
FedEx Corp. | 3.300% | 3/15/27 | 3,775 | 4,212 | ||
FedEx Corp. | 3.400% | 2/15/28 | 10,000 | 11,376 | ||
FedEx Corp. | 3.100% | 8/5/29 | 13,125 | 14,582 | ||
FedEx Corp. | 4.250% | 5/15/30 | 5,300 | 6,434 | ||
FedEx Corp. | 4.900% | 1/15/34 | 1,700 | 2,197 | ||
FedEx Corp. | 3.900% | 2/1/35 | 4,100 | 4,886 | ||
FedEx Corp. | 3.875% | 8/1/42 | 275 | 321 | ||
FedEx Corp. | 4.100% | 4/15/43 | 2,275 | 2,683 | ||
FedEx Corp. | 5.100% | 1/15/44 | 8,447 | 11,284 | ||
FedEx Corp. | 4.750% | 11/15/45 | 11,900 | 15,396 | ||
FedEx Corp. | 4.550% | 4/1/46 | 16,199 | 20,513 | ||
FedEx Corp. | 4.400% | 1/15/47 | 8,900 | 11,032 | ||
FedEx Corp. | 4.050% | 2/15/48 | 8,500 | 10,147 | ||
FedEx Corp. | 4.950% | 10/17/48 | 9,578 | 13,015 | ||
FedEx Corp. | 5.250% | 5/15/50 | 17,281 | 24,433 | ||
FedEx Corp. | 4.500% | 2/1/65 | 785 | 906 | ||
3 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 16,550 | 16,893 | |
Flowserve Corp. | 3.500% | 9/15/22 | 12,705 | 13,176 | ||
Flowserve Corp. | 4.000% | 11/15/23 | 4,575 | 4,842 | ||
Flowserve Corp. | 3.500% | 10/1/30 | 3,920 | 4,165 | ||
Fortive Corp. | 3.150% | 6/15/26 | 7,547 | 8,389 | ||
Fortive Corp. | 4.300% | 6/15/46 | 6,250 | 7,668 | ||
General Dynamics Corp. | 2.250% | 11/15/22 | 4,722 | 4,874 | ||
General Dynamics Corp. | 3.375% | 5/15/23 | 8,500 | 9,089 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 18,200 | 18,881 | ||
General Dynamics Corp. | 2.375% | 11/15/24 | 5,019 | 5,346 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 8,314 | 9,165 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 9,993 | 11,155 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 8,000 | 8,566 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 3,815 | 4,360 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 10,440 | 11,403 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 7,135 | 8,335 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 9,994 | 11,846 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 5,900 | 7,616 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 3,689 | 4,492 | ||
General Dynamics Corp. | 4.250% | 4/1/50 | 5,980 | 8,077 | ||
3 | General Electric Co. | 3.150% | 9/7/22 | 7,206 | 7,522 | |
3 | General Electric Co. | 3.100% | 1/9/23 | 3,973 | 4,174 | |
3 | General Electric Co. | 3.450% | 5/15/24 | 4,892 | 5,310 | |
General Electric Co. | 3.450% | 5/1/27 | 9,950 | 11,216 | ||
General Electric Co. | 3.625% | 5/1/30 | 18,455 | 21,002 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | General Electric Co. | 6.750% | 3/15/32 | 24,809 | 34,838 | |
3 | General Electric Co. | 6.150% | 8/7/37 | 8,246 | 11,293 | |
3 | General Electric Co. | 5.875% | 1/14/38 | 20,911 | 28,297 | |
3 | General Electric Co. | 6.875% | 1/10/39 | 18,378 | 26,894 | |
General Electric Co. | 4.250% | 5/1/40 | 15,604 | 18,416 | ||
General Electric Co. | 4.125% | 10/9/42 | 12,492 | 14,566 | ||
General Electric Co. | 4.500% | 3/11/44 | 4,100 | 5,007 | ||
General Electric Co. | 4.350% | 5/1/50 | 39,125 | 47,360 | ||
Hexcel Corp. | 4.700% | 8/15/25 | 4,350 | 4,861 | ||
Hexcel Corp. | 3.950% | 2/15/27 | 2,925 | 3,162 | ||
Honeywell International Inc. | 4.250% | 3/1/21 | 10,530 | 10,596 | ||
Honeywell International Inc. | 2.150% | 8/8/22 | 3,500 | 3,599 | ||
Honeywell International Inc. | 0.483% | 8/19/22 | 6,000 | 6,009 | ||
Honeywell International Inc. | 3.350% | 12/1/23 | 10,140 | 11,043 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 7,425 | 7,916 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 16,593 | 17,181 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 9,375 | 10,318 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 4,901 | 5,481 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 24,660 | 26,018 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 4,705 | 6,726 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 4,945 | 7,058 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 6,045 | 8,724 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 1,100 | 1,389 | ||
Honeywell International Inc. | 2.800% | 6/1/50 | 6,625 | 7,244 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 2,800 | 3,067 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 3,425 | 3,634 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 4,645 | 5,082 | ||
3,7 | Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 3,500 | 3,893 | |
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 4,608 | 5,149 | ||
3,7 | Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 4,700 | 5,556 | |
IDEX Corp. | 3.000% | 5/1/30 | 2,995 | 3,295 | ||
Illinois Tool Works Inc. | 3.375% | 9/15/21 | 2,895 | 2,934 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 7,912 | 8,592 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 14,550 | 16,047 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 350 | 479 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 10,803 | 13,633 | ||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 6,000 | 6,237 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 9,500 | 10,917 | ||
3 | John Deere Capital Corp. | 3.900% | 7/12/21 | 8,268 | 8,423 | |
3 | John Deere Capital Corp. | 2.650% | 1/6/22 | 7,350 | 7,524 | |
3 | John Deere Capital Corp. | 2.750% | 3/15/22 | 2,250 | 2,317 | |
3 | John Deere Capital Corp. | 2.150% | 9/8/22 | 10,350 | 10,685 | |
3 | John Deere Capital Corp. | 2.700% | 1/6/23 | 300 | 315 | |
John Deere Capital Corp. | 2.800% | 1/27/23 | 7,615 | 8,005 | ||
3 | John Deere Capital Corp. | 2.800% | 3/6/23 | 10,950 | 11,551 | |
3 | John Deere Capital Corp. | 3.450% | 6/7/23 | 800 | 860 | |
3 | John Deere Capital Corp. | 0.700% | 7/5/23 | 8,550 | 8,636 | |
3 | John Deere Capital Corp. | 0.400% | 10/10/23 | 3,500 | 3,514 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 6,341 | 6,928 | ||
3 | John Deere Capital Corp. | 2.600% | 3/7/24 | 3,000 | 3,210 | |
3 | John Deere Capital Corp. | 3.350% | 6/12/24 | 9,931 | 10,885 | |
3 | John Deere Capital Corp. | 2.650% | 6/24/24 | 4,421 | 4,762 | |
3 | John Deere Capital Corp. | 2.050% | 1/9/25 | 11,150 | 11,804 | |
3 | John Deere Capital Corp. | 3.450% | 3/13/25 | 10,705 | 11,991 | |
3 | John Deere Capital Corp. | 3.400% | 9/11/25 | 1,750 | 1,964 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | John Deere Capital Corp. | 2.650% | 6/10/26 | 4,200 | 4,599 | |
3 | John Deere Capital Corp. | 2.250% | 9/14/26 | 7,865 | 8,483 | |
3 | John Deere Capital Corp. | 1.750% | 3/9/27 | 4,300 | 4,519 | |
3 | John Deere Capital Corp. | 2.800% | 9/8/27 | 8,100 | 9,010 | |
3 | John Deere Capital Corp. | 3.050% | 1/6/28 | 7,700 | 8,622 | |
3 | John Deere Capital Corp. | 3.450% | 3/7/29 | 4,475 | 5,197 | |
3 | John Deere Capital Corp. | 2.800% | 7/18/29 | 5,575 | 6,223 | |
3 | John Deere Capital Corp. | 2.450% | 1/9/30 | 6,380 | 6,953 | |
3 | Johnson Controls International plc | 3.625% | 7/2/24 | 4,302 | 4,667 | |
3 | Johnson Controls International plc | 3.900% | 2/14/26 | 4,082 | 4,650 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 7,575 | 7,708 | ||
3 | Johnson Controls International plc | 6.000% | 1/15/36 | 954 | 1,348 | |
3 | Johnson Controls International plc | 4.625% | 7/2/44 | 7,850 | 10,150 | |
3 | Johnson Controls International plc | 5.125% | 9/14/45 | 2,045 | 2,810 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 5,495 | 7,229 | ||
3 | Johnson Controls International plc | 4.950% | 7/2/64 | 3,658 | 4,976 | |
3 | Kansas City Southern | 3.000% | 5/15/23 | 3,949 | 4,111 | |
Kansas City Southern | 2.875% | 11/15/29 | 4,000 | 4,322 | ||
3 | Kansas City Southern | 4.300% | 5/15/43 | 4,140 | 4,817 | |
3 | Kansas City Southern | 4.950% | 8/15/45 | 10,525 | 13,439 | |
Kansas City Southern | 4.700% | 5/1/48 | 700 | 882 | ||
Kansas City Southern | 3.500% | 5/1/50 | 8,745 | 9,744 | ||
Kansas City Southern | 4.200% | 11/15/69 | 3,886 | 4,618 | ||
Kennametal Inc. | 3.875% | 2/15/22 | 1,525 | 1,564 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 6,620 | 7,337 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 9,145 | 10,343 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 5,600 | 6,664 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 750 | 829 | ||
Kirby Corp. | 4.200% | 3/1/28 | 9,217 | 10,159 | ||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 10,366 | 11,173 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 1,040 | 1,139 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 12,600 | 14,109 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 5,500 | 6,331 | ||
3 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 9,605 | 11,489 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 5,630 | 6,227 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 19,275 | 19,548 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 2,150 | 2,819 | ||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 4,625 | 6,894 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 4,170 | 5,789 | ||
Legrand France SA | 8.500% | 2/15/25 | 3,350 | 4,365 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 1,000 | 1,054 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 3,216 | 3,280 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 2,300 | 2,330 | ||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 9,780 | 10,277 | ||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 6,252 | 6,808 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 14,475 | 16,396 | ||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 8,986 | 9,405 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 9,240 | 11,158 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 5,475 | 7,187 | ||
3 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 7,685 | 11,541 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 3,376 | 4,935 | ||
Lockheed Martin Corp. | 4.850% | 9/15/41 | 622 | 819 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 11,965 | 15,429 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 9,865 | 12,199 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 12,833 | 18,043 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 7,355 | 7,943 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 13,161 | 17,345 | ||
Norfolk Southern Corp. | 3.250% | 12/1/21 | 4,000 | 4,077 | ||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 5,180 | 5,320 | ||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 9,180 | 9,617 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 3,341 | 3,636 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 3,525 | 3,939 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 250 | 276 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 1,345 | 1,827 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 4,793 | 5,276 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 6,058 | 7,096 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 8,840 | 9,521 | ||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 539 | 799 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 11,598 | 15,690 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 3,125 | 3,804 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 6,620 | 8,577 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 9,150 | 12,145 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 1,156 | 1,403 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 3,400 | 4,290 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 3,550 | 4,460 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 1,500 | 1,698 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 14,025 | 15,376 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 5,000 | 6,340 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 7,214 | 7,745 | ||
Northrop Grumman Corp. | 2.550% | 10/15/22 | 5,050 | 5,239 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 11,375 | 12,207 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 11,276 | 12,261 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 8,000 | 8,916 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 11,949 | 13,388 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 9,817 | 12,166 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 7,865 | 10,780 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 8,225 | 11,238 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 8,890 | 11,805 | ||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 4,475 | 5,393 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 25,459 | 31,858 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 10,395 | 15,429 | ||
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 3,120 | 4,728 | ||
nVent Finance Sarl | 3.950% | 4/15/23 | 2,100 | 2,213 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 3,850 | 4,178 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 7,375 | 8,684 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 600 | 651 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 8,933 | 9,417 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 14,000 | 14,958 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 41,777 | 44,799 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 10,148 | 11,057 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 8,055 | 9,213 | ||
3 | PACCAR Financial Corp. | 2.850% | 3/1/22 | 1,500 | 1,545 | |
3 | PACCAR Financial Corp. | 2.650% | 5/10/22 | 5,000 | 5,162 | |
3 | PACCAR Financial Corp. | 2.300% | 8/10/22 | 2,300 | 2,375 | |
3 | PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,000 | 1,030 | |
PACCAR Financial Corp. | 3.400% | 8/9/23 | 7,000 | 7,551 | ||
3 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 4,000 | 4,000 | |
3 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 3,500 | 3,705 | |
3 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 6,156 | 6,447 | |
3 | Parker-Hannifin Corp. | 3.500% | 9/15/22 | 5,646 | 5,932 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 4,840 | 5,197 | ||
3 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 11,650 | 12,738 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 13,825 | 15,424 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 3,875 | 4,377 | ||
3 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 3,900 | 4,817 | |
3 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 3,650 | 5,301 | |
3 | Parker-Hannifin Corp. | 4.450% | 11/21/44 | 4,870 | 6,218 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 6,350 | 7,872 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 6,575 | 8,244 | ||
Precision Castparts Corp. | 2.500% | 1/15/23 | 13,970 | 14,528 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 9,300 | 10,245 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 6,575 | 7,585 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 3,012 | 3,795 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 9,025 | 9,655 | ||
Raytheon Technologies Corp. | 2.800% | 3/15/22 | 8,550 | 8,774 | ||
Raytheon Technologies Corp. | 2.500% | 12/15/22 | 18,875 | 19,540 | ||
Raytheon Technologies Corp. | 3.650% | 8/16/23 | 740 | 797 | ||
Raytheon Technologies Corp. | 3.700% | 12/15/23 | 2,775 | 2,972 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 12,107 | 13,039 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 15,518 | 17,799 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 15,360 | 17,355 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 11,479 | 12,819 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 1,010 | 1,356 | ||
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 325 | 440 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 30,383 | 36,142 | ||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 4,125 | 5,973 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 3,900 | 4,136 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | �� 3,225 | 4,372 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 6,890 | 9,981 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 8,750 | 12,959 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 11,665 | 14,680 | ||
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 13,350 | 19,408 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 450 | 587 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 7,075 | 9,207 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 29,598 | 38,667 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 2,325 | 2,995 | ||
Raytheon Technologies Corp. | 4.200% | 12/15/44 | 795 | 946 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 11,150 | 14,120 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 15,752 | 18,540 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 10,125 | 13,067 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 11,850 | 14,660 | ||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 1,843 | 2,489 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 9,000 | 9,895 | ||
Republic Services Inc. | 4.750% | 5/15/23 | 1,323 | 1,445 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 4,500 | 4,798 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 7,059 | 7,739 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 5,000 | 5,020 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 4,275 | 4,709 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 75 | 85 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 8,875 | 9,340 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 11,000 | 10,745 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 13,925 | 13,926 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 3,790 | 5,618 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 5,665 | 8,044 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 3,917 | 4,232 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 3,975 | 4,631 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 5,150 | 6,897 | ||
Roper Technologies Inc. | 2.800% | 12/15/21 | 10,575 | 10,799 | ||
Roper Technologies Inc. | 0.450% | 8/15/22 | 1,000 | 1,001 | ||
Roper Technologies Inc. | 3.125% | 11/15/22 | 1,750 | 1,828 | ||
Roper Technologies Inc. | 3.650% | 9/15/23 | 11,730 | 12,694 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 8,450 | 8,997 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 2,500 | 2,517 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 9,157 | 10,338 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 11,559 | 13,315 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 15,709 | 15,814 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 7,225 | 8,595 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 8,295 | 9,089 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 13,776 | 14,037 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 12,742 | 12,669 | ||
3 | Ryder System Inc. | 2.875% | 6/1/22 | 2,500 | 2,582 | |
3 | Ryder System Inc. | 3.400% | 3/1/23 | 5,400 | 5,720 | |
3 | Ryder System Inc. | 3.750% | 6/9/23 | 12,000 | 12,908 | |
3 | Ryder System Inc. | 3.650% | 3/18/24 | 7,775 | 8,492 | |
3 | Ryder System Inc. | 2.500% | 9/1/24 | 4,100 | 4,336 | |
3 | Ryder System Inc. | 4.625% | 6/1/25 | 5,051 | 5,855 | |
3 | Ryder System Inc. | 2.900% | 12/1/26 | 7,000 | 7,679 | |
Textron Inc. | 4.300% | 3/1/24 | 2,625 | 2,873 | ||
Textron Inc. | 3.875% | 3/1/25 | 7,600 | 8,339 | ||
Textron Inc. | 4.000% | 3/15/26 | 6,200 | 6,994 | ||
Textron Inc. | 3.650% | 3/15/27 | 11,961 | 13,271 | ||
Textron Inc. | 3.375% | 3/1/28 | 5,450 | 6,011 | ||
Textron Inc. | 2.450% | 3/15/31 | 1,725 | 1,777 | ||
Timken Co. | 3.875% | 9/1/24 | 1,000 | 1,068 | ||
Timken Co. | 4.500% | 12/15/28 | 7,320 | 8,147 | ||
Trane Technologies Global Holding Co. Ltd. | 2.900% | 2/21/21 | 2,500 | 2,508 | ||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 7,625 | 8,316 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 4,550 | 5,258 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 715 | 1,031 | ||
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 1,750 | 2,162 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 9,605 | 10,612 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 1,170 | 1,320 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 10,715 | 12,529 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 3,050 | 3,898 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 3,475 | 4,531 | ||
Trimble Inc. | 4.150% | 6/15/23 | 1,025 | 1,111 | ||
Trimble Inc. | 4.750% | 12/1/24 | 3,826 | 4,370 | ||
Trimble Inc. | 4.900% | 6/15/28 | 4,000 | 4,780 | ||
Tyco Electronics Group SA | 3.500% | 2/3/22 | 3,900 | 4,000 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,425 | 1,546 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 3,100 | 3,466 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 2,950 | 3,269 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 7,145 | 10,747 | ||
Union Pacific Corp. | 2.950% | 3/1/22 | 2,700 | 2,783 | ||
Union Pacific Corp. | 4.163% | 7/15/22 | 9,996 | 10,488 | ||
Union Pacific Corp. | 2.750% | 4/15/23 | 7,240 | 7,582 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 10,025 | 10,735 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 6,303 | 6,852 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 4,300 | 4,662 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 4,200 | 4,596 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Pacific Corp. | 3.750% | 7/15/25 | 10,950 | 12,423 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 4,602 | 5,092 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 6,929 | 7,556 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 2,000 | 2,119 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 2,275 | 2,515 | ||
Union Pacific Corp. | 3.950% | 9/10/28 | 12,310 | 14,591 | ||
Union Pacific Corp. | 3.700% | 3/1/29 | 12,119 | 14,071 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 9,655 | 10,379 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 4,400 | 5,029 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 9,304 | 10,779 | ||
3 | Union Pacific Corp. | 3.550% | 8/15/39 | 200 | 231 | |
Union Pacific Corp. | 4.150% | 1/15/45 | 350 | 428 | ||
Union Pacific Corp. | 4.050% | 11/15/45 | 7,785 | 9,512 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 840 | 1,023 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 6,900 | 7,685 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 39,070 | 44,104 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 16,224 | 19,746 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 2,069 | 2,531 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 4,650 | 5,673 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 12,132 | 14,959 | ||
3,7 | Union Pacific Corp. | 2.973% | 9/16/62 | 10,375 | 10,819 | |
Union Pacific Corp. | 4.375% | 11/15/65 | 10,960 | 14,538 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 4,445 | 5,556 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 3,000 | 3,632 | ||
3 | Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 | 6.176% | 1/2/31 | 301 | 370 | |
United Parcel Service Inc. | 2.350% | 5/16/22 | 6,000 | 6,155 | ||
United Parcel Service Inc. | 2.450% | 10/1/22 | 14,776 | 15,323 | ||
United Parcel Service Inc. | 2.500% | 4/1/23 | 11,081 | 11,601 | ||
United Parcel Service Inc. | 2.800% | 11/15/24 | 4,500 | 4,861 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 10,550 | 11,478 | ||
United Parcel Service Inc. | 3.050% | 11/15/27 | 9,000 | 10,176 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 4,550 | 5,253 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 4,450 | 4,845 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 2,000 | 2,495 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 5,975 | 9,356 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 13,700 | 19,430 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 5,002 | 6,888 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 6,400 | 7,660 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 3,825 | 4,598 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 375 | 470 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 2,420 | 3,257 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 8,035 | 9,720 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 22,500 | 33,634 | ||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 500 | 741 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 5,944 | 6,918 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 3,275 | 3,868 | ||
Waste Connections Inc. | 4.250% | 12/1/28 | 4,400 | 5,228 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 9,370 | 10,645 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 7,400 | 7,930 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 2,075 | 2,220 | ||
Waste Management Inc. | 2.900% | 9/15/22 | 100 | 104 | ||
Waste Management Inc. | 2.400% | 5/15/23 | 9,676 | 10,097 | ||
Waste Management Inc. | 3.500% | 5/15/24 | 10,074 | 10,989 | ||
Waste Management Inc. | 3.125% | 3/1/25 | 9,035 | 9,900 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Waste Management Inc. | 0.750% | 11/15/25 | 8,862 | 8,891 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 2,021 | 2,273 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 1,000 | 999 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 5,895 | 5,826 | ||
Waste Management Inc. | 3.900% | 3/1/35 | 4,785 | 5,827 | ||
Waste Management Inc. | 4.100% | 3/1/45 | 9,450 | 11,863 | ||
Waste Management Inc. | 4.150% | 7/15/49 | 9,225 | 12,260 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 3,845 | 3,880 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 8,205 | 8,987 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 1,880 | 2,021 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 10,800 | 11,847 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 10,675 | 12,654 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 4,040 | 4,243 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 9,268 | 12,422 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 3,707 | 4,385 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 3,075 | 3,890 | ||
Xylem Inc. | 3.250% | 11/1/26 | 5,950 | 6,676 | ||
Xylem Inc. | 1.950% | 1/30/28 | 6,000 | 6,268 | ||
Xylem Inc. | 2.250% | 1/30/31 | 4,275 | 4,496 | ||
Xylem Inc. | 4.375% | 11/1/46 | 4,180 | 5,105 | ||
5,114,637 | ||||||
Materials (0.9%) | ||||||
Air Products and Chemicals Inc. | 3.000% | 11/3/21 | 9,710 | 9,923 | ||
Air Products and Chemicals Inc. | 2.750% | 2/3/23 | 75 | 79 | ||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 11,545 | 12,580 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 5,000 | 5,294 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 8,150 | 8,661 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 8,207 | 8,762 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 14,250 | 15,572 | ||
Albemarle Corp. | 4.150% | 12/1/24 | 6,265 | 6,953 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 3,240 | 3,872 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 4,450 | 5,296 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 6,481 | 6,942 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 3,160 | 3,896 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 8,200 | 8,777 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 1,050 | 1,427 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 9,227 | 12,627 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 12,470 | 17,713 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 10,564 | 15,269 | ||
3 | Bemis Co. Inc. | 4.500% | 10/15/21 | 2,597 | 2,652 | |
3 | Bemis Co. Inc. | 3.100% | 9/15/26 | 2,450 | 2,646 | |
Bemis Co. Inc. | 2.630% | 6/19/30 | 4,500 | 4,866 | ||
3,7 | Berry Global Inc. | 1.570% | 1/15/26 | 8,000 | 8,060 | |
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 12,690 | 13,054 | ||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 7,475 | 8,159 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 100 | 127 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 8,290 | 10,764 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 31,140 | 45,530 | ||
Cabot Corp. | 3.700% | 7/15/22 | 400 | 414 | ||
Cabot Corp. | 4.000% | 7/1/29 | 2,800 | 3,015 | ||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 1,605 | 1,682 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,623 | 3,962 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 3,050 | 3,461 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 10,955 | 11,684 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 5,866 | 6,498 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 8,500 | 10,212 | ||
CRH America Inc. | 5.750% | 1/15/21 | 2,290 | 2,293 | ||
Dow Chemical Co. | 3.500% | 10/1/24 | 5,541 | 6,052 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 9,495 | 11,090 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 125 | 140 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 4,000 | 4,899 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 8,426 | 11,989 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 21,383 | 21,828 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 9,180 | 11,013 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 9,960 | 17,722 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 4,060 | 5,308 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 17,789 | 21,764 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 6,019 | 7,516 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 5,975 | 8,572 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 5,200 | 6,954 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 7,000 | 7,809 | ||
DuPont de Nemours Inc. | 2.169% | 5/1/23 | 10,000 | 10,132 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 24,200 | 26,712 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 14,000 | 16,343 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 20,925 | 25,599 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 15,953 | 21,549 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 20,140 | 29,073 | ||
Eagle Materials Inc. | 4.500% | 8/1/26 | 4,700 | 4,886 | ||
Eastman Chemical Co. | 3.600% | 8/15/22 | 7,095 | 7,398 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 11,142 | 12,374 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 5,150 | 6,505 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 8,926 | 11,219 | ||
Ecolab Inc. | 2.375% | 8/10/22 | 7,115 | 7,334 | ||
Ecolab Inc. | 3.250% | 1/14/23 | 2,325 | 2,449 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 3,100 | 3,440 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 4,225 | 4,778 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 6,500 | 8,285 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 5,500 | 5,440 | ||
Ecolab Inc. | 5.500% | 12/8/41 | 2,156 | 3,071 | ||
Ecolab Inc. | 3.950% | 12/1/47 | 10,346 | 13,186 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 2,500 | 2,380 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 5,165 | 5,375 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 5,000 | 5,306 | ||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 4,725 | 5,192 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 3,800 | 4,067 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 4,325 | 4,957 | ||
FMC Corp. | 3.950% | 2/1/22 | 3,000 | 3,077 | ||
FMC Corp. | 4.100% | 2/1/24 | 6,500 | 7,067 | ||
FMC Corp. | 3.450% | 10/1/29 | 11,277 | ��� 12,819 | ||
FMC Corp. | 4.500% | 10/1/49 | 4,000 | 5,183 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 8,030 | 9,837 | ||
3,7 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 3,000 | 3,010 | |
3,7 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 2,800 | 2,927 | |
Georgia-Pacific LLC | 7.375% | 12/1/25 | 2,500 | 3,260 | ||
3,7 | Georgia-Pacific LLC | 0.950% | 5/15/26 | 3,000 | 3,014 | |
Georgia-Pacific LLC | 7.250% | 6/1/28 | 1,000 | 1,357 | ||
Georgia-Pacific LLC | 7.750% | 11/15/29 | 1,750 | 2,590 | ||
3,7 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 3,000 | 3,194 | |
Georgia-Pacific LLC | 8.875% | 5/15/31 | 4,460 | 7,209 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 4,479 | 5,173 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 1,475 | 1,532 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,050 | 2,423 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 4,300 | 5,234 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 5,000 | 6,698 | ||
International Paper Co. | 3.800% | 1/15/26 | 488 | 558 | ||
International Paper Co. | 5.000% | 9/15/35 | 4,094 | 5,363 | ||
International Paper Co. | 7.300% | 11/15/39 | 3,787 | 6,038 | ||
International Paper Co. | 6.000% | 11/15/41 | 3,232 | 4,655 | ||
International Paper Co. | 4.800% | 6/15/44 | 12,873 | 17,097 | ||
International Paper Co. | 5.150% | 5/15/46 | 7,293 | 10,040 | ||
International Paper Co. | 4.400% | 8/15/47 | 11,281 | 14,576 | ||
International Paper Co. | 4.350% | 8/15/48 | 6,000 | 7,848 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 3,091 | 3,525 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 467 | 542 | ||
Linde Inc. | 2.450% | 2/15/22 | 15,971 | 16,263 | ||
Linde Inc. | 2.200% | 8/15/22 | 10,243 | 10,507 | ||
Linde Inc. | 2.650% | 2/5/25 | 3,589 | 3,871 | ||
Linde Inc. | 3.200% | 1/30/26 | 5,000 | 5,589 | ||
Linde Inc. | 1.100% | 8/10/30 | 5,500 | 5,435 | ||
Linde Inc. | 3.550% | 11/7/42 | 2,500 | 3,013 | ||
Linde Inc. | 2.000% | 8/10/50 | 5,000 | 4,648 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 420 | 648 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 7,856 | 8,523 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 9,574 | 12,406 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 7,000 | 8,756 | ||
LYB International Finance II BV | 3.500% | 3/2/27 | 11,000 | 12,264 | ||
LYB International Finance III LLC | 2.875% | 5/1/25 | 5,100 | 5,514 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 2,500 | 2,534 | ||
LYB International Finance III LLC | 3.375% | 5/1/30 | 6,615 | 7,375 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 5,100 | 5,242 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 3,900 | 4,162 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 6,460 | 7,500 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 11,060 | 12,861 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 24,018 | 25,936 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 4,500 | 4,831 | ||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 6,658 | 7,647 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 7,050 | 8,485 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 2,985 | 3,326 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 3,225 | 3,598 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 3,707 | 4,204 | ||
3 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 4,200 | 4,486 | |
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 7,450 | 8,890 | ||
Mosaic Co. | 3.750% | 11/15/21 | 3,875 | 3,946 | ||
Mosaic Co. | 3.250% | 11/15/22 | 10,450 | 10,925 | ||
Mosaic Co. | 4.250% | 11/15/23 | 12,507 | 13,652 | ||
Mosaic Co. | 4.050% | 11/15/27 | 3,260 | 3,686 | ||
Mosaic Co. | 5.450% | 11/15/33 | 1,805 | 2,244 | ||
Mosaic Co. | 4.875% | 11/15/41 | 4,945 | 5,711 | ||
Mosaic Co. | 5.625% | 11/15/43 | 4,100 | 5,300 | ||
Newmont Corp. | 3.625% | 6/9/21 | 2,145 | 2,158 | ||
Newmont Corp. | 3.700% | 3/15/23 | 2,835 | 2,966 | ||
Newmont Corp. | 2.800% | 10/1/29 | 15,830 | 17,290 | ||
Newmont Corp. | 2.250% | 10/1/30 | 19,300 | 20,290 | ||
3 | Newmont Corp. | 5.875% | 4/1/35 | 780 | 1,135 | |
Newmont Corp. | 6.250% | 10/1/39 | 6,626 | 9,996 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Newmont Corp. | 4.875% | 3/15/42 | 10,004 | 13,517 | ||
Newmont Corp. | 5.450% | 6/9/44 | 5,394 | 7,668 | ||
Nucor Corp. | 4.125% | 9/15/22 | 3,426 | 3,608 | ||
Nucor Corp. | 4.000% | 8/1/23 | 8,027 | 8,675 | ||
Nucor Corp. | 2.000% | 6/1/25 | 2,204 | 2,326 | ||
Nucor Corp. | 3.950% | 5/1/28 | 2,700 | 3,174 | ||
Nucor Corp. | 2.700% | 6/1/30 | 2,200 | 2,416 | ||
3,7 | Nucor Corp. | 2.979% | 12/15/55 | 16,037 | 16,718 | |
Nutrien Ltd. | 3.150% | 10/1/22 | 4,135 | 4,306 | ||
Nutrien Ltd. | 1.900% | 5/13/23 | 4,300 | 4,441 | ||
Nutrien Ltd. | 3.500% | 6/1/23 | 6,664 | 7,090 | ||
Nutrien Ltd. | 3.625% | 3/15/24 | 500 | 543 | ||
Nutrien Ltd. | 3.375% | 3/15/25 | 5,500 | 6,048 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,000 | 4,322 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 4,800 | 5,581 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 9,542 | 10,520 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 5,525 | 6,567 | ||
Nutrien Ltd. | 7.125% | 5/23/36 | 200 | 290 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 4,875 | 6,734 | ||
Nutrien Ltd. | 6.125% | 1/15/41 | 1,455 | 2,095 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 6,410 | 8,246 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 4,320 | 5,932 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 11,246 | 15,474 | ||
Nutrien Ltd. | 3.950% | 5/13/50 | 4,000 | 4,856 | ||
Owens Corning | 4.200% | 12/1/24 | 6,030 | 6,699 | ||
Owens Corning | 3.400% | 8/15/26 | 2,025 | 2,234 | ||
Owens Corning | 3.950% | 8/15/29 | 4,100 | 4,709 | ||
Owens Corning | 3.875% | 6/1/30 | 4,275 | 4,918 | ||
Owens Corning | 7.000% | 12/1/36 | 1,787 | 2,541 | ||
Owens Corning | 4.300% | 7/15/47 | 6,075 | 7,278 | ||
Owens Corning | 4.400% | 1/30/48 | 4,100 | 4,920 | ||
Packaging Corp. of America | 4.500% | 11/1/23 | 8,345 | 9,180 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 6,570 | 7,192 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 3,700 | 4,161 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 12,703 | 14,111 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 1,600 | 1,981 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 10,920 | 11,560 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 5,000 | 5,352 | ||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 4,225 | 4,558 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 1,500 | 1,524 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 14,511 | 14,883 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 3,229 | 4,916 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 3,935 | 5,739 | ||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 33,719 | 38,084 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 375 | 528 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 5,485 | 8,005 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 3,975 | 5,585 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 4,141 | 5,358 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 5,275 | 7,304 | ||
RPM International Inc. | 3.450% | 11/15/22 | 3,275 | 3,380 | ||
RPM International Inc. | 3.750% | 3/15/27 | 3,875 | 4,284 | ||
RPM International Inc. | 4.550% | 3/1/29 | 2,575 | 2,996 | ||
RPM International Inc. | 5.250% | 6/1/45 | 3,592 | 4,398 | ||
RPM International Inc. | 4.250% | 1/15/48 | 10,630 | 11,754 | ||
Sherwin-Williams Co. | 4.200% | 1/15/22 | 700 | 721 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 796 | 820 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 2,375 | 2,562 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 5,425 | 5,961 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 5,450 | 6,214 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 18,800 | 21,323 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 20,000 | 22,029 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 1,000 | 1,187 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 1,590 | 2,052 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 15,367 | 20,565 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 8,138 | 9,918 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 8,000 | 8,923 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 4,175 | 4,630 | ||
Sonoco Products Co. | 5.750% | 11/1/40 | 4,560 | 6,191 | ||
Southern Copper Corp. | 3.500% | 11/8/22 | 2,400 | 2,520 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 3,600 | 3,995 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 3,725 | 5,666 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 4,750 | 7,187 | ||
��� | Southern Copper Corp. | 5.250% | 11/8/42 | 17,045 | 22,817 | |
Southern Copper Corp. | 5.875% | 4/23/45 | 18,247 | 26,513 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 4,000 | 4,290 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 1,000 | 1,061 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 3,200 | 3,279 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 16,595 | 18,628 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 7,000 | 7,814 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 6,513 | 6,797 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 18,350 | 22,127 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 6,700 | 7,613 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 11,400 | 12,129 | ||
Teck Resources Ltd. | 3.900% | 7/15/30 | 1,500 | 1,671 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 10,541 | 13,583 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 4,330 | 5,420 | ||
Teck Resources Ltd. | 6.250% | 7/15/41 | 6,800 | 8,665 | ||
Vale Canada Ltd. | 7.200% | 9/15/32 | 2,712 | 3,681 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 20,860 | 25,866 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 12,400 | 13,841 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 500 | 766 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 17,119 | 25,079 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 13,015 | 19,327 | ||
Vale SA | 5.625% | 9/11/42 | 4,597 | 6,154 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 2,750 | 3,138 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 7,954 | 9,100 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 9,737 | 12,026 | ||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 2,804 | 3,148 | ||
Westlake Chemical Corp. | 3.375% | 6/15/30 | 3,000 | 3,289 | ||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 13,210 | 17,121 | ||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 375 | 439 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 5,804 | 8,244 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 3,000 | 4,248 | ||
WestRock RKT LLC | 4.900% | 3/1/22 | 1,950 | 2,049 | ||
WestRock RKT LLC | 4.000% | 3/1/23 | 2,865 | 3,046 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 2,620 | 2,817 | ||
WRKCo Inc. | 3.750% | 3/15/25 | 4,789 | 5,337 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 10,545 | 12,408 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 9,950 | 11,101 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 5,375 | 6,206 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
WRKCo Inc. | 3.900% | 6/1/28 | 2,300 | 2,664 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 7,040 | 8,687 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 4,550 | 5,490 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 4,000 | 4,382 | ||
2,011,891 | ||||||
Technology (2.4%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 8,000 | 9,092 | ||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 1,700 | 1,922 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 3,800 | 3,728 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 3,880 | 5,054 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 13,100 | 12,669 | ||
Adobe Inc. | 1.700% | 2/1/23 | 8,200 | 8,434 | ||
Adobe Inc. | 1.900% | 2/1/25 | 4,043 | 4,274 | ||
Adobe Inc. | 3.250% | 2/1/25 | 10,958 | 12,080 | ||
Adobe Inc. | 2.150% | 2/1/27 | 10,800 | 11,618 | ||
Adobe Inc. | 2.300% | 2/1/30 | 15,500 | 16,722 | ||
Altera Corp. | 4.100% | 11/15/23 | 6,100 | 6,722 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 6,000 | 6,290 | ||
Analog Devices Inc. | 2.500% | 12/5/21 | 6,025 | 6,134 | ||
Analog Devices Inc. | 2.875% | 6/1/23 | 6,700 | 7,050 | ||
Analog Devices Inc. | 3.125% | 12/5/23 | 7,475 | 8,044 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 3,050 | 3,321 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 5,965 | 6,773 | ||
Analog Devices Inc. | 5.300% | 12/15/45 | 1,140 | 1,579 | ||
Apple Inc. | 2.150% | 2/9/22 | 11,515 | 11,754 | ||
Apple Inc. | 2.500% | 2/9/22 | 22,935 | 23,467 | ||
Apple Inc. | 2.300% | 5/11/22 | 6,280 | 6,442 | ||
Apple Inc. | 2.700% | 5/13/22 | 20,755 | 21,444 | ||
Apple Inc. | 2.850% | 2/23/23 | 19,217 | 20,169 | ||
Apple Inc. | 2.400% | 5/3/23 | 49,823 | 52,236 | ||
Apple Inc. | 0.750% | 5/11/23 | 17,425 | 17,641 | ||
Apple Inc. | 3.000% | 2/9/24 | 15,735 | 16,925 | ||
Apple Inc. | 3.450% | 5/6/24 | 9,375 | 10,320 | ||
Apple Inc. | 2.850% | 5/11/24 | 24,251 | 26,143 | ||
Apple Inc. | 1.800% | 9/11/24 | 3,000 | 3,150 | ||
Apple Inc. | 2.750% | 1/13/25 | 15,698 | 17,005 | ||
Apple Inc. | 2.500% | 2/9/25 | 17,788 | 19,215 | ||
Apple Inc. | 1.125% | 5/11/25 | 26,505 | 27,216 | ||
Apple Inc. | 3.200% | 5/13/25 | 10,925 | 12,187 | ||
Apple Inc. | 0.550% | 8/20/25 | 11,000 | 11,033 | ||
Apple Inc. | 3.250% | 2/23/26 | 62,101 | 69,691 | ||
Apple Inc. | 2.450% | 8/4/26 | 24,982 | 27,226 | ||
Apple Inc. | 2.050% | 9/11/26 | 9,086 | 9,705 | ||
Apple Inc. | 3.350% | 2/9/27 | 23,601 | 26,848 | ||
Apple Inc. | 3.200% | 5/11/27 | 31,000 | 35,078 | ||
Apple Inc. | 2.900% | 9/12/27 | 26,855 | 30,040 | ||
Apple Inc. | 2.200% | 9/11/29 | 12,580 | 13,556 | ||
Apple Inc. | 1.650% | 5/11/30 | 26,000 | 26,678 | ||
Apple Inc. | 1.250% | 8/20/30 | 11,000 | 10,985 | ||
Apple Inc. | 4.500% | 2/23/36 | 9,180 | 12,321 | ||
Apple Inc. | 3.850% | 5/4/43 | 26,963 | 34,212 | ||
Apple Inc. | 4.450% | 5/6/44 | 6,675 | 9,147 | ||
Apple Inc. | 3.450% | 2/9/45 | 22,303 | 26,920 | ||
Apple Inc. | 4.375% | 5/13/45 | 16,735 | 22,896 | ||
Apple Inc. | 4.650% | 2/23/46 | 34,300 | 49,207 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Apple Inc. | 3.850% | 8/4/46 | 18,680 | 24,030 | ||
Apple Inc. | 4.250% | 2/9/47 | 12,676 | 17,252 | ||
Apple Inc. | 3.750% | 9/12/47 | 11,324 | 14,140 | ||
Apple Inc. | 3.750% | 11/13/47 | 12,160 | 15,339 | ||
Apple Inc. | 2.950% | 9/11/49 | 16,668 | 18,548 | ||
Apple Inc. | 2.650% | 5/11/50 | 27,820 | 29,419 | ||
Apple Inc. | 2.400% | 8/20/50 | 12,653 | 12,930 | ||
Apple Inc. | 2.550% | 8/20/60 | 16,802 | 17,199 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 17,905 | 20,482 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 9,200 | 10,459 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 6,080 | 6,292 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 6,475 | 8,983 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 5,905 | 9,292 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 11,000 | 15,196 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 8,117 | 8,816 | ||
Arrow Electronics Inc. | 3.500% | 4/1/22 | 2,500 | 2,571 | ||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 3,350 | 3,591 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 7,444 | 8,020 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 3,070 | 3,361 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 3,525 | 3,973 | ||
Autodesk Inc. | 3.600% | 12/15/22 | 825 | 867 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 4,600 | 5,254 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 4,150 | 4,682 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 5,300 | 5,874 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 8,850 | 9,962 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 8,300 | 8,194 | ||
Avnet Inc. | 3.750% | 12/1/21 | 2,025 | 2,072 | ||
Avnet Inc. | 4.875% | 12/1/22 | 3,845 | 4,102 | ||
Avnet Inc. | 4.625% | 4/15/26 | 4,625 | 5,229 | ||
Broadcom Corp. | 3.000% | 1/15/22 | 2,000 | 2,045 | ||
Broadcom Corp. | 2.650% | 1/15/23 | 15,700 | 16,323 | ||
Broadcom Corp. | 3.625% | 1/15/24 | 30,790 | 33,257 | ||
Broadcom Corp. | 3.125% | 1/15/25 | 17,100 | 18,452 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 39,704 | 44,623 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 8,600 | 9,464 | ||
Broadcom Inc. | 3.125% | 10/15/22 | 13,100 | 13,679 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 8,100 | 8,450 | ||
Broadcom Inc. | 3.625% | 10/15/24 | 12,216 | 13,412 | ||
Broadcom Inc. | 4.700% | 4/15/25 | 15,000 | 17,179 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 19,800 | 21,620 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 23,200 | 26,408 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 28,778 | 31,838 | ||
Broadcom Inc. | 4.110% | 9/15/28 | 23,382 | 26,625 | ||
Broadcom Inc. | 4.750% | 4/15/29 | 23,480 | 28,034 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 24,000 | 29,062 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 24,000 | 27,740 | ||
Broadcom Inc. | 4.300% | 11/15/32 | 19,000 | 22,406 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 2,725 | 3,069 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 4,200 | 4,608 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 3,263 | 3,662 | ||
Cisco Systems Inc. | 2.600% | 2/28/23 | 11,250 | 11,808 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 5,000 | 5,236 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 8,482 | 9,324 | ||
Cisco Systems Inc. | 3.500% | 6/15/25 | 4,271 | 4,831 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 10,105 | 11,254 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cisco Systems Inc. | 2.500% | 9/20/26 | 3,240 | 3,550 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 7,866 | 12,102 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 20,242 | 30,301 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 3,250 | 3,803 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 5,650 | 6,224 | ||
Corning Inc. | 2.900% | 5/15/22 | 4,675 | 4,807 | ||
Corning Inc. | 4.700% | 3/15/37 | 4,475 | 5,368 | ||
Corning Inc. | 5.750% | 8/15/40 | 7,460 | 9,993 | ||
Corning Inc. | 4.750% | 3/15/42 | 2,195 | 2,782 | ||
Corning Inc. | 4.375% | 11/15/57 | 5,750 | 7,096 | ||
Corning Inc. | 5.850% | 11/15/68 | 2,500 | 3,629 | ||
Corning Inc. | 5.450% | 11/15/79 | 9,900 | 13,499 | ||
3,7 | Dell International LLC | 5.450% | 6/15/23 | 30,700 | 33,898 | |
3,7 | Dell International LLC | 4.000% | 7/15/24 | 5,000 | 5,497 | |
3,7 | Dell International LLC | 5.850% | 7/15/25 | 9,000 | 10,814 | |
3,7 | Dell International LLC | 6.020% | 6/15/26 | 42,223 | 51,445 | |
3,7 | Dell International LLC | 4.900% | 10/1/26 | 22,585 | 26,685 | |
3,7 | Dell International LLC | 6.100% | 7/15/27 | 4,000 | 4,956 | |
3,7 | Dell International LLC | 5.300% | 10/1/29 | 16,333 | 19,995 | |
3,7 | Dell International LLC | 6.200% | 7/15/30 | 7,955 | 10,336 | |
3,7 | Dell International LLC | 8.100% | 7/15/36 | 19,600 | 28,820 | |
3,7 | Dell International LLC | 8.350% | 7/15/46 | 19,736 | 29,856 | |
DXC Technology Co. | 4.000% | 4/15/23 | 4,000 | 4,263 | ||
DXC Technology Co. | 4.250% | 4/15/24 | 9,375 | 10,238 | ||
DXC Technology Co. | 4.125% | 4/15/25 | 14,217 | 15,692 | ||
DXC Technology Co. | 4.750% | 4/15/27 | 2,170 | 2,471 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 3,090 | 3,675 | ||
Equifax Inc. | 3.950% | 6/15/23 | 2,000 | 2,159 | ||
Equifax Inc. | 2.600% | 12/1/24 | 2,250 | 2,407 | ||
Equifax Inc. | 2.600% | 12/15/25 | 6,037 | 6,521 | ||
Equifax Inc. | 3.100% | 5/15/30 | 6,310 | 7,004 | ||
Flex Ltd. | 5.000% | 2/15/23 | 2,730 | 2,955 | ||
Flex Ltd. | 4.750% | 6/15/25 | 75 | 85 | ||
Flex Ltd. | 3.750% | 2/1/26 | 6,000 | 6,709 | ||
Flex Ltd. | 4.875% | 6/15/29 | 6,500 | 7,692 | ||
Flex Ltd. | 4.875% | 5/12/30 | 4,000 | 4,804 | ||
FLIR Systems Inc. | 2.500% | 8/1/30 | 4,500 | 4,716 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 3,475 | 3,867 | ||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 18,100 | 19,216 | ||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 2,000 | 2,077 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 11,255 | 12,387 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 7,867 | 8,074 | ||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 8,450 | 9,578 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 18,954 | 22,191 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 8,160 | 8,458 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 9,459 | 12,198 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 15,701 | 20,730 | ||
HP Inc. | 2.200% | 6/17/25 | 14,000 | 14,820 | ||
HP Inc. | 3.000% | 6/17/27 | 21,110 | 23,284 | ||
HP Inc. | 3.400% | 6/17/30 | 16,000 | 17,732 | ||
HP Inc. | 6.000% | 9/15/41 | 12,970 | 16,835 | ||
IBM Credit LLC | 2.200% | 9/8/22 | 6,500 | 6,708 | ||
IBM Credit LLC | 3.000% | 2/6/23 | 6,875 | 7,251 | ||
IHS Markit Ltd. | 3.625% | 5/1/24 | 7,000 | 7,630 | ||
IHS Markit Ltd. | 4.750% | 8/1/28 | 8,865 | 10,893 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
IHS Markit Ltd. | 4.250% | 5/1/29 | 4,200 | 5,056 | ||
Intel Corp. | 2.350% | 5/11/22 | 5,000 | 5,129 | ||
Intel Corp. | 3.100% | 7/29/22 | 6,100 | 6,371 | ||
Intel Corp. | 2.700% | 12/15/22 | 19,982 | 20,921 | ||
Intel Corp. | 2.875% | 5/11/24 | 16,781 | 18,065 | ||
Intel Corp. | 3.400% | 3/25/25 | 17,620 | 19,529 | ||
Intel Corp. | 3.700% | 7/29/25 | 23,775 | 26,801 | ||
Intel Corp. | 2.600% | 5/19/26 | 11,340 | 12,369 | ||
Intel Corp. | 3.750% | 3/25/27 | 14,400 | 16,671 | ||
Intel Corp. | 2.450% | 11/15/29 | 25,500 | 27,505 | ||
Intel Corp. | 3.900% | 3/25/30 | 22,005 | 26,345 | ||
Intel Corp. | 4.000% | 12/15/32 | 6,700 | 8,265 | ||
Intel Corp. | 4.600% | 3/25/40 | 8,000 | 10,515 | ||
Intel Corp. | 4.800% | 10/1/41 | 7,072 | 9,621 | ||
Intel Corp. | 4.100% | 5/19/46 | 13,225 | 16,850 | ||
Intel Corp. | 4.100% | 5/11/47 | 11,100 | 14,150 | ||
Intel Corp. | 3.734% | 12/8/47 | 17,550 | 21,023 | ||
Intel Corp. | 3.250% | 11/15/49 | 16,650 | 18,595 | ||
Intel Corp. | 4.750% | 3/25/50 | 22,759 | 31,732 | ||
Intel Corp. | 3.100% | 2/15/60 | 8,500 | 9,197 | ||
Intel Corp. | 4.950% | 3/25/60 | 8,930 | 13,173 | ||
International Business Machines Corp. | 2.500% | 1/27/22 | 6,575 | 6,736 | ||
International Business Machines Corp. | 2.850% | 5/13/22 | 27,680 | 28,662 | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 7,485 | 7,678 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 33,085 | 34,691 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 14,075 | 15,182 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 18,338 | 20,081 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 25,100 | 27,130 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 7,850 | 10,166 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 12,464 | 14,071 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 37,800 | 42,659 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 15,092 | 15,668 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 1,975 | 2,578 | ||
International Business Machines Corp. | 6.500% | 1/15/28 | 50 | 66 | ||
�� | International Business Machines Corp. | 3.500% | 5/15/29 | 29,255 | 33,838 | |
International Business Machines Corp. | 1.950% | 5/15/30 | 18,600 | 19,125 | ||
International Business Machines Corp. | 5.875% | 11/29/32 | 6,075 | 8,713 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 17,200 | 21,709 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 6,623 | 9,672 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 12,710 | 13,537 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 9,000 | 11,120 | ||
International Business Machines Corp. | 4.700% | 2/19/46 | 1,200 | 1,646 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 26,740 | 34,847 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 16,790 | 17,891 | ||
Intuit Inc. | 0.650% | 7/15/23 | 2,000 | 2,015 | ||
Intuit Inc. | 0.950% | 7/15/25 | 4,500 | 4,559 | ||
Intuit Inc. | 1.350% | 7/15/27 | 4,500 | 4,600 | ||
Intuit Inc. | 1.650% | 7/15/30 | 4,500 | 4,618 | ||
Jabil Inc. | 4.700% | 9/15/22 | 1,500 | 1,602 | ||
Jabil Inc. | 3.950% | 1/12/28 | 6,000 | 6,776 | ||
Jabil Inc. | 3.600% | 1/15/30 | 4,000 | 4,450 | ||
Jabil Inc. | 3.000% | 1/15/31 | 5,500 | 5,849 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 2,475 | 2,504 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 9,000 | 10,294 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 3,600 | 3,547 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Juniper Networks Inc. | 5.950% | 3/15/41 | 3,605 | 4,709 | ||
KLA Corp. | 4.650% | 11/1/24 | 10,775 | 12,254 | ||
KLA Corp. | 4.100% | 3/15/29 | 11,041 | 13,203 | ||
KLA Corp. | 5.000% | 3/15/49 | 4,325 | 6,017 | ||
KLA Corp. | 3.300% | 3/1/50 | 3,025 | 3,375 | ||
Lam Research Corp. | 3.800% | 3/15/25 | 4,901 | 5,487 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 11,500 | 13,158 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 10,425 | 12,453 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 6,884 | 7,139 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 5,850 | 8,475 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 8,000 | 8,604 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 4,900 | 5,446 | ||
3,7 | Leidos Inc. | 2.950% | 5/15/23 | 6,000 | 6,323 | |
3,7 | Leidos Inc. | 3.625% | 5/15/25 | 6,800 | 7,607 | |
3,7 | Leidos Inc. | 4.375% | 5/15/30 | 6,500 | 7,767 | |
3,7 | Leidos Inc. | 2.300% | 2/15/31 | 9,000 | 9,178 | |
Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 4,950 | 5,358 | ||
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 3,758 | 4,425 | ||
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 4,275 | 4,503 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 625 | 700 | ||
Microchip Technology Inc. | 4.333% | 6/1/23 | 5,000 | 5,410 | ||
Micron Technology Inc. | 2.497% | 4/24/23 | 5,414 | 5,647 | ||
Micron Technology Inc. | 4.640% | 2/6/24 | 3,000 | 3,334 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,350 | 5,128 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 8,000 | 9,490 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 5,950 | 7,423 | ||
Microsoft Corp. | 2.400% | 2/6/22 | 25,959 | 26,529 | ||
Microsoft Corp. | 2.375% | 2/12/22 | 12,700 | 12,981 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 30,986 | 32,253 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 18,050 | 18,831 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 21,229 | 22,795 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 6,425 | 6,963 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 32,450 | 36,259 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 36,960 | 40,253 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 36,326 | 41,331 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 16,825 | 20,637 | ||
Microsoft Corp. | 4.200% | 11/3/35 | 10,835 | 14,228 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 20,069 | 24,712 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 24,145 | 31,473 | ||
Microsoft Corp. | 3.500% | 11/15/42 | 20,195 | 24,634 | ||
Microsoft Corp. | 3.750% | 2/12/45 | 400 | 514 | ||
Microsoft Corp. | 4.450% | 11/3/45 | 17,643 | 25,050 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 57,233 | 72,175 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 71,859 | 75,489 | ||
Microsoft Corp. | 4.000% | 2/12/55 | 12,659 | 17,367 | ||
Microsoft Corp. | 3.950% | 8/8/56 | 24,763 | 33,434 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 34,822 | 37,605 | ||
Moody's Corp. | 4.500% | 9/1/22 | 4,908 | 5,187 | ||
Moody's Corp. | 4.875% | 2/15/24 | 8,339 | 9,325 | ||
Moody's Corp. | 3.750% | 3/24/25 | 6,000 | 6,728 | ||
Moody's Corp. | 3.250% | 1/15/28 | 5,500 | 6,178 | ||
Moody's Corp. | 5.250% | 7/15/44 | 5,515 | 7,613 | ||
Moody's Corp. | 3.250% | 5/20/50 | 2,625 | 2,868 | ||
Moody's Corp. | 2.550% | 8/18/60 | 4,200 | 3,929 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 5,094 | 5,689 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 6,000 | 7,229 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 6,000 | 7,198 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 8,500 | 8,634 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 2,995 | 3,809 | ||
NetApp Inc. | 3.300% | 9/29/24 | 4,475 | 4,866 | ||
NetApp Inc. | 1.875% | 6/22/25 | 4,000 | 4,175 | ||
NetApp Inc. | 2.375% | 6/22/27 | 4,000 | 4,268 | ||
NetApp Inc. | 2.700% | 6/22/30 | 7,976 | 8,559 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 8,080 | 9,129 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 14,018 | 15,682 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 30,000 | 35,962 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 23,685 | 28,573 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 8,507 | 10,784 | ||
3,7 | NXP BV | 4.875% | 3/1/24 | 9,250 | 10,419 | |
3,7 | NXP BV | 5.350% | 3/1/26 | 3,500 | 4,218 | |
3,7 | NXP BV | 3.875% | 6/18/26 | 2,000 | 2,289 | |
3,7 | NXP BV | 3.150% | 5/1/27 | 6,000 | 6,607 | |
3,7 | NXP BV | 5.550% | 12/1/28 | 2,000 | 2,545 | |
3,7 | NXP BV | 4.300% | 6/18/29 | 18,000 | 21,454 | |
3,7 | NXP BV | 3.400% | 5/1/30 | 11,240 | 12,729 | |
Oracle Corp. | 2.500% | 5/15/22 | 9,350 | 9,604 | ||
Oracle Corp. | 2.500% | 10/15/22 | 22,810 | 23,706 | ||
Oracle Corp. | 2.625% | 2/15/23 | 8,200 | 8,586 | ||
Oracle Corp. | 2.400% | 9/15/23 | 25,208 | 26,484 | ||
Oracle Corp. | 3.400% | 7/8/24 | 18,599 | 20,315 | ||
Oracle Corp. | 2.950% | 11/15/24 | 32,430 | 35,185 | ||
Oracle Corp. | 2.500% | 4/1/25 | 35,810 | 38,463 | ||
Oracle Corp. | 2.950% | 5/15/25 | 16,357 | 17,889 | ||
Oracle Corp. | 2.650% | 7/15/26 | 38,460 | 42,042 | ||
Oracle Corp. | 2.800% | 4/1/27 | 31,890 | 35,067 | ||
Oracle Corp. | 3.250% | 11/15/27 | 10,000 | 11,398 | ||
Oracle Corp. | 2.950% | 4/1/30 | 36,865 | 41,102 | ||
Oracle Corp. | 4.300% | 7/8/34 | 20,283 | 25,505 | ||
Oracle Corp. | 3.900% | 5/15/35 | 13,600 | 16,596 | ||
Oracle Corp. | 3.850% | 7/15/36 | 16,490 | 19,824 | ||
Oracle Corp. | 3.800% | 11/15/37 | 10,000 | 11,970 | ||
Oracle Corp. | 6.125% | 7/8/39 | 5,000 | 7,680 | ||
Oracle Corp. | 3.600% | 4/1/40 | 39,120 | 45,768 | ||
Oracle Corp. | 5.375% | 7/15/40 | 22,757 | 32,481 | ||
Oracle Corp. | 4.500% | 7/8/44 | 9,527 | 12,384 | ||
Oracle Corp. | 4.125% | 5/15/45 | 17,375 | 21,440 | ||
Oracle Corp. | 4.000% | 7/15/46 | 31,436 | 38,458 | ||
Oracle Corp. | 4.000% | 11/15/47 | 21,765 | 26,737 | ||
Oracle Corp. | 3.600% | 4/1/50 | 45,300 | 52,744 | ||
Oracle Corp. | 4.375% | 5/15/55 | 11,325 | 14,874 | ||
Oracle Corp. | 3.850% | 4/1/60 | 36,140 | 44,034 | ||
QUALCOMM Inc. | 3.000% | 5/20/22 | 6,730 | 6,972 | ||
QUALCOMM Inc. | 2.600% | 1/30/23 | 7,747 | 8,105 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 9,707 | 10,435 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 9,042 | 10,069 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 12,500 | 14,158 | ||
3,7 | QUALCOMM Inc. | 1.300% | 5/20/28 | 19,868 | 19,967 | |
QUALCOMM Inc. | 2.150% | 5/20/30 | 14,485 | 15,310 | ||
3,7 | QUALCOMM Inc. | 1.650% | 5/20/32 | 17,048 | 17,019 | |
QUALCOMM Inc. | 4.650% | 5/20/35 | 9,700 | 12,934 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
QUALCOMM Inc. | 4.800% | 5/20/45 | 12,870 | 18,146 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 14,210 | 19,243 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 6,840 | 7,924 | ||
RELX Capital Inc. | 3.500% | 3/16/23 | 6,300 | 6,705 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 5,350 | 6,337 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 5,398 | 5,998 | ||
S&P Global Inc. | 4.000% | 6/15/25 | 6,225 | 7,075 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 5,300 | 5,770 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 7,400 | 7,335 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 6,500 | ��7,577 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 9,950 | 9,398 | ||
salesforce.com Inc. | 3.250% | 4/11/23 | 9,927 | 10,556 | ||
salesforce.com Inc. | 3.700% | 4/11/28 | 12,050 | 14,175 | ||
3,7 | Seagate HDD Cayman | 4.091% | 6/1/29 | 600 | 641 | |
Seagate HDD Cayman | 5.750% | 12/1/34 | 2,300 | 2,697 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 12,500 | 12,175 | ||
Texas Instruments Inc. | 1.850% | 5/15/22 | 4,400 | 4,488 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 4,297 | 4,587 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 7,863 | 8,129 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 7,497 | 8,364 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 9,329 | 10,018 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 6,300 | 6,483 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 11,500 | 14,345 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 15,083 | 20,074 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 4,515 | 4,948 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 5,310 | 5,943 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 3,075 | 4,088 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 4,111 | 5,682 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 2,750 | 3,699 | ||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 8,500 | 8,962 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 6,250 | 7,069 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 7,090 | 8,471 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 4,300 | 6,091 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 5,000 | 5,793 | ||
VMware Inc. | 2.950% | 8/21/22 | 17,040 | 17,677 | ||
VMware Inc. | 4.500% | 5/15/25 | 10,654 | 12,157 | ||
VMware Inc. | 4.650% | 5/15/27 | 7,000 | 8,196 | ||
VMware Inc. | 3.900% | 8/21/27 | 27,579 | 31,113 | ||
VMware Inc. | 4.700% | 5/15/30 | 11,254 | 13,531 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 6,483 | 6,975 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 6,300 | 6,571 | ||
5,215,123 | ||||||
Utilities (2.4%) | ||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 2,400 | 2,477 | ||
AEP Texas Inc. | 3.950% | 6/1/28 | 9,350 | 10,984 | ||
3 | AEP Texas Inc. | 2.100% | 7/1/30 | 3,132 | 3,270 | |
AEP Texas Inc. | 3.800% | 10/1/47 | 3,000 | 3,539 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 4,071 | 5,117 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 4,150 | 5,034 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 4,350 | 5,758 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 3,925 | 4,789 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 3,985 | 4,400 | ||
3 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 5,750 | 6,946 | |
3,7 | AES Corp. | 1.375% | 1/15/26 | 9,400 | 9,464 | |
3,7 | AES Corp. | 2.450% | 1/15/31 | 9,300 | 9,416 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Alabama Power Co. | 2.450% | 3/30/22 | 9,500 | 9,722 | |
3 | Alabama Power Co. | 3.550% | 12/1/23 | 8,800 | 9,577 | |
3 | Alabama Power Co. | 1.450% | 9/15/30 | 12,800 | 12,873 | |
Alabama Power Co. | 6.125% | 5/15/38 | 1,900 | 2,846 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 3,124 | 4,634 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 1,850 | 2,260 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 4,900 | 6,195 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 6,825 | 8,198 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 4,950 | 6,514 | ||
3 | Alabama Power Co. | 3.700% | 12/1/47 | 4,475 | 5,466 | |
Alabama Power Co. | 3.450% | 10/1/49 | 12,300 | 14,508 | ||
Ameren Corp. | 2.500% | 9/15/24 | 2,000 | 2,124 | ||
Ameren Corp. | 3.650% | 2/15/26 | 2,775 | 3,129 | ||
Ameren Corp. | 3.500% | 1/15/31 | 10,387 | 11,932 | ||
Ameren Illinois Co. | 2.700% | 9/1/22 | 3,170 | 3,276 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,065 | 2,266 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 4,875 | 5,673 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 5,000 | 5,020 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 775 | 979 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 5,325 | 6,493 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 3,950 | 5,400 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 3,155 | 3,610 | ||
3 | American Electric Power Co. Inc. | 3.650% | 12/1/21 | 3,000 | 3,090 | |
3 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 2,000 | 2,006 | |
3 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 2,000 | 2,024 | |
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 2,925 | 3,264 | ||
3 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 6,229 | 7,410 | |
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 5,425 | 5,664 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 3,550 | 3,818 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 5,075 | 5,545 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 4,500 | 4,973 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 11,000 | 12,124 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 7,120 | 8,158 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 3,000 | 3,309 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 6,820 | 10,527 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 1,000 | 1,311 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 1,025 | 1,321 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 1,025 | 1,277 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 9,825 | 11,964 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 10,500 | 13,697 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 4,800 | 6,292 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 5,000 | 5,931 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 2,500 | 2,773 | ||
Appalachian Power Co. | 7.000% | 4/1/38 | 1,880 | 2,884 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 7,595 | 9,479 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 2,625 | 3,346 | ||
3 | Appalachian Power Co. | 4.500% | 3/1/49 | 9,420 | 12,431 | |
3 | Appalachian Power Co. | 3.700% | 5/1/50 | 9,150 | 11,003 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 4,265 | 4,678 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 5,300 | 5,810 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 3,000 | 3,276 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 1,505 | 2,049 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 4,875 | 6,267 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 3,600 | 4,621 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 8,250 | 10,082 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Arizona Public Service Co. | 4.200% | 8/15/48 | 2,000 | 2,576 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 3,590 | 4,200 | ||
Arizona Public Service Co. | 2.650% | 9/15/50 | 2,000 | 2,090 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 5,800 | 6,423 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 1,500 | 1,644 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 5,500 | 5,502 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 4,110 | 5,904 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 3,435 | 4,287 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 3,000 | 3,767 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 7,938 | 10,211 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 3,570 | 4,141 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 5,495 | 5,988 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 6,900 | 7,910 | ||
Avista Corp. | 4.350% | 6/1/48 | 3,200 | 4,055 | ||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 4,825 | 4,914 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 3,150 | 3,358 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 8,600 | 9,293 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 1,551 | 2,359 | ||
3 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 3,450 | 4,226 | |
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 4,600 | 4,956 | ||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 6,775 | 7,097 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 7,161 | 7,768 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 7,975 | 8,770 | ||
3,7 | Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 16,582 | 18,805 | |
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 775 | 881 | ||
3,7 | Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 22,700 | 26,795 | |
3,7 | Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 19,498 | 19,470 | |
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 14,300 | 21,065 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 3,292 | 4,755 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 6,375 | 8,740 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 4,475 | 5,648 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 7,248 | 8,634 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 4,006 | 5,331 | ||
3,7 | Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 25,738 | 32,899 | |
3,7 | Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 19,545 | 20,083 | |
Black Hills Corp. | 3.950% | 1/15/26 | 4,300 | 4,843 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 3,375 | 3,664 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 2,905 | 3,167 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 4,745 | 5,728 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 3,200 | 3,929 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 1,865 | 2,180 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 700 | 718 | ||
3 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 9,900 | 10,690 | |
3 | CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 200 | 220 | |
3 | CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 100 | 148 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 4,950 | 5,792 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 450 | 594 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 3,775 | 4,826 | ||
3 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 3,050 | 4,048 | |
3 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 4,700 | 5,105 | |
CenterPoint Energy Inc. | 3.600% | 11/1/21 | 2,400 | 2,463 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 8,525 | 8,809 | ||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 11,850 | 12,945 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 2,500 | 2,658 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 3,700 | 4,375 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 7,230 | 7,858 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 2,075 | 2,388 | ||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 2,500 | 2,666 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 7,040 | 8,218 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 3,000 | 3,020 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 2,775 | 3,863 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 300 | 367 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,100 | 6,705 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 2,975 | 3,483 | ||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 2,275 | 2,619 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 4,539 | 5,529 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 1,975 | 2,175 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 2,975 | 3,349 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 8,205 | 10,831 | ||
3 | CMS Energy Corp. | 4.750% | 6/1/50 | 4,100 | 4,623 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 2,000 | 2,043 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 2,625 | 2,871 | ||
3 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 3,075 | 3,408 | |
Commonwealth Edison Co. | 3.700% | 8/15/28 | 11,173 | 12,912 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 4,020 | 5,798 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 3,770 | 5,773 | ||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 7,761 | 9,313 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 2,500 | 3,295 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 4,650 | 5,465 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 6,495 | 8,432 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 6,595 | 7,788 | ||
3 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 6,000 | 7,208 | |
Commonwealth Edison Co. | 4.000% | 3/1/49 | 10,274 | 13,046 | ||
3 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 7,525 | 8,461 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 12,000 | 13,090 | ||
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 10,748 | 11,164 | ||
3 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 3,700 | 3,717 | |
3 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 5,200 | 5,834 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 5,430 | 7,043 | ||
3 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 2,650 | 3,419 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 8,355 | 10,814 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 3,175 | 3,543 | |
3 | Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 8,500 | 9,728 | |
3 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 2,050 | 2,692 | |
3 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 9,765 | 13,524 | |
3 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,728 | 2,477 | |
3 | Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 810 | 1,174 | |
3 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 525 | 801 | |
3 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 8,525 | 11,648 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 5,535 | 7,703 | ||
3 | Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 118 | 143 | |
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 5,548 | 6,526 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 11,646 | 14,563 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 3,232 | 4,168 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 7,500 | 8,707 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 15,025 | 17,698 | |
3 | Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 2,175 | 2,680 | |
3 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 8,025 | 9,775 | |
3 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 7,430 | 9,322 | |
3 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 2,800 | 3,446 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 6,875 | 9,021 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 1,500 | 1,734 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | 11,000 | 11,190 | |
3 | Consolidated Edison Inc. | 0.650% | 12/1/23 | 6,000 | 6,007 | |
Consumers Energy Co. | 0.350% | 6/1/23 | 5,000 | 5,006 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 925 | 991 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 3,000 | 3,523 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 13,680 | 17,180 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 3,275 | 3,720 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 2,950 | 3,772 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 5,500 | 7,201 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 2,400 | 3,308 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 5,350 | 6,127 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 14,200 | 17,513 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 5,300 | 5,318 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 2,175 | 2,351 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 5,425 | 6,740 | ||
3 | Dominion Energy Inc. | 2.750% | 1/15/22 | 3,825 | 3,912 | |
3 | Dominion Energy Inc. | 2.750% | 9/15/22 | 450 | 465 | |
Dominion Energy Inc. | 3.071% | 8/15/24 | 2,100 | 2,262 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 3,550 | 4,054 | ||
3 | Dominion Energy Inc. | 2.850% | 8/15/26 | 9,650 | 10,620 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 2,494 | 2,974 | ||
3 | Dominion Energy Inc. | 3.375% | 4/1/30 | 21,424 | 24,349 | |
3 | Dominion Energy Inc. | 6.300% | 3/15/33 | 2,675 | 3,794 | |
3 | Dominion Energy Inc. | 5.950% | 6/15/35 | 7,360 | 10,283 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 3,600 | 5,477 | ||
3 | Dominion Energy Inc. | 4.900% | 8/1/41 | 10,135 | 13,229 | |
3 | Dominion Energy Inc. | 4.050% | 9/15/42 | 4,989 | 5,970 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 3,375 | 4,400 | ||
3 | Dominion Energy Inc. | 4.600% | 3/15/49 | 8,100 | 10,791 | |
3 | Dominion Energy Inc. | 5.750% | 10/1/54 | 625 | 694 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 2,525 | 3,637 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 7,692 | 11,387 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,525 | 2,184 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 6,458 | 8,650 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 4,550 | 7,206 | ||
DTE Electric Co. | 3.650% | 3/15/24 | 5,485 | 5,964 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 166 | ||
DTE Electric Co. | 2.250% | 3/1/30 | 6,800 | 7,291 | ||
3 | DTE Electric Co. | 2.625% | 3/1/31 | 7,985 | 8,776 | |
3 | DTE Electric Co. | 4.000% | 4/1/43 | 1,971 | 2,440 | |
DTE Electric Co. | 3.700% | 3/15/45 | 5,750 | 6,937 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 6,927 | 8,587 | ||
DTE Electric Co. | 3.950% | 3/1/49 | 8,800 | 11,407 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 4,450 | 4,985 | ||
3 | DTE Energy Co. | 2.600% | 6/15/22 | 2,000 | 2,061 | |
3 | DTE Energy Co. | 3.300% | 6/15/22 | 3,883 | 4,023 | |
3 | DTE Energy Co. | 0.550% | 11/1/22 | 3,000 | 3,007 | |
DTE Energy Co. | 2.250% | 11/1/22 | 3,290 | 3,400 | ||
3 | DTE Energy Co. | 3.700% | 8/1/23 | 5,325 | 5,751 | |
3 | DTE Energy Co. | 3.500% | 6/1/24 | 13,900 | 15,079 | |
3 | DTE Energy Co. | 2.529% | 10/1/24 | 2,000 | 2,130 | |
3 | DTE Energy Co. | 1.050% | 6/1/25 | 8,400 | 8,490 | |
DTE Energy Co. | 2.850% | 10/1/26 | 22,200 | 24,355 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
DTE Energy Co. | 3.800% | 3/15/27 | 15,450 | 17,725 | ||
3 | DTE Energy Co. | 3.400% | 6/15/29 | 9,778 | 11,050 | |
DTE Energy Co. | 2.950% | 3/1/30 | 2,625 | 2,869 | ||
DTE Energy Co. | 6.375% | 4/15/33 | 975 | 1,397 | ||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 225 | 234 | ||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 9,000 | 9,506 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 625 | 697 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 5,000 | 5,905 | ||
3 | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 3,694 | 4,786 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 6,000 | 6,458 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 6,100 | 6,559 | ||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 6,575 | 9,540 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 5,525 | 8,116 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 3,975 | 5,940 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 5,675 | 8,522 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 9,590 | 13,638 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 6,825 | 8,620 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 6,470 | 7,996 | ||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 4,650 | 5,541 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 9,524 | 11,726 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 6,135 | 7,400 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 3,399 | 4,227 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 7,815 | 8,892 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 11,385 | 11,729 | ||
Duke Energy Corp. | 3.050% | 8/15/22 | 5,090 | 5,272 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 3,850 | 4,181 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 7,025 | 7,728 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 6,548 | 6,535 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 12,480 | 13,568 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 7,775 | 8,645 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 5,000 | 5,656 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 15,000 | 15,952 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 8,966 | 11,812 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 19,234 | 22,365 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 13,187 | 15,907 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 7,234 | 9,182 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 11,425 | 12,774 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 4,825 | 5,643 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 9,057 | 9,835 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 7,100 | 7,245 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 2,775 | 4,223 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 4,975 | 7,689 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 5,700 | 8,290 | ||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 1,000 | 1,183 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 5,965 | 6,788 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 3,550 | 4,597 | ||
3 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 1,295 | 1,307 | |
3 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 3,312 | 3,578 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 2,740 | 3,861 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 3,725 | 5,705 | ||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 968 | 1,504 | ||
3 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 3,060 | 4,168 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 15,440 | 18,482 | ||
3 | Duke Energy Indiana LLC | 3.250% | 10/1/49 | 3,870 | 4,291 | |
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 100 | 108 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 7,265 | 8,395 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 2,700 | 2,824 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 4,600 | 5,418 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 4,600 | 5,967 | ||
Duke Energy Progress LLC | 2.800% | 5/15/22 | 10,695 | 10,985 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 1,625 | 1,747 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 10,966 | 12,205 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 5,650 | 6,559 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 6,912 | 7,930 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 4,220 | 6,457 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 6,425 | 7,835 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 5,345 | 6,643 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 6,175 | 7,919 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 3,825 | 4,839 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 3,425 | 4,323 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 4,200 | 5,070 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 1,025 | 1,233 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 2,400 | 2,422 | ||
3,7 | East Ohio Gas Co. | 2.000% | 6/15/30 | 1,000 | 1,036 | |
3,7 | East Ohio Gas Co. | 3.000% | 6/15/50 | 2,500 | 2,701 | |
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 10,529 | 11,332 | ||
3 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 4,500 | 4,809 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 1,700 | 1,881 | ||
3 | Eastern Energy Gas Holdings LLC | 3.000% | 11/15/29 | 5,000 | 5,475 | |
Eastern Energy Gas Holdings LLC | 4.800% | 11/1/43 | 4,000 | 5,125 | ||
Eastern Energy Gas Holdings LLC | 4.600% | 12/15/44 | 3,478 | 4,392 | ||
Edison International | 2.400% | 9/15/22 | 6,200 | 6,331 | ||
Edison International | 2.950% | 3/15/23 | 7,875 | 8,181 | ||
Edison International | 5.750% | 6/15/27 | 1,000 | 1,193 | ||
Edison International | 4.125% | 3/15/28 | 5,197 | 5,776 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 800 | 1,105 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 3,200 | 3,755 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 1,049 | 1,175 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 11,925 | 15,158 | ||
Enel Americas SA | 4.000% | 10/25/26 | 4,115 | 4,631 | ||
Enel Chile SA | 4.875% | 6/12/28 | 7,075 | 8,379 | ||
Entergy Arkansas LLC | 3.700% | 6/1/24 | 100 | 110 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 4,125 | 4,660 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 2,000 | 2,596 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 6,000 | 6,144 | ||
Entergy Corp. | 4.000% | 7/15/22 | 6,075 | 6,362 | ||
Entergy Corp. | 0.900% | 9/15/25 | 7,500 | 7,496 | ||
Entergy Corp. | 2.950% | 9/1/26 | 4,900 | 5,395 | ||
Entergy Corp. | 2.800% | 6/15/30 | 9,541 | 10,292 | ||
Entergy Corp. | 3.750% | 6/15/50 | 9,319 | 10,787 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,130 | 2,508 | ||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 5,850 | 6,354 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 5,000 | 5,013 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 3,077 | 3,612 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 4,235 | 4,577 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 5,600 | 6,233 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,700 | 5,286 | ||
Entergy Louisiana LLC | 1.600% | 12/15/30 | 4,700 | 4,731 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 7,055 | 7,969 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 9,845 | 12,220 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 5,325 | 5,843 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 14,306 | 18,662 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 4,600 | 5,982 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 9,738 | 10,291 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 8,225 | 9,045 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 3,800 | 4,657 | ||
Entergy Texas Inc. | 4.000% | 3/30/29 | 2,000 | 2,343 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 5,000 | 4,997 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 7,585 | 8,746 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 4,000 | 4,539 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 6,000 | 6,501 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 4,000 | 5,014 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 5,000 | 5,584 | ||
Evergy Inc. | 2.450% | 9/15/24 | 2,000 | 2,120 | ||
Evergy Inc. | 2.900% | 9/15/29 | 10,500 | 11,375 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 6,250 | 6,804 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 4,500 | 4,950 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 6,421 | 7,854 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 4,055 | 5,045 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 3,310 | 4,317 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 2,700 | 3,058 | ||
Evergy Metro Inc. | 3.150% | 3/15/23 | 2,600 | 2,736 | ||
3 | Evergy Metro Inc. | 2.250% | 6/1/30 | 3,300 | 3,494 | |
Evergy Metro Inc. | 5.300% | 10/1/41 | 4,795 | 6,573 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 3,600 | 4,610 | ||
3 | Eversource Energy | 2.750% | 3/15/22 | 3,525 | 3,616 | |
3 | Eversource Energy | 3.800% | 12/1/23 | 3,600 | 3,933 | |
3 | Eversource Energy | 2.900% | 10/1/24 | 4,151 | 4,477 | |
3 | Eversource Energy | 0.800% | 8/15/25 | 5,600 | 5,580 | |
3 | Eversource Energy | 3.300% | 1/15/28 | 8,850 | 9,876 | |
3 | Eversource Energy | 4.250% | 4/1/29 | 6,205 | 7,419 | |
3 | Eversource Energy | 1.650% | 8/15/30 | 7,510 | 7,468 | |
Eversource Energy | 3.450% | 1/15/50 | 5,850 | 6,679 | ||
Exelon Corp. | 3.497% | 6/1/22 | 7,925 | 8,240 | ||
3 | Exelon Corp. | 3.950% | 6/15/25 | 18,790 | 21,254 | |
Exelon Corp. | 3.400% | 4/15/26 | 7,075 | 7,948 | ||
Exelon Corp. | 4.050% | 4/15/30 | 15,150 | 17,871 | ||
3 | Exelon Corp. | 4.950% | 6/15/35 | 7,235 | 9,091 | |
Exelon Corp. | 5.625% | 6/15/35 | 3,775 | 5,090 | ||
Exelon Corp. | 5.100% | 6/15/45 | 6,725 | 9,122 | ||
Exelon Corp. | 4.450% | 4/15/46 | 8,126 | 10,332 | ||
Exelon Corp. | 4.700% | 4/15/50 | 12,200 | 16,118 | ||
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 6,400 | 6,606 | ||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 4,225 | 4,411 | ||
Exelon Generation Co. LLC | 3.250% | 6/1/25 | 2,000 | 2,180 | ||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 3,821 | 4,599 | ||
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 7,650 | 8,673 | ||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 10,048 | 11,401 | ||
Florida Power & Light Co. | 2.750% | 6/1/23 | 2,400 | 2,511 | ||
Florida Power & Light Co. | 3.250% | 6/1/24 | 2,800 | 3,010 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 18,717 | 20,393 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 6,000 | 6,647 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 1,950 | 2,803 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 3,379 | 4,762 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 3,250 | 4,860 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Florida Power & Light Co. | 5.960% | 4/1/39 | 11,319 | 17,185 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 975 | 1,389 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 5,425 | 6,880 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 4,600 | 5,834 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 3,535 | 4,406 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 2,973 | 3,815 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 18,054 | 23,375 | ||
Florida Power & Light Co. | 4.125% | 6/1/48 | 3,550 | 4,667 | ||
Florida Power & Light Co. | 3.990% | 3/1/49 | 13,981 | 18,302 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 9,675 | 11,096 | ||
Fortis Inc. | 3.055% | 10/4/26 | 13,973 | 15,350 | ||
Georgia Power Co. | 2.850% | 5/15/22 | 1,900 | 1,962 | ||
3 | Georgia Power Co. | 2.100% | 7/30/23 | 5,200 | 5,424 | |
Georgia Power Co. | 3.250% | 4/1/26 | 8,250 | 9,176 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 3,500 | 3,865 | ||
3 | Georgia Power Co. | 2.650% | 9/15/29 | 3,000 | 3,273 | |
3 | Georgia Power Co. | 4.750% | 9/1/40 | 4,625 | 6,025 | |
Georgia Power Co. | 4.300% | 3/15/42 | 9,290 | 11,798 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 6,555 | 8,302 | ||
3 | Georgia Power Co. | 3.700% | 1/30/50 | 2,400 | 2,903 | |
3 | Gulf Power Co. | 3.300% | 5/30/27 | 2,325 | 2,617 | |
Iberdrola International BV | 6.750% | 7/15/36 | 3,735 | 5,720 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 3,000 | 3,484 | ||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 3,890 | 5,542 | ||
3 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 11,055 | 14,568 | |
3 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 5,154 | 6,004 | |
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 2,100 | 2,659 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 5,730 | 6,268 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 4,570 | 5,442 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 8,774 | 10,148 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 3,000 | 3,165 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 2,475 | 3,605 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 2,925 | 3,357 | ||
3,7 | IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 4,400 | 5,082 | |
ITC Holdings Corp. | 2.700% | 11/15/22 | 4,445 | 4,628 | ||
ITC Holdings Corp. | 3.650% | 6/15/24 | 3,589 | 3,912 | ||
ITC Holdings Corp. | 3.250% | 6/30/26 | 4,865 | 5,411 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 6,485 | 7,297 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 6,156 | 8,175 | ||
3 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,716 | 3,423 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 6,180 | 8,566 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 4,900 | 6,347 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 6,000 | 6,798 | ||
3 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 4,653 | 5,169 | |
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 9,900 | 12,818 | ||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 10,000 | 11,012 | ||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 3,050 | 3,416 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 4,150 | 6,196 | ||
3 | MidAmerican Energy Co. | 5.750% | 11/1/35 | 2,630 | 3,836 | |
3 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 3,250 | 4,659 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 5,110 | 6,963 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 4,870 | 6,289 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 4,205 | 5,446 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 3,199 | 3,996 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 8,075 | 9,887 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 8,524 | 11,411 | ||
MidAmerican Energy Co. | 3.150% | 4/15/50 | 5,000 | 5,735 | ||
3 | Mississippi Power Co. | 4.250% | 3/15/42 | 4,400 | 5,354 | |
National Fuel Gas Co. | 5.200% | 7/15/25 | 1,921 | 2,154 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 1,900 | 2,014 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 11,000 | 11,781 | ||
National Grid USA | 5.803% | 4/1/35 | 2,817 | 3,755 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 1.750% | 1/21/22 | 2,000 | 2,031 | |
National Rural Utilities Cooperative Finance Corp. | 3.050% | 2/15/22 | 6,510 | 6,656 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 6,306 | 6,471 | ||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 3,150 | 3,292 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 3,350 | 3,613 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 6,200 | 6,633 | ||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 4,500 | 4,888 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 7,300 | 8,120 | |
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 2,150 | 2,381 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 11,525 | 13,245 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 3,000 | 3,521 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 7,730 | 9,023 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 4,700 | 5,070 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,513 | 2,393 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 10,452 | 12,916 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 50 | 53 | |
3 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 2,900 | 3,204 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 8,916 | 11,878 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 8,350 | 10,951 | ||
3 | Nevada Power Co. | 3.700% | 5/1/29 | 5,575 | 6,492 | |
3 | Nevada Power Co. | 2.400% | 5/1/30 | 10,044 | 10,731 | |
3 | Nevada Power Co. | 6.650% | 4/1/36 | 965 | 1,475 | |
3 | Nevada Power Co. | 6.750% | 7/1/37 | 1,575 | 2,382 | |
3 | Nevada Power Co. | 3.125% | 8/1/50 | 4,850 | 5,377 | |
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 3,500 | 3,607 | ||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 12,845 | 13,439 | ||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 2,935 | 3,160 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 11,489 | 12,422 | ||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 1,150 | 1,285 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 12,485 | 14,182 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 13,469 | 15,353 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 335 | 362 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 40,021 | 41,939 | ||
3 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 4,962 | 5,396 | |
3 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 3,100 | 3,650 | |
NiSource Inc. | 0.950% | 8/15/25 | 12,758 | 12,835 | ||
NiSource Inc. | 3.490% | 5/15/27 | 7,500 | 8,476 | ||
NiSource Inc. | 2.950% | 9/1/29 | 8,020 | 8,760 | ||
NiSource Inc. | 3.600% | 5/1/30 | 5,000 | 5,748 | ||
NiSource Inc. | 1.700% | 2/15/31 | 11,000 | 10,929 | ||
NiSource Inc. | 5.950% | 6/15/41 | 8,021 | 11,439 | ||
NiSource Inc. | 5.250% | 2/15/43 | 3,120 | 4,255 | ||
NiSource Inc. | 4.800% | 2/15/44 | 4,698 | 6,128 | ||
NiSource Inc. | 5.650% | 2/1/45 | 767 | 1,104 | ||
NiSource Inc. | 4.375% | 5/15/47 | 14,975 | 19,009 | ||
Northern States Power Co. | 2.150% | 8/15/22 | 75 | 77 | ||
Northern States Power Co. | 2.600% | 5/15/23 | 1,280 | 1,333 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 840 | 1,259 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 2,705 | 4,095 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 3,295 | 4,756 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 2,100 | 2,713 | ||
Northern States Power Co. | 3.600% | 5/15/46 | 3,575 | 4,322 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 1,000 | 1,226 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 7,305 | 8,239 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 5,300 | 5,556 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 2,425 | 2,919 | ||
NSTAR Electric Co. | 2.375% | 10/15/22 | 5,475 | 5,639 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 6,000 | 6,758 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 1,430 | 1,643 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 5,005 | 7,172 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 2,300 | 3,047 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 500 | 662 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 6,720 | 8,306 | ||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 2,355 | 2,913 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 4,180 | 5,668 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 4,178 | 5,244 | ||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 3,500 | 4,053 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 2,000 | 2,268 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 2,215 | 2,734 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 3,975 | 4,683 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 3,615 | 3,768 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 5,000 | 5,339 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 3,050 | 3,336 | ||
3,7 | Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 2,000 | 1,994 | |
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 3,000 | 3,503 | ||
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 2,610 | 3,404 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 3,000 | 3,358 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 4,420 | 6,647 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 150 | 231 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 2,405 | 3,991 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 3,500 | 4,995 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 7,725 | 10,252 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 1,404 | 2,027 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 7,393 | 9,016 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 2,650 | 3,235 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 4,185 | 5,428 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 8,530 | 10,584 | ||
3 | Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 5,112 | 5,860 | |
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 6,864 | 8,609 | ||
3,7 | Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 3,421 | 5,204 | |
ONE Gas Inc. | 2.000% | 5/15/30 | 2,500 | 2,610 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 4,525 | 5,919 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 3,000 | 4,020 | ||
Pacific Gas & Electric Co. | 1.750% | 6/16/22 | 22,000 | 22,050 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 8,100 | 8,605 | ||
Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 2,000 | 2,127 | ||
Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 4,000 | 4,282 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 1,000 | 1,075 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 25,389 | 27,051 | ||
Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 5,000 | 5,074 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 20,800 | 22,167 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 17,500 | 19,079 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 41,500 | 47,194 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 17,000 | 16,988 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 23,631 | 26,323 | ||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 10,200 | 10,191 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 6,500 | 7,295 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 6,000 | 6,392 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 13,300 | 13,803 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 33,977 | 40,489 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 17,400 | 17,271 | ||
PacifiCorp | 2.950% | 2/1/22 | 6,625 | 6,770 | ||
PacifiCorp | 2.950% | 6/1/23 | 6,077 | 6,411 | ||
PacifiCorp | 3.600% | 4/1/24 | 4,910 | 5,342 | ||
PacifiCorp | 3.500% | 6/15/29 | 8,000 | 9,193 | ||
PacifiCorp | 2.700% | 9/15/30 | 7,473 | 8,225 | ||
PacifiCorp | 7.700% | 11/15/31 | 985 | 1,519 | ||
PacifiCorp | 5.250% | 6/15/35 | 2,875 | 3,982 | ||
PacifiCorp | 6.100% | 8/1/36 | 3,925 | 5,646 | ||
PacifiCorp | 5.750% | 4/1/37 | 5,853 | 8,305 | ||
PacifiCorp | 6.250% | 10/15/37 | 8,410 | 12,502 | ||
PacifiCorp | 6.350% | 7/15/38 | 2,650 | 3,976 | ||
PacifiCorp | 6.000% | 1/15/39 | 1,135 | 1,680 | ||
PacifiCorp | 4.100% | 2/1/42 | 1,760 | 2,148 | ||
PacifiCorp | 4.125% | 1/15/49 | 1,900 | 2,418 | ||
PacifiCorp | 3.300% | 3/15/51 | 12,000 | 13,815 | ||
PECO Energy Co. | 2.375% | 9/15/22 | 6,354 | 6,521 | ||
PECO Energy Co. | 5.950% | 10/1/36 | 2,500 | 3,701 | ||
PECO Energy Co. | 4.150% | 10/1/44 | 2,732 | 3,503 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 3,740 | 4,127 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 10,900 | 11,471 | ||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 8,327 | 9,524 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 1,225 | 1,578 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 4,595 | 5,240 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 4,400 | 4,915 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 6,000 | 6,089 | ||
Potomac Electric Power Co. | 3.600% | 3/15/24 | 6,983 | 7,577 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 4,118 | 6,236 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 4,200 | 5,271 | ||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 6,646 | 6,945 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PPL Capital Funding Inc. | 3.500% | 12/1/22 | 2,415 | 2,532 | ||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 11,120 | 11,815 | ||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 275 | 300 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 1,779 | 1,963 | ||
PPL Capital Funding Inc. | 4.700% | 6/1/43 | 2,630 | 3,273 | ||
PPL Capital Funding Inc. | 5.000% | 3/15/44 | 5,749 | 7,392 | ||
PPL Capital Funding Inc. | 4.000% | 9/15/47 | 2,225 | 2,599 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 2,275 | 3,411 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 1,825 | 2,276 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 4,030 | 5,016 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 4,450 | 5,509 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 2,795 | 3,624 | ||
Progress Energy Inc. | 3.150% | 4/1/22 | 12,800 | 13,148 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 250 | 372 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 3,650 | 5,145 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 6,382 | 9,007 | ||
PSEG Power LLC | 3.850% | 6/1/23 | 11,050 | 11,864 | ||
PSEG Power LLC | 8.625% | 4/15/31 | 3,295 | 4,989 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 4,245 | 4,936 | ||
3 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 3,500 | 3,634 | |
Public Service Co. of Colorado | 6.500% | 8/1/38 | 75 | 117 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 2,116 | 2,537 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 2,675 | 3,482 | ||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 300 | 376 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 3,695 | 4,789 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 4,800 | 6,280 | ||
3 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 7,200 | 8,301 | |
3 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 3,500 | 3,742 | |
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 875 | 945 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 2,900 | 3,495 | ||
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 1,170 | 1,279 | |
3 | Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 3,055 | 3,299 | |
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 3,000 | 3,307 | |
3 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 7,230 | 8,231 | |
3 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 2,500 | 2,711 | |
3 | Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 875 | 1,256 | |
3 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 4,295 | 5,265 | |
3 | Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 650 | 758 | |
3 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 9,100 | 11,114 | |
3 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 3,075 | 3,758 | |
3 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 6,500 | 8,242 | |
3 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 7,300 | 8,373 | |
3 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 8,950 | 9,462 | |
3 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 5,000 | 4,669 | |
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 4,775 | 4,977 | ||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 3,000 | 3,215 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 5,000 | 4,983 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 24,864 | 24,442 | ||
Puget Energy Inc. | 6.000% | 9/1/21 | 3,825 | 3,955 | ||
Puget Energy Inc. | 5.625% | 7/15/22 | 9,501 | 10,086 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 4,280 | 4,666 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 5,200 | 5,884 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 3,840 | 5,544 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 5,540 | 7,889 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,510 | 2,148 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 925 | 1,301 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 4,005 | 5,057 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 5,225 | 6,704 | ||
3 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 2,800 | 2,818 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 2,461 | 3,580 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 4,770 | 6,057 | ||
3 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 5,750 | 6,722 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 5,100 | 6,359 | ||
3 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 5,675 | 6,426 | |
Sempra Energy | 2.900% | 2/1/23 | 2,625 | 2,753 | ||
Sempra Energy | 4.050% | 12/1/23 | 11,835 | 12,945 | ||
Sempra Energy | 3.750% | 11/15/25 | 12,905 | 14,571 | ||
Sempra Energy | 3.250% | 6/15/27 | 7,595 | 8,485 | ||
Sempra Energy | 3.400% | 2/1/28 | 9,458 | 10,778 | ||
Sempra Energy | 3.800% | 2/1/38 | 13,175 | 15,174 | ||
Sempra Energy | 6.000% | 10/15/39 | 8,125 | 11,639 | ||
Sempra Energy | 4.000% | 2/1/48 | 4,570 | 5,413 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 3,175 | 3,442 | ||
3 | Southern California Edison Co. | 1.845% | 2/1/22 | 782 | 784 | |
3 | Southern California Edison Co. | 2.400% | 2/1/22 | 2,650 | 2,694 | |
3 | Southern California Edison Co. | 3.400% | 6/1/23 | 6,250 | 6,578 | |
3 | Southern California Edison Co. | 3.500% | 10/1/23 | 10,600 | 11,365 | |
3 | Southern California Edison Co. | 3.700% | 8/1/25 | 12,075 | 13,579 | |
3 | Southern California Edison Co. | 1.200% | 2/1/26 | 3,000 | 3,025 | |
3 | Southern California Edison Co. | 3.650% | 3/1/28 | 6,875 | 7,707 | |
3 | Southern California Edison Co. | 4.200% | 3/1/29 | 8,000 | 9,327 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 1,067 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 10,405 | 11,325 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 6,000 | 6,229 | ||
Southern California Edison Co. | 6.000% | 1/15/34 | 3,655 | 5,062 | ||
3 | Southern California Edison Co. | 5.750% | 4/1/35 | 800 | 1,091 | |
3 | Southern California Edison Co. | 5.350% | 7/15/35 | 4,085 | 5,522 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 2,445 | 3,120 | ||
3 | Southern California Edison Co. | 5.950% | 2/1/38 | 2,800 | 3,782 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 1,460 | 1,983 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 5,472 | 7,268 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 6,882 | 8,278 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 16,496 | 18,833 | ||
3 | Southern California Edison Co. | 3.900% | 3/15/43 | 3,025 | 3,408 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 5,575 | 6,893 | ||
3 | Southern California Edison Co. | 3.600% | 2/1/45 | 3,900 | 4,295 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 13,531 | 15,887 | ||
3 | Southern California Edison Co. | 4.125% | 3/1/48 | 16,870 | 20,128 | |
3 | Southern California Edison Co. | 4.875% | 3/1/49 | 6,400 | 8,434 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 7,700 | 8,714 | ||
Southern California Gas Co. | 3.150% | 9/15/24 | 4,200 | 4,594 | ||
Southern California Gas Co. | 3.200% | 6/15/25 | 560 | 620 | ||
3 | Southern California Gas Co. | 2.600% | 6/15/26 | 11,526 | 12,522 | |
3 | Southern California Gas Co. | 2.550% | 2/1/30 | 10,020 | 10,798 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 4,075 | 4,833 | ||
3 | Southern California Gas Co. | 4.125% | 6/1/48 | 5,300 | 6,814 | |
3 | Southern California Gas Co. | 4.300% | 1/15/49 | 4,500 | 5,945 | |
3 | Southern California Gas Co. | 3.950% | 2/15/50 | 2,900 | 3,620 | |
Southern Co. | 2.950% | 7/1/23 | 3,200 | 3,388 | ||
Southern Co. | 3.250% | 7/1/26 | 13,633 | 15,249 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Southern Co. | 3.700% | 4/30/30 | 7,200 | 8,324 | |
Southern Co. | 4.250% | 7/1/36 | 4,245 | 5,211 | ||
Southern Co. | 4.400% | 7/1/46 | 17,910 | 22,406 | ||
3 | Southern Co. | 4.000% | 1/15/51 | 5,000 | 5,271 | |
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 5,775 | 6,442 | ||
3 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 5,500 | 5,532 | |
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 6,325 | 9,178 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 1,000 | 1,232 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 4,725 | 5,529 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 12,295 | 15,480 | ||
3 | Southern Power Co. | 2.500% | 12/15/21 | 5,125 | 5,221 | |
Southern Power Co. | 4.150% | 12/1/25 | 4,525 | 5,186 | ||
Southern Power Co. | 5.150% | 9/15/41 | 4,990 | 6,120 | ||
Southern Power Co. | 5.250% | 7/15/43 | 2,635 | 3,234 | ||
3 | Southern Power Co. | 4.950% | 12/15/46 | 3,965 | 4,743 | |
Southwest Gas Corp. | 3.700% | 4/1/28 | 2,500 | 2,859 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 5,000 | 5,259 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 2,600 | 2,998 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 2,300 | 2,780 | ||
3 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 4,800 | 5,198 | |
3 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 8,962 | 10,483 | |
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 5,475 | 7,980 | ||
3 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 3,491 | 4,054 | |
3 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 10,024 | 11,726 | |
Southwestern Public Service Co. | 3.300% | 6/15/24 | 200 | 215 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 4,164 | 5,375 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 8,460 | 9,522 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 6,600 | 7,852 | ||
3 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 610 | 789 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 6,000 | 7,304 | ||
3 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 8,750 | 9,759 | |
Tampa Electric Co. | 4.100% | 6/15/42 | 2,250 | 2,729 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 2,300 | 2,896 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 4,065 | 5,258 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 2,000 | 2,407 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 2,769 | 3,770 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 2,000 | 2,178 | ||
Tucson Electric Power Co. | 1.500% | 8/1/30 | 2,500 | 2,485 | ||
Union Electric Co. | 3.500% | 4/15/24 | 4,990 | 5,409 | ||
Union Electric Co. | 2.950% | 6/15/27 | 17,194 | 18,957 | ||
Union Electric Co. | 3.500% | 3/15/29 | 3,650 | 4,202 | ||
Union Electric Co. | 2.950% | 3/15/30 | 4,500 | 5,039 | ||
Union Electric Co. | 5.300% | 8/1/37 | 3,782 | 5,079 | ||
Union Electric Co. | 8.450% | 3/15/39 | 2,300 | 3,935 | ||
Union Electric Co. | 3.900% | 9/15/42 | 175 | 213 | ||
Union Electric Co. | 3.650% | 4/15/45 | 1,825 | 2,164 | ||
Union Electric Co. | 4.000% | 4/1/48 | 8,500 | 10,672 | ||
Union Electric Co. | 3.250% | 10/1/49 | 4,840 | 5,449 | ||
Union Electric Co. | 2.625% | 3/15/51 | 7,500 | 7,847 | ||
United Utilities plc | 6.875% | 8/15/28 | 75 | 97 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 1,643 | 2,328 | ||
Virginia Electric & Power Co. | 2.950% | 1/15/22 | 2,025 | 2,066 | ||
Virginia Electric & Power Co. | 3.450% | 9/1/22 | 14,234 | 14,818 | ||
3 | Virginia Electric & Power Co. | 2.750% | 3/15/23 | 6,075 | 6,348 | |
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 4,489 | 4,836 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 3,450 | 3,769 | |
3 | Virginia Electric & Power Co. | 3.150% | 1/15/26 | 14,820 | 16,384 | |
3 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 3,532 | 3,914 | |
3 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 6,850 | 7,733 | |
3 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 11,552 | 13,453 | |
3 | Virginia Electric & Power Co. | 2.875% | 7/15/29 | 2,882 | 3,212 | |
3 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 2,940 | 4,256 | |
3 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 4,835 | 7,050 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 3,150 | 4,737 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,165 | 2,128 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 16,955 | 21,154 | ||
3 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 5,505 | 7,384 | |
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 7,656 | 9,965 | ||
3 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 3,380 | 4,304 | |
3 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 8,950 | 11,486 | |
3 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 6,604 | 8,207 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 10,700 | 14,782 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 2,406 | 2,800 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 8,500 | 8,543 | ||
3 | Washington Gas Light Co. | 3.796% | 9/15/46 | 3,550 | 4,226 | |
3 | Washington Gas Light Co. | 3.650% | 9/15/49 | 4,285 | 5,136 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 4,400 | 4,422 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 3,300 | 3,675 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 6,500 | 6,602 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 5,000 | 4,997 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 2,000 | 2,112 | ||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 150 | 207 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 100 | 141 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 2,725 | 3,654 | ||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,300 | 2,547 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 2,150 | 3,163 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 4,000 | 4,732 | ||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 3,500 | 3,591 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 2,650 | 3,094 | ||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 4,375 | 5,904 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 5,000 | 5,013 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 12,900 | 14,029 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 12,870 | 15,301 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 7,005 | 7,611 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 14,679 | 16,872 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 1,596 | 2,397 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 6,440 | 7,502 | ||
5,357,454 | ||||||
Total Corporate Bonds (Cost $59,040,286) | 65,479,305 | |||||
Sovereign Bonds (4.0%) | ||||||
3 | African Development Bank | 0.500% | 4/22/22 | 14,700 | 14,763 | |
3 | African Development Bank | 1.625% | 9/16/22 | 14,500 | 14,851 | |
3 | African Development Bank | 2.125% | 11/16/22 | 31,950 | 33,091 | |
African Development Bank | 0.750% | 4/3/23 | 10,347 | 10,471 | ||
African Development Bank | 3.000% | 9/20/23 | 12,900 | 13,858 | ||
3 | Asian Development Bank | 2.000% | 2/16/22 | 38,025 | 38,798 | |
3 | Asian Development Bank | 1.875% | 2/18/22 | 17,415 | 17,745 | |
3 | Asian Development Bank | 0.625% | 4/7/22 | 27,450 | 27,609 | |
3 | Asian Development Bank | 1.875% | 7/19/22 | 43,920 | 45,067 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Asian Development Bank | 1.875% | 8/10/22 | 6,000 | 6,161 | ||
3 | Asian Development Bank | 1.750% | 9/13/22 | 30,315 | 31,109 | |
Asian Development Bank | 1.625% | 1/24/23 | 23,100 | 23,772 | ||
3 | Asian Development Bank | 2.750% | 3/17/23 | 26,500 | 27,974 | |
3 | Asian Development Bank | 0.250% | 7/14/23 | 49,000 | 49,028 | |
3 | Asian Development Bank | 0.250% | 10/6/23 | 47,800 | 47,816 | |
Asian Development Bank | 2.625% | 1/30/24 | 16,550 | 17,742 | ||
Asian Development Bank | 1.500% | 10/18/24 | 27,500 | 28,702 | ||
3 | Asian Development Bank | 2.000% | 1/22/25 | 13,225 | 14,089 | |
3 | Asian Development Bank | 2.125% | 3/19/25 | 13,404 | 14,372 | |
Asian Development Bank | 0.625% | 4/29/25 | 13,400 | 13,522 | ||
3 | Asian Development Bank | 0.375% | 9/3/25 | 75,611 | 75,376 | |
3 | Asian Development Bank | 2.000% | 4/24/26 | 1,700 | 1,832 | |
3 | Asian Development Bank | 2.625% | 1/12/27 | 7,250 | 8,077 | |
3 | Asian Development Bank | 2.375% | 8/10/27 | 5,265 | 5,815 | |
Asian Development Bank | 6.220% | 8/15/27 | 2,175 | 2,870 | ||
3 | Asian Development Bank | 2.500% | 11/2/27 | 46,115 | 51,383 | |
3 | Asian Development Bank | 2.750% | 1/19/28 | 450 | 510 | |
3 | Asian Development Bank | 3.125% | 9/26/28 | 15,188 | 17,793 | |
3 | Asian Development Bank | 1.750% | 9/19/29 | 6,040 | 6,429 | |
3 | Asian Development Bank | 1.875% | 1/24/30 | 10,865 | 11,689 | |
3 | Asian Development Bank | 0.750% | 10/8/30 | 19,000 | 18,513 | |
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 20,000 | 20,007 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 12,785 | 13,591 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 14,200 | 14,217 | ||
Canada | 2.625% | 1/25/22 | 11,000 | 11,284 | ||
Canada | 2.000% | 11/15/22 | 25,890 | 26,768 | ||
Canada | 1.625% | 1/22/25 | 26,500 | 27,723 | ||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 10,680 | 11,108 | ||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 2,300 | 2,401 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 1,500 | 1,710 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 8,500 | 8,412 | ||
CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | 19,775 | 21,453 | ||
CNOOC Finance 2014 ULC | 4.875% | 4/30/44 | 8,865 | 10,904 | ||
CNOOC Finance 2015 Australia Pty. Ltd. | 4.200% | 5/5/45 | 7,600 | 8,582 | ||
CNOOC Finance 2015 USA LLC | 3.750% | 5/2/23 | 400 | 423 | ||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 16,900 | 18,210 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 1,450 | 1,658 | ||
CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | 4,075 | 5,998 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 10,400 | 14,501 | ||
CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | 1,975 | 3,067 | ||
Corp. Andina de Fomento | 3.250% | 2/11/22 | 2,000 | 2,055 | ||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 23,269 | 24,442 | ||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 11,350 | 11,790 | ||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 1,500 | 1,549 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 9,500 | 10,260 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 3,500 | 3,545 | ||
Council Of Europe Development Bank | 1.750% | 9/26/22 | 8,300 | 8,521 | ||
Council Of Europe Development Bank | 2.625% | 2/13/23 | 18,475 | 19,410 | ||
Council Of Europe Development Bank | 0.250% | 10/20/23 | 10,875 | 10,879 | ||
Council Of Europe Development Bank | 2.500% | 2/27/24 | 1,825 | 1,952 | ||
Council Of Europe Development Bank | 1.375% | 2/27/25 | 11,435 | 11,892 | ||
Ecopetrol SA | 5.875% | 9/18/23 | 15,725 | 17,573 | ||
Ecopetrol SA | 4.125% | 1/16/25 | 16,775 | 18,285 | ||
Ecopetrol SA | 5.375% | 6/26/26 | 14,000 | 16,100 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ecopetrol SA | 6.875% | 4/29/30 | 14,544 | 18,744 | ||
Ecopetrol SA | 7.375% | 9/18/43 | 8,700 | 11,843 | ||
Ecopetrol SA | 5.875% | 5/28/45 | 21,055 | 25,450 | ||
3,7 | Electricite de France SA | 4.750% | 10/13/35 | 2,059 | 2,566 | |
Equinor ASA | 3.150% | 1/23/22 | 4,475 | 4,576 | ||
Equinor ASA | 2.450% | 1/17/23 | 17,667 | 18,441 | ||
Equinor ASA | 2.650% | 1/15/24 | 18,747 | 19,872 | ||
Equinor ASA | 3.700% | 3/1/24 | 9,856 | 10,817 | ||
Equinor ASA | 3.250% | 11/10/24 | 10,194 | 11,226 | ||
Equinor ASA | 7.250% | 9/23/27 | 4,350 | 5,906 | ||
Equinor ASA | 3.625% | 9/10/28 | 9,652 | 11,224 | ||
7 | Equinor ASA | 6.500% | 12/1/28 | 225 | 301 | |
Equinor ASA | 3.125% | 4/6/30 | 17,391 | 19,653 | ||
Equinor ASA | 2.375% | 5/22/30 | 8,400 | 8,915 | ||
Equinor ASA | 5.100% | 8/17/40 | 11,100 | 15,595 | ||
Equinor ASA | 4.250% | 11/23/41 | 3,100 | 3,901 | ||
Equinor ASA | 3.950% | 5/15/43 | 3,025 | 3,660 | ||
Equinor ASA | 4.800% | 11/8/43 | 12,295 | 16,489 | ||
Equinor ASA | 3.250% | 11/18/49 | 5,521 | 6,143 | ||
Equinor ASA | 3.700% | 4/6/50 | 18,200 | 21,838 | ||
3 | European Bank for Reconstruction & Development | 1.875% | 2/23/22 | 14,300 | 14,576 | |
3 | European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 24,750 | 26,109 | |
3 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 18,700 | 18,711 | |
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 2,000 | 2,097 | ||
3 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 2,265 | 2,367 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 20,900 | 20,970 | ||
3 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 22,100 | 22,140 | |
European Investment Bank | 2.875% | 12/15/21 | 31,890 | 32,709 | ||
European Investment Bank | 2.250% | 3/15/22 | 48,575 | 49,785 | ||
European Investment Bank | 2.625% | 5/20/22 | 23,000 | 23,774 | ||
European Investment Bank | 2.375% | 6/15/22 | 44,995 | 46,429 | ||
European Investment Bank | 2.250% | 8/15/22 | 14,470 | 14,953 | ||
European Investment Bank | 1.375% | �� 9/6/22 | 33,000 | 33,654 | ||
European Investment Bank | 2.000% | 12/15/22 | 867 | 898 | ||
European Investment Bank | 2.500% | 3/15/23 | 63,300 | 66,493 | ||
European Investment Bank | 1.375% | 5/15/23 | 34,190 | 35,132 | ||
3 | European Investment Bank | 2.875% | 8/15/23 | 32,200 | 34,435 | |
European Investment Bank | 0.250% | 9/15/23 | 47,000 | 47,054 | ||
3 | European Investment Bank | 3.125% | 12/14/23 | 12,000 | 13,015 | |
European Investment Bank | 3.250% | 1/29/24 | 59,480 | 64,932 | ||
European Investment Bank | 2.625% | 3/15/24 | 52,370 | 56,329 | ||
European Investment Bank | 2.250% | 6/24/24 | 28,195 | 30,114 | ||
European Investment Bank | 2.500% | 10/15/24 | 9,922 | 10,746 | ||
European Investment Bank | 1.875% | 2/10/25 | 15,100 | 16,028 | ||
European Investment Bank | 1.625% | 3/14/25 | 22,000 | 23,145 | ||
European Investment Bank | 0.625% | 7/25/25 | 52,000 | 52,522 | ||
European Investment Bank | 0.375% | 12/15/25 | 57,200 | 57,012 | ||
European Investment Bank | 2.125% | 4/13/26 | 23,000 | 24,977 | ||
European Investment Bank | 2.375% | 5/24/27 | 8,000 | 8,852 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
European Investment Bank | 0.625% | 10/21/27 | 4,000 | 3,978 | ||
European Investment Bank | 1.625% | 10/9/29 | 3,060 | 3,234 | ||
European Investment Bank | 0.875% | 5/17/30 | 3,000 | 2,975 | ||
European Investment Bank | 0.750% | 9/23/30 | 17,010 | 16,623 | ||
European Investment Bank | 4.875% | 2/15/36 | 14,460 | 21,315 | ||
8 | Export Development Canada | 1.750% | 7/18/22 | 18,110 | 18,519 | |
8 | Export Development Canada | 2.500% | 1/24/23 | 5,250 | 5,493 | |
8 | Export Development Canada | 1.375% | 2/24/23 | 35,000 | 35,712 | |
8 | Export Development Canada | 2.750% | 3/15/23 | 8,850 | 9,336 | |
8 | Export Development Canada | 2.625% | 2/21/24 | 5,000 | 5,363 | |
Export-Import Bank of Korea | 2.750% | 1/25/22 | 14,500 | 14,856 | ||
Export-Import Bank of Korea | 5.000% | 4/11/22 | 800 | 846 | ||
Export-Import Bank of Korea | 3.000% | 11/1/22 | 750 | 785 | ||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 10,000 | 10,914 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 17,850 | 19,603 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 13,400 | 14,525 | ||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 1,000 | 1,045 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 6,200 | 6,933 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 6,000 | 6,571 | ||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 425 | 481 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 4,080 | 4,320 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 19,450 | 19,053 | ||
9 | FMS Wertmanagement | 2.000% | 8/1/22 | 46,500 | 47,815 | |
3 | Hydro-Quebec | 8.400% | 1/15/22 | 4,215 | 4,552 | |
3 | Hydro-Quebec | 8.050% | 7/7/24 | 7,240 | 9,069 | |
3 | Hydro-Quebec | 8.500% | 12/1/29 | 3,940 | 6,207 | |
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 6,250 | 6,469 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 9,212 | 10,176 | ||
3 | Inter-American Development Bank | 2.125% | 1/18/22 | 51,750 | 52,796 | |
3 | Inter-American Development Bank | 1.750% | 4/14/22 | 25,600 | 26,111 | |
3 | Inter-American Development Bank | 1.750% | 9/14/22 | 20,850 | 21,401 | |
3 | Inter-American Development Bank | 3.000% | 9/26/22 | 24,000 | 25,159 | |
Inter-American Development Bank | 2.500% | 1/18/23 | 57,275 | 59,944 | ||
Inter-American Development Bank | 0.500% | 5/24/23 | 1,200 | 1,208 | ||
Inter-American Development Bank | 3.000% | 10/4/23 | 34,050 | 36,624 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 52,375 | 52,408 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 28,201 | 30,206 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 13,000 | 14,097 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 21,000 | 22,461 | ||
3 | Inter-American Development Bank | 1.750% | 3/14/25 | 25,500 | 26,938 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 6,114 | 6,233 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 6,750 | 8,590 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 35,475 | 35,797 | ||
3 | Inter-American Development Bank | 2.000% | 6/2/26 | 27,625 | 29,738 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 5,600 | 6,036 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 28,500 | 31,439 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 33,700 | 33,408 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 25,000 | 29,277 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 5,300 | 5,851 | ||
3 | Inter-American Development Bank | 3.875% | 10/28/41 | 350 | 483 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 6,875 | 8,685 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 4,600 | 6,868 | ||
3 | International Bank for Reconstruction & Development | 2.125% | 12/13/21 | 15,270 | 15,551 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Bank for Reconstruction & Development | 2.000% | 1/26/22 | 59,250 | 60,395 | ||
3 | International Bank for Reconstruction & Development | 1.625% | 2/10/22 | 56,785 | 57,696 | |
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 43,075 | 44,323 | ||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 19,955 | 22,957 | ||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 6,020 | 6,232 | ||
3 | International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 64,975 | 67,611 | |
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 62,868 | 67,605 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 60,000 | 60,039 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 34,720 | 37,192 | ||
3 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 27,910 | 29,116 | |
3 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 47,197 | 51,137 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 17,960 | 18,866 | ||
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 31,950 | 32,424 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 44,940 | 45,366 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 60,000 | 59,899 | ||
3 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 37,450 | 40,965 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 52,000 | 52,143 | ||
3 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 19,620 | 22,135 | |
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 450 | 631 | ||
3 | International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 15,000 | 16,770 | |
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 35,000 | 35,028 | ||
3 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 12,680 | 13,505 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 15,000 | 14,838 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 36,870 | 35,970 | ||
3 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 2,500 | 3,566 | |
3 | International Finance Corp. | 2.000% | 10/24/22 | 21,204 | 21,896 | |
International Finance Corp. | 0.500% | 3/20/23 | 400 | 403 | ||
3 | International Finance Corp. | 2.875% | 7/31/23 | 21,765 | 23,223 | |
3 | International Finance Corp. | 1.375% | 10/16/24 | 12,260 | 12,742 | |
3 | International Finance Corp. | 0.375% | 7/16/25 | 7,000 | 6,985 | |
3 | International Finance Corp. | 2.125% | 4/7/26 | 15,290 | 16,586 | |
International Finance Corp. | 0.750% | 8/27/30 | 8,965 | 8,746 | ||
10 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 7,225 | 7,337 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
10 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 7,502 | 7,734 | |
10 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 9,340 | 9,637 | |
10 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 5,900 | 6,038 | |
10 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 22,180 | 23,029 | |
10 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 20,000 | 20,577 | |
10 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 46,000 | 46,302 | |
10 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 18,223 | 19,551 | |
3,10 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 225 | 242 | |
10 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 27,000 | 27,013 | |
10 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 18,900 | 20,476 | |
10 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 14,000 | 14,966 | |
3,10 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 16,250 | 17,651 | |
10 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 8,400 | 8,795 | |
3,10 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 14,500 | 15,386 | |
10 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 17,000 | 16,994 | |
3,10 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 1,600 | 1,736 | |
3,10 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 18,000 | 19,497 | |
10 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 19,000 | 21,333 | |
10 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 12,775 | 14,334 | |
10 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 21,850 | 24,521 | |
10 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 12,150 | 14,125 | |
10 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 16,150 | 19,144 | |
10 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 7,000 | 7,492 | |
10 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 8,400 | 9,336 | |
10 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 4,500 | 5,251 | |
10 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 4,000 | 3,915 | |
3,9 | KFW | 3.125% | 12/15/21 | 54,665 | 56,147 | |
9 | KFW | 2.625% | 1/25/22 | 32,500 | 33,339 | |
9 | KFW | 2.500% | 2/15/22 | 59,200 | 60,705 | |
9 | KFW | 2.125% | 3/7/22 | 50,000 | 51,134 | |
9 | KFW | 2.125% | 6/15/22 | 52,200 | 53,666 | |
9 | KFW | 1.750% | 8/22/22 | 25,675 | 26,328 | |
9 | KFW | 2.000% | 10/4/22 | 24,875 | 25,661 | |
9 | KFW | 2.375% | 12/29/22 | 54,000 | 56,337 | |
9 | KFW | 2.125% | 1/17/23 | 23,700 | 24,626 | |
9 | KFW | 1.625% | 2/15/23 | 42,370 | 43,607 | |
9 | KFW | 0.250% | 10/19/23 | 55,000 | 54,943 | |
9 | KFW | 2.625% | 2/28/24 | 30,500 | 32,767 | |
9 | KFW | 1.375% | 8/5/24 | 5,200 | 5,370 | |
9 | KFW | 2.500% | 11/20/24 | 49,500 | 53,648 | |
9 | KFW | 2.000% | 5/2/25 | 16,640 | 17,786 | |
9 | KFW | 0.375% | 7/18/25 | 77,950 | 77,819 | |
9 | KFW | 2.875% | 4/3/28 | 18,635 | 21,427 | |
9 | KFW | 1.750% | 9/14/29 | 7,225 | 7,689 | |
9 | KFW | 0.750% | 9/30/30 | 34,750 | 33,925 | |
9 | KFW | 0.000% | 4/18/36 | 13,280 | 10,613 | |
9 | KFW | 0.000% | 6/29/37 | 27,892 | 21,927 | |
Korea Development Bank | 2.625% | 2/27/22 | 13,069 | 13,400 | ||
Korea Development Bank | 3.000% | 9/14/22 | 31,150 | 32,408 | ||
Korea Development Bank | 3.375% | 3/12/23 | 24,200 | 25,764 | ||
Korea Development Bank | 2.750% | 3/19/23 | 3,100 | 3,258 | ||
Korea Development Bank | 3.750% | 1/22/24 | 14,400 | 15,724 | ||
Korea Development Bank | 3.250% | 2/19/24 | 1,000 | 1,079 | ||
Korea Development Bank | 2.125% | 10/1/24 | 4,300 | 4,528 | ||
Korea Development Bank | 3.000% | 1/13/26 | 1,100 | 1,216 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,9 | Landwirtschaftliche Rentenbank | 2.000% | 12/6/21 | 3,345 | 3,401 | |
9 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 5,000 | 5,401 | |
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 16,300 | 17,338 | |
3,9 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 6,175 | 6,190 | |
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 14,575 | 15,796 | |
3,9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 9,095 | 9,657 | |
3,9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 23,105 | 25,742 | |
9 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 21,700 | 21,339 | |
Nordic Investment Bank | 2.125% | 2/1/22 | 9,000 | 9,185 | ||
Nordic Investment Bank | 1.375% | 10/17/22 | 6,100 | 6,227 | ||
Nordic Investment Bank | 0.375% | 5/19/23 | 17,000 | 17,035 | ||
Nordic Investment Bank | 2.875% | 7/19/23 | 8,750 | 9,326 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 6,300 | 6,642 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 22,100 | 22,021 | ||
North American Development Bank | 2.400% | 10/26/22 | 909 | 934 | ||
11 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 5,000 | 5,131 | |
11 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 1,000 | 1,024 | |
3,11 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 6,000 | 6,336 | |
11 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 5,000 | 5,397 | |
11 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 13,175 | 13,730 | |
11 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 21,150 | 21,035 | |
3 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 2,103 | 2,295 | |
3 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 10,193 | 11,254 | |
3 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 9,195 | 10,873 | |
3 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 19,404 | 23,818 | |
Oriental Republic of Uruguay | 7.875% | 1/15/33 | 200 | 319 | ||
3 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 5,233 | 8,477 | |
3 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 7,029 | 8,733 | |
3 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 38,010 | 53,166 | |
3 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 26,391 | 36,650 | |
3,12 | Petroleos Mexicanos | 2.290% | 2/15/24 | 525 | 540 | |
12 | Petroleos Mexicanos | 2.378% | 4/15/25 | 855 | 891 | |
Province of Alberta | 2.200% | 7/26/22 | 20,105 | 20,707 | ||
Province of Alberta | 3.350% | 11/1/23 | 17,910 | 19,390 | ||
Province of Alberta | 2.950% | 1/23/24 | 12,350 | 13,288 | ||
Province of Alberta | 1.875% | 11/13/24 | 15,000 | 15,750 | ||
Province of Alberta | 1.000% | 5/20/25 | 12,395 | 12,554 | ||
Province of Alberta | 3.300% | 3/15/28 | 14,000 | 16,129 | ||
Province of Alberta | 1.300% | 7/22/30 | 25,282 | 24,643 | ||
Province of British Columbia | 2.000% | 10/23/22 | 17,150 | 17,685 | ||
Province of British Columbia | 2.250% | 6/2/26 | 1,150 | 1,249 | ||
Province of British Columbia | 7.250% | 9/1/36 | 2,681 | 4,497 | ||
Province of Manitoba | 2.125% | 5/4/22 | 1,655 | 1,696 | ||
Province of Manitoba | 2.100% | 9/6/22 | 7,100 | 7,312 | ||
3 | Province of Manitoba | 2.600% | 4/16/24 | 9,700 | 10,391 | |
Province of Manitoba | 3.050% | 5/14/24 | 4,800 | 5,214 | ||
Province of Manitoba | 2.125% | 6/22/26 | 9,782 | 10,514 | ||
Province of New Brunswick | 2.500% | 12/12/22 | 4,005 | 4,164 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 5,300 | 6,146 | ||
Province of Nova Scotia | 9.125% | 5/1/21 | 1,280 | 1,315 | ||
Province of Ontario | 2.400% | 2/8/22 | 16,000 | 16,380 | ||
Province of Ontario | 2.550% | 4/25/22 | 17,100 | 17,615 | ||
Province of Ontario | 2.250% | 5/18/22 | 27,900 | 28,665 | ||
Province of Ontario | 2.450% | 6/29/22 | 1,525 | 1,575 | ||
Province of Ontario | 2.200% | 10/3/22 | 16,725 | 17,268 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Province of Ontario | 1.750% | 1/24/23 | 16,335 | 16,824 | ||
Province of Ontario | 3.400% | 10/17/23 | 35,765 | 38,757 | ||
Province of Ontario | 3.050% | 1/29/24 | 20,050 | 21,673 | ||
Province of Ontario | 3.200% | 5/16/24 | 10,000 | 10,925 | ||
Province of Ontario | 2.500% | 4/27/26 | 8,000 | 8,738 | ||
Province of Ontario | 2.300% | 6/15/26 | 20,000 | 21,698 | ||
Province of Ontario | 2.000% | 10/2/29 | 17,000 | 17,913 | ||
Province of Ontario | 1.125% | 10/7/30 | 14,200 | 14,016 | ||
Province of Quebec | 2.375% | 1/31/22 | 8,000 | 8,180 | ||
Province of Quebec | 2.625% | 2/13/23 | 34,919 | 36,620 | ||
3 | Province of Quebec | 7.125% | 2/9/24 | 8,950 | 10,751 | |
3 | Province of Quebec | 2.875% | 10/16/24 | 10,000 | 10,913 | |
3 | Province of Quebec | 1.500% | 2/11/25 | 16,354 | 16,863 | |
Province of Quebec | 0.600% | 7/23/25 | 22,600 | 22,507 | ||
Province of Quebec | 2.500% | 4/20/26 | 500 | 547 | ||
Province of Quebec | 2.750% | 4/12/27 | 43,050 | 47,959 | ||
3 | Province of Quebec | 7.500% | 9/15/29 | 11,407 | 17,065 | |
Province of Quebec | 1.350% | 5/28/30 | 14,200 | 14,317 | ||
Province of Saskatchewan | 8.500% | 7/15/22 | 2,707 | 3,032 | ||
Republic of Chile | 2.250% | 10/30/22 | 1,000 | 1,035 | ||
Republic of Chile | 3.125% | 3/27/25 | 7,330 | 8,063 | ||
Republic of Chile | 3.125% | 1/21/26 | 8,894 | 9,863 | ||
3 | Republic of Chile | 3.240% | 2/6/28 | 16,810 | 19,038 | |
3 | Republic of Chile | 2.450% | 1/31/31 | 14,900 | 15,950 | |
3 | Republic of Chile | 2.550% | 1/27/32 | 9,200 | 9,899 | |
Republic of Chile | 3.625% | 10/30/42 | 1,250 | 1,464 | ||
Republic of Chile | 3.860% | 6/21/47 | 10,200 | 12,433 | ||
3 | Republic of Chile | 3.500% | 1/25/50 | 21,000 | 24,017 | |
3 | Republic of Colombia | 2.625% | 3/15/23 | 22,050 | 22,777 | |
3 | Republic of Colombia | 4.000% | 2/26/24 | 23,633 | 25,550 | |
Republic of Colombia | 8.125% | 5/21/24 | 1,800 | 2,209 | ||
3 | Republic of Colombia | 4.500% | 1/28/26 | 22,717 | 25,723 | |
3 | Republic of Colombia | 3.875% | 4/25/27 | 13,450 | 14,970 | |
3 | Republic of Colombia | 4.500% | 3/15/29 | 14,500 | 16,781 | |
3 | Republic of Colombia | 3.000% | 1/30/30 | 7,800 | 8,198 | |
3 | Republic of Colombia | 3.125% | 4/15/31 | 4,500 | 4,779 | |
Republic of Colombia | 10.375% | 1/28/33 | 3,775 | 6,091 | ||
Republic of Colombia | 7.375% | 9/18/37 | 9,850 | 14,397 | ||
Republic of Colombia | 6.125% | 1/18/41 | 23,100 | 30,951 | ||
3 | Republic of Colombia | 5.625% | 2/26/44 | 22,550 | 29,177 | |
3 | Republic of Colombia | 5.000% | 6/15/45 | 50,320 | 61,557 | |
3 | Republic of Colombia | 5.200% | 5/15/49 | 17,200 | 21,768 | |
3 | Republic of Colombia | 4.125% | 5/15/51 | 22,800 | 25,331 | |
Republic of Finland | 6.950% | 2/15/26 | 1,000 | 1,297 | ||
Republic of Hungary | 6.375% | 3/29/21 | 20,199 | 20,477 | ||
Republic of Hungary | 5.375% | 2/21/23 | 27,100 | 29,675 | ||
Republic of Hungary | 5.750% | 11/22/23 | 175 | 199 | ||
Republic of Hungary | 5.375% | 3/25/24 | 10,000 | 11,376 | ||
Republic of Hungary | 7.625% | 3/29/41 | 11,665 | 20,691 | ||
Republic of Indonesia | 2.950% | 1/11/23 | 2,475 | 2,580 | ||
Republic of Indonesia | 4.450% | 2/11/24 | 6,900 | 7,633 | ||
Republic of Indonesia | 3.500% | 1/11/28 | 19,400 | 21,703 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 7,850 | 9,116 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 9,150 | 11,083 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 3,650 | 4,079 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of Indonesia | 2.850% | 2/14/30 | 6,800 | 7,310 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 17,800 | 20,692 | ||
3,7 | Republic of Indonesia | 4.750% | 7/18/47 | 4,400 | 5,506 | |
Republic of Indonesia | 4.350% | 1/11/48 | 14,695 | 17,504 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 8,550 | 11,713 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 11,725 | 12,825 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 20,700 | 24,686 | ||
Republic of Indonesia | 4.450% | 4/15/70 | 11,035 | 13,518 | ||
Republic of Italy | 6.875% | 9/27/23 | 24,693 | 28,647 | ||
Republic of Italy | 2.375% | 10/17/24 | 24,000 | 25,202 | ||
Republic of Italy | 1.250% | 2/17/26 | 16,100 | 16,043 | ||
Republic of Italy | 2.875% | 10/17/29 | 20,600 | 21,610 | ||
Republic of Italy | 5.375% | 6/15/33 | 21,495 | 27,573 | ||
Republic of Italy | 4.000% | 10/17/49 | 21,600 | 23,772 | ||
Republic of Korea | 3.875% | 9/11/23 | 1,200 | 1,311 | ||
Republic of Korea | 5.625% | 11/3/25 | 1,511 | 1,862 | ||
Republic of Korea | 2.750% | 1/19/27 | 33,400 | 36,455 | ||
Republic of Korea | 1.000% | 9/16/30 | 7,500 | 7,345 | ||
Republic of Korea | 4.125% | 6/10/44 | 5,835 | 7,901 | ||
Republic of Korea | 3.875% | 9/20/48 | 5,693 | 7,570 | ||
3 | Republic of Panama | 4.000% | 9/22/24 | 12,867 | 14,234 | |
3 | Republic of Panama | 3.750% | 3/16/25 | 12,636 | 13,979 | |
Republic of Panama | 7.125% | 1/29/26 | 7,622 | 9,718 | ||
Republic of Panama | 8.875% | 9/30/27 | 4,896 | 7,014 | ||
3 | Republic of Panama | 3.875% | 3/17/28 | 10,390 | 11,948 | |
Republic of Panama | 9.375% | 4/1/29 | 8,380 | 13,010 | ||
3 | Republic of Panama | 3.160% | 1/23/30 | 6,500 | 7,231 | |
3 | Republic of Panama | 2.252% | 9/29/32 | 8,000 | 8,270 | |
3 | Republic of Panama | 6.700% | 1/26/36 | 21,063 | 31,226 | |
3 | Republic of Panama | 4.500% | 5/15/47 | 6,643 | 8,553 | |
3 | Republic of Panama | 4.500% | 4/16/50 | 16,968 | 21,804 | |
3 | Republic of Panama | 4.300% | 4/29/53 | 13,050 | 16,492 | |
3 | Republic of Panama | 4.500% | 4/1/56 | 29,356 | 37,869 | |
3 | Republic of Panama | 3.870% | 7/23/60 | 24,375 | 28,762 | |
Republic of Peru | 7.350% | 7/21/25 | 900 | 1,153 | ||
3 | Republic of Peru | 2.392% | 1/23/26 | 3,500 | 3,734 | |
Republic of Peru | 4.125% | 8/25/27 | 2,300 | 2,701 | ||
Republic of Peru | 2.844% | 6/20/30 | 7,925 | 8,775 | ||
3 | Republic of Peru | 2.783% | 1/23/31 | 14,550 | 15,987 | |
3 | Republic of Peru | 1.862% | 12/1/32 | 14,100 | 14,241 | |
Republic of Peru | 8.750% | 11/21/33 | 27,093 | 46,277 | ||
3 | Republic of Peru | 6.550% | 3/14/37 | 10,180 | 15,451 | |
Republic of Peru | 5.625% | 11/18/50 | 22,333 | 35,068 | ||
3 | Republic of Peru | 2.780% | 12/1/60 | 5,000 | 4,994 | |
3 | Republic of Peru | 3.230% | 7/28/21 | 20,900 | 20,874 | |
3 | Republic of Peru | 3.230% | 7/28/21 | 2,500 | 2,497 | |
Republic of Poland | 5.125% | 4/21/21 | 4,120 | 4,171 | ||
Republic of Poland | 5.000% | 3/23/22 | 19,385 | 20,453 | ||
Republic of Poland | 3.000% | 3/17/23 | 24,675 | 26,002 | ||
Republic of Poland | 4.000% | 1/22/24 | 17,000 | 18,785 | ||
Republic of Poland | 3.250% | 4/6/26 | 14,350 | 16,150 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 8,400 | 9,324 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 2,170 | 2,891 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 8,525 | 12,074 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 9,350 | 11,617 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of the Philippines | 3.000% | 2/1/28 | 46,550 | 51,527 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 14,000 | 16,354 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 7,100 | 11,715 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 11,800 | 12,715 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 13,750 | 21,227 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 3,284 | 3,314 | ||
Republic of the Philippines | 6.375% | 1/15/32 | 10,004 | 14,318 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 20,540 | 30,194 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 9,150 | 12,101 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 19,799 | 23,673 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 17,108 | 19,824 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 15,338 | 17,855 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 21,130 | 22,432 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 9,528 | 9,628 | ||
3,7 | Sinopec Group Overseas Development 2012 Ltd. | 4.875% | 5/17/42 | 450 | 578 | |
State of Israel | 4.000% | 6/30/22 | 8,200 | 8,640 | ||
State of Israel | 3.150% | 6/30/23 | 2,400 | 2,562 | ||
State of Israel | 2.875% | 3/16/26 | 24,900 | 27,411 | ||
State of Israel | 3.250% | 1/17/28 | 6,795 | 7,758 | ||
State of Israel | 2.500% | 1/15/30 | 2,125 | 2,300 | ||
State of Israel | 2.750% | 7/3/30 | 20,127 | 22,173 | ||
State of Israel | 4.500% | 1/30/43 | 10,330 | 13,643 | ||
State of Israel | 4.125% | 1/17/48 | 9,725 | 12,508 | ||
State of Israel | 3.375% | 1/15/50 | 23,825 | 26,336 | ||
State of Israel | 3.875% | 7/3/50 | 19,450 | 23,410 | ||
State of Israel | 4.500% | 4/3/20 | 10,450 | 13,833 | ||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 18,520 | 19,054 | ||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 8,800 | 9,018 | ||
3 | Svensk Exportkredit AB | 2.875% | 3/14/23 | 8,395 | 8,864 | |
3 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 15,000 | 14,985 | |
3 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 5,200 | 5,198 | |
3 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 14,300 | 14,369 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 20,750 | 20,662 | ||
Syngenta Finance NV | 3.125% | 3/28/22 | 9,895 | 10,043 | ||
3 | United Mexican States | 8.000% | 9/24/22 | 360 | 405 | |
United Mexican States | 4.000% | 10/2/23 | 18,372 | 20,117 | ||
United Mexican States | 3.600% | 1/30/25 | 21,771 | 24,221 | ||
3 | United Mexican States | 3.900% | 4/27/25 | 10,750 | 12,053 | |
United Mexican States | 4.125% | 1/21/26 | 25,790 | 29,635 | ||
United Mexican States | 4.150% | 3/28/27 | 35,155 | 40,558 | ||
United Mexican States | 3.750% | 1/11/28 | 22,600 | 25,460 | ||
United Mexican States | 4.500% | 4/22/29 | 17,500 | 20,522 | ||
3 | United Mexican States | 3.250% | 4/16/30 | 37,600 | 40,693 | |
3 | United Mexican States | 2.659% | 5/24/31 | 13,000 | 13,292 | |
3 | United Mexican States | 8.300% | 8/15/31 | 4,390 | 6,684 | |
3 | United Mexican States | 4.750% | 4/27/32 | 39,700 | 47,816 | |
3 | United Mexican States | 7.500% | 4/8/33 | 4,200 | 6,082 | |
3 | United Mexican States | 6.750% | 9/27/34 | 6,810 | 9,594 | |
United Mexican States | 6.050% | 1/11/40 | 26,032 | 34,938 | ||
3 | United Mexican States | 4.750% | 3/8/44 | 41,483 | 49,341 | |
United Mexican States | 5.550% | 1/21/45 | 12,575 | 16,502 | ||
United Mexican States | 4.600% | 1/23/46 | 23,191 | 27,046 | ||
United Mexican States | 4.350% | 1/15/47 | 24,459 | 27,908 | ||
United Mexican States | 4.600% | 2/10/48 | 24,096 | 28,289 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | United Mexican States | 4.500% | 1/31/50 | 26,600 | 31,208 | |
3 | United Mexican States | 5.000% | 4/27/51 | 31,300 | 39,033 | |
3 | United Mexican States | 3.771% | 5/24/61 | 24,850 | 25,906 | |
3 | United Mexican States | 5.750% | 10/12/10 | 34,107 | 45,290 | |
Total Sovereign Bonds (Cost $8,245,540) | 8,855,002 | |||||
Taxable Municipal Bonds (0.8%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 1,855 | 1,964 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 2,105 | 3,524 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 3,625 | 5,891 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053% | 2/15/43 | 400 | 587 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 6,245 | 9,277 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | 2,405 | 3,415 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.499% | 2/15/50 | 750 | 1,245 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 5,300 | 9,950 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 4,385 | 4,729 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 2,840 | 4,433 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 13,008 | 22,407 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 4,975 | 9,107 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 6,940 | 12,809 | ||
California Department of Water Resources Power Supply Revenue | 2.000% | 5/1/22 | 8,975 | 9,182 | ||
California GO | 5.700% | 11/1/21 | 14,805 | 15,473 | ||
California GO | 2.367% | 4/1/22 | 9,245 | 9,478 | ||
California GO | 3.375% | 4/1/25 | 8,500 | 9,497 | ||
California GO | 2.650% | 4/1/26 | 5,000 | 5,505 | ||
California GO | 3.500% | 4/1/28 | 5,500 | 6,417 | ||
California GO | 2.500% | 10/1/29 | 7,630 | 8,398 | ||
California GO | 1.750% | 11/1/30 | 8,735 | 8,986 | ||
California GO | 4.500% | 4/1/33 | 8,800 | 10,637 | ||
California GO | 7.500% | 4/1/34 | 25,880 | 43,133 | ||
California GO | 4.600% | 4/1/38 | 11,425 | 13,737 | ||
California GO | 7.550% | 4/1/39 | 29,545 | 51,875 | ||
California GO | 7.300% | 10/1/39 | 17,690 | 29,200 | ||
California GO | 7.350% | 11/1/39 | 21,350 | 35,461 | ||
California GO | 7.625% | 3/1/40 | 10,015 | 17,381 | ||
California GO | 7.600% | 11/1/40 | 2,245 | 4,061 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 4,275 | 5,235 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 1,550 | 1,576 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 5,145 | 5,495 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 660 | 969 | ||
Chicago IL GO | 7.045% | 1/1/29 | 4,950 | 5,372 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 5,110 | 7,325 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 8,525 | 12,842 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 6,655 | 8,217 | ||
Chicago IL Transit Authority Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 4,835 | 6,991 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 3,375 | 5,596 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 5,100 | 5,989 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 7,450 | 8,788 | ||
Connecticut GO | 5.090% | 10/1/30 | 800 | 974 | ||
Connecticut GO | 5.850% | 3/15/32 | 9,890 | 13,822 | ||
Cook County IL GO | 6.229% | 11/15/34 | 2,695 | 3,793 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 850 | 1,250 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 2,920 | 4,461 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 2,960 | 4,215 | ||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088% | 1/1/42 | 3,150 | 4,385 | ||
13 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,500 | 1,521 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 12,500 | 13,371 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 3,575 | 3,824 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 11,090 | 14,989 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 3,750 | 5,574 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 7,015 | 10,543 | ||
Florida State Board of Administration Finance Corp. | 1.258% | 7/1/25 | 14,350 | 14,679 | ||
Florida State Board of Administration Finance Corp. | 1.705% | 7/1/27 | 9,775 | 10,146 | ||
Florida State Board of Administration Finance Corp. | 2.154% | 7/1/30 | 13,700 | 14,415 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 3,524 | 3,784 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 8,451 | 12,852 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 6,576 | 10,164 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 5,024 | 7,262 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 1,700 | 1,785 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 19,275 | 20,158 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 3,030 | 3,230 | ||
Houston TX GO | 6.290% | 3/1/32 | 11,480 | 14,569 | ||
Houston TX GO | 3.961% | 3/1/47 | 1,270 | 1,569 | ||
Illinois GO | 4.950% | 6/1/23 | 1,507 | 1,544 | ||
Illinois GO | 5.100% | 6/1/33 | 48,005 | 51,664 | ||
Illinois GO | 6.630% | 2/1/35 | 1,675 | 1,919 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 4,220 | 6,098 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 5,090 | 5,856 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 2,285 | 2,929 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 3,165 | 3,414 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 3,250 | 4,218 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 135 | 184 | ||
14 | Kansas Development Finance Authority Revenue (Public Employees Retirement System) | 5.501% | 5/1/34 | 2,025 | 2,645 | |
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 6,400 | 6,639 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 3,100 | 3,201 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 9,600 | 10,005 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 4,955 | 8,904 | ||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 1,650 | 2,516 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 6,555 | 11,479 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 1,265 | 2,355 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 3,530 | 4,552 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 14,920 | 21,049 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 3,225 | 4,851 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 6,680 | 9,158 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 895 | 1,520 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 2,625 | 2,721 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 2,625 | 2,721 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 840 | 1,235 | ||
Massachusetts GO | 4.200% | 12/1/21 | 4,475 | 4,634 | ||
Massachusetts GO | 4.500% | 8/1/31 | 350 | 449 | ||
Massachusetts GO | 5.456% | 12/1/39 | 5,250 | 7,738 | ||
Massachusetts GO | 2.514% | 7/1/41 | 6,825 | 7,143 | ||
Massachusetts GO | 2.813% | 9/1/43 | 7,000 | 7,706 | ||
Massachusetts GO | 2.900% | 9/1/49 | 3,425 | 3,686 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | 2,240 | 2,270 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 2,780 | 4,030 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 2,800 | 3,012 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | 8,820 | 9,160 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 3,375 | 4,883 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 1,540 | 2,334 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 4,625 | 8,201 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 6,155 | 6,780 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 865 | 933 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 13,050 | 14,405 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 6,105 | 6,880 | ||
Michigan State Building Authority Revenue Refunding taxable BDS 2020 II | 2.705% | 10/15/40 | 4,450 | 4,555 | ||
Michigan State University Revenue | 4.496% | 8/15/48 | 2,025 | 2,318 | ||
Mississippi GO | 5.245% | 11/1/34 | 2,820 | 3,742 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 4,410 | 5,149 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 3,500 | 4,423 | ||
15 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 10,800 | 13,920 | |
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 4,145 | 4,358 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 6.561% | 12/15/40 | 3,550 | 4,902 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 5,370 | 5,563 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 7,680 | 9,124 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 12,367 | 20,739 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 16,751 | 27,353 | ||
New York City NY GO | 5.517% | 10/1/37 | 3,525 | 4,971 | ||
New York City NY GO | 6.271% | 12/1/37 | 5,425 | 8,214 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 5,625 | 8,641 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 795 | 1,222 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 1,000 | 1,572 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 350 | 556 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 4,810 | 7,316 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 10,990 | 17,815 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 2,925 | 3,812 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 3,800 | 5,222 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 1,080 | 1,469 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York Metropolitan Transportation Authority Revenue | 5.175% | 11/15/49 | 12,575 | 14,735 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 1,100 | 1,760 | ||
New York Metropolitan Transportation Authority Revenue (Federally Taxable -Issuer Subsidy - Build America Bonds) | 6.814% | 11/15/40 | 500 | 668 | ||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 975 | 1,194 | ||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 6.668% | 11/15/39 | 9,215 | 12,027 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 7,035 | 7,410 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 3,240 | 3,528 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 2,705 | 3,635 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 3,085 | 4,307 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 2,100 | 2,290 | ||
New York State Thruway Authority | 2.900% | 1/1/35 | 2,050 | 2,223 | ||
New York State Thruway Authority | 3.500% | 1/1/42 | 1,500 | 1,567 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 3,040 | 3,492 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 2,375 | 3,054 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 7,725 | 13,396 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 1,945 | 2,692 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 4,500 | 5,510 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 5,431 | 7,897 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 3,075 | 3,134 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,100 | 1,346 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 2,500 | 3,627 | ||
Oregon GO | 5.762% | 6/1/23 | 402 | 435 | ||
Oregon GO | 5.892% | 6/1/27 | 8,130 | 10,199 | ||
16 | Oregon GO | 3.424% | 3/1/60 | 5,270 | 5,459 | |
14 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 375 | 453 | |
Pennsylvania State University | 2.790% | 9/1/43 | 5,025 | 5,260 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 2,360 | 2,440 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 3,720 | 5,637 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 2,060 | 2,747 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 14,410 | 20,667 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 4,900 | 7,028 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 5,025 | 6,867 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 3,370 | 3,782 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 1,800 | 2,191 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 690 | 961 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 21,905 | 29,141 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 7,385 | 10,239 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 4,300 | 4,594 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.987% | 9/1/36 | 105 | 117 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | 3,275 | 3,419 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 1,500 | 2,495 | ||
Riverside County CA Pension Obligation Bonds | 3.818% | 2/15/38 | 700 | 773 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 2,900 | 4,017 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 1,050 | 1,126 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 2,395 | 2,719 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 8,400 | 8,845 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 3,000 | 3,275 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 3,235 | 4,514 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 1,650 | 2,495 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 7,000 | 10,588 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 1,410 | 1,822 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 2,725 | 2,872 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 3.248% | 4/1/48 | 1,225 | 1,287 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 1,760 | 2,839 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 6,180 | 9,659 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 2.825% | 11/1/41 | 5,020 | 5,258 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 5,795 | 9,966 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 3,600 | 3,868 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 3,390 | 4,343 | ||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 2,760 | 2,877 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 7,000 | 11,609 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
State of Florida Board of administration Finance Corp. | 2.638% | 7/1/21 | 5,000 | 5,055 | ||
State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | 1,947 | 2,361 | ||
Texas GO | 5.517% | 4/1/39 | 10,995 | 16,348 | ||
Texas GO | 3.211% | 4/1/44 | 4,370 | 4,775 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 6,825 | 7,782 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 7,770 | 7,915 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 7,775 | 7,818 | ||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 5,065 | 6,532 | ||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 1,645 | 2,221 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 3,840 | 4,855 | ||
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 19,050 | 30,918 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 1,180 | 1,910 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 1,505 | 1,597 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 4,210 | 4,735 | ||
University of California Revenue | 0.883% | 5/15/25 | 2,600 | 2,637 | ||
University of California Revenue | 3.063% | 7/1/25 | 14,321 | 15,796 | ||
University of California Revenue | 1.316% | 5/15/27 | 7,550 | 7,671 | ||
University of California Revenue | 1.614% | 5/15/30 | 5,075 | 5,128 | ||
University of California Revenue | 4.601% | 5/15/31 | 8,330 | 10,155 | ||
University of California Revenue | 5.946% | 5/15/45 | 5,510 | 8,005 | ||
University of California Revenue | 4.858% | 5/15/12 | 12,189 | 17,495 | ||
University of California Revenue | 4.767% | 5/15/15 | 2,975 | 4,175 | ||
University of Michigan | 2.437% | 4/1/40 | 9,978 | 10,413 | ||
University of Michigan | 2.562% | 4/1/50 | 2,550 | 2,708 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 3,635 | 3,995 | ||
University of North Carolina University System Revenue | 3.327% | 12/1/36 | 90 | 105 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 11,425 | 12,931 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 1,700 | 2,330 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 2,375 | 2,852 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 2,375 | 2,410 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 6,800 | 8,193 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 4,725 | 5,017 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 11,890 | 11,771 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 3,505 | 4,672 | ||
Utah GO | 4.554% | 7/1/24 | 6,070 | 6,562 | ||
Utah GO | 3.539% | 7/1/25 | 5,420 | 5,897 | ||
Washington GO | 5.140% | 8/1/40 | 3,320 | 4,661 | ||
14 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 2,475 | 2,910 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,050 | 3,453 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 9,400 | 10,535 | ||
Total Taxable Municipal Bonds (Cost $1,437,915) | 1,669,740 | |||||
Shares | ||||||
Temporary Cash Investments (3.7%) | ||||||
Money Market Fund (3.7%) | ||||||
17 | Vanguard Market Liquidity Fund (Cost $8,098,896) | 0.111% | 81,019,758 | 8,101,976 | ||
Total Investments (103.0%) (Cost $214,143,957) | 228,318,404 | |||||
Other Assets and Liabilities—Net (-3.0%) | (6,553,304) | |||||
Net Assets (100%) | 221,765,100 |
Cost is in $000. | |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $23,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
2 | U.S. government-guaranteed. |
3 | 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. |
4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2020. |
6 | Variable rate security; rate shown is effective rate at period end. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
7 | 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 December 31, 2020, the aggregate value of these securities was $1,742,374,000, representing 0.8% of net assets. |
8 | Guaranteed by the Government of Canada. |
9 | Guaranteed by the Federal Republic of Germany. |
10 | Guaranteed by the Government of Japan. |
11 | Guaranteed by the Republic of Austria. |
12 | Guaranteed by the Government of Mexico. |
13 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
14 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
15 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
16 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
17 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
12M—12-month. | |
1YR—1-year. | |
6M—6-month. | |
CMT—Constant Maturing Treasury Rate. | |
GO—Government Obligation Bond. | |
LIBOR—London Interbank Offered Rate. | |
REIT—Real Estate Investment Trust. | |
REMICS—Real Estate Mortgage Investment Conduits. | |
UMBS—Uniform Mortgage-Backed Securities. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $206,045,061) | 220,216,428 |
Affiliated Issuers (Cost $8,098,896) | 8,101,976 |
Total Investments in Securities | 228,318,404 |
Investment in Vanguard | 8,415 |
Receivables for Investment Securities Sold | 393,733 |
Receivables for Accrued Income | 1,059,489 |
Receivables for Capital Shares Issued | 24,917 |
Total Assets | 229,804,958 |
Liabilities | |
Due to Custodian | 2,310 |
Payables for Investment Securities Purchased | 8,026,456 |
Payables for Capital Shares Redeemed | 3,804 |
Payables to Vanguard | 7,288 |
Total Liabilities | 8,039,858 |
Net Assets | 221,765,100 |
At December 31, 2020, net assets consisted of: | |
Paid-in Capital | 207,761,686 |
Total Distributable Earnings (Loss) | 14,003,414 |
Net Assets | 221,765,100 |
Investor Shares—Net Assets | |
Applicable to 11,262,493,535 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 129,025,886 |
Net Asset Value Per Share—Investor Shares | $11.46 |
Institutional Shares—Net Assets | |
Applicable to 8,095,070,875 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 92,739,214 |
Net Asset Value Per Share—Institutional Shares | $11.46 |
Year Ended December 31, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 4,472,538 |
Total Income | 4,472,538 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 4,772 |
Management and Administrative—Investor Shares | 86,670 |
Management and Administrative—Institutional Shares | 11,642 |
Marketing and Distribution—Investor Shares | 12,382 |
Marketing and Distribution—Institutional Shares | 2,590 |
Custodian Fees | 551 |
Auditing Fees | 215 |
Shareholders’ Reports—Investor Shares | 1,259 |
Shareholders’ Reports—Institutional Shares | 5 |
Trustees’ Fees and Expenses | 111 |
Total Expenses | 120,197 |
Net Investment Income | 4,352,341 |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | 2,507,926 |
Futures Contracts | (21,751) |
Realized Net Gain (Loss) | 2,486,175 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 7,160,442 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 13,998,958 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $25,739,000, ($2,048,000), and $2,948,000, respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2020 ($000) | 2019 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 4,352,341 | 4,995,941 |
Realized Net Gain (Loss) | 2,486,175 | 564,721 |
Change in Unrealized Appreciation (Depreciation) | 7,160,442 | 9,216,254 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 13,998,958 | 14,776,916 |
Distributions1 | ||
Investor Shares | (3,624,846) | (2,917,920) |
Institutional Shares | (2,650,682) | (2,080,517) |
Total Distributions | (6,275,528) | (4,998,437) |
Capital Share Transactions | ||
Investor Shares | 7,979,303 | 19,065,128 |
Institutional Shares | 7,628,003 | 15,483,598 |
Net Increase (Decrease) from Capital Share Transactions | 15,607,306 | 34,548,726 |
Total Increase (Decrease) | 23,330,736 | 44,327,205 |
Net Assets | ||
Beginning of Period | 198,434,364 | 154,107,159 |
End of Period | 221,765,100 | 198,434,364 |
1 | Certain prior-period numbers have been reclassified to conform with the current-period presentation. |
Investor Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $11.01 | $10.42 | $10.72 | $10.61 | $10.60 |
Investment Operations | |||||
Net Investment Income | .2491 | .2991 | .2851 | .2591 | .251 |
Net Realized and Unrealized Gain (Loss) on Investments | .551 | .590 | (.301) | .112 | .022 |
Total from Investment Operations | .800 | .889 | (.016) | .371 | .273 |
Distributions | |||||
Dividends from Net Investment Income | (.249) | (.299) | (.284) | (.259) | (.252) |
Distributions from Realized Capital Gains | (.101) | — | (.000)2 | (.002) | (.011) |
Total Distributions | (.350) | (.299) | (.284) | (.261) | (.263) |
Net Asset Value, End of Period | $11.46 | $11.01 | $10.42 | $10.72 | $10.61 |
Total Return3 | 7.31% | 8.62% | -0.10% | 3.53% | 2.55% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $129,026 | $116,505 | $91,653 | $89,183 | $68,381 |
Ratio of Total Expenses to Average Net Assets | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 2.17% | 2.76% | 2.74% | 2.42% | 2.31% |
Portfolio Turnover Rate4 | 119% | 66% | 90% | 80% | 88% |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Includes 32%, 12%, 22%, 26%, and 24% attributable to mortgage-dollar-roll activity. |
Institutional Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $11.01 | $10.42 | $10.72 | $10.61 | $10.60 |
Investment Operations | |||||
Net Investment Income | .2561 | .3061 | .2921 | .2671 | .259 |
Net Realized and Unrealized Gain (Loss) on Investments | .552 | .591 | (.300) | .112 | .022 |
Total from Investment Operations | .808 | .897 | (.008) | .379 | .281 |
Distributions | |||||
Dividends from Net Investment Income | (.257) | (.307) | (.292) | (.267) | (.260) |
Distributions from Realized Capital Gains | (.101) | — | (.000)2 | (.002) | (.011) |
Total Distributions | (.358) | (.307) | (.292) | (.269) | (.271) |
Net Asset Value, End of Period | $11.46 | $11.01 | $10.42 | $10.72 | $10.61 |
Total Return | 7.38% | 8.69% | -0.03% | 3.60% | 2.62% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $92,739 | $81,929 | $62,455 | $59,299 | $45,632 |
Ratio of Total Expenses to Average Net Assets | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% |
Ratio of Net Investment Income to Average Net Assets | 2.24% | 2.83% | 2.81% | 2.49% | 2.38% |
Portfolio Turnover Rate3 | 119% | 66% | 90% | 80% | 88% |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Includes 32%, 12%, 22%, 26%, and 24% attributable to mortgage-dollar-roll activity. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 138,681,543 | — | 138,681,543 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 5,530,838 | — | 5,530,838 |
Corporate Bonds | — | 65,479,305 | — | 65,479,305 |
Sovereign Bonds | — | 8,855,002 | — | 8,855,002 |
Taxable Municipal Bonds | — | 1,669,740 | — | 1,669,740 |
Temporary Cash Investments | 8,101,976 | — | — | 8,101,976 |
Total | 8,101,976 | 220,216,428 | — | 228,318,404 |
Amount ($000) | |
Paid-in Capital | 276,775 |
Total Distributable Earnings (Loss) | (276,775) |
Amount ($000) | |
Undistributed Ordinary Income | 62,155 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 13,941,259 |
Year Ended December 31, | ||
2020 Amount ($000) | 2019 Amount ($000) | |
Ordinary Income* | 5,048,523 | 4,998,437 |
Long-Term Capital Gains | 1,227,005 | — |
Total | 6,275,528 | 4,998,437 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 214,377,145 |
Gross Unrealized Appreciation | 14,418,478 |
Gross Unrealized Depreciation | (477,219) |
Net Unrealized Appreciation (Depreciation) | 13,941,259 |
Year Ended December 31, | |||||
2020 | 2019 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 38,648,650 | 3,399,007 | 29,630,647 | 2,753,458 | |
Issued in Lieu of Cash Distributions | 3,624,846 | 316,829 | 2,917,920 | 269,056 | |
Redeemed | (34,294,193) | (3,037,482) | (13,483,439) | (1,237,620) | |
Net Increase (Decrease)—Investor Shares | 7,979,303 | 678,354 | 19,065,128 | 1,784,894 | |
Institutional Shares | |||||
Issued | 31,956,671 | 2,805,387 | 22,527,089 | 2,091,754 | |
Issued in Lieu of Cash Distributions | 2,646,740 | 231,157 | 2,080,517 | 191,787 | |
Redeemed | (26,975,408) | (2,384,571) | (9,124,008) | (836,386) | |
Net Increase (Decrease)—Institutional Shares | 7,628,003 | 651,973 | 15,483,598 | 1,447,155 |
Philadelphia, Pennsylvania
February 16, 2021
Joseph Brennan | James M. Norris |
Mortimer J. Buckley | Thomas M. Rampulla |
Gregory Davis | Karin A. Risi |
John James | Anne E. Robinson |
John T. Marcante | Michael Rollings |
Chris D. McIsaac | Lauren Valente |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Annual Report | December 31, 2020 | |
Vanguard Inflation-Protected Securities Fund | |
Contents | |
Your Fund’s Performance at a Glance | 1 |
Advisor’s Report | 2 |
About Your Fund’s Expenses | 5 |
Performance Summary | 7 |
Financial Statements | 10 |
Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.
Your Fund’s Performance at a Glance
● For the 12 months ended December 31, 2020, Vanguard Inflation-Protected Securities Fund returned about 11%. Those results were roughly in line with the return of the fund’s benchmark, the Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index.
● The year was defined by the outbreak of the novel coronavirus in early 2020 and the aggressive efforts to contain it. The five-year break-even inflation rate, which implies the bond market’s expectation for the annualized rate of inflation over the coming five years, changed in response. It began the period at 1.67%, dropped sharply, then climbed higher, finishing 2020 at 1.99%.
● Yields of both nominal Treasuries and Treasury Inflation-Protected Securities (TIPS) ended the period lower across the maturity spectrum, pushing up prices and contributing to strong returns for both types of bonds. The real yield of 10-year TIPS, for example, declined from 0.13% to –1.09%, while the comparable yield for its 30-year counterpart fell from 0.57% to –0.38%.
● The advisor positioned the fund in March and April for an eventual rise in inflation expectations, and this shift added value. At times, however, lower market liquidity led to higher transaction costs, which pulled down performance relative to the benchmark.
Market Barometer
Average Annual Total Returns Periods Ended December 31, 2020 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 20.96% | 14.82% | 15.60% |
Russell 2000 Index (Small-caps) | 19.96 | 10.25 | 13.26 |
Russell 3000 Index (Broad U.S. market) | 20.89 | 14.49 | 15.43 |
FTSE All-World ex US Index (International) | 11.22 | 5.18 | 9.16 |
Bonds | |||
Bloomberg Barclays U.S. Aggregate Bond Index | |||
(Broad taxable market) | 7.51% | 5.34% | 4.44% |
Bloomberg Barclays Municipal Bond Index | |||
(Broad tax-exempt market) | 5.21 | 4.64 | 3.91 |
FTSE Three-Month U.S. Treasury Bill Index | 0.58 | 1.56 | 1.16 |
CPI | |||
Consumer Price Index | 1.36% | 1.85% | 1.95% |
1
Advisor’s Report
For the 12 months ended December 31, 2020, falling bond yields and rising prices led to strong returns across the fixed income market, including Treasury Inflation-Protected Securities (TIPS). The returns for Vanguard Inflation-Protected Securities Fund ranged from 10.90% for Investor Shares to 11.05% for Institutional Shares. The fund finished roughly in line with its benchmark, the Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index, which returned 10.99%.
The broad investment-grade bond market returned 7.75%, and “nominal” Treasury securities, which don’t include an automatic adjustment for inflation, returned 8.00%, according to the Bloomberg Barclays U.S. Aggregate Float-Adjusted Index.
The 30-day SEC yield for all three share classes declined 135 basis points. (A basis point is one-hundredth of a percentage point.)
Investment environment
The period was defined by the outbreak of the novel coronavirus in early 2020 and the aggressive efforts to contain it that upended economies and financial markets worldwide.
As the pandemic spread, crude oil prices sank, lockdowns multiplied, nonessential businesses were shuttered, and unemployment soared.
At the height of investor pessimism in March, there was a spike in volatility and an erosion in liquidity in the bond market. With investors trying to sell their most liquid assets, even some high-quality issuers saw their yield spreads versus risk-free assets widen dramatically.
Governments around the world were quick to take action, however, committing trillions of dollars in spending, loans, and loan guarantees to blunt the pandemic’s impact on economic activity and jobs. Many central banks slashed short-term interest rates and ramped up bond purchases to keep longer-term rates low and provide liquidity. The Federal Reserve cut the federal funds rate to near zero and started buying Treasuries and TIPs even more aggressively than it had during the 2008 global financial crisis. In late August, it unveiled a policy framework for average inflation which could lead to the Fed tolerating inflation running above
Yields of U.S. Treasury Inflation-Protected Securities
(Real Yields)
December 31, | December 31, | |
Maturity | 2019 | 2020 |
5 Years | –0.02% | –1.63% |
10 Years | 0.13 | –1.09 |
30 Years | 0.57 | –0.38 |
Source: Bloomberg.
2
2% for some time. The announcement of this policy led the market to expect short-term rates to remain low into 2023.
An increasingly accommodative monetary policy, an uncertain outlook for growth, and global demand for yield contributed to declines in yields across the maturity spectrum. The yield of the 2-year Treasury note fell 145 basis points over the period to 0.12% and the yield of the bellwether 10-year Treasury note ended 101 basis points lower, at 0.91%.
The real yield of 10-year TIPS fell from 0.13% to –1.09% in 2020. Over the same period, the 10-year break-even inflation rate edged higher, from 1.79% to 2.00%, implying an equivalent modest uptick in the market’s inflation expectation for the coming decade.
Management of the portfolio
Market expectations for inflation plummeted in late March and early April on the large demand shock to the economy coming from the national lockdown. While our expectations were also low for near-term growth and inflation, we positioned the portfolio for a higher-than-market-consensus inflation expectation over the medium term. Our medium-term outlook reflected the possibility that that there might be localized lockdowns rather than a national lockdown, that some sectors of the economy (manufacturing, for example) might prove relatively resilient, and that the robust fiscal and monetary responses to the pandemic would support a recovery in growth and inflation. This tactical move played out well for the fund.
Toward the end of the year, we anticipated some upward pressure on yields from two sources: the increased borrowing by the U.S. Treasury to finance additional fiscal stimulus measures, and the Fed’s adaptation of a flexible average inflation framework, which pinned short-term rates to then-current levels. The net result was higher term premium at the long end of the yield curve, which steepened the spread between short- and long-dated bonds. We positioned the fund for a steeper yield curve, and this shift boosted returns.
Increased transaction costs exacerbated by large cash inflows, however, dampened the fund’s performance relative to its benchmark, as reduced liquidity in the bond market resulted in wider-than-typical bid-ask spreads from the first quarter into the third quarter.
Outlook
Pandemic-related risks to the markets remain. Surging COVID-19 infections could lead to the reimposition of lockdowns, which would dampen growth, and the distribution of vaccines may take longer than hoped for. These risks are somewhat mitigated, however, because governments are better prepared now to deal with
3
outbreaks. Moreover, central banks have asserted their readiness to continue to support bond markets.
The path inflation takes from here is likely to be uneven. With lockdowns triggering a sharp drop in demand, second-quarter inflation in 2020 was very low. This means that year-on-year inflation readings in the second quarter of 2021 could well exceed the Fed’s 2% target. Although that may spark fears of sustained higher inflation and cause bouts of volatility in the market, we expect inflation to be moderate throughout the rest of the year.
It’s worth restating that investors should look beyond short-term market movements and adhere to a long-term investment plan. Even in a low-yield bond environment, TIPS can play a useful role as a diversifier, as they provide a hedge against an unexpected increase in inflation. And even if inflation remains low, there is the potential for principal appreciation if yields fall.
Whatever the markets may bring, our experienced team of credit analysts, traders, quantitative analysts, and risk managers will continue to seek out opportunities to add to the fund’s performance.
Gemma Wright-Casparius, Principal
Vanguard Fixed Income Group
January 22, 2021
4
About Your Fund’s Expenses
As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.
A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.
The accompanying table illustrates your fund’s costs in two ways:
● Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.
To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”
● Based on hypothetical 5% yearly return. This section is intended to help you compare your fund’s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.
Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”
The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.
You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.
5
Six Months Ended December 31, 2020
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
Inflation-Protected Securities Fund | 6/30/2020 | 12/31/2020 | Period |
Based on Actual Fund Return | |||
Investor Shares | $1,000.00 | $1,046.15 | $1.03 |
Admiral™ Shares | 1,000.00 | 1,046.82 | 0.51 |
Institutional Shares | 1,000.00 | 1,047.35 | 0.36 |
Based on Hypothetical 5% Yearly Return | |||
Investor Shares | $1,000.00 | $1,024.13 | $1.02 |
Admiral Shares | 1,000.00 | 1,024.63 | 0.51 |
Institutional Shares | 1,000.00 | 1,024.78 | 0.36 |
The calculations are based on expenses incurred in the most recent six-month period. The fund’s annualized six-month expense ratios for that period are 0.20% for Investor Shares, 0.10% for Admiral Shares, and 0.07% for Institutional Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (184/366).
6
Inflation-Protected Securities Fund
Performance Summary
All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.
Cumulative Performance: December 31, 2010, Through December 31, 2020
Initial Investment of $10,000
Average Annual Total Returns | |||||
Periods Ended December 31, 2020 | |||||
Final Value | |||||
One | Five | Ten | of a $10,000 | ||
Year | Years | Years | Investment | ||
Inflation-Protected Securities Fund Investor Shares | 10.90% | 4.87% | 3.60% | $14,241 | |
Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index | 10.99 | 5.08 | 3.81 | 14,532 | |
Bloomberg Barclays U.S. Aggregate Bond Index | 7.51 | 4.44 | 3.84 | 14,576 | |
Final Value | |||||
One | Five | Ten | of a $50,000 | ||
Year | Years | Years | Investment | ||
Inflation-Protected Securities Fund Admiral Shares | 10.96% | 4.96% | 3.69% | $71,869 | |
Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index | 10.99 | 5.08 | 3.81 | 72,662 | |
Bloomberg Barclays U.S. Aggregate Bond Index | 7.51 | 4.44 | 3.84 | 72,879 |
See Financial Highlights for dividend and capital gains information.
7
Inflation-Protected Securities Fund
Average Annual Total Returns | ||||
Periods Ended December 31, 2020 | ||||
Final Value | ||||
One | Five | Ten | of a $5,000,000 | |
Year | Years | Years | Investment | |
Inflation-Protected Securities Fund Institutional Shares | 11.05% | 5.00% | 3.73% | $7,213,760 |
Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index | 10.99 | 5.08 | 3.81 | 7,266,191 |
Bloomberg Barclays U.S. Aggregate Bond Index | 7.51 | 4.44 | 3.84 | 7,287,859 |
8
Inflation-Protected Securities Fund
Distribution by Stated Maturity
As of December 31, 2020
0 - 5 Years | 45.2% |
5 - 10 Years | 39.4 |
10 - 15 Years | 0.4 |
15 - 20 Years | 1.0 |
20 - 25 Years | 8.5 |
Over 25 Years | 5.5 |
The table reflects the fund’s investments, except for short-term investments and derivatives.
9
Inflation-Protected Securities Fund
Financial Statements
Schedule of Investments
As of December 31, 2020
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.
Face | Market | |||
Maturity | Amount | Value● | ||
Coupon | Date | ($000) | ($000) | |
U.S. Government and Agency Obligations (99.4%) | ||||
U.S. Government Securities (99.4%) | ||||
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/22 | 212,671 | 249,027 |
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/22 | 555,000 | 606,581 |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/22 | 452,019 | 527,657 |
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/23 | 944,330 | 1,106,740 |
United States Treasury Inflation Indexed Bonds | 0.625% | 4/15/23 | 973,000 | 1,073,862 |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/23 | 1,040,936 | 1,234,038 |
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/24 | 1,011,256 | 1,210,869 |
United States Treasury Inflation Indexed Bonds | 0.500% | 4/15/24 | 728,000 | 805,394 |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/24 | 1,003,771 | 1,178,667 |
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/24 | 859,000 | 934,464 |
United States Treasury Inflation Indexed Bonds | 0.250% | 1/15/25 | 997,300 | 1,182,733 |
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/25 | 482,651 | 778,613 |
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/25 | 898,400 | 973,864 |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/25 | 933,844 | 1,125,672 |
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/25 | 2,206,500 | 2,406,690 |
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/26 | 828,522 | 1,013,211 |
United States Treasury Inflation Indexed Bonds | 2.000% | 1/15/26 | 386,727 | 602,885 |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/26 | 766,304 | 914,897 |
United States Treasury Inflation Indexed Bonds | 0.375% | 1/15/27 | 768,139 | 923,750 |
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/27 | 318,047 | 510,499 |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/27 | 832,000 | 996,069 |
United States Treasury Inflation Indexed Bonds | 0.500% | 1/15/28 | 846,000 | 1,011,814 |
United States Treasury Inflation Indexed Bonds | 1.750% | 1/15/28 | 310,866 | 473,862 |
United States Treasury Inflation Indexed Bonds | 3.625% | 4/15/28 | 225,575 | 499,059 |
United States Treasury Inflation Indexed Bonds | 0.750% | 7/15/28 | 756,000 | 911,901 |
United States Treasury Inflation Indexed Bonds | 0.875% | 1/15/29 | 645,000 | 781,337 |
United States Treasury Inflation Indexed Bonds | 2.500% | 1/15/29 | 296,170 | 471,444 |
United States Treasury Inflation Indexed Bonds | 3.875% | 4/15/29 | 281,242 | 641,402 |
United States Treasury Inflation Indexed Bonds | 0.250% | 7/15/29 | 769,000 | 885,923 |
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/30 | 942,000 | 1,062,855 |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/30 | 982,000 | 1,118,393 |
United States Treasury Inflation Indexed Bonds | 3.375% | 4/15/32 | 59,029 | 131,879 |
United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/40 | 188,656 | 351,748 |
United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/41 | 239,258 | 445,667 |
United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/42 | 401,145 | 587,943 |
United States Treasury Inflation Indexed Bonds | 0.625% | 2/15/43 | 308,755 | 435,465 |
United States Treasury Inflation Indexed Bonds | 1.375% | 2/15/44 | 450,735 | 724,618 |
United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/45 | 503,400 | 717,376 |
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/46 | 275,302 | 412,024 |
United States Treasury Inflation Indexed Bonds | 0.875% | 2/15/47 | 319,100 | 462,370 |
10
Inflation-Protected Securities Fund | ||||||
Face | Market | |||||
Maturity | Amount | Value● | ||||
Coupon | Date | ($000) | ($000) | |||
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/48 | 292,000 | 428,821 | ||
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/49 | 283,000 | 412,039 | ||
1 | United States Treasury Inflation Indexed Bonds | 0.250% | 2/15/50 | 134,000 | 161,524 | |
United States Treasury Note/Bond | 6.000% | 2/15/26 | 130,000 | 166,826 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 245,000 | 260,773 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 110,000 | 127,411 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 45,000 | 43,861 | ||
Total U.S. Government and Agency Obligations (Cost $30,402,229) | 34,084,517 | |||||
Shares | ||||||
Temporary Cash Investment (0.3%) | ||||||
Money Market Fund (0.3%) | ||||||
2 | Vanguard Market Liquidity Fund | |||||
(Cost $123,063) | 0.111% | 1,230,763 | 123,076 | |||
Notional | ||||||
Expiration | Exercise | Amount | ||||
Date | Contracts | Price | ($000) | |||
Options Purchased | ||||||
Exchange-Traded Options | ||||||
Call Options 10-Year U.S. | ||||||
Treasury Note Futures | ||||||
Contracts | 1/22/21 | 2,081 | $138.50 | 387,939 | 788 | |
Total Options Purchased (Cost $756) (0.0%) | 788 | |||||
Total Investments (99.7%) (Cost $30,526,048) | 34,208,381 | |||||
Other Assets and Liabilities—Net (0.3%) | 91,362 | |||||
Net Assets (100%) | 34,299,743 |
Cost is in $000.
● See Note A in Notes to Financial Statements.
1 | Securities with a value of $5,841,000 have been segregated as initial margin for open futures contracts. |
2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
11
Inflation-Protected Securities Fund
Derivative Financial Instruments Outstanding as of Period End
Options Written
Notional | Market | ||||||
Expiration | Exercise | Amount | Value | ||||
Date | Contracts | Price | ($000) | ($000) | |||
Exchange-Traded Options | |||||||
Put Options | |||||||
10-Year U.S. Treasury Note Futures Contract | 1/22/21 | 2,801 | $136.00 | 380,936 | (88) | ||
Total Options Written (Premiums Received $826) | (88) | ||||||
Futures Contracts | |||||||
($000) | |||||||
Value and | |||||||
Number of | Unrealized | ||||||
Long (Short) | Notional | Appreciation | |||||
Expiration | Contracts | Amount | (Depreciation) | ||||
Long Futures Contracts | |||||||
5-Year U.S. Treasury Note | March 2021 | 10,527 | 1,328,129 | 604 | |||
10-Year U.S. Treasury Note | March 2021 | 6,130 | 846,419 | 1,084 | |||
1,688 | |||||||
Short Futures Contracts | |||||||
Ultra 10-Year U.S. Treasury Note | March 2021 | (2,320) | (495,465) | (1,920) | |||
(232) |
See accompanying Notes, which are an integral part of the Financial Statements.
12
Inflation-Protected Securities Fund
Statement of Assets and Liabilities
As of December 31, 2020
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $30,402,985) | 34,085,305 |
Affiliated Issuers (Cost $123,063) | 123,076 |
Total Investments in Securities | 34,208,381 |
Investment in Vanguard | 1,323 |
Cash | 212 |
Receivables for Investment Securities Sold | 18,953 |
Receivables for Accrued Income | 79,114 |
Receivables for Capital Shares Issued | 94,773 |
Variation Margin Receivable—Futures Contracts | 866 |
Other Assets | 117 |
Total Assets | 34,403,739 |
Liabilities | |
Payables for Investment Securities Purchased | 67 |
Payables for Capital Shares Redeemed | 100,554 |
Payables to Vanguard | 1,851 |
Variation Margin Payable—Futures Contracts | 1,436 |
Options Written, at Value (Premiums Received $826) | 88 |
Total Liabilities | 103,996 |
Net Assets | 34,299,743 |
13
Inflation-Protected Securities Fund
Statement of Assets and Liabilities (continued)
At December 31, 2020, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 30,616,885 |
Total Distributable Earnings (Loss) | 3,682,858 |
Net Assets | 34,299,743 |
Investor Shares—Net Assets | |
Applicable to 247,475,896 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,570,137 |
Net Asset Value Per Share—Investor Shares | $14.43 |
Admiral Shares—Net Assets | |
Applicable to 640,596,804 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 18,143,046 |
Net Asset Value Per Share—Admiral Shares | $28.32 |
Institutional Shares—Net Assets | |
Applicable to 1,090,929,967 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 12,586,560 |
Net Asset Value Per Share—Institutional Shares | $11.54 |
See accompanying Notes, which are an integral part of the Financial Statements.
14
Inflation-Protected Securities Fund
Statement of Operations
Year Ended | |
December 31, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 501,458 |
Total Income | 501,458 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 2,987 |
Management and Administrative—Investor Shares | 6,315 |
Management and Administrative—Admiral Shares | 13,404 |
Management and Administrative—Institutional Shares | 6,259 |
Marketing and Distribution—Investor Shares | 322 |
Marketing and Distribution—Admiral Shares | 902 |
Marketing and Distribution—Institutional Shares | 364 |
Custodian Fees | 33 |
Auditing Fees | 37 |
Shareholders’ Reports—Investor Shares | 22 |
Shareholders’ Reports—Admiral Shares | 131 |
Shareholders’ Reports—Institutional Shares | 131 |
Trustees’ Fees and Expenses | 20 |
Total Expenses | 30,927 |
Net Investment Income | 470,531 |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | 238,150 |
Futures Contracts | (21,098) |
Options Purchased | 9,827 |
Options Written | 7,482 |
Realized Net Gain (Loss) | 234,361 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 2,423,068 |
Futures Contracts | (418) |
Options Purchased | 32 |
Options Written | 195 |
Change in Unrealized Appreciation (Depreciation) | 2,422,877 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,127,769 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $2,614,000, ($305,000), and $12,000, respectively. Purchases and sales are for temporary cash investment purposes. |
See accompanying Notes, which are an integral part of the Financial Statements.
15
Inflation-Protected Securities Fund
Statement of Changes in Net Assets
Year Ended December 31, | ||
2020 | 2019 | |
($000) | ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 470,531 | 649,675 |
Realized Net Gain (Loss) | 234,361 | (35,156) |
Change in Unrealized Appreciation (Depreciation) | 2,422,877 | 1,544,697 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,127,769 | 2,159,216 |
Distributions1 | ||
Investor Shares | (45,437) | (75,706) |
Admiral Shares | (245,572) | (324,071) |
Institutional Shares | (173,955) | (241,760) |
Total Distributions | (464,964) | (641,537) |
Capital Share Transactions | ||
Investor Shares | (145,675) | (317,944) |
Admiral Shares | 2,453,068 | (119,658) |
Institutional Shares | 1,367,267 | 104,464 |
Net Increase (Decrease) from Capital Share Transactions | 3,674,660 | (333,138) |
Total Increase (Decrease) | 6,337,465 | 1,184,541 |
Net Assets | ||
Beginning of Period | 27,962,278 | 26,777,737 |
End of Period | 34,299,743 | 27,962,278 |
1 | Certain prior-period numbers have been reclassified to conform with the current-period presentation. |
See accompanying Notes, which are an integral part of the Financial Statements.
16
Inflation-Protected Securities Fund
Financial Highlights
Investor Shares
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 |
Net Asset Value, Beginning of Period | $13.18 | $12.47 | $13.04 | $12.98 | $12.84 |
Investment Operations | |||||
Net Investment Income | .1931 | .2901 | .3791 | .3101 | .263 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.242 | .713 | (.572) | .053 | .315 |
Total from Investment Operations | 1.435 | 1.003 | (.193) | .363 | .578 |
Distributions | |||||
Dividends from Net Investment Income | (.185) | (.293) | (.377) | (.303) | (.266) |
Distributions from Realized Capital Gains | — | — | — | — | (.017) |
Return of Capital | — | — | — | — | (.155) |
Total Distributions | (.185) | (.293) | (.377) | (.303) | (.438) |
Net Asset Value, End of Period | $14.43 | $13.18 | $12.47 | $13.04 | $12.98 |
Total Return2 | 10.90% | 8.06% | -1.49% | 2.81% | 4.52% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $3,570 | $3,402 | $3,526 | $4,139 | $4,496 |
Ratio of Total Expenses to Average Net Assets | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% |
Ratio of Net Investment Income to Average Net Assets | 1.38% | 2.24% | 2.96% | 2.38% | 1.99% |
Portfolio Turnover Rate | 48% | 26% | 27% | 22% | 27%3 |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
See accompanying Notes, which are an integral part of the Financial Statements.
17
Inflation-Protected Securities Fund
Financial Highlights
Admiral Shares
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 |
Net Asset Value, Beginning of Period | $25.88 | $24.48 | $25.60 | $25.48 | $25.21 |
Investment Operations | |||||
Net Investment Income | .4211 | .6001 | .7671 | .6401 | .544 |
Net Realized and Unrealized Gain (Loss) on Investments | 2.411 | 1.394 | (1.122) | .097 | .615 |
Total from Investment Operations | 2.832 | 1.994 | (.355) | .737 | 1.159 |
Distributions | |||||
Dividends from Net Investment Income | (.392) | (.594) | (.765) | (.617) | (.541) |
Distributions from Realized Capital Gains | — | — | — | — | (.034) |
Return of Capital | — | — | — | — | (.314) |
Total Distributions | (.392) | (.594) | (.765) | (.617) | (.889) |
Net Asset Value, End of Period | $28.32 | $25.88 | $24.48 | $25.60 | $25.48 |
Total Return2 | 10.96% | 8.16% | -1.39% | 2.91% | 4.62% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $18,143 | $14,310 | $13,661 | $13,917 | $12,205 |
Ratio of Total Expenses to Average Net Assets | 0.10% | 0.10% | 0.10% | 0.10% | 0.10% |
Ratio of Net Investment Income to Average Net Assets | 1.54% | 2.34% | 3.06% | 2.48% | 2.09% |
Portfolio Turnover Rate | 48% | 26% | 27% | 22% | 27%3 |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
See accompanying Notes, which are an integral part of the Financial Statements.
18
Inflation-Protected Securities Fund
Financial Highlights
Institutional Shares
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 |
Net Asset Value, Beginning of Period | $10.54 | $9.97 | $10.43 | $10.38 | $10.27 |
Investment Operations | |||||
Net Investment Income | .1741 | .2491 | .3171 | .2631 | .224 |
Net Realized and Unrealized Gain (Loss) on Investments | .989 | .565 | (.462) | .043 | .250 |
Total from Investment Operations | 1.163 | .814 | (.145) | .306 | .474 |
Distributions | |||||
Dividends from Net Investment Income | (.163) | (.244) | (.315) | (.256) | (.221) |
Distributions from Realized Capital Gains | — | — | — | — | (.014) |
Return of Capital | — | — | — | — | (.129) |
Total Distributions | (.163) | (.244) | (.315) | (.256) | (.364) |
Net Asset Value, End of Period | $11.54 | $10.54 | $9.97 | $10.43 | $10.38 |
Total Return | 11.05% | 8.18% | -1.40% | 2.97% | 4.63% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $12,587 | $10,250 | $9,591 | $9,508 | $8,637 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.56% | 2.37% | 3.09% | 2.51% | 2.12% |
Portfolio Turnover Rate | 48% | 26% | 27% | 22% | 27%2 |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
See accompanying Notes, which are an integral part of the Financial Statements.
19
Inflation-Protected Securities Fund
Notes to Financial Statements
Vanguard Inflation-Protected Securities Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: Investor Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. 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 and temporary cash investments 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. Investments in Vanguard Market Liquidity Fund are valued at that fund’s net asset value. 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.
2. 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. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.
During the year ended December 31, 2020, the fund’s average investments in long and short futures contracts represented 1% and less than 1% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.
3. Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the option is out-of-the-money, the position is worthless at expiration, and the fund
20
Inflation-Protected Securities Fund
loses the premium paid. The primary risk associated with selling options is that if interest rates move in such a way that the option is in-the-money, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received.
Counterparty risk involving options on futures contracts is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.
Options contracts on futures are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded in the Statement of Assets and Liabilities as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded in the Statement of Assets and Liabilities as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the options are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.
During the year ended December 31, 2020, the fund’s average value of investments in options purchased and options written each represented less than 1% of net assets, based on the average market values at each quarter-end during the period.
4. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. The fund’s tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund’s tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund’s financial statements.
5. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
6. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group (“Vanguard”) participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes, subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective
21
Inflation-Protected Securities Fund
rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and borrowings normally extend overnight, but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the year ended December 31, 2020, the fund did not utilize the credit facilities or the Interfund Lending Program.
7. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Inflation adjustments to the face amount of inflation-indexed securities are included in interest income. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.
Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2020, the fund had contributed to Vanguard capital in the amount of $1,323,000, representing less than 0.01% of the fund’s net assets and 0.53% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
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.
22
Inflation-Protected Securities Fund
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 December 31, 2020, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | Total | |
($000) | ($000) | ($000) | ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 34,084,517 | — | 34,084,517 |
Temporary Cash Investments | 123,076 | — | — | 123,076 |
Options Purchased | 788 | — | — | 788 |
Total | 123,864 | 34,084,517 | — | 34,208,381 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 866 | — | — | 866 |
Liabilities | ||||
Options Written | 88 | — | — | 88 |
Futures Contracts1 | 1,436 | — | — | 1,436 |
Total | 1,524 | — | — | 1,524 |
1 Represents variation margin on the last day of the reporting period.
D. Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for distributions in connection with fund share redemptions were reclassified between the following accounts:
Amount | |
($000) | |
Paid-in Capital | 19,224 |
Total Distributable Earnings (Loss) | (19,224) |
23
Inflation-Protected Securities Fund
Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the deferral of losses from wash sales; the deferral of losses from straddles; the recognition of unrealized gains or losses from certain derivative contracts; and the treatment of deflation and amortization adjustments from certain fixed income securities. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:
Amount | |
($000) | |
Undistributed Ordinary Income | 6,311 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 3,676,547 |
The tax character of distributions paid was as follows:
Year Ended December 31, | ||
2020 | 2019 | |
Amount | Amount | |
($000) | ($000) | |
Ordinary Income* | 464,964 | 641,537 |
Long-Term Capital Gains | — | — |
Total | 464,964 | 641,537 |
* Includes short-term capital gains, if any.
As of December 31, 2020, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:
Amount | |
($000) | |
Tax Cost | 30,526,048 |
Gross Unrealized Appreciation | 3,679,612 |
Gross Unrealized Depreciation | (3,033) |
Net Unrealized Appreciation (Depreciation) | 3,676,579 |
24
Inflation-Protected Securities Fund
E. During the year ended December 31, 2020, the fund purchased $18,552,742,000 of investment securities and sold $14,672,036,000 of investment securities, other than temporary cash investments.
F. Capital share transactions for each class of shares were:
Year Ended December 31, | ||||||
2020 | 2019 | |||||
Amount | Shares | Amount | Shares | |||
($000) | (000) | ($000) | (000) | |||
Investor Shares | ||||||
Issued | 888,092 | 63,559 | 400,022 | 30,638 | ||
Issued in Lieu of Cash Distributions | 42,474 | 2,958 | 70,691 | 5,362 | ||
Redeemed | (1,076,241) | (77,169) | (788,657) | (60,620) | ||
Net Increase (Decrease)—Investor Shares | (145,675) | (10,652) | (317,944) | (24,620) | ||
Admiral Shares | ||||||
Issued | 6,308,232 | 229,659 | 2,738,947 | 107,139 | ||
Issued in Lieu of Cash Distributions | 218,954 | 7,775 | 287,999 | 11,127 | ||
Redeemed | (4,074,118) | (149,885) | (3,146,604) | (123,356) | ||
Net Increase (Decrease)—Admiral Shares | 2,453,068 | 87,549 | (119,658) | (5,090) | ||
Institutional Shares | ||||||
Issued | 5,129,610 | 457,391 | 2,209,384 | 212,420 | ||
Issued in Lieu of Cash Distributions | 164,735 | 14,371 | 227,791 | 21,598 | ||
Redeemed | (3,927,078) | (353,215) | (2,332,711) | (223,645) | ||
Net Increase (Decrease)—Institutional Shares | 1,367,267 | 118,547 | 104,464 | 10,373 |
G. Management has determined that no events or transactions occurred subsequent to December 31, 2020, that would require recognition or disclosure in these financial statements.
25
Report of Independent Registered
Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Inflation-Protected Securities Fund
Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Inflation-Protected Securities Fund (one of the funds constituting Vanguard Bond Index Funds, referred to hereafter as the “Fund”) as of December 31, 2020, the related statement of operations for the year ended December 31, 2020, the statement of changes in net assets for each of the two years in the period ended December 31, 2020, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2020 (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of December 31, 2020, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2020 and the financial highlights for each of the five years in the period ended December 31, 2020 in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2020 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
February 16, 2021
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
26
Special 2020 tax information (unaudited) for Vanguard Inflation-Protected Securities Fund
This information for the fiscal year ended December 31, 2020, is included pursuant to provisions of the Internal Revenue Code.
For nonresident alien shareholders, 100.0% of income dividends are interest-related dividends.
The percentage of the ordinary dividends reported by the fund that is treated as a Section 163(j) interest dividend and thus is eligible to be treated as interest income for purposes of Section 163(j) and the regulations thereunder is 98.4%.
27
BLOOMBERG is a trademark and service mark of Bloomberg Finance L.P. BARCLAYS is a trademark and service mark of Barclays Bank Plc, used under license. Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL) (collectively, Bloomberg), or Bloomberg’s licensors, own all proprietary rights in the Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index (the Index or Bloomberg Barclays Index).
Neither Barclays Bank Plc, Barclays Capital Inc., or any affiliate (collectively Barclays) or Bloomberg is the issuer or producer of the Inflation-Protected Securities Fund and neither Bloomberg nor Barclays has any responsibilities, obligations or duties to investors in the Inflation-Protected Securities Fund. The Index is licensed for use by The Vanguard Group, Inc. (Vanguard) as the sponsor of the Inflation-Protected Securities Fund. Bloomberg and Barclays’ only relationship with Vanguard in respect of the Index is the licensing of the Index, which is determined, composed and calculated by BISL, or any successor thereto, without regard to the Issuer or the Inflation-Protected Securities Fund or the owners of the Inflation-Protected Securities Fund.
Additionally, Vanguard may for itself execute transaction(s) with Barclays in or relating to the Index in connection with the Inflation-Protected Securities Fund. Investors acquire the Inflation-Protected Securities Fund from Vanguard and investors neither acquire any interest in the Index nor enter into any relationship of any kind whatsoever with Bloomberg or Barclays upon making an investment in the Inflation-Protected Securities Fund. The Inflation-Protected Securities Fund is not sponsored, endorsed, sold or promoted by Bloomberg or Barclays. Neither Bloomberg nor Barclays makes any representation or warranty, express or implied regarding the advisability of investing in the Inflation-Protected Securities Fund or the advisability of investing in securities generally or the ability of the Index to track corresponding or relative market performance. Neither Bloomberg nor Barclays has passed on the legality or suitability of the Inflation-Protected Securities Fund with respect to any person or entity. Neither Bloomberg nor Barclays is responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Inflation-Protected Securities Fund to be issued. Neither Bloomberg nor Barclays has any obligation to take the needs of the Issuer or the owners of the Inflation-Protected Securities Fund or any other third party into consideration in determining, composing or calculating the Index. Neither Bloomberg nor Barclays has any obligation or liability in connection with administration, marketing or trading of the Inflation-Protected Securities Fund.
The licensing agreement between Bloomberg and Barclays is solely for the benefit of Bloomberg and Barclays and not for the benefit of the owners of the Inflation-Protected Securities Fund, investors or other third parties. In addition, the licensing agreement between Vanguard and Bloomberg is solely for the benefit of Vanguard and Bloomberg and not for the benefit of the owners of the Inflation-Protected Securities Fund, investors or other third parties.
28
NEITHER BLOOMBERG NOR BARCLAYS SHALL HAVE ANY LIABILITY TO THE ISSUER, INVESTORS OR TO OTHER THIRD PARTIES FOR THE QUALITY, ACCURACY AND/OR COMPLETENESS OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN OR FOR INTERRUPTIONS IN THE DELIVERY OF THE BLOOMBERG BARCLAYS INDEX. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY THE ISSUER, THE INVESTORS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY EXPRESS OR IMPLIED WARRANTIES, AND EACH HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN. BLOOMBERG RESERVES THE RIGHT TO CHANGE THE METHODS OF CALCULATION OR PUBLICATION, OR TO CEASE THE CALCULATION OR PUBLICATION OF THE BLOOMBERG BARCLAYS INDEX, AND NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY MISCALCULATION OF OR ANY INCORRECT, DELAYED OR INTERRUPTED PUBLICATION WITH RESPECT TO THE BLOOMBERG BARCLAYS INDEX. NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY DAMAGES, INCLUDING, WITHOUT LIMITATION, ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES, OR ANY LOST PROFITS AND EVEN IF ADVISED OF THE POSSIBILITY OF SUCH, RESULTING FROM THE USE OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN OR WITH RESPECT TO THE INFLATION-PROTECTED SECURITIES FUND.
None of the information supplied by Bloomberg or Barclays and used in this publication may be reproduced in any manner without the prior written permission of both Bloomberg and Barclays Capital, the investment banking division of Barclays Bank Plc. Barclays Bank Plc is registered in England No. 1026167. Registered office 1 Churchill Place London E14 5HP.
© 2021 Bloomberg. Used with Permission.
Source: Bloomberg Index Services Limited. Copyright 2021, Bloomberg. All rights reserved.
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The People Who Govern Your Fund
The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund’s trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.
A majority of Vanguard’s board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 211 Vanguard funds.
Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in the Statement of Additional Information, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.
Interested Trustee1
Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (2018– present) of Vanguard; chief executive officer, president, and trustee (2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Chairman of the board (2011–2017) and trustee (2009–2017) of the Children’s Hospital of Philadelphia; and trustee (2018–present) and vice chair (2019–present) of The Shipley School.
Independent Trustees
Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Director of SPX FLOW, Inc. (multi-industry manufacturing). Director of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, and Roberts Wesleyan College. Trustee of the University of Rochester.
Amy Gutmann
Born in 1949. Trustee since June 2006. Principal occupation(s) during the past five years and other experience: president (2004–present) of the University of Pennsylvania. Christopher H. Browne Distinguished Professor of Political Science, School of Arts and Sciences, and professor of communication, Annenberg School for Communication, with secondary faculty appointments in the Department of Philosophy, School of Arts and Sciences, and at the Graduate School of Education, University of Pennsylvania.
F. Joseph Loughrey
Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services) and the Lumina Foundation. Director of the V Foundation. Member of the advisory
1 Mr. Buckley is considered an “interested person,” as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds.
council for the College of Arts and Letters and chair of the advisory board to the Kellogg Institute for International Studies, both at the University of Notre Dame.
Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM’s Retirement Plan Committee (2004–2013), senior vice president and general manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.
Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: chief investment officer (retired June 2020) and vice president (retired June 2020) of the University of Notre Dame. Assistant professor of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee (retired June 2020). Member of the board of Catholic Investment Services, Inc. (investment advisors) and the board of superintendence of the Institute for the Works of Religion.
Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: board chair (2020–present), chief executive officer (2011–2020), and president (2010–2019) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of the individual life and disability division of Guardian Life. Member of the board of the American Council of Life Insurers and the board of the Economic Club of New York. Trustee of the Partnership for New York City (business leadership), Chief Executives for Corporate Purpose, NewYork-Presbyterian Hospital, Catalyst, and the Bruce Museum (arts and science). Member of the Advisory Council for the Stanford Graduate School of Business.
André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Member of the board of advisors and member of the investment committee of the Museum of Fine Arts Boston. Member of the board (2018–present) of RIT Capital Partners (investment firm). Member of the investment committee of Partners Health Care System.
Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Member of the board of directors (2012–2014) of Neighborhood Reinvestment Corporation. Director (2017–present) of i(x) Investments, LLC; director (2017–present) of Reserve Trust. Rubenstein Fellow (2017–present) of Duke University; trustee (2017–present) of Amherst College, and trustee (2019–present) of the Folger Shakespeare Library.
Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Chairman of the board of trustees of Colby-Sawyer College. Member of the board of Hypertherm Inc. (industrial cutting systems, software, and consumables).
Executive Officers
John Bendl
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (2019–present) of each of the investment companies served by Vanguard. Chief accounting officer, treasurer, and controller of Vanguard (2017–present). Partner (2003–2016) at KPMG (audit, tax, and advisory services).
Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Treasurer (2017–present) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).
David Cermak
Born in 1960. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (2019–present) of each of the investment companies served by Vanguard. Managing director and head (2017–present) of Vanguard Investments Singapore. Managing director and head (2017–2019) of Vanguard Investments Hong Kong. Representative director and head (2014–2017) of Vanguard Investments Japan.
John Galloway
Born in 1973. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (September 2020–present) of each of the investment companies served by Vanguard. Head of Investor Advocacy (February 2020–present) and head of Marketing Strategy and Planning (2017–2020) at Vanguard. Deputy assistant to the President of the United States (2015).
Thomas J. Higgins
Born in 1957. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (2019–present), chief financial officer (2008–2019), and treasurer (1998–2008) of each of the investment companies served by Vanguard.
Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.
Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express.
Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.
John E. Schadl
Born in 1972. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer (2019–present) of Vanguard and of each of the investment companies served by Vanguard. Assistant vice president (2019–present) of Vanguard Marketing Corporation.
Vanguard Senior Management Team
Joseph Brennan | James M. Norris |
Mortimer J. Buckley | Thomas M. Rampulla |
Gregory Davis | Karin A. Risi |
John James | Anne E. Robinson |
John T. Marcante | Michael Rollings |
Chris D. McIsaac | Lauren Valente |
Connect with Vanguard® > vanguard.com
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This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund’s current prospectus.
All comparative mutual fund data are from Morningstar, Inc., unless otherwise noted.
You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.
© 2021 The Vanguard Group, Inc. | |
All rights reserved. | |
Vanguard Marketing Corporation, Distributor. | |
Q1190 022021 |
Item 2: Code of Ethics. The Registrant has adopted a code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer or controller or persons performing similar functions. The Code of Ethics was amended during the reporting period covered by this report to make certain technical, non-material changes.
Item 3: Audit Committee Financial Expert. All members of the Audit Committee have been determined by the Registrant’s Board of Trustees to be Audit Committee Financial Experts and to be independent: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 4: Principal Accountant Fees and Services.
(a) Audit Fees.
Audit Fees of the Registrant.
Fiscal Year Ended December 31, 2020: $439,000
Fiscal Year Ended December 31, 2019: $446,000
Aggregate Audit Fees of Registered Investment Companies in the Vanguard Group.
Fiscal Year Ended December 31, 2020: $10,761,407
Fiscal Year Ended December 31, 2019: $9,568,215
Includes fees billed in connection with audits of the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(b) Audit-Related Fees.
Fiscal Year Ended December 31, 2020: $2,915,863
Fiscal Year Ended December 31, 2019: $3,012,031
Includes fees billed in connection with assurance and related services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(c) Tax Fees.
Fiscal Year Ended December 31, 2020: $247,168
Fiscal Year Ended December 31, 2019: $357,238
Includes fees billed in connection with tax compliance, planning, and advice services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(d) All Other Fees.
Fiscal Year Ended December 31, 2020: $115,000
Fiscal Year Ended December 31, 2019: $0
Includes fees billed for services related to tax reported information provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(e) (1) Pre-Approval Policies. The policy of the Registrant’s Audit Committee is to consider, and, if appropriate, approve before the principal accountant is engaged for such services, all specific audit and non-audit services provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant. In making a determination, the Audit Committee considers whether the services are consistent with maintaining the principal accountant’s independence.
In the event of a contingency situation in which the principal accountant is needed to provide services in between scheduled Audit Committee meetings, the Chairman of the Audit Committee would be called on to consider and, if appropriate, pre-approve audit or permitted non-audit services in an amount sufficient to complete services through the next Audit Committee meeting, and to determine if such services would be consistent with maintaining the accountant’s independence. At the next scheduled Audit Committee meeting, services and fees would be presented to the Audit Committee for formal consideration, and, if appropriate, approval by the entire Audit Committee. The Audit Committee would again consider whether such services and fees are consistent with maintaining the principal accountant’s independence.
The Registrant’s Audit Committee is informed at least annually of all audit and non-audit services provided by the principal accountant to the Vanguard complex, whether such services are provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., or other entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant.
(2) No percentage of the principal accountant’s fees or services were approved pursuant to the waiver provision of paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.
(f) For the most recent fiscal year, over 50% of the hours worked under the principal accountant’s engagement were not performed by persons other than full-time, permanent employees of the principal accountant.
(g) Aggregate Non-Audit Fees.
Fiscal Year Ended December 31, 2020: $362,168
Fiscal Year Ended December 31, 2019: $357,238
Includes fees billed for non-audit services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(h) For the most recent fiscal year, the Audit Committee has determined that the provision of all non-audit services was consistent with maintaining the principal accountant’s independence.
Item 5: Audit Committee of Listed Registrants.
The Registrant is a listed issuer as defined in rule 10A-3 under the Securities Exchange Act of 1934 (“Exchange Act”). The Registrant has a separately-designated standing audit committee established in accordance with Section 3(a)(58)(A) of the Exchange Act. The Registrant’s audit committee members are: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 6: Investments.
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (65.75%) | ||||||
U.S. Government Securities (62.45%) | ||||||
United States Treasury Note/Bond | 7.875% | 2/15/21 | 250 | 252 | ||
United States Treasury Note/Bond | 8.125% | 5/15/21 | 190 | 195 | ||
United States Treasury Note/Bond | 2.625% | 12/15/21 | 139,670 | 142,987 | ||
United States Treasury Note/Bond | 2.000% | 12/31/21 | 189,378 | 192,899 | ||
United States Treasury Note/Bond | 2.125% | 12/31/21 | 1,450 | 1,479 | ||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 253,420 | 259,637 | ||
United States Treasury Note/Bond | 1.375% | 1/31/22 | 172,173 | 174,487 | ||
United States Treasury Note/Bond | 1.500% | 1/31/22 | 89,500 | 90,829 | ||
United States Treasury Note/Bond | 2.000% | 2/15/22 | 161,663 | 165,048 | ||
United States Treasury Note/Bond | 2.500% | 2/15/22 | 28,827 | 29,593 | ||
United States Treasury Note/Bond | 1.125% | 2/28/22 | 212,769 | 215,262 | ||
United States Treasury Note/Bond | 1.750% | 2/28/22 | 176,961 | 180,279 | ||
United States Treasury Note/Bond | 1.875% | 2/28/22 | 79,660 | 81,278 | ||
United States Treasury Note/Bond | 2.375% | 3/15/22 | 177,562 | 182,334 | ||
United States Treasury Note/Bond | 0.375% | 3/31/22 | 352,000 | 353,100 | ||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 456,192 | 465,387 | ||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 394,170 | 402,731 | ||
United States Treasury Note/Bond | 2.250% | 4/15/22 | 181,635 | 186,602 | ||
United States Treasury Note/Bond | 0.125% | 4/30/22 | 403,871 | 403,934 | ||
United States Treasury Note/Bond | 1.750% | 4/30/22 | 583,534 | 596,116 | ||
United States Treasury Note/Bond | 1.875% | 4/30/22 | 160,194 | 163,899 | ||
United States Treasury Note/Bond | 1.750% | 5/15/22 | 172,660 | 176,464 | ||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 260,496 | 267,578 | ||
United States Treasury Note/Bond | 0.125% | 5/31/22 | 97,393 | 97,408 | ||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 314,855 | 322,037 | ||
United States Treasury Note/Bond | 1.875% | 5/31/22 | 15,000 | 15,368 | ||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 150,771 | 154,305 | ||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 478,157 | 478,157 | ||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 69,830 | 71,521 | ||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 54,730 | 56,363 | ||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 96,605 | 99,005 | ||
United States Treasury Note/Bond | 0.125% | 7/31/22 | 526,342 | 526,424 | ||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 229,394 | 235,702 | ||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 212,520 | 218,763 | ||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 217,455 | 222,280 | ||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 131,447 | 134,631 | ||
United States Treasury Note/Bond | 0.125% | 8/31/22 | 318,090 | 318,090 | ||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 508,341 | 520,891 | ||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 228,867 | 235,483 | ||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 233,725 | 239,130 | ||
United States Treasury Note/Bond | 0.125% | 9/30/22 | 280,251 | 280,251 | ||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 103,585 | 106,498 | ||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 193,712 | 199,584 | ||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 242,515 | 247,896 | ||
United States Treasury Note/Bond | 0.125% | 10/31/22 | 314,825 | 314,825 | ||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 10,915 | 11,261 | ||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 203,144 | 210,064 | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 310,263 | 318,892 | ||
United States Treasury Note/Bond | 0.125% | 11/30/22 | 23,540 | 23,540 | ||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 486,670 | 503,931 | ||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 112,375 | 115,641 | ||
United States Treasury Note/Bond | 0.125% | 12/31/22 | 270,395 | 270,437 | ||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 513,067 | 533,429 | ||
United States Treasury Note/Bond | 1.500% | 1/15/23 | 242,855 | 249,609 | ||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 39,330 | 40,645 | ||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 295,243 | 308,898 | ||
United States Treasury Note/Bond | 1.375% | 2/15/23 | 141,475 | 145,189 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 35,000 | 36,378 | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 285,326 | 293,707 | ||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 863,733 | 909,889 | ||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 176,205 | 181,546 | ||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 196,875 | 207,272 | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 962,025 | 964,430 | ||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 70,895 | 73,332 | ||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 20,990 | 22,259 | ||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 106,014 | 105,981 | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 382,650 | 397,119 | ||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 210,100 | 217,585 | ||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 213,123 | 226,443 | ||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 150,040 | 150,415 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 130,000 | 133,961 | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 321,252 | 341,029 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 996,646 | 996,023 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 69,648 | 71,629 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 165,108 | 176,150 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 233,135 | 232,989 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 339,900 | 360,772 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 204,880 | 211,539 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 244,140 | 260,925 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 399,685 | 399,373 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 118,075 | 122,023 | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 358,829 | 385,461 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 235,725 | 235,541 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 10,000 | 10,416 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 150,867 | 162,418 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 413,762 | 444,536 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 369,015 | 390,118 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 117,469 | 126,720 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 419,675 | 419,150 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 53,392 | 56,713 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 167,648 | 179,907 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 154,680 | 164,541 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 319,655 | 342,430 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 299,076 | 323,096 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 303,995 | 322,567 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 333,228 | 356,242 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 536,754 | 570,301 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 95,635 | 101,358 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 318,585 | 340,289 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 405,309 | 436,657 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 478,278 | 507,498 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 238,738 | 251,496 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 227,460 | 241,605 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 237,309 | 250,287 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 192,650 | 205,774 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 460,333 | 496,009 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 215,108 | 223,107 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 160,978 | 170,662 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 220,815 | 231,235 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 322,595 | 345,277 | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 257,844 | 270,212 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 287,110 | 309,047 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 511,920 | 551,434 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 149,822 | 157,102 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 215,565 | 231,261 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 139,095 | 147,310 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 220,395 | 237,820 | ||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 198,815 | 207,762 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 441,295 | 481,287 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 298,865 | 319,972 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 140,914 | 145,868 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 174,840 | 192,706 | ||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 124,516 | 136,812 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 95,118 | 95,460 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 222,775 | 247,489 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 744,630 | 803,619 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 217,886 | 217,443 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 346,735 | 385,797 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 103,035 | 102,761 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 119,750 | 132,792 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 209,968 | 209,312 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 127,915 | 142,785 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 766,062 | 825,192 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 265,785 | 264,871 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 199,795 | 222,147 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 166,345 | 165,669 | ||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 173,516 | 195,260 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 196,995 | 196,133 | ||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 151,522 | 170,794 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 507,400 | 554,176 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 419,630 | 420,155 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 183,217 | 205,690 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 331,270 | 331,477 | ||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 222,585 | 247,521 | ||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 170,870 | 190,253 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 504,770 | 536,791 | ||
United States Treasury Note/Bond | 6.000% | 2/15/26 | 12,240 | 15,707 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 9,540 | 9,299 | ||
38,219,884 | ||||||
Agency Bonds and Notes (3.30%) | ||||||
1 | AID-Iraq | 2.149% | 1/18/22 | 9,755 | 9,951 | |
1 | AID-Israel | 5.500% | 9/18/23 | 4,300 | 4,904 | |
1 | AID-Israel | 5.500% | 12/4/23 | 8,000 | 9,207 | |
1 | AID-Israel | 5.500% | 4/26/24 | 12,058 | 14,076 | |
1 | AID-Jordan | 2.578% | 6/30/22 | 3,200 | 3,300 | |
1 | AID-Ukraine | 1.471% | 9/29/21 | 10,305 | 10,369 | |
Federal Farm Credit Banks | 3.050% | 11/15/21 | 5,175 | 5,307 | ||
Federal Farm Credit Banks | 1.600% | 12/28/21 | 6,455 | 6,550 | ||
Federal Farm Credit Banks | 2.600% | 1/18/22 | 5,000 | 5,130 | ||
Federal Farm Credit Banks | 0.375% | 4/8/22 | 25,000 | 25,079 | ||
Federal Farm Credit Banks | 0.125% | 11/23/22 | 20,000 | 19,995 | ||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 4,600 | 4,782 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 4,250 | 4,663 | ||
2 | Federal Home Loan Banks | 3.000% | 10/12/21 | 56,150 | 57,406 | |
Federal Home Loan Banks | 1.625% | 11/19/21 | 19,020 | 19,273 | ||
Federal Home Loan Banks | 1.875% | 11/29/21 | 52,600 | 53,441 | ||
Federal Home Loan Banks | 1.625% | 12/20/21 | 6,700 | 6,797 | ||
Federal Home Loan Banks | 0.250% | 6/3/22 | 40,000 | 40,065 | ||
Federal Home Loan Banks | 2.125% | 6/10/22 | 5,650 | 5,811 | ||
Federal Home Loan Banks | 0.125% | 8/12/22 | 45,000 | 44,986 | ||
Federal Home Loan Banks | 0.125% | 10/21/22 | 25,000 | 24,990 | ||
Federal Home Loan Banks | 1.375% | 2/17/23 | 23,000 | 23,597 | ||
Federal Home Loan Banks | 2.125% | 3/10/23 | 8,950 | 9,336 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 60,390 | 64,658 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 20,000 | 21,798 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 9,970 | 10,421 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 100 | 118 | ||
Federal Home Loan Banks | 2.875% | 9/13/24 | 20,000 | 21,926 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Federal Home Loan Banks | 0.500% | 4/14/25 | 25,000 | 25,135 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 15,000 | 14,967 | ||
3 | Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 120,930 | 123,733 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 6/8/22 | 62,415 | 62,517 | |
2,3 | Federal Home Loan Mortgage Corp. | 0.125% | 7/25/22 | 46,000 | 45,986 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 48,000 | 48,239 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 25,000 | 25,127 | |
2,3 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 20,000 | 21,267 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 46,000 | 46,094 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 51,175 | 51,259 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 40,000 | 40,056 | |
3 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 60,000 | 59,863 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 43,000 | 43,052 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 32,000 | 32,039 | |
3 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 20,000 | 20,935 | |
2,3 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 40,000 | 39,951 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 60,000 | 59,839 | |
3 | Federal National Mortgage Assn. | 1.375% | 10/7/21 | 40,100 | 40,487 | |
3 | Federal National Mortgage Assn. | 2.000% | 1/5/22 | 53,865 | 54,884 | |
3 | Federal National Mortgage Assn. | 2.625% | 1/11/22 | 10,798 | 11,074 | |
3 | Federal National Mortgage Assn. | 1.875% | 4/5/22 | 1,070 | 1,093 | |
3 | Federal National Mortgage Assn. | 2.250% | 4/12/22 | 33,871 | 34,786 | |
3 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 10,875 | 11,098 | |
3 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 26,250 | 27,106 | |
3 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 19,149 | 20,018 | |
3 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 53,000 | 53,116 | |
3 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 56,000 | 56,102 | |
3 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 4,590 | 4,919 | |
3 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 53,000 | 53,065 | |
3 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 14,133 | 15,125 | |
3 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 15,414 | 16,228 | |
3 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 110,565 | 120,190 | |
3 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 34,105 | 35,873 | |
3 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 35,700 | 36,084 | |
3 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 25,000 | 25,108 | |
3 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 45,000 | 44,902 | |
3 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 15,000 | 15,041 | |
1,2 | Private Export Funding Corp. | 4.300% | 12/15/21 | 9,940 | 10,319 | |
1,2 | Private Export Funding Corp. | 2.800% | 5/15/22 | 3,725 | 3,851 | |
1,2 | Private Export Funding Corp. | 2.050% | 11/15/22 | 10,276 | 10,609 | |
1,2 | Private Export Funding Corp. | 3.550% | 1/15/24 | 3,500 | 3,830 | |
1,2 | Private Export Funding Corp. | 2.450% | 7/15/24 | 3,350 | 3,585 | |
1 | Private Export Funding Corp. | 1.750% | 11/15/24 | 2,130 | 2,238 | |
2 | Resolution Funding Corp. | 8.625% | 1/15/21 | 850 | 852 | |
Tennessee Valley Authority | 1.875% | 8/15/22 | 8,175 | 8,393 | ||
Tennessee Valley Authority | 2.875% | 9/15/24 | 7,875 | 8,616 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 7,000 | 7,093 | ||
2,023,680 | ||||||
Total U.S. Government and Agency Obligations (Cost $39,253,209) | 40,243,564 | |||||
Corporate Bonds (26.57%) | ||||||
Communications (1.20%) | ||||||
Alphabet Inc. | 3.375% | 2/25/24 | 6,600 | 7,221 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 7,200 | 7,198 | ||
America Movil SAB de CV | 3.125% | 7/16/22 | 11,028 | 11,469 | ||
AT&T Inc. | 3.000% | 6/30/22 | 10,018 | 10,363 | ||
AT&T Inc. | 4.050% | 12/15/23 | 4,150 | 4,583 | ||
AT&T Inc. | 4.450% | 4/1/24 | 9,163 | 10,228 | ||
AT&T Inc. | 3.950% | 1/15/25 | 12,108 | 13,622 | ||
AT&T Inc. | 3.400% | 5/15/25 | 24,600 | 27,299 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AT&T Inc. | 3.600% | 7/15/25 | 4,000 | 4,499 | ||
Baidu Inc. | 2.875% | 7/6/22 | 6,675 | 6,876 | ||
Baidu Inc. | 3.500% | 11/28/22 | 6,980 | 7,313 | ||
Baidu Inc. | 3.875% | 9/29/23 | 4,900 | 5,281 | ||
Baidu Inc. | 4.375% | 5/14/24 | 5,000 | 5,491 | ||
Baidu Inc. | 3.075% | 4/7/25 | 8,587 | 9,175 | ||
Baidu Inc. | 4.125% | 6/30/25 | 3,500 | 3,924 | ||
Booking Holdings Inc. | 2.750% | 3/15/23 | 8,678 | 9,097 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 6,250 | 6,921 | ||
Booking Holdings Inc. | 4.100% | 4/13/25 | 5,250 | 5,945 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 4,700 | 5,183 | ||
Charter Communications Operating LLC | 4.464% | 7/23/22 | 22,259 | 23,444 | ||
2 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 11,701 | 12,967 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 36,165 | 42,022 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 10,292 | 12,045 | ||
Comcast Corp. | 3.000% | 2/1/24 | 14,870 | 16,005 | ||
Comcast Corp. | 3.600% | 3/1/24 | 10,297 | 11,299 | ||
Comcast Corp. | 3.700% | 4/15/24 | 15,913 | 17,488 | ||
Comcast Corp. | 3.375% | 2/15/25 | 6,861 | 7,580 | ||
Comcast Corp. | 3.100% | 4/1/25 | 10,500 | 11,523 | ||
Comcast Corp. | 3.375% | 8/15/25 | 8,053 | 8,951 | ||
Comcast Corp. | 3.950% | 10/15/25 | 21,449 | 24,564 | ||
Discovery Communications LLC | 2.950% | 3/20/23 | 8,440 | 8,879 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 2,035 | 2,220 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 3,749 | 4,159 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 2,752 | 3,017 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 6,931 | 7,772 | ||
2,4 | Expedia Group Inc. | 3.600% | 12/15/23 | 2,050 | 2,181 | |
Expedia Group Inc. | 4.500% | 8/15/24 | 3,829 | 4,183 | ||
Fox Corp. | 3.666% | 1/25/22 | 4,994 | 5,169 | ||
Fox Corp. | 4.030% | 1/25/24 | 11,290 | 12,406 | ||
Fox Corp. | 3.050% | 4/7/25 | 6,826 | 7,473 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 2,160 | 2,630 | ||
Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 2,800 | 2,991 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 7,650 | 8,498 | ||
Omnicom Group Inc. | 3.625% | 5/1/22 | 9,875 | 10,295 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 9,415 | 10,379 | ||
Rogers Communications Inc. | 3.000% | 3/15/23 | 750 | 787 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,992 | 7,629 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 4,000 | 4,514 | ||
Telefonica Emisiones SA | 4.570% | 4/27/23 | 3,750 | 4,097 | ||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 5,721 | 6,686 | ||
2,4 | T-Mobile USA Inc. | 3.500% | 4/15/25 | 23,820 | 26,326 | |
2 | TWDC Enterprises 18 Corp. | 2.550% | 2/15/22 | 1,975 | 2,023 | |
2 | TWDC Enterprises 18 Corp. | 2.450% | 3/4/22 | 3,930 | 4,026 | |
2 | TWDC Enterprises 18 Corp. | 2.350% | 12/1/22 | 1,975 | 2,053 | |
2 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 6,950 | 7,690 | |
Verizon Communications Inc. | 5.150% | 9/15/23 | 31,277 | 35,204 | ||
Verizon Communications Inc. | 3.500% | 11/1/24 | 6,386 | 7,041 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 21,555 | 23,926 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 15,200 | 15,298 | ||
ViacomCBS Inc. | 3.375% | 3/1/22 | 1,485 | 1,521 | ||
ViacomCBS Inc. | 4.250% | 9/1/23 | 9,060 | 9,848 | ||
ViacomCBS Inc. | 3.875% | 4/1/24 | 5,309 | 5,784 | ||
ViacomCBS Inc. | 3.700% | 8/15/24 | 6,800 | 7,444 | ||
ViacomCBS Inc. | 3.500% | 1/15/25 | 5,487 | 6,016 | ||
ViacomCBS Inc. | 4.750% | 5/15/25 | 12,062 | 13,998 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 21,446 | 23,427 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 10,522 | 12,020 | ||
Walt Disney Co. | 1.650% | 9/1/22 | 1,500 | 1,531 | ||
Walt Disney Co. | 3.000% | 9/15/22 | 12,102 | 12,635 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Walt Disney Co. | 1.750% | 8/30/24 | 8,200 | 8,537 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 5,097 | 5,654 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 12,660 | 14,021 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 5,368 | 6,073 | ||
Weibo Corp. | 3.500% | 7/5/24 | 6,000 | 6,275 | ||
WPP Finance 2010 | 3.625% | 9/7/22 | 3,833 | 4,030 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 5,448 | 6,037 | ||
733,979 | ||||||
Consumer Discretionary (1.87%) | ||||||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 3,250 | 3,416 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 18,660 | 20,526 | ||
Amazon.com Inc. | 3.300% | 12/5/21 | 9,069 | 9,271 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 8,303 | 8,611 | ||
Amazon.com Inc. | 2.400% | 2/22/23 | 8,245 | 8,603 | ||
Amazon.com Inc. | 0.400% | 6/3/23 | 6,800 | 6,836 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 19,055 | 20,607 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 3,687 | 4,140 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 10,800 | 10,952 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 6,104 | 7,419 | ||
2 | American Honda Finance Corp. | 3.150% | 1/8/21 | 2,889 | 2,890 | |
2 | American Honda Finance Corp. | 1.650% | 7/12/21 | 5,244 | 5,281 | |
2 | American Honda Finance Corp. | 1.700% | 9/9/21 | 7,208 | 7,275 | |
2 | American Honda Finance Corp. | 3.375% | 12/10/21 | 3,170 | 3,260 | |
American Honda Finance Corp. | 1.950% | 5/20/22 | 1,925 | 1,967 | ||
2 | American Honda Finance Corp. | 2.200% | 6/27/22 | 100 | 103 | |
2 | American Honda Finance Corp. | 0.400% | 10/21/22 | 2,000 | 2,001 | |
2 | American Honda Finance Corp. | 2.600% | 11/16/22 | 7,450 | 7,761 | |
2 | American Honda Finance Corp. | 2.050% | 1/10/23 | 6,599 | 6,823 | |
2 | American Honda Finance Corp. | 1.950% | 5/10/23 | 6,266 | 6,495 | |
2 | American Honda Finance Corp. | 0.875% | 7/7/23 | 5,000 | 5,059 | |
2 | American Honda Finance Corp. | 3.450% | 7/14/23 | 4,468 | 4,803 | |
2 | American Honda Finance Corp. | 0.650% | 9/8/23 | 5,000 | 5,029 | |
2 | American Honda Finance Corp. | 3.625% | 10/10/23 | 2,520 | 2,739 | |
2 | American Honda Finance Corp. | 3.550% | 1/12/24 | 1,000 | 1,089 | |
2 | American Honda Finance Corp. | 2.900% | 2/16/24 | 8,165 | 8,741 | |
2 | American Honda Finance Corp. | 2.400% | 6/27/24 | 10,615 | 11,282 | |
2 | American Honda Finance Corp. | 2.150% | 9/10/24 | 5,503 | 5,816 | |
2 | American Honda Finance Corp. | 1.200% | 7/8/25 | 3,000 | 3,067 | |
2 | American Honda Finance Corp. | 1.000% | 9/10/25 | 5,000 | 5,057 | |
Aptiv Corp. | 4.150% | 3/15/24 | 4,092 | 4,495 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 3,155 | 3,406 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 3,229 | 3,617 | ||
AutoZone Inc. | 3.700% | 4/15/22 | 4,005 | 4,147 | ||
AutoZone Inc. | 2.875% | 1/15/23 | 7,917 | 8,260 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 5,750 | 6,187 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 1,522 | 1,665 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 3,570 | 3,997 | ||
Block Financial LLC | 5.500% | 11/1/22 | 3,325 | 3,537 | ||
Block Financial LLC | 5.250% | 10/1/25 | 772 | 882 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 3,680 | 4,053 | ||
Cintas Corp. No. 2 | 2.900% | 4/1/22 | 5,850 | 6,022 | ||
2 | Continental Airlines Pass-Through Trust Class A Series 2007-1 | 5.983% | 4/19/22 | 1,310 | 1,313 | |
2 | Continental Airlines Pass-Through Trust Class A Series 2010-1 | 4.750% | 1/12/21 | 909 | 909 | |
2 | Continental Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 3,643 | 3,660 | |
2 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 4,569 | 4,608 | |
2 | Delta Air Lines Pass-Through Trust Class A Series 2007-1 | 6.821% | 8/10/22 | 1,818 | 1,853 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 2,900 | 2,966 | |
DR Horton Inc. | 4.375% | 9/15/22 | 1,667 | 1,757 | ||
DR Horton Inc. | 4.750% | 2/15/23 | 4,025 | 4,330 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 100 | 112 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 5,675 | 6,054 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 7,000 | 7,544 | ||
eBay Inc. | 3.800% | 3/9/22 | 5,768 | 5,981 | ||
eBay Inc. | 2.600% | 7/15/22 | 6,903 | 7,098 | ||
eBay Inc. | 2.750% | 1/30/23 | 6,134 | 6,415 | ||
eBay Inc. | 3.450% | 8/1/24 | 5,267 | 5,733 | ||
eBay Inc. | 1.900% | 3/11/25 | 7,925 | 8,317 | ||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 4,200 | 4,576 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 3,896 | 4,406 | ||
General Motors Co. | 4.875% | 10/2/23 | 4,937 | 5,476 | ||
General Motors Co. | 5.400% | 10/2/23 | 1,416 | 1,590 | ||
General Motors Co. | 4.000% | 4/1/25 | 3,617 | 4,004 | ||
General Motors Co. | 6.125% | 10/1/25 | 20,147 | 24,400 | ||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 15,562 | 15,967 | ||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 13,967 | 14,375 | ||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 7,238 | 7,492 | ||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 11,423 | 11,921 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 3,175 | 3,325 | ||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 16,800 | 18,419 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 11,346 | 12,027 | ||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 6,621 | 7,143 | ||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 18,475 | 19,866 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 7,050 | 7,222 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 8,665 | 9,672 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 8,350 | 9,069 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 6,546 | 7,065 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 12,211 | 13,404 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 16,650 | 17,763 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 900 | 1,008 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 10,600 | 11,317 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 3,478 | 3,896 | ||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 3,150 | 3,428 | ||
Hasbro Inc. | 2.600% | 11/19/22 | 500 | 519 | ||
Hasbro Inc. | 3.000% | 11/19/24 | 100 | 108 | ||
Home Depot Inc. | 4.400% | 4/1/21 | 9,033 | 9,033 | ||
Home Depot Inc. | 3.250% | 3/1/22 | 5,464 | 5,651 | ||
Home Depot Inc. | 2.625% | 6/1/22 | 10,180 | 10,493 | ||
Home Depot Inc. | 2.700% | 4/1/23 | 8,068 | 8,462 | ||
Home Depot Inc. | 3.750% | 2/15/24 | 6,697 | 7,340 | ||
Home Depot Inc. | 3.350% | 9/15/25 | 9,400 | 10,583 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 1,650 | 1,730 | ||
Hyatt Hotels Corp. | 5.375% | 4/23/25 | 3,100 | 3,514 | ||
JD.com Inc. | 3.125% | 4/29/21 | 3,700 | 3,728 | ||
Kohl's Corp. | 3.250% | 2/1/23 | 1,490 | 1,533 | ||
Kohl's Corp. | 9.500% | 5/15/25 | 3,980 | 5,159 | ||
Kohl's Corp. | 4.250% | 7/17/25 | 6,528 | 7,083 | ||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 11,250 | 11,910 | ||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 3,394 | 3,545 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 1,007 | 1,086 | ||
Lennar Corp. | 4.750% | 11/15/22 | 3,200 | 3,392 | ||
Lennar Corp. | 4.875% | 12/15/23 | 3,200 | 3,540 | ||
Lennar Corp. | 4.500% | 4/30/24 | 9,100 | 10,090 | ||
Lennar Corp. | 4.750% | 5/30/25 | 5,500 | 6,284 | ||
Lowe's Cos. Inc. | 3.120% | 4/15/22 | 2,027 | 2,084 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 6,832 | 7,419 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 3,741 | 4,059 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 4,228 | 4,803 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 7,371 | 8,221 | ||
Magna International Inc. | 3.625% | 6/15/24 | 6,580 | 7,181 | ||
Magna International Inc. | 4.150% | 10/1/25 | 1,307 | 1,498 | ||
Marriott International Inc. | 3.250% | 9/15/22 | 3,804 | 3,904 | ||
Marriott International Inc. | 2.125% | 10/3/22 | 2,450 | 2,485 | ||
2 | Marriott International Inc. | 4.150% | 12/1/23 | 2,000 | 2,152 | |
Marriott International Inc. | 3.600% | 4/15/24 | 7,232 | 7,699 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 149 | 161 | ||
2 | Marriott International Inc. | 5.750% | 5/1/25 | 5,700 | 6,655 | |
Marriott International Inc. | 3.750% | 10/1/25 | 4,927 | 5,315 | ||
2 | Marriott International Inc. | 3.125% | 6/15/26 | 2,000 | 2,129 | |
Masco Corp. | 4.450% | 4/1/25 | 3,589 | 4,129 | ||
2 | McDonald's Corp. | 2.625% | 1/15/22 | 11,407 | 11,680 | |
2 | McDonald's Corp. | 3.350% | 4/1/23 | 8,051 | 8,560 | |
2 | McDonald's Corp. | 3.375% | 5/26/25 | 3,935 | 4,367 | |
2 | McDonald's Corp. | 3.300% | 7/1/25 | 10,246 | 11,395 | |
2 | McDonald's Corp. | 1.450% | 9/1/25 | 6,056 | 6,263 | |
Mohawk Industries Inc. | 3.850% | 2/1/23 | 4,425 | 4,705 | ||
NIKE Inc. | 2.250% | 5/1/23 | 700 | 729 | ||
NIKE Inc. | 2.400% | 3/27/25 | 9,100 | 9,786 | ||
NVR Inc. | 3.950% | 9/15/22 | 4,350 | 4,568 | ||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 6,633 | 7,102 | ||
PVH Corp. | 4.625% | 7/10/25 | 3,590 | 4,029 | ||
Ralph Lauren Corp. | 1.700% | 6/15/22 | 3,150 | 3,208 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,281 | 3,691 | ||
Ross Stores Inc. | 4.600% | 4/15/25 | 5,560 | 6,408 | ||
Sands China Ltd. | 4.600% | 8/8/23 | 11,833 | 12,647 | ||
Sands China Ltd. | 5.125% | 8/8/25 | 13,996 | 15,693 | ||
Southwest Airlines Co. | 2.750% | 11/16/22 | 2,400 | 2,478 | ||
Southwest Airlines Co. | 4.750% | 5/4/23 | 8,725 | 9,478 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 13,908 | 16,081 | ||
2 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 2,276 | 2,431 | |
Starbucks Corp. | 1.300% | 5/7/22 | 3,200 | 3,239 | ||
Starbucks Corp. | 2.700% | 6/15/22 | 2,896 | 2,981 | ||
Starbucks Corp. | 3.100% | 3/1/23 | 7,875 | 8,318 | ||
Starbucks Corp. | 3.850% | 10/1/23 | 5,825 | 6,317 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 9,718 | 11,058 | ||
Tapestry Inc. | 3.000% | 7/15/22 | 3,000 | 3,066 | ||
Tapestry Inc. | 4.250% | 4/1/25 | 4,210 | 4,541 | ||
TJX Cos. Inc. | 2.500% | 5/15/23 | 5,451 | 5,695 | ||
TJX Cos. Inc. | 3.500% | 4/15/25 | 19,074 | 21,283 | ||
Toyota Motor Corp. | 3.183% | 7/20/21 | 8,980 | 9,121 | ||
Toyota Motor Corp. | 2.157% | 7/2/22 | 7,847 | 8,063 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 9,700 | 10,455 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 3,660 | 3,883 | ||
2 | Toyota Motor Credit Corp. | 2.950% | 4/13/21 | 8,280 | 8,339 | |
2 | Toyota Motor Credit Corp. | 1.800% | 10/7/21 | 2,450 | 2,477 | |
2 | Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 9,370 | 9,589 | |
2 | Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 4,312 | 4,448 | |
2 | Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 5,905 | 6,080 | |
2 | Toyota Motor Credit Corp. | 1.150% | 5/26/22 | 10,150 | 10,272 | |
2 | Toyota Motor Credit Corp. | 0.450% | 7/22/22 | 3,200 | 3,207 | |
2 | Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 12,225 | 12,598 | |
2 | Toyota Motor Credit Corp. | 0.350% | 10/14/22 | 5,225 | 5,237 | |
2 | Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 1,676 | 1,752 | |
2 | Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 6,582 | 6,895 | |
2 | Toyota Motor Credit Corp. | 2.900% | 3/30/23 | 2,150 | 2,272 | |
2 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 5,500 | 5,523 | |
2 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 5,400 | 5,536 | |
2 | Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 1,290 | 1,396 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 4,232 | 4,447 | |
2 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 2,900 | 3,118 | |
2 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 27,815 | 29,124 | |
2 | Toyota Motor Credit Corp. | 3.000% | 4/1/25 | 11,500 | 12,638 | |
2 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 5,500 | 5,525 | |
2 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 565 | 569 | |
VF Corp. | 2.050% | 4/23/22 | 5,766 | 5,886 | ||
VF Corp. | 2.400% | 4/23/25 | 6,020 | 6,427 | ||
Whirlpool Corp. | 4.700% | 6/1/22 | 2,248 | 2,378 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 2,175 | 2,392 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 2,450 | 2,719 | ||
2 | Yale University | 0.873% | 4/15/25 | 3,000 | 3,047 | |
1,146,555 | ||||||
Consumer Staples (1.55%) | ||||||
Altria Group Inc. | 3.490% | 2/14/22 | 7,475 | 7,732 | ||
Altria Group Inc. | 2.850% | 8/9/22 | 7,448 | 7,741 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 9,738 | 10,696 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 10,785 | 11,765 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 5,600 | 5,937 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 5,750 | 6,663 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 15,925 | 18,121 | ||
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 3,300 | 3,587 | ||
BAT Capital Corp. | 2.764% | 8/15/22 | 1,119 | 1,158 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 15,064 | 16,326 | ||
BAT Capital Corp. | 2.789% | 9/6/24 | 11,133 | 11,913 | ||
Beam Suntory Inc. | 3.250% | 5/15/22 | 151 | 156 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 1,565 | 1,733 | ||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 2,925 | 3,038 | ||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 5,900 | 6,512 | ||
Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | 2,770 | 2,853 | ||
Campbell Soup Co. | 3.650% | 3/15/23 | 2,844 | 3,035 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 7,460 | 8,402 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 2,000 | 2,187 | ||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 1,970 | 2,028 | ||
Church & Dwight Co. Inc. | 2.875% | 10/1/22 | 3,000 | 3,126 | ||
Clorox Co. | 3.050% | 9/15/22 | 5,475 | 5,685 | ||
Clorox Co. | 3.500% | 12/15/24 | 3,152 | 3,483 | ||
Coca-Cola Co. | 2.500% | 4/1/23 | 5,297 | 5,567 | ||
Coca-Cola Co. | 3.200% | 11/1/23 | 8,603 | 9,313 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 7,507 | 7,854 | ||
Coca-Cola Co. | 2.950% | 3/25/25 | 7,800 | 8,570 | ||
Coca-Cola Co. | 2.875% | 10/27/25 | 10,485 | 11,627 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 3,570 | 3,977 | ||
2 | Colgate-Palmolive Co. | 2.250% | 11/15/22 | 7,354 | 7,626 | |
2 | Colgate-Palmolive Co. | 2.100% | 5/1/23 | 750 | 781 | |
2 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 3,890 | 4,234 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 4,000 | 4,183 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 10,221 | 11,404 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 7,148 | 8,422 | ||
Constellation Brands Inc. | 2.700% | 5/9/22 | 4,130 | 4,247 | ||
Constellation Brands Inc. | 2.650% | 11/7/22 | 10,323 | 10,732 | ||
Constellation Brands Inc. | 3.200% | 2/15/23 | 6,352 | 6,707 | ||
Constellation Brands Inc. | 4.250% | 5/1/23 | 9,896 | 10,777 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 3,266 | 3,747 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 3,750 | 4,349 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 3,289 | 3,893 | ||
Costco Wholesale Corp. | 2.300% | 5/18/22 | 9,218 | 9,460 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 5,852 | 6,282 | ||
Diageo Capital plc | 2.625% | 4/29/23 | 9,603 | 10,058 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 600 | 647 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Diageo Capital plc | 2.125% | 10/24/24 | 8,000 | 8,430 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 7,100 | 7,285 | ||
Diageo Investment Corp. | 2.875% | 5/11/22 | 1,094 | 1,132 | ||
Dollar General Corp. | 3.250% | 4/15/23 | 7,558 | 7,998 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 5,841 | 6,703 | ||
Dollar Tree Inc. | 3.700% | 5/15/23 | 8,087 | 8,660 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 7,279 | 8,208 | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 2,791 | 2,945 | ||
Flowers Foods Inc. | 4.375% | 4/1/22 | 1,450 | 1,502 | ||
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 1,970 | 2,059 | ||
General Mills Inc. | 3.150% | 12/15/21 | 7,721 | 7,872 | ||
General Mills Inc. | 2.600% | 10/12/22 | 5,683 | 5,901 | ||
General Mills Inc. | 3.700% | 10/17/23 | 13,103 | 14,260 | ||
General Mills Inc. | 3.650% | 2/15/24 | 428 | 464 | ||
Hershey Co. | 2.625% | 5/1/23 | 1,250 | 1,307 | ||
Hershey Co. | 3.375% | 5/15/23 | 3,543 | 3,794 | ||
Hershey Co. | 2.050% | 11/15/24 | 3,757 | 3,968 | ||
Hershey Co. | 3.200% | 8/21/25 | 3,000 | 3,339 | ||
J M Smucker Co. | 3.000% | 3/15/22 | 4,632 | 4,774 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 8,048 | 8,954 | ||
Kellogg Co. | 2.650% | 12/1/23 | 3,584 | 3,824 | ||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 8,419 | 9,143 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 6,544 | 7,030 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 7,750 | 8,914 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 1,849 | 2,062 | ||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 1,675 | 1,759 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 2,290 | 2,544 | ||
Kroger Co. | 3.400% | 4/15/22 | 2,100 | 2,167 | ||
Kroger Co. | 2.800% | 8/1/22 | 6,125 | 6,343 | ||
Kroger Co. | 3.850% | 8/1/23 | 6,750 | 7,278 | ||
Kroger Co. | 4.000% | 2/1/24 | 2,500 | 2,742 | ||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 5,288 | 5,457 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 5,280 | 5,721 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 9,255 | 10,666 | ||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 3,428 | 3,567 | ||
2,4 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 8,000 | 8,231 | |
Mondelez International Inc. | 0.625% | 7/1/22 | 5,200 | 5,225 | ||
Mondelez International Inc. | 2.125% | 4/13/23 | 3,409 | 3,542 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 6,277 | 6,497 | ||
PepsiCo Inc. | 3.000% | 8/25/21 | 6,050 | 6,153 | ||
PepsiCo Inc. | 2.750% | 3/5/22 | 9,501 | 9,780 | ||
PepsiCo Inc. | 2.250% | 5/2/22 | 8,641 | 8,853 | ||
PepsiCo Inc. | 3.100% | 7/17/22 | 4,415 | 4,589 | ||
PepsiCo Inc. | 2.750% | 3/1/23 | 6,870 | 7,242 | ||
PepsiCo Inc. | 0.750% | 5/1/23 | 12,756 | 12,916 | ||
PepsiCo Inc. | 0.400% | 10/7/23 | 3,950 | 3,961 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 2,975 | 3,249 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 13,718 | 14,663 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 6,257 | 6,797 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 5,788 | 6,496 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 4,000 | 4,418 | ||
Philip Morris International Inc. | 2.625% | 2/18/22 | 4,759 | 4,878 | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 9,442 | 9,733 | ||
Philip Morris International Inc. | 2.500% | 8/22/22 | 8,681 | 8,991 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 7,824 | 8,117 | ||
Philip Morris International Inc. | 2.625% | 3/6/23 | 2,050 | 2,156 | ||
Philip Morris International Inc. | 1.125% | 5/1/23 | 5,805 | 5,919 | ||
Philip Morris International Inc. | 2.125% | 5/10/23 | 3,504 | 3,637 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 4,400 | 4,800 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 3,775 | 4,068 | ||
Philip Morris International Inc. | 3.250% | 11/10/24 | 2,125 | 2,334 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Philip Morris International Inc. | 1.500% | 5/1/25 | 6,805 | 7,038 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 4,497 | 5,003 | ||
2 | Procter & Gamble - Esop | 9.360% | 1/1/21 | 600 | 599 | |
Procter & Gamble Co. | 2.300% | 2/6/22 | 8,026 | 8,202 | ||
Procter & Gamble Co. | 2.150% | 8/11/22 | 3,694 | 3,808 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 7,019 | 7,543 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 7,145 | 7,163 | ||
Reynolds American Inc. | 4.850% | 9/15/23 | 4,425 | 4,936 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 22,426 | 25,503 | ||
Sysco Corp. | 2.600% | 6/12/22 | 4,125 | 4,252 | ||
Sysco Corp. | 3.550% | 3/15/25 | 2,029 | 2,259 | ||
Sysco Corp. | 5.650% | 4/1/25 | 6,246 | 7,431 | ||
Sysco Corp. | 3.750% | 10/1/25 | 5,581 | 6,254 | ||
Target Corp. | 2.900% | 1/15/22 | 8,053 | 8,275 | ||
Target Corp. | 3.500% | 7/1/24 | 1,450 | 1,605 | ||
Target Corp. | 2.250% | 4/15/25 | 13,298 | 14,260 | ||
Tyson Foods Inc. | 2.250% | 8/23/21 | 9,072 | 9,171 | ||
Tyson Foods Inc. | 4.500% | 6/15/22 | 12,873 | 13,491 | ||
Tyson Foods Inc. | 3.900% | 9/28/23 | 2,216 | 2,417 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 15,386 | 17,080 | ||
Unilever Capital Corp. | 2.750% | 3/22/21 | 1,695 | 1,704 | ||
Unilever Capital Corp. | 3.000% | 3/7/22 | 6,250 | 6,453 | ||
Unilever Capital Corp. | 2.200% | 5/5/22 | 4,564 | 4,672 | ||
Unilever Capital Corp. | 3.125% | 3/22/23 | 3,515 | 3,730 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 1,700 | 1,709 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 6,253 | 6,783 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 4,150 | 4,430 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 2,925 | 3,239 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 4,175 | 4,624 | ||
Walgreen Co. | 3.100% | 9/15/22 | 3,523 | 3,675 | ||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 7,150 | 7,880 | ||
Walmart Inc. | 2.350% | 12/15/22 | 9,227 | 9,593 | ||
Walmart Inc. | 2.550% | 4/11/23 | 6,664 | 6,970 | ||
Walmart Inc. | 3.400% | 6/26/23 | 14,323 | 15,382 | ||
Walmart Inc. | 3.300% | 4/22/24 | 10,950 | 11,912 | ||
Walmart Inc. | 2.850% | 7/8/24 | 11,200 | 12,113 | ||
Walmart Inc. | 2.650% | 12/15/24 | 11,825 | 12,769 | ||
Walmart Inc. | 3.550% | 6/26/25 | 16,123 | 18,241 | ||
946,520 | ||||||
Energy (2.04%) | ||||||
Baker Hughes a GE Co. LLC | 2.773% | 12/15/22 | 15,289 | 15,938 | ||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 3,178 | 3,305 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 2,743 | 3,045 | ||
2 | BP Capital Markets America Inc. | 3.245% | 5/6/22 | 15,747 | 16,357 | |
2 | BP Capital Markets America Inc. | 2.520% | 9/19/22 | 5,805 | 6,008 | |
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 6,550 | 6,918 | ||
2 | BP Capital Markets America Inc. | 2.750% | 5/10/23 | 12,614 | 13,298 | |
2 | BP Capital Markets America Inc. | 3.216% | 11/28/23 | 8,162 | 8,763 | |
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 1,450 | 1,586 | ||
2 | BP Capital Markets America Inc. | 3.224% | 4/14/24 | 6,384 | 6,894 | |
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 5,450 | 5,994 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 7,439 | 8,432 | ||
BP Capital Markets plc | 3.062% | 3/17/22 | 13,105 | 13,536 | ||
BP Capital Markets plc | 3.245% | 5/6/22 | 900 | 935 | ||
BP Capital Markets plc | 2.500% | 11/6/22 | 20,220 | 21,002 | ||
BP Capital Markets plc | 3.994% | 9/26/23 | 1,550 | 1,696 | ||
BP Capital Markets plc | 3.814% | 2/10/24 | 3,299 | 3,620 | ||
BP Capital Markets plc | 3.535% | 11/4/24 | 11,514 | 12,768 | ||
BP Capital Markets plc | 3.506% | 3/17/25 | 3,675 | 4,098 | ||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 11,571 | 12,092 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 810 | 868 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 3,878 | 4,237 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 5,024 | 5,268 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 12,931 | 15,059 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 11,073 | 12,859 | ||
Chevron Corp. | 2.498% | 3/3/22 | 4,618 | 4,693 | ||
Chevron Corp. | 2.355% | 12/5/22 | 15,337 | 15,870 | ||
Chevron Corp. | 1.141% | 5/11/23 | 10,600 | 10,799 | ||
Chevron Corp. | 2.566% | 5/16/23 | 6,392 | 6,703 | ||
Chevron Corp. | 3.191% | 6/24/23 | 12,792 | 13,575 | ||
Chevron Corp. | 2.895% | 3/3/24 | 8,209 | 8,711 | ||
Chevron Corp. | 1.554% | 5/11/25 | 19,726 | 20,444 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 5,150 | 5,156 | ||
Chevron USA Inc. | 0.426% | 8/11/23 | 6,000 | 6,015 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 10,400 | 10,430 | ||
Cimarex Energy Co. | 4.375% | 6/1/24 | 5,465 | 5,936 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 6,533 | 7,529 | ||
ConocoPhillips Co. | 3.350% | 11/15/24 | 1,500 | 1,643 | ||
ConocoPhillips Co. | 3.350% | 5/15/25 | 1,388 | 1,519 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 2,210 | 2,599 | ||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 8,235 | 8,657 | ||
Diamondback Energy Inc. | 4.750% | 5/31/25 | 5,530 | 6,209 | ||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 5,700 | 5,800 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 5,272 | 6,385 | ||
Enbridge Inc. | 2.900% | 7/15/22 | 5,820 | 6,023 | ||
Enbridge Inc. | 4.000% | 10/1/23 | 3,197 | 3,476 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 3,400 | 3,689 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 1,781 | 1,903 | ||
Energy Transfer Operating LP | 5.200% | 2/1/22 | 6,975 | 7,228 | ||
Energy Transfer Operating LP | 3.600% | 2/1/23 | 8,928 | 9,341 | ||
Energy Transfer Operating LP | 4.250% | 3/15/23 | 3,125 | 3,277 | ||
2 | Energy Transfer Operating LP | 4.200% | 9/15/23 | 3,000 | 3,232 | |
Energy Transfer Operating LP | 5.875% | 1/15/24 | 11,708 | 13,128 | ||
Energy Transfer Operating LP | 4.900% | 2/1/24 | 3,590 | 3,931 | ||
Energy Transfer Operating LP | 4.500% | 4/15/24 | 4,920 | 5,277 | ||
Energy Transfer Operating LP | 4.050% | 3/15/25 | 5,059 | 5,527 | ||
Energy Transfer Operating LP | 2.900% | 5/15/25 | 7,893 | 8,327 | ||
Energy Transfer Partners LP | 5.875% | 3/1/22 | 9,669 | 10,110 | ||
Energy Transfer Partners LP | 5.000% | 10/1/22 | 7,025 | 7,446 | ||
Energy Transfer Partners LP | 4.500% | 11/1/23 | 5,700 | 6,163 | ||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 3,431 | 3,546 | ||
Enterprise Products Operating LLC | 4.050% | 2/15/22 | 3,914 | 4,075 | ||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 12,852 | 13,399 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 6,505 | 7,123 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 17,350 | 19,415 | ||
2 | Enterprise Products Operating LLC | 4.875% | 8/16/77 | 3,900 | 3,744 | |
EOG Resources Inc. | 4.100% | 2/1/21 | 8,890 | 8,890 | ||
EOG Resources Inc. | 2.625% | 3/15/23 | 8,429 | 8,797 | ||
EOG Resources Inc. | 3.150% | 4/1/25 | 4,745 | 5,190 | ||
Exxon Mobil Corp. | 2.397% | 3/6/22 | 6,765 | 6,892 | ||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 7,253 | 7,452 | ||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 12,438 | 13,027 | ||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 12,700 | 12,939 | ||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 5,000 | 5,344 | ||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 12,445 | 13,084 | ||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 6,710 | 7,190 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 29,640 | 32,402 | ||
Halliburton Co. | 3.500% | 8/1/23 | 3,276 | 3,481 | ||
Halliburton Co. | 3.800% | 11/15/25 | 4,804 | 5,380 | ||
2 | Helmerich & Payne Inc. | 4.650% | 3/15/25 | 4,360 | 4,834 | |
Hess Corp. | 3.500% | 7/15/24 | 2,150 | 2,268 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
HollyFrontier Corp. | 2.625% | 10/1/23 | 1,000 | 1,022 | ||
Husky Energy Inc. | 3.950% | 4/15/22 | 3,600 | 3,699 | ||
Husky Energy Inc. | 4.000% | 4/15/24 | 4,870 | 5,205 | ||
Kinder Morgan Energy Partners LP | 5.000% | 10/1/21 | 9,109 | 9,307 | ||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 1,521 | 1,594 | ||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 8,200 | 8,631 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 3,081 | 3,293 | ||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 5,425 | 5,940 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 4,926 | 5,449 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 4,425 | 4,939 | ||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 4,539 | 4,766 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 3,438 | 3,914 | ||
Marathon Oil Corp. | 2.800% | 11/1/22 | 2,599 | 2,670 | ||
Marathon Oil Corp. | 3.850% | 6/1/25 | 6,121 | 6,565 | ||
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 7,675 | 8,318 | ||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 5,742 | 6,352 | ||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 3,656 | 3,980 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 13,120 | 15,022 | ||
MPLX LP | 3.500% | 12/1/22 | 5,440 | 5,712 | ||
MPLX LP | 3.375% | 3/15/23 | 4,689 | 4,976 | ||
MPLX LP | 4.500% | 7/15/23 | 11,621 | 12,652 | ||
MPLX LP | 4.875% | 12/1/24 | 9,456 | 10,815 | ||
MPLX LP | 5.250% | 1/15/25 | 4,166 | 4,281 | ||
MPLX LP | 4.000% | 2/15/25 | 7,805 | 8,683 | ||
MPLX LP | 4.875% | 6/1/25 | 7,626 | 8,808 | ||
Noble Energy Inc. | 3.900% | 11/15/24 | 3,105 | 3,462 | ||
ONEOK Inc. | 4.250% | 2/1/22 | 7,525 | 7,758 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 3,699 | 4,258 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 2,468 | 2,603 | ||
ONEOK Partners LP | 3.375% | 10/1/22 | 6,459 | 6,717 | ||
ONEOK Partners LP | 5.000% | 9/15/23 | 3,540 | 3,872 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 8,850 | 10,021 | ||
Phillips 66 | 4.300% | 4/1/22 | 6,710 | 7,028 | ||
Phillips 66 | 3.700% | 4/6/23 | 3,050 | 3,266 | ||
Phillips 66 | 0.900% | 2/15/24 | 3,000 | 3,011 | ||
Phillips 66 | 3.850% | 4/9/25 | 15,625 | 17,595 | ||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 2,900 | 3,036 | ||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 3,000 | 3,241 | ||
Plains All American Pipeline LP | 3.650% | 6/1/22 | 4,501 | 4,639 | ||
Plains All American Pipeline LP | 2.850% | 1/31/23 | 5,700 | 5,905 | ||
Plains All American Pipeline LP | 3.850% | 10/15/23 | 4,121 | 4,407 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 6,564 | 6,991 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 8,158 | 9,114 | ||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 7,089 | 7,461 | ||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 7,275 | 7,966 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 19,125 | 21,802 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 11,588 | 13,486 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 4,200 | 4,308 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 12,385 | 13,421 | ||
Shell International Finance BV | 2.375% | 8/21/22 | 10,624 | 10,969 | ||
Shell International Finance BV | 2.250% | 1/6/23 | 3,690 | 3,829 | ||
Shell International Finance BV | 3.400% | 8/12/23 | 7,854 | 8,474 | ||
Shell International Finance BV | 0.375% | 9/15/23 | 4,625 | 4,632 | ||
Shell International Finance BV | 3.500% | 11/13/23 | 400 | 435 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 8,425 | 8,838 | ||
Shell International Finance BV | 2.375% | 4/6/25 | 12,800 | 13,690 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 18,800 | 20,817 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 6,825 | 7,609 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 5,372 | 5,895 | ||
Suncor Energy Inc. | 2.800% | 5/15/23 | 3,250 | 3,418 | ||
Suncor Energy Inc. | 3.600% | 12/1/24 | 7,843 | 8,651 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Suncor Energy Inc. | 3.100% | 5/15/25 | 3,950 | 4,324 | ||
Sunoco Logistics Partners Operations LP | 3.450% | 1/15/23 | 1,294 | 1,349 | ||
Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 2,503 | 2,703 | ||
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 4,583 | 5,374 | ||
Total Capital Canada Ltd. | 2.750% | 7/15/23 | 12,803 | 13,553 | ||
Total Capital International SA | 2.875% | 2/17/22 | 6,298 | 6,479 | ||
Total Capital International SA | 2.700% | 1/25/23 | 6,550 | 6,868 | ||
Total Capital International SA | 3.700% | 1/15/24 | 14,113 | 15,470 | ||
Total Capital International SA | 3.750% | 4/10/24 | 6,238 | 6,919 | ||
Total Capital International SA | 2.434% | 1/10/25 | 989 | 1,054 | ||
Total Capital SA | 4.250% | 12/15/21 | 6,930 | 7,181 | ||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 6,475 | 6,686 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 10,332 | 11,171 | ||
Valero Energy Corp. | 2.700% | 4/15/23 | 9,050 | 9,436 | ||
Valero Energy Corp. | 1.200% | 3/15/24 | 3,900 | 3,916 | ||
Valero Energy Corp. | 3.650% | 3/15/25 | 6,170 | 6,743 | ||
Valero Energy Corp. | 2.850% | 4/15/25 | 3,955 | 4,204 | ||
Williams Cos. Inc. | 4.000% | 11/15/21 | 5,715 | 5,839 | ||
Williams Cos. Inc. | 3.600% | 3/15/22 | 6,505 | 6,713 | ||
Williams Cos. Inc. | 3.350% | 8/15/22 | 7,284 | 7,565 | ||
Williams Cos. Inc. | 3.700% | 1/15/23 | 3,928 | 4,149 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 3,396 | 3,736 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 7,789 | 8,583 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 8,121 | 9,074 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 4,593 | 5,081 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 12,492 | 14,069 | ||
1,247,256 | ||||||
Financials (11.50%) | ||||||
AerCap Ireland Capital DAC | 3.500% | 5/26/22 | 1,015 | 1,047 | ||
AerCap Ireland Capital DAC | 4.625% | 7/1/22 | 4,080 | 4,284 | ||
AerCap Ireland Capital DAC | 3.300% | 1/23/23 | 11,980 | 12,462 | ||
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 3,200 | 3,421 | ||
AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 10,996 | 11,871 | ||
AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 4,605 | 5,028 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 10,150 | 10,628 | ||
AerCap Ireland Capital DAC | 2.875% | 8/14/24 | 4,050 | 4,189 | ||
AerCap Ireland Capital DAC | 3.500% | 1/15/25 | 3,143 | 3,335 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 11,649 | 13,891 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 5,588 | 6,212 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 3,050 | 3,358 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 3,401 | 3,774 | ||
Aflac Inc. | 3.625% | 6/15/23 | 5,658 | 6,118 | ||
Aflac Inc. | 3.625% | 11/15/24 | 7,436 | 8,319 | ||
Aflac Inc. | 3.250% | 3/17/25 | 3,350 | 3,697 | ||
Air Lease Corp. | 3.500% | 1/15/22 | 6,000 | 6,153 | ||
Air Lease Corp. | 3.750% | 2/1/22 | 4,221 | 4,335 | ||
Air Lease Corp. | 2.625% | 7/1/22 | 3,334 | 3,420 | ||
Air Lease Corp. | 2.250% | 1/15/23 | 3,000 | 3,075 | ||
Air Lease Corp. | 2.750% | 1/15/23 | 4,685 | 4,834 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 8,195 | 8,729 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 3,812 | 3,994 | ||
2 | Air Lease Corp. | 4.250% | 2/1/24 | 8,265 | 8,946 | |
Air Lease Corp. | 4.250% | 9/15/24 | 2,635 | 2,877 | ||
2 | Air Lease Corp. | 2.300% | 2/1/25 | 4,875 | 5,022 | |
Air Lease Corp. | 3.250% | 3/1/25 | 8,723 | 9,290 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 5,050 | 5,430 | ||
Aircastle Ltd. | 5.125% | 3/15/21 | 4,040 | 4,070 | ||
Aircastle Ltd. | 5.500% | 2/15/22 | 2,260 | 2,359 | ||
Aircastle Ltd. | 5.000% | 4/1/23 | 4,824 | 5,168 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 7,585 | 8,097 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Aircastle Ltd. | 4.125% | 5/1/24 | 450 | 478 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 6,164 | 6,781 | ||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 9,812 | 10,892 | ||
Alleghany Corp. | 4.950% | 6/27/22 | 4,038 | 4,290 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 4,163 | 4,532 | ||
Allstate Corp. | 3.150% | 6/15/23 | 600 | 640 | ||
Allstate Corp. | 0.750% | 12/15/25 | 2,500 | 2,511 | ||
2 | Allstate Corp. | 5.750% | 8/15/53 | 6,314 | 6,756 | |
Ally Financial Inc. | 4.125% | 2/13/22 | 6,200 | 6,440 | ||
Ally Financial Inc. | 3.050% | 6/5/23 | 2,150 | 2,268 | ||
Ally Financial Inc. | 1.450% | 10/2/23 | 11,000 | 11,206 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 9,750 | 10,664 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 5,580 | 6,410 | ||
Ally Financial Inc. | 4.625% | 3/30/25 | 3,349 | 3,814 | ||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 2,584 | 2,726 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 3,950 | 4,301 | ||
American Express Co. | 2.750% | 5/20/22 | 8,200 | 8,456 | ||
American Express Co. | 2.500% | 8/1/22 | 8,813 | 9,099 | ||
American Express Co. | 2.650% | 12/2/22 | 9,348 | 9,756 | ||
American Express Co. | 3.400% | 2/27/23 | 18,816 | 19,990 | ||
American Express Co. | 3.700% | 8/3/23 | 7,972 | 8,620 | ||
American Express Co. | 3.400% | 2/22/24 | 10,294 | 11,208 | ||
American Express Co. | 2.500% | 7/30/24 | 20,045 | 21,397 | ||
American Express Co. | 3.000% | 10/30/24 | 11,560 | 12,615 | ||
American Express Co. | 3.625% | 12/5/24 | 3,010 | 3,341 | ||
American Express Co. | 4.200% | 11/6/25 | 6,408 | 7,434 | ||
2 | American Express Credit Corp. | 2.700% | 3/3/22 | 17,532 | 17,992 | |
American International Group Inc. | 4.875% | 6/1/22 | 1,250 | 1,327 | ||
American International Group Inc. | 4.125% | 2/15/24 | 10,491 | 11,604 | ||
American International Group Inc. | 2.500% | 6/30/25 | 15,283 | 16,430 | ||
American International Group Inc. | 3.750% | 7/10/25 | 5,260 | 5,910 | ||
American Tower Corp. | 2.250% | 1/15/22 | 4,340 | 4,423 | ||
American Tower Corp. | 4.700% | 3/15/22 | 4,265 | 4,480 | ||
American Tower Corp. | 3.500% | 1/31/23 | 8,968 | 9,523 | ||
American Tower Corp. | 3.000% | 6/15/23 | 6,069 | 6,430 | ||
American Tower Corp. | 0.600% | 1/15/24 | 2,000 | 2,000 | ||
American Tower Corp. | 5.000% | 2/15/24 | 8,157 | 9,223 | ||
American Tower Corp. | 3.375% | 5/15/24 | 7,700 | 8,361 | ||
American Tower Corp. | 2.950% | 1/15/25 | 3,668 | 3,972 | ||
American Tower Corp. | 2.400% | 3/15/25 | 5,225 | 5,556 | ||
American Tower Corp. | 4.000% | 6/1/25 | 6,725 | 7,588 | ||
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 2,687 | 2,774 | ||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 8,093 | 8,902 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 4,124 | 4,588 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 6,476 | 7,057 | ||
Aon plc | 4.000% | 11/27/23 | 5,980 | 6,522 | ||
Aon plc | 3.500% | 6/14/24 | 5,720 | 6,232 | ||
Aon plc | 3.875% | 12/15/25 | 3,084 | 3,519 | ||
Ares Capital Corp. | 3.625% | 1/19/22 | 4,480 | 4,600 | ||
Ares Capital Corp. | 3.500% | 2/10/23 | 4,790 | 5,064 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 7,641 | 8,252 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 4,537 | 4,900 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 3,677 | 3,888 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 2,100 | 2,247 | ||
Assurant Inc. | 4.000% | 3/15/23 | 3,600 | 3,843 | ||
Assurant Inc. | 4.200% | 9/27/23 | 1,500 | 1,639 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 1,850 | 2,116 | ||
2 | Australia & New Zealand Banking Group Ltd. | 2.300% | 6/1/21 | 6,825 | 6,883 | |
Australia & New Zealand Banking Group Ltd. | 2.625% | 5/19/22 | 4,065 | 4,199 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 9,692 | 10,111 | |
2 | Australia & New Zealand Banking Group Ltd. | 2.050% | 11/21/22 | 2,250 | 2,328 | |
2 | AvalonBay Communities Inc. | 2.950% | 9/15/22 | 1,814 | 1,882 | |
2 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 2,800 | 3,084 | |
2 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 256 | 282 | |
2 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 3,894 | 4,331 | |
2 | AvalonBay Communities Inc. | 3.500% | 11/15/25 | 2,374 | 2,668 | |
Banco Bilbao Vizcaya Argentaria SA | 0.875% | 9/18/23 | 100 | 101 | ||
Banco Santander SA | 3.500% | 4/11/22 | 5,455 | 5,663 | ||
Banco Santander SA | 3.125% | 2/23/23 | 7,025 | 7,389 | ||
Banco Santander SA | 3.848% | 4/12/23 | 11,923 | 12,786 | ||
Banco Santander SA | 2.706% | 6/27/24 | 5,953 | 6,347 | ||
Banco Santander SA | 2.746% | 5/28/25 | 6,905 | 7,375 | ||
Banco Santander SA | 5.179% | 11/19/25 | 5,400 | 6,310 | ||
Bancolombia SA | 3.000% | 1/29/25 | 4,220 | 4,389 | ||
2 | Bank of America Corp. | 5.000% | 5/13/21 | 75 | 76 | |
2 | Bank of America Corp. | 2.503% | 10/21/22 | 20,637 | 20,997 | |
2 | Bank of America Corp. | 3.300% | 1/11/23 | 32,732 | 34,694 | |
2 | Bank of America Corp. | 3.124% | 1/20/23 | 14,936 | 15,341 | |
2 | Bank of America Corp. | 2.881% | 4/24/23 | 16,550 | 17,068 | |
2 | Bank of America Corp. | 2.816% | 7/21/23 | 18,733 | 19,461 | |
Bank of America Corp. | 4.100% | 7/24/23 | 13,775 | 15,050 | ||
2 | Bank of America Corp. | 3.004% | 12/20/23 | 38,229 | 40,226 | |
2 | Bank of America Corp. | 4.125% | 1/22/24 | 3,200 | 3,552 | |
2 | Bank of America Corp. | 3.550% | 3/5/24 | 34,733 | 36,990 | |
2 | Bank of America Corp. | 4.000% | 4/1/24 | 5,059 | 5,602 | |
2 | Bank of America Corp. | 1.486% | 5/19/24 | 5,400 | 5,526 | |
2 | Bank of America Corp. | 3.864% | 7/23/24 | 16,623 | 18,038 | |
2 | Bank of America Corp. | 4.200% | 8/26/24 | 20,267 | 22,562 | |
2 | Bank of America Corp. | 0.810% | 10/24/24 | 25,000 | 25,210 | |
2 | Bank of America Corp. | 4.000% | 1/22/25 | 16,189 | 18,109 | |
2 | Bank of America Corp. | 3.458% | 3/15/25 | 1,950 | 2,113 | |
2 | Bank of America Corp. | 3.950% | 4/21/25 | 23,866 | 26,876 | |
2 | Bank of America Corp. | 3.875% | 8/1/25 | 10,100 | 11,524 | |
2 | Bank of America Corp. | 0.981% | 9/25/25 | 11,250 | 11,358 | |
2 | Bank of America Corp. | 3.093% | 10/1/25 | 21,209 | 22,923 | |
2 | Bank of America Corp. | 2.456% | 10/22/25 | 25,700 | 27,373 | |
2 | Bank of America Corp. | 3.366% | 1/23/26 | 13,375 | 14,668 | |
2 | Bank of America Corp. | 2.015% | 2/13/26 | 33,325 | 34,852 | |
2 | Bank of America Corp. | 1.319% | 6/19/26 | 44,600 | 45,300 | |
2 | Bank of America Corp. | 1.197% | 10/24/26 | 14,875 | 15,044 | |
2 | Bank of America NA | 3.335% | 1/25/23 | 129 | 133 | |
2 | Bank of Montreal | 2.900% | 3/26/22 | 8,157 | 8,422 | |
2 | Bank of Montreal | 2.050% | 11/1/22 | 1,500 | 1,548 | |
2 | Bank of Montreal | 2.550% | 11/6/22 | 150 | 156 | |
Bank of Montreal | 0.450% | 12/8/23 | 10,000 | 10,007 | ||
2 | Bank of Montreal | 3.300% | 2/5/24 | 8,856 | 9,585 | |
2 | Bank of Montreal | 2.500% | 6/28/24 | 7,448 | 7,932 | |
2 | Bank of Montreal | 1.850% | 5/1/25 | 26,928 | 28,218 | |
2 | Bank of Montreal | 4.338% | 10/5/28 | 5,595 | 6,127 | |
2 | Bank of Montreal | 4.800% | 2/25/69 | 117 | 122 | |
2 | Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 21,509 | 21,984 | |
2 | Bank of New York Mellon Corp. | 1.950% | 8/23/22 | 4,225 | 4,338 | |
2 | Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 9,250 | 9,522 | |
2 | Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 9,402 | 9,877 | |
2 | Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 3,025 | 3,239 | |
2 | Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 8,775 | 9,044 | |
2 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 9,175 | 9,899 | |
2 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 9,215 | 9,649 | |
Bank of New York Mellon Corp. | 0.350% | 12/7/23 | 6,000 | 6,007 | ||
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 4,080 | 4,459 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 11,369 | 12,461 | |
2 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 3,800 | 4,045 | |
2 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 1,062 | 1,165 | |
2 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 4,950 | 5,163 | |
Bank of Nova Scotia | 2.700% | 3/7/22 | 18,419 | 18,947 | ||
2 | Bank of Nova Scotia | 2.450% | 9/19/22 | 2,496 | 2,586 | |
Bank of Nova Scotia | 2.000% | 11/15/22 | 5,950 | 6,140 | ||
Bank of Nova Scotia | 2.375% | 1/18/23 | 1,125 | 1,169 | ||
Bank of Nova Scotia | 1.950% | 2/1/23 | 11,683 | 12,057 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 1,300 | 1,336 | ||
Bank of Nova Scotia | 0.550% | 9/15/23 | 5,350 | 5,366 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 13,600 | 14,754 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 17,414 | 18,317 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 1,200 | 1,229 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 9,841 | 11,426 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 2,307 | 2,650 | ||
Barclays Bank plc | 1.700% | 5/12/22 | 21,150 | 21,502 | ||
2 | Barclays Bank plc | 3.750% | 5/15/24 | 500 | 554 | |
Barclays plc | 3.684% | 1/10/23 | 9,265 | 9,535 | ||
2 | Barclays plc | 4.610% | 2/15/23 | 10,400 | 10,839 | |
2 | Barclays plc | 4.338% | 5/16/24 | 13,557 | 14,642 | |
Barclays plc | 4.375% | 9/11/24 | 2,600 | 2,877 | ||
Barclays plc | 3.650% | 3/16/25 | 10,329 | 11,398 | ||
2 | Barclays plc | 3.932% | 5/7/25 | 8,590 | 9,397 | |
2 | Barclays plc | 2.852% | 5/7/26 | 12,600 | 13,484 | |
2 | BBVA USA | 2.875% | 6/29/22 | 9,903 | 10,234 | |
2 | BBVA USA | 3.875% | 4/10/25 | 1,100 | 1,233 | |
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 4,637 | 4,817 | ||
Berkshire Hathaway Inc. | 3.400% | 1/31/22 | 2,278 | 2,354 | ||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 3,230 | 3,408 | ||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 16,066 | 16,849 | ||
BGC Partners Inc. | 5.375% | 7/24/23 | 4,914 | 5,313 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 1,101 | 1,152 | ||
BlackRock Inc. | 3.375% | 6/1/22 | 3,774 | 3,937 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 4,773 | 5,243 | ||
2,4 | Blackstone Secured Lending Fund | 3.650% | 7/14/23 | 112 | 116 | |
2 | BNP Paribas SA | 3.250% | 3/3/23 | 6,971 | 7,398 | |
2 | BNP Paribas SA | 4.250% | 10/15/24 | 7,840 | 8,801 | |
Boston Properties LP | 3.850% | 2/1/23 | 4,671 | 4,957 | ||
Boston Properties LP | 3.125% | 9/1/23 | 3,995 | 4,235 | ||
Boston Properties LP | 3.800% | 2/1/24 | 6,317 | 6,863 | ||
Boston Properties LP | 3.200% | 1/15/25 | 6,800 | 7,429 | ||
2 | BPCE SA | 2.750% | 12/2/21 | 9,850 | 10,064 | |
2,4 | BPCE SA | 3.000% | 5/22/22 | 6,000 | 6,210 | |
BPCE SA | 4.000% | 4/15/24 | 6,326 | 7,004 | ||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 4,425 | 4,580 | ||
Brandywine Operating Partnership LP | 4.100% | 10/1/24 | 1,210 | 1,284 | ||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 4,050 | 4,278 | ||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 2,450 | 2,652 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 5,281 | 5,784 | ||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 3,863 | 4,273 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 6,035 | 6,624 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 4,161 | 4,649 | ||
Camden Property Trust | 2.950% | 12/15/22 | 3,775 | 3,935 | ||
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 8,375 | 8,658 | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 6,100 | 6,156 | ||
2 | Canadian Imperial Bank of Commerce | 2.606% | 7/22/23 | 5,420 | 5,604 | |
2 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 8,150 | 8,833 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 14,750 | 14,747 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 6,130 | 6,628 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 6,650 | 7,037 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 3,900 | 3,929 | ||
2 | Capital One Bank USA NA | 2.014% | 1/27/23 | 1,400 | 1,424 | |
Capital One Bank USA NA | 3.375% | 2/15/23 | 15,865 | 16,773 | ||
Capital One Financial Corp. | 3.050% | 3/9/22 | 9,727 | 10,041 | ||
Capital One Financial Corp. | 3.200% | 1/30/23 | 5,500 | 5,789 | ||
Capital One Financial Corp. | 2.600% | 5/11/23 | 11,020 | 11,527 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 3,205 | 3,429 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 5,483 | 5,992 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 5,893 | 6,428 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 14,110 | 15,445 | ||
Capital One Financial Corp. | 3.200% | 2/5/25 | 7,335 | 7,996 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 18,325 | 20,796 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 13,433 | 15,222 | ||
Capital One NA | 2.150% | 9/6/22 | 550 | 565 | ||
CC Holdings GS V LLC | 3.849% | 4/15/23 | 4,996 | 5,364 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 2,550 | 2,667 | ||
Charles Schwab Corp. | 2.650% | 1/25/23 | 6,040 | 6,326 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 2,395 | 2,607 | ||
Charles Schwab Corp. | 3.000% | 3/10/25 | 1,001 | 1,090 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 6,125 | 7,029 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 4,820 | 5,482 | ||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 4,611 | 4,801 | ||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 5,709 | 6,001 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 6,350 | 6,929 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 18,912 | 20,876 | ||
2 | Citibank NA | 3.650% | 1/23/24 | 6,453 | 7,048 | |
Citigroup Inc. | 2.900% | 12/8/21 | 9,725 | 9,931 | ||
Citigroup Inc. | 4.500% | 1/14/22 | 23,386 | 24,380 | ||
Citigroup Inc. | 2.750% | 4/25/22 | 26,350 | 27,139 | ||
Citigroup Inc. | 4.050% | 7/30/22 | 9,697 | 10,230 | ||
Citigroup Inc. | 2.700% | 10/27/22 | 10,035 | 10,435 | ||
2 | Citigroup Inc. | 3.142% | 1/24/23 | 5,780 | 5,938 | |
Citigroup Inc. | 3.375% | 3/1/23 | 325 | 343 | ||
Citigroup Inc. | 3.500% | 5/15/23 | 14,445 | 15,450 | ||
2 | Citigroup Inc. | 2.876% | 7/24/23 | 16,043 | 16,667 | |
Citigroup Inc. | 3.875% | 10/25/23 | 13,767 | 15,124 | ||
2 | Citigroup Inc. | 1.678% | 5/15/24 | 19,897 | 20,503 | |
2 | Citigroup Inc. | 4.044% | 6/1/24 | 20,426 | 22,106 | |
Citigroup Inc. | 3.750% | 6/16/24 | 9,400 | 10,378 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 550 | 610 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 14,000 | 14,041 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 1,450 | 1,614 | ||
2 | Citigroup Inc. | 3.352% | 4/24/25 | 14,710 | 15,987 | |
Citigroup Inc. | 3.300% | 4/27/25 | 921 | 1,018 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 17,345 | 19,806 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 10,570 | 12,650 | ||
2 | Citigroup Inc. | 3.106% | 4/8/26 | 40,166 | 43,908 | |
2 | Citizens Bank NA | 3.250% | 2/14/22 | 7,425 | 7,635 | |
2 | Citizens Bank NA | 2.650% | 5/26/22 | 4,219 | 4,345 | |
2 | Citizens Bank NA | 3.700% | 3/29/23 | 5,068 | 5,420 | |
2 | Citizens Bank NA | 2.250% | 4/28/25 | 2,500 | 2,649 | |
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 3,964 | 4,560 | ||
CME Group Inc. | 3.000% | 9/15/22 | 550 | 575 | ||
CME Group Inc. | 3.000% | 3/15/25 | 7,083 | 7,752 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 3,637 | 4,023 | ||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 3,761 | 3,959 | ||
2 | Comerica Bank | 2.500% | 7/23/24 | 2,930 | 3,118 | |
Comerica Inc. | 3.700% | 7/31/23 | 10,846 | 11,708 | ||
Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 10,586 | 10,851 | ||
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 17,206 | 17,874 | ||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 11,890 | 12,624 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Cooperatieve Rabobank UA | 2.750% | 1/10/23 | 3,650 | 3,826 | ||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 8,273 | 9,205 | ||
2 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 15,917 | 17,825 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 9,874 | 11,229 | ||
Corporate Office Properties LP | 3.600% | 5/15/23 | 2,650 | 2,796 | ||
Credit Suisse AG | 3.000% | 10/29/21 | 17,800 | 18,193 | ||
Credit Suisse AG | 2.800% | 4/8/22 | 4,350 | 4,490 | ||
Credit Suisse AG | 1.000% | 5/5/23 | 10,000 | 10,158 | ||
2 | Credit Suisse AG | 3.625% | 9/9/24 | 16,844 | 18,677 | |
Credit Suisse AG | 2.950% | 4/9/25 | 43,644 | 47,620 | ||
Credit Suisse Group AG | 3.800% | 6/9/23 | 8,188 | 8,807 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 15,890 | 17,631 | ||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 12,999 | 13,702 | ||
Crown Castle International Corp. | 5.250% | 1/15/23 | 11,185 | 12,232 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 8,795 | 9,555 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 6,587 | 6,704 | ||
CubeSmart LP | 4.375% | 12/15/23 | 1,925 | 2,108 | ||
CubeSmart LP | 4.000% | 11/15/25 | 100 | 113 | ||
CyrusOne LP | 2.900% | 11/15/24 | 4,630 | 4,949 | ||
2 | Deutsche Bank AG | 3.125% | 1/13/21 | 25 | 25 | |
2 | Deutsche Bank AG | 4.250% | 10/14/21 | 12,660 | 12,971 | |
2 | Deutsche Bank AG | 5.000% | 2/14/22 | 6,950 | 7,258 | |
2 | Deutsche Bank AG | 3.300% | 11/16/22 | 10,726 | 11,198 | |
Deutsche Bank AG | 3.950% | 2/27/23 | 12,279 | 13,017 | ||
2 | Deutsche Bank AG | 3.700% | 5/30/24 | 17,130 | 18,380 | |
Deutsche Bank AG | 3.700% | 5/30/24 | 1,000 | 1,071 | ||
2 | Deutsche Bank AG | 2.222% | 9/18/24 | 13,200 | 13,546 | |
Deutsche Bank AG | 2.129% | 11/24/26 | 5,000 | 5,092 | ||
Digital Realty Trust LP | 2.750% | 2/1/23 | 1,525 | 1,592 | ||
Digital Realty Trust LP | 4.750% | 10/1/25 | 2,534 | 2,965 | ||
2 | Discover Bank | 3.350% | 2/6/23 | 3,149 | 3,321 | |
2 | Discover Bank | 4.200% | 8/8/23 | 13,210 | 14,441 | |
Discover Bank | 2.450% | 9/12/24 | 10,160 | 10,708 | ||
2 | Discover Bank | 4.682% | 8/9/28 | 10,370 | 10,945 | |
Discover Financial Services | 3.850% | 11/21/22 | 9,524 | 10,124 | ||
Discover Financial Services | 3.950% | 11/6/24 | 736 | 814 | ||
Discover Financial Services | 3.750% | 3/4/25 | 1,720 | 1,892 | ||
Duke Realty LP | 3.625% | 4/15/23 | 1,907 | 2,021 | ||
Duke Realty LP | 3.750% | 12/1/24 | 855 | 945 | ||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 4,475 | 4,651 | ||
Eaton Vance Corp. | 3.625% | 6/15/23 | 2,350 | 2,529 | ||
Enstar Group Ltd. | 4.500% | 3/10/22 | 2,725 | 2,834 | ||
Equinix Inc. | 2.625% | 11/18/24 | 9,857 | 10,542 | ||
Equinix Inc. | 1.000% | 9/15/25 | 4,600 | 4,593 | ||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 6,487 | 6,974 | ||
ERP Operating LP | 4.625% | 12/15/21 | 5,351 | 5,505 | ||
ERP Operating LP | 3.000% | 4/15/23 | 3,873 | 4,071 | ||
ERP Operating LP | 3.375% | 6/1/25 | 3,250 | 3,592 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 2,706 | 2,851 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 4,781 | 5,247 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 7,987 | 8,848 | ||
Federal Realty Investment Trust | 3.950% | 1/15/24 | 3,300 | 3,589 | ||
Fidelity National Financial Inc. | 5.500% | 9/1/22 | 2,685 | 2,896 | ||
Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 9,612 | 10,206 | ||
Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 4,000 | 4,399 | ||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 6,000 | 6,682 | ||
Fifth Third Bancorp | 3.500% | 3/15/22 | 5,120 | 5,303 | ||
Fifth Third Bancorp | 1.625% | 5/5/23 | 2,400 | 2,474 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 10,028 | 11,062 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 14,452 | 15,711 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 1,444 | 1,537 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Fifth Third Bank NA | 2.250% | 6/14/21 | 10,118 | 10,189 | |
2 | Fifth Third Bank NA | 2.875% | 10/1/21 | 4,141 | 4,210 | |
2 | Fifth Third Bank NA | 1.800% | 1/30/23 | 4,203 | 4,323 | |
First American Financial Corp. | 4.600% | 11/15/24 | 1,349 | 1,499 | ||
First Horizon Corp. | 4.000% | 5/26/25 | 1,100 | 1,229 | ||
2 | First Republic Bank | 2.500% | 6/6/22 | 7,625 | 7,840 | |
2 | First Republic Bank | 1.912% | 2/12/24 | 1,750 | 1,802 | |
Fiserv Inc. | 3.500% | 10/1/22 | 8,784 | 9,186 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 14,195 | 15,463 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 18,278 | 19,610 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 2,774 | 3,132 | ||
FNB Corp. | 2.200% | 2/24/23 | 1,650 | 1,680 | ||
Franklin Resources Inc. | 2.800% | 9/15/22 | 486 | 506 | ||
Franklin Resources Inc. | 2.850% | 3/30/25 | 3,879 | 4,223 | ||
FS KKR Capital Corp. | 4.750% | 5/15/22 | 3,266 | 3,397 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 4,882 | 5,144 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 2,420 | 2,519 | ||
GATX Corp. | 3.900% | 3/30/23 | 2,825 | 3,018 | ||
GATX Corp. | 3.250% | 3/30/25 | 2,338 | 2,548 | ||
2,4 | GE Capital Funding LLC | 3.450% | 5/15/25 | 12,420 | 13,708 | |
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 12,942 | 14,378 | ||
Global Payments Inc. | 3.750% | 6/1/23 | 5,320 | 5,693 | ||
Global Payments Inc. | 4.000% | 6/1/23 | 6,550 | 7,082 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 10,319 | 11,055 | ||
GLP Capital LP | 5.375% | 11/1/23 | 850 | 929 | ||
GLP Capital LP | 3.350% | 9/1/24 | 2,210 | 2,323 | ||
GLP Capital LP | 5.250% | 6/1/25 | 6,474 | 7,291 | ||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 2,690 | 2,845 | ||
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 36,456 | 38,514 | ||
Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 17,881 | 18,030 | ||
2 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 19,869 | 20,241 | |
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 9,707 | 10,343 | ||
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 5,411 | 5,717 | ||
2 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 10,656 | 11,035 | |
2 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 11,046 | 11,457 | |
2 | Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 16,000 | 16,054 | |
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 18,600 | 20,219 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 11,059 | 12,155 | ||
2 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 13,881 | 15,191 | |
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 6,214 | 6,849 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 32,786 | 36,467 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 18,840 | 21,146 | ||
2 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 33,386 | 36,468 | |
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 21,011 | 23,953 | ||
2 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 8,475 | 8,556 | |
Healthpeak Properties Inc. | 4.250% | 11/15/23 | 1,042 | 1,142 | ||
Healthpeak Properties Inc. | 4.200% | 3/1/24 | 2,600 | 2,849 | ||
Healthpeak Properties Inc. | 3.875% | 8/15/24 | 5,569 | 6,160 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 5,761 | 6,366 | ||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 5,225 | 5,931 | ||
2 | Host Hotels & Resorts LP | 3.750% | 10/15/23 | 6,400 | 6,732 | |
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 1,475 | 1,556 | ||
2 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 1,808 | 1,943 | |
2 | HSBC Holdings plc | 3.262% | 3/13/23 | 20,610 | 21,268 | |
HSBC Holdings plc | 3.600% | 5/25/23 | 15,855 | 17,046 | ||
2 | HSBC Holdings plc | 3.033% | 11/22/23 | 15,745 | 16,485 | |
HSBC Holdings plc | 4.250% | 3/14/24 | 15,640 | 17,251 | ||
2 | HSBC Holdings plc | 3.950% | 5/18/24 | 15,428 | 16,623 | |
2 | HSBC Holdings plc | 3.803% | 3/11/25 | 38,675 | 42,223 | |
HSBC Holdings plc | 4.250% | 8/18/25 | 6,400 | 7,209 | ||
2 | HSBC Holdings plc | 2.633% | 11/7/25 | 30,209 | 32,112 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | HSBC Holdings plc | 1.645% | 4/18/26 | 5,000 | 5,103 | |
2 | HSBC Holdings plc | 2.099% | 6/4/26 | 35,130 | 36,465 | |
2 | HSBC Holdings plc | 4.292% | 9/12/26 | 11,077 | 12,575 | |
HSBC USA Inc. | 3.500% | 6/23/24 | 7,291 | 7,978 | ||
Huntington Bancshares Inc. | 2.300% | 1/14/22 | 1,470 | 1,495 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 6,435 | 6,845 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 7,401 | 8,375 | ||
2 | Huntington National Bank | 3.125% | 4/1/22 | 4,600 | 4,749 | |
2 | Huntington National Bank | 2.500% | 8/7/22 | 11,331 | 11,693 | |
Huntington National Bank | 1.800% | 2/3/23 | 3,925 | 4,032 | ||
2 | Huntington National Bank | 3.550% | 10/6/23 | 1,500 | 1,622 | |
ING Groep NV | 3.150% | 3/29/22 | 8,017 | 8,290 | ||
ING Groep NV | 4.100% | 10/2/23 | 14,638 | 16,071 | ||
ING Groep NV | 3.550% | 4/9/24 | 6,138 | 6,698 | ||
Intercontinental Exchange Inc. | 2.350% | 9/15/22 | 1,825 | 1,883 | ||
Intercontinental Exchange Inc. | 0.700% | 6/15/23 | 9,300 | 9,363 | ||
Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 3,150 | 3,393 | ||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 6,185 | 6,785 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 5,920 | 6,723 | ||
International Lease Finance Corp. | 5.875% | 8/15/22 | 8,220 | 8,856 | ||
Invesco Finance plc | 3.125% | 11/30/22 | 7,825 | 8,217 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 4,449 | 4,888 | ||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 1,861 | 2,133 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 5,794 | 6,387 | ||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 24,709 | 25,960 | ||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 15,948 | 16,388 | ||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 17,786 | 18,834 | ||
2 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 20,848 | 21,566 | |
2 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 12,757 | 13,170 | |
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 19,496 | 20,817 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 16,105 | 16,912 | ||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 14,000 | 15,376 | ||
2 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 31,687 | 33,928 | |
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 14,298 | 15,800 | ||
2 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 9,265 | 9,494 | |
2 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 17,315 | 18,733 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 12,194 | 13,614 | ||
2 | JPMorgan Chase & Co. | 0.653% | 9/16/24 | 17,750 | 17,784 | |
2 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 4,543 | 4,991 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 1,100 | 1,203 | ||
2 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 16,625 | 17,909 | |
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 750 | 846 | ||
2 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 21,225 | 22,518 | |
2 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 30,578 | 32,049 | |
2 | JPMorgan Chase & Co. | 2.083% | 4/22/26 | 75,325 | 79,557 | |
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 15,050 | 15,214 | ||
Kemper Corp. | 4.350% | 2/15/25 | 2,198 | 2,439 | ||
2 | KeyBank NA | 3.350% | 6/15/21 | 3,715 | 3,765 | |
2 | KeyBank NA | 3.300% | 2/1/22 | 218 | 225 | |
2 | KeyBank NA | 3.180% | 5/22/22 | 2,975 | 3,091 | |
2 | KeyBank NA | 2.400% | 6/9/22 | 7,490 | 7,708 | |
2 | KeyBank NA | 2.300% | 9/14/22 | 6,107 | 6,313 | |
2 | KeyBank NA | 3.375% | 3/7/23 | 4,220 | 4,489 | |
2 | KeyBank NA | 1.250% | 3/10/23 | 308 | 314 | |
2 | KeyBank NA | 0.423% | 1/3/24 | 5,700 | 5,699 | |
2 | KeyBank NA | 3.300% | 6/1/25 | 1,637 | 1,819 | |
2 | KeyCorp | 4.150% | 10/29/25 | 6,101 | 7,069 | |
Kilroy Realty LP | 3.800% | 1/15/23 | 1,300 | 1,365 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 4,038 | 4,361 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 2,328 | 2,610 | ||
Kimco Realty Corp. | 3.400% | 11/1/22 | 6,520 | 6,838 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kimco Realty Corp. | 3.125% | 6/1/23 | 2,110 | 2,226 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 4,326 | 4,726 | ||
Lazard Group LLC | 3.750% | 2/13/25 | 2,915 | 3,228 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 2,432 | 2,654 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 4,375 | 4,812 | ||
Lloyds Banking Group plc | 3.000% | 1/11/22 | 16,540 | 16,966 | ||
2 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 9,250 | 9,502 | |
2 | Lloyds Banking Group plc | 1.326% | 6/15/23 | 21,000 | 21,105 | |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 15,825 | 17,204 | ||
2 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 11,175 | 11,622 | |
Lloyds Banking Group plc | 4.500% | 11/4/24 | 5,337 | 5,953 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 3,610 | 4,126 | ||
2 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 33,155 | 36,410 | |
2 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 6,575 | 6,922 | |
Loews Corp. | 2.625% | 5/15/23 | 4,835 | 5,058 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 10,100 | 10,922 | ||
Main Street Capital Corp. | 5.200% | 5/1/24 | 2,600 | 2,792 | ||
2 | Manufacturers & Traders Trust Co. | 2.500% | 5/18/22 | 1,300 | 1,336 | |
2 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 3,246 | 3,523 | |
Markel Corp. | 4.900% | 7/1/22 | 2,550 | 2,712 | ||
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 2,939 | 3,009 | ||
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 2,574 | 2,722 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 8,040 | 8,863 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 3,365 | 3,667 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 4,980 | 5,522 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 5,343 | 5,846 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 4,551 | 4,829 | ||
MetLife Inc. | 3.048% | 12/15/22 | 6,055 | 6,365 | ||
2 | MetLife Inc. | 4.368% | 9/15/23 | 9,851 | 10,910 | |
MetLife Inc. | 3.600% | 4/10/24 | 6,661 | 7,336 | ||
MetLife Inc. | 3.000% | 3/1/25 | 1,845 | 2,025 | ||
MetLife Inc. | 3.600% | 11/13/25 | 3,290 | 3,730 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 2,755 | 3,003 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 2,100 | 2,287 | ||
Mid-America Apartments LP | 4.000% | 11/15/25 | 1,359 | 1,539 | ||
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 9,850 | 10,140 | ||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 10,589 | 10,941 | ||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 13,525 | 13,987 | ||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 16,368 | 16,942 | ||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 11,555 | 12,295 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 21,383 | 23,176 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,966 | 4,174 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 6,675 | 7,227 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 7,225 | 7,734 | ||
2 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 9,300 | 9,334 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 24,175 | 25,529 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 11,575 | 11,811 | ||
Mizuho Financial Group Inc. | 2.953% | 2/28/22 | 8,075 | 8,317 | ||
Mizuho Financial Group Inc. | 2.601% | 9/11/22 | 4,600 | 4,773 | ||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 9,140 | 9,736 | ||
2 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 11,850 | 12,223 | |
2 | Mizuho Financial Group Inc. | 1.241% | 7/10/24 | 2,500 | 2,524 | |
2 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 5,100 | 5,105 | |
2 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 8,070 | 8,762 | |
2 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 5,500 | 5,848 | |
2 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 3,200 | 3,390 | |
Morgan Stanley | 5.750% | 1/25/21 | 27 | 27 | ||
Morgan Stanley | 2.750% | 5/19/22 | 20,393 | 21,055 | ||
Morgan Stanley | 4.875% | 11/1/22 | 6,836 | 7,362 | ||
2 | Morgan Stanley | 3.125% | 1/23/23 | 12,509 | 13,201 | |
2 | Morgan Stanley | 3.750% | 2/25/23 | 18,411 | 19,714 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Morgan Stanley | 4.100% | 5/22/23 | 17,760 | 19,239 | |
2 | Morgan Stanley | 0.560% | 11/10/23 | 10,750 | 10,764 | |
2 | Morgan Stanley | 3.737% | 4/24/24 | 16,179 | 17,346 | |
2 | Morgan Stanley | 3.875% | 4/29/24 | 34,751 | 38,411 | |
2 | Morgan Stanley | 3.700% | 10/23/24 | 26,715 | 29,742 | |
2 | Morgan Stanley | 2.720% | 7/22/25 | 2,270 | 2,428 | |
2 | Morgan Stanley | 4.000% | 7/23/25 | 10,763 | 12,268 | |
2 | Morgan Stanley | 0.864% | 10/21/25 | 2,000 | 2,016 | |
Morgan Stanley | 5.000% | 11/24/25 | 7,081 | 8,450 | ||
2 | Morgan Stanley | 2.188% | 4/28/26 | 64,100 | 67,655 | |
Morgan Stanley | 0.985% | 12/10/26 | 16,000 | 16,091 | ||
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 7,212 | 7,539 | ||
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 370 | 401 | ||
2 | MUFG Union Bank NA | 3.150% | 4/1/22 | 18,742 | 19,352 | |
2 | MUFG Union Bank NA | 2.100% | 12/9/22 | 2,340 | 2,415 | |
Nasdaq Inc. | 4.250% | 6/1/24 | 1,292 | 1,430 | ||
National Australia Bank Ltd. | 2.800% | 1/10/22 | 7,105 | 7,290 | ||
2 | National Australia Bank Ltd. | 2.500% | 5/22/22 | 5,765 | 5,943 | |
National Australia Bank Ltd. | 1.875% | 12/13/22 | 1,341 | 1,377 | ||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 6,631 | 6,986 | ||
National Australia Bank Ltd. | 2.875% | 4/12/23 | 150 | 158 | ||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 5,100 | 5,509 | ||
2 | National Bank of Canada | 2.100% | 2/1/23 | 9,430 | 9,702 | |
2 | National Bank of Canada | 0.900% | 8/15/23 | 2,500 | 2,519 | |
2 | National Bank of Canada | 0.550% | 11/15/24 | 3,000 | 3,010 | |
National Retail Properties Inc. | 3.300% | 4/15/23 | 4,310 | 4,553 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 1,775 | 1,942 | ||
2 | Natwest Group plc | 3.498% | 5/15/23 | 12,355 | 12,832 | |
Natwest Group plc | 3.875% | 9/12/23 | 23,251 | 25,226 | ||
Natwest Group plc | 6.000% | 12/19/23 | 12,697 | 14,484 | ||
2 | Natwest Group plc | 2.359% | 5/22/24 | 12,900 | 13,331 | |
Natwest Group plc | 5.125% | 5/28/24 | 24,695 | 27,513 | ||
2 | Natwest Group plc | 4.519% | 6/25/24 | 14,425 | 15,718 | |
2 | Natwest Group plc | 4.269% | 3/22/25 | 2,531 | 2,776 | |
2 | Natwest Group plc | 3.754% | 11/1/29 | 800 | 849 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 9,965 | 10,615 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 15,250 | 15,898 | ||
Northern Trust Corp. | 2.375% | 8/2/22 | 1,845 | 1,907 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 3,510 | 4,058 | ||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 2,500 | 2,590 | ||
Office Properties Income Trust | 4.000% | 7/15/22 | 4,575 | 4,684 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 4,233 | 4,414 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 4,868 | 5,135 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 2,880 | 3,287 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 5,652 | 6,119 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 4,755 | 5,177 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 3,435 | 3,754 | ||
ORIX Corp. | 2.900% | 7/18/22 | 3,645 | 3,773 | ||
ORIX Corp. | 3.250% | 12/4/24 | 1,577 | 1,718 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 2,230 | 2,414 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 5,363 | 5,598 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 2,356 | 2,440 | ||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 7,978 | 8,240 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 4,500 | 4,606 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 7,926 | 8,470 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 6,250 | 6,530 | ||
People's United Bank NA | 4.000% | 7/15/24 | 100 | 108 | ||
People's United Financial Inc. | 3.650% | 12/6/22 | 6,350 | 6,639 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 5,305 | 5,517 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 2,660 | 2,863 | ||
2 | PNC Bank NA | 2.550% | 12/9/21 | 8,960 | 9,112 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | PNC Bank NA | 2.625% | 2/17/22 | 15,889 | 16,235 | |
2 | PNC Bank NA | 2.450% | 7/28/22 | 900 | 929 | |
2 | PNC Bank NA | 2.700% | 11/1/22 | 8,262 | 8,603 | |
2 | PNC Bank NA | 2.028% | 12/9/22 | 4,370 | 4,439 | |
2 | PNC Bank NA | 2.950% | 1/30/23 | 8,525 | 8,969 | |
2 | PNC Bank NA | 1.743% | 2/24/23 | 2,750 | 2,790 | |
2 | PNC Bank NA | 3.500% | 6/8/23 | 4,300 | 4,617 | |
PNC Bank NA | 3.800% | 7/25/23 | 3,900 | 4,214 | ||
2 | PNC Bank NA | 3.300% | 10/30/24 | 14,338 | 15,774 | |
2 | PNC Bank NA | 2.950% | 2/23/25 | 3,450 | 3,776 | |
2 | PNC Bank NA | 3.250% | 6/1/25 | 587 | 651 | |
2 | PNC Bank NA | 4.200% | 11/1/25 | 5,716 | 6,554 | |
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 5,462 | 5,717 | ||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 8,335 | 9,080 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 9,726 | 10,757 | ||
PNC Financial Services Group Inc. | 2.200% | 11/1/24 | 718 | 761 | ||
Primerica Inc. | 4.750% | 7/15/22 | 2,900 | 3,088 | ||
Principal Financial Group Inc. | 3.300% | 9/15/22 | 1,450 | 1,521 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 4,724 | 5,019 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 2,211 | 2,446 | ||
Prologis LP | 3.750% | 11/1/25 | 4,931 | 5,603 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 376 | 392 | ||
2 | Prudential Financial Inc. | 3.500% | 5/15/24 | 4,600 | 5,066 | |
2 | Prudential Financial Inc. | 5.875% | 9/15/42 | 7,964 | 8,502 | |
2 | Prudential Financial Inc. | 5.625% | 6/15/43 | 7,610 | 8,152 | |
2 | Prudential Financial Inc. | 5.200% | 3/15/44 | 6,385 | 6,880 | |
2 | Prudential Financial Inc. | 5.375% | 5/15/45 | 6,801 | 7,413 | |
Public Storage | 2.370% | 9/15/22 | 6,052 | 6,249 | ||
Rayonier Inc. | 3.750% | 4/1/22 | 1,550 | 1,592 | ||
Realty Income Corp. | 3.250% | 10/15/22 | 14,047 | 14,653 | ||
Realty Income Corp. | 4.650% | 8/1/23 | 7,504 | 8,218 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 2,325 | 2,570 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 1,870 | 2,106 | ||
Regions Financial Corp. | 3.800% | 8/14/23 | 4,792 | 5,189 | ||
Regions Financial Corp. | 2.250% | 5/18/25 | 2,934 | 3,096 | ||
2 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 3,670 | 4,065 | |
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 3,476 | 3,810 | ||
Retail Properties of America Inc. | 4.000% | 3/15/25 | 500 | 511 | ||
2 | Royal Bank of Canada | 2.750% | 2/1/22 | 10,700 | 10,980 | |
2 | Royal Bank of Canada | 2.800% | 4/29/22 | 10,780 | 11,117 | |
2 | Royal Bank of Canada | 1.950% | 1/17/23 | 8,034 | 8,295 | |
2 | Royal Bank of Canada | 1.600% | 4/17/23 | 7,469 | 7,674 | |
2 | Royal Bank of Canada | 3.700% | 10/5/23 | 12,557 | 13,686 | |
2 | Royal Bank of Canada | 0.500% | 10/26/23 | 9,121 | 9,152 | |
2 | Royal Bank of Canada | 2.550% | 7/16/24 | 7,225 | 7,728 | |
2 | Royal Bank of Canada | 2.250% | 11/1/24 | 19,005 | 20,211 | |
2 | Royal Bank of Canada | 1.150% | 6/10/25 | 8,892 | 9,061 | |
Sabra Health Care LP | 4.800% | 6/1/24 | 1,138 | 1,212 | ||
Santander Holdings USA Inc. | 4.450% | 12/3/21 | 3,350 | 3,459 | ||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 11,925 | 12,500 | ||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 10,445 | 11,288 | ||
Santander Holdings USA Inc. | 3.450% | 6/2/25 | 250 | 272 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 7,088 | 8,013 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 11,149 | 12,134 | ||
Santander UK Group Holdings plc | 3.125% | 1/8/21 | 45 | 45 | ||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 4,800 | 4,944 | ||
2 | Santander UK Group Holdings plc | 3.373% | 1/5/24 | 12,500 | 13,106 | |
2 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 7,025 | 7,783 | |
2 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 7,000 | 7,040 | |
Santander UK plc | 2.100% | 1/13/23 | 8,075 | 8,333 | ||
Santander UK plc | 4.000% | 3/13/24 | 8,641 | 9,529 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Santander UK plc | 2.875% | 6/18/24 | 7,260 | 7,764 | ||
Signature Bank | 4.000% | 10/15/30 | 2,500 | 2,522 | ||
Simon Property Group LP | 2.350% | 1/30/22 | 7,494 | 7,606 | ||
Simon Property Group LP | 2.625% | 6/15/22 | 5,455 | 5,591 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 4,887 | 5,113 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 8,688 | 8,993 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 15,103 | 16,408 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 3,273 | 3,625 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 3,402 | 3,534 | ||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 1,787 | 1,845 | ||
Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 7,695 | 7,730 | ||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 4,840 | 4,983 | ||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 4,100 | 4,223 | ||
SL Green Realty Corp. | 4.500% | 12/1/22 | 1,325 | 1,393 | ||
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 130 | 139 | ||
State Street Corp. | 2.825% | 3/30/23 | 6,400 | 6,592 | ||
2 | State Street Corp. | 2.653% | 5/15/23 | 9,628 | 9,884 | |
State Street Corp. | 3.100% | 5/15/23 | 4,260 | 4,528 | ||
State Street Corp. | 3.700% | 11/20/23 | 12,129 | 13,285 | ||
2 | State Street Corp. | 3.776% | 12/3/24 | 5,845 | 6,399 | |
State Street Corp. | 3.300% | 12/16/24 | 11,908 | 13,209 | ||
State Street Corp. | 3.550% | 8/18/25 | 8,232 | 9,290 | ||
2 | State Street Corp. | 2.354% | 11/1/25 | 5,000 | 5,307 | |
State Street Corp. | 2.901% | 3/30/26 | 5,579 | 6,061 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 2,135 | 2,388 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 3,360 | 3,492 | ||
Sumitomo Mitsui Banking Corp. | 3.000% | 1/18/23 | 1,200 | 1,261 | ||
2 | Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 4,605 | 5,181 | |
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 10,796 | 10,958 | ||
Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 3,779 | 3,877 | ||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 14,845 | 15,374 | ||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 6,386 | 6,635 | ||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 13,096 | 13,814 | ||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 5,571 | 6,030 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 8,269 | 9,038 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 14,698 | 15,664 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 4,000 | 4,241 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 6,275 | 6,651 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 31,685 | 32,399 | ||
SVB Financial Group | 3.500% | 1/29/25 | 2,270 | 2,474 | ||
2 | Svenska Handelsbanken AB | 2.450% | 3/30/21 | 16,433 | 16,519 | |
2 | Svenska Handelsbanken AB | 3.900% | 11/20/23 | 6,218 | 6,796 | |
2 | Synchrony Bank | 3.000% | 6/15/22 | 3,455 | 3,567 | |
Synchrony Financial | 3.750% | 8/15/21 | 3,061 | 3,105 | ||
Synchrony Financial | 2.850% | 7/25/22 | 6,029 | 6,225 | ||
Synchrony Financial | 4.375% | 3/19/24 | 5,362 | 5,883 | ||
Synchrony Financial | 4.250% | 8/15/24 | 13,140 | 14,381 | ||
Synchrony Financial | 4.500% | 7/23/25 | 4,100 | 4,602 | ||
2 | Synovus Bank | 2.289% | 2/10/23 | 2,000 | 2,024 | |
Synovus Financial Corp. | 3.125% | 11/1/22 | 2,450 | 2,548 | ||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 8,755 | 8,995 | ||
TD Ameritrade Holding Corp. | 3.750% | 4/1/24 | 3,500 | 3,841 | ||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 1,009 | 1,120 | ||
2 | Toronto-Dominion Bank | 1.900% | 12/1/22 | 13,178 | 13,588 | |
2 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 14,383 | 15,531 | |
2 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 7,300 | 7,308 | |
2 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 6,846 | 7,426 | |
2 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 25,320 | 27,123 | |
2 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 2,000 | 2,036 | |
2 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 19,450 | 19,457 | |
Truist Bank | 2.625% | 1/15/22 | 7,951 | 8,128 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Truist Bank | 2.800% | 5/17/22 | 10,148 | 10,479 | |
2 | Truist Bank | 2.450% | 8/1/22 | 15,141 | 15,649 | |
2 | Truist Bank | 3.502% | 8/2/22 | 6,420 | 6,530 | |
2 | Truist Bank | 3.000% | 2/2/23 | 5,635 | 5,924 | |
2 | Truist Bank | 1.250% | 3/9/23 | 14,743 | 15,029 | |
2 | Truist Bank | 2.750% | 5/1/23 | 2,675 | 2,817 | |
2 | Truist Bank | 3.200% | 4/1/24 | 10,825 | 11,746 | |
2 | Truist Bank | 3.689% | 8/2/24 | 15,537 | 16,804 | |
2 | Truist Bank | 2.150% | 12/6/24 | 8,475 | 8,972 | |
2 | Truist Bank | 1.500% | 3/10/25 | 7,969 | 8,233 | |
2 | Truist Bank | 3.625% | 9/16/25 | 13,309 | 14,940 | |
Truist Financial Corp. | 2.700% | 1/27/22 | 7,952 | 8,138 | ||
2 | Truist Financial Corp. | 3.950% | 3/22/22 | 6,200 | 6,448 | |
2 | Truist Financial Corp. | 2.750% | 4/1/22 | 5,212 | 5,354 | |
2 | Truist Financial Corp. | 3.050% | 6/20/22 | 8,600 | 8,922 | |
2 | Truist Financial Corp. | 2.200% | 3/16/23 | 2,478 | 2,572 | |
2 | Truist Financial Corp. | 3.750% | 12/6/23 | 5,416 | 5,942 | |
2 | Truist Financial Corp. | 2.500% | 8/1/24 | 2,345 | 2,496 | |
2 | Truist Financial Corp. | 2.850% | 10/26/24 | 8,097 | 8,725 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 15,368 | 17,328 | ||
2 | Truist Financial Corp. | 3.700% | 6/5/25 | 100 | 113 | |
2 | UDR Inc. | 4.000% | 10/1/25 | 1,677 | 1,904 | |
Unum Group | 4.000% | 3/15/24 | 3,255 | 3,544 | ||
Unum Group | 4.500% | 3/15/25 | 2,100 | 2,381 | ||
2 | US Bancorp | 2.625% | 1/24/22 | 9,355 | 9,570 | |
2 | US Bancorp | 3.000% | 3/15/22 | 7,430 | 7,660 | |
2 | US Bancorp | 2.950% | 7/15/22 | 14,526 | 15,076 | |
2 | US Bancorp | 3.700% | 1/30/24 | 8,385 | 9,142 | |
US Bancorp | 3.375% | 2/5/24 | 8,100 | 8,793 | ||
US Bancorp | 2.400% | 7/30/24 | 7,655 | 8,144 | ||
2 | US Bancorp | 3.600% | 9/11/24 | 1,492 | 1,642 | |
US Bancorp | 1.450% | 5/12/25 | 10,050 | 10,406 | ||
2 | US Bancorp | 3.950% | 11/17/25 | 2,245 | 2,590 | |
2 | US Bank NA | 1.800% | 1/21/22 | 6,830 | 6,934 | |
2 | US Bank NA | 2.650% | 5/23/22 | 8,659 | 8,922 | |
US Bank NA | 1.950% | 1/9/23 | 10,719 | 11,061 | ||
2 | US Bank NA | 2.850% | 1/23/23 | 6,585 | 6,910 | |
2 | US Bank NA | 3.400% | 7/24/23 | 7,730 | 8,304 | |
2 | US Bank NA | 2.050% | 1/21/25 | 5,450 | 5,749 | |
2 | US Bank NA | 2.800% | 1/27/25 | 7,080 | 7,682 | |
Ventas Realty LP | 3.100% | 1/15/23 | 2,960 | 3,104 | ||
Ventas Realty LP | 3.125% | 6/15/23 | 4,613 | 4,867 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 3,225 | 3,525 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 925 | 1,009 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 3,653 | 3,910 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 7,873 | 8,661 | ||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 5,666 | 6,226 | ||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 874 | 1,004 | ||
Visa Inc. | 2.150% | 9/15/22 | 7,634 | 7,872 | ||
Visa Inc. | 2.800% | 12/14/22 | 17,886 | 18,711 | ||
Visa Inc. | 3.150% | 12/14/25 | 36,316 | 40,709 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 3,159 | 3,336 | ||
Voya Financial Inc. | 3.125% | 7/15/24 | 3,000 | 3,240 | ||
2 | Voya Financial Inc. | 5.650% | 5/15/53 | 4,800 | 5,064 | |
W R Berkley Corp. | 4.625% | 3/15/22 | 1,350 | 1,414 | ||
Weingarten Realty Investors | 3.500% | 4/15/23 | 1,250 | 1,295 | ||
Weingarten Realty Investors | 3.850% | 6/1/25 | 2,500 | 2,682 | ||
2 | Wells Fargo & Co. | 3.000% | 1/22/21 | 42 | 42 | |
2 | Wells Fargo & Co. | 3.500% | 3/8/22 | 12,116 | 12,567 | |
2 | Wells Fargo & Co. | 2.625% | 7/22/22 | 24,047 | 24,887 | |
Wells Fargo & Co. | 3.069% | 1/24/23 | 18,376 | 18,871 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Wells Fargo & Co. | 3.450% | 2/13/23 | 8,260 | 8,746 | |
Wells Fargo & Co. | 4.125% | 8/15/23 | 10,181 | 11,098 | ||
Wells Fargo & Co. | 4.480% | 1/16/24 | 3,118 | 3,452 | ||
2 | Wells Fargo & Co. | 3.750% | 1/24/24 | 13,480 | 14,689 | |
2 | Wells Fargo & Co. | 1.654% | 6/2/24 | 22,350 | 22,876 | |
2 | Wells Fargo & Co. | 3.300% | 9/9/24 | 1,500 | 1,643 | |
2 | Wells Fargo & Co. | 3.000% | 2/19/25 | 18,000 | 19,519 | |
2 | Wells Fargo & Co. | 3.550% | 9/29/25 | 16,811 | 18,833 | |
2 | Wells Fargo & Co. | 2.406% | 10/30/25 | 36,352 | 38,381 | |
2 | Wells Fargo & Co. | 2.164% | 2/11/26 | 45,700 | 47,938 | |
2 | Wells Fargo & Co. | 2.188% | 4/30/26 | 33,566 | 35,344 | |
2 | Wells Fargo Bank NA | 3.550% | 8/14/23 | 16,996 | 18,355 | |
Welltower Inc. | 4.500% | 1/15/24 | 3,800 | 4,185 | ||
Welltower Inc. | 3.625% | 3/15/24 | 7,989 | 8,710 | ||
Welltower Inc. | 4.000% | 6/1/25 | 20,880 | 23,595 | ||
Western Union Co. | 3.600% | 3/15/22 | 3,950 | 4,076 | ||
Western Union Co. | 4.250% | 6/9/23 | 1,050 | 1,135 | ||
Western Union Co. | 2.850% | 1/10/25 | 4,555 | 4,893 | ||
Westpac Banking Corp. | 2.800% | 1/11/22 | 5,750 | 5,893 | ||
Westpac Banking Corp. | 2.500% | 6/28/22 | 10,200 | 10,535 | ||
Westpac Banking Corp. | 2.750% | 1/11/23 | 7,476 | 7,835 | ||
Westpac Banking Corp. | 2.000% | 1/13/23 | 7,225 | 7,458 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 12,182 | 13,132 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 9,706 | 10,546 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 18,375 | 19,682 | ||
2 | Westpac Banking Corp. | 2.894% | 2/4/30 | 7,943 | 8,337 | |
Weyerhaeuser Co. | 8.500% | 1/15/25 | 350 | 450 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 4,097 | 4,476 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 1,433 | 1,591 | ||
XLIT Ltd. | 4.450% | 3/31/25 | 3,698 | 4,224 | ||
7,038,177 | ||||||
Health Care (2.60%) | ||||||
Abbott Laboratories | 2.550% | 3/15/22 | 6,605 | 6,787 | ||
Abbott Laboratories | 3.400% | 11/30/23 | 10,282 | 11,142 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 475 | 521 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 7,606 | 8,699 | ||
AbbVie Inc. | 3.450% | 3/15/22 | 15,932 | 16,428 | ||
AbbVie Inc. | 3.250% | 10/1/22 | 15,965 | 16,626 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 21,304 | 22,273 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 18,358 | 19,230 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 13,195 | 13,657 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 10,176 | 10,697 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 11,034 | 12,027 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 7,847 | 8,613 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 32,775 | 35,034 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 23,557 | 26,257 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 30,978 | 34,541 | ||
Aetna Inc. | 2.750% | 11/15/22 | 6,758 | 7,011 | ||
Aetna Inc. | 2.800% | 6/15/23 | 5,938 | 6,249 | ||
Aetna Inc. | 3.500% | 11/15/24 | 1,250 | 1,373 | ||
Agilent Technologies Inc. | 3.200% | 10/1/22 | 4,539 | 4,725 | ||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 1,870 | 2,012 | ||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 4,101 | 4,454 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 3,479 | 3,814 | ||
Amgen Inc. | 2.700% | 5/1/22 | 6,750 | 6,936 | ||
Amgen Inc. | 2.650% | 5/11/22 | 6,132 | 6,316 | ||
Amgen Inc. | 3.625% | 5/15/22 | 6,886 | 7,136 | ||
Amgen Inc. | 2.250% | 8/19/23 | 5,465 | 5,725 | ||
Amgen Inc. | 3.625% | 5/22/24 | 9,350 | 10,262 | ||
Amgen Inc. | 1.900% | 2/21/25 | 6,933 | 7,288 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amgen Inc. | 3.125% | 5/1/25 | 2,000 | 2,195 | ||
Anthem Inc. | 3.125% | 5/15/22 | 6,909 | 7,168 | ||
Anthem Inc. | 2.950% | 12/1/22 | 8,931 | 9,355 | ||
Anthem Inc. | 3.300% | 1/15/23 | 8,795 | 9,312 | ||
Anthem Inc. | 3.500% | 8/15/24 | 17,807 | 19,541 | ||
Anthem Inc. | 3.350% | 12/1/24 | 8,289 | 9,117 | ||
Anthem Inc. | 2.375% | 1/15/25 | 7,280 | 7,772 | ||
AstraZeneca plc | 2.375% | 6/12/22 | 7,770 | 7,983 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 5,389 | 5,807 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 13,948 | 15,678 | ||
Baxalta Inc. | 3.600% | 6/23/22 | 1,146 | 1,190 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 8,150 | 9,187 | ||
Becton Dickinson & Co. | 2.894% | 6/6/22 | 10,729 | 11,078 | ||
Becton Dickinson & Co. | 3.875% | 5/15/24 | 2,200 | 2,370 | ||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 13,183 | 14,287 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 9,683 | 10,723 | ||
Biogen Inc. | 3.625% | 9/15/22 | 7,538 | 7,952 | ||
Biogen Inc. | 4.050% | 9/15/25 | 11,328 | 12,968 | ||
Boston Scientific Corp. | 3.375% | 5/15/22 | 2,483 | 2,585 | ||
Boston Scientific Corp. | 3.450% | 3/1/24 | 8,746 | 9,467 | ||
Boston Scientific Corp. | 3.850% | 5/15/25 | 2,879 | 3,242 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 8,801 | 9,209 | ||
Bristol-Myers Squibb Co. | 2.600% | 5/16/22 | 10,450 | 10,750 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 5,135 | 5,269 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 8,851 | 9,291 | ||
Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 11,160 | 11,730 | ||
Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 9,335 | 9,777 | ||
Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | 6,050 | 6,407 | ||
Bristol-Myers Squibb Co. | 4.000% | 8/15/23 | 6,696 | 7,328 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 3,125 | 3,383 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 5,000 | 5,003 | ||
Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 10,171 | 11,140 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 29,677 | 32,079 | ||
Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 19,481 | 22,212 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 7,375 | 7,385 | ||
Cardinal Health Inc. | 2.616% | 6/15/22 | 4,686 | 4,820 | ||
Cardinal Health Inc. | 3.200% | 3/15/23 | 6,294 | 6,664 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 8,652 | 9,300 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 2,025 | 2,285 | ||
2 | Cigna Corp. | 3.900% | 2/15/22 | 7,043 | 7,299 | |
2 | Cigna Corp. | 3.050% | 11/30/22 | 5,400 | 5,632 | |
2 | Cigna Corp. | 3.000% | 7/15/23 | 8,922 | 9,415 | |
Cigna Corp. | 3.750% | 7/15/23 | 5,405 | 5,830 | ||
2 | Cigna Corp. | 3.500% | 6/15/24 | 5,706 | 6,218 | |
2 | Cigna Corp. | 3.250% | 4/15/25 | 12,024 | 13,158 | |
Cigna Corp. | 4.125% | 11/15/25 | 25,070 | 28,816 | ||
CommonSpirit Health | 2.950% | 11/1/22 | 4,100 | 4,289 | ||
CommonSpirit Health | 2.760% | 10/1/24 | 2,487 | 2,671 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 3,985 | 4,090 | ||
CVS Health Corp. | 3.500% | 7/20/22 | 8,274 | 8,635 | ||
CVS Health Corp. | 2.750% | 12/1/22 | 10,221 | 10,616 | ||
CVS Health Corp. | 4.750% | 12/1/22 | 4,545 | 4,860 | ||
CVS Health Corp. | 3.700% | 3/9/23 | 35,979 | 38,451 | ||
CVS Health Corp. | 3.375% | 8/12/24 | 6,690 | 7,293 | ||
CVS Health Corp. | 2.625% | 8/15/24 | 8,913 | 9,537 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 29,856 | 33,771 | ||
Danaher Corp. | 3.350% | 9/15/25 | 2,246 | 2,506 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 5,968 | 6,154 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 5,035 | 5,300 | ||
Dignity Health | 3.125% | 11/1/22 | 320 | 332 | ||
Eli Lilly & Co. | 2.350% | 5/15/22 | 2,605 | 2,680 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Gilead Sciences Inc. | 4.400% | 12/1/21 | 8,114 | 8,337 | ||
Gilead Sciences Inc. | 1.950% | 3/1/22 | 1,143 | 1,163 | ||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 8,874 | 9,262 | ||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 9,840 | 10,357 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 8,050 | 8,070 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 7,511 | 8,205 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 8,463 | 9,350 | ||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 8,740 | 9,220 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 10,094 | 10,813 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 8,709 | 9,808 | ||
GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 9,974 | 10,311 | ||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 18,424 | 19,068 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 5,150 | 5,169 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 8,539 | 9,222 | ||
HCA Inc. | 4.750% | 5/1/23 | 11,978 | 13,041 | ||
HCA Inc. | 5.000% | 3/15/24 | 14,713 | 16,515 | ||
HCA Inc. | 5.250% | 4/15/25 | 8,038 | 9,374 | ||
Humana Inc. | 3.150% | 12/1/22 | 1,823 | 1,905 | ||
Humana Inc. | 2.900% | 12/15/22 | 8,649 | 9,037 | ||
Humana Inc. | 3.850% | 10/1/24 | 6,341 | 7,014 | ||
Humana Inc. | 4.500% | 4/1/25 | 4,390 | 5,044 | ||
Johnson & Johnson | 2.450% | 12/5/21 | 1,305 | 1,332 | ||
Johnson & Johnson | 2.250% | 3/3/22 | 5,160 | 5,270 | ||
Johnson & Johnson | 2.050% | 3/1/23 | 4,030 | 4,171 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 8,479 | 9,252 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 1,179 | 1,276 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 12,250 | 12,312 | ||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 2,255 | 2,335 | ||
Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 5,909 | 6,086 | ||
Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 6,887 | 7,206 | ||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,000 | 2,178 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 3,624 | 3,941 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 8,244 | 8,729 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 3,379 | 3,734 | ||
McKesson Corp. | 2.700% | 12/15/22 | 2,195 | 2,280 | ||
McKesson Corp. | 2.850% | 3/15/23 | 5,055 | 5,282 | ||
McKesson Corp. | 3.796% | 3/15/24 | 4,911 | 5,384 | ||
McKesson Corp. | 0.900% | 12/3/25 | 4,000 | 4,010 | ||
Medtronic Inc. | 3.500% | 3/15/25 | 12,297 | 13,773 | ||
Merck & Co. Inc. | 2.350% | 2/10/22 | 10,038 | 10,264 | ||
Merck & Co. Inc. | 2.400% | 9/15/22 | 10,610 | 10,942 | ||
Merck & Co. Inc. | 2.800% | 5/18/23 | 9,622 | 10,199 | ||
Merck & Co. Inc. | 2.900% | 3/7/24 | 5,500 | 5,926 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 13,691 | 14,870 | ||
Mylan Inc. | 4.200% | 11/29/23 | 5,625 | 6,153 | ||
Novartis Capital Corp. | 2.400% | 5/17/22 | 9,207 | 9,459 | ||
Novartis Capital Corp. | 2.400% | 9/21/22 | 9,049 | 9,389 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 16,226 | 17,806 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 6,450 | 6,764 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 7,062 | 7,810 | ||
2 | PeaceHealth Obligated Group | 1.375% | 11/15/25 | 1,500 | 1,530 | |
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 3,875 | 4,255 | ||
Pfizer Inc. | 2.200% | 12/15/21 | 9,129 | 9,300 | ||
Pfizer Inc. | 2.800% | 3/11/22 | 6,939 | 7,147 | ||
Pfizer Inc. | 3.000% | 6/15/23 | 9,797 | 10,435 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 4,950 | 5,327 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 5,300 | 5,711 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 6,893 | 7,574 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 3,700 | 3,750 | ||
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 125 | 138 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 3,378 | 3,754 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2,4 | Royalty Pharma plc | 0.750% | 9/2/23 | 9,658 | 9,700 | |
2,4 | Royalty Pharma plc | 1.200% | 9/2/25 | 7,850 | 7,954 | |
Sanofi | 3.375% | 6/19/23 | 10,258 | 11,001 | ||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 19,012 | 20,157 | ||
2 | SSM Health Care Corp. | 3.688% | 6/1/23 | 4,250 | 4,543 | |
Stryker Corp. | 0.600% | 12/1/23 | 1,750 | 1,751 | ||
Stryker Corp. | 3.375% | 5/15/24 | 4,500 | 4,893 | ||
Stryker Corp. | 3.375% | 11/1/25 | 5,550 | 6,209 | ||
2 | Sutter Health | 1.321% | 8/15/25 | 2,180 | 2,210 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 19,960 | 22,117 | ||
Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 6,729 | 7,098 | ||
Thermo Fisher Scientific Inc. | 4.150% | 2/1/24 | 5,295 | 5,854 | ||
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 10,800 | 12,286 | ||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 1,714 | 1,941 | ||
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 6,890 | 7,062 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/22 | 5,576 | 5,716 | ||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 7,635 | 7,997 | ||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 9,401 | 9,753 | ||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 6,967 | 7,288 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 7,325 | 7,737 | ||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 5,500 | 5,912 | ||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 3,267 | 3,569 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 3,479 | 3,709 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 13,935 | 15,867 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 5,000 | 5,726 | ||
2 | UPMC | 3.600% | 4/3/25 | 3,850 | 4,276 | |
2,4 | Viatris Inc. | 1.125% | 6/22/22 | 8,150 | 8,233 | |
2,4 | Viatris Inc. | 1.650% | 6/22/25 | 6,000 | 6,206 | |
Wyeth LLC | 7.250% | 3/1/23 | 1,000 | 1,144 | ||
Wyeth LLC | 6.450% | 2/1/24 | 3,364 | 3,966 | ||
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 7,307 | 7,517 | ||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 3,390 | 3,614 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 8,600 | 9,504 | ||
Zoetis Inc. | 3.250% | 2/1/23 | 6,600 | 6,945 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 478 | 558 | ||
1,593,747 | ||||||
Industrials (1.77%) | ||||||
2 | 3M Co. | 2.750% | 3/1/22 | 5,925 | 6,084 | |
2 | 3M Co. | 2.000% | 6/26/22 | 3,090 | 3,170 | |
3M Co. | 1.750% | 2/14/23 | 3,150 | 3,244 | ||
2 | 3M Co. | 2.250% | 3/15/23 | 5,650 | 5,881 | |
2 | 3M Co. | 3.250% | 2/14/24 | 2,900 | 3,142 | |
3M Co. | 2.000% | 2/14/25 | 5,050 | 5,352 | ||
3M Co. | 2.650% | 4/15/25 | 4,150 | 4,505 | ||
2 | 3M Co. | 3.000% | 8/7/25 | 6,975 | 7,735 | |
ABB Finance USA Inc. | 2.875% | 5/8/22 | 7,818 | 8,081 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 2,349 | 2,507 | ||
Amphenol Corp. | 3.200% | 4/1/24 | 3,030 | 3,256 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 2,300 | 2,429 | ||
Boeing Co. | 2.125% | 3/1/22 | 1,010 | 1,024 | ||
Boeing Co. | 2.700% | 5/1/22 | 4,461 | 4,570 | ||
Boeing Co. | 2.800% | 3/1/23 | 5,345 | 5,544 | ||
Boeing Co. | 4.508% | 5/1/23 | 22,715 | 24,520 | ||
Boeing Co. | 1.875% | 6/15/23 | 8,012 | 8,162 | ||
Boeing Co. | 1.950% | 2/1/24 | 6,925 | 7,133 | ||
Boeing Co. | 2.800% | 3/1/24 | 900 | 946 | ||
Boeing Co. | 2.850% | 10/30/24 | 2,850 | 3,002 | ||
Boeing Co. | 4.875% | 5/1/25 | 20,042 | 22,821 | ||
Boeing Co. | 2.600% | 10/30/25 | 2,700 | 2,823 | ||
Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 3,725 | 3,778 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 4,475 | 4,590 | ||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 10,224 | 10,615 | ||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 8,737 | 9,171 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 5,315 | 5,757 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 3,970 | 4,351 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 7,156 | 7,829 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 3,375 | 3,805 | ||
Canadian National Railway Co. | 2.850% | 12/15/21 | 3,560 | 3,622 | ||
Canadian Pacific Railway Co. | 9.450% | 8/1/21 | 1,200 | 1,261 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 5,006 | 5,406 | ||
Carrier Global Corp. | 1.923% | 2/15/23 | 3,250 | 3,346 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 14,075 | 14,825 | ||
2 | Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 7,066 | 7,286 | |
2 | Caterpillar Financial Services Corp. | 0.950% | 5/13/22 | 8,360 | 8,443 | |
2 | Caterpillar Financial Services Corp. | 2.850% | 6/1/22 | 6,260 | 6,493 | |
2 | Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 5,700 | 5,870 | |
2 | Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 7,869 | 8,115 | |
2 | Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 6,075 | 6,333 | |
2 | Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 850 | 890 | |
2 | Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 5,000 | 5,363 | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 4,375 | 4,408 | ||
2 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 2,000 | 2,007 | |
2 | Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 5,665 | 6,203 | |
2 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 5,544 | 6,078 | |
2 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 3,900 | 4,202 | |
2 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 2,925 | 3,195 | |
2 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 11,254 | 11,941 | |
2 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 7,703 | 8,521 | |
2 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 3,100 | 3,209 | |
2 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 7,500 | 7,528 | |
Caterpillar Inc. | 2.600% | 6/26/22 | 7,919 | 8,144 | ||
Caterpillar Inc. | 3.400% | 5/15/24 | 2,826 | 3,084 | ||
CNH Industrial Capital LLC | 3.875% | 10/15/21 | 2,295 | 2,350 | ||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 5,960 | 6,228 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 2,800 | 2,884 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 6,209 | 6,830 | ||
CNH Industrial NV | 4.500% | 8/15/23 | 6,269 | 6,848 | ||
Crane Co. | 4.450% | 12/15/23 | 2,500 | 2,742 | ||
CSX Corp. | 3.400% | 8/1/24 | 4,162 | 4,546 | ||
CSX Corp. | 3.350% | 11/1/25 | 7,585 | 8,489 | ||
Cummins Inc. | 3.650% | 10/1/23 | 3,046 | 3,300 | ||
Cummins Inc. | 0.750% | 9/1/25 | 821 | 826 | ||
Deere & Co. | 2.600% | 6/8/22 | 6,208 | 6,376 | ||
Deere & Co. | 2.750% | 4/15/25 | 8,439 | 9,168 | ||
Dover Corp. | 3.150% | 11/15/25 | 2,871 | 3,165 | ||
Eaton Corp. | 2.750% | 11/2/22 | 11,026 | 11,507 | ||
Emerson Electric Co. | 2.625% | 12/1/21 | 6,180 | 6,300 | ||
Emerson Electric Co. | 2.625% | 2/15/23 | 1,525 | 1,589 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 604 | 668 | ||
FedEx Corp. | 3.400% | 1/14/22 | 2,100 | 2,167 | ||
FedEx Corp. | 2.625% | 8/1/22 | 5,947 | 6,160 | ||
FedEx Corp. | 2.700% | 4/15/23 | 1,500 | 1,573 | ||
FedEx Corp. | 4.000% | 1/15/24 | 1,755 | 1,938 | ||
FedEx Corp. | 3.200% | 2/1/25 | 7,197 | 7,907 | ||
FedEx Corp. | 3.800% | 5/15/25 | 7,221 | 8,156 | ||
Flowserve Corp. | 3.500% | 9/15/22 | 5,975 | 6,196 | ||
General Dynamics Corp. | 2.250% | 11/15/22 | 1,447 | 1,493 | ||
General Dynamics Corp. | 3.375% | 5/15/23 | 8,609 | 9,205 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 5,856 | 6,075 | ||
General Dynamics Corp. | 2.375% | 11/15/24 | 5,000 | 5,325 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 5,000 | 5,512 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
General Dynamics Corp. | 3.500% | 5/15/25 | 9,455 | 10,554 | ||
General Electric Co. | 2.700% | 10/9/22 | 466 | 484 | ||
2 | General Electric Co. | 3.100% | 1/9/23 | 8,525 | 8,957 | |
General Electric Co. | 3.375% | 3/11/24 | 650 | 706 | ||
2 | General Electric Co. | 3.450% | 5/15/24 | 9,348 | 10,146 | |
Hexcel Corp. | 4.700% | 8/15/25 | 1,641 | 1,834 | ||
Honeywell International Inc. | 4.250% | 3/1/21 | 5,392 | 5,426 | ||
Honeywell International Inc. | 2.150% | 8/8/22 | 5,699 | 5,861 | ||
Honeywell International Inc. | 0.483% | 8/19/22 | 6,000 | 6,009 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 8,500 | 9,062 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 10,111 | 10,469 | ||
2,4 | Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 3,000 | 3,336 | |
Illinois Tool Works Inc. | 3.375% | 9/15/21 | 4,450 | 4,510 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 9,628 | 10,456 | ||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 250 | 260 | ||
2 | John Deere Capital Corp. | 2.800% | 3/4/21 | 3,000 | 3,011 | |
2 | John Deere Capital Corp. | 2.875% | 3/12/21 | 3,650 | 3,668 | |
2 | John Deere Capital Corp. | 3.900% | 7/12/21 | 3,585 | 3,652 | |
2 | John Deere Capital Corp. | 2.650% | 1/6/22 | 7,168 | 7,338 | |
2 | John Deere Capital Corp. | 3.200% | 1/10/22 | 750 | 772 | |
2 | John Deere Capital Corp. | 2.950% | 4/1/22 | 5,045 | 5,215 | |
2 | John Deere Capital Corp. | 1.950% | 6/13/22 | 4,000 | 4,095 | |
2 | John Deere Capital Corp. | 2.150% | 9/8/22 | 3,408 | 3,518 | |
2 | John Deere Capital Corp. | 2.700% | 1/6/23 | 6,950 | 7,288 | |
John Deere Capital Corp. | 2.800% | 1/27/23 | 5,800 | 6,097 | ||
2 | John Deere Capital Corp. | 2.800% | 3/6/23 | 7,123 | 7,514 | |
2 | John Deere Capital Corp. | 1.200% | 4/6/23 | 1,661 | 1,694 | |
2 | John Deere Capital Corp. | 3.450% | 6/7/23 | 4,515 | 4,853 | |
2 | John Deere Capital Corp. | 0.700% | 7/5/23 | 4,675 | 4,722 | |
2 | John Deere Capital Corp. | 0.400% | 10/10/23 | 3,475 | 3,488 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 5,001 | 5,464 | ||
2 | John Deere Capital Corp. | 3.450% | 1/10/24 | 1,675 | 1,823 | |
2 | John Deere Capital Corp. | 2.600% | 3/7/24 | 3,528 | 3,775 | |
2 | John Deere Capital Corp. | 3.350% | 6/12/24 | 247 | 271 | |
2 | John Deere Capital Corp. | 2.650% | 6/24/24 | 7,184 | 7,738 | |
2 | John Deere Capital Corp. | 2.050% | 1/9/25 | 7,274 | 7,701 | |
2 | Kansas City Southern | 3.000% | 5/15/23 | 2,485 | 2,587 | |
Keysight Technologies Inc. | 4.550% | 10/30/24 | 4,359 | 4,930 | ||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 8,564 | 9,231 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 3,305 | 3,620 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 5,000 | 5,599 | ||
Legrand France SA | 8.500% | 2/15/25 | 3,018 | 3,933 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 2,000 | 2,107 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 2,629 | 2,682 | ||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 5,074 | 5,332 | ||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 6,906 | 7,520 | ||
Norfolk Southern Corp. | 3.250% | 12/1/21 | 4,668 | 4,758 | ||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 7,667 | 7,874 | ||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 5,934 | 6,217 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 2,036 | 2,216 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 422 | 472 | ||
Northrop Grumman Corp. | 2.550% | 10/15/22 | 4,911 | 5,095 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 9,836 | 10,555 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 9,540 | 10,374 | ||
nVent Finance Sarl | 3.950% | 4/15/23 | 1,137 | 1,198 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 13,573 | 14,309 | ||
2 | PACCAR Financial Corp. | 2.850% | 3/1/22 | 2,960 | 3,049 | |
2 | PACCAR Financial Corp. | 2.650% | 5/10/22 | 3,650 | 3,768 | |
2 | PACCAR Financial Corp. | 2.300% | 8/10/22 | 200 | 207 | |
2 | PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,607 | 1,655 | |
2 | PACCAR Financial Corp. | 2.650% | 4/6/23 | 1,350 | 1,421 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | PACCAR Financial Corp. | 0.800% | 6/8/23 | 3,575 | 3,611 | |
PACCAR Financial Corp. | 3.400% | 8/9/23 | 3,778 | 4,075 | ||
2 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 2,150 | 2,150 | |
2 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 1,400 | 1,482 | |
2 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 3,630 | 3,802 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 8,674 | 9,313 | ||
2 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 8,745 | 9,562 | |
Precision Castparts Corp. | 2.500% | 1/15/23 | 8,598 | 8,942 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 1,923 | 2,118 | ||
Raytheon Technologies Corp. | 2.800% | 3/15/22 | 7,259 | 7,449 | ||
Raytheon Technologies Corp. | 2.500% | 12/15/22 | 3,863 | 3,999 | ||
Raytheon Technologies Corp. | 3.650% | 8/16/23 | 1,367 | 1,473 | ||
Raytheon Technologies Corp. | 3.700% | 12/15/23 | 2,427 | 2,600 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 9,725 | 10,473 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 11,688 | 13,406 | ||
Republic Services Inc. | 4.750% | 5/15/23 | 2,885 | 3,152 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 2,770 | 2,954 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 5,004 | 5,486 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 1,800 | 1,807 | ||
Rockwell Automation Inc. | 2.875% | 3/1/25 | 151 | 163 | ||
Roper Technologies Inc. | 2.800% | 12/15/21 | 4,051 | 4,137 | ||
Roper Technologies Inc. | 0.450% | 8/15/22 | 3,593 | 3,598 | ||
Roper Technologies Inc. | 3.125% | 11/15/22 | 4,412 | 4,608 | ||
Roper Technologies Inc. | 3.650% | 9/15/23 | 2,391 | 2,588 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 3,275 | 3,487 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 8,959 | 9,019 | ||
2 | Ryder System Inc. | 2.800% | 3/1/22 | 3,550 | 3,641 | |
2 | Ryder System Inc. | 2.875% | 6/1/22 | 368 | 380 | |
2 | Ryder System Inc. | 3.400% | 3/1/23 | 9,357 | 9,911 | |
2 | Ryder System Inc. | 3.750% | 6/9/23 | 5,585 | 6,008 | |
2 | Ryder System Inc. | 3.875% | 12/1/23 | 495 | 540 | |
2 | Ryder System Inc. | 3.650% | 3/18/24 | 3,402 | 3,716 | |
2 | Ryder System Inc. | 2.500% | 9/1/24 | 3,050 | 3,226 | |
2 | Ryder System Inc. | 4.625% | 6/1/25 | 4,200 | 4,869 | |
Textron Inc. | 4.300% | 3/1/24 | 1,650 | 1,806 | ||
Textron Inc. | 3.875% | 3/1/25 | 3,534 | 3,878 | ||
Timken Co. | 3.875% | 9/1/24 | 275 | 294 | ||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 8,701 | 9,489 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 4,798 | 5,301 | ||
Trimble Inc. | 4.150% | 6/15/23 | 1,950 | 2,114 | ||
Trimble Inc. | 4.750% | 12/1/24 | 2,282 | 2,606 | ||
Tyco Electronics Group SA | 3.500% | 2/3/22 | 2,723 | 2,793 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 2,000 | 2,170 | ||
Union Pacific Corp. | 2.950% | 3/1/22 | 5,067 | 5,222 | ||
Union Pacific Corp. | 4.163% | 7/15/22 | 3,475 | 3,646 | ||
Union Pacific Corp. | 2.950% | 1/15/23 | 2,150 | 2,247 | ||
Union Pacific Corp. | 2.750% | 4/15/23 | 1,300 | 1,361 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 3,502 | 3,750 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 2,050 | 2,229 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 7,488 | 8,118 | ||
Union Pacific Corp. | 3.750% | 3/15/24 | 2,645 | 2,882 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 5,464 | 5,980 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 2,108 | 2,391 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 3,593 | 3,976 | ||
United Parcel Service Inc. | 3.125% | 1/15/21 | 1 | 1 | ||
United Parcel Service Inc. | 2.350% | 5/16/22 | 8,747 | 8,973 | ||
United Parcel Service Inc. | 2.450% | 10/1/22 | 5,861 | 6,078 | ||
United Parcel Service Inc. | 2.500% | 4/1/23 | 7,384 | 7,731 | ||
United Parcel Service Inc. | 2.200% | 9/1/24 | 500 | 531 | ||
United Parcel Service Inc. | 2.800% | 11/15/24 | 2,599 | 2,807 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 8,161 | 9,207 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Waste Management Inc. | 2.900% | 9/15/22 | 5,712 | 5,923 | ||
Waste Management Inc. | 2.400% | 5/15/23 | 5,604 | 5,848 | ||
Waste Management Inc. | 3.500% | 5/15/24 | 3,425 | 3,736 | ||
Waste Management Inc. | 3.125% | 3/1/25 | 4,231 | 4,636 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 1,750 | 1,756 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 5,175 | 5,668 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 3,653 | 3,927 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 3,700 | 3,886 | ||
1,080,305 | ||||||
Materials (0.56%) | ||||||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 3,760 | 4,097 | ||
Air Products and Chemicals Inc. | 1.500% | 10/15/25 | 5,247 | 5,450 | ||
Albemarle Corp. | 4.150% | 12/1/24 | 3,098 | 3,438 | ||
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 5,650 | 5,812 | ||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 4,975 | 5,430 | ||
Cabot Corp. | 3.700% | 7/15/22 | 2,840 | 2,938 | ||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 2,650 | 2,778 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 1,022 | 1,118 | ||
Celanese US Holdings LLC | 4.625% | 11/15/22 | 500 | 537 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 2,450 | 2,650 | ||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 3,500 | 3,850 | ||
Dow Chemical Co. | 3.500% | 10/1/24 | 3,770 | 4,117 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 8,970 | 10,477 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 4,000 | 4,489 | ||
DuPont de Nemours Inc. | 2.169% | 5/1/23 | 17,637 | 17,869 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 11,296 | 12,469 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 13,002 | 15,178 | ||
Eastman Chemical Co. | 3.500% | 12/1/21 | 6,962 | 7,163 | ||
Eastman Chemical Co. | 3.600% | 8/15/22 | 4,384 | 4,571 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 6,437 | 7,149 | ||
Ecolab Inc. | 2.375% | 8/10/22 | 11,002 | 11,340 | ||
Ecolab Inc. | 3.250% | 1/14/23 | 2,850 | 3,002 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 3,891 | 4,049 | ||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 3,000 | 3,296 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 2,512 | 2,688 | ||
FMC Corp. | 3.950% | 2/1/22 | 3,235 | 3,318 | ||
FMC Corp. | 4.100% | 2/1/24 | 150 | 163 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 3,300 | 4,043 | ||
2,4 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 3,000 | 3,011 | |
2,4 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 5,000 | 5,226 | |
Huntsman International LLC | 5.125% | 11/15/22 | 700 | 747 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 2,900 | 3,307 | ||
Linde Inc. | 2.450% | 2/15/22 | 4,659 | 4,744 | ||
Linde Inc. | 2.200% | 8/15/22 | 4,645 | 4,765 | ||
Linde Inc. | 2.700% | 2/21/23 | 2,660 | 2,776 | ||
Linde Inc. | 2.650% | 2/5/25 | 1,761 | 1,899 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 400 | 434 | ||
LYB International Finance III LLC | 2.875% | 5/1/25 | 4,900 | 5,298 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 2,300 | 2,331 | ||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 7,100 | 8,154 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,500 | 1,671 | ||
Mosaic Co. | 3.250% | 11/15/22 | 6,039 | 6,313 | ||
Mosaic Co. | 4.250% | 11/15/23 | 6,100 | 6,659 | ||
NewMarket Corp. | 4.100% | 12/15/22 | 1,975 | 2,097 | ||
Newmont Corp. | 3.625% | 6/9/21 | 5,829 | 5,865 | ||
Newmont Corp. | 3.500% | 3/15/22 | 756 | 778 | ||
Newmont Corp. | 3.700% | 3/15/23 | 1,085 | 1,135 | ||
Nucor Corp. | 4.125% | 9/15/22 | 3,510 | 3,696 | ||
Nucor Corp. | 4.000% | 8/1/23 | 9,414 | 10,174 | ||
Nucor Corp. | 2.000% | 6/1/25 | 5,042 | 5,320 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Nutrien Ltd. | 3.150% | 10/1/22 | 4,991 | 5,197 | ||
Nutrien Ltd. | 1.900% | 5/13/23 | 1,700 | 1,756 | ||
Nutrien Ltd. | 3.500% | 6/1/23 | 7,198 | 7,658 | ||
Nutrien Ltd. | 3.375% | 3/15/25 | 6,150 | 6,763 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,453 | 4,812 | ||
Owens Corning | 4.200% | 12/1/24 | 1,741 | 1,934 | ||
Packaging Corp. of America | 4.500% | 11/1/23 | 6,756 | 7,432 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 68 | 74 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 2,100 | 2,223 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 2,500 | 2,539 | ||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 8,362 | 9,445 | ||
Sherwin-Williams Co. | 4.200% | 1/15/22 | 400 | 412 | ||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 1,316 | 1,356 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 8,191 | 8,835 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 4,037 | 4,436 | ||
Southern Copper Corp. | 3.500% | 11/8/22 | 2,025 | 2,126 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 4,500 | 4,994 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 6,828 | 7,323 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 5,000 | 5,306 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 1,602 | 1,828 | ||
WestRock RKT LLC | 4.900% | 3/1/22 | 365 | 384 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 5,852 | 6,291 | ||
WRKCo Inc. | 3.750% | 3/15/25 | 10,984 | 12,241 | ||
345,244 | ||||||
Technology (2.15%) | ||||||
Adobe Inc. | 1.700% | 2/1/23 | 7,033 | 7,234 | ||
Adobe Inc. | 1.900% | 2/1/25 | 8,762 | 9,263 | ||
Adobe Inc. | 3.250% | 2/1/25 | 5,778 | 6,370 | ||
Altera Corp. | 4.100% | 11/15/23 | 3,447 | 3,799 | ||
Analog Devices Inc. | 2.500% | 12/5/21 | 3,550 | 3,614 | ||
Analog Devices Inc. | 2.875% | 6/1/23 | 3,750 | 3,946 | ||
Analog Devices Inc. | 3.125% | 12/5/23 | 5,142 | 5,533 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 275 | 299 | ||
Analog Devices Inc. | 3.900% | 12/15/25 | 5,268 | 6,006 | ||
Apple Inc. | 2.150% | 2/9/22 | 16,067 | 16,400 | ||
Apple Inc. | 2.500% | 2/9/22 | 15,860 | 16,228 | ||
Apple Inc. | 2.300% | 5/11/22 | 15,898 | 16,307 | ||
Apple Inc. | 2.700% | 5/13/22 | 12,267 | 12,674 | ||
Apple Inc. | 2.100% | 9/12/22 | 858 | 883 | ||
Apple Inc. | 2.850% | 2/23/23 | 14,930 | 15,670 | ||
Apple Inc. | 2.400% | 5/3/23 | 34,384 | 36,050 | ||
Apple Inc. | 0.750% | 5/11/23 | 16,795 | 17,003 | ||
Apple Inc. | 3.000% | 2/9/24 | 15,671 | 16,856 | ||
Apple Inc. | 3.450% | 5/6/24 | 17,912 | 19,717 | ||
Apple Inc. | 2.850% | 5/11/24 | 16,180 | 17,442 | ||
Apple Inc. | 1.800% | 9/11/24 | 8,298 | 8,713 | ||
Apple Inc. | 2.750% | 1/13/25 | 12,496 | 13,536 | ||
Apple Inc. | 2.500% | 2/9/25 | 13,669 | 14,766 | ||
Apple Inc. | 1.125% | 5/11/25 | 19,771 | 20,301 | ||
Apple Inc. | 3.200% | 5/13/25 | 1,100 | 1,227 | ||
Apple Inc. | 0.550% | 8/20/25 | 11,450 | 11,484 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 4,948 | 5,660 | ||
Arrow Electronics Inc. | 3.500% | 4/1/22 | 2,575 | 2,648 | ||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 1,249 | 1,339 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 3,959 | 4,265 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 2,736 | 2,996 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 1,524 | 1,741 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 4,740 | 5,336 | ||
Avnet Inc. | 3.750% | 12/1/21 | 4,300 | 4,400 | ||
Avnet Inc. | 4.875% | 12/1/22 | 2,825 | 3,014 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Broadcom Corp. | 2.650% | 1/15/23 | 6,583 | 6,844 | ||
Broadcom Corp. | 3.625% | 1/15/24 | 13,525 | 14,609 | ||
Broadcom Corp. | 3.125% | 1/15/25 | 6,832 | 7,372 | ||
Broadcom Inc. | 3.125% | 10/15/22 | 20,264 | 21,159 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 4,000 | 4,173 | ||
Broadcom Inc. | 3.625% | 10/15/24 | 12,710 | 13,955 | ||
Broadcom Inc. | 4.700% | 4/15/25 | 14,000 | 16,034 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 17,496 | 19,104 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 2,126 | 2,386 | ||
Cisco Systems Inc. | 3.000% | 6/15/22 | 8,355 | 8,684 | ||
Cisco Systems Inc. | 2.600% | 2/28/23 | 5,870 | 6,161 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 760 | 796 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 8,732 | 9,599 | ||
Corning Inc. | 2.900% | 5/15/22 | 2,200 | 2,262 | ||
2,4 | Dell International LLC | 5.450% | 6/15/23 | 23,175 | 25,589 | |
2,4 | Dell International LLC | 4.000% | 7/15/24 | 6,015 | 6,613 | |
2,4 | Dell International LLC | 5.850% | 7/15/25 | 12,549 | 15,078 | |
DXC Technology Co. | 4.000% | 4/15/23 | 3,284 | 3,500 | ||
DXC Technology Co. | 4.250% | 4/15/24 | 8,933 | 9,755 | ||
DXC Technology Co. | 4.125% | 4/15/25 | 12,650 | 13,963 | ||
Equifax Inc. | 3.300% | 12/15/22 | 3,959 | 4,145 | ||
Equifax Inc. | 2.600% | 12/1/24 | 3,863 | 4,133 | ||
Equifax Inc. | 2.600% | 12/15/25 | 5,038 | 5,442 | ||
Flex Ltd. | 5.000% | 2/15/23 | 3,613 | 3,911 | ||
Flex Ltd. | 4.750% | 6/15/25 | 750 | 854 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 2,616 | 2,911 | ||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 4,683 | 4,972 | ||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 5,750 | 5,972 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 13,424 | 14,774 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 6,000 | 6,158 | ||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 8,985 | 10,184 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 17,153 | 20,082 | ||
HP Inc. | 4.050% | 9/15/22 | 4,905 | 5,202 | ||
HP Inc. | 2.200% | 6/17/25 | 11,700 | 12,385 | ||
IBM Credit LLC | 3.600% | 11/30/21 | 1,975 | 2,034 | ||
IBM Credit LLC | 2.200% | 9/8/22 | 6,645 | 6,858 | ||
IBM Credit LLC | 3.000% | 2/6/23 | 9,235 | 9,739 | ||
IHS Markit Ltd. | 4.125% | 8/1/23 | 1,565 | 1,700 | ||
IHS Markit Ltd. | 3.625% | 5/1/24 | 2,500 | 2,725 | ||
Intel Corp. | 2.350% | 5/11/22 | 7,175 | 7,360 | ||
Intel Corp. | 3.100% | 7/29/22 | 7,855 | 8,204 | ||
Intel Corp. | 2.700% | 12/15/22 | 11,381 | 11,916 | ||
Intel Corp. | 2.875% | 5/11/24 | 5,045 | 5,431 | ||
Intel Corp. | 3.400% | 3/25/25 | 11,550 | 12,801 | ||
Intel Corp. | 3.700% | 7/29/25 | 16,881 | 19,030 | ||
International Business Machines Corp. | 2.500% | 1/27/22 | 9,935 | 10,178 | ||
International Business Machines Corp. | 2.850% | 5/13/22 | 15,101 | 15,637 | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 5,985 | 6,139 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 6,905 | 7,240 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 10,889 | 11,745 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 10,500 | 11,498 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 23,675 | 25,590 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 4,000 | 5,180 | ||
Intuit Inc. | 0.650% | 7/15/23 | 4,250 | 4,282 | ||
Intuit Inc. | 0.950% | 7/15/25 | 851 | 862 | ||
Jabil Inc. | 4.700% | 9/15/22 | 800 | 854 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 2,750 | 2,783 | ||
KLA Corp. | 4.650% | 11/1/24 | 9,048 | 10,290 | ||
Lam Research Corp. | 3.800% | 3/15/25 | 2,977 | 3,333 | ||
2,4 | Leidos Inc. | 2.950% | 5/15/23 | 3,750 | 3,952 | |
2,4 | Leidos Inc. | 3.625% | 5/15/25 | 4,000 | 4,475 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 4,500 | 4,871 | ||
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 3,599 | 3,791 | ||
Microchip Technology Inc. | 4.333% | 6/1/23 | 7,337 | 7,938 | ||
Micron Technology Inc. | 2.497% | 4/24/23 | 9,877 | 10,301 | ||
Micron Technology Inc. | 4.640% | 2/6/24 | 1,064 | 1,182 | ||
Microsoft Corp. | 2.400% | 2/6/22 | 16,049 | 16,401 | ||
Microsoft Corp. | 2.375% | 2/12/22 | 10,751 | 10,989 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 14,358 | 14,945 | ||
Microsoft Corp. | 2.125% | 11/15/22 | 6,906 | 7,154 | ||
Microsoft Corp. | 2.375% | 5/1/23 | 8,522 | 8,903 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 9,808 | 10,232 | ||
Microsoft Corp. | 3.625% | 12/15/23 | 3,830 | 4,185 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 19,417 | 20,849 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 17,968 | 19,474 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 12,040 | 13,453 | ||
Moody's Corp. | 4.500% | 9/1/22 | 2,687 | 2,840 | ||
Moody's Corp. | 2.625% | 1/15/23 | 2,473 | 2,583 | ||
Moody's Corp. | 4.875% | 2/15/24 | 1,764 | 1,973 | ||
Moody's Corp. | 3.750% | 3/24/25 | 6,300 | 7,064 | ||
Motorola Solutions Inc. | 3.500% | 3/1/23 | 2,515 | 2,659 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 5,469 | 6,107 | ||
NetApp Inc. | 3.300% | 9/29/24 | 2,600 | 2,827 | ||
NetApp Inc. | 1.875% | 6/22/25 | 4,250 | 4,436 | ||
2,4 | NXP BV | 4.875% | 3/1/24 | 1,515 | 1,707 | |
2,4 | NXP BV | 2.700% | 5/1/25 | 1,201 | 1,290 | |
Oracle Corp. | 2.500% | 5/15/22 | 19,049 | 19,566 | ||
Oracle Corp. | 2.500% | 10/15/22 | 19,290 | 20,048 | ||
Oracle Corp. | 2.625% | 2/15/23 | 11,220 | 11,749 | ||
Oracle Corp. | 3.625% | 7/15/23 | 3,907 | 4,228 | ||
Oracle Corp. | 2.400% | 9/15/23 | 19,559 | 20,549 | ||
Oracle Corp. | 3.400% | 7/8/24 | 14,025 | 15,319 | ||
Oracle Corp. | 2.950% | 11/15/24 | 15,529 | 16,848 | ||
Oracle Corp. | 2.500% | 4/1/25 | 19,212 | 20,635 | ||
Oracle Corp. | 2.950% | 5/15/25 | 19,693 | 21,537 | ||
QUALCOMM Inc. | 3.000% | 5/20/22 | 2,927 | 3,032 | ||
QUALCOMM Inc. | 2.600% | 1/30/23 | 4,032 | 4,218 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 5,208 | 5,599 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 11,601 | 12,918 | ||
RELX Capital Inc. | 3.500% | 3/16/23 | 4,960 | 5,279 | ||
S&P Global Inc. | 4.000% | 6/15/25 | 4,281 | 4,866 | ||
salesforce.com Inc. | 3.250% | 4/11/23 | 7,332 | 7,797 | ||
Texas Instruments Inc. | 1.850% | 5/15/22 | 8,865 | 9,042 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 2,400 | 2,562 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 14,756 | 15,255 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 5,910 | 6,476 | ||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 4,625 | 4,876 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 6,841 | 7,737 | ||
VMware Inc. | 2.950% | 8/21/22 | 23,664 | 24,548 | ||
VMware Inc. | 4.500% | 5/15/25 | 5,661 | 6,459 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 5,542 | 5,962 | ||
1,318,576 | ||||||
Utilities (1.33%) | ||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 2,550 | 2,632 | ||
2,4 | AES Corp. | 1.375% | 1/15/26 | 1,700 | 1,712 | |
2 | Alabama Power Co. | 2.450% | 3/30/22 | 5,300 | 5,424 | |
2 | Alabama Power Co. | 3.550% | 12/1/23 | 2,200 | 2,394 | |
Ameren Corp. | 2.500% | 9/15/24 | 4,351 | 4,621 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 3,200 | 3,511 | ||
2 | American Electric Power Co. Inc. | 3.650% | 12/1/21 | 5,600 | 5,768 | |
2 | American Electric Power Co. Inc. | 2.950% | 12/15/22 | 6,250 | 6,523 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 2,000 | 2,006 | |
2 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 2,000 | 2,024 | |
American Water Capital Corp. | 3.850% | 3/1/24 | 3,525 | 3,852 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 7,500 | 8,288 | ||
Appalachian Power Co. | 4.600% | 3/30/21 | 3,117 | 3,125 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 75 | 83 | ||
Arizona Public Service Co. | 3.150% | 5/15/25 | 2,407 | 2,640 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 5,805 | 6,326 | ||
Avangrid Inc. | 3.200% | 4/15/25 | 3,150 | 3,447 | ||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 2,950 | 3,004 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 2,974 | 3,171 | ||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 3,959 | 4,147 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 4,476 | 4,856 | ||
2,4 | Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 10,338 | 11,724 | |
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 1,631 | 1,672 | ||
CenterPoint Energy Inc. | 3.600% | 11/1/21 | 2,250 | 2,309 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 4,325 | 4,469 | ||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 3,575 | 3,905 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 3,700 | 3,934 | ||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 2,700 | 2,879 | ||
2 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 6,000 | 6,028 | |
2 | Consolidated Edison Inc. | 0.650% | 12/1/23 | 5,000 | 5,006 | |
Consumers Energy Co. | 0.350% | 6/1/23 | 2,000 | 2,003 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 2,525 | 2,705 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 3,175 | 3,433 | ||
2 | Dominion Energy Inc. | 2.750% | 1/15/22 | 5,475 | 5,600 | |
2 | Dominion Energy Inc. | 2.750% | 9/15/22 | 6,328 | 6,534 | |
Dominion Energy Inc. | 3.071% | 8/15/24 | 1,800 | 1,939 | ||
2 | Dominion Energy Inc. | 3.300% | 3/15/25 | 3,100 | 3,409 | |
Dominion Energy Inc. | 3.900% | 10/1/25 | 5,000 | 5,710 | ||
DTE Electric Co. | 3.650% | 3/15/24 | 3,134 | 3,408 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 5,000 | 5,520 | ||
2 | DTE Energy Co. | 2.600% | 6/15/22 | 1,500 | 1,546 | |
2 | DTE Energy Co. | 3.300% | 6/15/22 | 2,935 | 3,041 | |
2 | DTE Energy Co. | 0.550% | 11/1/22 | 5,452 | 5,464 | |
DTE Energy Co. | 2.250% | 11/1/22 | 3,920 | 4,051 | ||
2 | DTE Energy Co. | 3.700% | 8/1/23 | 4,950 | 5,346 | |
2 | DTE Energy Co. | 3.850% | 12/1/23 | 3,000 | 3,263 | |
2 | DTE Energy Co. | 3.500% | 6/1/24 | 5,283 | 5,731 | |
2 | DTE Energy Co. | 2.529% | 10/1/24 | 1,879 | 2,001 | |
2 | DTE Energy Co. | 1.050% | 6/1/25 | 3,000 | 3,032 | |
DTE Energy Co. | 2.850% | 10/1/26 | 2,500 | 2,743 | ||
Duke Energy Carolinas LLC | 3.350% | 5/15/22 | 3,800 | 3,958 | ||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 3,361 | 3,501 | ||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 5,175 | 5,466 | ||
Duke Energy Corp. | 1.800% | 9/1/21 | 4,530 | 4,572 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 2,850 | 2,936 | ||
Duke Energy Corp. | 3.050% | 8/15/22 | 2,359 | 2,443 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 3,862 | 4,194 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 13,009 | 14,311 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 3,200 | 3,194 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 5,000 | 5,436 | ||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 3,500 | 3,780 | ||
Duke Energy Progress LLC | 3.000% | 9/15/21 | 4,130 | 4,179 | ||
Duke Energy Progress LLC | 2.800% | 5/15/22 | 3,783 | 3,885 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,000 | 2,150 | ||
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 2,741 | 2,950 | ||
2 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 9,943 | 10,626 | |
Edison International | 2.400% | 9/15/22 | 4,225 | 4,314 | ||
Edison International | 3.125% | 11/15/22 | 410 | 426 | ||
Edison International | 2.950% | 3/15/23 | 2,911 | 3,024 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Edison International | 3.550% | 11/15/24 | 6,605 | 7,136 | ||
Edison International | 4.950% | 4/15/25 | 1,000 | 1,138 | ||
Entergy Arkansas LLC | 3.700% | 6/1/24 | 3,425 | 3,754 | ||
Entergy Corp. | 4.000% | 7/15/22 | 6,314 | 6,612 | ||
Entergy Corp. | 0.900% | 9/15/25 | 2,850 | 2,848 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,617 | 3,082 | ||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 2,650 | 2,878 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 8,000 | 8,021 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 258 | 303 | ||
Evergy Inc. | 2.450% | 9/15/24 | 5,757 | 6,104 | ||
Evergy Metro Inc. | 3.150% | 3/15/23 | 2,425 | 2,552 | ||
2 | Eversource Energy | 2.750% | 3/15/22 | 3,881 | 3,981 | |
2 | Eversource Energy | 3.800% | 12/1/23 | 4,682 | 5,115 | |
2 | Eversource Energy | 2.900% | 10/1/24 | 3,907 | 4,214 | |
2 | Eversource Energy | 3.150% | 1/15/25 | 2,067 | 2,253 | |
2 | Eversource Energy | 0.800% | 8/15/25 | 2,200 | 2,192 | |
Exelon Corp. | 3.497% | 6/1/22 | 11,900 | 12,373 | ||
2 | Exelon Corp. | 3.950% | 6/15/25 | 7,728 | 8,742 | |
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 3,300 | 3,406 | ||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 5,381 | 5,617 | ||
Exelon Generation Co. LLC | 3.250% | 6/1/25 | 4,540 | 4,948 | ||
Florida Power & Light Co. | 2.750% | 6/1/23 | 4,420 | 4,624 | ||
Florida Power & Light Co. | 3.250% | 6/1/24 | 2,700 | 2,903 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 14,609 | 15,917 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 4,970 | 5,506 | ||
Georgia Power Co. | 2.850% | 5/15/22 | 1,225 | 1,265 | ||
2 | Georgia Power Co. | 2.100% | 7/30/23 | 11,471 | 11,966 | |
2 | Georgia Power Co. | 2.200% | 9/15/24 | 7,265 | 7,644 | |
Interstate Power & Light Co. | 3.250% | 12/1/24 | 3,469 | 3,795 | ||
ITC Holdings Corp. | 2.700% | 11/15/22 | 6,342 | 6,603 | ||
2 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 459 | 510 | |
MidAmerican Energy Co. | 3.500% | 10/15/24 | 7,082 | 7,799 | ||
National Fuel Gas Co. | 4.900% | 12/1/21 | 2,936 | 3,009 | ||
National Fuel Gas Co. | 3.750% | 3/1/23 | 3,066 | 3,212 | ||
National Fuel Gas Co. | 5.200% | 7/15/25 | 4,044 | 4,534 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 1.750% | 1/21/22 | 2,985 | 3,031 | |
National Rural Utilities Cooperative Finance Corp. | 3.050% | 2/15/22 | 9,439 | 9,651 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 1,888 | 1,937 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 2.300% | 9/15/22 | 1,500 | 1,549 | |
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 3,192 | 3,336 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 2,842 | 3,065 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 5,026 | 5,377 | ||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 2,980 | 3,237 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 5,913 | 6,577 | |
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 7,919 | 8,161 | ||
NextEra Energy Capital Holdings Inc. | 1.950% | 9/1/22 | 374 | 384 | ||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 5,380 | 5,629 | ||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 7,791 | 8,388 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 13,304 | 14,385 | ||
NiSource Inc. | 0.950% | 8/15/25 | 9,200 | 9,256 | ||
Northern States Power Co. | 2.600% | 5/15/23 | 1,950 | 2,031 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 1,625 | 1,694 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 6,525 | 6,967 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 2,310 | 2,526 | ||
2,4 | Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 2,150 | 2,144 | |
ONE Gas Inc. | 3.610% | 2/1/24 | 1,895 | 2,047 | ||
Pacific Gas & Electric Co. | 1.750% | 6/16/22 | 20,000 | 20,045 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 4,500 | 4,781 | ||
Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 3,000 | 3,191 | ||
Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 11,200 | 11,989 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 6,300 | 6,770 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 5,000 | 5,327 | ||
PacifiCorp | 2.950% | 2/1/22 | 4,619 | 4,720 | ||
PacifiCorp | 2.950% | 6/1/23 | 436 | 460 | ||
PacifiCorp | 3.600% | 4/1/24 | 2,985 | 3,247 | ||
PECO Energy Co. | 2.375% | 9/15/22 | 400 | 410 | ||
PECO Energy Co. | 3.150% | 10/15/25 | 3,171 | 3,519 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 4,850 | 4,922 | ||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 4,381 | 4,578 | ||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 7,114 | 7,558 | ||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 412 | 450 | ||
Progress Energy Inc. | 3.150% | 4/1/22 | 1,416 | 1,455 | ||
PSEG Power LLC | 3.850% | 6/1/23 | 7,803 | 8,378 | ||
2 | Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 3,750 | 3,919 | |
2 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 2,800 | 3,062 | |
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 4,973 | 5,184 | ||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 4,750 | 5,090 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 7,000 | 6,976 | ||
Puget Energy Inc. | 6.000% | 9/1/21 | 4,717 | 4,877 | ||
Puget Energy Inc. | 5.625% | 7/15/22 | 3,315 | 3,519 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 5,000 | 5,450 | ||
2 | San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 1,998 | 2,143 | |
Sempra Energy | 2.875% | 10/1/22 | 4,329 | 4,478 | ||
Sempra Energy | 2.900% | 2/1/23 | 5,235 | 5,489 | ||
Sempra Energy | 4.050% | 12/1/23 | 3,381 | 3,698 | ||
Sempra Energy | 3.750% | 11/15/25 | 7,292 | 8,233 | ||
2 | Southern California Edison Co. | 1.845% | 2/1/22 | 869 | 871 | |
2 | Southern California Edison Co. | 2.400% | 2/1/22 | 1,200 | 1,220 | |
2 | Southern California Edison Co. | 3.400% | 6/1/23 | 2,500 | 2,631 | |
2 | Southern California Edison Co. | 3.500% | 10/1/23 | 4,659 | 4,995 | |
2 | Southern California Edison Co. | 3.700% | 8/1/25 | 7,475 | 8,406 | |
Southern California Gas Co. | 3.150% | 9/15/24 | 566 | 619 | ||
Southern California Gas Co. | 3.200% | 6/15/25 | 3,120 | 3,452 | ||
Southern Co. | 2.950% | 7/1/23 | 2,100 | 2,223 | ||
2 | Southern Co. | 5.500% | 3/15/57 | 1,015 | 1,053 | |
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 6,560 | 6,880 | ||
2 | Southern Power Co. | 2.500% | 12/15/21 | 1,900 | 1,935 | |
Southern Power Co. | 4.150% | 12/1/25 | 2,380 | 2,728 | ||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 3,078 | 3,314 | ||
Union Electric Co. | 3.500% | 4/15/24 | 2,700 | 2,927 | ||
Virginia Electric & Power Co. | 2.950% | 1/15/22 | 6,395 | 6,526 | ||
2 | Virginia Electric & Power Co. | 2.750% | 3/15/23 | 11,702 | 12,228 | |
2 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 5,326 | 5,818 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 3,300 | 3,316 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 3,617 | 4,029 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 700 | 739 | ||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 5,613 | 5,759 | ||
Xcel Energy Inc. | 2.400% | 3/15/21 | 5,450 | 5,461 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 2,000 | 2,005 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 6,356 | 6,912 | ||
811,197 | ||||||
Total Corporate Bonds (Cost $15,666,897) | 16,261,556 | |||||
Sovereign Bonds (7.03%) | ||||||
2 | African Development Bank | 0.500% | 4/22/22 | 13,550 | 13,608 | |
2 | African Development Bank | 1.625% | 9/16/22 | 10,950 | 11,215 | |
2 | African Development Bank | 2.125% | 11/16/22 | 18,725 | 19,393 | |
African Development Bank | 0.750% | 4/3/23 | 20,950 | 21,201 | ||
African Development Bank | 3.000% | 9/20/23 | 11,950 | 12,837 | ||
2 | Asian Development Bank | 2.000% | 2/16/22 | 30,095 | 30,707 | |
2 | Asian Development Bank | 1.875% | 2/18/22 | 26,270 | 26,767 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Asian Development Bank | 0.625% | 4/7/22 | 46,000 | 46,267 | |
2 | Asian Development Bank | 1.875% | 7/19/22 | 15,871 | 16,285 | |
Asian Development Bank | 1.875% | 8/10/22 | 12,504 | 12,839 | ||
2 | Asian Development Bank | 1.750% | 9/13/22 | 29,737 | 30,516 | |
Asian Development Bank | 1.625% | 1/24/23 | 9,850 | 10,136 | ||
2 | Asian Development Bank | 2.750% | 3/17/23 | 26,867 | 28,361 | |
2 | Asian Development Bank | 0.250% | 7/14/23 | 42,700 | 42,724 | |
2 | Asian Development Bank | 0.250% | 10/6/23 | 28,150 | 28,160 | |
Asian Development Bank | 2.625% | 1/30/24 | 17,200 | 18,439 | ||
Asian Development Bank | 1.500% | 10/18/24 | 21,475 | 22,413 | ||
2 | Asian Development Bank | 2.000% | 1/22/25 | 3,558 | 3,790 | |
Asian Development Bank | 0.625% | 4/29/25 | 44,600 | 45,005 | ||
2 | Asian Development Bank | 0.375% | 9/3/25 | 18,260 | 18,203 | |
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 19,370 | 19,377 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 18,750 | 19,932 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 17,300 | 17,321 | ||
Canada | 2.625% | 1/25/22 | 18,850 | 19,337 | ||
Canada | 2.000% | 11/15/22 | 27,781 | 28,723 | ||
Canada | 1.625% | 1/22/25 | 9,680 | 10,127 | ||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 15,906 | 16,543 | ||
CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | 20,928 | 22,704 | ||
CNOOC Finance 2015 USA LLC | 3.750% | 5/2/23 | 650 | 687 | ||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 12,782 | 13,772 | ||
Corp. Andina de Fomento | 3.250% | 2/11/22 | 6,000 | 6,165 | ||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 6,301 | 6,619 | ||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 7,950 | 8,258 | ||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 4,300 | 4,441 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 7,491 | 8,090 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 5,000 | 5,064 | ||
Council Of Europe Development Bank | 1.750% | 9/26/22 | 6,180 | 6,344 | ||
Council Of Europe Development Bank | 2.625% | 2/13/23 | 9,762 | 10,256 | ||
Council Of Europe Development Bank | 0.250% | 6/10/23 | 5,000 | 5,003 | ||
Council Of Europe Development Bank | 0.250% | 10/20/23 | 10,500 | 10,504 | ||
Council Of Europe Development Bank | 1.375% | 2/27/25 | 9,650 | 10,035 | ||
Ecopetrol SA | 5.875% | 9/18/23 | 14,105 | 15,762 | ||
Ecopetrol SA | 4.125% | 1/16/25 | 7,983 | 8,701 | ||
Equinor ASA | 3.150% | 1/23/22 | 7,689 | 7,862 | ||
Equinor ASA | 2.450% | 1/17/23 | 13,334 | 13,918 | ||
Equinor ASA | 2.650% | 1/15/24 | 18,038 | 19,120 | ||
Equinor ASA | 3.700% | 3/1/24 | 11,339 | 12,444 | ||
Equinor ASA | 3.250% | 11/10/24 | 7,531 | 8,294 | ||
Equinor ASA | 2.875% | 4/6/25 | 7,773 | 8,469 | ||
2 | European Bank for Reconstruction & Development | 1.875% | 2/23/22 | 10,011 | 10,204 | |
2 | European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 15,370 | 16,214 | |
2 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 15,150 | 15,159 | |
2 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 4,100 | 4,285 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 32,961 | 33,072 | ||
2 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 10,850 | 10,870 | |
European Investment Bank | 2.875% | 12/15/21 | 23,478 | 24,081 | ||
European Investment Bank | 2.250% | 3/15/22 | 31,550 | 32,336 | ||
European Investment Bank | 2.625% | 5/20/22 | 21,831 | 22,565 | ||
European Investment Bank | 2.375% | 6/15/22 | 22,460 | 23,176 | ||
European Investment Bank | 2.250% | 8/15/22 | 31,615 | 32,670 | ||
European Investment Bank | 1.375% | 9/6/22 | 30,874 | 31,486 | ||
European Investment Bank | 2.000% | 12/15/22 | 23,797 | 24,640 | ||
European Investment Bank | 2.500% | 3/15/23 | 39,398 | 41,386 | ||
European Investment Bank | 1.375% | 5/15/23 | 10,778 | 11,075 | ||
2 | European Investment Bank | 2.875% | 8/15/23 | 24,715 | 26,431 | |
European Investment Bank | 0.250% | 9/15/23 | 55,855 | 55,919 | ||
2 | European Investment Bank | 3.125% | 12/14/23 | 27,703 | 30,046 | |
European Investment Bank | 3.250% | 1/29/24 | 38,938 | 42,507 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
European Investment Bank | 2.625% | 3/15/24 | 22,065 | 23,733 | ||
European Investment Bank | 2.250% | 6/24/24 | 7,766 | 8,295 | ||
European Investment Bank | 1.875% | 2/10/25 | 21,470 | 22,790 | ||
European Investment Bank | 1.625% | 3/14/25 | 51,084 | 53,743 | ||
European Investment Bank | 0.625% | 7/25/25 | 27,185 | 27,458 | ||
European Investment Bank | 0.375% | 12/15/25 | 8,000 | 7,974 | ||
5 | Export Development Canada | 2.000% | 5/17/22 | 2,500 | 2,562 | |
5 | Export Development Canada | 1.750% | 7/18/22 | 17,490 | 17,885 | |
5 | Export Development Canada | 2.500% | 1/24/23 | 8,040 | 8,411 | |
5 | Export Development Canada | 1.375% | 2/24/23 | 18,575 | 18,953 | |
5 | Export Development Canada | 2.750% | 3/15/23 | 9,900 | 10,444 | |
5 | Export Development Canada | 2.625% | 2/21/24 | 4,650 | 4,987 | |
Export-Import Bank of Korea | 2.750% | 1/25/22 | 4,100 | 4,201 | ||
Export-Import Bank of Korea | 5.000% | 4/11/22 | 9,175 | 9,705 | ||
Export-Import Bank of Korea | 3.000% | 11/1/22 | 8,060 | 8,435 | ||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 3,120 | 3,405 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 4,825 | 5,299 | ||
Export-Import Bank of Korea | 2.375% | 6/25/24 | 15,000 | 15,854 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 7,420 | 8,043 | ||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 1,300 | 1,358 | ||
6 | FMS Wertmanagement | 2.000% | 8/1/22 | 17,285 | 17,774 | |
6 | FMS Wertmanagement | 2.750% | 3/6/23 | 10,450 | 11,018 | |
2 | Hydro-Quebec | 8.400% | 1/15/22 | 6,425 | 6,939 | |
2 | Hydro-Quebec | 8.050% | 7/7/24 | 4,025 | 5,042 | |
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 7,050 | 7,296 | ||
2 | Inter-American Development Bank | 2.125% | 1/18/22 | 27,450 | 28,005 | |
2 | Inter-American Development Bank | 1.750% | 4/14/22 | 18,530 | 18,900 | |
2 | Inter-American Development Bank | 1.750% | 9/14/22 | 17,500 | 17,962 | |
2 | Inter-American Development Bank | 3.000% | 9/26/22 | 8,000 | 8,386 | |
Inter-American Development Bank | 2.500% | 1/18/23 | 30,883 | 32,322 | ||
Inter-American Development Bank | 0.500% | 5/24/23 | 34,625 | 34,851 | ||
Inter-American Development Bank | 3.000% | 10/4/23 | 15,630 | 16,812 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 42,000 | 42,027 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 22,600 | 24,207 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 27,400 | 29,712 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 10,720 | 11,466 | ||
2 | Inter-American Development Bank | 1.750% | 3/14/25 | 22,751 | 24,034 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 26,700 | 27,219 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 20,500 | 20,686 | ||
2 | International Bank for Reconstruction & Development | 2.125% | 12/13/21 | 8,065 | 8,214 | |
International Bank for Reconstruction & Development | 2.000% | 1/26/22 | 39,240 | 39,998 | ||
2 | International Bank for Reconstruction & Development | 1.625% | 2/10/22 | 27,875 | 28,322 | |
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 40,700 | 41,880 | ||
International Bank for Reconstruction & Development | 1.875% | 10/7/22 | 5,229 | 5,384 | ||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 10,796 | 12,420 | ||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 6,375 | 6,600 | ||
2 | International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 34,175 | 35,561 | |
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 21,950 | 23,604 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 31,150 | 31,170 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 20,750 | 22,228 | ||
2 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 22,150 | 23,107 | |
2 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 29,573 | 32,042 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 26,600 | 27,942 | ||
2 | International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 2,944 | 3,156 | |
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 36,500 | 37,041 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 62,650 | 63,244 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 42,585 | 42,513 | ||
2 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 35,220 | 38,526 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 46,300 | 46,427 | ||
2 | International Finance Corp. | 2.000% | 10/24/22 | 7,550 | 7,797 | |
2 | International Finance Corp. | 2.875% | 7/31/23 | 23,400 | 24,967 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | International Finance Corp. | 1.375% | 10/16/24 | 13,900 | 14,447 | |
2 | International Finance Corp. | 0.375% | 7/16/25 | 13,250 | 13,222 | |
7 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 7,070 | 7,179 | |
7 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 7,505 | 7,737 | |
7 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 10,050 | 10,370 | |
7 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 2,750 | 2,814 | |
7 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 11,510 | 11,951 | |
7 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 16,200 | 16,667 | |
7 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 15,135 | 15,234 | |
7 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 15,325 | 16,441 | |
2,7 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,475 | 1,588 | |
7 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 21,400 | 21,410 | |
7 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 10,900 | 11,809 | |
7 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 17,700 | 18,922 | |
2,7 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 10,865 | 11,802 | |
7 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 4,750 | 4,974 | |
2,7 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 1,031 | 1,094 | |
2,7 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 5,350 | 5,785 | |
7 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 26,700 | 26,691 | |
2,6 | KFW | 3.125% | 12/15/21 | 27,155 | 27,891 | |
6 | KFW | 2.625% | 1/25/22 | 17,180 | 17,624 | |
6 | KFW | 2.500% | 2/15/22 | 31,515 | 32,316 | |
6 | KFW | 2.125% | 3/7/22 | 36,808 | 37,643 | |
6 | KFW | 2.125% | 6/15/22 | 25,101 | 25,806 | |
6 | KFW | 1.750% | 8/22/22 | 44,420 | 45,549 | |
6 | KFW | 2.000% | 10/4/22 | 19,540 | 20,157 | |
6 | KFW | 2.375% | 12/29/22 | 43,196 | 45,066 | |
6 | KFW | 2.125% | 1/17/23 | 35,775 | 37,174 | |
6 | KFW | 1.625% | 2/15/23 | 40,500 | 41,683 | |
6 | KFW | 0.250% | 10/19/23 | 40,500 | 40,458 | |
6 | KFW | 2.625% | 2/28/24 | 29,650 | 31,854 | |
6 | KFW | 1.375% | 8/5/24 | 22,704 | 23,448 | |
6 | KFW | 2.500% | 11/20/24 | 32,285 | 34,990 | |
6 | KFW | 2.000% | 5/2/25 | 15,679 | 16,759 | |
6 | KFW | 0.375% | 7/18/25 | 44,850 | 44,775 | |
Korea Development Bank | 2.625% | 2/27/22 | 3,358 | 3,443 | ||
Korea Development Bank | 3.000% | 3/19/22 | 4,425 | 4,563 | ||
Korea Development Bank | 3.000% | 9/14/22 | 3,426 | 3,564 | ||
Korea Development Bank | 3.375% | 3/12/23 | 2,000 | 2,129 | ||
Korea Development Bank | 2.750% | 3/19/23 | 4,700 | 4,940 | ||
Korea Development Bank | 3.750% | 1/22/24 | 5,628 | 6,145 | ||
Korea Development Bank | 3.250% | 2/19/24 | 1,500 | 1,618 | ||
Korea Development Bank | 2.125% | 10/1/24 | 3,910 | 4,117 | ||
2,6 | Landwirtschaftliche Rentenbank | 2.000% | 12/6/21 | 13,910 | 14,142 | |
6 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 8,680 | 9,377 | |
6 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 8,405 | 8,940 | |
2,6 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 16,200 | 16,241 | |
6 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 12,970 | 14,057 | |
Nordic Investment Bank | 2.125% | 2/1/22 | 8,605 | 8,782 | ||
Nordic Investment Bank | 1.375% | 10/17/22 | 6,042 | 6,168 | ||
Nordic Investment Bank | 0.375% | 5/19/23 | 15,250 | 15,281 | ||
Nordic Investment Bank | 2.875% | 7/19/23 | 6,000 | 6,395 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 667 | 703 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 14,000 | 13,950 | ||
North American Development Bank | 2.400% | 10/26/22 | 838 | 861 | ||
8 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 7,750 | 7,953 | |
8 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 2,365 | 2,421 | |
2,8 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 10,865 | 11,474 | |
8 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 5,540 | 5,980 | |
8 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 8,900 | 9,275 | |
8 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 22,325 | 22,203 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 2,600 | 2,837 | |
2 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 4,051 | 4,473 | |
2,9 | Petroleos Mexicanos | 2.290% | 2/15/24 | 665 | 685 | |
Province of Alberta | 2.200% | 7/26/22 | 15,244 | 15,701 | ||
Province of Alberta | 3.350% | 11/1/23 | 13,925 | 15,076 | ||
Province of Alberta | 2.950% | 1/23/24 | 11,500 | 12,373 | ||
Province of Alberta | 1.875% | 11/13/24 | 18,900 | 19,845 | ||
Province of Alberta | 1.000% | 5/20/25 | 15,360 | 15,557 | ||
Province of British Columbia | 2.000% | 10/23/22 | 8,379 | 8,640 | ||
2 | Province of British Columbia | 1.750% | 9/27/24 | 5,400 | 5,603 | |
Province of Manitoba | 2.125% | 5/4/22 | 3,236 | 3,317 | ||
Province of Manitoba | 2.100% | 9/6/22 | 3,875 | 3,991 | ||
2 | Province of Manitoba | 2.600% | 4/16/24 | 6,750 | 7,231 | |
Province of Manitoba | 3.050% | 5/14/24 | 5,441 | 5,910 | ||
Province of New Brunswick | 2.500% | 12/12/22 | 4,500 | 4,679 | ||
Province of Ontario | 2.400% | 2/8/22 | 13,660 | 13,984 | ||
Province of Ontario | 2.550% | 4/25/22 | 12,968 | 13,359 | ||
Province of Ontario | 2.250% | 5/18/22 | 24,895 | 25,578 | ||
Province of Ontario | 2.450% | 6/29/22 | 11,550 | 11,926 | ||
Province of Ontario | 2.200% | 10/3/22 | 1,883 | 1,944 | ||
Province of Ontario | 1.750% | 1/24/23 | 23,050 | 23,739 | ||
Province of Ontario | 3.400% | 10/17/23 | 26,350 | 28,554 | ||
Province of Ontario | 3.050% | 1/29/24 | 10,575 | 11,431 | ||
Province of Ontario | 3.200% | 5/16/24 | 10,560 | 11,537 | ||
Province of Quebec | 2.375% | 1/31/22 | 24,660 | 25,216 | ||
Province of Quebec | 2.625% | 2/13/23 | 5,472 | 5,739 | ||
2 | Province of Quebec | 2.500% | 4/9/24 | 12,170 | 13,008 | |
2 | Province of Quebec | 2.875% | 10/16/24 | 11,195 | 12,217 | |
2 | Province of Quebec | 1.500% | 2/11/25 | 12,305 | 12,688 | |
Province of Quebec | 0.600% | 7/23/25 | 13,250 | 13,195 | ||
Province of Saskatchewan | 8.500% | 7/15/22 | 2,198 | 2,462 | ||
Republic of Chile | 2.250% | 10/30/22 | 2,860 | 2,960 | ||
Republic of Chile | 3.125% | 3/27/25 | 3,050 | 3,355 | ||
2 | Republic of Colombia | 2.625% | 3/15/23 | 2,200 | 2,273 | |
2 | Republic of Colombia | 4.000% | 2/26/24 | 23,917 | 25,857 | |
Republic of Colombia | 8.125% | 5/21/24 | 4,340 | 5,327 | ||
Republic of Hungary | 6.375% | 3/29/21 | 12,145 | 12,312 | ||
Republic of Hungary | 5.375% | 2/21/23 | 9,405 | 10,299 | ||
Republic of Hungary | 5.750% | 11/22/23 | 11,945 | 13,617 | ||
Republic of Hungary | 5.375% | 3/25/24 | 16,298 | 18,541 | ||
Republic of Indonesia | 2.950% | 1/11/23 | 7,820 | 8,152 | ||
Republic of Indonesia | 4.450% | 2/11/24 | 5,246 | 5,803 | ||
Republic of Italy | 6.875% | 9/27/23 | 22,250 | 25,813 | ||
Republic of Italy | 2.375% | 10/17/24 | 20,700 | 21,736 | ||
Republic of Korea | 3.875% | 9/11/23 | 11,513 | 12,577 | ||
Republic of Korea | 5.625% | 11/3/25 | 939 | 1,157 | ||
2 | Republic of Panama | 4.000% | 9/22/24 | 12,318 | 13,627 | |
2 | Republic of Panama | 3.750% | 3/16/25 | 8,354 | 9,242 | |
Republic of Peru | 7.350% | 7/21/25 | 11,790 | 15,098 | ||
Republic of Poland | 5.125% | 4/21/21 | 11,980 | 12,130 | ||
Republic of Poland | 5.000% | 3/23/22 | 14,498 | 15,297 | ||
Republic of Poland | 3.000% | 3/17/23 | 14,564 | 15,347 | ||
Republic of Poland | 4.000% | 1/22/24 | 10,367 | 11,456 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 7,380 | 8,192 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 3,251 | 4,332 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 10,699 | 15,152 | ||
State of Israel | 4.000% | 6/30/22 | 10,475 | 11,037 | ||
State of Israel | 3.150% | 6/30/23 | 7,200 | 7,686 | ||
2 | Svensk Exportkredit AB | 2.375% | 3/9/22 | 6,950 | 7,121 | |
Svensk Exportkredit AB | 2.000% | 8/30/22 | 7,400 | 7,613 | ||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 11,800 | 12,092 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Svensk Exportkredit AB | 2.875% | 3/14/23 | 12,670 | 13,377 | |
2 | Svensk Exportkredit AB | 0.750% | 4/6/23 | 3,500 | 3,535 | |
2 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 10,029 | 10,019 | |
2 | Svensk Exportkredit AB | 1.750% | 12/12/23 | 4,150 | 4,322 | |
2 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 12,700 | 12,694 | |
2 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 20,300 | 20,398 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 9,250 | 9,211 | ||
Syngenta Finance NV | 3.125% | 3/28/22 | 3,945 | 4,004 | ||
2 | United Mexican States | 8.000% | 9/24/22 | 600 | 676 | |
United Mexican States | 4.000% | 10/2/23 | 22,984 | 25,167 | ||
United Mexican States | 3.600% | 1/30/25 | 10,789 | 12,003 | ||
2 | United Mexican States | 3.900% | 4/27/25 | 9,503 | 10,655 | |
Total Sovereign Bonds (Cost $4,197,141) | 4,303,005 | |||||
Taxable Municipal Bonds (0.08%) | ||||||
California Department of Water Resources Power Supply Revenue | 2.000% | 5/1/22 | 2,195 | 2,246 | ||
California GO | 5.700% | 11/1/21 | 3,330 | 3,480 | ||
California GO | 2.367% | 4/1/22 | 1,080 | 1,107 | ||
Florida State Board of Administration Finance Corp. | 1.258% | 7/1/25 | 11,525 | 11,789 | ||
Illinois GO | 4.950% | 6/1/23 | 6,410 | 6,568 | ||
Massachusetts GO | 4.200% | 12/1/21 | 1,245 | 1,289 | ||
10 | New Jersey Economic Development Authority Revenue | 0.000% | 2/15/22 | 5,000 | 4,970 | |
New York State Urban Development Corp. Revenue | 2.100% | 3/15/22 | 655 | 662 | ||
Oregon GO | 5.762% | 6/1/23 | 1,045 | 1,131 | ||
State of Florida Board of administration Finance Corp. | 2.638% | 7/1/21 | 4,500 | 4,550 | ||
University of California Revenue | 0.883% | 5/15/25 | 2,000 | 2,029 | ||
University of California Revenue | 3.063% | 7/1/25 | 2,677 | 2,953 | ||
Utah GO | 4.554% | 7/1/24 | 7,815 | 8,448 | ||
Total Taxable Municipal Bonds (Cost $50,146) | 51,222 | |||||
Shares | ||||||
Temporary Cash Investments (2.00%) | ||||||
Money Market Fund (2.00%) | ||||||
11 | Vanguard Market Liquidity Fund (Cost $1,220,934) | 0.111% | 12,209,335 | 1,220,934 | ||
Total Investments (101.43%) (Cost $60,388,327) | 62,080,281 | |||||
Other Assets and Liabilities—Net (-1.43%) | (877,067) | |||||
Net Assets (100%) | 61,203,214 |
Cost is in $000. | |
1 | U.S. government-guaranteed. |
2 | 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. |
3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
4 | 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 December 31, 2020, the aggregate value of these securities was $174,722,000, representing 0.3% of net assets. |
5 | Guaranteed by the Government of Canada. |
6 | Guaranteed by the Federal Republic of Germany. |
7 | Guaranteed by the Government of Japan. |
8 | Guaranteed by the Republic of Austria. |
9 | Guaranteed by the Government of Mexico. |
10 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
GO—Government Obligation Bond. |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (49.32%) | ||||||
U.S. Government Securities (48.38%) | ||||||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 47,479 | 61,641 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 250,364 | 266,246 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 326,398 | 361,690 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 239,650 | 262,754 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 251,875 | 278,086 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 652,268 | 694,258 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 332,456 | 362,845 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 204,905 | 221,041 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 187,095 | 201,946 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 771,261 | 816,332 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 432,825 | 455,142 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 204,830 | 218,272 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 175,245 | 186,828 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 344,712 | 374,982 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 23,500 | 31,663 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 448,479 | 478,261 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 111,750 | 120,044 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 134,445 | 142,428 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 754,225 | 833,419 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 48,655 | 50,434 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 7,627 | 7,670 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 679,612 | 757,767 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 369,270 | 367,828 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 213,640 | 212,639 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 759,795 | 749,466 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 575,586 | 637,911 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 503,440 | 500,057 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 287,465 | 282,928 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 288,055 | 285,624 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 550,965 | 611,571 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 585,635 | 585,269 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 292,830 | 292,372 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 539,955 | 618,839 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 553,253 | 640,823 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 588,945 | 683,820 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 12,735 | 17,258 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 757,703 | 896,694 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 10,000 | 13,459 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 636,111 | 729,937 | ||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 15,235 | 20,624 | ||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 576,926 | 651,566 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 686,494 | 734,119 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 6,500 | 9,403 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 418,914 | 452,558 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 163,671 | 173,082 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 899,856 | 879,469 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 43,200 | 64,314 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 953,357 | 929,225 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 707,693 | 704,929 | ||
19,929,533 | ||||||
Agency Bonds and Notes (0.94%) | ||||||
1 | AID-Jordan | 3.000% | 6/30/25 | 4,675 | 5,079 | |
Federal Home Loan Banks | 3.250% | 11/16/28 | 25,505 | 30,353 | ||
2,3 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 8,430 | 12,567 | |
3 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 33,500 | 36,416 | |
3 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 39,245 | 42,290 | |
3 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 50,000 | 50,007 | |
3 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 15,504 | 22,132 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 28,000 | 42,722 | |
3 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 33,160 | 51,424 | |
3 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 54,380 | 53,433 | |
3 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 9,200 | 13,954 | |
2 | Tennessee Valley Authority | 6.750% | 11/1/25 | 6,830 | 8,839 | |
2 | Tennessee Valley Authority | 2.875% | 2/1/27 | 12,000 | 13,513 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 3,970 | 6,068 | ||
388,797 | ||||||
Total U.S. Government and Agency Obligations (Cost $19,187,586) | 20,318,330 | |||||
Corporate Bonds (44.96%) | ||||||
Communications (3.34%) | ||||||
Alphabet Inc. | 1.998% | 8/15/26 | 17,830 | 19,048 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 7,625 | 7,594 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 20,475 | 20,154 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 11,850 | 13,421 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 5,833 | 6,335 | ||
AT&T Inc. | 4.125% | 2/17/26 | 23,392 | 27,041 | ||
AT&T Inc. | 3.800% | 2/15/27 | 11,617 | 13,345 | ||
AT&T Inc. | 4.250% | 3/1/27 | 17,135 | 20,029 | ||
AT&T Inc. | 2.300% | 6/1/27 | 27,586 | 29,405 | ||
AT&T Inc. | 1.650% | 2/1/28 | 21,675 | 22,088 | ||
2 | AT&T Inc. | 4.100% | 2/15/28 | 15,975 | 18,747 | |
AT&T Inc. | 4.350% | 3/1/29 | 27,275 | 32,444 | ||
2 | AT&T Inc. | 4.300% | 2/15/30 | 29,200 | 34,858 | |
Baidu Inc. | 1.720% | 4/9/26 | 2,000 | 2,035 | ||
Baidu Inc. | 3.625% | 7/6/27 | 3,975 | 4,391 | ||
Baidu Inc. | 4.375% | 3/29/28 | 3,790 | 4,361 | ||
Baidu Inc. | 4.875% | 11/14/28 | 6,750 | 8,073 | ||
Baidu Inc. | 3.425% | 4/7/30 | 3,430 | 3,805 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 10,530 | 11,919 | ||
Booking Holdings Inc. | 4.500% | 4/13/27 | 5,675 | 6,765 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 3,443 | 3,936 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 13,611 | 16,878 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 5,125 | 6,297 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 2,762 | 4,569 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 15,112 | 16,943 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 7,950 | 9,118 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 13,110 | 15,872 | ||
Comcast Corp. | 3.150% | 3/1/26 | 12,276 | 13,638 | ||
Comcast Corp. | 2.350% | 1/15/27 | 15,280 | 16,426 | ||
Comcast Corp. | 3.300% | 2/1/27 | 16,977 | 19,105 | ||
Comcast Corp. | 3.300% | 4/1/27 | 9,000 | 10,211 | ||
Comcast Corp. | 3.150% | 2/15/28 | 18,792 | 21,052 | ||
Comcast Corp. | 4.150% | 10/15/28 | 40,672 | 48,662 | ||
Comcast Corp. | 2.650% | 2/1/30 | 18,138 | 19,747 | ||
Comcast Corp. | 3.400% | 4/1/30 | 16,899 | 19,420 | ||
Comcast Corp. | 4.250% | 10/15/30 | 10,100 | 12,351 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 32,842 | 51,846 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 8,525 | 10,007 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 17,152 | 19,611 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 11,100 | 12,883 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 11,301 | 12,927 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 9,120 | 10,160 | ||
2,4 | Expedia Group Inc. | 4.625% | 8/1/27 | 5,800 | 6,469 | |
Expedia Group Inc. | 3.800% | 2/15/28 | 8,034 | 8,615 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 10,024 | 10,369 | ||
Fox Corp. | 4.709% | 1/25/29 | 17,275 | 20,921 | ||
Fox Corp. | 3.500% | 4/8/30 | 7,600 | 8,612 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 3,135 | 3,524 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 4,440 | 5,340 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 6,050 | 7,488 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 5,725 | 8,130 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 11,842 | 13,493 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 3,375 | 3,574 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 1,625 | 1,948 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 2,825 | 3,125 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 3,800 | 5,096 | ||
TCI Communications Inc. | 7.125% | 2/15/28 | 716 | 984 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 18,365 | 21,202 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 8,383 | 12,764 | ||
TELUS Corp. | 2.800% | 2/16/27 | 5,600 | 6,117 | ||
TELUS Corp. | 3.700% | 9/15/27 | 1,355 | 1,550 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 3,665 | 3,638 | ||
2,4 | T-Mobile USA Inc. | 1.500% | 2/15/26 | 8,250 | 8,453 | |
2,4 | T-Mobile USA Inc. | 3.750% | 4/15/27 | 39,928 | 45,402 | |
2,4 | T-Mobile USA Inc. | 2.050% | 2/15/28 | 16,600 | 17,271 | |
2,4 | T-Mobile USA Inc. | 3.875% | 4/15/30 | 63,580 | 73,590 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 7,312 | 8,085 | ||
2 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 12,996 | 13,654 | |
Verizon Communications Inc. | 2.625% | 8/15/26 | 20,984 | 22,970 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 29,970 | 35,337 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 6,947 | 7,695 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 38,393 | 46,102 | ||
Verizon Communications Inc. | 3.875% | 2/8/29 | 2,961 | 3,475 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 42,094 | 49,903 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 15,706 | 17,603 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 2,800 | 2,756 | ||
2,4 | Verizon Communications Inc. | 1.680% | 10/30/30 | 17,325 | 17,206 | |
ViacomCBS Inc. | 4.000% | 1/15/26 | 9,147 | 10,442 | ||
ViacomCBS Inc. | 2.900% | 1/15/27 | 11,973 | 13,115 | ||
ViacomCBS Inc. | 3.375% | 2/15/28 | 5,400 | 6,069 | ||
ViacomCBS Inc. | 3.700% | 6/1/28 | 7,906 | 9,013 | ||
ViacomCBS Inc. | 4.200% | 6/1/29 | 2,000 | 2,380 | ||
ViacomCBS Inc. | 7.875% | 7/30/30 | 700 | 1,043 | ||
ViacomCBS Inc. | 4.950% | 1/15/31 | 5,161 | 6,472 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 32,150 | 38,462 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 5,450 | 8,067 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 14,070 | 14,715 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 6,600 | 7,434 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 6,875 | 7,920 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 14,075 | 15,047 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 13,747 | 14,343 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 11,954 | 14,227 | ||
Weibo Corp. | 3.375% | 7/8/30 | 6,785 | 6,928 | ||
1,375,655 | ||||||
Consumer Discretionary (2.93%) | ||||||
Advance Auto Parts Inc. | 1.750% | 10/1/27 | 400 | 406 | ||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 4,700 | 5,381 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 22,636 | 25,282 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 8,400 | 8,564 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 32,251 | 36,675 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 21,275 | 21,599 | ||
2 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 1,655 | 1,624 | |
2 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 4,048 | 3,868 | |
American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 3,557 | 3,480 | ||
2 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 787 | 776 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 4,756 | 4,594 | |
2 | American Honda Finance Corp. | 2.300% | 9/9/26 | 3,850 | 4,145 | |
2 | American Honda Finance Corp. | 2.350% | 1/8/27 | 6,458 | 6,935 | |
2 | American Honda Finance Corp. | 3.500% | 2/15/28 | 3,575 | 4,097 | |
Aptiv plc | 4.250% | 1/15/26 | 5,250 | 6,058 | ||
Aptiv plc | 4.350% | 3/15/29 | 1,300 | 1,498 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 5,375 | 5,942 | ||
AutoNation Inc. | 4.750% | 6/1/30 | 2,478 | 2,972 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 5,585 | 6,145 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 4,765 | 5,447 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 4,525 | 5,190 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 8,327 | 9,806 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 3,885 | 4,663 | ||
Best Buy Co. Inc. | 1.950% | 10/1/30 | 1,995 | 2,002 | ||
Block Financial LLC | 3.875% | 8/15/30 | 6,000 | 6,481 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 10,000 | 10,743 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 8,799 | 10,126 | ||
2 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 4,029 | 4,064 | |
Darden Restaurants Inc. | 3.850% | 5/1/27 | 4,125 | 4,519 | ||
2 | Delta Air Lines Pass-Through Trust Class AA Series 2015-1 | 3.625% | 7/30/27 | 900 | 903 | |
2 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 6,791 | 6,727 | |
DR Horton Inc. | 1.400% | 10/15/27 | 4,800 | 4,810 | ||
eBay Inc. | 3.600% | 6/5/27 | 11,938 | 13,586 | ||
eBay Inc. | 2.700% | 3/11/30 | 11,968 | 12,852 | ||
2 | Emory University | 2.143% | 9/1/30 | 3,675 | 3,860 | |
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 4,625 | 5,117 | ||
General Motors Co. | 4.200% | 10/1/27 | 3,550 | 4,013 | ||
General Motors Co. | 6.800% | 10/1/27 | 12,150 | 15,604 | ||
General Motors Co. | 5.000% | 10/1/28 | 11,154 | 13,218 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 17,644 | 20,764 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 13,748 | 15,442 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 7,253 | 8,252 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 6,350 | 6,699 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 5,430 | 6,016 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 9,150 | 11,299 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 9,450 | 10,503 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 6,000 | 5,946 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 6,916 | 7,707 | ||
Hasbro Inc. | 3.500% | 9/15/27 | 3,375 | 3,689 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 8,161 | 9,231 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 15,405 | 17,167 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 13,292 | 14,334 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 8,025 | 8,773 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 9,050 | 10,086 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 7,825 | 9,375 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 14,141 | 16,049 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 13,760 | 15,335 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 4,403 | 4,925 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 7,205 | 7,905 | ||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 950 | 1,163 | ||
JD.com Inc. | 3.875% | 4/29/26 | 4,775 | 5,311 | ||
JD.com Inc. | 3.375% | 1/14/30 | 8,800 | 9,568 | ||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 9,100 | 9,706 | ||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 6,423 | 6,916 | ||
Lear Corp. | 3.800% | 9/15/27 | 6,749 | 7,522 | ||
Lear Corp. | 4.250% | 5/15/29 | 3,000 | 3,407 | ||
Lear Corp. | 3.500% | 5/30/30 | 3,400 | 3,685 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 4,100 | 4,462 | ||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 4,852 | 5,546 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 343 | 351 | ||
Lennar Corp. | 5.250% | 6/1/26 | 4,800 | 5,688 | ||
Lennar Corp. | 4.750% | 11/29/27 | 11,950 | 14,116 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 11,377 | 12,305 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 9,314 | 10,438 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 7,325 | 7,374 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 17,275 | 20,137 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 8,400 | 10,395 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 10,375 | 10,459 | ||
Magna International Inc. | 2.450% | 6/15/30 | 3,000 | 3,222 | ||
2 | Marriott International Inc. | 3.125% | 6/15/26 | 11,755 | 12,515 | |
2 | Marriott International Inc. | 4.000% | 4/15/28 | 5,250 | 5,758 | |
Marriott International Inc. | 4.625% | 6/15/30 | 10,500 | 12,309 | ||
Masco Corp. | 4.375% | 4/1/26 | 5,839 | 6,833 | ||
Masco Corp. | 3.500% | 11/15/27 | 3,500 | 3,962 | ||
Masco Corp. | 2.000% | 10/1/30 | 1,100 | 1,118 | ||
2 | McDonald's Corp. | 3.700% | 1/30/26 | 5,986 | 6,798 | |
2 | McDonald's Corp. | 3.500% | 3/1/27 | 8,583 | 9,768 | |
2 | McDonald's Corp. | 3.500% | 7/1/27 | 9,423 | 10,784 | |
2 | McDonald's Corp. | 3.800% | 4/1/28 | 15,979 | 18,668 | |
2 | McDonald's Corp. | 2.625% | 9/1/29 | 9,799 | 10,714 | |
2 | McDonald's Corp. | 2.125% | 3/1/30 | 12,200 | 12,843 | |
2 | McDonald's Corp. | 3.600% | 7/1/30 | 7,100 | 8,309 | |
Mohawk Industries Inc. | 3.625% | 5/15/30 | 4,475 | 4,996 | ||
NIKE Inc. | 2.375% | 11/1/26 | 5,450 | 5,943 | ||
NIKE Inc. | 2.750% | 3/27/27 | 11,150 | 12,325 | ||
NIKE Inc. | 2.850% | 3/27/30 | 15,250 | 17,238 | ||
NVR Inc. | 3.000% | 5/15/30 | 7,600 | 8,254 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 2,712 | 3,059 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 10,420 | 11,900 | ||
O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 4,848 | 5,684 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 8,110 | 9,723 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 3,800 | 4,517 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 6,900 | 8,142 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 6,875 | 7,434 | ||
Ross Stores Inc. | 4.700% | 4/15/27 | 3,489 | 4,147 | ||
2,4 | Sands China Ltd. | 3.800% | 1/8/26 | 5,651 | 6,011 | |
Sands China Ltd. | 5.400% | 8/8/28 | 16,435 | 19,229 | ||
2,4 | Sands China Ltd. | 4.375% | 6/18/30 | 6,883 | 7,649 | |
Snap-on Inc. | 3.250% | 3/1/27 | 2,575 | 2,866 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 5,570 | 5,939 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 17,830 | 21,176 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 2,800 | 3,047 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 5,500 | 5,590 | ||
2 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 1,214 | 1,124 | |
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 4,585 | 5,177 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 7,419 | 9,037 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 4,580 | 4,901 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 5,913 | 6,390 | ||
Starbucks Corp. | 2.000% | 3/12/27 | 3,750 | 3,977 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 5,900 | 6,757 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 7,383 | 8,735 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 1,441 | 1,673 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 9,474 | 9,990 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 11,785 | 12,720 | ||
Steelcase Inc. | 5.125% | 1/18/29 | 3,950 | 4,636 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 5,350 | 5,774 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 11,931 | 12,862 | ||
TJX Cos. Inc. | 3.750% | 4/15/27 | 11,189 | 12,927 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
TJX Cos. Inc. | 1.150% | 5/15/28 | 4,000 | 4,017 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 7,000 | 8,387 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 1,678 | 1,965 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 4,075 | 4,564 | ||
2 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 9,370 | 10,478 | |
2 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 5,100 | 5,125 | |
2 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 5,450 | 6,114 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 3,810 | 4,478 | ||
2 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 6,400 | 6,837 | |
2 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 9,000 | 10,528 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 5,500 | 5,529 | ||
2 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 3,553 | 3,535 | |
2 | United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | 5,214 | 5,239 | |
2 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 2,525 | 2,450 | |
2 | United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | 694 | 643 | |
2 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 27,000 | 29,160 | |
2 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 1,565 | 1,543 | |
2 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 2,609 | 2,625 | |
2 | United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | 5,553 | 5,453 | |
2 | US Airways Pass-Through Trust Class A Series 2012-1 | 5.900% | 10/1/24 | 296 | 287 | |
VF Corp. | 2.800% | 4/23/27 | 4,600 | 5,022 | ||
VF Corp. | 2.950% | 4/23/30 | 7,765 | 8,545 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 6,590 | 8,058 | ||
2 | Yale University | 1.482% | 4/15/30 | 9,590 | 9,804 | |
1,207,354 | ||||||
Consumer Staples (3.34%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 4,550 | 6,313 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 21,177 | 24,539 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 7,684 | 8,288 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 18,606 | 22,207 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 9,867 | 10,890 | ||
2 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 28,731 | 32,470 | |
Anheuser-Busch InBev Finance Inc. | 3.650% | 2/1/26 | 6,786 | 7,674 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 22,105 | 25,986 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 34,594 | 42,647 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 15,880 | 18,368 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 1,100 | 1,399 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 9,455 | 10,283 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 7,350 | 8,470 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 15,990 | 17,584 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 6,192 | 7,291 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 26,134 | 29,097 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 16,200 | 16,779 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 11,718 | 12,845 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 11,766 | 14,187 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 14,750 | 15,076 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 6,416 | 7,127 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 4,600 | 5,253 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 7,835 | 9,189 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 6,815 | 7,147 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,375 | 3,736 | ||
Clorox Co. | 3.100% | 10/1/27 | 5,950 | 6,662 | ||
Clorox Co. | 3.900% | 5/15/28 | 2,700 | 3,168 | ||
Clorox Co. | 1.800% | 5/15/30 | 4,100 | 4,204 | ||
Coca-Cola Co. | 2.550% | 6/1/26 | 2,750 | 3,005 | ||
Coca-Cola Co. | 2.250% | 9/1/26 | 13,790 | 14,951 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 13,225 | 15,132 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 2,500 | 2,783 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Coca-Cola Co. | 1.450% | 6/1/27 | 7,750 | 7,968 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 13,960 | 14,002 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 11,276 | 12,044 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 9,775 | 11,460 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 6,196 | 6,348 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 11,050 | 11,961 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 9,075 | 9,138 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 11,458 | 14,217 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 7,244 | 8,278 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 9,033 | 10,212 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 3,809 | 4,344 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 5,205 | 6,301 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 12,255 | 13,612 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 540 | 591 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 11,768 | 13,192 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 4,725 | 4,866 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 25,225 | 25,808 | ||
Diageo Capital plc | 3.875% | 5/18/28 | 4,078 | 4,755 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 8,300 | 8,920 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 10,825 | 11,249 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 8,601 | 9,937 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 3,700 | 4,369 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 11,595 | 13,321 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 11,475 | 13,571 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 3,450 | 3,876 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 5,391 | 5,827 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 7,625 | 8,368 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 1,650 | 1,840 | ||
General Mills Inc. | 3.200% | 2/10/27 | 7,825 | 8,767 | ||
General Mills Inc. | 4.200% | 4/17/28 | 15,103 | 18,085 | ||
General Mills Inc. | 2.875% | 4/15/30 | 8,720 | 9,666 | ||
Hershey Co. | 2.300% | 8/15/26 | 7,148 | 7,734 | ||
Hershey Co. | 2.450% | 11/15/29 | 4,165 | 4,545 | ||
Hershey Co. | 1.700% | 6/1/30 | 5,560 | 5,699 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 5,309 | 5,482 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 4,380 | 4,865 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 5,666 | 6,221 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 2,049 | 2,307 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 6,055 | 6,400 | ||
Kellogg Co. | 3.250% | 4/1/26 | 3,300 | 3,702 | ||
Kellogg Co. | 3.400% | 11/15/27 | 5,820 | 6,604 | ||
Kellogg Co. | 4.300% | 5/15/28 | 5,725 | 6,824 | ||
Kellogg Co. | 2.100% | 6/1/30 | 6,200 | 6,489 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 4,450 | 4,848 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 3,525 | 3,999 | ||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 17,175 | 20,835 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 10,450 | 11,826 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 5,337 | 5,916 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 5,200 | 5,252 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 4,840 | 5,813 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 5,700 | 6,559 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 6,105 | 7,010 | ||
Kroger Co. | 3.500% | 2/1/26 | 4,987 | 5,593 | ||
Kroger Co. | 2.650% | 10/15/26 | 7,214 | 7,887 | ||
Kroger Co. | 3.700% | 8/1/27 | 5,095 | 5,856 | ||
Kroger Co. | 4.500% | 1/15/29 | 3,039 | 3,725 | ||
2 | Kroger Co. | 7.700% | 6/1/29 | 1,000 | 1,403 | |
Kroger Co. | 2.200% | 5/1/30 | 6,518 | 6,817 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 9,525 | 10,695 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 6,850 | 7,330 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 17,672 | 19,376 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mondelez International Inc. | 2.750% | 4/13/30 | 15,725 | 17,248 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 7,808 | 8,624 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 12,255 | 13,324 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 6,250 | 6,873 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 12,027 | 13,548 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 15,425 | 16,977 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 15,315 | 17,058 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 11,875 | 12,157 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 9,452 | 10,315 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 4,100 | 4,116 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 3,110 | 3,474 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 4,425 | 4,942 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 5,392 | 6,159 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 8,475 | 8,784 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 500 | 506 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 8,850 | 9,806 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 11,275 | 12,426 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 9,892 | 10,996 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 15,300 | 17,544 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 11,825 | 11,768 | ||
Sysco Corp. | 3.300% | 7/15/26 | 8,660 | 9,606 | ||
Sysco Corp. | 3.250% | 7/15/27 | 8,475 | 9,432 | ||
Sysco Corp. | 2.400% | 2/15/30 | 5,975 | 6,200 | ||
Sysco Corp. | 5.950% | 4/1/30 | 9,549 | 12,541 | ||
Target Corp. | 2.500% | 4/15/26 | 9,112 | 10,038 | ||
Target Corp. | 3.375% | 4/15/29 | 5,758 | 6,730 | ||
Target Corp. | 2.350% | 2/15/30 | 4,485 | 4,878 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 8,574 | 9,851 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 14,224 | 16,190 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 18,561 | 22,469 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 9,150 | 9,765 | ||
Unilever Capital Corp. | 2.900% | 5/5/27 | 6,895 | 7,668 | ||
Unilever Capital Corp. | 3.500% | 3/22/28 | 7,700 | 8,938 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 12,359 | 13,187 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 4,500 | 4,510 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 13,785 | 15,267 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 4,050 | 4,393 | ||
Walmart Inc. | 3.050% | 7/8/26 | 14,475 | 16,254 | ||
Walmart Inc. | 3.700% | 6/26/28 | 21,248 | 24,973 | ||
Walmart Inc. | 3.250% | 7/8/29 | 22,500 | 26,042 | ||
Walmart Inc. | 2.375% | 9/24/29 | 11,000 | 11,990 | ||
Walmart Inc. | 7.550% | 2/15/30 | 450 | 688 | ||
1,377,510 | ||||||
Energy (3.18%) | ||||||
Baker Hughes a GE Co. LLC | 3.337% | 12/15/27 | 8,741 | 9,789 | ||
Baker Hughes a GE Co. LLC | 3.138% | 11/7/29 | 5,000 | 5,471 | ||
Baker Hughes a GE Co. LLC | 4.486% | 5/1/30 | 7,550 | 9,099 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 7,981 | 9,417 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 2,715 | 3,038 | ||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 3,035 | 3,475 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 6,750 | 7,553 | ||
2 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 8,200 | 9,068 | |
2 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 8,642 | 9,536 | |
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 8,644 | 9,820 | ||
2 | BP Capital Markets America Inc. | 3.588% | 4/14/27 | 7,379 | 8,381 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 10,300 | 12,100 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 19,658 | 23,430 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 11,375 | 13,218 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 4,700 | 4,708 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 13,764 | 15,481 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
BP Capital Markets plc | 3.723% | 11/28/28 | 7,200 | 8,334 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 13,615 | 15,266 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 5,816 | 6,162 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 16,799 | 19,823 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 9,850 | 10,978 | ||
Chevron Corp. | 2.954% | 5/16/26 | 11,055 | 12,286 | ||
Chevron Corp. | 1.995% | 5/11/27 | 6,075 | 6,424 | ||
Chevron Corp. | 2.236% | 5/11/30 | 21,000 | 22,426 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 5,550 | 5,553 | ||
Cimarex Energy Co. | 3.900% | 5/15/27 | 6,616 | 7,245 | ||
Cimarex Energy Co. | 4.375% | 3/15/29 | 4,750 | 5,403 | ||
Concho Resources Inc. | 3.750% | 10/1/27 | 9,550 | 10,803 | ||
Concho Resources Inc. | 4.300% | 8/15/28 | 16,845 | 19,898 | ||
ConocoPhillips Co. | 4.950% | 3/15/26 | 7,149 | 8,582 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 10,664 | 14,881 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 14,700 | 15,711 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 10,953 | 11,665 | ||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 6,232 | 6,243 | ||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 9,050 | 9,250 | ||
Enable Midstream Partners LP | 4.150% | 9/15/29 | 3,363 | 3,331 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 9,345 | 10,876 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 4,820 | 5,478 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 5,925 | 6,503 | ||
Energy Transfer Operating LP | 4.750% | 1/15/26 | 5,102 | 5,657 | ||
Energy Transfer Operating LP | 4.200% | 4/15/27 | 4,100 | 4,505 | ||
Energy Transfer Operating LP | 5.500% | 6/1/27 | 8,820 | 10,330 | ||
Energy Transfer Operating LP | 4.950% | 6/15/28 | 15,950 | 18,422 | ||
Energy Transfer Operating LP | 5.250% | 4/15/29 | 13,432 | 15,598 | ||
Energy Transfer Operating LP | 3.750% | 5/15/30 | 10,000 | 10,813 | ||
2,4 | Eni SpA | 4.250% | 5/9/29 | 3,000 | 3,523 | |
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 5,767 | 6,519 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 300 | 337 | ||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 9,350 | 11,049 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 20,917 | 23,150 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 8,175 | 8,868 | ||
2 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 4,650 | 4,714 | |
2 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 10,300 | 10,197 | |
EOG Resources Inc. | 4.150% | 1/15/26 | 3,765 | 4,316 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 9,690 | 11,789 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 19,127 | 21,160 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 18,841 | 20,286 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 1,175 | 1,339 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 8,258 | 8,828 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 25,370 | 29,359 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 8,440 | 9,211 | ||
Halliburton Co. | 2.920% | 3/1/30 | 11,086 | 11,723 | ||
Hess Corp. | 4.300% | 4/1/27 | 14,189 | 15,714 | ||
Hess Corp. | 7.875% | 10/1/29 | 125 | 164 | ||
HollyFrontier Corp. | 5.875% | 4/1/26 | 8,400 | 9,167 | ||
HollyFrontier Corp. | 4.500% | 10/1/30 | 3,000 | 3,169 | ||
Husky Energy Inc. | 4.400% | 4/15/29 | 6,275 | 6,918 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 19,475 | 22,810 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 5,400 | 6,447 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 5,161 | 5,784 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 7,745 | 8,568 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 5,855 | 6,953 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 7,065 | 7,860 | ||
MPLX LP | 1.750% | 3/1/26 | 12,929 | 13,349 | ||
MPLX LP | 4.125% | 3/1/27 | 10,672 | 12,273 | ||
MPLX LP | 4.250% | 12/1/27 | 9,918 | 11,554 | ||
MPLX LP | 4.000% | 3/15/28 | 9,770 | 11,126 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
MPLX LP | 4.800% | 2/15/29 | 6,575 | 7,915 | ||
MPLX LP | 2.650% | 8/15/30 | 14,350 | 14,996 | ||
National Oilwell Varco Inc. | 3.600% | 12/1/29 | 975 | 1,018 | ||
Noble Energy Inc. | 3.850% | 1/15/28 | 6,250 | 7,234 | ||
Noble Energy Inc. | 3.250% | 10/15/29 | 4,950 | 5,631 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 1,650 | 1,977 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 3,700 | 4,107 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 7,078 | 8,074 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 6,480 | 7,298 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 17,474 | 18,572 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 3,300 | 3,511 | ||
Phillips 66 | 1.300% | 2/15/26 | 4,000 | 4,066 | ||
Phillips 66 | 3.900% | 3/15/28 | 3,729 | 4,280 | ||
Phillips 66 | 2.150% | 12/15/30 | 5,000 | 5,069 | ||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 6,325 | 6,929 | ||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 4,618 | 4,983 | ||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 4,125 | 4,298 | ||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 4,450 | 5,173 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 8,100 | 8,025 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 10,714 | 11,998 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 11,525 | 12,050 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 4,075 | 4,353 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 10,868 | 13,138 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 13,647 | 16,086 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 13,316 | 15,280 | ||
2,4 | Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 19,450 | 23,048 | |
Schlumberger Investment SA | 2.650% | 6/26/30 | 12,230 | 13,059 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 6,572 | 7,260 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 18,086 | 19,831 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 4,616 | 5,467 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 20,975 | 22,469 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 16,800 | 18,476 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 7,642 | 8,501 | ||
Sunoco Logistics Partners Operations LP | 3.900% | 7/15/26 | 7,724 | 8,448 | ||
Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 5,275 | 5,756 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 6,670 | 7,498 | ||
Tosco Corp. | 8.125% | 2/15/30 | 2,469 | 3,631 | ||
Total Capital International SA | 3.455% | 2/19/29 | 8,675 | 10,023 | ||
Total Capital International SA | 2.829% | 1/10/30 | 16,168 | 18,055 | ||
Total Capital SA | 3.883% | 10/11/28 | 8,127 | 9,610 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 6,325 | 7,494 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 12,550 | 14,743 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 18,100 | 21,209 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 8,985 | 11,759 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 3,423 | 3,945 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 9,725 | 10,849 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 13,328 | 14,575 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 3,150 | 3,207 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 10,673 | 12,120 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 8,250 | 9,248 | ||
Valero Energy Partners LP | 4.375% | 12/15/26 | 5,150 | 5,961 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 4,625 | 5,280 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 10,946 | 12,446 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 9,600 | 10,840 | ||
1,311,123 | ||||||
Financials (16.55%) | ||||||
2 | Aegon NV | 5.500% | 4/11/48 | 7,045 | 7,952 | |
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 6,255 | 7,014 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 11,673 | 12,689 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 3,625 | 4,128 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 6,785 | 7,305 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 5,962 | 6,507 | ||
Aflac Inc. | 2.875% | 10/15/26 | 2,075 | 2,293 | ||
Aflac Inc. | 3.600% | 4/1/30 | 13,936 | 16,348 | ||
Air Lease Corp. | 3.250% | 3/1/25 | 1,919 | 2,044 | ||
2 | Air Lease Corp. | 2.875% | 1/15/26 | 7,775 | 8,207 | |
2 | Air Lease Corp. | 3.750% | 6/1/26 | 5,160 | 5,648 | |
Air Lease Corp. | 3.625% | 4/1/27 | 7,625 | 8,172 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 5,900 | 6,342 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 2,775 | 3,170 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 7,175 | 7,537 | ||
2 | Air Lease Corp. | 3.000% | 2/1/30 | 6,308 | 6,508 | |
Air Lease Corp. | 3.125% | 12/1/30 | 6,900 | 7,153 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 6,030 | 6,369 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 2,600 | 3,016 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 5,229 | 6,019 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 325 | 373 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 5,425 | 6,292 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 1,216 | 1,487 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 2,743 | 2,991 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 500 | 620 | ||
Alleghany Corp. | 3.625% | 5/15/30 | 4,810 | 5,435 | ||
Allstate Corp. | 3.280% | 12/15/26 | 4,755 | 5,433 | ||
Allstate Corp. | 1.450% | 12/15/30 | 4,500 | 4,477 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 5,905 | 6,431 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 1,280 | 1,403 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 4,081 | 4,257 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 5,035 | 5,690 | ||
American Express Co. | 4.200% | 11/6/25 | 335 | 389 | ||
American Express Co. | 3.125% | 5/20/26 | 7,386 | 8,280 | ||
2 | American Express Credit Corp. | 3.300% | 5/3/27 | 15,970 | 18,181 | |
American Financial Group Inc. | 3.500% | 8/15/26 | 3,325 | 3,649 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 3,062 | 3,787 | ||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 4,875 | 5,599 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 3,375 | 4,076 | ||
American International Group Inc. | 3.900% | 4/1/26 | 12,251 | 13,967 | ||
American International Group Inc. | 4.200% | 4/1/28 | 9,270 | 10,972 | ||
American International Group Inc. | 4.250% | 3/15/29 | 5,060 | 6,068 | ||
American International Group Inc. | 3.400% | 6/30/30 | 15,694 | 17,912 | ||
2 | American International Group Inc. | 5.750% | 4/1/48 | 5,540 | 6,432 | |
American Tower Corp. | 4.400% | 2/15/26 | 3,672 | 4,243 | ||
American Tower Corp. | 3.375% | 10/15/26 | 9,659 | 10,841 | ||
American Tower Corp. | 3.125% | 1/15/27 | 9,684 | 10,622 | ||
American Tower Corp. | 3.550% | 7/15/27 | 7,200 | 8,133 | ||
American Tower Corp. | 3.600% | 1/15/28 | 6,875 | 7,811 | ||
American Tower Corp. | 1.500% | 1/31/28 | 1,000 | 1,005 | ||
American Tower Corp. | 3.950% | 3/15/29 | 7,350 | 8,522 | ||
American Tower Corp. | 3.800% | 8/15/29 | 13,417 | 15,546 | ||
American Tower Corp. | 2.900% | 1/15/30 | 10,466 | 11,377 | ||
American Tower Corp. | 2.100% | 6/15/30 | 6,000 | 6,144 | ||
American Tower Corp. | 1.875% | 10/15/30 | 5,850 | 5,892 | ||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 5,200 | 5,759 | ||
Aon Corp. | 4.500% | 12/15/28 | 3,551 | 4,282 | ||
Aon Corp. | 3.750% | 5/2/29 | 7,605 | 8,866 | ||
Aon Corp. | 2.800% | 5/15/30 | 6,887 | 7,515 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 4,440 | 5,143 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 151 | 160 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 4,570 | 4,942 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Assurant Inc. | 4.900% | 3/27/28 | 3,600 | 4,183 | ||
Assurant Inc. | 3.700% | 2/22/30 | 1,350 | 1,488 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 8,400 | 9,362 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 5,400 | 6,707 | ||
2 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 6,413 | 7,086 | |
2 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 3,835 | 4,299 | |
2 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 1,800 | 2,007 | |
2 | AvalonBay Communities Inc. | 3.300% | 6/1/29 | 5,020 | 5,702 | |
2 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 4,850 | 5,140 | |
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 3,350 | 3,727 | ||
2 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 3,295 | 3,452 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 3,005 | 3,325 | ||
Banco Santander SA | 5.179% | 11/19/25 | 192 | 224 | ||
Banco Santander SA | 4.250% | 4/11/27 | 13,469 | 15,516 | ||
Banco Santander SA | 3.800% | 2/23/28 | 8,200 | 9,286 | ||
Banco Santander SA | 4.379% | 4/12/28 | 8,050 | 9,365 | ||
Banco Santander SA | 3.306% | 6/27/29 | 6,791 | 7,592 | ||
Banco Santander SA | 3.490% | 5/28/30 | 16,525 | 18,540 | ||
Banco Santander SA | 2.749% | 12/3/30 | 6,500 | 6,689 | ||
2 | Bank of America Corp. | 3.093% | 10/1/25 | 14,825 | 16,023 | |
2 | Bank of America Corp. | 4.450% | 3/3/26 | 9,384 | 10,924 | |
2 | Bank of America Corp. | 3.500% | 4/19/26 | 28,946 | 32,788 | |
2 | Bank of America Corp. | 4.250% | 10/22/26 | 19,308 | 22,434 | |
2 | Bank of America Corp. | 3.559% | 4/23/27 | 8,675 | 9,770 | |
2 | Bank of America Corp. | 3.248% | 10/21/27 | 30,204 | 33,790 | |
2 | Bank of America Corp. | 4.183% | 11/25/27 | 23,049 | 26,667 | |
2 | Bank of America Corp. | 3.824% | 1/20/28 | 30,008 | 34,354 | |
2 | Bank of America Corp. | 3.705% | 4/24/28 | 15,791 | 17,905 | |
2 | Bank of America Corp. | 3.593% | 7/21/28 | 29,995 | 33,873 | |
2 | Bank of America Corp. | 3.419% | 12/20/28 | 64,691 | 72,982 | |
2 | Bank of America Corp. | 3.970% | 3/5/29 | 21,625 | 25,191 | |
2 | Bank of America Corp. | 4.271% | 7/23/29 | 46,100 | 54,837 | |
2 | Bank of America Corp. | 3.974% | 2/7/30 | 16,842 | 19,754 | |
2 | Bank of America Corp. | 3.194% | 7/23/30 | 4,750 | 5,298 | |
2 | Bank of America Corp. | 2.884% | 10/22/30 | 11,781 | 12,867 | |
2 | Bank of America Corp. | 2.496% | 2/13/31 | 53,420 | 56,682 | |
2 | Bank of America Corp. | 2.592% | 4/29/31 | 17,200 | 18,446 | |
2 | Bank of America Corp. | 1.898% | 7/23/31 | 31,000 | 31,212 | |
2 | Bank of America Corp. | 1.922% | 10/24/31 | 15,400 | 15,546 | |
2 | Bank of Montreal | 3.803% | 12/15/32 | 9,155 | 10,334 | |
2 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 7,136 | 7,871 | |
2 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 10,805 | 11,727 | |
2 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 9,984 | 11,301 | |
2 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 10,800 | 12,314 | |
2 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 7,800 | 8,878 | |
2 | Bank of New York Mellon Corp. | 3.850% | 4/28/28 | 352 | 421 | |
2 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 10,186 | 11,606 | |
Bank of Nova Scotia | 2.700% | 8/3/26 | 20,260 | 22,237 | ||
BankUnited Inc. | 5.125% | 6/11/30 | 4,600 | 5,374 | ||
Barclays plc | 3.650% | 3/16/25 | 187 | 206 | ||
Barclays plc | 4.375% | 1/12/26 | 25,279 | 28,965 | ||
Barclays plc | 5.200% | 5/12/26 | 17,760 | 20,636 | ||
Barclays plc | 4.337% | 1/10/28 | 8,050 | 9,227 | ||
Barclays plc | 4.836% | 5/9/28 | 18,758 | 21,698 | ||
2 | Barclays plc | 4.972% | 5/16/29 | 13,753 | 16,369 | |
2 | Barclays plc | 5.088% | 6/20/30 | 9,000 | 10,778 | |
Barclays plc | 2.645% | 6/24/31 | 10,658 | 11,068 | ||
Barclays plc | 3.564% | 9/23/35 | 17,541 | 18,896 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 7,250 | 7,611 | ||
Berkshire Hathaway Finance Corp. | 1.450% | 10/15/30 | 4,150 | 4,200 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 26,642 | 29,770 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
BGC Partners Inc. | 4.375% | 12/15/25 | 2,500 | 2,630 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 2,292 | 2,587 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 10,675 | 12,232 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 7,020 | 7,652 | ||
2,4 | Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 5,500 | 5,641 | |
Boston Properties LP | 3.650% | 2/1/26 | 6,033 | 6,839 | ||
Boston Properties LP | 2.750% | 10/1/26 | 12,197 | 13,264 | ||
Boston Properties LP | 4.500% | 12/1/28 | 7,726 | 9,266 | ||
Boston Properties LP | 3.400% | 6/21/29 | 8,434 | 9,394 | ||
Boston Properties LP | 2.900% | 3/15/30 | 1,100 | 1,170 | ||
2 | BPCE SA | 3.375% | 12/2/26 | 3,500 | 3,949 | |
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 8,325 | 8,899 | ||
Brandywine Operating Partnership LP | 4.550% | 10/1/29 | 2,600 | 2,897 | ||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 3,851 | 4,169 | ||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 10,050 | 12,374 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 6,450 | 7,306 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 3,575 | 3,970 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 9,490 | 10,881 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 7,151 | 8,201 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 2,700 | 3,134 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 6,150 | 7,036 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 8,525 | 10,407 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 8,312 | 9,946 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 3,075 | 3,638 | ||
Camden Property Trust | 4.100% | 10/15/28 | 4,300 | 5,106 | ||
Camden Property Trust | 3.150% | 7/1/29 | 13,206 | 14,852 | ||
Camden Property Trust | 2.800% | 5/15/30 | 3,313 | 3,659 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 16,046 | 18,104 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 15,474 | 17,562 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 8,075 | 9,235 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 17,328 | 20,021 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 5,838 | 6,666 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 4,700 | 4,749 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 5,510 | 6,502 | ||
Charles Schwab Corp. | 3.450% | 2/13/26 | 4,955 | 5,598 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 2,000 | 2,024 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 3,300 | 3,676 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 6,568 | 7,419 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 8,114 | 9,651 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 6,291 | 7,209 | ||
Charles Schwab Corp. | 4.625% | 3/22/30 | 1,300 | 1,627 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 16,616 | 18,728 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 15,100 | 15,037 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 10,000 | 10,187 | ||
2 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 3,225 | 4,251 | |
Citigroup Inc. | 3.700% | 1/12/26 | 21,660 | 24,565 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 14,198 | 16,616 | ||
Citigroup Inc. | 3.400% | 5/1/26 | 8,130 | 9,157 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 39,616 | 44,162 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 8,199 | 9,561 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 40,667 | 47,718 | ||
2 | Citigroup Inc. | 3.887% | 1/10/28 | 33,329 | 38,002 | |
Citigroup Inc. | 6.625% | 1/15/28 | 875 | 1,146 | ||
2 | Citigroup Inc. | 3.668% | 7/24/28 | 31,242 | 35,466 | |
Citigroup Inc. | 4.125% | 7/25/28 | 6,070 | 7,048 | ||
2 | Citigroup Inc. | 3.520% | 10/27/28 | 23,056 | 25,985 | |
2 | Citigroup Inc. | 4.075% | 4/23/29 | 6,201 | 7,254 | |
2 | Citigroup Inc. | 3.980% | 3/20/30 | 26,200 | 30,718 | |
2 | Citigroup Inc. | 2.976% | 11/5/30 | 13,600 | 14,867 | |
2 | Citigroup Inc. | 2.666% | 1/29/31 | 16,396 | 17,490 | |
2 | Citigroup Inc. | 4.412% | 3/31/31 | 51,293 | 62,174 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Citigroup Inc. | 2.572% | 6/3/31 | 20,800 | 22,128 | |
2 | Citizens Bank NA | 3.750% | 2/18/26 | 10,608 | 12,014 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 4,955 | 5,514 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 2,528 | 2,686 | ||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 4,225 | 4,769 | ||
CME Group Inc. | 3.750% | 6/15/28 | 4,600 | 5,458 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 3,775 | 4,421 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 4,083 | 4,617 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 5,223 | 6,189 | ||
CNA Financial Corp. | 2.050% | 8/15/30 | 4,500 | 4,630 | ||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 4,550 | 5,454 | ||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 4,075 | 4,258 | ||
2 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 11,615 | 13,104 | |
Corporate Office Properties LP | 2.250% | 3/15/26 | 3,500 | 3,637 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 12,860 | 15,000 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 8,113 | 9,372 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 7,030 | 7,923 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 6,385 | 7,325 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 5,584 | 6,296 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 11,881 | 13,606 | ||
Crown Castle International Corp. | 4.300% | 2/15/29 | 975 | 1,152 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 5,375 | 5,852 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 8,550 | 9,549 | ||
CubeSmart LP | 3.125% | 9/1/26 | 4,600 | 5,060 | ||
CubeSmart LP | 4.375% | 2/15/29 | 5,878 | 6,960 | ||
CyrusOne LP | 3.450% | 11/15/29 | 6,660 | 7,158 | ||
CyrusOne LP | 2.150% | 11/1/30 | 2,417 | 2,358 | ||
2 | Deutsche Bank AG | 4.100% | 1/13/26 | 3,679 | 4,095 | |
2 | Deutsche Bank AG | 3.547% | 9/18/31 | 11,900 | 12,909 | |
Digital Realty Trust LP | 4.750% | 10/1/25 | 202 | 236 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 6,354 | 7,289 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 6,570 | 7,883 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 12,700 | 14,528 | ||
2 | Discover Bank | 4.250% | 3/13/26 | 8,756 | 10,047 | |
2 | Discover Bank | 3.450% | 7/27/26 | 14,864 | 16,590 | |
2 | Discover Bank | 4.650% | 9/13/28 | 5,987 | 7,153 | |
2 | Discover Bank | 2.700% | 2/6/30 | 5,025 | 5,340 | |
Discover Financial Services | 3.950% | 11/6/24 | 3 | 3 | ||
Discover Financial Services | 4.500% | 1/30/26 | 10,710 | 12,355 | ||
Discover Financial Services | 4.100% | 2/9/27 | 11,914 | 13,714 | ||
Duke Realty LP | 3.250% | 6/30/26 | 1,750 | 1,930 | ||
Duke Realty LP | 3.375% | 12/15/27 | 5,230 | 5,882 | ||
Duke Realty LP | 4.000% | 9/15/28 | 3,155 | 3,720 | ||
Duke Realty LP | 2.875% | 11/15/29 | 3,300 | 3,644 | ||
Duke Realty LP | 1.750% | 7/1/30 | 3,200 | 3,234 | ||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 4,525 | 5,181 | ||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 3,035 | 3,630 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 3,470 | 3,858 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 9,656 | 11,029 | ||
Equinix Inc. | 2.900% | 11/18/26 | 6,450 | 7,071 | ||
Equinix Inc. | 5.375% | 5/15/27 | 11,500 | 12,478 | ||
Equinix Inc. | 1.800% | 7/15/27 | 4,050 | 4,170 | ||
Equinix Inc. | 1.550% | 3/15/28 | 5,650 | 5,690 | ||
Equinix Inc. | 3.200% | 11/18/29 | 12,001 | 13,215 | ||
Equinix Inc. | 2.150% | 7/15/30 | 8,500 | 8,635 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 2,300 | 2,984 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 10,695 | 12,582 | ||
ERP Operating LP | 2.850% | 11/1/26 | 5,575 | 6,166 | ||
ERP Operating LP | 3.250% | 8/1/27 | 2,661 | 2,976 | ||
ERP Operating LP | 3.500% | 3/1/28 | 6,587 | 7,495 | ||
ERP Operating LP | 4.150% | 12/1/28 | 2,125 | 2,531 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ERP Operating LP | 3.000% | 7/1/29 | 7,393 | 8,232 | ||
ERP Operating LP | 2.500% | 2/15/30 | 2,930 | 3,158 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 5,868 | 6,578 | ||
Essex Portfolio LP | 3.625% | 5/1/27 | 1,560 | 1,756 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 8,055 | 9,402 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 6,638 | 7,346 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 6,884 | 7,650 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 5,200 | 5,811 | ||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 3,123 | 3,408 | ||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 4,750 | 5,158 | ||
Federal Realty Investment Trust | 3.500% | 6/1/30 | 5,300 | 5,877 | ||
Fidelity National Financial Inc. | 4.500% | 8/15/28 | 4,399 | 5,106 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 5,750 | 6,337 | ||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 11,719 | 13,052 | ||
2 | Fidelity National Information Services Inc. | 4.250% | 5/15/28 | 2,016 | 2,388 | |
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 11,800 | 13,814 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 3,950 | 4,291 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 9,448 | 11,079 | ||
2 | Fifth Third Bank NA | 3.850% | 3/15/26 | 11,290 | 12,773 | |
2 | Fifth Third Bank NA | 2.250% | 2/1/27 | 6,925 | 7,376 | |
First American Financial Corp. | 4.000% | 5/15/30 | 3,065 | 3,510 | ||
FirstMerit Bank NA | 4.270% | 11/25/26 | 1,225 | 1,401 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 19,856 | 22,237 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 8,150 | 8,677 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 11,600 | 13,770 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 27,843 | 31,774 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 9,462 | 10,209 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 5,600 | 5,575 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 8,808 | 8,732 | ||
GATX Corp. | 3.250% | 9/15/26 | 2,576 | 2,861 | ||
GATX Corp. | 3.850% | 3/30/27 | 4,225 | 4,760 | ||
GATX Corp. | 3.500% | 3/15/28 | 4,177 | 4,690 | ||
GATX Corp. | 4.550% | 11/7/28 | 1,350 | 1,624 | ||
GATX Corp. | 4.700% | 4/1/29 | 1,500 | 1,831 | ||
GATX Corp. | 4.000% | 6/30/30 | 6,582 | 7,773 | ||
2,4 | GE Capital Funding LLC | 4.050% | 5/15/27 | 10,905 | 12,359 | |
2,4 | GE Capital Funding LLC | 4.400% | 5/15/30 | 27,010 | 31,750 | |
Global Payments Inc. | 4.800% | 4/1/26 | 7,595 | 9,018 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 5,650 | 6,694 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 13,071 | 14,503 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 9,701 | 10,514 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 5,546 | 6,644 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 3,075 | 3,117 | ||
GLP Capital LP | 5.375% | 4/15/26 | 8,075 | 9,266 | ||
GLP Capital LP | 5.750% | 6/1/28 | 5,475 | 6,477 | ||
GLP Capital LP | 5.300% | 1/15/29 | 10,168 | 11,797 | ||
GLP Capital LP | 4.000% | 1/15/30 | 100 | 109 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 4,000 | 4,083 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 16,262 | 18,354 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 21,258 | 23,841 | ||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 8,647 | 10,811 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 31,320 | 35,737 | ||
2 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 23,825 | 27,441 | |
2 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 28,733 | 33,112 | |
2 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 24,983 | 29,522 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 18,150 | 19,499 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 22,625 | 26,560 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 3,000 | 3,513 | ||
Hanover Insurance Group Inc. | 2.500% | 9/1/30 | 2,808 | 2,924 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 6,110 | 6,657 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 3,256 | 3,671 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 4,370 | 4,506 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 6,247 | 7,067 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 4,450 | 5,044 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 7,626 | 8,617 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 6,950 | 7,850 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 6,945 | 7,607 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 2,625 | 2,902 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 4,200 | 4,742 | ||
Highwoods Realty LP | 4.200% | 4/15/29 | 4,318 | 4,924 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 2,645 | 2,775 | ||
2 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 7,899 | 8,083 | |
2 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 7,863 | 8,249 | |
HSBC Holdings plc | 4.300% | 3/8/26 | 23,093 | 26,612 | ||
HSBC Holdings plc | 3.900% | 5/25/26 | 23,945 | 27,325 | ||
HSBC Holdings plc | 4.375% | 11/23/26 | 20,246 | 23,354 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 9,000 | 9,124 | ||
2 | HSBC Holdings plc | 4.041% | 3/13/28 | 20,785 | 23,590 | |
2 | HSBC Holdings plc | 2.013% | 9/22/28 | 10,300 | 10,460 | |
2 | HSBC Holdings plc | 4.583% | 6/19/29 | 35,321 | 41,764 | |
HSBC Holdings plc | 4.950% | 3/31/30 | 27,537 | 34,208 | ||
2 | HSBC Holdings plc | 3.973% | 5/22/30 | 37,687 | 43,467 | |
2 | HSBC Holdings plc | 2.848% | 6/4/31 | 8,600 | 9,185 | |
2 | HSBC Holdings plc | 2.357% | 8/18/31 | 14,600 | 14,994 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 3,916 | 4,318 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 4,648 | 5,371 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 3,371 | 3,580 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 7,989 | 8,535 | ||
ING Groep NV | 3.950% | 3/29/27 | 6,120 | 7,076 | ||
ING Groep NV | 4.550% | 10/2/28 | 10,365 | 12,585 | ||
ING Groep NV | 4.050% | 4/9/29 | 8,750 | 10,370 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 8,000 | 8,928 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 3,988 | 4,651 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 12,712 | 13,222 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 6,900 | 7,772 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 5,220 | 6,151 | ||
Jefferies Group LLC | 6.450% | 6/8/27 | 1,000 | 1,262 | ||
Jefferies Group LLC | 4.150% | 1/23/30 | 6,711 | 7,824 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 20,186 | 22,552 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 21,916 | 24,542 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 39,740 | 44,053 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 2,700 | 3,682 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 26,011 | 30,171 | ||
2 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 15,668 | 18,005 | |
JPMorgan Chase & Co. | 8.000% | 4/29/27 | 6,785 | 9,422 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 9,402 | 11,085 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 1,283 | 1,445 | ||
2 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 25,114 | 28,845 | |
2 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 15,068 | 17,088 | |
2 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 11,733 | 12,451 | |
2 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 18,700 | 21,292 | |
2 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 30,650 | 35,756 | |
2 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 28,391 | 33,890 | |
2 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 24,764 | 30,151 | |
2 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 39,981 | 46,096 | |
2 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 17,921 | 19,430 | |
2 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 41,989 | 51,608 | |
2 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 18,750 | 20,031 | |
2 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 23,675 | 25,917 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 15,300 | 15,430 | ||
Kemper Corp. | 2.400% | 9/30/30 | 3,650 | 3,699 | ||
2 | KeyBank NA | 3.400% | 5/20/26 | 10,491 | 11,713 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | KeyBank NA | 6.950% | 2/1/28 | 500 | 659 | |
2 | KeyCorp | 2.250% | 4/6/27 | 7,295 | 7,795 | |
2 | KeyCorp | 4.100% | 4/30/28 | 6,550 | 7,767 | |
2 | KeyCorp | 2.550% | 10/1/29 | 7,212 | 7,790 | |
Kilroy Realty LP | 4.750% | 12/15/28 | 2,183 | 2,570 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 3,299 | 3,810 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 5,849 | 6,215 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 5,070 | 5,533 | ||
Kimco Realty Corp. | 3.800% | 4/1/27 | 2,750 | 3,118 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 5,300 | 5,435 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 3,000 | 3,224 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 2,750 | 2,880 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 2,095 | 2,278 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 5,117 | 6,089 | ||
Lazard Group LLC | 4.375% | 3/11/29 | 4,551 | 5,318 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 5,145 | 6,116 | ||
Lexington Realty Trust | 2.700% | 9/15/30 | 1,100 | 1,145 | ||
Life Storage LP | 3.875% | 12/15/27 | 2,945 | 3,355 | ||
Life Storage LP | 4.000% | 6/15/29 | 4,350 | 5,062 | ||
Life Storage LP | 2.200% | 10/15/30 | 3,100 | 3,159 | ||
LifeStorage LP | 3.500% | 7/1/26 | 6,075 | 6,866 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 5,458 | 6,242 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 3,425 | 3,949 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 7,348 | 8,182 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 4,590 | 5,269 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 10,260 | 11,626 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 15,275 | 18,061 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 7,500 | 9,028 | ||
2 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 15,620 | 17,507 | |
Loews Corp. | 3.750% | 4/1/26 | 100 | 114 | ||
Loews Corp. | 3.200% | 5/15/30 | 8,368 | 9,504 | ||
2 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 5,465 | 6,170 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 10,783 | 12,538 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 2,303 | 2,484 | ||
2 | Manulife Financial Corp. | 4.061% | 2/24/32 | 6,160 | 6,693 | |
Markel Corp. | 3.500% | 11/1/27 | 3,200 | 3,575 | ||
Markel Corp. | 3.350% | 9/17/29 | 2,500 | 2,790 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 2,000 | 2,185 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 6,202 | 7,038 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 16,991 | 20,656 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 9,104 | 10,170 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 9,022 | 10,283 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 6,130 | 7,086 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 10,528 | 11,844 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 9,938 | 11,559 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 3,125 | 3,465 | ||
MetLife Inc. | 4.550% | 3/23/30 | 14,013 | 17,533 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 8,000 | 9,041 | ||
Mid-America Apartments LP | 4.200% | 6/15/28 | 4,000 | 4,705 | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 4,780 | 5,599 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 845 | 924 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 4,987 | 5,732 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 9,540 | 10,431 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 9,469 | 10,766 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 16,675 | 18,882 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 12,700 | 14,884 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 5,300 | 6,314 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 12,188 | 14,301 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 24,575 | 27,552 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 7,001 | 7,526 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 8,725 | 9,049 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 6,190 | 6,493 | |
Mizuho Financial Group Inc. | 2.839% | 9/13/26 | 6,000 | 6,587 | ||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 2,850 | 3,221 | ||
Mizuho Financial Group Inc. | 3.170% | 9/11/27 | 11,500 | 12,758 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 7,710 | 9,010 | ||
2 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 5,525 | 6,548 | |
2 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 6,100 | 6,739 | |
2 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 4,960 | 5,377 | |
2 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 150 | 160 | |
2 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 9,550 | 9,869 | |
2 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 8,600 | 8,731 | |
2 | Morgan Stanley | 3.875% | 1/27/26 | 22,452 | 25,702 | |
2 | Morgan Stanley | 3.125% | 7/27/26 | 20,265 | 22,572 | |
2 | Morgan Stanley | 6.250% | 8/9/26 | 5,109 | 6,501 | |
2 | Morgan Stanley | 4.350% | 9/8/26 | 29,972 | 35,208 | |
Morgan Stanley | 3.625% | 1/20/27 | 37,190 | 42,602 | ||
Morgan Stanley | 3.950% | 4/23/27 | 16,779 | 19,263 | ||
2 | Morgan Stanley | 3.591% | 7/22/28 | 26,489 | 30,218 | |
2 | Morgan Stanley | 3.772% | 1/24/29 | 27,673 | 31,966 | |
2 | Morgan Stanley | 4.431% | 1/23/30 | 31,750 | 38,616 | |
2 | Morgan Stanley | 2.699% | 1/22/31 | 33,668 | 36,611 | |
2 | Morgan Stanley | 3.622% | 4/1/31 | 29,975 | 34,695 | |
Nasdaq Inc. | 3.850% | 6/30/26 | 4,717 | 5,408 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 3,650 | 4,117 | ||
2 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 10,690 | 11,650 | |
National Retail Properties Inc. | 3.600% | 12/15/26 | 4,030 | 4,444 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 5,025 | 5,818 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 6,000 | 6,164 | ||
Natwest Group plc | 4.800% | 4/5/26 | 10,896 | 12,858 | ||
2 | Natwest Group plc | 3.073% | 5/22/28 | 16,165 | 17,424 | |
2 | Natwest Group plc | 4.892% | 5/18/29 | 15,715 | 18,841 | |
2 | Natwest Group plc | 5.076% | 1/27/30 | 15,100 | 18,485 | |
2 | Natwest Group plc | 4.445% | 5/8/30 | 10,265 | 12,176 | |
2 | Natwest Group plc | 3.032% | 11/28/35 | 6,375 | 6,561 | |
Nomura Holdings Inc. | 3.103% | 1/16/30 | 18,755 | 20,446 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 4,100 | 4,331 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 6,681 | 7,840 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 7,450 | 8,451 | ||
Northern Trust Corp. | 1.950% | 5/1/30 | 500 | 519 | ||
2 | Northern Trust Corp. | 3.375% | 5/8/32 | 4,350 | 4,765 | |
Old Republic International Corp. | 3.875% | 8/26/26 | 4,625 | 5,313 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 8,246 | 9,429 | ||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 5,771 | 6,490 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 6,030 | 6,873 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 7,708 | 8,209 | ||
ORIX Corp. | 3.700% | 7/18/27 | 4,000 | 4,558 | ||
Owl Rock Capital Corp. | 4.250% | 1/15/26 | 4,600 | 4,845 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 9,150 | 9,274 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 4,815 | 5,517 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 4,000 | 4,180 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 11,695 | 12,817 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 9,150 | 10,157 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 9,450 | 10,107 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 4,033 | 4,438 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 3,127 | 3,389 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 2,800 | 2,866 | ||
2 | PNC Bank NA | 3.250% | 6/1/25 | 456 | 506 | |
2 | PNC Bank NA | 4.200% | 11/1/25 | 111 | 127 | |
2 | PNC Bank NA | 3.100% | 10/25/27 | 7,500 | 8,386 | |
2 | PNC Bank NA | 3.250% | 1/22/28 | 3,975 | 4,522 | |
2 | PNC Bank NA | 4.050% | 7/26/28 | 12,325 | 14,571 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | PNC Bank NA | 2.700% | 10/22/29 | 13,125 | 14,302 | |
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 7,774 | 8,535 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 6,864 | 7,732 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 15,801 | 18,222 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 20,988 | 22,933 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 2,135 | 2,380 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 3,096 | 3,622 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 7,325 | 7,623 | ||
Progressive Corp. | 2.450% | 1/15/27 | 5,590 | 6,083 | ||
Progressive Corp. | 3.200% | 3/26/30 | 7,662 | 8,825 | ||
Prologis LP | 3.750% | 11/1/25 | 71 | 81 | ||
Prologis LP | 3.250% | 10/1/26 | 5,468 | 6,162 | ||
Prologis LP | 2.125% | 4/15/27 | 6,568 | 7,042 | ||
Prologis LP | 3.875% | 9/15/28 | 3,603 | 4,273 | ||
Prologis LP | 4.375% | 2/1/29 | 2,850 | 3,478 | ||
Prologis LP | 2.250% | 4/15/30 | 11,355 | 12,131 | ||
Prologis LP | 1.250% | 10/15/30 | 4,550 | 4,493 | ||
2 | Prudential Financial Inc. | 1.500% | 3/10/26 | 875 | 906 | |
2 | Prudential Financial Inc. | 3.878% | 3/27/28 | 2,500 | 2,958 | |
2 | Prudential Financial Inc. | 2.100% | 3/10/30 | 1,800 | 1,906 | |
2 | Prudential Financial Inc. | 4.500% | 9/15/47 | 6,488 | 7,121 | |
2 | Prudential Financial Inc. | 5.700% | 9/15/48 | 7,135 | 8,241 | |
2 | Prudential Financial Inc. | 3.700% | 10/1/50 | 10,100 | 10,623 | |
Prudential plc | 3.125% | 4/14/30 | 9,018 | 10,222 | ||
Public Storage | 3.094% | 9/15/27 | 5,350 | 5,979 | ||
Public Storage | 3.385% | 5/1/29 | 4,425 | 5,050 | ||
Raymond James Financial Inc. | 3.625% | 9/15/26 | 4,991 | 5,711 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 10,238 | 12,555 | ||
Realty Income Corp. | 0.750% | 3/15/26 | 5,000 | 4,987 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 7,940 | 9,327 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 7,024 | 7,735 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 5,434 | 6,194 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 4,165 | 4,656 | ||
Regency Centers LP | 3.600% | 2/1/27 | 3,925 | 4,319 | ||
Regency Centers LP | 4.125% | 3/15/28 | 2,800 | 3,195 | ||
Regency Centers LP | 2.950% | 9/15/29 | 3,900 | 4,155 | ||
Regency Centers LP | 3.700% | 6/15/30 | 6,125 | 6,919 | ||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 3,090 | 3,537 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 6,484 | 7,430 | ||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 5,100 | 5,589 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 1,800 | 1,977 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,250 | 1,413 | ||
Retail Properties of America Inc. | 4.750% | 9/15/30 | 2,000 | 2,121 | ||
2 | Royal Bank of Canada | 4.650% | 1/27/26 | 16,501 | 19,473 | |
Sabra Health Care LP | 5.125% | 8/15/26 | 3,375 | 3,763 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 5,130 | 5,349 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 10,176 | 11,075 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 10,762 | 12,256 | ||
2 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 7,400 | 8,315 | |
Simon Property Group LP | 3.300% | 1/15/26 | 6,967 | 7,630 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 5,830 | 6,455 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 7,281 | 8,065 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 8,520 | 9,507 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 9,106 | 9,557 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 6,125 | 6,505 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 2,831 | 3,058 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 5,400 | 5,858 | ||
Spirit Realty LP | 4.450% | 9/15/26 | 100 | 113 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 4,060 | 4,295 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 5,563 | 6,248 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 2,300 | 2,474 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
State Street Corp. | 3.550% | 8/18/25 | 103 | 116 | ||
State Street Corp. | 2.650% | 5/19/26 | 9,700 | 10,659 | ||
2 | State Street Corp. | 4.141% | 12/3/29 | 3,700 | 4,460 | |
State Street Corp. | 2.400% | 1/24/30 | 12,125 | 13,174 | ||
State Street Corp. | 3.152% | 3/30/31 | 1,200 | 1,365 | ||
2 | State Street Corp. | 3.031% | 11/1/34 | 3,900 | 4,258 | |
Stifel Financial Corp. | 4.000% | 5/15/30 | 3,365 | 3,817 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 3,425 | 3,884 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 1,850 | 2,135 | ||
STORE Capital Corp. | 2.750% | 11/18/30 | 3,200 | 3,245 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 9,855 | 11,219 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 18,834 | 20,433 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 10,261 | 11,371 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 17,200 | 19,299 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 11,296 | 12,686 | ||
Sumitomo Mitsui Financial Group Inc. | 3.352% | 10/18/27 | 200 | 225 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 6,375 | 7,256 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 7,355 | 8,578 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 2,305 | 2,760 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 14,509 | 16,092 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 9,850 | 10,760 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 9,750 | 10,584 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 20,058 | 21,855 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 10,214 | 10,610 | ||
Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | 10,500 | 10,569 | ||
SVB Financial Group | 3.125% | 6/5/30 | 4,560 | 5,079 | ||
Synchrony Financial | 3.700% | 8/4/26 | 8,444 | 9,322 | ||
Synchrony Financial | 3.950% | 12/1/27 | 7,479 | 8,341 | ||
Synchrony Financial | 5.150% | 3/19/29 | 5,560 | 6,683 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 2,760 | 2,836 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 2,071 | 2,144 | ||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 7,592 | 8,503 | ||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 6,050 | 6,614 | ||
2 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 12,660 | 14,337 | |
Trinity Acquisition plc | 4.400% | 3/15/26 | 5,480 | 6,384 | ||
2 | Truist Bank | 4.050% | 11/3/25 | 624 | 716 | |
2 | Truist Bank | 3.300% | 5/15/26 | 750 | 838 | |
2 | Truist Bank | 3.800% | 10/30/26 | 898 | 1,035 | |
2 | Truist Bank | 2.250% | 3/11/30 | 20,450 | 21,361 | |
2 | Truist Financial Corp. | 1.200% | 8/5/25 | 218 | 224 | |
2 | Truist Financial Corp. | 1.125% | 8/3/27 | 8,275 | 8,325 | |
2 | Truist Financial Corp. | 3.875% | 3/19/29 | 5,200 | 6,058 | |
2 | Truist Financial Corp. | 1.950% | 6/5/30 | 9,000 | 9,347 | |
2 | UDR Inc. | 2.950% | 9/1/26 | 5,425 | 5,953 | |
2 | UDR Inc. | 3.500% | 7/1/27 | 1,560 | 1,743 | |
2 | UDR Inc. | 3.500% | 1/15/28 | 2,283 | 2,560 | |
2 | UDR Inc. | 4.400% | 1/26/29 | 3,349 | 3,986 | |
2 | UDR Inc. | 3.200% | 1/15/30 | 3,240 | 3,598 | |
Unum Group | 4.000% | 6/15/29 | 4,000 | 4,498 | ||
2 | US Bancorp | 3.950% | 11/17/25 | 194 | 224 | |
2 | US Bancorp | 3.100% | 4/27/26 | 14,020 | 15,610 | |
2 | US Bancorp | 2.375% | 7/22/26 | 13,364 | 14,434 | |
2 | US Bancorp | 3.150% | 4/27/27 | 12,863 | 14,426 | |
2 | US Bancorp | 3.900% | 4/26/28 | 6,258 | 7,435 | |
2 | US Bancorp | 3.000% | 7/30/29 | 6,050 | 6,728 | |
2 | US Bancorp | 1.375% | 7/22/30 | 8,650 | 8,641 | |
Ventas Realty LP | 4.125% | 1/15/26 | 4,311 | 4,945 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 5,940 | 6,543 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 100 | 112 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 6,150 | 7,001 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 4,446 | 5,203 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Ventas Realty LP | 3.000% | 1/15/30 | 3,786 | 4,067 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 7,895 | 9,642 | ||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 63 | 72 | ||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 4,998 | 5,853 | ||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 7,293 | 8,240 | ||
VEREIT Operating Partnership LP | 3.400% | 1/15/28 | 4,300 | 4,746 | ||
VEREIT Operating Partnership LP | 2.200% | 6/15/28 | 1,000 | 1,023 | ||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 9,505 | 10,243 | ||
Visa Inc. | 1.900% | 4/15/27 | 15,335 | 16,292 | ||
Visa Inc. | 0.750% | 8/15/27 | 2,200 | 2,191 | ||
Visa Inc. | 2.750% | 9/15/27 | 9,525 | 10,591 | ||
Visa Inc. | 2.050% | 4/15/30 | 15,125 | 16,138 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 3,739 | 4,261 | ||
2 | Voya Financial Inc. | 4.700% | 1/23/48 | 4,180 | 4,347 | |
Wachovia Corp. | 7.574% | 8/1/26 | 1,250 | 1,633 | ||
Webster Financial Corp. | 4.100% | 3/25/29 | 2,500 | 2,744 | ||
Wells Fargo & Co. | 3.000% | 4/22/26 | 40,022 | 44,043 | ||
2 | Wells Fargo & Co. | 4.100% | 6/3/26 | 29,152 | 33,350 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 30,563 | 33,875 | ||
2 | Wells Fargo & Co. | 3.196% | 6/17/27 | 25,189 | 27,849 | |
2 | Wells Fargo & Co. | 4.300% | 7/22/27 | 12,665 | 14,797 | |
2 | Wells Fargo & Co. | 3.584% | 5/22/28 | 24,527 | 27,776 | |
2 | Wells Fargo & Co. | 2.393% | 6/2/28 | 14,225 | 15,122 | |
2 | Wells Fargo & Co. | 4.150% | 1/24/29 | 19,048 | 22,535 | |
2 | Wells Fargo & Co. | 2.879% | 10/30/30 | 22,818 | 24,758 | |
2 | Wells Fargo & Co. | 2.572% | 2/11/31 | 21,400 | 22,580 | |
2 | Wells Fargo & Co. | 4.478% | 4/4/31 | 53,459 | 65,327 | |
Welltower Inc. | 4.250% | 4/1/26 | 6,958 | 8,098 | ||
Welltower Inc. | 2.700% | 2/15/27 | 6,531 | 7,177 | ||
Welltower Inc. | 4.250% | 4/15/28 | 6,510 | 7,562 | ||
Welltower Inc. | 4.125% | 3/15/29 | 9,458 | 10,962 | ||
Welltower Inc. | 3.100% | 1/15/30 | 5,996 | 6,521 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 13,522 | 14,997 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 8,510 | 9,396 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 6,439 | 7,307 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 611 | 702 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 3,025 | 3,389 | ||
2 | Westpac Banking Corp. | 2.894% | 2/4/30 | 8,300 | 8,712 | |
2 | Westpac Banking Corp. | 4.322% | 11/23/31 | 17,200 | 19,608 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 13,322 | 15,100 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 10,375 | 10,676 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 5,714 | 6,718 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 7,840 | 9,247 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 9,722 | 11,690 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 8,902 | 9,724 | ||
Wintrust Financial Corp. | 4.850% | 6/6/29 | 2,000 | 2,144 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 1,700 | 1,955 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 4,400 | 5,038 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 4,155 | 4,372 | ||
6,819,275 | ||||||
Health Care (4.43%) | ||||||
Abbott Laboratories | 3.750% | 11/30/26 | 18,860 | 22,058 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 7,900 | 7,999 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 4,200 | 4,256 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 23,282 | 25,838 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 38,925 | 43,012 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 17,549 | 21,014 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 52,300 | 58,718 | ||
Adventist Health System | 2.952% | 3/1/29 | 2,250 | 2,432 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,600 | 2,986 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 1,000 | 1,034 | |
Agilent Technologies Inc. | 3.050% | 9/22/26 | 2,650 | 2,927 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 4,925 | 5,367 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 4,325 | 4,487 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 4,708 | 5,367 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 7,325 | 7,954 | ||
Amgen Inc. | 2.600% | 8/19/26 | 9,351 | 10,203 | ||
Amgen Inc. | 2.200% | 2/21/27 | 17,250 | 18,408 | ||
Amgen Inc. | 3.200% | 11/2/27 | 7,006 | 7,870 | ||
Amgen Inc. | 2.450% | 2/21/30 | 16,325 | 17,488 | ||
Anthem Inc. | 3.650% | 12/1/27 | 20,200 | 23,273 | ||
Anthem Inc. | 4.101% | 3/1/28 | 10,239 | 12,105 | ||
Anthem Inc. | 2.875% | 9/15/29 | 10,658 | 11,804 | ||
Anthem Inc. | 2.250% | 5/15/30 | 10,595 | 11,172 | ||
2 | Ascension Health | 2.532% | 11/15/29 | 5,655 | 6,161 | |
AstraZeneca plc | 0.700% | 4/8/26 | 14,376 | 14,287 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 8,079 | 9,015 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 12,615 | 15,028 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 10,575 | 10,438 | ||
Banner Health | 2.338% | 1/1/30 | 2,725 | 2,843 | ||
Banner Health | 1.897% | 1/1/31 | 1,750 | 1,770 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 7,417 | 8,092 | ||
2,4 | Baxter International Inc. | 3.950% | 4/1/30 | 4,500 | 5,359 | |
Becton Dickinson & Co. | 3.700% | 6/6/27 | 20,250 | 23,184 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,410 | 1,549 | ||
Biogen Inc. | 2.250% | 5/1/30 | 14,795 | 15,382 | ||
2 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 3,514 | 3,974 | |
Boston Scientific Corp. | 3.750% | 3/1/26 | 11,491 | 13,040 | ||
Boston Scientific Corp. | 4.000% | 3/1/29 | 13,237 | 15,538 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 12,835 | 13,735 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 30,167 | 33,939 | ||
Bristol-Myers Squibb Co. | 3.250% | 2/27/27 | 200 | 226 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 9,100 | 9,116 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 10,286 | 11,805 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 20,725 | 24,453 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 35,777 | 41,266 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 11,350 | 11,273 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 9,905 | 11,180 | ||
2 | CHRISTUS Health | 4.341% | 7/1/28 | 3,085 | 3,640 | |
2 | Cigna Corp. | 4.500% | 2/25/26 | 12,721 | 14,743 | |
2 | Cigna Corp. | 3.400% | 3/1/27 | 15,722 | 17,650 | |
2 | Cigna Corp. | 3.050% | 10/15/27 | 3,935 | 4,377 | |
Cigna Corp. | 4.375% | 10/15/28 | 37,775 | 45,501 | ||
Cigna Corp. | 2.400% | 3/15/30 | 16,995 | 18,035 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 7,909 | 8,691 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 2,000 | 2,115 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 20,700 | 22,736 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 5,919 | 6,531 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 4,308 | 4,912 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 16,175 | 16,291 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 70,512 | 83,869 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 25,569 | 28,797 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 10,665 | 12,410 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 13,275 | 13,281 | ||
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 6,834 | 7,604 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 4,100 | 4,465 | ||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 5,560 | 6,588 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 9,507 | 11,027 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 20,512 | 23,262 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 9,732 | 10,740 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 3,100 | 3,122 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 10,750 | 10,764 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 10,775 | 12,806 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 6,670 | 7,745 | ||
HCA Inc. | 5.250% | 6/15/26 | 13,412 | 15,826 | ||
HCA Inc. | 4.500% | 2/15/27 | 11,772 | 13,685 | ||
HCA Inc. | 4.125% | 6/15/29 | 17,515 | 20,317 | ||
Humana Inc. | 3.950% | 3/15/27 | 5,796 | 6,672 | ||
Humana Inc. | 3.125% | 8/15/29 | 5,906 | 6,523 | ||
Humana Inc. | 4.875% | 4/1/30 | 3,200 | 4,001 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 18,185 | 19,778 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 7,742 | 8,662 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 12,800 | 12,849 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 13,715 | 15,457 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 1,850 | 2,691 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 16,000 | 16,035 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 5,196 | 5,857 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 4,910 | 5,604 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 5,345 | 5,889 | ||
McKesson Corp. | 3.950% | 2/16/28 | 7,349 | 8,571 | ||
McKesson Corp. | 4.750% | 5/30/29 | 3,366 | 4,140 | ||
Medtronic Global Holdings SCA | 3.350% | 4/1/27 | 1,050 | 1,183 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 16,516 | 16,655 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 15,592 | 18,125 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 7,350 | 7,411 | ||
2 | Mercy Health | 4.302% | 7/1/28 | 2,440 | 2,811 | |
Mylan Inc. | 4.550% | 4/15/28 | 6,475 | 7,721 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 8,204 | 8,743 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 9,984 | 11,216 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 3,450 | 3,703 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 7,775 | 8,744 | ||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 7,865 | 8,886 | ||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 3,825 | 4,097 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 11,586 | 12,785 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 9,084 | 10,243 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 8,932 | 10,529 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 16,997 | 19,813 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 5,600 | 6,199 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 22,150 | 22,866 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 3,400 | 4,709 | ||
2 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 2,375 | 2,585 | |
2 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 2,991 | 3,207 | |
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 9,283 | 10,463 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 4,250 | 5,046 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 7,700 | 8,464 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 1,250 | 1,370 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 11,464 | 11,261 | ||
2,4 | Royalty Pharma plc | 1.750% | 9/2/27 | 8,366 | 8,558 | |
2,4 | Royalty Pharma plc | 2.200% | 9/2/30 | 8,275 | 8,444 | |
2 | Rush Obligated Group | 3.922% | 11/15/29 | 3,000 | 3,553 | |
Sanofi | 3.625% | 6/19/28 | 9,325 | 10,874 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 21,954 | 24,527 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 8,475 | 8,598 | ||
2 | SSM Health Care Corp. | 3.823% | 6/1/27 | 2,900 | 3,279 | |
2 | Stanford Health Care | 3.310% | 8/15/30 | 2,137 | 2,426 | |
Stryker Corp. | 3.500% | 3/15/26 | 6,235 | 7,069 | ||
Stryker Corp. | 3.650% | 3/7/28 | 4,775 | 5,521 | ||
Stryker Corp. | 1.950% | 6/15/30 | 7,300 | 7,499 | ||
2 | Sutter Health | 3.695% | 8/15/28 | 3,050 | 3,442 | |
2 | Sutter Health | 2.294% | 8/15/30 | 6,425 | 6,690 | |
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 23,995 | 29,786 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 22,220 | 22,683 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 11,445 | 12,743 | ||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 7,793 | 8,757 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 6,825 | 7,466 | ||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 10,680 | 13,244 | ||
2 | Toledo Hospital | 5.325% | 11/15/28 | 2,800 | 3,245 | |
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 1,808 | 1,855 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 14,317 | 16,034 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 3,479 | 3,978 | ||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 5,815 | 6,628 | ||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 6,865 | 7,698 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 12,133 | 14,387 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 9,686 | 11,581 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 10,105 | 11,442 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 9,090 | 9,633 | ||
2,4 | Universal Health Services Inc. | 2.650% | 10/15/30 | 4,405 | 4,559 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 23,502 | 26,909 | ||
2,4 | Viatris Inc. | 2.300% | 6/22/27 | 13,300 | 14,107 | |
2,4 | Viatris Inc. | 2.700% | 6/22/30 | 19,450 | 20,509 | |
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 4,710 | 5,157 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 3/20/30 | 10,100 | 11,405 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 10,227 | 11,424 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 8,216 | 9,672 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 3,450 | 3,567 | ||
1,822,468 | ||||||
Industrials (3.06%) | ||||||
2 | 3M Co. | 2.250% | 9/19/26 | 6,706 | 7,222 | |
3M Co. | 2.875% | 10/15/27 | 7,850 | 8,732 | ||
2 | 3M Co. | 3.625% | 9/14/28 | 6,156 | 7,174 | |
2 | 3M Co. | 3.375% | 3/1/29 | 7,975 | 9,218 | |
3M Co. | 2.375% | 8/26/29 | 8,862 | 9,577 | ||
3M Co. | 3.050% | 4/15/30 | 3,790 | 4,296 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 4,148 | 4,202 | ||
Allegion plc | 3.500% | 10/1/29 | 3,550 | 3,915 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 3,200 | 3,502 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 2,100 | 2,567 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 11,175 | 12,252 | ||
2 | BNSF Funding Trust I | 6.613% | 12/15/55 | 100 | 115 | |
Boeing Co. | 2.750% | 2/1/26 | 7,000 | 7,374 | ||
Boeing Co. | 3.100% | 5/1/26 | 5,300 | 5,673 | ||
Boeing Co. | 2.250% | 6/15/26 | 6,408 | 6,569 | ||
Boeing Co. | 2.700% | 2/1/27 | 6,750 | 7,018 | ||
Boeing Co. | 2.800% | 3/1/27 | 3,147 | 3,252 | ||
Boeing Co. | 5.040% | 5/1/27 | 17,395 | 20,358 | ||
Boeing Co. | 3.250% | 2/1/28 | 6,624 | 7,099 | ||
Boeing Co. | 3.250% | 3/1/28 | 3,700 | 3,913 | ||
Boeing Co. | 3.450% | 11/1/28 | 4,036 | 4,296 | ||
Boeing Co. | 3.200% | 3/1/29 | 7,900 | 8,289 | ||
Boeing Co. | 2.950% | 2/1/30 | 7,823 | 8,028 | ||
Boeing Co. | 5.150% | 5/1/30 | 43,367 | 52,456 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 8,017 | 9,071 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 2,595 | 2,838 | ||
Canadian National Railway Co. | 6.900% | 7/15/28 | 3,250 | 4,470 | ||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 5,620 | 6,577 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 9,925 | 10,403 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 10,845 | 11,675 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 18,400 | 19,618 | ||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 4,085 | 4,447 | ||
2 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 4,350 | 4,385 | |
Caterpillar Inc. | 2.600% | 9/19/29 | 3,350 | 3,692 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 9,730 | 10,713 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 5,500 | 6,452 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 5,400 | 5,656 | ||
2 | CNH Industrial NV | 3.850% | 11/15/27 | 4,775 | 5,381 | |
CSX Corp. | 2.600% | 11/1/26 | 5,950 | 6,490 | ||
CSX Corp. | 3.250% | 6/1/27 | 10,030 | 11,320 | ||
CSX Corp. | 3.800% | 3/1/28 | 8,381 | 9,738 | ||
CSX Corp. | 4.250% | 3/15/29 | 10,850 | 13,095 | ||
CSX Corp. | 2.400% | 2/15/30 | 3,515 | 3,789 | ||
Cummins Inc. | 1.500% | 9/1/30 | 5,323 | 5,350 | ||
Deere & Co. | 5.375% | 10/16/29 | 1,558 | 2,067 | ||
Deere & Co. | 3.100% | 4/15/30 | 3,631 | 4,142 | ||
Dover Corp. | 2.950% | 11/4/29 | 1,750 | 1,891 | ||
Eaton Corp. | 3.103% | 9/15/27 | 6,300 | 7,036 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 6,800 | 6,841 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 5,050 | 5,328 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 2,445 | 2,570 | ||
FedEx Corp. | 3.250% | 4/1/26 | 3,932 | 4,389 | ||
FedEx Corp. | 3.300% | 3/15/27 | 5,200 | 5,802 | ||
FedEx Corp. | 3.400% | 2/15/28 | 7,173 | 8,160 | ||
FedEx Corp. | 4.200% | 10/17/28 | 2,000 | 2,379 | ||
FedEx Corp. | 3.100% | 8/5/29 | 10,800 | 11,999 | ||
FedEx Corp. | 4.250% | 5/15/30 | 6,050 | 7,345 | ||
Flowserve Corp. | 3.500% | 10/1/30 | 3,894 | 4,137 | ||
Fortive Corp. | 3.150% | 6/15/26 | 6,656 | 7,398 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 6,785 | 7,265 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 4,525 | 5,171 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 3,085 | 3,370 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 8,680 | 10,140 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 11,258 | 13,344 | ||
General Electric Co. | 3.450% | 5/1/27 | 11,125 | 12,541 | ||
General Electric Co. | 3.625% | 5/1/30 | 12,893 | 14,672 | ||
Hexcel Corp. | 3.950% | 2/15/27 | 4,045 | 4,372 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 13,068 | 14,383 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 6,480 | 7,247 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 17,016 | 17,953 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 3,380 | 3,702 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 2,700 | 2,865 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 3,650 | 3,994 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 4,195 | 4,688 | ||
2,4 | Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 4,801 | 5,675 | |
IDEX Corp. | 3.000% | 5/1/30 | 4,568 | 5,026 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 6,355 | 7,009 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 9,406 | 10,809 | ||
2 | John Deere Capital Corp. | 2.650% | 6/10/26 | 6,473 | 7,088 | |
2 | John Deere Capital Corp. | 2.250% | 9/14/26 | 8,495 | 9,163 | |
2 | John Deere Capital Corp. | 1.750% | 3/9/27 | 3,950 | 4,151 | |
2 | John Deere Capital Corp. | 2.800% | 9/8/27 | 5,200 | 5,784 | |
2 | John Deere Capital Corp. | 3.050% | 1/6/28 | 3,935 | 4,406 | |
2 | John Deere Capital Corp. | 3.450% | 3/7/29 | 5,691 | 6,609 | |
2 | John Deere Capital Corp. | 2.800% | 7/18/29 | 5,389 | 6,016 | |
2 | John Deere Capital Corp. | 2.450% | 1/9/30 | 7,457 | 8,126 | |
2 | Johnson Controls International plc | 3.900% | 2/14/26 | 3,161 | 3,601 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 2,325 | 2,366 | ||
Kansas City Southern | 2.875% | 11/15/29 | 5,300 | 5,727 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 1,989 | 2,205 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 7,225 | 8,598 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 4,000 | 4,421 | ||
Kirby Corp. | 4.200% | 3/1/28 | 5,070 | 5,588 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 7,112 | 8,186 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 2,725 | 3,269 | ||
2 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 12,538 | 14,997 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 3,622 | 4,006 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 2,875 | 2,913 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 14,954 | 16,939 | ||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 7,172 | 7,507 | ||
Norfolk Southern Corp. | 5.590% | 5/17/25 | 2,839 | 3,381 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 5,371 | 5,923 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 50 | 68 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 4,085 | 4,497 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 6,208 | 7,272 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 6,169 | 6,644 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 7,425 | 8,275 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 22,491 | 25,199 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 11,284 | 13,985 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 4,099 | 4,448 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 3,100 | 3,650 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 2,050 | 2,224 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 9,667 | 10,328 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 17,975 | 19,275 | ||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 10,053 | 11,216 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 11,125 | 12,566 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 2,000 | 2,140 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 17,964 | 20,297 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 16,425 | 18,343 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 182 | 244 | ||
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 1,300 | 1,761 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 27,958 | 33,257 | ||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 5,255 | 7,609 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 7,661 | 8,124 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 7,180 | 7,909 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 7,566 | 8,556 | ||
Republic Services Inc. | 3.950% | 5/15/28 | 1,036 | 1,217 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 11,853 | 12,474 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 4,655 | 5,423 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 13,918 | 16,032 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 6,948 | 6,995 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 8,751 | 10,410 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 7,653 | 8,385 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 6,425 | 6,547 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 6,000 | 5,966 | ||
2 | Ryder System Inc. | 2.900% | 12/1/26 | 6,725 | 7,378 | |
Textron Inc. | 4.000% | 3/15/26 | 4,698 | 5,300 | ||
Textron Inc. | 3.650% | 3/15/27 | 5,118 | 5,679 | ||
Textron Inc. | 3.375% | 3/1/28 | 1,250 | 1,379 | ||
Textron Inc. | 3.900% | 9/17/29 | 1,493 | 1,698 | ||
Textron Inc. | 3.000% | 6/1/30 | 550 | 588 | ||
Timken Co. | 4.500% | 12/15/28 | 3,000 | 3,339 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 3,350 | 3,871 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 3,425 | 3,865 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 7,900 | 9,237 | ||
Trimble Inc. | 4.900% | 6/15/28 | 5,242 | 6,264 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 3,397 | 3,798 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 5,950 | 6,594 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 3,164 | 3,450 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 5,032 | 5,330 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 3,467 | 3,833 | ||
Union Pacific Corp. | 3.950% | 9/10/28 | 13,767 | 16,318 | ||
Union Pacific Corp. | 3.700% | 3/1/29 | 10,427 | 12,106 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 5,775 | 6,208 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 3,810 | 4,145 | ||
United Parcel Service Inc. | 3.050% | 11/15/27 | 8,187 | 9,257 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 8,383 | 9,678 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United Parcel Service Inc. | 2.500% | 9/1/29 | 4,550 | 4,954 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 5,925 | 7,390 | ||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 550 | 815 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 8,750 | 9,941 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 6,035 | 6,467 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 6,974 | 7,843 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 2,000 | 1,998 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 8,772 | 9,623 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 8,950 | 10,609 | ||
Xylem Inc. | 3.250% | 11/1/26 | 4,685 | 5,257 | ||
Xylem Inc. | 1.950% | 1/30/28 | 5,000 | 5,224 | ||
1,259,709 | ||||||
Materials (1.42%) | ||||||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 5,227 | 5,534 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 11,968 | 12,719 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 2,300 | 2,737 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 6,300 | 6,748 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 4,225 | 5,210 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 8,164 | 8,738 | ||
2 | Bemis Co. Inc. | 3.100% | 9/15/26 | 2,700 | 2,916 | |
Bemis Co. Inc. | 2.630% | 6/19/30 | 5,900 | 6,380 | ||
2,4 | Berry Global Inc. | 1.570% | 1/15/26 | 7,000 | 7,052 | |
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 475 | 602 | ||
Cabot Corp. | 4.000% | 7/1/29 | 2,900 | 3,123 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 5,183 | 5,881 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 6,920 | 7,381 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 7,170 | 7,943 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 7,103 | 7,971 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 8,300 | 10,165 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 1,550 | 2,205 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 6,275 | 6,406 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 18,795 | 22,994 | ||
Eagle Materials Inc. | 4.500% | 8/1/26 | 2,300 | 2,391 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 12,198 | 13,535 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 1,760 | 1,990 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 7,544 | 9,615 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 5,000 | 4,945 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 5,000 | 5,306 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 6,475 | 7,422 | ||
FMC Corp. | 3.200% | 10/1/26 | 6,651 | 7,398 | ||
FMC Corp. | 3.450% | 10/1/29 | 7,750 | 8,809 | ||
2,4 | Georgia-Pacific LLC | 0.950% | 5/15/26 | 3,000 | 3,014 | |
2,4 | Georgia-Pacific LLC | 2.100% | 4/30/27 | 3,000 | 3,164 | |
2,4 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 5,000 | 5,323 | |
Huntsman International LLC | 4.500% | 5/1/29 | 6,848 | 7,909 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,000 | 2,364 | ||
International Paper Co. | 3.800% | 1/15/26 | 2,771 | 3,168 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 6,617 | 7,674 | ||
Linde Inc. | 3.200% | 1/30/26 | 5,262 | 5,882 | ||
Linde Inc. | 1.100% | 8/10/30 | 5,300 | 5,237 | ||
LYB International Finance II BV | 3.500% | 3/2/27 | 8,697 | 9,697 | ||
LYB International Finance III LLC | 3.375% | 5/1/30 | 7,027 | 7,834 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 3,800 | 3,906 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 3,975 | 4,435 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 2,775 | 3,147 | ||
2 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 5,263 | 5,621 | |
Mosaic Co. | 4.050% | 11/15/27 | 6,362 | 7,194 | ||
Newmont Corp. | 2.800% | 10/1/29 | 10,333 | 11,286 | ||
Newmont Corp. | 2.250% | 10/1/30 | 4,000 | 4,205 | ||
Nucor Corp. | 3.950% | 5/1/28 | 4,410 | 5,184 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Nucor Corp. | 2.700% | 6/1/30 | 4,500 | 4,942 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 4,813 | 5,596 | ||
Nutrien Ltd. | 4.200% | 4/1/29 | 3,575 | 4,276 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 5,750 | 6,340 | ||
Owens Corning | 3.400% | 8/15/26 | 6,210 | 6,852 | ||
Owens Corning | 3.950% | 8/15/29 | 4,075 | 4,680 | ||
Owens Corning | 3.875% | 6/1/30 | 1,815 | 2,088 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 3,495 | 3,930 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 3,115 | 3,460 | ||
PPG Industries Inc. | 3.750% | 3/15/28 | 150 | 179 | ||
PPG Industries Inc. | 2.800% | 8/15/29 | 600 | 656 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 5,100 | 5,459 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 4,000 | 4,103 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 1,100 | 1,549 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 13,525 | 18,728 | ||
RPM International Inc. | 3.750% | 3/15/27 | 4,440 | 4,908 | ||
RPM International Inc. | 4.550% | 3/1/29 | 4,401 | 5,120 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 3,466 | 3,952 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 20,397 | 23,134 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 13,750 | 15,145 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 2,085 | 2,185 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 4,751 | 5,269 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 1,400 | 1,435 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 5,382 | 6,041 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 3,000 | 3,349 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 18,825 | 22,700 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 9,425 | 10,710 | ||
Teck Resources Ltd. | 3.900% | 7/15/30 | 4,750 | 5,291 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 16,654 | 20,651 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 10,850 | 12,111 | ||
Vulcan Materials Co. | 3.900% | 4/1/27 | 1,500 | 1,739 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 8,040 | 9,198 | ||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 6,978 | 7,834 | ||
Westlake Chemical Corp. | 3.375% | 6/15/30 | 1,400 | 1,535 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 8,581 | 10,097 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 7,561 | 8,436 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 3,738 | 4,316 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 5,150 | 5,966 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 17,088 | 21,087 | ||
585,407 | ||||||
Technology (3.80%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 7,535 | 8,563 | ||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 3,199 | 3,618 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 5,155 | 5,058 | ||
Adobe Inc. | 2.150% | 2/1/27 | 8,575 | 9,224 | ||
Adobe Inc. | 2.300% | 2/1/30 | 12,200 | 13,162 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 6,500 | 6,814 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 6,714 | 7,624 | ||
Apple Inc. | 3.250% | 2/23/26 | 32,947 | 36,974 | ||
Apple Inc. | 2.450% | 8/4/26 | 27,295 | 29,747 | ||
Apple Inc. | 2.050% | 9/11/26 | 18,250 | 19,492 | ||
Apple Inc. | 3.350% | 2/9/27 | 10,020 | 11,398 | ||
Apple Inc. | 3.200% | 5/11/27 | 27,940 | 31,616 | ||
Apple Inc. | 3.000% | 6/20/27 | 4,545 | 5,111 | ||
Apple Inc. | 2.900% | 9/12/27 | 30,175 | 33,753 | ||
Apple Inc. | 3.000% | 11/13/27 | 2,251 | 2,535 | ||
Apple Inc. | 2.200% | 9/11/29 | 17,180 | 18,513 | ||
Apple Inc. | 1.650% | 5/11/30 | 14,500 | 14,878 | ||
Apple Inc. | 1.250% | 8/20/30 | 11,300 | 11,284 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 13,364 | 15,193 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Applied Materials Inc. | 1.750% | 6/1/30 | 4,600 | 4,760 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 4,400 | 4,959 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 4,260 | 4,807 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 5,775 | 6,401 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 8,000 | 7,898 | ||
Avnet Inc. | 4.625% | 4/15/26 | 4,800 | 5,427 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 35,609 | 40,020 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 11,150 | 12,270 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 21,380 | 24,336 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 22,101 | 24,451 | ||
Broadcom Inc. | 4.110% | 9/15/28 | 17,848 | 20,323 | ||
Broadcom Inc. | 4.750% | 4/15/29 | 26,844 | 32,050 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 20,100 | 24,339 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 24,000 | 27,740 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 5,295 | 5,964 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 6,175 | 6,775 | ||
CA Inc. | 4.700% | 3/15/27 | 3,225 | 3,679 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 7,317 | 8,149 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 7,290 | 7,988 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 8,928 | 10,446 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 4,220 | 4,648 | ||
2,4 | Dell International LLC | 6.020% | 6/15/26 | 36,386 | 44,333 | |
2,4 | Dell International LLC | 4.900% | 10/1/26 | 15,237 | 18,003 | |
2,4 | Dell International LLC | 6.100% | 7/15/27 | 6,550 | 8,116 | |
2,4 | Dell International LLC | 5.300% | 10/1/29 | 22,733 | 27,830 | |
2,4 | Dell International LLC | 6.200% | 7/15/30 | 5,200 | 6,756 | |
DXC Technology Co. | 4.750% | 4/15/27 | 5,516 | 6,282 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 3,750 | 4,460 | ||
Equifax Inc. | 3.100% | 5/15/30 | 7,143 | 7,928 | ||
Flex Ltd. | 3.750% | 2/1/26 | 3,450 | 3,858 | ||
Flex Ltd. | 4.875% | 6/15/29 | 7,186 | 8,504 | ||
Flex Ltd. | 4.875% | 5/12/30 | 6,200 | 7,446 | ||
FLIR Systems Inc. | 2.500% | 8/1/30 | 5,391 | 5,650 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 6,673 | 6,917 | ||
HP Inc. | 3.000% | 6/17/27 | 9,175 | 10,120 | ||
HP Inc. | 3.400% | 6/17/30 | 7,275 | 8,063 | ||
IHS Markit Ltd. | 4.750% | 8/1/28 | 8,000 | 9,830 | ||
IHS Markit Ltd. | 4.250% | 5/1/29 | 6,609 | 7,956 | ||
Intel Corp. | 2.600% | 5/19/26 | 9,618 | 10,491 | ||
Intel Corp. | 3.750% | 3/25/27 | 12,750 | 14,761 | ||
Intel Corp. | 3.150% | 5/11/27 | 3,900 | 4,380 | ||
Intel Corp. | 2.450% | 11/15/29 | 15,648 | 16,878 | ||
Intel Corp. | 3.900% | 3/25/30 | 12,885 | 15,426 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 16,917 | 19,098 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 28,208 | 31,834 | ||
International Business Machines Corp. | 3.300% | 1/27/27 | 1,875 | 2,111 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 11,890 | 12,343 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 3,450 | 4,504 | ||
International Business Machines Corp. | 6.500% | 1/15/28 | 100 | 133 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 23,733 | 27,451 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 21,075 | 21,670 | ||
Intuit Inc. | 1.350% | 7/15/27 | 4,400 | 4,498 | ||
Intuit Inc. | 1.650% | 7/15/30 | 4,200 | 4,310 | ||
Jabil Inc. | 3.950% | 1/12/28 | 5,000 | 5,646 | ||
Jabil Inc. | 3.600% | 1/15/30 | 4,900 | 5,451 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 6,452 | 7,380 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 3,500 | 3,449 | ||
KLA Corp. | 4.100% | 3/15/29 | 5,438 | 6,503 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 8,964 | 10,257 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 8,475 | 10,124 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 6,100 | 6,326 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2,4 | Leidos Inc. | 4.375% | 5/15/30 | 6,850 | 8,186 | |
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 4,568 | 5,379 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 4,000 | 4,477 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,400 | 5,187 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 9,757 | 11,574 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 6,450 | 8,046 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 7,050 | 8,627 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 39,674 | 43,208 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 36,490 | 41,517 | ||
Moody's Corp. | 3.250% | 1/15/28 | 4,250 | 4,774 | ||
Moody's Corp. | 4.250% | 2/1/29 | 1,100 | 1,314 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 8,988 | 10,829 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 3,597 | 4,315 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 7,825 | 7,949 | ||
NetApp Inc. | 2.375% | 6/22/27 | 5,425 | 5,788 | ||
NetApp Inc. | 2.700% | 6/22/30 | 6,000 | 6,439 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 12,627 | 14,267 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 15,400 | 17,228 | ||
2,4 | NXP BV | 5.350% | 3/1/26 | 4,150 | 5,001 | |
2,4 | NXP BV | 3.875% | 6/18/26 | 6,099 | 6,981 | |
2,4 | NXP BV | 3.150% | 5/1/27 | 6,150 | 6,772 | |
2,4 | NXP BV | 5.550% | 12/1/28 | 5,325 | 6,775 | |
2,4 | NXP BV | 4.300% | 6/18/29 | 8,315 | 9,911 | |
2,4 | NXP BV | 3.400% | 5/1/30 | 9,380 | 10,623 | |
Oracle Corp. | 2.650% | 7/15/26 | 20,119 | 21,993 | ||
Oracle Corp. | 2.800% | 4/1/27 | 25,242 | 27,757 | ||
Oracle Corp. | 3.250% | 11/15/27 | 16,142 | 18,399 | ||
Oracle Corp. | 2.950% | 4/1/30 | 32,700 | 36,458 | ||
Oracle Corp. | 3.250% | 5/15/30 | 4,008 | 4,599 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 12,828 | 14,530 | ||
2,4 | QUALCOMM Inc. | 1.300% | 5/20/28 | 14,163 | 14,234 | |
QUALCOMM Inc. | 2.150% | 5/20/30 | 11,700 | 12,366 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 7,150 | 8,469 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 8,250 | 9,168 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 4,590 | 5,075 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 6,917 | 7,531 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 6,000 | 5,947 | ||
salesforce.com Inc. | 3.700% | 4/11/28 | 13,250 | 15,587 | ||
2,4 | Seagate HDD Cayman | 4.091% | 6/1/29 | 1,100 | 1,174 | |
ServiceNow Inc. | 1.400% | 9/1/30 | 12,175 | 11,859 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 4,790 | 5,344 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 10,976 | 11,786 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 6,878 | 7,077 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 5,250 | 5,876 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 8,741 | 10,444 | ||
VMware Inc. | 4.650% | 5/15/27 | 7,551 | 8,841 | ||
VMware Inc. | 3.900% | 8/21/27 | 12,776 | 14,413 | ||
VMware Inc. | 4.700% | 5/15/30 | 12,325 | 14,818 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 6,886 | 7,182 | ||
1,565,157 | ||||||
Utilities (2.91%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 10,090 | 11,854 | ||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 4,845 | 5,444 | ||
2,4 | AES Corp. | 1.375% | 1/15/26 | 6,300 | 6,343 | |
2,4 | AES Corp. | 2.450% | 1/15/31 | 4,300 | 4,354 | |
2 | Alabama Power Co. | 1.450% | 9/15/30 | 3,025 | 3,042 | |
Ameren Corp. | 3.650% | 2/15/26 | 4,245 | 4,786 | ||
Ameren Corp. | 3.500% | 1/15/31 | 2,750 | 3,159 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 3,900 | 4,539 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 2,100 | 2,108 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 2,953 | 3,295 | ||
2 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 9,694 | 11,532 | |
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 6,550 | 6,838 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 5,750 | 6,337 | ||
American Water Capital Corp. | 3.750% | 9/1/28 | 4,460 | 5,201 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 6,080 | 6,966 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 5,100 | 5,625 | ||
2 | Appalachian Power Co. | 3.300% | 6/1/27 | 769 | 858 | |
Arizona Public Service Co. | 2.950% | 9/15/27 | 2,725 | 2,987 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 3,000 | 3,276 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 4,725 | 5,232 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 3,100 | 3,397 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 7,116 | 8,158 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 4,810 | 5,198 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 8,807 | 10,012 | ||
2,4 | Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 8,956 | 10,572 | |
Black Hills Corp. | 3.950% | 1/15/26 | 3,400 | 3,830 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 3,700 | 4,017 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 3,047 | 3,322 | ||
2 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 2,755 | 2,975 | |
2 | CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 2,550 | 2,804 | |
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 4,795 | 5,669 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 2,964 | 3,221 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 1,635 | 1,909 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 5,867 | 5,906 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 4,980 | 5,474 | ||
Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 1,000 | 1,008 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 3,000 | 3,303 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 3,825 | 4,306 | ||
2 | CMS Energy Corp. | 4.750% | 6/1/50 | 8,300 | 9,359 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 1,000 | 1,021 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 5,564 | 6,086 | ||
2 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 3,710 | 4,112 | |
Commonwealth Edison Co. | 3.700% | 8/15/28 | 5,678 | 6,562 | ||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 1,650 | 1,766 | ||
2 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 5,100 | 5,722 | |
2 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 5,783 | 6,454 | |
2 | Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 3,700 | 4,235 | |
2 | Dominion Energy Inc. | 2.850% | 8/15/26 | 4,975 | 5,475 | |
2 | Dominion Energy Inc. | 3.600% | 3/15/27 | 1,400 | 1,590 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 2,683 | 3,199 | ||
2 | Dominion Energy Inc. | 3.375% | 4/1/30 | 14,547 | 16,533 | |
DTE Electric Co. | 2.250% | 3/1/30 | 7,225 | 7,747 | ||
DTE Energy Co. | 2.850% | 10/1/26 | 11,856 | 13,007 | ||
DTE Energy Co. | 3.800% | 3/15/27 | 5,769 | 6,619 | ||
2 | DTE Energy Co. | 3.400% | 6/15/29 | 4,975 | 5,622 | |
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 4,800 | 5,355 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 11,475 | 13,553 | ||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 7,050 | 7,588 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 10,527 | 11,320 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 7,963 | 8,657 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 6,476 | 7,200 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 12,889 | 14,580 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 7,064 | 7,512 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 4,550 | 5,087 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 3,673 | 4,295 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 2,433 | 2,642 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 550 | 561 | ||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 6,092 | 7,040 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 2,100 | 2,197 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 5,300 | 6,153 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 13,025 | 14,943 | ||
2,4 | East Ohio Gas Co. | 2.000% | 6/15/30 | 3,000 | 3,108 | |
2 | Eastern Energy Gas Holdings LLC | 3.000% | 11/15/29 | 4,000 | 4,380 | |
Edison International | 5.750% | 6/15/27 | 3,738 | 4,458 | ||
Edison International | 4.125% | 3/15/28 | 5,090 | 5,657 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 7,890 | 8,835 | ||
Enel Americas SA | 4.000% | 10/25/26 | 3,400 | 3,827 | ||
Enel Chile SA | 4.875% | 6/12/28 | 4,900 | 5,803 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 4,212 | 4,758 | ||
Entergy Arkansas LLC | 4.000% | 6/1/28 | 50 | 59 | ||
Entergy Corp. | 2.950% | 9/1/26 | 6,062 | 6,674 | ||
Entergy Corp. | 2.800% | 6/15/30 | 8,150 | 8,791 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 3,830 | 4,139 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 7,825 | 8,710 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,900 | 5,510 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 2,185 | 2,403 | ||
Entergy Texas Inc. | 4.000% | 3/30/29 | 7,466 | 8,746 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 2,000 | 1,999 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 3,300 | 3,745 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 3,950 | 4,280 | ||
Evergy Inc. | 2.900% | 9/15/29 | 4,093 | 4,434 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 3,935 | 4,284 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 4,187 | 4,605 | ||
2 | Evergy Metro Inc. | 2.250% | 6/1/30 | 5,160 | 5,463 | |
2 | Eversource Energy | 3.300% | 1/15/28 | 5,000 | 5,580 | |
2 | Eversource Energy | 4.250% | 4/1/29 | 5,400 | 6,457 | |
2 | Eversource Energy | 1.650% | 8/15/30 | 4,500 | 4,475 | |
Exelon Corp. | 3.400% | 4/15/26 | 9,496 | 10,668 | ||
Exelon Corp. | 4.050% | 4/15/30 | 14,466 | 17,064 | ||
Fortis Inc. | 3.055% | 10/4/26 | 5,551 | 6,098 | ||
Georgia Power Co. | 3.250% | 4/1/26 | 2,886 | 3,210 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 3,039 | 3,356 | ||
2 | Georgia Power Co. | 2.650% | 9/15/29 | 12,711 | 13,869 | |
2 | Gulf Power Co. | 3.300% | 5/30/27 | 3,075 | 3,461 | |
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 7,700 | 8,941 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 5,800 | 6,907 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 3,000 | 3,165 | ||
2,4 | IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 1,466 | 1,693 | |
ITC Holdings Corp. | 3.250% | 6/30/26 | 2,210 | 2,458 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 5,650 | 6,358 | ||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 4,487 | 5,312 | ||
Mississippi Power Co. | 3.950% | 3/30/28 | 3,000 | 3,481 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 3,250 | 3,749 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 2,450 | 2,597 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 4,090 | 4,380 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 5,355 | 5,931 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 6,165 | 7,085 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 2,600 | 3,051 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 5,985 | 6,986 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 3,652 | 3,940 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 3,575 | 3,950 | |
2 | Nevada Power Co. | 3.700% | 5/1/29 | 7,290 | 8,489 | |
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 5,076 | 5,673 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 5,046 | 5,732 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 5,391 | 6,145 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 10,986 | 11,872 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 26,335 | 27,597 | ||
2 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 5,400 | 5,872 | |
2 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 3,625 | 4,268 | |
NiSource Inc. | 3.490% | 5/15/27 | 8,266 | 9,341 | ||
NiSource Inc. | 2.950% | 9/1/29 | 6,817 | 7,446 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
NiSource Inc. | 3.600% | 5/1/30 | 10,143 | 11,660 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 3,996 | 4,501 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 2,570 | 2,953 | ||
NSTAR Electric Co. | 3.950% | 4/1/30 | 2,963 | 3,588 | ||
2 | Ohio Power Co. | 2.600% | 4/1/30 | 950 | 1,038 | |
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 3,625 | 4,198 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 3,151 | 3,574 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 8,399 | 9,807 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 4,050 | 4,533 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 2,600 | 2,714 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 17,400 | 18,539 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 16,925 | 18,038 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 12,621 | 13,760 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 29,569 | 33,626 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 6,000 | 5,996 | ||
PacifiCorp | 3.500% | 6/15/29 | 6,925 | 7,958 | ||
PacifiCorp | 2.700% | 9/15/30 | 4,338 | 4,774 | ||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 2,700 | 3,088 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 10,206 | 11,263 | ||
PPL Capital Funding Inc. | 4.125% | 4/15/30 | 4,810 | 5,718 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 2,525 | 2,936 | ||
2 | Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 6,068 | 6,552 | |
2 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 3,116 | 3,435 | |
2 | Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 3,437 | 3,942 | |
2 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 2,675 | 3,045 | |
2 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 2,694 | 2,922 | |
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 4,250 | 4,178 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 5,063 | 5,729 | ||
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 1,800 | 1,952 | ||
2 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 6,525 | 6,568 | |
Sempra Energy | 3.250% | 6/15/27 | 6,791 | 7,587 | ||
Sempra Energy | 3.400% | 2/1/28 | 9,000 | 10,256 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 8,180 | 8,869 | ||
2 | Southern California Edison Co. | 1.200% | 2/1/26 | 2,100 | 2,117 | |
2 | Southern California Edison Co. | 3.650% | 3/1/28 | 5,250 | 5,886 | |
2 | Southern California Edison Co. | 4.200% | 3/1/29 | 5,141 | 5,994 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 4,925 | 6,185 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 3,665 | 3,989 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 2,500 | 2,595 | ||
2 | Southern California Gas Co. | 2.600% | 6/15/26 | 6,900 | 7,496 | |
2 | Southern California Gas Co. | 2.550% | 2/1/30 | 3,425 | 3,691 | |
Southern Co. | 3.250% | 7/1/26 | 5,670 | 6,342 | ||
2 | Southern Co. | 3.700% | 4/30/30 | 12,450 | 14,394 | |
2 | Southern Co. | 4.000% | 1/15/51 | 11,000 | 11,597 | |
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 1,958 | 2,184 | ||
Southwest Gas Corp. | 3.700% | 4/1/28 | 2,570 | 2,939 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 4,000 | 4,207 | ||
2 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 3,702 | 4,009 | |
2 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 5,345 | 6,252 | |
Tucson Electric Power Co. | 1.500% | 8/1/30 | 2,963 | 2,946 | ||
Union Electric Co. | 2.950% | 6/15/27 | 3,700 | 4,079 | ||
Union Electric Co. | 3.500% | 3/15/29 | 3,787 | 4,359 | ||
Union Electric Co. | 2.950% | 3/15/30 | 1,650 | 1,848 | ||
2 | Virginia Electric & Power Co. | 3.150% | 1/15/26 | 8,988 | 9,937 | |
2 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 6,742 | 7,471 | |
2 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 7,482 | 8,447 | |
2 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 5,900 | 6,871 | |
2 | Virginia Electric & Power Co. | 2.875% | 7/15/29 | 5,735 | 6,392 | |
WEC Energy Group Inc. | 1.375% | 10/15/27 | 4,000 | 4,063 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 6,000 | 5,997 | ||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,950 | 3,266 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Wisconsin Power & Light Co. | 3.000% | 7/1/29 | 100 | 113 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 5,100 | 5,741 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 6,375 | 7,579 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 4,905 | 5,329 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 8,796 | 10,110 | ||
1,197,696 | ||||||
Total Corporate Bonds (Cost $17,134,218) | 18,521,354 | |||||
Sovereign Bonds (4.50%) | ||||||
2 | Asian Development Bank | 2.000% | 4/24/26 | 22,775 | 24,545 | |
2 | Asian Development Bank | 1.750% | 8/14/26 | 11,350 | 12,113 | |
2 | Asian Development Bank | 2.625% | 1/12/27 | 9,450 | 10,528 | |
2 | Asian Development Bank | 2.375% | 8/10/27 | 2,800 | 3,093 | |
2 | Asian Development Bank | 2.500% | 11/2/27 | 22,325 | 24,876 | |
2 | Asian Development Bank | 2.750% | 1/19/28 | 10,267 | 11,644 | |
Asian Development Bank | 5.820% | 6/16/28 | 4,680 | 6,292 | ||
2 | Asian Development Bank | 3.125% | 9/26/28 | 10,725 | 12,565 | |
2 | Asian Development Bank | 1.750% | 9/19/29 | 19,890 | 21,171 | |
2 | Asian Development Bank | 1.875% | 1/24/30 | 15,734 | 16,928 | |
2 | Asian Development Bank | 0.750% | 10/8/30 | 2,480 | 2,416 | |
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 5,050 | 5,272 | ||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 867 | 934 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 9,325 | 10,663 | ||
Ecopetrol SA | 5.375% | 6/26/26 | 12,791 | 14,710 | ||
Ecopetrol SA | 6.875% | 4/29/30 | 19,450 | 25,066 | ||
Equinor ASA | 3.250% | 11/10/24 | 6 | 7 | ||
Equinor ASA | 1.750% | 1/22/26 | 19,209 | 20,176 | ||
Equinor ASA | 3.000% | 4/6/27 | 1,935 | 2,152 | ||
Equinor ASA | 7.250% | 9/23/27 | 7,055 | 9,579 | ||
Equinor ASA | 3.625% | 9/10/28 | 6,280 | 7,303 | ||
Equinor ASA | 3.125% | 4/6/30 | 8,000 | 9,040 | ||
Equinor ASA | 2.375% | 5/22/30 | 9,289 | 9,858 | ||
European Investment Bank | 2.125% | 4/13/26 | 20,445 | 22,202 | ||
European Investment Bank | 2.375% | 5/24/27 | 20,915 | 23,143 | ||
European Investment Bank | 0.625% | 10/21/27 | 11,075 | 11,014 | ||
European Investment Bank | 1.625% | 10/9/29 | 13,700 | 14,480 | ||
European Investment Bank | 0.875% | 5/17/30 | 16,125 | 15,993 | ||
European Investment Bank | 0.750% | 9/23/30 | 5,675 | 5,546 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 5 | 5 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 9,750 | 10,902 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 12,000 | 13,141 | ||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 6,175 | 6,987 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 3,400 | 3,600 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 12,000 | 11,755 | ||
2 | Hydro-Quebec | 8.500% | 12/1/29 | 1,400 | 2,205 | |
2 | Hydro-Quebec | 9.375% | 4/15/30 | 1,572 | 2,588 | |
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 5,900 | 6,518 | ||
2 | Inter-American Development Bank | 2.000% | 6/2/26 | 15,265 | 16,432 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 17,725 | 19,105 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 25,987 | 28,667 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 19,586 | 19,416 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 20,725 | 24,270 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 25,600 | 28,261 | ||
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 1,000 | 1,403 | ||
2 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 24,025 | 25,798 | |
2 | International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 26,145 | 29,230 | |
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 53,275 | 53,318 | ||
2 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 29,960 | 31,909 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 11,000 | 10,881 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 19,350 | 18,877 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | International Finance Corp. | 2.125% | 4/7/26 | 7,915 | 8,586 | |
International Finance Corp. | 0.750% | 8/27/30 | 9,675 | 9,439 | ||
2,5 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 13,000 | 14,300 | |
2,5 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 6,250 | 6,780 | |
5 | Japan Bank for International Cooperation | 1.875% | 7/21/26 | 2,706 | 2,865 | |
2,5 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 12,650 | 13,702 | |
5 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 20,780 | 23,332 | |
5 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 9,450 | 10,603 | |
5 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 17,165 | 19,263 | |
5 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 10,650 | 12,381 | |
5 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 11,325 | 13,425 | |
5 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 5,300 | 5,672 | |
5 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 7,560 | 8,402 | |
5 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 4,700 | 5,485 | |
5 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 4,300 | 4,209 | |
6 | KFW | 2.875% | 4/3/28 | 34,326 | 39,469 | |
6 | KFW | 1.750% | 9/14/29 | 16,085 | 17,118 | |
6 | KFW | 0.750% | 9/30/30 | 11,308 | 11,040 | |
Korea Development Bank | 3.000% | 1/13/26 | 10,000 | 11,051 | ||
Korea Development Bank | 2.000% | 9/12/26 | 7,300 | 7,802 | ||
2,6 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 13,225 | 14,042 | |
2,6 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 9,840 | 10,963 | |
6 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 15,325 | 15,070 | |
2 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 9,490 | 11,222 | |
Province of Alberta | 3.300% | 3/15/28 | 12,330 | 14,205 | ||
Province of Alberta | 1.300% | 7/22/30 | 17,834 | 17,383 | ||
2 | Province of British Columbia | 6.500% | 1/15/26 | 1,935 | 2,455 | |
Province of British Columbia | 2.250% | 6/2/26 | 7,520 | 8,168 | ||
Province of Manitoba | 2.125% | 6/22/26 | 6,100 | 6,556 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 4,200 | 4,871 | ||
Province of Ontario | 2.500% | 4/27/26 | 12,605 | 13,768 | ||
Province of Ontario | 2.300% | 6/15/26 | 23,512 | 25,508 | ||
Province of Ontario | 1.050% | 5/21/27 | 500 | 501 | ||
Province of Ontario | 2.000% | 10/2/29 | 14,020 | 14,773 | ||
Province of Ontario | 1.125% | 10/7/30 | 11,475 | 11,326 | ||
Province of Quebec | 2.500% | 4/20/26 | 12,600 | 13,779 | ||
Province of Quebec | 2.750% | 4/12/27 | 16,700 | 18,604 | ||
2 | Province of Quebec | 7.500% | 9/15/29 | 4,290 | 6,418 | |
Province of Quebec | 1.350% | 5/28/30 | 42,985 | 43,340 | ||
Republic of Chile | 3.125% | 1/21/26 | 9,738 | 10,799 | ||
2 | Republic of Chile | 3.240% | 2/6/28 | 19,730 | 22,345 | |
2 | Republic of Colombia | 4.500% | 1/28/26 | 11,211 | 12,695 | |
2 | Republic of Colombia | 3.875% | 4/25/27 | 21,668 | 24,116 | |
2 | Republic of Colombia | 4.500% | 3/15/29 | 17,375 | 20,108 | |
2 | Republic of Colombia | 3.000% | 1/30/30 | 14,125 | 14,845 | |
Republic of Indonesia | 3.500% | 1/11/28 | 17,500 | 19,578 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 11,650 | 13,528 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 19,753 | 23,926 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 5,300 | 5,923 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 8,850 | 9,514 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 4,175 | 4,853 | ||
Republic of Italy | 1.250% | 2/17/26 | 25,000 | 24,911 | ||
Republic of Italy | 2.875% | 10/17/29 | 19,175 | 20,115 | ||
Republic of Korea | 2.750% | 1/19/27 | 10,200 | 11,133 | ||
Republic of Korea | 3.500% | 9/20/28 | 4,000 | 4,676 | ||
Republic of Korea | 2.500% | 6/19/29 | 5,640 | 6,220 | ||
Republic of Korea | 1.000% | 9/16/30 | 6,100 | 5,974 | ||
Republic of Panama | 7.125% | 1/29/26 | 9,879 | 12,596 | ||
Republic of Panama | 8.875% | 9/30/27 | 9,047 | 12,960 | ||
2 | Republic of Panama | 3.875% | 3/17/28 | 8,625 | 9,919 | |
Republic of Panama | 9.375% | 4/1/29 | 6,760 | 10,495 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Republic of Panama | 3.160% | 1/23/30 | 17,700 | 19,691 | |
2 | Republic of Peru | 2.392% | 1/23/26 | 14,100 | 15,041 | |
Republic of Peru | 4.125% | 8/25/27 | 5,110 | 6,002 | ||
Republic of Peru | 2.844% | 6/20/30 | 6,825 | 7,557 | ||
Republic of Poland | 3.250% | 4/6/26 | 15,249 | 17,161 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 4,613 | 5,732 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 19,685 | 21,789 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 10,325 | 12,061 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 14,792 | 24,407 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 13,050 | 14,062 | ||
State of Israel | 2.875% | 3/16/26 | 6,695 | 7,370 | ||
State of Israel | 3.250% | 1/17/28 | 7,415 | 8,466 | ||
State of Israel | 2.500% | 1/15/30 | 12,025 | 13,017 | ||
State of Israel | 2.750% | 7/3/30 | 18,415 | 20,287 | ||
United Mexican States | 4.125% | 1/21/26 | 21,810 | 25,062 | ||
United Mexican States | 4.150% | 3/28/27 | 24,391 | 28,140 | ||
United Mexican States | 3.750% | 1/11/28 | 24,280 | 27,353 | ||
United Mexican States | 4.500% | 4/22/29 | 27,465 | 32,207 | ||
2 | United Mexican States | 3.250% | 4/16/30 | 30,450 | 32,955 | |
Total Sovereign Bonds (Cost $1,742,392) | 1,856,042 | |||||
Taxable Municipal Bonds (0.35%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 1,525 | 1,614 | ||
California GO | 6.650% | 3/1/22 | 3,500 | 3,644 | ||
California GO | 3.500% | 4/1/28 | 3,600 | 4,200 | ||
California GO | 3.050% | 4/1/29 | 3,450 | 3,928 | ||
California GO | 2.500% | 10/1/29 | 11,250 | 12,382 | ||
California GO | 1.750% | 11/1/30 | 5,000 | 5,144 | ||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | 190 | 198 | ||
Florida State Board of Administration Finance Corp. | 1.705% | 7/1/27 | 9,600 | 9,965 | ||
Florida State Board of Administration Finance Corp. | 2.154% | 7/1/30 | 12,000 | 12,627 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 50 | 57 | ||
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 3,600 | 3,735 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 2,750 | 2,839 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 2,830 | 3,649 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | 2,600 | 2,635 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Vanderbilt University Medical Center) | 4.053% | 7/1/26 | 1,095 | 1,249 | ||
7 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 16,600 | 21,396 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 2,425 | 2,881 | ||
Oregon GO | 5.892% | 6/1/27 | 13,750 | 17,249 | ||
8 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,500 | 1,813 | |
7 | Oregon School Boards Association GO | 5.550% | 6/30/28 | 875 | 1,072 | |
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 1,260 | 1,680 | ||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 7,225 | 9,317 | ||
University of California Revenue | 1.316% | 5/15/27 | 13,500 | 13,716 | ||
University of California Revenue | 3.349% | 7/1/29 | 100 | 115 | ||
University of California Revenue | 1.614% | 5/15/30 | 125 | 126 | ||
Utah GO | 3.539% | 7/1/25 | 748 | 814 | ||
8 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 2,660 | 3,127 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,300 | 3,736 | ||
Total Taxable Municipal Bonds (Cost $137,843) | 144,908 |
Coupon | Shares | Market Value ($000) | ||||
Temporary Cash Investments (0.50%) | ||||||
Money Market Fund (0.50%) | ||||||
9 | Vanguard Market Liquidity Fund (Cost $205,043) | 0.111% | 2,050,820 | 205,082 | ||
Total Investments (99.63%) (Cost $38,407,082) | 41,045,716 | |||||
Other Assets and Liabilities—Net (0.37%) | 151,409 | |||||
Net Assets (100%) | 41,197,125 |
Cost is in $000. | |
1 | U.S. government-guaranteed. |
2 | 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. |
3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
4 | 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 December 31, 2020, the aggregate value of these securities was $544,901,000, representing 1.3% of net assets. |
5 | Guaranteed by the Government of Japan. |
6 | Guaranteed by the Federal Republic of Germany. |
7 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
8 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
9 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
GO—Government Obligation Bond. |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (39.54%) | ||||||
U.S. Government Securities (38.75%) | ||||||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 95 | 141 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 9,857 | 9,607 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 17,610 | 17,541 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 24,935 | 36,561 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 11,909 | 18,131 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 4 | 6 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 17,078 | 25,352 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 18,725 | 28,240 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 35,013 | 47,480 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 33,891 | 50,234 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 10,866 | 16,605 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 21,210 | 32,034 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 109,850 | 104,203 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 47,663 | 72,247 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 138,290 | 130,857 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 16,065 | 22,996 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 97,835 | 96,689 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 34,800 | 52,222 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 31,915 | 50,944 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 37,045 | 56,748 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 33,470 | 47,517 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 36,977 | 48,307 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 49,452 | 64,774 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 37,225 | 47,840 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 56,023 | 69,381 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 71,703 | 88,733 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 74,415 | 97,507 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 88,875 | 112,274 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 78,885 | 111,326 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 73,790 | 106,119 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 83,564 | 118,204 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 103,962 | 142,038 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 71,978 | 94,842 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 8,381 | 10,838 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 42,431 | 50,560 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 14,965 | 19,408 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 30,492 | 38,777 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 46,945 | 61,043 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 73,370 | 87,585 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 78,356 | 93,574 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 99,693 | 113,744 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 77,764 | 99,307 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 64,144 | 83,848 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 88,261 | 115,525 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 79,621 | 99,775 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 102,371 | 128,395 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 104,480 | 137,065 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 113,086 | 151,712 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 123,435 | 162,278 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 122,791 | 172,387 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 81,831 | 107,864 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 138,860 | 179,216 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 97,160 | 111,126 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 41,011 | 48,150 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 100,439 | 109,055 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 200,000 | 181,313 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 175,648 | 164,341 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 139,500 | 138,803 | ||
4,683,389 | ||||||
Agency Bonds and Notes (0.79%) | ||||||
Federal Home Loan Banks | 5.625% | 3/14/36 | 1,000 | 1,545 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 4,055 | 6,261 | ||
1 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 9,514 | 14,713 | |
1 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 13,952 | 21,583 | |
1,2 | Federal Home Loan Mortgage Corp. | 0.000% | 11/15/38 | 40 | 29 | |
1 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 4,435 | 7,048 | |
1 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 770 | 1,313 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 4,510 | 6,252 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 4,535 | 6,979 | ||
Tennessee Valley Authority | 5.980% | 4/1/36 | 1,000 | 1,552 | ||
Tennessee Valley Authority | 6.150% | 1/15/38 | 2,450 | 3,966 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,175 | 1,797 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 7,825 | 11,797 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 2,650 | 4,007 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 950 | 1,614 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 400 | 619 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 2,500 | 3,686 | ||
94,761 | ||||||
Total U.S. Government and Agency Obligations (Cost $4,074,655) | 4,778,150 | |||||
Corporate Bonds (52.87%) | ||||||
Communications (7.42%) | ||||||
Alphabet Inc. | 1.900% | 8/15/40 | 2,750 | 2,683 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 5,400 | 5,156 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 4,725 | 4,528 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 2,713 | 4,070 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 1,100 | 1,572 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 3,329 | 4,914 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 5,176 | 6,452 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 2,775 | 3,565 | ||
AT&T Inc. | 2.750% | 6/1/31 | 8,073 | 8,603 | ||
AT&T Inc. | 2.250% | 2/1/32 | 5,435 | 5,505 | ||
2,3 | AT&T Inc. | 2.550% | 12/1/33 | 9,000 | 9,249 | |
AT&T Inc. | 6.150% | 9/15/34 | 550 | 747 | ||
AT&T Inc. | 4.500% | 5/15/35 | 5,459 | 6,605 | ||
AT&T Inc. | 5.250% | 3/1/37 | 4,025 | 5,191 | ||
AT&T Inc. | 4.900% | 8/15/37 | 2,625 | 3,273 | ||
AT&T Inc. | 4.850% | 3/1/39 | 2,416 | 2,995 | ||
AT&T Inc. | 6.000% | 8/15/40 | 100 | 139 | ||
AT&T Inc. | 5.350% | 9/1/40 | 6,500 | 8,468 | ||
AT&T Inc. | 3.500% | 6/1/41 | 5,425 | 5,849 | ||
AT&T Inc. | 5.550% | 8/15/41 | 2,939 | 3,893 | ||
AT&T Inc. | 5.150% | 3/15/42 | 2,015 | 2,567 | ||
AT&T Inc. | 4.900% | 6/15/42 | 2,145 | 2,675 | ||
AT&T Inc. | 4.300% | 12/15/42 | 6,231 | 7,257 | ||
AT&T Inc. | 3.100% | 2/1/43 | 4,310 | 4,367 | ||
AT&T Inc. | 4.650% | 6/1/44 | 1,342 | 1,600 | ||
AT&T Inc. | 4.350% | 6/15/45 | 2,958 | 3,381 | ||
AT&T Inc. | 4.750% | 5/15/46 | 5,756 | 7,131 | ||
2 | AT&T Inc. | 5.150% | 11/15/46 | 3,447 | 4,497 | |
AT&T Inc. | 5.650% | 2/15/47 | 100 | 136 | ||
AT&T Inc. | 5.450% | 3/1/47 | 1,000 | 1,340 | ||
AT&T Inc. | 4.500% | 3/9/48 | 4,143 | 4,905 | ||
AT&T Inc. | 4.550% | 3/9/49 | 2,629 | 3,157 | ||
AT&T Inc. | 5.150% | 2/15/50 | 3,900 | 5,034 | ||
AT&T Inc. | 3.650% | 6/1/51 | 7,125 | 7,452 | ||
AT&T Inc. | 3.300% | 2/1/52 | 5,075 | 5,030 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2,3 | AT&T Inc. | 3.500% | 9/15/53 | 18,530 | 18,579 | |
2,3 | AT&T Inc. | 3.550% | 9/15/55 | 18,656 | 18,669 | |
2,3 | AT&T Inc. | 3.800% | 12/1/57 | 12,563 | 13,106 | |
2,3 | AT&T Inc. | 3.650% | 9/15/59 | 15,883 | 15,929 | |
AT&T Inc. | 3.850% | 6/1/60 | 2,300 | 2,412 | ||
AT&T Inc. | 3.500% | 2/1/61 | 3,450 | 3,416 | ||
Bell Canada | 4.464% | 4/1/48 | 466 | 615 | ||
Bell Canada | 4.300% | 7/29/49 | 4,315 | 5,604 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 5,350 | 5,649 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 5,812 | 7,956 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 1,125 | 1,400 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 9,767 | 13,801 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 4,298 | 5,353 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 5,205 | 6,801 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 4,742 | 5,768 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 7,862 | 9,365 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 4,583 | 4,754 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 1,783 | 2,702 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 3,275 | 3,292 | ||
Comcast Corp. | 1.950% | 1/15/31 | 3,800 | 3,901 | ||
Comcast Corp. | 1.500% | 2/15/31 | 2,150 | 2,132 | ||
Comcast Corp. | 4.250% | 1/15/33 | 5,439 | 6,794 | ||
Comcast Corp. | 7.050% | 3/15/33 | 1,905 | 2,912 | ||
Comcast Corp. | 4.200% | 8/15/34 | 2,130 | 2,669 | ||
Comcast Corp. | 5.650% | 6/15/35 | 1,100 | 1,559 | ||
Comcast Corp. | 4.400% | 8/15/35 | 2,950 | 3,737 | ||
Comcast Corp. | 6.500% | 11/15/35 | 3,556 | 5,474 | ||
Comcast Corp. | 3.200% | 7/15/36 | 1,025 | 1,161 | ||
Comcast Corp. | 6.450% | 3/15/37 | 3,722 | 5,683 | ||
Comcast Corp. | 6.950% | 8/15/37 | 2,138 | 3,416 | ||
Comcast Corp. | 3.900% | 3/1/38 | 3,755 | 4,567 | ||
Comcast Corp. | 6.400% | 5/15/38 | 1,231 | 1,899 | ||
Comcast Corp. | 4.600% | 10/15/38 | 4,097 | 5,372 | ||
Comcast Corp. | 6.550% | 7/1/39 | 100 | 156 | ||
Comcast Corp. | 3.250% | 11/1/39 | 4,340 | 4,897 | ||
Comcast Corp. | 6.400% | 3/1/40 | 1,406 | 2,192 | ||
Comcast Corp. | 3.750% | 4/1/40 | 3,255 | 3,924 | ||
Comcast Corp. | 4.650% | 7/15/42 | 2,605 | 3,515 | ||
Comcast Corp. | 4.500% | 1/15/43 | 1,770 | 2,329 | ||
Comcast Corp. | 4.750% | 3/1/44 | 1,851 | 2,536 | ||
Comcast Corp. | 4.600% | 8/15/45 | 4,200 | 5,610 | ||
Comcast Corp. | 3.400% | 7/15/46 | 4,697 | 5,421 | ||
Comcast Corp. | 4.000% | 8/15/47 | 2,700 | 3,393 | ||
Comcast Corp. | 3.969% | 11/1/47 | 6,934 | 8,647 | ||
Comcast Corp. | 4.000% | 3/1/48 | 1,350 | 1,686 | ||
Comcast Corp. | 4.700% | 10/15/48 | 4,750 | 6,600 | ||
Comcast Corp. | 3.999% | 11/1/49 | 6,622 | 8,323 | ||
Comcast Corp. | 3.450% | 2/1/50 | 3,400 | 3,995 | ||
Comcast Corp. | 2.800% | 1/15/51 | 6,550 | 6,823 | ||
Comcast Corp. | 2.450% | 8/15/52 | 3,975 | 3,855 | ||
Comcast Corp. | 4.049% | 11/1/52 | 1,418 | 1,811 | ||
Comcast Corp. | 4.950% | 10/15/58 | 6,558 | 9,930 | ||
Comcast Corp. | 2.650% | 8/15/62 | 2,775 | 2,776 | ||
Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | 400 | 675 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 1,417 | 1,792 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 2,315 | 3,292 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 2,391 | 2,942 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 3,640 | 4,730 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 2,254 | 2,948 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 3,335 | 4,161 | ||
2,3 | Discovery Communications LLC | 4.000% | 9/15/55 | 1,964 | 2,188 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Fox Corp. | 5.476% | 1/25/39 | 2,025 | 2,770 | ||
Fox Corp. | 5.576% | 1/25/49 | 3,701 | 5,376 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 685 | 1,044 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 1,478 | 2,072 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 1,350 | 1,632 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 2,150 | 2,975 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 2,900 | 3,664 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 1,400 | 1,910 | ||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 2,540 | 3,986 | ||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 1,441 | 2,196 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 3,950 | 5,148 | ||
Orange SA | 9.000% | 3/1/31 | 6,264 | 10,247 | ||
Orange SA | 5.375% | 1/13/42 | 900 | 1,280 | ||
Orange SA | 5.500% | 2/6/44 | 1,916 | 2,789 | ||
Rogers Communications Inc. | 7.500% | 8/15/38 | 1,000 | 1,556 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 2,100 | 2,660 | ||
Rogers Communications Inc. | 5.450% | 10/1/43 | 149 | 209 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 1,249 | 1,705 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 575 | 728 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 5,347 | 6,831 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 1,250 | 1,452 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 6,045 | 9,046 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 2,966 | 3,573 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 4,002 | 5,138 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 3,581 | 4,469 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 3,475 | 4,683 | ||
TELUS Corp. | 4.600% | 11/16/48 | 1,075 | 1,407 | ||
TELUS Corp. | 4.300% | 6/15/49 | 1,481 | 1,848 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 750 | 1,023 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 4,268 | 6,320 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 4,850 | 6,920 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 2,812 | 3,722 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 4,656 | 5,992 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 2,600 | 3,027 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 3,051 | 4,715 | ||
2,3 | T-Mobile USA Inc. | 2.550% | 2/15/31 | 6,225 | 6,532 | |
2,3 | T-Mobile USA Inc. | 2.250% | 11/15/31 | 700 | 718 | |
2,3 | T-Mobile USA Inc. | 4.375% | 4/15/40 | 6,950 | 8,437 | |
2,3 | T-Mobile USA Inc. | 3.000% | 2/15/41 | 4,000 | 4,144 | |
2,3 | T-Mobile USA Inc. | 4.500% | 4/15/50 | 8,225 | 10,200 | |
2,3 | T-Mobile USA Inc. | 3.300% | 2/15/51 | 7,000 | 7,208 | |
2,3 | T-Mobile USA Inc. | 3.600% | 11/15/60 | 2,305 | 2,449 | |
2 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 2,333 | 3,505 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 2,214 | 2,814 | ||
2 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 1,705 | 2,118 | |
2 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 1,757 | 2,080 | |
2 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 425 | 537 | |
Verizon Communications Inc. | 1.750% | 1/20/31 | 5,000 | 4,970 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 2,726 | 3,436 | ||
Verizon Communications Inc. | 6.400% | 9/15/33 | 610 | 864 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 8,702 | 10,861 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 7,838 | 9,693 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 6,553 | 8,899 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 4,475 | 5,800 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 4,000 | 4,045 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 2,804 | 3,692 | ||
Verizon Communications Inc. | 3.850% | 11/1/42 | 2,248 | 2,659 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 3,491 | 4,260 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 9,675 | 12,984 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 10,852 | 14,084 | ||
Verizon Communications Inc. | 5.012% | 4/15/49 | 5,955 | 8,250 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Verizon Communications Inc. | 4.000% | 3/22/50 | 2,925 | 3,539 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 6,050 | 6,084 | ||
Verizon Communications Inc. | 5.012% | 8/21/54 | 971 | 1,353 | ||
Verizon Communications Inc. | 4.672% | 3/15/55 | 7,000 | 9,316 | ||
2,3 | Verizon Communications Inc. | 2.987% | 10/30/56 | 8,537 | 8,576 | |
Verizon Communications Inc. | 3.000% | 11/20/60 | 4,500 | 4,514 | ||
ViacomCBS Inc. | 4.950% | 1/15/31 | 3,300 | 4,139 | ||
ViacomCBS Inc. | 4.200% | 5/19/32 | 3,825 | 4,605 | ||
ViacomCBS Inc. | 5.500% | 5/15/33 | 1,000 | 1,281 | ||
ViacomCBS Inc. | 6.875% | 4/30/36 | 2,655 | 3,851 | ||
ViacomCBS Inc. | 5.900% | 10/15/40 | 863 | 1,142 | ||
ViacomCBS Inc. | 4.850% | 7/1/42 | 1,686 | 2,052 | ||
ViacomCBS Inc. | 4.375% | 3/15/43 | 4,860 | 5,737 | ||
ViacomCBS Inc. | 5.850% | 9/1/43 | 1,794 | 2,464 | ||
ViacomCBS Inc. | 5.250% | 4/1/44 | 979 | 1,259 | ||
ViacomCBS Inc. | 4.900% | 8/15/44 | 2,261 | 2,788 | ||
ViacomCBS Inc. | 4.600% | 1/15/45 | 1,425 | 1,687 | ||
ViacomCBS Inc. | 4.950% | 5/19/50 | 2,723 | 3,493 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 1,750 | 2,416 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 3,986 | 5,733 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 2,412 | 3,138 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 2,791 | 3,451 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 7,959 | 11,036 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 4,625 | 6,156 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 3,225 | 3,969 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 1,250 | 1,718 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 3,900 | 4,277 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 696 | 1,014 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 3,202 | 4,805 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 4,428 | 6,862 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 1,073 | 1,564 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 850 | 1,341 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 1,115 | 1,483 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 2,475 | 2,904 | ||
Walt Disney Co. | 6.150% | 2/15/41 | 1,180 | 1,809 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 3,885 | 5,679 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 2,979 | 4,080 | ||
Walt Disney Co. | 4.750% | 11/15/46 | 900 | 1,210 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 6,375 | 6,735 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 3,225 | 4,545 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 5,472 | 6,638 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 3,675 | 4,613 | ||
895,988 | ||||||
Consumer Discretionary (2.82%) | ||||||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 725 | 896 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 3,100 | 3,650 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 4,600 | 5,785 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 2,430 | 3,242 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 3,900 | 5,335 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 7,497 | 9,307 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 2,950 | 4,310 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 6,675 | 8,804 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 6,200 | 6,410 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 5,450 | 7,693 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 5,731 | 6,125 | ||
2 | American University | 3.672% | 4/1/49 | 1,375 | 1,529 | |
Aptiv plc | 4.400% | 10/1/46 | 275 | 297 | ||
Aptiv plc | 5.400% | 3/15/49 | 975 | 1,214 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 2,350 | 2,332 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 1,350 | 1,573 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
California Institute of Technology | 4.321% | 8/1/45 | 1,050 | 1,421 | ||
California Institute of Technology | 4.700% | 11/1/11 | 930 | 1,288 | ||
California Institute of Technology | 3.650% | 9/1/19 | 1,350 | 1,529 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 940 | 1,327 | ||
Daimler Finance North America LLC | 8.500% | 1/18/31 | 2,288 | 3,611 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 1,000 | 1,103 | ||
2 | Duke University | 2.682% | 10/1/44 | 1,000 | 1,045 | |
2 | Duke University | 2.832% | 10/1/55 | 2,100 | 2,278 | |
eBay Inc. | 4.000% | 7/15/42 | 2,280 | 2,582 | ||
2 | Emory University | 2.969% | 9/1/50 | 950 | 1,014 | |
2 | Ford Foundation | 2.415% | 6/1/50 | 956 | 974 | |
2 | Ford Foundation | 2.815% | 6/1/70 | 1,425 | 1,524 | |
General Motors Co. | 5.000% | 4/1/35 | 2,388 | 2,866 | ||
General Motors Co. | 6.600% | 4/1/36 | 1,881 | 2,565 | ||
General Motors Co. | 5.150% | 4/1/38 | 2,400 | 2,892 | ||
General Motors Co. | 6.250% | 10/2/43 | 4,316 | 5,787 | ||
General Motors Co. | 5.200% | 4/1/45 | 4,150 | 5,041 | ||
General Motors Co. | 6.750% | 4/1/46 | 2,525 | 3,618 | ||
General Motors Co. | 5.400% | 4/1/48 | 2,202 | 2,760 | ||
General Motors Co. | 5.950% | 4/1/49 | 1,600 | 2,150 | ||
2 | George Washington University | 4.300% | 9/15/44 | 865 | 1,078 | |
George Washington University | 4.868% | 9/15/45 | 200 | 273 | ||
2 | George Washington University | 4.126% | 9/15/48 | 2,499 | 3,111 | |
2 | Georgetown University | 2.943% | 4/1/50 | 2,565 | 2,568 | |
2 | Georgetown University | 5.215% | 10/1/18 | 200 | 289 | |
Harley-Davidson Inc. | 4.625% | 7/28/45 | 1,155 | 1,311 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 1,304 | 1,681 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 625 | 706 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 7,500 | 11,350 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 2,470 | 2,906 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 2,310 | 3,589 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 4,616 | 5,984 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 2,913 | 4,103 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 972 | 1,295 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 4,249 | 5,659 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 3,858 | 4,901 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 5,195 | 7,283 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 2,275 | 2,610 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 2,800 | 3,316 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 758 | 941 | ||
JD.com Inc. | 4.125% | 1/14/50 | 900 | 990 | ||
2 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 1,000 | 1,075 | |
2 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 1,927 | 1,918 | |
2 | Johns Hopkins University | 4.083% | 7/1/53 | 1,631 | 2,164 | |
Kohl's Corp. | 5.550% | 7/17/45 | 975 | 1,046 | ||
Lear Corp. | 5.250% | 5/15/49 | 1,350 | 1,646 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,310 | 1,677 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 800 | 1,088 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 448 | 532 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 2,054 | 2,415 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 3,665 | 4,534 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 1,975 | 2,624 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 2,100 | 3,101 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 4,625 | 4,924 | ||
2 | Marriott International Inc. | 3.500% | 10/15/32 | 2,400 | 2,628 | |
Masco Corp. | 4.500% | 5/15/47 | 1,624 | 2,033 | ||
2 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 1,550 | 1,934 | |
2 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 1,425 | 1,638 | |
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 1,600 | 2,798 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 955 | 1,432 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 2,566 | 3,263 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | McDonald's Corp. | 4.700% | 12/9/35 | 2,150 | 2,791 | |
2 | McDonald's Corp. | 6.300% | 10/15/37 | 1,224 | 1,839 | |
2 | McDonald's Corp. | 6.300% | 3/1/38 | 2,771 | 4,192 | |
2 | McDonald's Corp. | 5.700% | 2/1/39 | 1,750 | 2,503 | |
2 | McDonald's Corp. | 4.875% | 7/15/40 | 1,150 | 1,522 | |
2 | McDonald's Corp. | 3.700% | 2/15/42 | 2,419 | 2,820 | |
2 | McDonald's Corp. | 3.625% | 5/1/43 | 975 | 1,121 | |
2 | McDonald's Corp. | 4.600% | 5/26/45 | 1,634 | 2,126 | |
2 | McDonald's Corp. | 4.875% | 12/9/45 | 1,631 | 2,201 | |
2 | McDonald's Corp. | 4.450% | 3/1/47 | 3,684 | 4,773 | |
2 | McDonald's Corp. | 4.450% | 9/1/48 | 2,840 | 3,706 | |
2 | McDonald's Corp. | 3.625% | 9/1/49 | 2,700 | 3,149 | |
2 | McDonald's Corp. | 4.200% | 4/1/50 | 2,300 | 2,954 | |
NIKE Inc. | 3.250% | 3/27/40 | 1,970 | 2,283 | ||
NIKE Inc. | 3.625% | 5/1/43 | 1,000 | 1,214 | ||
NIKE Inc. | 3.875% | 11/1/45 | 2,719 | 3,475 | ||
NIKE Inc. | 3.375% | 11/1/46 | 1,475 | 1,740 | ||
NIKE Inc. | 3.375% | 3/27/50 | 3,023 | 3,714 | ||
2 | Northwestern University | 4.643% | 12/1/44 | 1,700 | 2,249 | |
2 | Northwestern University | 2.640% | 12/1/50 | 470 | 483 | |
2 | Northwestern University | 3.662% | 12/1/57 | 570 | 719 | |
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 900 | 900 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 1,115 | 1,592 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 576 | 679 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 1,900 | 2,020 | ||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 525 | 651 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 2,500 | 3,425 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 500 | 682 | ||
2 | Rockefeller Foundation | 2.492% | 10/1/50 | 1,700 | 1,732 | |
Ross Stores Inc. | 1.875% | 4/15/31 | 1,300 | 1,304 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 1,195 | 1,529 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 1,000 | 1,120 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 575 | 797 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 2,033 | 2,833 | ||
Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 1,775 | 1,851 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 800 | 980 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 1,858 | 2,164 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 1,000 | 1,287 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 2,710 | 3,549 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 1,400 | 1,559 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 3,250 | 3,731 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 500 | 504 | ||
2 | Trustees of Boston College | 3.129% | 7/1/52 | 1,200 | 1,308 | |
2 | Trustees of Boston University | 4.061% | 10/1/48 | 875 | 1,107 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 1,100 | 1,669 | ||
2 | Trustees of Princeton University | 2.516% | 7/1/50 | 1,400 | 1,481 | |
2 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 1,050 | 1,075 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 1,100 | 1,576 | ||
Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | 450 | 503 | ||
2 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 1,905 | 1,962 | |
2 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 1,330 | 1,264 | |
2 | University of Chicago | 2.547% | 4/1/50 | 1,425 | 1,425 | |
2 | University of Chicago | 4.003% | 10/1/53 | 1,250 | 1,651 | |
2 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 649 | 790 | |
2 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 1,350 | 1,662 | |
2 | University of Southern California | 3.028% | 10/1/39 | 2,090 | 2,282 | |
University of Southern California | 2.805% | 10/1/50 | 525 | 569 | ||
University of Southern California | 5.250% | 10/1/11 | 1,075 | 1,698 | ||
2 | University of Southern California | 3.226% | 10/1/20 | 1,350 | 1,374 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Whirlpool Corp. | 4.600% | 5/15/50 | 1,775 | 2,302 | ||
2 | William Marsh Rice University | 3.574% | 5/15/45 | 859 | 1,042 | |
2 | Yale University | 2.402% | 4/15/50 | 1,375 | 1,415 | |
340,909 | ||||||
Consumer Staples (4.36%) | ||||||
Altria Group Inc. | 5.800% | 2/14/39 | 2,350 | 3,087 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 2,202 | 2,455 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 4,486 | 5,144 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 6,583 | 8,419 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 4,405 | 6,155 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 1,395 | 1,651 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 3,060 | 4,289 | ||
2 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 12,051 | 15,251 | |
2 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 25,794 | 33,452 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 5,260 | 6,631 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 3,803 | 4,322 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 3,075 | 3,798 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 2,950 | 3,823 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 2,700 | 3,434 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 850 | 1,219 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 4,194 | 5,147 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 1,492 | 2,538 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 1,945 | 2,622 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 1,959 | 3,279 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 2,054 | 2,516 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 5,146 | 6,761 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 4,070 | 4,581 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 3,550 | 4,493 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 4,196 | 5,192 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 8,939 | 12,694 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 4,205 | 5,289 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 4,215 | 5,511 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 1,700 | 2,579 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 2,350 | 3,023 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 1,615 | 2,298 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 1,640 | 2,353 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 687 | 866 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 1,915 | 2,729 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 2,625 | 2,718 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 7,120 | 7,978 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 1,350 | 1,405 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 2,641 | 2,924 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 4,125 | 4,723 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 1,769 | 2,185 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 4,625 | 4,806 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 1,925 | 2,586 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 1,650 | 2,204 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 1,575 | 1,664 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 1,325 | 1,658 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 2,453 | 2,445 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 100 | 129 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 975 | 1,034 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 1,975 | 2,712 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 3,675 | 3,872 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 3,500 | 3,610 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 2,350 | 2,534 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 100 | 101 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 2,075 | 2,905 | ||
2 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 1,800 | 2,413 | |
Conagra Brands Inc. | 5.300% | 11/1/38 | 650 | 864 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Conagra Brands Inc. | 5.400% | 11/1/48 | 2,760 | 3,895 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 3,695 | 4,664 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 1,497 | 1,807 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 592 | 830 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 475 | 557 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 2,725 | 2,828 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 2,150 | 2,265 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 1,525 | 2,199 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 750 | 928 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 775 | 1,300 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 1,202 | 1,533 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 2,400 | 3,030 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,200 | 1,778 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 1,000 | 1,314 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 700 | 919 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 1,525 | 1,749 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 2,365 | 2,946 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 3,990 | 4,433 | ||
General Mills Inc. | 4.550% | 4/17/38 | 2,435 | 3,121 | ||
General Mills Inc. | 5.400% | 6/15/40 | 1,175 | 1,652 | ||
General Mills Inc. | 4.150% | 2/15/43 | 2,000 | 2,511 | ||
Hershey Co. | 3.125% | 11/15/49 | 1,725 | 1,955 | ||
Hershey Co. | 2.650% | 6/1/50 | 875 | 925 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 1,100 | 1,305 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 1,545 | 1,892 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 2,300 | 2,592 | ||
2 | Kellogg Co. | 7.450% | 4/1/31 | 1,605 | 2,423 | |
Kellogg Co. | 4.500% | 4/1/46 | 1,534 | 1,977 | ||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 1,375 | 1,840 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 2,745 | 3,499 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 1,425 | 1,795 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 1,500 | 1,794 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 1,425 | 2,329 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 1,179 | 1,709 | ||
Kimberly-Clark Corp. | 3.700% | 6/1/43 | 480 | 598 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 2,250 | 2,659 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 800 | 897 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 824 | 1,201 | ||
Kroger Co. | 8.000% | 9/15/29 | 775 | 1,121 | ||
Kroger Co. | 7.500% | 4/1/31 | 770 | 1,128 | ||
Kroger Co. | 6.900% | 4/15/38 | 750 | 1,132 | ||
Kroger Co. | 5.400% | 7/15/40 | 1,130 | 1,519 | ||
Kroger Co. | 5.000% | 4/15/42 | 1,425 | 1,884 | ||
Kroger Co. | 5.150% | 8/1/43 | 1,269 | 1,727 | ||
Kroger Co. | 3.875% | 10/15/46 | 1,750 | 2,047 | ||
Kroger Co. | 4.450% | 2/1/47 | 1,208 | 1,521 | ||
Kroger Co. | 4.650% | 1/15/48 | 1,596 | 2,068 | ||
Kroger Co. | 5.400% | 1/15/49 | 1,425 | 2,063 | ||
Kroger Co. | 3.950% | 1/15/50 | 1,250 | 1,503 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 1,425 | 1,807 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 1,790 | 2,648 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 1,519 | 2,009 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 3,015 | 3,768 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 4,037 | 4,619 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 2,000 | 2,028 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 750 | 754 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 1,825 | 1,831 | ||
PepsiCo Inc. | 5.500% | 1/15/40 | 100 | 150 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 1,500 | 1,797 | ||
PepsiCo Inc. | 4.875% | 11/1/40 | 100 | 140 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 3,078 | 3,957 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
PepsiCo Inc. | 3.600% | 8/13/42 | 1,325 | 1,605 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 2,043 | 2,671 | ||
PepsiCo Inc. | 4.600% | 7/17/45 | 1,424 | 1,991 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 3,954 | 5,512 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 3,450 | 4,141 | ||
PepsiCo Inc. | 4.000% | 5/2/47 | 1,133 | 1,479 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 2,190 | 2,654 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 2,600 | 2,903 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 2,770 | 3,500 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 2,875 | 3,836 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 3,415 | 5,150 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 2,255 | 2,808 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 1,577 | 1,989 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 1,090 | 1,269 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 2,300 | 2,815 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 1,500 | 1,982 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 2,879 | 3,620 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 1,650 | 2,524 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 2,161 | 2,688 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 1,085 | 1,407 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 2,734 | 3,666 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 3,381 | 4,268 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 887 | 1,217 | ||
Reynolds American Inc. | 6.150% | 9/15/43 | 2,600 | 3,364 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 2,452 | 3,130 | ||
Sysco Corp. | 6.600% | 4/1/40 | 1,200 | 1,752 | ||
Sysco Corp. | 4.850% | 10/1/45 | 1,831 | 2,286 | ||
Sysco Corp. | 4.500% | 4/1/46 | 1,470 | 1,778 | ||
Sysco Corp. | 4.450% | 3/15/48 | 1,450 | 1,747 | ||
Sysco Corp. | 3.300% | 2/15/50 | 825 | 864 | ||
Sysco Corp. | 6.600% | 4/1/50 | 3,743 | 5,750 | ||
Target Corp. | 6.500% | 10/15/37 | 1,000 | 1,612 | ||
Target Corp. | 7.000% | 1/15/38 | 1,500 | 2,496 | ||
Target Corp. | 3.625% | 4/15/46 | 2,225 | 2,797 | ||
Target Corp. | 3.900% | 11/15/47 | 1,600 | 2,090 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 2,516 | 3,285 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 1,063 | 1,459 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 3,055 | 4,017 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 2,640 | 3,794 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 1,708 | 2,480 | ||
Walgreen Co. | 4.400% | 9/15/42 | 814 | 876 | ||
Walgreens Boots Alliance Inc. | 4.500% | 11/18/34 | 2,358 | 2,688 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 3,091 | 3,500 | ||
Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 1,411 | 1,550 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 2,100 | 2,229 | ||
Walmart Inc. | 5.250% | 9/1/35 | 4,565 | 6,630 | ||
Walmart Inc. | 6.500% | 8/15/37 | 910 | 1,463 | ||
Walmart Inc. | 6.200% | 4/15/38 | 5,243 | 8,297 | ||
Walmart Inc. | 3.950% | 6/28/38 | 1,487 | 1,886 | ||
Walmart Inc. | 5.625% | 4/1/40 | 2,089 | 3,185 | ||
Walmart Inc. | 4.875% | 7/8/40 | 965 | 1,351 | ||
Walmart Inc. | 5.000% | 10/25/40 | 1,515 | 2,181 | ||
Walmart Inc. | 5.625% | 4/15/41 | 2,706 | 4,125 | ||
Walmart Inc. | 4.000% | 4/11/43 | 2,596 | 3,318 | ||
Walmart Inc. | 4.300% | 4/22/44 | 1,869 | 2,523 | ||
Walmart Inc. | 3.625% | 12/15/47 | 2,996 | 3,794 | ||
Walmart Inc. | 4.050% | 6/29/48 | 8,029 | 10,874 | ||
Walmart Inc. | 2.950% | 9/24/49 | 200 | 230 | ||
527,037 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Energy (4.58%) | ||||||
Baker Hughes a GE Co. LLC | 4.080% | 12/15/47 | 2,161 | 2,453 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 4,088 | 5,398 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 6,697 | 6,866 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 2,900 | 2,851 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 3,000 | 3,043 | ||
Burlington Resources LLC | 7.200% | 8/15/31 | 935 | 1,395 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 1,000 | 1,487 | ||
Burlington Resources LLC | 5.950% | 10/15/36 | 1,817 | 2,566 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 935 | 1,245 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 2,029 | 2,668 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 700 | 879 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 725 | 953 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 1,600 | 2,136 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 1,300 | 1,778 | ||
2 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 1,900 | 2,399 | |
Chevron Corp. | 2.978% | 5/11/40 | 1,599 | 1,766 | ||
Chevron Corp. | 3.078% | 5/11/50 | 2,300 | 2,537 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 1,000 | 966 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 1,300 | 1,784 | ||
Concho Resources Inc. | 2.400% | 2/15/31 | 500 | 522 | ||
Concho Resources Inc. | 4.875% | 10/1/47 | 2,800 | 3,766 | ||
Concho Resources Inc. | 4.850% | 8/15/48 | 1,300 | 1,734 | ||
Conoco Funding Co. | 7.250% | 10/15/31 | 2,880 | 4,292 | ||
ConocoPhillips | 5.900% | 10/15/32 | 2,429 | 3,306 | ||
ConocoPhillips | 5.900% | 5/15/38 | 2,272 | 3,254 | ||
ConocoPhillips | 6.500% | 2/1/39 | 2,685 | 4,102 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 2,177 | 2,753 | ||
ConocoPhillips Co. | 5.950% | 3/15/46 | 2,008 | 3,059 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 1,591 | 2,207 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 1,151 | 1,614 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 2,379 | 2,888 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 2,252 | 2,522 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 1,750 | 2,069 | ||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 1,275 | 1,210 | ||
2 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 1,381 | 1,952 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 2,025 | 2,533 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 2,590 | 3,974 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 500 | 585 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 1,000 | 1,139 | ||
Energy Transfer Operating LP | 4.900% | 3/15/35 | 1,250 | 1,364 | ||
Energy Transfer Operating LP | 6.625% | 10/15/36 | 1,226 | 1,468 | ||
2 | Energy Transfer Operating LP | 5.800% | 6/15/38 | 1,700 | 1,942 | |
Energy Transfer Operating LP | 7.500% | 7/1/38 | 2,105 | 2,763 | ||
Energy Transfer Operating LP | 6.050% | 6/1/41 | 1,650 | 1,893 | ||
Energy Transfer Operating LP | 6.500% | 2/1/42 | 2,530 | 3,068 | ||
Energy Transfer Operating LP | 5.150% | 2/1/43 | 1,399 | 1,472 | ||
Energy Transfer Operating LP | 5.950% | 10/1/43 | 1,700 | 1,906 | ||
Energy Transfer Operating LP | 5.150% | 3/15/45 | 3,051 | 3,291 | ||
Energy Transfer Operating LP | 6.125% | 12/15/45 | 3,120 | 3,643 | ||
Energy Transfer Operating LP | 5.300% | 4/15/47 | 2,300 | 2,533 | ||
Energy Transfer Operating LP | 6.000% | 6/15/48 | 3,192 | 3,784 | ||
Energy Transfer Operating LP | 6.250% | 4/15/49 | 3,281 | 3,958 | ||
Energy Transfer Operating LP | 5.000% | 5/15/50 | 2,150 | 2,346 | ||
2 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,000 | 1,394 | |
2 | Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,245 | 1,744 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 1,275 | 1,934 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 2,185 | 3,019 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 1,078 | 1,476 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 2,375 | 3,259 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 2,480 | 3,058 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 1,003 | 1,196 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 994 | 1,224 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 2,890 | 3,650 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 1,450 | 1,816 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 4,000 | 4,661 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 3,265 | 4,122 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 2,565 | 3,010 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 1,900 | 2,084 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 4,840 | 4,882 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 2,217 | 2,791 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 2,620 | 2,872 | ||
EOG Resources Inc. | 3.900% | 4/1/35 | 837 | 976 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 2,135 | 2,888 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 1,037 | 1,123 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 4,782 | 5,929 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 2,300 | 2,627 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 6,381 | 7,855 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 1,925 | 2,074 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 8,397 | 10,937 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 6,350 | 7,253 | ||
Halliburton Co. | 4.850% | 11/15/35 | 4,246 | 4,872 | ||
Halliburton Co. | 6.700% | 9/15/38 | 2,374 | 3,137 | ||
Halliburton Co. | 4.500% | 11/15/41 | 2,075 | 2,244 | ||
Halliburton Co. | 4.750% | 8/1/43 | 3,785 | 4,206 | ||
Halliburton Co. | 5.000% | 11/15/45 | 3,600 | 4,253 | ||
Hess Corp. | 7.300% | 8/15/31 | 1,445 | 1,864 | ||
Hess Corp. | 7.125% | 3/15/33 | 1,000 | 1,295 | ||
Hess Corp. | 6.000% | 1/15/40 | 1,916 | 2,333 | ||
Hess Corp. | 5.600% | 2/15/41 | 3,100 | 3,763 | ||
Hess Corp. | 5.800% | 4/1/47 | 1,250 | 1,583 | ||
Husky Energy Inc. | 6.800% | 9/15/37 | 1,000 | 1,252 | ||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 475 | 637 | ||
Kinder Morgan Energy Partners LP | 7.750% | 3/15/32 | 500 | 701 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 2,025 | 2,806 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 1,500 | 1,879 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 650 | 843 | ||
2 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 3,119 | 4,274 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,970 | 2,577 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,116 | 1,471 | ||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 2,596 | 3,398 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 1,300 | 1,575 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 1,937 | 2,234 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 750 | 855 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 2,071 | 2,393 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 2,213 | 2,765 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 1,450 | 1,774 | ||
2 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 1,954 | 2,784 | |
2 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 975 | 1,404 | |
Kinder Morgan Inc. | 5.550% | 6/1/45 | 3,550 | 4,542 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 1,593 | 1,949 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 1,380 | 1,738 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 2,260 | 2,264 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 1,665 | 2,105 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 1,600 | 1,819 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 2,000 | 2,278 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 1,225 | 1,374 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 1,500 | 1,846 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 2,600 | 3,211 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 1,000 | 1,146 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 2,150 | 2,884 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 2,716 | 3,110 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 1,925 | 2,161 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 1,175 | 1,337 | ||
MPLX LP | 4.500% | 4/15/38 | 3,405 | 3,852 | ||
MPLX LP | 5.200% | 3/1/47 | 2,688 | 3,259 | ||
2,3 | MPLX LP | 5.200% | 12/1/47 | 600 | 721 | |
MPLX LP | 5.200% | 12/1/47 | 1,480 | 1,778 | ||
MPLX LP | 4.700% | 4/15/48 | 4,185 | 4,970 | ||
MPLX LP | 5.500% | 2/15/49 | 2,500 | 3,241 | ||
MPLX LP | 4.900% | 4/15/58 | 1,200 | 1,400 | ||
National Oilwell Varco Inc. | 3.950% | 12/1/42 | 2,625 | 2,648 | ||
Noble Energy Inc. | 6.000% | 3/1/41 | 2,075 | 3,097 | ||
Noble Energy Inc. | 5.250% | 11/15/43 | 2,380 | 3,353 | ||
Noble Energy Inc. | 5.050% | 11/15/44 | 2,031 | 2,826 | ||
Noble Energy Inc. | 4.950% | 8/15/47 | 1,725 | 2,413 | ||
Noble Energy Inc. | 4.200% | 10/15/49 | 1,191 | 1,511 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 450 | 576 | ||
ONEOK Inc. | 6.000% | 6/15/35 | 1,335 | 1,635 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 1,655 | 1,822 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 1,900 | 2,185 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 2,025 | 2,115 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 1,000 | 1,060 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 850 | 1,184 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 2,145 | 2,687 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 1,250 | 1,605 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 1,775 | 2,113 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 1,056 | 1,286 | ||
Phillips 66 | 4.650% | 11/15/34 | 2,606 | 3,178 | ||
Phillips 66 | 5.875% | 5/1/42 | 3,600 | 5,002 | ||
Phillips 66 | 4.875% | 11/15/44 | 2,980 | 3,747 | ||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 840 | 902 | ||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 1,750 | 1,971 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 2,075 | 2,511 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 375 | 401 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 1,150 | 1,124 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 2,700 | 2,808 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 650 | 688 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 4,732 | 5,879 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 2,779 | 4,296 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 3,020 | 4,339 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 2,032 | 2,353 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 4,735 | 6,297 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 6,721 | 8,843 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 5,682 | 7,122 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 2,604 | 3,145 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 2,889 | 3,204 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 5,285 | 5,943 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 957 | 1,241 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 1,675 | 1,972 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 1,475 | 2,060 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 1,000 | 1,222 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 2,000 | 2,614 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 1,975 | 2,566 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 1,660 | 2,328 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 2,005 | 2,796 | ||
Suncor Energy Inc. | 6.850% | 6/1/39 | 1,860 | 2,607 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 1,640 | 1,848 | ||
Sunoco Logistics Partners Operations LP | 6.100% | 2/15/42 | 300 | 342 | ||
Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 1,233 | 1,315 | ||
Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 2,530 | 2,818 | ||
Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 3,400 | 3,749 | ||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 1,085 | 1,526 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 1,000 | 1,373 | ||
Total Capital International SA | 2.986% | 6/29/41 | 1,850 | 2,013 | ||
Total Capital International SA | 3.461% | 7/12/49 | 2,660 | 3,065 | ||
Total Capital International SA | 3.127% | 5/29/50 | 4,950 | 5,381 | ||
Total Capital International SA | 3.386% | 6/29/60 | 1,900 | 2,145 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 2,722 | 3,282 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 800 | 1,029 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 1,700 | 2,264 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 2,208 | 3,064 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 2,262 | 2,811 | ||
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 2,330 | 3,592 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 2,100 | 2,819 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 1,969 | 2,471 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 2,350 | 3,026 | ||
TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 2,325 | 3,114 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 1,395 | 1,767 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 1,495 | 1,738 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 1,535 | 1,850 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 1,200 | 1,349 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 2,365 | 3,267 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 2,675 | 3,541 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 1,981 | 2,309 | ||
2 | Williams Cos. Inc. | 7.500% | 1/15/31 | 1,260 | 1,687 | |
Williams Cos. Inc. | 6.300% | 4/15/40 | 3,550 | 4,713 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 1,000 | 1,270 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 1,522 | 1,874 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 3,000 | 3,922 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 2,425 | 3,002 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 1,730 | 2,111 | ||
552,815 | ||||||
Financials (8.76%) | ||||||
Aflac Inc. | 4.000% | 10/15/46 | 1,339 | 1,622 | ||
Aflac Inc. | 4.750% | 1/15/49 | 1,242 | 1,722 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 2,365 | 2,703 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 1,975 | 1,971 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 1,375 | 1,922 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 2,425 | 3,018 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 975 | 1,256 | ||
Allstate Corp. | 5.550% | 5/9/35 | 500 | 737 | ||
Allstate Corp. | 5.950% | 4/1/36 | 1,050 | 1,522 | ||
Allstate Corp. | 4.500% | 6/15/43 | 1,600 | 2,145 | ||
Allstate Corp. | 4.200% | 12/15/46 | 1,901 | 2,499 | ||
Allstate Corp. | 3.850% | 8/10/49 | 1,950 | 2,471 | ||
2 | Allstate Corp. | 6.500% | 5/15/57 | 1,160 | 1,554 | |
2 | Ally Financial Inc. | 8.000% | 11/1/31 | 4,824 | 7,043 | |
Ally Financial Inc. | 8.000% | 11/1/31 | 2,885 | 4,119 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 700 | 786 | ||
American Express Co. | 4.050% | 12/3/42 | 3,092 | 3,947 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 1,270 | 1,528 | ||
American International Group Inc. | 3.875% | 1/15/35 | 2,211 | 2,651 | ||
American International Group Inc. | 4.700% | 7/10/35 | 725 | 928 | ||
American International Group Inc. | 6.250% | 5/1/36 | 1,941 | 2,800 | ||
American International Group Inc. | 4.500% | 7/16/44 | 6,119 | 7,827 | ||
American International Group Inc. | 4.800% | 7/10/45 | 1,121 | 1,486 | ||
American International Group Inc. | 4.750% | 4/1/48 | 2,635 | 3,529 | ||
American International Group Inc. | 4.375% | 6/30/50 | 1,560 | 2,022 | ||
American International Group Inc. | 4.375% | 1/15/55 | 3,050 | 3,905 | ||
2 | American International Group Inc. | 8.175% | 5/15/58 | 1,000 | 1,460 | |
American Tower Corp. | 3.700% | 10/15/49 | 875 | 991 | ||
American Tower Corp. | 3.100% | 6/15/50 | 2,760 | 2,833 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American Tower Corp. | 2.950% | 1/15/51 | 500 | 500 | ||
Aon Corp. | 6.250% | 9/30/40 | 1,020 | 1,516 | ||
Aon plc | 4.600% | 6/14/44 | 1,017 | 1,337 | ||
Aon plc | 4.750% | 5/15/45 | 1,429 | 1,942 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 1,500 | 2,038 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 845 | 1,292 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 1,650 | 1,913 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 1,265 | 1,715 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 1,600 | 1,699 | ||
2 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 1,005 | 1,078 | |
2 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 1,140 | 1,390 | |
2 | AvalonBay Communities Inc. | 4.150% | 7/1/47 | 775 | 977 | |
2 | AvalonBay Communities Inc. | 4.350% | 4/15/48 | 410 | 532 | |
Bank of America Corp. | 6.110% | 1/29/37 | 5,150 | 7,483 | ||
2 | Bank of America Corp. | 4.244% | 4/24/38 | 6,185 | 7,595 | |
Bank of America Corp. | 7.750% | 5/14/38 | 5,723 | 9,739 | ||
2 | Bank of America Corp. | 4.078% | 4/23/40 | 4,385 | 5,335 | |
2 | Bank of America Corp. | 2.676% | 6/19/41 | 11,443 | 11,914 | |
2 | Bank of America Corp. | 5.875% | 2/7/42 | 3,920 | 5,953 | |
2 | Bank of America Corp. | 5.000% | 1/21/44 | 4,611 | 6,425 | |
2 | Bank of America Corp. | 4.875% | 4/1/44 | 1,568 | 2,157 | |
2 | Bank of America Corp. | 4.750% | 4/21/45 | 1,190 | 1,609 | |
2 | Bank of America Corp. | 4.443% | 1/20/48 | 509 | 674 | |
2 | Bank of America Corp. | 3.946% | 1/23/49 | 4,970 | 6,124 | |
2 | Bank of America Corp. | 4.330% | 3/15/50 | 7,690 | 10,060 | |
2 | Bank of America Corp. | 4.083% | 3/20/51 | 13,675 | 17,197 | |
2 | Bank of America Corp. | 2.831% | 10/24/51 | 1,700 | 1,770 | |
2 | Bank of America NA | 6.000% | 10/15/36 | 616 | 921 | |
Barclays plc | 5.250% | 8/17/45 | 3,025 | 4,134 | ||
Barclays plc | 4.950% | 1/10/47 | 3,420 | 4,636 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 2,063 | 3,159 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 1,540 | 2,036 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 2,090 | 2,755 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 5,618 | 7,367 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 4,235 | 5,600 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 3,100 | 3,320 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 3,424 | 4,624 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 3,530 | 3,687 | ||
Boston Properties LP | 3.250% | 1/30/31 | 1,816 | 1,998 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 2,433 | 2,538 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 1,025 | 1,297 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 2,050 | 2,198 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 950 | 1,005 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 1,750 | 1,820 | ||
Camden Property Trust | 3.350% | 11/1/49 | 750 | 862 | ||
Charles Schwab Corp. | 1.650% | 3/11/31 | 1,000 | 1,005 | ||
Chubb Corp. | 6.000% | 5/11/37 | 1,188 | 1,789 | ||
2 | Chubb Corp. | 6.500% | 5/15/38 | 3,276 | 5,204 | |
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 1,760 | 2,741 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 1,452 | 1,870 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 2,961 | 4,000 | ||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 900 | 1,251 | ||
Citigroup Inc. | 6.625% | 6/15/32 | 3,380 | 4,788 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 1,832 | 2,485 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 2,108 | 2,945 | ||
2 | Citigroup Inc. | 3.878% | 1/24/39 | 2,375 | 2,826 | |
Citigroup Inc. | 8.125% | 7/15/39 | 4,004 | 7,149 | ||
2 | Citigroup Inc. | 5.316% | 3/26/41 | 4,000 | 5,618 | |
Citigroup Inc. | 5.875% | 1/30/42 | 3,200 | 4,853 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 2,394 | 3,872 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 4,099 | 5,748 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Citigroup Inc. | 4.650% | 7/30/45 | 2,175 | 2,910 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 3,368 | 4,473 | ||
2 | Citigroup Inc. | 4.281% | 4/24/48 | 425 | 552 | |
Citigroup Inc. | 4.650% | 7/23/48 | 3,650 | 5,017 | ||
2,3 | Citizens Financial Group Inc. | 2.638% | 9/30/32 | 1,500 | 1,583 | |
CME Group Inc. | 5.300% | 9/15/43 | 2,340 | 3,480 | ||
CME Group Inc. | 4.150% | 6/15/48 | 1,125 | 1,514 | ||
2 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 2,984 | 4,407 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 955 | 1,413 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 5,391 | 7,547 | ||
Credit Suisse Group AG | 4.875% | 5/15/45 | 5,595 | 7,812 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 1,525 | 2,370 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 2,533 | 3,226 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 1,375 | 1,866 | ||
Crown Castle International Corp. | 4.000% | 11/15/49 | 300 | 349 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 1,200 | 1,440 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 3,100 | 3,209 | ||
Duke Realty LP | 3.050% | 3/1/50 | 830 | 902 | ||
Equinix Inc. | 3.000% | 7/15/50 | 1,711 | 1,734 | ||
Equinix Inc. | 2.950% | 9/15/51 | 1,163 | 1,176 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 4,010 | 5,282 | ||
ERP Operating LP | 4.500% | 7/1/44 | 1,895 | 2,479 | ||
ERP Operating LP | 4.500% | 6/1/45 | 700 | 919 | ||
ERP Operating LP | 4.000% | 8/1/47 | 950 | 1,174 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 750 | 744 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 1,495 | 1,593 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 1,180 | 1,521 | ||
Essex Portfolio LP | 2.650% | 9/1/50 | 725 | 683 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 1,120 | 1,471 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 2,500 | 2,822 | ||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 845 | 1,009 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 750 | 761 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 2,701 | 4,557 | ||
2 | First Republic Bank | 4.375% | 8/1/46 | 850 | 1,074 | |
2 | First Republic Bank | 4.625% | 2/13/47 | 1,275 | 1,676 | |
Fiserv Inc. | 4.400% | 7/1/49 | 4,800 | 6,428 | ||
GATX Corp. | 5.200% | 3/15/44 | 550 | 726 | ||
2,3 | GE Capital Funding LLC | 4.550% | 5/15/32 | 2,685 | 3,219 | |
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 26,831 | 31,913 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 2,309 | 2,831 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 2,000 | 2,802 | ||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 2,750 | 3,956 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 1,617 | 2,360 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 14,502 | 21,977 | ||
2 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 307 | 374 | |
2 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 9,691 | 12,337 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 7,221 | 11,266 | ||
2 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 3,957 | 5,470 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 3,950 | 5,449 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 3,279 | 4,551 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 1,450 | 2,021 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 1,612 | 2,411 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 1,260 | 1,574 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 1,050 | 1,235 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 1,100 | 1,099 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 1,450 | 1,573 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 625 | 919 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 1,100 | 1,119 | ||
2 | HSBC Bank USA NA | 5.875% | 11/1/34 | 1,653 | 2,310 | |
2 | HSBC Bank USA NA | 7.000% | 1/15/39 | 1,050 | 1,664 | |
2 | HSBC Holdings plc | 7.625% | 5/17/32 | 999 | 1,450 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
HSBC Holdings plc | 6.500% | 5/2/36 | 5,126 | 7,410 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 8,170 | 11,827 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 3,445 | 5,181 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 4,852 | 6,744 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 3,567 | 3,596 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 1,650 | 1,692 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 1,800 | 2,280 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 5,075 | 5,375 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 4,000 | 4,176 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 1,370 | 1,771 | ||
Jefferies Group LLC | 2.750% | 10/15/32 | 1,100 | 1,143 | ||
Jefferies Group LLC | 6.250% | 1/15/36 | 1,200 | 1,592 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 1,025 | 1,402 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 3,336 | 5,164 | ||
2 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 6,505 | 7,862 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 4,075 | 5,974 | ||
2 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 4,025 | 4,494 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 4,825 | 7,265 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 2,318 | 3,426 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 3,883 | 5,826 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 4,401 | 6,327 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 4,864 | 6,859 | ||
2 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 5,630 | 7,307 | |
2 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 4,505 | 5,697 | |
2 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 7,618 | 9,568 | |
2 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 3,810 | 4,790 | |
2 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 5,734 | 6,343 | |
Kilroy Realty LP | 2.500% | 11/15/32 | 1,400 | 1,411 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 1,375 | 1,546 | ||
Kimco Realty Corp. | 4.125% | 12/1/46 | 1,250 | 1,345 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 1,425 | 1,663 | ||
Kimco Realty Corp. | 3.700% | 10/1/49 | 175 | 186 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 1,850 | 2,666 | ||
Lincoln National Corp. | 3.400% | 1/15/31 | 100 | 114 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 1,505 | 2,073 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 530 | 807 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 1,575 | 2,005 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 1,380 | 1,779 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 955 | 1,307 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 5,000 | 6,103 | ||
Loews Corp. | 6.000% | 2/1/35 | 1,075 | 1,551 | ||
Loews Corp. | 4.125% | 5/15/43 | 1,090 | 1,292 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 1,771 | 2,562 | ||
Markel Corp. | 5.000% | 4/5/46 | 1,790 | 2,427 | ||
Markel Corp. | 4.300% | 11/1/47 | 622 | 786 | ||
Markel Corp. | 5.000% | 5/20/49 | 926 | 1,272 | ||
Markel Corp. | 4.150% | 9/17/50 | 1,250 | 1,570 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 1,095 | 1,562 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 1,170 | 1,564 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 1,750 | 2,324 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 760 | 990 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 2,304 | 3,322 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 1,600 | 2,021 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 1,400 | 1,808 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 1,821 | 2,251 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 3,850 | 4,948 | ||
MetLife Inc. | 6.500% | 12/15/32 | 1,725 | 2,618 | ||
MetLife Inc. | 6.375% | 6/15/34 | 2,047 | 3,115 | ||
MetLife Inc. | 5.700% | 6/15/35 | 4,702 | 6,892 | ||
2 | MetLife Inc. | 6.400% | 12/15/36 | 2,695 | 3,443 | |
2 | MetLife Inc. | 10.750% | 8/1/39 | 840 | 1,430 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
MetLife Inc. | 5.875% | 2/6/41 | 2,448 | 3,737 | ||
MetLife Inc. | 4.125% | 8/13/42 | 675 | 856 | ||
MetLife Inc. | 4.875% | 11/13/43 | 861 | 1,216 | ||
MetLife Inc. | 4.721% | 12/15/44 | 1,225 | 1,675 | ||
MetLife Inc. | 4.050% | 3/1/45 | 2,283 | 2,907 | ||
MetLife Inc. | 4.600% | 5/13/46 | 1,100 | 1,515 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 1,300 | 1,294 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 872 | 1,109 | ||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 1,245 | 1,566 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 3,550 | 4,291 | ||
2 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 800 | 851 | |
2 | Morgan Stanley | 1.794% | 2/13/32 | 7,000 | 7,032 | |
Morgan Stanley | 7.250% | 4/1/32 | 3,000 | 4,615 | ||
2 | Morgan Stanley | 3.971% | 7/22/38 | 3,485 | 4,279 | |
2 | Morgan Stanley | 4.457% | 4/22/39 | 2,572 | 3,314 | |
Morgan Stanley | 6.375% | 7/24/42 | 2,910 | 4,735 | ||
Morgan Stanley | 4.300% | 1/27/45 | 8,284 | 11,024 | ||
Morgan Stanley | 4.375% | 1/22/47 | 1,495 | 2,025 | ||
2 | Morgan Stanley | 5.597% | 3/24/51 | 8,383 | 13,399 | |
Nasdaq Inc. | 1.650% | 1/15/31 | 1,500 | 1,486 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 1,000 | 984 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 1,615 | 1,764 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 950 | 1,179 | ||
2 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 825 | 985 | |
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 2,300 | 2,413 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 2,600 | 2,977 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 1,245 | 1,603 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 807 | 1,012 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 1,630 | 2,066 | ||
Progressive Corp. | 4.350% | 4/25/44 | 2,555 | 3,363 | ||
Progressive Corp. | 4.125% | 4/15/47 | 3,213 | 4,234 | ||
Progressive Corp. | 4.200% | 3/15/48 | 1,335 | 1,783 | ||
Progressive Corp. | 3.950% | 3/26/50 | 650 | 849 | ||
Prologis LP | 4.375% | 9/15/48 | 1,175 | 1,607 | ||
Prologis LP | 3.000% | 4/15/50 | 1,245 | 1,374 | ||
Prologis LP | 2.125% | 10/15/50 | 1,100 | 1,010 | ||
2 | Prudential Financial Inc. | 5.750% | 7/15/33 | 550 | 745 | |
2 | Prudential Financial Inc. | 5.700% | 12/14/36 | 1,490 | 2,141 | |
2 | Prudential Financial Inc. | 6.625% | 12/1/37 | 868 | 1,300 | |
2 | Prudential Financial Inc. | 3.000% | 3/10/40 | 1,191 | 1,295 | |
2 | Prudential Financial Inc. | 6.625% | 6/21/40 | 749 | 1,157 | |
2 | Prudential Financial Inc. | 6.200% | 11/15/40 | 960 | 1,345 | |
2 | Prudential Financial Inc. | 5.100% | 8/15/43 | 1,195 | 1,481 | |
2 | Prudential Financial Inc. | 4.600% | 5/15/44 | 1,228 | 1,599 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 3,700 | 4,456 | ||
Prudential Financial Inc. | 3.935% | 12/7/49 | 2,693 | 3,268 | ||
2 | Prudential Financial Inc. | 4.350% | 2/25/50 | 2,900 | 3,770 | |
2 | Prudential Financial Inc. | 3.700% | 3/13/51 | 1,039 | 1,241 | |
Raymond James Financial Inc. | 4.950% | 7/15/46 | 2,120 | 2,898 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 2,470 | 2,799 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 2,200 | 2,203 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 1,931 | 2,625 | ||
Regency Centers LP | 4.400% | 2/1/47 | 1,170 | 1,350 | ||
Regency Centers LP | 4.650% | 3/15/49 | 739 | 891 | ||
2 | Regions Bank | 6.450% | 6/26/37 | 1,150 | 1,621 | |
Regions Financial Corp. | 7.375% | 12/10/37 | 1,000 | 1,524 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 850 | 1,066 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 887 | 1,314 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 755 | 921 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 2,087 | 2,392 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 2,475 | 2,879 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Simon Property Group LP | 3.250% | 9/13/49 | 2,925 | 2,995 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 650 | 721 | ||
Spirit Realty LP | 3.200% | 2/15/31 | 250 | 264 | ||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 770 | 1,223 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,050 | 1,631 | ||
2 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,790 | 2,727 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 1,780 | 2,558 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 1,863 | 2,535 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 925 | 1,226 | ||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 785 | 981 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 625 | 812 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 900 | 1,190 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,650 | 2,193 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 945 | 986 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 1,653 | 2,473 | ||
UDR Inc. | 3.000% | 8/15/31 | 2,230 | 2,457 | ||
2 | UDR Inc. | 2.100% | 8/1/32 | 400 | 407 | |
2 | UDR Inc. | 1.900% | 3/15/33 | 500 | 497 | |
UDR Inc. | 3.100% | 11/1/34 | 675 | 758 | ||
Unum Group | 5.750% | 8/15/42 | 1,200 | 1,455 | ||
Unum Group | 4.500% | 12/15/49 | 1,100 | 1,171 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 1,070 | 1,389 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 325 | 360 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 675 | 838 | ||
VEREIT Operating Partnership LP | 2.850% | 12/15/32 | 1,275 | 1,331 | ||
Visa Inc. | 1.100% | 2/15/31 | 3,100 | 3,039 | ||
Visa Inc. | 4.150% | 12/14/35 | 4,630 | 6,005 | ||
Visa Inc. | 2.700% | 4/15/40 | 2,975 | 3,236 | ||
Visa Inc. | 4.300% | 12/14/45 | 4,406 | 6,014 | ||
Visa Inc. | 3.650% | 9/15/47 | 3,580 | 4,473 | ||
Visa Inc. | 2.000% | 8/15/50 | 5,333 | 5,034 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 1,225 | 1,674 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 700 | 885 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 1,480 | 1,937 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 1,490 | 2,192 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 1,322 | 1,776 | ||
Wells Fargo & Co. | 5.375% | 2/7/35 | 2,490 | 3,389 | ||
2 | Wells Fargo & Co. | 5.950% | 12/15/36 | 1,804 | 2,394 | |
2 | Wells Fargo & Co. | 3.068% | 4/30/41 | 9,250 | 10,021 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 5,293 | 7,343 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 4,020 | 5,675 | ||
2 | Wells Fargo & Co. | 4.650% | 11/4/44 | 5,878 | 7,523 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 5,326 | 6,649 | ||
2 | Wells Fargo & Co. | 4.900% | 11/17/45 | 4,397 | 5,849 | |
2 | Wells Fargo & Co. | 4.400% | 6/14/46 | 4,391 | 5,481 | |
2 | Wells Fargo & Co. | 4.750% | 12/7/46 | 6,200 | 8,110 | |
2 | Wells Fargo & Co. | 5.013% | 4/4/51 | 12,000 | 17,035 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 53 | 74 | ||
2 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 2,486 | 3,496 | |
2 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 2,154 | 3,266 | |
Welltower Inc. | 2.750% | 1/15/31 | 1,500 | 1,596 | ||
Welltower Inc. | 6.500% | 3/15/41 | 650 | 909 | ||
Welltower Inc. | 4.950% | 9/1/48 | 1,350 | 1,752 | ||
Western Union Co. | 6.200% | 11/17/36 | 1,500 | 1,894 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 1,484 | 1,884 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 3,750 | 3,994 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 1,858 | 2,780 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 950 | 1,332 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 2,025 | 2,469 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 950 | 1,361 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
XLIT Ltd. | 5.500% | 3/31/45 | 1,150 | 1,608 | ||
1,058,422 | ||||||
Health Care (7.65%) | ||||||
Abbott Laboratories | 4.750% | 11/30/36 | 4,425 | 6,090 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 1,828 | 2,867 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 1,845 | 2,858 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 1,433 | 2,111 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 1,075 | 1,506 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 5,184 | 7,640 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 7,328 | 9,257 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 8,507 | 10,685 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 6,393 | 7,875 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 4,800 | 5,737 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 4,575 | 5,831 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 1,948 | 2,441 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 2,910 | 3,779 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 750 | 972 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 7,465 | 9,716 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 4,525 | 5,744 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 5,150 | 6,969 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 13,261 | 16,518 | ||
Adventist Health System | 3.630% | 3/1/49 | 725 | 802 | ||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 1,450 | 1,885 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 650 | 733 | ||
2 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 440 | 474 | |
Aetna Inc. | 6.625% | 6/15/36 | 2,164 | 3,196 | ||
Aetna Inc. | 6.750% | 12/15/37 | 1,150 | 1,750 | ||
Aetna Inc. | 4.500% | 5/15/42 | 1,825 | 2,234 | ||
Aetna Inc. | 4.125% | 11/15/42 | 1,900 | 2,250 | ||
Aetna Inc. | 4.750% | 3/15/44 | 1,115 | 1,430 | ||
Aetna Inc. | 3.875% | 8/15/47 | 2,115 | 2,487 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 1,125 | 1,560 | ||
2 | Allina Health System | 3.887% | 4/15/49 | 1,000 | 1,136 | |
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,000 | 1,216 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 1,370 | 1,673 | ||
Amgen Inc. | 2.300% | 2/25/31 | 4,175 | 4,431 | ||
Amgen Inc. | 3.150% | 2/21/40 | 8,174 | 8,894 | ||
Amgen Inc. | 4.950% | 10/1/41 | 4,145 | 5,485 | ||
Amgen Inc. | 5.150% | 11/15/41 | 2,001 | 2,750 | ||
Amgen Inc. | 4.400% | 5/1/45 | 5,361 | 6,764 | ||
Amgen Inc. | 4.563% | 6/15/48 | 3,327 | 4,369 | ||
Amgen Inc. | 3.375% | 2/21/50 | 7,225 | 8,016 | ||
Amgen Inc. | 4.663% | 6/15/51 | 2,478 | 3,343 | ||
2,3 | Amgen Inc. | 2.770% | 9/1/53 | 5,146 | 5,194 | |
Anthem Inc. | 5.950% | 12/15/34 | 1,250 | 1,804 | ||
Anthem Inc. | 5.850% | 1/15/36 | 1,000 | 1,383 | ||
Anthem Inc. | 6.375% | 6/15/37 | 826 | 1,188 | ||
Anthem Inc. | 4.625% | 5/15/42 | 2,699 | 3,511 | ||
Anthem Inc. | 4.650% | 1/15/43 | 2,646 | 3,459 | ||
Anthem Inc. | 5.100% | 1/15/44 | 2,070 | 2,858 | ||
Anthem Inc. | 4.650% | 8/15/44 | 2,422 | 3,183 | ||
Anthem Inc. | 4.375% | 12/1/47 | 2,377 | 3,062 | ||
Anthem Inc. | 4.550% | 3/1/48 | 1,939 | 2,563 | ||
Anthem Inc. | 3.700% | 9/15/49 | 200 | 236 | ||
Anthem Inc. | 3.125% | 5/15/50 | 2,280 | 2,496 | ||
Anthem Inc. | 4.850% | 8/15/54 | 500 | 632 | ||
2 | Ascension Health | 3.106% | 11/15/39 | 900 | 997 | |
Ascension Health | 3.945% | 11/15/46 | 2,417 | 3,111 | ||
2 | Ascension Health | 4.847% | 11/15/53 | 579 | 861 | |
AstraZeneca plc | 6.450% | 9/15/37 | 5,107 | 7,822 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AstraZeneca plc | 4.000% | 9/18/42 | 850 | 1,049 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 2,943 | 3,872 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 4,000 | 5,360 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 2,025 | 1,897 | ||
Banner Health | 1.897% | 1/1/31 | 500 | 506 | ||
2 | Banner Health | 3.181% | 1/1/50 | 850 | 907 | |
Banner Health | 2.913% | 1/1/51 | 875 | 926 | ||
2 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 1,166 | 1,296 | |
Baxalta Inc. | 5.250% | 6/23/45 | 3,100 | 4,299 | ||
2,3 | Baxter International Inc. | 1.730% | 4/1/31 | 1,575 | 1,583 | |
Baxter International Inc. | 3.500% | 8/15/46 | 1,500 | 1,703 | ||
2 | BayCare Health System Inc. | 3.831% | 11/15/50 | 1,300 | 1,638 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 645 | 789 | ||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,431 | 1,741 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 2,859 | 3,680 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 4,031 | 5,273 | ||
Becton Dickinson & Co. | 3.794% | 5/20/50 | 200 | 237 | ||
Biogen Inc. | 5.200% | 9/15/45 | 3,698 | 4,968 | ||
Biogen Inc. | 3.150% | 5/1/50 | 4,890 | 5,027 | ||
2 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 500 | 513 | |
2 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 825 | 878 | |
Boston Scientific Corp. | 7.000% | 11/15/35 | 500 | 732 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 1,858 | 2,366 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 1,004 | 1,585 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 3,125 | 4,253 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 4,465 | 5,651 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 2,175 | 2,217 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 254 | 291 | ||
Bristol-Myers Squibb Co. | 5.250% | 8/15/43 | 3,409 | 4,811 | ||
Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 1,514 | 2,093 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 2,906 | 3,906 | ||
Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 6,837 | 9,861 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 4,724 | 6,375 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 4,758 | 6,554 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 5,870 | 7,864 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 2,125 | 2,180 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 1,285 | 1,522 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 1,000 | 1,160 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 1,091 | 1,344 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 857 | 1,006 | ||
2 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 1,000 | 1,048 | |
Children's Health System of Texas | 2.511% | 8/15/50 | 1,000 | 969 | ||
2 | Children's Hospital | 2.928% | 7/15/50 | 750 | 748 | |
2 | Children's Hospital Corp. | 4.115% | 1/1/47 | 1,000 | 1,281 | |
2 | Children's Hospital Corp. | 2.585% | 2/1/50 | 675 | 676 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 975 | 1,224 | ||
2 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 1,200 | 1,246 | |
Cigna Corp. | 4.800% | 8/15/38 | 5,772 | 7,424 | ||
Cigna Corp. | 3.200% | 3/15/40 | 1,533 | 1,669 | ||
2 | Cigna Corp. | 6.125% | 11/15/41 | 2,420 | 3,493 | |
2 | Cigna Corp. | 4.800% | 7/15/46 | 5,740 | 7,518 | |
2 | Cigna Corp. | 3.875% | 10/15/47 | 3,090 | 3,621 | |
Cigna Corp. | 4.900% | 12/15/48 | 1,297 | 1,772 | ||
Cigna Corp. | 3.400% | 3/15/50 | 4,750 | 5,309 | ||
2 | City of Hope | 5.623% | 11/15/43 | 975 | 1,395 | |
2 | City of Hope | 4.378% | 8/15/48 | 1,005 | 1,215 | |
2 | CommonSpirit Health | 4.350% | 11/1/42 | 2,175 | 2,537 | |
CommonSpirit Health | 3.817% | 10/1/49 | 650 | 735 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 2,100 | 2,438 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 950 | 1,053 | ||
2 | Community Health Network Inc. | 3.099% | 5/1/50 | 1,500 | 1,510 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 1,500 | 1,673 | |
CVS Health Corp. | 1.875% | 2/28/31 | 3,000 | 3,029 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 1,853 | 2,404 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 9,748 | 12,318 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 2,350 | 3,376 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 2,557 | 3,041 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 1,350 | 1,366 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 3,625 | 4,901 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 6,491 | 8,700 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 21,010 | 28,379 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 1,625 | 2,025 | ||
Danaher Corp. | 4.375% | 9/15/45 | 2,102 | 2,760 | ||
Danaher Corp. | 2.600% | 10/1/50 | 1,950 | 2,015 | ||
2 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 1,025 | 1,208 | |
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 1,350 | 1,536 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 2,275 | 2,691 | ||
Dignity Health | 4.500% | 11/1/42 | 1,050 | 1,178 | ||
Dignity Health | 5.267% | 11/1/64 | 900 | 1,213 | ||
2 | Duke University Health System Inc. | 3.920% | 6/1/47 | 1,995 | 2,480 | |
Eli Lilly & Co. | 3.950% | 3/15/49 | 6,075 | 7,919 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 4,360 | 4,281 | ||
Eli Lilly & Co. | 4.150% | 3/15/59 | 2,155 | 2,944 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 2,450 | 2,483 | ||
2 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 675 | 798 | |
Gilead Sciences Inc. | 4.600% | 9/1/35 | 3,114 | 4,014 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 1,133 | 1,366 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 850 | 856 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 3,006 | 4,334 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 5,717 | 7,531 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 3,750 | 4,770 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 8,772 | 11,617 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 3,575 | 3,558 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 1,725 | 2,466 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 4,740 | 7,481 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 1,887 | 2,427 | ||
2 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 1,300 | 1,307 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 1,070 | 1,356 | ||
2 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 1,300 | 1,332 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 600 | 804 | ||
2 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 1,300 | 1,367 | |
HCA Inc. | 5.125% | 6/15/39 | 3,983 | 5,053 | ||
HCA Inc. | 5.500% | 6/15/47 | 1,050 | 1,386 | ||
HCA Inc. | 5.250% | 6/15/49 | 4,355 | 5,705 | ||
Humana Inc. | 4.625% | 12/1/42 | 900 | 1,141 | ||
Humana Inc. | 4.950% | 10/1/44 | 1,787 | 2,412 | ||
Humana Inc. | 4.800% | 3/15/47 | 1,575 | 2,107 | ||
Humana Inc. | 3.950% | 8/15/49 | 650 | 791 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 1,075 | 1,394 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 1,220 | 1,542 | ||
2 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 1,125 | 1,324 | |
2 | Iowa Health System | 3.665% | 2/15/50 | 900 | 1,027 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 1,408 | 1,756 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 1,005 | 1,386 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 2,034 | 2,685 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 2,009 | 2,457 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 4,562 | 5,590 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 2,710 | 4,205 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 1,776 | 2,121 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 990 | 1,530 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 4,425 | 4,452 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 790 | 1,083 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Johnson & Johnson | 4.850% | 5/15/41 | 1,100 | 1,540 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 2,154 | 2,992 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 833 | 1,062 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 2,925 | 3,761 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 1,233 | 1,533 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 3,475 | 3,496 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 3,825 | 3,957 | ||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 1,441 | 1,970 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 4,393 | 5,691 | ||
2 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 2,100 | 2,394 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 1,750 | 2,731 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 1,260 | 1,691 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 2,499 | 3,270 | ||
2 | Mayo Clinic | 3.774% | 11/15/43 | 675 | 812 | |
2 | Mayo Clinic | 4.000% | 11/15/47 | 1,000 | 1,265 | |
2 | Mayo Clinic | 4.128% | 11/15/52 | 1,000 | 1,311 | |
McKesson Corp. | 6.000% | 3/1/41 | 375 | 521 | ||
2 | McLaren Health Care Corp. | 4.386% | 5/15/48 | 825 | 1,067 | |
2 | MedStar Health Inc. | 3.626% | 8/15/49 | 750 | 873 | |
Medtronic Inc. | 4.375% | 3/15/35 | 4,259 | 5,726 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 4,100 | 5,803 | ||
Memorial Health Services | 3.447% | 11/1/49 | 1,000 | 1,071 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 950 | 1,283 | ||
2 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 750 | 795 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 1,420 | 1,842 | ||
2 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,198 | 1,591 | |
Merck & Co. Inc. | 6.500% | 12/1/33 | 575 | 893 | ||
Merck & Co. Inc. | 6.550% | 9/15/37 | 1,100 | 1,758 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 1,177 | 1,487 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 2,950 | 3,042 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 4,162 | 5,122 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 1,309 | 1,708 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 2,205 | 2,741 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 3,255 | 4,291 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 5,925 | 6,104 | ||
2 | Methodist Hospital | 2.705% | 12/1/50 | 1,275 | 1,304 | |
2 | MidMichigan Health | 3.409% | 6/1/50 | 756 | 840 | |
2 | Montefiore Obligated Group | 5.246% | 11/1/48 | 1,575 | 1,909 | |
Montefiore Obligated Group | 4.287% | 9/1/50 | 650 | 708 | ||
2 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 1,150 | 1,297 | |
2 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 1,450 | 1,636 | |
2 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 500 | 544 | |
MultiCare Health System | 2.803% | 8/15/50 | 775 | 801 | ||
Mylan Inc. | 5.400% | 11/29/43 | 1,350 | 1,778 | ||
Mylan Inc. | 5.200% | 4/15/48 | 2,025 | 2,655 | ||
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 875 | 853 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 1,455 | 1,827 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 575 | 749 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 775 | 749 | ||
2 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 1,600 | 1,853 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 1,750 | 2,000 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 1,875 | 2,248 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 1,025 | 1,172 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 1,375 | 1,697 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 4,383 | 6,025 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 1,601 | 2,091 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 2,700 | 2,953 | ||
2 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 885 | 850 | |
2 | NYU Langone Hospitals | 5.750% | 7/1/43 | 925 | 1,280 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 1,288 | 1,631 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | NYU Langone Hospitals | 4.368% | 7/1/47 | 950 | 1,152 | |
2 | NYU Langone Hospitals | 3.380% | 7/1/55 | 1,000 | 1,041 | |
2 | OhioHealth Corp. | 3.042% | 11/15/50 | 1,100 | 1,202 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 1,050 | 1,272 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 500 | 553 | ||
2 | Partners Healthcare System Inc. | 3.765% | 7/1/48 | 276 | 328 | |
2 | Partners Healthcare System Inc. | 3.192% | 7/1/49 | 1,625 | 1,784 | |
2 | Partners Healthcare System Inc. | 4.117% | 7/1/55 | 125 | 160 | |
2 | Partners Healthcare System Inc. | 3.342% | 7/1/60 | 1,375 | 1,565 | |
2 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 1,250 | 1,662 | |
2 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 500 | 540 | |
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 936 | 1,040 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 4,762 | 6,029 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 2,380 | 3,032 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 1,525 | 1,903 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 7,558 | 12,967 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 250 | 265 | ||
Pfizer Inc. | 5.600% | 9/15/40 | 488 | 718 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 1,882 | 2,478 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 2,545 | 3,411 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 1,000 | 1,314 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 2,950 | 3,939 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 1,700 | 2,225 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 4,350 | 4,646 | ||
2 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 1,450 | 1,702 | |
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 500 | 548 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 1,094 | 1,375 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 1,385 | 1,335 | ||
2,3 | Royalty Pharma plc | 3.300% | 9/2/40 | 2,525 | 2,647 | |
2,3 | Royalty Pharma plc | 3.550% | 9/2/50 | 2,779 | 2,957 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 1,150 | 1,388 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 650 | 732 | ||
2 | Sharp HealthCare | 2.680% | 8/1/50 | 725 | 731 | |
2 | Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 1,075 | 1,231 | |
2 | Stanford Health Care | 3.795% | 11/15/48 | 1,550 | 1,931 | |
Stryker Corp. | 4.100% | 4/1/43 | 1,070 | 1,297 | ||
Stryker Corp. | 4.375% | 5/15/44 | 1,100 | 1,362 | ||
Stryker Corp. | 4.625% | 3/15/46 | 2,000 | 2,665 | ||
Stryker Corp. | 2.900% | 6/15/50 | 1,700 | 1,794 | ||
2 | Sutter Health | 3.161% | 8/15/40 | 500 | 529 | |
2 | Sutter Health | 4.091% | 8/15/48 | 1,375 | 1,670 | |
2 | Sutter Health | 3.361% | 8/15/50 | 1,250 | 1,361 | |
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 2,350 | 2,464 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 2,600 | 2,773 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 2,825 | 3,133 | ||
Texas Health Resources | 2.328% | 11/15/50 | 825 | 779 | ||
2 | Texas Health Resources | 4.330% | 11/15/55 | 750 | 1,009 | |
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 638 | 927 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 1,026 | 1,370 | ||
Toledo Hospital | 5.750% | 11/15/38 | 950 | 1,131 | ||
Toledo Hospital | 6.015% | 11/15/48 | 1,200 | 1,495 | ||
Trinity Health Corp. | 4.125% | 12/1/45 | 1,300 | 1,590 | ||
2 | Trinity Health Corp. | 3.434% | 12/1/48 | 1,005 | 1,094 | |
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 3,711 | 4,994 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 2,520 | 3,762 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 2,290 | 3,641 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 1,775 | 2,821 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 1,011 | 1,655 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 3,061 | 3,611 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 2,018 | 2,175 | ||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 446 | 669 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 1,300 | 1,987 | ||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 2,092 | 2,839 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 1,860 | 2,427 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 2,792 | 3,522 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 2,158 | 2,833 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,107 | 1,552 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 1,268 | 1,670 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 1,102 | 1,451 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 2,220 | 2,743 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 4,074 | 5,428 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 4,183 | 5,757 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 1,785 | 2,225 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 3,545 | 3,896 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 1,920 | 2,477 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 1,960 | 2,262 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 3,156 | 4,135 | ||
2,3 | Viatris Inc. | 3.850% | 6/22/40 | 4,130 | 4,646 | |
2,3 | Viatris Inc. | 4.000% | 6/22/50 | 4,241 | 4,851 | |
2 | West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 500 | 527 | |
Wyeth LLC | 6.500% | 2/1/34 | 2,591 | 4,025 | ||
Wyeth LLC | 6.000% | 2/15/36 | 890 | 1,325 | ||
Wyeth LLC | 5.950% | 4/1/37 | 2,105 | 3,166 | ||
2 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 1,000 | 971 | |
Zimmer Biomet Holdings Inc. | 4.250% | 8/15/35 | 413 | 465 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 520 | 677 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 4,016 | 5,485 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 1,471 | 1,831 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 1,119 | 1,498 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 800 | 878 | ||
924,846 | ||||||
Industrials (4.91%) | ||||||
2 | 3M Co. | 5.700% | 3/15/37 | 525 | 756 | |
2 | 3M Co. | 3.875% | 6/15/44 | 520 | 623 | |
2 | 3M Co. | 3.125% | 9/19/46 | 1,450 | 1,603 | |
2 | 3M Co. | 3.625% | 10/15/47 | 2,520 | 3,009 | |
2 | 3M Co. | 4.000% | 9/14/48 | 1,225 | 1,573 | |
3M Co. | 3.250% | 8/26/49 | 2,700 | 3,070 | ||
3M Co. | 3.700% | 4/15/50 | 1,948 | 2,383 | ||
Boeing Co. | 3.625% | 2/1/31 | 1,750 | 1,912 | ||
Boeing Co. | 6.125% | 2/15/33 | 2,147 | 2,775 | ||
Boeing Co. | 3.600% | 5/1/34 | 3,025 | 3,181 | ||
Boeing Co. | 3.250% | 2/1/35 | 460 | 471 | ||
Boeing Co. | 6.625% | 2/15/38 | 1,308 | 1,746 | ||
Boeing Co. | 3.550% | 3/1/38 | 850 | 863 | ||
Boeing Co. | 3.500% | 3/1/39 | 1,525 | 1,529 | ||
Boeing Co. | 6.875% | 3/15/39 | 1,523 | 2,067 | ||
Boeing Co. | 5.875% | 2/15/40 | 1,770 | 2,265 | ||
Boeing Co. | 5.705% | 5/1/40 | 11,485 | 14,879 | ||
Boeing Co. | 3.375% | 6/15/46 | 1,320 | 1,282 | ||
Boeing Co. | 3.650% | 3/1/47 | 1,815 | 1,818 | ||
Boeing Co. | 3.625% | 3/1/48 | 1,500 | 1,509 | ||
Boeing Co. | 3.850% | 11/1/48 | 1,270 | 1,311 | ||
Boeing Co. | 3.900% | 5/1/49 | 2,950 | 3,066 | ||
Boeing Co. | 3.750% | 2/1/50 | 300 | 315 | ||
Boeing Co. | 5.805% | 5/1/50 | 9,205 | 12,639 | ||
Boeing Co. | 3.825% | 3/1/59 | 1,165 | 1,176 | ||
Boeing Co. | 3.950% | 8/1/59 | 865 | 914 | ||
Boeing Co. | 5.930% | 5/1/60 | 5,140 | 7,280 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 644 | 972 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 1,000 | 1,511 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 2,382 | 3,530 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 1,169 | 1,612 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 1,673 | 2,413 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 1,582 | 2,183 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 1,485 | 1,956 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 1,155 | 1,528 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 2,628 | 3,528 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 1,910 | 2,736 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 1,575 | 2,220 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 1,220 | 1,643 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 2,130 | 2,783 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 1,992 | 2,796 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 2,386 | 3,027 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 2,160 | 2,828 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 1,590 | 2,085 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 2,225 | 2,969 | ||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 750 | 912 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 2,903 | 3,298 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,270 | 1,941 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 952 | 1,410 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 715 | 1,105 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 2,775 | 3,227 | ||
Canadian National Railway Co. | 3.650% | 2/3/48 | 1,546 | 1,896 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 700 | 964 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 1,400 | 1,449 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 855 | 1,270 | ||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 1,075 | 1,359 | ||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 1,510 | 1,968 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 250 | 366 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 1,886 | 2,578 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 1,065 | 1,765 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 2,000 | 2,136 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 1,750 | 1,912 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 5,271 | 5,887 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 1,100 | 1,511 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 615 | 913 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 2,332 | 3,383 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 1,612 | 2,038 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 3,434 | 4,021 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 2,725 | 3,185 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 2,511 | 3,731 | ||
Crane Co. | 4.200% | 3/15/48 | 1,150 | 1,209 | ||
CSX Corp. | 6.000% | 10/1/36 | 1,370 | 1,985 | ||
CSX Corp. | 6.150% | 5/1/37 | 530 | 777 | ||
CSX Corp. | 6.220% | 4/30/40 | 1,805 | 2,723 | ||
CSX Corp. | 5.500% | 4/15/41 | 2,145 | 2,995 | ||
CSX Corp. | 4.750% | 5/30/42 | 1,867 | 2,445 | ||
CSX Corp. | 4.400% | 3/1/43 | 1,275 | 1,613 | ||
CSX Corp. | 4.100% | 3/15/44 | 1,225 | 1,512 | ||
CSX Corp. | 3.800% | 11/1/46 | 2,998 | 3,627 | ||
CSX Corp. | 4.300% | 3/1/48 | 2,945 | 3,793 | ||
CSX Corp. | 4.750% | 11/15/48 | 2,556 | 3,501 | ||
CSX Corp. | 4.500% | 3/15/49 | 1,541 | 2,063 | ||
CSX Corp. | 3.800% | 4/15/50 | 1,914 | 2,363 | ||
CSX Corp. | 3.950% | 5/1/50 | 1,800 | 2,239 | ||
CSX Corp. | 4.500% | 8/1/54 | 1,050 | 1,419 | ||
CSX Corp. | 4.650% | 3/1/68 | 653 | 908 | ||
Cummins Inc. | 4.875% | 10/1/43 | 1,375 | 1,918 | ||
Cummins Inc. | 2.600% | 9/1/50 | 1,600 | 1,631 | ||
Deere & Co. | 3.900% | 6/9/42 | 1,981 | 2,517 | ||
Deere & Co. | 2.875% | 9/7/49 | 2,375 | 2,651 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Deere & Co. | 3.750% | 4/15/50 | 3,125 | 4,052 | ||
Dover Corp. | 5.375% | 10/15/35 | 1,565 | 2,080 | ||
Dover Corp. | 5.375% | 3/1/41 | 1,287 | 1,625 | ||
Eaton Corp. | 4.000% | 11/2/32 | 2,350 | 2,843 | ||
Eaton Corp. | 4.150% | 11/2/42 | 1,383 | 1,730 | ||
Eaton Corp. | 3.915% | 9/15/47 | 1,158 | 1,363 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 975 | 1,031 | ||
FedEx Corp. | 4.900% | 1/15/34 | 1,725 | 2,229 | ||
FedEx Corp. | 3.900% | 2/1/35 | 2,645 | 3,152 | ||
FedEx Corp. | 3.875% | 8/1/42 | 1,000 | 1,166 | ||
FedEx Corp. | 4.100% | 4/15/43 | 1,900 | 2,240 | ||
FedEx Corp. | 5.100% | 1/15/44 | 2,123 | 2,836 | ||
FedEx Corp. | 4.100% | 2/1/45 | 1,915 | 2,267 | ||
FedEx Corp. | 4.750% | 11/15/45 | 958 | 1,239 | ||
FedEx Corp. | 4.550% | 4/1/46 | 2,553 | 3,233 | ||
FedEx Corp. | 4.400% | 1/15/47 | 2,809 | 3,482 | ||
FedEx Corp. | 4.050% | 2/15/48 | 769 | 918 | ||
FedEx Corp. | 4.950% | 10/17/48 | 975 | 1,325 | ||
FedEx Corp. | 5.250% | 5/15/50 | 4,075 | 5,762 | ||
2 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 2,225 | 2,271 | |
Fortive Corp. | 4.300% | 6/15/46 | 1,231 | 1,510 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 2,250 | 2,904 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 1,330 | 1,620 | ||
General Dynamics Corp. | 4.250% | 4/1/50 | 1,550 | 2,094 | ||
2 | General Electric Co. | 6.750% | 3/15/32 | 6,760 | 9,493 | |
2 | General Electric Co. | 6.150% | 8/7/37 | 3,490 | 4,779 | |
2 | General Electric Co. | 5.875% | 1/14/38 | 7,538 | 10,200 | |
2 | General Electric Co. | 6.875% | 1/10/39 | 1,595 | 2,334 | |
General Electric Co. | 4.250% | 5/1/40 | 4,727 | 5,579 | ||
General Electric Co. | 4.125% | 10/9/42 | 4,609 | 5,374 | ||
General Electric Co. | 4.500% | 3/11/44 | 1,761 | 2,150 | ||
General Electric Co. | 4.350% | 5/1/50 | 7,676 | 9,292 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 985 | 1,408 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 1,415 | 2,020 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 1,095 | 1,580 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 2,250 | 2,842 | ||
Honeywell International Inc. | 2.800% | 6/1/50 | 1,675 | 1,831 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 1,133 | 1,550 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 1,428 | 1,802 | ||
2 | Johnson Controls International plc | 6.000% | 1/15/36 | 609 | 860 | |
2 | Johnson Controls International plc | 4.625% | 7/2/44 | 1,225 | 1,584 | |
2 | Johnson Controls International plc | 5.125% | 9/14/45 | 303 | 416 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 950 | 1,250 | ||
2 | Johnson Controls International plc | 4.950% | 7/2/64 | 1,954 | 2,658 | |
2 | Kansas City Southern | 4.300% | 5/15/43 | 1,115 | 1,297 | |
2 | Kansas City Southern | 4.950% | 8/15/45 | 1,735 | 2,215 | |
Kansas City Southern | 4.700% | 5/1/48 | 224 | 282 | ||
Kansas City Southern | 3.500% | 5/1/50 | 1,425 | 1,588 | ||
Kansas City Southern | 4.200% | 11/15/69 | 1,416 | 1,683 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 1,000 | 1,014 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 1,234 | 1,618 | ||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 1,095 | 1,632 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 995 | 1,381 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 1,950 | 2,355 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 1,300 | 1,707 | ||
2 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,250 | 1,877 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 1,564 | 2,286 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 1,687 | 2,175 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 3,807 | 4,708 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 2,697 | 3,792 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 2,025 | 2,187 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 4,036 | 5,319 | ||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 233 | 346 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 2,148 | 2,906 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 1,433 | 1,745 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 1,445 | 1,872 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 1,303 | 1,730 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 968 | 1,175 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 2,108 | 2,660 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 1,565 | 1,966 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 1,300 | 1,472 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 2,350 | 2,576 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 800 | 1,014 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 3,393 | 3,643 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 100 | 137 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 2,125 | 2,903 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 2,932 | 3,893 | ||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 1,486 | 1,791 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 7,785 | 9,742 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 2,200 | 3,265 | ||
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 1,067 | 1,617 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 1,525 | 1,662 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 2,675 | 3,060 | ||
2 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 1,950 | 2,409 | |
2 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 1,360 | 1,975 | |
2 | Parker-Hannifin Corp. | 4.450% | 11/21/44 | 1,164 | 1,486 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 2,030 | 2,517 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 925 | 1,160 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 1,000 | 1,154 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 974 | 1,227 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 1,925 | 2,789 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 2,755 | 4,080 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 3,200 | 4,027 | ||
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 2,954 | 4,294 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 1,025 | 1,337 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 1,125 | 1,464 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 8,200 | 10,713 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 700 | 902 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 2,387 | 3,023 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 2,578 | 3,034 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 2,630 | 3,394 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 1,175 | 1,454 | ||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 4,950 | 6,685 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 2,150 | 2,364 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 2,225 | 2,173 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 1,800 | 1,800 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 1,190 | 1,764 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 1,280 | 1,818 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 625 | 675 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 1,850 | 2,478 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 3,200 | 3,182 | ||
Textron Inc. | 2.450% | 3/15/31 | 1,300 | 1,339 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 1,015 | 1,463 | ||
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 843 | 1,042 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 825 | 1,054 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 150 | 196 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 1,500 | 2,256 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 1,078 | 1,232 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 1,903 | 2,205 | ||
Union Pacific Corp. | 4.375% | 9/10/38 | 100 | 124 | ||
2 | Union Pacific Corp. | 3.550% | 8/15/39 | 150 | 173 | |
Union Pacific Corp. | 4.150% | 1/15/45 | 1,856 | 2,267 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Union Pacific Corp. | 4.050% | 3/1/46 | 1,450 | 1,767 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 2,295 | 2,556 | ||
Union Pacific Corp. | 4.000% | 4/15/47 | 2,650 | 3,242 | ||
Union Pacific Corp. | 4.300% | 3/1/49 | 375 | 489 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 4,325 | 4,882 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 871 | 1,060 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 2,300 | 2,814 | ||
Union Pacific Corp. | 4.800% | 9/10/58 | 100 | 133 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 350 | 427 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 2,232 | 2,752 | ||
2,3 | Union Pacific Corp. | 2.973% | 9/16/62 | 7,150 | 7,456 | |
Union Pacific Corp. | 4.375% | 11/15/65 | 1,100 | 1,459 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 1,516 | 1,895 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 675 | 817 | ||
2 | Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 | 6.176% | 1/2/31 | 419 | 516 | |
United Parcel Service Inc. | 6.200% | 1/15/38 | 1,687 | 2,642 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 1,802 | 2,556 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 2,120 | 2,919 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 672 | 804 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 1,205 | 1,448 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 2,994 | 3,753 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 2,370 | 3,190 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 2,166 | 2,620 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 2,275 | 3,401 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 1,475 | 1,717 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 700 | 827 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 1,250 | 1,337 | ||
Waste Management Inc. | 3.900% | 3/1/35 | 1,390 | 1,693 | ||
Waste Management Inc. | 4.100% | 3/1/45 | 1,603 | 2,012 | ||
Waste Management Inc. | 4.150% | 7/15/49 | 1,873 | 2,489 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 2,295 | 3,076 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 1,428 | 1,689 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 886 | 1,121 | ||
Xylem Inc. | 2.250% | 1/30/31 | 1,300 | 1,367 | ||
Xylem Inc. | 4.375% | 11/1/46 | 1,225 | 1,496 | ||
593,865 | ||||||
Materials (2.03%) | ||||||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 2,325 | 2,482 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 1,325 | 1,448 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 1,025 | 1,225 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 745 | 1,013 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 1,204 | 1,648 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 2,600 | 3,693 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 2,116 | 3,043 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 2,157 | 3,118 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 2,930 | 3,804 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 4,671 | 6,829 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 1,500 | 1,802 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 2,000 | 2,399 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 2,292 | 4,078 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 808 | 1,056 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 1,479 | 1,810 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 1,598 | 1,995 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 2,675 | 3,838 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 2,000 | 2,675 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 3,000 | 3,347 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 5,140 | 6,943 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 3,244 | 4,683 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 1,615 | 2,040 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 1,920 | 2,413 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Ecolab Inc. | 1.300% | 1/30/31 | 1,650 | 1,632 | ||
Ecolab Inc. | 3.950% | 12/1/47 | 3,325 | 4,238 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 1,000 | 952 | ||
FMC Corp. | 4.500% | 10/1/49 | 1,200 | 1,555 | ||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 1,394 | 2,253 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 1,300 | 1,582 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 2,000 | 2,679 | ||
International Paper Co. | 5.000% | 9/15/35 | 1,500 | 1,965 | ||
International Paper Co. | 7.300% | 11/15/39 | 2,585 | 4,121 | ||
International Paper Co. | 6.000% | 11/15/41 | 1,395 | 2,009 | ||
International Paper Co. | 4.800% | 6/15/44 | 1,642 | 2,181 | ||
International Paper Co. | 5.150% | 5/15/46 | 1,000 | 1,377 | ||
International Paper Co. | 4.400% | 8/15/47 | 2,660 | 3,437 | ||
International Paper Co. | 4.350% | 8/15/48 | 2,425 | 3,172 | ||
Linde Inc. | 3.550% | 11/7/42 | 2,178 | 2,625 | ||
Linde Inc. | 2.000% | 8/10/50 | 600 | 558 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 675 | 1,041 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 2,235 | 2,896 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 2,100 | 2,627 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 1,460 | 1,558 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 370 | 430 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 2,600 | 3,023 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 3,125 | 3,375 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 1,150 | 1,235 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 3,092 | 3,721 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 1,875 | 2,237 | ||
Mosaic Co. | 5.450% | 11/15/33 | 1,100 | 1,368 | ||
Mosaic Co. | 4.875% | 11/15/41 | 750 | 866 | ||
Mosaic Co. | 5.625% | 11/15/43 | 1,373 | 1,775 | ||
2 | Newmont Corp. | 5.875% | 4/1/35 | 1,160 | 1,688 | |
Newmont Corp. | 6.250% | 10/1/39 | 2,750 | 4,149 | ||
Newmont Corp. | 4.875% | 3/15/42 | 2,500 | 3,378 | ||
Newmont Corp. | 5.450% | 6/9/44 | 1,500 | 2,132 | ||
2,3 | Nucor Corp. | 2.979% | 12/15/55 | 3,800 | 3,962 | |
Nutrien Ltd. | 4.125% | 3/15/35 | 1,400 | 1,664 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 1,090 | 1,470 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 1,505 | 2,079 | ||
Nutrien Ltd. | 6.125% | 1/15/41 | 1,185 | 1,707 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 1,775 | 2,283 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 1,390 | 1,909 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 2,050 | 2,821 | ||
Owens Corning | 7.000% | 12/1/36 | 505 | 718 | ||
Owens Corning | 4.300% | 7/15/47 | 1,250 | 1,497 | ||
Owens Corning | 4.400% | 1/30/48 | 1,400 | 1,680 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 1,155 | 1,430 | ||
Rio Tinto Alcan Inc. | 7.250% | 3/15/31 | 1,292 | 1,908 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 150 | 228 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 2,275 | 3,318 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 1,281 | 1,869 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,950 | 2,740 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 2,636 | 3,411 | ||
RPM International Inc. | 5.250% | 6/1/45 | 1,000 | 1,225 | ||
RPM International Inc. | 4.250% | 1/15/48 | 765 | 846 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 2,009 | 2,593 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 2,666 | 3,568 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 2,585 | 3,150 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 375 | 418 | ||
Sonoco Products Co. | 5.750% | 11/1/40 | 1,600 | 2,172 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 3,550 | 5,399 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 3,793 | 5,739 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 3,488 | 4,669 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Southern Copper Corp. | 5.875% | 4/23/45 | 730 | 1,061 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 1,300 | 1,451 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 825 | 861 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 500 | 532 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 1,625 | 2,094 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 1,566 | 1,960 | ||
Teck Resources Ltd. | 6.250% | 7/15/41 | 1,845 | 2,351 | ||
Teck Resources Ltd. | 5.200% | 3/1/42 | 900 | 1,033 | ||
Teck Resources Ltd. | 5.400% | 2/1/43 | 500 | 597 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 1,908 | 2,922 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 5,996 | 8,784 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 1,200 | 1,782 | ||
Vale SA | 5.625% | 9/11/42 | 1,485 | 1,988 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 2,585 | 3,193 | ||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 1,550 | 2,009 | ||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 1,755 | 2,053 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 900 | 1,274 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 900 | 1,086 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 800 | 876 | ||
245,597 | ||||||
Technology (3.94%) | ||||||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 1,925 | 2,508 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 1,558 | 1,507 | ||
Apple Inc. | 4.500% | 2/23/36 | 2,474 | 3,321 | ||
Apple Inc. | 3.850% | 5/4/43 | 7,297 | 9,259 | ||
Apple Inc. | 4.450% | 5/6/44 | 2,751 | 3,770 | ||
Apple Inc. | 3.450% | 2/9/45 | 6,165 | 7,441 | ||
Apple Inc. | 4.375% | 5/13/45 | 4,957 | 6,782 | ||
Apple Inc. | 4.650% | 2/23/46 | 4,427 | 6,351 | ||
Apple Inc. | 3.850% | 8/4/46 | 5,707 | 7,341 | ||
Apple Inc. | 4.250% | 2/9/47 | 2,600 | 3,539 | ||
Apple Inc. | 3.750% | 9/12/47 | 4,399 | 5,493 | ||
Apple Inc. | 3.750% | 11/13/47 | 3,838 | 4,842 | ||
Apple Inc. | 2.950% | 9/11/49 | 3,865 | 4,301 | ||
Apple Inc. | 2.650% | 5/11/50 | 5,480 | 5,795 | ||
Apple Inc. | 2.400% | 8/20/50 | 3,750 | 3,832 | ||
Apple Inc. | 2.550% | 8/20/60 | 4,858 | 4,973 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 2,858 | 3,965 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 1,830 | 2,880 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 1,925 | 2,659 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 2,000 | 2,172 | ||
Broadcom Inc. | 4.300% | 11/15/32 | 4,425 | 5,218 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 1,632 | 2,511 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 5,850 | 8,757 | ||
Corning Inc. | 4.700% | 3/15/37 | 1,225 | 1,470 | ||
Corning Inc. | 5.750% | 8/15/40 | 2,013 | 2,696 | ||
Corning Inc. | 4.750% | 3/15/42 | 350 | 444 | ||
Corning Inc. | 5.350% | 11/15/48 | 2,495 | 3,530 | ||
Corning Inc. | 3.900% | 11/15/49 | 100 | 121 | ||
Corning Inc. | 4.375% | 11/15/57 | 850 | 1,049 | ||
Corning Inc. | 5.850% | 11/15/68 | 795 | 1,154 | ||
Corning Inc. | 5.450% | 11/15/79 | 2,951 | 4,024 | ||
2,3 | Dell International LLC | 8.100% | 7/15/36 | 4,250 | 6,249 | |
2,3 | Dell International LLC | 8.350% | 7/15/46 | 5,525 | 8,358 | |
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 4,145 | 5,473 | ||
HP Inc. | 6.000% | 9/15/41 | 3,625 | 4,705 | ||
Intel Corp. | 4.000% | 12/15/32 | 4,302 | 5,307 | ||
Intel Corp. | 4.800% | 10/1/41 | 1,500 | 2,041 | ||
Intel Corp. | 4.250% | 12/15/42 | 925 | 1,183 | ||
Intel Corp. | 4.900% | 7/29/45 | 1,800 | 2,500 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Intel Corp. | 4.100% | 5/19/46 | 3,455 | 4,402 | ||
Intel Corp. | 4.100% | 5/11/47 | 2,225 | 2,836 | ||
Intel Corp. | 3.734% | 12/8/47 | 5,597 | 6,704 | ||
Intel Corp. | 3.250% | 11/15/49 | 3,825 | 4,272 | ||
Intel Corp. | 4.750% | 3/25/50 | 6,535 | 9,112 | ||
Intel Corp. | 3.100% | 2/15/60 | 2,600 | 2,813 | ||
Intel Corp. | 4.950% | 3/25/60 | 1,615 | 2,382 | ||
International Business Machines Corp. | 5.875% | 11/29/32 | 1,366 | 1,959 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 4,671 | 5,896 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 2,000 | 2,921 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 1,200 | 1,278 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 4,770 | 5,894 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 5,933 | 7,732 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 3,125 | 3,330 | ||
Jabil Inc. | 3.000% | 1/15/31 | 1,500 | 1,595 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 1,280 | 1,672 | ||
KLA Corp. | 5.000% | 3/15/49 | 1,575 | 2,191 | ||
KLA Corp. | 3.300% | 3/1/50 | 700 | 781 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 1,780 | 2,579 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 1,500 | 1,613 | ||
2,3 | Leidos Inc. | 2.300% | 2/15/31 | 2,000 | 2,040 | |
Microsoft Corp. | 3.500% | 2/12/35 | 4,720 | 5,789 | ||
Microsoft Corp. | 4.200% | 11/3/35 | 3,066 | 4,026 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 5,800 | 7,142 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 2,999 | 3,909 | ||
Microsoft Corp. | 4.500% | 10/1/40 | 2,050 | 2,870 | ||
Microsoft Corp. | 5.300% | 2/8/41 | 116 | 174 | ||
Microsoft Corp. | 3.500% | 11/15/42 | 3,300 | 4,025 | ||
Microsoft Corp. | 3.750% | 2/12/45 | 28 | 36 | ||
Microsoft Corp. | 4.450% | 11/3/45 | 2,843 | 4,037 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 11,140 | 14,048 | ||
Microsoft Corp. | 4.250% | 2/6/47 | 3,584 | 5,063 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 16,323 | 17,148 | ||
Microsoft Corp. | 4.000% | 2/12/55 | 2,676 | 3,671 | ||
Microsoft Corp. | 4.750% | 11/3/55 | 355 | 539 | ||
Microsoft Corp. | 3.950% | 8/8/56 | 4,753 | 6,417 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 12,095 | 13,062 | ||
Moody's Corp. | 5.250% | 7/15/44 | 2,000 | 2,761 | ||
Moody's Corp. | 4.875% | 12/17/48 | 100 | 135 | ||
Moody's Corp. | 3.250% | 5/20/50 | 1,300 | 1,420 | ||
Moody's Corp. | 2.550% | 8/18/60 | 1,000 | 936 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 1,025 | 1,303 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 2,850 | 3,416 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 6,465 | 7,799 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 1,716 | 2,175 | ||
Oracle Corp. | 4.300% | 7/8/34 | 4,449 | 5,595 | ||
Oracle Corp. | 3.900% | 5/15/35 | 4,816 | 5,877 | ||
Oracle Corp. | 3.850% | 7/15/36 | 2,415 | 2,903 | ||
Oracle Corp. | 3.800% | 11/15/37 | 3,756 | 4,496 | ||
Oracle Corp. | 6.500% | 4/15/38 | 100 | 159 | ||
Oracle Corp. | 6.125% | 7/8/39 | 4,889 | 7,510 | ||
Oracle Corp. | 3.600% | 4/1/40 | 6,500 | 7,605 | ||
Oracle Corp. | 5.375% | 7/15/40 | 6,727 | 9,601 | ||
Oracle Corp. | 4.500% | 7/8/44 | 1,375 | 1,787 | ||
Oracle Corp. | 4.125% | 5/15/45 | 5,600 | 6,910 | ||
Oracle Corp. | 4.000% | 7/15/46 | 7,245 | 8,863 | ||
Oracle Corp. | 4.000% | 11/15/47 | 5,225 | 6,419 | ||
Oracle Corp. | 3.600% | 4/1/50 | 11,246 | 13,094 | ||
Oracle Corp. | 4.375% | 5/15/55 | 2,081 | 2,733 | ||
Oracle Corp. | 3.850% | 4/1/60 | 8,096 | 9,864 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 3,070 | 4,094 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
QUALCOMM Inc. | 4.800% | 5/20/45 | 4,481 | 6,318 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 5,350 | 7,245 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 1,997 | 2,328 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 2,000 | 1,889 | ||
Seagate HDD Cayman | 5.750% | 12/1/34 | 600 | 703 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 2,499 | 3,117 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 3,653 | 4,862 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 599 | 796 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 1,365 | 1,887 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 600 | 807 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 943 | 1,336 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 1,700 | 1,970 | ||
476,192 | ||||||
Utilities (6.40%) | ||||||
2 | AEP Texas Inc. | 4.150% | 5/1/49 | 590 | 732 | |
2 | AEP Texas Inc. | 3.450% | 1/15/50 | 665 | 752 | |
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 950 | 1,194 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 1,200 | 1,456 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 775 | 1,026 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 1,000 | 1,220 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 1,080 | 1,192 | ||
2 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 1,375 | 1,661 | |
2,3 | AES Corp. | 2.450% | 1/15/31 | 3,275 | 3,316 | |
Alabama Power Co. | 6.125% | 5/15/38 | 610 | 914 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 840 | 1,246 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 544 | 665 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 1,930 | 2,440 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 1,942 | 2,333 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 1,116 | 1,469 | ||
2 | Alabama Power Co. | 3.700% | 12/1/47 | 2,367 | 2,891 | |
2 | Alabama Power Co. | 4.300% | 7/15/48 | 630 | 837 | |
Alabama Power Co. | 3.450% | 10/1/49 | 1,000 | 1,179 | ||
Ameren Corp. | 3.500% | 1/15/31 | 2,075 | 2,384 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 677 | 855 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 1,545 | 1,884 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 1,187 | 1,623 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 1,046 | 1,197 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 1,060 | 1,140 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 1,783 | 2,752 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 1,300 | 1,705 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 1,150 | 1,482 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 1,326 | 1,615 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 1,850 | 2,413 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 1,780 | 2,333 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 1,500 | 1,779 | ||
Appalachian Power Co. | 7.000% | 4/1/38 | 1,143 | 1,754 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 1,553 | 1,938 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 1,218 | 1,553 | ||
2 | Appalachian Power Co. | 4.500% | 3/1/49 | 1,425 | 1,881 | |
2 | Appalachian Power Co. | 3.700% | 5/1/50 | 1,450 | 1,744 | |
Arizona Public Service Co. | 5.050% | 9/1/41 | 1,455 | 1,981 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 900 | 1,157 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 875 | 1,123 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 1,585 | 1,937 | ||
Arizona Public Service Co. | 4.200% | 8/15/48 | 1,350 | 1,739 | ||
Arizona Public Service Co. | 4.250% | 3/1/49 | 1,350 | 1,756 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 200 | 234 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 1,425 | 2,047 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 975 | 1,217 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 2,555 | 3,209 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Atmos Energy Corp. | 4.300% | 10/1/48 | 500 | 670 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 1,159 | 1,491 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 1,700 | 1,972 | ||
Avista Corp. | 4.350% | 6/1/48 | 800 | 1,014 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 350 | 532 | ||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 1,218 | 1,398 | ||
2 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 900 | 1,103 | |
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 1,175 | 1,531 | ||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 1,875 | 2,092 | ||
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 100 | 108 | ||
2,3 | Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 100 | 100 | |
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 2,625 | 3,867 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 2,069 | 2,988 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,943 | 2,664 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 1,956 | 2,469 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 2,651 | 3,158 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 2,896 | 3,854 | ||
2,3 | Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 1,152 | 1,472 | |
2,3 | Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 2,525 | 2,594 | |
Black Hills Corp. | 4.350% | 5/1/33 | 1,650 | 1,992 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 1,045 | 1,283 | ||
2 | CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 655 | 971 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 1,825 | 2,135 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 719 | 948 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 1,762 | 2,253 | ||
2 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 1,736 | 2,304 | |
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 200 | 230 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 969 | 1,349 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 550 | 674 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 800 | 937 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 700 | 853 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 984 | 1,299 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 1,220 | 1,759 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 1,039 | 1,591 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 1,415 | 1,865 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 1,550 | 2,069 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 1,360 | 1,598 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 1,975 | 2,332 | ||
2 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 2,250 | 2,703 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 1,500 | 1,887 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 1,174 | 1,491 | ||
2 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 900 | 1,012 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 1,413 | 1,541 | ||
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 1,350 | 1,751 | ||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 2,270 | 2,938 | ||
2 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 995 | 1,306 | |
2 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 770 | 1,066 | |
2 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,320 | 1,892 | |
2 | Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 1,380 | 2,000 | |
2 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 2,850 | 4,348 | |
2 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 1,550 | 2,118 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 1,980 | 2,756 | ||
2 | Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 1,060 | 1,284 | |
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 2,618 | 3,079 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 899 | 1,124 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 984 | 1,269 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 1,225 | 1,422 | ||
2 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 2,157 | 2,541 | |
2 | Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 1,505 | 1,977 | |
2 | Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 285 | 351 | |
2 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 2,050 | 2,497 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 1,201 | 1,591 | ||
2 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 1,500 | 1,882 | |
2 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 900 | 1,108 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 829 | 1,088 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 200 | 231 | ||
2 | Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | 1,675 | 1,704 | |
Consumers Energy Co. | 3.950% | 5/15/43 | 1,300 | 1,633 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 1,722 | 1,956 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 1,647 | 2,106 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 1,359 | 1,779 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 841 | 1,159 | ||
Consumers Energy Co. | 3.750% | 2/15/50 | 760 | 956 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 675 | 773 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 1,100 | 1,357 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 1,200 | 1,204 | ||
Dayton Power & Light Co. | 3.950% | 6/15/49 | 600 | 695 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 1,633 | 2,029 | ||
2 | Dominion Energy Inc. | 6.300% | 3/15/33 | 1,110 | 1,574 | |
2 | Dominion Energy Inc. | 5.250% | 8/1/33 | 1,000 | 1,308 | |
2 | Dominion Energy Inc. | 5.950% | 6/15/35 | 1,240 | 1,732 | |
2 | Dominion Energy Inc. | 4.900% | 8/1/41 | 1,200 | 1,566 | |
2 | Dominion Energy Inc. | 4.050% | 9/15/42 | 1,600 | 1,915 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 620 | 808 | ||
2 | Dominion Energy Inc. | 4.600% | 3/15/49 | 1,780 | 2,371 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 1,487 | 2,142 | ||
Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | 1,100 | 1,476 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 2,175 | 3,220 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,775 | 2,542 | ||
2 | DTE Electric Co. | 2.625% | 3/1/31 | 1,950 | 2,143 | |
2 | DTE Electric Co. | 4.000% | 4/1/43 | 1,510 | 1,869 | |
DTE Electric Co. | 4.300% | 7/1/44 | 650 | 834 | ||
DTE Electric Co. | 3.700% | 3/15/45 | 1,400 | 1,689 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 1,450 | 1,777 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 1,940 | 2,405 | ||
2 | DTE Electric Co. | 4.050% | 5/15/48 | 850 | 1,111 | |
DTE Electric Co. | 3.950% | 3/1/49 | 545 | 706 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 747 | 837 | ||
DTE Energy Co. | 6.375% | 4/15/33 | 1,105 | 1,583 | ||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 865 | 1,255 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 2,247 | 3,301 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 1,810 | 2,718 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 1,465 | 2,083 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,125 | 1,421 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 1,875 | 2,317 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 1,100 | 1,354 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 1,100 | 1,327 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 2,100 | 2,612 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 1,650 | 1,877 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 2,375 | 3,129 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 2,895 | 3,366 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 1,502 | 1,812 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,175 | 1,491 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 2,419 | 3,681 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 1,179 | 1,822 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 1,375 | 2,000 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 1,416 | 1,611 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 2,050 | 2,655 | ||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,306 | 1,840 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 2,000 | 3,063 | ||
2 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 1,630 | 2,220 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 1,305 | 1,562 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Duke Energy Indiana LLC | 3.250% | 10/1/49 | 1,250 | 1,386 | |
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 1,875 | 2,208 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 2,250 | 2,919 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 1,055 | 1,614 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 1,725 | 2,104 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 1,620 | 2,013 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 1,508 | 1,908 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 1,539 | 1,943 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 1,100 | 1,328 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 2,485 | 2,990 | ||
Eastern Energy Gas Holdings LLC | 4.800% | 11/1/43 | 1,025 | 1,313 | ||
Eastern Energy Gas Holdings LLC | 4.600% | 12/15/44 | 1,150 | 1,452 | ||
2 | Eastern Energy Gas Holdings LLC | 3.900% | 11/15/49 | 800 | 934 | |
El Paso Electric Co. | 6.000% | 5/15/35 | 725 | 1,001 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 1,324 | 1,554 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 2,549 | 3,240 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 150 | 195 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 1,000 | 1,024 | ||
Entergy Corp. | 3.750% | 6/15/50 | 1,675 | 1,939 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 1,520 | 1,717 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 2,553 | 3,169 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 1,491 | 1,636 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 2,300 | 3,000 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 993 | 1,291 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 1,925 | 2,034 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 2,337 | 2,864 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 1,100 | 1,099 | ||
Entergy Texas Inc. | 4.500% | 3/30/39 | 500 | 633 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 1,846 | 2,129 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 1,400 | 1,755 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 1,300 | 1,452 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 618 | 756 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 1,765 | 2,196 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 1,287 | 1,678 | ||
Evergy Kansas Central Inc. | 3.450% | 4/15/50 | 250 | 296 | ||
Evergy Metro Inc. | 5.300% | 10/1/41 | 1,275 | 1,748 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 810 | 1,037 | ||
Evergy Metro Inc. | 4.200% | 3/15/48 | 1,725 | 2,213 | ||
2 | Evergy Metro Inc. | 4.125% | 4/1/49 | 650 | 834 | |
Eversource Energy | 3.450% | 1/15/50 | 900 | 1,027 | ||
Exelon Corp. | 5.625% | 6/15/35 | 1,875 | 2,528 | ||
Exelon Corp. | 5.100% | 6/15/45 | 2,874 | 3,898 | ||
Exelon Corp. | 4.450% | 4/15/46 | 1,637 | 2,081 | ||
Exelon Corp. | 4.700% | 4/15/50 | 1,850 | 2,444 | ||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 425 | 512 | ||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 3,286 | 3,728 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 629 | 904 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 775 | 1,069 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 1,343 | 1,893 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 1,000 | 1,496 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 1,005 | 1,526 | ||
Florida Power & Light Co. | 5.690% | 3/1/40 | 965 | 1,430 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 1,675 | 2,386 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 1,557 | 1,975 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 1,040 | 1,296 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 957 | 1,228 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 1,490 | 1,860 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 2,268 | 2,936 | ||
Florida Power & Light Co. | 4.125% | 6/1/48 | 2,650 | 3,484 | ||
Florida Power & Light Co. | 3.990% | 3/1/49 | 1,550 | 2,029 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 2,450 | 2,810 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Georgia Power Co. | 4.750% | 9/1/40 | 1,695 | 2,208 | |
Georgia Power Co. | 4.300% | 3/15/42 | 1,043 | 1,325 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 1,260 | 1,596 | ||
2 | Georgia Power Co. | 3.700% | 1/30/50 | 1,350 | 1,633 | |
Iberdrola International BV | 6.750% | 7/15/36 | 595 | 911 | ||
2 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,000 | 1,318 | |
2 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 775 | 903 | |
Interstate Power & Light Co. | 6.250% | 7/15/39 | 1,384 | 2,016 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 650 | 746 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 800 | 1,062 | ||
2 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 893 | 1,125 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 2,092 | 2,900 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 890 | 1,153 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 1,400 | 1,586 | ||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 705 | 913 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 925 | 1,381 | ||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 783 | 1,067 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 1,569 | 2,032 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 1,245 | 1,555 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 1,274 | 1,560 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 1,282 | 1,716 | ||
2 | Mississippi Power Co. | 4.250% | 3/15/42 | 1,325 | 1,612 | |
National Grid USA | 5.803% | 4/1/35 | 1,000 | 1,333 | ||
National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | 950 | 938 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,125 | 1,779 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 1,175 | 1,452 | ||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 1,700 | 2,265 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 1,083 | 1,420 | ||
2 | Nevada Power Co. | 6.650% | 4/1/36 | 887 | 1,356 | |
2 | Nevada Power Co. | 6.750% | 7/1/37 | 1,210 | 1,830 | |
2 | Nevada Power Co. | 3.125% | 8/1/50 | 2,250 | 2,495 | |
NiSource Inc. | 1.700% | 2/15/31 | 500 | 497 | ||
NiSource Inc. | 5.950% | 6/15/41 | 581 | 829 | ||
NiSource Inc. | 5.250% | 2/15/43 | 1,682 | 2,294 | ||
NiSource Inc. | 4.800% | 2/15/44 | 1,635 | 2,133 | ||
NiSource Inc. | 5.650% | 2/1/45 | 1,305 | 1,879 | ||
NiSource Inc. | 4.375% | 5/15/47 | 3,180 | 4,037 | ||
NiSource Inc. | 3.950% | 3/30/48 | 892 | 1,092 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 1,125 | 1,686 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 850 | 1,287 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 1,525 | 2,201 | ||
Northern States Power Co. | 4.125% | 5/15/44 | 1,225 | 1,582 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 1,010 | 1,305 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 400 | 490 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 905 | 1,021 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 1,000 | 1,204 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 777 | 1,113 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 1,010 | 1,338 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 1,385 | 1,832 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 2,226 | 2,751 | ||
Oglethorpe Power Corp. | 5.050% | 10/1/48 | 102 | 130 | ||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 440 | 544 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 900 | 1,220 | ||
Ohio Power Co. | 4.150% | 4/1/48 | 585 | 748 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 1,725 | 2,165 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 1,000 | 1,234 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 500 | 589 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 700 | 1,053 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 765 | 1,180 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 1,023 | 1,698 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 1,000 | 1,427 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 970 | 1,287 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 538 | 777 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 1,500 | 1,829 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 1,080 | 1,318 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 1,000 | 1,297 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 1,625 | 2,016 | ||
2 | Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 1,250 | 1,433 | |
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 700 | 878 | ||
2,3 | Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 927 | 1,410 | |
ONE Gas Inc. | 4.658% | 2/1/44 | 1,700 | 2,224 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 900 | 1,206 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 4,925 | 4,921 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 6,950 | 7,742 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 3,425 | 3,844 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 2,100 | 2,237 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 2,175 | 2,257 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 9,300 | 11,083 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 4,325 | 4,293 | ||
PacifiCorp | 7.700% | 11/15/31 | 1,500 | 2,313 | ||
PacifiCorp | 5.250% | 6/15/35 | 1,684 | 2,333 | ||
PacifiCorp | 6.100% | 8/1/36 | 670 | 964 | ||
PacifiCorp | 6.250% | 10/15/37 | 2,963 | 4,405 | ||
PacifiCorp | 6.350% | 7/15/38 | 1,340 | 2,011 | ||
PacifiCorp | 6.000% | 1/15/39 | 912 | 1,350 | ||
PacifiCorp | 4.100% | 2/1/42 | 1,160 | 1,416 | ||
PacifiCorp | 4.125% | 1/15/49 | 2,240 | 2,851 | ||
PacifiCorp | 4.150% | 2/15/50 | 1,398 | 1,811 | ||
PacifiCorp | 3.300% | 3/15/51 | 1,225 | 1,410 | ||
PECO Energy Co. | 5.950% | 10/1/36 | 1,140 | 1,688 | ||
PECO Energy Co. | 3.700% | 9/15/47 | 250 | 307 | ||
PECO Energy Co. | 3.900% | 3/1/48 | 2,140 | 2,710 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 600 | 662 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 850 | 1,095 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 650 | 741 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 1,000 | 1,117 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 1,370 | 2,075 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 990 | 1,242 | ||
PPL Capital Funding Inc. | 5.000% | 3/15/44 | 1,239 | 1,593 | ||
PPL Capital Funding Inc. | 4.000% | 9/15/47 | 2,024 | 2,364 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 565 | 847 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 1,025 | 1,276 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 1,900 | 2,352 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 1,950 | 2,528 | ||
PPL Electric Utilities Corp. | 3.000% | 10/1/49 | 100 | 109 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 1,540 | 2,289 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 125 | 176 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 725 | 1,023 | ||
PSEG Power LLC | 8.625% | 4/15/31 | 1,340 | 2,029 | ||
2 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 1,100 | 1,142 | |
2 | Public Service Co. of Colorado | 6.250% | 9/1/37 | 111 | 168 | |
Public Service Co. of Colorado | 6.500% | 8/1/38 | 500 | 781 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 930 | 1,115 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 840 | 1,093 | ||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 1,500 | 1,880 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 1,250 | 1,620 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 2,117 | 2,770 | ||
2 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 1,300 | 1,390 | |
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 1,500 | 1,808 | ||
2 | Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 723 | 1,038 | |
2 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 1,685 | 2,065 | |
2 | Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 920 | 1,073 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,312 | 1,602 | |
2 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 1,085 | 1,326 | |
2 | Public Service Electric & Gas Co. | 4.050% | 5/1/48 | 1,000 | 1,302 | |
2 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 2,325 | 2,948 | |
2 | Public Service Electric & Gas Co. | 3.200% | 8/1/49 | 420 | 481 | |
2 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 750 | 793 | |
2 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 500 | 467 | |
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 995 | 1,437 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 800 | 1,139 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 900 | 1,280 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 1,015 | 1,428 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 749 | 946 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 931 | 1,195 | ||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 1,260 | 1,392 | ||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 560 | 815 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 635 | 806 | ||
2 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 1,600 | 1,870 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 1,350 | 1,683 | ||
2 | San Diego Gas & Electric Co. | 4.100% | 6/15/49 | 150 | 189 | |
2 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 1,750 | 1,981 | |
Sempra Energy | 3.800% | 2/1/38 | 1,397 | 1,609 | ||
Sempra Energy | 6.000% | 10/15/39 | 3,040 | 4,355 | ||
Sempra Energy | 4.000% | 2/1/48 | 907 | 1,074 | ||
Southern California Edison Co. | 6.000% | 1/15/34 | 1,185 | 1,641 | ||
2 | Southern California Edison Co. | 5.750% | 4/1/35 | 1,070 | 1,459 | |
2 | Southern California Edison Co. | 5.350% | 7/15/35 | 1,095 | 1,480 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 1,765 | 2,253 | ||
2 | Southern California Edison Co. | 5.550% | 1/15/37 | 690 | 883 | |
2 | Southern California Edison Co. | 5.950% | 2/1/38 | 1,600 | 2,161 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 640 | 869 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 730 | 970 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 1,605 | 1,930 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 1,740 | 1,986 | ||
2 | Southern California Edison Co. | 3.900% | 3/15/43 | 2,037 | 2,295 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 2,340 | 2,893 | ||
2 | Southern California Edison Co. | 3.600% | 2/1/45 | 815 | 897 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 1,595 | 1,873 | ||
2 | Southern California Edison Co. | 4.125% | 3/1/48 | 3,090 | 3,687 | |
2 | Southern California Edison Co. | 4.875% | 3/1/49 | 1,750 | 2,306 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 2,275 | 2,575 | ||
Southern California Gas Co. | 5.125% | 11/15/40 | 225 | 309 | ||
Southern California Gas Co. | 3.750% | 9/15/42 | 1,050 | 1,245 | ||
2 | Southern California Gas Co. | 4.125% | 6/1/48 | 1,350 | 1,736 | |
2 | Southern California Gas Co. | 4.300% | 1/15/49 | 900 | 1,189 | |
2 | Southern California Gas Co. | 3.950% | 2/15/50 | 1,500 | 1,872 | |
Southern Co. | 4.250% | 7/1/36 | 1,325 | 1,626 | ||
Southern Co. | 4.400% | 7/1/46 | 3,176 | 3,973 | ||
2 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 970 | 976 | |
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 955 | 1,386 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 1,830 | 2,254 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 975 | 1,141 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 1,800 | 2,266 | ||
Southern Power Co. | 5.150% | 9/15/41 | 1,345 | 1,649 | ||
Southern Power Co. | 5.250% | 7/15/43 | 1,055 | 1,295 | ||
2 | Southern Power Co. | 4.950% | 12/15/46 | 1,400 | 1,675 | |
Southwest Gas Corp. | 3.800% | 9/29/46 | 800 | 923 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 875 | 1,058 | ||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 510 | 743 | ||
2 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,490 | 1,730 | |
2 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 1,905 | 2,229 | |
Southwestern Public Service Co. | 4.500% | 8/15/41 | 1,196 | 1,544 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 1,350 | 1,520 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 1,590 | 1,892 | ||
2 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 1,750 | 2,263 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 1,075 | 1,309 | ||
2 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 781 | 871 | |
Tampa Electric Co. | 4.100% | 6/15/42 | 725 | 879 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 685 | 863 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 1,050 | 1,358 | ||
Tampa Electric Co. | 4.450% | 6/15/49 | 575 | 752 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 900 | 1,083 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 700 | 953 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 1,515 | 2,023 | ||
Union Electric Co. | 5.300% | 8/1/37 | 1,000 | 1,343 | ||
Union Electric Co. | 8.450% | 3/15/39 | 665 | 1,138 | ||
Union Electric Co. | 3.900% | 9/15/42 | 1,225 | 1,491 | ||
Union Electric Co. | 3.650% | 4/15/45 | 1,262 | 1,496 | ||
Union Electric Co. | 4.000% | 4/1/48 | 1,100 | 1,381 | ||
Union Electric Co. | 3.250% | 10/1/49 | 575 | 647 | ||
Union Electric Co. | 2.625% | 3/15/51 | 842 | 881 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 522 | 740 | ||
2 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 1,635 | 2,367 | |
2 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 1,933 | 2,818 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 1,656 | 2,490 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 1,950 | 2,433 | ||
2 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 2,385 | 3,199 | |
2 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 1,373 | 1,748 | |
2 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 1,880 | 2,413 | |
2 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 1,548 | 1,924 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 1,800 | 2,487 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 1,678 | 1,953 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 2,000 | 2,010 | ||
2 | Washington Gas Light Co. | 3.796% | 9/15/46 | 1,000 | 1,190 | |
2 | Washington Gas Light Co. | 3.650% | 9/15/49 | 850 | 1,019 | |
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 605 | 835 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 725 | 1,021 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 1,050 | 1,408 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 890 | 1,309 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 1,000 | 1,183 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 415 | 485 | ||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 1,719 | 2,320 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 616 | 925 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 1,325 | 1,544 | ||
773,231 | ||||||
Total Corporate Bonds (Cost $5,487,367) | 6,388,902 | |||||
Sovereign Bonds (3.70%) | ||||||
2 | Asian Development Bank | 0.750% | 10/8/30 | 295 | 287 | |
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 1,948 | 2,220 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 1,250 | 1,237 | ||
CNOOC Finance 2014 ULC | 4.875% | 4/30/44 | 1,200 | 1,476 | ||
CNOOC Finance 2015 Australia Pty. Ltd. | 4.200% | 5/5/45 | 500 | 565 | ||
CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | 1,472 | 2,166 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 1,655 | 2,308 | ||
CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | 1,339 | 2,079 | ||
Ecopetrol SA | 7.375% | 9/18/43 | 1,975 | 2,688 | ||
Ecopetrol SA | 5.875% | 5/28/45 | 4,951 | 5,984 | ||
Equinor ASA | 3.625% | 4/6/40 | 1,341 | 1,629 | ||
Equinor ASA | 5.100% | 8/17/40 | 1,097 | 1,541 | ||
Equinor ASA | 4.250% | 11/23/41 | 1,575 | 1,982 | ||
Equinor ASA | 3.950% | 5/15/43 | 1,957 | 2,368 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Equinor ASA | 4.800% | 11/8/43 | 1,840 | 2,468 | ||
Equinor ASA | 3.250% | 11/18/49 | 4,342 | 4,832 | ||
Equinor ASA | 3.700% | 4/6/50 | 5,051 | 6,061 | ||
European Investment Bank | 4.875% | 2/15/36 | 3,972 | 5,855 | ||
2 | Inter-American Development Bank | 3.875% | 10/28/41 | 1,230 | 1,696 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 550 | 695 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 733 | 1,094 | ||
2 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 1,250 | 1,783 | |
4 | KFW | 0.750% | 9/30/30 | 2,375 | 2,319 | |
4 | KFW | 0.000% | 4/18/36 | 700 | 559 | |
4 | KFW | 0.000% | 6/29/37 | 534 | 420 | |
2 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 2,975 | 3,652 | |
2 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 1,575 | 2,551 | |
2 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 2,250 | 2,796 | |
2 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 9,520 | 13,316 | |
2 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 6,052 | 8,405 | |
Province of British Columbia | 7.250% | 9/1/36 | 990 | 1,661 | ||
2 | Republic of Chile | 2.450% | 1/31/31 | 3,250 | 3,479 | |
2 | Republic of Chile | 2.550% | 1/27/32 | 4,020 | 4,325 | |
Republic of Chile | 3.625% | 10/30/42 | 2,650 | 3,104 | ||
Republic of Chile | 3.860% | 6/21/47 | 3,269 | 3,985 | ||
2 | Republic of Chile | 3.500% | 1/25/50 | 2,990 | 3,420 | |
2 | Republic of Colombia | 3.125% | 4/15/31 | 1,525 | 1,620 | |
Republic of Colombia | 10.375% | 1/28/33 | 1,550 | 2,501 | ||
Republic of Colombia | 7.375% | 9/18/37 | 3,848 | 5,624 | ||
Republic of Colombia | 6.125% | 1/18/41 | 5,950 | 7,972 | ||
2 | Republic of Colombia | 5.625% | 2/26/44 | 4,813 | 6,227 | |
2 | Republic of Colombia | 5.000% | 6/15/45 | 11,397 | 13,942 | |
2 | Republic of Colombia | 5.200% | 5/15/49 | 5,050 | 6,391 | |
2 | Republic of Colombia | 4.125% | 5/15/51 | 3,100 | 3,444 | |
Republic of Hungary | 7.625% | 3/29/41 | 2,469 | 4,379 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 400 | 430 | ||
Republic of Indonesia | 4.350% | 1/11/48 | 5,000 | 5,956 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 2,575 | 3,528 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 2,575 | 2,817 | ||
Republic of Indonesia | 3.500% | 2/14/50 | 2,400 | 2,604 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 4,000 | 4,770 | ||
Republic of Indonesia | 4.450% | 4/15/70 | 1,925 | 2,358 | ||
Republic of Italy | 5.375% | 6/15/33 | 2,754 | 3,533 | ||
Republic of Italy | 4.000% | 10/17/49 | 4,853 | 5,341 | ||
Republic of Korea | 4.125% | 6/10/44 | 2,663 | 3,606 | ||
Republic of Korea | 3.875% | 9/20/48 | 1,399 | 1,860 | ||
2 | Republic of Panama | 2.252% | 9/29/32 | 1,350 | 1,396 | |
2 | Republic of Panama | 6.700% | 1/26/36 | 1,776 | 2,633 | |
2 | Republic of Panama | 4.500% | 5/15/47 | 2,910 | 3,747 | |
2 | Republic of Panama | 4.500% | 4/16/50 | 8,557 | 10,996 | |
2 | Republic of Panama | 4.300% | 4/29/53 | 4,300 | 5,434 | |
2 | Republic of Panama | 4.500% | 4/1/56 | 7,145 | 9,217 | |
2 | Republic of Panama | 3.870% | 7/23/60 | 3,155 | 3,723 | |
2 | Republic of Peru | 2.783% | 1/23/31 | 675 | 742 | |
2 | Republic of Peru | 1.862% | 12/1/32 | 400 | 404 | |
Republic of Peru | 8.750% | 11/21/33 | 6,425 | 10,974 | ||
2 | Republic of Peru | 6.550% | 3/14/37 | 3,967 | 6,021 | |
Republic of Peru | 5.625% | 11/18/50 | 7,116 | 11,174 | ||
2 | Republic of Peru | 2.780% | 12/1/60 | 850 | 849 | |
2 | Republic of Peru | 3.230% | 7/28/21 | 2,550 | 2,547 | |
Republic of the Philippines | 7.750% | 1/14/31 | 3,075 | 4,747 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 920 | 928 | ||
Republic of the Philippines | 6.375% | 1/15/32 | 4,125 | 5,904 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 5,233 | 7,692 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 4,875 | 6,447 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Republic of the Philippines | 3.950% | 1/20/40 | 5,002 | 5,981 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 1,647 | 1,908 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 4,285 | 4,988 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 4,495 | 4,772 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 2,516 | 2,543 | ||
State of Israel | 4.500% | 1/30/43 | 7,845 | 10,361 | ||
State of Israel | 4.125% | 1/17/48 | 2,070 | 2,662 | ||
State of Israel | 3.375% | 1/15/50 | 5,375 | 5,942 | ||
State of Israel | 3.875% | 7/3/50 | 4,500 | 5,416 | ||
State of Israel | 4.500% | 4/3/20 | 1,950 | 2,581 | ||
2 | United Mexican States | 2.659% | 5/24/31 | 1,350 | 1,380 | |
2 | United Mexican States | 8.300% | 8/15/31 | 2,950 | 4,491 | |
2 | United Mexican States | 4.750% | 4/27/32 | 3,100 | 3,734 | |
2 | United Mexican States | 7.500% | 4/8/33 | 2,807 | 4,065 | |
2 | United Mexican States | 6.750% | 9/27/34 | 6,447 | 9,082 | |
United Mexican States | 6.050% | 1/11/40 | 10,299 | 13,823 | ||
2 | United Mexican States | 4.750% | 3/8/44 | 16,156 | 19,216 | |
United Mexican States | 5.550% | 1/21/45 | 5,445 | 7,146 | ||
United Mexican States | 4.600% | 1/23/46 | 6,826 | 7,961 | ||
United Mexican States | 4.350% | 1/15/47 | 3,228 | 3,683 | ||
United Mexican States | 4.600% | 2/10/48 | 5,962 | 6,999 | ||
2 | United Mexican States | 4.500% | 1/31/50 | 4,600 | 5,397 | |
2 | United Mexican States | 5.000% | 4/27/51 | 7,625 | 9,509 | |
2 | United Mexican States | 3.771% | 5/24/61 | 9,610 | 10,018 | |
2 | United Mexican States | 5.750% | 10/12/10 | 1,870 | 2,483 | |
Total Sovereign Bonds (Cost $401,700) | 447,625 | |||||
Taxable Municipal Bonds (3.13%) | ||||||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 1,025 | 1,716 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 755 | 1,118 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 645 | 1,048 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053% | 2/15/43 | 550 | 807 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 1,760 | 2,614 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | 450 | 639 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 1,445 | 2,713 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 1,025 | 1,105 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 1,095 | 1,709 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 3,160 | 5,443 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 1,755 | 3,213 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 1,690 | 3,119 | ||
Broward County FL Airport System Revenue | 3.477% | 10/1/43 | 1,120 | 1,168 | ||
California GO | 1.750% | 11/1/30 | 479 | 493 | ||
California GO | 4.500% | 4/1/33 | 1,475 | 1,783 | ||
California GO | 7.500% | 4/1/34 | 4,885 | 8,142 | ||
California GO | 4.600% | 4/1/38 | 1,925 | 2,315 | ||
California GO | 7.550% | 4/1/39 | 7,395 | 12,984 | ||
California GO | 7.300% | 10/1/39 | 4,805 | 7,931 | ||
California GO | 7.350% | 11/1/39 | 1,000 | 1,661 | ||
California GO | 7.625% | 3/1/40 | 2,665 | 4,625 | ||
California GO | 7.600% | 11/1/40 | 5,210 | 9,424 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 1,000 | 1,225 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 650 | 661 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 1,400 | 1,495 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 800 | 1,175 | ||
Chicago IL GO | 7.045% | 1/1/29 | 800 | 868 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 1,645 | 2,358 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 950 | 1,431 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 300 | 370 | ||
Chicago IL Transit Authority Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 5,000 | 7,230 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 1,450 | 2,404 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 4.014% | 6/1/33 | 1,300 | 1,529 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 1,000 | 1,174 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 975 | 1,150 | ||
Connecticut GO | 5.090% | 10/1/30 | 750 | 913 | ||
Connecticut GO | 5.850% | 3/15/32 | 1,500 | 2,096 | ||
Cook County IL GO | 6.229% | 11/15/34 | 925 | 1,302 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 850 | 1,250 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 1,170 | 1,787 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 1,515 | 2,157 | ||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088% | 1/1/42 | 1,065 | 1,483 | ||
5 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,495 | 1,516 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 950 | 1,016 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 1,375 | 1,471 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 1,000 | 1,352 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 850 | 1,263 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 1,325 | 1,991 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 1,690 | 1,815 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 2,516 | 3,826 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 3,086 | 4,770 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 837 | 1,210 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 500 | 525 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 875 | 1,210 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 2,500 | 2,615 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 575 | 613 | ||
Houston TX GO | 6.290% | 3/1/32 | 800 | 1,015 | ||
Houston TX GO | 3.961% | 3/1/47 | 550 | 679 | ||
Illinois GO | 5.100% | 6/1/33 | 18,410 | 19,813 | ||
Illinois GO | 6.630% | 2/1/35 | 1,570 | 1,799 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 1,215 | 1,756 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 1,050 | 1,346 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 1,200 | 1,294 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 775 | 1,006 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 1,000 | 1,042 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 1,765 | 3,172 | ||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 975 | 1,487 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 1,575 | 2,758 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 925 | 1,722 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 3,570 | 5,037 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 3,065 | 4,610 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 1,800 | 2,468 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 700 | 1,189 | ||
Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue | 6.250% | 5/15/43 | 895 | 1,389 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 775 | 803 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 775 | 803 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 850 | 1,250 | ||
Massachusetts GO | 4.500% | 8/1/31 | 1,000 | 1,282 | ||
Massachusetts GO | 5.456% | 12/1/39 | 1,860 | 2,742 | ||
Massachusetts GO | 2.813% | 9/1/43 | 1,320 | 1,453 | ||
Massachusetts GO | 2.900% | 9/1/49 | 580 | 624 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 1,405 | 2,037 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 950 | 1,022 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 1,240 | 1,794 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 1,000 | 1,516 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 1,330 | 2,358 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 1,605 | 1,768 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 1,000 | 1,079 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 925 | 1,021 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 1,570 | 1,769 | ||
Mississippi GO | 5.245% | 11/1/34 | 1,100 | 1,460 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 1,400 | 1,769 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 1,050 | 1,104 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 6.561% | 12/15/40 | 1,785 | 2,465 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 1,450 | 1,502 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 2,464 | 4,132 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 4,785 | 7,813 | ||
New York City NY GO | 5.206% | 10/1/31 | 1,070 | 1,349 | ||
New York City NY GO | 5.517% | 10/1/37 | 1,175 | 1,657 | ||
New York City NY GO | 6.271% | 12/1/37 | 750 | 1,136 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 975 | 1,498 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 1,030 | 1,583 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 800 | 1,258 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 980 | 1,557 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 935 | 1,422 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 1,000 | 1,621 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.267% | 5/1/27 | 20 | 25 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 1,525 | 1,988 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 1,000 | 1,374 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 1,150 | 1,565 | ||
New York Metropolitan Transportation Authority Revenue | 5.175% | 11/15/49 | 1,225 | 1,435 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 1,790 | 2,864 | ||
New York Metropolitan Transportation Authority Revenue (Federally Taxable -Issuer Subsidy - Build America Bonds) | 6.814% | 11/15/40 | 40 | 53 | ||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 815 | 998 | ||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 6.668% | 11/15/39 | 40 | 52 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 350 | 369 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.427% | 3/15/39 | 500 | 667 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 1,830 | 2,459 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 1,320 | 1,843 | ||
New York State Thruway Authority | 2.900% | 1/1/35 | 625 | 678 | ||
New York State Thruway Authority | 3.500% | 1/1/42 | 1,100 | 1,149 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 1,275 | 1,465 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 1,675 | 2,154 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 2,335 | 4,049 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 1,775 | 2,457 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 1,150 | 1,408 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 1,072 | 1,559 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 975 | 994 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,125 | 1,376 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 1,180 | 1,712 | ||
6 | Oregon GO | 3.424% | 3/1/60 | 750 | 777 | |
Pennsylvania State University | 2.790% | 9/1/43 | 750 | 785 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 775 | 801 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 910 | 1,379 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 1,475 | 2,115 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 1,665 | 2,388 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 1,000 | 1,367 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 875 | 982 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 675 | 822 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 1,220 | 1,699 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 6,320 | 8,408 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 1,350 | 1,872 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 635 | 678 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 1,010 | 1,680 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 1,185 | 1,641 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 400 | 429 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 700 | 795 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 1,190 | 1,253 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 1,125 | 1,228 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 650 | 813 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 1,520 | 2,121 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 850 | 1,285 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 550 | 832 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 1,225 | 1,583 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 675 | 711 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 1,065 | 1,718 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 2,000 | 3,126 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 2.825% | 11/1/41 | 725 | 759 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 1,440 | 2,477 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 1,350 | 1,451 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 1,500 | 1,922 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 1,300 | 2,156 | ||
Texas GO | 5.517% | 4/1/39 | 3,290 | 4,892 | ||
Texas GO | 3.211% | 4/1/44 | 1,300 | 1,420 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 2,150 | 2,451 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 650 | 662 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 1,500 | 1,508 | ||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 950 | 1,283 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 685 | 866 | ||
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 1,350 | 2,191 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 900 | 1,457 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 1,625 | 1,725 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 2,010 | 2,261 | ||
University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | 840 | 897 | ||
University of California Revenue | 4.601% | 5/15/31 | 1,000 | 1,219 | ||
University of California Revenue | 5.770% | 5/15/43 | 980 | 1,417 | ||
University of California Revenue | 4.131% | 5/15/45 | 500 | 605 | ||
University of California Revenue | 5.946% | 5/15/45 | 1,275 | 1,852 | ||
University of California Revenue | 4.858% | 5/15/12 | 1,690 | 2,426 | ||
University of California Revenue | 4.767% | 5/15/15 | 1,200 | 1,684 | ||
University of Michigan | 2.437% | 4/1/40 | 950 | 991 | ||
University of Michigan | 2.562% | 4/1/50 | 500 | 531 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 775 | 852 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 1,475 | 1,669 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 1,075 | 1,474 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 1,000 | 1,201 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 625 | 634 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 1,190 | 1,434 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 1,000 | 1,062 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 1,675 | 1,658 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 975 | 1,299 | ||
Washington GO | 5.140% | 8/1/40 | 1,285 | 1,804 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 875 | 981 | ||
Total Taxable Municipal Bonds (Cost $290,560) | 378,402 |
Coupon | Shares | Market Value ($000) | ||||
Temporary Cash Investments (0.16%) | ||||||
Money Market Fund (0.16%) | ||||||
7 | Vanguard Market Liquidity Fund (Cost $19,064) | 0.111% | 190,641 | 19,064 | ||
Total Investments (99.40%) (Cost $10,273,346) | 12,012,143 | |||||
Other Assets and Liabilities—Net (0.60%) | 72,744 | |||||
Net Assets (100%) | 12,084,887 |
Cost is in $000. | |
1 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
2 | 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. |
3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2020, the aggregate value of these securities was $190,342,000, representing 1.6% of net assets. |
4 | Guaranteed by the Federal Republic of Germany. |
5 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
6 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
7 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
GO—Government Obligation Bond. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
U.S. Government and Agency Obligations (62.6%) | ||||||
U.S. Government Securities (40.5%) | ||||||
United States Treasury Note/Bond | 7.875% | 2/15/21 | 209,734 | 211,471 | ||
United States Treasury Note/Bond | 8.125% | 5/15/21 | 110 | 113 | ||
United States Treasury Note/Bond | 8.125% | 8/15/21 | 35,690 | 37,419 | ||
United States Treasury Note/Bond | 2.625% | 12/15/21 | 3 | 3 | ||
United States Treasury Note/Bond | 1.500% | 1/31/22 | 228,760 | 232,155 | ||
United States Treasury Note/Bond | 1.875% | 1/31/22 | 434,482 | 442,698 | ||
United States Treasury Note/Bond | 2.000% | 2/15/22 | 273,916 | 279,652 | ||
United States Treasury Note/Bond | 2.500% | 2/15/22 | 539,583 | 553,914 | ||
United States Treasury Note/Bond | 1.750% | 2/28/22 | 964,382 | 982,464 | ||
United States Treasury Note/Bond | 1.875% | 2/28/22 | 531,386 | 542,179 | ||
United States Treasury Note/Bond | 2.375% | 3/15/22 | 628,400 | 645,291 | ||
United States Treasury Note/Bond | 0.375% | 3/31/22 | 268,365 | 269,202 | ||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 215,000 | 219,334 | ||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 601,810 | 614,881 | ||
United States Treasury Note/Bond | 2.250% | 4/15/22 | 1,083,400 | 1,113,020 | ||
United States Treasury Note/Bond | 0.125% | 4/30/22 | 109,363 | 109,380 | ||
United States Treasury Note/Bond | 1.750% | 4/30/22 | 240,880 | 246,073 | ||
United States Treasury Note/Bond | 1.875% | 4/30/22 | 372,882 | 381,503 | ||
United States Treasury Note/Bond | 1.750% | 5/15/22 | 25,000 | 25,551 | ||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 630,008 | 647,138 | ||
United States Treasury Note/Bond | 0.125% | 5/31/22 | 92,385 | 92,400 | ||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 882,325 | 902,451 | ||
United States Treasury Note/Bond | 1.875% | 5/31/22 | 207,115 | 212,196 | ||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 776,420 | 794,619 | ||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 951,629 | 951,629 | ||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 295,289 | 302,441 | ||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 227,735 | 234,531 | ||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 264,747 | 271,323 | ||
United States Treasury Note/Bond | 0.125% | 7/31/22 | 339,885 | 339,939 | ||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 507,257 | 521,207 | ||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 227,600 | 234,287 | ||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 755,098 | 771,854 | ||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 261,980 | 268,325 | ||
United States Treasury Note/Bond | 7.250% | 8/15/22 | 3,014 | 3,360 | ||
United States Treasury Note/Bond | 0.125% | 8/31/22 | 582,315 | 582,315 | ||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 416,750 | 427,040 | ||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 293,813 | 302,307 | ||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 206,742 | 211,522 | ||
United States Treasury Note/Bond | 0.125% | 9/30/22 | 172,746 | 172,746 | ||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 363,140 | 373,351 | ||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 459,345 | 473,268 | ||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 862,560 | 881,700 | ||
United States Treasury Note/Bond | 0.125% | 10/31/22 | 479,915 | 479,915 | ||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 354,240 | 365,476 | ||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 486,670 | 503,246 | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 908,480 | 933,745 | ||
1 | United States Treasury Note/Bond | 0.125% | 11/30/22 | 1,343,651 | 1,343,651 | |
United States Treasury Note/Bond | 2.000% | 11/30/22 | 665,725 | 689,338 | ||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 869,040 | 894,294 | ||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 863,325 | 897,590 | ||
United States Treasury Note/Bond | 1.500% | 1/15/23 | 450,485 | 463,013 | ||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 302,602 | 312,721 | ||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 472,400 | 494,248 | ||
United States Treasury Note/Bond | 1.375% | 2/15/23 | 661,000 | 678,351 | ||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 70,831 | 73,620 | ||
United States Treasury Note/Bond | 7.125% | 2/15/23 | 163,535 | 187,503 | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 322,416 | 331,889 | ||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 291,812 | 307,406 | ||
United States Treasury Note/Bond | 0.500% | 3/15/23 | 972 | 980 | ||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 385,850 | 397,545 | ||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 435,701 | 458,710 |
1
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 97,915 | 98,160 | ||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 108,332 | 112,056 | ||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 234,973 | 249,181 | ||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 142,170 | 142,126 | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 974,383 | 1,011,224 | ||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 367,450 | 380,539 | ||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 186,365 | 198,013 | ||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 2,126,420 | 2,131,736 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 275,345 | 283,735 | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 254,388 | 270,049 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 810,781 | 810,278 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 165,261 | 169,961 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 355,760 | 379,553 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 556,915 | 556,570 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 361,760 | 383,976 | ||
United States Treasury Note/Bond | 6.250% | 8/15/23 | 208,228 | 241,284 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 278,085 | 287,123 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 725,366 | 775,235 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 704,085 | 703,536 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 327,230 | 338,173 | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 390,104 | 419,058 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 671,590 | 671,066 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 202,790 | 211,218 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 350,246 | 377,061 | ||
United States Treasury Note/Bond | 0.250% | 11/15/23 | 343,875 | 344,841 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 275,962 | 296,488 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 393,035 | 415,513 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 261,591 | 282,191 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 787,650 | 786,665 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 110,858 | 117,752 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 132,471 | 142,157 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 194,225 | 206,607 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 778,645 | 834,123 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 589,749 | 637,112 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 583,624 | 619,278 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 510,641 | 545,906 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 962,029 | 1,022,156 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 300,822 | 318,823 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 666,576 | 711,983 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 672,918 | 724,961 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 1,092,454 | 1,159,192 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 391,554 | 412,479 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 419,533 | 445,624 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 345,514 | 364,410 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 254,475 | 271,810 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 491,390 | 529,473 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 478,544 | 496,341 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 306,793 | 325,249 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 283,503 | 296,882 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 482,058 | 515,951 | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 864,346 | 905,809 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 282,595 | 304,188 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 606,889 | 653,735 | ||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 1,325 | 1,695 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 1,100,256 | 1,153,717 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 1,110,580 | 1,191,441 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 454,053 | 480,869 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 361,825 | 390,431 | ||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 261,760 | 273,539 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 212,880 | 232,171 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 289,129 | 309,547 | ||
United States Treasury Note/Bond | 7.625% | 2/15/25 | 2,112 | 2,747 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 34,711 | 35,931 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 78,661 | 86,699 |
2
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 9,630 | 9,717 | ||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 300,621 | 330,307 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 320,390 | 321,540 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 208,494 | 231,624 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 1,112,387 | 1,200,510 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 614,131 | 612,884 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 255,590 | 284,385 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 1,084,640 | 1,081,755 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 251,462 | 278,848 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 714,990 | 712,759 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 293,610 | 327,742 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 1,131,470 | 1,218,808 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 48,414 | 62,855 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 468,100 | 466,490 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 350,365 | 389,564 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 146,010 | 145,417 | ||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 259,032 | 291,491 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 530,514 | 528,190 | ||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 204,006 | 229,954 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 742,427 | 810,871 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 874,670 | 875,763 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 275,005 | 308,737 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 463,665 | 463,952 | ||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 360,095 | 400,436 | ||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 539,960 | 601,213 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 776,005 | 825,235 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 351,250 | 389,227 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 463,185 | 507,841 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 354,170 | 391,025 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 984,825 | 1,048,227 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 322,175 | 351,625 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 323,405 | 348,873 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 302,795 | 326,831 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 637,414 | 674,664 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 32,360 | 43,646 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 585,567 | 615,759 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 576,425 | 614,250 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 481,179 | 512,980 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 522,821 | 568,730 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 50,779 | 68,417 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 807,440 | 861,062 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 485,524 | 521,560 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 288,845 | 305,997 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 413,015 | 456,381 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 1,892 | 1,961 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 3,245 | 3,263 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 126,813 | 126,436 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 522,299 | 582,363 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 939,455 | 935,782 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 386,210 | 384,399 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 691,045 | 681,654 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 508,974 | 564,086 | ||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 33,585 | 46,232 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 815,035 | 809,558 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 299,065 | 294,346 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 560,407 | 555,677 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 813,084 | 902,523 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 939,020 | 938,438 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 460,960 | 460,241 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 667,601 | 765,131 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 755,131 | 874,654 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 1,040,238 | 1,207,810 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 39,225 | 53,156 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 866,900 | 1,025,924 |
3
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 45,485 | 61,220 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 697,211 | 800,050 | ||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 45,278 | 61,295 | ||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 903,778 | 1,020,708 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 679,659 | 726,814 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 50,571 | 73,154 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 549,757 | 593,908 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 92,629 | 97,955 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 1,187,712 | 1,160,798 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 131,653 | 195,998 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 1,323,619 | 1,290,118 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 1,192,290 | 1,187,628 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 350,937 | 503,321 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 385,911 | 565,842 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 35,000 | 53,287 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 59,400 | 92,979 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 55,118 | 81,824 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 5,613 | 8,465 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 132,956 | 180,300 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 109,385 | 162,129 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 120,862 | 184,692 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 233,466 | 352,606 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 260,527 | 405,487 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 90,635 | 85,975 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 184,735 | 280,018 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 915,540 | 866,330 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 239,862 | 343,341 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 306,060 | 302,473 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 233,132 | 349,843 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 208,930 | 333,505 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 163,418 | 250,337 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 64,325 | 91,322 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 78,330 | 102,331 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 190,872 | 250,012 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 183,799 | 236,211 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 414,324 | 513,116 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 473,325 | 585,739 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 324,938 | 425,769 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 512,230 | 647,090 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 394,910 | 557,316 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 388,181 | 558,251 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 356,732 | 504,608 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 432,981 | 591,560 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 504,185 | 664,344 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 365,342 | 472,431 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 444,671 | 529,852 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 731,147 | 948,209 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 304,028 | 386,639 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 207,935 | 270,380 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 410,665 | 490,231 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 587,992 | 702,192 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 445,311 | 508,073 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 573,620 | 732,530 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 117,835 | 154,033 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 192,429 | 251,872 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 381,063 | 477,518 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 631,604 | 792,170 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 617,611 | 810,232 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 558,044 | 748,649 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 561,717 | 738,484 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 368,844 | 517,824 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 577,056 | 760,629 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 818,568 | 1,056,460 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 230,605 | 263,754 |
4
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 2,256 | 2,649 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 58,121 | 63,107 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 1,400,882 | 1,269,984 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 1,202,127 | 1,124,734 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 847,880 | 843,641 | ||
122,887,012 | ||||||
Agency Bonds and Notes (1.5%) | ||||||
2 | AID-Iraq | 2.149% | 1/18/22 | 10,900 | 11,119 | |
2 | AID-Israel | 5.500% | 9/18/23 | 542 | 618 | |
2 | AID-Israel | 5.500% | 12/4/23 | 4,768 | 5,487 | |
2 | AID-Israel | 5.500% | 4/26/24 | 20,405 | 23,820 | |
2 | AID-Jordan | 2.578% | 6/30/22 | 3,400 | 3,507 | |
2 | AID-Jordan | 3.000% | 6/30/25 | 5,200 | 5,649 | |
2 | AID-Ukraine | 1.471% | 9/29/21 | 10,100 | 10,163 | |
Federal Farm Credit Banks | 3.050% | 11/15/21 | 7,650 | 7,845 | ||
Federal Farm Credit Banks | 1.600% | 12/28/21 | 13,500 | 13,699 | ||
Federal Farm Credit Banks | 2.600% | 1/18/22 | 6,000 | 6,156 | ||
Federal Farm Credit Banks | 0.375% | 4/8/22 | 62,300 | 62,496 | ||
Federal Farm Credit Banks | 0.125% | 11/23/22 | 23,415 | 23,409 | ||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 8,000 | 8,317 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 5,000 | 5,486 | ||
Federal Home Loan Banks | 3.000% | 10/12/21 | 77,000 | 78,722 | ||
Federal Home Loan Banks | 1.625% | 11/19/21 | 38,030 | 38,537 | ||
Federal Home Loan Banks | 1.875% | 11/29/21 | 73,000 | 74,168 | ||
Federal Home Loan Banks | 1.625% | 12/20/21 | 50,200 | 50,929 | ||
Federal Home Loan Banks | 0.250% | 6/3/22 | 70,000 | 70,113 | ||
Federal Home Loan Banks | 2.125% | 6/10/22 | 9,900 | 10,182 | ||
Federal Home Loan Banks | 0.125% | 8/12/22 | 24,000 | 23,992 | ||
Federal Home Loan Banks | 2.000% | 9/9/22 | 12,975 | 13,379 | ||
Federal Home Loan Banks | 0.125% | 10/21/22 | 27,500 | 27,489 | ||
Federal Home Loan Banks | 1.375% | 2/17/23 | 20,970 | 21,514 | ||
Federal Home Loan Banks | 2.125% | 3/10/23 | 27,720 | 28,914 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 57,095 | 61,130 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 40,400 | 44,032 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 19,950 | 20,852 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 24,750 | 29,308 | ||
Federal Home Loan Banks | 2.875% | 9/13/24 | 14,985 | 16,428 | ||
Federal Home Loan Banks | 0.500% | 4/14/25 | 29,000 | 29,157 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 11,000 | 10,976 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 191,345 | 227,716 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 19,780 | 30,541 | ||
3 | Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 200,749 | 205,402 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 6/8/22 | 30,000 | 30,049 | |
3 | Federal Home Loan Mortgage Corp. | 0.125% | 7/25/22 | 25,000 | 24,992 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 12,100 | 12,160 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 49,050 | 49,299 | |
3 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 50,000 | 53,166 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 54,475 | 54,586 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 68,975 | 69,088 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 55,750 | 55,828 | |
3 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 25,000 | 24,943 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 52,000 | 52,062 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 57,670 | 57,741 | |
3 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 39,850 | 41,713 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 44,250 | 44,196 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 106,800 | 106,514 | |
3 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 134,781 | 200,930 | |
3 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 90,654 | 140,196 | |
3 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 11,429 | 17,680 | |
3 | Federal National Mortgage Assn. | 1.375% | 10/7/21 | 60,000 | 60,579 | |
3 | Federal National Mortgage Assn. | 2.000% | 1/5/22 | 245,500 | 250,145 | |
3 | Federal National Mortgage Assn. | 2.625% | 1/11/22 | 35,992 | 36,913 | |
3 | Federal National Mortgage Assn. | 1.875% | 4/5/22 | 22,275 | 22,763 | |
3 | Federal National Mortgage Assn. | 2.250% | 4/12/22 | 23,810 | 24,453 |
5
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
3 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 20,300 | 20,717 | |
3 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 18,525 | 19,129 | |
3 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 33,510 | 35,031 | |
3 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 71,700 | 71,858 | |
3 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 38,050 | 38,119 | |
3 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 23,000 | 24,651 | |
3 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 74,355 | 74,446 | |
3 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 90,320 | 96,657 | |
3 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 26,717 | 28,127 | |
3 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 263,865 | 286,834 | |
3 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 29,170 | 30,675 | |
3 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 36,330 | 38,213 | |
3 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 27,300 | 27,594 | |
3 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 41,000 | 41,176 | |
3 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 84,475 | 84,292 | |
3 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 77,575 | 77,789 | |
3 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 34,025 | 36,987 | |
3 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 48,275 | 52,021 | |
3 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 81,000 | 81,011 | |
3 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 4,745 | 6,773 | |
3 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 26,389 | 40,264 | |
3 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 47,677 | 73,937 | |
3 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 92,600 | 90,988 | |
3 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 24,700 | 37,463 | |
3 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 10,765 | 17,107 | |
Private Export Funding Corp. | 4.300% | 12/15/21 | 10,975 | 11,393 | ||
Private Export Funding Corp. | 2.800% | 5/15/22 | 2,625 | 2,714 | ||
Private Export Funding Corp. | 2.050% | 11/15/22 | 8,335 | 8,605 | ||
Private Export Funding Corp. | 3.550% | 1/15/24 | 4,200 | 4,596 | ||
Private Export Funding Corp. | 2.450% | 7/15/24 | 8,300 | 8,883 | ||
Private Export Funding Corp. | 1.750% | 11/15/24 | 4,050 | 4,255 | ||
Private Export Funding Corp. | 3.250% | 6/15/25 | 2,475 | 2,763 | ||
Resolution Funding Corp. | 8.625% | 1/15/30 | 110 | 179 | ||
Tennessee Valley Authority | 1.875% | 8/15/22 | 7,300 | 7,495 | ||
Tennessee Valley Authority | 2.875% | 9/15/24 | 9,637 | 10,544 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 6,825 | 6,916 | ||
Tennessee Valley Authority | 6.750% | 11/1/25 | 17,306 | 22,396 | ||
Tennessee Valley Authority | 2.875% | 2/1/27 | 30,250 | 34,065 | ||
Tennessee Valley Authority | 7.125% | 5/1/30 | 27,165 | 41,519 | ||
Tennessee Valley Authority | 4.700% | 7/15/33 | 7,950 | 10,926 | ||
Tennessee Valley Authority | 4.650% | 6/15/35 | 15,169 | 21,030 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 10,200 | 15,697 | ||
Tennessee Valley Authority | 6.150% | 1/15/38 | 920 | 1,489 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 2,550 | 3,900 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 24,190 | 36,470 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 6,951 | 10,509 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 6,250 | 10,620 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 7,468 | 11,560 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 14,725 | 21,709 | ||
4,473,340 | ||||||
Conventional Mortgage-Backed Securities (20.6%) | ||||||
3,4 | Fannie Mae Pool | 1.500% | 12/1/50 | 190,007 | 192,046 | |
3,4 | Fannie Mae Pool | 2.000% | 7/1/23–1/1/51 | 1,582,915 | 1,647,858 | |
3,4 | Fannie Mae Pool | 2.500% | 10/1/22–11/1/50 | 3,616,002 | 3,801,111 | |
3,4 | Fannie Mae Pool | 3.000% | 2/1/21–10/1/50 | 5,525,272 | 5,841,757 | |
¤,3,4 | Fannie Mae Pool | 3.500% | 2/1/21–6/1/50 | 4,545,562 | 4,861,603 | |
3,4 | Fannie Mae Pool | 4.000% | 4/1/21–8/1/50 | 3,498,757 | 3,791,661 | |
3,4 | Fannie Mae Pool | 4.500% | 1/1/21–7/1/50 | 1,499,216 | 1,653,161 | |
3,4 | Fannie Mae Pool | 5.000% | 1/1/21–2/1/50 | 476,545 | 539,977 | |
3,4 | Fannie Mae Pool | 5.500% | 1/1/21–2/1/42 | 248,407 | 287,643 | |
3,4 | Fannie Mae Pool | 6.000% | 2/1/21–5/1/41 | 162,796 | 190,724 | |
3,4 | Fannie Mae Pool | 6.500% | 10/1/21–10/1/39 | 44,092 | 51,417 | |
3,4 | Fannie Mae Pool | 7.000% | 10/1/22–11/1/38 | 12,663 | 14,734 | |
3,4 | Fannie Mae Pool | 7.500% | 11/1/22–12/1/32 | 1,092 | 1,263 |
6
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
3,4 | Fannie Mae Pool | 8.000% | 3/1/22–9/1/31 | 370 | 430 | |
3,4 | Fannie Mae Pool | 8.500% | 1/1/22–5/1/32 | 159 | 189 | |
3,4 | Fannie Mae Pool | 9.000% | 2/1/21–8/1/30 | 34 | 38 | |
3,4 | Fannie Mae Pool | 9.500% | 1/1/25–11/1/25 | 40 | 44 | |
3,4 | Freddie Mac Gold Pool | 2.000% | 1/1/28–12/1/31 | 40,147 | 42,004 | |
3,4 | Freddie Mac Gold Pool | 2.500% | 6/1/22–3/1/43 | 596,302 | 624,797 | |
3,4 | Freddie Mac Gold Pool | 3.000% | 3/1/21–12/1/47 | 2,019,513 | 2,138,793 | |
3,4 | Freddie Mac Gold Pool | 3.500% | 1/1/21–7/1/48 | 2,391,782 | 2,561,267 | |
3,4 | Freddie Mac Gold Pool | 4.000% | 2/1/21–2/1/49 | 1,510,129 | 1,640,742 | |
3,4 | Freddie Mac Gold Pool | 4.500% | 3/1/21–1/1/49 | 723,025 | 797,266 | |
3,4 | Freddie Mac Gold Pool | 5.000% | 1/1/21–11/1/48 | 217,706 | 245,879 | |
3,4 | Freddie Mac Gold Pool | 5.500% | 3/1/21–6/1/41 | 126,035 | 144,589 | |
3,4 | Freddie Mac Gold Pool | 6.000% | 1/1/21–5/1/40 | 64,045 | 74,539 | |
3,4 | Freddie Mac Gold Pool | 6.500% | 3/1/22–9/1/39 | 22,030 | 25,439 | |
3,4 | Freddie Mac Gold Pool | 7.000% | 10/1/22–12/1/38 | 7,910 | 8,992 | |
3,4 | Freddie Mac Gold Pool | 7.500% | 9/1/22–2/1/32 | 536 | 614 | |
3,4 | Freddie Mac Gold Pool | 8.000% | 2/1/22–12/1/31 | 689 | 800 | |
3,4 | Freddie Mac Gold Pool | 8.500% | 3/1/21–7/1/31 | 114 | 131 | |
3,4 | Freddie Mac Gold Pool | 9.000% | 7/1/21–3/1/31 | 106 | 123 | |
3,4 | Freddie Mac Gold Pool | 10.000% | 4/1/25 | — | 1 | |
4 | Ginnie Mae I Pool | 3.000% | 1/15/26–3/15/45 | 105,584 | 109,656 | |
4 | Ginnie Mae I Pool | 3.500% | 11/15/25–7/15/45 | 128,144 | 136,265 | |
4 | Ginnie Mae I Pool | 4.000% | 6/15/24–6/15/46 | 163,926 | 176,548 | |
4 | Ginnie Mae I Pool | 4.500% | 6/15/23–2/15/49 | 161,921 | 180,341 | |
4 | Ginnie Mae I Pool | 4.750% | 8/15/33 | 11 | 12 | |
4 | Ginnie Mae I Pool | 5.000% | 4/15/21–4/15/41 | 87,609 | 99,053 | |
4 | Ginnie Mae I Pool | 5.500% | 4/15/21–2/15/41 | 51,415 | 58,927 | |
4 | Ginnie Mae I Pool | 6.000% | 11/15/22–6/15/41 | 41,682 | 47,667 | |
4 | Ginnie Mae I Pool | 6.500% | 9/15/23–1/15/39 | 9,686 | 10,904 | |
4 | Ginnie Mae I Pool | 7.000% | 1/15/23–9/15/36 | 2,458 | 2,828 | |
4 | Ginnie Mae I Pool | 7.500% | 9/15/22–6/15/32 | 1,097 | 1,233 | |
4 | Ginnie Mae I Pool | 7.750% | 2/15/30 | — | 1 | |
4 | Ginnie Mae I Pool | 8.000% | �� | 1/15/22–12/15/30 | 678 | 790 |
4 | Ginnie Mae I Pool | 8.250% | 6/15/27 | 1 | 1 | |
4 | Ginnie Mae I Pool | 8.500% | 8/15/21–3/15/31 | 142 | 165 | |
4 | Ginnie Mae I Pool | 9.000% | 8/15/21–1/15/31 | 154 | 183 | |
4 | Ginnie Mae I Pool | 9.500% | 12/15/21–9/15/25 | 3 | 4 | |
¤,4 | Ginnie Mae II Pool | 2.000% | 11/20/50–1/1/51 | 918,532 | 960,398 | |
¤,4 | Ginnie Mae II Pool | 2.500% | 6/20/27–1/1/51 | 1,808,666 | 1,918,566 | |
4 | Ginnie Mae II Pool | 3.000% | 10/20/26–9/20/50 | 3,745,942 | 3,959,906 | |
4 | Ginnie Mae II Pool | 3.500% | 9/20/25–11/20/50 | 3,588,669 | 3,855,744 | |
4 | Ginnie Mae II Pool | 4.000% | 9/20/25–4/20/50 | 1,846,971 | 1,999,982 | |
4 | Ginnie Mae II Pool | 4.500% | 8/20/33–9/20/49 | 936,282 | 1,020,933 | |
4 | Ginnie Mae II Pool | 5.000% | 12/20/32–12/20/49 | 306,335 | 340,816 | |
4 | Ginnie Mae II Pool | 5.500% | 8/20/23–1/20/49 | 75,491 | 87,053 | |
4 | Ginnie Mae II Pool | 6.000% | 7/20/23–12/20/41 | 23,164 | 26,862 | |
4 | Ginnie Mae II Pool | 6.500% | 3/20/31–9/20/40 | 10,488 | 12,465 | |
4 | Ginnie Mae II Pool | 7.000% | 3/20/28–11/20/38 | 1,396 | 1,703 | |
4 | Ginnie Mae II Pool | 7.500% | 8/20/30 | 2 | 3 | |
4 | Ginnie Mae II Pool | 8.500% | 10/20/30 | 6 | 7 | |
¤,3,4 | UMBS Pool | 1.500% | 1/1/36–1/1/51 | 1,516,049 | 1,544,500 | |
¤,3,4 | UMBS Pool | 2.000% | 1/1/32–1/1/51 | 6,216,638 | 6,466,156 | |
¤,3,4 | UMBS Pool | 2.500% | 7/1/34–1/1/51 | 3,253,459 | 3,430,209 | |
¤,3,4 | UMBS Pool | 3.000% | 4/1/29–1/1/51 | 2,255,377 | 2,376,525 | |
¤,3,4 | UMBS Pool | 3.500% | 7/1/26–12/1/50 | 1,002,176 | 1,077,756 | |
¤,3,4 | UMBS Pool | 4.000% | 11/1/33–12/1/50 | 584,275 | 634,280 | |
¤,3,4 | UMBS Pool | 4.500% | 8/1/48–12/1/50 | 356,968 | 394,234 | |
3,4 | UMBS Pool | 5.000% | 2/1/49–3/1/50 | 146,046 | 163,714 | |
3,4 | UMBS Pool | 5.500% | 6/1/49 | 7,191 | 8,051 | |
3,4 | UMBS Pool | 6.000% | 7/1/40 | 8,329 | 9,678 | |
62,295,751 |
7
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
3,4 | Fannie Mae Pool | 2.279% | 7/1/43 | 4,471 | 4,636 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 2.799% | 12/1/41 | 864 | 899 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 1.889% | 9/1/37 | 1,198 | 1,239 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.353% | 3.353% | 1/1/35 | 68 | 71 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.392% | 2.033% | 10/1/37 | 552 | 572 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.460% | 3.460% | 2/1/37 | 2 | 2 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.472% | 2.066% | 7/1/36 | 157 | 163 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.474% | 3.338% | 3/1/43 | 2,082 | 2,115 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 2.104% | 12/1/43 | 667 | 718 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.553% | 2.053% | 10/1/34 | 4 | 4 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.554% | 2.190% | 9/1/43 | 288 | 291 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.579% | 3.584% | 4/1/37 | 21 | 21 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.597% | 2.610% | 6/1/43 | 1,190 | 1,206 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.607% | 2.096% | 11/1/33 | 86 | 92 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.614% | 2.903% | 8/1/39 | 898 | 931 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 3.623% | 2/1/36 | 314 | 323 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.625% | 2.337% | 8/1/35 | 616 | 658 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.626% | 2.424% | 10/1/37 | 330 | 342 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 3.627% | 3/1/38 | 105 | 109 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.633% | 3.633% | 1/1/35 | 1 | 1 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 2.135% | 11/1/36 | 65 | 69 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.643% | 3.381% | 1/1/37 | 208 | 217 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 2.408% | 7/1/35 | 372 | 393 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 2.443% | 10/1/42 | 715 | 720 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 2.207% | 9/1/40 | 167 | 178 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 2.540% | 6/1/36 | 34 | 34 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.682% | 3.682% | 4/1/36 | 205 | 217 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.684% | 2.104% | 12/1/33 | 166 | 178 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.687% | 2.911% | 6/1/42 | 1,100 | 1,152 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 2.212% | 10/1/39 | 422 | 441 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 2.326% | 9/1/42 | 1,417 | 1,490 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.149% | 5/1/40 | 397 | 418 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.693% | 2.364% | 11/1/39 | 388 | 409 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 2.445% | 7/1/39 | 144 | 151 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 2.453% | 8/1/40 | 402 | 426 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.245% | 10/1/42 | 782 | 834 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.452% | 1/1/42 | 886 | 923 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.678% | 7/1/37 | 280 | 300 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.128% | 12/1/40 | 348 | 371 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 2.108% | 11/1/39 | 201 | 210 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.711% | 2.495% | 4/1/36 | 58 | 60 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.726% | 3.567% | 5/1/42 | 1,031 | 1,084 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.729% | 2.229% | 9/1/34 | 194 | 200 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.732% | 2.537% | 9/1/43 | 1,670 | 1,730 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.739% | 2.614% | 6/1/41 | 141 | 149 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.747% | 2.604% | 7/1/41 | 1,180 | 1,252 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.748% | 3.748% | 5/1/35 | 209 | 218 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.445% | 10/1/40 | 229 | 244 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 3.750% | 2/1/36 | 173 | 180 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.771% | 3.512% | 5/1/42 | 107 | 112 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.774% | 3.575% | 4/1/37 | 57 | 62 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 3.496% | 4/1/41 | 720 | 732 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 3.780% | 2/1/41 | 271 | 287 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.781% | 3.098% | 7/1/42 | 522 | 567 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.792% | 3.383% | 8/1/42 | 1,697 | 1,705 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.803% | 3/1/42 | 317 | 343 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 3.795% | 3/1/42 | 897 | 955 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 2.274% | 11/1/41 | 860 | 927 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.185% | 11/1/39 | 259 | 272 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.310% | 11/1/33–10/1/40 | 1,097 | 1,174 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.395% | 9/1/33 | 6 | 6 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.810% | 12/1/40 | 398 | 421 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.213% | 11/1/41 | 481 | 513 |
8
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.937% | 1/1/42 | 592 | 629 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.287% | 12/1/41 | 603 | 646 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.289% | 12/1/40 | 293 | 308 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.315% | 11/1/40 | 225 | 239 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.082% | 5/1/41 | 497 | 531 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.815% | 2/1/41 | 459 | 489 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.816% | 2.573% | 9/1/40 | 818 | 868 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.819% | 3.528% | 3/1/41 | 762 | 812 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 2.609% | 12/1/40 | 304 | 323 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.822% | 2.327% | 12/1/39 | 352 | 370 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 3.824% | 2/1/41 | 424 | 432 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 3.825% | 3/1/41 | 464 | 503 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 2.826% | 7/1/38 | 278 | 286 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.830% | 6/1/41 | 628 | 668 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.526% | 1/1/40 | 555 | 584 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 2.566% | 8/1/39 | 392 | 417 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.847% | 2.770% | 2/1/42 | 669 | 721 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.860% | 3.610% | 5/1/40 | 139 | 146 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 2.809% | 11/1/34 | 272 | 292 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.909% | 3.659% | 4/1/37 | 312 | 334 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 2.787% | 5/1/36 | 76 | 77 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.925% | 2.425% | 10/1/37 | 17 | 17 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 3.965% | 4/1/37 | 15 | 15 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.989% | 3.875% | 1/1/37 | 17 | 17 | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 3.293% | 10/1/36 | 207 | 225 | |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.155% | 3.780% | 12/1/37 | 397 | 411 | |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.185% | 3.325% | 5/1/36 | 34 | 36 | |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.190% | 3.815% | 12/1/36 | 5 | 5 | |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.235% | 2.360% | 12/1/35 | 2 | 3 | |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.268% | 2.393% | 9/1/33–12/1/35 | 202 | 214 | |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.268% | 3.768% | 5/1/33 | 3 | 3 | |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.275% | 2.400% | 11/1/32 | 6 | 6 | |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.313% | 3.623% | 1/1/35 | 215 | 231 | |
3,4,5 | Fannie Mae Pool, 6M USD LIBOR + 1.146% | 1.396% | 4/1/37 | 618 | 648 | |
3,4,5 | Fannie Mae Pool, 6M USD LIBOR + 1.413% | 2.042% | 7/1/34 | 102 | 108 | |
3,4,5 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 2.715% | 8/1/37 | 437 | 462 | |
3,4 | Fannie Mae REMICS | 2.151% | 10/25/29 | 9,371 | 10,000 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.158% | 2.033% | 8/1/37 | 40 | 40 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.511% | 3.218% | 3/1/37 | 57 | 58 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.550% | 3.550% | 4/1/37 | 1 | 1 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 3.570% | 3/1/37 | 27 | 29 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.588% | 2.389% | 9/1/37 | 158 | 163 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 3.625% | 1/1/38 | 77 | 83 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.135% | 12/1/36 | 280 | 301 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.154% | 11/1/43 | 230 | 241 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.647% | 5/1/42 | 165 | 166 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 2.160% | 10/1/37 | 447 | 466 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 3.695% | 2/1/37 | 183 | 196 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 3.727% | 1/1/35 | 56 | 58 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 2.118% | 12/1/36 | 401 | 419 |
9
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 3.657% | 12/1/40 | 708 | 744 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.500% | 5/1/38 | 47 | 50 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.750% | 4/1/33–3/1/36 | 12 | 12 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 2.219% | 12/1/36 | 144 | 156 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.766% | 3.737% | 5/1/33 | 11 | 12 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.770% | 2.245% | 12/1/34 | 7 | 7 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780% | 2.552% | 3/1/36 | 4 | 4 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.798% | 2.040% | 12/1/34 | 99 | 101 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.802% | 2.987% | 6/1/37 | 544 | 586 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.830% | 2.773% | 12/1/35 | 284 | 304 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.831% | 2.438% | 3/1/42 | 518 | 553 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.831% | 2.766% | 6/1/41 | 22 | 24 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.831% | 2.831% | 1/1/37 | 133 | 142 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840% | 2.840% | 6/1/37 | 68 | 73 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.861% | 3.213% | 2/1/42 | 215 | 229 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.867% | 2.544% | 8/1/37 | 204 | 213 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.772% | 6/1/40 | 191 | 202 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.813% | 6/1/41 | 203 | 214 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.880% | 6/1/40 | 455 | 472 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.044% | 5/1/40 | 116 | 121 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.630% | 5/1/40 | 58 | 61 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.880% | 12/1/40–3/1/41 | 937 | 996 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.887% | 2.537% | 12/1/39 | 110 | 118 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.889% | 3.790% | 2/1/42 | 379 | 384 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.894% | 2.532% | 9/1/40 | 595 | 632 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.363% | 11/1/40 | 474 | 495 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.806% | 6/1/40 | 322 | 335 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 3.644% | 1/1/41 | 117 | 125 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 3.910% | 2/1/41 | 575 | 615 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 3.995% | 3/1/37 | 397 | 425 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.996% | 3.309% | 5/1/37 | 660 | 688 | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 4.085% | 3/1/38 | 73 | 78 |
10
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.125% | 2.625% | 6/1/35 | 2 | 2 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.378% | 11/1/34 | 622 | 653 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.542% | 11/1/36 | 114 | 118 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.710% | 6/1/34 | 1 | 1 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.934% | 5/1/36 | 240 | 252 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.757% | 2/1/36 | 202 | 212 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.273% | 3.773% | 6/1/36 | 8 | 8 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.315% | 2.440% | 12/1/34 | 23 | 24 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.409% | 2.534% | 11/1/33 | 1 | 1 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.410% | 3.769% | 10/1/36 | 379 | 406 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.549% | 4.048% | 3/1/37 | 87 | 88 | ||
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 1.605% | 5/1/37 | 24 | 25 | ||
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 1.855% | 6/1/37 | 298 | 306 | ||
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 1.945% | 3/1/37 | 105 | 110 | ||
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 2.068% | 1/1/37 | 525 | 556 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.625% | 7/20/38 | 123 | 123 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.250% | 7/20/41–8/20/41 | 1,247 | 1,282 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.875% | 6/20/29–6/20/43 | 3,577 | 3,741 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.000% | 1/20/41–1/20/44 | 5,839 | 6,048 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.125% | 10/20/38–12/20/43 | 4,841 | 4,997 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.375% | 5/20/41 | 128 | 132 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.375% | 5/20/41 | 234 | 241 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.625% | 11/20/40 | 58 | 61 | ||
89,572 | |||||||
Total U.S. Government and Agency Obligations (Cost $179,741,497) | 189,745,675 | ||||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.5%) | |||||||
4 | Ally Auto Receivables Trust 2017-4 | 1.960% | 7/15/22 | 2,475 | 2,482 | ||
4 | Ally Auto Receivables Trust 2018-1 | 2.350% | 6/15/22 | 783 | 785 | ||
4 | Ally Auto Receivables Trust 2018-1 | 2.530% | 2/15/23 | 1,825 | 1,846 | ||
4 | Ally Auto Receivables Trust 2018-2 | 3.090% | 6/15/23 | 2,230 | 2,281 | ||
4 | Ally Auto Receivables Trust 2018-3 | 3.000% | 1/17/23 | 678 | 685 | ||
4 | Ally Auto Receivables Trust 2018-3 | 3.120% | 7/17/23 | 2,375 | 2,456 | ||
4 | Ally Auto Receivables Trust 2019-2 | 2.230% | 1/16/24 | 15,900 | 16,142 | ||
4 | Ally Auto Receivables Trust 2019-2 | 2.260% | 8/15/24 | 1,875 | 1,947 | ||
4 | Ally Auto Receivables Trust 2019-4 | 1.840% | 6/17/24 | 13,355 | 13,555 | ||
4 | Ally Auto Receivables Trust 2019-4 | 1.920% | 1/15/25 | 1,600 | 1,645 | ||
4 | Ally Master Owner Trust Series 2018-1 | 2.700% | 1/17/23 | 23,500 | 23,516 | ||
4 | Ally Master Owner Trust Series 2018-2 | 3.290% | 5/15/23 | 6,275 | 6,343 | ||
4 | American Express Credit Account Master Trust 2017-7 | 2.350% | 5/15/25 | 13,300 | 13,807 | ||
4 | American Express Credit Account Master Trust 2018-2 | 3.010% | 10/15/25 | 14,150 | 15,005 | ||
4 | American Express Credit Account Master Trust 2018-4 | 2.990% | 12/15/23 | 18,000 | 18,182 | ||
4 | American Express Credit Account Master Trust 2018-8 | 3.180% | 4/15/24 | 2,200 | 2,246 | ||
4 | American Express Credit Account Master Trust 2019-1 | 2.870% | 10/15/24 | 18,955 | 19,557 | ||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.070% | 12/19/22 | 1,171 | 1,176 | ||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.260% | 1/18/24 | 3,150 | 3,202 | ||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.500% | 1/18/24 | 2,100 | 2,174 | ||
4 | AmeriCredit Automobile Receivables Trust 2019-1 | 2.970% | 11/20/23 | 4,497 | 4,554 | ||
4 | AmeriCredit Automobile Receivables Trust 2020-1 | 1.110% | 8/19/24 | 10,000 | 10,092 | ||
4 | AmeriCredit Automobile Receivables Trust 2020-2 | 0.660% | 12/18/24 | 1,000 | 1,005 | ||
4 | AmeriCredit Automobile Receivables Trust 2020-3 | 0.530% | 6/18/25 | 1,375 | 1,377 | ||
4 | AmeriCredit Automobile Receivables Trust 2020-3 | 0.760% | 12/18/25 | 1,375 | 1,380 | ||
4 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.429% | 9/15/48 | 2,246 | 2,405 | ||
4 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.705% | 9/15/48 | 4,100 | 4,565 | ||
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.574% | 2/15/50 | 9,108 | 10,339 | ||
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.748% | 2/15/50 | 3,542 | 3,993 | ||
4 | BANK 2017 - BNK5 | 3.390% | 6/15/60 | 9,750 | 11,044 | ||
4 | BANK 2017 - BNK5 | 3.624% | 6/15/60 | 4,450 | 4,947 |
11
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | BANK 2017 - BNK6 | 3.254% | 7/15/60 | 5,500 | 6,118 | |
4 | BANK 2017 - BNK6 | 3.518% | 7/15/60 | 3,388 | 3,868 | |
4 | BANK 2017 - BNK6 | 3.741% | 7/15/60 | 3,388 | 3,798 | |
4 | BANK 2017 - BNK7 | 3.175% | 9/15/60 | 6,984 | 7,722 | |
4 | BANK 2017 - BNK7 | 3.435% | 9/15/60 | 5,790 | 6,590 | |
4 | BANK 2017 - BNK7 | 3.748% | 9/15/60 | 4,100 | 4,651 | |
4 | BANK 2017 - BNK8 | 3.488% | 11/15/50 | 8,000 | 9,132 | |
4 | BANK 2017 - BNK8 | 3.731% | 11/15/50 | 1,325 | 1,515 | |
4 | BANK 2017 - BNK9 | 3.279% | 11/15/54 | 8,000 | 8,926 | |
4 | BANK 2017 - BNK9 | 3.538% | 11/15/54 | 8,000 | 9,161 | |
4 | BANK 2018 - BN10 | 3.641% | 2/15/61 | 1,802 | 2,026 | |
4 | BANK 2018 - BN10 | 3.688% | 2/15/61 | 7,600 | 8,768 | |
4 | BANK 2018 - BN10 | 3.898% | 2/15/61 | 2,100 | 2,414 | |
4 | BANK 2018 - BN11 | 4.046% | 3/15/61 | 5,550 | 6,530 | |
4 | BANK 2018 - BN12 | 4.255% | 5/15/61 | 6,550 | 7,786 | |
4 | BANK 2018 - BN12 | 4.357% | 5/15/61 | 2,100 | 2,491 | |
4 | BANK 2018 - BN13 | 3.953% | 8/15/61 | 2,300 | 2,683 | |
4 | BANK 2018 - BN13 | 4.217% | 8/15/61 | 2,200 | 2,631 | |
4 | BANK 2018 - BN14 | 4.128% | 9/15/60 | 3,425 | 3,665 | |
4 | BANK 2018 - BN14 | 4.231% | 9/15/60 | 3,575 | 4,254 | |
4 | BANK 2018 - BN14 | 4.481% | 9/15/60 | 1,550 | 1,852 | |
4 | BANK 2018 - BN15 | 4.407% | 11/15/61 | 7,690 | 9,276 | |
4 | BANK 2019 - BN16 | 4.005% | 2/15/52 | 6,625 | 7,840 | |
4 | BANK 2019 - BN17 | 3.714% | 4/15/52 | 7,350 | 8,570 | |
4 | BANK 2019 - BN17 | 3.976% | 4/15/52 | 1,750 | 2,035 | |
4 | BANK 2019 - BN18 | 3.584% | 5/15/62 | 21,125 | 24,468 | |
4 | BANK 2019 - BN18 | 3.826% | 5/15/62 | 2,575 | 2,980 | |
4 | BANK 2019 - BN19 | 3.183% | 8/15/61 | 15,850 | 17,919 | |
4 | BANK 2019 - BN19 | 4.034% | 8/15/61 | 2,240 | 2,306 | |
4 | BANK 2019 - BN20 | 3.011% | 9/15/62 | 10,250 | 11,464 | |
4 | BANK 2019 - BN21 | 2.851% | 10/17/52 | 21,600 | 23,886 | |
4 | BANK 2019 - BN21 | 3.093% | 10/17/52 | 4,325 | 4,773 | |
4 | BANK 2019 - BN22 | 2.978% | 11/15/62 | 16,943 | 18,918 | |
4 | BANK 2019 - BN23 | 2.920% | 12/15/52 | 10,705 | 11,915 | |
4 | BANK 2019 - BN23 | 3.203% | 12/15/52 | 4,000 | 4,479 | |
4 | BANK 2019 - BN24 | 2.960% | 11/15/62 | 8,050 | 8,995 | |
4 | BANK 2019 - BN24 | 3.283% | 11/15/62 | 3,750 | 4,219 | |
4 | BANK 2020 - BN25 | 2.649% | 1/15/63 | 11,830 | 12,916 | |
4 | BANK 2020 - BN25 | 2.841% | 1/15/63 | 3,685 | 3,983 | |
4 | BANK 2020 - BN26 | 2.403% | 3/15/63 | 10,460 | 11,196 | |
4 | BANK 2020 - BN26 | 2.687% | 3/15/63 | 3,310 | 3,538 | |
4 | BANK 2020 - BN29 | 1.997% | 11/15/53 | 3,900 | 4,038 | |
4 | BANK 2020 - BNK27 | 2.144% | 4/15/63 | 9,540 | 10,020 | |
4 | BANK 2020 - BNK27 | 2.551% | 4/15/63 | 2,825 | 3,012 | |
4 | BANK 2020 - BNK28 | 1.844% | 3/15/63 | 2,810 | 2,874 | |
4 | BANK 2020 - BNK30 | 1.925% | 12/10/53 | 4,700 | 4,836 | |
4 | BANK 2020 - BNK30 | 2.111% | 12/10/53 | 550 | 566 | |
4 | Bank of America Credit Card Trust 2018-A1 | 2.700% | 7/17/23 | 26,500 | 26,575 | |
4 | Bank of America Credit Card Trust 2018-A2 | 3.000% | 9/15/23 | 23,450 | 23,633 | |
4 | Bank of America Credit Card Trust 2019-A1 | 1.740% | 1/15/25 | 10,750 | 11,014 | |
4 | Bank of Nova Scotia | 1.875% | 4/26/21 | 8,800 | 8,840 | |
4 | Barclays Commercial Mortgage Trust 2020-C8 | 2.040% | 10/15/53 | 8,225 | 8,562 | |
4 | Barclays Commercial Mortgage Trust 2020-C8 | 2.398% | 10/15/53 | 1,685 | 1,752 | |
4 | BBCMS Mortgage Trust 2017-C1 | 3.674% | 2/15/50 | 17,475 | 20,011 | |
4 | BBCMS Mortgage Trust 2017-C1 | 3.898% | 2/15/50 | 4,675 | 5,264 | |
4 | BBCMS Mortgage Trust 2018-C2 | 4.314% | 12/15/51 | 8,350 | 9,999 | |
4 | BBCMS Mortgage Trust 2019-C3 | 3.583% | 5/15/52 | 21,595 | 25,104 | |
4 | BBCMS Mortgage Trust 2019-C4 | 2.919% | 8/15/52 | 15,870 | 17,545 | |
4 | BBCMS Mortgage Trust 2019-C4 | 3.171% | 8/15/52 | 1,325 | 1,472 | |
4 | BBCMS Mortgage Trust 2019-C5 | 3.063% | 11/15/52 | 8,975 | 10,051 | |
4 | BBCMS Mortgage Trust 2019-C5 | 3.366% | 11/15/52 | 5,375 | 6,041 | |
4 | BBCMS Mortgage Trust 2020-C6 | 2.639% | 2/15/53 | 7,635 | 8,363 | |
4 | BBCMS Mortgage Trust 2020-C6 | 2.840% | 2/15/53 | 2,000 | 2,169 | |
4 | BBCMS Mortgage Trust 2020-C7 | 2.037% | 4/15/53 | 2,520 | 2,628 |
12
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 | 5.432% | 1/12/45 | 922 | 927 | |
4 | Benchmark 2018-B1 Mortgage Trust | 3.666% | 1/15/51 | 7,960 | 9,148 | |
4 | Benchmark 2018-B1 Mortgage Trust | 3.878% | 1/15/51 | 2,600 | 2,964 | |
4 | Benchmark 2018-B2 Mortgage Trust | 3.662% | 2/15/51 | 6,050 | 6,345 | |
4 | Benchmark 2018-B2 Mortgage Trust | 3.882% | 2/15/51 | 17,575 | 20,436 | |
4 | Benchmark 2018-B2 Mortgage Trust | 4.084% | 2/15/51 | 8,225 | 9,480 | |
4 | Benchmark 2018-B3 Mortgage Trust | 3.848% | 4/10/51 | 5,000 | 5,291 | |
4 | Benchmark 2018-B3 Mortgage Trust | 4.025% | 4/10/51 | 13,150 | 15,429 | |
4 | Benchmark 2018-B4 Mortgage Trust | 4.121% | 7/15/51 | 18,625 | 22,055 | |
4 | Benchmark 2018-B4 Mortgage Trust | 4.311% | 7/15/51 | 3,250 | 3,790 | |
4 | Benchmark 2018-B5 Mortgage Trust | 4.208% | 7/15/51 | 8,850 | 10,559 | |
4 | Benchmark 2018-B5 Mortgage Trust | 4.419% | 7/15/51 | 1,750 | 2,067 | |
4 | Benchmark 2018-B6 Mortgage Trust | 4.203% | 10/10/51 | 3,325 | 3,593 | |
4 | Benchmark 2018-B6 Mortgage Trust | 4.261% | 10/10/51 | 4,025 | 4,823 | |
4 | Benchmark 2018-B6 Mortgage Trust | 4.441% | 10/10/51 | 1,250 | 1,499 | |
4 | Benchmark 2018-B7 Mortgage Trust | 4.510% | 5/15/53 | 22,400 | 27,310 | |
4 | Benchmark 2018-B8 Mortgage Trust | 4.232% | 1/15/52 | 10,690 | 12,825 | |
4 | Benchmark 2018-B8 Mortgage Trust | 4.532% | 1/15/52 | 3,400 | 4,091 | |
4 | Benchmark 2019-B10 Mortgage Trust | 3.717% | 3/15/62 | 6,100 | 7,110 | |
4 | Benchmark 2019-B10 Mortgage Trust | 3.979% | 3/15/62 | 2,600 | 3,028 | |
4 | Benchmark 2019-B11 Mortgage Trust | 3.542% | 5/15/52 | 15,840 | 18,274 | |
4 | Benchmark 2019-B11 Mortgage Trust | 3.784% | 5/15/52 | 4,225 | 4,872 | |
4 | Benchmark 2019-B13 Mortgage Trust | 2.952% | 8/15/57 | 3,600 | 4,001 | |
4 | Benchmark 2019-B14 Mortgage Trust | 3.049% | 12/15/62 | 13,650 | 15,286 | |
4 | Benchmark 2019-B15 Mortgage Trust | 2.928% | 12/15/72 | 13,355 | 14,850 | |
4 | Benchmark 2019-B9 Mortgage Trust | 4.016% | 3/15/52 | 6,281 | 7,447 | |
4 | Benchmark 2019-IG1 Mortgage Trust | 2.687% | 9/15/43 | 7,900 | 8,629 | |
4 | Benchmark 2019-IG1 Mortgage Trust | 2.909% | 9/15/43 | 2,640 | 2,850 | |
4 | Benchmark 2020-B16 Mortgage Trust | 2.732% | 2/15/53 | 25,275 | 27,704 | |
4 | Benchmark 2020-B16 Mortgage Trust | 2.944% | 2/15/53 | 1,295 | 1,423 | |
4 | Benchmark 2020-B17 Mortgage Trust | 2.289% | 3/15/53 | 5,530 | 5,856 | |
4 | Benchmark 2020-B17 Mortgage Trust | 2.583% | 3/15/53 | 1,655 | 1,770 | |
4 | Benchmark 2020-B19 Mortgage Trust | 1.850% | 9/15/53 | 3,375 | 3,461 | |
4 | Benchmark 2020-B19 Mortgage Trust | 2.148% | 9/15/53 | 1,125 | 1,158 | |
4 | Benchmark 2020-B20 Mortgage Trust | 2.034% | 10/15/53 | 6,725 | 6,993 | |
4 | Benchmark 2020-B20 Mortgage Trust | 2.375% | 10/15/53 | 555 | 584 | |
4 | Benchmark 2020-B21 Mortgage Trust | 1.978% | 12/17/53 | 8,350 | 8,634 | |
4 | Benchmark 2020-B21 Mortgage Trust | 2.254% | 12/17/53 | 850 | 887 | |
4 | Benchmark 2020-B22 Mortgage Trust | 1.973% | 1/15/54 | 6,100 | 6,303 | |
4 | BMW Vehicle Owner Trust 2018-A | 2.350% | 4/25/22 | 1,047 | 1,049 | |
4 | BMW Vehicle Owner Trust 2018-A | 2.510% | 6/25/24 | 1,850 | 1,876 | |
4 | BMW Vehicle Owner Trust 2020-A | 0.480% | 10/25/24 | 1,400 | 1,406 | |
4 | BMW Vehicle Owner Trust 2020-A | 0.620% | 4/26/27 | 575 | 578 | |
4 | Cantor Commercial Real Estate Lending 2019-CF1 | 3.786% | 5/15/52 | 4,025 | 4,722 | |
4 | Cantor Commercial Real Estate Lending 2019-CF2 | 2.874% | 11/15/52 | 8,100 | 8,945 | |
4 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.006% | 1/15/53 | 8,000 | 8,976 | |
4 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.298% | 1/15/53 | 3,434 | 3,850 | |
4 | Capital One Auto Receivables Trust 2019-1 | 2.510% | 11/15/23 | 6,330 | 6,438 | |
4 | Capital One Auto Receivables Trust 2019-1 | 2.560% | 10/15/24 | 2,125 | 2,215 | |
4 | Capital One Auto Receivables Trust 2020-1 | 1.600% | 11/15/24 | 3,175 | 3,236 | |
4 | Capital One Auto Receivables Trust 2020-1 | 1.630% | 8/15/25 | 800 | 824 | |
4 | Capital One Multi-Asset Execution Trust 2017-A3 | 2.430% | 1/15/25 | 9,850 | 10,109 | |
4 | Capital One Multi-Asset Execution Trust 2017-A6 | 2.290% | 7/15/25 | 12,800 | 13,250 | |
4 | Capital One Multi-Asset Execution Trust 2018-A1 | 3.010% | 2/15/24 | 6,775 | 6,828 | |
4 | Capital One Multi-Asset Execution Trust 2019-A1 | 2.840% | 12/15/24 | 4,250 | 4,373 | |
4 | Capital One Multi-Asset Execution Trust 2019-A3 | 2.060% | 8/15/28 | 12,040 | 12,863 | |
4 | CarMax Auto Owner Trust 2017-2 | 2.410% | 12/15/22 | 3,325 | 3,355 | |
4 | CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/22 | 1,016 | 1,020 | |
4 | CarMax Auto Owner Trust 2017-4 | 2.330% | 5/15/23 | 3,200 | 3,248 | |
4 | CarMax Auto Owner Trust 2018-1 | 2.480% | 11/15/22 | 1,746 | 1,759 | |
4 | CarMax Auto Owner Trust 2018-1 | 2.640% | 6/15/23 | 1,200 | 1,226 | |
4 | CarMax Auto Owner Trust 2018-2 | 2.980% | 1/17/23 | 2,146 | 2,167 | |
4 | CarMax Auto Owner Trust 2018-2 | 3.160% | 7/17/23 | 2,625 | 2,712 |
13
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | CarMax Auto Owner Trust 2019-4 | 2.020% | 11/15/24 | 10,750 | 11,042 | |
4 | CarMax Auto Owner Trust 2019-4 | 2.130% | 7/15/25 | 1,350 | 1,411 | |
4 | CarMax Auto Owner Trust 2020-1 | 1.890% | 12/16/24 | 10,328 | 10,597 | |
4 | CarMax Auto Owner Trust 2020-1 | 2.030% | 6/16/25 | 790 | 822 | |
4 | CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/24 | 6,250 | 6,369 | |
4 | CarMax Auto Owner Trust 2020-3 | 0.620% | 3/17/25 | 7,475 | 7,516 | |
4 | CarMax Auto Owner Trust 2020-3 | 0.770% | 3/16/26 | 850 | 856 | |
4 | CarMax Auto Owner Trust 2020-4 | 0.500% | 8/15/25 | 4,225 | 4,226 | |
4 | CarMax Auto Owner Trust 2020-4 | 0.630% | 6/15/26 | 1,120 | 1,119 | |
4 | CarMax Auto Owner Trust 2020-4 | 0.850% | 6/15/26 | 275 | 275 | |
4 | CD 2016-CD1 Commercial Mortgage Trust | 2.724% | 8/10/49 | 9,075 | 9,857 | |
4 | CD 2016-CD2 Commercial Mortgage Trust | 3.526% | 11/10/49 | 7,300 | 8,271 | |
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.453% | 2/10/50 | 1,285 | 1,408 | |
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.631% | 2/10/50 | 9,773 | 11,139 | |
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.833% | 2/10/50 | 2,542 | 2,816 | |
4 | CD 2017-CD4 Commercial Mortgage Trust | 3.514% | 5/10/50 | 5,133 | 5,825 | |
4 | CD 2017-CD4 Commercial Mortgage Trust | 3.747% | 5/10/50 | 3,000 | 3,364 | |
4 | CD 2017-CD5 Commercial Mortgage Trust | 3.431% | 8/15/50 | 3,500 | 3,966 | |
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.332% | 11/13/50 | 3,300 | 3,636 | |
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.456% | 11/13/50 | 6,575 | 7,474 | |
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.709% | 11/13/50 | 3,825 | 4,259 | |
4 | CD 2018-CD7 Commercial Mortgage Trust | 4.279% | 8/15/51 | 7,375 | 8,762 | |
4 | CD 2019-CD8 Commercial Mortgage Trust | 2.912% | 8/15/57 | 18,130 | 20,039 | |
4 | CenterPoint Energy Transition Bond Co. IV LLC 2012-1 | 3.028% | 10/15/25 | 8,531 | 9,007 | |
4 | CFCRE Commercial Mortgage Trust 2016-C3 | 3.865% | 1/10/48 | 5,800 | 6,577 | |
4 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.283% | 5/10/58 | 8,250 | 9,033 | |
4 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.691% | 5/10/58 | 5,900 | 6,505 | |
4 | CFCRE Commercial Mortgage Trust 2016-C6 | 3.217% | 11/10/49 | 14,200 | 15,643 | |
4 | CFCRE Commercial Mortgage Trust 2017-C8 | 3.572% | 6/15/50 | 3,650 | 4,127 | |
4 | Chase Issuance Trust 2012-A7 | 2.160% | 9/15/24 | 23,690 | 24,471 | |
4 | Chase Issuance Trust 2014-A2 | 2.770% | 3/15/23 | 11,150 | 11,206 | |
4 | Chase Issuance Trust 2020-A1 | 1.530% | 1/15/25 | 26,500 | 27,196 | |
4 | Citibank Credit Card Issuance Trust 2014-A1 | 2.880% | 1/23/23 | 10,460 | 10,473 | |
4 | Citibank Credit Card Issuance Trust 2014-A5 | 2.680% | 6/7/23 | 14,767 | 14,921 | |
4 | Citibank Credit Card Issuance Trust 2016-A2 | 2.190% | 11/20/23 | 11,325 | 11,520 | |
4 | Citibank Credit Card Issuance Trust 2018-A1 | 2.490% | 1/20/23 | 27,800 | 27,827 | |
4 | Citibank Credit Card Issuance Trust 2018-A3 | 3.290% | 5/23/25 | 26,125 | 28,020 | |
4 | Citigroup Commercial Mortgage Trust 2012-GC8 | 3.024% | 9/10/45 | 5,020 | 5,142 | |
4 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.093% | 4/10/46 | 3,165 | 3,321 | |
4 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.422% | 4/10/46 | 2,000 | 2,106 | |
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 3.942% | 9/10/46 | 670 | 700 | |
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.371% | 9/10/46 | 1,975 | 2,158 | |
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.649% | 9/10/46 | 2,875 | 3,110 | |
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 3.675% | 11/10/46 | 527 | 549 | |
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.131% | 11/10/46 | 3,150 | 3,447 | |
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.544% | 11/10/46 | 1,150 | 1,246 | |
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 5.095% | 11/10/46 | 1,150 | 1,225 | |
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 3.552% | 3/10/47 | 749 | 787 | |
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.023% | 3/10/47 | 1,700 | 1,857 | |
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.345% | 3/10/47 | 1,425 | 1,553 | |
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.477% | 5/10/47 | 442 | 463 | |
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.855% | 5/10/47 | 3,025 | 3,307 | |
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 4.328% | 5/10/47 | 2,450 | 2,577 | |
4 | Citigroup Commercial Mortgage Trust 2014-GC23 | 3.622% | 7/10/47 | 3,875 | 4,240 | |
4 | Citigroup Commercial Mortgage Trust 2014-GC25 | 3.635% | 10/10/47 | 8,525 | 9,346 | |
4 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.137% | 2/10/48 | 11,450 | 12,422 | |
4 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.571% | 2/10/48 | 4,550 | 4,892 | |
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 3.192% | 4/10/48 | 9,075 | 9,909 | |
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 3.758% | 4/10/48 | 4,365 | 4,639 | |
4 | Citigroup Commercial Mortgage Trust 2015-GC31 | 3.762% | 6/10/48 | 4,625 | 5,177 | |
4 | Citigroup Commercial Mortgage Trust 2015-GC33 | 3.778% | 9/10/58 | 5,725 | 6,438 | |
4 | Citigroup Commercial Mortgage Trust 2015-GC36 | 3.349% | 2/10/49 | 2,900 | 3,189 | |
4 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.003% | 5/10/49 | 3,400 | 3,609 | |
4 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.209% | 5/10/49 | 6,500 | 7,204 |
14
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | Citigroup Commercial Mortgage Trust 2016-C2 | 2.832% | 8/10/49 | 3,500 | 3,822 | |
4 | Citigroup Commercial Mortgage Trust 2016-GC36 | 3.616% | 2/10/49 | 14,925 | 16,776 | |
4 | Citigroup Commercial Mortgage Trust 2016-GC37 | 3.314% | 4/10/49 | 11,645 | 12,928 | |
4 | Citigroup Commercial Mortgage Trust 2016-P4 | 2.646% | 7/10/49 | 3,115 | 3,319 | |
4 | Citigroup Commercial Mortgage Trust 2016-P4 | 2.902% | 7/10/49 | 3,825 | 4,187 | |
4 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.458% | 8/15/50 | 13,430 | 15,251 | |
4 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.711% | 8/15/50 | 2,675 | 2,999 | |
4 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.471% | 10/12/50 | 10,700 | 12,175 | |
4 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.764% | 10/12/50 | 2,125 | 2,386 | |
4 | Citigroup Commercial Mortgage Trust 2018-B2 | 3.788% | 3/10/51 | 2,950 | 3,098 | |
4 | Citigroup Commercial Mortgage Trust 2018-B2 | 4.009% | 3/10/51 | 17,325 | 20,201 | |
4 | Citigroup Commercial Mortgage Trust 2018-C6 | 4.412% | 11/10/51 | 2,300 | 2,764 | |
4 | Citigroup Commercial Mortgage Trust 2019-GC41 | 2.869% | 8/10/56 | 13,210 | 14,581 | |
4 | Citigroup Commercial Mortgage Trust 2019-GC43 | 3.038% | 11/10/52 | 16,100 | 17,999 | |
4 | Citigroup Commercial Mortgage Trust 2020-GC46 | 2.717% | 2/15/53 | 14,355 | 15,692 | |
4 | Citigroup Commercial Mortgage Trust 2020-GC46 | 2.918% | 2/15/53 | 2,655 | 2,894 | |
4 | COMM 2012-CCRE2 Mortgage Trust | 3.147% | 8/15/45 | 2,580 | 2,648 | |
4 | COMM 2012-CCRE2 Mortgage Trust | 3.791% | 8/15/45 | 2,950 | 3,034 | |
4 | COMM 2012-CCRE3 Mortgage Trust | 2.822% | 10/15/45 | 4,889 | 4,991 | |
4,6 | COMM 2012-CCRE3 Mortgage Trust | 3.416% | 10/15/45 | 3,548 | 3,642 | |
4 | COMM 2012-CCRE4 Mortgage Trust | 2.853% | 10/15/45 | 5,119 | 5,274 | |
4 | COMM 2012-CCRE5 Mortgage Trust | 2.771% | 12/10/45 | 1,500 | 1,543 | |
4 | COMM 2013-CCRE10 Mortgage Trust | 4.210% | 8/10/46 | 1,120 | 1,219 | |
4 | COMM 2013-CCRE11 Mortgage Trust | 3.660% | 8/10/50 | 876 | 914 | |
4 | COMM 2013-CCRE11 Mortgage Trust | 3.983% | 8/10/50 | 1,909 | 2,060 | |
4 | COMM 2013-CCRE11 Mortgage Trust | 4.258% | 8/10/50 | 6,600 | 7,214 | |
4 | COMM 2013-CCRE11 Mortgage Trust | 4.715% | 8/10/50 | 1,430 | 1,566 | |
4 | COMM 2013-CCRE12 Mortgage Trust | 3.623% | 10/10/46 | 1,022 | 1,068 | |
4 | COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/46 | 2,166 | 2,299 | |
4 | COMM 2013-CCRE12 Mortgage Trust | 4.046% | 10/10/46 | 1,700 | 1,849 | |
4 | COMM 2013-CCRE12 Mortgage Trust | 4.300% | 10/10/46 | 1,150 | 1,207 | |
4 | COMM 2013-CCRE12 Mortgage Trust | 4.762% | 10/10/46 | 575 | 579 | |
4 | COMM 2013-CCRE13 Mortgage Trust | 3.706% | 11/10/46 | 361 | 377 | |
4 | COMM 2013-CCRE13 Mortgage Trust | 4.194% | 11/10/46 | 5,850 | 6,408 | |
4 | COMM 2013-CCRE13 Mortgage Trust | 4.449% | 11/10/46 | 1,750 | 1,909 | |
4 | COMM 2013-CCRE6 Mortgage Trust | 3.101% | 3/10/46 | 5,858 | 6,105 | |
4 | COMM 2013-CCRE7 Mortgage Trust | 3.213% | 3/10/46 | 1,405 | 1,478 | |
4 | COMM 2013-CCRE8 Mortgage Trust | 3.612% | 6/10/46 | 3,262 | 3,446 | |
4 | COMM 2013-CCRE9 Mortgage Trust | 4.219% | 7/10/45 | 5,860 | 6,253 | |
4 | COMM 2013-LC13 Mortgage Trust | 4.205% | 8/10/46 | 1,680 | 1,810 | |
4 | COMM 2013-LC6 Mortgage Trust | 2.941% | 1/10/46 | 4,209 | 4,370 | |
4 | COMM 2013-LC6 Mortgage Trust | 3.282% | 1/10/46 | 2,547 | 2,652 | |
4 | COMM 2013-LC6 Mortgage Trust | 4.242% | 1/10/46 | 974 | 990 | |
4 | COMM 2014-CCRE14 Mortgage Trust | 3.147% | 2/10/47 | 737 | 739 | |
4 | COMM 2014-CCRE14 Mortgage Trust | 4.236% | 2/10/47 | 1,775 | 1,952 | |
4 | COMM 2014-CCRE14 Mortgage Trust | 4.526% | 2/10/47 | 1,950 | 2,134 | |
4 | COMM 2014-CCRE14 Mortgage Trust | 4.620% | 2/10/47 | 1,175 | 1,277 | |
4 | COMM 2014-CCRE15 Mortgage Trust | 2.928% | 2/10/47 | 1,217 | 1,222 | |
4 | COMM 2014-CCRE15 Mortgage Trust | 3.595% | 2/10/47 | 941 | 981 | |
4 | COMM 2014-CCRE15 Mortgage Trust | 4.074% | 2/10/47 | 2,641 | 2,901 | |
4 | COMM 2014-CCRE15 Mortgage Trust | 4.692% | 2/10/47 | 1,320 | 1,435 | |
4 | COMM 2014-CCRE15 Mortgage Trust | 4.742% | 2/10/47 | 2,730 | 2,918 | |
4 | COMM 2014-CCRE16 Mortgage Trust | 3.653% | 4/10/47 | 1,524 | 1,593 | |
4 | COMM 2014-CCRE16 Mortgage Trust | 4.278% | 4/10/47 | 2,950 | 3,231 | |
4 | COMM 2014-CCRE17 Mortgage Trust | 3.598% | 5/10/47 | 956 | 998 | |
4 | COMM 2014-CCRE17 Mortgage Trust | 3.977% | 5/10/47 | 2,225 | 2,457 | |
4 | COMM 2014-CCRE17 Mortgage Trust | 4.377% | 5/10/47 | 1,375 | 1,449 | |
4 | COMM 2014-CCRE18 Mortgage Trust | 3.452% | 7/15/47 | 2,725 | 2,829 | |
4 | COMM 2014-CCRE18 Mortgage Trust | 3.828% | 7/15/47 | 1,400 | 1,545 | |
4 | COMM 2014-CCRE18 Mortgage Trust | 4.103% | 7/15/47 | 1,845 | 2,011 | |
4 | COMM 2014-CCRE19 Mortgage Trust | 3.796% | 8/10/47 | 8,400 | 9,286 | |
4 | COMM 2014-CCRE19 Mortgage Trust | 4.080% | 8/10/47 | 2,250 | 2,468 | |
4 | COMM 2014-CCRE20 Mortgage Trust | 3.326% | 11/10/47 | 3,600 | 3,871 | |
4 | COMM 2014-CCRE20 Mortgage Trust | 3.590% | 11/10/47 | 2,375 | 2,603 |
15
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | COMM 2014-CCRE21 Mortgage Trust | 3.528% | 12/10/47 | 7,839 | 8,442 | |
4 | COMM 2014-LC15 Mortgage Trust | 4.006% | 4/10/47 | 8,215 | 8,988 | |
4 | COMM 2014-LC17 Mortgage Trust | 3.164% | 10/10/47 | 15 | 15 | |
4 | COMM 2014-LC17 Mortgage Trust | 3.917% | 10/10/47 | 2,225 | 2,454 | |
4 | COMM 2014-UBS2 Mortgage Trust | 2.820% | 3/10/47 | 2 | 2 | |
4 | COMM 2014-UBS2 Mortgage Trust | 3.472% | 3/10/47 | 635 | 664 | |
4 | COMM 2014-UBS2 Mortgage Trust | 3.961% | 3/10/47 | 2,533 | 2,744 | |
4 | COMM 2014-UBS2 Mortgage Trust | 4.199% | 3/10/47 | 709 | 771 | |
4 | COMM 2014-UBS2 Mortgage Trust | 4.701% | 3/10/47 | 449 | 487 | |
4 | COMM 2014-UBS3 Mortgage Trust | 3.819% | 6/10/47 | 4,475 | 4,908 | |
4 | COMM 2014-UBS4 Mortgage Trust | 3.694% | 8/10/47 | 5,575 | 6,109 | |
4 | COMM 2014-UBS4 Mortgage Trust | 3.968% | 8/10/47 | 2,144 | 2,323 | |
4 | COMM 2014-UBS5 Mortgage Trust | 3.838% | 9/10/47 | 6,650 | 7,334 | |
4 | COMM 2014-UBS6 Mortgage Trust | 2.935% | 12/10/47 | 919 | 919 | |
4 | COMM 2014-UBS6 Mortgage Trust | 3.387% | 12/10/47 | 4,488 | 4,723 | |
4 | COMM 2014-UBS6 Mortgage Trust | 3.644% | 12/10/47 | 10,725 | 11,821 | |
4 | COMM 2014-UBS6 Mortgage Trust | 4.048% | 12/10/47 | 2,800 | 3,081 | |
4 | COMM 2015-CCRE22 Mortgage Trust | 2.856% | 3/10/48 | 816 | 817 | |
4 | COMM 2015-CCRE22 Mortgage Trust | 3.309% | 3/10/48 | 7,950 | 8,760 | |
4 | COMM 2015-CCRE22 Mortgage Trust | 3.603% | 3/10/48 | 9,525 | 10,480 | |
4 | COMM 2015-CCRE23 Mortgage Trust | 3.257% | 5/10/48 | 3,023 | 3,186 | |
4 | COMM 2015-CCRE23 Mortgage Trust | 3.497% | 5/10/48 | 5,219 | 5,807 | |
4 | COMM 2015-CCRE23 Mortgage Trust | 3.801% | 5/10/48 | 2,325 | 2,548 | |
4 | COMM 2015-CCRE24 Mortgage Trust | 3.432% | 8/10/48 | 676 | 744 | |
4 | COMM 2015-CCRE25 Mortgage Trust | 3.759% | 8/10/48 | 5,725 | 6,408 | |
4 | COMM 2015-CCRE26 Mortgage Trust | 3.630% | 10/10/48 | 11,600 | 13,037 | |
4 | COMM 2015-CCRE27 Mortgage Trust | 3.404% | 10/10/48 | 5,724 | 6,089 | |
4 | COMM 2015-CCRE27 Mortgage Trust | 3.612% | 10/10/48 | 5,900 | 6,589 | |
4 | COMM 2015-DC1 Mortgage Trust | 3.350% | 2/10/48 | 4,955 | 5,423 | |
4 | COMM 2015-LC19 Mortgage Trust | 3.040% | 2/10/48 | 962 | 1,009 | |
4 | COMM 2015-LC19 Mortgage Trust | 3.183% | 2/10/48 | 5,894 | 6,408 | |
4 | COMM 2015-LC19 Mortgage Trust | 3.527% | 2/10/48 | 2,687 | 2,919 | |
4 | COMM 2015-LC21 Mortgage Trust | 3.445% | 7/10/48 | 600 | 649 | |
4 | COMM 2015-LC23 Mortgage Trust | 3.774% | 10/10/48 | 11,545 | 12,965 | |
4 | COMM 2016-CCRE28 Mortgage Trust | 3.762% | 2/10/49 | 8,575 | 9,661 | |
4 | COMM 2016-DC2 Mortgage Trust | 3.550% | 2/10/49 | 7,000 | 7,485 | |
4 | COMM 2017-COR2 Mortgage Trust | 3.317% | 9/10/50 | 750 | 827 | |
4 | COMM 2017-COR2 Mortgage Trust | 3.510% | 9/10/50 | 2,060 | 2,344 | |
4 | COMM 2018-COR3 Mortgage Trust | 3.961% | 5/10/51 | 3,500 | 4,090 | |
4 | COMM 2018-COR3 Mortgage Trust | 4.228% | 5/10/51 | 6,437 | 7,653 | |
4 | COMM 2019-G44 Mortgage Trust | 2.950% | 8/15/57 | 19,400 | 21,574 | |
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.505% | 4/15/50 | 5,550 | 6,081 | |
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.791% | 4/15/50 | 2,825 | 3,074 | |
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 4.044% | 4/15/50 | 2,250 | 2,384 | |
4 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.504% | 6/15/57 | 7,400 | 8,173 | |
4 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.849% | 6/15/57 | 2,900 | 3,077 | |
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.448% | 8/15/48 | 4,062 | 4,296 | |
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.718% | 8/15/48 | 11,085 | 12,351 | |
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 4.126% | 8/15/48 | 2,625 | 2,407 | |
4 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.617% | 11/15/48 | 3,385 | 3,623 | |
4 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.808% | 11/15/48 | 6,605 | 7,455 | |
4 | CSAIL 2016-C7 Commercial Mortgage Trust | 3.502% | 11/15/49 | 11,675 | 13,024 | |
4 | CSAIL 2017-C8 Commercial Mortgage Trust | 3.392% | 6/15/50 | 10,250 | 11,491 | |
4 | CSAIL 2017-CX10 Commercial Mortgage Trust | 3.458% | 11/15/50 | 8,000 | 9,053 | |
4 | CSAIL 2017-CX9 Commercial Mortgage Trust | 3.446% | 9/15/50 | 3,275 | 3,681 | |
4 | CSAIL 2018-CX11 Commercial Mortgage Trust | 4.033% | 4/15/51 | 15,825 | 18,178 | |
4 | CSAIL 2018-CX12 Commercial Mortgage Trust | 4.224% | 8/15/51 | 16,475 | 19,618 | |
4 | CSAIL 2019-C15 Commercial Mortgage Trust | 4.053% | 3/15/52 | 28,200 | 32,955 | |
4 | CSAIL 2019-C16 Commercial Mortgage Trust | 3.329% | 6/15/52 | 15,960 | 18,138 | |
4 | DBGS Mortgage Trust 2018-C1 | 4.466% | 10/15/51 | 7,275 | 8,849 | |
4 | DBJPM 16-C1 Mortgage Trust | 3.276% | 5/10/49 | 4,275 | 4,739 | |
4 | DBJPM 16-C3 Mortgage Trust | 2.890% | 8/10/49 | 5,000 | 5,473 | |
4 | DBJPM 17-C6 Mortgage Trust | 3.328% | 6/10/50 | 7,900 | 8,891 | |
4 | DBJPM 17-C6 Mortgage Trust | 3.561% | 6/10/50 | 2,174 | 2,409 |
16
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | DBJPM 20-C9 Mortgage Trust | 1.926% | 9/15/53 | 3,100 | 3,196 | |
4 | Discover Card Execution Note Trust 2017-A2 | 2.390% | 7/15/24 | 6,250 | 6,391 | |
4 | Discover Card Execution Note Trust 2018-A1 | 3.030% | 8/15/25 | 13,150 | 13,921 | |
4 | Discover Card Execution Note Trust 2019-A3 | 1.890% | 10/15/24 | 15,740 | 16,200 | |
4 | Drive Auto Receivables Trust 2018-2 | 3.630% | 8/15/24 | 181 | 181 | |
4 | Drive Auto Receivables Trust 2020-1 | 2.080% | 7/15/24 | 4,215 | 4,281 | |
4 | Drive Auto Receivables Trust 2020-1 | 2.360% | 3/16/26 | 2,615 | 2,675 | |
4 | Drive Auto Receivables Trust 2020-2 | 1.420% | 3/17/25 | 550 | 557 | |
3,4 | Fannie Mae-Aces 2011-M2 | 3.764% | 4/25/21 | 1,929 | 1,939 | |
3,4 | Fannie Mae-Aces 2011-M4 | 3.726% | 6/25/21 | 3,602 | 3,628 | |
3,4 | Fannie Mae-Aces 2012-M5 | 2.715% | 2/25/22 | 2,605 | 2,654 | |
3,4 | Fannie Mae-Aces 2013-M12 | 2.411% | 3/25/23 | 8,240 | 8,527 | |
3,4 | Fannie Mae-Aces 2013-M14 | 2.548% | 4/25/23 | 2,264 | 2,277 | |
3,4 | Fannie Mae-Aces 2013-M14 | 3.329% | 10/25/23 | 12,474 | 13,248 | |
3,4 | Fannie Mae-Aces 2013-M4 | 2.608% | 3/25/22 | 58 | 58 | |
3,4 | Fannie Mae-Aces 2013-M7 | 2.280% | 12/27/22 | 2,905 | 2,992 | |
3,4 | Fannie Mae-Aces 2014-M1 | 3.128% | 7/25/23 | 13,588 | 14,332 | |
3,4 | Fannie Mae-Aces 2014-M12 | 2.614% | 10/25/21 | 7,676 | 7,756 | |
3,4 | Fannie Mae-Aces 2014-M13 | 3.021% | 8/25/24 | 9,639 | 10,400 | |
3,4 | Fannie Mae-Aces 2014-M2 | 3.513% | 12/25/23 | 12,417 | 13,306 | |
3,4 | Fannie Mae-Aces 2014-M3 | 3.495% | 1/25/24 | 5,251 | 5,635 | |
3,4 | Fannie Mae-Aces 2014-M4 | 3.346% | 3/25/24 | 7,790 | 8,370 | |
3,4 | Fannie Mae-Aces 2014-M6 | 2.679% | 5/25/21 | 4,661 | 4,683 | |
3,4 | Fannie Mae-Aces 2014-M7 | 3.234% | 6/25/24 | 11,060 | 11,815 | |
3,4 | Fannie Mae-Aces 2014-M8 | 3.056% | 6/25/24 | 6,802 | 7,275 | |
3,4 | Fannie Mae-Aces 2014-M9 | 3.103% | 7/25/24 | 9,898 | 10,695 | |
3,4 | Fannie Mae-Aces 2015-M1 | 2.532% | 9/25/24 | 14,087 | 14,925 | |
3,4 | Fannie Mae-Aces 2015-M10 | 3.092% | 4/25/27 | 5,120 | 5,707 | |
3,4 | Fannie Mae-Aces 2015-M11 | 2.822% | 4/25/25 | 3,000 | 3,261 | |
3,4 | Fannie Mae-Aces 2015-M12 | 2.797% | 5/25/25 | 11,600 | 12,372 | |
3,4 | Fannie Mae-Aces 2015-M15 | 2.923% | 10/25/25 | 14,400 | 15,787 | |
3,4 | Fannie Mae-Aces 2015-M2 | 2.620% | 12/25/24 | 8,293 | 8,820 | |
3,4 | Fannie Mae-Aces 2015-M3 | 2.723% | 10/25/24 | 5,182 | 5,518 | |
3,4 | Fannie Mae-Aces 2015-M4 | 2.509% | 7/25/22 | 4,762 | 4,838 | |
3,4 | Fannie Mae-Aces 2015-M7 | 2.590% | 12/25/24 | 8,664 | 9,206 | |
3,4 | Fannie Mae-Aces 2015-M8 | 2.344% | 1/25/25 | 3,032 | 3,136 | |
3,4 | Fannie Mae-Aces 2015-M8 | 2.900% | 1/25/25 | 5,700 | 6,184 | |
3,4 | Fannie Mae-Aces 2016-M11 | 2.369% | 7/25/26 | 17,000 | 18,277 | |
3,4 | Fannie Mae-Aces 2016-M12 | 2.308% | 10/25/23 | 995 | 1,035 | |
3,4 | Fannie Mae-Aces 2016-M12 | 2.444% | 9/25/26 | 17,200 | 18,524 | |
3,4 | Fannie Mae-Aces 2016-M13 | 2.483% | 9/25/26 | 7,075 | 7,689 | |
3,4 | Fannie Mae-Aces 2016-M2 | 2.152% | 1/25/23 | 6,071 | 6,226 | |
3,4 | Fannie Mae-Aces 2016-M3 | 2.702% | 2/25/26 | 5,706 | 6,225 | |
3,4 | Fannie Mae-Aces 2016-M4 | 2.576% | 3/25/26 | 5,775 | 6,251 | |
3,4 | Fannie Mae-Aces 2016-M5 | 2.469% | 4/25/26 | 15,761 | 17,008 | |
3,4 | Fannie Mae-Aces 2016-M6 | 2.488% | 5/25/26 | 10,500 | 11,393 | |
3,4 | Fannie Mae-Aces 2016-M7 | 2.157% | 10/25/23 | 2,609 | 2,696 | |
3,4 | Fannie Mae-Aces 2016-M7 | 2.499% | 9/25/26 | 5,625 | 6,030 | |
3,4 | Fannie Mae-Aces 2016-M9 | 2.292% | 6/25/26 | 18,939 | 20,185 | |
3,4 | Fannie Mae-Aces 2017-M1 | 2.417% | 10/25/26 | 12,988 | 14,127 | |
3,4 | Fannie Mae-Aces 2017-M10 | 2.555% | 7/25/24 | 5,910 | 6,277 | |
3,4 | Fannie Mae-Aces 2017-M11 | 2.980% | 8/25/29 | 4,000 | 4,545 | |
3,4 | Fannie Mae-Aces 2017-M12 | 3.079% | 6/25/27 | 19,650 | 22,168 | |
3,4 | Fannie Mae-Aces 2017-M13 | 2.939% | 9/25/27 | 1,500 | 1,691 | |
3,4 | Fannie Mae-Aces 2017-M15 | 3.136% | 11/25/27 | 15,725 | 17,392 | |
3,4 | Fannie Mae-Aces 2017-M2 | 2.801% | 2/25/27 | 8,000 | 8,891 | |
3,4 | Fannie Mae-Aces 2017-M3 | 2.477% | 12/25/26 | 10,730 | 11,700 | |
3,4 | Fannie Mae-Aces 2017-M4 | 2.584% | 12/25/26 | 16,000 | 17,558 | |
3,4 | Fannie Mae-Aces 2017-M5 | 3.171% | 4/25/29 | 1,455 | 1,677 | |
3,4 | Fannie Mae-Aces 2017-M7 | 2.961% | 2/25/27 | 12,125 | 13,560 | |
3,4 | Fannie Mae-Aces 2017-M8 | 3.061% | 5/25/27 | 15,200 | 17,088 | |
3,4 | Fannie Mae-Aces 2018-M1 | 2.985% | 12/25/27 | 9,970 | 11,270 | |
3,4 | Fannie Mae-Aces 2018-M10 | 3.370% | 7/25/28 | 900 | 1,045 | |
3,4 | Fannie Mae-Aces 2018-M12 | 3.639% | 8/25/30 | 2,530 | 3,032 |
17
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
3,4 | Fannie Mae-Aces 2018-M13 | 3.697% | 9/25/30 | 11,485 | 13,873 | |
3,4 | Fannie Mae-Aces 2018-M14 | 3.578% | 8/25/28 | 8,900 | 10,476 | |
3,4 | Fannie Mae-Aces 2018-M18 | 2.469% | 8/25/29 | 14,145 | 15,368 | |
3,4 | Fannie Mae-Aces 2018-M2 | 2.902% | 1/25/28 | 27,525 | 30,077 | |
3,4 | Fannie Mae-Aces 2018-M4 | 3.045% | 3/25/28 | 12,018 | 13,664 | |
3,4 | Fannie Mae-Aces 2018-M7 | 3.052% | 3/25/28 | 7,275 | 8,262 | |
3,4 | Fannie Mae-Aces 2018-M8 | 3.325% | 6/25/28 | 5,663 | 6,471 | |
3,4 | Fannie Mae-Aces 2018-M8 | 3.610% | 2/25/31 | 17,675 | 21,068 | |
3,4 | Fannie Mae-Aces 2019-M1 | 3.555% | 9/25/28 | 20,675 | 24,353 | |
3,4 | Fannie Mae-Aces 2019-M2 | 3.631% | 11/25/28 | 11,675 | 13,670 | |
3,4 | Fannie Mae-Aces 2019-M22 | 2.522% | 8/25/29 | 26,055 | 28,686 | |
3,4 | Fannie Mae-Aces 2019-M5 | 3.273% | 2/25/29 | 10,525 | 11,702 | |
3,4 | Fannie Mae-Aces 2019-M7 | 3.143% | 4/25/29 | 13,200 | 15,171 | |
3,4 | Fannie Mae-Aces 2019-M9 | 2.937% | 4/25/29 | 18,875 | 21,182 | |
3,4 | Fannie Mae-Aces 2020-M1 | 2.444% | 10/25/29 | 13,285 | 14,585 | |
3,4 | Fannie Mae-Aces 2020-M14 | 1.784% | 5/25/30 | 5,595 | 5,768 | |
3,4 | Fannie Mae-Aces 2020-M29 | 1.492% | 5/25/30 | 9,575 | 9,714 | |
3,4 | Fannie Mae-Aces 2020-M42 | 1.270% | 7/25/30 | 18,015 | 17,938 | |
3,4 | Fannie Mae-Aces 2020-M46 | 1.323% | 5/25/30 | 14,000 | 14,216 | |
3,4 | Fannie Mae-Aces 2020-M5 | 2.210% | 1/25/30 | 7,180 | 7,653 | |
3,4 | Fannie Mae-Aces 2020-M52 | 1.320% | 10/25/30 | 10,925 | 11,087 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates 2018-K083 | 4.050% | 9/25/28 | 9,580 | 11,605 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K014 | 3.871% | 4/25/21 | 4,918 | 4,932 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K017 | 2.873% | 12/25/21 | 16,573 | 16,811 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K018 | 2.789% | 1/25/22 | 8,959 | 9,143 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K019 | 2.272% | 3/25/22 | 7,483 | 7,615 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K020 | 2.373% | 5/25/22 | 20,750 | 21,221 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K021 | 2.396% | 6/25/22 | 11,840 | 12,136 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K022 | 2.355% | 7/25/22 | 870 | 892 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K023 | 2.307% | 8/25/22 | 10,000 | 10,268 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K026 | 2.510% | 11/25/22 | 16,600 | 17,137 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K027 | 2.637% | 1/25/23 | 16,625 | 17,241 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K028 | 3.111% | 2/25/23 | 26,300 | 27,658 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K029 | 2.839% | 10/25/22 | 1,716 | 1,736 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K029 | 3.320% | 2/25/23 | 16,425 | 17,364 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K030 | 2.779% | 9/25/22 | 4,050 | 4,117 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K030 | 3.250% | 4/25/23 | 17,675 | 18,696 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K031 | 3.300% | 4/25/23 | 16,452 | 17,482 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.016% | 2/25/23 | 4,948 | 5,078 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.310% | 5/25/23 | 17,660 | 18,817 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K033 | 2.871% | 2/25/23 | 6,448 | 6,636 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K033 | 3.060% | 7/25/23 | 19,075 | 20,257 |
18
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K034 | 3.531% | 7/25/23 | 15,354 | 16,493 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K035 | 3.458% | 8/25/23 | 19,775 | 21,221 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K036 | 3.527% | 10/25/23 | 17,403 | 18,801 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K037 | 3.490% | 1/25/24 | 6,475 | 7,026 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K038 | 2.604% | 10/25/23 | 1,527 | 1,561 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K038 | 3.389% | 3/25/24 | 19,450 | 21,161 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K039 | 2.683% | 12/25/23 | 1,469 | 1,511 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K039 | 3.303% | 7/25/24 | 10,850 | 11,862 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K040 | 2.768% | 4/25/24 | 3,416 | 3,557 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K040 | 3.241% | 9/25/24 | 14,400 | 15,788 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K041 | 3.171% | 10/25/24 | 14,025 | 15,384 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.267% | 6/25/24 | 1,608 | 1,655 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.670% | 12/25/24 | 32,970 | 35,633 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K043 | 2.532% | 10/25/23 | 1,547 | 1,591 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K043 | 3.062% | 12/25/24 | 10,900 | 11,946 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K044 | 2.811% | 1/25/25 | 3,000 | 3,263 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K045 | 2.493% | 11/25/24 | 3,684 | 3,809 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K045 | 3.023% | 1/25/25 | 9,050 | 9,924 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K046 | 3.205% | 3/25/25 | 9,175 | 10,153 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K047 | 2.827% | 12/25/24 | 1,831 | 1,914 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K047 | 3.329% | 5/25/25 | 6,850 | 7,633 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K048 | 3.284% | 6/25/25 | 11,600 | 12,910 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K049 | 3.010% | 7/25/25 | 9,350 | 10,319 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K050 | 3.334% | 8/25/25 | 10,325 | 11,550 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K052 | 3.151% | 11/25/25 | 7,025 | 7,832 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K053 | 2.995% | 12/25/25 | 4,050 | 4,492 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K054 | 2.745% | 1/25/26 | 15,825 | 17,392 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K055 | 2.263% | 4/25/25 | 305 | 316 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K055 | 2.673% | 3/25/26 | 14,200 | 15,595 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K056 | 2.525% | 5/25/26 | 11,625 | 12,699 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K057 | 2.570% | 7/25/26 | 18,025 | 19,736 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K058 | 2.653% | 8/25/26 | 11,575 | 12,756 |
19
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K059 | 3.120% | 9/25/26 | 6,500 | 7,327 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K060 | 3.300% | 10/25/26 | 4,321 | 4,922 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K061 | 3.347% | 11/25/26 | 12,800 | 14,621 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K062 | 3.413% | 12/25/26 | 12,850 | 14,743 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K063 | 3.430% | 1/25/27 | 28,950 | 33,235 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K064 | 3.224% | 3/25/27 | 14,200 | 16,176 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K065 | 3.243% | 4/25/27 | 3,000 | 3,428 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K066 | 3.117% | 6/25/27 | 10,060 | 11,437 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K067 | 3.194% | 7/25/27 | 18,126 | 20,750 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K068 | 3.244% | 8/25/27 | 7,675 | 8,813 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K069 | 3.187% | 9/25/27 | 14,000 | 16,049 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K070 | 3.303% | 11/25/27 | 4,875 | 5,630 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K071 | 3.286% | 11/25/27 | 6,325 | 7,291 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K072 | 3.444% | 12/25/27 | 7,300 | 8,492 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K075 | 3.650% | 2/25/28 | 10,950 | 12,893 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K076 | 3.900% | 4/25/28 | 24,000 | 28,676 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K081 | 3.900% | 8/25/28 | 11,050 | 13,247 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K082 | 3.920% | 9/25/28 | 11,640 | 13,988 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K084 | 3.780% | 10/25/28 | 36,100 | 42,550 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K085 | 4.060% | 10/25/28 | 37,950 | 45,809 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K087 | 3.591% | 10/25/27 | 1,696 | 1,880 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K088 | 3.690% | 1/25/29 | 16,080 | 19,176 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K089 | 3.563% | 1/25/29 | 10,500 | 12,427 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K092 | 3.298% | 4/25/29 | 13,215 | 15,442 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K094 | 2.903% | 6/25/29 | 15,725 | 17,886 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K095 | 2.785% | 6/25/29 | 15,850 | 17,877 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K096 | 2.519% | 7/25/29 | 13,750 | 15,237 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K098 | 2.425% | 8/25/29 | 26,450 | 29,142 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K099 | 2.595% | 9/25/29 | 12,180 | 13,591 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K103 | 2.651% | 11/25/29 | 16,700 | 18,757 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K106 | 2.069% | 1/25/30 | 25,000 | 26,918 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K107 | 1.639% | 1/25/30 | 6,450 | 6,728 |
20
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K108 | 1.517% | 3/25/30 | 9,825 | 10,151 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K109 | 1.558% | 4/25/30 | 6,150 | 6,372 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K110 | 1.477% | 4/25/30 | 5,375 | 5,533 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K111 | 1.350% | 5/25/30 | 11,555 | 11,758 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K116 | 1.378% | 7/25/30 | 19,720 | 20,090 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K119 | 1.566% | 9/25/30 | 3,500 | 3,621 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.470% | 3/25/31 | 5,225 | 6,071 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.542% | 3/25/34 | 13,170 | 15,970 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1513 | 2.797% | 8/25/34 | 22,265 | 25,257 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1517 | 1.716% | 7/25/35 | 19,930 | 20,140 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1518 | 1.860% | 10/25/35 | 6,005 | 6,168 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K152 | 3.080% | 1/25/31 | 5,800 | 6,654 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.294% | 3/25/29 | 10,000 | 11,628 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.117% | 10/25/31 | 8,700 | 10,043 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 11/25/32 | 5,202 | 6,308 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 4/25/33 | 11,212 | 13,674 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 5/25/33 | 3,600 | 4,408 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 8/25/33 | 4,625 | 5,769 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K716 | 3.130% | 6/25/21 | 17,310 | 17,404 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K717 | 2.991% | 9/25/21 | 10,987 | 11,106 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.375% | 9/25/21 | 1,733 | 1,742 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.791% | 1/25/22 | 10,825 | 11,018 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K722 | 2.183% | 5/25/22 | 2,687 | 2,733 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K722 | 2.406% | 3/25/23 | 2,000 | 2,068 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K731 | 3.600% | 2/25/25 | 13,200 | 14,504 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K734 | 3.208% | 2/25/26 | 21,100 | 23,499 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates K737 | 2.525% | 10/25/26 | 23,725 | 25,971 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates KS03 | 3.161% | 5/25/25 | 7,100 | 7,713 | |
3,4 | FHLMC Multifamily Structured Pass Through Certificates KW01 | 2.853% | 1/25/26 | 11,600 | 12,638 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K073 | 3.350% | 1/25/28 | 9,650 | 11,174 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K074 | 3.600% | 1/25/28 | 16,150 | 18,953 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K077 | 3.850% | 5/25/28 | 17,950 | 21,415 |
21
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K078 | 3.854% | 6/25/28 | 6,500 | 7,756 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K079 | 3.926% | 6/25/28 | 10,157 | 12,192 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K080 | 3.736% | 4/25/28 | 947 | 1,067 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K080 | 3.926% | 7/25/28 | 11,250 | 13,530 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K087 | 3.771% | 12/25/28 | 15,101 | 18,091 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K087 | 2.537% | 10/25/29 | 19,195 | 21,370 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K090 | 3.422% | 2/25/29 | 12,175 | 14,299 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K101 | 2.524% | 10/25/29 | 21,365 | 23,766 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K104 | 2.253% | 1/25/30 | 25,885 | 28,224 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K105 | 1.872% | 1/25/30 | 5,665 | 6,005 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K114 | 1.366% | 6/25/30 | 15,520 | 15,799 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K118 | 1.493% | 9/25/30 | 25,215 | 25,925 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.424% | 4/25/32 | 2,100 | 2,463 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.459% | 11/25/32 | 2,475 | 2,946 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1510 | 3.718% | 1/25/31 | 4,175 | 5,030 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1510 | 3.794% | 1/25/34 | 6,775 | 8,340 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1514 | 2.859% | 10/25/34 | 13,375 | 15,295 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1516 | 1.721% | 5/25/35 | 14,075 | 14,221 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K715 | 2.856% | 1/25/21 | 663 | 663 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K720 | 2.716% | 6/25/22 | 7,525 | 7,702 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K723 | 2.454% | 8/25/23 | 10,425 | 10,929 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K724 | 3.062% | 11/25/23 | 9,500 | 10,138 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K725 | 3.002% | 1/25/24 | 26,090 | 27,993 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K725 | 2.946% | 7/25/24 | 12,500 | 13,459 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K726 | 2.905% | 4/25/24 | 11,759 | 12,572 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K728 | 3.064% | 8/25/24 | 26,975 | 29,200 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K730 | 3.452% | 9/25/24 | 1,115 | 1,154 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K730 | 3.590% | 1/25/25 | 15,975 | 17,721 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K732 | 3.700% | 5/25/25 | 13,200 | 14,705 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K735 | 2.862% | 5/25/26 | 20,000 | 22,063 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates K738 | 1.545% | 1/25/27 | 8,325 | 8,682 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 3.370% | 7/25/25 | 10,225 | 11,046 |
22
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 3.505% | 3/25/29 | 20,400 | 24,099 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 2.982% | 5/25/29 | 23,400 | 26,731 | |
3,4 | FHLMC Multifamily Structures Pass Through Certificates KS02 | 2.720% | 7/25/26 | 10,806 | 11,688 | |
4 | Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/23 | 7,400 | 7,513 | |
4 | Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/26 | 2,375 | 2,469 | |
4 | Ford Credit Auto Lease Trust 2019-A | 2.900% | 5/15/22 | 2,078 | 2,089 | |
4 | Ford Credit Auto Lease Trust 2019-A | 2.980% | 6/15/22 | 1,600 | 1,620 | |
4 | Ford Credit Auto Owner Trust 2017-B | 1.870% | 9/15/22 | 818 | 819 | |
4 | Ford Credit Auto Owner Trust 2017-C | 2.010% | 3/15/22 | 1,287 | 1,288 | |
4 | Ford Credit Auto Owner Trust 2019-A | 2.780% | 9/15/23 | 9,225 | 9,386 | |
4 | Ford Credit Auto Owner Trust 2019-A | 2.850% | 8/15/24 | 3,700 | 3,865 | |
4 | Ford Credit Auto Owner Trust 2020-A | 1.040% | 8/15/24 | 845 | 855 | |
4 | Ford Credit Auto Owner Trust 2020-B | 0.560% | 10/15/24 | 9,525 | 9,568 | |
4 | Ford Credit Auto Owner Trust 2020-B | 0.790% | 11/15/25 | 1,965 | 1,986 | |
4 | Ford Credit Auto Owner Trust 2020-C | 0.410% | 7/15/25 | 4,450 | 4,466 | |
4 | Ford Credit Auto Owner Trust 2020-C | 0.510% | 8/15/26 | 1,890 | 1,899 | |
4 | Ford Credit Floorplan Master Owner Trust A Series 2017-3 | 2.480% | 9/15/24 | 9,800 | 10,156 | |
4 | Ford Credit Floorplan Master Owner Trust A Series 2018-1 | 2.950% | 5/15/23 | 13,125 | 13,252 | |
4 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 11,925 | 12,639 | |
4 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 16,825 | 16,911 | |
4 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 2,665 | 2,702 | |
3,4 | Freddie Mac Multifamily Structured Pass Through Certificates | 1.500% | 10/25/30 | 17,380 | 17,868 | |
3,4 | Freddie Mac Multifamily Structured Pass Through Certificates K117 | 1.406% | 8/25/30 | 19,215 | 19,614 | |
3,4 | Freddie Mac Multifamily Structured Pass Through Certificates K121 | 0.995% | 8/25/30 | 1,900 | 1,905 | |
3,4 | Freddie Mac Multifamily Structured Pass Through Certificates K121 | 1.547% | 10/25/30 | 10,880 | 11,232 | |
3,4 | Freddie Mac Multifamily Structured Pass Through Certificates K122 | 0.863% | 5/25/30 | 800 | 801 | |
3,4 | Freddie Mac Multifamily Structured Pass Through Certificates K122 | 1.521% | 11/25/30 | 10,900 | 11,222 | |
3,4 | Freddie Mac Multifamily Structured Pass Through Certificates K1515 | 1.940% | 2/25/35 | 14,450 | 14,985 | |
3,4 | Freddie Mac Multifamily Structured Pass Through Certificates K739 | 1.336% | 9/25/27 | 23,650 | 24,360 | |
4 | GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 3/21/22 | 2,569 | 2,590 | |
4 | GM Financial Automobile Leasing Trust 2019-2 | 2.720% | 3/20/23 | 1,725 | 1,749 | |
4 | GM Financial Automobile Leasing Trust 2020-1 | 1.670% | 12/20/22 | 1,460 | 1,479 | |
4 | GM Financial Automobile Leasing Trust 2020-1 | 1.700% | 12/20/23 | 530 | 540 | |
4 | GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 7/20/23 | 1,125 | 1,133 | |
4 | GM Financial Automobile Leasing Trust 2020-3 | 0.450% | 8/21/23 | 2,810 | 2,816 | |
4 | GM Financial Automobile Leasing Trust 2020-3 | 0.510% | 10/21/24 | 1,125 | 1,129 | |
4 | GM Financial Automobile Leasing Trust 2020-3 | 0.760% | 10/21/24 | 575 | 577 | |
4 | GM Financial Consumer Automobile 2018-2 | 2.810% | 12/16/22 | 2,940 | 2,969 | |
4 | GM Financial Consumer Automobile 2018-2 | 3.020% | 12/18/23 | 5,250 | 5,403 | |
4 | GM Financial Consumer Automobile 2020-1 | 1.840% | 9/16/24 | 5,270 | 5,367 | |
4 | GM Financial Consumer Automobile 2020-1 | 1.900% | 3/17/25 | 1,580 | 1,636 | |
4 | GM Financial Consumer Automobile 2020-2 | 1.490% | 12/16/24 | 1,730 | 1,760 | |
4 | GM Financial Consumer Automobile 2020-3 | 0.450% | 4/16/25 | 10,105 | 10,139 | |
4 | GM Financial Consumer Automobile 2020-3 | 0.580% | 1/16/26 | 1,700 | 1,701 | |
4 | GM Financial Consumer Automobile 2020-4 | 0.380% | 8/18/25 | 7,165 | 7,175 | |
4 | GM Financial Consumer Automobile 2020-4 | 0.500% | 2/17/26 | 1,000 | 1,001 | |
4 | GS Mortgage Securities Trust 2011-GC5 | 3.707% | 8/10/44 | 3,118 | 3,136 | |
4 | GS Mortgage Securities Trust 2012-GC6 | 3.482% | 1/10/45 | 12,627 | 12,834 |
23
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | GS Mortgage Securities Trust 2012-GCJ7 | 3.377% | 5/10/45 | 4,584 | 4,638 | |
4 | GS Mortgage Securities Trust 2012-GCJ9 | 2.773% | 11/10/45 | 5,411 | 5,589 | |
4 | GS Mortgage Securities Trust 2013-GC10 | 2.943% | 2/10/46 | 4,077 | 4,229 | |
4 | GS Mortgage Securities Trust 2013-GC10 | 3.279% | 2/10/46 | 1,529 | 1,582 | |
4 | GS Mortgage Securities Trust 2013-GCJ12 | 3.135% | 6/10/46 | 5,682 | 5,974 | |
4 | GS Mortgage Securities Trust 2013-GCJ12 | 3.375% | 6/10/46 | 1,792 | 1,883 | |
4 | GS Mortgage Securities Trust 2013-GCJ14 | 3.817% | 8/10/46 | 760 | 790 | |
4 | GS Mortgage Securities Trust 2013-GCJ14 | 4.243% | 8/10/46 | 7,350 | 7,963 | |
4 | GS Mortgage Securities Trust 2013-GCJ16 | 3.813% | 11/10/46 | 697 | 734 | |
4 | GS Mortgage Securities Trust 2013-GCJ16 | 4.271% | 11/10/46 | 1,525 | 1,667 | |
4 | GS Mortgage Securities Trust 2014-GC18 | 4.074% | 1/10/47 | 18,304 | 19,857 | |
4 | GS Mortgage Securities Trust 2014-GC18 | 4.383% | 1/10/47 | 1,975 | 2,117 | |
4 | GS Mortgage Securities Trust 2014-GC22 | 3.467% | 6/10/47 | 1,461 | 1,528 | |
4 | GS Mortgage Securities Trust 2014-GC22 | 3.516% | 6/10/47 | 296 | 298 | |
4 | GS Mortgage Securities Trust 2014-GC22 | 3.862% | 6/10/47 | 1,950 | 2,141 | |
4 | GS Mortgage Securities Trust 2014-GC24 | 3.931% | 9/10/47 | 7,125 | 7,845 | |
4 | GS Mortgage Securities Trust 2014-GC24 | 4.511% | 9/10/47 | 1,675 | 1,601 | |
4 | GS Mortgage Securities Trust 2014-GC26 | 3.365% | 11/10/47 | 2,696 | 2,824 | |
4 | GS Mortgage Securities Trust 2014-GC26 | 3.629% | 11/10/47 | 11,450 | 12,608 | |
4 | GS Mortgage Securities Trust 2014-GC26 | 3.964% | 11/10/47 | 2,000 | 2,191 | |
4 | GS Mortgage Securities Trust 2014-GC26 | 4.215% | 11/10/47 | 1,700 | 1,770 | |
4 | GS Mortgage Securities Trust 2015-GC28 | 3.396% | 2/10/48 | 6,200 | 6,780 | |
4 | GS Mortgage Securities Trust 2015-GC30 | 3.382% | 5/10/50 | 5,700 | 6,278 | |
4 | GS Mortgage Securities Trust 2015-GC32 | 3.513% | 7/10/48 | 5,325 | 5,639 | |
4 | GS Mortgage Securities Trust 2015-GC32 | 3.764% | 7/10/48 | 2,275 | 2,551 | |
4 | GS Mortgage Securities Trust 2015-GC34 | 3.244% | 10/10/48 | 2,358 | 2,536 | |
4 | GS Mortgage Securities Trust 2015-GC34 | 3.278% | 10/10/48 | 5,713 | 6,081 | |
4 | GS Mortgage Securities Trust 2015-GC34 | 3.506% | 10/10/48 | 5,600 | 6,238 | |
4 | GS Mortgage Securities Trust 2016-GS2 | 3.050% | 5/10/49 | 4,425 | 4,828 | |
4 | GS Mortgage Securities Trust 2016-GS3 | 2.850% | 10/10/49 | 11,450 | 12,503 | |
4 | GS Mortgage Securities Trust 2016-GS4 | 3.442% | 11/10/49 | 3,950 | 4,437 | |
4 | GS Mortgage Securities Trust 2016-GS4 | 3.645% | 11/10/49 | 2,925 | 3,232 | |
4 | GS Mortgage Securities Trust 2017-GS5 | 3.674% | 3/10/50 | 8,350 | 9,478 | |
4 | GS Mortgage Securities Trust 2017-GS5 | 3.826% | 3/10/50 | 3,350 | 3,759 | |
4 | GS Mortgage Securities Trust 2017-GS6 | 3.433% | 5/10/50 | 8,250 | 9,313 | |
4 | GS Mortgage Securities Trust 2017-GS6 | 4.322% | 5/10/50 | 1,000 | 1,088 | |
4 | GS Mortgage Securities Trust 2017-GS7 | 3.430% | 8/10/50 | 13,194 | 14,934 | |
4 | GS Mortgage Securities Trust 2017-GS7 | 3.663% | 8/10/50 | 3,519 | 3,954 | |
4 | GS Mortgage Securities Trust 2019-GC38 | 3.968% | 2/10/52 | 3,150 | 3,703 | |
4 | GS Mortgage Securities Trust 2019-GC39 | 3.567% | 5/10/52 | 7,675 | 8,862 | |
4 | GS Mortgage Securities Trust 2019-GC4 | 3.212% | 9/1/52 | 3,775 | 4,190 | |
4 | GS Mortgage Securities Trust 2019-GC40 | 3.160% | 7/10/52 | 7,970 | 8,961 | |
4 | GS Mortgage Securities Trust 2019-GS4 | 3.001% | 9/1/52 | 16,200 | 18,057 | |
4 | GS Mortgage Securities Trust 2019-GSA1 | 3.048% | 11/10/52 | 7,164 | 8,029 | |
4 | GS Mortgage Securities Trust 2020-GC45 | 2.911% | 2/13/53 | 7,370 | 8,175 | |
4 | GS Mortgage Securities Trust 2020-GC45 | 3.173% | 2/13/53 | 2,110 | 2,351 | |
4 | GS Mortgage Securities Trust 2020-GC47 | 2.377% | 5/12/53 | 4,270 | 4,554 | |
4 | GS Mortgage Securities Trust 2020-GSA2 | 2.012% | 12/12/53 | 7,200 | 7,405 | |
4 | GS Mortgage Securities Trust 2020-GSA2 | 2.224% | 12/12/53 | 1,100 | 1,136 | |
4 | Honda Auto Receivables 2017-4 Owner Trust | 2.050% | 11/22/21 | 189 | 189 | |
4 | Honda Auto Receivables 2018-1 Owner Trust | 2.640% | 2/15/22 | 2,669 | 2,681 | |
4 | Honda Auto Receivables 2018-1 Owner Trust | 2.830% | 5/15/24 | 3,575 | 3,624 | |
4 | Honda Auto Receivables 2018-2 Owner Trust | 3.010% | 5/18/22 | 1,347 | 1,358 | |
4 | Honda Auto Receivables 2018-2 Owner Trust | 3.160% | 8/19/24 | 2,600 | 2,655 | |
4 | Honda Auto Receivables 2018-4 Owner Trust | 2.520% | 6/21/23 | 8,975 | 9,141 | |
4 | Honda Auto Receivables 2018-4 Owner Trust | 2.540% | 3/21/25 | 1,720 | 1,786 | |
4 | Honda Auto Receivables 2020-1 Owner Trust | 1.610% | 4/22/24 | 6,350 | 6,482 | |
4 | Honda Auto Receivables 2020-1 Owner Trust | 1.630% | 10/21/26 | 965 | 995 | |
4 | Honda Auto Receivables 2020-3 Owner Trust | 0.370% | 10/18/24 | 5,900 | 5,910 | |
4 | Honda Auto Receivables 2020-3 Owner Trust | 0.460% | 4/19/27 | 1,275 | 1,279 | |
4 | Hyundai Auto Receivables Trust 2018-A | 2.790% | 7/15/22 | 1,217 | 1,226 | |
4 | Hyundai Auto Receivables Trust 2018-A | 2.940% | 6/17/24 | 4,200 | 4,292 | |
4 | Hyundai Auto Receivables Trust 2020-A | 1.410% | 11/15/24 | 700 | 713 | |
4 | Hyundai Auto Receivables Trust 2020-B | 0.480% | 12/16/24 | 2,800 | 2,811 |
24
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | Hyundai Auto Receivables Trust 2020-B | 0.620% | 12/15/25 | 1,125 | 1,133 | |
4 | Hyundai Auto Receivables Trust 2020-C | 0.380% | 5/15/25 | 3,250 | 3,251 | |
4 | Hyundai Auto Receivables Trust 2020-C | 0.490% | 11/16/26 | 850 | 851 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 | 3.507% | 5/15/45 | 6,110 | 6,300 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 | 2.829% | 10/15/45 | 4,846 | 4,989 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX | 3.483% | 6/15/45 | 6,901 | 7,016 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 | 2.840% | 12/15/47 | 2,982 | 3,074 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.143% | 12/15/47 | 2,278 | 2,385 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.372% | 12/15/47 | 1,735 | 1,811 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.674% | 12/15/46 | 889 | 926 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.881% | 12/15/46 | 2,293 | 2,460 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.166% | 12/15/46 | 9,174 | 10,015 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.517% | 12/15/46 | 1,600 | 1,717 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.962% | 12/15/46 | 1,600 | 1,698 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | 2.960% | 4/15/46 | 11,478 | 12,009 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | 3.499% | 4/15/46 | 2,590 | 2,539 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | 3.805% | 7/15/47 | 3,055 | 3,343 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 | 3.914% | 1/15/49 | 4,600 | 5,228 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 2.870% | 8/15/49 | 14,325 | 15,655 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 3.397% | 8/15/49 | 725 | 771 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.648% | 12/15/49 | 5,800 | 6,606 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.870% | 12/15/49 | 4,650 | 5,194 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP5 | 3.723% | 3/15/50 | 17,175 | 19,655 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP5 | 3.876% | 3/15/50 | 3,200 | 3,651 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.050% | 7/15/50 | 1,774 | 1,808 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.490% | 7/15/50 | 10,755 | 12,197 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.744% | 7/15/50 | 4,500 | 5,035 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP7 | 3.454% | 9/15/50 | 2,034 | 2,307 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR4 | 4.029% | 3/10/52 | 17,650 | 20,922 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR5 | 3.386% | 6/13/52 | 11,975 | 13,655 | |
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR5 | 3.669% | 6/13/52 | 1,075 | 1,209 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 3.664% | 7/15/45 | 1,776 | 1,891 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 4.038% | 7/15/45 | 1,184 | 1,253 |
25
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | �� | Maturity | Face | Market | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 3.761% | 8/15/46 | 897 | 934 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.133% | 8/15/46 | 4,470 | 4,756 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.409% | 8/15/46 | 1,260 | 1,353 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 3.659% | 11/15/45 | 230 | 240 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.131% | 11/15/45 | 2,940 | 3,197 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.420% | 11/15/45 | 1,680 | 1,825 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 3.705% | 1/15/47 | 995 | 1,044 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.199% | 1/15/47 | 5,500 | 6,024 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.458% | 1/15/47 | 1,100 | 1,201 | |
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.888% | 1/15/47 | 1,650 | 1,773 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.079% | 2/15/47 | 10,816 | 11,877 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.439% | 2/15/47 | 1,173 | 1,260 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.794% | 2/15/47 | 1,422 | 1,506 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.046% | 4/15/47 | 20 | 20 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.669% | 4/15/47 | 2,800 | 2,823 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.997% | 4/15/47 | 2,800 | 3,068 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 4.243% | 4/15/47 | 2,225 | 2,428 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.428% | 8/15/47 | 991 | 1,034 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.775% | 8/15/47 | 1,375 | 1,508 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.997% | 8/15/47 | 1,670 | 1,828 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 3.801% | 9/15/47 | 8,325 | 9,156 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 4.110% | 9/15/47 | 2,225 | 2,427 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 3.934% | 9/15/47 | 4,175 | 4,622 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 4.202% | 9/15/47 | 2,462 | 2,696 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 2.940% | 11/15/47 | 645 | 646 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.639% | 11/15/47 | 2,275 | 2,500 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.914% | 11/15/47 | 4,125 | 4,440 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 3.672% | 11/15/47 | 9,975 | 10,985 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 4.065% | 11/15/47 | 2,775 | 3,043 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.494% | 1/15/48 | 17,150 | 18,810 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.800% | 1/15/48 | 2,875 | 3,144 | |
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.951% | 1/15/48 | 2,875 | 3,056 |
26
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 3.017% | 2/15/48 | 4,668 | 4,877 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 3.179% | 2/15/48 | 3,048 | 3,315 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.227% | 10/15/48 | 6,775 | 7,394 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.532% | 10/15/48 | 1,725 | 1,860 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.304% | 5/15/48 | 2,572 | 2,702 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.611% | 5/15/48 | 4,650 | 5,162 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.559% | 7/15/48 | 5,005 | 5,247 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.822% | 7/15/48 | 5,675 | 6,377 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 4.226% | 7/15/48 | 2,900 | 3,230 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.540% | 8/15/48 | 2,523 | 2,692 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.801% | 8/15/48 | 9,960 | 11,196 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.358% | 11/15/48 | 5,112 | 5,446 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.598% | 11/15/48 | 5,875 | 6,560 | |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C33 | 3.770% | 12/15/48 | 4,230 | 4,774 | |
4 | JPMBB Commercial Mortgage Securities Trust 2016-C1 | 3.316% | 3/15/49 | 4,535 | 4,850 | |
4 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.144% | 6/15/49 | 4,400 | 4,853 | |
4 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.484% | 6/15/49 | 2,050 | 2,224 | |
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.414% | 3/15/50 | 4,800 | 5,335 | |
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.694% | 3/15/50 | 14,250 | 16,278 | |
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.858% | 3/15/50 | 5,600 | 6,251 | |
4 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.409% | 10/15/50 | 3,850 | 4,362 | |
4 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.713% | 10/15/50 | 2,400 | 2,724 | |
4 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.211% | 6/15/51 | 13,125 | 15,601 | |
4 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.421% | 6/15/51 | 1,575 | 1,851 | |
4 | JPMDB Commerical Mortgage Securities Trust 2019-COR6 | 3.057% | 11/13/52 | 10,695 | 11,999 | |
4 | JPMDB Commerical Mortgage Securities Trust 2020-COR7 | 2.180% | 5/13/53 | 3,940 | 4,127 | |
4 | Mercedes-Benz Auto Lease Trust 2020-A | 1.840% | 12/15/22 | 3,700 | 3,750 | |
4 | Mercedes-Benz Auto Lease Trust 2020-A | 1.880% | 9/15/25 | 1,600 | 1,636 | |
4 | Mercedes-Benz Auto Lease Trust 2020-B | 0.500% | 6/15/26 | 700 | 702 | |
4 | Mercedes-Benz Auto Receivables Trust 2020-1 | 0.550% | 2/18/25 | 2,795 | 2,809 | |
4 | Mercedes-Benz Auto Receivables Trust 2020-1 | 0.770% | 10/15/26 | 550 | 556 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 | 3.176% | 8/15/45 | 3,025 | 3,122 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 | 2.858% | 11/15/45 | 2,405 | 2,476 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 | 4.082% | 7/15/46 | 8,000 | 8,559 |
27
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.152% | 8/15/46 | 1,680 | 1,814 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.352% | 8/15/46 | 840 | 816 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 | 4.259% | 10/15/46 | 3,915 | 4,250 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.039% | 11/15/46 | 3,500 | 3,810 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.746% | 11/15/46 | 1,750 | 1,851 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 2.918% | 2/15/46 | 3,011 | 3,135 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 3.214% | 2/15/46 | 599 | 619 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.134% | 12/15/48 | 3,475 | 3,632 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.376% | 12/15/48 | 1,800 | 1,872 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.102% | 5/15/46 | 3,475 | 3,654 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.456% | 5/15/46 | 2,150 | 2,250 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.064% | 2/15/47 | 4,475 | 4,839 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.860% | 2/15/47 | 1,600 | 1,727 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.477% | 6/15/47 | 776 | 811 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.892% | 6/15/47 | 4,200 | 4,589 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 4.335% | 6/15/47 | 1,675 | 1,721 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 3.923% | 10/15/47 | 1,400 | 1,548 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 4.481% | 10/15/47 | 1,675 | 1,817 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.326% | 12/15/47 | 3,158 | 3,314 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.526% | 12/15/47 | 5,050 | 5,535 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.069% | 2/15/48 | 2,395 | 2,511 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.249% | 2/15/48 | 10,125 | 10,968 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 | 3.338% | 3/15/48 | 2,500 | 2,744 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.040% | 4/15/48 | 5,035 | 5,266 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.306% | 4/15/48 | 4,500 | 4,901 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.883% | 4/15/48 | 2,875 | 3,000 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.398% | 7/15/50 | 1,569 | 1,655 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.719% | 7/15/50 | 5,775 | 6,446 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 | 3.732% | 5/15/48 | 4,900 | 5,490 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.383% | 10/15/48 | 6,275 | 6,653 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.635% | 10/15/48 | 3,475 | 3,903 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.323% | 10/15/48 | 3,695 | 3,918 |
28
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.531% | 10/15/48 | 4,325 | 4,819 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.557% | 12/15/47 | 2,895 | 3,086 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.753% | 12/15/47 | 3,500 | 3,940 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.288% | 1/15/49 | 4,175 | 4,398 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.544% | 1/15/49 | 11,975 | 13,396 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 | 3.140% | 5/15/49 | 2,200 | 2,350 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 | 3.325% | 5/15/49 | 1,250 | 1,383 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 2.860% | 9/15/49 | 11,700 | 12,815 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 | 3.102% | 11/15/49 | 14,200 | 15,694 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.720% | 12/15/49 | 13,521 | 15,466 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.994% | 12/15/49 | 4,625 | 5,175 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.599% | 5/15/50 | 8,150 | 9,233 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.852% | 5/15/50 | 5,200 | 5,839 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.276% | 11/15/52 | 5,725 | 6,293 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.536% | 11/15/52 | 8,325 | 9,460 | |
4 | Morgan Stanley Capital I Trust 2012-C4 | 3.244% | 3/15/45 | 7,000 | 7,116 | |
4 | Morgan Stanley Capital I Trust 2012-C4 | 3.773% | 3/15/45 | 2,900 | 2,950 | |
4 | Morgan Stanley Capital I Trust 2015-UBS8 | 3.809% | 12/15/48 | 4,100 | 4,614 | |
4 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.049% | 11/15/49 | 5,850 | 6,451 | |
4 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.282% | 11/15/49 | 4,707 | 5,143 | |
4 | Morgan Stanley Capital I Trust 2016-UB11 | 2.782% | 8/15/49 | 11,700 | 12,726 | |
4 | Morgan Stanley Capital I Trust 2016-UB12 | 3.778% | 12/15/49 | 5,000 | 5,458 | |
4 | Morgan Stanley Capital I Trust 2016-UBS12 | 3.596% | 12/15/49 | 11,625 | 13,131 | |
4 | Morgan Stanley Capital I Trust 2017-H1 | 3.530% | 6/15/50 | 7,500 | 8,514 | |
4 | Morgan Stanley Capital I Trust 2018-H4 | 4.310% | 12/15/51 | 10,000 | 11,778 | |
4 | Morgan Stanley Capital I Trust 2019-H6 | 3.417% | 6/15/52 | 14,885 | 16,860 | |
4 | Morgan Stanley Capital I Trust 2019-H6 | 3.700% | 6/15/52 | 1,875 | 2,111 | |
4 | Morgan Stanley Capital I Trust 2019-H7 | 3.261% | 7/15/52 | 5,625 | 6,323 | |
4 | Morgan Stanley Capital I Trust 2019-L2 | 3.806% | 3/15/52 | 4,100 | 4,751 | |
4 | Morgan Stanley Capital I Trust 2019-L2 | 4.071% | 3/15/52 | 8,435 | 9,939 | |
4 | Morgan Stanley Capital I Trust 2019-L3 | 3.127% | 11/15/52 | 10,950 | 12,230 | |
4 | Morgan Stanley Capital I Trust 2020-L4 | 2.698% | 2/15/53 | 10,525 | 11,443 | |
4 | Morgan Stanley Capital I Trust 2020-L4 | 2.880% | 2/15/53 | 1,575 | 1,708 | |
6 | National Australia Bank Ltd. | 2.250% | 3/16/21 | 16,000 | 16,057 | |
4 | Nissan Auto Lease Trust 2020-A | 1.840% | 1/17/23 | 2,650 | 2,687 | |
4 | Nissan Auto Lease Trust 2020-A | 1.880% | 4/15/25 | 1,050 | 1,073 | |
4 | Nissan Auto Receivables 2017-B Owner Trust | 1.950% | 10/16/23 | 3,300 | 3,316 | |
4 | Nissan Auto Receivables 2018-A Owner Trust | 2.650% | 5/16/22 | 1,596 | 1,602 | |
4 | Nissan Auto Receivables 2018-A Owner Trust | 2.890% | 6/17/24 | 5,300 | 5,412 | |
4 | Nissan Auto Receivables 2019-B Owner Trust | 2.500% | 11/15/23 | 7,400 | 7,543 | |
4 | Nissan Auto Receivables 2019-B Owner Trust | 2.540% | 12/15/25 | 1,850 | 1,938 | |
4 | Nissan Auto Receivables 2019-C Owner Trust | 1.930% | 7/15/24 | 9,130 | 9,322 | |
4 | Nissan Auto Receivables 2019-C Owner Trust | 1.950% | 5/15/26 | 2,150 | 2,233 | |
4 | Nissan Auto Receivables 2020-A Owner Trust | 1.380% | 12/16/24 | 2,240 | 2,282 | |
4 | Nissan Auto Receivables 2020-B Owner Trust | 0.550% | 7/15/24 | 3,240 | 3,254 | |
4 | Nissan Auto Receivables 2020-B Owner Trust | 0.710% | 2/16/27 | 850 | 859 | |
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.094% | 2/1/26 | 1,443 | 1,501 | |
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.506% | 8/1/28 | 1,175 | 1,310 | |
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.814% | 2/1/35 | 2,825 | 3,281 |
29
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
Royal Bank of Canada | 2.300% | 3/22/21 | 8,900 | 8,937 | ||
4 | Santander Drive Auto Receivables Trust 2018-2 | 3.350% | 7/17/23 | 1,756 | 1,768 | |
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.510% | 8/15/23 | 1,941 | 1,955 | |
4 | Santander Drive Auto Receivables Trust 2020-2 | 0.960% | 11/15/24 | 1,700 | 1,710 | |
4 | Santander Drive Auto Receivables Trust 2020-2 | 1.460% | 9/15/25 | 2,250 | 2,272 | |
4 | Santander Drive Auto Receivables Trust 2020-3 | 0.690% | 3/17/25 | 2,240 | 2,241 | |
4 | Santander Drive Auto Receivables Trust 2020-3 | 1.120% | 1/15/26 | 1,690 | 1,698 | |
4 | Santander Drive Auto Receivables Trust 2020-4 | 0.730% | 3/17/25 | 1,675 | 1,676 | |
4 | Santander Drive Auto Receivables Trust 2020-4 | 1.010% | 1/15/26 | 2,225 | 2,234 | |
4 | SG Commercial Mortgage Securities Trust 2016-C5 | 3.055% | 10/10/48 | 9,000 | 9,705 | |
4 | Synchrony Card Issuance Trust 2018-A1 | 3.380% | 9/15/24 | 15,275 | 15,605 | |
4 | Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 5/15/24 | 21,306 | 21,423 | |
4 | Synchrony Credit Card Master Note Trust 2017-2 | 2.620% | 10/15/25 | 9,050 | 9,397 | |
4 | Synchrony Credit Card Master Note Trust 2018-1 | 2.970% | 3/15/24 | 15,750 | 15,830 | |
4 | Synchrony Credit Card Master Note Trust 2018-2 | 3.470% | 5/15/26 | 15,675 | 16,777 | |
6 | Toronto-Dominion Bank | 2.250% | 3/15/21 | 13,400 | 13,434 | |
6 | Toronto-Dominion Bank | 2.500% | 1/18/22 | 7,570 | 7,737 | |
4 | Toyota Auto Receivables 2017-D Owner Trust | 1.930% | 1/18/22 | 1,514 | 1,516 | |
4 | Toyota Auto Receivables 2018-A Owner Trust | 2.350% | 5/16/22 | 1,815 | 1,822 | |
4 | Toyota Auto Receivables 2018-A Owner Trust | 2.520% | 5/15/23 | 2,350 | 2,392 | |
4 | Toyota Auto Receivables 2018-B Owner Trust | 2.960% | 9/15/22 | 3,031 | 3,059 | |
4 | Toyota Auto Receivables 2018-B Owner Trust | 3.110% | 11/15/23 | 1,175 | 1,211 | |
4 | Toyota Auto Receivables 2019-D Owner Trust | 1.920% | 1/16/24 | 23,000 | 23,462 | |
4 | Toyota Auto Receivables 2020-A Owner Trust | 1.660% | 5/15/24 | 7,900 | 8,055 | |
4 | Toyota Auto Receivables 2020-A Owner Trust | 1.680% | 5/15/25 | 1,315 | 1,360 | |
4 | Toyota Auto Receivables 2020-B Owner Trust | 1.360% | 8/15/24 | 700 | 713 | |
4 | Toyota Auto Receivables 2020-D Owner Trust | 0.350% | 1/15/25 | 4,775 | 4,785 | |
4 | Toyota Auto Receivables 2020-D Owner Trust | 0.470% | 1/15/26 | 925 | 929 | |
4 | UBS Commercial Mortgage Trust 2017-C1 | 3.460% | 6/15/50 | 10,100 | 11,283 | |
4 | UBS Commercial Mortgage Trust 2017-C1 | 3.724% | 6/15/50 | 4,800 | 5,382 | |
4 | UBS Commercial Mortgage Trust 2017-C2 | 3.487% | 8/15/50 | 8,050 | 9,162 | |
4 | UBS Commercial Mortgage Trust 2017-C2 | 3.740% | 8/15/50 | 2,150 | 2,389 | |
4 | UBS Commercial Mortgage Trust 2017-C3 | 3.426% | 8/15/50 | 9,700 | 10,975 | |
4 | UBS Commercial Mortgage Trust 2017-C3 | 3.739% | 8/15/50 | 4,050 | 4,529 | |
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.301% | 10/15/50 | 6,450 | 7,088 | |
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.563% | 10/15/50 | 8,050 | 9,073 | |
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.836% | 10/15/50 | 3,562 | 4,037 | |
4 | UBS Commercial Mortgage Trust 2017-C5 | 3.474% | 11/15/50 | 5,325 | 6,009 | |
4 | UBS Commercial Mortgage Trust 2017-C7 | 3.679% | 12/15/50 | 8,225 | 9,494 | |
4 | UBS Commercial Mortgage Trust 2017-C7 | 4.061% | 12/15/50 | 4,375 | 4,919 | |
4 | UBS Commercial Mortgage Trust 2018-C10 | 4.313% | 5/15/51 | 10,475 | 12,400 | |
4 | UBS Commercial Mortgage Trust 2018-C11 | 4.241% | 6/15/51 | 2,650 | 3,126 | |
4 | UBS Commercial Mortgage Trust 2018-C12 | 4.296% | 8/15/51 | 5,975 | 7,096 | |
4 | UBS Commercial Mortgage Trust 2018-C12 | 4.587% | 8/15/51 | 4,000 | 4,777 | |
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.208% | 10/15/51 | 1,656 | 1,781 | |
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.334% | 10/15/51 | 5,825 | 7,002 | |
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.585% | 10/15/51 | 1,075 | 1,284 | |
4 | UBS Commercial Mortgage Trust 2018-C14 | 4.448% | 12/15/51 | 12,950 | 15,597 | |
4 | UBS Commercial Mortgage Trust 2018-C15 | 4.341% | 12/15/51 | 8,975 | 10,693 | |
4 | UBS Commercial Mortgage Trust 2018-C8 | 3.720% | 2/15/51 | 7,900 | 9,076 | |
4 | UBS Commercial Mortgage Trust 2018-C8 | 3.983% | 2/15/51 | 15,850 | 18,571 | |
4 | UBS Commercial Mortgage Trust 2018-C8 | 4.215% | 2/15/51 | 4,225 | 4,884 | |
4 | UBS Commercial Mortgage Trust 2018-C9 | 4.117% | 3/15/51 | 15,800 | 18,504 | |
4 | UBS Commercial Mortgage Trust 2019-C16 | 3.605% | 4/15/52 | 5,250 | 6,062 | |
4 | UBS Commercial Mortgage Trust 2019-C16 | 3.887% | 4/15/52 | 1,575 | 1,804 | |
4 | UBS Commercial Mortgage Trust 2019-C17 | 2.921% | 10/15/52 | 6,475 | 7,098 | |
4 | UBS Commercial Mortgage Trust 2019-C18 | 3.035% | 12/15/52 | 3,800 | 4,220 | |
4 | UBS Commercial Mortgage Trust 2019-C18 | 3.378% | 12/15/52 | 2,300 | 2,563 | |
4 | UBS-Barclays Commercial Mortgage Trust 2013-C5 | 3.185% | 3/10/46 | 4,636 | 4,838 | |
4 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.244% | 4/10/46 | 7,716 | 8,090 | |
4 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.469% | 4/10/46 | 1,150 | 1,195 | |
4 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.020% | 11/21/22 | 1,705 | 1,726 | |
4 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.150% | 7/22/24 | 1,050 | 1,081 | |
4 | Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/24 | 1,700 | 1,717 |
30
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | Wells Fargo Commercial Mortgage Trust 2012-LC5 | 2.918% | 10/15/45 | 8,416 | 8,683 | |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.477% | 8/15/50 | 782 | 820 | |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.817% | 8/15/50 | 23,025 | 25,061 | |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 4.020% | 8/15/50 | 550 | 584 | |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.244% | 12/15/47 | 1,570 | 1,651 | |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.271% | 12/15/47 | 2,226 | 2,264 | |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.405% | 12/15/47 | 5,650 | 6,200 | |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.808% | 12/15/47 | 2,850 | 3,139 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 2/15/48 | 4,806 | 5,036 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 3.166% | 2/15/48 | 3,150 | 3,435 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 3.580% | 2/15/48 | 2,275 | 2,453 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-C27 | 3.190% | 2/15/48 | 12,042 | 12,798 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-C28 | 3.540% | 5/15/48 | 8,500 | 9,440 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-C28 | 3.872% | 5/15/48 | 1,619 | 1,785 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-C29 | 3.400% | 6/15/48 | 5,141 | 5,433 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-C29 | 3.637% | 6/15/48 | 8,500 | 9,493 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 2.978% | 4/15/50 | 1,323 | 1,385 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 3.184% | 4/15/50 | 14,401 | 15,754 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 3.719% | 4/15/50 | 2,850 | 3,023 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 3.571% | 9/15/58 | 2,206 | 2,357 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 3.839% | 9/15/58 | 3,425 | 3,861 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 4.207% | 9/15/58 | 2,925 | 3,261 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 2.632% | 5/15/48 | 332 | 332 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 2.934% | 5/15/48 | 3,414 | 3,543 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 3.148% | 5/15/48 | 2,275 | 2,483 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-P2 | 3.656% | 12/15/48 | 4,700 | 5,038 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-P2 | 3.809% | 12/15/48 | 2,950 | 3,342 | |
4 | Wells Fargo Commercial Mortgage Trust 2015-SG1 | 3.789% | 9/15/48 | 10,340 | 11,449 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 2.652% | 8/15/49 | 7,850 | 8,481 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 2.814% | 8/15/49 | 1,800 | 1,891 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-C32 | 3.324% | 1/15/59 | 3,084 | 3,285 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-C32 | 3.560% | 1/15/59 | 6,700 | 7,468 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-C33 | 3.426% | 3/15/59 | 2,350 | 2,630 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-C34 | 3.096% | 6/15/49 | 4,700 | 5,065 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-C37 | 3.794% | 12/15/49 | 4,675 | 5,350 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.825% | 10/15/49 | 5,275 | 5,564 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.942% | 10/15/49 | 9,053 | 9,936 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-LC25 | 3.640% | 12/15/59 | 1,530 | 1,738 | |
4 | Wells Fargo Commercial Mortgage Trust 2016-NXS6 | 2.918% | 11/15/49 | 1,160 | 1,268 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.453% | 7/15/50 | 11,445 | 12,973 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.665% | 7/15/50 | 3,243 | 3,628 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.418% | 9/15/50 | 9,675 | 10,931 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.702% | 9/15/50 | 5,375 | 6,033 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.317% | 10/15/50 | 5,350 | 5,882 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.581% | 10/15/50 | 8,025 | 9,134 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.854% | 10/15/50 | 2,150 | 2,430 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.472% | 11/15/50 | 13,300 | 15,062 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-C42 | 3.330% | 12/15/50 | 4,815 | 5,439 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-RB1 | 3.635% | 3/15/50 | 8,600 | 9,804 | |
4 | Wells Fargo Commercial Mortgage Trust 2017-RC1 | 3.631% | 1/15/60 | 8,500 | 9,710 | |
4 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.012% | 3/15/51 | 15,825 | 18,529 | |
4 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.152% | 3/15/51 | 2,742 | 3,171 | |
4 | Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.212% | 5/15/51 | 10,550 | 12,435 | |
4 | Wells Fargo Commercial Mortgage Trust 2018-C45 | 4.184% | 6/15/51 | 10,125 | 11,935 | |
4 | Wells Fargo Commercial Mortgage Trust 2018-C46 | 4.152% | 8/15/51 | 6,100 | 7,193 | |
4 | Wells Fargo Commercial Mortgage Trust 2018-C47 | 4.442% | 9/15/61 | 10,600 | 12,734 | |
4 | Wells Fargo Commercial Mortgage Trust 2018-C48 | 4.302% | 1/15/52 | 4,051 | 4,847 | |
4 | Wells Fargo Commercial Mortgage Trust 2019-C49 | 4.023% | 3/15/52 | 13,225 | 15,641 | |
4 | Wells Fargo Commercial Mortgage Trust 2019-C50 | 3.729% | 5/15/52 | 7,650 | 8,888 | |
4 | Wells Fargo Commercial Mortgage Trust 2019-C51 | 3.311% | 6/15/52 | 11,175 | 12,685 | |
4 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 2.892% | 8/15/52 | 2,825 | 3,120 | |
4 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 3.143% | 8/15/52 | 4,750 | 5,282 | |
4 | Wells Fargo Commercial Mortgage Trust 2019-C53 | 3.040% | 10/15/52 | 10,700 | 11,981 | |
4 | Wells Fargo Commercial Mortgage Trust 2019-C54 | 3.146% | 12/15/52 | 6,405 | 7,219 |
31
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | Wells Fargo Commercial Mortgage Trust 2020-C55 | 2.725% | 2/15/53 | 9,475 | 10,380 | |
4 | Wells Fargo Commercial Mortgage Trust 2020-C56 | 2.448% | 6/15/53 | 2,250 | 2,417 | |
4 | Wells Fargo Commercial Mortgage Trust 2020-C58 | 2.092% | 7/15/53 | 2,775 | 2,887 | |
4 | WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/45 | 10,900 | 11,279 | |
4 | WFRBS Commercial Mortgage Trust 2012-C6 | 3.440% | 4/15/45 | 7,002 | 7,109 | |
4 | WFRBS Commercial Mortgage Trust 2012-C7 | 3.431% | 6/15/45 | 4,975 | 5,108 | |
4 | WFRBS Commercial Mortgage Trust 2012-C7 | 4.090% | 6/15/45 | 4,400 | 4,429 | |
4 | WFRBS Commercial Mortgage Trust 2012-C8 | 3.001% | 8/15/45 | 3,100 | 3,195 | |
4 | WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/45 | 5,346 | 5,519 | |
4 | WFRBS Commercial Mortgage Trust 2013-C11 | 3.071% | 3/15/45 | 4,148 | 4,321 | |
4 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.198% | 3/15/48 | 1,733 | 1,815 | |
4 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.560% | 3/15/48 | 820 | 853 | |
4 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.001% | 5/15/45 | 3,436 | 3,601 | |
4 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.345% | 5/15/45 | 673 | 707 | |
4 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.337% | 6/15/46 | 6,000 | 6,348 | |
4 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.488% | 6/15/46 | 3,000 | 3,138 | |
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 3.720% | 8/15/46 | 533 | 555 | |
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.153% | 8/15/46 | 4,470 | 4,826 | |
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.358% | 8/15/46 | 1,120 | 1,202 | |
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 3.963% | 9/15/46 | 720 | 754 | |
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.415% | 9/15/46 | 1,250 | 1,365 | |
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.668% | 9/15/46 | 2,100 | 2,272 | |
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 3.558% | 12/15/46 | 693 | 724 | |
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.023% | 12/15/46 | 1,450 | 1,574 | |
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.255% | 12/15/46 | 1,150 | 1,234 | |
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.788% | 12/15/46 | 1,150 | 1,228 | |
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.162% | 12/15/46 | 5,010 | 5,489 | |
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.387% | 12/15/46 | 575 | 625 | |
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.862% | 12/15/46 | 862 | 921 | |
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.079% | 3/15/46 | 2,342 | 2,538 | |
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 5.040% | 3/15/46 | 575 | 619 | |
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.618% | 3/15/47 | 612 | 641 | |
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.660% | 3/15/47 | 891 | 892 | |
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.101% | 3/15/47 | 2,825 | 3,110 | |
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.723% | 3/15/47 | 950 | 1,030 | |
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.638% | 5/15/47 | 740 | 779 | |
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.723% | 5/15/47 | 2,427 | 2,556 | |
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.995% | 5/15/47 | 1,675 | 1,839 | |
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 4.176% | 5/15/47 | 1,675 | 1,814 | |
4 | WFRBS Commercial Mortgage Trust 2014-C21 | 3.678% | 8/15/47 | 4,000 | 4,376 | |
4 | WFRBS Commercial Mortgage Trust 2014-C22 | 3.752% | 9/15/57 | 8,200 | 9,037 | |
4 | WFRBS Commercial Mortgage Trust 2014-C22 | 4.371% | 9/15/57 | 1,675 | 1,820 | |
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.636% | 10/15/57 | 2,415 | 2,544 | |
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.917% | 10/15/57 | 1,675 | 1,854 | |
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 4.210% | 10/15/57 | 1,125 | 1,243 | |
4 | WFRBS Commercial Mortgage Trust 2014-C24 | 3.428% | 11/15/47 | 1,688 | 1,720 | |
4 | WFRBS Commercial Mortgage Trust 2014-C24 | 3.607% | 11/15/47 | 2,860 | 3,138 | |
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 3.522% | 3/15/47 | 1,761 | 1,825 | |
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.045% | 3/15/47 | 6,720 | 7,350 | |
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.351% | 3/15/47 | 2,800 | 3,036 | |
4 | World Financial Network Credit Card Master Note Trust Series 2018-A | 3.070% | 12/16/24 | 10,625 | 10,657 | |
4 | World Omni Auto Receivables Trust 2019-C | 1.960% | 12/16/24 | 6,850 | 6,984 | |
4 | World Omni Auto Receivables Trust 2019-C | 2.030% | 12/15/25 | 1,705 | 1,765 | |
4 | World Omni Auto Receivables Trust 2020-A | 1.100% | 4/15/25 | 5,525 | 5,593 | |
4 | World Omni Auto Receivables Trust 2020-B | 0.630% | 5/15/25 | 2,795 | 2,813 | |
4 | World Omni Auto Receivables Trust 2020-B | 0.820% | 1/15/26 | 615 | 621 | |
4 | World Omni Auto Receivables Trust 2020-C | 0.480% | 11/17/25 | 3,100 | 3,111 | |
4 | World Omni Auto Receivables Trust 2020-C | 0.610% | 10/15/26 | 1,125 | 1,134 | |
4 | World Omni Automobile Lease Securitization Trust 2020-A | 1.700% | 1/17/23 | 2,765 | 2,819 | |
4 | World Omni Automobile Lease Securitization Trust 2020-A | 1.790% | 6/16/25 | 1,575 | 1,614 |
32
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | ||
4 | World Omni Automobile Lease Securitization Trust 2020-B | 0.450% | 2/15/24 | 5,625 | 5,626 | |
4 | World Omni Automobile Lease Securitization Trust 2020-B | 0.520% | 2/17/26 | 1,125 | 1,128 | |
4 | World Omni Select Auto Trust 2020-A | 0.550% | 7/15/25 | 840 | 841 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,192,684) | 7,681,707 | |||||
Corporate Bonds (29.4%) | ||||||
Finance (8.9%) | ||||||
Banking (6.1%) | ||||||
Ally Financial Inc. | 4.125% | 2/13/22 | 8,768 | 9,108 | ||
Ally Financial Inc. | 4.625% | 5/19/22 | 50 | 53 | ||
Ally Financial Inc. | 1.450% | 10/2/23 | 25,000 | 25,469 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 1,700 | 1,859 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 4,100 | 4,710 | ||
Ally Financial Inc. | 8.000% | 11/1/31 | 25,083 | 36,621 | ||
Ally Financial Inc. | 8.000% | 11/1/31 | 4,559 | 6,510 | ||
American Express Co. | 2.750% | 5/20/22 | 10,208 | 10,527 | ||
American Express Co. | 2.500% | 8/1/22 | 12,746 | 13,159 | ||
American Express Co. | 2.650% | 12/2/22 | 16,364 | 17,078 | ||
American Express Co. | 3.400% | 2/27/23 | 14,635 | 15,548 | ||
American Express Co. | 3.700% | 8/3/23 | 17,375 | 18,787 | ||
American Express Co. | 3.400% | 2/22/24 | 14,358 | 15,633 | ||
American Express Co. | 2.500% | 7/30/24 | 11,115 | 11,865 | ||
American Express Co. | 3.000% | 10/30/24 | 47,702 | 52,054 | ||
American Express Co. | 3.625% | 12/5/24 | 18,215 | 20,217 | ||
American Express Co. | 4.200% | 11/6/25 | 15,394 | 17,858 | ||
American Express Co. | 3.125% | 5/20/26 | 6,145 | 6,889 | ||
American Express Co. | 4.050% | 12/3/42 | 7,127 | 9,098 | ||
American Express Credit Corp. | 2.700% | 3/3/22 | 42,857 | 43,980 | ||
American Express Credit Corp. | 3.300% | 5/3/27 | 26,067 | 29,677 | ||
Associated Bank NA | 3.500% | 8/13/21 | 3,350 | 3,400 | ||
Australia & New Zealand Banking Group Ltd. | 2.625% | 5/19/22 | 10,890 | 11,249 | ||
Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 17,000 | 17,734 | ||
Australia & New Zealand Banking Group Ltd. | 2.050% | 11/21/22 | 4,175 | 4,320 | ||
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 12,625 | 14,465 | ||
Banco Santander SA | 3.500% | 4/11/22 | 2,350 | 2,440 | ||
Banco Santander SA | 3.125% | 2/23/23 | 10,900 | 11,465 | ||
Banco Santander SA | 3.848% | 4/12/23 | 11,583 | 12,421 | ||
Banco Santander SA | 2.706% | 6/27/24 | 8,500 | 9,063 | ||
Banco Santander SA | 2.746% | 5/28/25 | 8,000 | 8,545 | ||
Banco Santander SA | 5.179% | 11/19/25 | 18,358 | 21,452 | ||
Banco Santander SA | 4.250% | 4/11/27 | 9,225 | 10,627 | ||
Banco Santander SA | 3.800% | 2/23/28 | 13,306 | 15,068 | ||
Banco Santander SA | 4.379% | 4/12/28 | 12,000 | 13,961 | ||
Banco Santander SA | 3.306% | 6/27/29 | 10,914 | 12,202 | ||
Banco Santander SA | 3.490% | 5/28/30 | 8,180 | 9,177 | ||
Banco Santander SA | 2.749% | 12/3/30 | 5,000 | 5,146 | ||
Bancolombia SA | 3.000% | 1/29/25 | 6,100 | 6,344 | ||
Bank of America Corp. | 5.000% | 5/13/21 | 1,000 | 1,016 | ||
Bank of America Corp. | 5.700% | 1/24/22 | 1,575 | 1,665 | ||
Bank of America Corp. | 2.503% | 10/21/22 | 24,183 | 24,605 | ||
Bank of America Corp. | 3.300% | 1/11/23 | 46,733 | 49,534 | ||
4 | Bank of America Corp. | 3.124% | 1/20/23 | 9,578 | 9,838 | |
4 | Bank of America Corp. | 2.881% | 4/24/23 | 35,225 | 36,327 | |
4 | Bank of America Corp. | 2.816% | 7/21/23 | 52,003 | 54,024 | |
Bank of America Corp. | 4.100% | 7/24/23 | 13,952 | 15,243 | ||
4 | Bank of America Corp. | 3.004% | 12/20/23 | 163,756 | 172,312 | |
Bank of America Corp. | 4.125% | 1/22/24 | 17,549 | 19,478 | ||
4 | Bank of America Corp. | 3.550% | 3/5/24 | 30,145 | 32,104 | |
Bank of America Corp. | 4.000% | 4/1/24 | 5,000 | 5,537 | ||
4 | Bank of America Corp. | 1.486% | 5/19/24 | 5,775 | 5,910 | |
4 | Bank of America Corp. | 3.864% | 7/23/24 | 16,385 | 17,780 |
33
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Bank of America Corp. | 4.200% | 8/26/24 | 53,197 | 59,221 | |||
4 | Bank of America Corp. | 0.810% | 10/24/24 | 20,200 | 20,369 | ||
Bank of America Corp. | 4.000% | 1/22/25 | 48,749 | 54,530 | |||
4 | Bank of America Corp. | 3.458% | 3/15/25 | 27,135 | 29,400 | ||
Bank of America Corp. | 3.950% | 4/21/25 | 39,782 | 44,799 | |||
Bank of America Corp. | 3.875% | 8/1/25 | 2,075 | 2,368 | |||
4 | Bank of America Corp. | 3.093% | 10/1/25 | 43,588 | 47,110 | ||
4 | Bank of America Corp. | 2.456% | 10/22/25 | 20,275 | 21,595 | ||
4 | Bank of America Corp. | 3.366% | 1/23/26 | 33,035 | 36,228 | ||
4 | Bank of America Corp. | 2.015% | 2/13/26 | 16,600 | 17,360 | ||
Bank of America Corp. | 4.450% | 3/3/26 | 27,632 | 32,166 | |||
Bank of America Corp. | 3.500% | 4/19/26 | 21,070 | 23,867 | |||
4 | Bank of America Corp. | 1.319% | 6/19/26 | 13,200 | 13,407 | ||
Bank of America Corp. | 4.250% | 10/22/26 | 29,918 | 34,762 | |||
4 | Bank of America Corp. | 1.197% | 10/24/26 | 20,000 | 20,227 | ||
4 | Bank of America Corp. | 3.559% | 4/23/27 | 33,200 | 37,391 | ||
Bank of America Corp. | 3.248% | 10/21/27 | 42,854 | 47,942 | |||
Bank of America Corp. | 4.183% | 11/25/27 | 41,900 | 48,476 | |||
4 | Bank of America Corp. | 3.824% | 1/20/28 | 28,815 | 32,988 | ||
4 | Bank of America Corp. | 3.705% | 4/24/28 | 18,077 | 20,497 | ||
4 | Bank of America Corp. | 3.593% | 7/21/28 | 67,953 | 76,737 | ||
4 | Bank of America Corp. | 3.419% | 12/20/28 | 100,171 | 113,009 | ||
4 | Bank of America Corp. | 3.970% | 3/5/29 | 19,682 | 22,927 | ||
4 | Bank of America Corp. | 4.271% | 7/23/29 | 85,208 | 101,357 | ||
4 | Bank of America Corp. | 3.974% | 2/7/30 | 5,700 | 6,686 | ||
4 | Bank of America Corp. | 3.194% | 7/23/30 | 26,495 | 29,551 | ||
4 | Bank of America Corp. | 2.884% | 10/22/30 | 12,740 | 13,914 | ||
4 | Bank of America Corp. | 2.496% | 2/13/31 | 91,735 | 97,337 | ||
4 | Bank of America Corp. | 2.592% | 4/29/31 | 62,128 | 66,627 | ||
4 | Bank of America Corp. | 1.898% | 7/23/31 | 500 | 503 | ||
4 | Bank of America Corp. | 1.922% | 10/24/31 | 35,500 | 35,837 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 16,710 | 24,281 | |||
4 | Bank of America Corp. | 4.244% | 4/24/38 | 28,058 | 34,457 | ||
Bank of America Corp. | 7.750% | 5/14/38 | 24,991 | 42,528 | |||
4 | Bank of America Corp. | 4.078% | 4/23/40 | 35,720 | 43,459 | ||
4 | Bank of America Corp. | 2.676% | 6/19/41 | 71,945 | 74,909 | ||
Bank of America Corp. | 5.875% | 2/7/42 | 21,433 | 32,549 | |||
Bank of America Corp. | 5.000% | 1/21/44 | 29,456 | 41,044 | |||
Bank of America Corp. | 4.875% | 4/1/44 | 9,811 | 13,493 | |||
Bank of America Corp. | 4.750% | 4/21/45 | 3,800 | 5,138 | |||
4 | Bank of America Corp. | 4.443% | 1/20/48 | 8,594 | 11,385 | ||
4 | Bank of America Corp. | 3.946% | 1/23/49 | 9,978 | 12,294 | ||
4 | Bank of America Corp. | 4.330% | 3/15/50 | 35,660 | 46,649 | ||
4 | Bank of America Corp. | 4.083% | 3/20/51 | 97,102 | 122,113 | ||
4 | Bank of America Corp. | 2.831% | 10/24/51 | 1,000 | 1,041 | ||
4 | Bank of America NA | 3.335% | 1/25/23 | 250 | 258 | ||
Bank of America NA | 6.000% | 10/15/36 | 16,604 | 24,812 | |||
Bank of Montreal | 1.900% | 8/27/21 | 15,825 | 16,003 | |||
Bank of Montreal | 2.900% | 3/26/22 | 31,266 | 32,281 | |||
Bank of Montreal | 2.350% | 9/11/22 | 10,186 | 10,541 | |||
Bank of Montreal | 2.050% | 11/1/22 | 3,321 | 3,428 | |||
Bank of Montreal | 2.550% | 11/6/22 | 12,561 | 13,047 | |||
Bank of Montreal | 0.450% | 12/8/23 | 6,000 | 6,004 | |||
Bank of Montreal | 3.300% | 2/5/24 | 17,385 | 18,816 | |||
Bank of Montreal | 2.500% | 6/28/24 | 11,225 | 11,955 | |||
Bank of Montreal | 1.850% | 5/1/25 | 28,477 | 29,841 | |||
4 | Bank of Montreal | 4.338% | 10/5/28 | 5,000 | 5,475 | ||
4 | Bank of Montreal | 3.803% | 12/15/32 | 26,015 | 29,364 | ||
Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 11,156 | 11,402 | |||
Bank of New York Mellon Corp. | 1.950% | 8/23/22 | 17,500 | 17,970 | |||
Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 1,908 | 1,964 | |||
Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 12,171 | 12,786 | |||
Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 7,891 | 8,450 |
34
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
4 | Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 15,649 | 16,128 | ||
Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 8,225 | 8,874 | |||
Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 11,899 | 12,460 | |||
Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 8,385 | 9,180 | |||
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 1,578 | 1,724 | |||
Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 16,856 | 18,475 | |||
Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 7,349 | 7,823 | |||
Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 13,761 | 15,100 | |||
Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 3,915 | 4,084 | |||
Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 6,900 | 7,993 | |||
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 22,371 | 24,676 | |||
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 10,431 | 11,321 | |||
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 26,698 | 30,220 | |||
Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 5,646 | 6,438 | |||
4 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 15,374 | 17,499 | ||
Bank of New York Mellon Corp. | 3.850% | 4/28/28 | 100 | 120 | |||
Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 5,765 | 6,439 | |||
Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 4,800 | 5,469 | |||
Bank of Nova Scotia | 3.125% | 4/20/21 | 150 | 151 | |||
Bank of Nova Scotia | 2.700% | 3/7/22 | 16,140 | 16,603 | |||
Bank of Nova Scotia | 2.450% | 9/19/22 | 2,905 | 3,010 | |||
Bank of Nova Scotia | 2.000% | 11/15/22 | 10,667 | 11,008 | |||
Bank of Nova Scotia | 2.375% | 1/18/23 | 6,625 | 6,884 | |||
Bank of Nova Scotia | 1.950% | 2/1/23 | 23,736 | 24,496 | |||
Bank of Nova Scotia | 3.400% | 2/11/24 | 11,884 | 12,892 | |||
Bank of Nova Scotia | 2.200% | 2/3/25 | 41,848 | 44,017 | |||
Bank of Nova Scotia | 1.300% | 6/11/25 | 30,100 | 30,817 | |||
Bank of Nova Scotia | 4.500% | 12/16/25 | 33,155 | 38,495 | |||
Bank of Nova Scotia | 2.700% | 8/3/26 | 15,692 | 17,223 | |||
Bank One Corp. | 7.625% | 10/15/26 | 5,185 | 7,071 | |||
Bank One Corp. | 8.000% | 4/29/27 | 2,030 | 2,819 | |||
6 | Barclays Bank plc | 10.179% | 6/12/21 | 350 | 364 | ||
Barclays Bank plc | 3.750% | 5/15/24 | 1,600 | 1,774 | |||
Barclays plc | 3.200% | 8/10/21 | 6,000 | 6,097 | |||
Barclays plc | 3.684% | 1/10/23 | 16,770 | 17,259 | |||
4 | Barclays plc | 4.610% | 2/15/23 | 11,559 | 12,047 | ||
4 | Barclays plc | 4.338% | 5/16/24 | 20,000 | 21,600 | ||
Barclays plc | 1.007% | 12/10/24 | 19,700 | 19,802 | |||
Barclays plc | 3.650% | 3/16/25 | 39,734 | 43,847 | |||
4 | Barclays plc | 3.932% | 5/7/25 | 11,915 | 13,034 | ||
Barclays plc | 4.375% | 1/12/26 | 27,885 | 31,951 | |||
4 | Barclays plc | 2.852% | 5/7/26 | 29,250 | 31,303 | ||
Barclays plc | 5.200% | 5/12/26 | 16,429 | 19,090 | |||
Barclays plc | 4.337% | 1/10/28 | 14,062 | 16,117 | |||
Barclays plc | 4.836% | 5/9/28 | 35,715 | 41,313 | |||
4 | Barclays plc | 4.972% | 5/16/29 | 23,850 | 28,387 | ||
4 | Barclays plc | 5.088% | 6/20/30 | 15,515 | 18,579 | ||
Barclays plc | 2.645% | 6/24/31 | 26,968 | 28,006 | |||
Barclays plc | 3.564% | 9/23/35 | 6,025 | 6,490 | |||
Barclays plc | 5.250% | 8/17/45 | 11,355 | 15,518 | |||
Barclays plc | 4.950% | 1/10/47 | 13,938 | 18,896 | |||
BBVA USA | 2.875% | 6/29/22 | 20,185 | 20,860 | |||
BBVA USA | 2.500% | 8/27/24 | 1,595 | 1,693 | |||
BBVA USA | 3.875% | 4/10/25 | 1,000 | 1,121 | |||
BNP Paribas SA | 5.000% | 1/15/21 | 21 | 21 | |||
BNP Paribas SA | 3.250% | 3/3/23 | 21,210 | 22,509 | |||
BNP Paribas SA | 4.250% | 10/15/24 | 2,750 | 3,087 | |||
4,6 | BNP Paribas SA | 3.052% | 1/13/31 | 3,800 | 4,123 | ||
BPCE SA | 2.750% | 12/2/21 | 9,148 | 9,347 | |||
6 | BPCE SA | 3.000% | 5/22/22 | 5,500 | 5,693 | ||
BPCE SA | 4.000% | 4/15/24 | 22,317 | 24,707 | |||
BPCE SA | 3.375% | 12/2/26 | 4,750 | 5,359 | |||
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 20,232 | 20,915 | |||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 1,000 | 1,009 |
35
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 13,600 | 14,739 | |||
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 18,000 | 17,996 | |||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 12,700 | 13,732 | |||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 13,500 | 14,285 | |||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 3,133 | 3,156 | |||
4 | Capital One Bank USA NA | 2.014% | 1/27/23 | 5,150 | 5,240 | ||
Capital One Bank USA NA | 3.375% | 2/15/23 | 28,736 | 30,381 | |||
4 | Capital One Bank USA NA | 2.280% | 1/28/26 | 500 | 522 | ||
Capital One Financial Corp. | 3.050% | 3/9/22 | 3,575 | 3,690 | |||
Capital One Financial Corp. | 3.200% | 1/30/23 | 17,413 | 18,329 | |||
Capital One Financial Corp. | 2.600% | 5/11/23 | 11,482 | 12,010 | |||
Capital One Financial Corp. | 3.500% | 6/15/23 | 5,128 | 5,486 | |||
Capital One Financial Corp. | 3.900% | 1/29/24 | 7,738 | 8,456 | |||
Capital One Financial Corp. | 3.750% | 4/24/24 | 9,234 | 10,072 | |||
Capital One Financial Corp. | 3.300% | 10/30/24 | 20,679 | 22,635 | |||
Capital One Financial Corp. | 3.200% | 2/5/25 | 10,210 | 11,130 | |||
Capital One Financial Corp. | 4.250% | 4/30/25 | 8,673 | 9,842 | |||
Capital One Financial Corp. | 4.200% | 10/29/25 | 23,621 | 26,766 | |||
Capital One Financial Corp. | 3.750% | 7/28/26 | 35,850 | 40,448 | |||
Capital One Financial Corp. | 3.750% | 3/9/27 | 38,384 | 43,563 | |||
Capital One Financial Corp. | 3.650% | 5/11/27 | 8,284 | 9,474 | |||
Capital One Financial Corp. | 3.800% | 1/31/28 | 26,671 | 30,817 | |||
Citibank NA | 3.650% | 1/23/24 | 3,016 | 3,294 | |||
Citigroup Inc. | 2.350% | 8/2/21 | 12,277 | 12,413 | |||
Citigroup Inc. | 2.900% | 12/8/21 | 32,037 | 32,716 | |||
Citigroup Inc. | 4.500% | 1/14/22 | 45,529 | 47,464 | |||
Citigroup Inc. | 2.750% | 4/25/22 | 17,202 | 17,717 | |||
Citigroup Inc. | 4.050% | 7/30/22 | 11,226 | 11,844 | |||
Citigroup Inc. | 2.700% | 10/27/22 | 12,900 | 13,414 | |||
4 | Citigroup Inc. | 3.142% | 1/24/23 | 26,997 | 27,734 | ||
Citigroup Inc. | 3.375% | 3/1/23 | 6,618 | 6,994 | |||
Citigroup Inc. | 3.500% | 5/15/23 | 18,114 | 19,374 | |||
4 | Citigroup Inc. | 2.876% | 7/24/23 | 20,455 | 21,250 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 15,525 | 17,055 | |||
4 | Citigroup Inc. | 1.678% | 5/15/24 | 28,575 | 29,445 | ||
4 | Citigroup Inc. | 4.044% | 6/1/24 | 36,223 | 39,203 | ||
Citigroup Inc. | 3.750% | 6/16/24 | 21,198 | 23,403 | |||
Citigroup Inc. | 4.000% | 8/5/24 | 18,899 | 20,975 | |||
Citigroup Inc. | 0.776% | 10/30/24 | 15,000 | 15,044 | |||
Citigroup Inc. | 3.875% | 3/26/25 | 14,135 | 15,738 | |||
4 | Citigroup Inc. | 3.352% | 4/24/25 | 26,750 | 29,073 | ||
Citigroup Inc. | 3.300% | 4/27/25 | 4,853 | 5,367 | |||
Citigroup Inc. | 4.400% | 6/10/25 | 52,850 | 60,349 | |||
Citigroup Inc. | 5.500% | 9/13/25 | 18,224 | 21,810 | |||
Citigroup Inc. | 3.700% | 1/12/26 | 23,725 | 26,907 | |||
Citigroup Inc. | 4.600% | 3/9/26 | 25,800 | 30,194 | |||
4 | Citigroup Inc. | 3.106% | 4/8/26 | 47,225 | 51,625 | ||
Citigroup Inc. | 3.400% | 5/1/26 | 14,385 | 16,202 | |||
Citigroup Inc. | 3.200% | 10/21/26 | 66,602 | 74,244 | |||
Citigroup Inc. | 4.300% | 11/20/26 | 2,107 | 2,457 | |||
Citigroup Inc. | 4.450% | 9/29/27 | 59,252 | 69,525 | |||
4 | Citigroup Inc. | 3.887% | 1/10/28 | 16,000 | 18,244 | ||
4 | Citigroup Inc. | 3.668% | 7/24/28 | 44,989 | 51,071 | ||
Citigroup Inc. | 4.125% | 7/25/28 | 8,303 | 9,641 | |||
4 | Citigroup Inc. | 3.520% | 10/27/28 | 28,607 | 32,241 | ||
4 | Citigroup Inc. | 4.075% | 4/23/29 | 17,028 | 19,919 | ||
4 | Citigroup Inc. | 3.980% | 3/20/30 | 17,600 | 20,635 | ||
4 | Citigroup Inc. | 2.976% | 11/5/30 | 16,450 | 17,982 | ||
4 | Citigroup Inc. | 2.666% | 1/29/31 | 26,688 | 28,469 | ||
4 | Citigroup Inc. | 4.412% | 3/31/31 | 57,413 | 69,592 | ||
4 | Citigroup Inc. | 2.572% | 6/3/31 | 22,967 | 24,433 | ||
Citigroup Inc. | 6.625% | 6/15/32 | 7,947 | 11,257 | |||
Citigroup Inc. | 5.875% | 2/22/33 | 3,975 | 5,346 | |||
Citigroup Inc. | 6.000% | 10/31/33 | 12,330 | 16,726 |
36
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Citigroup Inc. | 6.125% | 8/25/36 | 14,289 | 19,960 | |||
4 | Citigroup Inc. | 3.878% | 1/24/39 | 26,733 | 31,814 | ||
Citigroup Inc. | 8.125% | 7/15/39 | 31,460 | 56,171 | |||
4 | Citigroup Inc. | 5.316% | 3/26/41 | 1,416 | 1,989 | ||
Citigroup Inc. | 5.875% | 1/30/42 | 15,976 | 24,228 | |||
Citigroup Inc. | 6.675% | 9/13/43 | 8,835 | 14,289 | |||
Citigroup Inc. | 4.950% | 11/7/43 | 5,019 | 6,343 | |||
Citigroup Inc. | 5.300% | 5/6/44 | 21,572 | 30,253 | |||
Citigroup Inc. | 4.650% | 7/30/45 | 10,361 | 13,863 | |||
Citigroup Inc. | 4.750% | 5/18/46 | 33,889 | 45,006 | |||
4 | Citigroup Inc. | 4.281% | 4/24/48 | 11,155 | 14,492 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 24,025 | 33,024 | |||
Citizens Bank NA | 3.250% | 2/14/22 | 2,250 | 2,314 | |||
Citizens Bank NA | 2.650% | 5/26/22 | 9,175 | 9,449 | |||
Citizens Bank NA | 3.700% | 3/29/23 | 8,157 | 8,724 | |||
Citizens Bank NA | 3.750% | 2/18/26 | 8,425 | 9,542 | |||
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 5,250 | 6,040 | |||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 27,025 | 30,071 | |||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 4,716 | 5,010 | |||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 3,000 | 3,387 | |||
6 | Citizens Financial Group Inc. | 2.638% | 9/30/32 | 9,181 | 9,687 | ||
Comerica Bank | 2.500% | 7/23/24 | 1,100 | 1,171 | |||
Comerica Bank | 4.000% | 7/27/25 | 2,911 | 3,273 | |||
Comerica Inc. | 3.700% | 7/31/23 | 20,097 | 21,695 | |||
Comerica Inc. | 4.000% | 2/1/29 | 400 | 478 | |||
6 | Commonwealth Bank of Australia | 2.750% | 3/10/22 | 15,000 | 15,434 | ||
6 | Commonwealth Bank of Australia | 3.900% | 7/12/47 | 50 | 62 | ||
Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 13,756 | 14,100 | |||
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 45,038 | 46,787 | |||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 29,748 | 31,585 | |||
Cooperatieve Rabobank UA | 2.750% | 1/10/23 | 1,000 | 1,048 | |||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 17,890 | 19,905 | |||
Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 22,446 | 25,137 | |||
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 15,053 | 17,118 | |||
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 17,030 | 19,213 | |||
Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 11,911 | 17,589 | |||
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 15,004 | 22,206 | |||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 17,370 | 24,318 | |||
Credit Suisse AG | 3.000% | 10/29/21 | 14,909 | 15,239 | |||
Credit Suisse AG | 2.800% | 4/8/22 | 7,060 | 7,286 | |||
Credit Suisse AG | 1.000% | 5/5/23 | 26,750 | 27,172 | |||
Credit Suisse AG | 3.625% | 9/9/24 | 20,879 | 23,151 | |||
Credit Suisse AG | 2.950% | 4/9/25 | 500 | 546 | |||
6 | Credit Suisse Group AG | 3.574% | 1/9/23 | 8,685 | 8,962 | ||
6 | Credit Suisse Group AG | 4.282% | 1/9/28 | 25,250 | 29,178 | ||
4,6 | Credit Suisse Group AG | 4.194% | 4/1/31 | 3,250 | 3,809 | ||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 23,325 | 24,586 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 6/9/23 | 15,726 | 16,916 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.750% | 3/26/25 | 64,443 | 71,506 | |||
Credit Suisse Group Funding Guernsey Ltd. | 4.550% | 4/17/26 | 2,360 | 2,753 | |||
Credit Suisse Group Funding Guernsey Ltd. | 4.875% | 5/15/45 | 22,559 | 31,498 | |||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 13,879 | 21,571 | |||
Deutsche Bank AG | 3.125% | 1/13/21 | 7 | 7 | |||
Deutsche Bank AG | 4.250% | 10/14/21 | 2,826 | 2,895 | |||
Deutsche Bank AG | 5.000% | 2/14/22 | 4,850 | 5,065 | |||
Deutsche Bank AG | 3.300% | 11/16/22 | 26,806 | 27,985 | |||
Deutsche Bank AG | 3.950% | 2/27/23 | 25,000 | 26,502 | |||
Deutsche Bank AG | 3.700% | 5/30/24 | 29,560 | 31,718 | |||
Deutsche Bank AG | 3.700% | 5/30/24 | 200 | 214 | |||
4 | Deutsche Bank AG | 3.961% | 11/26/25 | 150 | 163 | ||
Deutsche Bank AG | 4.100% | 1/13/26 | 8,410 | 9,362 | |||
Deutsche Bank AG | 2.129% | 11/24/26 | 15,000 | 15,277 | |||
Discover Bank | 3.200% | 8/9/21 | 5,881 | 5,968 | |||
Discover Bank | 3.350% | 2/6/23 | 11,354 | 11,974 |
37
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Discover Bank | 4.200% | 8/8/23 | 22,506 | 24,604 | |||
Discover Bank | 2.450% | 9/12/24 | 14,783 | 15,580 | |||
Discover Bank | 4.250% | 3/13/26 | 6,219 | 7,136 | |||
Discover Bank | 3.450% | 7/27/26 | 14,340 | 16,005 | |||
4 | Discover Bank | 4.682% | 8/9/28 | 8,032 | 8,477 | ||
Discover Bank | 4.650% | 9/13/28 | 13,625 | 16,279 | |||
Discover Bank | 2.700% | 2/6/30 | 3,916 | 4,161 | |||
Discover Financial Services | 5.200% | 4/27/22 | 3,817 | 4,041 | |||
Discover Financial Services | 3.850% | 11/21/22 | 12,059 | 12,819 | |||
Discover Financial Services | 3.950% | 11/6/24 | 7,050 | 7,796 | |||
Discover Financial Services | 3.750% | 3/4/25 | 10,438 | 11,483 | |||
Discover Financial Services | 4.500% | 1/30/26 | 15,036 | 17,346 | |||
Discover Financial Services | 4.100% | 2/9/27 | 16,083 | 18,513 | |||
Fifth Third Bancorp | 3.500% | 3/15/22 | 6,078 | 6,295 | |||
Fifth Third Bancorp | 2.600% | 6/15/22 | 1,100 | 1,133 | |||
Fifth Third Bancorp | 1.625% | 5/5/23 | 2,000 | 2,062 | |||
Fifth Third Bancorp | 4.300% | 1/16/24 | 13,424 | 14,809 | |||
Fifth Third Bancorp | 3.650% | 1/25/24 | 42,298 | 45,984 | |||
Fifth Third Bancorp | 2.375% | 1/28/25 | 24,231 | 25,789 | |||
Fifth Third Bancorp | 2.550% | 5/5/27 | 11,960 | 12,993 | |||
Fifth Third Bancorp | 3.950% | 3/14/28 | 15,854 | 18,590 | |||
Fifth Third Bancorp | 8.250% | 3/1/38 | 11,167 | 18,841 | |||
Fifth Third Bank | 2.875% | 10/1/21 | 7,904 | 8,036 | |||
Fifth Third Bank | 1.800% | 1/30/23 | 7,305 | 7,513 | |||
Fifth Third Bank | 3.950% | 7/28/25 | 12,464 | 14,243 | |||
Fifth Third Bank | 3.850% | 3/15/26 | 10,229 | 11,572 | |||
Fifth Third Bank | 2.250% | 2/1/27 | 6,110 | 6,508 | |||
First Horizon National Corp. | 4.000% | 5/26/25 | 4,550 | 5,082 | |||
First Republic Bank | 2.500% | 6/6/22 | 13,250 | 13,623 | |||
4 | First Republic Bank | 1.912% | 2/12/24 | 3,500 | 3,603 | ||
First Republic Bank | 4.375% | 8/1/46 | 3,025 | 3,821 | |||
First Republic Bank | 4.625% | 2/13/47 | 3,479 | 4,572 | |||
FirstMerit Bank NA | 4.270% | 11/25/26 | 5,750 | 6,578 | |||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 12,350 | 17,305 | |||
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 19,498 | 20,599 | |||
Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 36,919 | 37,227 | |||
4 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 61,865 | 63,022 | ||
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 31,019 | 33,052 | |||
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 19,905 | 21,029 | |||
4 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 31,943 | 33,078 | ||
4 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 30,807 | 31,952 | ||
Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 23,500 | 23,579 | |||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 18,605 | 20,225 | |||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 50,007 | 54,961 | |||
Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 17,322 | 18,956 | |||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 36,294 | 40,004 | |||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 2,838 | 3,157 | |||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 23,491 | 26,366 | |||
4 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 60,066 | 65,611 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 18,703 | 21,322 | |||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 33,559 | 37,876 | |||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 43,294 | 48,555 | |||
Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 18,000 | 18,173 | |||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 18,058 | 22,577 | |||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 37,023 | 42,244 | |||
4 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 34,441 | 39,668 | ||
4 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 81,985 | 94,479 | ||
4 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 20,120 | 23,775 | ||
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 10,300 | 11,066 | |||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 59,600 | 69,966 | |||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 1,137 | 1,636 | |||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 20,234 | 29,530 | |||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 46,347 | 70,237 | |||
4 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 44,254 | 53,897 |
38
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
4 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 55,595 | 70,772 | ||
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 21,437 | 33,446 | |||
Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 27,917 | 38,590 | |||
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 33,854 | 46,701 | |||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 1,137 | 1,578 | |||
HSBC Bank USA NA | 5.875% | 11/1/34 | 2,300 | 3,214 | |||
HSBC Bank USA NA | 7.000% | 1/15/39 | 9,259 | 14,669 | |||
4 | HSBC Holdings plc | 3.262% | 3/13/23 | 39,900 | 41,173 | ||
HSBC Holdings plc | 3.600% | 5/25/23 | 27,125 | 29,163 | |||
4 | HSBC Holdings plc | 3.033% | 11/22/23 | 2,064 | 2,161 | ||
HSBC Holdings plc | 4.250% | 3/14/24 | 32,413 | 35,752 | |||
4 | HSBC Holdings plc | 3.950% | 5/18/24 | 20,430 | 22,013 | ||
4 | HSBC Holdings plc | 3.803% | 3/11/25 | 28,534 | 31,152 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 6,762 | 7,617 | |||
4 | HSBC Holdings plc | 2.633% | 11/7/25 | 18,565 | 19,734 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 46,115 | 53,143 | |||
4 | HSBC Holdings plc | 1.645% | 4/18/26 | 18,150 | 18,523 | ||
HSBC Holdings plc | 3.900% | 5/25/26 | 46,660 | 53,247 | |||
4 | HSBC Holdings plc | 2.099% | 6/4/26 | 82,148 | 85,270 | ||
4 | HSBC Holdings plc | 4.292% | 9/12/26 | 55,431 | 62,925 | ||
HSBC Holdings plc | 4.375% | 11/23/26 | 20,946 | 24,161 | |||
HSBC Holdings plc | 1.589% | 5/24/27 | 23,720 | 24,048 | |||
4 | HSBC Holdings plc | 4.041% | 3/13/28 | 34,028 | 38,620 | ||
4 | HSBC Holdings plc | 2.013% | 9/22/28 | 54,600 | 55,448 | ||
4 | HSBC Holdings plc | 4.583% | 6/19/29 | 22,183 | 26,230 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 18,357 | 22,804 | |||
4 | HSBC Holdings plc | 3.973% | 5/22/30 | 34,307 | 39,569 | ||
4 | HSBC Holdings plc | 2.848% | 6/4/31 | 32,200 | 34,390 | ||
4 | HSBC Holdings plc | 2.357% | 8/18/31 | 19,450 | 19,975 | ||
HSBC Holdings plc | 7.625% | 5/17/32 | 7,391 | 10,728 | |||
HSBC Holdings plc | 7.350% | 11/27/32 | 2,040 | 2,726 | |||
HSBC Holdings plc | 6.500% | 5/2/36 | 22,062 | 31,893 | |||
HSBC Holdings plc | 6.500% | 9/15/37 | 44,546 | 64,486 | |||
HSBC Holdings plc | 6.800% | 6/1/38 | 9,819 | 14,779 | |||
HSBC Holdings plc | 6.100% | 1/14/42 | 5,493 | 8,260 | |||
HSBC Holdings plc | 5.250% | 3/14/44 | 29,376 | 40,831 | |||
HSBC USA Inc. | 3.500% | 6/23/24 | 10,093 | 11,044 | |||
Huntington Bancshares Inc. | 2.300% | 1/14/22 | 4,962 | 5,047 | |||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 2,610 | 2,776 | |||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 5,206 | 5,891 | |||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 14,705 | 15,710 | |||
Huntington National Bank | 3.125% | 4/1/22 | 6,450 | 6,659 | |||
Huntington National Bank | 2.500% | 8/7/22 | 15,675 | 16,176 | |||
Huntington National Bank | 1.800% | 2/3/23 | 13,175 | 13,534 | |||
Huntington National Bank | 3.550% | 10/6/23 | 7,595 | 8,215 | |||
ING Groep NV | 3.150% | 3/29/22 | 7,607 | 7,866 | |||
ING Groep NV | 4.100% | 10/2/23 | 15,950 | 17,511 | |||
ING Groep NV | 3.550% | 4/9/24 | 16,610 | 18,126 | |||
ING Groep NV | 3.950% | 3/29/27 | 17,067 | 19,734 | |||
ING Groep NV | 4.550% | 10/2/28 | 13,025 | 15,815 | |||
ING Groep NV | 4.050% | 4/9/29 | 12,195 | 14,453 | |||
6 | Intesa Sanpaolo SPA | 6.500% | 2/24/21 | 100 | 101 | ||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 22,052 | 23,168 | |||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 52,980 | 54,442 | |||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 52,017 | 55,082 | |||
4 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 19,705 | 20,383 | ||
4 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 21,852 | 22,559 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 30,559 | 32,630 | |||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 6,016 | 6,317 | |||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 21,235 | 23,322 | |||
4 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 40,819 | 43,706 | ||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 30,717 | 33,943 | |||
4 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 55,605 | 56,978 | ||
4 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 17,860 | 19,322 |
39
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 58,872 | 65,725 | |||
4 | JPMorgan Chase & Co. | 0.653% | 9/16/24 | 11,475 | 11,497 | ||
4 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 23,900 | 26,257 | ||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 32,012 | 35,009 | |||
4 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 32,286 | 34,780 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 47,018 | 53,043 | |||
4 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 26,665 | 28,289 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 65,462 | 73,134 | |||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 52,011 | 58,243 | |||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 40,115 | 44,468 | |||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 28,633 | 33,212 | |||
4 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 49,320 | 56,678 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 14,703 | 17,334 | |||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 13,018 | 14,657 | |||
4 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 74,631 | 85,717 | ||
4 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 34,491 | 39,116 | ||
4 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 10,050 | 10,665 | ||
4 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 43,525 | 49,558 | ||
4 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 13,495 | 15,743 | ||
4 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 35,774 | 42,703 | ||
4 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 17,870 | 21,757 | ||
4 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 42,200 | 48,654 | ||
JPMorgan Chase & Co. | 8.750% | 9/1/30 | 1,100 | 1,608 | |||
4 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 45,078 | 48,874 | ||
4 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 56,900 | 69,935 | ||
4 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 19,000 | 20,298 | ||
4 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 49,925 | 54,653 | ||
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 10,075 | 10,161 | |||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 20,100 | 31,112 | |||
4 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 40,174 | 48,553 | ||
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 14,328 | 21,006 | |||
4 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 41,200 | 46,003 | ||
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 12,351 | 18,596 | |||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 19,500 | 20,035 | |||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 7,931 | 11,721 | |||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 10,908 | 16,368 | |||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 2,712 | 3,899 | |||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 11,288 | 15,918 | |||
4 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 23,738 | 30,809 | ||
4 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 28,977 | 36,643 | ||
4 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 80,261 | 100,805 | ||
4 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 32,499 | 40,859 | ||
4 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 58,150 | 64,324 | ||
KeyBank NA | 2.400% | 6/9/22 | 3,145 | 3,237 | |||
KeyBank NA | 2.300% | 9/14/22 | 10,000 | 10,338 | |||
KeyBank NA | 3.375% | 3/7/23 | 8,175 | 8,696 | |||
KeyBank NA | 1.250% | 3/10/23 | 1,700 | 1,732 | |||
KeyBank NA | 0.423% | 1/3/24 | 10,250 | 10,247 | |||
KeyBank NA | 3.300% | 6/1/25 | 17,619 | 19,581 | |||
KeyBank NA | 3.400% | 5/20/26 | 17,900 | 19,986 | |||
4 | KeyBank NA | 3.180% | 10/15/27 | 5,475 | 5,689 | ||
KeyBank NA | 6.950% | 2/1/28 | 2,540 | 3,347 | |||
KeyCorp | 5.100% | 3/24/21 | 10,297 | 10,408 | |||
KeyCorp | 4.150% | 10/29/25 | 12,000 | 13,904 | |||
KeyCorp | 2.250% | 4/6/27 | 500 | 534 | |||
KeyCorp | 4.100% | 4/30/28 | 15,200 | 18,023 | |||
KeyCorp | 2.550% | 10/1/29 | 14,625 | 15,796 | |||
Lloyds Banking Group plc | 3.100% | 7/6/21 | 3,310 | 3,354 | |||
Lloyds Banking Group plc | 3.000% | 1/11/22 | 9,898 | 10,153 | |||
Lloyds Banking Group plc | 2.858% | 3/17/23 | 14,735 | 15,137 | |||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 38,075 | 41,394 | |||
4 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 21,230 | 22,079 | ||
Lloyds Banking Group plc | 3.900% | 3/12/24 | 11,256 | 12,367 | |||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 15,014 | 16,746 |
40
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 7,974 | 9,114 | |||
4 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 12,753 | 14,005 | ||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 39,261 | 44,809 | |||
4 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 2,740 | 2,885 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 12,532 | 14,385 | |||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 9,282 | 10,517 | |||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 36,945 | 43,682 | |||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 16,975 | 20,433 | |||
Lloyds Banking Group plc | 3.574% | 11/7/28 | 46,532 | 52,153 | |||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 5,669 | 7,756 | |||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 19,835 | 24,210 | |||
M&T Bank Corp. | 3.550% | 7/26/23 | 7,300 | 7,894 | |||
Manufacturers & Traders Trust Co. | 2.500% | 5/18/22 | 5,175 | 5,317 | |||
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 11,849 | 12,859 | |||
Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 2,226 | 2,513 | |||
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 2,000 | 2,059 | |||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 14,800 | 15,292 | |||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 15,025 | 15,539 | |||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 28,375 | 29,369 | |||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 14,100 | 15,004 | |||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 27,917 | 30,258 | |||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,616 | 3,806 | |||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 25,720 | 27,848 | |||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 13,575 | 14,532 | |||
4 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 30,400 | 30,510 | ||
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 19,899 | 21,013 | |||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 36,524 | 40,759 | |||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 14,300 | 14,591 | |||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 9,625 | 10,524 | |||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 58,731 | 66,778 | |||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 26,011 | 29,454 | |||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 15,600 | 18,283 | |||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 5,150 | 6,135 | |||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 22,190 | 26,037 | |||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 21,300 | 23,880 | |||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 23,050 | 24,780 | |||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 10,000 | 10,371 | |||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 3,329 | 4,232 | |||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 3,000 | 3,773 | |||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 11,425 | 13,811 | |||
Mizuho Financial Group Inc. | 2.953% | 2/28/22 | 2,050 | 2,111 | |||
Mizuho Financial Group Inc. | 2.601% | 9/11/22 | 3,000 | 3,113 | |||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 13,700 | 14,593 | |||
4 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 26,655 | 27,495 | ||
4 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 11,160 | 12,117 | ||
4 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 28,658 | 30,473 | ||
4 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 15,525 | 16,447 | ||
4 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 1,237 | 1,297 | ||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 1,600 | 1,809 | |||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 20,525 | 23,986 | |||
4 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 15,550 | 18,430 | ||
4 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 30,655 | 33,867 | ||
4 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 5,010 | 5,431 | ||
4 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 2,767 | 2,860 | ||
4 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 1,500 | 1,523 | ||
Morgan Stanley | 5.750% | 1/25/21 | 35 | 35 | |||
Morgan Stanley | 2.750% | 5/19/22 | 41,103 | 42,437 | |||
Morgan Stanley | 4.875% | 11/1/22 | 20,184 | 21,736 | |||
Morgan Stanley | 3.125% | 1/23/23 | 15,703 | 16,572 | |||
Morgan Stanley | 3.750% | 2/25/23 | 70,602 | 75,600 | |||
Morgan Stanley | 4.100% | 5/22/23 | 26,355 | 28,550 | |||
Morgan Stanley | 0.560% | 11/10/23 | 2,750 | 2,754 | |||
4 | Morgan Stanley | 3.737% | 4/24/24 | 27,886 | 29,898 | ||
Morgan Stanley | 3.875% | 4/29/24 | 42,063 | 46,494 |
41
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Morgan Stanley | 3.700% | 10/23/24 | 53,104 | 59,120 | |||
4 | Morgan Stanley | 2.720% | 7/22/25 | 3,800 | 4,065 | ||
Morgan Stanley | 4.000% | 7/23/25 | 54,627 | 62,263 | |||
Morgan Stanley | 5.000% | 11/24/25 | 24,858 | 29,663 | |||
Morgan Stanley | 3.875% | 1/27/26 | 41,491 | 47,497 | |||
4 | Morgan Stanley | 2.188% | 4/28/26 | 6,430 | 6,787 | ||
Morgan Stanley | 3.125% | 7/27/26 | 35,050 | 39,041 | |||
Morgan Stanley | 6.250% | 8/9/26 | 13,828 | 17,596 | |||
Morgan Stanley | 4.350% | 9/8/26 | 45,717 | 53,703 | |||
Morgan Stanley | 0.985% | 12/10/26 | 15,000 | 15,085 | |||
Morgan Stanley | 3.625% | 1/20/27 | 27,485 | 31,485 | |||
Morgan Stanley | 3.950% | 4/23/27 | 44,479 | 51,065 | |||
4 | Morgan Stanley | 3.591% | 7/22/28 | 51,318 | 58,543 | ||
4 | Morgan Stanley | 3.772% | 1/24/29 | 13,245 | 15,300 | ||
4 | Morgan Stanley | 4.431% | 1/23/30 | 23,608 | 28,713 | ||
4 | Morgan Stanley | 2.699% | 1/22/31 | 92,262 | 100,328 | ||
4 | Morgan Stanley | 3.622% | 4/1/31 | 58,000 | 67,133 | ||
Morgan Stanley | 1.794% | 2/13/32 | 35,175 | 35,334 | |||
Morgan Stanley | 7.250% | 4/1/32 | 12,044 | 18,529 | |||
4 | Morgan Stanley | 3.971% | 7/22/38 | 25,634 | 31,472 | ||
4 | Morgan Stanley | 4.457% | 4/22/39 | 25,175 | 32,443 | ||
Morgan Stanley | 6.375% | 7/24/42 | 34,000 | 55,326 | |||
Morgan Stanley | 4.300% | 1/27/45 | 45,766 | 60,906 | |||
Morgan Stanley | 4.375% | 1/22/47 | 5,560 | 7,530 | |||
4 | Morgan Stanley | 5.597% | 3/24/51 | 22,298 | 35,639 | ||
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 17,868 | 18,678 | |||
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 8,465 | 9,163 | |||
MUFG Union Bank NA | 3.150% | 4/1/22 | 49,646 | 51,261 | |||
MUFG Union Bank NA | 2.100% | 12/9/22 | 15,000 | 15,479 | |||
National Australia Bank Ltd. | 2.800% | 1/10/22 | 6,354 | 6,519 | |||
National Australia Bank Ltd. | 2.500% | 5/22/22 | 8,874 | 9,147 | |||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 2,433 | 2,563 | |||
National Australia Bank Ltd. | 2.875% | 4/12/23 | 3,250 | 3,434 | |||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 13,000 | 14,042 | |||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 7,802 | 8,800 | |||
National Australia Bank Ltd. | 2.500% | 7/12/26 | 21,194 | 23,097 | |||
National Bank of Canada | 2.100% | 2/1/23 | 13,457 | 13,845 | |||
National Bank of Canada | 0.550% | 11/15/24 | 3,000 | 3,010 | |||
4 | Natwest Group plc | 3.498% | 5/15/23 | 14,290 | 14,841 | ||
Natwest Group plc | 3.875% | 9/12/23 | 44,604 | 48,393 | |||
Natwest Group plc | 6.000% | 12/19/23 | 8,325 | 9,497 | |||
4 | Natwest Group plc | 2.359% | 5/22/24 | 3,800 | 3,927 | ||
4 | Natwest Group plc | 4.519% | 6/25/24 | 21,820 | 23,776 | ||
4 | Natwest Group plc | 4.269% | 3/22/25 | 4,050 | 4,443 | ||
4 | Natwest Group plc | 3.073% | 5/22/28 | 26,000 | 28,025 | ||
4 | Natwest Group plc | 4.892% | 5/18/29 | 39,750 | 47,656 | ||
4 | Natwest Group plc | 3.032% | 11/28/35 | 15,450 | 15,901 | ||
4 | New York Community Bancorp Inc. | 5.900% | 11/6/28 | 1,658 | 1,720 | ||
6 | Nordea Bank Abp | 4.875% | 5/13/21 | 200 | 203 | ||
6 | Nordea Bank Abp | 2.250% | 5/27/21 | 200 | 202 | ||
Northern Trust Corp. | 3.375% | 8/23/21 | 1,993 | 2,032 | |||
Northern Trust Corp. | 2.375% | 8/2/22 | 6,010 | 6,211 | |||
Northern Trust Corp. | 3.950% | 10/30/25 | 9,775 | 11,300 | |||
Northern Trust Corp. | 3.650% | 8/3/28 | 7,100 | 8,332 | |||
Northern Trust Corp. | 3.150% | 5/3/29 | 10,050 | 11,400 | |||
Northern Trust Corp. | 1.950% | 5/1/30 | 150 | 156 | |||
4 | Northern Trust Corp. | 3.375% | 5/8/32 | 5,375 | 5,888 | ||
People's United Bank NA | 4.000% | 7/15/24 | 3,850 | 4,154 | |||
People's United Financial Inc. | 3.650% | 12/6/22 | 6,850 | 7,162 | |||
PNC Bank NA | 2.550% | 12/9/21 | 7,630 | 7,760 | |||
PNC Bank NA | 2.625% | 2/17/22 | 21,350 | 21,815 | |||
PNC Bank NA | 2.450% | 7/28/22 | 3,400 | 3,509 | |||
PNC Bank NA | 2.700% | 11/1/22 | 13,506 | 14,064 | |||
4 | PNC Bank NA | 2.028% | 12/9/22 | 5,385 | 5,470 |
42
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
PNC Bank NA | 2.950% | 1/30/23 | 10,277 | 10,813 | |||
4 | PNC Bank NA | 1.743% | 2/24/23 | 4,700 | 4,769 | ||
PNC Bank NA | 3.800% | 7/25/23 | 24,472 | 26,444 | |||
PNC Bank NA | 3.300% | 10/30/24 | 6,303 | 6,934 | |||
PNC Bank NA | 2.950% | 2/23/25 | 12,770 | 13,976 | |||
PNC Bank NA | 3.250% | 6/1/25 | 28,575 | 31,682 | |||
PNC Bank NA | 4.200% | 11/1/25 | 5,500 | 6,306 | |||
PNC Bank NA | 3.100% | 10/25/27 | 11,015 | 12,316 | |||
PNC Bank NA | 3.250% | 1/22/28 | 8,160 | 9,282 | |||
PNC Bank NA | 4.050% | 7/26/28 | 17,122 | 20,243 | |||
PNC Bank NA | 2.700% | 10/22/29 | 8,575 | 9,344 | |||
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 5,745 | 6,013 | |||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 26,048 | 28,377 | |||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 23,510 | 26,002 | |||
PNC Financial Services Group Inc. | 2.200% | 11/1/24 | 2,489 | 2,638 | |||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 4,260 | 4,677 | |||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 11,847 | 13,345 | |||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 33,436 | 38,558 | |||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 23,495 | 25,672 | |||
PNC Funding Corp. | 3.300% | 3/8/22 | 10,417 | 10,749 | |||
Regions Bank | 6.450% | 6/26/37 | 4,991 | 7,035 | |||
Regions Financial Corp. | 3.800% | 8/14/23 | 11,175 | 12,101 | |||
Regions Financial Corp. | 2.250% | 5/18/25 | 8,450 | 8,918 | |||
Regions Financial Corp. | 7.375% | 12/10/37 | 5,113 | 7,791 | |||
Royal Bank of Canada | 2.500% | 1/19/21 | 42 | 42 | |||
Royal Bank of Canada | 3.200% | 4/30/21 | 22,050 | 22,269 | |||
Royal Bank of Canada | 2.750% | 2/1/22 | 16,323 | 16,750 | |||
Royal Bank of Canada | 2.800% | 4/29/22 | 27,610 | 28,473 | |||
Royal Bank of Canada | 1.950% | 1/17/23 | 3,500 | 3,614 | |||
Royal Bank of Canada | 1.600% | 4/17/23 | 23,725 | 24,377 | |||
Royal Bank of Canada | 3.700% | 10/5/23 | 20,320 | 22,147 | |||
Royal Bank of Canada | 0.500% | 10/26/23 | 3,251 | 3,262 | |||
Royal Bank of Canada | 2.550% | 7/16/24 | 9,565 | 10,231 | |||
Royal Bank of Canada | 2.250% | 11/1/24 | 38,250 | 40,677 | |||
Royal Bank of Canada | 1.150% | 6/10/25 | 24,300 | 24,763 | |||
Royal Bank of Canada | 4.650% | 1/27/26 | 11,818 | 13,946 | |||
Royal Bank of Scotland Group plc | 5.125% | 5/28/24 | 10,303 | 11,479 | |||
Royal Bank of Scotland Group plc | 4.800% | 4/5/26 | 5,731 | 6,763 | |||
4 | Royal Bank of Scotland Group plc | 3.754% | 11/1/29 | 4,033 | 4,280 | ||
4 | Royal Bank of Scotland Group plc | 5.076% | 1/27/30 | 43,770 | 53,581 | ||
4 | Royal Bank of Scotland Group plc | 4.445% | 5/8/30 | 13,200 | 15,657 | ||
Santander Holdings USA Inc. | 4.450% | 12/3/21 | 5,000 | 5,162 | |||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 14,775 | 15,487 | |||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 6,600 | 7,132 | |||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 24,747 | 27,975 | |||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 24,300 | 26,447 | |||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 27,694 | 31,539 | |||
Santander UK Group Holdings plc | 3.125% | 1/8/21 | 15,920 | 15,924 | |||
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 11,649 | 11,788 | |||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 7,961 | 8,200 | |||
4 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 9,550 | 10,581 | ||
Santander UK Group Holdings plc | 1.532% | 8/21/26 | 20,300 | 20,418 | |||
4 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 7,273 | 8,172 | ||
Santander UK plc | 2.100% | 1/13/23 | 9,000 | 9,288 | |||
Santander UK plc | 4.000% | 3/13/24 | 24,103 | 26,581 | |||
Santander UK plc | 2.875% | 6/18/24 | 14,064 | 15,041 | |||
4 | Signature Bank | 4.000% | 10/15/30 | 2,100 | 2,119 | ||
Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 13,140 | 13,199 | |||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 9,325 | 9,600 | |||
6 | Societe Generale SA | 3.000% | 1/22/30 | 1,000 | 1,067 | ||
4,6 | Standard Chartered plc | 4.644% | 4/1/31 | 1,000 | 1,203 | ||
State Street Corp. | 2.825% | 3/30/22 | 1,704 | 1,755 | |||
4 | State Street Corp. | 2.653% | 5/15/23 | 12,813 | 13,153 | ||
State Street Corp. | 3.100% | 5/15/23 | 14,953 | 15,893 |
43
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
State Street Corp. | 3.700% | 11/20/23 | 13,341 | 14,613 | |||
4 | State Street Corp. | 3.776% | 12/3/24 | 10,800 | 11,823 | ||
State Street Corp. | 2.901% | 3/30/25 | 7,463 | 8,108 | |||
State Street Corp. | 3.550% | 8/18/25 | 26,903 | 30,360 | |||
4 | State Street Corp. | 2.354% | 11/1/25 | 10,925 | 11,596 | ||
State Street Corp. | 2.650% | 5/19/26 | 12,165 | 13,368 | |||
4 | State Street Corp. | 4.141% | 12/3/29 | 5,355 | 6,455 | ||
State Street Corp. | 2.400% | 1/24/30 | 9,745 | 10,588 | |||
State Street Corp. | 3.152% | 3/30/30 | 1,128 | 1,283 | |||
4 | State Street Corp. | 3.031% | 11/1/34 | 25,375 | 27,706 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 6,137 | 6,379 | |||
Sumitomo Mitsui Banking Corp. | 3.000% | 1/18/23 | 350 | 368 | |||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 10,098 | 10,965 | |||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 9,850 | 10,756 | |||
Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 8,050 | 8,756 | |||
Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 3,180 | 3,578 | |||
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 11,729 | 11,905 | |||
Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 10,644 | 10,921 | |||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 23,208 | 24,035 | |||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 5,679 | 5,901 | |||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 15,385 | 16,228 | |||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 9,950 | 10,769 | |||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 13,500 | 14,756 | |||
6 | Sumitomo Mitsui Financial Group Inc. | 4.436% | 4/2/24 | 50 | 55 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 33,400 | 35,596 | |||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 41,600 | 44,109 | |||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 9,200 | 9,752 | |||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 2,050 | 2,096 | |||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 21,118 | 24,040 | |||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 14,110 | 15,308 | |||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 11,700 | 12,966 | |||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 10,855 | 12,180 | |||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 16,308 | 18,314 | |||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 14,850 | 16,903 | |||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 31,180 | 36,364 | |||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 7,710 | 9,232 | |||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 20,400 | 22,625 | |||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 4,650 | 5,079 | |||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 13,300 | 14,438 | |||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 25,655 | 27,953 | |||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 950 | 987 | |||
SVB Financial Group | 3.500% | 1/29/25 | 10,115 | 11,025 | |||
SVB Financial Group | 3.125% | 6/5/30 | 3,000 | 3,342 | |||
Svenska Handelsbanken AB | 2.450% | 3/30/21 | 19,351 | 19,452 | |||
Svenska Handelsbanken AB | 3.900% | 11/20/23 | 2,275 | 2,487 | |||
Synchrony Bank | 3.000% | 6/15/22 | 7,247 | 7,482 | |||
Synchrony Financial | 3.750% | 8/15/21 | 7,738 | 7,850 | |||
Synchrony Financial | 2.850% | 7/25/22 | 5,475 | 5,653 | |||
Synchrony Financial | 4.375% | 3/19/24 | 2,650 | 2,907 | |||
Synchrony Financial | 4.250% | 8/15/24 | 9,151 | 10,015 | |||
Synchrony Financial | 4.500% | 7/23/25 | 25,497 | 28,621 | |||
Synchrony Financial | 3.700% | 8/4/26 | 10,375 | 11,454 | |||
Synchrony Financial | 3.950% | 12/1/27 | 13,216 | 14,738 | |||
Synchrony Financial | 5.150% | 3/19/29 | 3,550 | 4,267 | |||
4 | Synovus Bank | 2.289% | 2/10/23 | 4,050 | 4,098 | ||
Synovus Financial Corp. | 3.125% | 11/1/22 | 3,882 | 4,038 | |||
Toronto-Dominion Bank | 2.125% | 4/7/21 | 22,937 | 23,051 | |||
Toronto-Dominion Bank | 1.900% | 12/1/22 | 23,025 | 23,742 | |||
Toronto-Dominion Bank | 0.750% | 6/12/23 | 20,100 | 20,252 | |||
Toronto-Dominion Bank | 3.500% | 7/19/23 | 7,407 | 7,998 | |||
Toronto-Dominion Bank | 0.450% | 9/11/23 | 20,000 | 20,023 | |||
Toronto-Dominion Bank | 3.250% | 3/11/24 | 54,592 | 59,218 | |||
Toronto-Dominion Bank | 2.650% | 6/12/24 | 8,633 | 9,248 | |||
Toronto-Dominion Bank | 1.150% | 6/12/25 | 12,300 | 12,524 |
44
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Toronto-Dominion Bank | 0.750% | 9/11/25 | 9,725 | 9,728 | |||
4 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 1,544 | 1,749 | ||
Truist Bank | 2.850% | 4/1/21 | 385 | 387 | |||
Truist Bank | 2.625% | 1/15/22 | 17,666 | 18,059 | |||
Truist Bank | 2.800% | 5/17/22 | 13,726 | 14,174 | |||
Truist Bank | 2.450% | 8/1/22 | 5,815 | 6,010 | |||
4 | Truist Bank | 3.502% | 8/2/22 | 10,310 | 10,486 | ||
Truist Bank | 3.000% | 2/2/23 | 6,666 | 7,008 | |||
Truist Bank | 1.250% | 3/9/23 | 30,540 | 31,132 | |||
Truist Bank | 2.750% | 5/1/23 | 8,025 | 8,451 | |||
Truist Bank | 3.200% | 4/1/24 | 40,082 | 43,493 | |||
4 | Truist Bank | 3.689% | 8/2/24 | 20,977 | 22,687 | ||
Truist Bank | 2.150% | 12/6/24 | 6,750 | 7,146 | |||
Truist Bank | 1.500% | 3/10/25 | 15,100 | 15,601 | |||
Truist Bank | 3.625% | 9/16/25 | 25,053 | 28,122 | |||
Truist Bank | 4.050% | 11/3/25 | 300 | 344 | |||
Truist Bank | 3.300% | 5/15/26 | 12,025 | 13,428 | |||
Truist Bank | 3.800% | 10/30/26 | 3,729 | 4,296 | |||
Truist Bank | 2.250% | 3/11/30 | 1,300 | 1,358 | |||
Truist Financial Corp. | 2.900% | 3/3/21 | 7,007 | 7,015 | |||
Truist Financial Corp. | 2.700% | 1/27/22 | 20,619 | 21,100 | |||
Truist Financial Corp. | 3.950% | 3/22/22 | 1,933 | 2,010 | |||
Truist Financial Corp. | 2.750% | 4/1/22 | 9,689 | 9,952 | |||
Truist Financial Corp. | 3.050% | 6/20/22 | 27,485 | 28,514 | |||
Truist Financial Corp. | 2.200% | 3/16/23 | 5,982 | 6,210 | |||
Truist Financial Corp. | 3.750% | 12/6/23 | 10,700 | 11,739 | |||
Truist Financial Corp. | 2.500% | 8/1/24 | 2,995 | 3,188 | |||
Truist Financial Corp. | 2.850% | 10/26/24 | 13,930 | 15,010 | |||
Truist Financial Corp. | 4.000% | 5/1/25 | 8,731 | 9,845 | |||
Truist Financial Corp. | 3.700% | 6/5/25 | 13,750 | 15,485 | |||
Truist Financial Corp. | 1.200% | 8/5/25 | 11,300 | 11,594 | |||
Truist Financial Corp. | 1.125% | 8/3/27 | 8,775 | 8,828 | |||
Truist Financial Corp. | 3.875% | 3/19/29 | 15,750 | 18,349 | |||
Truist Financial Corp. | 1.950% | 6/5/30 | 4,600 | 4,777 | |||
4,6 | UBS Group AG | 3.126% | 8/13/30 | 3,450 | 3,861 | ||
US Bancorp | 2.625% | 1/24/22 | 15,905 | 16,271 | |||
US Bancorp | 3.000% | 3/15/22 | 5,227 | 5,388 | |||
US Bancorp | 2.950% | 7/15/22 | 20,608 | 21,389 | |||
US Bancorp | 3.700% | 1/30/24 | 6,380 | 6,956 | |||
US Bancorp | 3.375% | 2/5/24 | 33,278 | 36,126 | |||
US Bancorp | 2.400% | 7/30/24 | 15,550 | 16,544 | |||
US Bancorp | 3.600% | 9/11/24 | 5,068 | 5,579 | |||
US Bancorp | 1.450% | 5/12/25 | 2,362 | 2,446 | |||
US Bancorp | 3.950% | 11/17/25 | 3,744 | 4,320 | |||
US Bancorp | 3.100% | 4/27/26 | 9,145 | 10,182 | |||
US Bancorp | 2.375% | 7/22/26 | 18,365 | 19,836 | |||
US Bancorp | 3.150% | 4/27/27 | 11,700 | 13,122 | |||
US Bancorp | 3.900% | 4/26/28 | 4,432 | 5,266 | |||
US Bancorp | 3.000% | 7/30/29 | 9,325 | 10,370 | |||
US Bancorp | 1.375% | 7/22/30 | 11,853 | 11,840 | |||
US Bank NA | 1.800% | 1/21/22 | 16,505 | 16,756 | |||
US Bank NA | 2.650% | 5/23/22 | 17,125 | 17,645 | |||
US Bank NA | 1.950% | 1/9/23 | 19,443 | 20,064 | |||
US Bank NA | 2.850% | 1/23/23 | 8,855 | 9,293 | |||
US Bank NA | 3.400% | 7/24/23 | 9,050 | 9,722 | |||
US Bank NA | 2.050% | 1/21/25 | 14,100 | 14,874 | |||
US Bank NA | 2.800% | 1/27/25 | 26,814 | 29,094 | |||
Wachovia Corp. | 6.605% | 10/1/25 | 3,175 | 3,890 | |||
Wachovia Corp. | 5.500% | 8/1/35 | 16,502 | 22,169 | |||
Wachovia Corp. | 6.550% | 10/15/35 | 7,625 | 10,076 | |||
Wells Fargo & Co. | 3.000% | 1/22/21 | 27 | 27 | |||
Wells Fargo & Co. | 3.500% | 3/8/22 | 27,689 | 28,719 | |||
Wells Fargo & Co. | 2.625% | 7/22/22 | 43,710 | 45,238 | |||
Wells Fargo & Co. | 3.069% | 1/24/23 | 102,611 | 105,375 |
45
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Wells Fargo & Co. | 3.450% | 2/13/23 | 26,492 | 28,050 | |||
Wells Fargo & Co. | 4.125% | 8/15/23 | 16,797 | 18,310 | |||
Wells Fargo & Co. | 4.480% | 1/16/24 | 13,586 | 15,043 | |||
4 | Wells Fargo & Co. | 1.654% | 6/2/24 | 42,000 | 42,988 | ||
Wells Fargo & Co. | 3.300% | 9/9/24 | 9,416 | 10,316 | |||
Wells Fargo & Co. | 3.000% | 2/19/25 | 33,095 | 35,888 | |||
Wells Fargo & Co. | 3.550% | 9/29/25 | 30,213 | 33,848 | |||
4 | Wells Fargo & Co. | 2.406% | 10/30/25 | 52,944 | 55,899 | ||
4 | Wells Fargo & Co. | 2.164% | 2/11/26 | 26,910 | 28,228 | ||
Wells Fargo & Co. | 3.000% | 4/22/26 | 63,781 | 70,188 | |||
Wells Fargo & Co. | 2.188% | 4/30/26 | 4,700 | 4,949 | |||
Wells Fargo & Co. | 4.100% | 6/3/26 | 47,197 | 53,993 | |||
Wells Fargo & Co. | 3.000% | 10/23/26 | 39,576 | 43,864 | |||
4 | Wells Fargo & Co. | 3.196% | 6/17/27 | 17,456 | 19,299 | ||
Wells Fargo & Co. | 4.300% | 7/22/27 | 28,555 | 33,362 | |||
4 | Wells Fargo & Co. | 3.584% | 5/22/28 | 33,009 | 37,382 | ||
4 | Wells Fargo & Co. | 2.393% | 6/2/28 | 34,366 | 36,533 | ||
Wells Fargo & Co. | 4.150% | 1/24/29 | 166 | 196 | |||
4 | Wells Fargo & Co. | 2.879% | 10/30/30 | 90,318 | 97,999 | ||
4 | Wells Fargo & Co. | 2.572% | 2/11/31 | 61,775 | 65,180 | ||
Wells Fargo & Co. | 4.478% | 4/4/31 | 50,150 | 61,283 | |||
Wells Fargo & Co. | 5.375% | 2/7/35 | 12,466 | 16,968 | |||
Wells Fargo & Co. | 3.068% | 4/30/41 | 62,744 | 67,971 | |||
Wells Fargo & Co. | 5.375% | 11/2/43 | 12,927 | 17,934 | |||
Wells Fargo & Co. | 5.606% | 1/15/44 | 26,294 | 37,118 | |||
Wells Fargo & Co. | 4.650% | 11/4/44 | 29,201 | 37,375 | |||
Wells Fargo & Co. | 3.900% | 5/1/45 | 24,150 | 30,148 | |||
Wells Fargo & Co. | 4.900% | 11/17/45 | 30,204 | 40,179 | |||
Wells Fargo & Co. | 4.400% | 6/14/46 | 23,202 | 28,961 | |||
Wells Fargo & Co. | 4.750% | 12/7/46 | 33,061 | 43,247 | |||
Wells Fargo & Co. | 5.013% | 4/4/51 | 72,085 | 102,329 | |||
Wells Fargo & Co. | 5.950% | 12/1/86 | 4,267 | 5,663 | |||
Wells Fargo Bank NA | 3.550% | 8/14/23 | 14,926 | 16,120 | |||
Wells Fargo Bank NA | 5.950% | 8/26/36 | 7,649 | 10,695 | |||
Wells Fargo Bank NA | 5.850% | 2/1/37 | 17,309 | 24,339 | |||
Wells Fargo Bank NA | 6.600% | 1/15/38 | 12,474 | 18,916 | |||
Westpac Banking Corp. | 2.000% | 8/19/21 | 19,100 | 19,314 | |||
Westpac Banking Corp. | 2.800% | 1/11/22 | 15,500 | 15,886 | |||
Westpac Banking Corp. | 2.500% | 6/28/22 | 29,910 | 30,892 | |||
Westpac Banking Corp. | 2.750% | 1/11/23 | 8,850 | 9,275 | |||
Westpac Banking Corp. | 2.000% | 1/13/23 | 8,815 | 9,099 | |||
Westpac Banking Corp. | 3.650% | 5/15/23 | 7,706 | 8,307 | |||
Westpac Banking Corp. | 3.300% | 2/26/24 | 14,690 | 15,961 | |||
Westpac Banking Corp. | 2.350% | 2/19/25 | 22,025 | 23,591 | |||
Westpac Banking Corp. | 2.850% | 5/13/26 | 27,790 | 30,821 | |||
Westpac Banking Corp. | 2.700% | 8/19/26 | 19,625 | 21,669 | |||
Westpac Banking Corp. | 3.350% | 3/8/27 | 17,775 | 20,172 | |||
Westpac Banking Corp. | 3.400% | 1/25/28 | 3,142 | 3,612 | |||
Westpac Banking Corp. | 2.650% | 1/16/30 | 2,640 | 2,958 | |||
4 | Westpac Banking Corp. | 2.894% | 2/4/30 | 33,750 | 35,424 | ||
4 | Westpac Banking Corp. | 4.322% | 11/23/31 | 29,479 | 33,606 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 4,600 | 5,214 | |||
Westpac Banking Corp. | 2.668% | 11/15/35 | 22,000 | 22,639 | |||
Westpac Banking Corp. | 4.421% | 7/24/39 | 6,194 | 7,862 | |||
Westpac Banking Corp. | 2.963% | 11/16/40 | 15,050 | 16,031 | |||
Wintrust Financial Corp. | 4.850% | 6/6/29 | 2,250 | 2,412 | |||
Zions Bancorp NA | 3.250% | 10/29/29 | 4,700 | 4,945 | |||
Brokerage (0.3%) | |||||||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 8,675 | 9,552 | |||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 11,195 | 12,422 | |||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 7,595 | 8,290 | |||
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 4,950 | 5,111 | |||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 15,564 | 17,119 |
46
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 11,980 | 13,329 | |||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 1,938 | 2,112 | |||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 450 | 498 | |||
6 | Apollo Management Holdings LP | 4.400% | 5/27/26 | 150 | 174 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 7,335 | 7,676 | |||
BlackRock Inc. | 4.250% | 5/24/21 | 7,855 | 7,975 | |||
BlackRock Inc. | 3.375% | 6/1/22 | 12,835 | 13,389 | |||
BlackRock Inc. | 3.500% | 3/18/24 | 18,175 | 19,964 | |||
BlackRock Inc. | 3.200% | 3/15/27 | 1,925 | 2,173 | |||
BlackRock Inc. | 3.250% | 4/30/29 | 7,250 | 8,308 | |||
BlackRock Inc. | 2.400% | 4/30/30 | 13,780 | 15,021 | |||
BlackRock Inc. | 1.900% | 1/28/31 | 12,625 | 13,185 | |||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 7,844 | 8,677 | |||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 2,350 | 2,727 | |||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 11,400 | 13,043 | |||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 11,953 | 14,592 | |||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 12,116 | 14,497 | |||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 11,150 | 14,111 | |||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 2,150 | 2,305 | |||
Brookfield Finance LLC | 4.000% | 4/1/24 | 12,625 | 13,856 | |||
Brookfield Finance LLC | 3.450% | 4/15/50 | 8,675 | 9,180 | |||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 8,019 | 9,157 | |||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 7,000 | 7,073 | |||
Charles Schwab Corp. | 3.250% | 5/21/21 | 7,850 | 7,919 | |||
Charles Schwab Corp. | 3.225% | 9/1/22 | 3,955 | 4,137 | |||
Charles Schwab Corp. | 2.650% | 1/25/23 | 4,629 | 4,848 | |||
Charles Schwab Corp. | 3.550% | 2/1/24 | 9,875 | 10,748 | |||
Charles Schwab Corp. | 3.000% | 3/10/25 | 830 | 904 | |||
Charles Schwab Corp. | 4.200% | 3/24/25 | 4,600 | 5,279 | |||
Charles Schwab Corp. | 3.850% | 5/21/25 | 6,863 | 7,806 | |||
Charles Schwab Corp. | 3.450% | 2/13/26 | 6,670 | 7,535 | |||
Charles Schwab Corp. | 0.900% | 3/11/26 | 17,700 | 17,916 | |||
Charles Schwab Corp. | 3.200% | 3/2/27 | 13,250 | 14,761 | |||
Charles Schwab Corp. | 3.200% | 1/25/28 | 6,856 | 7,744 | |||
Charles Schwab Corp. | 4.000% | 2/1/29 | 8,808 | 10,477 | |||
Charles Schwab Corp. | 3.250% | 5/22/29 | 8,500 | 9,741 | |||
Charles Schwab Corp. | 4.625% | 3/22/30 | 1,036 | 1,297 | |||
Charles Schwab Corp. | 1.650% | 3/11/31 | 7,800 | 7,838 | |||
CI Financial Corp. | 3.200% | 12/17/30 | 10,000 | 10,187 | |||
CME Group Inc. | 3.000% | 9/15/22 | 8,537 | 8,921 | |||
CME Group Inc. | 3.000% | 3/15/25 | 7,300 | 7,990 | |||
CME Group Inc. | 5.300% | 9/15/43 | 10,967 | 16,308 | |||
CME Group Inc. | 4.150% | 6/15/48 | 9,000 | 12,115 | |||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 2,523 | 2,622 | |||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 6,300 | 7,213 | |||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 5,050 | 6,040 | |||
Eaton Vance Corp. | 3.625% | 6/15/23 | 3,450 | 3,713 | |||
Eaton Vance Corp. | 3.500% | 4/6/27 | 4,580 | 5,092 | |||
Franklin Resources Inc. | 2.800% | 9/15/22 | 10,700 | 11,140 | |||
Franklin Resources Inc. | 2.850% | 3/30/25 | 5,860 | 6,380 | |||
Franklin Resources Inc. | 1.600% | 10/30/30 | 6,000 | 5,974 | |||
Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 4,632 | 4,989 | |||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 16,437 | 18,031 | |||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 15,070 | 17,115 | |||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 2,596 | 2,897 | |||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 5,975 | 6,969 | |||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 18,450 | 19,190 | |||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 21,249 | 21,421 | |||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 12,725 | 13,049 | |||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 10,872 | 13,771 | |||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 17,955 | 19,015 | |||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 27,724 | 28,943 | |||
Invesco Finance plc | 3.125% | 11/30/22 | 7,442 | 7,815 | |||
Invesco Finance plc | 4.000% | 1/30/24 | 14,599 | 16,040 |
47
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Invesco Finance plc | 3.750% | 1/15/26 | 2,346 | 2,642 | |||
Invesco Finance plc | 5.375% | 11/30/43 | 11,862 | 15,332 | |||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 3,950 | 4,527 | |||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 8,700 | 9,591 | |||
Jefferies Group LLC | 5.125% | 1/20/23 | 1,630 | 1,778 | |||
Jefferies Group LLC | 4.850% | 1/15/27 | 10,832 | 12,765 | |||
Jefferies Group LLC | 6.450% | 6/8/27 | 1,948 | 2,458 | |||
Jefferies Group LLC | 6.250% | 1/15/36 | 3,825 | 5,073 | |||
Jefferies Group LLC | 6.500% | 1/20/43 | 5,140 | 7,032 | |||
Jefferies Group LLC / Jefferies Group Capital Finance Inc. | 4.150% | 1/23/30 | 16,760 | 19,540 | |||
Lazard Group LLC | 3.750% | 2/13/25 | 1,615 | 1,788 | |||
Lazard Group LLC | 3.625% | 3/1/27 | 13,785 | 14,990 | |||
Lazard Group LLC | 4.500% | 9/19/28 | 6,775 | 8,061 | |||
Lazard Group LLC | 4.375% | 3/11/29 | 1,153 | 1,347 | |||
Legg Mason Inc. | 4.750% | 3/15/26 | 5,010 | 5,955 | |||
Legg Mason Inc. | 5.625% | 1/15/44 | 8,028 | 11,569 | |||
Nasdaq Inc. | 4.250% | 6/1/24 | 4,518 | 5,000 | |||
Nasdaq Inc. | 3.850% | 6/30/26 | 6,908 | 7,919 | |||
Nasdaq Inc. | 1.650% | 1/15/31 | 8,300 | 8,220 | |||
Nasdaq Inc. | 2.500% | 12/21/40 | 8,100 | 7,971 | |||
Nasdaq Inc. | 3.250% | 4/28/50 | 7,016 | 7,665 | |||
Nomura Holdings Inc. | 2.648% | 1/16/25 | 10,765 | 11,467 | |||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 19,735 | 20,573 | |||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 30,500 | 33,250 | |||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 1,800 | 1,901 | |||
Raymond James Financial Inc. | 3.625% | 9/15/26 | 3,491 | 3,994 | |||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 17,213 | 21,109 | |||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 16,345 | 22,343 | |||
Stifel Financial Corp. | 4.250% | 7/18/24 | 10,450 | 11,687 | |||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 19,985 | 20,532 | |||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 7,880 | 8,746 | |||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 10,127 | 11,343 | |||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 8,175 | 8,938 | |||
Finance Companies (0.3%) | |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 5/26/22 | 854 | 881 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 7/1/22 | 7,139 | 7,495 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/23/23 | 9,063 | 9,427 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.125% | 7/3/23 | 1,337 | 1,429 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.500% | 9/15/23 | 5,453 | 5,887 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 1/16/24 | 2,250 | 2,457 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.150% | 2/15/24 | 5,850 | 6,126 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.875% | 8/14/24 | 1,156 | 1,196 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 1/15/25 | 10,463 | 11,101 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.500% | 7/15/25 | 19,225 | 22,926 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 10,720 | 11,918 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 4/3/26 | 6,410 | 7,188 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 18,246 | 19,833 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 10/15/27 | 10,000 | 11,387 |
48
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/28 | 13,000 | 13,997 | |||
Air Lease Corp. | 3.500% | 1/15/22 | 4,600 | 4,717 | |||
Air Lease Corp. | 3.750% | 2/1/22 | 5,775 | 5,931 | |||
Air Lease Corp. | 2.625% | 7/1/22 | 7,912 | 8,116 | |||
Air Lease Corp. | 2.250% | 1/15/23 | 5,430 | 5,566 | |||
Air Lease Corp. | 2.750% | 1/15/23 | 6,524 | 6,731 | |||
Air Lease Corp. | 3.875% | 7/3/23 | 24,748 | 26,360 | |||
Air Lease Corp. | 3.000% | 9/15/23 | 2,453 | 2,570 | |||
Air Lease Corp. | 4.250% | 2/1/24 | 11,400 | 12,340 | |||
Air Lease Corp. | 4.250% | 9/15/24 | 4,505 | 4,918 | |||
Air Lease Corp. | 2.300% | 2/1/25 | 11,595 | 11,944 | |||
Air Lease Corp. | 3.250% | 3/1/25 | 13,330 | 14,196 | |||
Air Lease Corp. | 3.375% | 7/1/25 | 10,275 | 11,048 | |||
Air Lease Corp. | 2.875% | 1/15/26 | 5,800 | 6,122 | |||
Air Lease Corp. | 3.750% | 6/1/26 | 100 | 109 | |||
Air Lease Corp. | 3.625% | 4/1/27 | 6,176 | 6,619 | |||
Air Lease Corp. | 3.625% | 12/1/27 | 10,532 | 11,321 | |||
Air Lease Corp. | 4.625% | 10/1/28 | 10,540 | 12,042 | |||
Air Lease Corp. | 3.250% | 10/1/29 | 7,150 | 7,511 | |||
Air Lease Corp. | 3.000% | 2/1/30 | 9,612 | 9,917 | |||
Air Lease Corp. | 3.125% | 12/1/30 | 7,100 | 7,360 | |||
Aircastle Ltd. | 5.500% | 2/15/22 | 1,200 | 1,253 | |||
Aircastle Ltd. | 4.400% | 9/25/23 | 11,475 | 12,250 | |||
Aircastle Ltd. | 4.125% | 5/1/24 | 1,555 | 1,650 | |||
Aircastle Ltd. | 4.250% | 6/15/26 | 19,728 | 20,838 | |||
Ares Capital Corp. | 3.625% | 1/19/22 | 661 | 679 | |||
Ares Capital Corp. | 3.500% | 2/10/23 | 17,810 | 18,827 | |||
Ares Capital Corp. | 4.200% | 6/10/24 | 9,067 | 9,792 | |||
Ares Capital Corp. | 4.250% | 3/1/25 | 9,330 | 10,076 | |||
Ares Capital Corp. | 3.250% | 7/15/25 | 11,700 | 12,373 | |||
FS KKR Capital Corp. | 4.750% | 5/15/22 | 6,099 | 6,343 | |||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 6,458 | 6,805 | |||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 4,500 | 4,683 | |||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 12,768 | 12,658 | |||
GATX Corp. | 3.250% | 3/30/25 | 5,106 | 5,566 | |||
GATX Corp. | 3.250% | 9/15/26 | 3,200 | 3,554 | |||
GATX Corp. | 3.850% | 3/30/27 | 8,875 | 9,999 | |||
GATX Corp. | 3.500% | 3/15/28 | 7,175 | 8,057 | |||
GATX Corp. | 4.550% | 11/7/28 | 5,950 | 7,157 | |||
GATX Corp. | 4.700% | 4/1/29 | 3,725 | 4,546 | |||
GATX Corp. | 4.000% | 6/30/30 | 4,335 | 5,120 | |||
GATX Corp. | 5.200% | 3/15/44 | 1,277 | 1,685 | |||
GATX Corp. | 4.500% | 3/30/45 | 1,952 | 2,282 | |||
6 | GE Capital Funding LLC | 3.450% | 5/15/25 | 18,608 | 20,538 | ||
6 | GE Capital Funding LLC | 4.050% | 5/15/27 | 6,750 | 7,650 | ||
6 | GE Capital Funding LLC | 4.400% | 5/15/30 | 50,701 | 59,599 | ||
6 | GE Capital Funding LLC | 4.550% | 5/15/32 | 12,100 | 14,506 | ||
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 39,380 | 43,748 | |||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 140,616 | 167,251 | |||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 3,275 | 3,464 | |||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 6,150 | 6,278 | |||
Golub Capital BDC Inc. | 3.375% | 4/15/24 | 3,100 | 3,154 | |||
International Lease Finance Corp. | 5.875% | 8/15/22 | 11,534 | 12,426 | |||
Main Street Capital Corp. | 5.200% | 5/1/24 | 2,785 | 2,990 | |||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 3,141 | 3,254 | |||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 2,200 | 2,382 | |||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 5,720 | 5,971 | |||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 9,613 | 9,954 | |||
Owl Rock Capital Corp. | 4.250% | 1/15/26 | 4,960 | 5,224 | |||
Prospect Capital Corp. | 5.875% | 3/15/23 | 513 | 535 | |||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 3,726 | 3,847 |
49
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
| Coupon | Maturity | Face | Market | |||
Insurance (1.4%) | |||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 1,891 | 2,893 | |||
4 | Aegon NV | 5.500% | 4/11/48 | 7,800 | 8,804 | ||
Aetna Inc. | 2.750% | 11/15/22 | 10,145 | 10,524 | |||
Aetna Inc. | 2.800% | 6/15/23 | 13,125 | 13,813 | |||
Aetna Inc. | 3.500% | 11/15/24 | 11,569 | 12,710 | |||
Aetna Inc. | 6.625% | 6/15/36 | 8,456 | 12,488 | |||
Aetna Inc. | 6.750% | 12/15/37 | 5,127 | 7,800 | |||
Aetna Inc. | 4.500% | 5/15/42 | 5,842 | 7,150 | |||
Aetna Inc. | 4.125% | 11/15/42 | 3,873 | 4,586 | |||
Aetna Inc. | 4.750% | 3/15/44 | 4,650 | 5,966 | |||
Aetna Inc. | 3.875% | 8/15/47 | 13,672 | 16,075 | |||
Aflac Inc. | 3.625% | 6/15/23 | 9,059 | 9,795 | |||
Aflac Inc. | 3.625% | 11/15/24 | 9,445 | 10,566 | |||
Aflac Inc. | 3.250% | 3/17/25 | 6,097 | 6,729 | |||
Aflac Inc. | 2.875% | 10/15/26 | 1,473 | 1,627 | |||
Aflac Inc. | 3.600% | 4/1/30 | 23,930 | 28,074 | |||
Aflac Inc. | 4.000% | 10/15/46 | 4,650 | 5,638 | |||
Aflac Inc. | 4.750% | 1/15/49 | 16,108 | 22,339 | |||
Alleghany Corp. | 4.950% | 6/27/22 | 2,295 | 2,438 | |||
Alleghany Corp. | 4.900% | 9/15/44 | 6,000 | 7,731 | |||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 10,461 | 11,389 | |||
Allstate Corp. | 3.150% | 6/15/23 | 10,850 | 11,582 | |||
Allstate Corp. | 0.750% | 12/15/25 | 3,300 | 3,315 | |||
Allstate Corp. | 3.280% | 12/15/26 | 6,276 | 7,170 | |||
Allstate Corp. | 1.450% | 12/15/30 | 15,950 | 15,869 | |||
Allstate Corp. | 5.350% | 6/1/33 | 2,329 | 3,201 | |||
Allstate Corp. | 5.550% | 5/9/35 | 2,906 | 4,286 | |||
Allstate Corp. | 5.950% | 4/1/36 | 1,613 | 2,338 | |||
Allstate Corp. | 4.500% | 6/15/43 | 8,187 | 10,977 | |||
Allstate Corp. | 4.200% | 12/15/46 | 9,020 | 11,859 | |||
Allstate Corp. | 3.850% | 8/10/49 | 7,659 | 9,707 | |||
4 | Allstate Corp. | 5.750% | 8/15/53 | 5,525 | 5,912 | ||
4 | Allstate Corp. | 6.500% | 5/15/67 | 4,240 | 5,682 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 4,937 | 5,579 | |||
American Financial Group Inc. | 3.500% | 8/15/26 | 4,210 | 4,621 | |||
American Financial Group Inc. | 5.250% | 4/2/30 | 7,500 | 9,277 | |||
American Financial Group Inc. | 4.500% | 6/15/47 | 7,190 | 8,651 | |||
American International Group Inc. | 3.300% | 3/1/21 | 2,675 | 2,678 | |||
American International Group Inc. | 4.125% | 2/15/24 | 7,551 | 8,352 | |||
American International Group Inc. | 2.500% | 6/30/25 | 31,801 | 34,187 | |||
American International Group Inc. | 3.750% | 7/10/25 | 17,088 | 19,200 | |||
American International Group Inc. | 3.900% | 4/1/26 | 14,064 | 16,034 | |||
American International Group Inc. | 4.200% | 4/1/28 | 10,522 | 12,454 | |||
American International Group Inc. | 4.250% | 3/15/29 | 9,050 | 10,854 | |||
American International Group Inc. | 3.400% | 6/30/30 | 20,780 | 23,717 | |||
American International Group Inc. | 3.875% | 1/15/35 | 14,098 | 16,905 | |||
American International Group Inc. | 4.700% | 7/10/35 | 7,021 | 8,989 | |||
American International Group Inc. | 6.250% | 5/1/36 | 7,263 | 10,477 | |||
American International Group Inc. | 4.500% | 7/16/44 | 32,388 | 41,430 | |||
American International Group Inc. | 4.800% | 7/10/45 | 17,000 | 22,540 | |||
American International Group Inc. | 4.750% | 4/1/48 | 11,606 | 15,543 | |||
4 | American International Group Inc. | 5.750% | 4/1/48 | 6,700 | 7,779 | ||
American International Group Inc. | 4.375% | 6/30/50 | 5,880 | 7,621 | |||
American International Group Inc. | 4.375% | 1/15/55 | 14,630 | 18,730 | |||
4 | American International Group Inc. | 8.175% | 5/15/68 | 4,775 | 6,971 | ||
Anthem Inc. | 3.700% | 8/15/21 | 6,974 | 7,061 | |||
Anthem Inc. | 3.125% | 5/15/22 | 11,777 | 12,219 | |||
Anthem Inc. | 2.950% | 12/1/22 | 9,721 | 10,183 | |||
Anthem Inc. | 3.300% | 1/15/23 | 13,497 | 14,290 | |||
Anthem Inc. | 3.500% | 8/15/24 | 11,490 | 12,609 | |||
Anthem Inc. | 3.350% | 12/1/24 | 21,309 | 23,438 | |||
Anthem Inc. | 2.375% | 1/15/25 | 10,940 | 11,680 |
50
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Anthem Inc. | 3.650% | 12/1/27 | 44,444 | 51,206 | ||
Anthem Inc. | 4.101% | 3/1/28 | 34,884 | 41,243 | ||
Anthem Inc. | 2.875% | 9/15/29 | 6,875 | 7,614 | ||
Anthem Inc. | 2.250% | 5/15/30 | 17,845 | 18,817 | ||
Anthem Inc. | 5.950% | 12/15/34 | 1,571 | 2,268 | ||
Anthem Inc. | 5.850% | 1/15/36 | 3,708 | 5,127 | ||
Anthem Inc. | 6.375% | 6/15/37 | 4,650 | 6,688 | ||
Anthem Inc. | 4.625% | 5/15/42 | 17,347 | 22,563 | ||
Anthem Inc. | 4.650% | 1/15/43 | 11,801 | 15,425 | ||
Anthem Inc. | 5.100% | 1/15/44 | 13,535 | 18,687 | ||
Anthem Inc. | 4.650% | 8/15/44 | 12,042 | 15,824 | ||
Anthem Inc. | 4.375% | 12/1/47 | 20,433 | 26,322 | ||
Anthem Inc. | 4.550% | 3/1/48 | 5,578 | 7,373 | ||
Anthem Inc. | 3.700% | 9/15/49 | 10,065 | 11,882 | ||
Anthem Inc. | 3.125% | 5/15/50 | 6,200 | 6,786 | ||
Anthem Inc. | 4.850% | 8/15/54 | 4,325 | 5,467 | ||
Aon Corp. | 8.205% | 1/1/27 | 619 | 828 | ||
Aon Corp. | 4.500% | 12/15/28 | 9,500 | 11,455 | ||
Aon Corp. | 3.750% | 5/2/29 | 8,550 | 9,968 | ||
Aon Corp. | 2.800% | 5/15/30 | 19,870 | 21,683 | ||
Aon Corp. | 6.250% | 9/30/40 | 7,490 | 11,129 | ||
Aon plc | 2.800% | 3/15/21 | 14,115 | 14,156 | ||
Aon plc | 4.000% | 11/27/23 | 625 | 682 | ||
Aon plc | 3.500% | 6/14/24 | 16,490 | 17,966 | ||
Aon plc | 3.875% | 12/15/25 | 8,435 | 9,625 | ||
Aon plc | 4.600% | 6/14/44 | 9,092 | 11,955 | ||
Aon plc | 4.750% | 5/15/45 | 4,052 | 5,506 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 10,220 | 11,839 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 7,707 | 10,469 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 4,510 | 6,898 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 13,295 | 15,413 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 1,152 | 1,562 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 10,990 | 11,757 | ||
Assurant Inc. | 4.000% | 3/15/23 | 8,175 | 8,727 | ||
Assurant Inc. | 4.200% | 9/27/23 | 2,120 | 2,316 | ||
Assurant Inc. | 4.900% | 3/27/28 | 2,900 | 3,370 | ||
Assurant Inc. | 3.700% | 2/22/30 | 4,800 | 5,289 | ||
Assurant Inc. | 6.750% | 2/15/34 | 1,103 | 1,452 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 6,432 | 7,357 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 12,700 | 14,154 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 12,200 | 15,152 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 6,000 | 6,370 | ||
AXA SA | 8.600% | 12/15/30 | 16,771 | 26,121 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 3,000 | 3,337 | ||
4 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 3,210 | 3,362 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 15,014 | 16,611 | ||
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 24,075 | 25,009 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 1,350 | 1,417 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 7,184 | 11,001 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 11,015 | 14,563 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 11,158 | 14,709 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 31,056 | 40,724 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 42,040 | 55,595 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 25,165 | 26,948 | ||
Berkshire Hathaway Inc. | 2.200% | 3/15/21 | 6,186 | 6,201 | ||
Berkshire Hathaway Inc. | 3.750% | 8/15/21 | 3,641 | 3,718 | ||
Berkshire Hathaway Inc. | 3.400% | 1/31/22 | 2,955 | 3,054 | ||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 635 | 670 | ||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 15,320 | 16,067 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 26,951 | 30,115 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 12,629 | 17,056 | ||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 7,699 | 8,334 | ||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 6,769 | 8,334 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 7,375 | 7,694 |
51
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Brown & Brown Inc. | 4.200% | 9/15/24 | 5,500 | 6,145 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 7,981 | 9,442 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 17,920 | 18,637 | ||
Chubb Corp. | 6.000% | 5/11/37 | 5,295 | 7,972 | ||
Chubb Corp. | 6.500% | 5/15/38 | 3,514 | 5,582 | ||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 22,408 | 23,332 | ||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 12,633 | 13,279 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 6,499 | 7,091 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 16,278 | 17,968 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 20,825 | 23,472 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 13,000 | 12,946 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 2,280 | 3,550 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 4,908 | 6,319 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 33,236 | 44,900 | ||
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 4,256 | 5,610 | ||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 2,170 | 3,016 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 5,190 | 5,741 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 2,507 | 2,936 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 9,035 | 10,216 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 1,910 | 2,263 | ||
CNA Financial Corp. | 2.050% | 8/15/30 | 7,900 | 8,128 | ||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 6,460 | 7,744 | ||
Enstar Group Ltd. | 4.500% | 3/10/22 | 2,382 | 2,477 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 11,500 | 13,136 | ||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 4,210 | 4,526 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 4,300 | 5,578 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 22,916 | 26,958 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 27,410 | 36,104 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 4,775 | 6,272 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 9,985 | 11,271 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 9,970 | 11,079 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 6,368 | 7,116 | ||
Fidelity National Financial Inc. | 5.500% | 9/1/22 | 4,900 | 5,286 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 11,941 | 13,159 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 6,725 | 6,826 | ||
First American Financial Corp. | 4.600% | 11/15/24 | 5,110 | 5,679 | ||
Globe Life Inc. | 3.800% | 9/15/22 | 1,585 | 1,670 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 5,472 | 6,556 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 5,600 | 5,676 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 5,000 | 5,854 | ||
Hanover Insurance Group Inc. | 2.500% | 9/1/30 | 550 | 573 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 6,220 | 6,777 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 4,545 | 6,334 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 5,901 | 8,827 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 8,465 | 10,571 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 20,106 | 23,648 | ||
Humana Inc. | 3.150% | 12/1/22 | 10,254 | 10,716 | ||
Humana Inc. | 2.900% | 12/15/22 | 7,770 | 8,119 | ||
Humana Inc. | 3.850% | 10/1/24 | 10,627 | 11,755 | ||
Humana Inc. | 4.500% | 4/1/25 | 276 | 317 | ||
Humana Inc. | 3.950% | 3/15/27 | 10,535 | 12,127 | ||
Humana Inc. | 3.125% | 8/15/29 | 8,050 | 8,891 | ||
Humana Inc. | 4.875% | 4/1/30 | 5,243 | 6,555 | ||
Humana Inc. | 4.625% | 12/1/42 | 13,638 | 17,293 | ||
Humana Inc. | 4.950% | 10/1/44 | 6,593 | 8,898 | ||
Humana Inc. | 4.800% | 3/15/47 | 4,200 | 5,618 | ||
Humana Inc. | 3.950% | 8/15/49 | 1,200 | 1,459 | ||
Kemper Corp. | 4.350% | 2/15/25 | 2,353 | 2,611 | ||
Kemper Corp. | 2.400% | 9/30/30 | 5,510 | 5,584 | ||
Lincoln National Corp. | 4.200% | 3/15/22 | 6,315 | 6,599 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 7,155 | 7,808 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 4,459 | 4,905 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 6,555 | 7,496 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 11,746 | 13,544 |
52
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lincoln National Corp. | 3.050% | 1/15/30 | 9,613 | 10,705 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 5,029 | 6,928 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 7,072 | 10,764 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 1,721 | 2,191 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 3,132 | 4,037 | ||
Loews Corp. | 2.625% | 5/15/23 | 12,780 | 13,370 | ||
Loews Corp. | 3.750% | 4/1/26 | 110 | 126 | ||
Loews Corp. | 3.200% | 5/15/30 | 8,770 | 9,961 | ||
Loews Corp. | 6.000% | 2/1/35 | 2,143 | 3,092 | ||
Loews Corp. | 4.125% | 5/15/43 | 7,362 | 8,725 | ||
Manulife Financial Corp. | 4.150% | 3/4/26 | 12,021 | 13,977 | ||
4 | Manulife Financial Corp. | 4.061% | 2/24/32 | 8,937 | 9,710 | |
Manulife Financial Corp. | 5.375% | 3/4/46 | 9,557 | 13,824 | ||
Markel Corp. | 4.900% | 7/1/22 | 3,173 | 3,375 | ||
Markel Corp. | 3.500% | 11/1/27 | 6,945 | 7,759 | ||
Markel Corp. | 3.350% | 9/17/29 | 3,500 | 3,906 | ||
Markel Corp. | 5.000% | 4/5/46 | 5,853 | 7,937 | ||
Markel Corp. | 4.300% | 11/1/47 | 4,459 | 5,632 | ||
Markel Corp. | 5.000% | 5/20/49 | 4,715 | 6,479 | ||
Markel Corp. | 4.150% | 9/17/50 | 6,455 | 8,109 | ||
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 10,540 | 10,790 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 6,068 | 6,630 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 22,350 | 24,639 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 4,697 | 5,119 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 12,023 | 13,331 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 7,580 | 8,602 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 11,689 | 14,210 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 25,815 | 27,300 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 2,939 | 4,192 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 6,780 | 9,064 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 6,519 | 8,656 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 4,905 | 6,391 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 23,630 | 34,068 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 4,185 | 4,640 | ||
MetLife Inc. | 3.048% | 12/15/22 | 7,662 | 8,054 | ||
MetLife Inc. | 4.368% | 9/15/23 | 11,662 | 12,916 | ||
MetLife Inc. | 3.600% | 4/10/24 | 15,718 | 17,311 | ||
MetLife Inc. | 3.000% | 3/1/25 | 14,825 | 16,268 | ||
MetLife Inc. | 3.600% | 11/13/25 | 8,571 | 9,716 | ||
MetLife Inc. | 4.550% | 3/23/30 | 29,222 | 36,562 | ||
MetLife Inc. | 6.375% | 6/15/34 | 3,323 | 5,057 | ||
MetLife Inc. | 5.700% | 6/15/35 | 2,847 | 4,173 | ||
MetLife Inc. | 5.875% | 2/6/41 | 21,837 | 33,339 | ||
MetLife Inc. | 4.125% | 8/13/42 | 13,714 | 17,394 | ||
MetLife Inc. | 4.875% | 11/13/43 | 5,882 | 8,311 | ||
MetLife Inc. | 4.721% | 12/15/44 | 10,190 | 13,931 | ||
MetLife Inc. | 4.050% | 3/1/45 | 21,971 | 27,977 | ||
MetLife Inc. | 4.600% | 5/13/46 | 5,145 | 7,088 | ||
4 | MetLife Inc. | 6.400% | 12/15/66 | 9,609 | 12,275 | |
4 | MetLife Inc. | 10.750% | 8/1/69 | 785 | 1,336 | |
Munich Re America Corp. | 7.450% | 12/15/26 | 2,350 | 3,210 | ||
4 | Nationwide Financial Services Inc. | 6.750% | 5/15/87 | 1,259 | 1,503 | |
Old Republic International Corp. | 4.875% | 10/1/24 | 6,830 | 7,795 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 5,893 | 6,769 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 7,638 | 8,751 | ||
Primerica Inc. | 4.750% | 7/15/22 | 2,000 | 2,130 | ||
Principal Financial Group Inc. | 3.300% | 9/15/22 | 3,025 | 3,172 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 4,161 | 4,421 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 13,709 | 15,164 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 9,502 | 10,591 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 16,072 | 16,726 | ||
Principal Financial Group Inc. | 6.050% | 10/15/36 | 258 | 366 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 5,408 | 6,963 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 4,495 | 5,635 |
53
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 14,706 | 18,636 | ||
Progressive Corp. | 3.750% | 8/23/21 | 10,283 | 10,514 | ||
Progressive Corp. | 2.450% | 1/15/27 | 5,860 | 6,377 | ||
Progressive Corp. | 4.000% | 3/1/29 | 7,805 | 9,372 | ||
Progressive Corp. | 6.625% | 3/1/29 | 4,820 | 6,574 | ||
Progressive Corp. | 3.200% | 3/26/30 | 4,962 | 5,715 | ||
Progressive Corp. | 6.250% | 12/1/32 | 725 | 1,058 | ||
Progressive Corp. | 4.350% | 4/25/44 | 3,660 | 4,817 | ||
Progressive Corp. | 4.125% | 4/15/47 | 14,285 | 18,823 | ||
Progressive Corp. | 4.200% | 3/15/48 | 4,997 | 6,675 | ||
Progressive Corp. | 3.950% | 3/26/50 | 7,635 | 9,971 | ||
Prudential Financial Inc. | 3.500% | 5/15/24 | 10,182 | 11,214 | ||
Prudential Financial Inc. | 1.500% | 3/10/26 | 100 | 104 | ||
Prudential Financial Inc. | 3.878% | 3/27/28 | 4,450 | 5,266 | ||
Prudential Financial Inc. | 2.100% | 3/10/30 | 2,971 | 3,146 | ||
Prudential Financial Inc. | 5.750% | 7/15/33 | 1,120 | 1,517 | ||
Prudential Financial Inc. | 5.700% | 12/14/36 | 6,153 | 8,843 | ||
Prudential Financial Inc. | 6.625% | 12/1/37 | 4,352 | 6,516 | ||
Prudential Financial Inc. | 3.000% | 3/10/40 | 6,600 | 7,177 | ||
Prudential Financial Inc. | 6.625% | 6/21/40 | 5,275 | 8,148 | ||
Prudential Financial Inc. | 6.200% | 11/15/40 | 3,325 | 4,657 | ||
4 | Prudential Financial Inc. | 5.875% | 9/15/42 | 12,470 | 13,312 | |
4 | Prudential Financial Inc. | 5.625% | 6/15/43 | 11,514 | 12,334 | |
Prudential Financial Inc. | 5.100% | 8/15/43 | 3,450 | 4,275 | ||
4 | Prudential Financial Inc. | 5.200% | 3/15/44 | 2,745 | 2,958 | |
Prudential Financial Inc. | 4.600% | 5/15/44 | 8,245 | 10,736 | ||
4 | Prudential Financial Inc. | 5.375% | 5/15/45 | 14,880 | 16,219 | |
4 | Prudential Financial Inc. | 4.500% | 9/15/47 | 8,557 | 9,391 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 22,018 | 26,519 | ||
4 | Prudential Financial Inc. | 5.700% | 9/15/48 | 11,001 | 12,706 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 20,402 | 24,756 | ||
Prudential Financial Inc. | 4.350% | 2/25/50 | 9,340 | 12,141 | ||
4 | Prudential Financial Inc. | 3.700% | 10/1/50 | 11,800 | 12,411 | |
Prudential Financial Inc. | 3.700% | 3/13/51 | 7,486 | 8,944 | ||
Prudential plc | 3.125% | 4/14/30 | 12,036 | 13,643 | ||
Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 3,475 | 3,849 | ||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 4,989 | 5,711 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 14,245 | 16,324 | ||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 2,400 | 2,630 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 6,682 | 7,324 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 4,200 | 4,613 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,700 | 1,922 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 2,900 | 3,638 | ||
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 3,250 | 3,482 | ||
Swiss Re Solutions Holding Corp. | 7.000% | 2/15/26 | 1,309 | 1,666 | ||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 4,588 | 7,285 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 85 | 132 | ||
Travelers Cos. Inc. | 6.250% | 6/15/37 | 8,739 | 13,314 | ||
Travelers Cos. Inc. | 5.350% | 11/1/40 | 4,353 | 6,256 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 15,710 | 21,380 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 800 | 1,060 | ||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 6,900 | 8,624 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 10,110 | 13,129 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 50 | 66 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 5,450 | 7,243 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 12,710 | 13,260 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 817 | 1,222 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 6,125 | 7,135 | ||
UnitedHealth Group Inc. | 2.125% | 3/15/21 | 15,927 | 15,987 | ||
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 13,027 | 13,353 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/22 | 6,663 | 6,830 | ||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 19,254 | 20,167 | ||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 8,950 | 9,285 | ||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 16,130 | 16,874 |
54
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 3,836 | 4,052 | ||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 5,275 | 5,670 | ||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 7,005 | 7,652 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 5,350 | 5,704 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 13,810 | 15,725 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 6,916 | 7,920 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 6,600 | 6,773 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 9,205 | 10,309 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 7,982 | 9,128 | ||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 39,962 | 45,549 | ||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 8,763 | 9,826 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 8,377 | 9,933 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 9,126 | 10,912 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 20,928 | 23,697 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 16,500 | 17,485 | ||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 12,573 | 16,919 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 5,610 | 8,375 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 3,880 | 6,169 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 12,065 | 19,177 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 22,521 | 36,860 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 21,990 | 25,940 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 27,185 | 29,305 | ||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 2,221 | 3,330 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 5,650 | 8,636 | ||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 10,859 | 14,734 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 616 | 804 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 17,597 | 22,195 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 7,566 | 9,932 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 18,649 | 26,147 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 12,267 | 16,157 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 11,160 | 14,692 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 9,476 | 11,707 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 17,191 | 22,905 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 6,825 | 9,393 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 16,249 | 20,252 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 16,360 | 17,981 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 7,755 | 10,006 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 17,350 | 20,026 | ||
Unum Group | 4.000% | 3/15/24 | 3,985 | 4,339 | ||
Unum Group | 4.500% | 3/15/25 | 4,307 | 4,883 | ||
Unum Group | 3.875% | 11/5/25 | 175 | 194 | ||
Unum Group | 4.000% | 6/15/29 | 3,050 | 3,430 | ||
Unum Group | 5.750% | 8/15/42 | 6,973 | 8,455 | ||
Unum Group | 4.500% | 12/15/49 | 8,336 | 8,872 | ||
Voya Financial Inc. | 3.125% | 7/15/24 | 7,235 | 7,813 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 2,440 | 2,781 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 10,079 | 13,771 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 2,436 | 3,078 | ||
4 | Voya Financial Inc. | 4.700% | 1/23/48 | 4,157 | 4,323 | |
W R Berkley Corp. | 4.000% | 5/12/50 | 6,030 | 7,367 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 7,150 | 7,811 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 4,930 | 5,928 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 10,221 | 11,165 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 7,488 | 10,499 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 17,170 | 20,937 | ||
WR Berkley Corp. | 4.625% | 3/15/22 | 4,500 | 4,714 | ||
WR Berkley Corp. | 4.750% | 8/1/44 | 4,138 | 5,415 | ||
XLIT Ltd. | 4.450% | 3/31/25 | 1,532 | 1,750 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 7,175 | 10,279 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 5,529 | 7,729 | ||
Other Finance (0.0%) | ||||||
6 | Blackstone / GSO Secured Lending Fund | 3.625% | 1/15/26 | 9,500 | 9,743 | |
Jones Lang LaSalle Inc. | 4.400% | 11/15/22 | 2,050 | 2,168 |
55
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ORIX Corp. | 2.900% | 7/18/22 | 3,775 | 3,908 | ||
ORIX Corp. | 4.050% | 1/16/24 | 100 | 109 | ||
ORIX Corp. | 3.250% | 12/4/24 | 3,725 | 4,059 | ||
ORIX Corp. | 3.700% | 7/18/27 | 9,825 | 11,194 | ||
Real Estate Investment Trusts (0.8%) | ||||||
Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 5,479 | 6,027 | ||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 22,361 | 24,823 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 500 | 580 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 10,730 | 12,352 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 4,077 | 4,683 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 5,775 | 6,698 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 3,530 | 4,316 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 5,475 | 5,970 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 7,242 | 8,980 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 8,795 | 11,175 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 10,866 | 12,418 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 13,087 | 13,063 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 4,095 | 5,723 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 7,425 | 9,240 | ||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 1,530 | 1,614 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 4,733 | 5,154 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 7,100 | 7,732 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 5,086 | 5,576 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 4,891 | 5,102 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 3,450 | 3,876 | ||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 2,475 | 2,843 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 8,430 | 10,181 | ||
AvalonBay Communities Inc. | 2.850% | 3/15/23 | 6,264 | 6,546 | ||
AvalonBay Communities Inc. | 4.200% | 12/15/23 | 1,455 | 1,602 | ||
AvalonBay Communities Inc. | 3.500% | 11/15/24 | 3,325 | 3,666 | ||
AvalonBay Communities Inc. | 3.450% | 6/1/25 | 7,970 | 8,865 | ||
AvalonBay Communities Inc. | 3.500% | 11/15/25 | 7,067 | 7,942 | ||
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 4,367 | 4,825 | ||
AvalonBay Communities Inc. | 2.900% | 10/15/26 | 1,675 | 1,857 | ||
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 7,441 | 8,341 | ||
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 9,390 | 10,469 | ||
AvalonBay Communities Inc. | 3.300% | 6/1/29 | 3,420 | 3,884 | ||
AvalonBay Communities Inc. | 2.300% | 3/1/30 | 5,184 | 5,494 | ||
AvalonBay Communities Inc. | 2.450% | 1/15/31 | 3,895 | 4,178 | ||
AvalonBay Communities Inc. | 3.900% | 10/15/46 | 4,045 | 4,931 | ||
AvalonBay Communities Inc. | 4.150% | 7/1/47 | 150 | 189 | ||
AvalonBay Communities Inc. | 4.350% | 4/15/48 | 3,475 | 4,510 | ||
Boston Properties LP | 3.850% | 2/1/23 | 12,178 | 12,925 | ||
Boston Properties LP | 3.125% | 9/1/23 | 5,635 | 5,973 | ||
Boston Properties LP | 3.800% | 2/1/24 | 4,785 | 5,198 | ||
Boston Properties LP | 3.200% | 1/15/25 | 9,638 | 10,529 | ||
Boston Properties LP | 3.650% | 2/1/26 | 7,886 | 8,940 | ||
Boston Properties LP | 2.750% | 10/1/26 | 7,859 | 8,546 | ||
Boston Properties LP | 4.500% | 12/1/28 | 1,741 | 2,088 | ||
Boston Properties LP | 3.400% | 6/21/29 | 5,481 | 6,105 | ||
Boston Properties LP | 2.900% | 3/15/30 | 19,455 | 20,701 | ||
Boston Properties LP | 3.250% | 1/30/31 | 19,270 | 21,199 | ||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 5,780 | 5,983 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 26,300 | 28,113 | ||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 4,425 | 4,674 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 21,567 | 23,619 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 5,815 | 6,587 |
56
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 2,675 | 2,970 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 7,653 | 8,775 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 10,404 | 11,932 | ||
Camden Property Trust | 2.950% | 12/15/22 | 5,006 | 5,219 | ||
Camden Property Trust | 4.100% | 10/15/28 | 10,425 | 12,378 | ||
Camden Property Trust | 3.150% | 7/1/29 | 9,700 | 10,909 | ||
Camden Property Trust | 2.800% | 5/15/30 | 14,840 | 16,388 | ||
Camden Property Trust | 3.350% | 11/1/49 | 2,343 | 2,693 | ||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 3,125 | 3,290 | ||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 13,175 | 13,765 | ||
Corporate Office Properties LP | 3.600% | 5/15/23 | 16,721 | 17,641 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 1,500 | 1,559 | ||
CubeSmart LP | 4.375% | 12/15/23 | 7,400 | 8,103 | ||
CubeSmart LP | 4.000% | 11/15/25 | 2,265 | 2,557 | ||
CubeSmart LP | 3.125% | 9/1/26 | 2,575 | 2,832 | ||
CubeSmart LP | 4.375% | 2/15/29 | 3,500 | 4,145 | ||
CubeSmart LP | 3.000% | 2/15/30 | 3,250 | 3,548 | ||
CubeSmart LP | 2.000% | 2/15/31 | 1,250 | 1,249 | ||
CyrusOne LP / CyrusOne Finance Corp. | 2.900% | 11/15/24 | 6,100 | 6,520 | ||
CyrusOne LP / CyrusOne Finance Corp. | 3.450% | 11/15/29 | 9,177 | 9,863 | ||
CyrusOne LP / CyrusOne Finance Corp. | 2.150% | 11/1/30 | 5,250 | 5,121 | ||
Digital Realty Trust LP | 2.750% | 2/1/23 | 2,750 | 2,871 | ||
Digital Realty Trust LP | 4.750% | 10/1/25 | 5,830 | 6,822 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 7,563 | 8,676 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 22,118 | 26,539 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 34,627 | 39,612 | ||
Duke Realty LP | 3.625% | 4/15/23 | 748 | 793 | ||
Duke Realty LP | 3.750% | 12/1/24 | 3,405 | 3,762 | ||
Duke Realty LP | 3.250% | 6/30/26 | 6,184 | 6,819 | ||
Duke Realty LP | 3.375% | 12/15/27 | 5,964 | 6,708 | ||
Duke Realty LP | 4.000% | 9/15/28 | 3,800 | 4,481 | ||
Duke Realty LP | 2.875% | 11/15/29 | 2,054 | 2,268 | ||
Duke Realty LP | 1.750% | 7/1/30 | 5,000 | 5,053 | ||
Duke Realty LP | 3.050% | 3/1/50 | 6,050 | 6,574 | ||
ERP Operating LP | 4.625% | 12/15/21 | 7,013 | 7,214 | ||
ERP Operating LP | 3.000% | 4/15/23 | 2,603 | 2,736 | ||
ERP Operating LP | 3.375% | 6/1/25 | 2,820 | 3,117 | ||
ERP Operating LP | 2.850% | 11/1/26 | 6,525 | 7,217 | ||
ERP Operating LP | 3.250% | 8/1/27 | 3,776 | 4,224 | ||
ERP Operating LP | 3.500% | 3/1/28 | 13,006 | 14,799 | ||
ERP Operating LP | 4.150% | 12/1/28 | 4,855 | 5,783 | ||
ERP Operating LP | 3.000% | 7/1/29 | 5,550 | 6,180 | ||
ERP Operating LP | 2.500% | 2/15/30 | 7,075 | 7,625 | ||
ERP Operating LP | 4.500% | 7/1/44 | 8,925 | 11,675 | ||
ERP Operating LP | 4.500% | 6/1/45 | 2,450 | 3,216 | ||
ERP Operating LP | 4.000% | 8/1/47 | 4,151 | 5,128 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 3,808 | 4,013 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 15,944 | 17,662 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 6,600 | 7,399 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 12,695 | 14,818 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 12,200 | 13,501 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 3,250 | 3,225 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 6,100 | 6,500 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 7,290 | 9,399 | ||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 5,237 | 5,466 | ||
Federal Realty Investment Trust | 3.950% | 1/15/24 | 2,157 | 2,346 | ||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 6,100 | 6,657 | ||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 6,035 | 6,554 | ||
Federal Realty Investment Trust | 3.500% | 6/1/30 | 2,000 | 2,218 | ||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 13,915 | 16,622 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 4,067 | 4,586 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 550 | 567 | ||
Healthcare Realty Trust Inc. | 2.050% | 3/15/31 | 2,500 | 2,499 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 9,540 | 10,793 |
57
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 5,877 | 6,662 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 3,775 | 4,111 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 12,150 | 12,134 | ||
Healthpeak Properties Inc. | 4.250% | 11/15/23 | 1,080 | 1,184 | ||
Healthpeak Properties Inc. | 4.200% | 3/1/24 | 3,950 | 4,329 | ||
Healthpeak Properties Inc. | 3.875% | 8/15/24 | 6,556 | 7,252 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 6,071 | 6,708 | ||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 1,343 | 1,525 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 18,391 | 20,782 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 11,348 | 12,817 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 17,425 | 19,086 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 4,000 | 4,340 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,745 | 2,565 | ||
Highwoods Realty LP | 3.625% | 1/15/23 | 100 | 104 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 6,804 | 7,521 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 3,218 | 3,633 | ||
Highwoods Realty LP | 4.200% | 4/15/29 | 4,597 | 5,242 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 5,500 | 5,770 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 10,000 | 10,172 | ||
Host Hotels & Resorts LP | 3.750% | 10/15/23 | 7,400 | 7,784 | ||
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 4,850 | 5,116 | ||
Host Hotels & Resorts LP | 4.000% | 6/15/25 | 3,743 | 4,022 | ||
Host Hotels & Resorts LP | 4.500% | 2/1/26 | 1,950 | 2,131 | ||
Host Hotels & Resorts LP | 3.375% | 12/15/29 | 11,690 | 11,962 | ||
Host Hotels & Resorts LP | 3.500% | 9/15/30 | 14,500 | 15,211 | ||
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 6,466 | 7,130 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 4,085 | 4,720 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 6,000 | 6,372 | ||
Kilroy Realty LP | 3.800% | 1/15/23 | 3,450 | 3,623 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 5,235 | 5,653 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 5,075 | 5,691 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 8,624 | 10,155 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 1,808 | 2,088 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 7,040 | 7,481 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 5,589 | 5,634 | ||
Kimco Realty Corp. | 3.400% | 11/1/22 | 4,384 | 4,598 | ||
Kimco Realty Corp. | 3.125% | 6/1/23 | 3,400 | 3,587 | ||
Kimco Realty Corp. | 2.700% | 3/1/24 | 1,190 | 1,257 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,433 | 3,751 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 5,190 | 5,664 | ||
Kimco Realty Corp. | 3.800% | 4/1/27 | 5,600 | 6,350 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 11,500 | 11,792 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 5,100 | 5,481 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 800 | 899 | ||
Kimco Realty Corp. | 4.125% | 12/1/46 | 635 | 683 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 5,170 | 6,035 | ||
Kimco Realty Corp. | 3.700% | 10/1/49 | 1,950 | 2,074 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 8,575 | 8,981 | ||
Lexington Realty Trust | 2.700% | 9/15/30 | 3,250 | 3,382 | ||
Life Storage LP | 3.500% | 7/1/26 | 18,900 | 21,361 | ||
Life Storage LP | 3.875% | 12/15/27 | 1,000 | 1,139 | ||
Life Storage LP | 4.000% | 6/15/29 | 2,500 | 2,909 | ||
Life Storage LP | 2.200% | 10/15/30 | 3,000 | 3,057 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 8,424 | 9,184 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 4,730 | 5,150 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 8,500 | 9,606 | ||
Mid-America Apartments LP | 4.200% | 6/15/28 | 1,000 | 1,176 | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 1,235 | 1,447 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 13,855 | 15,147 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 7,525 | 7,490 | ||
National Retail Properties Inc. | 3.300% | 4/15/23 | 2,999 | 3,168 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 3,875 | 4,239 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 2,575 | 2,839 | ||
National Retail Properties Inc. | 3.500% | 10/15/27 | 13,000 | 14,267 |
58
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
National Retail Properties Inc. | 4.300% | 10/15/28 | 3,311 | 3,833 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 7,575 | 7,781 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 3,415 | 4,238 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 9,950 | 9,585 | ||
Office Properties Income Trust | 4.000% | 7/15/22 | 5,000 | 5,119 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 23,640 | 25,591 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 4,400 | 4,790 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 5,003 | 5,466 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 8,454 | 9,667 | ||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 7,925 | 8,913 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 8,580 | 9,780 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 9,963 | 10,611 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 22,700 | 23,818 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 6,385 | 7,027 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 2,750 | 2,980 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 4,507 | 4,687 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 5,595 | 6,022 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 4,000 | 4,095 | ||
Prologis LP | 3.750% | 11/1/25 | 6,283 | 7,140 | ||
Prologis LP | 3.250% | 10/1/26 | 3,066 | 3,455 | ||
Prologis LP | 2.125% | 4/15/27 | 9,484 | 10,169 | ||
Prologis LP | 3.875% | 9/15/28 | 4,725 | 5,604 | ||
Prologis LP | 4.375% | 2/1/29 | 2,676 | 3,266 | ||
Prologis LP | 2.250% | 4/15/30 | 20,691 | 22,105 | ||
Prologis LP | 1.250% | 10/15/30 | 8,326 | 8,221 | ||
Prologis LP | 4.375% | 9/15/48 | 4,775 | 6,530 | ||
Prologis LP | 3.000% | 4/15/50 | 9,485 | 10,467 | ||
Prologis LP | 2.125% | 10/15/50 | 6,975 | 6,408 | ||
Public Storage | 2.370% | 9/15/22 | 5,398 | 5,574 | ||
Public Storage | 3.094% | 9/15/27 | 4,650 | 5,197 | ||
Public Storage | 3.385% | 5/1/29 | 8,200 | 9,358 | ||
Realty Income Corp. | 3.250% | 10/15/22 | 7,345 | 7,662 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 4,050 | 4,476 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 10,114 | 11,390 | ||
Realty Income Corp. | 0.750% | 3/15/26 | 5,000 | 4,987 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 15,393 | 18,082 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 7,452 | 8,207 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 7,578 | 8,638 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 9,815 | 10,971 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 18,900 | 21,418 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 6,650 | 6,660 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 10,612 | 14,427 | ||
Regency Centers LP | 3.600% | 2/1/27 | 3,950 | 4,346 | ||
Regency Centers LP | 4.125% | 3/15/28 | 3,450 | 3,937 | ||
Regency Centers LP | 2.950% | 9/15/29 | 8,940 | 9,526 | ||
Regency Centers LP | 3.700% | 6/15/30 | 8,510 | 9,613 | ||
Regency Centers LP | 4.400% | 2/1/47 | 5,750 | 6,634 | ||
Regency Centers LP | 4.650% | 3/15/49 | 3,910 | 4,712 | ||
Retail Properties of America Inc. | 4.750% | 9/15/30 | 4,450 | 4,719 | ||
Rexford Industrial Realty LP | 2.125% | 12/1/30 | 4,000 | 4,003 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 1,288 | 1,436 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 9,330 | 9,728 | ||
Sabra Health Care LP / Sabra Capital Corp. | 4.800% | 6/1/24 | 1,300 | 1,384 | ||
Select Income REIT | 4.150% | 2/1/22 | 4,050 | 4,121 | ||
Select Income REIT | 4.250% | 5/15/24 | 375 | 391 | ||
Select Income REIT | 4.500% | 2/1/25 | 12,600 | 13,292 | ||
Simon Property Group LP | 2.350% | 1/30/22 | 6,786 | 6,887 | ||
Simon Property Group LP | 2.625% | 6/15/22 | 8,250 | 8,456 | ||
Simon Property Group LP | 2.750% | 2/1/23 | 8,205 | 8,552 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 9,664 | 10,111 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 6,608 | 7,154 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 11,400 | 11,800 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 2,101 | 2,283 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 8,240 | 9,127 |
59
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Simon Property Group LP | 3.300% | 1/15/26 | 4,774 | 5,228 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 5,996 | 6,639 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 12,613 | 13,970 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 12,559 | 14,014 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 22,080 | 23,173 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 6,570 | 6,977 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 12,228 | 18,116 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 2,871 | 3,502 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 1,460 | 1,673 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 8,150 | 9,482 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 16,140 | 16,528 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 5,397 | 5,989 | ||
SITE Centers Corp. | 3.900% | 8/15/24 | 1,000 | 1,003 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 7,519 | 7,810 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 2,940 | 3,176 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 9,390 | 10,186 | ||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 5,250 | 5,408 | ||
SL Green Realty Corp. | 4.500% | 12/1/22 | 715 | 752 | ||
Spirit Realty LP | 4.450% | 9/15/26 | 1,029 | 1,161 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 2,882 | 3,049 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 6,085 | 6,834 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 4,470 | 4,809 | ||
Spirit Realty LP | 3.200% | 2/15/31 | 4,560 | 4,816 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 4,800 | 5,443 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 3,850 | 4,443 | ||
STORE Capital Corp. | 2.750% | 11/18/30 | 2,000 | 2,028 | ||
Tanger Properties LP | 3.750% | 12/1/24 | 1,325 | 1,388 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 6,100 | 6,268 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 3,300 | 3,416 | ||
UDR Inc. | 4.000% | 10/1/25 | 871 | 989 | ||
UDR Inc. | 2.950% | 9/1/26 | 8,830 | 9,689 | ||
UDR Inc. | 3.500% | 7/1/27 | 3,300 | 3,688 | ||
UDR Inc. | 3.500% | 1/15/28 | 6,670 | 7,480 | ||
UDR Inc. | 3.200% | 1/15/30 | 2,500 | 2,776 | ||
UDR Inc. | 3.000% | 8/15/31 | 5,858 | 6,456 | ||
UDR Inc. | 2.100% | 8/1/32 | 4,325 | 4,401 | ||
UDR Inc. | 1.900% | 3/15/33 | 7,300 | 7,259 | ||
UDR Inc. | 3.100% | 11/1/34 | 6,525 | 7,331 | ||
Ventas Realty LP | 3.100% | 1/15/23 | 8,564 | 8,981 | ||
Ventas Realty LP | 3.125% | 6/15/23 | 7,810 | 8,240 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 3,225 | 3,525 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 2,300 | 2,510 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 8,312 | 8,896 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 4,100 | 4,511 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 1,465 | 1,681 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 1,225 | 1,349 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 4,375 | 4,906 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 13,830 | 15,743 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 6,325 | 7,402 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 5,450 | 5,854 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 7,040 | 8,598 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 3,775 | 4,899 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 2,530 | 2,801 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 4,485 | 5,569 | ||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 6,060 | 6,659 | ||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 8,963 | 10,299 | ||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 4,920 | 5,762 | ||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 13,028 | 14,719 | ||
VEREIT Operating Partnership LP | 2.200% | 6/15/28 | 2,692 | 2,755 | ||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 13,690 | 14,753 | ||
VEREIT Operating Partnership LP | 2.850% | 12/15/32 | 5,400 | 5,639 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 4,400 | 4,647 | ||
Washington REIT | 3.950% | 10/15/22 | 2,300 | 2,355 | ||
Weingarten Realty Investors | 3.375% | 10/15/22 | 1,275 | 1,315 |
60
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Weingarten Realty Investors | 3.500% | 4/15/23 | 5,250 | 5,440 | ||
Weingarten Realty Investors | 4.450% | 1/15/24 | 1,175 | 1,257 | ||
Weingarten Realty Investors | 3.850% | 6/1/25 | 600 | 644 | ||
Welltower Inc. | 4.500% | 1/15/24 | 1,325 | 1,459 | ||
Welltower Inc. | 3.625% | 3/15/24 | 14,987 | 16,339 | ||
Welltower Inc. | 4.000% | 6/1/25 | 15,230 | 17,211 | ||
Welltower Inc. | 4.250% | 4/1/26 | 7,974 | 9,281 | ||
Welltower Inc. | 2.700% | 2/15/27 | 7,750 | 8,516 | ||
Welltower Inc. | 4.250% | 4/15/28 | 2,475 | 2,875 | ||
Welltower Inc. | 4.125% | 3/15/29 | 15,250 | 17,674 | ||
Welltower Inc. | 3.100% | 1/15/30 | 12,080 | 13,139 | ||
Welltower Inc. | 2.750% | 1/15/31 | 15,750 | 16,753 | ||
Welltower Inc. | 6.500% | 3/15/41 | 5,672 | 7,931 | ||
Welltower Inc. | 5.125% | 3/15/43 | 1,260 | 1,544 | ||
Welltower Inc. | 4.950% | 9/1/48 | 2,590 | 3,360 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 8,701 | 9,660 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 1,800 | 1,986 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 3,500 | 4,025 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 3,845 | 4,402 | ||
26,922,252 | ||||||
Industrial (18.1%) | ||||||
Basic Industry (0.8%) | ||||||
Air Products & Chemicals Inc. | 3.000% | 11/3/21 | 4,625 | 4,726 | ||
Air Products & Chemicals Inc. | 2.750% | 2/3/23 | 7,144 | 7,490 | ||
Air Products & Chemicals Inc. | 3.350% | 7/31/24 | 7,775 | 8,472 | ||
Air Products & Chemicals Inc. | 1.850% | 5/15/27 | 8,733 | 9,246 | ||
Air Products & Chemicals Inc. | 2.050% | 5/15/30 | 16,153 | 17,167 | ||
Air Products & Chemicals Inc. | 2.700% | 5/15/40 | 10,200 | 10,889 | ||
Air Products & Chemicals Inc. | 2.800% | 5/15/50 | 19,145 | 20,921 | ||
Albemarle Corp. | 4.150% | 12/1/24 | 5,965 | 6,620 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 7,410 | 8,855 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 8,950 | 9,586 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 2,275 | 3,093 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 10,072 | 13,784 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 13,102 | 18,610 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 10,794 | 15,524 | ||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 15,000 | 21,680 | ||
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 12,458 | 12,815 | ||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 2,696 | 2,943 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 575 | 729 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 13,046 | 16,939 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 35,460 | 51,846 | ||
Cabot Corp. | 3.700% | 7/15/22 | 1,765 | 1,826 | ||
Cabot Corp. | 4.000% | 7/1/29 | 5,388 | 5,802 | ||
Celanese US Holdings LLC | 4.625% | 11/15/22 | 690 | 740 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 2,952 | 3,192 | ||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 1,775 | 1,953 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 4,950 | 5,484 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 11,600 | 13,936 | ||
Dow Chemical Co. | 3.500% | 10/1/24 | 7,370 | 8,049 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 12,725 | 14,862 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 4,600 | 5,162 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 3,350 | 4,103 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 5,297 | 7,537 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 11,975 | 12,224 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 15,985 | 19,178 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 17,479 | 31,102 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 11,451 | 14,971 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 13,043 | 15,958 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 5,842 | 7,295 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 12,845 | 18,429 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 10,186 | 13,622 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 10,500 | 11,713 |
61
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
DuPont de Nemours Inc. | 2.169% | 5/1/23 | 15,024 | 15,222 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 34,895 | 38,517 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 26,148 | 30,524 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 24,680 | 30,193 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 16,051 | 21,682 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 26,330 | 38,008 | ||
Eastman Chemical Co. | 3.500% | 12/1/21 | 8,736 | 8,988 | ||
Eastman Chemical Co. | 3.600% | 8/15/22 | 8,214 | 8,564 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 7,186 | 7,981 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 700 | 841 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 8,537 | 10,783 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 7,852 | 9,869 | ||
Ecolab Inc. | 2.375% | 8/10/22 | 13,295 | 13,704 | ||
Ecolab Inc. | 3.250% | 1/14/23 | 5,715 | 6,020 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 3,581 | 3,973 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 4,842 | 5,475 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 11,339 | 14,452 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 7,475 | 7,393 | ||
Ecolab Inc. | 5.500% | 12/8/41 | 1,833 | 2,611 | ||
Ecolab Inc. | 3.950% | 12/1/47 | 14,180 | 18,072 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 5,175 | 4,926 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 8,202 | 8,535 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 6,550 | 6,951 | ||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 5,440 | 5,977 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 3,895 | 4,168 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 8,033 | 9,208 | ||
FMC Corp. | 3.950% | 2/1/22 | 1,795 | 1,841 | ||
FMC Corp. | 4.100% | 2/1/24 | 11,210 | 12,188 | ||
FMC Corp. | 3.200% | 10/1/26 | 3,525 | 3,921 | ||
FMC Corp. | 3.450% | 10/1/29 | 9,026 | 10,260 | ||
FMC Corp. | 4.500% | 10/1/49 | 4,495 | 5,825 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 7,004 | 8,580 | ||
6 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 3,000 | 3,010 | |
6 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 5,000 | 5,226 | |
Georgia-Pacific LLC | 7.375% | 12/1/25 | 5,750 | 7,498 | ||
6 | Georgia-Pacific LLC | 0.950% | 5/15/26 | 3,000 | 3,014 | |
Georgia-Pacific LLC | 7.750% | 11/15/29 | 3,819 | 5,651 | ||
6 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 3,750 | 3,993 | |
Georgia-Pacific LLC | 8.875% | 5/15/31 | 5,140 | 8,308 | ||
Huntsman International LLC | 5.125% | 11/15/22 | 2,150 | 2,295 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 5,125 | 5,919 | ||
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 2,210 | 2,295 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,750 | 3,250 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 5,000 | 6,086 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 6,362 | 8,523 | ||
International Paper Co. | 3.800% | 1/15/26 | 723 | 827 | ||
International Paper Co. | 5.000% | 9/15/35 | 4,935 | 6,465 | ||
International Paper Co. | 7.300% | 11/15/39 | 7,560 | 12,053 | ||
International Paper Co. | 6.000% | 11/15/41 | 2,510 | 3,615 | ||
International Paper Co. | 4.800% | 6/15/44 | 17,529 | 23,281 | ||
International Paper Co. | 5.150% | 5/15/46 | 11,497 | 15,827 | ||
International Paper Co. | 4.400% | 8/15/47 | 18,941 | 24,473 | ||
International Paper Co. | 4.350% | 8/15/48 | 6,700 | 8,763 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 4,507 | 5,140 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 5,400 | 8,331 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 4,582 | 4,971 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 2,372 | 3,074 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 5,575 | 6,973 | ||
LYB International Finance II BV | 3.500% | 3/2/27 | 11,892 | 13,259 | ||
LYB International Finance III LLC | 2.875% | 5/1/25 | 5,328 | 5,761 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 3,500 | 3,547 | ||
LYB International Finance III LLC | 3.375% | 5/1/30 | 17,600 | 19,622 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 5,750 | 5,911 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 1,100 | 1,174 |
62
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
LYB International Finance III LLC | 4.200% | 10/15/49 | 5,770 | 6,699 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 19,925 | 23,169 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 19,900 | 21,489 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 7,150 | 7,676 | ||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 8,905 | 10,227 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 13,212 | 15,901 | ||
Mosaic Co. | 3.750% | 11/15/21 | 10,060 | 10,244 | ||
Mosaic Co. | 3.250% | 11/15/22 | 10,690 | 11,176 | ||
Mosaic Co. | 4.250% | 11/15/23 | 19,824 | 21,640 | ||
Mosaic Co. | 4.050% | 11/15/27 | 7,088 | 8,015 | ||
Mosaic Co. | 5.450% | 11/15/33 | 6,342 | 7,886 | ||
Mosaic Co. | 4.875% | 11/15/41 | 5,343 | 6,171 | ||
Mosaic Co. | 5.625% | 11/15/43 | 3,261 | 4,215 | ||
Newmont Corp. | 3.625% | 6/9/21 | 2,715 | 2,732 | ||
Newmont Corp. | 3.700% | 3/15/23 | 1,479 | 1,548 | ||
Newmont Corp. | 2.800% | 10/1/29 | 7,487 | 8,178 | ||
Newmont Corp. | 2.250% | 10/1/30 | 16,625 | 17,478 | ||
Newmont Corp. | 5.875% | 4/1/35 | 2,755 | 4,009 | ||
Newmont Corp. | 6.250% | 10/1/39 | 14,484 | 21,851 | ||
Newmont Corp. | 4.875% | 3/15/42 | 11,458 | 15,481 | ||
Newmont Corp. | 5.450% | 6/9/44 | 8,948 | 12,720 | ||
Nucor Corp. | 4.125% | 9/15/22 | 4,002 | 4,214 | ||
Nucor Corp. | 4.000% | 8/1/23 | 9,503 | 10,270 | ||
Nucor Corp. | 2.000% | 6/1/25 | 4,501 | 4,749 | ||
Nucor Corp. | 3.950% | 5/1/28 | 451 | 530 | ||
Nucor Corp. | 2.700% | 6/1/30 | 3,300 | 3,624 | ||
6 | Nucor Corp. | 2.979% | 12/15/55 | 25,000 | 26,062 | |
Nutrien Ltd. | 3.150% | 10/1/22 | 3,924 | 4,086 | ||
Nutrien Ltd. | 1.900% | 5/13/23 | 2,500 | 2,582 | ||
Nutrien Ltd. | 3.500% | 6/1/23 | 15,735 | 16,740 | ||
Nutrien Ltd. | 3.625% | 3/15/24 | 5,525 | 5,996 | ||
Nutrien Ltd. | 3.375% | 3/15/25 | 5,980 | 6,576 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 9,096 | 9,829 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 6,625 | 7,703 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 11,575 | 12,762 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 6,550 | 7,785 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 825 | 1,113 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 4,663 | 6,441 | ||
Nutrien Ltd. | 6.125% | 1/15/41 | 7,281 | 10,485 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 6,300 | 8,104 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 20,846 | 28,626 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 6,870 | 9,453 | ||
Packaging Corp. of America | 4.500% | 11/1/23 | 19,457 | 21,405 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 5,482 | 6,001 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 4,350 | 4,892 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 12,372 | 13,743 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 2,995 | 3,709 | ||
PPG Industries Inc. | 3.200% | 3/15/23 | 767 | 811 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 14,600 | 15,456 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 6,433 | 6,886 | ||
Praxair Inc. | 2.450% | 2/15/22 | 15,840 | 16,130 | ||
Praxair Inc. | 2.200% | 8/15/22 | 6,144 | 6,302 | ||
Praxair Inc. | 2.700% | 2/21/23 | 3,200 | 3,339 | ||
Praxair Inc. | 2.650% | 2/5/25 | 9,425 | 10,165 | ||
Praxair Inc. | 3.200% | 1/30/26 | 6,800 | 7,601 | ||
Praxair Inc. | 1.100% | 8/10/30 | 9,725 | 9,610 | ||
Praxair Inc. | 3.550% | 11/7/42 | 2,570 | 3,098 | ||
Praxair Inc. | 2.000% | 8/10/50 | 5,500 | 5,112 | ||
Rayonier Inc. | 3.750% | 4/1/22 | 2,875 | 2,953 | ||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 5,810 | 6,268 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 2,600 | 2,641 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 9,940 | 10,195 | ||
Rio Tinto Alcan Inc. | 7.250% | 3/15/31 | 725 | 1,071 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 9,324 | 13,600 |
63
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 19,790 | 22,352 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 7,509 | 10,571 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 13,916 | 20,308 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 7,893 | 11,089 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 9,750 | 12,615 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 11,865 | 16,429 | ||
RPM International Inc. | 3.450% | 11/15/22 | 4,560 | 4,707 | ||
RPM International Inc. | 3.750% | 3/15/27 | 5,834 | 6,449 | ||
RPM International Inc. | 4.550% | 3/1/29 | 4,361 | 5,074 | ||
RPM International Inc. | 5.250% | 6/1/45 | 3,942 | 4,827 | ||
RPM International Inc. | 4.250% | 1/15/48 | 9,455 | 10,454 | ||
Sherwin-Williams Co. | 4.200% | 1/15/22 | 1,975 | 2,033 | ||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 872 | 899 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 21,604 | 23,302 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 10,458 | 11,491 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 8,650 | 9,863 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 17,779 | 20,165 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 30,490 | 33,583 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 3,248 | 3,405 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 2,200 | 2,612 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 4,384 | 5,659 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 7,427 | 9,939 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 14,103 | 17,188 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 13,500 | 15,058 | ||
Southern Copper Corp. | 3.500% | 11/8/22 | 8,180 | 8,589 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 2,454 | 2,723 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 7,469 | 11,360 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 3,012 | 4,557 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 17,985 | 24,075 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 32,956 | 47,885 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 3,450 | 3,700 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 2,050 | 2,176 | ||
Steel Dynamics Inc. | 5.000% | 12/15/26 | 550 | 584 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 3,385 | 3,469 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 9,966 | 11,187 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 7,560 | 8,439 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 5,125 | 5,348 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 27,094 | 32,671 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 8,884 | 10,095 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 6,705 | 7,134 | ||
Teck Resources Ltd. | 3.900% | 7/15/30 | 3,550 | 3,954 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 8,307 | 10,705 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 7,734 | 9,681 | ||
Teck Resources Ltd. | 6.250% | 7/15/41 | 16,880 | 21,510 | ||
Teck Resources Ltd. | 5.200% | 3/1/42 | 580 | 666 | ||
Vale Canada Ltd. | 7.200% | 9/15/32 | 1,475 | 2,002 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 13,900 | 17,236 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 12,700 | 14,176 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 4,237 | 6,488 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 28,021 | 41,051 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 16,894 | 25,088 | ||
Vale SA | 5.625% | 9/11/42 | 8,378 | 11,216 | ||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 14,020 | 15,741 | ||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 16,353 | 21,194 | ||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 1,350 | 1,579 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 7,434 | 10,559 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 3,717 | 5,263 | ||
WestRock RKT Co. | 4.900% | 3/1/22 | 4,190 | 4,402 | ||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 2,984 | 3,835 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 11,250 | 13,226 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 9,100 | 10,734 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 9,975 | 14,925 | ||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 3,275 | 4,633 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 5,342 | 5,743 |
64
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
WRKCo Inc. | 3.750% | 3/15/25 | 13,780 | 15,357 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 13,650 | 16,061 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 11,825 | 13,193 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 8,737 | 10,088 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 3,806 | 4,409 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 17,362 | 21,425 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 3,125 | 3,771 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 4,700 | 5,149 | ||
Capital Goods (1.7%) | ||||||
3M Co. | 2.750% | 3/1/22 | 7,435 | 7,635 | ||
3M Co. | 2.000% | 6/26/22 | 1,600 | 1,641 | ||
3M Co. | 1.750% | 2/14/23 | 8,293 | 8,540 | ||
3M Co. | 2.250% | 3/15/23 | 6,442 | 6,706 | ||
3M Co. | 3.250% | 2/14/24 | 4,675 | 5,065 | ||
3M Co. | 2.000% | 2/14/25 | 9,764 | 10,347 | ||
3M Co. | 2.650% | 4/15/25 | 6,125 | 6,649 | ||
3M Co. | 3.000% | 8/7/25 | 8,380 | 9,293 | ||
3M Co. | 2.250% | 9/19/26 | 11,652 | 12,548 | ||
3M Co. | 2.875% | 10/15/27 | 12,664 | 14,086 | ||
3M Co. | 3.625% | 9/14/28 | 1,215 | 1,416 | ||
3M Co. | 3.375% | 3/1/29 | 14,950 | 17,280 | ||
3M Co. | 2.375% | 8/26/29 | 13,240 | 14,308 | ||
3M Co. | 3.050% | 4/15/30 | 6,265 | 7,102 | ||
3M Co. | 3.875% | 6/15/44 | 1,351 | 1,619 | ||
3M Co. | 3.125% | 9/19/46 | 12,155 | 13,438 | ||
3M Co. | 3.625% | 10/15/47 | 10,107 | 12,067 | ||
3M Co. | 4.000% | 9/14/48 | 15,075 | 19,361 | ||
3M Co. | 3.250% | 8/26/49 | 7,130 | 8,106 | ||
3M Co. | 3.700% | 4/15/50 | 13,425 | 16,425 | ||
ABB Finance USA Inc. | 2.875% | 5/8/22 | 3,718 | 3,843 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 5,540 | 5,612 | ||
Allegion plc | 3.500% | 10/1/29 | 5,135 | 5,662 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 1,600 | 1,708 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 5,119 | 5,603 | ||
Amphenol Corp. | 3.200% | 4/1/24 | 4,150 | 4,460 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 2,800 | 2,957 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 5,000 | 6,112 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 15,595 | 17,097 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 5,315 | 6,554 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 13,569 | 14,523 | ||
Bemis Co. Inc. | 4.500% | 10/15/21 | 5,000 | 5,106 | ||
Bemis Co. Inc. | 3.100% | 9/15/26 | 3,803 | 4,107 | ||
Bemis Co. Inc. | 2.630% | 6/19/30 | 6,850 | 7,407 | ||
6 | Berry Global Inc. | 1.570% | 1/15/26 | 2,200 | 2,217 | |
Boeing Co. | 2.125% | 3/1/22 | 4,012 | 4,066 | ||
Boeing Co. | 2.700% | 5/1/22 | 5,450 | 5,583 | ||
Boeing Co. | 2.800% | 3/1/23 | 8,610 | 8,930 | ||
Boeing Co. | 4.508% | 5/1/23 | 37,015 | 39,957 | ||
Boeing Co. | 1.875% | 6/15/23 | 13,224 | 13,472 | ||
Boeing Co. | 2.800% | 3/1/24 | 3,975 | 4,180 | ||
Boeing Co. | 2.850% | 10/30/24 | 7,233 | 7,619 | ||
Boeing Co. | 2.500% | 3/1/25 | 2,831 | 2,937 | ||
Boeing Co. | 4.875% | 5/1/25 | 43,096 | 49,071 | ||
Boeing Co. | 7.250% | 6/15/25 | 675 | 818 | ||
Boeing Co. | 2.600% | 10/30/25 | 4,015 | 4,197 | ||
Boeing Co. | 2.750% | 2/1/26 | 8,000 | 8,428 | ||
Boeing Co. | 3.100% | 5/1/26 | 9,100 | 9,740 | ||
Boeing Co. | 2.250% | 6/15/26 | 6,276 | 6,434 | ||
Boeing Co. | 2.700% | 2/1/27 | 13,087 | 13,607 | ||
Boeing Co. | 2.800% | 3/1/27 | 5,450 | 5,631 | ||
Boeing Co. | 5.040% | 5/1/27 | 27,042 | 31,648 | ||
Boeing Co. | 3.250% | 2/1/28 | 8,300 | 8,896 | ||
Boeing Co. | 3.250% | 3/1/28 | 4,780 | 5,055 |
65
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Boeing Co. | 3.450% | 11/1/28 | 3,925 | 4,178 | ||
Boeing Co. | 3.200% | 3/1/29 | 10,926 | 11,465 | ||
Boeing Co. | 2.950% | 2/1/30 | 10,815 | 11,099 | ||
Boeing Co. | 5.150% | 5/1/30 | 58,450 | 70,700 | ||
Boeing Co. | 3.625% | 2/1/31 | 13,700 | 14,965 | ||
Boeing Co. | 6.125% | 2/15/33 | 5,630 | 7,276 | ||
Boeing Co. | 3.600% | 5/1/34 | 24,975 | 26,260 | ||
Boeing Co. | 3.250% | 2/1/35 | 13,156 | 13,482 | ||
Boeing Co. | 6.625% | 2/15/38 | 3,922 | 5,236 | ||
Boeing Co. | 3.550% | 3/1/38 | 3,715 | 3,772 | ||
Boeing Co. | 3.500% | 3/1/39 | 5,450 | 5,465 | ||
Boeing Co. | 6.875% | 3/15/39 | 7,233 | 9,816 | ||
Boeing Co. | 5.875% | 2/15/40 | 5,528 | 7,073 | ||
Boeing Co. | 5.705% | 5/1/40 | 43,107 | 55,846 | ||
Boeing Co. | 3.375% | 6/15/46 | 10,100 | 9,811 | ||
Boeing Co. | 3.650% | 3/1/47 | 9,065 | 9,079 | ||
Boeing Co. | 3.625% | 3/1/48 | 4,475 | 4,501 | ||
Boeing Co. | 3.850% | 11/1/48 | 3,566 | 3,680 | ||
Boeing Co. | 3.900% | 5/1/49 | 12,565 | 13,059 | ||
Boeing Co. | 3.750% | 2/1/50 | 2,078 | 2,184 | ||
Boeing Co. | 5.805% | 5/1/50 | 66,570 | 91,404 | ||
Boeing Co. | 3.825% | 3/1/59 | 7,450 | 7,523 | ||
Boeing Co. | 3.950% | 8/1/59 | 5,200 | 5,492 | ||
Boeing Co. | 5.930% | 5/1/60 | 42,400 | 60,054 | ||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 3,380 | 3,543 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,142 | 3,436 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 5,341 | 6,060 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 15,705 | 16,750 | ||
Carrier Global Corp. | 1.923% | 2/15/23 | 4,200 | 4,324 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 25,410 | 26,765 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 15,175 | 16,336 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 36,295 | 38,697 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 1,250 | 1,335 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 20,690 | 22,606 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 24,790 | 27,685 | ||
Caterpillar Financial Services Corp. | 2.900% | 3/15/21 | 6,670 | 6,703 | ||
Caterpillar Financial Services Corp. | 1.700% | 8/9/21 | 15,246 | 15,379 | ||
Caterpillar Financial Services Corp. | 2.750% | 8/20/21 | 3,400 | 3,450 | ||
Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 10,000 | 10,312 | ||
Caterpillar Financial Services Corp. | 0.950% | 5/13/22 | 11,175 | 11,286 | ||
Caterpillar Financial Services Corp. | 2.850% | 6/1/22 | 1,794 | 1,861 | ||
Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 10,050 | 10,351 | ||
Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 2,350 | 2,423 | ||
Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 8,885 | 9,263 | ||
Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 2,847 | 2,982 | ||
Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 6,431 | 6,898 | ||
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 6,650 | 6,700 | ||
Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 8,575 | 8,603 | ||
Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 10,124 | 11,085 | ||
Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 4,332 | 4,749 | ||
Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 6,180 | 6,658 | ||
Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 6,925 | 7,565 | ||
Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 10,780 | 11,438 | ||
Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 14,737 | 16,303 | ||
Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 5,900 | 6,107 | ||
Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 9,000 | 9,033 | ||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 6,345 | 6,907 | ||
Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 5,600 | 5,645 | ||
Caterpillar Inc. | 2.600% | 6/26/22 | 14,537 | 14,949 | ||
Caterpillar Inc. | 3.400% | 5/15/24 | 12,020 | 13,118 | ||
Caterpillar Inc. | 2.600% | 9/19/29 | 6,500 | 7,163 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 13,535 | 14,902 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 3,000 | 4,121 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 9,727 | 14,441 |
66
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Caterpillar Inc. | 5.200% | 5/27/41 | 9,710 | 14,086 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 20,843 | 26,348 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 3,590 | 4,748 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 11,730 | 13,737 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 15,437 | 18,044 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 5,115 | 7,600 | ||
CNH Industrial Capital LLC | 3.875% | 10/15/21 | 2,950 | 3,020 | ||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 6,089 | 6,363 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 2,250 | 2,317 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 28,900 | 31,792 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 4,515 | 4,729 | ||
CNH Industrial NV | 4.500% | 8/15/23 | 3,714 | 4,057 | ||
CNH Industrial NV | 3.850% | 11/15/27 | 6,191 | 6,977 | ||
Crane Co. | 4.450% | 12/15/23 | 6,450 | 7,075 | ||
Crane Co. | 4.200% | 3/15/48 | 7,000 | 7,359 | ||
CRH America Inc. | 5.750% | 1/15/21 | 2,975 | 2,979 | ||
Deere & Co. | 2.600% | 6/8/22 | 33,522 | 34,429 | ||
Deere & Co. | 2.750% | 4/15/25 | 11,900 | 12,928 | ||
Deere & Co. | 5.375% | 10/16/29 | 9,962 | 13,218 | ||
Deere & Co. | 3.100% | 4/15/30 | 8,380 | 9,559 | ||
Deere & Co. | 7.125% | 3/3/31 | 405 | 594 | ||
Deere & Co. | 3.900% | 6/9/42 | 7,714 | 9,800 | ||
Deere & Co. | 2.875% | 9/7/49 | 3,975 | 4,437 | ||
Deere & Co. | 3.750% | 4/15/50 | 15,728 | 20,396 | ||
Dover Corp. | 3.150% | 11/15/25 | 8,890 | 9,801 | ||
Dover Corp. | 2.950% | 11/4/29 | 3,972 | 4,293 | ||
Dover Corp. | 5.375% | 10/15/35 | 2,350 | 3,124 | ||
Dover Corp. | 6.600% | 3/15/38 | 3,115 | 4,450 | ||
Dover Corp. | 5.375% | 3/1/41 | 4,109 | 5,189 | ||
Eagle Materials Inc. | 4.500% | 8/1/26 | 5,080 | 5,281 | ||
Eaton Corp. | 2.750% | 11/2/22 | 20,161 | 21,040 | ||
Eaton Corp. | 3.103% | 9/15/27 | 14,345 | 16,022 | ||
Eaton Corp. | 4.000% | 11/2/32 | 10,017 | 12,117 | ||
Eaton Corp. | 4.150% | 11/2/42 | 4,797 | 5,999 | ||
Eaton Corp. | 3.915% | 9/15/47 | 5,715 | 6,726 | ||
Emerson Electric Co. | 2.625% | 12/1/21 | 15,075 | 15,369 | ||
Emerson Electric Co. | 2.625% | 2/15/23 | 4,200 | 4,377 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 6,150 | 6,803 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 9,650 | 9,708 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 16,525 | 17,436 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 7,000 | 7,358 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 9,200 | 9,731 | ||
Flowserve Corp. | 3.500% | 9/15/22 | 16,830 | 17,454 | ||
Flowserve Corp. | 4.000% | 11/15/23 | 4,225 | 4,472 | ||
Flowserve Corp. | 3.500% | 10/1/30 | 5,620 | 5,971 | ||
Fortive Corp. | 3.150% | 6/15/26 | 10,879 | 12,093 | ||
Fortive Corp. | 4.300% | 6/15/46 | 7,500 | 9,201 | ||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 7,173 | 7,814 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 9,201 | 10,406 | ||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 8,125 | 8,990 | ||
General Dynamics Corp. | 2.250% | 11/15/22 | 10,415 | 10,750 | ||
General Dynamics Corp. | 3.375% | 5/15/23 | 21,885 | 23,401 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 21,190 | 21,983 | ||
General Dynamics Corp. | 2.375% | 11/15/24 | 9,650 | 10,278 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 1,711 | 1,886 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 13,635 | 15,220 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 6,885 | 7,372 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 14,129 | 15,432 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 11,514 | 13,450 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 12,928 | 15,324 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 8,430 | 10,882 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 4,468 | 5,441 | ||
General Dynamics Corp. | 4.250% | 4/1/50 | 8,620 | 11,643 | ||
General Electric Co. | 3.150% | 9/7/22 | 4,979 | 5,198 |
67
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
General Electric Co. | 3.100% | 1/9/23 | 11,432 | 12,011 | ||
General Electric Co. | 3.375% | 3/11/24 | 2,000 | 2,172 | ||
General Electric Co. | 3.450% | 5/15/24 | 9,990 | 10,843 | ||
General Electric Co. | 3.450% | 5/1/27 | 17,575 | 19,812 | ||
General Electric Co. | 3.625% | 5/1/30 | 20,375 | 23,187 | ||
General Electric Co. | 6.750% | 3/15/32 | 28,726 | 40,339 | ||
General Electric Co. | 7.500% | 8/21/35 | 100 | 155 | ||
General Electric Co. | 6.150% | 8/7/37 | 11,748 | 16,088 | ||
General Electric Co. | 5.875% | 1/14/38 | 37,453 | 50,681 | ||
General Electric Co. | 6.875% | 1/10/39 | 24,467 | 35,805 | ||
General Electric Co. | 4.250% | 5/1/40 | 19,829 | 23,402 | ||
General Electric Co. | 4.125% | 10/9/42 | 22,190 | 25,875 | ||
General Electric Co. | 4.500% | 3/11/44 | 12,048 | 14,712 | ||
General Electric Co. | 4.350% | 5/1/50 | 44,063 | 53,337 | ||
Hexcel Corp. | 4.700% | 8/15/25 | 7,300 | 8,158 | ||
Hexcel Corp. | 3.950% | 2/15/27 | 3,250 | 3,513 | ||
Honeywell International Inc. | 4.250% | 3/1/21 | 8,075 | 8,126 | ||
Honeywell International Inc. | 2.150% | 8/8/22 | 7,200 | 7,404 | ||
Honeywell International Inc. | 0.483% | 8/19/22 | 8,125 | 8,137 | ||
Honeywell International Inc. | 3.350% | 12/1/23 | 5,160 | 5,620 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 15,957 | 17,013 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 26,639 | 27,583 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 21,171 | 23,301 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 7,406 | 8,283 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 22,127 | 23,345 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 5,449 | 7,789 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 8,641 | 12,333 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 6,800 | 9,814 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 3,285 | 4,149 | ||
Honeywell International Inc. | 2.800% | 6/1/50 | 11,025 | 12,054 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 4,851 | 5,313 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 3,200 | 3,395 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 12,120 | 13,261 | ||
6 | Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 7,564 | 8,412 | |
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 8,611 | 9,623 | ||
6 | Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 6,575 | 7,773 | |
IDEX Corp. | 3.000% | 5/1/30 | 4,433 | 4,877 | ||
Illinois Tool Works Inc. | 3.375% | 9/15/21 | 765 | 775 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 5,838 | 6,340 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 19,736 | 21,766 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 4,670 | 6,389 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 17,549 | 22,146 | ||
Ingersoll-Rand Global Holding Co. Ltd. | 3.750% | 8/21/28 | 8,100 | 9,360 | ||
Ingersoll-Rand Luxembourg Finance SA | 3.550% | 11/1/24 | 9,724 | 10,743 | ||
Ingersoll-Rand Luxembourg Finance SA | 3.500% | 3/21/26 | 4,425 | 4,993 | ||
Ingersoll-Rand Luxembourg Finance SA | 3.800% | 3/21/29 | 9,475 | 11,079 | ||
Ingersoll-Rand Luxembourg Finance SA | 4.650% | 11/1/44 | 3,445 | 4,403 | ||
Ingersoll-Rand Luxembourg Finance SA | 4.500% | 3/21/49 | 3,700 | 4,824 | ||
John Deere Capital Corp. | 2.800% | 3/4/21 | 6,800 | 6,825 | ||
John Deere Capital Corp. | 2.875% | 3/12/21 | 4,970 | 4,995 | ||
John Deere Capital Corp. | 2.650% | 1/6/22 | 5,100 | 5,221 | ||
John Deere Capital Corp. | 2.750% | 3/15/22 | 2,445 | 2,518 | ||
John Deere Capital Corp. | 1.950% | 6/13/22 | 4,363 | 4,466 | ||
John Deere Capital Corp. | 2.150% | 9/8/22 | 15,950 | 16,467 | ||
John Deere Capital Corp. | 2.700% | 1/6/23 | 1,350 | 1,416 | ||
John Deere Capital Corp. | 2.800% | 1/27/23 | 2,510 | 2,638 | ||
John Deere Capital Corp. | 2.800% | 3/6/23 | 13,088 | 13,806 | ||
John Deere Capital Corp. | 1.200% | 4/6/23 | 749 | 764 | ||
John Deere Capital Corp. | 3.450% | 6/7/23 | 5,500 | 5,912 | ||
John Deere Capital Corp. | 0.700% | 7/5/23 | 3,500 | 3,535 | ||
John Deere Capital Corp. | 0.400% | 10/10/23 | 1,900 | 1,907 | ||
John Deere Capital Corp. | 3.650% | 10/12/23 | 3,655 | 3,994 | ||
John Deere Capital Corp. | 2.600% | 3/7/24 | 4,811 | 5,148 | ||
John Deere Capital Corp. | 3.350% | 6/12/24 | 21,467 | 23,530 |
68
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
John Deere Capital Corp. | 2.650% | 6/24/24 | 5,229 | 5,632 | ||
John Deere Capital Corp. | 2.050% | 1/9/25 | 11,255 | 11,915 | ||
John Deere Capital Corp. | 3.450% | 3/13/25 | 16,648 | 18,647 | ||
John Deere Capital Corp. | 3.400% | 9/11/25 | 4,910 | 5,512 | ||
John Deere Capital Corp. | 2.650% | 6/10/26 | 6,344 | 6,947 | ||
John Deere Capital Corp. | 2.250% | 9/14/26 | 8,875 | 9,573 | ||
John Deere Capital Corp. | 1.750% | 3/9/27 | 6,200 | 6,515 | ||
John Deere Capital Corp. | 2.800% | 9/8/27 | 12,394 | 13,786 | ||
John Deere Capital Corp. | 3.050% | 1/6/28 | 14,260 | 15,967 | ||
John Deere Capital Corp. | 3.450% | 3/7/29 | 7,205 | 8,367 | ||
John Deere Capital Corp. | 2.800% | 7/18/29 | 8,133 | 9,079 | ||
John Deere Capital Corp. | 2.450% | 1/9/30 | 9,744 | 10,619 | ||
Johnson Controls International plc | 3.625% | 7/2/24 | 2,400 | 2,604 | ||
Johnson Controls International plc | 3.900% | 2/14/26 | 5,764 | 6,566 | ||
Johnson Controls International plc | 6.000% | 1/15/36 | 1,296 | 1,831 | ||
Johnson Controls International plc | 4.625% | 7/2/44 | 9,602 | 12,415 | ||
Johnson Controls International plc | 5.125% | 9/14/45 | 3,363 | 4,621 | ||
Johnson Controls International plc | 4.500% | 2/15/47 | 9,046 | 11,901 | ||
Johnson Controls International plc | 4.950% | 7/2/64 | 4,612 | 6,274 | ||
Johnson Controls International plc / Tyco Fire & Security Finance SCA | 1.750% | 9/15/30 | 8,025 | 8,166 | ||
Kennametal Inc. | 3.875% | 2/15/22 | 2,575 | 2,641 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 8,800 | 9,753 | ||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 5,335 | 5,750 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 4,767 | 5,222 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 17,622 | 19,732 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 5,610 | 6,457 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 16,210 | 19,389 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 1,150 | 1,380 | ||
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 6,034 | 6,674 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 8,525 | 8,646 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 4,441 | 5,823 | ||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 6,805 | 10,143 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 3,906 | 5,422 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 4,600 | 4,962 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 15,510 | 16,880 | ||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 5,400 | 6,173 | ||
Legrand France SA | 8.500% | 2/15/25 | 5,145 | 6,704 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 1,075 | 1,133 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 5,500 | 5,610 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 5,850 | 5,927 | ||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 13,587 | 14,277 | ||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 8,695 | 9,468 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 16,268 | 18,427 | ||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 9,500 | 9,943 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 14,954 | 18,058 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 8,865 | 11,638 | ||
Lockheed Martin Corp. | 6.150% | 9/1/36 | 14,739 | 22,134 | ||
Lockheed Martin Corp. | 5.720% | 6/1/40 | 5,965 | 8,719 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 17,716 | 22,845 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 5,782 | 7,150 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 18,740 | 26,349 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 10,800 | 11,664 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 19,106 | 25,181 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 2,000 | 2,229 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 6,400 | 7,141 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 8,000 | 9,073 | ||
Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 6,333 | 6,764 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 10,110 | 12,064 | ||
Masco Corp. | 4.450% | 4/1/25 | 8,596 | 9,889 | ||
Masco Corp. | 4.375% | 4/1/26 | 4,073 | 4,767 | ||
Masco Corp. | 3.500% | 11/15/27 | 7,085 | 8,021 | ||
Masco Corp. | 2.000% | 10/1/30 | 2,000 | 2,033 | ||
Masco Corp. | 4.500% | 5/15/47 | 8,700 | 10,891 |
69
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 10,965 | 11,658 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 6,075 | 6,782 | ||
Northrop Grumman Corp. | 2.550% | 10/15/22 | 9,498 | 9,854 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 4,308 | 4,623 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 9,175 | 9,977 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 12,619 | 14,064 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 27,220 | 30,497 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 15,843 | 19,635 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 6,720 | 9,211 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 6,650 | 9,086 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 14,410 | 19,135 | ||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 5,003 | 6,030 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 26,253 | 32,852 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 13,277 | 19,707 | ||
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 5,316 | 8,056 | ||
Nvent Finance Sarl | 3.950% | 4/15/23 | 2,280 | 2,403 | ||
Nvent Finance Sarl | 4.550% | 4/15/28 | 6,999 | 7,595 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 9,000 | 10,598 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 1,300 | 1,411 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 10,825 | 11,412 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 6,810 | 7,276 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 27,490 | 29,479 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 12,022 | 13,099 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 11,820 | 13,520 | ||
Owens Corning | 4.200% | 12/1/24 | 10,215 | 11,348 | ||
Owens Corning | 3.400% | 8/15/26 | 5,350 | 5,903 | ||
Owens Corning | 3.950% | 8/15/29 | 5,850 | 6,718 | ||
Owens Corning | 3.875% | 6/1/30 | 4,950 | 5,694 | ||
Owens Corning | 7.000% | 12/1/36 | 409 | 582 | ||
Owens Corning | 4.300% | 7/15/47 | 9,000 | 10,782 | ||
Owens Corning | 4.400% | 1/30/48 | 4,250 | 5,100 | ||
Parker-Hannifin Corp. | 3.500% | 9/15/22 | 1,850 | 1,944 | ||
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 7,924 | 8,508 | ||
Parker-Hannifin Corp. | 3.300% | 11/21/24 | 17,198 | 18,804 | ||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 20,768 | 23,170 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 10,993 | 12,417 | ||
Parker-Hannifin Corp. | 4.200% | 11/21/34 | 6,293 | 7,773 | ||
Parker-Hannifin Corp. | 6.250% | 5/15/38 | 6,032 | 8,761 | ||
Parker-Hannifin Corp. | 4.450% | 11/21/44 | 6,315 | 8,063 | ||
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 7,722 | 9,573 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 6,784 | 8,506 | ||
Pentair Finance Sarl | 4.500% | 7/1/29 | 3,200 | 3,800 | ||
Precision Castparts Corp. | 2.500% | 1/15/23 | 21,503 | 22,362 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 14,916 | 16,432 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 7,050 | 8,133 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 3,917 | 4,936 | ||
Raytheon Technologies Corp. | 2.800% | 3/15/22 | 6,150 | 6,311 | ||
Raytheon Technologies Corp. | 2.500% | 12/15/22 | 13,681 | 14,163 | ||
Raytheon Technologies Corp. | 3.650% | 8/16/23 | 1,132 | 1,219 | ||
Raytheon Technologies Corp. | 3.700% | 12/15/23 | 1,100 | 1,178 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 16,913 | 18,214 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 36,055 | 41,355 | ||
Raytheon Technologies Corp. | 2.650% | 11/1/26 | 100 | 109 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 11,900 | 13,446 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 13,917 | 15,542 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 3,010 | 4,040 | ||
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 5,197 | 7,039 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 41,947 | 49,898 | ||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 8,396 | 12,158 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 3,791 | 4,020 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 9,745 | 13,212 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 14,395 | 20,852 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 10,154 | 15,039 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 16,054 | 20,203 |
70
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 15,230 | 22,141 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 1,710 | 2,231 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 8,700 | 11,321 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 40,111 | 52,401 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 4,941 | 6,365 | ||
Raytheon Technologies Corp. | 4.200% | 12/15/44 | 2,950 | 3,509 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 15,772 | 19,974 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 18,395 | 21,651 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 13,866 | 17,895 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 13,996 | 17,315 | ||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 14,980 | 20,231 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 13,000 | 14,293 | ||
Republic Services Inc. | 4.750% | 5/15/23 | 3,256 | 3,557 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 6,385 | 6,808 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 6,896 | 7,560 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 1,100 | 1,104 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 6,977 | 7,686 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 1,185 | 1,340 | ||
Republic Services Inc. | 3.950% | 5/15/28 | 4,119 | 4,838 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 7,739 | 8,144 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 9,691 | 9,467 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 21,525 | 21,526 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 6,263 | 9,283 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 13,998 | 19,876 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 2,445 | 2,642 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 9,050 | 10,542 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 7,400 | 9,911 | ||
Roper Technologies Inc. | 2.800% | 12/15/21 | 15,121 | 15,442 | ||
Roper Technologies Inc. | 0.450% | 8/15/22 | 1,050 | 1,052 | ||
Roper Technologies Inc. | 3.125% | 11/15/22 | 5,715 | 5,969 | ||
Roper Technologies Inc. | 3.650% | 9/15/23 | 1,600 | 1,732 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 3,333 | 3,549 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 8,868 | 8,928 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 2,300 | 2,597 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 3,060 | 3,525 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 10,925 | 10,998 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 12,579 | 14,964 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 13,325 | 14,600 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 11,050 | 11,260 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 13,250 | 13,174 | ||
Snap-on Inc. | 6.125% | 9/1/21 | 3,700 | 3,839 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 1,200 | 1,336 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 3,824 | 4,891 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 8,035 | 8,998 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 5,485 | 6,083 | ||
Sonoco Products Co. | 5.750% | 11/1/40 | 5,950 | 8,078 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 5,666 | 6,397 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 2,050 | 2,497 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 21,922 | 23,456 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 7,458 | 10,339 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 5,950 | 8,290 | ||
Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 12,275 | 12,801 | ||
Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 5,031 | 5,373 | ||
Textron Inc. | 4.300% | 3/1/24 | 3,825 | 4,186 | ||
Textron Inc. | 3.875% | 3/1/25 | 13,626 | 14,952 | ||
Textron Inc. | 4.000% | 3/15/26 | 12,033 | 13,574 | ||
Textron Inc. | 3.650% | 3/15/27 | 5,840 | 6,480 | ||
Textron Inc. | 3.375% | 3/1/28 | 4,629 | 5,105 | ||
Textron Inc. | 3.900% | 9/17/29 | 4,700 | 5,346 | ||
Textron Inc. | 2.450% | 3/15/31 | 3,400 | 3,503 | ||
Timken Co. | 3.875% | 9/1/24 | 1,000 | 1,068 | ||
Timken Co. | 4.500% | 12/15/28 | 10,000 | 11,130 | ||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 4,100 | 4,472 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 5,840 | 8,418 |
71
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 1,782 | 2,202 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 7,950 | 9,252 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 4,975 | 5,876 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 7,023 | 8,015 | ||
Vulcan Materials Co. | 3.900% | 4/1/27 | 2,123 | 2,461 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 10,695 | 12,235 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 11,069 | 13,671 | ||
Wabtec Corp. | 4.400% | 3/15/24 | 11,813 | 12,938 | ||
Wabtec Corp. | 3.450% | 11/15/26 | 10,203 | 11,192 | ||
Wabtec Corp. | 4.950% | 9/15/28 | 11,250 | 13,336 | ||
Waste Connections Inc. | 4.250% | 12/1/28 | 5,325 | 6,327 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 12,036 | 13,674 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 7,983 | 8,555 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 5,000 | 5,348 | ||
Waste Management Inc. | 2.900% | 9/15/22 | 1,230 | 1,275 | ||
Waste Management Inc. | 2.400% | 5/15/23 | 11,550 | 12,052 | ||
Waste Management Inc. | 3.500% | 5/15/24 | 4,634 | 5,055 | ||
Waste Management Inc. | 3.125% | 3/1/25 | 13,985 | 15,324 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 2,450 | 2,458 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 15,782 | 17,748 | ||
Waste Management Inc. | 3.900% | 3/1/35 | 5,300 | 6,454 | ||
Waste Management Inc. | 4.100% | 3/1/45 | 15,620 | 19,608 | ||
Waste Management Inc. | 4.150% | 7/15/49 | 8,200 | 10,897 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 4,171 | 4,484 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 6,175 | 6,486 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 14,004 | 18,769 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 5,487 | 6,490 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 4,255 | 5,383 | ||
Xylem Inc. | 3.250% | 11/1/26 | 4,292 | 4,816 | ||
Xylem Inc. | 1.950% | 1/30/28 | 8,900 | 9,298 | ||
Xylem Inc. | 2.250% | 1/30/31 | 6,625 | 6,968 | ||
Xylem Inc. | 4.375% | 11/1/46 | 6,310 | 7,706 | ||
Communication (2.8%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 12,563 | 14,278 | ||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 3,257 | 3,683 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 7,000 | 6,868 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 6,852 | 8,925 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 19,000 | 18,375 | ||
America Movil SAB de CV | 3.125% | 7/16/22 | 37,085 | 38,568 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 7,300 | 8,268 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 3,200 | 3,475 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 16,598 | 24,903 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 5,333 | 7,620 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 17,906 | 26,432 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 15,086 | 18,805 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 26,313 | 33,803 | ||
American Tower Corp. | 2.250% | 1/15/22 | 9,207 | 9,384 | ||
American Tower Corp. | 3.500% | 1/31/23 | 13,278 | 14,100 | ||
American Tower Corp. | 3.000% | 6/15/23 | 368 | 390 | ||
American Tower Corp. | 0.600% | 1/15/24 | 3,525 | 3,525 | ||
American Tower Corp. | 5.000% | 2/15/24 | 13,190 | 14,913 | ||
American Tower Corp. | 3.375% | 5/15/24 | 9,610 | 10,435 | ||
American Tower Corp. | 2.950% | 1/15/25 | 5,925 | 6,417 | ||
American Tower Corp. | 2.400% | 3/15/25 | 7,962 | 8,467 | ||
American Tower Corp. | 4.000% | 6/1/25 | 16,795 | 18,951 | ||
American Tower Corp. | 1.300% | 9/15/25 | 8,850 | 9,047 | ||
American Tower Corp. | 3.375% | 10/15/26 | 25,498 | 28,619 | ||
American Tower Corp. | 2.750% | 1/15/27 | 625 | 676 | ||
American Tower Corp. | 3.125% | 1/15/27 | 9,170 | 10,059 | ||
American Tower Corp. | 3.550% | 7/15/27 | 11,123 | 12,564 | ||
American Tower Corp. | 3.600% | 1/15/28 | 2,600 | 2,954 | ||
American Tower Corp. | 1.500% | 1/31/28 | 4,000 | 4,020 | ||
American Tower Corp. | 3.950% | 3/15/29 | 12,100 | 14,029 |
72
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American Tower Corp. | 3.800% | 8/15/29 | 22,938 | 26,577 | ||
American Tower Corp. | 2.900% | 1/15/30 | 13,180 | 14,327 | ||
American Tower Corp. | 2.100% | 6/15/30 | 10,100 | 10,343 | ||
American Tower Corp. | 1.875% | 10/15/30 | 10,000 | 10,073 | ||
American Tower Corp. | 3.700% | 10/15/49 | 11,121 | 12,595 | ||
American Tower Corp. | 3.100% | 6/15/50 | 13,606 | 13,968 | ||
American Tower Corp. | 2.950% | 1/15/51 | 3,500 | 3,499 | ||
AT&T Inc. | 3.000% | 6/30/22 | 28,009 | 28,972 | ||
AT&T Inc. | 2.625% | 12/1/22 | 1,275 | 1,321 | ||
AT&T Inc. | 4.050% | 12/15/23 | 6,400 | 7,068 | ||
AT&T Inc. | 4.450% | 4/1/24 | 21,178 | 23,640 | ||
AT&T Inc. | 3.950% | 1/15/25 | 21,656 | 24,363 | ||
AT&T Inc. | 3.400% | 5/15/25 | 28,703 | 31,853 | ||
AT&T Inc. | 3.600% | 7/15/25 | 15,068 | 16,949 | ||
AT&T Inc. | 4.125% | 2/17/26 | 31,300 | 36,183 | ||
AT&T Inc. | 3.800% | 2/15/27 | 15,894 | 18,258 | ||
AT&T Inc. | 4.250% | 3/1/27 | 16,057 | 18,769 | ||
AT&T Inc. | 2.300% | 6/1/27 | 34,975 | 37,281 | ||
AT&T Inc. | 1.650% | 2/1/28 | 27,125 | 27,642 | ||
AT&T Inc. | 4.100% | 2/15/28 | 20,973 | 24,612 | ||
AT&T Inc. | 4.350% | 3/1/29 | 39,230 | 46,664 | ||
AT&T Inc. | 4.300% | 2/15/30 | 38,544 | 46,013 | ||
AT&T Inc. | 2.750% | 6/1/31 | 37,890 | 40,376 | ||
AT&T Inc. | 2.250% | 2/1/32 | 36,530 | 37,000 | ||
6 | AT&T Inc. | 2.550% | 12/1/33 | 45,621 | 46,885 | |
AT&T Inc. | 6.150% | 9/15/34 | 1,575 | 2,140 | ||
AT&T Inc. | 4.500% | 5/15/35 | 32,431 | 39,240 | ||
AT&T Inc. | 5.250% | 3/1/37 | 22,346 | 28,818 | ||
AT&T Inc. | 4.900% | 8/15/37 | 16,760 | 20,896 | ||
AT&T Inc. | 4.850% | 3/1/39 | 24,498 | 30,364 | ||
AT&T Inc. | 5.350% | 9/1/40 | 29,525 | 38,465 | ||
AT&T Inc. | 3.500% | 6/1/41 | 31,255 | 33,695 | ||
AT&T Inc. | 5.550% | 8/15/41 | 22,421 | 29,695 | ||
AT&T Inc. | 5.150% | 3/15/42 | 20,894 | 26,618 | ||
AT&T Inc. | 4.900% | 6/15/42 | 10,494 | 13,085 | ||
AT&T Inc. | 4.300% | 12/15/42 | 20,166 | 23,486 | ||
AT&T Inc. | 3.100% | 2/1/43 | 33,275 | 33,714 | ||
AT&T Inc. | 4.650% | 6/1/44 | 17,689 | 21,090 | ||
AT&T Inc. | 4.350% | 6/15/45 | 13,945 | 15,941 | ||
AT&T Inc. | 4.750% | 5/15/46 | 27,835 | 34,486 | ||
AT&T Inc. | 5.150% | 11/15/46 | 10,499 | 13,697 | ||
AT&T Inc. | 5.450% | 3/1/47 | 18,176 | 24,363 | ||
AT&T Inc. | 4.500% | 3/9/48 | 27,758 | 32,861 | ||
AT&T Inc. | 4.550% | 3/9/49 | 19,917 | 23,917 | ||
AT&T Inc. | 5.150% | 2/15/50 | 21,099 | 27,235 | ||
AT&T Inc. | 3.650% | 6/1/51 | 35,440 | 37,067 | ||
AT&T Inc. | 3.300% | 2/1/52 | 26,875 | 26,638 | ||
6 | AT&T Inc. | 3.500% | 9/15/53 | 83,155 | 83,375 | |
6 | AT&T Inc. | 3.550% | 9/15/55 | 72,369 | 72,420 | |
6 | AT&T Inc. | 3.800% | 12/1/57 | 67,693 | 70,621 | |
6 | AT&T Inc. | 3.650% | 9/15/59 | 81,196 | 81,433 | |
AT&T Inc. | 3.850% | 6/1/60 | 20,056 | 21,036 | ||
AT&T Inc. | 3.500% | 2/1/61 | 18,325 | 18,145 | ||
Bell Canada Inc. | 4.300% | 7/29/49 | 9,178 | 11,920 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 9,450 | 10,421 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 9,550 | 11,735 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 34,613 | 57,259 | ||
CC Holdings GS V LLC / Crown Castle GS III Corp. | 3.849% | 4/15/23 | 11,737 | 12,602 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.464% | 7/23/22 | 39,451 | 41,551 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.500% | 2/1/24 | 12,089 | 13,397 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 34,772 | 40,403 |
73
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 29,972 | 33,603 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.200% | 3/15/28 | 9,485 | 10,879 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.050% | 3/30/29 | 20,216 | 24,475 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.800% | 4/1/31 | 22,290 | 23,536 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.300% | 2/1/32 | 7,250 | 7,230 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.384% | 10/23/35 | 34,109 | 46,692 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 4/1/38 | 14,575 | 18,143 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 43,720 | 61,777 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 31,634 | 39,399 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/48 | 38,903 | 50,832 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.125% | 7/1/49 | 13,450 | 16,360 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/50 | 36,933 | 43,994 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.700% | 4/1/51 | 26,211 | 27,187 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.834% | 10/23/55 | 6,617 | 10,028 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.850% | 4/1/61 | 17,000 | 17,086 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 15,510 | 18,152 | ||
Comcast Corp. | 3.000% | 2/1/24 | 46,540 | 50,093 | ||
Comcast Corp. | 3.600% | 3/1/24 | 6,508 | 7,141 | ||
Comcast Corp. | 3.700% | 4/15/24 | 18,400 | 20,221 | ||
Comcast Corp. | 3.375% | 2/15/25 | 25,666 | 28,354 | ||
Comcast Corp. | 3.100% | 4/1/25 | 1,650 | 1,811 | ||
Comcast Corp. | 3.375% | 8/15/25 | 33,401 | 37,124 | ||
Comcast Corp. | 3.950% | 10/15/25 | 38,062 | 43,589 | ||
Comcast Corp. | 3.150% | 3/1/26 | 22,725 | 25,247 | ||
Comcast Corp. | 2.350% | 1/15/27 | 29,097 | 31,278 | ||
Comcast Corp. | 3.300% | 2/1/27 | 32,924 | 37,052 | ||
Comcast Corp. | 3.300% | 4/1/27 | 14,050 | 15,940 | ||
Comcast Corp. | 3.150% | 2/15/28 | 19,650 | 22,013 | ||
Comcast Corp. | 3.550% | 5/1/28 | 2,700 | 3,108 | ||
Comcast Corp. | 4.150% | 10/15/28 | 53,718 | 64,270 | ||
Comcast Corp. | 2.650% | 2/1/30 | 20,291 | 22,091 | ||
Comcast Corp. | 3.400% | 4/1/30 | 21,700 | 24,937 | ||
Comcast Corp. | 4.250% | 10/15/30 | 27,026 | 33,050 | ||
Comcast Corp. | 1.950% | 1/15/31 | 17,925 | 18,401 | ||
Comcast Corp. | 1.500% | 2/15/31 | 14,125 | 14,004 | ||
Comcast Corp. | 4.250% | 1/15/33 | 22,769 | 28,440 | ||
Comcast Corp. | 7.050% | 3/15/33 | 5,487 | 8,388 | ||
Comcast Corp. | 4.200% | 8/15/34 | 18,428 | 23,093 | ||
Comcast Corp. | 5.650% | 6/15/35 | 5,746 | 8,146 | ||
Comcast Corp. | 4.400% | 8/15/35 | 19,983 | 25,317 | ||
Comcast Corp. | 6.500% | 11/15/35 | 20,063 | 30,882 | ||
Comcast Corp. | 3.200% | 7/15/36 | 12,095 | 13,703 | ||
Comcast Corp. | 6.450% | 3/15/37 | 12,879 | 19,663 | ||
Comcast Corp. | 6.950% | 8/15/37 | 10,239 | 16,360 | ||
Comcast Corp. | 3.900% | 3/1/38 | 6,355 | 7,728 | ||
Comcast Corp. | 6.400% | 5/15/38 | 12,281 | 18,944 | ||
Comcast Corp. | 4.600% | 10/15/38 | 43,503 | 57,039 | ||
Comcast Corp. | 6.550% | 7/1/39 | 5,600 | 8,721 | ||
Comcast Corp. | 3.250% | 11/1/39 | 16,741 | 18,890 |
74
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Comcast Corp. | 6.400% | 3/1/40 | 1,070 | 1,668 | ||
Comcast Corp. | 3.750% | 4/1/40 | 19,825 | 23,900 | ||
Comcast Corp. | 4.650% | 7/15/42 | 21,013 | 28,352 | ||
Comcast Corp. | 4.500% | 1/15/43 | 9,329 | 12,274 | ||
Comcast Corp. | 4.600% | 8/15/45 | 25,330 | 33,835 | ||
Comcast Corp. | 3.400% | 7/15/46 | 13,096 | 15,116 | ||
Comcast Corp. | 4.000% | 8/15/47 | 22,602 | 28,405 | ||
Comcast Corp. | 3.969% | 11/1/47 | 33,108 | 41,289 | ||
Comcast Corp. | 4.000% | 3/1/48 | 7,021 | 8,767 | ||
Comcast Corp. | 4.700% | 10/15/48 | 50,867 | 70,682 | ||
Comcast Corp. | 3.999% | 11/1/49 | 14,469 | 18,186 | ||
Comcast Corp. | 3.450% | 2/1/50 | 18,211 | 21,395 | ||
Comcast Corp. | 2.800% | 1/15/51 | 28,250 | 29,427 | ||
Comcast Corp. | 2.450% | 8/15/52 | 21,483 | 20,835 | ||
Comcast Corp. | 4.049% | 11/1/52 | 21,433 | 27,374 | ||
Comcast Corp. | 4.950% | 10/15/58 | 31,797 | 48,146 | ||
Comcast Corp. | 2.650% | 8/15/62 | 13,100 | 13,102 | ||
Crown Castle International Corp. | 5.250% | 1/15/23 | 13,589 | 14,862 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 7,495 | 7,972 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 8,741 | 9,497 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 4,550 | 4,631 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 12,513 | 14,456 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 17,800 | 20,061 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 7,816 | 8,966 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 24,753 | 27,910 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 32,081 | 36,739 | ||
Crown Castle International Corp. | 4.300% | 2/15/29 | 2,926 | 3,458 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 9,325 | 10,152 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 12,054 | 13,462 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 10,150 | 10,487 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 7,889 | 10,047 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 9,449 | 12,826 | ||
Crown Castle International Corp. | 4.000% | 11/15/49 | 1,041 | 1,211 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 8,473 | 10,168 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 11,108 | 11,500 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 47,179 | 74,480 | ||
Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | 1,717 | 2,899 | ||
Discovery Communications LLC | 2.950% | 3/20/23 | 11,157 | 11,738 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 5,559 | 6,064 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 12,817 | 14,220 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 4,092 | 4,486 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 11,704 | 13,123 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 12,995 | 15,254 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 22,066 | 25,230 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 10,880 | 12,628 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 12,700 | 14,527 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 6,963 | 8,806 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 13,051 | 18,560 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 15,443 | 19,000 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 19,760 | 25,679 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 9,920 | 12,973 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 14,350 | 17,905 | ||
6 | Discovery Communications LLC | 4.000% | 9/15/55 | 20,123 | 22,416 | |
Electronic Arts Inc. | 4.800% | 3/1/26 | 5,228 | 6,218 | ||
Fox Corp. | 3.666% | 1/25/22 | 3,975 | 4,114 | ||
Fox Corp. | 4.030% | 1/25/24 | 17,597 | 19,337 | ||
Fox Corp. | 3.050% | 4/7/25 | 6,500 | 7,116 | ||
Fox Corp. | 4.709% | 1/25/29 | 26,422 | 31,999 | ||
Fox Corp. | 3.500% | 4/8/30 | 9,163 | 10,383 | ||
Fox Corp. | 5.476% | 1/25/39 | 13,298 | 18,191 | ||
Fox Corp. | 5.576% | 1/25/49 | 31,100 | 45,178 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 4,064 | 4,949 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 2,825 | 3,176 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 460 | 701 |
75
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Grupo Televisa SAB | 6.625% | 1/15/40 | 8,443 | 11,839 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 22,616 | 27,347 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 8,328 | 11,525 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 9,850 | 12,445 | ||
Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 9,525 | 10,174 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 8,355 | 9,281 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 6,120 | 7,361 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 8,500 | 10,520 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 6,735 | 9,189 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 8,650 | 12,283 | ||
Moody’s Corp. | 4.500% | 9/1/22 | 14,110 | 14,911 | ||
Moody’s Corp. | 2.625% | 1/15/23 | 2,345 | 2,450 | ||
Moody’s Corp. | 4.875% | 2/15/24 | 8,134 | 9,096 | ||
Moody’s Corp. | 3.750% | 3/24/25 | 4,537 | 5,087 | ||
Moody’s Corp. | 3.250% | 1/15/28 | 6,297 | 7,073 | ||
Moody’s Corp. | 4.250% | 2/1/29 | 1,600 | 1,912 | ||
Moody’s Corp. | 5.250% | 7/15/44 | 7,325 | 10,111 | ||
Moody’s Corp. | 4.875% | 12/17/48 | 150 | 203 | ||
Moody’s Corp. | 3.250% | 5/20/50 | 4,660 | 5,091 | ||
Moody’s Corp. | 2.550% | 8/18/60 | 7,050 | 6,595 | ||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 11,915 | 18,698 | ||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 7,630 | 11,627 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 14,019 | 18,272 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 7,172 | 7,594 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 4,775 | 5,724 | ||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.625% | 5/1/22 | 14,118 | 14,719 | ||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.650% | 11/1/24 | 13,446 | 14,823 | ||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.600% | 4/15/26 | 28,376 | 32,331 | ||
Orange SA | 9.000% | 3/1/31 | 25,070 | 41,012 | ||
Orange SA | 5.375% | 1/13/42 | 17,050 | 24,240 | ||
Orange SA | 5.500% | 2/6/44 | 5,606 | 8,159 | ||
RELX Capital Inc. | 3.500% | 3/16/23 | 8,967 | 9,543 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 2,050 | 2,428 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 8,000 | 8,890 | ||
Rogers Communications Inc. | 3.000% | 3/15/23 | 5,602 | 5,882 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,060 | 6,612 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 5,652 | 6,379 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 13,155 | 14,553 | ||
Rogers Communications Inc. | 7.500% | 8/15/38 | 3,048 | 4,744 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 9,398 | 11,906 | ||
Rogers Communications Inc. | 5.450% | 10/1/43 | 100 | 140 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 5,300 | 7,234 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 6,500 | 8,228 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 27,079 | 34,596 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 5,040 | 5,854 | ||
S&P Global Inc. | 4.000% | 6/15/25 | 11,172 | 12,698 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 1,700 | 1,879 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 10,075 | 10,969 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 8,250 | 8,177 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 8,415 | 9,810 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 12,658 | 11,956 | ||
6 | T-Mobile USA Inc. | 3.500% | 4/15/25 | 39,950 | 44,153 | |
6 | T-Mobile USA Inc. | 1.500% | 2/15/26 | 15,425 | 15,805 | |
6 | T-Mobile USA Inc. | 3.750% | 4/15/27 | 59,399 | 67,543 | |
6 | T-Mobile USA Inc. | 2.050% | 2/15/28 | 23,691 | 24,648 | |
6 | T-Mobile USA Inc. | 3.875% | 4/15/30 | 95,940 | 111,044 | |
6 | T-Mobile USA Inc. | 2.550% | 2/15/31 | 35,120 | 36,852 | |
6 | T-Mobile USA Inc. | 2.250% | 11/15/31 | 8,000 | 8,205 | |
6 | T-Mobile USA Inc. | 4.375% | 4/15/40 | 27,263 | 33,095 | |
6 | T-Mobile USA Inc. | 3.000% | 2/15/41 | 29,675 | 30,739 | |
6 | T-Mobile USA Inc. | 4.500% | 4/15/50 | 41,925 | 51,991 | |
6 | T-Mobile USA Inc. | 3.300% | 2/15/51 | 37,000 | 38,102 | |
6 | T-Mobile USA Inc. | 3.600% | 11/15/60 | 12,475 | 13,254 | |
TCI Communications Inc. | 7.875% | 2/15/26 | 6,143 | 8,238 |
76
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
TCI Communications Inc. | 7.125% | 2/15/28 | 3,972 | 5,461 | ||
Telefonica Emisiones SAU | 4.570% | 4/27/23 | 8,757 | 9,568 | ||
Telefonica Emisiones SAU | 4.103% | 3/8/27 | 19,845 | 22,910 | ||
Telefonica Emisiones SAU | 7.045% | 6/20/36 | 26,553 | 39,734 | ||
Telefonica Emisiones SAU | 4.665% | 3/6/38 | 15,838 | 19,080 | ||
Telefonica Emisiones SAU | 5.213% | 3/8/47 | 33,061 | 42,448 | ||
Telefonica Emisiones SAU | 4.895% | 3/6/48 | 21,666 | 27,041 | ||
Telefonica Emisiones SAU | 5.520% | 3/1/49 | 18,909 | 25,479 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 7,577 | 11,537 | ||
TELUS Corp. | 2.800% | 2/16/27 | 9,635 | 10,525 | ||
TELUS Corp. | 4.600% | 11/16/48 | 1,100 | 1,440 | ||
TELUS Corp. | 4.300% | 6/15/49 | 13,615 | 16,993 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 9,789 | 10,727 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 6,100 | 6,828 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 8,250 | 10,969 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 3,795 | 5,245 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 4,525 | 6,087 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 15,856 | 21,622 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 18,606 | 27,551 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 19,717 | 28,134 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 19,938 | 26,391 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 18,043 | 23,220 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 24,845 | 28,929 | ||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 2,689 | 3,143 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 8,580 | 13,260 | ||
TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 850 | 944 | ||
Verizon Communications Inc. | 5.150% | 9/15/23 | 45,006 | 50,657 | ||
Verizon Communications Inc. | 3.500% | 11/1/24 | 22,146 | 24,418 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 30,089 | 33,398 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 26,100 | 26,269 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 34,980 | 38,291 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 40,302 | 47,520 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 4,000 | 4,431 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 53,949 | 64,781 | ||
Verizon Communications Inc. | 3.875% | 2/8/29 | 1,485 | 1,743 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 51,965 | 61,606 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 19,706 | 22,086 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 8,425 | 8,292 | ||
6 | Verizon Communications Inc. | 1.680% | 10/30/30 | 32,986 | 32,759 | |
Verizon Communications Inc. | 1.750% | 1/20/31 | 32,000 | 31,809 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 39,391 | 49,655 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 36,935 | 46,098 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 35,703 | 44,152 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 29,597 | 40,192 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 17,885 | 23,180 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 35,050 | 35,442 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 21,988 | 28,954 | ||
Verizon Communications Inc. | 3.850% | 11/1/42 | 11,126 | 13,158 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 21,143 | 25,802 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 60,272 | 80,888 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 53,681 | 69,666 | ||
Verizon Communications Inc. | 5.012% | 4/15/49 | 30,014 | 41,583 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 18,270 | 22,104 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 30,000 | 30,170 | ||
Verizon Communications Inc. | 4.672% | 3/15/55 | 37,875 | 50,408 | ||
6 | Verizon Communications Inc. | 2.987% | 10/30/56 | 47,217 | 47,430 | |
Verizon Communications Inc. | 3.000% | 11/20/60 | 26,100 | 26,182 | ||
ViacomCBS Inc. | 3.375% | 3/1/22 | 3,818 | 3,911 | ||
ViacomCBS Inc. | 4.250% | 9/1/23 | 13,868 | 15,075 | ||
ViacomCBS Inc. | 3.875% | 4/1/24 | 5,530 | 6,025 | ||
ViacomCBS Inc. | 3.700% | 8/15/24 | 9,375 | 10,263 | ||
ViacomCBS Inc. | 3.500% | 1/15/25 | 3,971 | 4,354 | ||
ViacomCBS Inc. | 4.750% | 5/15/25 | 16,248 | 18,855 | ||
ViacomCBS Inc. | 4.000% | 1/15/26 | 9,299 | 10,616 |
77
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ViacomCBS Inc. | 2.900% | 1/15/27 | 16,578 | 18,160 | ||
ViacomCBS Inc. | 3.375% | 2/15/28 | 7,208 | 8,101 | ||
ViacomCBS Inc. | 3.700% | 6/1/28 | 9,560 | 10,899 | ||
ViacomCBS Inc. | 4.200% | 6/1/29 | 3,136 | 3,731 | ||
ViacomCBS Inc. | 7.875% | 7/30/30 | 5,679 | 8,465 | ||
ViacomCBS Inc. | 4.950% | 1/15/31 | 29,161 | 36,571 | ||
ViacomCBS Inc. | 4.200% | 5/19/32 | 16,250 | 19,562 | ||
ViacomCBS Inc. | 5.500% | 5/15/33 | 4,111 | 5,265 | ||
ViacomCBS Inc. | 6.875% | 4/30/36 | 14,847 | 21,533 | ||
ViacomCBS Inc. | 5.900% | 10/15/40 | 4,938 | 6,536 | ||
ViacomCBS Inc. | 4.850% | 7/1/42 | 6,335 | 7,710 | ||
ViacomCBS Inc. | 4.375% | 3/15/43 | 23,153 | 27,331 | ||
ViacomCBS Inc. | 5.850% | 9/1/43 | 16,831 | 23,112 | ||
ViacomCBS Inc. | 5.250% | 4/1/44 | 410 | 527 | ||
ViacomCBS Inc. | 4.900% | 8/15/44 | 10,481 | 12,923 | ||
ViacomCBS Inc. | 4.600% | 1/15/45 | 7,340 | 8,687 | ||
ViacomCBS Inc. | 4.950% | 5/19/50 | 17,300 | 22,194 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 43,371 | 47,378 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 19,039 | 21,749 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 38,665 | 46,256 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 2,878 | 4,260 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 8,200 | 11,322 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 5,782 | 8,315 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 29,864 | 38,847 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 18,063 | 22,336 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 37,657 | 52,217 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 23,725 | 31,579 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 31,175 | 38,364 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 4,391 | 6,035 | ||
Walt Disney Co. | 2.550% | 2/15/22 | 4,081 | 4,181 | ||
Walt Disney Co. | 2.450% | 3/4/22 | 4,730 | 4,846 | ||
Walt Disney Co. | 1.650% | 9/1/22 | 7,488 | 7,645 | ||
Walt Disney Co. | 3.000% | 9/15/22 | 27,260 | 28,460 | ||
Walt Disney Co. | 2.350% | 12/1/22 | 6,186 | 6,429 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 10,031 | 10,443 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 8,240 | 9,140 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 14,335 | 15,876 | ||
Walt Disney Co. | 3.150% | 9/17/25 | 17,438 | 19,295 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 12,645 | 14,306 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 19,000 | 19,871 | ||
Walt Disney Co. | 3.000% | 2/13/26 | 10,875 | 12,024 | ||
Walt Disney Co. | 1.850% | 7/30/26 | 30,931 | 32,497 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 8,963 | 10,095 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 1,300 | 1,498 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 13,900 | 14,860 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 23,500 | 24,519 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 11,070 | 13,175 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 39,025 | 42,802 | ||
Walt Disney Co. | 7.000% | 3/1/32 | 5,745 | 8,630 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 13,290 | 19,356 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 17,401 | 26,114 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 18,057 | 27,983 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 18,513 | 26,986 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 4,300 | 6,782 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 9,365 | 12,456 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 24,075 | 28,247 | ||
Walt Disney Co. | 6.150% | 2/15/41 | 194 | 297 | ||
Walt Disney Co. | 4.375% | 8/16/41 | 10,750 | 13,664 | ||
Walt Disney Co. | 4.125% | 12/1/41 | 12,524 | 15,556 | ||
Walt Disney Co. | 3.700% | 12/1/42 | 10,352 | 12,255 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 11,230 | 16,416 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 14,969 | 20,499 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 1,250 | 1,745 | ||
Walt Disney Co. | 3.000% | 7/30/46 | 2,535 | 2,774 |
78
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Walt Disney Co. | 4.750% | 11/15/46 | 3,098 | 4,166 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 17,335 | 18,314 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 20,310 | 28,620 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 33,500 | 40,639 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 18,400 | 23,098 | ||
Weibo Corp. | 3.500% | 7/5/24 | 12,900 | 13,492 | ||
Weibo Corp. | 3.375% | 7/8/30 | 11,790 | 12,039 | ||
WPP Finance 2010 | 3.625% | 9/7/22 | 9,511 | 9,999 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 6,315 | 6,998 | ||
Consumer Cyclical (2.1%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 11,423 | 13,079 | ||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 3,000 | 3,154 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 27,894 | 30,683 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 34,926 | 39,009 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 7,965 | 9,848 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 20,190 | 23,771 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 19,125 | 24,053 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 13,652 | 18,213 | ||
Amazon.com Inc. | 3.300% | 12/5/21 | 24,564 | 25,110 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 9,243 | 9,586 | ||
Amazon.com Inc. | 2.400% | 2/22/23 | 18,820 | 19,638 | ||
Amazon.com Inc. | 0.400% | 6/3/23 | 10,499 | 10,555 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 24,132 | 26,097 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 7,218 | 8,105 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 9,825 | 9,964 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 18,153 | 22,062 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 24,932 | 25,418 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 25,908 | 29,462 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 26,775 | 27,183 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 17,399 | 23,799 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 41,198 | 51,147 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 19,886 | 29,052 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 42,842 | 56,505 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 31,630 | 32,701 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 30,170 | 42,585 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 26,975 | 28,828 | ||
American Honda Finance Corp. | 3.150% | 1/8/21 | 9,675 | 9,677 | ||
American Honda Finance Corp. | 1.650% | 7/12/21 | 11,105 | 11,183 | ||
American Honda Finance Corp. | 1.700% | 9/9/21 | 16,000 | 16,149 | ||
American Honda Finance Corp. | 3.375% | 12/10/21 | 3,550 | 3,651 | ||
American Honda Finance Corp. | 2.200% | 6/27/22 | 8,935 | 9,182 | ||
American Honda Finance Corp. | 0.400% | 10/21/22 | 9,500 | 9,507 | ||
American Honda Finance Corp. | 2.600% | 11/16/22 | 6,100 | 6,354 | ||
American Honda Finance Corp. | 2.050% | 1/10/23 | 2,520 | 2,605 | ||
American Honda Finance Corp. | 1.950% | 5/10/23 | 12,146 | 12,589 | ||
American Honda Finance Corp. | 0.875% | 7/7/23 | 5,250 | 5,312 | ||
American Honda Finance Corp. | 3.450% | 7/14/23 | 5,150 | 5,536 | ||
American Honda Finance Corp. | 0.650% | 9/8/23 | 9,000 | 9,052 | ||
American Honda Finance Corp. | 3.625% | 10/10/23 | 1,504 | 1,635 | ||
American Honda Finance Corp. | 3.550% | 1/12/24 | 1,175 | 1,280 | ||
American Honda Finance Corp. | 2.900% | 2/16/24 | 12,775 | 13,676 | ||
American Honda Finance Corp. | 2.400% | 6/27/24 | 8,926 | 9,487 | ||
American Honda Finance Corp. | 2.150% | 9/10/24 | 13,870 | 14,659 | ||
American Honda Finance Corp. | 1.200% | 7/8/25 | 5,300 | 5,418 | ||
American Honda Finance Corp. | 1.000% | 9/10/25 | 9,578 | 9,687 | ||
American Honda Finance Corp. | 2.300% | 9/9/26 | 6,950 | 7,483 | ||
American Honda Finance Corp. | 2.350% | 1/8/27 | 7,765 | 8,339 | ||
American Honda Finance Corp. | 3.500% | 2/15/28 | 6,325 | 7,249 | ||
Aptiv Corp. | 4.150% | 3/15/24 | 8,120 | 8,919 | ||
Aptiv plc | 4.250% | 1/15/26 | 11,075 | 12,779 | ||
Aptiv plc | 4.350% | 3/15/29 | 1,950 | 2,247 | ||
Aptiv plc | 4.400% | 10/1/46 | 4,245 | 4,586 | ||
Aptiv plc | 5.400% | 3/15/49 | 4,400 | 5,477 |
79
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 17,530 | 19,733 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 12,150 | 11,995 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 5,183 | 5,596 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 10,875 | 12,182 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 6,865 | 7,589 | ||
AutoZone Inc. | 3.700% | 4/15/22 | 7,611 | 7,881 | ||
AutoZone Inc. | 2.875% | 1/15/23 | 6,930 | 7,231 | ||
AutoZone Inc. | 3.125% | 7/15/23 | 660 | 700 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 5,000 | 5,380 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 13,685 | 14,968 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 9,680 | 10,651 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 11,000 | 12,575 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 9,652 | 11,071 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 15,620 | 18,395 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 14,150 | 14,043 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 10,200 | 12,244 | ||
Best Buy Co. Inc. | 1.950% | 10/1/30 | 3,500 | 3,512 | ||
Block Financial LLC | 5.500% | 11/1/22 | 2,865 | 3,048 | ||
Block Financial LLC | 5.250% | 10/1/25 | 12,365 | 14,126 | ||
Block Financial LLC | 3.875% | 8/15/30 | 8,975 | 9,694 | ||
Booking Holdings Inc. | 2.750% | 3/15/23 | 6,427 | 6,737 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 10,375 | 11,489 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 28,135 | 31,845 | ||
Booking Holdings Inc. | 4.500% | 4/13/27 | 5,203 | 6,202 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 8,205 | 9,380 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 11,905 | 14,763 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 5,846 | 6,438 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 13,725 | 14,744 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 7,565 | 8,814 | ||
Costco Wholesale Corp. | 2.300% | 5/18/22 | 14,126 | 14,497 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 18,986 | 20,379 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 12,463 | 13,972 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 25,605 | 26,370 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 31,604 | 32,334 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 15,586 | 16,176 | ||
Cummins Inc. | 3.650% | 10/1/23 | 2,200 | 2,383 | ||
Cummins Inc. | 0.750% | 9/1/25 | 3,075 | 3,093 | ||
Cummins Inc. | 1.500% | 9/1/30 | 8,500 | 8,543 | ||
Cummins Inc. | 4.875% | 10/1/43 | 8,520 | 11,883 | ||
Cummins Inc. | 2.600% | 9/1/50 | 7,131 | 7,269 | ||
Daimler Finance North America LLC | 8.500% | 1/18/31 | 6,812 | 10,750 | ||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 5,550 | 6,080 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 5,270 | 5,811 | ||
Dollar General Corp. | 3.250% | 4/15/23 | 15,580 | 16,488 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 11,484 | 13,179 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 8,547 | 9,874 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 8,074 | 9,533 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 4,200 | 4,825 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 16,106 | 20,333 | ||
Dollar Tree Inc. | 3.700% | 5/15/23 | 3,925 | 4,203 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 19,401 | 21,876 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 15,241 | 18,026 | ||
DR Horton Inc. | 4.375% | 9/15/22 | 6,442 | 6,792 | ||
DR Horton Inc. | 4.750% | 2/15/23 | 4,193 | 4,511 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 7,020 | 7,874 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 9,975 | 10,641 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 8,174 | 8,810 | ||
DR Horton Inc. | 1.400% | 10/15/27 | 4,000 | 4,009 | ||
eBay Inc. | 3.800% | 3/9/22 | 6,132 | 6,358 | ||
eBay Inc. | 2.600% | 7/15/22 | 9,105 | 9,362 | ||
eBay Inc. | 2.750% | 1/30/23 | 9,215 | 9,638 | ||
eBay Inc. | 3.450% | 8/1/24 | 8,346 | 9,084 | ||
eBay Inc. | 1.900% | 3/11/25 | 13,200 | 13,853 | ||
eBay Inc. | 3.600% | 6/5/27 | 12,787 | 14,552 |
80
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
eBay Inc. | 2.700% | 3/11/30 | 18,458 | 19,821 | ||
eBay Inc. | 4.000% | 7/15/42 | 11,330 | 12,833 | ||
6 | Expedia Group Inc. | 3.600% | 12/15/23 | 2,100 | 2,235 | |
Expedia Group Inc. | 4.500% | 8/15/24 | 8,705 | 9,510 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 20,296 | 22,611 | ||
6 | Expedia Group Inc. | 4.625% | 8/1/27 | 5,400 | 6,023 | |
Expedia Group Inc. | 3.800% | 2/15/28 | 12,525 | 13,431 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 7,881 | 8,153 | ||
Ford Foundation | 2.415% | 6/1/50 | 5,025 | 5,122 | ||
Ford Foundation | 2.815% | 6/1/70 | 7,950 | 8,502 | ||
General Motors Co. | 4.875% | 10/2/23 | 18,553 | 20,580 | ||
General Motors Co. | 5.400% | 10/2/23 | 1,450 | 1,628 | ||
General Motors Co. | 4.000% | 4/1/25 | 5,981 | 6,621 | ||
General Motors Co. | 6.125% | 10/1/25 | 2,200 | 2,664 | ||
General Motors Co. | 4.200% | 10/1/27 | 3,413 | 3,858 | ||
General Motors Co. | 5.000% | 10/1/28 | 7,499 | 8,887 | ||
General Motors Co. | 5.000% | 4/1/35 | 21,546 | 25,856 | ||
General Motors Co. | 6.600% | 4/1/36 | 14,517 | 19,797 | ||
General Motors Co. | 5.150% | 4/1/38 | 11,619 | 14,002 | ||
General Motors Co. | 6.250% | 10/2/43 | 19,812 | 26,565 | ||
General Motors Co. | 5.200% | 4/1/45 | 12,825 | 15,578 | ||
General Motors Co. | 6.750% | 4/1/46 | 17,593 | 25,205 | ||
General Motors Co. | 5.400% | 4/1/48 | 17,101 | 21,437 | ||
General Motors Co. | 5.950% | 4/1/49 | 11,034 | 14,830 | ||
General Motors Financial Co. Inc. | 4.200% | 3/1/21 | 15,688 | 15,734 | ||
General Motors Financial Co. Inc. | 3.550% | 4/9/21 | 7,760 | 7,815 | ||
General Motors Financial Co. Inc. | 3.200% | 7/6/21 | 11,731 | 11,852 | ||
General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 7,250 | 7,446 | ||
General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 4,850 | 4,989 | ||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 10,149 | 10,413 | ||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 18,685 | 19,231 | ||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 9,921 | 10,270 | ||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 6,550 | 6,836 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 3,720 | 3,895 | ||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 12,350 | 13,540 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 14,505 | 15,375 | ||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 13,437 | 14,496 | ||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 12,125 | 13,038 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 16,000 | 16,390 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 16,950 | 18,921 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 15,896 | 17,265 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 19,452 | 20,994 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 27,522 | 30,212 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 30,567 | 32,609 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 12,965 | 14,517 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 8,300 | 8,862 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 33,537 | 37,568 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 11,225 | 13,210 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 15,121 | 16,984 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 22,360 | 25,438 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 12,700 | 13,398 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 7,550 | 8,365 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 10,025 | 12,380 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 14,000 | 15,560 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 6,911 | 6,849 | ||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 11/1/23 | 5,800 | 6,336 | ||
GLP Capital LP / GLP Financing II Inc. | 3.350% | 9/1/24 | 4,959 | 5,212 | ||
GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 10,496 | 11,820 | ||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 12,281 | 14,092 | ||
GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 1,050 | 1,242 | ||
GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 4,975 | 5,772 | ||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/30 | 8,300 | 9,022 | ||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 8,306 | 9,039 | ||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 11,790 | 13,378 |
81
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Harman International Industries Inc. | 4.150% | 5/15/25 | 5,436 | 6,049 | ||
Home Depot Inc. | 4.400% | 4/1/21 | 35,273 | 35,272 | ||
Home Depot Inc. | 3.250% | 3/1/22 | 6,215 | 6,428 | ||
Home Depot Inc. | 2.625% | 6/1/22 | 6,750 | 6,958 | ||
Home Depot Inc. | 2.700% | 4/1/23 | 5,730 | 6,010 | ||
Home Depot Inc. | 3.750% | 2/15/24 | 16,673 | 18,275 | ||
Home Depot Inc. | 3.350% | 9/15/25 | 2,843 | 3,201 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 15,550 | 17,329 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 10,630 | 11,464 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 20,257 | 22,145 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 25,812 | 28,767 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 8,583 | 10,283 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 22,050 | 25,024 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 26,335 | 29,350 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 33,328 | 50,437 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 18,570 | 21,850 | ||
Home Depot Inc. | 5.400% | 9/15/40 | 7,245 | 10,547 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 10,732 | 16,673 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 22,600 | 29,298 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 12,874 | 18,135 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 11,568 | 15,411 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 16,603 | 22,112 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 12,850 | 16,324 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 13,830 | 19,389 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 23,650 | 27,134 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 20,150 | 23,861 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 13,031 | 16,180 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 5,101 | 5,348 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 2,150 | 2,405 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 8,528 | 9,356 | ||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 2,000 | 2,448 | ||
IHS Markit Ltd. | 3.625% | 5/1/24 | 5,170 | 5,635 | ||
IHS Markit Ltd. | 4.750% | 8/1/28 | 9,835 | 12,085 | ||
IHS Markit Ltd. | 4.250% | 5/1/29 | 8,382 | 10,090 | ||
JD.com Inc. | 3.125% | 4/29/21 | 5,000 | 5,038 | ||
JD.com Inc. | 3.875% | 4/29/26 | 5,420 | 6,029 | ||
JD.com Inc. | 3.375% | 1/14/30 | 9,400 | 10,221 | ||
JD.com Inc. | 4.125% | 1/14/50 | 4,850 | 5,335 | ||
Kohl’s Corp. | 3.250% | 2/1/23 | 1,108 | 1,140 | ||
Kohl’s Corp. | 4.750% | 12/15/23 | 584 | 625 | ||
Kohl’s Corp. | 9.500% | 5/15/25 | 4,649 | 6,026 | ||
Kohl’s Corp. | 4.250% | 7/17/25 | 11,347 | 12,311 | ||
Kohl’s Corp. | 5.550% | 7/17/45 | 6,100 | 6,542 | ||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 21,661 | 22,931 | ||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 8,000 | 8,355 | ||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 5,400 | 5,760 | ||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 5,325 | 5,733 | ||
Lear Corp. | 3.800% | 9/15/27 | 3,265 | 3,639 | ||
Lear Corp. | 4.250% | 5/15/29 | 7,950 | 9,028 | ||
Lear Corp. | 3.500% | 5/30/30 | 5,405 | 5,858 | ||
Lear Corp. | 5.250% | 5/15/49 | 8,030 | 9,792 | ||
Lennar Corp. | 4.750% | 11/15/22 | 6,600 | 6,996 | ||
Lennar Corp. | 4.875% | 12/15/23 | 2,800 | 3,097 | ||
Lennar Corp. | 4.500% | 4/30/24 | 13,700 | 15,190 | ||
Lennar Corp. | 4.750% | 5/30/25 | 7,500 | 8,569 | ||
Lennar Corp. | 5.250% | 6/1/26 | 7,300 | 8,650 | ||
Lennar Corp. | 4.750% | 11/29/27 | 13,800 | 16,301 | ||
Lowe’s Cos. Inc. | 3.120% | 4/15/22 | 8,993 | 9,247 | ||
Lowe’s Cos. Inc. | 3.875% | 9/15/23 | 14,801 | 16,072 | ||
Lowe’s Cos. Inc. | 3.125% | 9/15/24 | 9,424 | 10,224 | ||
Lowe’s Cos. Inc. | 4.000% | 4/15/25 | 4,600 | 5,226 | ||
Lowe’s Cos. Inc. | 3.375% | 9/15/25 | 16,083 | 17,937 | ||
Lowe’s Cos. Inc. | 2.500% | 4/15/26 | 18,062 | 19,535 | ||
Lowe’s Cos. Inc. | 3.100% | 5/3/27 | 18,965 | 21,254 |
82
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lowe’s Cos. Inc. | 1.300% | 4/15/28 | 13,460 | 13,549 | ||
Lowe’s Cos. Inc. | 6.500% | 3/15/29 | 1,214 | 1,643 | ||
Lowe’s Cos. Inc. | 3.650% | 4/5/29 | 26,466 | 30,850 | ||
Lowe’s Cos. Inc. | 4.500% | 4/15/30 | 14,105 | 17,455 | ||
Lowe’s Cos. Inc. | 1.700% | 10/15/30 | 16,158 | 16,288 | ||
Lowe’s Cos. Inc. | 5.000% | 4/15/40 | 7,928 | 10,780 | ||
Lowe’s Cos. Inc. | 4.250% | 9/15/44 | 1,119 | 1,329 | ||
Lowe’s Cos. Inc. | 3.700% | 4/15/46 | 16,613 | 19,530 | ||
Lowe’s Cos. Inc. | 4.050% | 5/3/47 | 20,050 | 24,805 | ||
Lowe’s Cos. Inc. | 4.550% | 4/5/49 | 14,400 | 19,132 | ||
Lowe’s Cos. Inc. | 5.125% | 4/15/50 | 8,000 | 11,815 | ||
Lowe’s Cos. Inc. | 3.000% | 10/15/50 | 14,000 | 14,904 | ||
Magna International Inc. | 3.625% | 6/15/24 | 17,202 | 18,772 | ||
Magna International Inc. | 4.150% | 10/1/25 | 3,914 | 4,485 | ||
Magna International Inc. | 2.450% | 6/15/30 | 4,750 | 5,102 | ||
Marriott International Inc. | 3.125% | 10/15/21 | 7,202 | 7,285 | ||
Marriott International Inc. | 3.250% | 9/15/22 | 4,850 | 4,977 | ||
Marriott International Inc. | 2.125% | 10/3/22 | 5,805 | 5,888 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 7,348 | 7,948 | ||
Marriott International Inc. | 5.750% | 5/1/25 | 600 | 700 | ||
Marriott International Inc. | 3.750% | 10/1/25 | 6,310 | 6,807 | ||
Marriott International Inc. | 3.125% | 6/15/26 | 11,139 | 11,859 | ||
Marriott International Inc. | 4.000% | 4/15/28 | 9,920 | 10,880 | ||
Marriott International Inc. | 4.650% | 12/1/28 | 2,600 | 3,014 | ||
Marriott International Inc. | 4.625% | 6/15/30 | 9,250 | 10,843 | ||
Marriott International Inc. | 3.500% | 10/15/32 | 13,000 | 14,237 | ||
Mastercard Inc. | 2.000% | 11/21/21 | 4,405 | 4,471 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 17,787 | 19,463 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 13,267 | 14,078 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 16,490 | 18,421 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 14,050 | 16,014 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 5,545 | 6,410 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 9,571 | 10,767 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 14,290 | 16,621 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 7,663 | 9,679 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 7,473 | 9,649 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 16,175 | 19,992 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 18,005 | 23,140 | ||
McDonald’s Corp. | 2.625% | 1/15/22 | 26,955 | 27,599 | ||
McDonald’s Corp. | 3.350% | 4/1/23 | 15,365 | 16,337 | ||
McDonald’s Corp. | 3.250% | 6/10/24 | 3,260 | 3,556 | ||
McDonald’s Corp. | 3.375% | 5/26/25 | 11,663 | 12,942 | ||
McDonald’s Corp. | 3.300% | 7/1/25 | 6,125 | 6,812 | ||
McDonald’s Corp. | 1.450% | 9/1/25 | 600 | 621 | ||
McDonald’s Corp. | 3.700% | 1/30/26 | 18,761 | 21,305 | ||
McDonald’s Corp. | 3.500% | 3/1/27 | 13,013 | 14,809 | ||
McDonald’s Corp. | 3.500% | 7/1/27 | 7,180 | 8,217 | ||
McDonald’s Corp. | 3.800% | 4/1/28 | 25,850 | 30,200 | ||
McDonald’s Corp. | 2.625% | 9/1/29 | 14,602 | 15,965 | ||
McDonald’s Corp. | 2.125% | 3/1/30 | 7,029 | 7,399 | ||
McDonald’s Corp. | 3.600% | 7/1/30 | 25,700 | 30,076 | ||
McDonald’s Corp. | 4.700% | 12/9/35 | 15,883 | 20,621 | ||
McDonald’s Corp. | 6.300% | 10/15/37 | 5,013 | 7,530 | ||
McDonald’s Corp. | 6.300% | 3/1/38 | 11,981 | 18,126 | ||
McDonald’s Corp. | 5.700% | 2/1/39 | 11,874 | 16,986 | ||
McDonald’s Corp. | 3.700% | 2/15/42 | 7,379 | 8,601 | ||
McDonald’s Corp. | 3.625% | 5/1/43 | 5,404 | 6,215 | ||
McDonald’s Corp. | 4.600% | 5/26/45 | 8,997 | 11,704 | ||
McDonald’s Corp. | 4.875% | 12/9/45 | 22,710 | 30,649 | ||
McDonald’s Corp. | 4.450% | 3/1/47 | 12,717 | 16,475 | ||
McDonald’s Corp. | 4.450% | 9/1/48 | 8,920 | 11,641 | ||
McDonald’s Corp. | 3.625% | 9/1/49 | 21,855 | 25,492 | ||
McDonald’s Corp. | 4.200% | 4/1/50 | 15,385 | 19,761 | ||
NIKE Inc. | 2.250% | 5/1/23 | 6,330 | 6,590 |
83
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
NIKE Inc. | 2.400% | 3/27/25 | 6,150 | 6,614 | ||
NIKE Inc. | 2.375% | 11/1/26 | 18,230 | 19,880 | ||
NIKE Inc. | 2.750% | 3/27/27 | 11,950 | 13,210 | ||
NIKE Inc. | 2.850% | 3/27/30 | 9,775 | 11,049 | ||
NIKE Inc. | 3.250% | 3/27/40 | 10,131 | 11,740 | ||
NIKE Inc. | 3.625% | 5/1/43 | 8,463 | 10,274 | ||
NIKE Inc. | 3.875% | 11/1/45 | 14,854 | 18,985 | ||
NIKE Inc. | 3.375% | 11/1/46 | 14,245 | 16,803 | ||
NIKE Inc. | 3.375% | 3/27/50 | 19,250 | 23,652 | ||
NVR Inc. | 3.950% | 9/15/22 | 8,836 | 9,279 | ||
NVR Inc. | 3.000% | 5/15/30 | 11,700 | 12,707 | ||
O’Reilly Automotive Inc. | 3.800% | 9/1/22 | 3,941 | 4,126 | ||
O’Reilly Automotive Inc. | 3.850% | 6/15/23 | 7,425 | 7,951 | ||
O’Reilly Automotive Inc. | 3.550% | 3/15/26 | 4,223 | 4,764 | ||
O’Reilly Automotive Inc. | 3.600% | 9/1/27 | 20,994 | 23,976 | ||
O’Reilly Automotive Inc. | 4.350% | 6/1/28 | 3,151 | 3,730 | ||
O’Reilly Automotive Inc. | 4.200% | 4/1/30 | 5,748 | 6,891 | ||
O’Reilly Automotive Inc. | 1.750% | 3/15/31 | 4,150 | 4,152 | ||
PACCAR Financial Corp. | 2.850% | 3/1/22 | 3,140 | 3,234 | ||
PACCAR Financial Corp. | 2.650% | 5/10/22 | 6,050 | 6,246 | ||
PACCAR Financial Corp. | 2.300% | 8/10/22 | 4,825 | 4,982 | ||
PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,835 | 1,890 | ||
PACCAR Financial Corp. | 2.650% | 4/6/23 | 5,200 | 5,473 | ||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 6,446 | 6,953 | ||
PACCAR Financial Corp. | 0.350% | 8/11/23 | 4,850 | 4,850 | ||
PACCAR Financial Corp. | 2.150% | 8/15/24 | 4,680 | 4,954 | ||
PACCAR Financial Corp. | 1.800% | 2/6/25 | 7,330 | 7,677 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 7,600 | 9,034 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 8,000 | 9,440 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 5,220 | 7,151 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 4,000 | 5,460 | ||
Ralph Lauren Corp. | 1.700% | 6/15/22 | 4,800 | 4,888 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 5,281 | 5,942 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 8,367 | 9,047 | ||
Rockefeller Foundation | 2.492% | 10/1/50 | 14,250 | 14,522 | ||
Ross Stores Inc. | 4.600% | 4/15/25 | 10,075 | 11,611 | ||
Ross Stores Inc. | 4.700% | 4/15/27 | 9,250 | 10,995 | ||
Sands China Ltd. | 4.600% | 8/8/23 | 21,745 | 23,240 | ||
Sands China Ltd. | 5.125% | 8/8/25 | 23,691 | 26,564 | ||
6 | Sands China Ltd. | 3.800% | 1/8/26 | 5,770 | 6,138 | |
Sands China Ltd. | 5.400% | 8/8/28 | 25,475 | 29,806 | ||
6 | Sands China Ltd. | 4.375% | 6/18/30 | 12,416 | 13,797 | |
Starbucks Corp. | 1.300% | 5/7/22 | 5,176 | 5,239 | ||
Starbucks Corp. | 2.700% | 6/15/22 | 4,986 | 5,133 | ||
Starbucks Corp. | 3.100% | 3/1/23 | 16,473 | 17,401 | ||
Starbucks Corp. | 3.850% | 10/1/23 | 8,936 | 9,691 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 26,525 | 30,183 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 16,086 | 17,383 | ||
Starbucks Corp. | 2.000% | 3/12/27 | 2,000 | 2,121 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 6,068 | 6,949 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 7,725 | 9,140 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 1,650 | 1,916 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 8,285 | 8,737 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 15,455 | 16,682 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 4,409 | 5,400 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 9,325 | 10,863 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 17,491 | 22,516 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 10,125 | 13,258 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 5,825 | 6,489 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 15,550 | 17,852 | ||
Tapestry Inc. | 3.000% | 7/15/22 | 3,814 | 3,898 | ||
Tapestry Inc. | 4.250% | 4/1/25 | 6,176 | 6,662 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 10,050 | 10,846 | ||
Target Corp. | 2.900% | 1/15/22 | 13,717 | 14,095 |
84
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Target Corp. | 3.500% | 7/1/24 | 17,045 | 18,868 | ||
Target Corp. | 2.250% | 4/15/25 | 7,000 | 7,506 | ||
Target Corp. | 2.500% | 4/15/26 | 10,868 | 11,973 | ||
Target Corp. | 3.375% | 4/15/29 | 14,867 | 17,377 | ||
Target Corp. | 2.350% | 2/15/30 | 2,900 | 3,154 | ||
Target Corp. | 2.650% | 9/15/30 | 16,175 | 18,140 | ||
Target Corp. | 6.500% | 10/15/37 | 5,687 | 9,166 | ||
Target Corp. | 7.000% | 1/15/38 | 6,920 | 11,513 | ||
Target Corp. | 4.000% | 7/1/42 | 10,000 | 13,369 | ||
Target Corp. | 3.625% | 4/15/46 | 8,150 | 10,247 | ||
Target Corp. | 3.900% | 11/15/47 | 675 | 882 | ||
TJX Cos. Inc. | 2.500% | 5/15/23 | 10,193 | 10,648 | ||
TJX Cos. Inc. | 3.500% | 4/15/25 | 20,428 | 22,793 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 23,364 | 25,188 | ||
TJX Cos. Inc. | 3.750% | 4/15/27 | 28,367 | 32,772 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 5,000 | 5,021 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 10,000 | 11,982 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 7,000 | 7,057 | ||
Toyota Motor Corp. | 2.157% | 7/2/22 | 8,933 | 9,179 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 14,125 | 15,225 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 8,435 | 8,949 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 4,664 | 5,463 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 7,350 | 8,232 | ||
Toyota Motor Credit Corp. | 1.800% | 10/7/21 | 3,400 | 3,437 | ||
Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 13,858 | 14,182 | ||
Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 17,136 | 17,677 | ||
Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 29,325 | 30,195 | ||
Toyota Motor Credit Corp. | 1.150% | 5/26/22 | 16,000 | 16,192 | ||
Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 4,293 | 4,454 | ||
Toyota Motor Credit Corp. | 0.450% | 7/22/22 | 3,125 | 3,132 | ||
Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 16,735 | 17,246 | ||
Toyota Motor Credit Corp. | 0.350% | 10/14/22 | 14,075 | 14,109 | ||
Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 9,405 | 9,829 | ||
Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 8,390 | 8,789 | ||
Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 8,100 | 8,134 | ||
Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 10,000 | 10,252 | ||
Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 1,400 | 1,515 | ||
Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 5,903 | 6,204 | ||
Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 11,628 | 12,501 | ||
Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 14,650 | 15,339 | ||
Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 12,240 | 13,637 | ||
Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 12,600 | 12,658 | ||
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 10,973 | 12,271 | ||
Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 8,214 | 8,254 | ||
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 12,585 | 14,117 | ||
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 6,826 | 8,023 | ||
Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 11,300 | 12,072 | ||
Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 8,024 | 9,387 | ||
Tractor Supply Co. | 1.750% | 11/1/30 | 8,400 | 8,444 | ||
VF Corp. | 2.050% | 4/23/22 | 6,100 | 6,227 | ||
VF Corp. | 2.400% | 4/23/25 | 7,125 | 7,607 | ||
VF Corp. | 2.950% | 4/23/30 | 7,250 | 7,978 | ||
Visa Inc. | 2.150% | 9/15/22 | 6,209 | 6,403 | ||
Visa Inc. | 2.800% | 12/14/22 | 32,492 | 33,991 | ||
Visa Inc. | 3.150% | 12/14/25 | 68,106 | 76,344 | ||
Visa Inc. | 1.900% | 4/15/27 | 18,330 | 19,474 | ||
Visa Inc. | 0.750% | 8/15/27 | 4,100 | 4,083 | ||
Visa Inc. | 2.750% | 9/15/27 | 21,448 | 23,849 | ||
Visa Inc. | 2.050% | 4/15/30 | 24,203 | 25,824 | ||
Visa Inc. | 1.100% | 2/15/31 | 12,275 | 12,031 | ||
Visa Inc. | 4.150% | 12/14/35 | 25,833 | 33,503 | ||
Visa Inc. | 2.700% | 4/15/40 | 12,513 | 13,610 | ||
Visa Inc. | 4.300% | 12/14/45 | 45,890 | 62,640 | ||
Visa Inc. | 3.650% | 9/15/47 | 9,459 | 11,818 |
85
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Visa Inc. | 2.000% | 8/15/50 | 23,975 | 22,629 | ||
Wal-Mart Stores Inc. | 4.750% | 10/2/43 | 11,932 | 16,261 | ||
Walgreen Co. | 3.100% | 9/15/22 | 13,337 | 13,914 | ||
Walgreen Co. | 4.400% | 9/15/42 | 4,082 | 4,391 | ||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 22,416 | 24,704 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 22,730 | 25,174 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 2,686 | 2,913 | ||
Walgreens Boots Alliance Inc. | 4.500% | 11/18/34 | 4,768 | 5,436 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 22,221 | 25,161 | ||
Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 11,769 | 12,931 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 10,300 | 10,930 | ||
Walmart Inc. | 2.350% | 12/15/22 | 28,137 | 29,252 | ||
Walmart Inc. | 2.550% | 4/11/23 | 22,260 | 23,284 | ||
Walmart Inc. | 3.400% | 6/26/23 | 13,925 | 14,955 | ||
Walmart Inc. | 3.300% | 4/22/24 | 24,698 | 26,867 | ||
Walmart Inc. | 2.850% | 7/8/24 | 9,535 | 10,312 | ||
Walmart Inc. | 2.650% | 12/15/24 | 21,111 | 22,796 | ||
Walmart Inc. | 3.550% | 6/26/25 | 31,287 | 35,397 | ||
Walmart Inc. | 3.050% | 7/8/26 | 26,350 | 29,589 | ||
Walmart Inc. | 5.875% | 4/5/27 | 15,020 | 19,192 | ||
Walmart Inc. | 3.700% | 6/26/28 | 30,716 | 36,101 | ||
Walmart Inc. | 3.250% | 7/8/29 | 14,500 | 16,783 | ||
Walmart Inc. | 2.375% | 9/24/29 | 11,850 | 12,916 | ||
Walmart Inc. | 7.550% | 2/15/30 | 7,005 | 10,704 | ||
Walmart Inc. | 5.250% | 9/1/35 | 23,639 | 34,330 | ||
Walmart Inc. | 6.500% | 8/15/37 | 2,149 | 3,456 | ||
Walmart Inc. | 6.200% | 4/15/38 | 15,519 | 24,558 | ||
Walmart Inc. | 3.950% | 6/28/38 | 12,600 | 15,980 | ||
Walmart Inc. | 5.625% | 4/1/40 | 8,670 | 13,218 | ||
Walmart Inc. | 4.875% | 7/8/40 | 6,285 | 8,800 | ||
Walmart Inc. | 5.000% | 10/25/40 | 3,715 | 5,348 | ||
Walmart Inc. | 5.625% | 4/15/41 | 4,275 | 6,517 | ||
Walmart Inc. | 4.000% | 4/11/43 | 14,347 | 18,340 | ||
Walmart Inc. | 4.300% | 4/22/44 | 8,704 | 11,749 | ||
Walmart Inc. | 3.625% | 12/15/47 | 8,484 | 10,744 | ||
Walmart Inc. | 4.050% | 6/29/48 | 30,294 | 41,027 | ||
Walmart Inc. | 2.950% | 9/24/49 | 40,005 | 45,950 | ||
Western Union Co. | 3.600% | 3/15/22 | 12,100 | 12,485 | ||
Western Union Co. | 2.850% | 1/10/25 | 5,700 | 6,123 | ||
Western Union Co. | 6.200% | 11/17/36 | 5,783 | 7,302 | ||
Western Union Co. | 6.200% | 6/21/40 | 3,400 | 4,202 | ||
Consumer Noncyclical (4.9%) | ||||||
Abbott Laboratories | 2.550% | 3/15/22 | 9,775 | 10,044 | ||
Abbott Laboratories | 3.400% | 11/30/23 | 20,348 | 22,049 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 8,535 | 9,354 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 8,382 | 9,586 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 17,582 | 20,563 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 9,725 | 9,847 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 5,000 | 5,066 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 34,436 | 47,396 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 6,657 | 10,440 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 2,649 | 4,103 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 5,964 | 8,788 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 8,874 | 12,433 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 42,728 | 62,971 | ||
AbbVie Inc. | 3.450% | 3/15/22 | 32,265 | 33,269 | ||
AbbVie Inc. | 3.250% | 10/1/22 | 23,242 | 24,205 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 39,910 | 41,725 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 41,268 | 43,228 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 25,160 | 26,041 | ||
AbbVie Inc. | 2.800% | 3/15/23 | 9,290 | 9,701 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 15,980 | 16,798 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 14,000 | 15,260 |
86
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AbbVie Inc. | 3.850% | 6/15/24 | 15,071 | 16,542 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 43,915 | 46,942 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 44,244 | 49,315 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 52,461 | 58,493 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 34,992 | 38,834 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 47,050 | 51,991 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 20,546 | 24,603 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 73,490 | 82,509 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 19,872 | 25,104 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 34,898 | 43,835 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 15,756 | 19,409 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 49,400 | 59,042 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 9,439 | 12,031 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 30,566 | 38,307 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 20,569 | 26,712 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 9,935 | 12,878 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 38,482 | 50,087 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 33,440 | 42,446 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 21,190 | 28,674 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 70,822 | 88,216 | ||
Adventist Health System/West | 2.952% | 3/1/29 | 6,875 | 7,431 | ||
Adventist Health System/West | 3.630% | 3/1/49 | 5,250 | 5,810 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,725 | 3,130 | ||
Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 1,400 | 1,448 | ||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 5,075 | 6,597 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 5,915 | 6,668 | ||
Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 4,525 | 4,876 | ||
Agilent Technologies Inc. | 3.200% | 10/1/22 | 6,175 | 6,428 | ||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 7,106 | 7,647 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 5,775 | 6,378 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 1,830 | 1,994 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 8,125 | 8,429 | ||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 1,205 | 1,672 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 5,175 | 7,174 | ||
Allina Health System | 3.887% | 4/15/49 | 4,725 | 5,368 | ||
Altria Group Inc. | 3.490% | 2/14/22 | 12,475 | 12,903 | ||
Altria Group Inc. | 2.850% | 8/9/22 | 16,885 | 17,550 | ||
Altria Group Inc. | 2.950% | 5/2/23 | 12,915 | 13,606 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 16,730 | 18,376 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 13,257 | 14,461 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 2,125 | 2,253 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 20,355 | 23,587 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 8,260 | 8,909 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 33,380 | 39,840 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 4,850 | 5,353 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 33,678 | 44,243 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 11,199 | 12,485 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 14,692 | 16,847 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 26,668 | 34,107 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 12,634 | 13,296 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 29,692 | 41,489 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 5,348 | 6,328 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 10,532 | 14,761 | ||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 6,762 | 7,345 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 8,205 | 8,995 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 10,450 | 11,914 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 6,625 | 7,193 | ||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,685 | 2,048 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 10,265 | 12,531 | ||
Amgen Inc. | 2.700% | 5/1/22 | 6,911 | 7,101 | ||
Amgen Inc. | 2.650% | 5/11/22 | 8,471 | 8,725 | ||
Amgen Inc. | 3.625% | 5/15/22 | 17,604 | 18,242 | ||
Amgen Inc. | 2.250% | 8/19/23 | 15,000 | 15,714 | ||
Amgen Inc. | 3.625% | 5/22/24 | 21,505 | 23,603 |
87
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amgen Inc. | 1.900% | 2/21/25 | 7,223 | 7,593 | ||
Amgen Inc. | 3.125% | 5/1/25 | 12,025 | 13,195 | ||
Amgen Inc. | 2.600% | 8/19/26 | 25,217 | 27,515 | ||
Amgen Inc. | 2.200% | 2/21/27 | 13,275 | 14,166 | ||
Amgen Inc. | 3.200% | 11/2/27 | 11,456 | 12,869 | ||
Amgen Inc. | 2.450% | 2/21/30 | 14,065 | 15,067 | ||
Amgen Inc. | 2.300% | 2/25/31 | 19,000 | 20,165 | ||
Amgen Inc. | 3.150% | 2/21/40 | 35,130 | 38,224 | ||
Amgen Inc. | 4.950% | 10/1/41 | 14,046 | 18,585 | ||
Amgen Inc. | 5.150% | 11/15/41 | 5,122 | 7,040 | ||
Amgen Inc. | 4.400% | 5/1/45 | 28,987 | 36,573 | ||
Amgen Inc. | 4.563% | 6/15/48 | 21,393 | 28,093 | ||
Amgen Inc. | 3.375% | 2/21/50 | 45,590 | 50,579 | ||
Amgen Inc. | 4.663% | 6/15/51 | 40,120 | 54,127 | ||
6 | Amgen Inc. | 2.770% | 9/1/53 | 13,782 | 13,910 | |
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 37,259 | 42,107 | ||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 76,278 | 96,530 | ||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 145,133 | 188,220 | ||
Anheuser-Busch InBev Finance Inc. | 3.650% | 2/1/26 | 7,858 | 8,887 | ||
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 20,602 | 25,971 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 20,637 | 23,453 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 15,217 | 18,797 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 30,836 | 39,959 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 9,120 | 10,378 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 37,354 | 43,913 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 65,370 | 80,586 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 21,951 | 25,390 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 26,202 | 33,323 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 1,700 | 2,439 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 25,285 | 31,030 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 3,868 | 6,579 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 9,020 | 12,162 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 1,645 | 2,753 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 1,182 | 1,448 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 21,196 | 27,847 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 22,542 | 25,374 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 28,330 | 35,854 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 23,532 | 29,119 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 45,233 | 64,236 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 30,926 | 38,899 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 17,913 | 23,421 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 9,914 | 15,040 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 16,465 | 21,181 | ||
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 7,025 | 7,635 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 13,867 | 15,081 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 12,775 | 14,722 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 3,405 | 4,846 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 1,863 | 2,673 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 3,825 | 4,824 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 6,775 | 9,656 | ||
Ascension Health | 2.532% | 11/15/29 | 6,999 | 7,625 | ||
Ascension Health | 3.106% | 11/15/39 | 5,000 | 5,541 | ||
Ascension Health | 3.945% | 11/15/46 | 7,850 | 10,104 | ||
4 | Ascension Health | 4.847% | 11/15/53 | 9,550 | 14,209 | |
AstraZeneca plc | 2.375% | 6/12/22 | 10,861 | 11,159 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 11,751 | 12,662 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 25,911 | 29,124 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 22,850 | 22,708 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 8,830 | 9,853 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 12,417 | 14,792 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 16,310 | 16,099 |
88
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AstraZeneca plc | 6.450% | 9/15/37 | 32,694 | 50,078 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 14,811 | 18,272 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 10,777 | 14,178 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 11,758 | 15,756 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 8,216 | 7,696 | ||
Banner Health | 2.338% | 1/1/30 | 6,600 | 6,885 | ||
Banner Health | 1.897% | 1/1/31 | 2,325 | 2,351 | ||
Banner Health | 3.181% | 1/1/50 | 4,000 | 4,269 | ||
Banner Health | 2.913% | 1/1/51 | 4,525 | 4,790 | ||
Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 6,600 | 7,336 | ||
BAT Capital Corp. | 2.764% | 8/15/22 | 19,675 | 20,363 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 30,500 | 33,055 | ||
BAT Capital Corp. | 2.789% | 9/6/24 | 11,975 | 12,814 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 13,725 | 15,094 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 11,390 | 13,412 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 31,013 | 34,529 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 24,475 | 25,350 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 9,050 | 9,921 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 14,020 | 16,905 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 12,000 | 12,424 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 29,675 | 33,250 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 4,050 | 4,216 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 23,150 | 25,629 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 14,701 | 16,832 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 20,255 | 25,014 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 6,200 | 6,443 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 19,300 | 19,727 | ||
Baxalta Inc. | 3.600% | 6/23/22 | 1,627 | 1,689 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 12,325 | 13,894 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 4,994 | 6,925 | ||
Baxter International Inc. | 1.700% | 8/15/21 | 6,300 | 6,347 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 5,366 | 5,854 | ||
6 | Baxter International Inc. | 3.950% | 4/1/30 | 5,811 | 6,920 | |
6 | Baxter International Inc. | 1.730% | 4/1/31 | 11,000 | 11,053 | |
Baxter International Inc. | 3.500% | 8/15/46 | 5,675 | 6,443 | ||
BayCare Health System Inc. | 3.831% | 11/15/50 | 2,725 | 3,434 | ||
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 7,264 | 8,888 | ||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,028 | 1,251 | ||
Beam Suntory Inc. | 3.250% | 5/15/22 | 2,300 | 2,371 | ||
Beam Suntory Inc. | 3.250% | 6/15/23 | 1,050 | 1,110 | ||
Becton Dickinson & Co. | 2.894% | 6/6/22 | 17,102 | 17,659 | ||
Becton Dickinson & Co. | 3.300% | 3/1/23 | 4,700 | 4,929 | ||
Becton Dickinson & Co. | 3.875% | 5/15/24 | 100 | 108 | ||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 21,852 | 23,681 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 18,419 | 20,397 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 36,386 | 41,658 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,500 | 1,648 | ||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 1,428 | 1,780 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 8,532 | 10,982 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 19,262 | 25,197 | ||
Bestfoods | 7.250% | 12/15/26 | 250 | 338 | ||
Biogen Inc. | 3.625% | 9/15/22 | 15,479 | 16,329 | ||
Biogen Inc. | 4.050% | 9/15/25 | 27,960 | 32,007 | ||
Biogen Inc. | 2.250% | 5/1/30 | 23,500 | 24,432 | ||
Biogen Inc. | 5.200% | 9/15/45 | 28,563 | 38,374 | ||
Biogen Inc. | 3.150% | 5/1/50 | 19,584 | 20,133 | ||
4 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 4,966 | 5,617 | |
Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 3,875 | 3,972 | ||
Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 4,025 | 4,286 | ||
Boston Scientific Corp. | 3.375% | 5/15/22 | 2,373 | 2,471 | ||
Boston Scientific Corp. | 3.450% | 3/1/24 | 10,845 | 11,739 | ||
Boston Scientific Corp. | 3.850% | 5/15/25 | 10,519 | 11,847 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 7,575 | 7,926 | ||
Boston Scientific Corp. | 3.750% | 3/1/26 | 20,943 | 23,766 |
89
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Boston Scientific Corp. | 4.000% | 3/1/29 | 18,889 | 22,173 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 14,350 | 15,357 | ||
Boston Scientific Corp. | 7.000% | 11/15/35 | 6,290 | 9,213 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 11,602 | 14,775 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 4,390 | 6,928 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 17,995 | 24,488 | ||
Bristol-Myers Squibb Co. | 2.600% | 5/16/22 | 17,550 | 18,054 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 12,665 | 12,997 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 20,293 | 21,302 | ||
Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 20,980 | 22,052 | ||
Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 8,550 | 8,955 | ||
Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | 10,855 | 11,495 | ||
Bristol-Myers Squibb Co. | 7.150% | 6/15/23 | 400 | 465 | ||
Bristol-Myers Squibb Co. | 4.000% | 8/15/23 | 6,755 | 7,393 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 5,925 | 6,414 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 7,975 | 7,979 | ||
Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 24,287 | 26,602 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 51,825 | 56,019 | ||
Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 31,181 | 35,552 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 8,000 | 8,010 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 32,815 | 36,918 | ||
Bristol-Myers Squibb Co. | 3.250% | 2/27/27 | 292 | 331 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 12,375 | 12,397 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 24,587 | 28,218 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 25,501 | 30,088 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 53,830 | 62,089 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 11,200 | 11,124 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 24,816 | 31,406 | ||
Bristol-Myers Squibb Co. | 5.700% | 10/15/40 | 4,725 | 6,844 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 6,825 | 6,957 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 7,776 | 8,915 | ||
Bristol-Myers Squibb Co. | 5.250% | 8/15/43 | 7,478 | 10,553 | ||
Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 2,288 | 3,163 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 10,706 | 14,388 | ||
Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 31,897 | 46,006 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 24,731 | 33,373 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 25,024 | 34,471 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 39,196 | 52,512 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 10,525 | 10,797 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 4,978 | 5,512 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 5,828 | 7,829 | ||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 7,550 | 7,843 | ||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 7,100 | 7,836 | ||
Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | 3,330 | 3,429 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 7,565 | 8,403 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 6,475 | 7,394 | ||
Campbell Soup Co. | 2.500% | 8/2/22 | 2,814 | 2,904 | ||
Campbell Soup Co. | 3.650% | 3/15/23 | 3,712 | 3,961 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 12,448 | 14,020 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 7,225 | 7,902 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 11,490 | 13,476 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 6,350 | 6,659 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 8,885 | 11,869 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 6,698 | 7,076 | ||
Cardinal Health Inc. | 2.616% | 6/15/22 | 10,980 | 11,295 | ||
Cardinal Health Inc. | 3.200% | 6/15/22 | 3,350 | 3,470 | ||
Cardinal Health Inc. | 3.200% | 3/15/23 | 5,875 | 6,220 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 12,380 | 13,308 | ||
Cardinal Health Inc. | 3.500% | 11/15/24 | 3,460 | 3,789 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 5,887 | 6,644 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 13,674 | 15,434 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 5,440 | 6,441 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 5,280 | 6,125 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 4,820 | 5,937 |
90
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Cardinal Health Inc. | 4.368% | 6/15/47 | 7,350 | 8,631 | ||
Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 6,886 | 7,215 | ||
Celgene Corp. | 3.450% | 11/15/27 | 275 | 316 | ||
Children’s Health System of Texas | 2.511% | 8/15/50 | 5,808 | 5,630 | ||
Children’s Hospital | 2.928% | 7/15/50 | 5,150 | 5,138 | ||
Children’s Hospital Corp. | 4.115% | 1/1/47 | 2,400 | 3,074 | ||
Children’s Hospital Corp. | 2.585% | 2/1/50 | 3,375 | 3,378 | ||
Children’s Hospital Medical Center | 4.268% | 5/15/44 | 3,950 | 4,959 | ||
Children’s Hospital of Philadelphia | 2.704% | 7/1/50 | 6,475 | 6,724 | ||
CHRISTUS Health | 4.341% | 7/1/28 | 6,750 | 7,965 | ||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 2,080 | 2,141 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 6,450 | 7,140 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 4,596 | 5,751 | ||
Cigna Corp. | 3.900% | 2/15/22 | 19,168 | 19,864 | ||
Cigna Corp. | 3.050% | 11/30/22 | 9,990 | 10,419 | ||
Cigna Corp. | 3.000% | 7/15/23 | 23,667 | 24,974 | ||
Cigna Corp. | 3.750% | 7/15/23 | 8,646 | 9,326 | ||
Cigna Corp. | 3.500% | 6/15/24 | 8,587 | 9,358 | ||
Cigna Corp. | 3.250% | 4/15/25 | 9,664 | 10,576 | ||
Cigna Corp. | 4.125% | 11/15/25 | 25,837 | 29,697 | ||
Cigna Corp. | 4.500% | 2/25/26 | 23,009 | 26,667 | ||
Cigna Corp. | 3.400% | 3/1/27 | 28,458 | 31,948 | ||
Cigna Corp. | 7.875% | 5/15/27 | 985 | 1,338 | ||
Cigna Corp. | 3.050% | 10/15/27 | 16,670 | 18,543 | ||
Cigna Corp. | 4.375% | 10/15/28 | 49,550 | 59,684 | ||
Cigna Corp. | 2.400% | 3/15/30 | 30,125 | 31,968 | ||
Cigna Corp. | 4.800% | 8/15/38 | 28,318 | 36,421 | ||
Cigna Corp. | 3.200% | 3/15/40 | 16,491 | 17,955 | ||
Cigna Corp. | 6.125% | 11/15/41 | 5,557 | 8,021 | ||
Cigna Corp. | 5.375% | 2/15/42 | 633 | 840 | ||
Cigna Corp. | 4.800% | 7/15/46 | 19,386 | 25,391 | ||
Cigna Corp. | 3.875% | 10/15/47 | 11,500 | 13,475 | ||
Cigna Corp. | 4.900% | 12/15/48 | 35,745 | 48,838 | ||
Cigna Corp. | 3.400% | 3/15/50 | 21,144 | 23,632 | ||
City of Hope | 5.623% | 11/15/43 | 2,040 | 2,919 | ||
City of Hope | 4.378% | 8/15/48 | 9,600 | 11,602 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 4,880 | 6,889 | ||
Clorox Co. | 3.050% | 9/15/22 | 7,522 | 7,810 | ||
Clorox Co. | 3.500% | 12/15/24 | 8,475 | 9,364 | ||
Clorox Co. | 3.100% | 10/1/27 | 7,097 | 7,947 | ||
Clorox Co. | 3.900% | 5/15/28 | 6,400 | 7,509 | ||
Clorox Co. | 1.800% | 5/15/30 | 2,600 | 2,666 | ||
Coca-Cola Co. | 2.500% | 4/1/23 | 3,870 | 4,067 | ||
Coca-Cola Co. | 3.200% | 11/1/23 | 18,220 | 19,724 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 13,571 | 14,199 | ||
Coca-Cola Co. | 2.950% | 3/25/25 | 12,133 | 13,330 | ||
Coca-Cola Co. | 2.875% | 10/27/25 | 23,365 | 25,911 | ||
Coca-Cola Co. | 2.550% | 6/1/26 | 9,975 | 10,901 | ||
Coca-Cola Co. | 2.250% | 9/1/26 | 24,790 | 26,877 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 12,783 | 14,626 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 3,000 | 3,340 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 26,058 | 26,793 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 9,100 | 9,127 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 7,300 | 7,797 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 13,500 | 15,827 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 19,725 | 20,208 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 8,000 | 7,974 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 1,670 | 2,152 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 19,300 | 20,468 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 11,300 | 15,516 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 19,340 | 20,375 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 13,850 | 14,287 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 13,550 | 14,612 |
91
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 8,300 | 9,245 | ||
Coca-Cola European Partners plc | 3.250% | 8/19/21 | 1,575 | 1,588 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 5,850 | 6,332 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 2,550 | 2,569 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 12,525 | 17,535 | ||
Colgate-Palmolive Co. | 2.250% | 11/15/22 | 7,175 | 7,441 | ||
Colgate-Palmolive Co. | 1.950% | 2/1/23 | 5,075 | 5,251 | ||
Colgate-Palmolive Co. | 2.100% | 5/1/23 | 5,634 | 5,865 | ||
Colgate-Palmolive Co. | 3.250% | 3/15/24 | 6,400 | 6,965 | ||
Colgate-Palmolive Co. | 4.000% | 8/15/45 | 8,442 | 11,319 | ||
Colgate-Palmolive Co. | 3.700% | 8/1/47 | 4,963 | 6,444 | ||
CommonSpirit Health | 2.950% | 11/1/22 | 6,087 | 6,368 | ||
CommonSpirit Health | 2.760% | 10/1/24 | 7,030 | 7,549 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 5,730 | 5,880 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 11,800 | 12,967 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 5,105 | 5,399 | ||
4 | CommonSpirit Health | 4.350% | 11/1/42 | 14,295 | 16,677 | |
CommonSpirit Health | 3.817% | 10/1/49 | 3,650 | 4,128 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 15,705 | 18,235 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 6,945 | 7,696 | ||
Community Health Network Inc. | 3.099% | 5/1/50 | 11,500 | 11,574 | ||
Conagra Brands Inc. | 3.250% | 9/15/22 | 9,012 | 9,423 | ||
Conagra Brands Inc. | 3.200% | 1/25/23 | 4,552 | 4,788 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 14,943 | 16,673 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 12,219 | 14,397 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 12,400 | 12,486 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 1,070 | 1,442 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 11,507 | 14,278 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 8,207 | 12,264 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 15,389 | 20,460 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 10,510 | 14,834 | ||
Constellation Brands Inc. | 2.700% | 5/9/22 | 9,210 | 9,470 | ||
Constellation Brands Inc. | 2.650% | 11/7/22 | 15,800 | 16,426 | ||
Constellation Brands Inc. | 3.200% | 2/15/23 | 9,000 | 9,503 | ||
Constellation Brands Inc. | 4.250% | 5/1/23 | 20,715 | 22,559 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 8,643 | 9,915 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 15,026 | 17,428 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 6,172 | 7,306 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 8,240 | 9,416 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 5,911 | 6,683 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 11,100 | 12,659 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 6,500 | 7,868 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 17,725 | 19,688 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 1,579 | 1,728 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 9,756 | 12,315 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 9,530 | 11,504 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 6,660 | 9,341 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 10,200 | 11,957 | ||
Cottage Health Obligated Group | 3.304% | 11/1/49 | 6,075 | 6,774 | ||
CVS Health Corp. | 3.500% | 7/20/22 | 13,900 | 14,507 | ||
CVS Health Corp. | 2.750% | 12/1/22 | 20,080 | 20,856 | ||
CVS Health Corp. | 4.750% | 12/1/22 | 6,995 | 7,480 | ||
CVS Health Corp. | 3.700% | 3/9/23 | 53,200 | 56,855 | ||
CVS Health Corp. | 3.375% | 8/12/24 | 17,526 | 19,106 | ||
CVS Health Corp. | 2.625% | 8/15/24 | 1,832 | 1,960 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 42,966 | 48,601 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 39,460 | 43,342 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 8,300 | 9,158 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 3,975 | 4,532 | ||
CVS Health Corp. | 6.250% | 6/1/27 | 1,000 | 1,283 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 26,500 | 26,690 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 106,825 | 127,061 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 32,590 | 36,705 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 23,625 | 27,490 |
92
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CVS Health Corp. | 1.750% | 8/21/30 | 17,400 | 17,408 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 14,400 | 14,540 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 9,170 | 11,899 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 62,368 | 78,814 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 4,857 | 6,978 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 11,926 | 14,184 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 16,233 | 16,429 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 16,060 | 21,712 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 51,263 | 68,709 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 97,150 | 131,225 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 16,654 | 20,749 | ||
Danaher Corp. | 3.350% | 9/15/25 | 6,569 | 7,331 | ||
Danaher Corp. | 4.375% | 9/15/45 | 5,348 | 7,022 | ||
Danaher Corp. | 2.600% | 10/1/50 | 13,000 | 13,433 | ||
Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 4,600 | 5,420 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 3,805 | 6,094 | ||
Dentsply Sirona Inc. | 3.250% | 6/1/30 | 9,603 | 10,685 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 11,000 | 11,343 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 8,500 | 8,947 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 11,120 | 12,109 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 10,950 | 12,462 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 10,505 | 12,426 | ||
Diageo Capital plc | 2.625% | 4/29/23 | 12,401 | 12,989 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 270 | 291 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 13,450 | 14,173 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 9,000 | 9,235 | ||
Diageo Capital plc | 3.875% | 5/18/28 | 3,500 | 4,081 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 12,750 | 13,702 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 14,725 | 15,302 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 15,427 | 16,251 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 3,628 | 5,233 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 6,516 | 8,059 | ||
Diageo Investment Corp. | 2.875% | 5/11/22 | 17,885 | 18,510 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 2,450 | 4,111 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 5,247 | 6,690 | ||
Dignity Health | 3.125% | 11/1/22 | 2,000 | 2,075 | ||
Dignity Health | 3.812% | 11/1/24 | 4,675 | 5,084 | ||
Dignity Health | 4.500% | 11/1/42 | 6,025 | 6,759 | ||
Dignity Health | 5.267% | 11/1/64 | 2,150 | 2,898 | ||
Duke University Health System Inc. | 3.920% | 6/1/47 | 6,755 | 8,397 | ||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 6,000 | 7,109 | ||
Eli Lilly & Co. | 2.350% | 5/15/22 | 1,900 | 1,955 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 6,701 | 7,312 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 14,355 | 16,650 | ||
Eli Lilly & Co. | 3.950% | 5/15/47 | 1,000 | 1,278 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 20,240 | 26,383 | ||
Eli Lilly & Co. | 4.150% | 3/15/59 | 22,025 | 30,086 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 25,755 | 25,285 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 13,600 | 13,785 | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 2,450 | 2,585 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 7,525 | 8,454 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 10,825 | 11,700 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 12,650 | 13,883 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 3,212 | 4,759 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 5,673 | 7,454 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 7,120 | 9,349 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 7,042 | 8,075 | ||
Flowers Foods Inc. | 4.375% | 4/1/22 | 3,637 | 3,766 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 4,275 | 4,768 | ||
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 1,160 | 1,212 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 6,590 | 8,210 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 28,295 | 31,437 | ||
Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 2,350 | 2,779 |
93
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
General Mills Inc. | 3.150% | 12/15/21 | 17,553 | 17,896 | ||
General Mills Inc. | 2.600% | 10/12/22 | 6,605 | 6,858 | ||
General Mills Inc. | 3.700% | 10/17/23 | 14,425 | 15,699 | ||
General Mills Inc. | 3.650% | 2/15/24 | 7,116 | 7,719 | ||
General Mills Inc. | 4.000% | 4/17/25 | 1,224 | 1,383 | ||
General Mills Inc. | 3.200% | 2/10/27 | 12,220 | 13,690 | ||
General Mills Inc. | 4.200% | 4/17/28 | 20,266 | 24,268 | ||
General Mills Inc. | 2.875% | 4/15/30 | 16,643 | 18,448 | ||
General Mills Inc. | 4.550% | 4/17/38 | 12,000 | 15,381 | ||
General Mills Inc. | 5.400% | 6/15/40 | 5,750 | 8,085 | ||
General Mills Inc. | 4.150% | 2/15/43 | 5,902 | 7,411 | ||
General Mills Inc. | 4.700% | 4/17/48 | 4,832 | 6,789 | ||
Gilead Sciences Inc. | 4.400% | 12/1/21 | 24,836 | 25,518 | ||
Gilead Sciences Inc. | 1.950% | 3/1/22 | 100 | 102 | ||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 9,375 | 9,785 | ||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 15,917 | 16,754 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 8,000 | 8,020 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 33,090 | 36,146 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 27,013 | 29,843 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 24,015 | 27,235 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 18,798 | 20,745 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 5,000 | 5,035 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 6,137 | 6,145 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 14,304 | 18,440 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 9,362 | 11,291 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 5,000 | 5,033 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 10,571 | 15,241 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 25,384 | 33,436 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 26,244 | 33,384 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 37,286 | 49,378 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 17,652 | 21,674 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 9,200 | 9,156 | ||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 10,895 | 11,494 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 15,600 | 16,712 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 20,085 | 22,620 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 27,750 | 32,980 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 5,661 | 8,094 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 22,133 | 34,933 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 4,505 | 5,794 | ||
GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 12,406 | 12,825 | ||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 28,974 | 29,988 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 12,000 | 12,044 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 14,263 | 15,404 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 8,750 | 10,161 | ||
Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 6,650 | 6,688 | ||
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 6,225 | 7,890 | ||
Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 6,400 | 6,559 | ||
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 3,050 | 4,088 | ||
4 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 4,710 | 4,952 | |
Hasbro Inc. | 3.550% | 11/19/26 | 5,461 | 6,085 | ||
Hasbro Inc. | 3.500% | 9/15/27 | 5,303 | 5,797 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 7,030 | 7,951 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 5,776 | 7,448 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 8,902 | 10,052 | ||
HCA Inc. | 4.750% | 5/1/23 | 14,240 | 15,504 | ||
HCA Inc. | 5.000% | 3/15/24 | 27,159 | 30,486 | ||
HCA Inc. | 5.250% | 4/15/25 | 25,485 | 29,722 | ||
HCA Inc. | 5.250% | 6/15/26 | 27,749 | 32,744 | ||
HCA Inc. | 4.500% | 2/15/27 | 6,760 | 7,858 | ||
HCA Inc. | 4.125% | 6/15/29 | 22,224 | 25,780 | ||
HCA Inc. | 5.125% | 6/15/39 | 14,890 | 18,892 | ||
HCA Inc. | 5.500% | 6/15/47 | 24,210 | 31,957 | ||
HCA Inc. | 5.250% | 6/15/49 | 17,680 | 23,161 | ||
Hershey Co. | 2.625% | 5/1/23 | 7,400 | 7,740 |
94
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Hershey Co. | 3.375% | 5/15/23 | 9,930 | 10,633 | ||
Hershey Co. | 2.050% | 11/15/24 | 1,200 | 1,267 | ||
Hershey Co. | 3.200% | 8/21/25 | 5,020 | 5,587 | ||
Hershey Co. | 2.300% | 8/15/26 | 9,558 | 10,342 | ||
Hershey Co. | 2.450% | 11/15/29 | 3,850 | 4,202 | ||
Hershey Co. | 1.700% | 6/1/30 | 5,098 | 5,226 | ||
Hershey Co. | 3.375% | 8/15/46 | 485 | 566 | ||
Hershey Co. | 3.125% | 11/15/49 | 11,091 | 12,569 | ||
Hershey Co. | 2.650% | 6/1/50 | 2,660 | 2,814 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 12,550 | 12,958 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 5,069 | 6,575 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 6,775 | 8,564 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 5,485 | 6,092 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 10,500 | 11,529 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 5,725 | 6,793 | ||
Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 7,750 | 9,123 | ||
Iowa Health System | 3.665% | 2/15/50 | 7,625 | 8,700 | ||
JM Smucker Co. | 3.500% | 10/15/21 | 8,258 | 8,460 | ||
JM Smucker Co. | 3.000% | 3/15/22 | 4,570 | 4,710 | ||
JM Smucker Co. | 3.500% | 3/15/25 | 12,052 | 13,409 | ||
JM Smucker Co. | 3.375% | 12/15/27 | 12,600 | 14,186 | ||
JM Smucker Co. | 2.375% | 3/15/30 | 8,825 | 9,328 | ||
JM Smucker Co. | 4.250% | 3/15/35 | 6,841 | 8,379 | ||
JM Smucker Co. | 4.375% | 3/15/45 | 7,025 | 8,746 | ||
JM Smucker Co. | 3.550% | 3/15/50 | 4,340 | 4,890 | ||
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 5,800 | 7,231 | ||
Johnson & Johnson | 2.450% | 12/5/21 | 8,050 | 8,215 | ||
Johnson & Johnson | 2.250% | 3/3/22 | 14,293 | 14,597 | ||
Johnson & Johnson | 2.050% | 3/1/23 | 7,010 | 7,255 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 12,000 | 13,094 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 12,049 | 13,043 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 15,000 | 15,075 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 25,601 | 27,843 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 12,800 | 14,321 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 6,950 | 6,977 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 17,557 | 19,787 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 3,195 | 4,647 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 22,600 | 22,649 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 8,008 | 11,040 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 17,974 | 23,731 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 12,740 | 15,580 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 16,985 | 20,811 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 12,233 | 18,983 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 11,822 | 14,118 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 5,349 | 8,267 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 18,675 | 18,790 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 8,597 | 11,784 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 1,440 | 2,016 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 9,123 | 12,672 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 24,168 | 30,814 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 20,445 | 26,290 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 6,453 | 8,022 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 14,000 | 14,084 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 14,475 | 14,975 | ||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 3,590 | 3,718 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 7,510 | 8,466 | ||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 9,275 | 12,681 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 14,991 | 19,419 | ||
Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 16,010 | 18,250 | ||
Kellogg Co. | 2.650% | 12/1/23 | 10,583 | 11,291 | ||
Kellogg Co. | 3.250% | 4/1/26 | 10,018 | 11,237 | ||
Kellogg Co. | 3.400% | 11/15/27 | 11,100 | 12,594 | ||
Kellogg Co. | 4.300% | 5/15/28 | 5,750 | 6,854 | ||
Kellogg Co. | 2.100% | 6/1/30 | 6,250 | 6,542 |
95
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kellogg Co. | 7.450% | 4/1/31 | 7,700 | 11,626 | ||
Kellogg Co. | 4.500% | 4/1/46 | 8,150 | 10,502 | ||
Keurig Dr Pepper Inc. | 2.700% | 11/15/22 | 4,072 | 4,213 | ||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 16,200 | 17,592 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 5,650 | 6,070 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 18,001 | 20,705 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 7,800 | 8,698 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 5,724 | 6,236 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 7,250 | 8,224 | ||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 24,001 | 29,115 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 10,575 | 11,967 | ||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 678 | 1,058 | ||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 6,375 | 8,533 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 16,636 | 21,208 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 3,095 | 3,898 | ||
Keurig Dr Pepper Inc. | 5.085% | 5/25/48 | 465 | 652 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 9,025 | 10,795 | ||
Kimberly-Clark Corp. | 2.400% | 3/1/22 | 5,925 | 6,073 | ||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 5,793 | 6,082 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 4,530 | 5,033 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 7,135 | 7,910 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 3,000 | 3,030 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 3,800 | 4,564 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 6,163 | 7,092 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 9,005 | 10,340 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 2,253 | 3,682 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 10,243 | 14,846 | ||
Kimberly-Clark Corp. | 3.700% | 6/1/43 | 3,129 | 3,896 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 5,965 | 7,051 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 4,355 | 5,590 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 6,410 | 7,188 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,419 | 3,525 | ||
Koninklijke Philips NV | 6.875% | 3/11/38 | 5,230 | 8,162 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 10,699 | 14,359 | ||
Kroger Co. | 3.400% | 4/15/22 | 3,783 | 3,904 | ||
Kroger Co. | 2.800% | 8/1/22 | 3,625 | 3,754 | ||
Kroger Co. | 3.850% | 8/1/23 | 7,190 | 7,753 | ||
Kroger Co. | 4.000% | 2/1/24 | 5,286 | 5,798 | ||
Kroger Co. | 3.500% | 2/1/26 | 4,800 | 5,383 | ||
Kroger Co. | 2.650% | 10/15/26 | 13,100 | 14,322 | ||
Kroger Co. | 3.700% | 8/1/27 | 5,200 | 5,977 | ||
Kroger Co. | 7.700% | 6/1/29 | 5,250 | 7,366 | ||
Kroger Co. | 8.000% | 9/15/29 | 4,085 | 5,907 | ||
Kroger Co. | 2.200% | 5/1/30 | 4,300 | 4,497 | ||
Kroger Co. | 7.500% | 4/1/31 | 5,500 | 8,054 | ||
Kroger Co. | 6.900% | 4/15/38 | 5,719 | 8,630 | ||
Kroger Co. | 5.400% | 7/15/40 | 3,937 | 5,294 | ||
Kroger Co. | 5.000% | 4/15/42 | 5,397 | 7,134 | ||
Kroger Co. | 5.150% | 8/1/43 | 2,867 | 3,902 | ||
Kroger Co. | 3.875% | 10/15/46 | 12,315 | 14,402 | ||
Kroger Co. | 4.450% | 2/1/47 | 11,722 | 14,758 | ||
Kroger Co. | 4.650% | 1/15/48 | 11,736 | 15,205 | ||
Kroger Co. | 5.400% | 1/15/49 | 3,267 | 4,730 | ||
Kroger Co. | 3.950% | 1/15/50 | 10,042 | 12,072 | ||
Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 5,205 | 5,361 | ||
Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 1,635 | 1,711 | ||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,800 | 3,049 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 9,415 | 10,239 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 6,710 | 7,104 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 8,075 | 8,922 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 7,325 | 8,360 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 7,525 | 8,290 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 12,706 | 16,626 | ||
4 | Mayo Clinic | 3.774% | 11/15/43 | 6,216 | 7,477 |
96
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Mayo Clinic | 4.000% | 11/15/47 | 3,275 | 4,143 | |
4 | Mayo Clinic | 4.128% | 11/15/52 | 2,475 | 3,245 | |
McCormick & Co. Inc. | 3.900% | 7/15/21 | 3,025 | 3,055 | ||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 2,023 | 2,088 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 9,158 | 9,922 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 9,869 | 11,082 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 10,025 | 10,728 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 3,813 | 4,835 | ||
McKesson Corp. | 2.700% | 12/15/22 | 5,800 | 6,024 | ||
McKesson Corp. | 2.850% | 3/15/23 | 350 | 366 | ||
McKesson Corp. | 3.796% | 3/15/24 | 13,080 | 14,339 | ||
McKesson Corp. | 0.900% | 12/3/25 | 5,575 | 5,589 | ||
McKesson Corp. | 3.950% | 2/16/28 | 7,182 | 8,376 | ||
McKesson Corp. | 4.750% | 5/30/29 | 5,400 | 6,642 | ||
McKesson Corp. | 4.883% | 3/15/44 | 1,000 | 1,255 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 11,823 | 13,626 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 6,850 | 10,135 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 16,823 | 22,254 | ||
4 | MedStar Health Inc. | 3.626% | 8/15/49 | 4,000 | 4,657 | |
Medtronic Inc. | 3.500% | 3/15/25 | 14,668 | 16,429 | ||
Medtronic Inc. | 4.375% | 3/15/35 | 38,049 | 51,152 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 22,690 | 32,116 | ||
Memorial Health Services | 3.447% | 11/1/49 | 7,300 | 7,816 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 1,440 | 1,944 | ||
Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 2,650 | 2,808 | ||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 11,705 | 15,180 | ||
Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,560 | 2,072 | ||
Merck & Co. Inc. | 2.350% | 2/10/22 | 15,943 | 16,302 | ||
Merck & Co. Inc. | 2.400% | 9/15/22 | 13,990 | 14,428 | ||
Merck & Co. Inc. | 2.800% | 5/18/23 | 27,399 | 29,041 | ||
Merck & Co. Inc. | 2.900% | 3/7/24 | 6,585 | 7,095 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 30,849 | 33,507 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 12,450 | 12,555 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 23,135 | 26,893 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 13,505 | 13,616 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 9,350 | 14,521 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 11,062 | 13,972 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 15,447 | 15,930 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 12,459 | 15,333 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 13,922 | 18,165 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 28,681 | 35,659 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 20,340 | 26,817 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 16,315 | 16,807 | ||
Mercy Health | 4.302% | 7/1/28 | 2,890 | 3,330 | ||
Methodist Hospital | 2.705% | 12/1/50 | 6,600 | 6,749 | ||
MidMichigan Health | 3.409% | 6/1/50 | 4,125 | 4,585 | ||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 2,138 | 2,225 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 24,515 | 26,879 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 15,058 | 18,817 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 22,916 | 26,218 | ||
6 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 5,000 | 5,144 | |
Mondelez International Inc. | 0.625% | 7/1/22 | 12,125 | 12,184 | ||
Mondelez International Inc. | 2.125% | 4/13/23 | 3,601 | 3,742 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 7,345 | 7,602 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 19,400 | 21,278 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 5,100 | 5,017 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 8,975 | 9,102 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 14,650 | 14,724 | ||
4 | Montefiore Obligated Group | 5.246% | 11/1/48 | 9,325 | 11,301 | |
4 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 3,625 | 4,087 | |
4 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 6,737 | 7,603 | |
Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 8,100 | 8,819 | ||
MultiCare Health System | 2.803% | 8/15/50 | 2,925 | 3,022 | ||
Mylan Inc. | 4.200% | 11/29/23 | 14,020 | 15,335 |
97
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mylan Inc. | 4.550% | 4/15/28 | 7,723 | 9,209 | ||
Mylan Inc. | 5.400% | 11/29/43 | 5,799 | 7,639 | ||
Mylan Inc. | 5.200% | 4/15/48 | 7,300 | 9,571 | ||
Mylan NV | 3.950% | 6/15/26 | 21,185 | 24,256 | ||
Mylan NV | 5.250% | 6/15/46 | 16,600 | 21,747 | ||
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 4,550 | 4,436 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 8,276 | 10,391 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 4,675 | 6,092 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 4,632 | 4,476 | ||
New York & Presbyterian Hospital | 3.954% | 8/1/19 | 6,800 | 7,876 | ||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 9,775 | 11,173 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 11,500 | 13,789 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 5,625 | 6,434 | ||
Novartis Capital Corp. | 2.400% | 5/17/22 | 28,551 | 29,334 | ||
Novartis Capital Corp. | 2.400% | 9/21/22 | 9,269 | 9,617 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 18,105 | 19,868 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 11,800 | 12,375 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 22,077 | 24,415 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 18,641 | 19,865 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 17,154 | 19,270 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 19,695 | 21,138 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 8,634 | 10,656 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 22,465 | 30,879 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 18,313 | 23,919 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 11,330 | 12,392 | ||
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | 2.667% | 10/1/50 | 4,480 | 4,304 | ||
4 | NYU Hospitals Center | 4.368% | 7/1/47 | 5,790 | 7,022 | |
NYU Langone Hospitals | 5.750% | 7/1/43 | 4,780 | 6,614 | ||
NYU Langone Hospitals | 4.784% | 7/1/44 | 4,066 | 5,150 | ||
NYU Langone Hospitals | 3.380% | 7/1/55 | 8,350 | 8,689 | ||
4 | OhioHealth Corp. | 3.042% | 11/15/50 | 4,875 | 5,325 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 3,575 | 4,329 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 3,500 | 3,872 | ||
Partners Healthcare System Inc. | 3.765% | 7/1/48 | 875 | 1,038 | ||
Partners Healthcare System Inc. | 3.192% | 7/1/49 | 8,400 | 9,221 | ||
Partners Healthcare System Inc. | 4.117% | 7/1/55 | 3,125 | 4,002 | ||
Partners Healthcare System Inc. | 3.342% | 7/1/60 | 12,665 | 14,410 | ||
PeaceHealth Obligated Group | 1.375% | 11/15/25 | 2,600 | 2,652 | ||
PeaceHealth Obligated Group | 4.787% | 11/15/48 | 4,175 | 5,553 | ||
PeaceHealth Obligated Group | 3.218% | 11/15/50 | 6,975 | 7,538 | ||
PepsiCo Inc. | 3.000% | 8/25/21 | 13,962 | 14,200 | ||
PepsiCo Inc. | 1.700% | 10/6/21 | 11,558 | 11,668 | ||
PepsiCo Inc. | 2.750% | 3/5/22 | 18,301 | 18,838 | ||
PepsiCo Inc. | 2.250% | 5/2/22 | 8,713 | 8,926 | ||
PepsiCo Inc. | 3.100% | 7/17/22 | 6,674 | 6,937 | ||
PepsiCo Inc. | 2.750% | 3/1/23 | 6,691 | 7,053 | ||
PepsiCo Inc. | 0.750% | 5/1/23 | 14,925 | 15,112 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 10,713 | 11,699 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 17,790 | 19,016 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 19,063 | 20,707 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 11,753 | 13,192 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 10,798 | 11,927 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 16,587 | 18,034 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 9,382 | 10,317 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 21,963 | 24,740 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 20,109 | 22,133 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 30,197 | 33,634 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 12,900 | 13,206 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 11,425 | 11,462 | ||
PepsiCo Inc. | 5.500% | 1/15/40 | 1,809 | 2,708 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 10,200 | 12,217 | ||
PepsiCo Inc. | 4.875% | 11/1/40 | 253 | 354 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 12,900 | 16,585 |
98
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
PepsiCo Inc. | 3.600% | 8/13/42 | 9,219 | 11,165 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 11,885 | 15,540 | ||
PepsiCo Inc. | 4.600% | 7/17/45 | 6,595 | 9,221 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 20,923 | 29,166 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 19,274 | 23,132 | ||
PepsiCo Inc. | 4.000% | 5/2/47 | 6,423 | 8,384 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 13,370 | 16,200 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 16,079 | 17,951 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 19,885 | 25,123 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 10,800 | 14,411 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 10,615 | 11,938 | ||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 10,100 | 11,089 | ||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 10,186 | 11,508 | ||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 7,441 | 7,971 | ||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 3,912 | 4,347 | ||
Pfizer Inc. | 2.200% | 12/15/21 | 7,754 | 7,900 | ||
Pfizer Inc. | 2.800% | 3/11/22 | 9,705 | 9,996 | ||
Pfizer Inc. | 3.000% | 6/15/23 | 7,788 | 8,295 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 7,150 | 7,695 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 11,450 | 12,337 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 7,009 | 7,701 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 6,375 | 6,462 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 16,785 | 18,522 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 21,398 | 24,127 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 15,800 | 18,625 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 18,785 | 21,898 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 18,295 | 20,250 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 14,150 | 14,607 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 15,855 | 20,074 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 12,050 | 15,352 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 17,374 | 21,678 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 17,389 | 29,833 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 11,825 | 12,538 | ||
Pfizer Inc. | 5.600% | 9/15/40 | 1,700 | 2,501 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 12,396 | 16,323 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 17,554 | 23,524 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 15,829 | 20,801 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 17,430 | 23,274 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 6,645 | 8,697 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 27,660 | 29,542 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 8,190 | 11,342 | ||
Philip Morris International Inc. | 2.625% | 2/18/22 | 2,673 | 2,740 | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 9,063 | 9,342 | ||
Philip Morris International Inc. | 2.500% | 8/22/22 | 3,573 | 3,701 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 11,024 | 11,437 | ||
Philip Morris International Inc. | 2.625% | 3/6/23 | 9,110 | 9,579 | ||
Philip Morris International Inc. | 1.125% | 5/1/23 | 4,005 | 4,084 | ||
Philip Morris International Inc. | 2.125% | 5/10/23 | 9,215 | 9,566 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 12,816 | 13,980 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 17,855 | 19,242 | ||
Philip Morris International Inc. | 3.250% | 11/10/24 | 14,670 | 16,114 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 7,821 | 8,089 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 9,859 | 10,968 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 15,866 | 17,314 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 5,000 | 5,020 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 2,393 | 2,673 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 6,950 | 7,762 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 9,245 | 10,560 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 13,525 | 14,018 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 2,875 | 2,907 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 14,272 | 21,525 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 13,007 | 16,195 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 10,909 | 13,758 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 8,965 | 10,438 |
99
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Philip Morris International Inc. | 4.125% | 3/4/43 | 10,935 | 13,385 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 11,338 | 14,984 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 17,112 | 21,517 | ||
4 | Procter & Gamble - Esop | 9.360% | 1/1/21 | 377 | 377 | |
Procter & Gamble Co. | 2.300% | 2/6/22 | 12,135 | 12,402 | ||
Procter & Gamble Co. | 2.150% | 8/11/22 | 7,021 | 7,237 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 16,002 | 17,196 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 12,625 | 12,657 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 11,703 | 12,968 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 13,350 | 14,712 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 18,350 | 20,398 | ||
Procter & Gamble Co. | 2.850% | 8/11/27 | 5,328 | 5,944 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 23,301 | 26,718 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 14,170 | 14,102 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 1,500 | 2,294 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 18,268 | 22,723 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 8,941 | 11,593 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 8,739 | 11,717 | ||
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 2,243 | 2,441 | ||
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 8,861 | 9,501 | ||
4 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 5,243 | 6,154 | |
4 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 4,800 | 5,752 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 4,565 | 5,033 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 6,420 | 7,135 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 7,629 | 8,599 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 3,475 | 4,126 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 11,810 | 12,982 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 8,000 | 8,770 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 1,368 | 1,772 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 2,898 | 3,643 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 16,327 | 16,038 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 11,970 | 11,540 | ||
Reynolds American Inc. | 4.850% | 9/15/23 | 4,175 | 4,657 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 34,722 | 39,487 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 15,563 | 19,644 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 3,230 | 4,432 | ||
Reynolds American Inc. | 8.125% | 5/1/40 | 2,569 | 3,734 | ||
Reynolds American Inc. | 7.000% | 8/4/41 | 3,375 | 4,423 | ||
Reynolds American Inc. | 6.150% | 9/15/43 | 11,492 | 14,868 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 27,084 | 34,571 | ||
6 | Royalty Pharma plc | 0.750% | 9/2/23 | 12,850 | 12,906 | |
6 | Royalty Pharma plc | 1.200% | 9/2/25 | 12,950 | 13,122 | |
6 | Royalty Pharma plc | 1.750% | 9/2/27 | 14,000 | 14,321 | |
6 | Royalty Pharma plc | 2.200% | 9/2/30 | 13,675 | 13,954 | |
6 | Royalty Pharma plc | 3.300% | 9/2/40 | 16,300 | 17,090 | |
6 | Royalty Pharma plc | 3.550% | 9/2/50 | 10,000 | 10,641 | |
RUSH Obligated Group | 3.922% | 11/15/29 | 4,275 | 5,064 | ||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 5,853 | 7,064 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 1,750 | 1,971 | ||
Sanofi | 3.375% | 6/19/23 | 15,300 | 16,409 | ||
Sanofi | 3.625% | 6/19/28 | 17,345 | 20,226 | ||
Sharp HealthCare | 2.680% | 8/1/50 | 3,575 | 3,606 | ||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 46,436 | 49,233 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 37,817 | 42,249 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 13,295 | 13,488 | ||
Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 3,652 | 4,182 | ||
SSM Health Care Corp. | 3.688% | 6/1/23 | 8,575 | 9,165 | ||
SSM Health Care Corp. | 3.823% | 6/1/27 | 5,200 | 5,879 | ||
Stanford Health Care | 3.310% | 8/15/30 | 100 | 114 | ||
Stanford Health Care | 3.795% | 11/15/48 | 6,850 | 8,534 | ||
Stryker Corp. | 3.375% | 5/15/24 | 12,345 | 13,424 | ||
Stryker Corp. | 1.150% | 6/15/25 | 5,900 | 6,018 | ||
Stryker Corp. | 3.375% | 11/1/25 | 12,375 | 13,844 | ||
Stryker Corp. | 3.500% | 3/15/26 | 11,265 | 12,771 |
100
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Stryker Corp. | 3.650% | 3/7/28 | 7,295 | 8,435 | ||
Stryker Corp. | 1.950% | 6/15/30 | 12,550 | 12,891 | ||
Stryker Corp. | 4.100% | 4/1/43 | 5,070 | 6,145 | ||
Stryker Corp. | 4.375% | 5/15/44 | 7,695 | 9,530 | ||
Stryker Corp. | 4.625% | 3/15/46 | 6,710 | 8,940 | ||
Stryker Corp. | 2.900% | 6/15/50 | 9,375 | 9,896 | ||
Sutter Health | 1.321% | 8/15/25 | 3,725 | 3,776 | ||
Sutter Health | 3.695% | 8/15/28 | 4,450 | 5,022 | ||
Sutter Health | 2.294% | 8/15/30 | 9,050 | 9,423 | ||
Sutter Health | 3.161% | 8/15/40 | 5,250 | 5,559 | ||
Sutter Health | 4.091% | 8/15/48 | 4,950 | 6,011 | ||
Sutter Health | 3.361% | 8/15/50 | 8,200 | 8,929 | ||
Sysco Corp. | 2.600% | 6/12/22 | 3,250 | 3,350 | ||
Sysco Corp. | 3.550% | 3/15/25 | 5,190 | 5,777 | ||
Sysco Corp. | 5.650% | 4/1/25 | 448 | 533 | ||
Sysco Corp. | 3.750% | 10/1/25 | 7,930 | 8,887 | ||
Sysco Corp. | 3.300% | 7/15/26 | 9,910 | 10,992 | ||
Sysco Corp. | 3.250% | 7/15/27 | 21,051 | 23,428 | ||
Sysco Corp. | 2.400% | 2/15/30 | 2,100 | 2,179 | ||
Sysco Corp. | 5.950% | 4/1/30 | 15,750 | 20,686 | ||
Sysco Corp. | 6.600% | 4/1/40 | 10,922 | 15,944 | ||
Sysco Corp. | 4.850% | 10/1/45 | 7,130 | 8,902 | ||
Sysco Corp. | 4.500% | 4/1/46 | 6,265 | 7,579 | ||
Sysco Corp. | 4.450% | 3/15/48 | 7,467 | 8,997 | ||
Sysco Corp. | 3.300% | 2/15/50 | 6,350 | 6,651 | ||
Sysco Corp. | 6.600% | 4/1/50 | 16,033 | 24,632 | ||
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 20,424 | 22,632 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 25,571 | 31,743 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 24,865 | 25,384 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 18,165 | 19,049 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 28,470 | 30,368 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 17,450 | 19,351 | ||
Texas Health Resources | 2.328% | 11/15/50 | 3,750 | 3,542 | ||
4 | Texas Health Resources | 4.330% | 11/15/55 | 2,843 | 3,824 | |
Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 13,051 | 13,767 | ||
Thermo Fisher Scientific Inc. | 4.150% | 2/1/24 | 8,214 | 9,082 | ||
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 17,011 | 19,352 | ||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 9,925 | 11,238 | ||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 16,195 | 18,032 | ||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 9,597 | 10,785 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 10,380 | 11,355 | ||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 5,975 | 7,409 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 7,288 | 10,592 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 7,650 | 10,214 | ||
Toledo Hospital | 5.325% | 11/15/28 | 4,100 | 4,752 | ||
Toledo Hospital | 5.750% | 11/15/38 | 5,454 | 6,495 | ||
Toledo Hospital | 6.015% | 11/15/48 | 4,750 | 5,916 | ||
Trinity Health Corp. | 4.125% | 12/1/45 | 6,815 | 8,335 | ||
4 | Trinity Health Corp. | 3.434% | 12/1/48 | 1,660 | 1,807 | |
Tyson Foods Inc. | 4.500% | 6/15/22 | 21,745 | 22,789 | ||
Tyson Foods Inc. | 3.900% | 9/28/23 | 3,300 | 3,599 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 19,491 | 21,637 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 12,053 | 13,848 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 15,940 | 18,144 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 22,943 | 27,774 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 9,241 | 12,066 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 13,927 | 19,113 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 10,325 | 13,575 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 17,422 | 25,041 | ||
Unilever Capital Corp. | 2.750% | 3/22/21 | 4,006 | 4,026 | ||
Unilever Capital Corp. | 3.000% | 3/7/22 | 10,050 | 10,376 | ||
Unilever Capital Corp. | 2.200% | 5/5/22 | 900 | 921 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 3,300 | 3,317 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 16,450 | 17,845 |
101
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Unilever Capital Corp. | 2.600% | 5/5/24 | 24,325 | 25,966 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 9,825 | 10,882 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 10,625 | 11,339 | ||
Unilever Capital Corp. | 2.900% | 5/5/27 | 6,350 | 7,062 | ||
Unilever Capital Corp. | 3.500% | 3/22/28 | 12,875 | 14,945 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 12,570 | 13,412 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 4,200 | 4,209 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 8,975 | 13,030 | ||
6 | Universal Health Services Inc. | 2.650% | 10/15/30 | 10,500 | 10,867 | |
6 | Upjohn Inc. | 1.125% | 6/22/22 | 12,725 | 12,855 | |
6 | Upjohn Inc. | 1.650% | 6/22/25 | 9,250 | 9,568 | |
6 | Upjohn Inc. | 2.300% | 6/22/27 | 4,825 | 5,118 | |
6 | Upjohn Inc. | 2.700% | 6/22/30 | 32,650 | 34,427 | |
6 | Upjohn Inc. | 3.850% | 6/22/40 | 20,800 | 23,398 | |
6 | Upjohn Inc. | 4.000% | 6/22/50 | 25,550 | 29,223 | |
UPMC | 3.600% | 4/3/25 | 6,550 | 7,275 | ||
West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 1,900 | 2,003 | ||
Whirlpool Corp. | 4.700% | 6/1/22 | 5,180 | 5,480 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 3,529 | 3,880 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 3,788 | 4,204 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 8,665 | 10,596 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 6,082 | 7,528 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 4,325 | 5,608 | ||
4 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 3,921 | 5,210 | |
Wyeth LLC | 7.250% | 3/1/23 | 2,400 | 2,745 | ||
Wyeth LLC | 6.450% | 2/1/24 | 11,600 | 13,674 | ||
Wyeth LLC | 6.500% | 2/1/34 | 9,208 | 14,305 | ||
Wyeth LLC | 6.000% | 2/15/36 | 5,465 | 8,138 | ||
Wyeth LLC | 5.950% | 4/1/37 | 24,913 | 37,470 | ||
Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 5,100 | 4,952 | ||
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 4,275 | 5,035 | ||
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 10,575 | 10,879 | ||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 6,575 | 7,010 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 21,355 | 23,599 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 1,550 | 1,697 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 3/20/30 | 7,400 | 8,356 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 1,650 | 2,147 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 8,945 | 10,437 | ||
Zoetis Inc. | 3.250% | 2/1/23 | 14,745 | 15,517 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 4,325 | 5,050 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 14,104 | 15,754 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 7,400 | 8,711 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 13,300 | 13,749 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 14,228 | 19,431 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 8,372 | 10,423 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 4,900 | 6,561 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 5,825 | 6,395 | ||
Energy (2.3%) | ||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 2.773% | 12/15/22 | 15,918 | 16,594 | ||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 16,855 | 18,876 | ||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/29 | 6,205 | 6,790 | ||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.486% | 5/1/30 | 8,764 | 10,562 | ||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 17,675 | 20,065 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 14,938 | 19,726 | ||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 3,425 | 3,562 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 8,335 | 9,252 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 14,590 | 17,215 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 10,462 | 11,706 |
102
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
BP Capital Markets America Inc. | 3.245% | 5/6/22 | 24,864 | 25,827 | ||
BP Capital Markets America Inc. | 2.520% | 9/19/22 | 8,925 | 9,237 | ||
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 9,130 | 9,643 | ||
BP Capital Markets America Inc. | 2.750% | 5/10/23 | 10,516 | 11,086 | ||
BP Capital Markets America Inc. | 3.216% | 11/28/23 | 18,853 | 20,242 | ||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 5,859 | 6,409 | ||
BP Capital Markets America Inc. | 3.224% | 4/14/24 | 3,150 | 3,402 | ||
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 7,936 | 8,728 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 19,104 | 21,654 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 14,161 | 15,846 | ||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 18,998 | 21,008 | ||
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 8,680 | 9,578 | ||
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 4,350 | 4,942 | ||
BP Capital Markets America Inc. | 3.588% | 4/14/27 | 5,250 | 5,963 | ||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 14,000 | 16,447 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 17,400 | 20,738 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 22,765 | 26,454 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 7,050 | 7,062 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 28,891 | 29,620 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 16,805 | 16,521 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 10,600 | 10,753 | ||
BP Capital Markets plc | 3.062% | 3/17/22 | 4,000 | 4,131 | ||
BP Capital Markets plc | 3.245% | 5/6/22 | 12,913 | 13,413 | ||
BP Capital Markets plc | 2.500% | 11/6/22 | 15,162 | 15,749 | ||
BP Capital Markets plc | 3.994% | 9/26/23 | 7,405 | 8,104 | ||
BP Capital Markets plc | 3.814% | 2/10/24 | 8,331 | 9,143 | ||
BP Capital Markets plc | 3.535% | 11/4/24 | 24,916 | 27,629 | ||
BP Capital Markets plc | 3.506% | 3/17/25 | 20,359 | 22,700 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 26,450 | 29,750 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 15,409 | 17,836 | ||
Burlington Resources Finance Co. | 7.200% | 8/15/31 | 3,455 | 5,154 | ||
Burlington Resources Finance Co. | 7.400% | 12/1/31 | 5,765 | 8,575 | ||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 15,347 | 16,038 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 6,673 | 7,148 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 290 | 317 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 5,200 | 5,452 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 21,428 | 24,026 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 8,200 | 8,688 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 5,718 | 7,612 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 7,323 | 9,630 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 4,325 | 5,433 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 10,197 | 13,409 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 11,599 | 15,485 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 5,584 | 7,636 | ||
Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 6,050 | 7,640 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 11,114 | 12,943 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 14,140 | 16,420 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 26,875 | 31,712 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 19,330 | 21,543 | ||
Chevron Corp. | 2.411% | 3/3/22 | 4,995 | 5,101 | ||
Chevron Corp. | 2.498% | 3/3/22 | 8,665 | 8,806 | ||
Chevron Corp. | 2.355% | 12/5/22 | 24,207 | 25,048 | ||
Chevron Corp. | 1.141% | 5/11/23 | 17,550 | 17,880 | ||
Chevron Corp. | 2.566% | 5/16/23 | 6,015 | 6,308 | ||
Chevron Corp. | 3.191% | 6/24/23 | 23,886 | 25,348 | ||
Chevron Corp. | 2.895% | 3/3/24 | 15,570 | 16,522 | ||
Chevron Corp. | 1.554% | 5/11/25 | 29,975 | 31,067 | ||
Chevron Corp. | 3.326% | 11/17/25 | 19,131 | 21,316 | ||
Chevron Corp. | 2.954% | 5/16/26 | 22,461 | 24,963 | ||
Chevron Corp. | 1.995% | 5/11/27 | 7,800 | 8,248 | ||
Chevron Corp. | 2.236% | 5/11/30 | 21,150 | 22,586 | ||
Chevron Corp. | 2.978% | 5/11/40 | 6,975 | 7,703 | ||
Chevron Corp. | 3.078% | 5/11/50 | 11,950 | 13,179 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 5,380 | 5,387 |
103
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Chevron USA Inc. | 0.426% | 8/11/23 | 3,900 | 3,910 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 7,900 | 7,923 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 4,850 | 4,853 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 10,600 | 10,244 | ||
Cimarex Energy Co. | 4.375% | 6/1/24 | 10,950 | 11,894 | ||
Cimarex Energy Co. | 3.900% | 5/15/27 | 14,026 | 15,358 | ||
Cimarex Energy Co. | 4.375% | 3/15/29 | 2,278 | 2,591 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 18,525 | 21,350 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 5,525 | 7,581 | ||
Concho Resources Inc. | 3.750% | 10/1/27 | 29,796 | 33,707 | ||
Concho Resources Inc. | 4.300% | 8/15/28 | 26,805 | 31,663 | ||
Concho Resources Inc. | 2.400% | 2/15/31 | 6,500 | 6,788 | ||
Concho Resources Inc. | 4.875% | 10/1/47 | 11,726 | 15,771 | ||
Concho Resources Inc. | 4.850% | 8/15/48 | 5,000 | 6,669 | ||
Conoco Funding Co. | 7.250% | 10/15/31 | 1,115 | 1,661 | ||
ConocoPhillips | 5.900% | 10/15/32 | 14,606 | 19,882 | ||
ConocoPhillips | 5.900% | 5/15/38 | 10,968 | 15,708 | ||
ConocoPhillips | 6.500% | 2/1/39 | 29,259 | 44,699 | ||
ConocoPhillips Canada Funding Co. I | 5.950% | 10/15/36 | 8,450 | 11,935 | ||
ConocoPhillips Co. | 3.350% | 11/15/24 | 3,123 | 3,421 | ||
ConocoPhillips Co. | 4.950% | 3/15/26 | 20,129 | 24,163 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 10,712 | 13,548 | ||
ConocoPhillips Co. | 5.950% | 3/15/46 | 650 | 990 | ||
ConocoPhillips Holding Co. | 6.950% | 4/15/29 | 25,284 | 35,282 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 6,151 | 7,235 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 5,705 | 8,001 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 15,405 | 18,698 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 10,924 | 12,235 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 10,488 | 12,402 | ||
Devon Financing Co. LLC | 7.875% | 9/30/31 | 7,787 | 10,801 | ||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 12,205 | 12,830 | ||
Diamondback Energy Inc. | 4.750% | 5/31/25 | 1,600 | 1,796 | ||
Diamondback Energy Inc. | 5.375% | 5/31/25 | 4,500 | 4,663 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 25,896 | 27,676 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 23,875 | 25,427 | ||
Dominion Energy Gas Holdings LLC | 3.550% | 11/1/23 | 13,725 | 14,771 | ||
Dominion Energy Gas Holdings LLC | 2.500% | 11/15/24 | 5,500 | 5,878 | ||
Dominion Energy Gas Holdings LLC | 3.600% | 12/15/24 | 7,896 | 8,736 | ||
Dominion Energy Gas Holdings LLC | 3.000% | 11/15/29 | 4,100 | 4,490 | ||
Dominion Energy Gas Holdings LLC | 4.800% | 11/1/43 | 6,535 | 8,372 | ||
Dominion Energy Gas Holdings LLC | 4.600% | 12/15/44 | 5,075 | 6,409 | ||
Dominion Energy Gas Holdings LLC | 3.900% | 11/15/49 | 200 | 233 | ||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 16,700 | 16,993 | ||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 12,640 | 12,662 | ||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 16,760 | 17,130 | ||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 1,338 | 1,270 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 10,311 | 12,488 | ||
Enbridge Energy Partners LP | 7.500% | 4/15/38 | 9,910 | 14,011 | ||
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 3,790 | 4,741 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 10,306 | 15,815 | ||
Enbridge Inc. | 2.900% | 7/15/22 | 7,430 | 7,690 | ||
Enbridge Inc. | 4.000% | 10/1/23 | 3,000 | 3,262 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 6,450 | 6,892 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 10,932 | 12,723 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 16,050 | 18,242 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 12,325 | 13,527 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 7,000 | 8,192 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 1,650 | 2,200 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 5,975 | 6,803 | ||
Energy Transfer Operating LP | 5.200% | 2/1/22 | 13,574 | 14,066 | ||
Energy Transfer Operating LP | 3.600% | 2/1/23 | 20,586 | 21,538 | ||
Energy Transfer Operating LP | 4.250% | 3/15/23 | 22,740 | 23,849 | ||
Energy Transfer Operating LP | 4.200% | 9/15/23 | 7,470 | 8,049 | ||
Energy Transfer Operating LP | 4.900% | 2/1/24 | 2,029 | 2,222 |
104
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Energy Transfer Operating LP | 4.500% | 4/15/24 | 1,250 | 1,341 | ||
Energy Transfer Operating LP | 4.050% | 3/15/25 | 21,900 | 23,926 | ||
Energy Transfer Operating LP | 2.900% | 5/15/25 | 10,834 | 11,430 | ||
Energy Transfer Operating LP | 4.750% | 1/15/26 | 14,800 | 16,409 | ||
Energy Transfer Operating LP | 4.200% | 4/15/27 | 7,300 | 8,021 | ||
Energy Transfer Operating LP | 5.500% | 6/1/27 | 17,600 | 20,614 | ||
Energy Transfer Operating LP | 5.250% | 4/15/29 | 15,148 | 17,591 | ||
Energy Transfer Operating LP | 3.750% | 5/15/30 | 12,900 | 13,948 | ||
Energy Transfer Operating LP | 4.900% | 3/15/35 | 5,048 | 5,509 | ||
Energy Transfer Operating LP | 6.250% | 4/15/49 | 18,680 | 22,533 | ||
Energy Transfer Operating LP | 5.000% | 5/15/50 | 28,895 | 31,532 | ||
Energy Transfer Partners LP | 4.950% | 6/15/28 | 16,475 | 19,029 | ||
Energy Transfer Partners LP | 6.625% | 10/15/36 | 3,980 | 4,766 | ||
Energy Transfer Partners LP | 5.800% | 6/15/38 | 9,725 | 11,111 | ||
Energy Transfer Partners LP | 7.500% | 7/1/38 | 6,482 | 8,508 | ||
Energy Transfer Partners LP | 6.050% | 6/1/41 | 8,370 | 9,605 | ||
Energy Transfer Partners LP | 6.500% | 2/1/42 | 12,458 | 15,105 | ||
Energy Transfer Partners LP | 5.150% | 2/1/43 | 2,074 | 2,183 | ||
Energy Transfer Partners LP | 5.950% | 10/1/43 | 5,272 | 5,911 | ||
Energy Transfer Partners LP | 5.150% | 3/15/45 | 4,478 | 4,831 | ||
Energy Transfer Partners LP | 6.125% | 12/15/45 | 19,444 | 22,701 | ||
Energy Transfer Partners LP | 5.300% | 4/15/47 | 9,430 | 10,385 | ||
Energy Transfer Partners LP | 6.000% | 6/15/48 | 16,560 | 19,631 | ||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 8,593 | 8,882 | ||
Enterprise Products Operating LLC | 4.050% | 2/15/22 | 475 | 495 | ||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 22,149 | 23,092 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 15,624 | 17,107 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 20,935 | 23,427 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 8,102 | 9,159 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 3,247 | 3,649 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 28,945 | 32,035 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 17,895 | 19,412 | ||
Enterprise Products Operating LLC | 6.875% | 3/1/33 | 6,813 | 9,496 | ||
Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,760 | 2,465 | ||
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 3,544 | 5,377 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 13,461 | 18,598 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 10,706 | 14,659 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 6,495 | 8,914 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 9,147 | 11,279 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 17,023 | 20,306 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 11,740 | 14,454 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 6,507 | 8,218 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 26,028 | 32,602 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 24,980 | 29,108 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 13,186 | 16,647 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 24,450 | 28,691 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 13,120 | 14,389 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 8,175 | 8,245 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 9,220 | 11,607 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 20,420 | 22,383 | ||
Enterprise Products Operating LLC | 4.875% | 8/16/77 | 600 | 576 | ||
4 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 7,825 | 7,933 | |
4 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 9,215 | 9,123 | |
EOG Resources Inc. | 2.625% | 3/15/23 | 16,258 | 16,967 | ||
EOG Resources Inc. | 3.150% | 4/1/25 | 8,281 | 9,057 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 14,335 | 16,432 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 12,215 | 14,860 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 17,418 | 23,563 | ||
Exxon Mobil Corp. | 2.397% | 3/6/22 | 32,210 | 32,813 | ||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 12,258 | 12,594 | ||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 37,622 | 39,405 | ||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 23,350 | 23,789 | ||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 19,107 | 20,088 | ||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 10,548 | 11,303 |
105
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 49,975 | 54,631 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 16,426 | 18,172 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 13,106 | 14,111 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 10,000 | 11,392 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 15,650 | 16,730 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 21,440 | 24,811 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 26,388 | 28,800 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 10,825 | 11,724 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 27,650 | 34,281 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 16,800 | 19,190 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 17,200 | 21,174 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 25,450 | 27,421 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 51,117 | 66,580 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 35,775 | 40,862 | ||
Halliburton Co. | 3.500% | 8/1/23 | 1,603 | 1,703 | ||
Halliburton Co. | 3.800% | 11/15/25 | 8,349 | 9,351 | ||
Halliburton Co. | 2.920% | 3/1/30 | 24,640 | 26,057 | ||
Halliburton Co. | 4.850% | 11/15/35 | 18,848 | 21,628 | ||
Halliburton Co. | 6.700% | 9/15/38 | 14,952 | 19,755 | ||
Halliburton Co. | 4.500% | 11/15/41 | 2,060 | 2,227 | ||
Halliburton Co. | 4.750% | 8/1/43 | 11,381 | 12,647 | ||
Halliburton Co. | 5.000% | 11/15/45 | 30,213 | 35,689 | ||
Helmerich & Payne Inc. | 4.650% | 3/15/25 | 5,000 | 5,544 | ||
Hess Corp. | 3.500% | 7/15/24 | 3,720 | 3,925 | ||
Hess Corp. | 4.300% | 4/1/27 | 10,690 | 11,839 | ||
Hess Corp. | 7.875% | 10/1/29 | 7,493 | 9,825 | ||
Hess Corp. | 7.300% | 8/15/31 | 6,023 | 7,770 | ||
Hess Corp. | 7.125% | 3/15/33 | 5,892 | 7,630 | ||
Hess Corp. | 6.000% | 1/15/40 | 17,310 | 21,075 | ||
Hess Corp. | 5.600% | 2/15/41 | 19,008 | 23,071 | ||
Hess Corp. | 5.800% | 4/1/47 | 1,000 | 1,266 | ||
HollyFrontier Corp. | 2.625% | 10/1/23 | 2,300 | 2,351 | ||
HollyFrontier Corp. | 5.875% | 4/1/26 | 11,820 | 12,899 | ||
Husky Energy Inc. | 3.950% | 4/15/22 | 5,771 | 5,929 | ||
Husky Energy Inc. | 4.000% | 4/15/24 | 13,898 | 14,853 | ||
Husky Energy Inc. | 4.400% | 4/15/29 | 9,000 | 9,922 | ||
Husky Energy Inc. | 6.800% | 9/15/37 | 3,316 | 4,152 | ||
Kinder Morgan Energy Partners LP | 4.150% | 3/1/22 | 6,364 | 6,629 | ||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 8,949 | 9,378 | ||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 10,319 | 10,861 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 14,399 | 15,389 | ||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 450 | 493 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 21,611 | 23,904 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 2,534 | 2,828 | ||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 1,010 | 1,355 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 3,690 | 5,114 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 7,249 | 9,078 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 22,321 | 28,963 | ||
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 6,336 | 8,682 | ||
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 8,145 | 10,656 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 8,500 | 11,204 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 7,775 | 11,106 | ||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 4,287 | 5,611 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 12,464 | 15,102 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 5,774 | 6,660 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 13,199 | 15,049 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 4,941 | 5,710 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 12,604 | 15,749 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 3,045 | 3,725 | ||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 10,749 | 11,286 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 10,049 | 11,441 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 19,077 | 22,344 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 12,400 | 12,525 | ||
Kinder Morgan Inc. | 7.800% | 8/1/31 | 5,400 | 7,693 |
106
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Kinder Morgan Inc. | 7.750% | 1/15/32 | 11,375 | 16,379 | ||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 19,134 | 23,672 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 18,342 | 23,468 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 12,171 | 14,889 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 875 | 1,102 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 10,140 | 10,158 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 9,066 | 10,824 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 7,600 | 8,517 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 291 | 368 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 4,744 | 5,394 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 13,068 | 14,887 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 6,450 | 8,079 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 7,600 | 8,526 | ||
Marathon Oil Corp. | 2.800% | 11/1/22 | 4,525 | 4,649 | ||
Marathon Oil Corp. | 3.850% | 6/1/25 | 10,000 | 10,725 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 16,952 | 18,753 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 6,865 | 8,451 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 15,180 | 18,747 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 2,075 | 2,378 | ||
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 16,401 | 17,775 | ||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 6,303 | 6,973 | ||
Marathon Petroleum Corp. | 5.125% | 4/1/24 | 1,000 | 1,016 | ||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 7,380 | 8,035 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 8,533 | 9,770 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 23,545 | 27,960 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 8,450 | 9,401 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 17,989 | 24,128 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 10,397 | 11,905 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 8,256 | 9,267 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 6,783 | 7,716 | ||
MPLX LP | 3.500% | 12/1/22 | 5,585 | 5,864 | ||
MPLX LP | 3.375% | 3/15/23 | 5,777 | 6,131 | ||
MPLX LP | 4.500% | 7/15/23 | 20,140 | 21,927 | ||
MPLX LP | 4.875% | 12/1/24 | 32,701 | 37,402 | ||
MPLX LP | 5.250% | 1/15/25 | 2,637 | 2,709 | ||
MPLX LP | 4.000% | 2/15/25 | 5,008 | 5,571 | ||
MPLX LP | 4.875% | 6/1/25 | 8,284 | 9,568 | ||
MPLX LP | 1.750% | 3/1/26 | 11,100 | 11,461 | ||
MPLX LP | 4.125% | 3/1/27 | 10,000 | 11,500 | ||
MPLX LP | 4.250% | 12/1/27 | 19,765 | 23,026 | ||
MPLX LP | 4.000% | 3/15/28 | 13,008 | 14,813 | ||
MPLX LP | 2.650% | 8/15/30 | 10,500 | 10,972 | ||
MPLX LP | 4.500% | 4/15/38 | 19,641 | 22,219 | ||
MPLX LP | 5.200% | 3/1/47 | 17,015 | 20,631 | ||
MPLX LP | 5.200% | 12/1/47 | 19,085 | 22,926 | ||
MPLX LP | 4.700% | 4/15/48 | 16,110 | 19,131 | ||
MPLX LP | 5.500% | 2/15/49 | 19,565 | 25,361 | ||
MPLX LP | 4.900% | 4/15/58 | 5,100 | 5,948 | ||
National Fuel Gas Co. | 4.900% | 12/1/21 | 2,312 | 2,370 | ||
National Fuel Gas Co. | 3.750% | 3/1/23 | 3,660 | 3,834 | ||
National Fuel Gas Co. | 5.200% | 7/15/25 | 2,667 | 2,990 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 3,850 | 4,441 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 4,390 | 4,653 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 10,055 | 10,769 | ||
National Oilwell Varco Inc. | 3.600% | 12/1/29 | 5,025 | 5,245 | ||
National Oilwell Varco Inc. | 3.950% | 12/1/42 | 8,588 | 8,663 | ||
Noble Energy Inc. | 3.900% | 11/15/24 | 6,225 | 6,941 | ||
Noble Energy Inc. | 3.850% | 1/15/28 | 9,275 | 10,736 | ||
Noble Energy Inc. | 3.250% | 10/15/29 | 6,100 | 6,939 | ||
Noble Energy Inc. | 6.000% | 3/1/41 | 13,223 | 19,735 | ||
Noble Energy Inc. | 5.250% | 11/15/43 | 14,537 | 20,479 | ||
Noble Energy Inc. | 5.050% | 11/15/44 | 10,525 | 14,643 | ||
Noble Energy Inc. | 4.950% | 8/15/47 | 6,205 | 8,679 | ||
Noble Energy Inc. | 4.200% | 10/15/49 | 3,952 | 5,014 |
107
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
ONEOK Inc. | 4.250% | 2/1/22 | 12,375 | 12,758 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 15,093 | 17,375 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 5,350 | 5,643 | ||
ONEOK Inc. | 2.200% | 9/15/25 | 2,850 | 2,965 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 13,425 | 14,902 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 2,050 | 2,338 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 11,961 | 13,472 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 22,300 | 23,702 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 18,425 | 19,602 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 3,225 | 4,127 | ||
ONEOK Inc. | 6.000% | 6/15/35 | 1,450 | 1,775 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 13,906 | 15,313 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 6,865 | 7,894 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 9,532 | 9,956 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 7,475 | 7,925 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 5,425 | 7,556 | ||
ONEOK Partners LP | 3.375% | 10/1/22 | 15,015 | 15,616 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 8,813 | 9,979 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 15,589 | 19,529 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 7,821 | 10,044 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 5,795 | 6,897 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 3,049 | 3,714 | ||
Petro-Canada | 5.350% | 7/15/33 | 3,830 | 4,680 | ||
Petro-Canada | 5.950% | 5/15/35 | 8,130 | 10,563 | ||
Petro-Canada | 6.800% | 5/15/38 | 13,193 | 18,498 | ||
Phillips 66 | 4.300% | 4/1/22 | 14,915 | 15,621 | ||
Phillips 66 | 3.700% | 4/6/23 | 3,100 | 3,320 | ||
Phillips 66 | 0.900% | 2/15/24 | 5,000 | 5,019 | ||
Phillips 66 | 3.850% | 4/9/25 | 10,883 | 12,255 | ||
Phillips 66 | 1.300% | 2/15/26 | 7,325 | 7,446 | ||
Phillips 66 | 3.900% | 3/15/28 | 8,760 | 10,055 | ||
Phillips 66 | 2.150% | 12/15/30 | 28,800 | 29,197 | ||
Phillips 66 | 4.650% | 11/15/34 | 16,748 | 20,422 | ||
Phillips 66 | 5.875% | 5/1/42 | 15,831 | 21,998 | ||
Phillips 66 | 4.875% | 11/15/44 | 17,520 | 22,027 | ||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 4,300 | 4,502 | ||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 9,516 | 10,280 | ||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 2,500 | 2,739 | ||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 5,725 | 6,178 | ||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 10,748 | 11,198 | ||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 7,300 | 7,840 | ||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 5,933 | 6,680 | ||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 10,593 | 12,314 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 12,623 | 12,506 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 6,016 | 6,427 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 3.650% | 6/1/22 | 5,886 | 6,066 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 2.850% | 1/31/23 | 15,838 | 16,407 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 3.850% | 10/15/23 | 4,417 | 4,724 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 3.600% | 11/1/24 | 24,815 | 26,430 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.650% | 10/15/25 | 10,849 | 12,120 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 11,620 | 13,013 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/29 | 8,930 | 9,337 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/37 | 5,439 | 6,582 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 5.150% | 6/1/42 | 7,475 | 7,984 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.300% | 1/31/43 | 12,100 | 11,831 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 6/15/44 | 11,468 | 11,929 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/45 | 3,575 | 3,784 | ||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.875% | 3/1/22 | 12,035 | 12,584 | ||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.000% | 10/1/22 | 21,195 | 22,467 | ||
Regency Energy Partners LP / Regency Energy Finance Corp. | 4.500% | 11/1/23 | 6,975 | 7,542 | ||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 14,675 | 15,445 |
108
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 17,983 | 19,691 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 23,700 | 27,018 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 25,385 | 29,542 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 14,612 | 17,664 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 21,167 | 24,951 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 18,806 | 21,580 | ||
6 | Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 20,270 | 24,020 | |
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 2,000 | 2,051 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 18,490 | 20,036 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 20,240 | 21,611 | ||
Shell International Finance BV | 1.750% | 9/12/21 | 13,575 | 13,694 | ||
Shell International Finance BV | 2.375% | 8/21/22 | 14,131 | 14,590 | ||
Shell International Finance BV | 2.250% | 1/6/23 | 7,578 | 7,863 | ||
Shell International Finance BV | 3.400% | 8/12/23 | 11,134 | 12,012 | ||
Shell International Finance BV | 0.375% | 9/15/23 | 6,525 | 6,535 | ||
Shell International Finance BV | 3.500% | 11/13/23 | 10,866 | 11,804 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 10,225 | 10,726 | ||
Shell International Finance BV | 2.375% | 4/6/25 | 26,505 | 28,348 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 29,316 | 32,462 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 26,416 | 29,183 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 20,538 | 22,520 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 17,010 | 20,147 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 27,749 | 29,726 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 22,075 | 24,277 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 13,370 | 16,610 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 28,582 | 44,180 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 9,153 | 13,149 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 9,594 | 11,111 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 22,387 | 29,772 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 34,264 | 45,080 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 35,396 | 44,367 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 7,520 | 9,083 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 25,095 | 27,835 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 26,600 | 29,914 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 6,460 | 7,202 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 14,508 | 15,920 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 12,698 | 14,126 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 1,026 | 1,331 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 15,225 | 17,926 | ||
Suncor Energy Inc. | 2.800% | 5/15/23 | 8,725 | 9,175 | ||
Suncor Energy Inc. | 3.600% | 12/1/24 | 5,490 | 6,055 | ||
Suncor Energy Inc. | 3.100% | 5/15/25 | 6,500 | 7,115 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 5,708 | 7,971 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 3,787 | 4,949 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 23,388 | 32,619 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 14,957 | 16,854 | ||
Sunoco Logistics Partners Operations LP | 4.650% | 2/15/22 | 1,100 | 1,147 | ||
Sunoco Logistics Partners Operations LP | 3.450% | 1/15/23 | 1,889 | 1,969 | ||
Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 7,743 | 8,362 | ||
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 4,910 | 5,757 | ||
Sunoco Logistics Partners Operations LP | 3.900% | 7/15/26 | 8,185 | 8,952 | ||
Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 10,865 | 11,856 | ||
Sunoco Logistics Partners Operations LP | 6.100% | 2/15/42 | 10,680 | 12,162 | ||
Sunoco Logistics Partners Operations LP | 4.950% | 1/15/43 | 1,150 | 1,182 | ||
Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 7,978 | 8,507 | ||
Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 17,239 | 19,200 | ||
Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 11,227 | 12,378 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 6,500 | 7,307 | ||
TechnipFMC plc | 3.450% | 10/1/22 | 5,322 | 5,488 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 1,580 | 1,971 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 4,520 | 5,867 | ||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 1,792 | 2,521 | ||
6 | Texas Eastern Transmission LP | 2.800% | 10/15/22 | 165 | 171 | |
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 5,860 | 8,043 |
109
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Tosco Corp. | 8.125% | 2/15/30 | 1,150 | 1,691 | ||
Total Capital Canada Ltd. | 2.750% | 7/15/23 | 25,940 | 27,459 | ||
Total Capital International SA | 2.875% | 2/17/22 | 7,631 | 7,850 | ||
Total Capital International SA | 2.700% | 1/25/23 | 11,750 | 12,320 | ||
Total Capital International SA | 3.700% | 1/15/24 | 25,266 | 27,695 | ||
Total Capital International SA | 3.750% | 4/10/24 | 3,690 | 4,093 | ||
Total Capital International SA | 2.434% | 1/10/25 | 9,700 | 10,338 | ||
Total Capital International SA | 3.455% | 2/19/29 | 17,900 | 20,682 | ||
Total Capital International SA | 2.829% | 1/10/30 | 20,066 | 22,408 | ||
Total Capital International SA | 2.986% | 6/29/41 | 8,050 | 8,760 | ||
Total Capital International SA | 3.461% | 7/12/49 | 9,550 | 11,006 | ||
Total Capital International SA | 3.127% | 5/29/50 | 33,713 | 36,648 | ||
Total Capital International SA | 3.386% | 6/29/60 | 2,000 | 2,258 | ||
Total Capital SA | 4.250% | 12/15/21 | 250 | 259 | ||
Total Capital SA | 3.883% | 10/11/28 | 8,495 | 10,045 | ||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 16,124 | 16,648 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 5,107 | 5,521 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 13,267 | 15,719 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 13,050 | 15,331 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 28,652 | 33,574 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 17,825 | 21,493 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 4,055 | 5,216 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 15,615 | 20,795 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 24,191 | 33,569 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 18,945 | 23,547 | ||
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 1,575 | 2,428 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 10,460 | 14,042 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 16,175 | 20,295 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 24,422 | 31,445 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 7,573 | 9,911 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 5,766 | 6,645 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 10,625 | 11,853 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 1,993 | 2,524 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 4,996 | 5,808 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 5,397 | 6,505 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 12,315 | 13,847 | ||
Valero Energy Corp. | 2.700% | 4/15/23 | 14,100 | 14,701 | ||
Valero Energy Corp. | 1.200% | 3/15/24 | 5,250 | 5,271 | ||
Valero Energy Corp. | 3.650% | 3/15/25 | 3,905 | 4,268 | ||
Valero Energy Corp. | 2.850% | 4/15/25 | 8,050 | 8,556 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 17,795 | 19,460 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 5,150 | 5,244 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 20,452 | 23,225 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 13,000 | 14,572 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 10,610 | 14,655 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 16,088 | 21,295 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 8,975 | 10,462 | ||
Valero Energy Partners LP | 4.375% | 12/15/26 | 6,962 | 8,058 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 9,000 | 10,275 | ||
Williams Cos. Inc. | 4.000% | 11/15/21 | 9,199 | 9,399 | ||
Williams Cos. Inc. | 3.600% | 3/15/22 | 14,996 | 15,475 | ||
Williams Cos. Inc. | 3.350% | 8/15/22 | 10,525 | 10,931 | ||
Williams Cos. Inc. | 3.700% | 1/15/23 | 14,306 | 15,110 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 5,800 | 6,380 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 15,533 | 17,116 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 29,028 | 32,436 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 16,001 | 17,700 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 9,325 | 10,502 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 15,175 | 17,255 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 14,375 | 16,232 | ||
Williams Cos. Inc. | 7.500% | 1/15/31 | 550 | 737 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 14,125 | 18,751 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 10,000 | 12,704 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 9,000 | 11,083 |
110
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Williams Cos. Inc. | 5.750% | 6/24/44 | 14,367 | 18,782 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 6,400 | 7,640 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 19,990 | 24,750 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 8,125 | 9,912 | ||
Other Industrial (0.2%) | ||||||
4 | American University | 3.672% | 4/1/49 | 4,750 | 5,281 | |
4 | Boston University | 4.061% | 10/1/48 | 4,871 | 6,161 | |
Brown University in Providence in the State of Rhode Island and Providence Plant | 2.924% | 9/1/50 | 6,306 | 7,125 | ||
California Institute of Technology | 4.321% | 8/1/45 | 750 | 1,015 | ||
California Institute of Technology | 4.700% | 11/1/11 | 11,265 | 15,598 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 14,015 | 16,538 | ||
Cintas Corp. No. 2 | 2.900% | 4/1/22 | 6,900 | 7,103 | ||
Cintas Corp. No. 2 | 3.250% | 6/1/22 | 4,915 | 5,078 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 12,205 | 14,046 | ||
4 | Duke University | 2.682% | 10/1/44 | 16,500 | 17,245 | |
4 | Duke University | 2.832% | 10/1/55 | 11,570 | 12,550 | |
Emory University | 2.143% | 9/1/30 | 10,200 | 10,714 | ||
Emory University | 2.969% | 9/1/50 | 4,450 | 4,748 | ||
Georgetown University | 4.315% | 4/1/49 | 4,350 | 5,535 | ||
Georgetown University | 2.943% | 4/1/50 | 8,260 | 8,271 | ||
Georgetown University | 5.215% | 10/1/18 | 3,412 | 4,926 | ||
4 | Johns Hopkins University | 4.083% | 7/1/53 | 4,479 | 5,943 | |
4 | Johns Hopkins University | 2.813% | 1/1/60 | 4,850 | 5,114 | |
Leland Stanford Junior University | 3.647% | 5/1/48 | 28,561 | 36,572 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 1,600 | 1,657 | ||
4 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 7,875 | 9,825 | |
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 4,600 | 5,288 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 10,421 | 18,221 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 11,024 | 16,530 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 4,740 | 6,027 | ||
4 | Northwestern University | 4.643% | 12/1/44 | 11,125 | 14,719 | |
4 | Northwestern University | 2.640% | 12/1/50 | 4,242 | 4,359 | |
4 | Northwestern University | 3.662% | 12/1/57 | 4,294 | 5,415 | |
President & Fellows of Harvard College | 4.875% | 10/15/40 | 6,100 | 8,710 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 7,774 | 9,163 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 9,245 | 9,831 | ||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 2,934 | 3,638 | ||
6 | President & Fellows of Harvard College | 6.500% | 1/15/39 | 100 | 162 | |
Quanta Services Inc. | 2.900% | 10/1/30 | 12,825 | 13,721 | ||
Steelcase Inc. | 5.125% | 1/18/29 | 4,815 | 5,651 | ||
4 | Trustees of Boston College | 3.129% | 7/1/52 | 4,560 | 4,970 | |
Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 5,825 | 5,965 | ||
4 | University of Chicago | 2.761% | 4/1/45 | 4,469 | 4,565 | |
4 | University of Chicago | 2.547% | 4/1/50 | 9,375 | 9,376 | |
4 | University of Chicago | 4.003% | 10/1/53 | 6,795 | 8,976 | |
4 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 11,934 | 14,520 | |
University of Notre Dame du Lac | 3.394% | 2/15/48 | 4,950 | 6,094 | ||
University of Pennsylvania | 4.674% | 9/1/12 | 11,845 | 16,973 | ||
University of Pennsylvania | 3.610% | 2/15/19 | 2,810 | 3,139 | ||
4 | University of Southern California | 3.028% | 10/1/39 | 9,125 | 9,963 | |
4 | University of Southern California | 3.841% | 10/1/47 | 13,625 | 17,150 | |
University of Southern California | 2.805% | 10/1/50 | 3,975 | 4,310 | ||
University of Southern California | 3.226% | 10/1/20 | 1,115 | 1,135 | ||
4 | William Marsh Rice University | 3.574% | 5/15/45 | 16,330 | 19,808 | |
Yale University | 0.873% | 4/15/25 | 6,350 | 6,450 | ||
Yale University | 1.482% | 4/15/30 | 11,330 | 11,583 | ||
Yale University | 2.402% | 4/15/50 | 8,450 | 8,694 | ||
Technology (2.6%) | ||||||
Adobe Inc. | 1.700% | 2/1/23 | 4,483 | 4,611 | ||
Adobe Inc. | 1.900% | 2/1/25 | 1,300 | 1,374 | ||
Adobe Inc. | 3.250% | 2/1/25 | 14,841 | 16,361 |
111
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Adobe Inc. | 2.150% | 2/1/27 | 12,105 | 13,022 | ||
Adobe Inc. | 2.300% | 2/1/30 | 17,200 | 18,556 | ||
Alphabet Inc. | 3.375% | 2/25/24 | 6,021 | 6,588 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 13,353 | 13,348 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 5,322 | 5,686 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 13,360 | 13,305 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 27,800 | 27,364 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 18,200 | 17,758 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 33,375 | 31,866 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 25,450 | 24,387 | ||
Altera Corp. | 4.100% | 11/15/23 | 7,396 | 8,151 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 9,000 | 9,435 | ||
Analog Devices Inc. | 2.500% | 12/5/21 | 5,600 | 5,701 | ||
Analog Devices Inc. | 2.875% | 6/1/23 | 14,050 | 14,783 | ||
Analog Devices Inc. | 3.125% | 12/5/23 | 10,898 | 11,727 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 4,602 | 5,011 | ||
Analog Devices Inc. | 3.900% | 12/15/25 | 2,664 | 3,037 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 11,665 | 13,246 | ||
Analog Devices Inc. | 5.300% | 12/15/45 | 999 | 1,384 | ||
Apple Inc. | 2.150% | 2/9/22 | 31,662 | 32,318 | ||
Apple Inc. | 2.500% | 2/9/22 | 20,170 | 20,638 | ||
Apple Inc. | 2.300% | 5/11/22 | 24,343 | 24,970 | ||
Apple Inc. | 2.700% | 5/13/22 | 29,724 | 30,710 | ||
Apple Inc. | 2.100% | 9/12/22 | 5,429 | 5,589 | ||
Apple Inc. | 2.400% | 1/13/23 | 13,500 | 14,053 | ||
Apple Inc. | 2.850% | 2/23/23 | 21,793 | 22,873 | ||
Apple Inc. | 2.400% | 5/3/23 | 62,213 | 65,227 | ||
Apple Inc. | 0.750% | 5/11/23 | 19,850 | 20,096 | ||
Apple Inc. | 3.000% | 2/9/24 | 5,654 | 6,082 | ||
Apple Inc. | 3.450% | 5/6/24 | 20,532 | 22,601 | ||
Apple Inc. | 2.850% | 5/11/24 | 28,807 | 31,055 | ||
Apple Inc. | 1.800% | 9/11/24 | 11,870 | 12,464 | ||
Apple Inc. | 2.750% | 1/13/25 | 21,313 | 23,087 | ||
Apple Inc. | 2.500% | 2/9/25 | 22,231 | 24,014 | ||
Apple Inc. | 1.125% | 5/11/25 | 41,134 | 42,238 | ||
Apple Inc. | 3.200% | 5/13/25 | 26,968 | 30,083 | ||
Apple Inc. | 0.550% | 8/20/25 | 13,366 | 13,406 | ||
Apple Inc. | 3.250% | 2/23/26 | 25,001 | 28,057 | ||
Apple Inc. | 2.450% | 8/4/26 | 45,619 | 49,717 | ||
Apple Inc. | 2.050% | 9/11/26 | 11,825 | 12,630 | ||
Apple Inc. | 3.350% | 2/9/27 | 32,812 | 37,326 | ||
Apple Inc. | 3.200% | 5/11/27 | 44,364 | 50,200 | ||
Apple Inc. | 3.000% | 6/20/27 | 2,100 | 2,362 | ||
Apple Inc. | 2.900% | 9/12/27 | 48,027 | 53,723 | ||
Apple Inc. | 3.000% | 11/13/27 | 7,779 | 8,760 | ||
Apple Inc. | 2.200% | 9/11/29 | 24,870 | 26,799 | ||
Apple Inc. | 1.650% | 5/11/30 | 24,500 | 25,139 | ||
Apple Inc. | 1.250% | 8/20/30 | 16,000 | 15,978 | ||
Apple Inc. | 4.500% | 2/23/36 | 16,084 | 21,588 | ||
Apple Inc. | 3.850% | 5/4/43 | 40,379 | 51,234 | ||
Apple Inc. | 4.450% | 5/6/44 | 10,983 | 15,051 | ||
Apple Inc. | 3.450% | 2/9/45 | 28,006 | 33,804 | ||
Apple Inc. | 4.375% | 5/13/45 | 16,140 | 22,082 | ||
Apple Inc. | 4.650% | 2/23/46 | 49,667 | 71,252 | ||
Apple Inc. | 3.850% | 8/4/46 | 26,914 | 34,622 | ||
Apple Inc. | 4.250% | 2/9/47 | 12,925 | 17,591 | ||
Apple Inc. | 3.750% | 9/12/47 | 18,665 | 23,306 | ||
Apple Inc. | 3.750% | 11/13/47 | 17,936 | 22,626 | ||
Apple Inc. | 2.950% | 9/11/49 | 32,009 | 35,619 | ||
Apple Inc. | 2.650% | 5/11/50 | 38,685 | 40,908 | ||
Apple Inc. | 2.400% | 8/20/50 | 18,051 | 18,447 | ||
Apple Inc. | 2.550% | 8/20/60 | 22,625 | 23,160 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 16,000 | 18,303 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 16,870 | 19,179 |
112
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Applied Materials Inc. | 1.750% | 6/1/30 | 9,200 | 9,520 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 8,647 | 11,996 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 7,771 | 12,228 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 7,350 | 10,153 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 15,485 | 16,819 | ||
Arrow Electronics Inc. | 3.500% | 4/1/22 | 4,350 | 4,473 | ||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 2,154 | 2,309 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 9,054 | 9,754 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 4,487 | 4,913 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 6,300 | 7,100 | ||
Autodesk Inc. | 3.600% | 12/15/22 | 1,725 | 1,813 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 3,463 | 3,956 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 9,485 | 10,702 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 6,100 | 6,761 | ||
Avnet Inc. | 3.750% | 12/1/21 | 2,000 | 2,046 | ||
Avnet Inc. | 4.875% | 12/1/22 | 6,870 | 7,329 | ||
Avnet Inc. | 4.625% | 4/15/26 | 6,730 | 7,609 | ||
Baidu Inc. | 2.875% | 7/6/22 | 10,200 | 10,507 | ||
Baidu Inc. | 3.500% | 11/28/22 | 8,525 | 8,931 | ||
Baidu Inc. | 3.875% | 9/29/23 | 10,650 | 11,477 | ||
Baidu Inc. | 4.375% | 5/14/24 | 9,400 | 10,324 | ||
Baidu Inc. | 3.075% | 4/7/25 | 6,000 | 6,410 | ||
Baidu Inc. | 1.720% | 4/9/26 | 10,000 | 10,173 | ||
Baidu Inc. | 3.625% | 7/6/27 | 9,300 | 10,273 | ||
Baidu Inc. | 4.375% | 3/29/28 | 5,900 | 6,789 | ||
Baidu Inc. | 4.875% | 11/14/28 | 7,400 | 8,851 | ||
Baidu Inc. | 3.425% | 4/7/30 | 4,425 | 4,909 | ||
Baidu Inc. | 2.375% | 10/9/30 | 4,000 | 4,092 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 1/15/23 | 17,100 | 17,779 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 1/15/24 | 41,140 | 44,437 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.125% | 1/15/25 | 7,750 | 8,363 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 47,077 | 52,909 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 16,365 | 18,008 | ||
Broadcom Inc. | 3.125% | 10/15/22 | 16,000 | 16,707 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 12,000 | 12,519 | ||
Broadcom Inc. | 3.625% | 10/15/24 | 17,673 | 19,404 | ||
Broadcom Inc. | 4.700% | 4/15/25 | 20,275 | 23,221 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 33,000 | 36,033 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 31,300 | 35,628 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 40,105 | 44,370 | ||
Broadcom Inc. | 4.110% | 9/15/28 | 26,246 | 29,886 | ||
Broadcom Inc. | 4.750% | 4/15/29 | 37,000 | 44,175 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 30,390 | 36,800 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 38,000 | 43,922 | ||
Broadcom Inc. | 4.300% | 11/15/32 | 26,100 | 30,779 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 7,350 | 8,278 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 6,381 | 7,002 | ||
CA Inc. | 4.700% | 3/15/27 | 1,400 | 1,597 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 3,992 | 4,480 | ||
Cisco Systems Inc. | 3.000% | 6/15/22 | 757 | 787 | ||
Cisco Systems Inc. | 2.600% | 2/28/23 | 2,908 | 3,052 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 11,715 | 12,267 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 15,078 | 16,575 | ||
Cisco Systems Inc. | 3.500% | 6/15/25 | 4,297 | 4,860 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 6,630 | 7,384 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 6,175 | 6,766 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 19,491 | 29,988 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 29,604 | 44,315 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 8,980 | 10,507 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 7,160 | 7,887 | ||
Corning Inc. | 2.900% | 5/15/22 | 5,575 | 5,733 | ||
Corning Inc. | 4.700% | 3/15/37 | 5,761 | 6,911 | ||
Corning Inc. | 5.750% | 8/15/40 | 10,381 | 13,905 | ||
Corning Inc. | 4.750% | 3/15/42 | 6,000 | 7,605 |
113
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Corning Inc. | 5.350% | 11/15/48 | 5,446 | 7,705 | ||
Corning Inc. | 4.375% | 11/15/57 | 7,630 | 9,416 | ||
Corning Inc. | 5.850% | 11/15/68 | 3,945 | 5,726 | ||
Corning Inc. | 5.450% | 11/15/79 | 8,650 | 11,795 | ||
6 | Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 40,667 | 44,903 | |
6 | Dell International LLC / EMC Corp. | 4.000% | 7/15/24 | 12,450 | 13,687 | |
6 | Dell International LLC / EMC Corp. | 5.850% | 7/15/25 | 13,292 | 15,971 | |
6 | Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 48,933 | 59,620 | |
6 | Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 10,000 | 11,815 | |
6 | Dell International LLC / EMC Corp. | 6.100% | 7/15/27 | 7,749 | 9,602 | |
6 | Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 22,640 | 27,716 | |
6 | Dell International LLC / EMC Corp. | 6.200% | 7/15/30 | 12,800 | 16,631 | |
6 | Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 22,009 | 32,362 | |
6 | Dell International LLC / EMC Corp. | 8.350% | 7/15/46 | 29,070 | 43,977 | |
DXC Technology Co. | 4.000% | 4/15/23 | 8,540 | 9,102 | ||
DXC Technology Co. | 4.250% | 4/15/24 | 13,410 | 14,644 | ||
DXC Technology Co. | 4.125% | 4/15/25 | 13,215 | 14,586 | ||
DXC Technology Co. | 4.750% | 4/15/27 | 3,158 | 3,597 | ||
Equifax Inc. | 3.300% | 12/15/22 | 2,450 | 2,565 | ||
Equifax Inc. | 3.950% | 6/15/23 | 3,911 | 4,222 | ||
Equifax Inc. | 2.600% | 12/1/24 | 4,641 | 4,965 | ||
Equifax Inc. | 2.600% | 12/15/25 | 5,440 | 5,876 | ||
Equifax Inc. | 3.100% | 5/15/30 | 9,222 | 10,236 | ||
Equinix Inc. | 2.625% | 11/18/24 | 13,125 | 14,037 | ||
Equinix Inc. | 1.250% | 7/15/25 | 16,849 | 17,159 | ||
Equinix Inc. | 1.000% | 9/15/25 | 4,500 | 4,493 | ||
Equinix Inc. | 2.900% | 11/18/26 | 9,350 | 10,251 | ||
Equinix Inc. | 5.375% | 5/15/27 | 1,768 | 1,918 | ||
Equinix Inc. | 1.800% | 7/15/27 | 7,475 | 7,696 | ||
Equinix Inc. | 1.550% | 3/15/28 | 4,200 | 4,230 | ||
Equinix Inc. | 3.200% | 11/18/29 | 17,408 | 19,169 | ||
Equinix Inc. | 2.150% | 7/15/30 | 16,539 | 16,802 | ||
Equinix Inc. | 3.000% | 7/15/50 | 8,300 | 8,410 | ||
Equinix Inc. | 2.950% | 9/15/51 | 3,100 | 3,134 | ||
Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 20,511 | 21,780 | ||
Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 4,543 | 4,996 | ||
Fidelity National Information Services Inc. | 5.000% | 10/15/25 | 850 | 1,006 | ||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 22,946 | 25,555 | ||
Fidelity National Information Services Inc. | 4.250% | 5/15/28 | 1,663 | 1,970 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 12,948 | 15,158 | ||
Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 1,345 | 1,687 | ||
Fiserv Inc. | 3.500% | 10/1/22 | 10,400 | 10,876 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 15,552 | 16,941 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 29,409 | 31,551 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 29,687 | 33,513 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 20,175 | 22,594 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 14,145 | 15,060 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 13,685 | 16,245 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 42,780 | 48,820 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 13,600 | 14,674 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 26,647 | 35,685 | ||
Flex Ltd. | 5.000% | 2/15/23 | 8,645 | 9,358 | ||
Flex Ltd. | 3.750% | 2/1/26 | 5,000 | 5,591 | ||
Flex Ltd. | 4.875% | 6/15/29 | 9,300 | 11,006 | ||
Flex Ltd. | 4.875% | 5/12/30 | 3,075 | 3,693 | ||
FLIR Systems Inc. | 2.500% | 8/1/30 | 6,600 | 6,917 | ||
Global Payments Inc. | 3.750% | 6/1/23 | 4,888 | 5,230 | ||
Global Payments Inc. | 4.000% | 6/1/23 | 7,638 | 8,258 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 19,559 | 20,954 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 10,226 | 12,142 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 6,895 | 8,169 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 21,018 | 23,321 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 9,445 | 10,236 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 19,585 | 24,015 |
114
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 24,450 | 25,958 | ||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 6,600 | 6,855 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 15,175 | 16,701 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 8,475 | 8,698 | ||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 15,329 | 17,375 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 30,075 | 35,211 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 4,455 | 4,618 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 17,114 | 22,070 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 18,738 | 24,740 | ||
HP Inc. | 4.050% | 9/15/22 | 2,100 | 2,227 | ||
HP Inc. | 2.200% | 6/17/25 | 20,000 | 21,171 | ||
HP Inc. | 3.000% | 6/17/27 | 30,128 | 33,230 | ||
HP Inc. | 3.400% | 6/17/30 | 22,875 | 25,352 | ||
HP Inc. | 6.000% | 9/15/41 | 12,299 | 15,964 | ||
IBM Credit LLC | 3.600% | 11/30/21 | 10,645 | 10,964 | ||
IBM Credit LLC | 2.200% | 9/8/22 | 8,890 | 9,175 | ||
IBM Credit LLC | 3.000% | 2/6/23 | 10,510 | 11,084 | ||
Intel Corp. | 3.100% | 7/29/22 | 16,996 | 17,750 | ||
Intel Corp. | 2.700% | 12/15/22 | 28,112 | 29,434 | ||
Intel Corp. | 2.875% | 5/11/24 | 14,690 | 15,814 | ||
Intel Corp. | 3.400% | 3/25/25 | 18,025 | 19,978 | ||
Intel Corp. | 3.700% | 7/29/25 | 30,348 | 34,211 | ||
Intel Corp. | 2.600% | 5/19/26 | 21,252 | 23,181 | ||
Intel Corp. | 3.750% | 3/25/27 | 18,100 | 20,955 | ||
Intel Corp. | 2.450% | 11/15/29 | 26,800 | 28,907 | ||
Intel Corp. | 3.900% | 3/25/30 | 21,425 | 25,651 | ||
Intel Corp. | 4.000% | 12/15/32 | 12,295 | 15,166 | ||
Intel Corp. | 4.600% | 3/25/40 | 4,891 | 6,428 | ||
Intel Corp. | 4.800% | 10/1/41 | 18,584 | 25,283 | ||
Intel Corp. | 4.250% | 12/15/42 | 8,266 | 10,575 | ||
Intel Corp. | 4.900% | 7/29/45 | 3,313 | 4,602 | ||
Intel Corp. | 4.100% | 5/19/46 | 15,697 | 19,999 | ||
Intel Corp. | 4.100% | 5/11/47 | 14,177 | 18,073 | ||
Intel Corp. | 3.734% | 12/8/47 | 43,629 | 52,262 | ||
Intel Corp. | 3.250% | 11/15/49 | 19,496 | 21,774 | ||
Intel Corp. | 4.750% | 3/25/50 | 31,740 | 44,254 | ||
Intel Corp. | 3.100% | 2/15/60 | 9,200 | 9,954 | ||
Intel Corp. | 4.950% | 3/25/60 | 8,826 | 13,020 | ||
International Business Machines Corp. | 2.500% | 1/27/22 | 11,060 | 11,330 | ||
International Business Machines Corp. | 2.850% | 5/13/22 | 44,600 | 46,182 | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 16,208 | 16,626 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 23,085 | 24,206 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 25,440 | 27,441 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 23,475 | 25,707 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 37,650 | 40,695 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 6,765 | 8,761 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 12,267 | 13,848 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 53,000 | 59,813 | ||
International Business Machines Corp. | 3.300% | 1/27/27 | 1,500 | 1,689 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 7,500 | 7,786 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 5,550 | 7,245 | ||
International Business Machines Corp. | 6.500% | 1/15/28 | 1,520 | 2,021 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 33,300 | 38,517 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 27,080 | 27,844 | ||
International Business Machines Corp. | 5.875% | 11/29/32 | 6,448 | 9,248 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 26,500 | 33,447 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 4,685 | 6,842 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 21,000 | 22,366 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 22,410 | 27,689 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 36,840 | 48,009 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 18,140 | 19,329 | ||
Intuit Inc. | 0.650% | 7/15/23 | 3,490 | 3,516 | ||
Intuit Inc. | 0.950% | 7/15/25 | 8,100 | 8,207 | ||
Intuit Inc. | 1.350% | 7/15/27 | 6,500 | 6,644 |
115
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Intuit Inc. | 1.650% | 7/15/30 | 6,500 | 6,671 | ||
Jabil Inc. | 4.700% | 9/15/22 | 1,440 | 1,538 | ||
Jabil Inc. | 3.950% | 1/12/28 | 8,773 | 9,907 | ||
Jabil Inc. | 3.600% | 1/15/30 | 8,420 | 9,367 | ||
Jabil Inc. | 3.000% | 1/15/31 | 8,500 | 9,039 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 2,475 | 2,504 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 10,565 | 12,084 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 3,600 | 3,547 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 6,351 | 8,296 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 13,592 | 15,373 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 7,800 | 9,283 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 2,150 | 2,376 | ||
KLA Corp. | 4.650% | 11/1/24 | 17,405 | 19,795 | ||
KLA Corp. | 4.100% | 3/15/29 | 18,510 | 22,134 | ||
KLA Corp. | 5.000% | 3/15/49 | 5,310 | 7,387 | ||
KLA Corp. | 3.300% | 3/1/50 | 3,050 | 3,403 | ||
Lam Research Corp. | 3.800% | 3/15/25 | 5,504 | 6,163 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 12,800 | 14,646 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 12,650 | 15,111 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 10,000 | 10,371 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 11,290 | 16,355 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 9,000 | 9,679 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 4,000 | 4,446 | ||
6 | Leidos Inc. | 2.950% | 5/15/23 | 7,400 | 7,798 | |
6 | Leidos Inc. | 3.625% | 5/15/25 | 6,400 | 7,160 | |
6 | Leidos Inc. | 4.375% | 5/15/30 | 11,000 | 13,145 | |
6 | Leidos Inc. | 2.300% | 2/15/31 | 12,500 | 12,747 | |
Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 6,867 | 7,434 | ||
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 6,725 | 7,919 | ||
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 5,550 | 5,846 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 5,400 | 6,044 | ||
Microchip Technology Inc. | 4.333% | 6/1/23 | 8,000 | 8,655 | ||
Micron Technology Inc. | 4.640% | 2/6/24 | 4,800 | 5,334 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,239 | 4,997 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 20,193 | 23,954 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 9,872 | 12,315 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 4,650 | 5,690 | ||
Microsoft Corp. | 2.400% | 2/6/22 | 35,269 | 36,043 | ||
Microsoft Corp. | 2.375% | 2/12/22 | 19,236 | 19,662 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 14,260 | 14,843 | ||
Microsoft Corp. | 2.125% | 11/15/22 | 739 | 765 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 12,947 | 13,507 | ||
Microsoft Corp. | 3.625% | 12/15/23 | 5,860 | 6,402 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 32,871 | 35,296 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 23,439 | 25,403 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 53,342 | 59,604 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 53,019 | 57,742 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 52,590 | 59,835 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 18,357 | 22,516 | ||
Microsoft Corp. | 4.200% | 11/3/35 | 12,105 | 15,896 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 28,316 | 34,867 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 29,750 | 38,779 | ||
Microsoft Corp. | 3.500% | 11/15/42 | 21,746 | 26,526 | ||
Microsoft Corp. | 3.750% | 2/12/45 | 475 | 610 | ||
Microsoft Corp. | 4.450% | 11/3/45 | 29,012 | 41,192 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 79,040 | 99,675 | ||
Microsoft Corp. | 4.250% | 2/6/47 | 5,575 | 7,876 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 91,452 | 96,072 | ||
Microsoft Corp. | 4.000% | 2/12/55 | 18,506 | 25,389 | ||
Microsoft Corp. | 4.750% | 11/3/55 | 8,883 | 13,495 | ||
Microsoft Corp. | 3.950% | 8/8/56 | 14,298 | 19,305 | ||
Microsoft Corp. | 4.500% | 2/6/57 | 100 | 147 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 57,157 | 61,724 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 7,216 | 8,058 |
116
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 9,700 | 11,687 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 1,900 | 2,279 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 5,600 | 5,688 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 6,325 | 8,043 | ||
NetApp Inc. | 3.300% | 9/29/24 | 4,700 | 5,111 | ||
NetApp Inc. | 1.875% | 6/22/25 | 6,425 | 6,706 | ||
NetApp Inc. | 2.375% | 6/22/27 | 6,500 | 6,935 | ||
NetApp Inc. | 2.700% | 6/22/30 | 11,200 | 12,019 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 21,702 | 24,520 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 20,875 | 23,352 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 15,300 | 18,341 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 27,345 | 32,989 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 7,430 | 9,419 | ||
6 | NXP BV / NXP Funding LLC | 4.875% | 3/1/24 | 10,000 | 11,264 | |
6 | NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 3,975 | 4,790 | |
6 | NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 11,669 | 14,846 | |
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 2.700% | 5/1/25 | 4,428 | 4,755 | |
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.875% | 6/18/26 | 5,750 | 6,582 | |
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.150% | 5/1/27 | 5,900 | 6,497 | |
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/29 | 18,275 | 21,782 | |
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.400% | 5/1/30 | 12,400 | 14,042 | |
Oracle Corp. | 1.900% | 9/15/21 | 35,793 | 36,154 | ||
Oracle Corp. | 2.500% | 5/15/22 | 28,353 | 29,122 | ||
Oracle Corp. | 2.500% | 10/15/22 | 16,131 | 16,765 | ||
Oracle Corp. | 2.625% | 2/15/23 | 12,911 | 13,519 | ||
Oracle Corp. | 3.625% | 7/15/23 | 1,404 | 1,519 | ||
Oracle Corp. | 2.400% | 9/15/23 | 30,141 | 31,666 | ||
Oracle Corp. | 3.400% | 7/8/24 | 31,880 | 34,822 | ||
Oracle Corp. | 2.950% | 11/15/24 | 35,003 | 37,977 | ||
Oracle Corp. | 2.500% | 4/1/25 | 53,801 | 57,787 | ||
Oracle Corp. | 2.950% | 5/15/25 | 28,711 | 31,400 | ||
Oracle Corp. | 2.650% | 7/15/26 | 59,048 | 64,547 | ||
Oracle Corp. | 2.800% | 4/1/27 | 33,665 | 37,019 | ||
Oracle Corp. | 3.250% | 11/15/27 | 5,533 | 6,307 | ||
Oracle Corp. | 2.950% | 4/1/30 | 49,189 | 54,842 | ||
Oracle Corp. | 3.250% | 5/15/30 | 1,450 | 1,664 | ||
Oracle Corp. | 4.300% | 7/8/34 | 30,257 | 38,048 | ||
Oracle Corp. | 3.900% | 5/15/35 | 8,047 | 9,820 | ||
Oracle Corp. | 3.850% | 7/15/36 | 24,355 | 29,279 | ||
Oracle Corp. | 3.800% | 11/15/37 | 22,639 | 27,099 | ||
Oracle Corp. | 6.125% | 7/8/39 | 6,237 | 9,581 | ||
Oracle Corp. | 3.600% | 4/1/40 | 43,232 | 50,579 | ||
Oracle Corp. | 5.375% | 7/15/40 | 30,293 | 43,237 | ||
Oracle Corp. | 4.500% | 7/8/44 | 15,605 | 20,284 | ||
Oracle Corp. | 4.125% | 5/15/45 | 24,550 | 30,293 | ||
Oracle Corp. | 4.000% | 7/15/46 | 41,610 | 50,904 | ||
Oracle Corp. | 4.000% | 11/15/47 | 25,592 | 31,438 | ||
Oracle Corp. | 3.600% | 4/1/50 | 59,716 | 69,529 | ||
Oracle Corp. | 4.375% | 5/15/55 | 14,991 | 19,689 | ||
Oracle Corp. | 3.850% | 4/1/60 | 46,560 | 56,730 | ||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 9,125 | 9,425 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 6,875 | 7,037 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 14,000 | 14,961 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 4,875 | 5,094 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 24,350 | 26,686 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 23,935 | 26,569 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 15,556 | 16,638 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 16,995 | 19,457 | ||
QUALCOMM Inc. | 3.000% | 5/20/22 | 9,165 | 9,495 | ||
QUALCOMM Inc. | 2.600% | 1/30/23 | 7,872 | 8,236 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 14,190 | 15,255 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 15,203 | 16,929 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 21,776 | 24,665 | ||
6 | QUALCOMM Inc. | 1.300% | 5/20/28 | 31,002 | 31,157 |
117
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
QUALCOMM Inc. | 2.150% | 5/20/30 | 7,516 | 7,944 | ||
6 | QUALCOMM Inc. | 1.650% | 5/20/32 | 26,876 | 26,830 | |
QUALCOMM Inc. | 4.650% | 5/20/35 | 11,251 | 15,002 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 19,672 | 27,737 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 18,838 | 25,510 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 7,775 | 9,007 | ||
salesforce.com Inc. | 3.250% | 4/11/23 | 13,250 | 14,090 | ||
salesforce.com Inc. | 3.700% | 4/11/28 | 18,600 | 21,880 | ||
6 | Seagate HDD Cayman | 4.091% | 6/1/29 | 700 | 747 | |
Seagate HDD Cayman | 5.750% | 12/1/34 | 3,300 | 3,869 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 16,975 | 16,534 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 5,500 | 5,459 | ||
Texas Instruments Inc. | 1.850% | 5/15/22 | 8,622 | 8,794 | ||
Texas Instruments Inc. | 2.250% | 5/1/23 | 150 | 156 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 3,750 | 4,003 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 12,145 | 12,556 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 11,333 | 12,644 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 16,175 | 17,369 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 9,150 | 9,415 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 9,450 | 11,788 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 18,594 | 24,747 | ||
Trimble Inc. | 4.150% | 6/15/23 | 1,540 | 1,669 | ||
Trimble Inc. | 4.750% | 12/1/24 | 7,596 | 8,675 | ||
Trimble Inc. | 4.900% | 6/15/28 | 6,477 | 7,740 | ||
Tyco Electronics Group SA | 3.500% | 2/3/22 | 2,450 | 2,513 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 5,050 | 5,478 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 1,100 | 1,230 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 12,686 | 14,059 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 7,700 | 11,582 | ||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 6,365 | 6,711 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 11,177 | 12,641 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 8,901 | 10,635 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 12,950 | 18,343 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 8,575 | 9,935 | ||
VMware Inc. | 2.950% | 8/21/22 | 19,843 | 20,585 | ||
VMware Inc. | 4.500% | 5/15/25 | 20,725 | 23,648 | ||
VMware Inc. | 4.650% | 5/15/27 | 10,795 | 12,639 | ||
VMware Inc. | 3.900% | 8/21/27 | 24,749 | 27,921 | ||
VMware Inc. | 4.700% | 5/15/30 | 10,629 | 12,779 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 8,775 | 9,441 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 10,550 | 11,003 | ||
Transportation (0.7%) | ||||||
4 | American Airlines 2015-2 Class AA Pass Through Trust | 3.600% | 9/22/27 | 842 | 825 | |
4 | American Airlines 2016-1 Class AA Pass Through Trust | 3.575% | 1/15/28 | 2,893 | 2,839 | |
4 | American Airlines 2016-2 Class AA Pass Through Trust | 3.200% | 12/15/29 | 8,419 | 8,046 | |
4 | American Airlines 2016-3 Class A Pass Through Trust | 3.250% | 4/15/30 | 1,890 | 1,702 | |
4 | American Airlines 2016-3 Class AA Pass Through Trust | 3.000% | 4/15/30 | 4,931 | 4,824 | |
4 | American Airlines 2017-1 Class AA Pass Through Trust | 3.650% | 8/15/30 | 2,113 | 2,084 | |
4 | American Airlines 2017-2 Class AA Pass Through Trust | 3.350% | 10/15/29 | 3,172 | 3,064 | |
4 | American Airlines 2019-1 Class AA Pass Through Trust | 3.150% | 8/15/33 | 8,630 | 8,288 | |
4 | BNSF Funding Trust I | 6.613% | 12/15/55 | 600 | 690 | |
Burlington Northern Santa Fe LLC | 4.100% | 6/1/21 | 700 | 704 | ||
Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 10,150 | 10,295 | ||
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 6,595 | 6,764 | ||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 9,516 | 9,880 | ||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 5,906 | 6,199 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 8,440 | 9,142 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 9,542 | 10,457 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 12,550 | 13,744 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 11,785 | 12,894 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 9,054 | 10,208 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 1,275 | 1,649 |
118
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 9,305 | 10,528 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 3,300 | 4,980 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 3,421 | 5,171 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 8,365 | 12,396 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 7,600 | 10,479 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 11,654 | 16,809 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 4,800 | 6,625 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 10,181 | 13,407 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 11,722 | 15,509 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 16,272 | 21,846 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 5,093 | 7,295 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 10,456 | 14,740 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 12,201 | 16,436 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 10,276 | 13,428 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 8,638 | 12,123 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 13,918 | 17,659 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 14,353 | 18,790 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 10,556 | 13,846 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 8,478 | 11,313 | ||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 13,644 | 16,591 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 8,415 | 9,559 | ||
Canadian National Railway Co. | 2.850% | 12/15/21 | 2,510 | 2,554 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 9,219 | 9,957 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 7,567 | 8,276 | ||
Canadian National Railway Co. | 6.900% | 7/15/28 | 2,050 | 2,820 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,420 | 2,170 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 5,743 | 8,505 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 3,834 | 5,926 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 3,508 | 4,079 | ||
Canadian National Railway Co. | 3.650% | 2/3/48 | 21,616 | 26,503 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 1,680 | 2,313 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 10,525 | 10,892 | ||
Canadian Pacific Railway Co. | 9.450% | 8/1/21 | 1,000 | 1,051 | ||
Canadian Pacific Railway Co. | 4.500% | 1/15/22 | 5,500 | 5,718 | ||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 6,303 | 6,783 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 7,462 | 8,059 | ||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 700 | 819 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 10,236 | 10,728 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 3,510 | 5,213 | ||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 375 | 474 | ||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 3,092 | 4,030 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 14,654 | 21,467 | ||
Canadian Pacific Railway Co. | 5.750% | 1/15/42 | 13,745 | 19,593 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 2,446 | 3,343 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 6,349 | 10,524 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 5,717 | 6,706 | ||
4 | Continental Airlines 2007-1 Class A Pass Through Trust | 5.983% | 10/19/23 | 1,992 | 1,996 | |
4 | Continental Airlines 2010-1 Class A Pass Through Trust | 4.750% | 7/12/22 | 2,541 | 2,541 | |
4 | Continental Airlines 2012-1 Class A Pass Through Trust | 4.150% | 10/11/25 | 4,978 | 5,000 | |
4 | Continental Airlines 2012-2 Class A Pass Through Trust | 4.000% | 4/29/26 | 877 | 884 | |
CSX Corp. | 3.400% | 8/1/24 | 5,050 | 5,516 | ||
CSX Corp. | 3.350% | 11/1/25 | 15,086 | 16,885 | ||
CSX Corp. | 2.600% | 11/1/26 | 9,873 | 10,769 | ||
CSX Corp. | 3.250% | 6/1/27 | 12,249 | 13,824 | ||
CSX Corp. | 3.800% | 3/1/28 | 16,847 | 19,574 | ||
CSX Corp. | 4.250% | 3/15/29 | 17,683 | 21,343 | ||
CSX Corp. | 2.400% | 2/15/30 | 7,595 | 8,187 | ||
CSX Corp. | 6.000% | 10/1/36 | 6,969 | 10,097 | ||
CSX Corp. | 6.150% | 5/1/37 | 4,867 | 7,131 | ||
CSX Corp. | 6.220% | 4/30/40 | 8,807 | 13,287 | ||
CSX Corp. | 5.500% | 4/15/41 | 10,057 | 14,041 | ||
CSX Corp. | 4.750% | 5/30/42 | 4,085 | 5,350 | ||
CSX Corp. | 4.400% | 3/1/43 | 363 | 459 | ||
CSX Corp. | 4.100% | 3/15/44 | 10,345 | 12,767 |
119
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
CSX Corp. | 3.800% | 11/1/46 | 5,327 | 6,445 | ||
CSX Corp. | 4.300% | 3/1/48 | 10,175 | 13,106 | ||
CSX Corp. | 4.750% | 11/15/48 | 6,662 | 9,124 | ||
CSX Corp. | 4.500% | 3/15/49 | 12,219 | 16,358 | ||
CSX Corp. | 3.350% | 9/15/49 | 6,097 | 6,922 | ||
CSX Corp. | 3.800% | 4/15/50 | 10,825 | 13,363 | ||
CSX Corp. | 3.950% | 5/1/50 | 7,220 | 8,980 | ||
CSX Corp. | 4.500% | 8/1/54 | 1,225 | 1,655 | ||
CSX Corp. | 4.250% | 11/1/66 | 9,305 | 12,344 | ||
CSX Corp. | 4.650% | 3/1/68 | 11,950 | 16,614 | ||
4 | Delta Air Lines 2007-1 Class A Pass Through Trust | 6.821% | 2/10/24 | 3,079 | 3,139 | |
4 | Delta Air Lines 2015-1 Class AA Pass Through Trust | 3.625% | 7/30/27 | 3,093 | 3,100 | |
4 | Delta Air Lines 2019-1 Class AA Pass Through Trust | 3.204% | 4/25/24 | 6,000 | 6,136 | |
4 | Delta Air Lines 2020-1 Class AA Pass Through Trust | 2.000% | 6/10/28 | 9,046 | 8,961 | |
FedEx Corp. | 3.400% | 1/14/22 | 1,408 | 1,453 | ||
FedEx Corp. | 2.625% | 8/1/22 | 6,865 | 7,111 | ||
FedEx Corp. | 4.000% | 1/15/24 | 4,548 | 5,023 | ||
FedEx Corp. | 3.200% | 2/1/25 | 7,464 | 8,201 | ||
FedEx Corp. | 3.800% | 5/15/25 | 3,823 | 4,318 | ||
FedEx Corp. | 3.250% | 4/1/26 | 7,685 | 8,578 | ||
FedEx Corp. | 3.300% | 3/15/27 | 6,100 | 6,807 | ||
FedEx Corp. | 3.400% | 2/15/28 | 7,756 | 8,824 | ||
FedEx Corp. | 3.100% | 8/5/29 | 12,755 | 14,171 | ||
FedEx Corp. | 4.250% | 5/15/30 | 7,033 | 8,538 | ||
FedEx Corp. | 4.900% | 1/15/34 | 3,962 | 5,119 | ||
FedEx Corp. | 3.900% | 2/1/35 | 11,091 | 13,217 | ||
FedEx Corp. | 3.875% | 8/1/42 | 3,995 | 4,660 | ||
FedEx Corp. | 4.100% | 4/15/43 | 6,520 | 7,688 | ||
FedEx Corp. | 5.100% | 1/15/44 | 10,577 | 14,130 | ||
FedEx Corp. | 4.100% | 2/1/45 | 4,224 | 5,001 | ||
FedEx Corp. | 4.750% | 11/15/45 | 19,015 | 24,601 | ||
FedEx Corp. | 4.550% | 4/1/46 | 18,669 | 23,640 | ||
FedEx Corp. | 4.400% | 1/15/47 | 9,780 | 12,123 | ||
FedEx Corp. | 4.050% | 2/15/48 | 14,510 | 17,321 | ||
FedEx Corp. | 4.950% | 10/17/48 | 13,050 | 17,733 | ||
FedEx Corp. | 5.250% | 5/15/50 | 16,400 | 23,187 | ||
FedEx Corp. | 4.500% | 2/1/65 | 1,124 | 1,297 | ||
4 | FedEx Corp. 2020-1 Class AA Pass Through Trust | 1.875% | 2/20/34 | 15,750 | 16,076 | |
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 4,100 | 4,262 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 13,725 | 15,773 | ||
4 | JetBlue 2019-1 Class AA Pass Through Trust | 2.750% | 5/15/32 | 10,583 | 10,533 | |
4 | JetBlue 2020-1 Class A Pass Through Trust | 4.000% | 11/15/32 | 4,250 | 4,569 | |
Kansas City Southern | 3.000% | 5/15/23 | 17,791 | 18,521 | ||
Kansas City Southern | 2.875% | 11/15/29 | 8,985 | 9,709 | ||
Kansas City Southern | 4.300% | 5/15/43 | 5,740 | 6,679 | ||
Kansas City Southern | 4.950% | 8/15/45 | 9,025 | 11,523 | ||
Kansas City Southern | 4.700% | 5/1/48 | 10,942 | 13,789 | ||
Kansas City Southern | 3.500% | 5/1/50 | 5,450 | 6,073 | ||
Kirby Corp. | 4.200% | 3/1/28 | 13,926 | 15,350 | ||
Norfolk Southern Corp. | 3.250% | 12/1/21 | 10,615 | 10,819 | ||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 11,373 | 11,680 | ||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 9,135 | 9,570 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 2,805 | 3,053 | ||
Norfolk Southern Corp. | 5.590% | 5/17/25 | 2,302 | 2,741 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 2,163 | 2,417 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 3,520 | 3,882 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 2,900 | 3,940 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 9,370 | 10,314 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 9,565 | 11,204 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 10,475 | 11,282 | ||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 1,347 | 1,998 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 21,971 | 29,722 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 1,428 | 1,739 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 7,228 | 9,365 |
120
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 6,910 | 9,172 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 2,800 | 3,398 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 2,985 | 3,767 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 5,295 | 6,653 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 3,905 | 4,420 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 10,213 | 11,197 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 13,009 | 16,497 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 15,976 | 17,152 | ||
Ryder System Inc. | 2.800% | 3/1/22 | 1,000 | 1,026 | ||
Ryder System Inc. | 2.875% | 6/1/22 | 3,200 | 3,304 | ||
Ryder System Inc. | 2.500% | 9/1/22 | 600 | 619 | ||
Ryder System Inc. | 3.400% | 3/1/23 | 5,505 | 5,831 | ||
Ryder System Inc. | 3.750% | 6/9/23 | 13,915 | 14,968 | ||
Ryder System Inc. | 3.650% | 3/18/24 | 12,683 | 13,852 | ||
Ryder System Inc. | 2.500% | 9/1/24 | 7,818 | 8,268 | ||
Ryder System Inc. | 4.625% | 6/1/25 | 10,350 | 11,998 | ||
Ryder System Inc. | 2.900% | 12/1/26 | 4,075 | 4,470 | ||
Southwest Airlines Co. | 2.750% | 11/16/22 | 950 | 981 | ||
Southwest Airlines Co. | 4.750% | 5/4/23 | 14,692 | 15,959 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 19,900 | 23,009 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 7,026 | 7,492 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 29,540 | 35,083 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 3,460 | 3,765 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 3,185 | 3,237 | ||
4 | Southwest Airlines Co. 2007-1 Pass Through Trust | 6.150% | 2/1/24 | 517 | 532 | |
4 | Spirit Airlines Class A Pass Through Certificates Series 2015-1 | 4.100% | 10/1/29 | 1,416 | 1,311 | |
Union Pacific Corp. | 2.950% | 3/1/22 | 6,850 | 7,060 | ||
Union Pacific Corp. | 4.163% | 7/15/22 | 14,258 | 14,960 | ||
Union Pacific Corp. | 2.750% | 4/15/23 | 2,130 | 2,231 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 7,470 | 7,999 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 7,799 | 8,479 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 5,850 | 6,342 | ||
Union Pacific Corp. | 3.750% | 3/15/24 | 2,984 | 3,251 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 3,129 | 3,424 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 18,720 | 21,237 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 17,425 | 19,282 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 16,191 | 17,657 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 2,578 | 2,731 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 1,400 | 1,548 | ||
Union Pacific Corp. | 3.950% | 9/10/28 | 8,463 | 10,031 | ||
Union Pacific Corp. | 6.625% | 2/1/29 | 100 | 135 | ||
Union Pacific Corp. | 3.700% | 3/1/29 | 7,291 | 8,465 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 7,300 | 7,848 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 9,730 | 11,122 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 15,400 | 17,841 | ||
Union Pacific Corp. | 4.375% | 9/10/38 | 313 | 389 | ||
Union Pacific Corp. | 3.550% | 8/15/39 | 550 | 636 | ||
Union Pacific Corp. | 4.150% | 1/15/45 | 2,346 | 2,866 | ||
Union Pacific Corp. | 4.050% | 11/15/45 | 6,567 | 8,024 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 3,850 | 4,691 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 7,414 | 8,257 | ||
Union Pacific Corp. | 4.000% | 4/15/47 | 750 | 918 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 37,480 | 42,309 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 17,733 | 21,583 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 10,650 | 13,030 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 4,976 | 6,071 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 16,214 | 19,993 | ||
6 | Union Pacific Corp. | 2.973% | 9/16/62 | 18,005 | 18,776 | |
Union Pacific Corp. | 4.375% | 11/15/65 | 12,261 | 16,264 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 7,881 | 9,850 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 5,985 | 7,245 | ||
4 | Union Pacific Railroad Co. 2007-3 Pass Through Trust | 6.176% | 1/2/31 | 603 | 742 | |
4 | United Airlines 2013-1 Class A Pass Through Trust | 4.300% | 2/15/27 | 1,933 | 1,946 |
121
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | ||||
4 | United Airlines 2014-1 Class A Pass Through Trust | 4.000% | 10/11/27 | 2,930 | 2,916 | ||
4 | United Airlines 2014-2 Class A Pass Through Trust | 3.750% | 3/3/28 | 1,059 | 1,064 | ||
4 | United Airlines 2015-1 Class A Pass Through Trust | 3.700% | 6/1/24 | 2,940 | 2,898 | ||
4 | United Airlines 2015-1 Class AA Pass Through Trust | 3.450% | 12/1/27 | 3,619 | 3,568 | ||
4 | United Airlines 2016-1 Class A Pass Through Trust | 3.450% | 1/7/30 | 2,912 | 2,825 | ||
4 | United Airlines 2016-1 Class AA Pass Through Trust | 3.100% | 7/7/28 | 25,642 | 25,795 | ||
4 | United Airlines 2016-2 Class A Pass Through Trust | 3.100% | 10/7/28 | 2,377 | 2,200 | ||
4 | United Airlines 2016-2 Class AA Pass Through Trust | 2.875% | 10/7/28 | 4,228 | 4,152 | ||
4 | United Airlines 2019-1 Class AA Pass Through Trust | 4.150% | 8/25/31 | 9,133 | 9,407 | ||
4 | United Airlines 2019-2 Class AA Pass Through Trust | 2.700% | 11/1/33 | 6,108 | 5,804 | ||
4 | United Airlines 2020-1 Class A Pass Through Trust | 5.875% | 10/15/27 | 33,590 | 36,277 | ||
United Parcel Service Inc. | 2.350% | 5/16/22 | 10,422 | 10,691 | |||
United Parcel Service Inc. | 2.450% | 10/1/22 | 10,083 | 10,457 | |||
United Parcel Service Inc. | 2.500% | 4/1/23 | 9,487 | 9,932 | |||
United Parcel Service Inc. | 2.200% | 9/1/24 | 675 | 716 | |||
United Parcel Service Inc. | 2.800% | 11/15/24 | 20,146 | 21,761 | |||
United Parcel Service Inc. | 3.900% | 4/1/25 | 1,075 | 1,213 | |||
United Parcel Service Inc. | 2.400% | 11/15/26 | 7,825 | 8,514 | |||
United Parcel Service Inc. | 3.050% | 11/15/27 | 21,141 | 23,903 | |||
United Parcel Service Inc. | 3.400% | 3/15/29 | 5,700 | 6,581 | |||
United Parcel Service Inc. | 2.500% | 9/1/29 | 5,150 | 5,607 | |||
United Parcel Service Inc. | 4.450% | 4/1/30 | 1,490 | 1,859 | |||
United Parcel Service Inc. | 6.200% | 1/15/38 | 7,941 | 12,435 | |||
United Parcel Service Inc. | 5.200% | 4/1/40 | 13,831 | 19,615 | |||
United Parcel Service Inc. | 4.875% | 11/15/40 | 7,237 | 9,966 | |||
United Parcel Service Inc. | 3.625% | 10/1/42 | 10,782 | 12,905 | |||
United Parcel Service Inc. | 3.400% | 11/15/46 | 4,740 | 5,697 | |||
United Parcel Service Inc. | 3.750% | 11/15/47 | 12,365 | 15,500 | |||
United Parcel Service Inc. | 4.250% | 3/15/49 | 8,483 | 11,417 | |||
United Parcel Service Inc. | 3.400% | 9/1/49 | 8,070 | 9,762 | |||
United Parcel Service Inc. | 5.300% | 4/1/50 | 21,000 | 31,391 | |||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 1,888 | 2,796 | |||
4 | US Airways 2012-1 Class A Pass Through Trust | 5.900% | 4/1/26 | 778 | 755 | ||
55,041,414 | |||||||
Utilities (2.4%) | |||||||
Electric (2.2%) | |||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 4,160 | 4,294 | |||
AEP Texas Inc. | 3.950% | 6/1/28 | 12,350 | 14,509 | |||
AEP Texas Inc. | 2.100% | 7/1/30 | 2,616 | 2,732 | |||
AEP Texas Inc. | 3.800% | 10/1/47 | 6,700 | 7,904 | |||
AEP Texas Inc. | 3.450% | 1/15/50 | 5,600 | 6,336 | |||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 4,265 | 4,792 | |||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 5,490 | 6,901 | |||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 6,650 | 8,067 | |||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 3,719 | 4,923 | |||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 5,000 | 6,101 | |||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 4,690 | 5,179 | |||
AEP Transmission Co. LLC | 3.650% | 4/1/50 | 6,690 | 8,082 | |||
6 | AES Corp. | 1.375% | 1/15/26 | 6,450 | 6,494 | ||
6 | AES Corp. | 2.450% | 1/15/31 | 9,080 | 9,193 | ||
Alabama Power Co. | 2.450% | 3/30/22 | 7,725 | 7,906 | |||
Alabama Power Co. | 3.550% | 12/1/23 | 9,021 | 9,818 | |||
Alabama Power Co. | 1.450% | 9/15/30 | 5,650 | 5,682 | |||
Alabama Power Co. | 6.125% | 5/15/38 | 1,667 | 2,497 | |||
Alabama Power Co. | 6.000% | 3/1/39 | 2,383 | 3,535 | |||
Alabama Power Co. | 3.850% | 12/1/42 | 2,795 | 3,414 | |||
Alabama Power Co. | 4.150% | 8/15/44 | 4,885 | 6,176 | |||
Alabama Power Co. | 3.750% | 3/1/45 | 4,325 | 5,195 | |||
Alabama Power Co. | 4.300% | 1/2/46 | 21,120 | 27,793 | |||
Alabama Power Co. | 3.700% | 12/1/47 | 6,775 | 8,276 | |||
Alabama Power Co. | 4.300% | 7/15/48 | 2,795 | 3,713 |
122
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Alabama Power Co. | 3.450% | 10/1/49 | 15,229 | 17,963 | ||
Ameren Corp. | 2.500% | 9/15/24 | 1,200 | 1,275 | ||
Ameren Corp. | 3.650% | 2/15/26 | 5,140 | 5,795 | ||
Ameren Corp. | 3.500% | 1/15/31 | 11,795 | 13,549 | ||
Ameren Illinois Co. | 2.700% | 9/1/22 | 3,676 | 3,798 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,335 | 2,562 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 6,120 | 7,122 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 3,000 | 3,012 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 4,656 | 5,880 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 7,365 | 8,980 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 6,936 | 9,482 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 4,173 | 4,775 | ||
American Electric Power Co. Inc. | 3.650% | 12/1/21 | 4,850 | 4,995 | ||
American Electric Power Co. Inc. | 2.950% | 12/15/22 | 9,197 | 9,599 | ||
American Electric Power Co. Inc. | 0.750% | 11/1/23 | 3,000 | 3,009 | ||
American Electric Power Co. Inc. | 1.000% | 11/1/25 | 3,000 | 3,036 | ||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 1,000 | 1,116 | ||
American Electric Power Co. Inc. | 4.300% | 12/1/28 | 10,650 | 12,670 | ||
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 200 | 209 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 5,272 | 5,670 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 3,847 | 4,266 | ||
Appalachian Power Co. | 3.300% | 6/1/27 | 5,325 | 5,941 | ||
Appalachian Power Co. | 7.000% | 4/1/38 | 685 | 1,051 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 3,528 | 4,403 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 8,725 | 11,122 | ||
Appalachian Power Co. | 4.500% | 3/1/49 | 12,795 | 16,885 | ||
Appalachian Power Co. | 3.700% | 5/1/50 | 5,225 | 6,283 | ||
Arizona Public Service Co. | 3.150% | 5/15/25 | 5,202 | 5,706 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 1,000 | 1,096 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 3,500 | 3,822 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 85 | 116 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 9,488 | 12,197 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 1,150 | 1,476 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 12,610 | 15,410 | ||
Arizona Public Service Co. | 4.200% | 8/15/48 | 500 | 644 | ||
Arizona Public Service Co. | 4.250% | 3/1/49 | 6,416 | 8,344 | ||
Arizona Public Service Co. | 3.500% | 12/1/49 | 3,605 | 4,216 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 2,850 | 3,335 | ||
Arizona Public Service Co. | 2.650% | 9/15/50 | 3,250 | 3,396 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 9,158 | 9,980 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 12,334 | 14,140 | ||
Avista Corp. | 4.350% | 6/1/48 | 4,195 | 5,315 | ||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 3,288 | 3,349 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 7,280 | 7,761 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 3,790 | 4,096 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 858 | 1,305 | ||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 5,037 | 5,782 | ||
Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 6,513 | 7,979 | ||
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 2,120 | 2,762 | ||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 5,405 | 6,031 | ||
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 5,850 | 6,302 | ||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 6,540 | 6,850 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 8,994 | 9,757 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 7,161 | 7,875 | ||
6 | Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 2,758 | 3,128 | |
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 5,360 | 6,093 | ||
6 | Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 17,979 | 21,222 | |
6 | Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 7,950 | 7,939 | |
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 8,723 | 12,850 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 5,381 | 7,772 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 8,422 | 11,547 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 11,031 | 13,922 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 9,618 | 11,458 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 19,036 | 25,331 |
123
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
6 | Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 16,175 | 20,675 | |
6 | Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 15,677 | 16,108 | |
Black Hills Corp. | 4.250% | 11/30/23 | 4,514 | 4,948 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 2,800 | 3,154 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 4,950 | 5,374 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 4,015 | 4,378 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 5,864 | 7,079 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 3,810 | 4,678 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 3,910 | 4,569 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 1,800 | 1,846 | ||
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 2,415 | 2,608 | ||
CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 1,650 | 1,815 | ||
CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 110 | 163 | ||
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 11,272 | 13,189 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 3,275 | 4,320 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 5,725 | 7,320 | ||
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 6,365 | 8,448 | ||
CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 5,025 | 5,458 | ||
CenterPoint Energy Inc. | 3.600% | 11/1/21 | 3,000 | 3,078 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 6,675 | 6,897 | ||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 9,445 | 10,318 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 2,010 | 2,137 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 5,200 | 6,148 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 6,000 | 6,521 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 6,000 | 6,905 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,126 | 6,733 | ||
Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 500 | 504 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 5,732 | 6,712 | ||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 5,515 | 6,348 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 5,960 | 7,260 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 6,275 | 6,909 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 1,860 | 2,094 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 6,305 | 8,323 | ||
4 | CMS Energy Corp. | 4.750% | 6/1/50 | 6,100 | 6,878 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 2,000 | 2,042 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 11,561 | 12,645 | ||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 4,700 | 5,210 | ||
Commonwealth Edison Co. | 3.700% | 8/15/28 | 1,706 | 1,972 | ||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 3,200 | 3,426 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 3,564 | 5,140 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 8,048 | 12,323 | ||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 4,690 | 5,628 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 6,270 | 8,265 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 5,977 | 7,977 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 10,050 | 11,812 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 6,625 | 8,600 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 12,892 | 15,224 | ||
Commonwealth Edison Co. | 3.750% | 8/15/47 | 8,550 | 10,271 | ||
Commonwealth Edison Co. | 4.000% | 3/1/48 | 9,890 | 12,439 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 10,249 | 13,014 | ||
Commonwealth Edison Co. | 3.200% | 11/15/49 | 6,675 | 7,505 | ||
Commonwealth Edison Co. | 3.000% | 3/1/50 | 6,325 | 6,899 | ||
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 8,135 | 8,450 | ||
Connecticut Light & Power Co. | 0.750% | 12/1/25 | 5,000 | 5,024 | ||
Connecticut Light & Power Co. | 3.200% | 3/15/27 | 6,850 | 7,685 | ||
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 5,500 | 7,133 | ||
Connecticut Light & Power Co. | 4.150% | 6/1/45 | 4,500 | 5,806 | ||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 10,450 | 13,526 | ||
Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 2,515 | 2,807 | ||
Consolidated Edison Co. of New York Inc. | 3.800% | 5/15/28 | 1,000 | 1,155 | ||
Consolidated Edison Co. of New York Inc. | 4.000% | 12/1/28 | 1,350 | 1,587 | ||
Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 4,450 | 5,093 | ||
Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 6,475 | 8,501 | ||
Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 4,744 | 6,570 |
124
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity | Face | Market | |||
Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 3,095 | 4,436 | ||
Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 525 | 761 | ||
Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 2,234 | 3,408 | ||
Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 10,282 | 14,049 | ||
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 10,088 | 14,040 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 3,595 | 4,229 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 22,138 | 27,683 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 13,925 | 17,957 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 19,460 | 22,593 | ||
Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 8,250 | 9,718 | ||
Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 10,102 | 12,448 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 6,854 | 8,349 | ||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 5,676 | 7,518 | ||
Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 4,155 | 5,213 | ||
Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 4,025 | 4,954 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 8,425 | 11,055 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 6,778 | 7,834 | ||
Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | 11,100 | 11,292 | ||
Consolidated Edison Inc. | 0.650% | 12/1/23 | 8,100 | 8,110 | ||
Consumers Energy Co. | 0.350% | 6/1/23 | 4,300 | 4,305 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 7,310 | 7,831 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 6,935 | 8,144 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 4,518 | 5,674 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 6,784 | 7,706 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 4,700 | 6,009 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 6,050 | 7,921 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 7,545 | 10,398 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 7,370 | 8,440 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 17,483 | 21,562 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 8,225 | 8,253 | ||
Dayton Power & Light Co. | 3.950% | 6/15/49 | 1,483 | 1,719 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 4,805 | 5,195 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 5,425 | 6,740 | ||
Dominion Energy Inc. | 2.715% | 8/15/21 | 3,100 | 3,137 | ||
Dominion Energy Inc. | 2.750% | 1/15/22 | 5,500 | 5,626 | ||
Dominion Energy Inc. | 2.750% | 9/15/22 | 600 | 620 | ||
Dominion Energy Inc. | 3.071% | 8/15/24 | 3,810 | 4,104 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 9,714 | 11,093 | ||
Dominion Energy Inc. | 2.850% | 8/15/26 | 7,234 | 7,961 | ||
Dominion Energy Inc. | 3.600% | 3/15/27 | 1,950 | 2,215 | ||
Dominion Energy Inc. | 4.250% | 6/1/28 | 5,045 | 6,015 | ||
Dominion Energy Inc. | 3.375% | 4/1/30 | 29,959 | 34,050 | ||
Dominion Energy Inc. | 6.300% | 3/15/33 | 6,300 | 8,936 | ||
Dominion Energy Inc. | 5.250% | 8/1/33 | 1,134 | 1,483 | ||
Dominion Energy Inc. | 5.950% | 6/15/35 | 3,569 | 4,986 | ||
Dominion Energy Inc. | 7.000% | 6/15/38 | 5,408 | 8,228 | ||
Dominion Energy Inc. | 4.900% | 8/1/41 | 12,180 | 15,898 | ||
Dominion Energy Inc. | 4.050% | 9/15/42 | 8,031 | 9,611 | ||
Dominion Energy Inc. | 4.700% | 12/1/44 | 3,524 | 4,594 | ||
Dominion Energy Inc. | 4.600% | 3/15/49 | 5,975 | 7,960 | ||
4 | Dominion Energy Inc. | 5.750% | 10/1/54 | 4,381 | 4,863 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 6,029 | 8,685 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 4,155 | 6,151 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 3,552 | 5,086 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 6,160 | 8,250 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 6,638 | 10,513 | ||
DTE Electric Co. | 3.650% | 3/15/24 | 9,250 | 10,058 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 7,750 | 8,557 | ||
DTE Electric Co. | 2.250% | 3/1/30 | 12,632 | 13,544 | ||
DTE Electric Co. | 2.625% | 3/1/31 | 7,125 | 7,830 | ||
DTE Electric Co. | 4.000% | 4/1/43 | 6,425 | 7,954 | ||
DTE Electric Co. | 3.700% | 3/15/45 | 7,139 | 8,613 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 2,225 | 2,727 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 6,070 | 7,524 |
125
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
DTE Electric Co. | 4.050% | 5/15/48 | 3,600 | 4,705 | ||
DTE Electric Co. | 3.950% | 3/1/49 | 5,125 | 6,643 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 6,225 | 6,973 | ||
DTE Energy Co. | 2.600% | 6/15/22 | 3,000 | 3,092 | ||
DTE Energy Co. | 0.550% | 11/1/22 | 4,000 | 4,009 | ||
DTE Energy Co. | 2.250% | 11/1/22 | 3,717 | 3,841 | ||
DTE Energy Co. | 3.700% | 8/1/23 | 6,300 | 6,804 | ||
DTE Energy Co. | 3.850% | 12/1/23 | 1,000 | 1,088 | ||
DTE Energy Co. | 3.500% | 6/1/24 | 7,224 | 7,837 | ||
DTE Energy Co. | 2.529% | 10/1/24 | 4,725 | 5,033 | ||
DTE Energy Co. | 1.050% | 6/1/25 | 6,550 | 6,620 | ||
DTE Energy Co. | 2.850% | 10/1/26 | 21,957 | 24,089 | ||
DTE Energy Co. | 3.800% | 3/15/27 | 26,265 | 30,133 | ||
DTE Energy Co. | 3.400% | 6/15/29 | 5,875 | 6,640 | ||
DTE Energy Co. | 2.950% | 3/1/30 | 3,230 | 3,531 | ||
DTE Energy Co. | 6.375% | 4/15/33 | 5,245 | 7,515 | ||
Duke Energy Carolinas LLC | 3.350% | 5/15/22 | 2,200 | 2,292 | ||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 9,250 | 9,636 | ||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 9,125 | 9,638 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 8,315 | 9,277 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 14,782 | 17,459 | ||
Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 5,940 | 7,696 | ||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 6,581 | 7,083 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 10,756 | 11,566 | ||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 4,590 | 6,660 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 10,881 | 15,984 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 7,195 | 10,751 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 6,326 | 9,499 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 9,558 | 13,593 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 5,962 | 7,530 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 7,879 | 9,737 | ||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 11,303 | 13,469 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 10,225 | 12,588 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 9,368 | 11,300 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 1,625 | 2,021 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 8,272 | 9,412 | ||
Duke Energy Corp. | 3.550% | 9/15/21 | 7,814 | 7,923 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 10,908 | 11,237 | ||
Duke Energy Corp. | 3.050% | 8/15/22 | 13,740 | 14,232 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 4,900 | 5,322 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 5,700 | 5,689 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 12,889 | 14,013 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 16,379 | 18,211 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 6,631 | 7,501 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 18,881 | 20,079 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 12,730 | 16,770 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 28,543 | 33,190 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 1,103 | 1,330 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 8,950 | 11,360 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 4,232 | 4,732 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 6,200 | 7,251 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 15,250 | 16,560 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 7,000 | 7,143 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 8,856 | 13,476 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 10,146 | 15,682 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 1,895 | 2,756 | ||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 1,409 | 1,667 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 8,705 | 9,906 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 5,600 | 7,251 | ||
4 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 2,122 | 2,142 | |
4 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 4,000 | 4,322 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 5,798 | 8,169 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 9,464 | 14,494 | ||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 4,025 | 6,252 |
126
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Duke Energy Indiana LLC | 4.900% | 7/15/43 | 3,777 | 5,144 | ||
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 21,275 | 25,467 | ||
Duke Energy Indiana LLC | 3.250% | 10/1/49 | 4,705 | 5,216 | ||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 1,200 | 1,296 | ||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 13,531 | 15,636 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 3,650 | 3,818 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 6,775 | 7,980 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,633 | 2,118 | ||
Duke Energy Progress LLC | 2.800% | 5/15/22 | 3,345 | 3,436 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,509 | 2,697 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 12,250 | 13,634 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 7,805 | 9,061 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 11,561 | 13,264 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 5,617 | 8,595 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 3,621 | 4,416 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 4,884 | 6,070 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 15,065 | 19,319 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 7,974 | 10,088 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 7,877 | 9,943 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 7,625 | 9,204 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 7,453 | 8,967 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 4,500 | 4,541 | ||
Edison International | 2.400% | 9/15/22 | 9,295 | 9,491 | ||
Edison International | 2.950% | 3/15/23 | 1,100 | 1,143 | ||
Edison International | 3.550% | 11/15/24 | 3,050 | 3,295 | ||
Edison International | 5.750% | 6/15/27 | 1,650 | 1,968 | ||
Edison International | 4.125% | 3/15/28 | 5,000 | 5,557 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 2,875 | 3,970 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 4,500 | 5,281 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 8,448 | 9,459 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 18,300 | 23,262 | ||
Enel Americas SA | 4.000% | 10/25/26 | 4,100 | 4,614 | ||
Enel Chile SA | 4.875% | 6/12/28 | 11,603 | 13,742 | ||
Entergy Arkansas Inc. | 3.500% | 4/1/26 | 5,978 | 6,753 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 4,575 | 5,939 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 8,700 | 8,909 | ||
Entergy Corp. | 4.000% | 7/15/22 | 7,566 | 7,923 | ||
Entergy Corp. | 0.900% | 9/15/25 | 10,500 | 10,494 | ||
Entergy Corp. | 2.950% | 9/1/26 | 8,771 | 9,657 | ||
Entergy Corp. | 2.800% | 6/15/30 | 17,993 | 19,409 | ||
Entergy Corp. | 3.750% | 6/15/50 | 12,550 | 14,526 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 4,146 | 4,882 | ||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 6,525 | 7,087 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 5,000 | 5,013 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 3,775 | 4,432 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 5,697 | 6,157 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 6,000 | 6,678 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,625 | 5,201 | ||
Entergy Louisiana LLC | 1.600% | 12/15/30 | 5,000 | 5,033 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 12,089 | 13,656 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 13,000 | 16,136 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 12,285 | 13,480 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 9,045 | 11,799 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 9,200 | 11,964 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 12,229 | 12,924 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 12,949 | 14,240 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 5,400 | 6,618 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 9,075 | 9,069 | ||
Entergy Texas Inc. | 4.500% | 3/30/39 | 475 | 602 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 4,224 | 4,871 | ||
Evergy Inc. | 2.450% | 9/15/24 | 1,650 | 1,749 | ||
Evergy Inc. | 2.900% | 9/15/29 | 6,812 | 7,379 | ||
Evergy Metro Inc. | 2.250% | 6/1/30 | 6,150 | 6,511 | ||
Eversource Energy | 2.500% | 3/15/21 | 6,650 | 6,666 |
127
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Eversource Energy | 2.750% | 3/15/22 | 4,425 | 4,539 | ||
Eversource Energy | 3.800% | 12/1/23 | 6,150 | 6,718 | ||
Eversource Energy | 2.900% | 10/1/24 | 3,900 | 4,207 | ||
Eversource Energy | 3.150% | 1/15/25 | 5,547 | 6,046 | ||
Eversource Energy | 3.300% | 1/15/28 | 6,715 | 7,493 | ||
Eversource Energy | 4.250% | 4/1/29 | 6,750 | 8,071 | ||
Eversource Energy | 1.650% | 8/15/30 | 8,700 | 8,652 | ||
Eversource Energy | 3.450% | 1/15/50 | 12,425 | 14,185 | ||
Exelon Corp. | 3.497% | 6/1/22 | 4,037 | 4,197 | ||
Exelon Corp. | 3.950% | 6/15/25 | 21,095 | 23,862 | ||
Exelon Corp. | 3.400% | 4/15/26 | 12,263 | 13,776 | ||
Exelon Corp. | 4.050% | 4/15/30 | 19,700 | 23,238 | ||
Exelon Corp. | 4.950% | 6/15/35 | 7,862 | 9,878 | ||
Exelon Corp. | 5.625% | 6/15/35 | 6,970 | 9,397 | ||
Exelon Corp. | 5.100% | 6/15/45 | 4,537 | 6,154 | ||
Exelon Corp. | 4.450% | 4/15/46 | 13,980 | 17,775 | ||
Exelon Corp. | 4.700% | 4/15/50 | 17,225 | 22,757 | ||
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 14,011 | 14,463 | ||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 10,603 | 11,069 | ||
Exelon Generation Co. LLC | 3.250% | 6/1/25 | 400 | 436 | ||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 13,691 | 16,479 | ||
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 7,563 | 8,575 | ||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 14,982 | 16,999 | ||
Florida Power & Light Co. | 2.750% | 6/1/23 | 11,625 | 12,162 | ||
Florida Power & Light Co. | 3.250% | 6/1/24 | 11,315 | 12,164 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 18,004 | 19,616 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 11,362 | 12,587 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 3,125 | 4,492 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 645 | 889 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 4,296 | 6,054 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 8,735 | 13,063 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 600 | 911 | ||
Florida Power & Light Co. | 5.690% | 3/1/40 | 200 | 296 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 680 | 969 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 16,098 | 20,416 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 7,640 | 9,689 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 5,323 | 6,634 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 4,300 | 5,518 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 8,385 | 10,467 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 20,866 | 27,016 | ||
Florida Power & Light Co. | 4.125% | 6/1/48 | 4,422 | 5,814 | ||
Florida Power & Light Co. | 3.990% | 3/1/49 | 6,871 | 8,995 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 14,138 | 16,214 | ||
Fortis Inc. | 3.055% | 10/4/26 | 11,860 | 13,029 | ||
Georgia Power Co. | 2.850% | 5/15/22 | 9,475 | 9,786 | ||
Georgia Power Co. | 2.100% | 7/30/23 | 12,100 | 12,622 | ||
Georgia Power Co. | 2.200% | 9/15/24 | 6,725 | 7,076 | ||
Georgia Power Co. | 3.250% | 4/1/26 | 6,800 | 7,563 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 7,375 | 8,145 | ||
Georgia Power Co. | 2.650% | 9/15/29 | 9,332 | 10,183 | ||
Georgia Power Co. | 4.750% | 9/1/40 | 8,692 | 11,323 | ||
Georgia Power Co. | 4.300% | 3/15/42 | 10,075 | 12,795 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 5,190 | 6,573 | ||
Georgia Power Co. | 3.700% | 1/30/50 | 3,100 | 3,750 | ||
Gulf Power Co. | 3.300% | 5/30/27 | 3,675 | 4,136 | ||
Iberdrola International BV | 6.750% | 7/15/36 | 3,450 | 5,283 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 11,220 | 13,028 | ||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 7,350 | 10,471 | ||
Indiana Michigan Power Co. | 4.550% | 3/15/46 | 5,180 | 6,826 | ||
Indiana Michigan Power Co. | 3.750% | 7/1/47 | 9,680 | 11,277 | ||
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 5,645 | 7,148 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 13,202 | 14,442 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 7,975 | 9,497 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 5,200 | 6,014 |
128
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 4,775 | 5,037 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 3,345 | 4,872 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 3,802 | 4,364 | ||
Interstate Power & Light Co. | 3.500% | 9/30/49 | 250 | 287 | ||
IPALCO Enterprises Inc. | 3.700% | 9/1/24 | 200 | 218 | ||
ITC Holdings Corp. | 2.700% | 11/15/22 | 5,350 | 5,570 | ||
ITC Holdings Corp. | 3.650% | 6/15/24 | 4,040 | 4,404 | ||
ITC Holdings Corp. | 3.250% | 6/30/26 | 6,230 | 6,929 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 6,743 | 7,588 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 11,515 | 15,291 | ||
4 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,605 | 3,282 | |
Kansas City Power & Light Co. | 3.150% | 3/15/23 | 2,597 | 2,733 | ||
Kansas City Power & Light Co. | 5.300% | 10/1/41 | 7,310 | 10,021 | ||
Kansas City Power & Light Co. | 4.200% | 6/15/47 | 6,725 | 8,612 | ||
Kansas City Power & Light Co. | 4.200% | 3/15/48 | 6,213 | 7,969 | ||
Kentucky Utilities Co. | 5.125% | 11/1/40 | 9,333 | 12,936 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 8,570 | 11,100 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 10,600 | 12,010 | ||
Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 4,350 | 4,833 | ||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 11,997 | 15,533 | ||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 10,694 | 11,776 | ||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 5,153 | 5,772 | ||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 7,694 | 9,109 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 9,264 | 13,832 | ||
MidAmerican Energy Co. | 5.750% | 11/1/35 | 2,100 | 3,063 | ||
MidAmerican Energy Co. | 5.800% | 10/15/36 | 9,180 | 13,160 | ||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 4,216 | 5,745 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 1,250 | 1,614 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 5,255 | 6,805 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 4,032 | 5,037 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 9,705 | 11,883 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 6,748 | 9,033 | ||
MidAmerican Energy Co. | 3.150% | 4/15/50 | 790 | 906 | ||
Mississippi Power Co. | 3.950% | 3/30/28 | 1,750 | 2,030 | ||
Mississippi Power Co. | 4.250% | 3/15/42 | 7,875 | 9,583 | ||
National Rural Utilities Cooperative Finance Corp. | 1.750% | 1/21/22 | 3,673 | 3,730 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 2/15/22 | 2,662 | 2,722 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 6,815 | 6,994 | ||
National Rural Utilities Cooperative Finance Corp. | 2.300% | 9/15/22 | 1,300 | 1,342 | ||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 12,460 | 13,021 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 5,925 | 6,391 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 10,811 | 11,566 | ||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 9,877 | 10,728 | ||
National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 9,702 | 10,792 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 4,560 | 5,050 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 5,640 | 6,619 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 6,954 | 8,117 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 6,528 | 7,042 | ||
National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 700 | 1,107 | ||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 12,195 | 15,070 | ||
4 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 3,307 | 3,476 | |
4 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 6,115 | 6,757 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 8,600 | 11,457 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 14,010 | 18,373 | ||
Nevada Power Co. | 3.700% | 5/1/29 | 11,250 | 13,100 | ||
Nevada Power Co. | 2.400% | 5/1/30 | 6,035 | 6,448 | ||
Nevada Power Co. | 6.650% | 4/1/36 | 5,800 | 8,867 | ||
Nevada Power Co. | 6.750% | 7/1/37 | 8,422 | 12,739 | ||
Nevada Power Co. | 3.125% | 8/1/50 | 8,208 | 9,100 | ||
NextEra Energy Capital Holdings Inc. | 2.403% | 9/1/21 | 12,500 | 12,672 | ||
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 9,840 | 10,141 | ||
NextEra Energy Capital Holdings Inc. | 1.950% | 9/1/22 | 2,500 | 2,564 | ||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 6,108 | 6,390 | ||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 6,500 | 6,998 |
129
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 17,360 | 18,770 | ||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 4,000 | 4,471 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 17,081 | 19,402 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 5,433 | 6,193 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 3,927 | 4,244 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 32,900 | 34,477 | ||
4 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 8,075 | 8,782 | |
4 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 4,000 | 4,710 | |
Northern States Power Co. | 2.150% | 8/15/22 | 133 | 136 | ||
Northern States Power Co. | 2.600% | 5/15/23 | 4,400 | 4,582 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 3,670 | 5,500 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 4,993 | 7,559 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 8,246 | 11,903 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 4,583 | 5,303 | ||
Northern States Power Co. | 4.125% | 5/15/44 | 700 | 904 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 3,120 | 4,030 | ||
Northern States Power Co. | 3.600% | 5/15/46 | 300 | 363 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 717 | 879 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 4,546 | 5,127 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 500 | 524 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 5,020 | 6,044 | ||
NSTAR Electric Co. | 2.375% | 10/15/22 | 9,075 | 9,348 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 9,100 | 10,249 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 5,058 | 5,813 | ||
NSTAR Electric Co. | 3.950% | 4/1/30 | 1,000 | 1,211 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 4,996 | 7,159 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 3,300 | 4,372 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 2,030 | 2,686 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 8,250 | 10,197 | ||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 568 | 702 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 2,430 | 3,295 | ||
Ohio Power Co. | 5.375% | 10/1/21 | 6,266 | 6,480 | ||
Ohio Power Co. | 2.600% | 4/1/30 | 100 | 109 | ||
Ohio Power Co. | 4.150% | 4/1/48 | 4,295 | 5,494 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 5,410 | 6,790 | ||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 5,725 | 6,630 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 7,800 | 8,846 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 2,975 | 3,672 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 3,979 | 4,688 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 350 | 365 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 10,200 | 10,891 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 10,172 | 11,125 | ||
6 | Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 2,800 | 2,792 | |
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 6,656 | 7,772 | ||
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 1,600 | 2,086 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 5,950 | 6,660 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 5,440 | 8,181 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 2,930 | 4,518 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 1,771 | 2,939 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 5,900 | 8,419 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 4,494 | 5,964 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 2,025 | 2,924 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 13,052 | 15,918 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 4,265 | 5,207 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 2,700 | 3,502 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 12,858 | 15,954 | ||
Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 7,755 | 8,889 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 7,144 | 8,960 | ||
6 | Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 3,150 | 4,792 | |
Pacific Gas & Electric Co. | 1.750% | 6/16/22 | 32,100 | 32,173 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 8,400 | 8,924 | ||
Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 3,228 | 3,433 | ||
Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 7,000 | 7,493 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 1,200 | 1,290 |
130
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 28,164 | 30,008 | ||
Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 5,000 | 5,074 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 32,159 | 34,273 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 17,125 | 18,670 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 50,161 | 57,044 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 26,070 | 26,051 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 30,900 | 34,420 | ||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 10,100 | 10,091 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 14,530 | 16,306 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 7,696 | 8,199 | ||
Pacific Gas & Electric Co. | 4.250% | 3/15/46 | 250 | 268 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 27,873 | 28,926 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 45,475 | 54,191 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 26,751 | 26,553 | ||
PacifiCorp | 2.950% | 2/1/22 | 4,992 | 5,101 | ||
PacifiCorp | 2.950% | 6/1/23 | 5,215 | 5,502 | ||
PacifiCorp | 3.600% | 4/1/24 | 7,264 | 7,903 | ||
PacifiCorp | 3.500% | 6/15/29 | 14,950 | 17,180 | ||
PacifiCorp | 2.700% | 9/15/30 | 6,708 | 7,383 | ||
PacifiCorp | 7.700% | 11/15/31 | 1,349 | 2,080 | ||
PacifiCorp | 5.250% | 6/15/35 | 3,818 | 5,289 | ||
PacifiCorp | 6.100% | 8/1/36 | 5,473 | 7,873 | ||
PacifiCorp | 5.750% | 4/1/37 | 9,569 | 13,578 | ||
PacifiCorp | 6.250% | 10/15/37 | 7,135 | 10,607 | ||
PacifiCorp | 6.350% | 7/15/38 | 3,717 | 5,577 | ||
PacifiCorp | 6.000% | 1/15/39 | 4,671 | 6,914 | ||
PacifiCorp | 4.100% | 2/1/42 | 5,190 | 6,335 | ||
PacifiCorp | 4.125% | 1/15/49 | 6,772 | 8,620 | ||
PacifiCorp | 4.150% | 2/15/50 | 16,524 | 21,408 | ||
PacifiCorp | 3.300% | 3/15/51 | 11,391 | 13,113 | ||
PECO Energy Co. | 2.375% | 9/15/22 | 3,925 | 4,028 | ||
PECO Energy Co. | 3.150% | 10/15/25 | 2,350 | 2,608 | ||
PECO Energy Co. | 3.900% | 3/1/48 | 7,446 | 9,430 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 5,300 | 5,849 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 6,390 | 6,724 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 10,200 | 10,351 | ||
Potomac Electric Power Co. | 3.600% | 3/15/24 | 3,537 | 3,838 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 7,732 | 11,709 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 5,840 | 7,329 | ||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 4,190 | 4,378 | ||
PPL Capital Funding Inc. | 3.500% | 12/1/22 | 1,745 | 1,830 | ||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 4,045 | 4,298 | ||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 977 | 1,067 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 9,166 | 10,115 | ||
PPL Capital Funding Inc. | 4.125% | 4/15/30 | 1,500 | 1,783 | ||
PPL Capital Funding Inc. | 4.700% | 6/1/43 | 4,186 | 5,210 | ||
PPL Capital Funding Inc. | 5.000% | 3/15/44 | 9,918 | 12,752 | ||
PPL Capital Funding Inc. | 4.000% | 9/15/47 | 7,931 | 9,265 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 5,467 | 8,196 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 3,100 | 3,866 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 5,505 | 6,852 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 5,775 | 7,149 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 3,560 | 4,615 | ||
Progress Energy Inc. | 3.150% | 4/1/22 | 17,465 | 17,940 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 3,135 | 4,659 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 3,025 | 4,264 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 7,724 | 10,902 | ||
PSEG Power LLC | 3.850% | 6/1/23 | 11,552 | 12,403 | ||
PSEG Power LLC | 8.625% | 4/15/31 | 1,638 | 2,480 | ||
Public Service Co. of Colorado | 2.250% | 9/15/22 | 6,300 | 6,447 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 5,050 | 5,872 | ||
Public Service Co. of Colorado | 1.900% | 1/15/31 | 5,250 | 5,452 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 10,650 | 12,771 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 1,662 | 2,163 |
131
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 1,076 | 1,349 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 4,375 | 5,671 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 6,292 | 8,232 | ||
Public Service Co. of Colorado | 3.200% | 3/1/50 | 3,335 | 3,845 | ||
Public Service Co. of Colorado | 2.700% | 1/15/51 | 5,769 | 6,168 | ||
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 4,388 | 4,739 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 3,989 | 4,808 | ||
Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 5,257 | 5,493 | ||
Public Service Electric & Gas Co. | 3.250% | 9/1/23 | 125 | 134 | ||
Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 11,318 | 12,377 | ||
Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 3,050 | 3,294 | ||
Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 6,216 | 6,852 | ||
Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 1,270 | 1,456 | ||
Public Service Electric & Gas Co. | 3.650% | 9/1/28 | 575 | 669 | ||
Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 3,600 | 4,099 | ||
Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 3,243 | 3,517 | ||
Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 1,986 | 2,851 | ||
Public Service Electric & Gas Co. | 5.500% | 3/1/40 | 100 | 144 | ||
Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 14,730 | 18,055 | ||
Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 1,111 | 1,296 | ||
Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 16,605 | 20,280 | ||
Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 6,166 | 7,535 | ||
Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 9,463 | 11,999 | ||
Public Service Electric & Gas Co. | 3.200% | 8/1/49 | 755 | 865 | ||
Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 3,600 | 4,129 | ||
Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 9,775 | 10,334 | ||
Public Service Electric and Gas Co. | 2.050% | 8/1/50 | 8,050 | 7,517 | ||
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 8,508 | 8,869 | ||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 4,745 | 5,085 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 8,200 | 8,172 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 11,225 | 11,034 | ||
Puget Energy Inc. | 6.000% | 9/1/21 | 6,776 | 7,005 | ||
Puget Energy Inc. | 5.625% | 7/15/22 | 2,050 | 2,176 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 11,158 | 12,163 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 5,269 | 5,962 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 3,625 | 5,234 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 6,910 | 9,840 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,824 | 2,595 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 3,318 | 4,668 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 12,800 | 16,162 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 6,846 | 8,784 | ||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 5,575 | 6,158 | ||
San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 7,682 | 8,239 | ||
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 1,589 | 1,723 | ||
San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 4,050 | 4,077 | ||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 1,929 | 2,806 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 5,845 | 7,422 | ||
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 5,850 | 6,839 | ||
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 7,201 | 8,978 | ||
San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 3,000 | 3,397 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 13,750 | 14,908 | ||
4 | Southern California Edison Co. | 1.845% | 2/1/22 | 1,168 | 1,170 | |
Southern California Edison Co. | 2.400% | 2/1/22 | 7,400 | 7,522 | ||
Southern California Edison Co. | 3.400% | 6/1/23 | 8,345 | 8,782 | ||
Southern California Edison Co. | 3.500% | 10/1/23 | 10,077 | 10,805 | ||
Southern California Edison Co. | 3.700% | 8/1/25 | 16,500 | 18,555 | ||
Southern California Edison Co. | 1.200% | 2/1/26 | 5,800 | 5,848 | ||
Southern California Edison Co. | 3.650% | 3/1/28 | 10,425 | 11,687 | ||
Southern California Edison Co. | 4.200% | 3/1/29 | 6,905 | 8,050 | ||
Southern California Edison Co. | 6.650% | 4/1/29 | 2,881 | 3,618 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 4,432 | 4,824 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 10,700 | 11,109 | ||
Southern California Edison Co. | 6.000% | 1/15/34 | 5,635 | 7,804 | ||
Southern California Edison Co. | 5.750% | 4/1/35 | 3,113 | 4,244 |
132
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Southern California Edison Co. | 5.350% | 7/15/35 | 9,228 | 12,474 | ||
Southern California Edison Co. | 5.625% | 2/1/36 | 5,800 | 7,402 | ||
Southern California Edison Co. | 5.550% | 1/15/37 | 6,225 | 7,970 | ||
Southern California Edison Co. | 5.950% | 2/1/38 | 8,468 | 11,437 | ||
Southern California Edison Co. | 6.050% | 3/15/39 | 3,177 | 4,315 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 7,923 | 10,524 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 4,650 | 5,593 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 12,995 | 14,836 | ||
Southern California Edison Co. | 3.900% | 3/15/43 | 5,706 | 6,428 | ||
Southern California Edison Co. | 4.650% | 10/1/43 | 4,698 | 5,808 | ||
Southern California Edison Co. | 3.600% | 2/1/45 | 10,845 | 11,942 | ||
Southern California Edison Co. | 4.000% | 4/1/47 | 3,967 | 4,658 | ||
Southern California Edison Co. | 4.125% | 3/1/48 | 18,980 | 22,645 | ||
Southern California Edison Co. | 4.875% | 3/1/49 | 7,585 | 9,996 | ||
Southern California Edison Co. | 3.650% | 2/1/50 | 17,482 | 19,785 | ||
Southern Co. | 2.350% | 7/1/21 | 16,475 | 16,607 | ||
Southern Co. | 2.950% | 7/1/23 | 7,825 | 8,285 | ||
Southern Co. | 3.250% | 7/1/26 | 18,765 | 20,989 | ||
Southern Co. | 3.700% | 4/30/30 | 9,700 | 11,215 | ||
Southern Co. | 4.250% | 7/1/36 | 6,475 | 7,948 | ||
Southern Co. | 4.400% | 7/1/46 | 13,185 | 16,495 | ||
4 | Southern Co. | 4.000% | 1/15/51 | 6,200 | 6,536 | |
Southern Power Co. | 2.500% | 12/15/21 | 9,800 | 9,983 | ||
Southern Power Co. | 4.150% | 12/1/25 | 5,900 | 6,762 | ||
Southern Power Co. | 5.150% | 9/15/41 | 12,481 | 15,307 | ||
Southern Power Co. | 5.250% | 7/15/43 | 3,750 | 4,603 | ||
Southern Power Co. | 4.950% | 12/15/46 | 4,510 | 5,395 | ||
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 5,210 | 5,642 | ||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 18,595 | 21,751 | ||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 8,113 | 11,826 | ||
Southwestern Electric Power Co. | 3.900% | 4/1/45 | 15,117 | 17,556 | ||
Southwestern Electric Power Co. | 3.850% | 2/1/48 | 7,751 | 9,067 | ||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 2,990 | 3,220 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 6,268 | 8,091 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 21,590 | 24,301 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 7,800 | 9,280 | ||
Southwestern Public Service Co. | 4.400% | 11/15/48 | 13,961 | 18,051 | ||
Southwestern Public Service Co. | 3.750% | 6/15/49 | 6,060 | 7,377 | ||
Southwestern Public Service Co. | 3.150% | 5/1/50 | 6,475 | 7,222 | ||
Tampa Electric Co. | 4.100% | 6/15/42 | 702 | 851 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 5,935 | 7,474 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 4,556 | 5,893 | ||
Tampa Electric Co. | 4.450% | 6/15/49 | 5,185 | 6,780 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 4,020 | 4,838 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 3,940 | 5,365 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 2,484 | 2,705 | ||
Tucson Electric Power Co. | 1.500% | 8/1/30 | 3,000 | 2,982 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 210 | 280 | ||
Tucson Electric Power Co. | 4.000% | 6/15/50 | 5,788 | 7,035 | ||
Union Electric Co. | 3.500% | 4/15/24 | 8,630 | 9,355 | ||
Union Electric Co. | 2.950% | 6/15/27 | 6,375 | 7,029 | ||
Union Electric Co. | 3.500% | 3/15/29 | 5,249 | 6,042 | ||
Union Electric Co. | 2.950% | 3/15/30 | 9,000 | 10,079 | ||
Union Electric Co. | 5.300% | 8/1/37 | 3,570 | 4,794 | ||
Union Electric Co. | 8.450% | 3/15/39 | 1,775 | 3,036 | ||
Union Electric Co. | 3.900% | 9/15/42 | 4,312 | 5,248 | ||
Union Electric Co. | 3.650% | 4/15/45 | 6,105 | 7,238 | ||
Union Electric Co. | 4.000% | 4/1/48 | 9,190 | 11,539 | ||
Union Electric Co. | 3.250% | 10/1/49 | 5,475 | 6,164 | ||
Union Electric Co. | 2.625% | 3/15/51 | 7,500 | 7,847 | ||
Virginia Electric & Power Co. | 2.950% | 1/15/22 | 4,070 | 4,153 | ||
Virginia Electric & Power Co. | 3.450% | 9/1/22 | 5,590 | 5,819 | ||
Virginia Electric & Power Co. | 2.750% | 3/15/23 | 6,687 | 6,987 | ||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 6,320 | 6,809 |
133
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Virginia Electric & Power Co. | 3.100% | 5/15/25 | 5,030 | 5,495 | ||
Virginia Electric & Power Co. | 3.150% | 1/15/26 | 14,965 | 16,545 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/26 | 4,820 | 5,341 | ||
Virginia Electric & Power Co. | 3.500% | 3/15/27 | 31,647 | 35,728 | ||
Virginia Electric & Power Co. | 3.800% | 4/1/28 | 21,210 | 24,699 | ||
Virginia Electric & Power Co. | 2.875% | 7/15/29 | 3,970 | 4,425 | ||
Virginia Electric & Power Co. | 6.000% | 1/15/36 | 7,802 | 11,296 | ||
Virginia Electric & Power Co. | 6.000% | 5/15/37 | 5,657 | 8,248 | ||
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 5,080 | 7,640 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,950 | 3,563 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 9,831 | 12,266 | ||
Virginia Electric & Power Co. | 4.650% | 8/15/43 | 8,805 | 11,810 | ||
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 11,380 | 14,812 | ||
Virginia Electric & Power Co. | 4.200% | 5/15/45 | 6,500 | 8,278 | ||
Virginia Electric & Power Co. | 4.000% | 11/15/46 | 8,099 | 10,393 | ||
Virginia Electric & Power Co. | 3.800% | 9/15/47 | 7,299 | 9,071 | ||
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 19,195 | 26,518 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 13,950 | 16,234 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 11,350 | 11,407 | ||
WEC Energy Group Inc. | 0.550% | 9/15/23 | 6,200 | 6,230 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 3,475 | 3,870 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 6,500 | 6,602 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 8,000 | 7,995 | ||
Westar Energy Inc. | 2.550% | 7/1/26 | 5,911 | 6,435 | ||
Westar Energy Inc. | 3.100% | 4/1/27 | 13,010 | 14,310 | ||
Westar Energy Inc. | 4.125% | 3/1/42 | 8,362 | 10,228 | ||
Westar Energy Inc. | 4.100% | 4/1/43 | 5,475 | 6,811 | ||
Westar Energy Inc. | 4.250% | 12/1/45 | 4,304 | 5,613 | ||
Westar Energy Inc. | 3.250% | 9/1/49 | 4,050 | 4,587 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 1,905 | 2,011 | ||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 775 | 1,069 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 1,050 | 1,479 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 3,555 | 4,767 | ||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,200 | 2,436 | ||
Wisconsin Power & Light Co. | 3.000% | 7/1/29 | 72 | 81 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 4,225 | 6,216 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 4,375 | 5,176 | ||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 7,222 | 7,409 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 3,375 | 3,941 | ||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 5,000 | 6,748 | ||
Wisconsin Public Service Corp. | 3.300% | 9/1/49 | 1,050 | 1,202 | ||
Xcel Energy Inc. | 2.400% | 3/15/21 | 4,390 | 4,399 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 7,100 | 7,118 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 7,290 | 7,928 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 2,901 | 3,266 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 6,931 | 8,240 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 6,370 | 6,921 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 15,718 | 18,066 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 8,672 | 13,024 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 5,890 | 6,861 | ||
Natural Gas (0.2%) | ||||||
Atmos Energy Corp. | 3.000% | 6/15/27 | 7,400 | 8,194 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 2,814 | 3,084 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 10,400 | 14,939 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 6,510 | 8,124 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 3,255 | 4,088 | ||
Atmos Energy Corp. | 4.300% | 10/1/48 | 1,025 | 1,374 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 19,195 | 22,264 | ||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 3,000 | 3,199 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 3,350 | 3,911 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 4,625 | 4,655 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 6,750 | 9,397 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 3,200 | 3,919 |
134
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
6 | East Ohio Gas Co. | 2.000% | 6/15/30 | 1,000 | 1,036 | |
6 | East Ohio Gas Co. | 3.000% | 6/15/50 | 2,650 | 2,863 | |
KeySpan Corp. | 5.803% | 4/1/35 | 2,800 | 3,732 | ||
NiSource Finance Corp. | 3.490% | 5/15/27 | 8,896 | 10,053 | ||
NiSource Finance Corp. | 5.950% | 6/15/41 | 7,046 | 10,048 | ||
NiSource Finance Corp. | 5.250% | 2/15/43 | 1,905 | 2,598 | ||
NiSource Finance Corp. | 4.800% | 2/15/44 | 2,463 | 3,213 | ||
NiSource Finance Corp. | 5.650% | 2/1/45 | 2,685 | 3,866 | ||
NiSource Finance Corp. | 4.375% | 5/15/47 | 26,835 | 34,064 | ||
NiSource Finance Corp. | 3.950% | 3/30/48 | 605 | 740 | ||
NiSource Inc. | 0.950% | 8/15/25 | 11,050 | 11,117 | ||
NiSource Inc. | 2.950% | 9/1/29 | 9,962 | 10,881 | ||
NiSource Inc. | 3.600% | 5/1/30 | 1,400 | 1,609 | ||
NiSource Inc. | 1.700% | 2/15/31 | 14,200 | 14,108 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 3,000 | 3,131 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 4,975 | 6,508 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 7,685 | 10,299 | ||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 5,750 | 6,577 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 2,450 | 3,156 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 4,215 | 4,807 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 5,000 | 5,585 | ||
Sempra Energy | 2.875% | 10/1/22 | 6,925 | 7,164 | ||
Sempra Energy | 2.900% | 2/1/23 | 7,275 | 7,629 | ||
Sempra Energy | 4.050% | 12/1/23 | 11,585 | 12,672 | ||
Sempra Energy | 3.550% | 6/15/24 | 1,400 | 1,524 | ||
Sempra Energy | 3.750% | 11/15/25 | 7,790 | 8,796 | ||
Sempra Energy | 3.250% | 6/15/27 | 9,730 | 10,870 | ||
Sempra Energy | 3.400% | 2/1/28 | 11,555 | 13,168 | ||
Sempra Energy | 3.800% | 2/1/38 | 15,090 | 17,379 | ||
Sempra Energy | 6.000% | 10/15/39 | 24,380 | 34,925 | ||
Sempra Energy | 4.000% | 2/1/48 | 10,163 | 12,038 | ||
Southern California Gas Co. | 3.150% | 9/15/24 | 5,145 | 5,628 | ||
Southern California Gas Co. | 3.200% | 6/15/25 | 1,970 | 2,179 | ||
Southern California Gas Co. | 2.600% | 6/15/26 | 14,075 | 15,291 | ||
Southern California Gas Co. | 2.550% | 2/1/30 | 9,305 | 10,027 | ||
Southern California Gas Co. | 3.750% | 9/15/42 | 4,145 | 4,916 | ||
Southern California Gas Co. | 4.125% | 6/1/48 | 5,350 | 6,878 | ||
Southern California Gas Co. | 4.300% | 1/15/49 | 650 | 859 | ||
Southern California Gas Co. | 3.950% | 2/15/50 | 5,000 | 6,242 | ||
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 4,301 | 4,511 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 5,255 | 5,862 | ||
Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 8,375 | 8,424 | ||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 4,395 | 6,377 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 5,206 | 6,412 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 6,000 | 7,021 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 18,670 | 23,507 | ||
Southwest Gas Corp. | 3.700% | 4/1/28 | 7,675 | 8,777 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 500 | 526 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 1,085 | 1,251 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 3,475 | 4,201 | ||
Washington Gas Light Co. | 3.796% | 9/15/46 | 4,675 | 5,566 | ||
Washington Gas Light Co. | 3.650% | 9/15/49 | 6,000 | 7,192 | ||
Other Utility (0.0%) | ||||||
American Water Capital Corp. | 3.850% | 3/1/24 | 6,600 | 7,211 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 6,660 | 7,360 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 8,241 | 9,083 | ||
American Water Capital Corp. | 3.750% | 9/1/28 | 7,067 | 8,241 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 11,949 | 13,691 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 5,091 | 5,615 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 8,241 | 12,720 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 170 | 223 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 7,567 | 9,751 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 1,515 | 1,888 |
135
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American Water Capital Corp. | 3.750% | 9/1/47 | 12,325 | 15,008 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 11,095 | 14,473 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 6,890 | 9,031 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 6,400 | 7,591 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 7,310 | 8,296 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 4,500 | 4,876 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 5,240 | 6,568 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 5,200 | 5,807 | ||
United Utilities plc | 6.875% | 8/15/28 | 960 | 1,244 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 1,690 | 2,395 | ||
7,174,830 | ||||||
Total Corporate Bonds (Cost $80,094,448) | 89,138,496 | |||||
Sovereign Bonds (4.1%) | ||||||
African Development Bank | 0.500% | 4/22/22 | 19,500 | 19,583 | ||
African Development Bank | 1.625% | 9/16/22 | 31,330 | 32,089 | ||
African Development Bank | 2.125% | 11/16/22 | 47,410 | 49,103 | ||
African Development Bank | 0.750% | 4/3/23 | 4,035 | 4,083 | ||
African Development Bank | 3.000% | 9/20/23 | 17,560 | 18,864 | ||
Asian Development Bank | 2.000% | 2/16/22 | 79,466 | 81,082 | ||
Asian Development Bank | 1.875% | 2/18/22 | 34,250 | 34,898 | ||
Asian Development Bank | 0.625% | 4/7/22 | 29,550 | 29,722 | ||
Asian Development Bank | 1.875% | 7/19/22 | 52,750 | 54,127 | ||
Asian Development Bank | 1.875% | 8/10/22 | 1,000 | 1,027 | ||
Asian Development Bank | 1.750% | 9/13/22 | 42,818 | 43,940 | ||
Asian Development Bank | 1.625% | 1/24/23 | 23,550 | 24,235 | ||
Asian Development Bank | 2.750% | 3/17/23 | 69,686 | 73,561 | ||
Asian Development Bank | 0.250% | 7/14/23 | 55,850 | 55,881 | ||
Asian Development Bank | 0.250% | 10/6/23 | 53,600 | 53,618 | ||
Asian Development Bank | 2.625% | 1/30/24 | 9,339 | 10,011 | ||
Asian Development Bank | 1.500% | 10/18/24 | 45,130 | 47,102 | ||
Asian Development Bank | 2.000% | 1/22/25 | 16,465 | 17,540 | ||
Asian Development Bank | 2.125% | 3/19/25 | 3,285 | 3,522 | ||
Asian Development Bank | 0.625% | 4/29/25 | 40,728 | 41,098 | ||
Asian Development Bank | 0.375% | 9/3/25 | 76,000 | 75,764 | ||
Asian Development Bank | 2.000% | 4/24/26 | 13,475 | 14,522 | ||
Asian Development Bank | 1.750% | 8/14/26 | 1,225 | 1,307 | ||
Asian Development Bank | 2.625% | 1/12/27 | 22,049 | 24,563 | ||
Asian Development Bank | 6.220% | 8/15/27 | 475 | 627 | ||
Asian Development Bank | 2.500% | 11/2/27 | 41,747 | 46,517 | ||
Asian Development Bank | 2.750% | 1/19/28 | 23,142 | 26,245 | ||
Asian Development Bank | 5.820% | 6/16/28 | 2,390 | 3,213 | ||
Asian Development Bank | 3.125% | 9/26/28 | 11,700 | 13,707 | ||
Asian Development Bank | 1.750% | 9/19/29 | 34,225 | 36,429 | ||
Asian Development Bank | 1.875% | 1/24/30 | 19,350 | 20,818 | ||
Asian Development Bank | 0.750% | 10/8/30 | 26,500 | 25,821 | ||
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 17,125 | 17,131 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 37,210 | 39,556 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 18,475 | 18,497 | ||
Canada | 2.625% | 1/25/22 | 33,955 | 34,832 | ||
Canada | 2.000% | 11/15/22 | 36,710 | 37,954 | ||
Canada | 1.625% | 1/22/25 | 31,000 | 32,431 | ||
CNOOC Curtis Funding No 1 Pty Ltd. | 4.500% | 10/3/23 | 5,000 | 5,423 | ||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 9,660 | 10,047 | ||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 2,600 | 2,714 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 4,285 | 4,884 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 9,825 | 9,723 | ||
CNOOC Finance 2015 Australia Pty Ltd. | 4.200% | 5/5/45 | 4,625 | 5,222 | ||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 35,360 | 38,100 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 8,090 | 9,251 | ||
CNOOC Nexen Finance 2014 ULC | 4.250% | 4/30/24 | 34,620 | 37,558 | ||
CNOOC Nexen Finance 2014 ULC | 4.875% | 4/30/44 | 6,465 | 7,952 | ||
Corp. Andina de Fomento | 3.250% | 2/11/22 | 1,897 | 1,949 |
136
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 20,170 | 21,187 | ||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 21,879 | 22,727 | ||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 3,950 | 4,079 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 15,130 | 16,341 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 5,900 | 5,976 | ||
Council Of Europe Development Bank | 1.750% | 9/26/22 | 9,300 | 9,547 | ||
Council Of Europe Development Bank | 2.625% | 2/13/23 | 23,255 | 24,432 | ||
Council Of Europe Development Bank | 0.250% | 6/10/23 | 3,150 | 3,152 | ||
Council Of Europe Development Bank | 0.250% | 10/20/23 | 18,925 | 18,932 | ||
Council Of Europe Development Bank | 2.500% | 2/27/24 | 2,800 | 2,996 | ||
Council Of Europe Development Bank | 1.375% | 2/27/25 | 13,000 | 13,519 | ||
Ecopetrol SA | 5.875% | 9/18/23 | 12,970 | 14,494 | ||
Ecopetrol SA | 4.125% | 1/16/25 | 26,303 | 28,670 | ||
Ecopetrol SA | 5.375% | 6/26/26 | 23,623 | 27,166 | ||
Ecopetrol SA | 6.875% | 4/29/30 | 22,592 | 29,115 | ||
Ecopetrol SA | 7.375% | 9/18/43 | 10,096 | 13,743 | ||
Ecopetrol SA | 5.875% | 5/28/45 | 27,390 | 33,108 | ||
Equinor ASA | 3.150% | 1/23/22 | 11,467 | 11,725 | ||
Equinor ASA | 2.450% | 1/17/23 | 25,482 | 26,599 | ||
Equinor ASA | 7.750% | 6/15/23 | 185 | 214 | ||
Equinor ASA | 2.650% | 1/15/24 | 26,471 | 28,059 | ||
Equinor ASA | 3.700% | 3/1/24 | 15,012 | 16,476 | ||
Equinor ASA | 3.250% | 11/10/24 | 13,705 | 15,093 | ||
Equinor ASA | 2.875% | 4/6/25 | 2,896 | 3,155 | ||
Equinor ASA | 1.750% | 1/22/26 | 2,340 | 2,458 | ||
Equinor ASA | 3.000% | 4/6/27 | 625 | 695 | ||
Equinor ASA | 7.250% | 9/23/27 | 7,605 | 10,326 | ||
Equinor ASA | 3.625% | 9/10/28 | 8,075 | 9,390 | ||
6 | Equinor ASA | 6.500% | 12/1/28 | 975 | 1,302 | |
Equinor ASA | 3.125% | 4/6/30 | 20,900 | 23,618 | ||
Equinor ASA | 2.375% | 5/22/30 | 4,725 | 5,015 | ||
Equinor ASA | 5.100% | 8/17/40 | 6,036 | 8,480 | ||
Equinor ASA | 4.250% | 11/23/41 | 9,059 | 11,399 | ||
Equinor ASA | 3.950% | 5/15/43 | 10,392 | 12,574 | ||
Equinor ASA | 4.800% | 11/8/43 | 8,146 | 10,925 | ||
Equinor ASA | 3.250% | 11/18/49 | 13,490 | 15,011 | ||
Equinor ASA | 3.700% | 4/6/50 | 28,278 | 33,931 | ||
European Bank for Reconstruction & Development | 1.875% | 2/23/22 | 17,500 | 17,837 | ||
European Bank for Reconstruction & Development | 2.125% | 3/7/22 | 1,040 | 1,064 | ||
European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 24,194 | 25,522 | ||
European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 28,800 | 28,816 | ||
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 6,880 | 7,213 | ||
European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 4,200 | 4,389 | ||
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 29,065 | 29,163 | ||
European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 32,325 | 32,384 | ||
European Investment Bank | 2.875% | 12/15/21 | 67,182 | 68,908 | ||
European Investment Bank | 2.250% | 3/15/22 | 89,535 | 91,765 | ||
European Investment Bank | 2.625% | 5/20/22 | 23,325 | 24,109 | ||
European Investment Bank | 2.375% | 6/15/22 | 75,830 | 78,247 | ||
European Investment Bank | 2.250% | 8/15/22 | 38,390 | 39,671 | ||
European Investment Bank | 1.375% | 9/6/22 | 46,165 | 47,080 | ||
European Investment Bank | 2.000% | 12/15/22 | 9,435 | 9,769 | ||
European Investment Bank | 2.500% | 3/15/23 | 30,398 | 31,932 | ||
European Investment Bank | 1.375% | 5/15/23 | 37,350 | 38,379 | ||
European Investment Bank | 2.875% | 8/15/23 | 48,454 | 51,818 | ||
European Investment Bank | 0.250% | 9/15/23 | 66,750 | 66,826 | ||
European Investment Bank | 3.125% | 12/14/23 | 44,800 | 48,590 | ||
European Investment Bank | 3.250% | 1/29/24 | 52,390 | 57,193 | ||
European Investment Bank | 2.625% | 3/15/24 | 36,581 | 39,347 | ||
European Investment Bank | 2.250% | 6/24/24 | 52,190 | 55,742 | ||
European Investment Bank | 2.500% | 10/15/24 | 25,710 | 27,846 | ||
European Investment Bank | 1.875% | 2/10/25 | 55,847 | 59,279 | ||
European Investment Bank | 1.625% | 3/14/25 | 62,072 | 65,303 | ||
European Investment Bank | 0.625% | 7/25/25 | 74,650 | 75,399 |
137
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
European Investment Bank | 0.375% | 12/15/25 | 52,350 | 52,178 | ||
European Investment Bank | 2.125% | 4/13/26 | 52,220 | 56,708 | ||
European Investment Bank | 2.375% | 5/24/27 | 14,610 | 16,167 | ||
European Investment Bank | 0.625% | 10/21/27 | 2,725 | 2,710 | ||
European Investment Bank | 1.625% | 10/9/29 | 12,190 | 12,884 | ||
European Investment Bank | 0.875% | 5/17/30 | 7,900 | 7,835 | ||
European Investment Bank | 0.750% | 9/23/30 | 18,350 | 17,932 | ||
European Investment Bank | 4.875% | 2/15/36 | 24,515 | 36,138 | ||
Export Development Canada | 2.000% | 5/17/22 | 1,500 | 1,537 | ||
Export Development Canada | 1.750% | 7/18/22 | 33,960 | 34,727 | ||
Export Development Canada | 2.500% | 1/24/23 | 12,540 | 13,119 | ||
Export Development Canada | 1.375% | 2/24/23 | 42,820 | 43,691 | ||
Export Development Canada | 2.750% | 3/15/23 | 8,990 | 9,484 | ||
Export Development Canada | 2.625% | 2/21/24 | 10,625 | 11,396 | ||
Export-Import Bank of Korea | 2.750% | 1/25/22 | 23,160 | 23,729 | ||
Export-Import Bank of Korea | 5.000% | 4/11/22 | 6,100 | 6,452 | ||
Export-Import Bank of Korea | 3.000% | 11/1/22 | 8,664 | 9,067 | ||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 13,664 | 14,913 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 33,525 | 36,817 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 200 | 217 | ||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 15,200 | 15,882 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 7,330 | 8,196 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 13,075 | 14,319 | ||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 725 | 820 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 250 | 265 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 25,000 | 24,489 | ||
FMS Wertmanagement | 2.000% | 8/1/22 | 54,410 | 55,949 | ||
FMS Wertmanagement | 2.750% | 1/30/24 | 2,000 | 2,150 | ||
Hydro-Quebec | 8.400% | 1/15/22 | 8,302 | 8,966 | ||
Hydro-Quebec | 8.050% | 7/7/24 | 9,190 | 11,511 | ||
Hydro-Quebec | 8.500% | 12/1/29 | 5,546 | 8,737 | ||
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 9,310 | 9,635 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 8,600 | 9,500 | ||
Inter-American Development Bank | 2.125% | 1/18/22 | 66,350 | 67,691 | ||
Inter-American Development Bank | 1.750% | 4/14/22 | 30,640 | 31,252 | ||
Inter-American Development Bank | 1.750% | 9/14/22 | 32,578 | 33,439 | ||
Inter-American Development Bank | 3.000% | 9/26/22 | 27,796 | 29,138 | ||
Inter-American Development Bank | 2.500% | 1/18/23 | 59,870 | 62,661 | ||
Inter-American Development Bank | 0.500% | 5/24/23 | 10,175 | 10,242 | ||
Inter-American Development Bank | 3.000% | 10/4/23 | 13,975 | 15,032 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 76,325 | 76,374 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 21,595 | 23,131 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 30,457 | 33,028 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 29,620 | 31,681 | ||
Inter-American Development Bank | 1.750% | 3/14/25 | 42,490 | 44,886 | ||
Inter-American Development Bank | 0.875% | 4/3/25 | 33,302 | 33,950 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 5,249 | 6,680 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 60,800 | 61,352 | ||
Inter-American Development Bank | 2.000% | 6/2/26 | 34,295 | 36,918 | ||
Inter-American Development Bank | 2.000% | 7/23/26 | 24,343 | 26,239 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 48,250 | 53,226 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 40,000 | 39,654 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 37,489 | 43,902 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 19,550 | 21,582 | ||
Inter-American Development Bank | 3.875% | 10/28/41 | 2,895 | 3,993 | ||
Inter-American Development Bank | 3.200% | 8/7/42 | 11,427 | 14,435 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 10,950 | 16,349 | ||
International Bank for Reconstruction & Development | 2.125% | 12/13/21 | 14,155 | 14,416 | ||
International Bank for Reconstruction & Development | 2.000% | 1/26/22 | 67,585 | 68,891 | ||
International Bank for Reconstruction & Development | 1.625% | 2/10/22 | 63,235 | 64,250 | ||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 61,752 | 63,542 | ||
International Bank for Reconstruction & Development | 1.875% | 10/7/22 | 5,500 | 5,663 | ||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 16,100 | 18,522 | ||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 10,465 | 10,834 |
138
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 64,550 | 67,169 | ||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 70,825 | 76,162 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 77,705 | 77,755 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 50,750 | 54,364 | ||
International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 51,070 | 53,277 | ||
International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 71,349 | 77,304 | ||
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 38,625 | 40,573 | ||
International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 3,246 | 3,479 | ||
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 17,000 | 17,252 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 85,130 | 85,937 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 90,550 | 90,397 | ||
International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 30,100 | 32,925 | ||
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 94,950 | 95,210 | ||
International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 15,244 | 17,198 | ||
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 1,050 | 1,473 | ||
International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 7,636 | 8,200 | ||
International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 22,499 | 25,154 | ||
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 51,275 | 51,317 | ||
International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 14,850 | 15,816 | ||
International Bank for Reconstruction & Development | 1.615% | 3/11/30 | 500 | 501 | ||
International Bank for Reconstruction & Development | 1.550% | 3/19/30 | 500 | 501 | ||
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 25,900 | 25,619 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 50,500 | 49,267 | ||
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 10,708 | 15,275 | ||
International Finance Corp. | 2.000% | 10/24/22 | 36,600 | 37,795 | ||
International Finance Corp. | 2.875% | 7/31/23 | 30,500 | 32,543 | ||
International Finance Corp. | 1.375% | 10/16/24 | 19,705 | 20,480 | ||
International Finance Corp. | 0.375% | 7/16/25 | 9,000 | 8,981 | ||
International Finance Corp. | 2.125% | 4/7/26 | 24,600 | 26,685 | ||
International Finance Corp. | 0.750% | 8/27/30 | 9,875 | 9,634 | ||
7 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 8,925 | 9,063 | |
7 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 9,525 | 9,819 | |
7 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 11,200 | 11,556 | |
7 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 11,000 | 11,258 | |
7 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 34,280 | 35,593 | |
7 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 24,000 | 24,692 | |
7 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 29,500 | 29,694 | |
7 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 5,000 | 5,364 | |
7 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,400 | 1,507 | |
7 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 35,000 | 35,016 | |
7 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 24,400 | 26,435 | |
7 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 23,000 | 24,587 | |
7 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 20,690 | 22,474 | |
7 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 13,000 | 13,612 | |
7 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 38,109 | 40,438 | |
7 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 33,500 | 33,489 | |
7 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 5,720 | 6,292 | |
7 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 2,110 | 2,289 | |
7 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 31,650 | 34,282 | |
7 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 31,545 | 35,419 | |
7 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 9,250 | 10,378 | |
7 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 30,720 | 34,475 | |
7 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 14,935 | 17,363 | |
7 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 20,625 | 24,449 | |
7 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 12,000 | 12,843 | |
7 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 11,075 | 12,309 | |
7 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 5,250 | 6,126 | |
7 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 5,800 | 5,677 | |
8 | KFW | 3.125% | 12/15/21 | 73,685 | 75,682 | |
8 | KFW | 2.625% | 1/25/22 | 21,440 | 21,994 | |
8 | KFW | 2.500% | 2/15/22 | 61,250 | 62,808 | |
8 | KFW | 2.125% | 3/7/22 | 76,025 | 77,748 | |
8 | KFW | 2.125% | 6/15/22 | 72,715 | 74,757 | |
8 | KFW | 1.750% | 8/22/22 | 85,030 | 87,192 |
139
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
8 | KFW | 2.000% | 9/29/22 | 7,190 | 7,418 | |
8 | KFW | 2.000% | 10/4/22 | 26,050 | 26,873 | |
8 | KFW | 2.375% | 12/29/22 | 60,090 | 62,691 | |
8 | KFW | 2.125% | 1/17/23 | 45,635 | 47,419 | |
8 | KFW | 1.625% | 2/15/23 | 58,705 | 60,419 | |
8 | KFW | 0.250% | 10/19/23 | 97,000 | 96,899 | |
8 | KFW | 2.625% | 2/28/24 | 21,200 | 22,776 | |
8 | KFW | 1.375% | 8/5/24 | 31,405 | 32,434 | |
8 | KFW | 2.500% | 11/20/24 | 48,946 | 53,047 | |
8 | KFW | 2.000% | 5/2/25 | 20,518 | 21,931 | |
8 | KFW | 0.375% | 7/18/25 | 95,625 | 95,464 | |
8 | KFW | 2.875% | 4/3/28 | 14,516 | 16,691 | |
8 | KFW | 1.750% | 9/14/29 | 16,640 | 17,709 | |
8 | KFW | 0.750% | 9/30/30 | 29,450 | 28,751 | |
8 | KFW | 0.000% | 4/18/36 | 20,242 | 16,176 | |
8 | KFW | 0.000% | 6/29/37 | 36,775 | 28,910 | |
Korea Development Bank | 2.625% | 2/27/22 | 20,280 | 20,794 | ||
Korea Development Bank | 3.000% | 3/19/22 | 2,660 | 2,743 | ||
Korea Development Bank | 3.000% | 9/14/22 | 17,400 | 18,102 | ||
Korea Development Bank | 3.375% | 3/12/23 | 37,000 | 39,392 | ||
Korea Development Bank | 2.750% | 3/19/23 | 9,600 | 10,090 | ||
Korea Development Bank | 3.750% | 1/22/24 | 23,490 | 25,650 | ||
Korea Development Bank | 3.250% | 2/19/24 | 3,000 | 3,237 | ||
Korea Development Bank | 2.125% | 10/1/24 | 5,700 | 6,002 | ||
Korea Development Bank | 2.000% | 9/12/26 | 1,500 | 1,603 | ||
Landesbank Baden-Wuerttemberg | 7.625% | 2/1/23 | 1,580 | 1,809 | ||
8 | Landwirtschaftliche Rentenbank | 2.000% | 12/6/21 | 340 | 346 | |
8 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 14,850 | 16,042 | |
8 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 39,547 | 42,065 | |
8 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 13,390 | 13,424 | |
8 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 26,500 | 28,720 | |
8 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 18,175 | 19,298 | |
8 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 14,774 | 16,460 | |
8 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 27,450 | 26,994 | |
Nexen Energy ULC | 7.875% | 3/15/32 | 13,315 | 19,597 | ||
Nexen Energy ULC | 6.400% | 5/15/37 | 14,029 | 19,561 | ||
Nexen Energy ULC | 7.500% | 7/30/39 | 1,948 | 3,025 | ||
Nordic Investment Bank | 2.125% | 2/1/22 | 4,565 | 4,659 | ||
Nordic Investment Bank | 1.375% | 10/17/22 | 11,800 | 12,046 | ||
Nordic Investment Bank | 0.375% | 5/19/23 | 25,100 | 25,152 | ||
Nordic Investment Bank | 2.875% | 7/19/23 | 13,500 | 14,388 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 12,000 | 12,652 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 28,000 | 27,900 | ||
North American Development Bank | 2.400% | 10/26/22 | 1,658 | 1,704 | ||
9 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 7,735 | 7,938 | |
9 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 5,400 | 5,528 | |
9 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 14,095 | 14,885 | |
9 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 11,971 | 12,922 | |
9 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 14,400 | 15,007 | |
9 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 31,975 | 31,801 | |
4 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 2,600 | 2,837 | |
4 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 17,345 | 19,150 | |
4 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 27,244 | 32,216 | |
4 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 17,684 | 21,707 | |
4 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 6,980 | 11,308 | |
4 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 13,325 | 16,557 | |
4 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 48,121 | 67,309 | |
4 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 36,316 | 50,434 | |
4 | Petroleos Mexicanos | 2.290% | 2/15/24 | 831 | 856 | |
Petroleos Mexicanos | 2.378% | 4/15/25 | 1,271 | 1,325 | ||
Province of Alberta | 2.200% | 7/26/22 | 28,295 | 29,142 | ||
Province of Alberta | 3.350% | 11/1/23 | 29,515 | 31,954 | ||
Province of Alberta | 2.950% | 1/23/24 | 14,235 | 15,316 | ||
Province of Alberta | 1.875% | 11/13/24 | 27,635 | 29,016 |
140
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Province of Alberta | 3.300% | 3/15/28 | 18,890 | 21,763 | ||
Province of Alberta | 1.000% | 5/20/25 | 19,305 | 19,552 | ||
Province of Alberta | 1.300% | 7/22/30 | 36,360 | 35,440 | ||
Province of British Columbia | 2.000% | 10/23/22 | 12,131 | 12,509 | ||
Province of British Columbia | 6.500% | 1/15/26 | 266 | 337 | ||
Province of British Columbia | 2.250% | 6/2/26 | 8,275 | 8,988 | ||
Province of British Columbia | 1.750% | 9/27/24 | 7,875 | 8,170 | ||
Province of Manitoba | 2.125% | 5/4/22 | 4,945 | 5,069 | ||
Province of Manitoba | 2.100% | 9/6/22 | 12,070 | 12,431 | ||
Province of Manitoba | 2.600% | 4/16/24 | 19,500 | 20,889 | ||
Province of Manitoba | 3.050% | 5/14/24 | 2,150 | 2,335 | ||
Province of Manitoba | 2.125% | 6/22/26 | 6,575 | 7,067 | ||
Province of New Brunswick | 2.500% | 12/12/22 | 1,675 | 1,742 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 7,650 | 8,872 | ||
Province of Ontario | 2.400% | 2/8/22 | 19,107 | 19,560 | ||
Province of Ontario | 2.550% | 4/25/22 | 36,810 | 37,919 | ||
Province of Ontario | 2.250% | 5/18/22 | 42,575 | 43,743 | ||
Province of Ontario | 2.450% | 6/29/22 | 17,271 | 17,833 | ||
Province of Ontario | 2.200% | 10/3/22 | 10,500 | 10,841 | ||
Province of Ontario | 1.750% | 1/24/23 | 11,980 | 12,338 | ||
Province of Ontario | 3.400% | 10/17/23 | 54,220 | 58,756 | ||
Province of Ontario | 3.050% | 1/29/24 | 13,115 | 14,177 | ||
Province of Ontario | 3.200% | 5/16/24 | 6,150 | 6,719 | ||
Province of Ontario | 2.500% | 4/27/26 | 17,655 | 19,283 | ||
Province of Ontario | 2.300% | 6/15/26 | 42,600 | 46,216 | ||
Province of Ontario | 2.000% | 10/2/29 | 32,560 | 34,309 | ||
Province of Ontario | 1.125% | 10/7/30 | 18,100 | 17,866 | ||
Province of Quebec | 2.375% | 1/31/22 | 19,550 | 19,991 | ||
Province of Quebec | 2.625% | 2/13/23 | 28,300 | 29,678 | ||
Province of Quebec | 7.500% | 7/15/23 | 300 | 352 | ||
Province of Quebec | 7.125% | 2/9/24 | 11,272 | 13,540 | ||
Province of Quebec | 2.500% | 4/9/24 | 900 | 962 | ||
Province of Quebec | 2.875% | 10/16/24 | 18,125 | 19,780 | ||
Province of Quebec | 1.500% | 2/11/25 | 14,772 | 15,232 | ||
Province of Quebec | 0.600% | 7/23/25 | 32,000 | 31,868 | ||
Province of Quebec | 2.500% | 4/20/26 | 23,550 | 25,753 | ||
Province of Quebec | 2.750% | 4/12/27 | 45,965 | 51,207 | ||
Province of Quebec | 7.500% | 9/15/29 | 17,495 | 26,172 | ||
Province of Quebec | 1.350% | 5/28/30 | 19,200 | 19,359 | ||
Province of Saskatchewan | 8.500% | 7/15/22 | 3,374 | 3,779 | ||
Republic of Chile | 2.250% | 10/30/22 | 2,385 | 2,468 | ||
Republic of Chile | 3.125% | 3/27/25 | 6,870 | 7,557 | ||
Republic of Chile | 3.125% | 1/21/26 | 11,468 | 12,717 | ||
4 | Republic of Chile | 3.240% | 2/6/28 | 19,954 | 22,599 | |
Republic of Chile | 2.450% | 1/31/31 | 21,325 | 22,827 | ||
4 | Republic of Chile | 2.550% | 1/27/32 | 11,955 | 12,863 | |
Republic of Chile | 3.625% | 10/30/42 | 3,050 | 3,572 | ||
Republic of Chile | 3.860% | 6/21/47 | 17,807 | 21,706 | ||
4 | Republic of Chile | 3.500% | 1/25/50 | 30,466 | 34,843 | |
4 | Republic of Colombia | 2.625% | 3/15/23 | 22,685 | 23,433 | |
Republic of Colombia | 8.125% | 5/21/24 | 7,362 | 9,037 | ||
4 | Republic of Colombia | 4.500% | 1/28/26 | 25,523 | 28,900 | |
4 | Republic of Colombia | 3.875% | 4/25/27 | 36,002 | 40,070 | |
4 | Republic of Colombia | 4.500% | 3/15/29 | 26,175 | 30,293 | |
4 | Republic of Colombia | 3.000% | 1/30/30 | 11,925 | 12,533 | |
4 | Republic of Colombia | 3.125% | 4/15/31 | 7,275 | 7,726 | |
Republic of Colombia | 10.375% | 1/28/33 | 5,750 | 9,278 | ||
Republic of Colombia | 7.375% | 9/18/37 | 20,552 | 30,039 | ||
Republic of Colombia | 6.125% | 1/18/41 | 26,280 | 35,211 | ||
4 | Republic of Colombia | 5.625% | 2/26/44 | 29,557 | 38,243 | |
4 | Republic of Colombia | 5.000% | 6/15/45 | 68,414 | 83,691 | |
Republic of Colombia | 5.200% | 5/15/49 | 21,800 | 27,589 | ||
4 | Republic of Colombia | 4.125% | 5/15/51 | 25,778 | 28,640 | |
4 | Republic of Columbia | 4.000% | 2/26/24 | 28,050 | 30,325 |
141
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Republic of Finland | 6.950% | 2/15/26 | 1,905 | 2,470 | ||
Republic of Hungary | 6.375% | 3/29/21 | 43,333 | 43,929 | ||
Republic of Hungary | 5.375% | 2/21/23 | 23,802 | 26,063 | ||
Republic of Hungary | 5.750% | 11/22/23 | 6,001 | 6,841 | ||
Republic of Hungary | 5.375% | 3/25/24 | 24,311 | 27,656 | ||
Republic of Hungary | 7.625% | 3/29/41 | 18,090 | 32,088 | ||
Republic of Indonesia | 2.950% | 1/11/23 | 5,450 | 5,682 | ||
Republic of Indonesia | 4.450% | 2/11/24 | 9,975 | 11,035 | ||
Republic of Indonesia | 3.500% | 1/11/28 | 17,300 | 19,354 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 16,580 | 19,253 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 19,815 | 24,001 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 6,700 | 7,487 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 5,950 | 6,396 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 16,260 | 18,902 | ||
6 | Republic of Indonesia | 4.750% | 7/18/47 | 6,315 | 7,902 | |
Republic of Indonesia | 4.350% | 1/11/48 | 37,017 | 44,093 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 15,700 | 21,508 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 9,020 | 9,866 | ||
Republic of Indonesia | 3.500% | 2/14/50 | 3,416 | 3,706 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 21,640 | 25,807 | ||
Republic of Indonesia | 4.450% | 4/15/70 | 15,005 | 18,381 | ||
Republic of Italy | 6.875% | 9/27/23 | 34,104 | 39,565 | ||
Republic of Italy | 2.375% | 10/17/24 | 32,550 | 34,180 | ||
Republic of Italy | 1.250% | 2/17/26 | 33,950 | 33,829 | ||
Republic of Italy | 2.875% | 10/17/29 | 20,500 | 21,505 | ||
Republic of Italy | 5.375% | 6/15/33 | 30,840 | 39,561 | ||
Republic of Italy | 4.000% | 10/17/49 | 31,285 | 34,431 | ||
Republic of Korea | 3.875% | 9/11/23 | 1,830 | 1,999 | ||
Republic of Korea | 5.625% | 11/3/25 | 525 | 647 | ||
Republic of Korea | 2.750% | 1/19/27 | 53,150 | 58,011 | ||
Republic of Korea | 1.000% | 9/16/30 | 9,700 | 9,500 | ||
Republic of Korea | 4.125% | 6/10/44 | 9,212 | 12,473 | ||
Republic of Korea | 3.875% | 9/20/48 | 6,888 | 9,159 | ||
4 | Republic of Panama | 4.000% | 9/22/24 | 16,984 | 18,789 | |
4 | Republic of Panama | 3.750% | 3/16/25 | 24,683 | 27,306 | |
Republic of Panama | 7.125% | 1/29/26 | 15,219 | 19,404 | ||
Republic of Panama | 8.875% | 9/30/27 | 8,692 | 12,451 | ||
4 | Republic of Panama | 3.875% | 3/17/28 | 20,225 | 23,259 | |
Republic of Panama | 9.375% | 4/1/29 | 12,370 | 19,204 | ||
4 | Republic of Panama | 3.160% | 1/23/30 | 8,015 | 8,917 | |
4 | Republic of Panama | 2.252% | 9/29/32 | 3,020 | 3,122 | |
4 | Republic of Panama | 6.700% | 1/26/36 | 27,611 | 40,933 | |
4 | Republic of Panama | 4.500% | 5/15/47 | 15,305 | 19,705 | |
4 | Republic of Panama | 4.500% | 4/16/50 | 38,053 | 48,898 | |
4 | Republic of Panama | 4.300% | 4/29/53 | 18,600 | 23,506 | |
4 | Republic of Panama | 4.500% | 4/1/56 | 36,430 | 46,995 | |
4 | Republic of Panama | 3.870% | 7/23/60 | 14,515 | 17,128 | |
Republic of Peru | 7.350% | 7/21/25 | 7,239 | 9,270 | ||
4 | Republic of Peru | 2.392% | 1/23/26 | 10,800 | 11,521 | |
Republic of Peru | 4.125% | 8/25/27 | 1,699 | 1,995 | ||
Republic of Peru | 2.844% | 6/20/30 | 5,850 | 6,477 | ||
4 | Republic of Peru | 2.783% | 1/23/31 | 27,175 | 29,860 | |
4 | Republic of Peru | 1.862% | 12/1/32 | 10,000 | 10,100 | |
Republic of Peru | 8.750% | 11/21/33 | 36,024 | 61,533 | ||
4 | Republic of Peru | 6.550% | 3/14/37 | 15,841 | 24,044 | |
Republic of Peru | 5.625% | 11/18/50 | 35,723 | 56,093 | ||
4 | Republic of Peru | 2.780% | 12/1/60 | 11,000 | 10,986 | |
4 | Republic of Peru | 3.230% | 7/28/21 | 23,500 | 23,471 | |
Republic of Poland | 5.125% | 4/21/21 | 19,845 | 20,093 | ||
Republic of Poland | 5.000% | 3/23/22 | 22,670 | 23,919 | ||
Republic of Poland | 3.000% | 3/17/23 | 23,420 | 24,680 | ||
Republic of Poland | 4.000% | 1/22/24 | 15,464 | 17,088 | ||
Republic of Poland | 3.250% | 4/6/26 | 25,435 | 28,625 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 1,000 | 1,110 |
142
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Republic of the Philippines | 9.500% | 10/21/24 | 1,150 | 1,532 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 19,796 | 28,036 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 24,315 | 30,211 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 15,075 | 16,687 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 22,100 | 25,816 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 21,578 | 35,604 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 10,500 | 11,314 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 24,670 | 38,084 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 5,473 | 5,521 | ||
Republic of the Philippines | 6.375% | 1/15/32 | 8,075 | 11,557 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 37,714 | 55,440 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 1,645 | 2,176 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 43,773 | 52,338 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 16,637 | 19,278 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 24,220 | 28,194 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 34,590 | 36,722 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 6,671 | 6,736 | ||
State of Israel | 4.000% | 6/30/22 | 16,430 | 17,312 | ||
State of Israel | 3.150% | 6/30/23 | 11,100 | 11,850 | ||
State of Israel | 2.875% | 3/16/26 | 31,300 | 34,457 | ||
State of Israel | 3.250% | 1/17/28 | 7,500 | 8,563 | ||
State of Israel | 2.500% | 1/15/30 | 140 | 152 | ||
State of Israel | 2.750% | 7/3/30 | 19,480 | 21,460 | ||
State of Israel | 4.500% | 1/30/43 | 14,500 | 19,151 | ||
State of Israel | 4.125% | 1/17/48 | 11,700 | 15,048 | ||
State of Israel | 3.375% | 1/15/50 | 39,775 | 43,967 | ||
State of Israel | 3.875% | 7/3/50 | 25,200 | 30,330 | ||
State of Israel | 4.500% | 4/3/20 | 14,950 | 19,790 | ||
Svensk Exportkredit AB | 2.375% | 3/9/22 | 5,100 | 5,225 | ||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 17,000 | 17,490 | ||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 16,500 | 16,909 | ||
Svensk Exportkredit AB | 2.875% | 3/14/23 | 15,370 | 16,228 | ||
Svensk Exportkredit AB | 0.750% | 4/6/23 | 7,777 | 7,854 | ||
Svensk Exportkredit AB | 0.250% | 9/29/23 | 15,950 | 15,934 | ||
Svensk Exportkredit AB | 0.375% | 7/30/24 | 8,100 | 8,096 | ||
Svensk Exportkredit AB | 0.625% | 5/14/25 | 26,050 | 26,176 | ||
Svensk Exportkredit AB | 0.500% | 8/26/25 | 35,275 | 35,126 | ||
Svensk Exportkredit AB | 0.000% | 5/11/37 | 200 | 152 | ||
Syngenta Finance NV | 3.125% | 3/28/22 | 6,635 | 6,735 | ||
United Mexican States | 4.000% | 10/2/23 | 24,706 | 27,052 | ||
United Mexican States | 3.600% | 1/30/25 | 41,067 | 45,689 | ||
4 | United Mexican States | 3.900% | 4/27/25 | 14,700 | 16,482 | |
United Mexican States | 4.125% | 1/21/26 | 32,285 | 37,098 | ||
United Mexican States | 4.150% | 3/28/27 | 47,140 | 54,385 | ||
United Mexican States | 3.750% | 1/11/28 | 30,740 | 34,630 | ||
United Mexican States | 4.500% | 4/22/29 | 38,625 | 45,294 | ||
4 | United Mexican States | 3.250% | 4/16/30 | 20,175 | 21,834 | |
4 | United Mexican States | 2.659% | 5/24/31 | 18,000 | 18,405 | |
United Mexican States | 8.300% | 8/15/31 | 3,680 | 5,603 | ||
4 | United Mexican States | 4.750% | 4/27/32 | 54,085 | 65,142 | |
United Mexican States | 7.500% | 4/8/33 | 14,865 | 21,525 | ||
United Mexican States | 6.750% | 9/27/34 | 10,938 | 15,409 | ||
United Mexican States | 6.050% | 1/11/40 | 36,494 | 48,980 | ||
United Mexican States | 4.750% | 3/8/44 | 67,749 | 80,582 | ||
United Mexican States | 5.550% | 1/21/45 | 14,658 | 19,236 | ||
United Mexican States | 4.600% | 1/23/46 | 32,954 | 38,432 | ||
United Mexican States | 4.350% | 1/15/47 | 34,290 | 39,125 | ||
United Mexican States | 4.600% | 2/10/48 | 37,713 | 44,276 | ||
4 | United Mexican States | 4.500% | 1/31/50 | 33,400 | 39,186 | |
4 | United Mexican States | 5.000% | 4/27/51 | 45,950 | 57,302 | |
4 | United Mexican States | 3.771% | 5/24/61 | 17,800 | 18,556 | |
United Mexican States | 5.750% | 10/12/10 | 43,709 | 58,040 | ||
Total Sovereign Bonds (Cost $11,688,100) | 12,481,163 |
143
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Taxable Municipal Bonds (0.8%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 2,980 | 3,155 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 2,050 | 3,432 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 4,895 | 7,245 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.834% | 2/15/41 | 2,300 | 3,738 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.053% | 2/15/43 | 1,000 | 1,468 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 5.939% | 2/15/47 | 8,475 | 12,590 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.270% | 2/15/50 | 2,175 | 3,088 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.499% | 2/15/50 | 1,550 | 2,573 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 8.084% | 2/15/50 | 8,415 | 15,798 | ||
Atlanta GA Water & Wastewater Revenue | 2.257% | 11/1/35 | 2,400 | 2,520 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 4,000 | 4,314 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 4,075 | 6,360 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 18,010 | 31,023 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 6,200 | 11,350 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 10,390 | 19,177 | ||
California Department of Water Resources Power Supply Revenue | 2.000% | 5/1/22 | 12,550 | 12,840 | ||
California GO | 5.700% | 11/1/21 | 24,125 | 25,214 | ||
California GO | 2.367% | 4/1/22 | 2,000 | 2,050 | ||
California GO | 3.375% | 4/1/25 | 5,450 | 6,089 | ||
California GO | 2.650% | 4/1/26 | 5,000 | 5,505 | ||
California GO | 3.500% | 4/1/28 | 7,635 | 8,908 | ||
California GO | 3.050% | 4/1/29 | 600 | 683 | ||
California GO | 2.500% | 10/1/29 | 9,035 | 9,944 | ||
California GO | 4.500% | 4/1/33 | 11,590 | 14,009 | ||
California GO | 7.500% | 4/1/34 | 42,720 | 71,200 | ||
California GO | 4.600% | 4/1/38 | 17,500 | 21,041 | ||
California GO | 7.550% | 4/1/39 | 41,470 | 72,813 | ||
California GO | 7.300% | 10/1/39 | 6,946 | 11,465 | ||
California GO | 7.350% | 11/1/39 | 37,070 | 61,571 | ||
California GO | 7.625% | 3/1/40 | 15,125 | 26,250 | ||
California GO | 7.600% | 11/1/40 | 15,755 | 28,497 | ||
California Institute of Technology Revenue | 3.650% | 9/1/19 | 3,050 | 3,454 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 3,220 | 3,943 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 1,850 | 1,881 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 10,905 | 11,647 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 1,410 | 2,070 | ||
Chicago IL GO | 7.045% | 1/1/29 | 2,580 | 2,800 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 7,475 | 10,715 | ||
Chicago IL O’Hare International Airport Revenue | 6.395% | 1/1/40 | 1,745 | 2,629 | ||
Chicago IL O’Hare International Airport Revenue | 4.472% | 1/1/49 | 4,375 | 5,402 | ||
Chicago IL Transit Authority Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 7,135 | 10,317 | ||
City of San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 3,900 | 4,110 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 3,745 | 6,209 | ||
Commonwealth Financing Authority PA Revenue | 3.864% | 6/1/38 | 8,870 | 10,416 |
144
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Commonwealth Financing Authority PA Revenue | 3.807% | 6/1/41 | 5,735 | 6,765 | ||
Connecticut GO | 5.090% | 10/1/30 | 8,770 | 10,675 | ||
Connecticut GO | 5.850% | 3/15/32 | 6,410 | 8,958 | ||
Cook County IL GO | 6.229% | 11/15/34 | 4,650 | 6,545 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 2,100 | 3,089 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 2,065 | 3,154 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 4,000 | 5,695 | ||
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 4,490 | 6,251 | ||
Dallas TX Independent School District GO | 6.450% | 2/15/35 | 3,750 | 3,802 | ||
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 15,350 | 16,420 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 4,500 | 4,813 | ||
District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 5,675 | 7,670 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 17,250 | 25,641 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 4,695 | 7,056 | ||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | 95 | 99 | ||
Florida Board of Administration Finance Corp. Revenue | 2.638% | 7/1/21 | 7,330 | 7,411 | ||
Florida Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 20,500 | 20,970 | ||
Florida Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 13,800 | 14,324 | ||
Florida Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 16,985 | 17,872 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 4,850 | 5,208 | ||
George Washington University Revenue | 4.300% | 9/15/44 | 5,500 | 6,855 | ||
George Washington University Revenue | 4.868% | 9/15/45 | 4,105 | 5,601 | ||
George Washington University Revenue | 4.126% | 9/15/48 | 10,235 | 12,742 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 12,991 | 19,756 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 6,604 | 10,207 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 3,645 | 5,269 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 27,320 | 28,572 | ||
Great Lakes Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 4,100 | 4,370 | ||
Great Lakes Water Authority Water Supply System Revenue | 3.473% | 7/1/41 | 1,000 | 1,076 | ||
Health & Educational Facilities Authority of the State of Missouri Revenue | 3.229% | 5/15/50 | 4,815 | 5,622 | ||
Houston TX GO | 6.290% | 3/1/32 | 14,080 | 17,869 | ||
Houston TX GO | 3.961% | 3/1/47 | 1,330 | 1,643 | ||
Illinois GO | 4.950% | 6/1/23 | 8,722 | 8,937 | ||
Illinois GO | 5.100% | 6/1/33 | 64,014 | 68,893 | ||
Illinois GO | 6.630% | 2/1/35 | 2,930 | 3,357 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 4,980 | 7,197 | ||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 6,300 | 7,248 | ||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 4,100 | 5,255 | ||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 4,165 | 4,493 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 1,925 | 2,498 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 900 | 1,224 | ||
10 | Kansas Development Finance Authority Revenue (Public Employees Retirement System) | 5.501% | 5/1/34 | 4,300 | 5,617 | |
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 9,595 | 9,954 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 8,300 | 8,569 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 7,140 | 7,441 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 3,025 | 5,436 | ||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 3,925 | 5,985 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 2,700 | 4,728 |
145
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 5,060 | 9,418 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 350 | 451 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 10,200 | 14,390 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 15,745 | 23,683 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 8,110 | 11,119 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 2,200 | 3,736 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 2,330 | 3,426 | ||
Massachusetts GO | 4.200% | 12/1/21 | 2,500 | 2,589 | ||
Massachusetts GO | 4.500% | 8/1/31 | 400 | 513 | ||
Massachusetts GO | 5.456% | 12/1/39 | 5,350 | 7,886 | ||
Massachusetts GO | 2.514% | 7/1/41 | 13,650 | 14,285 | ||
Massachusetts GO | 2.813% | 9/1/43 | 10,415 | 11,466 | ||
Massachusetts GO | 2.900% | 9/1/49 | 5,415 | 5,827 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | 3,000 | 3,040 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | 5,510 | 5,722 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 3,100 | 4,494 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 7,605 | 8,181 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 4,275 | 6,185 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 2,260 | 3,425 | ||
Metropolitan Transportation Authority Revenue | 5.175% | 11/15/49 | 9,375 | 10,985 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 6,325 | 11,215 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 6,205 | 6,835 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 2,025 | 2,185 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 4,490 | 4,956 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 6,225 | 7,015 | ||
Michigan State Building Authority Revenue | 2.705% | 10/15/40 | 6,300 | 6,449 | ||
Michigan State University Revenue | 4.496% | 8/15/48 | 2,600 | 2,976 | ||
Mississippi GO | 5.245% | 11/1/34 | 1,375 | 1,825 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 5,750 | 7,267 | ||
11 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 15,525 | 20,010 | |
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 5,035 | 5,293 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 5,410 | 5,604 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 12,050 | 14,316 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 8,105 | 11,191 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 17,050 | 28,593 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 15,940 | 26,028 | ||
New York City NY GO | 5.517% | 10/1/37 | 9,550 | 13,467 | ||
New York City NY GO | 6.271% | 12/1/37 | 3,200 | 4,845 | ||
New York City NY Housing Development Corp. Multi-Family Mortgage Revenue (8 Spruce Street) | 3.709% | 2/15/48 | 150 | 159 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 1,435 | 2,204 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 395 | 607 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 2,900 | 4,559 |
146
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 1,050 | 1,669 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 4,675 | 7,111 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 19,200 | 31,124 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 4,675 | 6,093 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 8,550 | 11,749 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 20,105 | 32,168 | ||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 1,950 | 2,388 | ||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 6.668% | 11/15/39 | 1,935 | 2,526 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 11,425 | 12,035 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 2,650 | 2,886 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 2,170 | 2,916 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 865 | 1,208 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 9,795 | 10,681 | ||
New York State Thruway Authority Revenue | 2.900% | 1/1/35 | 2,700 | 2,927 | ||
New York State Thruway Authority Revenue | 3.500% | 1/1/42 | 2,000 | 2,090 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 4,000 | 4,595 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 5,775 | 7,427 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 10,855 | 18,824 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 9,285 | 12,851 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 2,885 | 3,533 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 3,860 | 5,612 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 8,675 | 8,842 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 2,550 | 3,120 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 6,040 | 8,763 | ||
Oregon GO | 5.892% | 6/1/27 | 5,230 | 6,561 | ||
10 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,200 | 1,450 | |
11 | Oregon School Boards Association GO | 5.680% | 6/30/28 | 1,575 | 1,969 | |
12 | Oregon State University Revenue | 3.424% | 3/1/60 | 7,680 | 7,956 | |
Pennsylvania Public School Building Authority Lease Revenue (School District of Philadelphia) | 5.000% | 9/15/27 | 2,617 | 3,173 | ||
Pennsylvania State University Revenue | 2.790% | 9/1/43 | 7,400 | 7,746 | ||
Pennsylvania State University Revenue | 2.840% | 9/1/50 | 3,415 | 3,530 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 4,390 | 6,652 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 2,560 | 3,414 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 12,025 | 17,246 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 23,560 | 33,790 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 6,300 | 8,610 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 4,625 | 5,190 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 2,205 | 2,684 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 2,315 | 3,224 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 28,925 | 38,480 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 5,400 | 7,487 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 5,400 | 5,770 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Project) | 2.543% | 9/1/40 | 5,225 | 5,454 | ||
Princeton University Revenue | 5.700% | 3/1/39 | 9,315 | 14,131 | ||
4 | Princeton University Revenue | 2.516% | 7/1/50 | 15,270 | 16,149 |
147
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Regents of the University of California Medical Center Pooled Revenue | 3.006% | 5/15/50 | 7,295 | 7,742 | ||
Regents of the University of California Medical Center Pooled Revenue | 3.256% | 5/15/60 | 6,730 | 7,570 | ||
Regents of the University of California Medical Center Pooled Revenue | 3.706% | 5/15/20 | 3,600 | 3,844 | ||
Regents of the University of California Revenue | 3.063% | 7/1/25 | 12,062 | 13,305 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 3,200 | 5,322 | ||
Riverside County CA Pension Revenue | 3.818% | 2/15/38 | 975 | 1,077 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 3,275 | 4,536 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 1,325 | 1,421 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 4,130 | 4,689 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 8,700 | 9,161 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 3,525 | 3,849 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 1,795 | 2,246 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 3,880 | 5,414 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 4,085 | 6,177 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 6,750 | 10,210 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 5,150 | 6,655 | ||
San Diego CA Regional Transportation Commission Revenue | 3.248% | 4/1/48 | 1,225 | 1,287 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 3,760 | 6,064 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 11,670 | 18,239 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 3.303% | 11/1/39 | 6,605 | 7,051 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 5,175 | 8,900 | ||
San Francisco CA Public Utilities Commission Water Revenue | 2.825% | 11/1/41 | 3,900 | 4,085 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation Refunding Bonds | 3.375% | 8/1/34 | 5,940 | 6,383 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 8,775 | 11,242 | ||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 2,300 | 2,398 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 8,650 | 14,345 | ||
State of California GO | 1.750% | 11/1/30 | 5,000 | 5,144 | ||
Texas A&M University System Revenue Financing System Revenue | 3.100% | 7/1/49 | 5,715 | 6,068 | ||
Texas GO | 5.517% | 4/1/39 | 17,465 | 25,969 | ||
Texas GO | 3.211% | 4/1/44 | 6,000 | 6,555 | ||
Texas Private Activity Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 9,870 | 11,253 | ||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 5,035 | 6,493 | ||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 2,850 | 3,849 | ||
Texas Transportation Commission Revenue | 2.562% | 4/1/42 | 11,375 | 11,587 | ||
Texas Transportation Commission Revenue | 2.472% | 10/1/44 | 12,250 | 12,317 | ||
Texas Transportation Commission State Highway Fund | 4.000% | 10/1/33 | 9,725 | 12,296 | ||
University of California Regents Medical Center Revenue | 6.548% | 5/15/48 | 13,925 | 22,600 | ||
University of California Regents Medical Center Revenue | 6.583% | 5/15/49 | 2,575 | 4,169 | ||
University of California Revenue | 0.883% | 5/15/25 | 4,075 | 4,133 | ||
University of California Revenue | 1.316% | 5/15/27 | 7,575 | 7,696 | ||
University of California Revenue | 1.614% | 5/15/30 | 7,265 | 7,341 | ||
University of California Revenue | 4.601% | 5/15/31 | 4,500 | 5,486 | ||
University of California Revenue | 5.946% | 5/15/45 | 13,025 | 18,923 | ||
University of California Revenue | 4.858% | 5/15/12 | 16,990 | 24,385 | ||
University of California Revenue | 4.767% | 5/15/15 | 6,058 | 8,502 | ||
University of Maryland Medical System Obligated Group Revenue | 3.052% | 7/1/40 | 3,900 | 4,043 |
148
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
University of Maryland Medical System Obligated Group Revenue | 3.197% | 7/1/50 | 3,900 | 4,043 | ||
University of Michigan Revenue | 2.437% | 4/1/40 | 5,110 | 5,333 | ||
University of Michigan Revenue | 2.562% | 4/1/50 | 2,850 | 3,027 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 5,355 | 5,886 | ||
University of Pittsburgh PA of the Commonwealth System of Higher Education Revenue | 3.555% | 9/15/19 | 14,580 | 16,501 | ||
University of Southern California Revenue | 5.250% | 10/1/11 | 3,863 | 6,102 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 5,800 | 6,988 | ||
University of Texas System Revenue | 3.354% | 8/15/47 | 3,200 | 3,842 | ||
University of Texas System Revenue | 2.439% | 8/15/49 | 5,110 | 5,185 | ||
University of Texas System Revenue Financing System Revenue | 4.794% | 8/15/46 | 2,985 | 4,092 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 19,825 | 19,626 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 3,425 | 4,565 | ||
University of Virginia Revenue | 3.227% | 9/1/19 | 935 | 953 | ||
Utah GO | 4.554% | 7/1/24 | 1,915 | 2,070 | ||
Utah GO | 3.539% | 7/1/25 | 8,971 | 9,760 | ||
Washington GO | 5.140% | 8/1/40 | 4,410 | 6,191 | ||
Wisconsin Annual Appropriation Revenue | 3.954% | 5/1/36 | 17,995 | 20,168 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,100 | 3,510 | ||
10 | Wisconsin GO | 5.700% | 5/1/26 | 1,125 | 1,323 | |
Total Taxable Municipal Bonds (Cost $1,924,006) | 2,293,745 | |||||
Shares | ||||||
Temporary Cash Investment (3.3%) | ||||||
Money Market Fund (3.3%) | ||||||
13 | Vanguard Market Liquidity Fund | |||||
(Cost $10,130,654) | 0.111% | 101,319,176 | 10,131,918 | |||
Total Investments (102.7%) (Cost $290,771,389) | 311,472,704 | |||||
Other Assets and Liabilities—Net (-2.7%) | (8,285,949) | |||||
Net Assets (100%) | 303,186,755 |
Cost is in $000s.
¤ | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2020. |
1 | Securities with a value of $1,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
2 | U.S. government-guaranteed. |
3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
5 | Variable rate security; rate shown is effective rate at period end. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
6 | 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 December 31, 2020, the aggregate value of these securities was $2,111,272,000, representing 0.7% of net assets. |
7 | Guaranteed by the Government of Japan. |
8 | Guaranteed by the Federal Republic of Germany. |
9 | Guaranteed by the Republic of Austria. |
10 | Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation). |
11 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
12 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
13 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
12M—12-month. | |
1YR—1-year. | |
6M—6-month |
149
Vanguard® Total Bond Market Index Fund
Schedule of Investments
December 31, 2020
CMT—Constant Maturing Treasury Rate. | |
GO—General Obligation Bond. | |
LIBOR—London Interbank Offered Rate. | |
REIT—Real Estate Investment Trust. | |
REMICS—Real Estate Mortgage Investment Conduits. | |
UMBS—Uniform Mortgage-Backed Securities. |
150
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© 2021 The Vanguard Group, Inc. | |
All rights reserved. | |
Vanguard Marketing Corporation, Distributor. | |
SNA840_022021 |
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Short-Term Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund and Vanguard Long-Term Bond Index Fund
Opinions on the Financial Statements
We have audited the accompanying statements of assets and liabilities, including the schedules of investments - investments summary of Vanguard Short-Term Bond Index Fund, Vanguard Intermediate- Term Bond Index Fund and Vanguard Long-Term Bond Index Fund (three of the funds constituting Vanguard Bond Index Funds, hereafter collectively referred to as the "Funds") as of December 31, 2020, the related statements of operations for the year ended December 31, 2020, the statements of changes in net assets for each of the two years in the period ended December 31, 2020, including the related notes, and the financial highlights for each of the periods indicated therein (included in Item 1 of this Form N- CSR) and the schedules of investments (included in Item 6 of this Form N-CSR) as of December 31, 2020 (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of December 31, 2020, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended December 31, 2020 and the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinions
These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2020 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
February 16, 2021
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1800, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, F: (267) 330 3300, www.pwc.com/us
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Total Bond Market Index Fund
Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments - investments summary of Vanguard Total Bond Market Index Fund (one of the funds constituting Vanguard Bond Index Funds, referred to hereafter as the "Fund”) as of December 31, 2020, the related statement of operations for the year ended December 31, 2020, the statement of changes in net assets for each of the two years in the period ended December 31, 2020, including the related notes, and the financial highlights for each of the periods indicated therein (included in Item 1 of this Form N- CSR) and the schedule of investments (included in Item 6 of this Form N-CSR) as of December 31, 2020 (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of December 31, 2020, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2020 and the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2020 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.
February 16, 2021
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1800, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, F: (267) 330 3300, www.pwc.com/us
Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: Controls and Procedures.
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. In 2020, a third-party service provider began performing certain administrative and accounting services for Vanguard Short-Term Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund, Vanguard Long-Term Bond Index Fund, and Vanguard Total Bond Market II Index Fund. There were no other significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.
Item 12: Disclosure of Securities Lending Activities for Closed-End Management
Investment Companies.
Not applicable.
Item 13: Exhibits.
(a) | Code of Ethics. |
(b) | Certifications. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
VANGUARD BOND INDEX FUNDS
BY: /s/ MORTIMER J. BUCKLEY*
___________________________
MORTIMER J. BUCKLEY
CHIEF EXECUTIVE OFFICER
Date: February 19, 2021
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
VANGUARD BOND INDEX FUNDS
BY: /s/ MORTIMER J. BUCKLEY*
___________________________
MORTIMER J. BUCKLEY
CHIEF EXECUTIVE OFFICER
Date: February 19, 2021
VANGUARD BOND INDEX FUNDS
BY: /s/ JOHN BENDL*
___________________________
JOHN BENDL
CHIEF FINANCIAL OFFICER
Date: February 19, 2021
* By: /s/ Anne E. Robinson
Anne E. Robinson, pursuant to a Power of Attorney filed on December 18, 2020 (see File Number 33-64845), Incorporated by Reference